import torch
from .. import bmv
from torch import nn, finfo
from .functional import modjac
from .strategy import TrustRegion
from torch.optim import Optimizer
from .solver import PINV, Cholesky
from torch.linalg import cholesky_ex
from .corrector import FastTriggs
class Trivial(torch.nn.Module):
r"""
A trivial module. Get anything, return anything.
Not supposed to be called by PyPose users.
"""
def __init__(self, *args, **kwargs):
super().__init__()
def forward(self, *args, **kwargs):
out = *args, *kwargs.values()
return out[0] if len(out) == 1 else out
class RobustModel(nn.Module):
'''
Standardize a model for least square problems with an option of square-rooting kernel.
Then model regression becomes minimizing the output of the standardized model.
This class is used during optimization but is not designed to expose to PyPose users.
'''
def __init__(self, model, kernel=None, auto=False):
super().__init__()
self.model = model
self.kernel = [Trivial()] if kernel is None else kernel
def flatten_row_jacobian(self, J, params_values):
if isinstance(J, (tuple, list)):
J = torch.cat([j.reshape(-1, p.numel()) for j, p in zip(J, params_values)], 1)
return J
def normalize_RWJ(self, R, weight, J):
weight_diag = None
if weight is not None:
weight = weight if isinstance(weight, (tuple, list)) else [weight]
assert len(R)==len(weight)
weight_diag = []
for w, r in zip(weight, R):
ni = r.numel() * w.shape[-1] / w.numel()
w = w.view(*w.shape, 1, 1) if r.shape[-1] == 1 else w
ws = w.view(-1, w.shape[-2], w.shape[-1]).split(1, 0)
ws = [wsi.squeeze(0) for wsi in ws]
weight_diag += ws * int(ni)
weight_diag = torch.block_diag(*weight_diag)
R = [r.reshape(-1) for r in R]
J = torch.cat(J) if isinstance(J, (tuple, list)) else J
return torch.cat(R), weight_diag, J
def forward(self, input, target):
output = self.model_forward(input)
return self.residuals(output, target)
def model_forward(self, input):
if isinstance(input, dict):
return self.model(**input)
if isinstance(input, (tuple, list)):
return self.model(*input)
else:
return self.model(input)
def residual(self, output, target):
return output if target is None else output - target
def residuals(self, outputs, targets):
if isinstance(outputs, (tuple, list)):
targets = [None] * len(outputs) if targets is None else targets
return tuple([self.residual(out, targets[i]) for i, out in enumerate(outputs)])
return tuple([self.residual(outputs, targets)])
def loss(self, input, target):
output = self.model_forward(input)
residuals = self.residuals(output, target)
if len(self.kernel) > 1:
residuals = [k(r.square().sum(-1)).sum() for k, r in zip(self.kernel, residuals)]
else:
residuals = [self.kernel[0](r.square().sum(-1)).sum() for r in residuals]
return sum(residuals)
class _Optimizer(Optimizer):
r'''
Base class for all second order optimizers.
'''
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
def update_parameter(self, params, step):
r'''
params will be updated by calling this function
'''
steps = step.split([p.numel() for p in params if p.requires_grad])
[p.add_(d.view(p.shape)) for p, d in zip(params, steps) if p.requires_grad]
[docs]class GaussNewton(_Optimizer):
r'''
The Gauss-Newton (GN) algorithm solving non-linear least squares problems. This implementation
is for optimizing the model parameters to approximate the target, which can be a
Tensor/LieTensor or a tuple of Tensors/LieTensors.
.. math::
\bm{\theta}^* = \arg\min_{\bm{\theta}} \sum_i
\rho\left((\bm{f}(\bm{\theta},\bm{x}_i)-\bm{y}_i)^T \mathbf{W}_i
(\bm{f}(\bm{\theta},\bm{x}_i)-\bm{y}_i)\right),
where :math:`\bm{f}()` is the model, :math:`\bm{\theta}` is the parameters to be optimized,
:math:`\bm{x}` is the model input, :math:`\mathbf{W}_i` is a weighted square matrix (positive
definite), and :math:`\rho` is a robust kernel function to reduce the effect of outliers.
:math:`\rho(x) = x` is used by default.
.. math::
\begin{aligned}
&\rule{113mm}{0.4pt} \\
&\textbf{input}: \bm{\theta}_0~\text{(params)}, \bm{f}~\text{(model)},
\bm{x}~(\text{input}), \bm{y}~(\text{target}), \rho~(\text{kernel}) \\
&\rule{113mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm} \mathbf{J} \leftarrow {\dfrac {\partial \bm{f} } {\partial \bm{\theta}_{t-1}}} \\
&\hspace{5mm} \mathbf{R} = \bm{f(\bm{\theta}_{t-1}, \bm{x})}-\bm{y} \\
&\hspace{5mm} \mathbf{R}, \mathbf{J}=\mathrm{corrector}(\rho, \mathbf{R}, \mathbf{J})\\
&\hspace{5mm} \bm{\delta} = \mathrm{solver}(\mathbf{W}\mathbf{J}, -\mathbf{W}\mathbf{R}) \\
&\hspace{5mm} \bm{\theta}_t \leftarrow \bm{\theta}_{t-1} + \bm{\delta} \\
&\rule{113mm}{0.4pt} \\[-1.ex]
&\bf{return} \: \theta_t \\[-1.ex]
&\rule{113mm}{0.4pt} \\[-1.ex]
\end{aligned}
Args:
model (nn.Module): a module containing learnable parameters.
solver (nn.Module, optional): a linear solver. Available linear solvers include
:meth:`solver.PINV` and :meth:`solver.LSTSQ`. If ``None``, :meth:`solver.PINV` is used.
Default: ``None``.
kernel (nn.Module, or :obj:`list`, optional): the robust kernel function. If a :obj:`list`,
the element must be nn.Module or ``None`` and the length must be 1 or the number of residuals.
Default: ``None``.
corrector: (nn.Module, or :obj:`list`, optional): the Jacobian and model residual corrector to
fit the kernel function. If a :obj:`list`, the element must be nn.Module or ``None`` and
the length must be 1 or the number of residuals.
If a kernel is given but a corrector is not specified, auto correction is
used. Auto correction can be unstable when the robust model has indefinite Hessian.
Default: ``None``.
weight (:obj:`Tensor`, or :obj:`list`, optional): the square positive definite matrix defining
the weight of model residual. If a :obj:`list`, the element must be :obj:`Tensor` and
the length must be equal to the number of residuals.
The corresponding residual and weight should be
`broadcastable <https://pytorch.org/docs/stable/notes/broadcasting.html#broadcasting-semantics>`_.
For example, if the shape of a residual is ``B*M*N*R``, the shape of its weight can
be ``R*R``, ``N*R*R``, ``M*N*R*R`` or ``B*M*N*R*R``.
Use this only when all inputs shared the same weight matrices. This is
ignored when weight is given when calling :meth:`.step` or :meth:`.optimize` method.
Default: ``None``.
vectorize (bool, optional): the method of computing Jacobian. If ``True``, the
gradient of each scalar in output with respect to the model parameters will be
computed in parallel with ``"reverse-mode"``. More details go to
:meth:`pypose.optim.functional.modjac`. Default: ``True``.
Available solvers: :meth:`solver.PINV`; :meth:`solver.LSTSQ`.
Available kernels: :meth:`kernel.Huber`; :meth:`kernel.PseudoHuber`; :meth:`kernel.Cauchy`.
Available correctors: :meth:`corrector.FastTriggs`; :meth:`corrector.Triggs`.
Warning:
The output of model :math:`\bm{f}(\bm{\theta},\bm{x}_i)` and target :math:`\bm{y}_i`
can be any shape, while their **last dimension** :math:`d` is always taken as the
dimension of model residual, whose inner product is the input to the kernel function.
This is useful for residuals like re-projection error, whose last dimension is 2.
Note that **auto correction** is equivalent to the method of 'square-rooting the kernel'
mentioned in Section 3.3 of the following paper. It replaces the
:math:`d`-dimensional residual with a one-dimensional one, which loses
residual-level structural information.
* Christopher Zach, `Robust Bundle Adjustment Revisited
<https://link.springer.com/chapter/10.1007/978-3-319-10602-1_50>`_, European
Conference on Computer Vision (ECCV), 2014.
**Therefore, the users need to keep the last dimension of model output and target to
1, even if the model residual is a scalar. If the users flatten all sample residuals
into a vector (residual inner product will be a scalar), the model Jacobian will be a
row vector, instead of a matrix, which loses sample-level structural information,
although computing Jacobian vector is faster.**
Note:
Instead of solving :math:`\mathbf{J}^T\mathbf{J}\delta = -\mathbf{J}^T\mathbf{R}`, we solve
:math:`\mathbf{J}\delta = -\mathbf{R}` via pseudo inversion, which is more numerically
advisable. Therefore, only solvers with pseudo inversion (inverting non-square matrices)
such as :meth:`solver.PINV` and :meth:`solver.LSTSQ` are available.
More details are in Eq. (5) of the paper "`Robust Bundle Adjustment Revisited`_".
'''
def __init__(self, model, solver=None, kernel=None, corrector=None, weight=None, vectorize=True):
super().__init__(model.parameters(), defaults={})
self.jackwargs = {'vectorize': vectorize}
self.solver = PINV() if solver is None else solver
self.weight = weight
if kernel is not None:
kernel = [kernel] if not isinstance(kernel, (tuple, list)) else kernel
kernel = [k if k is not None else Trivial() for k in kernel]
self.corrector = [FastTriggs(k) for k in kernel] if corrector is None else corrector
else:
self.corrector = [Trivial()] if corrector is None else corrector
self.corrector = [self.corrector] if not isinstance(self.corrector, (tuple, list)) else self.corrector
self.corrector = [c if c is not None else Trivial() for c in self.corrector]
self.model = RobustModel(model, kernel)
[docs] @torch.no_grad()
def step(self, input, target=None, weight=None):
r'''
Performs a single optimization step.
Args:
input (Tensor/LieTensor, tuple or a dict of Tensors/LieTensors): the input to the model.
target (Tensor/LieTensor): the model target to approximate.
If not given, the model output is minimized. Default: ``None``.
weight (:obj:`Tensor`, or :obj:`list`, optional): the square positive definite matrix defining
the weight of model residual. If a :obj:`list`, the element must be :obj:`Tensor` and
the length must be equal to the number of residuals. Default: ``None``.
Return:
Tensor: the minimized model loss.
Note:
Different from PyTorch optimizers like
`SGD <https://pytorch.org/docs/stable/generated/torch.optim.SGD.html>`_, where the model
error has to be a scalar, the output of model :math:`\bm{f}` can be a Tensor/LieTensor or a
tuple of Tensors/LieTensors.
See more details of
`Gauss-Newton (GN) algorithm <https://en.wikipedia.org/wiki/Gauss-Newton_algorithm>`_ on
Wikipedia.
Example:
Optimizing a simple module to **approximate pose inversion**.
>>> class PoseInv(nn.Module):
... def __init__(self, *dim):
... super().__init__()
... self.pose = pp.Parameter(pp.randn_se3(*dim))
...
... def forward(self, input):
... # the last dimension of the output is 6,
... # which will be the residual dimension.
... return (self.pose.Exp() @ input).Log()
...
>>> posinv = PoseInv(2, 2)
>>> input = pp.randn_SE3(2, 2)
>>> optimizer = pp.optim.GN(posinv)
...
>>> for idx in range(10):
... error = optimizer.step(input)
... print('Pose Inversion error %.7f @ %d it'%(error, idx))
... if error < 1e-5:
... print('Early Stopping with error:', error.item())
... break
...
Pose Inversion error: 1.6865690 @ 0 it
Pose Inversion error: 0.1065131 @ 1 it
Pose Inversion error: 0.0002673 @ 2 it
Pose Inversion error: 0.0000005 @ 3 it
Early Stopping with error: 5.21540641784668e-07
'''
for pg in self.param_groups:
weight = self.weight if weight is None else weight
R = list(self.model(input, target))
J = modjac(self.model, input=(input, target), flatten=False, **self.jackwargs)
params = dict(self.model.named_parameters())
params_values = tuple(params.values())
J = [self.model.flatten_row_jacobian(Jr, params_values) for Jr in J]
for i in range(len(R)):
R[i], J[i] = self.corrector[0](R = R[i], J = J[i]) if len(self.corrector) ==1 \
else self.corrector[i](R = R[i], J = J[i])
R, weight, J = self.model.normalize_RWJ(R, weight, J)
A, b = (J, -R) if weight is None else (weight @ J, -weight @ R)
D = self.solver(A = A, b = b.view(-1, 1))
self.last = self.loss if hasattr(self, 'loss') \
else self.model.loss(input, target)
self.update_parameter(params = pg['params'], step = D)
self.loss = self.model.loss(input, target)
return self.loss
[docs]class LevenbergMarquardt(_Optimizer):
r'''
The Levenberg-Marquardt (LM) algorithm solving non-linear least squares problems. It
is also known as the damped least squares (DLS) method. This implementation is for
optimizing the model parameters to approximate the target, which can be a
Tensor/LieTensor or a tuple of Tensors/LieTensors.
.. math::
\bm{\theta}^* = \arg\min_{\bm{\theta}} \sum_i
\rho\left((\bm{f}(\bm{\theta},\bm{x}_i)-\bm{y}_i)^T \mathbf{W}_i
(\bm{f}(\bm{\theta},\bm{x}_i)-\bm{y}_i)\right),
where :math:`\bm{f}()` is the model, :math:`\bm{\theta}` is the parameters to be optimized,
:math:`\bm{x}` is the model input, :math:`\mathbf{W}_i` is a weighted square matrix (positive
definite), and :math:`\rho` is a robust kernel function to reduce the effect of outliers.
:math:`\rho(x) = x` is used by default.
.. math::
\begin{aligned}
&\rule{113mm}{0.4pt} \\
&\textbf{input}: \lambda~\text{(damping)}, \bm{\theta}_0~\text{(params)},
\bm{f}~\text{(model)}, \bm{x}~(\text{input}), \bm{y}~(\text{target}) \\
&\hspace{12mm} \rho~(\text{kernel}), \epsilon_{s}~(\text{min}),
\epsilon_{l}~(\text{max}) \\
&\rule{113mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm} \mathbf{J} \leftarrow {\dfrac {\partial \bm{f}} {\partial \bm{\theta}_{t-1}}} \\
&\hspace{5mm} \mathbf{A} \leftarrow (\mathbf{J}^T \mathbf{W} \mathbf{J})
.\mathrm{diagnal\_clamp(\epsilon_{s}, \epsilon_{l})} \\
&\hspace{5mm} \mathbf{R} = \bm{f(\bm{\theta}_{t-1}, \bm{x})}-\bm{y} \\
&\hspace{5mm} \mathbf{R}, \mathbf{J}=\mathrm{corrector}(\rho, \mathbf{R}, \mathbf{J})\\
&\hspace{5mm} \textbf{while}~\text{first iteration}~\textbf{or}~
\text{loss not decreasing} \\
&\hspace{10mm} \mathbf{A} \leftarrow \mathbf{A} + \lambda \mathrm{diag}(\mathbf{A}) \\
&\hspace{10mm} \bm{\delta} = \mathrm{solver}(\mathbf{A}, -\mathbf{J}^T \mathbf{W} \mathbf{R}) \\
&\hspace{10mm} \lambda \leftarrow \mathrm{strategy}(\lambda,\text{model information})\\
&\hspace{10mm} \bm{\theta}_t \leftarrow \bm{\theta}_{t-1} + \bm{\delta} \\
&\hspace{10mm} \textbf{if}~\text{loss not decreasing}~\textbf{and}~
\text{maximum reject step not reached} \\
&\hspace{15mm} \bm{\theta}_t \leftarrow \bm{\theta}_{t-1} - \bm{\delta}
~(\text{reject step}) \\
&\rule{113mm}{0.4pt} \\[-1.ex]
&\bf{return} \: \theta_t \\[-1.ex]
&\rule{113mm}{0.4pt} \\[-1.ex]
\end{aligned}
Args:
model (nn.Module): a module containing learnable parameters.
solver (nn.Module, optional): a linear solver. If ``None``, :meth:`solver.Cholesky` is used.
Default: ``None``.
strategy (object, optional): strategy for adjusting the damping factor. If ``None``, the
:meth:`strategy.TrustRegion` will be used. Defult: ``None``.
kernel (nn.Module, or :obj:`list`, optional): the robust kernel function. If a :obj:`list`,
the element must be nn.Module or ``None`` and the length must be 1 or the number of residuals.
Default: ``None``.
corrector: (nn.Module, or :obj:`list`, optional): the Jacobian and model residual corrector to
fit the kernel function. If a :obj:`list`, the element must be nn.Module or ``None`` and
the length must be 1 or the number of residuals.
If a kernel is given but a corrector is not specified, auto correction is
used. Auto correction can be unstable when the robust model has indefinite Hessian.
Default: ``None``.
weight (:obj:`Tensor`, or :obj:`list`, optional): the square positive definite matrix defining
the weight of model residual. If a :obj:`list`, the element must be :obj:`Tensor` and
the length must be equal to the number of residuals.
The corresponding residual and weight should be
`broadcastable <https://pytorch.org/docs/stable/notes/broadcasting.html#broadcasting-semantics>`_.
For example, if the shape of a residual is ``B*M*N*R``, the shape of its weight can
be ``R*R``, ``N*R*R``, ``M*N*R*R`` or ``B*M*N*R*R``.
Use this only when all inputs shared the same weight matrices. This is
ignored when weight is given when calling :meth:`.step` or :meth:`.optimize` method.
Default: ``None``.
reject (integer, optional): the maximum number of rejecting unsuccessfull steps.
Default: 16.
min (float, optional): the lower-bound of the Hessian diagonal. Default: 1e-6.
max (float, optional): the upper-bound of the Hessian diagonal. Default: 1e32.
vectorize (bool, optional): the method of computing Jacobian. If ``True``, the
gradient of each scalar in output with respect to the model parameters will be
computed in parallel with ``"reverse-mode"``. More details go to
:meth:`pypose.optim.functional.modjac`. Default: ``True``.
Available solvers: :meth:`solver.PINV`; :meth:`solver.LSTSQ`, :meth:`solver.Cholesky`.
Available kernels: :meth:`kernel.Huber`; :meth:`kernel.PseudoHuber`; :meth:`kernel.Cauchy`.
Available correctors: :meth:`corrector.FastTriggs`, :meth:`corrector.Triggs`.
Available strategies: :meth:`strategy.Constant`; :meth:`strategy.Adaptive`;
:meth:`strategy.TrustRegion`;
Warning:
The output of model :math:`\bm{f}(\bm{\theta},\bm{x}_i)` and target :math:`\bm{y}_i`
can be any shape, while their **last dimension** :math:`d` is always taken as the
dimension of model residual, whose inner product will be input to the kernel
function. This is useful for residuals like re-projection error, whose last
dimension is 2.
Note that **auto correction** is equivalent to the method of 'square-rooting the kernel'
mentioned in Section 3.3 of the following paper. It replaces the
:math:`d`-dimensional residual with a one-dimensional one, which loses
residual-level structural information.
* Christopher Zach, `Robust Bundle Adjustment Revisited
<https://link.springer.com/chapter/10.1007/978-3-319-10602-1_50>`_, European
Conference on Computer Vision (ECCV), 2014.
**Therefore, the users need to keep the last dimension of model output and target to
1, even if the model residual is a scalar. If the model output only has one dimension,
the model Jacobian will be a row vector, instead of a matrix, which loses sample-level
structural information, although computing Jacobian vector is faster.**
'''
def __init__(self, model, solver=None, strategy=None, kernel=None, corrector=None, \
weight=None, reject=16, min=1e-6, max=1e32, vectorize=True):
assert min > 0, ValueError("min value has to be positive: {}".format(min))
assert max > 0, ValueError("max value has to be positive: {}".format(max))
self.strategy = TrustRegion() if strategy is None else strategy
defaults = {**{'min':min, 'max':max}, **self.strategy.defaults}
super().__init__(model.parameters(), defaults=defaults)
self.jackwargs = {'vectorize': vectorize}
self.solver = Cholesky() if solver is None else solver
self.reject, self.reject_count = reject, 0
self.weight = weight
if kernel is not None:
kernel = [kernel] if not isinstance(kernel, (tuple, list)) else kernel
kernel = [k if k is not None else Trivial() for k in kernel]
self.corrector = [FastTriggs(k) for k in kernel] if corrector is None else corrector
else:
self.corrector = [Trivial()] if corrector is None else corrector
self.corrector = [self.corrector] if not isinstance(self.corrector, (tuple, list)) else self.corrector
self.corrector = [c if c is not None else Trivial() for c in self.corrector]
self.model = RobustModel(model, kernel)
[docs] @torch.no_grad()
def step(self, input, target=None, weight=None):
r'''
Performs a single optimization step.
Args:
input (Tensor/LieTensor, tuple or a dict of Tensors/LieTensors): the input to the model.
target (Tensor/LieTensor): the model target to optimize.
If not given, the squared model output is minimized. Defaults: ``None``.
weight (:obj:`Tensor`, or :obj:`list`, optional): the square positive definite matrix defining
the weight of model residual. If a :obj:`list`, the element must be :obj:`Tensor` and
the length must be equal to the number of residuals. Default: ``None``.
Return:
Tensor: the minimized model loss.
Note:
The (non-negative) damping factor :math:`\lambda` can be adjusted at each iteration.
If the residual reduces rapidly, a smaller value can be used, bringing the algorithm
closer to the Gauss-Newton algorithm, whereas if an iteration gives insufficient
residual reduction, :math:`\lambda` can be increased, giving a step closer to the
gradient descent direction.
See more details of `Levenberg-Marquardt (LM) algorithm
<https://en.wikipedia.org/wiki/Levenberg-Marquardt_algorithm>`_ on Wikipedia.
Note:
Different from PyTorch optimizers like
`SGD <https://pytorch.org/docs/stable/generated/torch.optim.SGD.html>`_, where the
model error has to be a scalar, the output of model :math:`\bm{f}` can be a
Tensor/LieTensor or a tuple of Tensors/LieTensors.
Example:
Optimizing a simple module to **approximate pose inversion**.
>>> class PoseInv(nn.Module):
... def __init__(self, *dim):
... super().__init__()
... self.pose = pp.Parameter(pp.randn_se3(*dim))
...
... def forward(self, input):
... # the last dimension of the output is 6,
... # which will be the residual dimension.
... return (self.pose.Exp() @ input).Log()
...
>>> posinv = PoseInv(2, 2)
>>> input = pp.randn_SE3(2, 2)
>>> strategy = pp.optim.strategy.Adaptive(damping=1e-6)
>>> optimizer = pp.optim.LM(posinv, strategy=strategy)
...
>>> for idx in range(10):
... loss = optimizer.step(input)
... print('Pose Inversion loss %.7f @ %d it'%(loss, idx))
... if loss < 1e-5:
... print('Early Stopping with loss:', loss.item())
... break
...
Pose Inversion error: 1.6600330 @ 0 it
Pose Inversion error: 0.1296970 @ 1 it
Pose Inversion error: 0.0008593 @ 2 it
Pose Inversion error: 0.0000004 @ 3 it
Early Stopping with error: 4.443569991963159e-07
Note:
More practical examples, e.g., pose graph optimization (PGO), can be found at
`examples/module/pgo
<https://github.com/pypose/pypose/tree/main/examples/module/pgo>`_.
'''
for pg in self.param_groups:
weight = self.weight if weight is None else weight
R = list(self.model(input, target))
J = modjac(self.model, input=(input, target), flatten=False, **self.jackwargs)
params = dict(self.model.named_parameters())
params_values = tuple(params.values())
J = [self.model.flatten_row_jacobian(Jr, params_values) for Jr in J]
for i in range(len(R)):
R[i], J[i] = self.corrector[0](R = R[i], J = J[i]) if len(self.corrector) ==1 \
else self.corrector[i](R = R[i], J = J[i])
R, weight, J = self.model.normalize_RWJ(R, weight, J)
self.last = self.loss = self.loss if hasattr(self, 'loss') \
else self.model.loss(input, target)
J_T = J.T @ weight if weight is not None else J.T
A, self.reject_count = J_T @ J, 0
A.diagonal().clamp_(pg['min'], pg['max'])
while self.last <= self.loss:
A.diagonal().add_(A.diagonal() * pg['damping'])
try:
D = self.solver(A = A, b = -J_T @ R.view(-1, 1))
except Exception as e:
print(e, "\nLinear solver failed. Breaking optimization step...")
break
self.update_parameter(pg['params'], D)
self.loss = self.model.loss(input, target)
self.strategy.update(pg, last=self.last, loss=self.loss, J=J, D=D, R=R.view(-1, 1))
if self.last < self.loss and self.reject_count < self.reject: # reject step
self.update_parameter(params = pg['params'], step = -D)
self.loss, self.reject_count = self.last, self.reject_count + 1
else:
break
return self.loss
