pytorch/torch/optim/adamw.py

from torch import Tensor
from .optimizer import (_capturable_doc, _differentiable_doc,
                        _foreach_doc, _fused_doc, _maximize_doc, ParamsT)
from typing import List, Optional, Tuple, Union
from .adam import Adam, adam

__all__ = ["AdamW", "adamw"]


class AdamW(Adam):
    def __init__(
        self,
        params: ParamsT,
        lr: Union[float, Tensor] = 1e-3,
        betas: Tuple[float, float] = (0.9, 0.999),
        eps: float = 1e-8,
        weight_decay: float = 1e-2,
        amsgrad: bool = False,
        *,
        maximize: bool = False,
        foreach: Optional[bool] = None,
        capturable: bool = False,
        differentiable: bool = False,
        fused: Optional[bool] = None,
    ):
        super().__init__(params, lr, betas, eps, weight_decay, amsgrad, foreach=foreach,
                         maximize=maximize, capturable=capturable, differentiable=differentiable,
                         fused=fused, decoupled_weight_decay=True)

AdamW.__doc__ = r"""Implements AdamW algorithm.

    .. 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)}, \: \widehat{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}\widehat{v_t} \leftarrow   v_t/\big(1-\beta_2^t \big)                   \\
            &\hspace{5mm}\textbf{if} \: amsgrad                                                  \\
            &\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
                \widehat{v_t})                                                                   \\
            &\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
                \big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big)                                 \\
            &\hspace{5mm}\textbf{else}                                                           \\
            &\hspace{10mm}\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`_.
    """ + fr"""
    Args:
        params (iterable): iterable of parameters to optimize or dicts defining
            parameter groups
        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[float, float], optional): coefficients used for computing
            running averages of gradient and its square (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}
    .. _Decoupled Weight Decay Regularization:
        https://arxiv.org/abs/1711.05101
    .. _On the Convergence of Adam and Beyond:
        https://openreview.net/forum?id=ryQu7f-RZ

    """


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: Optional[bool] = None,
    capturable: bool = False,
    differentiable: bool = False,
    fused: Optional[bool] = None,
    grad_scale: Optional[Tensor] = None,
    found_inf: Optional[Tensor] = None,
    has_complex: bool = False,
    *,
    amsgrad: bool,
    beta1: float,
    beta2: float,
    lr: Union[float, Tensor],
    weight_decay: float,
    eps: float,
    maximize: bool,
):
    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)