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Source code for torch.optim.adamw

import torch
from . import _functional as F
from .optimizer import Optimizer

[docs]class AdamW(Optimizer):
r"""Implements AdamW algorithm.

.. math::
\begin{aligned}
&\rule{110mm}{0.4pt}                                                                 \\
&\textbf{input}      : \gamma \text{(lr)}, \: \beta_1, \beta_2
\text{(betas)}, \: \theta_0 \text{(params)}, \: f(\theta) \text{(objective)},
\: \epsilon \text{ (epsilon)}                                                    \\
&\hspace{13mm}      \lambda \text{(weight decay)},  \: \textit{amsgrad},
\: \textit{maximize}                                                             \\
&\textbf{initialize} : m_0 \leftarrow 0 \text{ (first moment)}, v_0 \leftarrow 0
\text{ ( second moment)}, \: \widehat{v_0}^{max}\leftarrow 0              \\[-1.ex]
&\rule{110mm}{0.4pt}                                                                 \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do}                         \\

&\hspace{5mm}\textbf{if} \: \textit{maximize}:                                       \\
&\hspace{10mm}g_t           \leftarrow   -\nabla_{\theta} f_t (\theta_{t-1})          \\
&\hspace{5mm}\textbf{else}                                                           \\
&\hspace{10mm}g_t           \leftarrow   \nabla_{\theta} f_t (\theta_{t-1})           \\
&\hspace{5mm} \theta_t \leftarrow \theta_{t-1} - \gamma \lambda \theta_{t-1}         \\
&\hspace{5mm}m_t           \leftarrow   \beta_1 m_{t-1} + (1 - \beta_1) g_t          \\
&\hspace{5mm}v_t           \leftarrow   \beta_2 v_{t-1} + (1-\beta_2) g^2_t          \\
&\hspace{5mm}\widehat{m_t} \leftarrow   m_t/\big(1-\beta_1^t \big)                   \\
&\hspace{5mm}\widehat{v_t} \leftarrow   v_t/\big(1-\beta_2^t \big)                   \\
&\hspace{5mm}\textbf{if} \: amsgrad                                                  \\
&\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
\widehat{v_t})                                                                   \\
&\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big)                                 \\
&\hspace{5mm}\textbf{else}                                                           \\
&\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}} + \epsilon \big)                                       \\
&\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 Decoupled Weight Decay Regularization_.

Args:
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-8)
weight_decay (float, optional): weight decay coefficient (default: 1e-2)
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper On the Convergence of Adam and Beyond_
(default: False)
maximize (bool, optional): maximize the params based on the objective, instead of
minimizing (default: False)

.. _Decoupled Weight Decay Regularization:
https://arxiv.org/abs/1711.05101
.. _On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
"""

def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=1e-2, amsgrad=False, *, maximize: bool = False):
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))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, amsgrad=amsgrad, maximize=maximize)
super(AdamW, self).__init__(params, defaults)

def __setstate__(self, state):
super(AdamW, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
group.setdefault('maximize', False)

[docs]    @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_avgs = []
exp_avg_sqs = []
state_sums = []
max_exp_avg_sqs = []
state_steps = []
amsgrad = group['amsgrad']
beta1, beta2 = group['betas']

for p in group['params']:
if p.grad is None:
continue
params_with_grad.append(p)
if p.grad.is_sparse:
raise RuntimeError('AdamW does not support sparse gradients')
grads.append(p.grad)

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, 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)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)

exp_avgs.append(state['exp_avg'])
exp_avg_sqs.append(state['exp_avg_sq'])

if amsgrad:
max_exp_avg_sqs.append(state['max_exp_avg_sq'])

# update the steps for each param group update
state['step'] += 1
# record the step after step update
state_steps.append(state['step'])

F.adamw(params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=amsgrad,
beta1=beta1,
beta2=beta2,
lr=group['lr'],
weight_decay=group['weight_decay'],
eps=group['eps'],
maximize=group['maximize'])

return loss


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