Source code for torch.optim.rprop

import math
import torch
from .optimizer import Optimizer


[docs]class Rprop(Optimizer): """Implements the resilient backpropagation algorithm. Arguments: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float, optional): learning rate (default: 1e-2) etas (Tuple[float, float], optional): pair of (etaminus, etaplis), that are multiplicative increase and decrease factors (default: (0.5, 1.2)) step_sizes (Tuple[float, float], optional): a pair of minimal and maximal allowed step sizes (default: (1e-6, 50)) """ def __init__(self, params, lr=1e-2, etas=(0.5, 1.2), step_sizes=(1e-6, 50)): defaults = dict(lr=lr, etas=etas, step_sizes=step_sizes) super(Rprop, self).__init__(params, defaults)
[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('Rprop does not support sparse gradients') state = self.state[p] # State initialization if len(state) == 0: state['step'] = 0 state['prev'] = torch.zeros_like(p.data) state['step_size'] = grad.new().resize_as_(grad).fill_(group['lr']) etaminus, etaplus = group['etas'] step_size_min, step_size_max = group['step_sizes'] step_size = state['step_size'] state['step'] += 1 sign = grad.mul(state['prev']).sign() sign[sign.gt(0)] = etaplus sign[sign.lt(0)] = etaminus sign[sign.eq(0)] = 1 # update stepsizes with step size updates step_size.mul_(sign).clamp_(step_size_min, step_size_max) # for dir<0, dfdx=0 # for dir>=0 dfdx=dfdx grad = grad.clone() grad[sign.eq(etaminus)] = 0 # update parameters p.data.addcmul_(-1, grad.sign(), step_size) state['prev'].copy_(grad)
return loss