import math
import torch
from torch.optim.optimizer import Optimizer
class AdaBelief(Optimizer):
r"""Implements AdaBelief algorithm. Modified from Adam in PyTorch
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-16)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
decoupled_decay (boolean, optional): (default: True) If set as True, then
the optimizer uses decoupled weight decay as in AdamW
fixed_decay (boolean, optional): (default: False) This is used when weight_decouple
is set as True.
When fixed_decay == True, the weight decay is performed as
$W_{new} = W_{old} - W_{old} \times decay$.
When fixed_decay == False, the weight decay is performed as
$W_{new} = W_{old} - W_{old} \times decay \times lr$. Note that in this case, the
weight decay ratio decreases with learning rate (lr).
rectify (boolean, optional): (default: True) If set as True, then perform the rectified
update similar to RAdam
degenerated_to_sgd (boolean, optional) (default:True) If set as True, then perform SGD update
when variance of gradient is high
reference: AdaBelief Optimizer, adapting stepsizes by the belief in observed gradients, NeurIPS 2020
For a complete table of recommended hyperparameters, see https://github.com/juntang-zhuang/Adabelief-Optimizer'
For example train/args for EfficientNet see these gists
- link to train_scipt: https://gist.github.com/juntang-zhuang/0a501dd51c02278d952cf159bc233037
- link to args.yaml: https://gist.github.com/juntang-zhuang/517ce3c27022b908bb93f78e4f786dc3
"""
def __init__(
self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-16, weight_decay=0, amsgrad=False,
decoupled_decay=True, fixed_decay=False, rectify=True, degenerated_to_sgd=True):
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 isinstance(params, (list, tuple)) and len(params) > 0 and isinstance(params[0], dict):
for param in params:
if 'betas' in param and (param['betas'][0] != betas[0] or param['betas'][1] != betas[1]):
param['buffer'] = [[None, None, None] for _ in range(10)]
defaults = dict(
lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, amsgrad=amsgrad,
degenerated_to_sgd=degenerated_to_sgd, decoupled_decay=decoupled_decay, rectify=rectify,
fixed_decay=fixed_decay, buffer=[[None, None, None] for _ in range(10)])
super(AdaBelief, self).__init__(params, defaults)
def __setstate__(self, state):
super(AdaBelief, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
@torch.no_grad()
def reset(self):
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
amsgrad = group['amsgrad']
# State initialization
state['step'] = 0
# Exponential moving average of gradient values
state['exp_avg'] = torch.zeros_like(p)
# Exponential moving average of squared gradient values
state['exp_avg_var'] = torch.zeros_like(p)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_var'] = torch.zeros_like(p)
@torch.no_grad()
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:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad
if grad.dtype in {torch.float16, torch.bfloat16}:
grad = grad.float()
if grad.is_sparse:
raise RuntimeError(
'AdaBelief does not support sparse gradients, please consider SparseAdam instead')
p_fp32 = p
if p.dtype in {torch.float16, torch.bfloat16}:
p_fp32 = p_fp32.float()
amsgrad = group['amsgrad']
beta1, beta2 = group['betas']
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_fp32)
# Exponential moving average of squared gradient values
state['exp_avg_var'] = torch.zeros_like(p_fp32)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_var'] = torch.zeros_like(p_fp32)
# perform weight decay, check if decoupled weight decay
if group['decoupled_decay']:
if not group['fixed_decay']:
p_fp32.mul_(1.0 - group['lr'] * group['weight_decay'])
else:
p_fp32.mul_(1.0 - group['weight_decay'])
else:
if group['weight_decay'] != 0:
grad.add_(p_fp32, alpha=group['weight_decay'])
# get current state variable
exp_avg, exp_avg_var = state['exp_avg'], state['exp_avg_var']
state['step'] += 1
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
# Update first and second moment running average
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
grad_residual = grad - exp_avg
exp_avg_var.mul_(beta2).addcmul_(grad_residual, grad_residual, value=1 - beta2)
if amsgrad:
max_exp_avg_var = state['max_exp_avg_var']
# Maintains the maximum of all 2nd moment running avg. till now
torch.max(max_exp_avg_var, exp_avg_var.add_(group['eps']), out=max_exp_avg_var)
# Use the max. for normalizing running avg. of gradient
denom = (max_exp_avg_var.sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
else:
denom = (exp_avg_var.add_(group['eps']).sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
# update
if not group['rectify']:
# Default update
step_size = group['lr'] / bias_correction1
p_fp32.addcdiv_(exp_avg, denom, value=-step_size)
else:
# Rectified update, forked from RAdam
buffered = group['buffer'][int(state['step'] % 10)]
if state['step'] == buffered[0]:
num_sma, step_size = buffered[1], buffered[2]
else:
buffered[0] = state['step']
beta2_t = beta2 ** state['step']
num_sma_max = 2 / (1 - beta2) - 1
num_sma = num_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t)
buffered[1] = num_sma
# more conservative since it's an approximated value
if num_sma >= 5:
step_size = math.sqrt(
(1 - beta2_t) *
(num_sma - 4) / (num_sma_max - 4) *
(num_sma - 2) / num_sma *
num_sma_max / (num_sma_max - 2)) / (1 - beta1 ** state['step'])
elif group['degenerated_to_sgd']:
step_size = 1.0 / (1 - beta1 ** state['step'])
else:
step_size = -1
buffered[2] = step_size
if num_sma >= 5:
denom = exp_avg_var.sqrt().add_(group['eps'])
p_fp32.addcdiv_(exp_avg, denom, value=-step_size * group['lr'])
elif step_size > 0:
p_fp32.add_(exp_avg, alpha=-step_size * group['lr'])
if p.dtype in {torch.float16, torch.bfloat16}:
p.copy_(p_fp32)
return loss