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# python3.7
"""Contains the function to build optimizer for runner."""
import math
import torch
__all__ = ['build_optimizer', 'build_optimizers']
_ALLOWED_OPT_TYPES = ['SGD', 'ADAM']
def build_optimizer(config, model):
"""Builds an optimizer for the given model.
Basically, the configuration is expected to contain following settings:
(1) opt_type: The type of the optimizer. (required)
(2) base_lr: The base learning rate for all parameters. (required)
(3) base_wd: The base weight decay for all parameters. (default: 0.0)
(4) bias_lr_multiplier: The learning rate multiplier for bias parameters.
(default: 1.0)
(5) bias_wd_multiplier: The weight decay multiplier for bias parameters.
(default: 1.0)
(6) **kwargs: Additional settings for the optimizer, such as `momentum`.
Args:
config: The configuration used to build the optimizer.
model: The model which the optimizer serves.
Returns:
A `torch.optim.Optimizer`.
Raises:
ValueError: The `opt_type` is not supported.
NotImplementedError: If `opt_type` is not implemented.
"""
assert isinstance(config, dict)
opt_type = config['opt_type'].upper()
base_lr = config['base_lr']
base_wd = config.get('base_wd', 0.0)
bias_lr_multiplier = config.get('bias_lr_multiplier', 1.0)
bias_wd_multiplier = config.get('bias_wd_multiplier', 1.0)
if opt_type not in _ALLOWED_OPT_TYPES:
raise ValueError(f'Invalid optimizer type `{opt_type}`!'
f'Allowed types: {_ALLOWED_OPT_TYPES}.')
model_params = []
for param_name, param in model.named_parameters():
param_group = {'params': [param]}
if param.requires_grad:
if 'bias' in param_name:
param_group['lr'] = base_lr * bias_lr_multiplier
param_group['weight_decay'] = base_wd * bias_wd_multiplier
else:
param_group['lr'] = base_lr
param_group['weight_decay'] = base_wd
model_params.append(param_group)
if opt_type == 'SGD':
return torch.optim.SGD(params=model_params,
lr=base_lr,
momentum=config.get('momentum', 0.9),
dampening=config.get('dampening', 0),
weight_decay=base_wd,
nesterov=config.get('nesterov', False))
if opt_type == 'ADAM':
return AdamOptimizer(params=model_params,
lr=base_lr,
betas=config.get('betas', (0.9, 0.999)),
eps=config.get('eps', 1e-8),
weight_decay=base_wd,
amsgrad=config.get('amsgrad', False))
raise NotImplementedError(f'Not implemented optimizer type `{opt_type}`!')
def build_optimizers(opt_config, runner):
"""Builds optimizers for the given runner.
The `opt_config` should be a dictionary, where keys are model names and
each value is the optimizer configuration for a particumar model. All built
optimizers will be saved in `runner.optimizers`, which is also a dictionary.
NOTE: The model names should match the keys of `runner.models`.
Args:
opt_config: The configuration to build the optimizers.
runner: The runner to build the optimizer for.
"""
if not opt_config:
return
assert isinstance(opt_config, dict)
for name, config in opt_config.items():
if not name or not config:
continue
if name in runner.optimizers:
raise AttributeError(f'Optimizer `{name}` has already existed!')
if name not in runner.models:
raise AttributeError(f'Model `{name}` is missing!')
runner.optimizers[name] = build_optimizer(config, runner.models[name])
# We slightly modify the Adam optimizer from `torch.optim`. since there exists
# some discrepancies between the `torch.optim` version and the TensorFlow
# version. The main difference is where to add the `epsilon`.
# TODO: The modified optimizer does not support `amsgrad` any more.
# pylint: disable=line-too-long
# pylint: disable=unneeded-not
# pylint: disable=misplaced-comparison-constant
# pylint: disable=super-with-arguments
class AdamOptimizer(torch.optim.Optimizer):
r"""Implements Adam algorithm.
It has been proposed in `Adam: A Method for Stochastic Optimization`_.
The implementation of the L2 penalty follows changes proposed in
`Decoupled Weight Decay Regularization`_.
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`_
(default: False)
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
.. _Decoupled Weight Decay Regularization:
https://arxiv.org/abs/1711.05101
.. _On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
"""
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]))
if not 0.0 <= weight_decay:
raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, amsgrad=amsgrad)
super(AdamOptimizer, self).__init__(params, defaults)
def __setstate__(self, state):
super(AdamOptimizer, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
@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('Adam does not support sparse gradients, please consider SparseAdam instead')
amsgrad = group['amsgrad']
assert not 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, memory_format=torch.preserve_format)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
if amsgrad:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
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
bias_correction1 = 1 - beta1 ** state['step']
bias_correction2 = 1 - beta2 ** state['step']
if group['weight_decay'] != 0:
grad = grad.add(p, alpha=group['weight_decay'])
# Decay the first and second moment running average coefficient
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
# if amsgrad:
# # Maintains the maximum of all 2nd moment running avg. till now
# torch.maximum(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
# # Use the max. for normalizing running avg. of gradient
# denom = (max_exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
# else:
# denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps'])
# step_size = group['lr'] / bias_correction1
# p.addcdiv_(exp_avg, denom, value=-step_size)
step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1
p.addcdiv_(exp_avg, exp_avg_sq.sqrt().add_(group['eps']) , value=-step_size)
return loss
# pylint: enable=line-too-long
# pylint: enable=unneeded-not
# pylint: enable=misplaced-comparison-constant
# pylint: enable=super-with-arguments