Source code for catalyst.contrib.nn.optimizers.radam

import math

import torch
from torch.optim.optimizer import Optimizer


class RAdam(Optimizer):
    def __init__(
        self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0
    ):
        """
        Taken from https://github.com/LiyuanLucasLiu/RAdam
        """
        defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
        self.buffer = [[None, None, None] for _ in range(10)]
        super(RAdam, self).__init__(params, defaults)

    def __setstate__(self, state):
        super(RAdam, self).__setstate__(state)

    def step(self, closure=None):

        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.float()
                if grad.is_sparse:
                    raise RuntimeError(
                        "RAdam does not support sparse gradients"
                    )

                p_data_fp32 = p.data.float()

                state = self.state[p]

                if len(state) == 0:
                    state["step"] = 0
                    state["exp_avg"] = torch.zeros_like(p_data_fp32)
                    state["exp_avg_sq"] = torch.zeros_like(p_data_fp32)
                else:
                    state["exp_avg"] = state["exp_avg"].type_as(p_data_fp32)
                    state["exp_avg_sq"] = state["exp_avg_sq"].type_as(
                        p_data_fp32
                    )

                exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
                beta1, beta2 = group["betas"]

                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
                exp_avg.mul_(beta1).add_(1 - beta1, grad)

                state["step"] += 1
                buffered = self.buffer[int(state["step"] % 10)]
                if state["step"] == buffered[0]:
                    N_sma, step_size = buffered[1], buffered[2]
                else:
                    buffered[0] = state["step"]
                    beta2_t = beta2**state["step"]
                    N_sma_max = 2 / (1 - beta2) - 1
                    N_sma = \
                        N_sma_max - 2 * state["step"] * beta2_t / (1 - beta2_t)
                    buffered[1] = N_sma

                    # more conservative since it's an approximated value
                    if N_sma >= 5:
                        step_size = group["lr"] * math.sqrt(
                            (1 - beta2_t) * (N_sma - 4) / (N_sma_max - 4) *
                            (N_sma - 2) / N_sma * N_sma_max / (N_sma_max - 2)
                        ) / (1 - beta1**state["step"])
                    else:
                        step_size = group["lr"] / (1 - beta1**state["step"])
                    buffered[2] = step_size

                if group["weight_decay"] != 0:
                    p_data_fp32.add_(
                        -group["weight_decay"] * group["lr"], p_data_fp32
                    )

                # more conservative since it's an approximated value
                if N_sma >= 5:
                    denom = exp_avg_sq.sqrt().add_(group["eps"])
                    p_data_fp32.addcdiv_(-step_size, exp_avg, denom)
                else:
                    p_data_fp32.add_(-step_size, exp_avg)

                p.data.copy_(p_data_fp32)

        return loss