import torch from torch.optim import Optimizer class Nadam(Optimizer): """Implements Nadam algorithm (a variant of Adam based on Nesterov momentum). It has been proposed in `Incorporating Nesterov Momentum into Adam`__. Arguments: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float, optional): learning rate (default: 2e-3) betas (Tuple[float, float], optional): coefficients used for computing running averages of gradient and its square 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) schedule_decay (float, optional): momentum schedule decay (default: 4e-3) __ http://cs229.stanford.edu/proj2015/054_report.pdf __ http://www.cs.toronto.edu/~fritz/absps/momentum.pdf Originally taken from: https://github.com/pytorch/pytorch/pull/1408 NOTE: Has potential issues but does work well on some problems. """ def __init__( self, params, lr=2e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, schedule_decay=4e-3, ): defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, schedule_decay=schedule_decay, ) super(Nadam, self).__init__(params, defaults) 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 state = self.state[p] # State initialization if len(state) == 0: state["step"] = 0 state["m_schedule"] = 1.0 state["exp_avg"] = grad.new().resize_as_(grad).zero_() state["exp_avg_sq"] = grad.new().resize_as_(grad).zero_() # Warming momentum schedule m_schedule = state["m_schedule"] schedule_decay = group["schedule_decay"] exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] eps = group["eps"] state["step"] += 1 t = state["step"] if group["weight_decay"] != 0: grad = grad.add(group["weight_decay"], p.data) momentum_cache_t = beta1 * (1.0 - 0.5 * (0.96 ** (t * schedule_decay))) momentum_cache_t_1 = beta1 * ( 1.0 - 0.5 * (0.96 ** ((t + 1) * schedule_decay)) ) m_schedule_new = m_schedule * momentum_cache_t m_schedule_next = m_schedule * momentum_cache_t * momentum_cache_t_1 state["m_schedule"] = m_schedule_new # Decay the first and second moment running average coefficient exp_avg.mul_(beta1).add_(1.0 - beta1, grad) exp_avg_sq.mul_(beta2).addcmul_(1.0 - beta2, grad, grad) exp_avg_sq_prime = exp_avg_sq / (1.0 - beta2 ** t) denom = exp_avg_sq_prime.sqrt_().add_(eps) p.data.addcdiv_( -group["lr"] * (1.0 - momentum_cache_t) / (1.0 - m_schedule_new), grad, denom, ) p.data.addcdiv_( -group["lr"] * momentum_cache_t_1 / (1.0 - m_schedule_next), exp_avg, denom, ) return loss