# Copyright (c) 2019, NVIDIA CORPORATION. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import torch
from torch.optim.optimizer import Optimizer
[docs]class Novograd(Optimizer):
"""
Novograd algorithm.
Copied from https://github.com/NVIDIA/DeepLearningExamples/blob/master/PyTorch/SpeechRecognition/Jasper/optimizers.py
Copyright (c) 2019 NVIDIA Corp.
Apache-2.0 License
Args:
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: (0.95, 0))
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-8)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
grad_averaging: gradient averaging
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
"""
def __init__(self, params, lr=1e-3, betas=(0.95, 0), eps=1e-8,
weight_decay=0, grad_averaging=False, amsgrad=False):
if 0.0 > lr:
raise ValueError("Invalid learning rate: {}".format(lr))
if 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]))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay,
grad_averaging=grad_averaging,
amsgrad=amsgrad)
super(Novograd, self).__init__(params, defaults)
def __setstate__(self, state):
super(Novograd, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
[docs] def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad.data
if grad.is_sparse:
raise RuntimeError('Sparse gradients are not supported.')
amsgrad = group['amsgrad']
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.data)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
if amsgrad:
max_exp_avg_sq = state['max_exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
norm = torch.sum(torch.pow(grad, 2))
if exp_avg_sq == 0:
exp_avg_sq.copy_(norm)
else:
exp_avg_sq.mul_(beta2).add_(norm, alpha=1 - beta2)
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
# Use the max. for normalizing running avg. of gradient
denom = max_exp_avg_sq.sqrt().add_(group['eps'])
else:
denom = exp_avg_sq.sqrt().add_(group['eps'])
grad.div_(denom)
if group['weight_decay'] != 0:
grad.add_(p.data, alpha=group['weight_decay'])
if group['grad_averaging']:
grad.mul_(1 - beta1)
exp_avg.mul_(beta1).add_(grad)
p.data.add_(exp_avg, alpha=-group['lr'])
return loss