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[Feature Request] Support Stochastic Weight Averaging (SWA) for improved stability #321

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@pchalasani

Description

@pchalasani

🚀 Feature

Stochastic Weight Averaging (SWA) is a recently proposed technique can potentially help improve training stability in DRL. There is now a new implementation in torchcontrib. Quoting/paraphrasing from their page:

a simple procedure that improves generalization in deep learning over Stochastic Gradient Descent (SGD) at no additional cost, and can be used as a drop-in replacement for any other optimizer in PyTorch. SWA has a wide range of applications and features, [...] including [...] improve the stability of training as well as the final average rewards of policy-gradient methods in deep reinforcement learning.

See the PyTorch SWA page for more.

Motivation

SWA might help improve training stability as well as final reward in some DRL scenarios. It may also alleviate sensitivity to random-seed initialization.

Pitch

See above :)

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No response

Additional context

See the PyTorch SWA page for more.

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