/usr/local/lib64/python3.6/site-packages/torch/optim/_multi_tensor
Edit: /usr/local/lib64/python3.6/site-packages/torch/optim/_multi_tensor/nadam.py (5351B)
import torch
from . import _functional as F
from ..optimizer import Optimizer
from collections import defaultdict
class NAdam(Optimizer):
r"""Implements NAdam algorithm with multi tensor APIs.
It has been proposed in `Incorporating Nesterov Momentum into Adam`_.
Args:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 2e-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 (L2 penalty) (default: 0)
momentum_decay (float, optional): momentum momentum_decay (default: 4e-3)
.. _Incorporating Nesterov Momentum into Adam:
https://openreview.net/forum?id=OM0jvwB8jIp57ZJjtNEZ
"""
def __init__(self, params, lr=2e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=0, momentum_decay=4e-3):
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))
if not 0.0 <= momentum_decay:
raise ValueError("Invalid momentum_decay value: {}".format(momentum_decay))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, momentum_decay=momentum_decay)
super(NAdam, self).__init__(params, defaults)
@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_avg = []
exp_avg_sq = []
mu_products = []
states = []
beta1, beta2 = group['betas']
for p in group['params']:
if p.grad is not None:
if p.grad.is_sparse:
raise RuntimeError('NAdam does not support sparse gradients')
params_with_grad.append(p)
grads.append(p.grad)
for p in params_with_grad:
state = self.state[p]
# Lazy state initialization
if len(state) == 0:
state['step'] = 0
state['mu_product'] = 1.
# 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)
exp_avg.append(state['exp_avg'])
exp_avg_sq.append(state['exp_avg_sq'])
state['step'] += 1
states.append(state)
mu = beta1 * (1. - 0.5 * (0.96 ** (state['step'] * group['momentum_decay'])))
state['mu_product'] *= mu
mu_products.append(state['mu_product'])
F.nadam(params_with_grad,
grads,
exp_avg,
exp_avg_sq,
mu_products,
states,
beta1=beta1,
beta2=beta2,
lr=group['lr'],
weight_decay=group['weight_decay'],
momentum_decay=group['momentum_decay'],
eps=group['eps'])
return loss
# TODO: refactor to a base class once foreach ops are in a good shape.
def zero_grad(self, set_to_none: bool = False):
per_device_and_dtype_grads = defaultdict(lambda: defaultdict(list))
for group in self.param_groups:
for p in group['params']:
if p.grad is not None:
if set_to_none:
p.grad = None
else:
if p.grad.grad_fn is not None:
p.grad.detach_()
else:
p.grad.requires_grad_(False)
if p.grad.is_sparse:
p.grad.zero_()
else:
per_device_and_dtype_grads[p.grad.device][p.grad.dtype].append(p.grad)
for _, per_dtype_grads in per_device_and_dtype_grads.items():
for grads in per_dtype_grads.values():
torch._foreach_zero_(grads)