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316 lines
12 KiB
Python
316 lines
12 KiB
Python
# Copyright 2022 Xiaomi Corp. (authors: Daniel Povey)
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#
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# See ../LICENSE for clarification regarding multiple authors
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from typing import List, Optional, Union
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import torch
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from torch.optim import Optimizer
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class Eve(Optimizer):
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r"""
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Implements Eve algorithm. This is a modified version of AdamW with a special
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way of setting the weight-decay / shrinkage-factor, which is designed to make the
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rms of the parameters approach a particular target_rms (default: 0.1). This is
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for use with networks with 'scaled' versions of modules (see scaling.py), which
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will be close to invariant to the absolute scale on the parameter matrix.
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The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_.
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The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_.
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Eve is unpublished so far.
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Arguments:
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params (iterable): iterable of parameters to optimize or dicts defining
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parameter groups
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lr (float, optional): learning rate (default: 1e-3)
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betas (Tuple[float, float], optional): coefficients used for computing
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running averages of gradient and its square (default: (0.9, 0.999))
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eps (float, optional): term added to the denominator to improve
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numerical stability (default: 1e-8)
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weight_decay (float, optional): weight decay coefficient (default: 3e-4;
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this value means that the weight would decay significantly after
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about 3k minibatches. Is not multiplied by learning rate, but
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is conditional on RMS-value of parameter being > target_rms.
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target_rms (float, optional): target root-mean-square value of
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parameters, if they fall below this we will stop applying weight decay.
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.. _Adam\: A Method for Stochastic Optimization:
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https://arxiv.org/abs/1412.6980
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.. _Decoupled Weight Decay Regularization:
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https://arxiv.org/abs/1711.05101
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.. _On the Convergence of Adam and Beyond:
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https://openreview.net/forum?id=ryQu7f-RZ
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"""
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def __init__(
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self,
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params,
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lr=1e-3,
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betas=(0.9, 0.98),
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eps=1e-8,
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weight_decay=1e-3,
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target_rms=0.1,
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):
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if not 0.0 <= lr:
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raise ValueError("Invalid learning rate: {}".format(lr))
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if not 0.0 <= eps:
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raise ValueError("Invalid epsilon value: {}".format(eps))
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if not 0.0 <= betas[0] < 1.0:
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raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
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if not 0.0 <= betas[1] < 1.0:
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raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
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if not 0 <= weight_decay <= 0.1:
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raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
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if not 0 < target_rms <= 10.0:
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raise ValueError("Invalid target_rms value: {}".format(target_rms))
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defaults = dict(
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lr=lr,
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betas=betas,
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eps=eps,
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weight_decay=weight_decay,
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target_rms=target_rms,
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)
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super(Eve, self).__init__(params, defaults)
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def __setstate__(self, state):
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super(Eve, self).__setstate__(state)
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@torch.no_grad()
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def step(self, closure=None):
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"""Performs a single optimization step.
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Arguments:
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closure (callable, optional): A closure that reevaluates the model
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and returns the loss.
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"""
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loss = None
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if closure is not None:
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with torch.enable_grad():
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loss = closure()
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for group in self.param_groups:
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for p in group["params"]:
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if p.grad is None:
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continue
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# Perform optimization step
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grad = p.grad
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if grad.is_sparse:
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raise RuntimeError("AdamW does not support sparse gradients")
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state = self.state[p]
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# State initialization
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if len(state) == 0:
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state["step"] = 0
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# Exponential moving average of gradient values
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state["exp_avg"] = torch.zeros_like(
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p, memory_format=torch.preserve_format
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)
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# Exponential moving average of squared gradient values
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state["exp_avg_sq"] = torch.zeros_like(
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p, memory_format=torch.preserve_format
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)
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exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
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beta1, beta2 = group["betas"]
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state["step"] += 1
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bias_correction1 = 1 - beta1 ** state["step"]
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bias_correction2 = 1 - beta2 ** state["step"]
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# Decay the first and second moment running average coefficient
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exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
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denom = (exp_avg_sq.sqrt() * (bias_correction2**-0.5)).add_(
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group["eps"]
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)
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step_size = group["lr"] / bias_correction1
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target_rms = group["target_rms"]
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weight_decay = group["weight_decay"]
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if p.numel() > 1:
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# avoid applying this weight-decay on "scaling factors"
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# (which are scalar).
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is_above_target_rms = p.norm() > (target_rms * (p.numel() ** 0.5))
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p.mul_(1 - (weight_decay * is_above_target_rms))
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p.addcdiv_(exp_avg, denom, value=-step_size)
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return loss
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class LRScheduler(object):
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"""
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Base-class for learning rate schedulers where the learning-rate depends on both the
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batch and the epoch.
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"""
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def __init__(self, optimizer: Optimizer, verbose: bool = False):
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# Attach optimizer
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if not isinstance(optimizer, Optimizer):
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raise TypeError("{} is not an Optimizer".format(type(optimizer).__name__))
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self.optimizer = optimizer
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self.verbose = verbose
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for group in optimizer.param_groups:
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group.setdefault("initial_lr", group["lr"])
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self.base_lrs = [group["initial_lr"] for group in optimizer.param_groups]
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self.epoch = 0
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self.batch = 0
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def state_dict(self):
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"""Returns the state of the scheduler as a :class:`dict`.
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It contains an entry for every variable in self.__dict__ which
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is not the optimizer.
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"""
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return {
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"base_lrs": self.base_lrs,
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"epoch": self.epoch,
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"batch": self.batch,
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}
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def load_state_dict(self, state_dict):
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"""Loads the schedulers state.
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Args:
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state_dict (dict): scheduler state. Should be an object returned
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from a call to :meth:`state_dict`.
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"""
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self.__dict__.update(state_dict)
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def get_last_lr(self) -> List[float]:
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"""Return last computed learning rate by current scheduler. Will be a list of float."""
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return self._last_lr
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def get_lr(self):
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# Compute list of learning rates from self.epoch and self.batch and
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# self.base_lrs; this must be overloaded by the user.
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# e.g. return [some_formula(self.batch, self.epoch, base_lr) for base_lr in self.base_lrs ]
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raise NotImplementedError
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def step_batch(self, batch: Optional[int] = None) -> None:
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# Step the batch index, or just set it. If `batch` is specified, it
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# must be the batch index from the start of training, i.e. summed over
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# all epochs.
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# You can call this in any order; if you don't provide 'batch', it should
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# of course be called once per batch.
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if batch is not None:
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self.batch = batch
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else:
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self.batch = self.batch + 1
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self._set_lrs()
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def step_epoch(self, epoch: Optional[int] = None):
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# Step the epoch index, or just set it. If you provide the 'epoch' arg,
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# you should call this at the start of the epoch; if you don't provide the 'epoch'
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# arg, you should call it at the end of the epoch.
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if epoch is not None:
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self.epoch = epoch
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else:
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self.epoch = self.epoch + 1
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self._set_lrs()
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def _set_lrs(self):
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values = self.get_lr()
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assert len(values) == len(self.optimizer.param_groups)
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for i, data in enumerate(zip(self.optimizer.param_groups, values)):
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param_group, lr = data
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param_group["lr"] = lr
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self.print_lr(self.verbose, i, lr)
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self._last_lr = [group["lr"] for group in self.optimizer.param_groups]
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def print_lr(self, is_verbose, group, lr):
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"""Display the current learning rate."""
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if is_verbose:
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print(
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f"Epoch={self.epoch}, batch={self.batch}: adjusting learning rate"
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f" of group {group} to {lr:.4e}."
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)
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class Eden(LRScheduler):
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"""
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Eden scheduler.
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lr = initial_lr * (((batch**2 + lr_batches**2) / lr_batches**2) ** -0.25 *
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(((epoch**2 + lr_epochs**2) / lr_epochs**2) ** -0.25))
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E.g. suggest initial-lr = 0.003 (passed to optimizer).
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Args:
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optimizer: the optimizer to change the learning rates on
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lr_batches: the number of batches after which we start significantly
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decreasing the learning rate, suggest 5000.
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lr_epochs: the number of epochs after which we start significantly
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decreasing the learning rate, suggest 6 if you plan to do e.g.
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20 to 40 epochs, but may need smaller number if dataset is huge
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and you will do few epochs.
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"""
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def __init__(
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self,
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optimizer: Optimizer,
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lr_batches: Union[int, float],
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lr_epochs: Union[int, float],
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verbose: bool = False,
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):
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super(Eden, self).__init__(optimizer, verbose)
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self.lr_batches = lr_batches
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self.lr_epochs = lr_epochs
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def get_lr(self):
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factor = (
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(self.batch**2 + self.lr_batches**2) / self.lr_batches**2
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) ** -0.25 * (
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((self.epoch**2 + self.lr_epochs**2) / self.lr_epochs**2) ** -0.25
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)
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return [x * factor for x in self.base_lrs]
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def _test_eden():
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m = torch.nn.Linear(100, 100)
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optim = Eve(m.parameters(), lr=0.003)
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scheduler = Eden(optim, lr_batches=30, lr_epochs=2, verbose=True)
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for epoch in range(10):
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scheduler.step_epoch(epoch) # sets epoch to `epoch`
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for step in range(20):
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x = torch.randn(200, 100).detach()
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x.requires_grad = True
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y = m(x)
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dy = torch.randn(200, 100).detach()
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f = (y * dy).sum()
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f.backward()
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optim.step()
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scheduler.step_batch()
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optim.zero_grad()
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print("last lr = ", scheduler.get_last_lr())
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print("state dict = ", scheduler.state_dict())
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if __name__ == "__main__":
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_test_eden()
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