Merge pull request #27 from kozistr/feature/diffrgrad-optimizer

[Feature] Implement DiffRGrad optimizer

pytorch_optimizer/__init__.py

@@ -6,6 +6,7 @@
 from pytorch_optimizer.agc import agc
 from pytorch_optimizer.chebyshev_schedule import get_chebyshev_schedule
 from pytorch_optimizer.diffgrad import DiffGrad
+from pytorch_optimizer.diffrgrad import DiffRGrad
 from pytorch_optimizer.gc import centralize_gradient
 from pytorch_optimizer.lookahead import Lookahead
 from pytorch_optimizer.madgrad import MADGRAD
@@ -15,4 +16,4 @@
 from pytorch_optimizer.sam import SAM
 from pytorch_optimizer.sgdp import SGDP
 
-__VERSION__ = '0.0.8'
+__VERSION__ = '0.0.9'

pytorch_optimizer/diffrgrad.py

@@ -0,0 +1,172 @@
+import math
+
+import torch
+from torch.optim.optimizer import Optimizer
+
+from pytorch_optimizer.types import BETAS, CLOSURE, DEFAULTS, LOSS, PARAMETERS, STATE
+
+
+class DiffRGrad(Optimizer):
+    """
+    Reference 1 : https://github.com/shivram1987/diffGrad
+    Reference 2 : https://github.com/LiyuanLucasLiu/RAdam
+    Reference 3 : https://github.com/lessw2020/Best-Deep-Learning-Optimizers/blob/master/diffgrad/diff_rgrad.py
+    Example :
+        from pytorch_optimizer import DiffRGrad
+        ...
+        model = YourModel()
+        optimizer = DiffRGrad(model.parameters())
+        ...
+        for input, output in data:
+          optimizer.zero_grad()
+          loss = loss_function(output, model(input))
+          loss.backward()
+          optimizer.step()
+    """
+
+    def __init__(
+        self,
+        params: PARAMETERS,
+        lr: float = 1e-3,
+        betas: BETAS = (0.9, 0.999),
+        weight_decay: float = 0.0,
+        n_sma_threshold: int = 5,
+        degenerated_to_sgd: bool = True,
+        eps: float = 1e-8,
+    ):
+        """Blend RAdam with DiffGrad
+        :param params: PARAMETERS. iterable of parameters to optimize or dicts defining parameter groups
+        :param lr: float. learning rate.
+        :param betas: BETAS. coefficients used for computing running averages of gradient and the squared hessian trace
+        :param weight_decay: float. weight decay (L2 penalty)
+        :param n_sma_threshold: int. (recommended is 5)
+        :param degenerated_to_sgd: float.
+        :param eps: float. term added to the denominator to improve numerical stability
+        """
+        self.lr = lr
+        self.betas = betas
+        self.weight_decay = weight_decay
+        self.n_sma_threshold = n_sma_threshold
+        self.degenerated_to_sgd = degenerated_to_sgd
+        self.eps = eps
+
+        self.check_valid_parameters()
+
+        if isinstance(params, (list, tuple)) and len(params) > 0 and isinstance(params[0], dict):
+            for param in params:
+                if 'betas' in param and (param['betas'][0] != betas[0] or param['betas'][1] != betas[1]):
+                    param['buffer'] = [[None, None, None] for _ in range(10)]
+
+        defaults: DEFAULTS = dict(
+            lr=lr,
+            betas=betas,
+            eps=eps,
+            weight_decay=weight_decay,
+            buffer=[[None, None, None] for _ in range(10)],
+        )
+
+        super().__init__(params, defaults)
+
+    def check_valid_parameters(self):
+        if self.lr < 0.0:
+            raise ValueError(f'Invalid learning rate : {self.lr}')
+        if self.weight_decay < 0.0:
+            raise ValueError(f'Invalid weight_decay : {self.weight_decay}')
+        if not 0.0 <= self.betas[0] < 1.0:
+            raise ValueError(f'Invalid beta_0 : {self.betas[0]}')
+        if not 0.0 <= self.betas[1] < 1.0:
+            raise ValueError(f'Invalid beta_1 : {self.betas[1]}')
+        if self.eps < 0.0:
+            raise ValueError(f'Invalid eps : {self.eps}')
+
+    def __setstate__(self, state: STATE):
+        super().__setstate__(state)
+
+    def step(self, closure: CLOSURE = None) -> LOSS:
+        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.float()
+                if grad.is_sparse:
+                    raise RuntimeError('diffGrad 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)
+                    state['previous_grad'] = 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)
+                    state['previous_grad'] = state['previous_grad'].type_as(p_data_fp32)
+
+                exp_avg, exp_avg_sq, previous_grad = (
+                    state['exp_avg'],
+                    state['exp_avg_sq'],
+                    state['previous_grad'],
+                )
+                beta1, beta2 = group['betas']
+
+                state['step'] += 1
+
+                exp_avg.mul_(beta1).add_(1 - beta1, grad)
+                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
+
+                # compute diffGrad coefficient (dfc)
+                diff = abs(previous_grad - grad)
+                dfc = 1.0 / (1.0 + torch.exp(-diff))
+
+                state['previous_grad'] = grad.clone()
+
+                buffered = group['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 = 2.0 / (1.0 - beta2) - 1.0
+                    n_sma = n_sma_max - 2.0 * state['step'] * beta2_t / (1.0 - beta2_t)
+                    buffered[1] = n_sma
+
+                    if n_sma >= self.n_sma_threshold:
+                        step_size = math.sqrt(
+                            (1 - beta2_t)
+                            * (n_sma - 4)
+                            / (n_sma_max - 4)
+                            * (n_sma - 2)
+                            / n_sma
+                            * n_sma_max
+                            / (n_sma_max - 2)
+                        ) / (1.0 - beta1 ** state['step'])
+                    elif self.degenerated_to_sgd:
+                        step_size = 1.0 / (1 - beta1 ** state['step'])
+                    else:
+                        step_size = -1
+                    buffered[2] = step_size
+
+                if n_sma >= self.n_sma_threshold:
+                    if group['weight_decay'] != 0:
+                        p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
+
+                    denom = exp_avg_sq.sqrt().add_(group['eps'])
+
+                    # update momentum with dfc
+                    p_data_fp32.addcdiv_(-step_size * group['lr'], exp_avg * dfc.float(), denom)
+                    p.data.copy_(p_data_fp32)
+                elif step_size > 0:
+                    if group['weight_decay'] != 0:
+                        p_data_fp32.add_(-group['weight_decay'] * group['lr'], p_data_fp32)
+
+                    p_data_fp32.add_(-step_size * group['lr'], exp_avg)
+                    p.data.copy_(p_data_fp32)
+
+        return loss

pytorch_optimizer/radam.py

@@ -28,19 +28,19 @@ def __init__(
         params: PARAMETERS,
         lr: float = 1e-3,
         betas: BETAS = (0.9, 0.999),
-        eps: float = 1e-8,
         weight_decay: float = 0.0,
         n_sma_threshold: int = 5,
         degenerated_to_sgd: bool = False,
+        eps: float = 1e-8,
     ):
         """
         :param params: PARAMETERS. iterable of parameters to optimize or dicts defining parameter groups
         :param lr: float. learning rate.
         :param betas: BETAS. coefficients used for computing running averages of gradient and the squared hessian trace
-        :param eps: float. term added to the denominator to improve numerical stability
         :param weight_decay: float. weight decay (L2 penalty)
         :param n_sma_threshold: int. (recommended is 5)
         :param degenerated_to_sgd: float.
+        :param eps: float. term added to the denominator to improve numerical stability
         """
         self.lr = lr
         self.betas = betas

setup.py

@@ -56,6 +56,7 @@ def read_version() -> str:
         'sam',
         'asam',
         'diffgrad',
+        'diffrgrad',
     ]
 )