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from typing import Any, cast, Optional, Union |
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import torch |
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from torch import Tensor |
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from .optimizer import ( |
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_capturable_doc, |
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_default_to_fused_or_foreach, |
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_differentiable_doc, |
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_disable_dynamo_if_unsupported, |
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_foreach_doc, |
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_get_capturable_supported_devices, |
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_get_scalar_dtype, |
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_maximize_doc, |
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_params_doc, |
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_use_grad_for_differentiable, |
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_view_as_real, |
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Optimizer, |
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ParamsT, |
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) |
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__all__ = ["Adadelta", "adadelta"] |
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class Adadelta(Optimizer): |
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def __init__( |
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self, |
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params: ParamsT, |
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lr: Union[float, Tensor] = 1.0, |
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rho: float = 0.9, |
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eps: float = 1e-6, |
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weight_decay: float = 0, |
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foreach: Optional[bool] = None, |
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*, |
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capturable: bool = False, |
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maximize: bool = False, |
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differentiable: bool = False, |
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): |
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if isinstance(lr, Tensor) and lr.numel() != 1: |
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raise ValueError("Tensor lr must be 1-element") |
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if not 0.0 <= lr: |
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raise ValueError(f"Invalid learning rate: {lr}") |
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if not 0.0 <= rho <= 1.0: |
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raise ValueError(f"Invalid rho value: {rho}") |
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if not 0.0 <= eps: |
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raise ValueError(f"Invalid epsilon value: {eps}") |
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if not 0.0 <= weight_decay: |
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raise ValueError(f"Invalid weight_decay value: {weight_decay}") |
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defaults = dict( |
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lr=lr, |
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rho=rho, |
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eps=eps, |
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weight_decay=weight_decay, |
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maximize=maximize, |
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capturable=capturable, |
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foreach=foreach, |
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differentiable=differentiable, |
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) |
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super().__init__(params, defaults) |
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def __setstate__(self, state): |
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super().__setstate__(state) |
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for group in self.param_groups: |
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group.setdefault("foreach", None) |
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group.setdefault("maximize", False) |
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group.setdefault("differentiable", False) |
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group.setdefault("capturable", False) |
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for p in group["params"]: |
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p_state = self.state.get(p, []) |
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if len(p_state) != 0 and not torch.is_tensor(p_state["step"]): |
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step_val = float(p_state["step"]) |
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p_state["step"] = ( |
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torch.tensor( |
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step_val, dtype=_get_scalar_dtype(), device=p.device |
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) |
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if group["capturable"] |
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else torch.tensor(step_val, dtype=_get_scalar_dtype()) |
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) |
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def _init_group( |
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self, |
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group: dict[str, Any], |
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params_with_grad: list[Tensor], |
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grads: list[Tensor], |
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square_avgs: list[Tensor], |
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acc_deltas: list[Tensor], |
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state_steps: list[Tensor], |
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): |
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has_complex = False |
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p: Tensor |
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for p in group["params"]: |
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if p.grad is None: |
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continue |
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has_complex |= torch.is_complex(p) |
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params_with_grad.append(p) |
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if p.grad.is_sparse: |
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raise RuntimeError("Adadelta does not support sparse gradients") |
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grads.append(p.grad) |
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state = self.state[p] |
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if len(state) == 0: |
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state["step"] = ( |
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torch.zeros((), dtype=_get_scalar_dtype(), device=p.device) |
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if group["capturable"] |
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else torch.zeros((), dtype=_get_scalar_dtype()) |
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) |
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state["square_avg"] = torch.zeros_like( |
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p, memory_format=torch.preserve_format |
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) |
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state["acc_delta"] = torch.zeros_like( |
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p, memory_format=torch.preserve_format |
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) |
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square_avgs.append(state["square_avg"]) |
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acc_deltas.append(state["acc_delta"]) |
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state_steps.append(state["step"]) |
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return has_complex |
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@_use_grad_for_differentiable |
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def step(self, closure=None): |
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"""Perform a single optimization step. |
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Args: |
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closure (Callable, optional): A closure that reevaluates the model |
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and returns the loss. |
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""" |
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self._cuda_graph_capture_health_check() |
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loss = None |
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if closure is not None: |
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with torch.enable_grad(): |
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loss = closure() |
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for group in self.param_groups: |
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params_with_grad: list[Tensor] = [] |
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grads: list[Tensor] = [] |
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square_avgs: list[Tensor] = [] |
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acc_deltas: list[Tensor] = [] |
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state_steps: list[Tensor] = [] |
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( |
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lr, |
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rho, |
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eps, |
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weight_decay, |
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foreach, |
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maximize, |
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differentiable, |
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capturable, |
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) = ( |
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group["lr"], |
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group["rho"], |
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group["eps"], |
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group["weight_decay"], |
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group["foreach"], |
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group["maximize"], |
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group["differentiable"], |
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group["capturable"], |
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) |
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has_complex = self._init_group( |
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group, params_with_grad, grads, square_avgs, acc_deltas, state_steps |
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) |
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adadelta( |
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params_with_grad, |
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grads, |
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square_avgs, |
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acc_deltas, |
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state_steps, |
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lr=lr, |
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rho=rho, |
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eps=eps, |
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weight_decay=weight_decay, |
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foreach=foreach, |
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maximize=maximize, |
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differentiable=differentiable, |
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capturable=capturable, |
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has_complex=has_complex, |
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) |
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return loss |
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Adadelta.__doc__ = ( |
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r"""Implements Adadelta algorithm. |
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.. math:: |
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\begin{aligned} |
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&\rule{110mm}{0.4pt} \\ |
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&\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)}, |
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\: f(\theta) \text{ (objective)}, \: \rho \text{ (decay)}, |
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\: \lambda \text{ (weight decay)} \\ |
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&\textbf{initialize} : v_0 \leftarrow 0 \: \text{ (square avg)}, |
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\: u_0 \leftarrow 0 \: \text{ (accumulate variables)} \\[-1.ex] |
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&\rule{110mm}{0.4pt} \\ |
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&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\ |
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&\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\ |
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&\hspace{5mm}if \: \lambda \neq 0 \\ |
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&\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\ |
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&\hspace{5mm} v_t \leftarrow v_{t-1} \rho + g^2_t (1 - \rho) \\ |
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&\hspace{5mm}\Delta x_t \leftarrow \frac{\sqrt{u_{t-1} + |
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\epsilon }}{ \sqrt{v_t + \epsilon} }g_t \hspace{21mm} \\ |
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&\hspace{5mm} u_t \leftarrow u_{t-1} \rho + |
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\Delta x^2_t (1 - \rho) \\ |
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&\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \Delta x_t \\ |
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&\rule{110mm}{0.4pt} \\[-1.ex] |
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&\bf{return} \: \theta_t \\[-1.ex] |
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&\rule{110mm}{0.4pt} \\[-1.ex] |
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\end{aligned} |
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For further details regarding the algorithm we refer to `ADADELTA: An Adaptive Learning Rate Method`_. |
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""" |
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+ rf""" |
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Args: |
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{_params_doc} |
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lr (float, Tensor, optional): coefficient that scale delta before it is applied |
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to the parameters (default: 1.0) |
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rho (float, optional): coefficient used for computing a running average |
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of squared gradients (default: 0.9). A higher value of `rho` will |
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result in a slower average, which can be helpful for preventing |
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oscillations in the learning process. |
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eps (float, optional): term added to the denominator to improve |
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numerical stability (default: 1e-6). |
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weight_decay (float, optional): weight decay (L2 penalty) (default: 0) |
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{_foreach_doc} |
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{_capturable_doc} |
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{_maximize_doc} |
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{_differentiable_doc} |
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.. _ADADELTA\: An Adaptive Learning Rate Method: |
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https://arxiv.org/abs/1212.5701 |
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""" |
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) |
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def _single_tensor_adadelta( |
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params: list[Tensor], |
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grads: list[Tensor], |
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square_avgs: list[Tensor], |
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acc_deltas: list[Tensor], |
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state_steps: list[Tensor], |
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*, |
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lr: float, |
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rho: float, |
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eps: float, |
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weight_decay: float, |
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maximize: bool, |
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differentiable: bool, |
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capturable: bool, |
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has_complex: bool, |
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): |
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if not torch.compiler.is_compiling() and capturable: |
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capturable_supported_devices = _get_capturable_supported_devices( |
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supports_xla=False |
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) |
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assert all( |
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p.device.type == step.device.type |
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and p.device.type in capturable_supported_devices |
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for p, step in zip(params, state_steps) |
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), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." |
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for param, grad, square_avg, acc_delta, step in zip( |
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params, grads, square_avgs, acc_deltas, state_steps |
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): |
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step += 1 |
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grad = grad if not maximize else -grad |
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if weight_decay != 0: |
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grad = grad.add(param, alpha=weight_decay) |
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if torch.is_complex(param): |
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square_avg = torch.view_as_real(square_avg) |
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acc_delta = torch.view_as_real(acc_delta) |
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grad = torch.view_as_real(grad) |
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square_avg.mul_(rho).addcmul_(grad, grad, value=1 - rho) |
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std = square_avg.add(eps).sqrt_() |
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delta = acc_delta.add(eps).sqrt_() |
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if differentiable: |
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delta = delta.clone() |
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delta.div_(std).mul_(grad) |
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acc_delta.mul_(rho).addcmul_(delta, delta, value=1 - rho) |
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if torch.is_complex(param): |
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delta = torch.view_as_complex(delta) |
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param.add_(delta, alpha=-lr) |
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def _multi_tensor_adadelta( |
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params: list[Tensor], |
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grads: list[Tensor], |
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square_avgs: list[Tensor], |
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acc_deltas: list[Tensor], |
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state_steps: list[Tensor], |
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*, |
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lr: float, |
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rho: float, |
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eps: float, |
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weight_decay: float, |
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maximize: bool, |
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differentiable: bool, |
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capturable: bool, |
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has_complex: bool, |
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): |
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assert not differentiable, "_foreach ops don't support autograd" |
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if not torch.compiler.is_compiling() and capturable: |
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capturable_supported_devices = _get_capturable_supported_devices( |
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supports_xla=False |
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) |
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assert all( |
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p.device.type == step.device.type |
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and p.device.type in capturable_supported_devices |
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for p, step in zip(params, state_steps) |
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), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." |
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if len(params) == 0: |
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return |
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grouped_tensors = Optimizer._group_tensors_by_device_and_dtype( |
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[params, grads, square_avgs, acc_deltas, state_steps] |
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) |
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for ( |
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device_params_, |
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device_grads_, |
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device_square_avgs_, |
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device_acc_deltas_, |
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device_state_steps_, |
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), _ in grouped_tensors.values(): |
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device_params = cast(list[Tensor], device_params_) |
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device_grads = cast(list[Tensor], device_grads_) |
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device_square_avgs = cast(list[Tensor], device_square_avgs_) |
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device_acc_deltas = cast(list[Tensor], device_acc_deltas_) |
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device_state_steps = cast(list[Tensor], device_state_steps_) |
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if has_complex: |
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_view_as_real( |
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device_params, device_grads, device_square_avgs, device_acc_deltas |
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) |
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if not torch.compiler.is_compiling() and device_state_steps[0].is_cpu: |
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torch._foreach_add_( |
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device_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0 |
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) |
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else: |
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torch._foreach_add_(device_state_steps, 1) |
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if maximize: |
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device_grads = torch._foreach_neg(device_grads) |
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if weight_decay != 0: |
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if maximize: |
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torch._foreach_add_(device_grads, device_params, alpha=weight_decay) |
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else: |
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device_grads = torch._foreach_add( |
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device_grads, device_params, alpha=weight_decay |
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) |
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torch._foreach_mul_(device_square_avgs, rho) |
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torch._foreach_addcmul_( |
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device_square_avgs, device_grads, device_grads, value=1 - rho |
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) |
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std = torch._foreach_add(device_square_avgs, eps) |
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torch._foreach_sqrt_(std) |
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deltas = torch._foreach_add(device_acc_deltas, eps) |
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torch._foreach_sqrt_(deltas) |
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torch._foreach_div_(deltas, std) |
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torch._foreach_mul_(deltas, device_grads) |
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torch._foreach_mul_(device_acc_deltas, rho) |
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torch._foreach_addcmul_(device_acc_deltas, deltas, deltas, value=1 - rho) |
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if capturable and isinstance(lr, torch.Tensor): |
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torch._foreach_mul_(deltas, -lr) |
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torch._foreach_add_(device_params, deltas) |
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else: |
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torch._foreach_add_(device_params, deltas, alpha=-lr) |
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@_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_adadelta) |
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def adadelta( |
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params: list[Tensor], |
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grads: list[Tensor], |
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square_avgs: list[Tensor], |
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acc_deltas: list[Tensor], |
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state_steps: list[Tensor], |
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capturable: bool = False, |
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foreach: Optional[bool] = None, |
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differentiable: bool = False, |
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has_complex: bool = False, |
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*, |
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lr: float, |
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rho: float, |
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eps: float, |
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weight_decay: float, |
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maximize: bool, |
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): |
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r"""Functional API that performs Adadelta algorithm computation. |
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See :class:`~torch.optim.Adadelta` for details. |
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""" |
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if not torch.compiler.is_compiling() and not all( |
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isinstance(t, torch.Tensor) for t in state_steps |
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): |
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raise RuntimeError( |
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"API has changed, `state_steps` argument must contain a list of singleton tensors" |
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) |
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if foreach is None: |
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_, foreach = _default_to_fused_or_foreach( |
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params, differentiable, use_fused=False |
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) |
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|
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if foreach and torch.jit.is_scripting(): |
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raise RuntimeError("torch.jit.script not supported with foreach optimizers") |
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if foreach and not torch.jit.is_scripting(): |
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func = _multi_tensor_adadelta |
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else: |
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func = _single_tensor_adadelta |
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func( |
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params, |
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grads, |
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square_avgs, |
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acc_deltas, |
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state_steps, |
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lr=lr, |
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rho=rho, |
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eps=eps, |
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weight_decay=weight_decay, |
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maximize=maximize, |
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differentiable=differentiable, |
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capturable=capturable, |
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has_complex=has_complex, |
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) |
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