"""https://github.com/Z-T-WANG/LaProp-Optimizer/blob/master/laprop.py""" from torch.optim import Optimizer import math import torch class LaProp(Optimizer): def __init__( self, params, lr=4e-4, betas=(0.9, 0.999), eps=1e-15, weight_decay=0, amsgrad=False, centered=False, ): self.steps_before_using_centered = 10 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])) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, amsgrad=amsgrad, centered=centered, ) super(LaProp, self).__init__(params, defaults) 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( "Adam does not support sparse gradients, please consider SparseAdam instead" ) amsgrad = group["amsgrad"] centered = group["centered"] 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 learning rates state["exp_avg_lr_1"] = 0.0 state["exp_avg_lr_2"] = 0.0 # Exponential moving average of squared gradient values state["exp_avg_sq"] = torch.zeros_like(p.data) if centered: # Exponential moving average of gradient values as calculated by beta2 state["exp_mean_avg_beta2"] = torch.zeros_like(p.data) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values state["max_exp_avg_sq"] = torch.zeros_like(p.data) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] if centered: exp_mean_avg_beta2 = state["exp_mean_avg_beta2"] if amsgrad: max_exp_avg_sq = state["max_exp_avg_sq"] beta1, beta2 = group["betas"] state["step"] += 1 # Decay the first and second moment running average coefficient exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) state["exp_avg_lr_1"] = ( state["exp_avg_lr_1"] * beta1 + (1 - beta1) * group["lr"] ) state["exp_avg_lr_2"] = state["exp_avg_lr_2"] * beta2 + (1 - beta2) bias_correction1 = ( state["exp_avg_lr_1"] / group["lr"] if group["lr"] != 0.0 else 1.0 ) # 1 - beta1 ** state['step'] step_size = 1 / bias_correction1 bias_correction2 = state["exp_avg_lr_2"] denom = exp_avg_sq if centered: exp_mean_avg_beta2.mul_(beta2).add_(1 - beta2, grad) if state["step"] > self.steps_before_using_centered: mean = exp_mean_avg_beta2**2 denom = denom - mean if amsgrad: if not ( centered and state["step"] <= self.steps_before_using_centered ): # Maintains the maximum of all (centered) 2nd moment running avg. till now torch.max(max_exp_avg_sq, denom, out=max_exp_avg_sq) # Use the max. for normalizing running avg. of gradient denom = max_exp_avg_sq denom = denom.div(bias_correction2).sqrt_().add_(group["eps"]) step_of_this_grad = grad / denom exp_avg.mul_(beta1).add_((1 - beta1) * group["lr"], step_of_this_grad) p.data.add_(-step_size, exp_avg) if group["weight_decay"] != 0: p.data.add_(-group["weight_decay"], p.data) return loss