"""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..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