Source code for flax.optim.lars

# Copyright 2020 The Flax Authors.
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# Licensed under the Apache License, Version 2.0 (the "License");
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#     http://www.apache.org/licenses/LICENSE-2.0
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# Lint as: python3
from .. import struct

import jax.numpy as jnp

import numpy as onp

from .base import OptimizerDef


@struct.dataclass
class _LARSHyperParams:
  learning_rate: onp.ndarray
  beta: onp.ndarray
  weight_decay: onp.ndarray
  trust_coefficient: onp.ndarray
  eps: onp.ndarray
  nesterov: bool


@struct.dataclass
class _LARSParamState:
  momentum: onp.ndarray


[docs]class LARS(OptimizerDef): """Layerwise adaptive rate scaling (LARS) optimizer. See https://arxiv.org/abs/1708.03888 """ def __init__(self, learning_rate=None, beta=0.9, weight_decay=0, trust_coefficient=0.001, eps=0, nesterov=False): """Constructor for the LARS optimizer. Args: learning_rate: the step size used to update the parameters. beta: the coefficient used for the moving average of the gradient (default: 0.9). weight_decay: weight decay coefficient to apply trust_coefficient: coefficient for trust ratio computation (default: 0.001). eps: epsilon used for trust ratio computation (default: no epsilon). nesterov: whether to use Nesterov momentum (default: False). """ hyper_params = _LARSHyperParams( learning_rate, beta, weight_decay, trust_coefficient, eps, nesterov) super().__init__(hyper_params)
[docs] def init_param_state(self, param): return _LARSParamState(jnp.zeros_like(param))
[docs] def apply_param_gradient(self, step, hyper_params, param, state, grad): del step assert hyper_params.learning_rate is not None, 'no learning rate provided.' param_norm = jnp.linalg.norm(param) grad_norm = jnp.linalg.norm(grad) trust_ratio = hyper_params.trust_coefficient * param_norm / ( grad_norm + hyper_params.weight_decay * param_norm + hyper_params.eps) clipped_trust_ratio = jnp.where( param_norm + grad_norm > 0., trust_ratio, 1.) scaled_lr = hyper_params.learning_rate * clipped_trust_ratio if hyper_params.weight_decay != 0: grad += hyper_params.weight_decay * param scaled_grad = scaled_lr * grad momentum = state.momentum new_momentum = hyper_params.beta * momentum + scaled_grad if hyper_params.nesterov: d_p = scaled_grad + hyper_params.beta * new_momentum else: d_p = new_momentum new_param = param - d_p new_state = _LARSParamState(new_momentum) return new_param, new_state