""" PyTorch impl of LaProp optimizer Code simplified from https://github.com/Z-T-WANG/LaProp-Optimizer, MIT License Paper: LaProp: Separating Momentum and Adaptivity in Adam, https://arxiv.org/abs/2002.04839 @article{ziyin2020laprop, title={LaProp: a Better Way to Combine Momentum with Adaptive Gradient}, author={Ziyin, Liu and Wang, Zhikang T and Ueda, Masahito}, journal={arXiv preprint arXiv:2002.04839}, year={2020} } """ from typing import Tuple from torch.optim import Optimizer import torch from ._types import ParamsT class LaProp(Optimizer): """ LaProp Optimizer Paper: LaProp: Separating Momentum and Adaptivity in Adam, https://arxiv.org/abs/2002.04839 """ def __init__( self, params: ParamsT, lr: float = 4e-4, betas: Tuple[float, float] = (0.9, 0.999), eps: float = 1e-15, weight_decay: float = 0., caution: 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])) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, caution=caution, ) super(LaProp, self).__init__(params, defaults) @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.is_sparse: raise RuntimeError('LaProp does not support sparse gradients') 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) # Exponential moving average of learning rates state['exp_avg_lr_1'] = 0. state['exp_avg_lr_2'] = 0. # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like(p) exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] beta1, beta2 = group['betas'] state['step'] += 1 one_minus_beta2 = 1 - beta2 one_minus_beta1 = 1 - beta1 # Decay the first and second moment running average coefficient exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=one_minus_beta2) state['exp_avg_lr_1'] = state['exp_avg_lr_1'] * beta1 + one_minus_beta1 * group['lr'] state['exp_avg_lr_2'] = state['exp_avg_lr_2'] * beta2 + one_minus_beta2 # 1 - beta1 ** state['step'] bias_correction1 = state['exp_avg_lr_1'] / group['lr'] if group['lr'] != 0. else 1. bias_correction2 = state['exp_avg_lr_2'] step_size = 1 / bias_correction1 denom = exp_avg_sq.div(bias_correction2).sqrt_().add_(group['eps']) step_of_this_grad = grad / denom exp_avg.mul_(beta1).add_(step_of_this_grad, alpha=group['lr'] * one_minus_beta1) if group['caution']: # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085 mask = (exp_avg * grad > 0).to(grad.dtype) mask.div_(mask.mean().clamp_(min=1e-3)) exp_avg = exp_avg * mask p.add_(exp_avg, alpha=-step_size) if group['weight_decay'] != 0: p.add_(p, alpha=-(group['lr'] * group['weight_decay'])) return loss