1use burn_core as burn;
2
3use crate::RecordState;
4use burn::config::Config;
5use burn::tensor::Device;
6use burn::tensor::Tensor;
7
8use super::{AdaptiveMomentumState, Optimizer, module_optimizer::ModuleOptimizer};
9use crate::{LearningRate, grad_clipping::GradientClippingConfig};
10
11#[cfg(not(feature = "std"))]
12#[allow(unused_imports)]
13use num_traits::Float as _;
14
15#[derive(Config, Debug)]
17pub struct AdamWConfig {
18 #[config(default = 0.9)]
20 beta_1: f32,
21 #[config(default = 0.999)]
23 beta_2: f32,
24 #[config(default = 1e-5)]
26 epsilon: f32,
27 #[config(default = 1e-4)]
29 weight_decay: f32,
30
31 #[config(default = false)]
35 cautious_weight_decay: bool,
36
37 #[config(default = false)]
39 amsgrad: bool,
40 grad_clipping: Option<GradientClippingConfig>,
42}
43
44#[derive(Clone)]
53pub struct AdamW {
54 momentum: AdaptiveMomentumW,
55 weight_decay: f32,
56 cautious_weight_decay: bool,
57}
58
59#[derive(RecordState, Clone, new)]
61pub struct AdamWState<const D: usize> {
62 pub momentum: AdaptiveMomentumState<D>,
64}
65
66impl Optimizer for AdamW {
67 type State<const D: usize> = AdamWState<D>;
68
69 fn step<const D: usize>(
71 &self,
72 lr: LearningRate,
74 tensor: Tensor<D>,
76 grad: Tensor<D>,
78 state: Option<Self::State<D>>,
80 ) -> (Tensor<D>, Option<Self::State<D>>) {
81 let (raw_delta, momentum_state) = self.momentum.transform(grad, state.map(|s| s.momentum));
82
83 let decay_rate = lr * (self.weight_decay as f64);
84
85 let decayed_tensor = if decay_rate == 0.0 {
86 tensor.clone()
87 } else if self.cautious_weight_decay {
88 let tensor_pos = tensor.clone().greater_equal_scalar(0.0);
91 let grad_pos = momentum_state.moment_1.clone().greater_equal_scalar(0.0);
92 let differ = tensor_pos.not_equal(grad_pos);
93
94 tensor.clone() - tensor.mul_scalar(decay_rate).mask_fill(differ, 0.0)
96 } else {
97 tensor.clone().mul_scalar(1.0 - decay_rate)
98 };
99
100 let tensor_updated = decayed_tensor - raw_delta.mul_scalar(lr);
101
102 let state = AdamWState {
103 momentum: momentum_state,
104 };
105
106 (tensor_updated, Some(state))
107 }
108
109 fn to_device<const D: usize>(mut state: Self::State<D>, device: &Device) -> Self::State<D> {
110 state.momentum = state.momentum.to_device(device);
111 state
112 }
113}
114
115impl AdamWConfig {
116 pub fn build(&self) -> AdamW {
123 AdamW {
124 momentum: AdaptiveMomentumW {
125 beta_1: self.beta_1,
126 beta_2: self.beta_2,
127 epsilon: self.epsilon,
128 amsgrad: self.amsgrad,
129 },
130 weight_decay: self.weight_decay,
131 cautious_weight_decay: self.cautious_weight_decay,
132 }
133 }
134
135 pub fn init(&self) -> ModuleOptimizer {
141 let mut optim = ModuleOptimizer::from(self.build());
142 if let Some(config) = &self.grad_clipping {
143 optim = optim.with_grad_clipping(config.init());
144 }
145 optim
146 }
147}
148
149#[derive(Clone)]
150struct AdaptiveMomentumW {
151 beta_1: f32,
152 beta_2: f32,
153 epsilon: f32,
154 amsgrad: bool,
155}
156
157impl AdaptiveMomentumW {
158 pub fn transform<const D: usize>(
159 &self,
160 grad: Tensor<D>,
161 state: Option<AdaptiveMomentumState<D>>,
162 ) -> (Tensor<D>, AdaptiveMomentumState<D>) {
163 let factor_1 = 1.0 - self.beta_1;
164 let factor_2 = 1.0 - self.beta_2;
165
166 let state = if let Some(mut state) = state {
167 state.moment_1 = state
169 .moment_1
170 .mul_scalar(self.beta_1)
171 .add(grad.clone().mul_scalar(factor_1));
172
173 state.moment_2 = state
175 .moment_2
176 .mul_scalar(self.beta_2)
177 .add(grad.square().mul_scalar(factor_2));
178
179 if self.amsgrad {
180 let max_v = state
181 .max_moment_2
182 .take()
183 .unwrap_or_else(|| state.moment_2.clone());
184 state.max_moment_2 = Some(max_v.max_pair(state.moment_2.clone()));
185 }
186
187 state.time += 1;
189
190 state
191 } else {
192 let moment_1 = grad.clone().mul_scalar(factor_1);
194
195 let moment_2 = grad.square().mul_scalar(factor_2);
197 let max_moment_2 = self.amsgrad.then(|| moment_2.clone());
198 AdaptiveMomentumState {
199 time: 1,
200 moment_1,
201 moment_2,
202 max_moment_2,
203 }
204 };
205
206 let time: i32 = state.time as i32;
207
208 let moment_1_corrected = state
210 .moment_1
211 .clone()
212 .div_scalar(1f32 - self.beta_1.powi(time));
213
214 let v_to_use = if self.amsgrad {
215 state.max_moment_2.as_ref().unwrap_or(&state.moment_2)
216 } else {
217 &state.moment_2
218 };
219
220 let moment_2_corrected = v_to_use.clone().div_scalar(1f32 - self.beta_2.powi(time));
221
222 let update_delta =
223 moment_1_corrected.div(moment_2_corrected.sqrt().add_scalar(self.epsilon));
224
225 (update_delta, state)
226 }
227}
228
229#[cfg(test)]
230mod tests {
231 use super::*;
232 use crate::GradientsParams;
233 use crate::optim::test_utils::assert_optimizer_resume;
234 use burn::module::Param;
235 use burn::tensor::Tolerance;
236 use burn::tensor::{Tensor, TensorData};
237 use burn_nn::{Linear, LinearConfig};
238
239 type FT = f32;
240
241 const LEARNING_RATE: LearningRate = 0.01;
242
243 #[test]
244 fn test_adamw_optimizer_save_load_state() {
245 let device = Device::default().autodiff();
246 let linear = LinearConfig::new(6, 6).init(&device);
247 for amsgrad in [false, true] {
248 assert_optimizer_resume(
249 || AdamWConfig::new().with_amsgrad(amsgrad).init(),
250 linear.clone(),
251 LEARNING_RATE,
252 );
253 }
254 }
255 #[test]
256 fn test_adamw_optimizer_with_amsgrad_50_steps() {
257 let device = Device::default().autodiff();
258 let mut linear = given_linear_layer(
259 TensorData::from([
260 [-0.3206, 0.1374, 0.4043, 0.3200, 0.0859, 0.0671],
261 [0.0777, -0.0185, -0.3667, 0.2550, 0.1955, -0.2922],
262 [-0.0190, 0.0346, -0.2962, 0.2484, -0.2780, 0.3130],
263 [-0.2980, -0.2214, -0.3715, -0.2981, -0.0761, 0.1626],
264 [0.3300, -0.2182, 0.3717, -0.1729, 0.3796, -0.0304],
265 [-0.0159, -0.0120, 0.1258, 0.1921, 0.0293, 0.3833],
266 ]),
267 TensorData::from([-0.3905, 0.0884, -0.0970, 0.1176, 0.1366, 0.0130]),
268 &device,
269 );
270
271 let mut optimizer = AdamWConfig::new()
272 .with_epsilon(1e-8)
273 .with_beta_1(0.9)
274 .with_beta_2(0.999)
275 .with_amsgrad(true)
276 .with_weight_decay(0.5)
277 .init();
278
279 for i in 1..=50 {
280 let x = Tensor::<2>::ones([2, 6], &device)
281 .mul_scalar(i as f32 * 0.1)
282 .require_grad();
283
284 let grads = linear.forward(x).backward();
285 let grads = GradientsParams::from_grads(grads, &linear);
286 linear = optimizer.step(LEARNING_RATE, linear, grads);
287 }
288
289 let state_updated = linear;
290 let weight_updated = state_updated.weight.to_data();
291 let bias_updated = state_updated.bias.unwrap().to_data();
292
293 let weights_expected = TensorData::from([
294 [
295 -0.7822558283805847,
296 -0.42578864097595215,
297 -0.21805696189403534,
298 -0.28366872668266296,
299 -0.46587175130844116,
300 -0.4805040955543518,
301 ],
302 [
303 -0.4722539782524109,
304 -0.5471276640892029,
305 -0.8181359767913818,
306 -0.33425918221473694,
307 -0.3805687427520752,
308 -0.7601516842842102,
309 ],
310 [
311 -0.5475167632102966,
312 -0.5057991743087769,
313 -0.763265073299408,
314 -0.3393959403038025,
315 -0.7490996718406677,
316 -0.28911691904067993,
317 ],
318 [
319 -0.7646660208702087,
320 -0.7050473093986511,
321 -0.8218720555305481,
322 -0.7647438049316406,
323 -0.5919585227966309,
324 -0.40617525577545166,
325 ],
326 [
327 -0.27588561177253723,
328 -0.7025567889213562,
329 -0.24343004822731018,
330 -0.6672990918159485,
331 -0.23728127777576447,
332 -0.556389570236206,
333 ],
334 [
335 -0.5451040267944336,
336 -0.5420684814453125,
337 -0.4348171353340149,
338 -0.3832150399684906,
339 -0.5099242925643921,
340 -0.23440153896808624,
341 ],
342 ]);
343 let bias_expected = TensorData::from([
344 -0.7473056316375732,
345 -0.3745720386505127,
346 -0.5188710689544678,
347 -0.35184532403945923,
348 -0.33705732226371765,
349 -0.4332566559314728,
350 ]);
351
352 let tolerance = Tolerance::absolute(1e-5);
353 weight_updated.assert_approx_eq::<FT>(&weights_expected, tolerance);
354 bias_updated.assert_approx_eq::<FT>(&bias_expected, tolerance);
355 }
356 #[test]
357 fn test_adamw_optimizer_with_numbers() {
358 let device = Device::default().autodiff();
359 let linear = given_linear_layer(
360 TensorData::from([
361 [-0.3206, 0.1374, 0.4043, 0.3200, 0.0859, 0.0671],
362 [0.0777, -0.0185, -0.3667, 0.2550, 0.1955, -0.2922],
363 [-0.0190, 0.0346, -0.2962, 0.2484, -0.2780, 0.3130],
364 [-0.2980, -0.2214, -0.3715, -0.2981, -0.0761, 0.1626],
365 [0.3300, -0.2182, 0.3717, -0.1729, 0.3796, -0.0304],
366 [-0.0159, -0.0120, 0.1258, 0.1921, 0.0293, 0.3833],
367 ]),
368 TensorData::from([-0.3905, 0.0884, -0.0970, 0.1176, 0.1366, 0.0130]),
369 &device,
370 );
371 let x_1 = Tensor::<2>::from_floats(
372 [
373 [0.6294, 0.0940, 0.8176, 0.8824, 0.5228, 0.4310],
374 [0.7152, 0.9559, 0.7893, 0.5684, 0.5939, 0.8883],
375 ],
376 &device,
377 )
378 .require_grad();
379 let x_2 = Tensor::<2>::from_floats(
380 [
381 [0.8491, 0.2108, 0.8939, 0.4433, 0.5527, 0.2528],
382 [0.3270, 0.0412, 0.5538, 0.9605, 0.3195, 0.9085],
383 ],
384 &device,
385 )
386 .require_grad();
387
388 let mut optimizer = AdamWConfig::new()
389 .with_epsilon(1e-8)
390 .with_beta_1(0.9)
391 .with_beta_2(0.999)
392 .with_weight_decay(0.5)
393 .init();
394
395 let grads = linear.forward(x_1).backward();
396 let grads = GradientsParams::from_grads(grads, &linear);
397 let linear = optimizer.step(LEARNING_RATE, linear, grads);
398
399 let grads = linear.forward(x_2).backward();
400 let grads = GradientsParams::from_grads(grads, &linear);
401 let linear = optimizer.step(LEARNING_RATE, linear, grads);
402
403 let state_updated = linear;
404 let weights_expected = TensorData::from([
405 [-0.337295, 0.117827, 0.380358, 0.296868, 0.065232, 0.046534],
406 [
407 0.057032, -0.036518, -0.382951, 0.232516, 0.173738, -0.309182,
408 ],
409 [
410 -0.038703, 0.016052, -0.313155, 0.225982, -0.295039, 0.289981,
411 ],
412 [
413 -0.314920, -0.237394, -0.387704, -0.315067, -0.095153, 0.141081,
414 ],
415 [
416 0.306815, -0.234226, 0.348083, -0.191115, 0.356002, -0.049993,
417 ],
418 [-0.035634, -0.030083, 0.104636, 0.170244, 0.009196, 0.359580],
419 ]);
420 let bias_expected = TensorData::from([
421 -0.406555, 0.067568, -0.115982, 0.096477, 0.115287, -0.007080,
422 ]);
423
424 let (weight_updated, bias_updated) = (
425 state_updated.weight.to_data(),
426 state_updated.bias.unwrap().to_data(),
427 );
428
429 let tolerance = Tolerance::absolute(1e-2);
430 bias_updated.assert_approx_eq::<FT>(&bias_expected, tolerance);
431 weight_updated.assert_approx_eq::<FT>(&weights_expected, tolerance);
432 }
433
434 #[test]
435 fn test_adamw_optimizer_with_numbers_cautious() {
436 let device = Device::default().autodiff();
437 let linear = given_linear_layer(
438 TensorData::from([
439 [-0.3206, 0.1374, 0.4043, 0.3200, 0.0859, 0.0671],
440 [0.0777, -0.0185, -0.3667, 0.2550, 0.1955, -0.2922],
441 [-0.0190, 0.0346, -0.2962, 0.2484, -0.2780, 0.3130],
442 [-0.2980, -0.2214, -0.3715, -0.2981, -0.0761, 0.1626],
443 [0.3300, -0.2182, 0.3717, -0.1729, 0.3796, -0.0304],
444 [-0.0159, -0.0120, 0.1258, 0.1921, 0.0293, 0.3833],
445 ]),
446 TensorData::from([-0.3905, 0.0884, -0.0970, 0.1176, 0.1366, 0.0130]),
447 &device,
448 );
449 let x_1 = Tensor::<2>::from_floats(
450 [
451 [0.6294, 0.0940, 0.8176, 0.8824, 0.5228, 0.4310],
452 [0.7152, 0.9559, 0.7893, 0.5684, 0.5939, 0.8883],
453 ],
454 &device,
455 )
456 .require_grad();
457 let x_2 = Tensor::<2>::from_floats(
458 [
459 [0.8491, 0.2108, 0.8939, 0.4433, 0.5527, 0.2528],
460 [0.3270, 0.0412, 0.5538, 0.9605, 0.3195, -0.9085],
461 ],
462 &device,
463 )
464 .require_grad();
465
466 let mut optimizer = AdamWConfig::new()
467 .with_cautious_weight_decay(true)
468 .with_epsilon(1e-8)
469 .with_beta_1(0.9)
470 .with_beta_2(0.999)
471 .with_weight_decay(0.5)
472 .init();
473
474 let grads = linear.forward(x_1).backward();
475 let grads = GradientsParams::from_grads(grads, &linear);
476 let linear = optimizer.step(LEARNING_RATE, linear, grads);
477
478 let grads = linear.forward(x_2).backward();
479 let grads = GradientsParams::from_grads(grads, &linear);
480 let linear = optimizer.step(LEARNING_RATE, linear, grads);
481
482 let state_updated = linear;
483 let weights_expected = TensorData::from([
484 [-0.337295, 0.117827, 0.380358, 0.296868, 0.065232, 0.046534],
485 [
486 0.057032, -0.036518, -0.382951, 0.232516, 0.173738, -0.309182,
487 ],
488 [
489 -0.038703, 0.016052, -0.313155, 0.225982, -0.295039, 0.289981,
490 ],
491 [
492 -0.314920, -0.237394, -0.387704, -0.315067, -0.095153, 0.141081,
493 ],
494 [
495 0.306815, -0.234226, 0.348083, -0.191115, 0.356002, -0.049993,
496 ],
497 [
498 -0.035634, -0.030083, 0.104636, 0.170244, 0.009196, 0.37061332,
499 ],
500 ]);
501 let bias_expected = TensorData::from([
502 -0.406555, 0.067568, -0.115982, 0.096477, 0.115287, -0.007080,
503 ]);
504
505 let (weight_updated, bias_updated) = (
506 state_updated.weight.to_data(),
507 state_updated.bias.unwrap().to_data(),
508 );
509
510 let tolerance = Tolerance::absolute(1e-2);
511 bias_updated.assert_approx_eq::<FT>(&bias_expected, tolerance);
512 weight_updated.assert_approx_eq::<FT>(&weights_expected, tolerance);
513 }
514
515 #[test]
516 fn test_adam_optimizer_no_nan() {
517 let device = Device::default().autodiff();
518 let linear = given_linear_layer(
519 TensorData::from([
520 [-0.3206, 0.1374, 0.4043, 0.3200, 0.0859, 0.0671],
521 [0.0777, -0.0185, -0.3667, 0.2550, 0.1955, -0.2922],
522 [-0.0190, 0.0346, -0.2962, 0.2484, -0.2780, 0.3130],
523 [-0.2980, -0.2214, -0.3715, -0.2981, -0.0761, 0.1626],
524 [0.3300, -0.2182, 0.3717, -0.1729, 0.3796, -0.0304],
525 [-0.0159, -0.0120, 0.1258, 0.1921, 0.0293, 0.3833],
526 ]),
527 TensorData::from([-0.3905, 0.0884, -0.0970, 0.1176, 0.1366, 0.0130]),
528 &device,
529 );
530
531 let x = Tensor::<2>::from_floats(
532 [
533 [0.8491, 0.2108, 0.8939, 0.4433, 0.5527, 0.2528],
534 [0.3270, 0.0412, 0.5538, 0.9605, 0.3195, 0.9085],
535 ],
536 &device,
537 )
538 .require_grad();
539
540 let mut optimizer = AdamWConfig::new()
541 .with_epsilon(1e-8)
542 .with_beta_1(0.9)
543 .with_beta_2(0.999)
544 .with_weight_decay(0.5)
545 .init();
546
547 let grads = linear.forward(x.clone()).backward();
548 let grads = GradientsParams::from_grads(grads, &linear);
549 let linear = optimizer.step(LEARNING_RATE, linear, grads);
550
551 let grads = linear.forward(x).backward();
552 let grads = GradientsParams::from_grads(grads, &linear);
553 let linear = optimizer.step(LEARNING_RATE, linear, grads);
554
555 let state_updated = linear;
556 assert!(!state_updated.weight.to_data().as_slice::<f32>().unwrap()[0].is_nan());
557 }
558
559 fn given_linear_layer(weight: TensorData, bias: TensorData, device: &Device) -> Linear {
560 Linear {
561 weight: Param::from_data(weight, device),
562 bias: Some(Param::from_data(bias, device)),
563 }
564 }
565}