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import torch
from . import functional as F
from .optimizer import Optimizer
class Adagrad(Optimizer):
"""Implements Adagrad algorithm.
It has been proposed in `Adaptive Subgradient Methods for Online Learning
and Stochastic Optimization`_.
Arguments:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-2)
lr_decay (float, optional): learning rate decay (default: 0)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-10)
.. _Adaptive Subgradient Methods for Online Learning and Stochastic
Optimization: http://jmlr.org/papers/v12/duchi11a.html
"""
def __init__(self, params, lr=1e-2, lr_decay=0, weight_decay=0, initial_accumulator_value=0, eps=1e-10):
if not 0.0 <= lr:
raise ValueError("Invalid learning rate: {}".format(lr))
if not 0.0 <= lr_decay:
raise ValueError("Invalid lr_decay value: {}".format(lr_decay))
if not 0.0 <= weight_decay:
raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
if not 0.0 <= initial_accumulator_value:
raise ValueError("Invalid initial_accumulator_value value: {}".format(initial_accumulator_value))
if not 0.0 <= eps:
raise ValueError("Invalid epsilon value: {}".format(eps))
defaults = dict(lr=lr, lr_decay=lr_decay, eps=eps, weight_decay=weight_decay,
initial_accumulator_value=initial_accumulator_value)
super(Adagrad, self).__init__(params, defaults)
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['step'] = 0
state['sum'] = torch.full_like(p, initial_accumulator_value, memory_format=torch.preserve_format)
def share_memory(self):
for group in self.param_groups:
for p in group['params']:
state = self.state[p]
state['sum'].share_memory_()
@torch.no_grad()
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
params_with_grad = []
grads = []
state_sums = []
state_steps = []
for p in group['params']:
if p.grad is not None:
params_with_grad.append(p)
grads.append(p.grad)
state = self.state[p]
state_sums.append(state['sum'])
# update the steps for each param group update
state['step'] += 1
# record the step after step update
state_steps.append(state['step'])
F.adagrad(params_with_grad,
grads,
state_sums,
state_steps,
group['lr'],
group['weight_decay'],
group['lr_decay'],
group['eps'])
return loss
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