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- """ RMSProp modified to behave like Tensorflow impl
- Originally cut & paste from PyTorch RMSProp
- https://github.com/pytorch/pytorch/blob/063946d2b3f3f1e953a2a3b54e0b34f1393de295/torch/optim/rmsprop.py
- Licensed under BSD-Clause 3 (ish), https://github.com/pytorch/pytorch/blob/master/LICENSE
- References for added functionality:
- Cautious Optimizers: https://arxiv.org/abs/2411.16085
- Why Gradients Rapidly Increase Near the End of Training: https://arxiv.org/abs/2506.02285
- Modifications Copyright 2021 Ross Wightman
- """
- import torch
- from torch.optim import Optimizer
- from ._types import ParamsT
- class RMSpropTF(Optimizer):
- """Implements RMSprop algorithm (TensorFlow style epsilon)
- NOTE: This is a direct cut-and-paste of PyTorch RMSprop with eps applied before sqrt
- and a few other modifications to closer match Tensorflow for matching hyper-params.
- Noteworthy changes include:
- 1. Epsilon applied inside square-root
- 2. square_avg initialized to ones
- 3. LR scaling of update accumulated in momentum buffer
- Proposed by G. Hinton in his
- `course <http://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_.
- The centered version first appears in `Generating Sequences
- With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_.
- Args:
- params: iterable of parameters to optimize or dicts defining parameter groups
- lr: learning rate
- momentum: momentum factor
- alpha: smoothing (decay) constant
- eps: term added to the denominator to improve numerical stability
- centered: if ``True``, compute the centered RMSProp, the gradient is normalized by an estimation of its variance
- weight_decay: weight decay (L2 penalty) (default: 0)
- decoupled_decay: decoupled weight decay as per https://arxiv.org/abs/1711.05101
- corrected_weight_decay: apply corrected weight decay (lr**2 / max_lr) when decoupled_decay is True
- lr_in_momentum: learning rate scaling is included in the momentum buffer update as per defaults in Tensorflow
- caution: apply caution
- """
- def __init__(
- self,
- params: ParamsT,
- lr: float = 1e-2,
- alpha: float = 0.9,
- eps: float = 1e-10,
- weight_decay: float = 0,
- momentum: float = 0.,
- centered: bool = False,
- decoupled_decay: bool = False,
- corrected_weight_decay: bool = False,
- lr_in_momentum: bool = True,
- caution: bool = False,
- ):
- if not 0.0 <= lr:
- raise ValueError("Invalid learning rate: {}".format(lr))
- if not 0.0 <= eps:
- raise ValueError("Invalid epsilon value: {}".format(eps))
- if not 0.0 <= momentum:
- raise ValueError("Invalid momentum value: {}".format(momentum))
- if not 0.0 <= weight_decay:
- raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
- if not 0.0 <= alpha:
- raise ValueError("Invalid alpha value: {}".format(alpha))
- defaults = dict(
- lr=lr,
- momentum=momentum,
- alpha=alpha,
- eps=eps,
- centered=centered,
- weight_decay=weight_decay,
- decoupled_decay=decoupled_decay,
- corrected_weight_decay=corrected_weight_decay,
- lr_in_momentum=lr_in_momentum,
- caution=caution,
- )
- super(RMSpropTF, self).__init__(params, defaults)
- def __setstate__(self, state):
- super(RMSpropTF, self).__setstate__(state)
- for group in self.param_groups:
- group.setdefault('momentum', 0)
- group.setdefault('centered', False)
- group.setdefault('caution', False)
- group.setdefault('corrected_weight_decay', False)
- @torch.no_grad()
- def step(self, closure=None):
- """Performs a single optimization step.
- Arguments:
- closure (callable, optional): A closure that reevaluates the model
- and returns the loss.
- """
- loss = None
- if closure is not None:
- with torch.enable_grad():
- loss = closure()
- for group in self.param_groups:
- for p in group['params']:
- if p.grad is None:
- continue
- grad = p.grad
- if grad.is_sparse:
- raise RuntimeError('RMSprop does not support sparse gradients')
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state['step'] = 0
- state['square_avg'] = torch.ones_like(p) # PyTorch inits to zero
- if group['momentum'] > 0:
- state['momentum_buffer'] = torch.zeros_like(p)
- if group['centered']:
- state['grad_avg'] = torch.zeros_like(p)
- square_avg = state['square_avg']
- one_minus_alpha = 1. - group['alpha']
- state['step'] += 1
- if group['weight_decay'] != 0:
- if group['decoupled_decay']:
- if group['corrected_weight_decay']:
- wd_scale = group['lr'] ** 2 / self.defaults['lr']
- else:
- wd_scale = group['lr']
- p.mul_(1. - wd_scale * group['weight_decay'])
- else:
- grad = grad.add(p, alpha=group['weight_decay'])
- # Tensorflow order of ops for updating squared avg
- square_avg.add_(grad.pow(2) - square_avg, alpha=one_minus_alpha)
- # square_avg.mul_(alpha).addcmul_(grad, grad, value=1 - alpha) # PyTorch original
- if group['centered']:
- grad_avg = state['grad_avg']
- grad_avg.add_(grad - grad_avg, alpha=one_minus_alpha)
- avg = square_avg.addcmul(grad_avg, grad_avg, value=-1).add(group['eps']).sqrt_() # eps in sqrt
- # grad_avg.mul_(alpha).add_(grad, alpha=1 - alpha) # PyTorch original
- else:
- avg = square_avg.add(group['eps']).sqrt_() # eps moved in sqrt
- if group['momentum'] > 0:
- buf = state['momentum_buffer']
- buf.mul_(group['momentum'])
- def _apply_caution(_m, _g):
- # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085
- mask = (_m * _g > 0).to(_g.dtype)
- mask.div_(mask.mean().clamp_(min=1e-3))
- return _m * mask
- if group['lr_in_momentum']:
- # Tensorflow accumulates the LR scaling in the momentum buffer
- buf.addcdiv_(grad, avg, value=group['lr'])
- if group['caution']:
- buf = _apply_caution(buf, grad)
- p.add_(-buf)
- else:
- # PyTorch scales the param update by LR
- buf.addcdiv_(grad, avg)
- if group['caution']:
- buf = _apply_caution(buf, grad)
- p.add_(buf, alpha=-group['lr'])
- else:
- p.addcdiv_(grad, avg, value=-group['lr'])
- return loss
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