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Source code for torch.optim.sgd

import torch
from .optimizer import Optimizer, required


[docs]class SGD(Optimizer): r"""Implements stochastic gradient descent (optionally with momentum). Nesterov momentum is based on the formula from `On the importance of initialization and momentum in deep learning`__. Args: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float): learning rate momentum (float, optional): momentum factor (default: 0) weight_decay (float, optional): weight decay (L2 penalty) (default: 0) dampening (float, optional): dampening for momentum (default: 0) nesterov (bool, optional): enables Nesterov momentum (default: False) Example: >>> optimizer = torch.optim.SGD(model.parameters(), lr=0.1, momentum=0.9) >>> optimizer.zero_grad() >>> loss_fn(model(input), target).backward() >>> optimizer.step() __ http://www.cs.toronto.edu/%7Ehinton/absps/momentum.pdf .. note:: The implementation of SGD with Momentum/Nesterov subtly differs from Sutskever et. al. and implementations in some other frameworks. Considering the specific case of Momentum, the update can be written as .. math:: v_{t+1} = \mu * v_{t} + g_{t+1} \\ p_{t+1} = p_{t} - lr * v_{t+1} where p, g, v and :math:`\mu` denote the parameters, gradient, velocity, and momentum respectively. This is in contrast to Sutskever et. al. and other frameworks which employ an update of the form .. math:: v_{t+1} = \mu * v_{t} + lr * g_{t+1} \\ p_{t+1} = p_{t} - v_{t+1} The Nesterov version is analogously modified. """ def __init__(self, params, lr=required, momentum=0, dampening=0, weight_decay=0, nesterov=False): if lr is not required and lr < 0.0: raise ValueError("Invalid learning rate: {}".format(lr)) if momentum < 0.0: raise ValueError("Invalid momentum value: {}".format(momentum)) if weight_decay < 0.0: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) defaults = dict(lr=lr, momentum=momentum, dampening=dampening, weight_decay=weight_decay, nesterov=nesterov) if nesterov and (momentum <= 0 or dampening != 0): raise ValueError("Nesterov momentum requires a momentum and zero dampening") super(SGD, self).__init__(params, defaults) def __setstate__(self, state): super(SGD, self).__setstate__(state) for group in self.param_groups: group.setdefault('nesterov', False)
[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: weight_decay = group['weight_decay'] momentum = group['momentum'] dampening = group['dampening'] nesterov = group['nesterov'] for p in group['params']: if p.grad is None: continue d_p = p.grad.data if weight_decay != 0: d_p = d_p.add(weight_decay, p.data) if momentum != 0: param_state = self.state[p] if 'momentum_buffer' not in param_state: buf = param_state['momentum_buffer'] = torch.clone(d_p).detach() else: buf = param_state['momentum_buffer'] buf.mul_(momentum).add_(1 - dampening, d_p) if nesterov: d_p = d_p.add(momentum, buf) else: d_p = buf p.data.add_(-group['lr'], d_p) return loss

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