<commit_before>#  Numenta Platform for Intelligent Computing (NuPIC)
#  Copyright (C) 2019, Numenta, Inc.  Unless you have an agreement
#  with Numenta, Inc., for a separate license for this software code, the
#  following terms and conditions apply:
#
#  This program is free software: you can redistribute it and/or modify
#  it under the terms of the GNU Affero Public License version 3 as
#  published by the Free Software Foundation.
#
#  This program is distributed in the hope that it will be useful,
#  but WITHOUT ANY WARRANTY; without even the implied warranty of
#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
#  See the GNU Affero Public License for more details.
#
#  You should have received a copy of the GNU Affero Public License
#  along with this program.  If not, see http://www.gnu.org/licenses.
#
#  http://numenta.org/licenses/
#

import torch
from torch.optim import Optimizer


class _RequiredParameter(object):
    """Singleton class representing a required parameter for an Optimizer."""
    def __repr__(self):
        return "<required parameter>"

required = _RequiredParameter()

class SGDW(Optimizer):
    r"""Implements SGDW algorithm.

    from: https://github.com/pytorch/pytorch/blob/c53ca962d378739048a260c569c13d4a2636cb77/torch/optim/sgdw.py

    The SGDW variant was proposed in `Decoupled Weight Decay Regularization`_.

    Nesterov momentum is based on the formula from
    `On the importance of initialization and momentum in deep learning`__.

    Args:
        params (iterable): iterable of parameters to optimize or dicts defining
            parameter groups
        lr (float): learning rate
        momentum (float, optional): momentum factor (default: 0)
        weight_decay (float, optional): weight decay coefficient (default: 1e-2)
        dampening (float, optional): dampening for momentum (default: 0)
        nesterov (bool, optional): enables Nesterov momentum (default: False)

    Example:
        >>> optimizer = torch.optim.SGDW(model.parameters(), lr=0.1, momentum=0.9)
        >>> optimizer.zero_grad()
        >>> loss_fn(model(input), target).backward()
        >>> optimizer.step()

    __ http://www.cs.toronto.edu/%7Ehinton/absps/momentum.pdf

    .. note::
        The implementation of SGD with Momentum/Nesterov subtly differs from
        Sutskever et. al. and implementations in some other frameworks.

        Considering the specific case of Momentum, the update can be written as

        .. math::
                  v = \rho * v + g \\
                  p = p - lr * v

        where p, g, v and :math:`\rho` denote the parameters, gradient,
        velocity, and momentum respectively.

        This is in contrast to Sutskever et. al. and
        other frameworks which employ an update of the form

        .. math::
             v = \rho * v + lr * g \\
             p = p - v

        The Nesterov version is analogously modified.

    .. _Decoupled Weight Decay Regularization:
        https://arxiv.org/abs/1711.05101
    """

    def __init__(self, params, lr=required, momentum=0, dampening=0,
                 weight_decay=1e-2, nesterov=False):
        if lr is not required and lr < 0.0:
            raise ValueError("Invalid learning rate: {}".format(lr))
        if momentum < 0.0:
            raise ValueError("Invalid momentum value: {}".format(momentum))
        if weight_decay < 0.0:
            raise ValueError("Invalid weight_decay value: {}".format(weight_decay))

        defaults = dict(lr=lr, momentum=momentum, dampening=dampening,
                        weight_decay=weight_decay, nesterov=nesterov)
        if nesterov and (momentum <= 0 or dampening != 0):
            raise ValueError("Nesterov momentum requires a momentum and zero dampening")
        super(SGDW, self).__init__(params, defaults)

    def __setstate__(self, state):
        super(SGDW, self).__setstate__(state)
        for group in self.param_groups:
            group.setdefault('nesterov', False)

    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:
            weight_decay = group['weight_decay']
            momentum = group['momentum']
            dampening = group['dampening']
            nesterov = group['nesterov']

            for p in group['params']:
                if p.grad is None:
                    continue
                d_p = p.grad.data

                if momentum != 0:
                    param_state = self.state[p]
                    if 'momentum_buffer' not in param_state:
                        buf = param_state['momentum_buffer'] = torch.clone(d_p).detach()
                    else:
                        buf = param_state['momentum_buffer']
                        buf.mul_(momentum).add_(1 - dampening, d_p)
                    if nesterov:
                        d_p = d_p.add(momentum, buf)
                    else:
                        d_p = buf

                # Apply momentum
                p.data.add_(-group['lr'], d_p)

                # Apply weight decay
                if weight_decay != 0:
                    p.data.add_(-group['lr'], weight_decay)

        return loss<commit_msg>pep8 style fixes<commit_after>#  Numenta Platform for Intelligent Computing (NuPIC)
#  Copyright (C) 2019, Numenta, Inc.  Unless you have an agreement
#  with Numenta, Inc., for a separate license for this software code, the
#  following terms and conditions apply:
#
#  This program is free software: you can redistribute it and/or modify
#  it under the terms of the GNU Affero Public License version 3 as
#  published by the Free Software Foundation.
#
#  This program is distributed in the hope that it will be useful,
#  but WITHOUT ANY WARRANTY; without even the implied warranty of
#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
#  See the GNU Affero Public License for more details.
#
#  You should have received a copy of the GNU Affero Public License
#  along with this program.  If not, see http://www.gnu.org/licenses.
#
#  http://numenta.org/licenses/
#

import torch
from torch.optim import Optimizer


class _RequiredParameter(object):
    """Singleton class representing a required parameter for an Optimizer."""

    def __repr__(self):
        return "<required parameter>"


required = _RequiredParameter()


class SGDW(Optimizer):
    r"""Implements SGDW algorithm.

    from: https://github.com/pytorch/pytorch/blob/
    c53ca962d378739048a260c569c13d4a2636cb77/torch/optim/sgdw.py

    The SGDW variant was proposed in `Decoupled Weight Decay Regularization`_.

    Nesterov momentum is based on the formula from
    `On the importance of initialization and momentum in deep learning`__.

    Args:
        params (iterable): iterable of parameters to optimize or dicts defining
            parameter groups
        lr (float): learning rate
        momentum (float, optional): momentum factor (default: 0)
        weight_decay (float, optional): weight decay coefficient (default: 1e-2)
        dampening (float, optional): dampening for momentum (default: 0)
        nesterov (bool, optional): enables Nesterov momentum (default: False)

    Example:
        >>> optimizer = torch.optim.SGDW(model.parameters(), lr=0.1, momentum=0.9)
        >>> optimizer.zero_grad()
        >>> loss_fn(model(input), target).backward()
        >>> optimizer.step()

    __ http://www.cs.toronto.edu/%7Ehinton/absps/momentum.pdf

    .. note::
        The implementation of SGD with Momentum/Nesterov subtly differs from
        Sutskever et. al. and implementations in some other frameworks.

        Considering the specific case of Momentum, the update can be written as

        .. math::
                  v = \rho * v + g \\
                  p = p - lr * v

        where p, g, v and :math:`\rho` denote the parameters, gradient,
        velocity, and momentum respectively.

        This is in contrast to Sutskever et. al. and
        other frameworks which employ an update of the form

        .. math::
             v = \rho * v + lr * g \\
             p = p - v

        The Nesterov version is analogously modified.

    .. _Decoupled Weight Decay Regularization:
        https://arxiv.org/abs/1711.05101
    """

    def __init__(
        self,
        params,
        lr=required,
        momentum=0,
        dampening=0,
        weight_decay=1e-2,
        nesterov=False,
    ):
        if lr is not required and lr < 0.0:
            raise ValueError("Invalid learning rate: {}".format(lr))
        if momentum < 0.0:
            raise ValueError("Invalid momentum value: {}".format(momentum))
        if weight_decay < 0.0:
            raise ValueError("Invalid weight_decay value: {}".format(weight_decay))

        defaults = dict(
            lr=lr,
            momentum=momentum,
            dampening=dampening,
            weight_decay=weight_decay,
            nesterov=nesterov,
        )
        if nesterov and (momentum <= 0 or dampening != 0):
            raise ValueError("Nesterov momentum requires a momentum and zero dampening")
        super(SGDW, self).__init__(params, defaults)

    def __setstate__(self, state):
        super(SGDW, self).__setstate__(state)
        for group in self.param_groups:
            group.setdefault("nesterov", False)

    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:
            weight_decay = group["weight_decay"]
            momentum = group["momentum"]
            dampening = group["dampening"]
            nesterov = group["nesterov"]

            for p in group["params"]:
                if p.grad is None:
                    continue
                d_p = p.grad.data

                if momentum != 0:
                    param_state = self.state[p]
                    if "momentum_buffer" not in param_state:
                        buf = param_state["momentum_buffer"] = torch.clone(d_p).detach()
                    else:
                        buf = param_state["momentum_buffer"]
                        buf.mul_(momentum).add_(1 - dampening, d_p)
                    if nesterov:
                        d_p = d_p.add(momentum, buf)
                    else:
                        d_p = buf

                # Apply momentum
                p.data.add_(-group["lr"], d_p)

                # Apply weight decay
                if weight_decay != 0:
                    p.data.add_(-group["lr"], weight_decay)

        return loss

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