| from typing import List, Optional, Tuple, Union |
| |
| import torch |
| from torch import Tensor |
| |
| from .optimizer import ( |
| _capturable_doc, |
| _default_to_fused_or_foreach, |
| _differentiable_doc, |
| _disable_dynamo_if_unsupported, |
| _foreach_doc, |
| _get_capturable_supported_devices, |
| _get_scalar_dtype, |
| _get_value, |
| _maximize_doc, |
| _use_grad_for_differentiable, |
| _view_as_real, |
| Optimizer, |
| ParamsT, |
| ) |
| |
| __all__ = ["Adamax", "adamax"] |
| |
| |
| class Adamax(Optimizer): |
| def __init__( |
| self, |
| params: ParamsT, |
| lr: float = 2e-3, |
| betas: Tuple[float, float] = (0.9, 0.999), |
| eps: float = 1e-8, |
| weight_decay: float = 0, |
| foreach: Optional[bool] = None, |
| *, |
| maximize: bool = False, |
| differentiable: bool = False, |
| capturable: bool = False, |
| ): |
| if not 0.0 <= lr: |
| raise ValueError(f"Invalid learning rate: {lr}") |
| if not 0.0 <= eps: |
| raise ValueError(f"Invalid epsilon value: {eps}") |
| if not 0.0 <= betas[0] < 1.0: |
| raise ValueError(f"Invalid beta parameter at index 0: {betas[0]}") |
| if not 0.0 <= betas[1] < 1.0: |
| raise ValueError(f"Invalid beta parameter at index 1: {betas[1]}") |
| if not 0.0 <= weight_decay: |
| raise ValueError(f"Invalid weight_decay value: {weight_decay}") |
| |
| defaults = dict( |
| lr=lr, |
| betas=betas, |
| eps=eps, |
| weight_decay=weight_decay, |
| foreach=foreach, |
| maximize=maximize, |
| differentiable=differentiable, |
| capturable=capturable, |
| ) |
| super().__init__(params, defaults) |
| |
| def __setstate__(self, state): |
| super().__setstate__(state) |
| for group in self.param_groups: |
| group.setdefault("foreach", None) |
| group.setdefault("maximize", False) |
| group.setdefault("differentiable", False) |
| group.setdefault("capturable", False) |
| for p in group["params"]: |
| p_state = self.state.get(p, []) |
| if len(p_state) != 0 and not torch.is_tensor(p_state["step"]): |
| step_val = float(p_state["step"]) |
| p_state["step"] = ( |
| torch.tensor( |
| step_val, dtype=_get_scalar_dtype(), device=p.device |
| ) |
| if group["capturable"] |
| else torch.tensor(step_val, dtype=_get_scalar_dtype()) |
| ) |
| |
| def _init_group( |
| self, group, params_with_grad, grads, exp_avgs, exp_infs, state_steps |
| ): |
| has_complex = False |
| for p in group["params"]: |
| if p.grad is None: |
| continue |
| has_complex |= torch.is_complex(p) |
| params_with_grad.append(p) |
| if p.grad.is_sparse: |
| raise RuntimeError("Adamax does not support sparse gradients") |
| grads.append(p.grad) |
| |
| state = self.state[p] |
| |
| # State initialization |
| if len(state) == 0: |
| state["step"] = ( |
| torch.zeros((), dtype=_get_scalar_dtype(), device=p.device) |
| if group["capturable"] |
| else torch.tensor(0.0, dtype=_get_scalar_dtype()) |
| ) |
| state["exp_avg"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| state["exp_inf"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| |
| exp_avgs.append(state["exp_avg"]) |
| exp_infs.append(state["exp_inf"]) |
| state_steps.append(state["step"]) |
| |
| return has_complex |
| |
| @_use_grad_for_differentiable |
| def step(self, closure=None): |
| """Performs a single optimization step. |
| |
| Args: |
| closure (Callable, optional): A closure that reevaluates the model |
| and returns the loss. |
| """ |
| self._cuda_graph_capture_health_check() |
| |
| loss = None |
| if closure is not None: |
| with torch.enable_grad(): |
| loss = closure() |
| |
| for group in self.param_groups: |
| params_with_grad: List[Tensor] = [] |
| grads: List[Tensor] = [] |
| exp_avgs: List[Tensor] = [] |
| exp_infs: List[Tensor] = [] |
| state_steps: List[Tensor] = [] |
| |
| beta1, beta2 = group["betas"] |
| eps = group["eps"] |
| lr = group["lr"] |
| weight_decay = group["weight_decay"] |
| foreach = group["foreach"] |
| maximize = group["maximize"] |
| differentiable = group["differentiable"] |
| capturable = group["capturable"] |
| |
| has_complex = self._init_group( |
| group, params_with_grad, grads, exp_avgs, exp_infs, state_steps |
| ) |
| |
| adamax( |
| params_with_grad, |
| grads, |
| exp_avgs, |
| exp_infs, |
| state_steps, |
| eps=eps, |
| beta1=beta1, |
| beta2=beta2, |
| lr=lr, |
| weight_decay=weight_decay, |
| foreach=foreach, |
| maximize=maximize, |
| differentiable=differentiable, |
| capturable=capturable, |
| has_complex=has_complex, |
| ) |
| |
| return loss |
| |
| |
| Adamax.__doc__ = ( |
| r"""Implements Adamax algorithm (a variant of Adam based on infinity norm). |
| |
| .. math:: |
| \begin{aligned} |
| &\rule{110mm}{0.4pt} \\ |
| &\textbf{input} : \gamma \text{ (lr)}, \beta_1, \beta_2 |
| \text{ (betas)},\theta_0 \text{ (params)},f(\theta) \text{ (objective)}, |
| \: \lambda \text{ (weight decay)}, \\ |
| &\hspace{13mm} \epsilon \text{ (epsilon)} \\ |
| &\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)}, |
| u_0 \leftarrow 0 \text{ ( infinity norm)} \\[-1.ex] |
| &\rule{110mm}{0.4pt} \\ |
| &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\ |
| &\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\ |
| &\hspace{5mm}if \: \lambda \neq 0 \\ |
| &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\ |
| &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\ |
| &\hspace{5mm}u_t \leftarrow \mathrm{max}(\beta_2 u_{t-1}, |g_{t}|+\epsilon) \\ |
| &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \frac{\gamma m_t}{(1-\beta^t_1) u_t} \\ |
| &\rule{110mm}{0.4pt} \\[-1.ex] |
| &\bf{return} \: \theta_t \\[-1.ex] |
| &\rule{110mm}{0.4pt} \\[-1.ex] |
| \end{aligned} |
| |
| For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_. |
| """ |
| + rf""" |
| Args: |
| params (iterable): iterable of parameters to optimize or dicts defining |
| parameter groups |
| lr (float, optional): learning rate (default: 2e-3) |
| betas (Tuple[float, float], optional): coefficients used for computing |
| running averages of gradient and its square |
| eps (float, optional): term added to the denominator to improve |
| numerical stability (default: 1e-8) |
| weight_decay (float, optional): weight decay (L2 penalty) (default: 0) |
| {_foreach_doc} |
| {_maximize_doc} |
| {_differentiable_doc} |
| {_capturable_doc} |
| |
| .. _Adam\: A Method for Stochastic Optimization: |
| https://arxiv.org/abs/1412.6980 |
| |
| """ |
| ) |
| |
| |
| def _single_tensor_adamax( |
| params: List[Tensor], |
| grads: List[Tensor], |
| exp_avgs: List[Tensor], |
| exp_infs: List[Tensor], |
| state_steps: List[Tensor], |
| *, |
| eps: float, |
| beta1: float, |
| beta2: float, |
| lr: float, |
| weight_decay: float, |
| maximize: bool, |
| differentiable: bool, |
| capturable: bool, |
| has_complex: bool, |
| ): |
| for i, param in enumerate(params): |
| grad = grads[i] |
| grad = grad if not maximize else -grad |
| exp_avg = exp_avgs[i] |
| exp_inf = exp_infs[i] |
| step_t = state_steps[i] |
| |
| # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] |
| if not torch.compiler.is_compiling() and capturable: |
| capturable_supported_devices = _get_capturable_supported_devices() |
| assert ( |
| param.device.type == step_t.device.type |
| and param.device.type in capturable_supported_devices |
| ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." |
| |
| # update step |
| step_t += 1 |
| |
| if weight_decay != 0: |
| grad = grad.add(param, alpha=weight_decay) |
| |
| if torch.is_complex(param): |
| param = torch.view_as_real(param) |
| grad = torch.view_as_real(grad) |
| exp_avg = torch.view_as_real(exp_avg) |
| exp_inf = torch.view_as_real(exp_inf) |
| |
| # Update biased first moment estimate. |
| exp_avg.lerp_(grad, 1 - beta1) |
| # Update the exponentially weighted infinity norm. |
| if not differentiable: |
| torch.maximum( |
| exp_inf.mul_(beta2), |
| grad.abs().add_(eps), |
| out=exp_inf, |
| ) |
| else: |
| norm_buf = torch.cat( |
| [exp_inf.mul_(beta2).unsqueeze(0), grad.abs().add_(eps).unsqueeze_(0)], |
| 0, |
| ) |
| exp_inf.copy_(torch.amax(norm_buf, 0, keepdim=False)) |
| |
| if capturable: |
| # why jump through extra hoops and negate bias_correction? check out #121238 |
| # once fixed, we should use bias_correction with addcdiv value=-1 for readability |
| neg_bias_correction = beta1**step_t - 1 |
| neg_bias_correction.div_(lr) |
| denom = exp_inf * neg_bias_correction |
| param.addcdiv_(exp_avg, denom) |
| else: |
| bias_correction = 1 - beta1 ** _get_value(step_t) |
| clr = lr / bias_correction |
| |
| param.addcdiv_(exp_avg, exp_inf, value=-clr) |
| |
| |
| def _multi_tensor_adamax( |
| params: List[Tensor], |
| grads: List[Tensor], |
| exp_avgs: List[Tensor], |
| exp_infs: List[Tensor], |
| state_steps: List[Tensor], |
| *, |
| eps: float, |
| beta1: float, |
| beta2: float, |
| lr: float, |
| weight_decay: float, |
| maximize: bool, |
| differentiable: bool, |
| capturable: bool, |
| has_complex: bool, |
| ): |
| assert not differentiable, "_foreach ops don't support autograd" |
| |
| if len(params) == 0: |
| return |
| |
| # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] |
| if not torch.compiler.is_compiling() and capturable: |
| capturable_supported_devices = _get_capturable_supported_devices( |
| supports_xla=False |
| ) |
| assert all( |
| p.device.type == step.device.type |
| and p.device.type in capturable_supported_devices |
| for p, step in zip(params, state_steps) |
| ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." |
| |
| grouped_tensors = Optimizer._group_tensors_by_device_and_dtype( |
| [params, grads, exp_avgs, exp_infs, state_steps] |
| ) |
| for ( |
| grouped_params, |
| grouped_grads, |
| grouped_exp_avgs, |
| grouped_exp_infs, |
| grouped_state_steps, |
| ), _ in grouped_tensors.values(): |
| if has_complex: |
| _view_as_real( |
| grouped_params, grouped_grads, grouped_exp_avgs, grouped_exp_infs |
| ) |
| |
| if maximize: |
| grouped_grads = torch._foreach_neg(grouped_grads) # type: ignore[assignment] |
| |
| # Update steps |
| # If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over |
| # and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just |
| # wrapped it once now. The alpha is required to assure we go to the right overload. |
| if grouped_state_steps[0].is_cpu: |
| torch._foreach_add_( |
| grouped_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0 |
| ) |
| else: |
| torch._foreach_add_(grouped_state_steps, 1) |
| |
| if weight_decay != 0: |
| if maximize: |
| # Re-use the intermediate memory (grouped_grads) already allocated for maximize |
| torch._foreach_add_(grouped_grads, grouped_params, alpha=weight_decay) |
| else: |
| grouped_grads = torch._foreach_add( # type: ignore[assignment] |
| grouped_grads, grouped_params, alpha=weight_decay |
| ) |
| |
| # Update biased first moment estimate. |
| torch._foreach_lerp_(grouped_exp_avgs, grouped_grads, 1 - beta1) |
| |
| # Update the exponentially weighted infinity norm. |
| torch._foreach_mul_(grouped_exp_infs, beta2) |
| |
| # in this case, we need to introduce a copy of the grads |
| # since one has not been introduced previously |
| if not maximize and weight_decay == 0: |
| grouped_grads = torch._foreach_abs(grouped_grads) # type: ignore[assignment] |
| else: |
| torch._foreach_abs_(grouped_grads) |
| |
| torch._foreach_add_(grouped_grads, eps) |
| torch._foreach_maximum_(grouped_exp_infs, grouped_grads) |
| |
| bias_corrections: Union[Tuple[Tensor, ...], List[Tensor]] |
| if capturable: |
| bias_corrections = torch._foreach_pow(beta1, grouped_state_steps) |
| # foreach_sub doesn't allow a scalar as the first arg |
| torch._foreach_sub_(bias_corrections, 1) |
| torch._foreach_div_(bias_corrections, lr) |
| |
| denom = torch._foreach_mul(grouped_exp_infs, bias_corrections) |
| torch._foreach_addcdiv_(grouped_params, grouped_exp_avgs, denom) |
| else: |
| bias_corrections = [ |
| 1 - beta1 ** _get_value(step) for step in grouped_state_steps |
| ] |
| step_size = [(_get_value(lr) / bc) * -1 for bc in bias_corrections] |
| torch._foreach_addcdiv_( |
| grouped_params, grouped_exp_avgs, grouped_exp_infs, step_size |
| ) |
| |
| |
| @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_adamax) |
| def adamax( |
| params: List[Tensor], |
| grads: List[Tensor], |
| exp_avgs: List[Tensor], |
| exp_infs: List[Tensor], |
| state_steps: List[Tensor], |
| # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627 |
| # setting this as kwarg for now as functional API is compiled by torch/distributed/optim |
| foreach: Optional[bool] = None, |
| maximize: bool = False, |
| differentiable: bool = False, |
| capturable: bool = False, |
| has_complex: bool = False, |
| *, |
| eps: float, |
| beta1: float, |
| beta2: float, |
| lr: float, |
| weight_decay: float, |
| ): |
| r"""Functional API that performs adamax algorithm computation. |
| |
| See :class:`~torch.optim.Adamax` for details. |
| """ |
| |
| if not torch.compiler.is_compiling() and not all( |
| isinstance(t, torch.Tensor) for t in state_steps |
| ): |
| raise RuntimeError( |
| "API has changed, `state_steps` argument must contain a list of singleton tensors" |
| ) |
| |
| if foreach is None: |
| _, foreach = _default_to_fused_or_foreach( |
| params, differentiable, use_fused=False |
| ) |
| |
| if foreach and torch.jit.is_scripting(): |
| raise RuntimeError("torch.jit.script not supported with foreach optimizers") |
| |
| if foreach and not torch.jit.is_scripting(): |
| func = _multi_tensor_adamax |
| else: |
| func = _single_tensor_adamax |
| |
| func( |
| params, |
| grads, |
| exp_avgs, |
| exp_infs, |
| state_steps, |
| eps=eps, |
| beta1=beta1, |
| beta2=beta2, |
| lr=lr, |
| weight_decay=weight_decay, |
| maximize=maximize, |
| differentiable=differentiable, |
| has_complex=has_complex, |
| capturable=capturable, |
| ) |