Summary:
# What is this?
This is an implementation of the AdamW optimizer as implemented in [the fastai library](803894051b/fastai/callback.py) and as initially introduced in the paper [Decoupled Weight Decay Regularization](https://arxiv.org/abs/1711.05101). It decouples the weight decay regularization step from the optimization step during training.
There have already been several abortive attempts to push this into pytorch in some form or fashion: https://github.com/pytorch/pytorch/pull/17468, https://github.com/pytorch/pytorch/pull/10866, https://github.com/pytorch/pytorch/pull/3740, https://github.com/pytorch/pytorch/pull/4429. Hopefully this one goes through.
# Why is this important?
Via a simple reparameterization, it can be shown that L2 regularization has a weight decay effect in the case of SGD optimization. Because of this, L2 regularization became synonymous with the concept of weight decay. However, it can be shown that the equivalence of L2 regularization and weight decay breaks down for more complex adaptive optimization schemes. It was shown in the paper [Decoupled Weight Decay Regularization](https://arxiv.org/abs/1711.05101) that this is the reason why models trained with SGD achieve better generalization than those trained with Adam. Weight decay is a very effective regularizer. L2 regularization, in and of itself, is much less effective. By explicitly decaying the weights, we can achieve state-of-the-art results while also taking advantage of the quick convergence properties that adaptive optimization schemes have.
# How was this tested?
There were test cases added to `test_optim.py` and I also ran a [little experiment](https://gist.github.com/mjacar/0c9809b96513daff84fe3d9938f08638) to validate that this implementation is equivalent to the fastai implementation.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/21250
Differential Revision: D16060339
Pulled By: vincentqb
fbshipit-source-id: ded7cc9cfd3fde81f655b9ffb3e3d6b3543a4709
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/18598
ghimport-source-id: c74597e5e7437e94a43c163cee0639b20d0d0c6a
Stack from [ghstack](https://github.com/ezyang/ghstack):
* **#18598 Turn on F401: Unused import warning.**
This was requested by someone at Facebook; this lint is turned
on for Facebook by default. "Sure, why not."
I had to noqa a number of imports in __init__. Hypothetically
we're supposed to use __all__ in this case, but I was too lazy
to fix it. Left for future work.
Be careful! flake8-2 and flake8-3 behave differently with
respect to import resolution for # type: comments. flake8-3 will
report an import unused; flake8-2 will not. For now, I just
noqa'd all these sites.
All the changes were done by hand.
Signed-off-by: Edward Z. Yang <ezyang@fb.com>
Differential Revision: D14687478
fbshipit-source-id: 30d532381e914091aadfa0d2a5a89404819663e3
