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- import torch
- from torch import Tensor
- from .optimizer import (Optimizer, _use_grad_for_differentiable, _default_to_fused_or_foreach,
- _differentiable_doc, _foreach_doc, _maximize_doc)
- from torch.utils._foreach_utils import _group_tensors_by_device_and_dtype
- from typing import List, Optional
- __all__ = ["Adadelta", "adadelta"]
- class Adadelta(Optimizer):
- def __init__(
- self,
- params,
- lr=1.0,
- rho=0.9,
- eps=1e-6,
- weight_decay=0,
- foreach: Optional[bool] = None,
- *,
- maximize: bool = False,
- differentiable: bool = False,
- ):
- if not 0.0 <= lr:
- raise ValueError("Invalid learning rate: {}".format(lr))
- if not 0.0 <= rho <= 1.0:
- raise ValueError("Invalid rho value: {}".format(rho))
- if not 0.0 <= eps:
- raise ValueError("Invalid epsilon value: {}".format(eps))
- if not 0.0 <= weight_decay:
- raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
- defaults = dict(
- lr=lr,
- rho=rho,
- eps=eps,
- weight_decay=weight_decay,
- maximize=maximize,
- foreach=foreach,
- differentiable=differentiable,
- )
- super().__init__(params, defaults)
- def __setstate__(self, state):
- super().__setstate__(state)
- for group in self.param_groups:
- group.setdefault("foreach", None)
- group.setdefault("maximize", False)
- group.setdefault("differentiable", False)
- def _init_group(self, group, params_with_grad, grads, square_avgs, acc_deltas):
- for p in group["params"]:
- if p.grad is None:
- continue
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError("Adadelta does not support sparse gradients")
- grads.append(p.grad)
- state = self.state[p]
- # Lazy state initialization
- if len(state) == 0:
- state["step"] = 0
- state["square_avg"] = torch.zeros_like(
- p, memory_format=torch.preserve_format
- )
- state["acc_delta"] = torch.zeros_like(
- p, memory_format=torch.preserve_format
- )
- square_avgs.append(state["square_avg"])
- acc_deltas.append(state["acc_delta"])
- state["step"] += 1
- @_use_grad_for_differentiable
- 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 = []
- square_avgs = []
- acc_deltas = []
- lr, rho, eps, weight_decay, foreach, maximize, differentiable = (
- group["lr"],
- group["rho"],
- group["eps"],
- group["weight_decay"],
- group["foreach"],
- group["maximize"],
- group["differentiable"],
- )
- self._init_group(group, params_with_grad, grads, square_avgs, acc_deltas)
- adadelta(
- params_with_grad,
- grads,
- square_avgs,
- acc_deltas,
- lr=lr,
- rho=rho,
- eps=eps,
- weight_decay=weight_decay,
- foreach=foreach,
- maximize=maximize,
- differentiable=differentiable,
- )
- return loss
- Adadelta.__doc__ = r"""Implements Adadelta algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)},
- \: f(\theta) \text{ (objective)}, \: \rho \text{ (decay)},
- \: \lambda \text{ (weight decay)} \\
- &\textbf{initialize} : v_0 \leftarrow 0 \: \text{ (square avg)},
- \: u_0 \leftarrow 0 \: \text{ (accumulate variables)} \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm}if \: \lambda \neq 0 \\
- &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
- &\hspace{5mm} v_t \leftarrow v_{t-1} \rho + g^2_t (1 - \rho) \\
- &\hspace{5mm}\Delta x_t \leftarrow \frac{\sqrt{u_{t-1} +
- \epsilon }}{ \sqrt{v_t + \epsilon} }g_t \hspace{21mm} \\
- &\hspace{5mm} u_t \leftarrow u_{t-1} \rho +
- \Delta x^2_t (1 - \rho) \\
- &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \Delta x_t \\
- &\rule{110mm}{0.4pt} \\[-1.ex]
- &\bf{return} \: \theta_t \\[-1.ex]
- &\rule{110mm}{0.4pt} \\[-1.ex]
- \end{aligned}
- For further details regarding the algorithm we refer to `ADADELTA: An Adaptive Learning Rate Method`_.
- """ + r"""
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- rho (float, optional): coefficient used for computing a running average
- of squared gradients (default: 0.9)
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-6)
- lr (float, optional): coefficient that scale delta before it is applied
- to the parameters (default: 1.0)
- weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
- {foreach}
- {maximize}
- {differentiable}
- .. _ADADELTA\: An Adaptive Learning Rate Method:
- https://arxiv.org/abs/1212.5701
- """.format(foreach=_foreach_doc, maximize=_maximize_doc, differentiable=_differentiable_doc)
- def adadelta(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: List[Tensor],
- # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
- # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
- foreach: Optional[bool] = None,
- differentiable: bool = False,
- *,
- lr: float,
- rho: float,
- eps: float,
- weight_decay: float,
- maximize: bool,
- ):
- r"""Functional API that performs Adadelta algorithm computation.
- See :class:`~torch.optim.Adadelta` for details.
- """
- # We still respect when the user inputs False for foreach.
- if foreach is None:
- _, foreach = _default_to_fused_or_foreach(params, differentiable, use_fused=False)
- if foreach and torch.jit.is_scripting():
- raise RuntimeError("torch.jit.script not supported with foreach optimizers")
- if foreach and not torch.jit.is_scripting():
- func = _multi_tensor_adadelta
- else:
- func = _single_tensor_adadelta
- func(
- params,
- grads,
- square_avgs,
- acc_deltas,
- lr=lr,
- rho=rho,
- eps=eps,
- weight_decay=weight_decay,
- maximize=maximize,
- differentiable=differentiable,
- )
- def _single_tensor_adadelta(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: List[Tensor],
- *,
- lr: float,
- rho: float,
- eps: float,
- weight_decay: float,
- maximize: bool,
- differentiable: bool,
- ):
- for (param, grad, square_avg, acc_delta) in zip(
- params, grads, square_avgs, acc_deltas
- ):
- grad = grad if not maximize else -grad
- if weight_decay != 0:
- grad = grad.add(param, alpha=weight_decay)
- if torch.is_complex(param):
- square_avg = torch.view_as_real(square_avg)
- acc_delta = torch.view_as_real(acc_delta)
- grad = torch.view_as_real(grad)
- square_avg.mul_(rho).addcmul_(grad, grad, value=1 - rho)
- std = square_avg.add(eps).sqrt_()
- delta = acc_delta.add(eps).sqrt_()
- if differentiable:
- delta = delta.clone()
- delta.div_(std).mul_(grad)
- acc_delta.mul_(rho).addcmul_(delta, delta, value=1 - rho)
- if torch.is_complex(param):
- delta = torch.view_as_complex(delta)
- param.add_(delta, alpha=-lr)
- def _multi_tensor_adadelta(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- acc_deltas: List[Tensor],
- *,
- lr: float,
- weight_decay: float,
- rho: float,
- eps: float,
- maximize: bool,
- differentiable: bool,
- ):
- assert not differentiable, "_foreach ops don't support autograd"
- if len(params) == 0:
- return
- grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, square_avgs, acc_deltas])
- for device_params, device_grads, device_square_avgs, device_acc_deltas in grouped_tensors.values():
- if maximize:
- device_grads = torch._foreach_neg(device_grads)
- if weight_decay != 0:
- device_grads = torch._foreach_add(device_grads, device_params, alpha=weight_decay)
- torch._foreach_mul_(device_square_avgs, rho)
- torch._foreach_addcmul_(device_square_avgs, device_grads, device_grads, value=1 - rho)
- std = torch._foreach_add(device_square_avgs, eps)
- torch._foreach_sqrt_(std)
- deltas = torch._foreach_add(device_acc_deltas, eps)
- torch._foreach_sqrt_(deltas)
- torch._foreach_div_(deltas, std)
- torch._foreach_mul_(deltas, device_grads)
- torch._foreach_add_(device_params, deltas, alpha=-lr)
- torch._foreach_mul_(device_acc_deltas, rho)
- torch._foreach_addcmul_(device_acc_deltas, deltas, deltas, value=1 - rho)
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