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Learning Rate Free Learning for Adam, SGD and AdaGrad

Project description

D-Adaptation

Learning rate free learning for SGD, AdaGrad and Adam!

Details

The provided Pytorch Optimizer classes can be dropped into your project and used as normal.

  • Set the LR parameter to 1.0. This parameter is not ignored, rather, setting it larger to smaller will directly scale up or down the D-adapted learning rate.
  • If you encounter divergence early on, try change rho to match a reasonable warmup schedule rate for your problem.
  • Use the same learning rate scheduler you would normally use on the problem.
  • The Adam variant supports AdamW style weight decay, just set decouple=True. It is not turned on by default, so if you are replacing your adam implementation, make sure you use decoupled if necessary.
  • Use the log_every setting to see the learning rate being used (d*lr) and the current D bound.
  • Only the AdaGrad version supports sparse gradients.
  • The IP variants implement a tighter D bound.

Experimental results

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License

See the License file.

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