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<h1>AMSGrad</h1>
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<p>This is a <a href="https://pytorch.org">PyTorch</a> implementation of the paper <a href="https://papers.labml.ai/paper/1904.09237">On the Convergence of Adam and Beyond</a>.</p>
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<p>We implement this as an extension to our <a href="adam.html">Adam optimizer implementation</a>. The implementation it self is really small since it's very similar to Adam.</p>
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<p>We also have an implementation of the synthetic example described in the paper where Adam fails to converge.</p>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">18</span><span></span><span class="kn">from</span> <span class="nn">typing</span> <span class="kn">import</span> <span class="n">Dict</span>
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<span class="lineno">19</span>
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<span class="lineno">20</span><span class="kn">import</span> <span class="nn">torch</span>
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<span class="lineno">21</span><span class="kn">from</span> <span class="nn">torch</span> <span class="kn">import</span> <span class="n">nn</span>
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<span class="lineno">22</span>
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<span class="lineno">23</span><span class="kn">from</span> <span class="nn">labml_nn.optimizers</span> <span class="kn">import</span> <span class="n">WeightDecay</span>
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<span class="lineno">24</span><span class="kn">from</span> <span class="nn">labml_nn.optimizers.adam</span> <span class="kn">import</span> <span class="n">Adam</span></pre></div>
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<div class='docs doc-strings'>
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<div class='section-link'>
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<a href='#section-1'>#</a>
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</div>
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<h2>AMSGrad Optimizer</h2>
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<p>This class extends from Adam optimizer defined in <a href="adam.html"><code class="highlight"><span></span><span class="n">adam</span><span class="o">.</span><span class="n">py</span></code>
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</a>. Adam optimizer is extending the class <code class="highlight"><span></span><span class="n">GenericAdaptiveOptimizer</span></code>
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defined in <a href="index.html"><code class="highlight"><span></span><span class="fm">__init__</span><span class="o">.</span><span class="n">py</span></code>
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</a>.</p>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">27</span><span class="k">class</span> <span class="nc">AMSGrad</span><span class="p">(</span><span class="n">Adam</span><span class="p">):</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-2'>
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<div class='docs doc-strings'>
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<div class='section-link'>
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<a href='#section-2'>#</a>
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</div>
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<h3>Initialize the optimizer</h3>
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<ul><li><code class="highlight"><span></span><span class="n">params</span></code>
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is the list of parameters </li>
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<li><code class="highlight"><span></span><span class="n">lr</span></code>
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is the learning rate <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal" style="margin-right:0.0037em;">α</span></span></span></span> </li>
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<li><code class="highlight"><span></span><span class="n">betas</span></code>
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is a tuple of (<span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.05278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>, <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.05278em;">β</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.05278em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span>) </li>
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<li><code class="highlight"><span></span><span class="n">eps</span></code>
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is <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.69444em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="">ϵ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.19444em;"><span class="mord">^</span></span></span></span></span></span></span></span></span></span> or <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="">ϵ</span></span></span></span></span> based on <code class="highlight"><span></span><span class="n">optimized_update</span></code>
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</li>
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<li><code class="highlight"><span></span><span class="n">weight_decay</span></code>
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is an instance of class <code class="highlight"><span></span><span class="n">WeightDecay</span></code>
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defined in <a href="index.html"><code class="highlight"><span></span><span class="fm">__init__</span><span class="o">.</span><span class="n">py</span></code>
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</a> </li>
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<li>'optimized_update' is a flag whether to optimize the bias correction of the second moment by doing it after adding <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="">ϵ</span></span></span></span></span> </li>
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<li><code class="highlight"><span></span><span class="n">amsgrad</span></code>
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is a flag indicating whether to use AMSGrad or fallback to plain Adam </li>
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<li><code class="highlight"><span></span><span class="n">defaults</span></code>
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is a dictionary of default for group values. This is useful when you want to extend the class <code class="highlight"><span></span><span class="n">Adam</span></code>
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.</li></ul>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">35</span> <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">params</span><span class="p">,</span> <span class="n">lr</span><span class="o">=</span><span class="mf">1e-3</span><span class="p">,</span> <span class="n">betas</span><span class="o">=</span><span class="p">(</span><span class="mf">0.9</span><span class="p">,</span> <span class="mf">0.999</span><span class="p">),</span> <span class="n">eps</span><span class="o">=</span><span class="mf">1e-16</span><span class="p">,</span>
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<span class="lineno">36</span> <span class="n">weight_decay</span><span class="p">:</span> <span class="n">WeightDecay</span> <span class="o">=</span> <span class="n">WeightDecay</span><span class="p">(),</span>
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<span class="lineno">37</span> <span class="n">optimized_update</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">True</span><span class="p">,</span>
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<span class="lineno">38</span> <span class="n">amsgrad</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span> <span class="n">defaults</span><span class="o">=</span><span class="kc">None</span><span class="p">):</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-3'>
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<div class='docs'>
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<div class='section-link'>
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<a href='#section-3'>#</a>
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</div>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">53</span> <span class="n">defaults</span> <span class="o">=</span> <span class="p">{}</span> <span class="k">if</span> <span class="n">defaults</span> <span class="ow">is</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">defaults</span>
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<span class="lineno">54</span> <span class="n">defaults</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="nb">dict</span><span class="p">(</span><span class="n">amsgrad</span><span class="o">=</span><span class="n">amsgrad</span><span class="p">))</span>
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<span class="lineno">55</span>
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<span class="lineno">56</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">(</span><span class="n">params</span><span class="p">,</span> <span class="n">lr</span><span class="p">,</span> <span class="n">betas</span><span class="p">,</span> <span class="n">eps</span><span class="p">,</span> <span class="n">weight_decay</span><span class="p">,</span> <span class="n">optimized_update</span><span class="p">,</span> <span class="n">defaults</span><span class="p">)</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-4'>
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<div class='docs doc-strings'>
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<div class='section-link'>
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<a href='#section-4'>#</a>
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</div>
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<h3>Initialize a parameter state</h3>
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<ul><li><code class="highlight"><span></span><span class="n">state</span></code>
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is the optimizer state of the parameter (tensor) </li>
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<li><code class="highlight"><span></span><span class="n">group</span></code>
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stores optimizer attributes of the parameter group </li>
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<li><code class="highlight"><span></span><span class="n">param</span></code>
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is the parameter tensor <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.902771em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span></li></ul>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">58</span> <span class="k">def</span> <span class="nf">init_state</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">state</span><span class="p">:</span> <span class="n">Dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">any</span><span class="p">],</span> <span class="n">group</span><span class="p">:</span> <span class="n">Dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">any</span><span class="p">],</span> <span class="n">param</span><span class="p">:</span> <span class="n">nn</span><span class="o">.</span><span class="n">Parameter</span><span class="p">):</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-5'>
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<div class='docs'>
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<div class='section-link'>
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<a href='#section-5'>#</a>
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</div>
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<p>Call <code class="highlight"><span></span><span class="n">init_state</span></code>
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of Adam optimizer which we are extending </p>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">68</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">init_state</span><span class="p">(</span><span class="n">state</span><span class="p">,</span> <span class="n">group</span><span class="p">,</span> <span class="n">param</span><span class="p">)</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-6'>
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<div class='docs'>
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<div class='section-link'>
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<a href='#section-6'>#</a>
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</div>
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<p>If <code class="highlight"><span></span><span class="n">amsgrad</span></code>
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flag is <code class="highlight"><span></span><span class="kc">True</span></code>
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for this parameter group, we maintain the maximum of exponential moving average of squared gradient </p>
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</div>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">72</span> <span class="k">if</span> <span class="n">group</span><span class="p">[</span><span class="s1">'amsgrad'</span><span class="p">]:</span>
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<span class="lineno">73</span> <span class="n">state</span><span class="p">[</span><span class="s1">'max_exp_avg_sq'</span><span class="p">]</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">zeros_like</span><span class="p">(</span><span class="n">param</span><span class="p">,</span> <span class="n">memory_format</span><span class="o">=</span><span class="n">torch</span><span class="o">.</span><span class="n">preserve_format</span><span class="p">)</span></pre></div>
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</div>
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</div>
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<div class='section' id='section-7'>
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<div class='docs doc-strings'>
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<div class='section-link'>
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<a href='#section-7'>#</a>
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</div>
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<h3>Calculate <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> and and <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqba" style=""><span class="mord" style=""><span class="mord mathnormal" style="margin-right:0.03588em">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span> or <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mop">max</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqba" style=""><span class="mord" style=""><span class="mord mathnormal" style="margin-right:0.03588em">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span></h3>
|
||
<ul><li><code class="highlight"><span></span><span class="n">state</span></code>
|
||
is the optimizer state of the parameter (tensor) </li>
|
||
<li><code class="highlight"><span></span><span class="n">group</span></code>
|
||
stores optimizer attributes of the parameter group </li>
|
||
<li><code class="highlight"><span></span><span class="n">grad</span></code>
|
||
is the current gradient tensor <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">g</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> for the parameter <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.902771em;vertical-align:-0.208331em;"></span><span class="mord"><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span></span></span></span></li></ul>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">75</span> <span class="k">def</span> <span class="nf">get_mv</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">state</span><span class="p">:</span> <span class="n">Dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">any</span><span class="p">],</span> <span class="n">group</span><span class="p">:</span> <span class="n">Dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">any</span><span class="p">],</span> <span class="n">grad</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-8'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-8'>#</a>
|
||
</div>
|
||
<p>Get <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal">m</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> and <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqba" style=""><span class="mord" style=""><span class="mord mathnormal" style="margin-right:0.03588em">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span> from <em>Adam</em> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">85</span> <span class="n">m</span><span class="p">,</span> <span class="n">v</span> <span class="o">=</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="n">get_mv</span><span class="p">(</span><span class="n">state</span><span class="p">,</span> <span class="n">group</span><span class="p">,</span> <span class="n">grad</span><span class="p">)</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-9'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-9'>#</a>
|
||
</div>
|
||
<p>If this parameter group is using <code class="highlight"><span></span><span class="n">amsgrad</span></code>
|
||
</p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">88</span> <span class="k">if</span> <span class="n">group</span><span class="p">[</span><span class="s1">'amsgrad'</span><span class="p">]:</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-10'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-10'>#</a>
|
||
</div>
|
||
<p>Get <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mop">max</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>.</p>
|
||
<p>🗒 The paper uses the notation <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.84444em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.69444em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord mathnormal" style="margin-right:0.03588em;">v</span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.22222em;"><span class="mord">^</span></span></span></span></span></span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> for this, which we don't use that here because it confuses with the Adam's usage of the same notation for bias corrected exponential moving average. </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">94</span> <span class="n">v_max</span> <span class="o">=</span> <span class="n">state</span><span class="p">[</span><span class="s1">'max_exp_avg_sq'</span><span class="p">]</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-11'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-11'>#</a>
|
||
</div>
|
||
<p>Calculate <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mop">max</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.03588em;">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mbin mtight">−</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqba" style=""><span class="mord" style=""><span class="mord mathnormal" style="margin-right:0.03588em">v</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose">)</span></span></span></span>.</p>
|
||
<p>🤔 I feel you should be taking / maintaining the max of the bias corrected second exponential average of squared gradient. But this is how it's <a href="https://github.com/pytorch/pytorch/blob/19f4c5110e8bcad5e7e75375194262fca0a6293a/torch/optim/functional.py#L90">implemented in PyTorch also</a>. I guess it doesn't really matter since bias correction only increases the value and it only makes an actual difference during the early few steps of the training. </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">103</span> <span class="n">torch</span><span class="o">.</span><span class="n">maximum</span><span class="p">(</span><span class="n">v_max</span><span class="p">,</span> <span class="n">v</span><span class="p">,</span> <span class="n">out</span><span class="o">=</span><span class="n">v_max</span><span class="p">)</span>
|
||
<span class="lineno">104</span>
|
||
<span class="lineno">105</span> <span class="k">return</span> <span class="n">m</span><span class="p">,</span> <span class="n">v_max</span>
|
||
<span class="lineno">106</span> <span class="k">else</span><span class="p">:</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-12'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-12'>#</a>
|
||
</div>
|
||
<p>Fall back to <em>Adam</em> if the parameter group is not using <code class="highlight"><span></span><span class="n">amsgrad</span></code>
|
||
</p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">108</span> <span class="k">return</span> <span class="n">m</span><span class="p">,</span> <span class="n">v</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-13'>
|
||
<div class='docs doc-strings'>
|
||
<div class='section-link'>
|
||
<a href='#section-13'>#</a>
|
||
</div>
|
||
<h2>Synthetic Experiment</h2>
|
||
<p>This is the synthetic experiment described in the paper, that shows a scenario where <em>Adam</em> fails.</p>
|
||
<p>The paper (and Adam) formulates the problem of optimizing as minimizing the expected value of a function, <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="mopen">(</span><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="mclose">)]</span></span></span></span> with respect to the parameters <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span></span></span></span>. In the stochastic training setting we do not get hold of the function <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span></span></span></span> it self; that is, when you are optimizing a NN <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span></span></span></span> would be the function on entire batch of data. What we actually evaluate is a mini-batch so the actual function is realization of the stochastic <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span></span></span></span>. This is why we are talking about an expected value. So let the function realizations be <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">...</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.32833099999999993em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span> for each time step of training.</p>
|
||
<p>We measure the performance of the optimizer as the regret, <span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqx" style=""><span class="mord mathnormal" style="margin-right:0.00773em">R</span><span class="mopen" style="">(</span><span class="mord mathnormal" style="margin-right:0.13889em">T</span><span class="mclose" style="">)</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.0954490000000003em;vertical-align:-1.267113em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8283360000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord coloredeq eqd" style=""><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqm" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mbin mtight" style="">∗</span></span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span><span class="mord"><span class="delimsizing size1">]</span></span></span></span></span></span> where <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.84444em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span> is the parameters at time step <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.61508em;vertical-align:0em;"></span><span class="mord coloredeq eqbc" style=""><span class="mord mathnormal" style="">t</span></span></span></span></span>, and <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.69444em;vertical-align:0em;"></span><span class="mord coloredeq eqm" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mbin mtight" style="">∗</span></span></span></span></span></span></span></span></span></span></span></span> is the optimal parameters that minimize <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathbb">E</span><span class="mopen">[</span><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="mopen">(</span><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="mclose">)]</span></span></span></span>.</p>
|
||
<p>Now lets define the synthetic problem,</p>
|
||
<span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:3.30003em;vertical-align:-1.400015em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.900015em;"><span style="top:-3.9000150000000002em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord coloredeq eqt" style=""><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mclose" style="">)</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size4">{</span></span><span class="mord"><span class="mtable"><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord">1010</span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mpunct">,</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord">−</span><span class="mord">10</span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mpunct">,</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span><span class="arraycolsep" style="width:1em;"></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.69em;"><span style="top:-3.69em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord text"><span class="mord coloredeq eqbb" style=""><span class="mord" style="">f</span></span><span class="mord">or </span></span><span class="mord coloredeq eqbc" style=""><span class="mord mathnormal" style="">t</span></span><span class="mspace allowbreak"></span><span class="mspace" style="margin-right:0.6666666666666666em;"></span><span class="mord"><span class="mord"><span class="mord mathrm">mod</span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">101</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord">1</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.008em;"></span><span class="mord"><span class="mord text"><span class="mord">o</span><span class="mord coloredeq eqbc" style=""><span class="mord" style="">t</span></span><span class="mord">herwise</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.19em;"><span></span></span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.400015em;"><span></span></span></span></span></span></span></span></span></span></span></span><p>where <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.78041em;vertical-align:-0.13597em;"></span><span class="mord">−</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.7719400000000001em;vertical-align:-0.13597em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">+</span><span class="mord">1</span></span></span></span>. The optimal solution is <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">−</span><span class="mord">1</span></span></span></span>.</p>
|
||
<p>This code will try running <em>Adam</em> and <em>AMSGrad</em> on this problem.</p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">111</span><span class="k">def</span> <span class="nf">_synthetic_experiment</span><span class="p">(</span><span class="n">is_adam</span><span class="p">:</span> <span class="nb">bool</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-14'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-14'>#</a>
|
||
</div>
|
||
<p>Define <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span></span></span></span> parameter </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">153</span> <span class="n">x</span> <span class="o">=</span> <span class="n">nn</span><span class="o">.</span><span class="n">Parameter</span><span class="p">(</span><span class="n">torch</span><span class="o">.</span><span class="n">tensor</span><span class="p">([</span><span class="mf">.0</span><span class="p">]))</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-15'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-15'>#</a>
|
||
</div>
|
||
<p>Optimal, <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.688696em;vertical-align:0em;"></span><span class="mord"><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">−</span><span class="mord">1</span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">155</span> <span class="n">x_star</span> <span class="o">=</span> <span class="n">nn</span><span class="o">.</span><span class="n">Parameter</span><span class="p">(</span><span class="n">torch</span><span class="o">.</span><span class="n">tensor</span><span class="p">([</span><span class="o">-</span><span class="mi">1</span><span class="p">]),</span> <span class="n">requires_grad</span><span class="o">=</span><span class="kc">False</span><span class="p">)</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-16'>
|
||
<div class='docs doc-strings'>
|
||
<div class='section-link'>
|
||
<a href='#section-16'>#</a>
|
||
</div>
|
||
<h3><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqt" style=""><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mclose" style="">)</span></span></span></span></span></h3>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">157</span> <span class="k">def</span> <span class="nf">func</span><span class="p">(</span><span class="n">t</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span> <span class="n">x_</span><span class="p">:</span> <span class="n">nn</span><span class="o">.</span><span class="n">Parameter</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-17'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-17'>#</a>
|
||
</div>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">161</span> <span class="k">if</span> <span class="n">t</span> <span class="o">%</span> <span class="mi">101</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
||
<span class="lineno">162</span> <span class="k">return</span> <span class="p">(</span><span class="mi">1010</span> <span class="o">*</span> <span class="n">x_</span><span class="p">)</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span>
|
||
<span class="lineno">163</span> <span class="k">else</span><span class="p">:</span>
|
||
<span class="lineno">164</span> <span class="k">return</span> <span class="p">(</span><span class="o">-</span><span class="mi">10</span> <span class="o">*</span> <span class="n">x_</span><span class="p">)</span><span class="o">.</span><span class="n">sum</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-18'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-18'>#</a>
|
||
</div>
|
||
<p>Initialize the relevant optimizer </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">167</span> <span class="k">if</span> <span class="n">is_adam</span><span class="p">:</span>
|
||
<span class="lineno">168</span> <span class="n">optimizer</span> <span class="o">=</span> <span class="n">Adam</span><span class="p">([</span><span class="n">x</span><span class="p">],</span> <span class="n">lr</span><span class="o">=</span><span class="mf">1e-2</span><span class="p">,</span> <span class="n">betas</span><span class="o">=</span><span class="p">(</span><span class="mf">0.9</span><span class="p">,</span> <span class="mf">0.99</span><span class="p">))</span>
|
||
<span class="lineno">169</span> <span class="k">else</span><span class="p">:</span>
|
||
<span class="lineno">170</span> <span class="n">optimizer</span> <span class="o">=</span> <span class="n">AMSGrad</span><span class="p">([</span><span class="n">x</span><span class="p">],</span> <span class="n">lr</span><span class="o">=</span><span class="mf">1e-2</span><span class="p">,</span> <span class="n">betas</span><span class="o">=</span><span class="p">(</span><span class="mf">0.9</span><span class="p">,</span> <span class="mf">0.99</span><span class="p">))</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-19'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-19'>#</a>
|
||
</div>
|
||
<p><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqx" style=""><span class="mord mathnormal" style="margin-right:0.00773em">R</span><span class="mopen" style="">(</span><span class="mord mathnormal" style="margin-right:0.13889em">T</span><span class="mclose" style="">)</span></span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">172</span> <span class="n">total_regret</span> <span class="o">=</span> <span class="mi">0</span>
|
||
<span class="lineno">173</span>
|
||
<span class="lineno">174</span> <span class="kn">from</span> <span class="nn">labml</span> <span class="kn">import</span> <span class="n">monit</span><span class="p">,</span> <span class="n">tracker</span><span class="p">,</span> <span class="n">experiment</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-20'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-20'>#</a>
|
||
</div>
|
||
<p>Create experiment to record results </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">177</span> <span class="k">with</span> <span class="n">experiment</span><span class="o">.</span><span class="n">record</span><span class="p">(</span><span class="n">name</span><span class="o">=</span><span class="s1">'synthetic'</span><span class="p">,</span> <span class="n">comment</span><span class="o">=</span><span class="s1">'Adam'</span> <span class="k">if</span> <span class="n">is_adam</span> <span class="k">else</span> <span class="s1">'AMSGrad'</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-21'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-21'>#</a>
|
||
</div>
|
||
<p>Run for <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.8141079999999999em;vertical-align:0em;"></span><span class="mord">1</span><span class="mord"><span class="mord">0</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8141079999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">7</span></span></span></span></span></span></span></span></span></span></span> steps </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">179</span> <span class="k">for</span> <span class="n">step</span> <span class="ow">in</span> <span class="n">monit</span><span class="o">.</span><span class="n">loop</span><span class="p">(</span><span class="mi">10_000_000</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-22'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-22'>#</a>
|
||
</div>
|
||
<p><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqd" style=""><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqm" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mbin mtight" style="">∗</span></span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">181</span> <span class="n">regret</span> <span class="o">=</span> <span class="n">func</span><span class="p">(</span><span class="n">step</span><span class="p">,</span> <span class="n">x</span><span class="p">)</span> <span class="o">-</span> <span class="n">func</span><span class="p">(</span><span class="n">step</span><span class="p">,</span> <span class="n">x_star</span><span class="p">)</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-23'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-23'>#</a>
|
||
</div>
|
||
<p><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqx" style=""><span class="mord mathnormal" style="margin-right:0.00773em">R</span><span class="mopen" style="">(</span><span class="mord mathnormal" style="margin-right:0.13889em">T</span><span class="mclose" style="">)</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.331241em;vertical-align:-0.35001em;"></span><span class="mop"><span class="mop op-symbol small-op" style="position:relative;top:-0.0000050000000000050004em;">∑</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.981231em;"><span style="top:-2.40029em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span><span class="mrel mtight">=</span><span class="mord mtight">1</span></span></span></span><span style="top:-3.2029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">T</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.29971000000000003em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="delimsizing size1">[</span></span><span class="mord coloredeq eqd" style=""><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord" style=""><span class="mord coloredeq eqbb" style=""><span class="mord mathnormal" style="margin-right:0.10764em">f</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight coloredeq eqbc" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen" style="">(</span><span class="mord coloredeq eqm" style=""><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord mathnormal" style="margin-right:0.02778em">θ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mbin mtight" style="">∗</span></span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span><span class="mord"><span class="delimsizing size1">]</span></span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">183</span> <span class="n">total_regret</span> <span class="o">+=</span> <span class="n">regret</span><span class="o">.</span><span class="n">item</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-24'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-24'>#</a>
|
||
</div>
|
||
<p>Track results every 1,000 steps </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">185</span> <span class="k">if</span> <span class="p">(</span><span class="n">step</span> <span class="o">+</span> <span class="mi">1</span><span class="p">)</span> <span class="o">%</span> <span class="mi">1000</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
||
<span class="lineno">186</span> <span class="n">tracker</span><span class="o">.</span><span class="n">save</span><span class="p">(</span><span class="n">loss</span><span class="o">=</span><span class="n">regret</span><span class="p">,</span> <span class="n">x</span><span class="o">=</span><span class="n">x</span><span class="p">,</span> <span class="n">regret</span><span class="o">=</span><span class="n">total_regret</span> <span class="o">/</span> <span class="p">(</span><span class="n">step</span> <span class="o">+</span> <span class="mi">1</span><span class="p">))</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-25'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-25'>#</a>
|
||
</div>
|
||
<p>Calculate gradients </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">188</span> <span class="n">regret</span><span class="o">.</span><span class="n">backward</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-26'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-26'>#</a>
|
||
</div>
|
||
<p>Optimize </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">190</span> <span class="n">optimizer</span><span class="o">.</span><span class="n">step</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-27'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-27'>#</a>
|
||
</div>
|
||
<p>Clear gradients </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">192</span> <span class="n">optimizer</span><span class="o">.</span><span class="n">zero_grad</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-28'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-28'>#</a>
|
||
</div>
|
||
<p>Make sure <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.78041em;vertical-align:-0.13597em;"></span><span class="mord">−</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.7719400000000001em;vertical-align:-0.13597em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≤</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">+</span><span class="mord">1</span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">195</span> <span class="n">x</span><span class="o">.</span><span class="n">data</span><span class="o">.</span><span class="n">clamp_</span><span class="p">(</span><span class="o">-</span><span class="mf">1.</span><span class="p">,</span> <span class="o">+</span><span class="mf">1.</span><span class="p">)</span>
|
||
<span class="lineno">196</span>
|
||
<span class="lineno">197</span>
|
||
<span class="lineno">198</span><span class="k">if</span> <span class="vm">__name__</span> <span class="o">==</span> <span class="s1">'__main__'</span><span class="p">:</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-29'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-29'>#</a>
|
||
</div>
|
||
<p>Run the synthetic experiment is <em>Adam</em>. <a href="https://app.labml.ai/run/61ebfdaa384411eb94d8acde48001122">Here are the results</a>. You can see that Adam converges at <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">+</span><span class="mord">1</span></span></span></span> </p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">202</span> <span class="n">_synthetic_experiment</span><span class="p">(</span><span class="kc">True</span><span class="p">)</span></pre></div>
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<a href='#section-30'>#</a>
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<p>Run the synthetic experiment is <em>AMSGrad</em> <a href="https://app.labml.ai/run/uuid=bc06405c384411eb8b82acde48001122">Here are the results</a>. You can see that AMSGrad converges to true optimal <span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqbd" style=""><span class="mord mathnormal" style="">x</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">−</span><span class="mord">1</span></span></span></span> </p>
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<div class='code'>
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<div class="highlight"><pre><span class="lineno">206</span> <span class="n">_synthetic_experiment</span><span class="p">(</span><span class="kc">False</span><span class="p">)</span></pre></div>
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