"""NovoGrad Optimizer. Original impl by Masashi Kimura (Convergence Lab): https://github.com/convergence-lab/novograd Paper: `Stochastic Gradient Methods with Layer-wise Adaptive Moments for Training of Deep Networks` - https://arxiv.org/abs/1905.11286 """ import torch from torch.optim.optimizer import Optimizer import math class NovoGrad(Optimizer): def __init__(self, params, grad_averaging=False, lr=0.1, betas=(0.95, 0.98), eps=1e-8, weight_decay=0): defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) super(NovoGrad, self).__init__(params, defaults) self._lr = lr self._beta1 = betas[0] self._beta2 = betas[1] self._eps = eps self._wd = weight_decay self._grad_averaging = grad_averaging self._momentum_initialized = False def step(self, closure=None): loss = None if closure is not None: loss = closure() if not self._momentum_initialized: for group in self.param_groups: for p in group['params']: if p.grad is None: continue state = self.state[p] grad = p.grad.data if grad.is_sparse: raise RuntimeError('NovoGrad does not support sparse gradients') v = torch.norm(grad)**2 m = grad/(torch.sqrt(v) + self._eps) + self._wd * p.data state['step'] = 0 state['v'] = v state['m'] = m state['grad_ema'] = None self._momentum_initialized = True for group in self.param_groups: for p in group['params']: if p.grad is None: continue state = self.state[p] state['step'] += 1 step, v, m = state['step'], state['v'], state['m'] grad_ema = state['grad_ema'] grad = p.grad.data g2 = torch.norm(grad)**2 grad_ema = g2 if grad_ema is None else grad_ema * \ self._beta2 + g2 * (1. - self._beta2) grad *= 1.0 / (torch.sqrt(grad_ema) + self._eps) if self._grad_averaging: grad *= (1. - self._beta1) g2 = torch.norm(grad)**2 v = self._beta2*v + (1. - self._beta2)*g2 m = self._beta1*m + (grad / (torch.sqrt(v) + self._eps) + self._wd * p.data) bias_correction1 = 1 - self._beta1 ** step bias_correction2 = 1 - self._beta2 ** step step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1 state['v'], state['m'] = v, m state['grad_ema'] = grad_ema p.data.add_(-step_size, m) return loss