Files
tinygrad/tinygrad/optim.py
2020-11-02 07:19:12 -08:00

55 lines
1.5 KiB
Python

# sorted in order of increasing complexity
import numpy as np
from tinygrad.tensor import Tensor
class Optimizer:
def __init__(self, params):
self.params = params
class SGD(Optimizer):
def __init__(self, params, lr=0.001):
super(SGD, self).__init__(params)
self.lr = Tensor([lr], gpu=params[0].gpu)
def step(self):
for t in self.params:
t -= t.grad * self.lr
class RMSprop(Optimizer):
def __init__(self, params, lr=0.001, decay=0.9, eps=1e-8):
super(RMSprop, self).__init__(params)
self.lr = lr
self.decay = decay
self.eps = eps
self.v = [np.zeros_like(t.data) for t in self.params]
def step(self):
for i, t in enumerate(self.params):
self.v[i] = self.decay * self.v[i] + (1 - self.decay) * np.square(t.grad.data)
t.data -= self.lr / (np.sqrt(self.v[i]) + self.eps) * t.grad.data
class Adam(Optimizer):
def __init__(self, params, lr=0.001, b1=0.9, b2=0.999, eps=1e-8):
super(Adam, self).__init__(params)
self.lr = lr
self.b1 = b1
self.b2 = b2
self.eps = eps
self.t = 0
self.m = [np.zeros_like(t.data) for t in self.params]
self.v = [np.zeros_like(t.data) for t in self.params]
def step(self):
self.t += 1
a = self.lr * (
np.sqrt(1 - np.power(self.b2, self.t)) /
(1 - np.power(self.b1, self.t)))
for i,t in enumerate(self.params):
self.m[i] = self.b1 * self.m[i] + (1 - self.b1) * t.grad.data
self.v[i] = self.b2 * self.v[i] + (1 - self.b2) * np.square(t.grad.data)
t.data -= a * self.m[i] / (np.sqrt(self.v[i]) + self.eps)