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Strom
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import torch
from .optimizer import Optimizer
class Storm(Optimizer):
r"""Implements stochastic
"""
def __init__(self, params, k=0.1, w=10, c=0.01, weight_decay=0):
if k < 0.0:
raise ValueError("Invalid k value: {}".format(k))
if w < 0.0:
raise ValueError("Invalid w value: {}".format(w))
if c < 0.0:
raise ValueError('Invalid c value:{}'.format(c))
defaults = dict(k=k, w=w, c=c, weight_decay=weight_decay)
super(Storm, self).__init__(params, defaults)
def __setstate__(self, state):
super(Storm, self).__setstate__(state)
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:
loss = closure()
for group in self.param_groups:
k = group['k']
w = group['w']
c = group['c']
weight_decay = group['weight_decay']
for p in group['params']:
if p.grad is None:
continue
d_p = p.grad.data
if weight_decay != 0:
d_p.add_(weight_decay, p.data)
param_state = self.state[p]
if len(param_state)==0:
param_state['last_data'] = torch.clone(d_p).detach()
buf = param_state['momentum_buffer'] = torch.clone(d_p).detach()
param_state['accumulated_grad_size'] = torch.norm(torch.clone(d_p).detach())
param_state['lr'] = k/(pow((w+pow(param_state['accumulated_grad_size'],2)),1/3))
param_state['momentum'] = c * pow(param_state['lr'], 2)
else:
buf = param_state['momentum_buffer']
accumulated_grad_size = param_state['accumulated_grad_size']
accumulated_grad_size.add_(pow(torch.norm(d_p), 2))
param_state['lr'] = k / (pow((w + pow(param_state['accumulated_grad_size'], 2)), 1 / 3))
param_state['momentum'] = c * pow(param_state['lr'], 2)
# print(param_state['momentum'])
buf.mul_(1 - param_state['momentum']).add_(param_state['momentum'] , param_state['last_data']).add_(d_p)
# buf.mul_(1-param_state['momentum']).add_(param_state['momentum']-1,d_p)
param_state['last_data']=d_p
d_p = buf
p.data.add_(-param_state['lr'], d_p)
return loss