radam.py

"""RAdam
Original source taken from https://github.com/LiyuanLucasLiu/RAdam

Copyright 2019 Liyuan Liu

   Licensed under the Apache License, Version 2.0 (the "License");
   you may not use this file except in compliance with the License.
   You may obtain a copy of the License at

       http://www.apache.org/licenses/LICENSE-2.0

   Unless required by applicable law or agreed to in writing, software
   distributed under the License is distributed on an "AS IS" BASIS,
   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
   See the License for the specific language governing permissions and
   limitations under the License.
"""
import math

import torch

# pylint: disable=no-name-in-module
from torch.optim.optimizer import Optimizer


class RAdam(Optimizer):
    """RAdam optimizer"""

    def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
                 weight_decay=0):
        """
        Init

        :param params: parameters to optimize
        :param lr: learning rate
        :param betas: beta
        :param eps: numerical precision
        :param weight_decay: weight decay weight
        """
        defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
        self.buffer = [[None, None, None] for _ in range(10)]
        super().__init__(params, defaults)

    def step(self, closure=None):

        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.float()
                if grad.is_sparse:
                    raise RuntimeError(
                        'RAdam does not support sparse gradients'
                    )

                p_data_fp32 = p.data.float()

                state = self.state[p]

                if len(state) == 0:
                    state['step'] = 0
                    state['exp_avg'] = torch.zeros_like(p_data_fp32)
                    state['exp_avg_sq'] = torch.zeros_like(p_data_fp32)
                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)
                    )

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

                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
                exp_avg.mul_(beta1).add_(1 - beta1, grad)

                state['step'] += 1
                buffered = self.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

                    # more conservative since it's an approximated value
                    if N_sma >= 5:
                        step_size = (
                            group['lr'] *
                            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 = group['lr'] / (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
                    )

                # more conservative since it's an approximated value
                if N_sma >= 5:
                    denom = exp_avg_sq.sqrt().add_(group['eps'])
                    p_data_fp32.addcdiv_(-step_size, exp_avg, denom)
                else:
                    p_data_fp32.add_(-step_size, exp_avg)

                p.data.copy_(p_data_fp32)

        return loss