| from typing import List, Optional |
| |
| 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, |
| _maximize_doc, |
| _use_grad_for_differentiable, |
| _view_as_real, |
| Optimizer, |
| ParamsT, |
| ) |
| |
| __all__ = ["RMSprop", "rmsprop"] |
| |
| |
| class RMSprop(Optimizer): |
| def __init__( |
| self, |
| params: ParamsT, |
| lr: float = 1e-2, |
| alpha: float = 0.99, |
| eps: float = 1e-8, |
| weight_decay: float = 0, |
| momentum: float = 0, |
| centered=False, |
| capturable=False, |
| foreach: Optional[bool] = None, |
| maximize: bool = False, |
| differentiable: 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 <= momentum: |
| raise ValueError(f"Invalid momentum value: {momentum}") |
| if not 0.0 <= weight_decay: |
| raise ValueError(f"Invalid weight_decay value: {weight_decay}") |
| if not 0.0 <= alpha: |
| raise ValueError(f"Invalid alpha value: {alpha}") |
| |
| defaults = dict( |
| lr=lr, |
| momentum=momentum, |
| alpha=alpha, |
| eps=eps, |
| centered=centered, |
| weight_decay=weight_decay, |
| capturable=capturable, |
| foreach=foreach, |
| maximize=maximize, |
| differentiable=differentiable, |
| ) |
| super().__init__(params, defaults) |
| |
| def __setstate__(self, state): |
| super().__setstate__(state) |
| for group in self.param_groups: |
| group.setdefault("momentum", 0) |
| group.setdefault("centered", False) |
| 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, |
| square_avgs, |
| momentum_buffer_list, |
| grad_avgs, |
| 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("RMSprop 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.zeros((), dtype=_get_scalar_dtype()) |
| ) |
| state["square_avg"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| if group["momentum"] > 0: |
| state["momentum_buffer"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| if group["centered"]: |
| state["grad_avg"] = torch.zeros_like( |
| p, memory_format=torch.preserve_format |
| ) |
| square_avgs.append(state["square_avg"]) |
| state_steps.append(state["step"]) |
| |
| if group["momentum"] > 0: |
| momentum_buffer_list.append(state["momentum_buffer"]) |
| if group["centered"]: |
| grad_avgs.append(state["grad_avg"]) |
| |
| 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] = [] |
| square_avgs: List[Tensor] = [] |
| grad_avgs: List[Tensor] = [] |
| momentum_buffer_list: List[Tensor] = [] |
| state_steps: List[Tensor] = [] |
| |
| has_complex = self._init_group( |
| group, |
| params_with_grad, |
| grads, |
| square_avgs, |
| momentum_buffer_list, |
| grad_avgs, |
| state_steps, |
| ) |
| |
| rmsprop( |
| params_with_grad, |
| grads, |
| square_avgs, |
| grad_avgs, |
| momentum_buffer_list, |
| state_steps, |
| lr=group["lr"], |
| alpha=group["alpha"], |
| eps=group["eps"], |
| weight_decay=group["weight_decay"], |
| momentum=group["momentum"], |
| centered=group["centered"], |
| foreach=group["foreach"], |
| maximize=group["maximize"], |
| differentiable=group["differentiable"], |
| capturable=group["capturable"], |
| has_complex=has_complex, |
| ) |
| |
| return loss |
| |
| |
| RMSprop.__doc__ = ( |
| r"""Implements RMSprop algorithm. |
| |
| .. math:: |
| \begin{aligned} |
| &\rule{110mm}{0.4pt} \\ |
| &\textbf{input} : \alpha \text{ (alpha)},\: \gamma \text{ (lr)}, |
| \: \theta_0 \text{ (params)}, \: f(\theta) \text{ (objective)} \\ |
| &\hspace{13mm} \lambda \text{ (weight decay)},\: \mu \text{ (momentum)},\: centered\\ |
| &\textbf{initialize} : v_0 \leftarrow 0 \text{ (square average)}, \: |
| \textbf{b}_0 \leftarrow 0 \text{ (buffer)}, \: g^{ave}_0 \leftarrow 0 \\[-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}v_t \leftarrow \alpha v_{t-1} + (1 - \alpha) g^2_t |
| \hspace{8mm} \\ |
| &\hspace{5mm} \tilde{v_t} \leftarrow v_t \\ |
| &\hspace{5mm}if \: centered \\ |
| &\hspace{10mm} g^{ave}_t \leftarrow g^{ave}_{t-1} \alpha + (1-\alpha) g_t \\ |
| &\hspace{10mm} \tilde{v_t} \leftarrow \tilde{v_t} - \big(g^{ave}_{t} \big)^2 \\ |
| &\hspace{5mm}if \: \mu > 0 \\ |
| &\hspace{10mm} \textbf{b}_t\leftarrow \mu \textbf{b}_{t-1} + |
| g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \\ |
| &\hspace{10mm} \theta_t \leftarrow \theta_{t-1} - \gamma \textbf{b}_t \\ |
| &\hspace{5mm} else \\ |
| &\hspace{10mm}\theta_t \leftarrow \theta_{t-1} - |
| \gamma g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \hspace{3mm} \\ |
| &\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 |
| `lecture notes <https://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_ by G. Hinton. |
| and centered version `Generating Sequences |
| With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_. |
| The implementation here takes the square root of the gradient average before |
| adding epsilon (note that TensorFlow interchanges these two operations). The effective |
| learning rate is thus :math:`\gamma/(\sqrt{v} + \epsilon)` where :math:`\gamma` |
| is the scheduled learning rate and :math:`v` is the weighted moving average |
| of the squared gradient. |
| """ |
| + rf""" |
| Args: |
| params (iterable): iterable of parameters to optimize or dicts defining |
| parameter groups |
| lr (float, optional): learning rate (default: 1e-2) |
| momentum (float, optional): momentum factor (default: 0) |
| alpha (float, optional): smoothing constant (default: 0.99) |
| eps (float, optional): term added to the denominator to improve |
| numerical stability (default: 1e-8) |
| centered (bool, optional) : if ``True``, compute the centered RMSProp, |
| the gradient is normalized by an estimation of its variance |
| weight_decay (float, optional): weight decay (L2 penalty) (default: 0) |
| {_foreach_doc} |
| {_maximize_doc} |
| {_capturable_doc} |
| {_differentiable_doc} |
| |
| """ |
| ) |
| |
| |
| def _single_tensor_rmsprop( |
| params: List[Tensor], |
| grads: List[Tensor], |
| square_avgs: List[Tensor], |
| grad_avgs: List[Tensor], |
| momentum_buffer_list: List[Tensor], |
| state_steps: List[Tensor], |
| *, |
| lr: float, |
| alpha: float, |
| eps: float, |
| weight_decay: float, |
| momentum: float, |
| centered: bool, |
| maximize: bool, |
| differentiable: bool, |
| capturable: bool, |
| has_complex: bool, |
| ): |
| for i, param in enumerate(params): |
| step = 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.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}." |
| |
| grad = grads[i] |
| grad = grad if not maximize else -grad |
| square_avg = square_avgs[i] |
| |
| step += 1 |
| |
| if weight_decay != 0: |
| grad = grad.add(param, alpha=weight_decay) |
| |
| is_complex_param = torch.is_complex(param) |
| if is_complex_param: |
| param = torch.view_as_real(param) |
| grad = torch.view_as_real(grad) |
| square_avg = torch.view_as_real(square_avg) |
| |
| square_avg.mul_(alpha).addcmul_(grad, grad, value=1 - alpha) |
| |
| if centered: |
| grad_avg = grad_avgs[i] |
| if is_complex_param: |
| grad_avg = torch.view_as_real(grad_avg) |
| grad_avg.lerp_(grad, 1 - alpha) |
| avg = square_avg.addcmul(grad_avg, grad_avg, value=-1).sqrt_() |
| else: |
| avg = square_avg.sqrt() |
| |
| if differentiable: |
| avg = avg.add(eps) |
| else: |
| avg = avg.add_(eps) |
| |
| if momentum > 0: |
| buf = momentum_buffer_list[i] |
| if is_complex_param: |
| buf = torch.view_as_real(buf) |
| buf.mul_(momentum).addcdiv_(grad, avg) |
| param.add_(buf, alpha=-lr) |
| else: |
| param.addcdiv_(grad, avg, value=-lr) |
| |
| |
| def _multi_tensor_rmsprop( |
| params: List[Tensor], |
| grads: List[Tensor], |
| square_avgs: List[Tensor], |
| grad_avgs: List[Tensor], |
| momentum_buffer_list: List[Tensor], |
| state_steps: List[Tensor], |
| *, |
| lr: float, |
| alpha: float, |
| eps: float, |
| weight_decay: float, |
| momentum: float, |
| centered: bool, |
| maximize: bool, |
| differentiable: bool, |
| capturable: bool, |
| has_complex: bool, |
| ): |
| if len(params) == 0: |
| return |
| |
| assert not differentiable, "_foreach ops don't support autograd" |
| |
| # 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 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, square_avgs, grad_avgs, momentum_buffer_list, state_steps] |
| ) |
| for ( |
| ( |
| grouped_params, |
| grouped_grads, |
| grouped_square_avgs, |
| grouped_grad_avgs, |
| grouped_momentum_buffer_list, |
| grouped_state_steps, |
| ) |
| ), _ in grouped_tensors.values(): |
| if has_complex: |
| state_and_grads = [grouped_grads, grouped_square_avgs] |
| if momentum > 0: |
| state_and_grads.append(grouped_momentum_buffer_list) |
| if centered: |
| state_and_grads.append(grouped_grad_avgs) |
| _view_as_real(grouped_params, *state_and_grads) |
| |
| 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: |
| # Re-use the intermediate memory (grouped_grads) already allocated for maximize |
| if 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 |
| ) |
| |
| torch._foreach_mul_(grouped_square_avgs, alpha) |
| torch._foreach_addcmul_( |
| grouped_square_avgs, grouped_grads, grouped_grads, value=1 - alpha |
| ) |
| |
| if centered: |
| torch._foreach_lerp_(grouped_grad_avgs, grouped_grads, 1 - alpha) |
| avg = torch._foreach_addcmul( |
| grouped_square_avgs, grouped_grad_avgs, grouped_grad_avgs, value=-1 |
| ) |
| torch._foreach_sqrt_(avg) |
| torch._foreach_add_(avg, eps) |
| else: |
| avg = torch._foreach_sqrt(grouped_square_avgs) |
| torch._foreach_add_(avg, eps) |
| |
| if momentum > 0: |
| torch._foreach_mul_(grouped_momentum_buffer_list, momentum) |
| torch._foreach_addcdiv_(grouped_momentum_buffer_list, grouped_grads, avg) |
| # If LR is a tensor, the else branch will internally call item() |
| # which will cause silent incorrectness if we are capturing |
| if capturable and isinstance(lr, torch.Tensor): |
| momentum_lr = torch._foreach_mul(grouped_momentum_buffer_list, -lr) |
| torch._foreach_add_(grouped_params, momentum_lr) |
| else: |
| torch._foreach_add_( |
| grouped_params, grouped_momentum_buffer_list, alpha=-lr |
| ) |
| else: |
| # If LR is a tensor, the else branch will internally call item() |
| # which will cause silent incorrectness if we are capturing |
| if capturable and isinstance(lr, torch.Tensor): |
| torch._foreach_div_(avg, -lr) |
| torch._foreach_addcdiv_(grouped_params, grouped_grads, avg) |
| else: |
| torch._foreach_addcdiv_(grouped_params, grouped_grads, avg, value=-lr) |
| |
| |
| @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_rmsprop) |
| def rmsprop( |
| params: List[Tensor], |
| grads: List[Tensor], |
| square_avgs: List[Tensor], |
| grad_avgs: List[Tensor], |
| momentum_buffer_list: 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, |
| *, |
| lr: float, |
| alpha: float, |
| eps: float, |
| weight_decay: float, |
| momentum: float, |
| centered: bool, |
| ): |
| r"""Functional API that performs rmsprop algorithm computation. |
| See :class:`~torch.optim.RMSProp` for details. |
| """ |
| # this check is slow during compilation, so we skip it |
| # if it's strictly needed we can add this check back in dynamo |
| 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_rmsprop |
| else: |
| func = _single_tensor_rmsprop |
| |
| func( |
| params, |
| grads, |
| square_avgs, |
| grad_avgs, |
| momentum_buffer_list, |
| state_steps, |
| lr=lr, |
| alpha=alpha, |
| eps=eps, |
| weight_decay=weight_decay, |
| momentum=momentum, |
| centered=centered, |
| maximize=maximize, |
| capturable=capturable, |
| differentiable=differentiable, |
| has_complex=has_complex, |
| ) |