RAdam: Rectified Adam

RAdam (Rectified Adam) is a variant of Adam which improves Adam’s convergence by fixing the adaptive learning rate's large variance during early stages of training. RAdam estimates the variance of the squared gradient moving average and scales the update by this term to rectify the variance. RAdam is comparable to using a learning rate warmup schedule.

RAdam was introduced by Liu et al in On the Variance of the Adaptive Learning Rate and Beyond.

Hyperparameters

optimi sets the default \(\beta\)s to (0.9, 0.99) and default \(\epsilon\) to 1e-6. These values reflect current best-practices and usually outperform the PyTorch defaults.

If training on large batch sizes or observing training loss spikes, consider reducing \(\beta_2\) between \([0.95, 0.99)\).

optimi’s implementation of RAdam supports both decoupled weight decay decouple_wd=True and fully decoupled weight decay decouple_lr=True. Weight decay will likely need to be reduced when using fully decoupled weight decay as the learning rate will not modify the effective weight decay.

RAdam

Rectified Adam optimizer. Optionally with decoupled weight decay.

Parameters:

Name	Type	Description	Default
params	Iterable[Tensor] | Iterable[dict]	Iterable of parameters to optimize or dicts defining parameter groups	required
lr	float	Learning rate	required
betas	tuple[float, float]	Coefficients for gradient and squared gradient moving averages (default: (0.9, 0.99))	(0.9, 0.99)
weight_decay	float	Weight decay coefficient. If decouple_wd and decouple_lr are False, applies L2 penalty (default: 0)	0
eps	float	Added to denominator to improve numerical stability (default: 1e-6)	1e-06
decouple_wd	bool	Apply decoupled weight decay instead of L2 penalty (default: False)	False
decouple_lr	bool	Apply fully decoupled weight decay instead of L2 penalty (default: False)	False
max_lr	float | None	Maximum scheduled learning rate. Set if lr is not the maximum scheduled learning rate and decouple_lr is True (default: None)	None
kahan_sum	bool | None	Enables Kahan summation for more accurate parameter updates when training in low precision (float16 or bfloat16). If unspecified, automatically applies for low precision parameters (default: None)	None
foreach	bool | None	Enables the foreach implementation. If unspecified, tries to use foreach over for-loop implementation since it is significantly faster (default: None)	None
gradient_release	bool	Fuses optimizer step and zero_grad as part of the parameter's backward pass. Requires model hooks created with register_gradient_release. Incompatible with closure (default: False)	False

Algorithm

RAdam: Rectified Adam.

\[ \begin{aligned} &\rule{100mm}{0.4pt}\\ &\hspace{2mm} \textcolor{#9a3fe4}{\textbf{Rectified}} \: \textbf{Adam}\\ &\hspace{5mm} \text{inputs} : \bm{\theta}_0 \: \text{(params)}; \: f(\bm{\theta}) \text{(objective)}; \: \gamma_t \:\text{(learning rate at } t \text{)}; \\ &\hspace{17.25mm} \beta_1, \beta_2 \: \text{(betas)}; \: \lambda \: \text{(weight decay)}; \: \epsilon \: \text{(epsilon)};\\ &\hspace{5mm} \text{initialize} : \bm{m}_{0} \leftarrow \bm{0}; \: \bm{v}_{0} \leftarrow \bm{0}; \: \textcolor{#9a3fe4}{\rho_{\infty} \leftarrow 2 / (1 - \beta_2) - 1}\\[-0.5em] &\rule{100mm}{0.4pt}\\ &\hspace{5mm} \textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do}\text{:}\\ &\hspace{10mm} \bm{g}_t \leftarrow \nabla_{\theta} f_t(\bm{\theta}_{t-1}) - \lambda\bm{\theta}_{t-1}\\[0.5em] &\hspace{10mm} \bm{m}_t \leftarrow \beta_1 \bm{m}_{t-1} + (1 - \beta_1) \bm{g}_t\\ &\hspace{10mm} \bm{v}_t \leftarrow \beta_2 \bm{v}_{t-1} + (1 - \beta_2) \bm{g}^2_t\\[0.5em] &\hspace{10mm} \hat{\bm{m}}_t \leftarrow \bm{m}_t/(1 - \beta_1^t)\\ &\hspace{10mm} \hat{\bm{v}}_t \leftarrow \bm{v}_t/(1 - \beta_2^t)\\[0.5em] &\hspace{10mm} \textcolor{#9a3fe4}{\rho_t \leftarrow \rho_{\infty} - 2 t \beta^t_2 /(1 - \beta_2^t)}\\[0.5em] &\hspace{10mm} \textcolor{#9a3fe4}{\textbf{if} \: \rho_t > 5\text{:}}\\ &\hspace{15mm} \textcolor{#9a3fe4}{r_t \leftarrow \sqrt{\tfrac{(\rho_t - 4)(\rho_t - 2)\rho_{\infty}}{(\rho_{\infty} - 4)(\rho_{\infty} -2 ) \rho_t}}}\\ &\hspace{15mm} \bm{\theta}_t \leftarrow \bm{\theta}_{t-1} - \gamma_t \textcolor{#9a3fe4}{r_t} \bigl( \hat{\bm{m}}_t / (\sqrt{\hat{\bm{v}}_t} + \epsilon) \bigr)\\ &\hspace{10mm} \textcolor{#9a3fe4}{\textbf{else}\text{:}}\\ &\hspace{15mm} \bm{\theta}_t \leftarrow \bm{\theta}_{t-1} - \gamma_t \textcolor{#9a3fe4}{\hat{\bm{m}}_t}\\[-0.5em] &\rule{100mm}{0.4pt}\\ \end{aligned} \]

optimi’s RAdam also supports decoupled weight decay and fully decoupled weight decay, which are not shown.