The goal of torchopt is to provide deep learning optimizers proposed in the literature to be available in R language for torch.

You can install the development version of torchopt like so:

# library(devtools)
install_github("e-sensing/torchopt)

torchopt package provides the following R implementation of torch optimizers:

• optim_adamw(): AdamW optimizer proposed by Loshchilov & Hutter (2019). We ported it from the pytorch code developed by Collin Donahue-Oponski available at https://gist.github.com/colllin/0b146b154c4351f9a40f741a28bff1e3

• optim_adabelief(): Adabelief optimizer proposed by Zhuang et al (2020). The original implementation is available at https://github.com/juntang-zhuang/Adabelief-Optimizer.

• optim_adabound(): Adabound optimizer proposed by Luo et al.(2019). The original implementation is available at https://github.com/Luolc/AdaBound.

• optim_madgrad(): Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization (MADGRAD) optimizer proposed by Defazio & Jelassi (2021). The function is imported from madgrad package and the source code is available at https://github.com/mlverse/madgrad

• optim_yogi(): Yogi optimizer proposed by Zaheer et al.(2019). We ported it from the pytorch code developed by Nikolay Novik available at https://github.com/jettify/pytorch-optimizer/blob/master/torch_optimizer/yogi.py

You can also test optimizers using optimization test functions provided by torchopt including "ackley", "beale", "booth", "bukin_n6", "easom", "goldstein_price", "himmelblau", "levi_n13", "matyas", "rastrigin", "rosenbrock", "sphere". Optimization functions are useful to evaluate characteristics of optimization algorithms, such as convergence rate, precision, robustness, and performance. These functions give an idea about the different situations that optimization algorithms can face.

In what follows, we perform tests using ""goldstein_price"" test function. Each test runs 200 optimization steps. The learning rate hyper-parameter is set to lr=0.5. To visualize an animated GIF, we set plot_each_step=TRUE and capture each step frame using gifski package.

# test optim adamw
set.seed(12345)
test_optim(
    optim = optim_adamw,
    test_fn = "beale",
    opt_hparams = list(lr = 0.05),
    steps = 400,
    plot_each_step = TRUE
)

set.seed(42)
test_optim(
    optim = optim_adabelief,
    opt_hparams = list(lr = 0.5),
    steps = 400,
    test_fn = "beale",
    plot_each_step = TRUE
)

# set manual seed
set.seed(22)
test_optim(
    optim = optim_adabound,
    opt_hparams = list(lr = 0.5),
    steps = 400,
    test_fn = "beale",
    plot_each_step = TRUE
)

set.seed(256)
test_optim(
    optim = optim_madgrad,
    opt_hparams = list(lr = 0.1),
    steps = 400,
    test_fn = "beale",
    plot_each_step = TRUE
)

# set manual seed
set.seed(66)
test_optim(
    optim = optim_yogi,
    opt_hparams = list(lr = 0.1),
    steps = 400,
    test_fn = "beale",
    plot_each_step = TRUE
)

We are thankful to Collin Donahue-Oponski https://github.com/colllin, Nikolay Novik https://github.com/jettify, Liangchen Luo https://github.com/Luolc, and Juntang Zhuanghttps://github.com/juntang-zhuang for providing pytorch code; and Daniel Falbel https://github.com/dfalbel for providing examples of torch code in R.

Please note that the torchopt project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.

• Ilya Loshchilov, Frank Hutter, “Decoupled Weight Decay Regularization”, International Conference on Learning Representations (ICLR) 2019. https://doi.org/10.48550/arXiv.1711.05101.

• Manzil Zaheer, Sashank Reddi, Devendra Sachan, Satyen Kale, Sanjiv Kumar, “Adaptive Methods for Nonconvex Optimization”, Advances in Neural Information Processing Systems 31 (NeurIPS 2018). https://papers.nips.cc/paper/8186-adaptive-methods-for-nonconvex-optimization

• Liangchen Luo, Yuanhao Xiong, Yan Liu, Xu Sun, “Adaptive Gradient Methods with Dynamic Bound of Learning Rate”, International Conference on Learning Representations (ICLR), 2019. https://doi.org/10.48550/arXiv.1902.09843.

• Juntang Zhuang, Tommy Tang, Yifan Ding, Sekhar Tatikonda, Nicha Dvornek, Xenophon Papademetris, James S. Duncan. “AdaBelief Optimizer: Adapting Stepsizes by the Belief in Observed Gradients”, 34th Conference on Neural Information Processing Systems (NeurIPS 2020), https://arxiv.org/abs/2010.07468.

• Aaron Defazio, Samy Jelassi, “Adaptivity without Compromise: A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization”, arXiv preprint arXiv:2101.11075, 2021. https://doi.org/10.48550/arXiv.2101.11075