To add Rectified Adam Algorithm to Optimizers (#58968)
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/24892
In the paper : https://arxiv.org/pdf/1908.03265.pdf Liyuan Liu et al. suggested a new optimization algorithm with an essence of similar to Adam Algorithm.
It has been discussed in the paper that, without warmup heuristic, in the early stage of adaptive optimization / learning algorithms sometimes we can get undesirable large variance which can slow overall convergence process.
Authors proposed the idea of rectification of variance of adaptive learning rate when it is expected to be high.
Differing from the paper, we selected variance tractability cut-off as 5 instead of 4. This adjustment is common practice, and could be found in the code-repository and also tensorflow swift optim library as well :
https://github.com/LiyuanLucasLiu/RAdam/blob/2f03dd197022da442c6a15c47321f4335d113a3f/radam/radam.py#L156
https://github.com/tensorflow/swift-apis/blob/f51ee4618d652a2419e998bf9418ad80bda67454/Sources/TensorFlow/Optimizers/MomentumBased.swift#L638
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58968
Reviewed By: gchanan
Differential Revision: D29241736
Pulled By: iramazanli
fbshipit-source-id: 288b9b1f3125fdc6c7a7bb23fde1ea5c201c0448
