from typing import Callable, Iterable, Tuple import math import torch from torch.optim import Optimizer class AdamW(Optimizer): def __init__( self, params: Iterable[torch.nn.parameter.Parameter], lr: float = 1e-3, betas: Tuple[float, float] = (0.9, 0.999), eps: float = 1e-6, weight_decay: float = 0.0, correct_bias: bool = True, ): if lr < 0.0: raise ValueError("Invalid learning rate: {} - should be >= 0.0".format(lr)) if not 0.0 <= betas[0] < 1.0: raise ValueError("Invalid beta parameter: {} - should be in [0.0, 1.0[".format(betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError("Invalid beta parameter: {} - should be in [0.0, 1.0[".format(betas[1])) if not 0.0 <= eps: raise ValueError("Invalid epsilon value: {} - should be >= 0.0".format(eps)) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, correct_bias=correct_bias) super().__init__(params, defaults) def step(self, closure: Callable = None): loss = None if closure is not None: loss = closure() for group in self.param_groups: for p in group["params"]: if p.grad is None: continue grad = p.grad.data if grad.is_sparse: raise RuntimeError("Adam does not support sparse gradients, please consider SparseAdam instead") # Access state state = self.state[p] # Initialize state if not already done if len(state) == 0: state["step"] = 0 state["exp_avg"] = torch.zeros_like(p.data) state["exp_avg_sq"] = torch.zeros_like(p.data) # Hyperparameters alpha = group["lr"] beta1, beta2 = group["betas"] eps = group["eps"] weight_decay = group["weight_decay"] correct_bias = group["correct_bias"] # Retrieve state variables exp_avg = state["exp_avg"] exp_avg_sq = state["exp_avg_sq"] step = state["step"] # Update step step += 1 state["step"] = step # Update biased first and second moment estimates exp_avg.mul_(beta1).add_(grad, alpha=(1 - beta1)) exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=(1 - beta2)) # Compute bias-corrected moments if correct_bias: bias_correction1 = 1 - beta1 ** step bias_correction2 = 1 - beta2 ** step exp_avg_corr = exp_avg / bias_correction1 exp_avg_sq_corr = exp_avg_sq / bias_correction2 else: exp_avg_corr = exp_avg exp_avg_sq_corr = exp_avg_sq # Update parameters denom = exp_avg_sq_corr.sqrt().add_(eps) step_size = alpha p.data.addcdiv_(exp_avg_corr, denom, value=-step_size) # Apply weight decay if weight_decay != 0: p.data.add_(p.data, alpha=-alpha * weight_decay) return loss