""" AdamW optimizer (weight decay fix) copied from hugginface (https://github.com/huggingface/transformers). """ import math from typing import Callable, Iterable, Tuple import torch from torch.optim import Optimizer class AdamW(Optimizer): """ Implements Adam algorithm with weight decay fix as introduced in `Decoupled Weight Decay Regularization `__. Parameters: params (:obj:`Iterable[torch.nn.parameter.Parameter]`): Iterable of parameters to optimize or dictionaries defining parameter groups. lr (:obj:`float`, `optional`, defaults to 1e-3): The learning rate to use. betas (:obj:`Tuple[float,float]`, `optional`, defaults to (0.9, 0.999)): Adam's betas parameters (b1, b2). eps (:obj:`float`, `optional`, defaults to 1e-6): Adam's epsilon for numerical stability. weight_decay (:obj:`float`, `optional`, defaults to 0): Decoupled weight decay to apply. correct_bias (:obj:`bool`, `optional`, defaults to `True`): Whether ot not to correct bias in Adam (for instance, in Bert TF repository they use :obj:`False`). """ def __init__( self, params: Iterable[torch.nn.parameter.Parameter], lr: float = 1e-3, betas: Tuple[float, float] = (0.9, 0.999), eps: float = 1e-6, weight_decay: float = 0.0, correct_bias: bool = True, ): if lr < 0.0: raise ValueError("Invalid learning rate: {} - should be >= 0.0".format(lr)) if not 0.0 <= betas[0] < 1.0: raise ValueError("Invalid beta parameter: {} - should be in [0.0, 1.0[".format(betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError("Invalid beta parameter: {} - should be in [0.0, 1.0[".format(betas[1])) if not 0.0 <= eps: raise ValueError("Invalid epsilon value: {} - should be >= 0.0".format(eps)) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, correct_bias=correct_bias) super().__init__(params, defaults) def step(self, closure: Callable = None): """ Performs a single optimization step. Arguments: closure (:obj:`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("Adam does not support sparse gradients, please consider SparseAdam instead") 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_like(p.data) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] state["step"] += 1 # Decay the first and second moment running average coefficient # In-place operations to update the averages at the same time exp_avg.mul_(beta1).add_(grad, alpha=1.0 - beta1) exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1.0 - beta2) denom = exp_avg_sq.sqrt().add_(group["eps"]) step_size = group["lr"] if group["correct_bias"]: # No bias correction for Bert bias_correction1 = 1.0 - beta1 ** state["step"] bias_correction2 = 1.0 - beta2 ** state["step"] step_size = step_size * math.sqrt(bias_correction2) / bias_correction1 p.data.addcdiv_(exp_avg, denom, value=-step_size) # Just adding the square of the weights to the loss function is *not* # the correct way of using L2 regularization/weight decay with Adam, # since that will interact with the m and v parameters in strange ways. # # Instead we want to decay the weights in a manner that doesn't interact # with the m/v parameters. This is equivalent to adding the square # of the weights to the loss with plain (non-momentum) SGD. # Add weight decay at the end (fixed version) if group["weight_decay"] > 0.0: p.data.add_(p.data, alpha=-group["lr"] * group["weight_decay"]) return loss