File size: 6,465 Bytes
ecf08bc
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
############
# https://github.com/lessw2020/Ranger-Deep-Learning-Optimizer
# This code was taken from the repo above and was not created by me (Fabian)! Full credit goes to the original authors
############

import math
import torch
from torch.optim.optimizer import Optimizer


class Ranger(Optimizer):

    def __init__(self, params, lr=1e-3, alpha=0.5, k=6, N_sma_threshhold=5, betas=(.95, 0.999), eps=1e-5,
                 weight_decay=0):
        # parameter checks
        if not 0.0 <= alpha <= 1.0:
            raise ValueError(f'Invalid slow update rate: {alpha}')
        if not 1 <= k:
            raise ValueError(f'Invalid lookahead steps: {k}')
        if not lr > 0:
            raise ValueError(f'Invalid Learning Rate: {lr}')
        if not eps > 0:
            raise ValueError(f'Invalid eps: {eps}')

        # parameter comments:
        # beta1 (momentum) of .95 seems to work better than .90...
        # N_sma_threshold of 5 seems better in testing than 4.
        # In both cases, worth testing on your dataset (.90 vs .95, 4 vs 5) to make sure which works best for you.

        # prep defaults and init torch.optim base
        defaults = dict(lr=lr, alpha=alpha, k=k, step_counter=0, betas=betas, N_sma_threshhold=N_sma_threshhold,
                        eps=eps, weight_decay=weight_decay)
        super().__init__(params, defaults)

        # adjustable threshold
        self.N_sma_threshhold = N_sma_threshhold

        # now we can get to work...
        # removed as we now use step from RAdam...no need for duplicate step counting
        # for group in self.param_groups:
        #    group["step_counter"] = 0
        # print("group step counter init")

        # look ahead params
        self.alpha = alpha
        self.k = k

        # radam buffer for state
        self.radam_buffer = [[None, None, None] for ind in range(10)]

        # self.first_run_check=0

        # lookahead weights
        # 9/2/19 - lookahead param tensors have been moved to state storage.
        # This should resolve issues with load/save where weights were left in GPU memory from first load, slowing down future runs.

        # self.slow_weights = [[p.clone().detach() for p in group['params']]
        #                     for group in self.param_groups]

        # don't use grad for lookahead weights
        # for w in it.chain(*self.slow_weights):
        #    w.requires_grad = False

    def __setstate__(self, state):
        print("set state called")
        super(Ranger, self).__setstate__(state)

    def step(self, closure=None):
        loss = None
        # note - below is commented out b/c I have other work that passes back the loss as a float, and thus not a callable closure.
        # Uncomment if you need to use the actual closure...

        # if closure is not None:
        # loss = closure()

        # Evaluate averages and grad, update param tensors
        for group in self.param_groups:

            for p in group['params']:
                if p.grad is None:
                    continue
                grad = p.grad.data.float()
                if grad.is_sparse:
                    raise RuntimeError('Ranger optimizer does not support sparse gradients')

                p_data_fp32 = p.data.float()

                state = self.state[p]  # get state dict for this param

                if len(state) == 0:  # if first time to run...init dictionary with our desired entries
                    # if self.first_run_check==0:
                    # self.first_run_check=1
                    # print("Initializing slow buffer...should not see this at load from saved model!")
                    state['step'] = 0
                    state['exp_avg'] = torch.zeros_like(p_data_fp32)
                    state['exp_avg_sq'] = torch.zeros_like(p_data_fp32)

                    # look ahead weight storage now in state dict
                    state['slow_buffer'] = torch.empty_like(p.data)
                    state['slow_buffer'].copy_(p.data)

                else:
                    state['exp_avg'] = state['exp_avg'].type_as(p_data_fp32)
                    state['exp_avg_sq'] = state['exp_avg_sq'].type_as(p_data_fp32)

                # begin computations
                exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
                beta1, beta2 = group['betas']

                # compute variance mov avg
                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
                # compute mean moving avg
                exp_avg.mul_(beta1).add_(1 - beta1, grad)

                state['step'] += 1

                buffered = self.radam_buffer[int(state['step'] % 10)]
                if state['step'] == buffered[0]:
                    N_sma, step_size = buffered[1], buffered[2]
                else:
                    buffered[0] = state['step']
                    beta2_t = beta2 ** state['step']
                    N_sma_max = 2 / (1 - beta2) - 1
                    N_sma = N_sma_max - 2 * state['step'] * beta2_t / (1 - beta2_t)
                    buffered[1] = N_sma
                    if N_sma > self.N_sma_threshhold:
                        step_size = math.sqrt(
                            (1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) * (N_sma - 2) / N_sma * N_sma_max / (
                                        N_sma_max - 2)) / (1 - beta1 ** state['step'])
                    else:
                        step_size = 1.0 / (1 - beta1 ** state['step'])
                    buffered[2] = step_size

                if group['weight_decay'] != 0:
                    p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)

                if N_sma > self.N_sma_threshhold:
                    denom = exp_avg_sq.sqrt().add_(group['eps'])
                    p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg, denom)
                else:
                    p_data_fp32.add_(-step_size * group['lr'], exp_avg)

                p.data.copy_(p_data_fp32)

                # integrated look ahead...
                # we do it at the param level instead of group level
                if state['step'] % group['k'] == 0:
                    slow_p = state['slow_buffer']  # get access to slow param tensor
                    slow_p.add_(self.alpha, p.data - slow_p)  # (fast weights - slow weights) * alpha
                    p.data.copy_(slow_p)  # copy interpolated weights to RAdam param tensor

        return loss