garage.torch.optimizers.conjugate_gradient_optimizer
¶
Conjugate Gradient Optimizer.
Computes the decent direction using the conjugate gradient method, and then computes the optimal step size that will satisfy the KL divergence constraint. Finally, it performs a backtracking line search to optimize the objective.
-
class
ConjugateGradientOptimizer
(params, max_constraint_value, cg_iters=10, max_backtracks=15, backtrack_ratio=0.8, hvp_reg_coeff=1e-05, accept_violation=False)¶ Bases:
torch.optim.Optimizer
Performs constrained optimization via backtracking line search.
The search direction is computed using a conjugate gradient algorithm, which gives x = A^{-1}g, where A is a second order approximation of the constraint and g is the gradient of the loss function.
- Parameters
params (iterable) – Iterable of parameters to optimize.
max_constraint_value (float) – Maximum constraint value.
cg_iters (int) – The number of CG iterations used to calculate A^-1 g
max_backtracks (int) – Max number of iterations for backtrack linesearch.
backtrack_ratio (float) – backtrack ratio for backtracking line search.
hvp_reg_coeff (float) – A small value so that A -> A + reg*I. It is used by Hessian Vector Product calculation.
accept_violation (bool) – whether to accept the descent step if it violates the line search condition after exhausting all backtracking budgets.
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step
(self, f_loss, f_constraint)¶ Take an optimization step.
- Parameters
f_loss (callable) – Function to compute the loss.
f_constraint (callable) – Function to compute the constraint value.
-
property
state
(self)¶ dict: The hyper-parameters of the optimizer.