r"""Functional interface"""
import math
from torch import Tensor
from typing import List
from .adadelta import adadelta # type: ignore[attr-defined] # noqa: F401
from .adagrad import adagrad, _make_sparse # type: ignore[attr-defined] # noqa: F401
from .adam import adam # type: ignore[attr-defined] # noqa: F401
from .adamw import adamw # type: ignore[attr-defined] # noqa: F401
from .adamax import adamax # type: ignore[attr-defined] # noqa: F401
from .asgd import asgd # type: ignore[attr-defined] # noqa: F401
from .nadam import nadam # type: ignore[attr-defined] # noqa: F401
from .radam import radam # type: ignore[attr-defined] # noqa: F401
from .rmsprop import rmsprop # type: ignore[attr-defined] # noqa: F401
from .rprop import rprop # type: ignore[attr-defined] # noqa: F401
from .sgd import sgd # type: ignore[attr-defined] # noqa: F401
# TODO: use foreach API in optim._functional to do all the computation
def sparse_adam(params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_avg_sqs: List[Tensor],
state_steps: List[int],
*,
eps: float,
beta1: float,
beta2: float,
lr: float,
maximize: bool):
r"""Functional API that performs Sparse Adam algorithm computation.
See :class:`~torch.optim.SparseAdam` for details.
"""
for i, param in enumerate(params):
grad = grads[i]
grad = grad if not maximize else -grad
grad = grad.coalesce() # the update is non-linear so indices must be unique
grad_indices = grad._indices()
grad_values = grad._values()
if grad_values.numel() == 0:
# Skip update for empty grad
continue
size = grad.size()
exp_avg = exp_avgs[i]
exp_avg_sq = exp_avg_sqs[i]
step = state_steps[i]
def make_sparse(values):
constructor = grad.new
if grad_indices.dim() == 0 or values.dim() == 0:
return constructor().resize_as_(grad)
return constructor(grad_indices, values, size)
# Decay the first and second moment running average coefficient
# old <- b * old + (1 - b) * new
# <==> old += (1 - b) * (new - old)
old_exp_avg_values = exp_avg.sparse_mask(grad)._values()
exp_avg_update_values = grad_values.sub(old_exp_avg_values).mul_(1 - beta1)
exp_avg.add_(make_sparse(exp_avg_update_values))
old_exp_avg_sq_values = exp_avg_sq.sparse_mask(grad)._values()
exp_avg_sq_update_values = grad_values.pow(2).sub_(old_exp_avg_sq_values).mul_(1 - beta2)
exp_avg_sq.add_(make_sparse(exp_avg_sq_update_values))
# Dense addition again is intended, avoiding another sparse_mask
numer = exp_avg_update_values.add_(old_exp_avg_values)
exp_avg_sq_update_values.add_(old_exp_avg_sq_values)
denom = exp_avg_sq_update_values.sqrt_().add_(eps)
del exp_avg_update_values, exp_avg_sq_update_values
bias_correction1 = 1 - beta1 ** step
bias_correction2 = 1 - beta2 ** step
step_size = lr * math.sqrt(bias_correction2) / bias_correction1
param.add_(make_sparse(-step_size * numer.div_(denom)))