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""" RMSProp modified to behave like Tensorflow impl
Originally cut & paste from PyTorch RMSProp
https://github.com/pytorch/pytorch/blob/063946d2b3f3f1e953a2a3b54e0b34f1393de295/torch/optim/rmsprop.py
Licensed under BSD-Clause 3 (ish), https://github.com/pytorch/pytorch/blob/master/LICENSE
Modifications Copyright 2020 Ross Wightman
"""
import torch
from torch.optim import Optimizer
class RMSpropTF(Optimizer):
"""Implements RMSprop algorithm (TensorFlow style epsilon)
NOTE: This is a direct cut-and-paste of PyTorch RMSprop with eps applied before sqrt
and a few other modifications to closer match Tensorflow for matching hyper-params.
Noteworthy changes include:
1. Epsilon applied inside square-root
2. square_avg initialized to ones
3. LR scaling of update accumulated in momentum buffer
Proposed by G. Hinton in his
`course <http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_.
The centered version first appears in `Generating Sequences
With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_.
Arguments:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-2)
momentum (float, optional): momentum factor (default: 0)
alpha (float, optional): smoothing (decay) constant (default: 0.9)
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-10)
centered (bool, optional) : if ``True``, compute the centered RMSProp,
the gradient is normalized by an estimation of its variance
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
decoupled_decay (bool, optional): decoupled weight decay as per https://arxiv.org/abs/1711.05101
lr_in_momentum (bool, optional): learning rate scaling is included in the momentum buffer
update as per defaults in Tensorflow
"""
def __init__(self, params, lr=1e-2, alpha=0.9, eps=1e-10, weight_decay=0, momentum=0., centered=False,
decoupled_decay=False, lr_in_momentum=True):
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 <= momentum:
raise ValueError("Invalid momentum value: {}".format(momentum))
if not 0.0 <= weight_decay:
raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
if not 0.0 <= alpha:
raise ValueError("Invalid alpha value: {}".format(alpha))
defaults = dict(lr=lr, momentum=momentum, alpha=alpha, eps=eps, centered=centered, weight_decay=weight_decay,
decoupled_decay=decoupled_decay, lr_in_momentum=lr_in_momentum)
super(RMSpropTF, self).__init__(params, defaults)
def __setstate__(self, state):
super(RMSpropTF, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('momentum', 0)
group.setdefault('centered', False)
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:
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad.data
if grad.is_sparse:
raise RuntimeError('RMSprop does not support sparse gradients')
state = self.state[p]
# State initialization
if len(state) == 0:
state['step'] = 0
state['square_avg'] = torch.ones_like(p.data) # PyTorch inits to zero
if group['momentum'] > 0:
state['momentum_buffer'] = torch.zeros_like(p.data)
if group['centered']:
state['grad_avg'] = torch.zeros_like(p.data)
square_avg = state['square_avg']
one_minus_alpha = 1. - group['alpha']
state['step'] += 1
if group['weight_decay'] != 0:
if 'decoupled_decay' in group and group['decoupled_decay']:
p.data.add_(-group['weight_decay'], p.data)
else:
grad = grad.add(group['weight_decay'], p.data)
# Tensorflow order of ops for updating squared avg
square_avg.add_(one_minus_alpha, grad.pow(2) - square_avg)
# square_avg.mul_(alpha).addcmul_(1 - alpha, grad, grad) # PyTorch original
if group['centered']:
grad_avg = state['grad_avg']
grad_avg.add_(one_minus_alpha, grad - grad_avg)
# grad_avg.mul_(alpha).add_(1 - alpha, grad) # PyTorch original
avg = square_avg.addcmul(-1, grad_avg, grad_avg).add(group['eps']).sqrt_() # eps moved in sqrt
else:
avg = square_avg.add(group['eps']).sqrt_() # eps moved in sqrt
if group['momentum'] > 0:
buf = state['momentum_buffer']
# Tensorflow accumulates the LR scaling in the momentum buffer
if 'lr_in_momentum' in group and group['lr_in_momentum']:
buf.mul_(group['momentum']).addcdiv_(group['lr'], grad, avg)
p.data.add_(-buf)
else:
# PyTorch scales the param update by LR
buf.mul_(group['momentum']).addcdiv_(grad, avg)
p.data.add_(-group['lr'], buf)
else:
p.data.addcdiv_(-group['lr'], grad, avg)
return loss
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