in torch_svrg.py [0:0]
def step(self, batch_id, closure):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = closure()
dist_sq_acum = 0.0
grad_dist_sq_acum = 0.0
#print("step loss: ", loss)
for group in self.param_groups:
momentum = group['momentum']
weight_decay = group['weight_decay']
learning_rate = group['lr']
for p in group['params']:
if p.grad is None:
continue
gk = p.grad.data
param_state = self.state[p]
gktbl = param_state['gktbl']
gavg = param_state['gavg'].type_as(p.data)
tilde_x = param_state['tilde_x']
if momentum != 0:
buf = param_state['momentum_buffer']
#########
if self.epoch < self.vr_from_epoch:
vr_gradient = gk.clone() # Just do sgd steps
else:
gi = gktbl[batch_id, :].cuda()
vr_gradient = gk.clone().sub_(gi - gavg)
# Some diagnostics
iterate_diff = p.data - tilde_x
#pdb.set_trace()
dist_sq_acum += iterate_diff.norm()**2 #torch.dot(iterate_diff,iterate_diff)
grad_diff = gi - gk
grad_dist_sq_acum += grad_diff.norm()**2 #torch.dot(grad_diff,grad_diff)
if weight_decay != 0:
vr_gradient.add_(weight_decay, p.data)
if momentum != 0:
dampening = 0.0
vr_gradient = buf.mul_(momentum).add_(1 - dampening, vr_gradient)
# Take step.
p.data.add_(-learning_rate, vr_gradient)
# Update running iterate mean:
param_state['running_x'].mul_(self.running_interp).add_(1-self.running_interp, p.data)
# track number of minibatches seen
self.batches_processed += 1
dist = math.sqrt(dist_sq_acum)
grad_dist = math.sqrt(grad_dist_sq_acum)
self.inrun_iterate_distances.append(dist)
self.inrun_grad_distances.append(grad_dist)
return loss