# -*- coding: utf-8 -*- # MegEngine is Licensed under the Apache License, Version 2.0 (the "License") # # Copyright (c) 2014-2021 Megvii Inc. All rights reserved. # # Unless required by applicable law or agreed to in writing, # software distributed under the License is distributed on an # "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. import os from typing import Iterable, Union from ..functional.inplace import _inplace_add_ from ..tensor import Parameter, tensor from .optimizer import Optimizer class SGD(Optimizer): r"""Implements stochastic gradient descent. Nesterov momentum is based on the formula from `"On the importance of initialization and momentum in deep learning" `_ . Args: params: iterable of parameters to optimize or dicts defining parameter groups. lr: learning rate. momentum: momentum factor. Default: 0.0 nesterov: enables Nesterov momentum. Default: False weight_decay: weight decay (L2 penalty). Default: 0.0 """ def __init__( self, params: Union[Iterable[Parameter], dict], lr: float, momentum: float = 0.0, nesterov: bool = False, weight_decay: float = 0.0, ): assert lr >= 0.0, "Invalid learning rate: {}".format(lr) assert momentum >= 0.0, "Invalid momentum value: {}".format(momentum) assert weight_decay >= 0.0, "Invalid weight_decay value: {}".format( weight_decay ) assert not nesterov or momentum > 0.0, "Nesterov momentum requires a momentum" defaults = dict(lr=lr, momentum=momentum, weight_decay=weight_decay) super().__init__(params, defaults) self.nesterov = nesterov self._disable_type_convert = True def _create_state(self, param_group): if param_group["momentum"] != 0.0: for param in param_group["params"]: self._add_state(param, "momentum_buffer") def _updates(self, param_group): lr = param_group["lr"] weight_decay = param_group["weight_decay"] momentum = param_group["momentum"] # since `conver_inputs` is disabled for param updates, # scalar should be explicitly tansforred to tensor _lr = tensor(lr, dtype="float32") _weight_decay = tensor(weight_decay, dtype="float32") _momentum = tensor(momentum, dtype="float32") inplace_mode = int(os.getenv("MEGENGINE_INPLACE_UPDATE", "0")) if inplace_mode: _neg_lr = tensor(-lr, dtype="float32") c1 = tensor(1.0) for param in param_group["params"]: if param.grad is None: continue grad = param.grad if weight_decay != 0.0: grad = grad + param * _weight_decay if inplace_mode: if momentum != 0.0: v = self._state[param]["momentum_buffer"] _inplace_add_(v, grad, alpha=_momentum, beta=c1) if self.nesterov: grad = grad + v * _momentum else: grad = v _inplace_add_(param, grad, alpha=c1, beta=_neg_lr) continue if momentum != 0.0: v = self._state[param]["momentum_buffer"] v *= _momentum v += grad if self.nesterov: grad = grad + v * _momentum else: grad = v param -= _lr * grad