"""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 * (1.0 - self._beta2) ) grad *= 1.0 / (torch.sqrt(grad_ema) + self._eps) if self._grad_averaging: grad *= 1.0 - self._beta1 g2 = torch.norm(grad) ** 2 v = self._beta2 * v + (1.0 - 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