torch/optim/adamax.py

import torch
from . import _functional as F
from .optimizer import Optimizer


class Adamax(Optimizer):
    """Implements Adamax algorithm (a variant of Adam based on infinity norm).

    It has been proposed in `Adam: A Method for Stochastic Optimization`__.

    Args:
        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)

    __ https://arxiv.org/abs/1412.6980
    """

    def __init__(self, params, lr=2e-3, betas=(0.9, 0.999), eps=1e-8,
                 weight_decay=0):
        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]))
        if not 0.0 <= weight_decay:
            raise ValueError("Invalid weight_decay value: {}".format(weight_decay))

        defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
        super(Adamax, self).__init__(params, defaults)

    @torch.no_grad()
    def step(self, closure=None):
        """Performs a single optimization step.

        Args:
            closure (callable, optional): A closure that reevaluates the model
                and returns the loss.
        """
        loss = None
        if closure is not None:
            with torch.enable_grad():
                loss = closure()

        for group in self.param_groups:
            params_with_grad = []
            grads = []
            exp_avgs = []
            exp_infs = []
            state_steps = []

            beta1, beta2 = group['betas']
            eps = group['eps']
            lr = group['lr']
            weight_decay = group['weight_decay']

            for p in group['params']:
                if p.grad is None:
                    continue
                params_with_grad.append(p)
                if p.grad.is_sparse:
                    raise RuntimeError('Adamax does not support sparse gradients')
                grads.append(p.grad)

                state = self.state[p]

                # State initialization
                if len(state) == 0:
                    state['step'] = 0
                    state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
                    state['exp_inf'] = torch.zeros_like(p, memory_format=torch.preserve_format)

                exp_avgs.append(state['exp_avg'])
                exp_infs.append(state['exp_inf'])

                state['step'] += 1
                state_steps.append(state['step'])

            F.adamax(params_with_grad,
                     grads,
                     exp_avgs,
                     exp_infs,
                     state_steps,
                     eps=eps,
                     beta1=beta1,
                     beta2=beta2,
                     lr=lr,
                     weight_decay=weight_decay)

        return loss