use crate::{common::matrix::DMat, error::NetworkError, LearningRateScheduler};
use serde::{Deserialize, Serialize};
use typetag;
use super::{Optimizer, OptimizerConfig, OptimizerConfigClone};
#[derive(Serialize, Deserialize, Clone)]
struct AdamWOptimizer {
config: AdamWConfig,
moment1_weights: DMat,
moment2_weights: DMat,
moment1_biases: DMat,
moment2_biases: DMat,
t: usize,
m_hat_factor: f32,
v_hat_factor: f32,
}
impl AdamWOptimizer {
pub fn new(config: AdamWConfig) -> Self {
Self {
config,
moment1_weights: DMat::zeros(0, 0),
moment1_biases: DMat::zeros(0, 0),
moment2_weights: DMat::zeros(0, 0),
moment2_biases: DMat::zeros(0, 0),
t: 0,
m_hat_factor: 1.0,
v_hat_factor: 1.0,
}
}
fn update_moments(&mut self, d_weights: &DMat, d_biases: &DMat) {
self.moment1_weights.apply_with_indices(|i, j, v| {
*v = self.config.beta1 * *v + (1.0 - self.config.beta1) * d_weights.at(i, j);
});
self.moment2_weights.apply_with_indices(|i, j, v| {
let g = d_weights.at(i, j);
*v = self.config.beta2 * *v + (1.0 - self.config.beta2) * g * g;
});
self.moment1_biases.apply_with_indices(|i, j, v| {
*v = self.config.beta1 * *v + (1.0 - self.config.beta1) * d_biases.at(i, j);
});
self.moment2_biases.apply_with_indices(|i, j, v| {
let g = d_biases.at(i, j);
*v = self.config.beta2 * *v + (1.0 - self.config.beta2) * g * g;
});
}
fn update_parameters(&mut self, weights: &mut DMat, biases: &mut DMat, step_size: f32) {
weights.apply_with_indices(|i, j, v| {
let m_hat = self.moment1_weights.at(i, j) / self.m_hat_factor;
let v_hat = self.moment2_weights.at(i, j) / self.v_hat_factor;
*v -= step_size * m_hat / (v_hat.sqrt() + self.config.epsilon);
*v -= self.config.weight_decay * *v; });
biases.apply_with_indices(|i, j, v| {
let m_hat = self.moment1_biases.at(i, j) / self.m_hat_factor;
let v_hat = self.moment2_biases.at(i, j) / self.v_hat_factor;
*v -= step_size * m_hat / (v_hat.sqrt() + self.config.epsilon);
});
}
}
#[typetag::serde]
impl Optimizer for AdamWOptimizer {
fn initialize(&mut self, weights: &DMat, biases: &DMat) {
self.moment1_weights = DMat::zeros(weights.rows(), weights.cols());
self.moment1_biases = DMat::zeros(biases.rows(), biases.cols());
self.moment2_weights = DMat::zeros(weights.rows(), weights.cols());
self.moment2_biases = DMat::zeros(biases.rows(), biases.cols());
}
fn update(&mut self, weights: &mut DMat, biases: &mut DMat, d_weights: &DMat, d_biases: &DMat, epoch: usize) {
if self.config.scheduler.is_some() {
let scheduler = self.config.scheduler.as_ref().unwrap();
self.config.learning_rate = scheduler.schedule(epoch, self.config.learning_rate);
}
self.t += 1;
self.m_hat_factor = 1.0 - self.config.beta1.powi(self.t as i32);
self.v_hat_factor = 1.0 - self.config.beta2.powi(self.t as i32);
let step_size = self.config.learning_rate * self.m_hat_factor / self.v_hat_factor.sqrt();
self.update_moments(d_weights, d_biases);
self.update_parameters(weights, biases, step_size);
}
fn update_learning_rate(&mut self, learning_rate: f32) {
self.config.learning_rate = learning_rate;
}
}
#[derive(Serialize, Deserialize, Clone)]
struct AdamWConfig {
learning_rate: f32,
beta1: f32,
beta2: f32,
epsilon: f32,
weight_decay: f32,
scheduler: Option<Box<dyn LearningRateScheduler>>,
}
#[typetag::serde]
impl OptimizerConfig for AdamWConfig {
fn update_learning_rate(&mut self, learning_rate: f32) {
self.learning_rate = learning_rate;
}
fn create_optimizer(&self) -> Box<dyn Optimizer> {
Box::new(AdamWOptimizer::new(self.clone()))
}
fn learning_rate(&self) -> f32 {
self.learning_rate
}
}
pub struct AdamW {
learning_rate: f32,
beta1: f32,
beta2: f32,
epsilon: f32,
weight_decay: f32,
scheduler: Option<Result<Box<dyn LearningRateScheduler>, NetworkError>>,
}
impl AdamW {
fn new() -> AdamW {
AdamW {
learning_rate: 0.01,
beta1: 0.9,
beta2: 0.999,
epsilon: f32::EPSILON,
weight_decay: 0.01,
scheduler: None,
}
}
}
impl Default for AdamW {
fn default() -> Self {
Self::new()
}
}
impl AdamW {
pub fn learning_rate(mut self, learning_rate: f32) -> Self {
self.learning_rate = learning_rate;
self
}
pub fn beta1(mut self, beta1: f32) -> Self {
self.beta1 = beta1;
self
}
pub fn beta2(mut self, beta2: f32) -> Self {
self.beta2 = beta2;
self
}
pub fn epsilon(mut self, epsilon: f32) -> Self {
self.epsilon = epsilon;
self
}
pub fn weight_decay(mut self, weight_decay: f32) -> Self {
self.weight_decay = weight_decay;
self
}
pub fn scheduler(mut self, scheduler: Result<Box<dyn LearningRateScheduler>, NetworkError>) -> Self {
self.scheduler = Some(scheduler);
self
}
fn validate(&self) -> Result<(), NetworkError> {
if self.learning_rate <= 0.0 {
return Err(NetworkError::ConfigError(format!(
"Learning rate for AdamW must be greater than 0.0, but was {}",
self.learning_rate
)));
}
if self.beta1 <= 0.0 || self.beta1 >= 1.0 {
return Err(NetworkError::ConfigError(format!(
"Beta1 for AdamW must be in the range (0, 1), but was {}",
self.beta1
)));
}
if self.beta2 <= 0.0 || self.beta2 >= 1.0 {
return Err(NetworkError::ConfigError(format!(
"Beta2 for AdamW must be in the range (0, 1), but was {}",
self.beta2
)));
}
if self.epsilon <= 0.0 {
return Err(NetworkError::ConfigError(format!(
"Epsilon for AdamW must be greater than 0.0, but was {}",
self.epsilon
)));
}
if self.weight_decay < 0.0 {
return Err(NetworkError::ConfigError(format!(
"Weight decay for AdamW must be greater than or equal to 0.0, but was {}",
self.weight_decay
)));
}
if let Some(ref scheduler) = self.scheduler {
scheduler.as_ref().map_err(|e| e.clone())?;
}
Ok(())
}
pub fn build(self) -> Result<Box<dyn OptimizerConfig>, NetworkError> {
self.validate()?;
Ok(Box::new(AdamWConfig {
learning_rate: self.learning_rate,
beta1: self.beta1,
beta2: self.beta2,
epsilon: self.epsilon,
weight_decay: self.weight_decay,
scheduler: self.scheduler.map(|s| s.unwrap()),
}))
}
}
impl OptimizerConfigClone for AdamWConfig {
fn clone_box(&self) -> Box<dyn OptimizerConfig> {
Box::new(self.clone())
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::{
common::matrix::DMat,
util::{self, equal_approx},
};
#[test]
fn test_initialize() {
let adamw_config = AdamWConfig {
learning_rate: 0.001,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.01,
scheduler: None,
};
let mut optimizer = AdamWOptimizer::new(adamw_config);
let weights = DMat::new(2, 2, &[0.1, 0.2, 0.3, 0.4]);
let biases = DMat::new(2, 1, &[0.1, 0.2]);
optimizer.initialize(&weights, &biases);
assert_eq!(optimizer.moment1_weights.rows(), 2);
assert_eq!(optimizer.moment1_weights.cols(), 2);
assert_eq!(optimizer.moment1_biases.rows(), 2);
assert_eq!(optimizer.moment1_biases.cols(), 1);
}
#[test]
fn test_update() {
let config = AdamWConfig {
learning_rate: 0.001,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.01,
scheduler: None,
};
let mut optimizer = AdamWOptimizer::new(config);
let mut weights = DMat::new(2, 2, &[1.0, 1.0, 1.0, 1.0]);
let mut biases = DMat::new(2, 1, &[1.0, 1.0]);
let d_weights = DMat::new(2, 2, &[0.1, 0.1, 0.1, 0.1]);
let d_biases = DMat::new(2, 1, &[0.1, 0.1]);
optimizer.initialize(&weights, &biases);
optimizer.update(&mut weights, &mut biases, &d_weights, &d_biases, 1);
assert!(weights.at(0, 0) < 1.0);
assert!(biases.at(0, 0) < 1.0);
}
#[test]
fn test_update_learning_rate() {
let adamw_config = AdamWConfig {
learning_rate: 0.001,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.01,
scheduler: None,
};
let mut optimizer = AdamWOptimizer::new(adamw_config);
optimizer.update_learning_rate(0.01);
assert_eq!(optimizer.config.learning_rate, 0.01);
}
#[test]
fn test_adamw_optimizer() {
let mut weights = DMat::new(2, 2, &[1.0, 2.0, 3.0, 4.0]);
let mut biases = DMat::new(2, 1, &[1.0, 2.0]);
let d_weights = DMat::new(2, 2, &[10.0, 11.0, 12.0, 13.0]);
let d_biases = DMat::new(2, 1, &[10.0, 11.0]);
let adamw_config = AdamWConfig {
learning_rate: 0.001,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.01,
scheduler: None,
};
let mut optimizer = AdamWOptimizer::new(adamw_config);
optimizer.initialize(&weights, &biases);
optimizer.update(&mut weights, &mut biases, &d_weights, &d_biases, 1);
let expected_weights = DMat::new(2, 2, &[0.9868693, 1.9768693, 2.9668694, 3.9568691]);
let expected_biases = DMat::new(2, 1, &[0.9968377, 1.9968377]);
println!("Updated weights: {:?}", util::flatten(&weights));
println!("Expected weights: {:?}", util::flatten(&expected_weights));
println!("Updated biases: {:?}", util::flatten(&biases));
println!("Expected biases: {:?}", util::flatten(&expected_biases));
assert!(equal_approx(&weights, &expected_weights, 1e-2));
assert!(equal_approx(&biases, &expected_biases, 1e-2));
}
#[test]
fn test_adamw_config() {
let config = AdamWConfig {
learning_rate: 0.001,
beta1: 0.9,
beta2: 0.999,
epsilon: 1e-8,
weight_decay: 0.01,
scheduler: None,
};
assert_eq!(config.learning_rate, 0.001);
assert_eq!(config.beta1, 0.9);
assert_eq!(config.beta2, 0.999);
assert_eq!(config.epsilon, 1e-8);
assert_eq!(config.weight_decay, 0.01);
}
#[test]
fn test_adamw_builder() {
let optimizer = AdamW::default()
.learning_rate(0.001)
.beta1(0.9)
.beta2(0.999)
.epsilon(1e-8)
.weight_decay(0.01)
.build()
.unwrap();
assert_eq!(optimizer.learning_rate(), 0.001);
}
#[test]
fn test_adamw_builder_invalid() {
let result = AdamW::new()
.learning_rate(-0.001)
.beta1(0.9)
.beta2(0.999)
.epsilon(1e-8)
.weight_decay(0.01)
.build();
assert!(result.is_err());
if let Err(e) = result {
assert_eq!(
e.to_string(),
"Configuration error: Learning rate for AdamW must be greater than 0.0, but was -0.001"
);
}
}
}