Fixed Weight Decay Regularization in Adam

See https://arxiv.org/abs/1711.05101

fairseq/multiprocessing_trainer.py

@@ -17,7 +17,8 @@
 
 from fairseq import nccl, utils
 from fairseq.multiprocessing_event_loop import MultiprocessingEventLoop, Future
-from fairseq.nag import NAG
+from fairseq.optim.nag import NAG
+from fairseq.optim.adam import Adam
 
 
 class MultiprocessingTrainer(MultiprocessingEventLoop):
@@ -95,7 +96,7 @@ def _build_optimizer(self):
                 'betas': eval(self.args.adam_betas),
                 'weight_decay': self.args.weight_decay,
             }
-            return torch.optim.Adam(self.model.parameters(), **self._override_optim_state)
+            return Adam(self.model.parameters(), **self._override_optim_state)
         elif self.args.optimizer == 'nag':
             self._override_optim_state = {
                 'lr': self.args.lr[0],

fairseq/optim/adam.py

@@ -0,0 +1,103 @@
+# Copyright (c) 2017-present, Facebook, Inc.
+# All rights reserved.
+#
+# This source code is licensed under the license found in the LICENSE file in
+# the root directory of this source tree. An additional grant of patent rights
+# can be found in the PATENTS file in the same directory.
+#
+
+import math
+import torch
+from torch.optim.optimizer import Optimizer
+
+
+class Adam(Optimizer):
+    """Implements Adam algorithm.
+
+    It has been proposed in `Adam: A Method for Stochastic Optimization`_.
+
+    Arguments:
+        params (iterable): iterable of parameters to optimize or dicts defining
+            parameter groups
+        lr (float, optional): learning rate (default: 1e-3)
+        betas (Tuple[float, float], optional): coefficients used for computing
+            running averages of gradient and its square (default: (0.9, 0.999))
+        eps (float, optional): term added to the denominator to improve
+            numerical stability (default: 1e-8)
+        weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
+        amsgrad (boolean, optional): whether to use the AMSGrad variant of this
+            algorithm from the paper `On the Convergence of Adam and Beyond`_
+
+    .. _Adam\: A Method for Stochastic Optimization:
+        https://arxiv.org/abs/1412.6980
+    .. _On the Convergence of Adam and Beyond:
+        https://openreview.net/forum?id=ryQu7f-RZ
+    """
+
+    def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
+                 weight_decay=0, amsgrad=False):
+        defaults = dict(lr=lr, betas=betas, eps=eps,
+                        weight_decay=weight_decay, amsgrad=amsgrad)
+        super(Adam, self).__init__(params, defaults)
+
+    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:
+            for p in group['params']:
+                if p.grad is None:
+                    continue
+                grad = p.grad.data
+                if grad.is_sparse:
+                    raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
+                amsgrad = group['amsgrad']
+
+                state = self.state[p]
+
+                # State initialization
+                if len(state) == 0:
+                    state['step'] = 0
+                    # Exponential moving average of gradient values
+                    state['exp_avg'] = torch.zeros_like(p.data)
+                    # Exponential moving average of squared gradient values
+                    state['exp_avg_sq'] = torch.zeros_like(p.data)
+                    if amsgrad:
+                        # Maintains max of all exp. moving avg. of sq. grad. values
+                        state['max_exp_avg_sq'] = torch.zeros_like(p.data)
+
+                exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
+                if amsgrad:
+                    max_exp_avg_sq = state['max_exp_avg_sq']
+                beta1, beta2 = group['betas']
+
+                state['step'] += 1
+
+                # Decay the first and second moment running average coefficient
+                exp_avg.mul_(beta1).add_(1 - beta1, grad)
+                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
+                if amsgrad:
+                    # Maintains the maximum of all 2nd moment running avg. till now
+                    torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
+                    # Use the max. for normalizing running avg. of gradient
+                    denom = max_exp_avg_sq.sqrt().add_(group['eps'])
+                else:
+                    denom = exp_avg_sq.sqrt().add_(group['eps'])
+
+                bias_correction1 = 1 - beta1 ** state['step']
+                bias_correction2 = 1 - beta2 ** state['step']
+                step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1
+
+                if group['weight_decay'] != 0:
+                    p.data.add_(-group['weight_decay'], p.data)
+
+                p.data.addcdiv_(-step_size, exp_avg, denom)
+
+        return loss