pytorch-rad 0.1.5

A pytorch implementation of the optimizer RAD

RAD (Relativistic Adaptive Gradient Descent)

Description

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization algorithm called relativistic adaptive gradient descent (RAD), which enhances long-term training stability. By conceptualizing neural network (NN) training as the evolution of a conformal Hamiltonian system, we present a universal framework for transferring long-term stability from conformal symplectic integrators to iterative NN updating rules, where the choice of kinetic energy governs the dynamical properties of resulting optimization algorithms. By utilizing relativistic kinetic energy, RAD incorporates principles from special relativity and limits parameter updates below a finite speed, effectively mitigating abnormal gradient influences. Additionally, RAD models NN optimization as the evolution of a multi-particle system where each trainable parameter acts as an independent particle with an individual adaptive learning rate. We prove RAD's sublinear convergence under general nonconvex settings, where smaller gradient variance and larger batch sizes contribute to tighter convergence. Notably, RAD degrades to the well-known adaptive moment estimation (ADAM) algorithm when its speed coefficient is chosen as one and symplectic factor as a small positive value. Experimental results show RAD outperforming nine baseline optimizers with five RL algorithms across twelve environments, including standard benchmarks and challenging scenarios. Notably, RAD achieves up to a 155.1% performance improvement over ADAM in Atari games, showcasing its efficacy in stabilizing and accelerating RL training.

Requirement

1. Linux is preferred.
2. Python 3.6 or greater.
3. Pytorch installed.

Quick Start

Installing the package is straightforward with pip directly from this git repository or from pypi with either of the following commands.

pip install git+https://github.com/TobiasLv/RAD

pip install pytorch-rad

All optimizers have been implemented in the Python file "optimizers.py", including RAD, Adam, SGD (equaling HB when momentum is not 0), DLPF, NAG, RGD, NAdam, SWATS, AdamW. After installing the package, you can import any of these optimizers and use them in your code as any other torch.optim.Optimizer

from rad.optim import RAD, Adam, SGD, DLPF, RGD, NAG, NAdam, SWATS, AdamW, KFAdam, AdaBayes

# Example usage:
# max_iter is optional, but recommended for fast convergence,
# usually as the maximum number of network updates.
rad_optim = RAD(net.parameters(), lr=0.001, max_iter=max_iter)
adam_optim = Adam(net.parameters(), lr=0.001)
hb_optim = SGD(net.parameters(), lr=0.001, momentum=0.9)
dlpf_optim = DLPF(net.parameters(), lr=0.001, momentum=0.9)
rgd_optim = RGD(net.parameters(), lr=0.001, momentum=0.9)
nag_optim = NAG(net.parameters(), lr=0.001, momentum=0.9)
sgd_optim = SGD(net.parameters(), lr=0.001, momentum=0)
nadam_optim = NAdam(net.parameters(), lr=0.001)
swats_optim = SWATS(net.parameters(), lr=0.001)
adamw_optim = AdamW(net.parameters(), lr=0.001)
kfadam_optim = KFAdam(net.parameters(), lr=0.001)
adabayes_optim = AdaBayes(net.parameters(), lr=0.001, lr_sgd=0.1, batch_size=64)

Supplementary materials

Any user can find the supplementary in the "Supplementary materials" folder.