# -*- coding: utf-8 -*-
from typing import Iterable, Union
import numpy as np
from ..tensor import Parameter, tensor
from .optimizer import Optimizer
[docs]class Adadelta(Optimizer):
r"""Implements Adadelta algorithm proposed in `"ADADELTA: An Adaptive Learning Rate Method" <https://arxiv.org/abs/1212.5701>`_.
Args:
params (Union[Iterable[Parameter], dict]): iterable of parameters to optimize or dicts defining
parameter groups.
lr (float): coefficient that scales delta before it is applied
to the parameters. Default: 1.0.
rho (float): coefficient used for computing a running average
of squared gradients. Default: 0.9.
eps (float): term added to the denominator to improve
numerical stability. Default: 1e-6.
weight_decay (float): weight decay (L2 penalty). Default: 0.
Returns:
An instance of the Adadelta optimizer.
"""
def __init__(
self,
params: Union[Iterable[Parameter], dict],
lr: float = 1.0,
rho: float = 0.9,
eps: float = 1e-6,
weight_decay: float = 0.0,
):
assert lr >= 0.0, "Invalid learning rate: {}".format(lr)
assert rho >= 0.0 and rho <= 1.0, "Invalid rho value: {}".format(rho)
assert eps >= 0.0, "Invalid epsilon value: {}".format(eps)
assert weight_decay >= 0.0, "Invalid weight_decay value: {}".format(
weight_decay
)
defaults = dict(lr=lr, rho=rho, eps=eps, weight_decay=weight_decay)
super().__init__(params, defaults)
self._disable_type_convert = True
def _create_state(self, param_group):
for param in param_group["params"]:
self._add_state(param, "square_avg")
self._add_state(param, "acc_delta")
self._add_state(param, "step", initializer=0.0)
def _updates(self, param_group):
lr = param_group["lr"]
weight_decay = param_group["weight_decay"]
rho = param_group["rho"]
eps = param_group["eps"]
def make_scalar(val):
return tensor(val, dtype="float32")
# since `conver_inputs` is disabled for param updates,
# scalar should be explicitly tansforred to tensor
_lr = make_scalar(lr)
_weight_decay = make_scalar(weight_decay)
_rho = make_scalar(rho)
_eps = make_scalar(eps)
c1, c2, c05 = map(make_scalar, (1.0, 2.0, 0.5))
for param in param_group["params"]:
if param.grad is None:
continue
states = self._state[param]
step = states["step"]
step += c1
grad = param.grad
if weight_decay != 0.0:
grad = grad + param * _weight_decay
square_avg = states["square_avg"]
acc_delta = states["acc_delta"]
square_avg = _rho * square_avg + (c1 - _rho) * grad ** c2
std = (square_avg + _eps) ** c05
delta = (acc_delta + _eps) ** c05 / std * grad
param -= _lr * delta
acc_delta = _rho * acc_delta + (c1 - _rho) * delta ** c2
states["square_avg"]._reset(square_avg)
states["acc_delta"]._reset(acc_delta)