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"""Define ExtraAdam and schedulers
"""
import math
import torch
from torch.optim import Adam, Optimizer, RMSprop, lr_scheduler
from torch_optimizer import NovoGrad, RAdam
def get_scheduler(optimizer, hyperparameters, iterations=-1):
"""Get an optimizer's learning rate scheduler based on opts
Args:
optimizer (torch.Optimizer): optimizer for which to schedule the learning rate
hyperparameters (addict.Dict): configuration options
iterations (int, optional): The index of last epoch. Defaults to -1.
When last_epoch=-1, sets initial lr as lr.
Returns:
[type]: [description]
"""
policy = hyperparameters.get("lr_policy")
lr_step_size = hyperparameters.get("lr_step_size")
lr_gamma = hyperparameters.get("lr_gamma")
milestones = hyperparameters.get("lr_milestones")
if policy is None or policy == "constant":
scheduler = None # constant scheduler
elif policy == "step":
scheduler = lr_scheduler.StepLR(
optimizer, step_size=lr_step_size, gamma=lr_gamma, last_epoch=iterations,
)
elif policy == "multi_step":
if isinstance(milestones, (list, tuple)):
milestones = milestones
elif isinstance(milestones, int):
assert "lr_step_size" in hyperparameters
if iterations == -1:
last_milestone = 1000
else:
last_milestone = iterations
milestones = list(range(milestones, last_milestone, lr_step_size))
scheduler = lr_scheduler.MultiStepLR(
optimizer, milestones=milestones, gamma=lr_gamma, last_epoch=iterations,
)
else:
return NotImplementedError(
"learning rate policy [%s] is not implemented", hyperparameters["lr_policy"]
)
return scheduler
def get_optimizer(net, opt_conf, tasks=None, is_disc=False, iterations=-1):
"""Returns a tuple (optimizer, scheduler) according to opt_conf which
should come from the trainer's opts as: trainer.opts.<model>.opt
Args:
net (nn.Module): Network to update
opt_conf (addict.Dict): optimizer and scheduler options
tasks: list of tasks
iterations (int, optional): Last epoch number. Defaults to -1, meaning
start with base lr.
Returns:
Tuple: (torch.Optimizer, torch._LRScheduler)
"""
opt = scheduler = None
lr_names = []
if tasks is None:
lr_default = opt_conf.lr
params = net.parameters()
lr_names.append("full")
elif isinstance(opt_conf.lr, float): # Use default for all tasks
lr_default = opt_conf.lr
params = net.parameters()
lr_names.append("full")
elif len(opt_conf.lr) == 1: # Use default for all tasks
lr_default = opt_conf.lr.default
params = net.parameters()
lr_names.append("full")
else:
lr_default = opt_conf.lr.default
params = list()
for task in tasks:
lr = opt_conf.lr.get(task, lr_default)
parameters = None
# Parameters for encoder
if not is_disc:
if task == "m":
parameters = net.encoder.parameters()
params.append({"params": parameters, "lr": lr})
lr_names.append("encoder")
# Parameters for decoders
if task == "p":
if hasattr(net, "painter"):
parameters = net.painter.parameters()
lr_names.append("painter")
else:
parameters = net.decoders[task].parameters()
lr_names.append(f"decoder_{task}")
else:
if task in net:
parameters = net[task].parameters()
lr_names.append(f"disc_{task}")
if parameters is not None:
params.append({"params": parameters, "lr": lr})
if opt_conf.optimizer.lower() == "extraadam":
opt = ExtraAdam(params, lr=lr_default, betas=(opt_conf.beta1, 0.999))
elif opt_conf.optimizer.lower() == "novograd":
opt = NovoGrad(
params, lr=lr_default, betas=(opt_conf.beta1, 0)
) # default for beta2 is 0
elif opt_conf.optimizer.lower() == "radam":
opt = RAdam(params, lr=lr_default, betas=(opt_conf.beta1, 0.999))
elif opt_conf.optimizer.lower() == "rmsprop":
opt = RMSprop(params, lr=lr_default)
else:
opt = Adam(params, lr=lr_default, betas=(opt_conf.beta1, 0.999))
scheduler = get_scheduler(opt, opt_conf, iterations)
return opt, scheduler, lr_names
"""
Extragradient Optimizer
Mostly copied from the extragrad paper repo.
MIT License
Copyright (c) Facebook, Inc. and its affiliates.
written by Hugo Berard (berard.hugo@gmail.com) while at Facebook.
"""
class Extragradient(Optimizer):
"""Base class for optimizers with extrapolation step.
Arguments:
params (iterable): an iterable of :class:`torch.Tensor` s or
:class:`dict` s. Specifies what Tensors should be optimized.
defaults: (dict): a dict containing default values of optimization
options (used when a parameter group doesn't specify them).
"""
def __init__(self, params, defaults):
super(Extragradient, self).__init__(params, defaults)
self.params_copy = []
def update(self, p, group):
raise NotImplementedError
def extrapolation(self):
"""Performs the extrapolation step and save a copy of the current
parameters for the update step.
"""
# Check if a copy of the parameters was already made.
is_empty = len(self.params_copy) == 0
for group in self.param_groups:
for p in group["params"]:
u = self.update(p, group)
if is_empty:
# Save the current parameters for the update step.
# Several extrapolation step can be made before each update but
# only the parametersbefore the first extrapolation step are saved.
self.params_copy.append(p.data.clone())
if u is None:
continue
# Update the current parameters
p.data.add_(u)
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
if len(self.params_copy) == 0:
raise RuntimeError("Need to call extrapolation before calling step.")
loss = None
if closure is not None:
loss = closure()
i = -1
for group in self.param_groups:
for p in group["params"]:
i += 1
u = self.update(p, group)
if u is None:
continue
# Update the parameters saved during the extrapolation step
p.data = self.params_copy[i].add_(u)
# Free the old parameters
self.params_copy = []
return loss
class ExtraAdam(Extragradient):
"""Implements the Adam algorithm with extrapolation step.
Arguments:
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 (L2 penalty) (default: 0)
amsgrad (boolean, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
"""
def __init__(
self,
params,
lr=1e-3,
betas=(0.9, 0.999),
eps=1e-8,
weight_decay=0,
amsgrad=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, amsgrad=amsgrad
)
super(ExtraAdam, self).__init__(params, defaults)
def __setstate__(self, state):
super(ExtraAdam, self).__setstate__(state)
for group in self.param_groups:
group.setdefault("amsgrad", False)
def update(self, p, group):
if p.grad is None:
return None
grad = p.grad.data
if grad.is_sparse:
raise RuntimeError(
"Adam does not support sparse gradients,"
+ " please consider SparseAdam instead"
)
amsgrad = group["amsgrad"]
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.data)
# Exponential moving average of squared gradient values
state["exp_avg_sq"] = torch.zeros_like(p.data)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state["max_exp_avg_sq"] = torch.zeros_like(p.data)
exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
if amsgrad:
max_exp_avg_sq = state["max_exp_avg_sq"]
beta1, beta2 = group["betas"]
state["step"] += 1
if group["weight_decay"] != 0:
grad = grad.add(group["weight_decay"], p.data)
# Decay the first and second moment running average coefficient
exp_avg.mul_(beta1).add_(1 - beta1, grad)
exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) # type: ignore
# Use the max. for normalizing running avg. of gradient
denom = max_exp_avg_sq.sqrt().add_(group["eps"]) # type: ignore
else:
denom = exp_avg_sq.sqrt().add_(group["eps"])
bias_correction1 = 1 - beta1 ** state["step"]
bias_correction2 = 1 - beta2 ** state["step"]
step_size = group["lr"] * math.sqrt(bias_correction2) / bias_correction1
return -step_size * exp_avg / denom