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shampoo.pytorch

2019-09-19 | |  116 |   0 |   0

shampoo.pytorch

An implementation of shampoo, proposed in Shampoo : Preconditioned Stochastic Tensor Optimization by Vineet Gupta, Tomer Koren and Yoram Singer.

algorithm.png

#  Suppose the size of the tensor grad (i, j, k),#  dim_id = 1 and dim = jgrad = grad.transpose_(0, dim_id).contiguous()  # (j, i, k)transposed_size = grad.size()grad = grad.view(dim, -1)  # (j, i x k)grad_t = grad.t()  # (i x k, j)precond.add_(grad @ grad_t)  # (j, j)inv_precond.copy_(_matrix_power(state[precond, -1 / order))  # (j, j)grad = grad = inv_precond @ grad  # (j, i x k)grad = grad.view(transposed_size)   # (j, i, k)


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