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- # mypy: allow-untyped-defs
- from torch import Tensor
- from .adam import Adam, adam
- from .optimizer import (
- _capturable_doc,
- _differentiable_doc,
- _foreach_doc,
- _fused_doc,
- _maximize_doc,
- _params_doc,
- ParamsT,
- )
- __all__ = ["AdamW", "adamw"]
- class AdamW(Adam):
- def __init__(
- self,
- params: ParamsT,
- lr: float | Tensor = 1e-3,
- betas: tuple[float | Tensor, float | Tensor] = (0.9, 0.999),
- eps: float = 1e-8,
- weight_decay: float = 1e-2,
- amsgrad: bool = False,
- *,
- maximize: bool = False,
- foreach: bool | None = None,
- capturable: bool = False,
- differentiable: bool = False,
- fused: bool | None = None,
- ) -> None:
- super().__init__(
- params,
- lr,
- betas,
- eps,
- weight_decay,
- amsgrad,
- foreach=foreach,
- maximize=maximize,
- capturable=capturable,
- differentiable=differentiable,
- fused=fused,
- decoupled_weight_decay=True,
- )
- # Preserve decoupled_weight_decay from AdamW for backwards compatibility. The following
- # guarantees that decoupled_weight_decay will always be True for loading any state into
- # AdamW
- def __setstate__(self, state):
- super().__setstate__(state)
- for group in self.param_groups:
- group["decoupled_weight_decay"] = True
- AdamW.__doc__ = (
- r"""Implements AdamW algorithm, where weight decay does not accumulate in the momentum nor variance.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma \text{(lr)}, \: \beta_1, \beta_2
- \text{(betas)}, \: \theta_0 \text{(params)}, \: f(\theta) \text{(objective)},
- \: \epsilon \text{ (epsilon)} \\
- &\hspace{13mm} \lambda \text{(weight decay)}, \: \textit{amsgrad},
- \: \textit{maximize} \\
- &\textbf{initialize} : m_0 \leftarrow 0 \text{ (first moment)}, v_0 \leftarrow 0
- \text{ ( second moment)}, \: v_0^{max}\leftarrow 0 \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
- &\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm}\textbf{else} \\
- &\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm} \theta_t \leftarrow \theta_{t-1} - \gamma \lambda \theta_{t-1} \\
- &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
- &\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
- &\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
- &\hspace{5mm}\textbf{if} \: amsgrad \\
- &\hspace{10mm} v_t^{max} \leftarrow \mathrm{max}(v_{t-1}^{max},v_t) \\
- &\hspace{10mm}\widehat{v_t} \leftarrow v_t^{max}/\big(1-\beta_2^t \big) \\
- &\hspace{5mm}\textbf{else} \\
- &\hspace{10mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
- &\hspace{5mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
- \big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
- &\rule{110mm}{0.4pt} \\[-1.ex]
- &\bf{return} \: \theta_t \\[-1.ex]
- &\rule{110mm}{0.4pt} \\[-1.ex]
- \end{aligned}
- For further details regarding the algorithm we refer to `Decoupled Weight Decay Regularization`_.
- """
- + rf"""
- Args:
- {_params_doc}
- lr (float, Tensor, optional): learning rate (default: 1e-3). A tensor LR
- is not yet supported for all our implementations. Please use a float
- LR if you are not also specifying fused=True or capturable=True.
- betas (tuple[Union[float, Tensor], Union[float, Tensor]], optional):
- coefficients used for computing running averages of gradient and
- its square. If a tensor is provided, must be 1-element. (default: (0.9, 0.999))
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-8)
- weight_decay (float, optional): weight decay coefficient (default: 1e-2)
- amsgrad (bool, optional): whether to use the AMSGrad variant of this
- algorithm from the paper `On the Convergence of Adam and Beyond`_
- (default: False)
- {_maximize_doc}
- {_foreach_doc}
- {_capturable_doc}
- {_differentiable_doc}
- {_fused_doc}
- .. Note::
- A prototype implementation of Adam and AdamW for MPS supports `torch.float32` and `torch.float16`.
- .. _Decoupled Weight Decay Regularization:
- https://arxiv.org/abs/1711.05101
- .. _On the Convergence of Adam and Beyond:
- https://openreview.net/forum?id=ryQu7f-RZ
- """
- )
- # @_disable_dynamo_if_unsupported logic occurs in the decorator that's applied to F.adam
- def adamw(
- params: list[Tensor],
- grads: list[Tensor],
- exp_avgs: list[Tensor],
- exp_avg_sqs: list[Tensor],
- max_exp_avg_sqs: list[Tensor],
- state_steps: list[Tensor],
- # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
- # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
- foreach: bool | None = None,
- capturable: bool = False,
- differentiable: bool = False,
- fused: bool | None = None,
- grad_scale: Tensor | None = None,
- found_inf: Tensor | None = None,
- has_complex: bool = False,
- *,
- amsgrad: bool,
- beta1: float | Tensor,
- beta2: float | Tensor,
- lr: float | Tensor,
- weight_decay: float,
- eps: float,
- maximize: bool,
- ) -> None:
- r"""Functional API that performs AdamW algorithm computation.
- See :class:`~torch.optim.AdamW` for details.
- """
- adam(
- params,
- grads,
- exp_avgs,
- exp_avg_sqs,
- max_exp_avg_sqs,
- state_steps,
- foreach=foreach,
- capturable=capturable,
- differentiable=differentiable,
- fused=fused,
- grad_scale=grad_scale,
- found_inf=found_inf,
- has_complex=has_complex,
- amsgrad=amsgrad,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- eps=eps,
- maximize=maximize,
- decoupled_weight_decay=True,
- )
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