Class: Torch::Optim::AdamW

Inherits:
Optimizer show all
Defined in:
lib/torch/optim/adamw.rb

Instance Attribute Summary

Attributes inherited from Optimizer

#param_groups

Instance Method Summary collapse

Methods inherited from Optimizer

#add_param_group, #load_state_dict, #state_dict, #zero_grad

Constructor Details

#initialize(params, lr: 1e-3, betas: [0.9, 0.999], eps: 1e-8, weight_decay: 1e-2, amsgrad: false) ⇒ AdamW

Returns a new instance of AdamW.

Raises:

  • (ArgumentError) 


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# File 'lib/torch/optim/adamw.rb', line 5

def initialize(params, lr: 1e-3, betas: [0.9, 0.999], eps: 1e-8, weight_decay: 1e-2, amsgrad: false)
  raise ArgumentError, "Invalid learning rate: #{lr}" if lr < 0
  raise ArgumentError, "Invalid epsilon value: #{eps}" if eps < 0
  raise ArgumentError, "Invalid beta parameter at index 0: #{betas[0]}" if betas[0] < 0 || betas[0] >= 1
  raise ArgumentError, "Invalid beta parameter at index 1: #{betas[1]}" if betas[1] < 0 || betas[1] >= 1

  defaults = {lr: lr, betas: betas, eps: eps, weight_decay: weight_decay, amsgrad: amsgrad}
  super(params, defaults)
end

Instance Method Details

#step(closure = nil) ⇒ Object 



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# File 'lib/torch/optim/adamw.rb', line 15

def step(closure = nil)
  loss = nil
  if closure
    loss = closure.call
  end

  @param_groups.each do |group|
    group[:params].each do |p|
      next unless p.grad

      # Perform stepweight decay
      p.data.mul!(1 - group[:lr] * group[:weight_decay])

      # Perform optimization step
      grad = p.grad.data
      if grad.sparse?
        raise Error, "AdamW does not support sparse gradients, please consider SparseAdam instead"
      end
      amsgrad = group[:amsgrad]

      state = @state[p]

      # State initialization
      if state.size == 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_like(p.data)
        if amsgrad
          # Maintains max of all exp. moving avg. of sq. grad. values
          state[:max_exp_avg_sq] = Torch.zeros_like(p.data)
        end
      end

      exp_avg, exp_avg_sq = state[:exp_avg], state[:exp_avg_sq]
      if amsgrad
        max_exp_avg_sq = state[:max_exp_avg_sq]
      end
      beta1, beta2 = group[:betas]

      state[:step] += 1
      bias_correction1 = 1 - beta1 ** state[:step]
      bias_correction2 = 1 - beta2 ** state[:step]

      # Decay the first and second moment running average coefficient
      exp_avg.mul!(beta1).add!(1 - beta1, grad)
      exp_avg_sq.mul!(beta2).addcmul!(1 - beta2, grad, grad)
      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 / Math.sqrt(bias_correction2)).add!(group[:eps])
      else
        denom = (exp_avg_sq.sqrt / Math.sqrt(bias_correction2)).add!(group[:eps])
      end

      step_size = group[:lr] / bias_correction1

      p.data.addcdiv!(-step_size, exp_avg, denom)
    end
  end

  loss
end