Support L2 regularization and decoupled weight decay in rowwise adagrad#718
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Support L2 regularization and decoupled weight decay in rowwise adagrad#718yuxihu wants to merge 1 commit intopytorch:mainfrom
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…ad (pytorch#718) Summary: Pull Request resolved: pytorch#718 Add two kinds of weight decay in rowwise adagrad: L2 regularization: ``` g' = g + weight_decay * w multiplier = lr / (sqrt(v) + eps) w = w - lr * g' / (sqrt(v) + eps) = w - lr * g / (sqrt(v) + eps) - lr * weight_decay * w / (sqrt(v) + eps) = (1 - multiplier * weight_decay) * w - multiplier * g ``` Decoupled weight decay: ``` multiplier = lr / (sqrt(v) + eps) w = w - lr * (g / (sqrt(v) + eps) + weight_decay * w) = w - lr * g / (sqrt(v) + eps) - lr * weight_decay * w = (1 - lr * weight_decay) * w - multiplier * g ``` Reviewed By: choudharydhruv Differential Revision: D31285351 fbshipit-source-id: 7ee3cf014fff05d837d34ec0c2b67e189272f502
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…ad (pytorch#718) Summary: Pull Request resolved: pytorch#718 Add two kinds of weight decay in rowwise adagrad: L2 regularization: ``` g' = g + weight_decay * w multiplier = lr / (sqrt(v) + eps) w = w - lr * g' / (sqrt(v) + eps) = w - lr * g / (sqrt(v) + eps) - lr * weight_decay * w / (sqrt(v) + eps) = (1 - multiplier * weight_decay) * w - multiplier * g ``` Decoupled weight decay: ``` multiplier = lr / (sqrt(v) + eps) w = w - lr * (g / (sqrt(v) + eps) + weight_decay * w) = w - lr * g / (sqrt(v) + eps) - lr * weight_decay * w = (1 - lr * weight_decay) * w - multiplier * g ``` Reviewed By: choudharydhruv Differential Revision: D31285351 fbshipit-source-id: e361627f8426856021badef0410455e23620f21b
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Summary:
Add two kinds of weight decay in rowwise adagrad:
L2 regularization:
Decoupled weight decay:
Reviewed By: choudharydhruv
Differential Revision: D31285351