Source code for alf.optimizers.adamw

# Copyright (c) 2021 Horizon Robotics and ALF Contributors. All Rights Reserved.
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import inspect

import torch

from torch.optim import Optimizer


[docs]class AdamW(Optimizer): """AdamW optimizer. The current implementation of AdamW in pytorch 1.8 has a bug introduced during refactoring (https://github.com/pytorch/pytorch/pull/50411). This method is copied from the latest fix (#52944), which has been merged into pytorch repo after the release of pytorch 1.8.1 (https://github.com/pytorch/pytorch/pull/52944). TODO: remove this after upgrading to pytorch versions including fix (#52944). The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_. The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_. Arguments: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float, optional): learning rate (default: 1e-3) betas (Tuple[float, float], optional): coefficients used for computing running averages of gradient and its square (default: (0.9, 0.999)) eps (float, optional): term added to the denominator to improve numerical stability (default: 1e-8) weight_decay (float, optional): weight decay coefficient (default: 1e-2) amsgrad (boolean, optional): whether to use the AMSGrad variant of this algorithm from the paper `On the Convergence of Adam and Beyond`_ (default: False) References: .. _Adam\: A Method for Stochastic Optimization: https://arxiv.org/abs/1412.6980 .. _Decoupled Weight Decay Regularization: https://arxiv.org/abs/1711.05101 .. _On the Convergence of Adam and Beyond: https://openreview.net/forum?id=ryQu7f-RZ """ def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=1e-2, amsgrad=False): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {}".format(lr)) if not 0.0 <= eps: raise ValueError("Invalid epsilon value: {}".format(eps)) if not 0.0 <= betas[0] < 1.0: raise ValueError("Invalid beta parameter at index 0: {}".format( betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError("Invalid beta parameter at index 1: {}".format( betas[1])) if not 0.0 <= weight_decay: raise ValueError( "Invalid weight_decay value: {}".format(weight_decay)) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, amsgrad=amsgrad) super(AdamW, self).__init__(params, defaults) def __setstate__(self, state): super(AdamW, self).__setstate__(state) for group in self.param_groups: group.setdefault('amsgrad', False)
[docs] @torch.no_grad() def step(self, closure=None): """Performs a single optimization step. Args: closure (callable, optional): A closure that reevaluates the model and returns the loss. """ loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: params_with_grad = [] grads = [] exp_avgs = [] exp_avg_sqs = [] state_sums = [] max_exp_avg_sqs = [] state_steps = [] amsgrad = group['amsgrad'] beta1, beta2 = group['betas'] for p in group['params']: if p.grad is None: continue params_with_grad.append(p) if p.grad.is_sparse: raise RuntimeError( 'AdamW does not support sparse gradients') grads.append(p.grad) state = self.state[p] # State initialization if len(state) == 0: state['step'] = 0 # Exponential moving average of gradient values state['exp_avg'] = torch.zeros_like( p, memory_format=torch.preserve_format) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like( p, memory_format=torch.preserve_format) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values state['max_exp_avg_sq'] = torch.zeros_like( p, memory_format=torch.preserve_format) exp_avgs.append(state['exp_avg']) exp_avg_sqs.append(state['exp_avg_sq']) if amsgrad: max_exp_avg_sqs.append(state['max_exp_avg_sq']) # update the steps for each param group update state['step'] += 1 # record the step after step update state_steps.append(state['step']) _adamw( params_with_grad, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps, amsgrad=amsgrad, beta1=beta1, beta2=beta2, lr=group['lr'], weight_decay=group['weight_decay'], eps=group['eps']) return loss
# NOTE(breakds): This is to make the torch.optim._functional.adamw() call # compatible with both pytorch 1.9- and 1.10+. In 1.10 new required parameters # are introduced in this function, and the following wrapper supplies the # default value for such parameters. if "maximize" in inspect.signature(torch.optim._functional.adamw).parameters: def _adamw(*args, **kwargs): return torch.optim._functional.adamw(*args, **kwargs, maximize=False) else: def _adamw(*args, **kwargs): return torch.optim._functional.adamw(*args, **kwargs)