""" 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