""" Nvidia NovoGrad Optimizer. Original impl by Nvidia from Jasper example: - https://github.com/NVIDIA/DeepLearningExamples/blob/master/PyTorch/SpeechRecognition/Jasper 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 NvNovoGrad(Optimizer): """ Implements Novograd algorithm. Args: 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: (0.95, 0.98)) 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) grad_averaging: gradient averaging amsgrad (boolean, optional): whether to use the AMSGrad variant of this algorithm from the paper `On the Convergence of Adam and Beyond`_ (default: False) """ def __init__(self, params, lr=1e-3, betas=(0.95, 0.98), eps=1e-8, weight_decay=0, grad_averaging=False, 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, grad_averaging=grad_averaging, amsgrad=amsgrad) super(NvNovoGrad, self).__init__(params, defaults) def __setstate__(self, state): super(NvNovoGrad, self).__setstate__(state) for group in self.param_groups: group.setdefault('amsgrad', 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('Sparse gradients are not supported.') 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([]).to(state['exp_avg'].device) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device) 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 norm = torch.sum(torch.pow(grad, 2)) if exp_avg_sq == 0: exp_avg_sq.copy_(norm) else: exp_avg_sq.mul_(beta2).add_(1 - beta2, norm) 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) # Use the max. for normalizing running avg. of gradient denom = max_exp_avg_sq.sqrt().add_(group['eps']) else: denom = exp_avg_sq.sqrt().add_(group['eps']) grad.div_(denom) if group['weight_decay'] != 0: grad.add_(group['weight_decay'], p.data) if group['grad_averaging']: grad.mul_(1 - beta1) exp_avg.mul_(beta1).add_(grad) p.data.add_(-group['lr'], exp_avg) return loss