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optimizers.py
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optimizers.py
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"""This module contains shared optimizers.
"""
import math
import torch
import torch.optim as optim
class SharedAdam(optim.Adam):
"""Implements Adam algorithm with shared states, taken from
https://github.com/ikostrikov/pytorch-a3c/
"""
def __init__(self,
params,
lr=1e-3,
betas=(0.9, 0.999),
eps=1e-8,
weight_decay=0):
super(SharedAdam, self).__init__(params, lr, betas, eps, weight_decay)
# Is this really necessary?
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['step'] = torch.zeros(1)
state['exp_avg'] = p.data.new().resize_as_(p.data).zero_()
state['exp_avg_sq'] = p.data.new().resize_as_(p.data).zero_()
def share_memory(self):
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['step'].share_memory_()
state['exp_avg'].share_memory_()
state['exp_avg_sq'].share_memory_()
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:
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad.data
state = self.state[p]
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
if group['weight_decay'] != 0:
grad = grad.add(group['weight_decay'], p.data)
# 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)
denom = exp_avg_sq.sqrt().add_(group['eps'])
bias_correction1 = 1 - beta1 ** state['step'].item()
bias_correction2 = 1 - beta2 ** state['step'].item()
step_size = group['lr'] * math.sqrt(
bias_correction2) / bias_correction1
p.data.addcdiv_(-step_size, exp_avg, denom)
return loss
class SharedRMSprop(optim.RMSprop):
"""Implementation of a shared RMSprop, taken from
https://github.com/Kaixhin/ACER/blob/master/optim.py
"""
def __init__(self, params, lr=1e-2, alpha=0.99, eps=1e-8, weight_decay=0):
super(SharedRMSprop, self).__init__(params, lr=lr, alpha=alpha,
eps=eps, weight_decay=weight_decay,
momentum=0, centered=False)
# State initialisation (must be done before step, else will not be shared between threads)
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['step'] = p.data.new().resize_(1).zero_()
state['square_avg'] = p.data.new().resize_as_(p.data).zero_()
def share_memory(self):
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['step'].share_memory_()
state['square_avg'].share_memory_()
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
state = self.state[p]
square_avg = state['square_avg']
alpha = group['alpha']
state['step'] += 1
if group['weight_decay'] != 0:
grad = grad.add(group['weight_decay'], p.data)
# g = αg + (1 - α)Δθ^2
square_avg.mul_(alpha).addcmul_(1 - alpha, grad, grad)
# θ ← θ - ηΔθ/√(g + ε)
avg = square_avg.sqrt().add_(group['eps'])
p.data.addcdiv_(-group['lr'], grad, avg)
return loss