Summary:
Fixes : https://github.com/pytorch/pytorch/issues/24892
In the paper : https://arxiv.org/pdf/1908.03265.pdf Liyuan Liu et al. suggested a new optimization algorithm with an essence of similar to Adam Algorithm.
It has been discussed in the paper that, without warmup heuristic, in the early stage of adaptive optimization / learning algorithms sometimes we can get undesirable large variance which can slow overall convergence process.
Authors proposed the idea of rectification of variance of adaptive learning rate when it is expected to be high.
Differing from the paper, we selected variance tractability cut-off as 5 instead of 4. This adjustment is common practice, and could be found in the code-repository and also tensorflow swift optim library as well :
2f03dd1970/radam/radam.py (L156)f51ee4618d/Sources/TensorFlow/Optimizers/MomentumBased.swift (L638)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58968
Reviewed By: vincentqb
Differential Revision: D29310601
Pulled By: iramazanli
fbshipit-source-id: b7bd487f72f1074f266687fd9c0c6be264a748a9
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/5804
In the paper : https://openreview.net/forum?id=OM0jvwB8jIp57ZJjtNEZ Timothy Dozat suggested a new optimization algorithm with an essence of combination of NAG and Adam algorithms.
It is known that the idea of momentum can be improved with the Nesterov acceleration in optimization algorithms, and Dozat is investigating to apply this idea to momentum component of Adam algorithm. Author provided experiment evidence in their work to show excellence of the idea.
In this PR we are implementing the proposed algorithm NAdam in the mentioned paper. Author has a preliminary work http://cs229.stanford.edu/proj2015/054_report.pdf where he shows the decay base constant should be taken as 0.96 which we also followed the same phenomenon here in this implementation similar to Keras. Moreover, implementation / coding practice have been followed similar to Keras in some other places as well:
f9d3868495/tensorflow/python/keras/optimizer_v2/nadam.py
Pull Request resolved: https://github.com/pytorch/pytorch/pull/59009
Reviewed By: gchanan, vincentqb
Differential Revision: D29220375
Pulled By: iramazanli
fbshipit-source-id: 4b4bb4b15f7e16f7527f368bbf4207ed345751aa
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/24892
In the paper : https://arxiv.org/pdf/1908.03265.pdf Liyuan Liu et al. suggested a new optimization algorithm with an essence of similar to Adam Algorithm.
It has been discussed in the paper that, without warmup heuristic, in the early stage of adaptive optimization / learning algorithms sometimes we can get undesirable large variance which can slow overall convergence process.
Authors proposed the idea of rectification of variance of adaptive learning rate when it is expected to be high.
Differing from the paper, we selected variance tractability cut-off as 5 instead of 4. This adjustment is common practice, and could be found in the code-repository and also tensorflow swift optim library as well :
2f03dd1970/radam/radam.py (L156)f51ee4618d/Sources/TensorFlow/Optimizers/MomentumBased.swift (L638)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58968
Reviewed By: gchanan
Differential Revision: D29241736
Pulled By: iramazanli
fbshipit-source-id: 288b9b1f3125fdc6c7a7bb23fde1ea5c201c0448
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
