adamw.py 18 KB

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  1. import math
  2. import torch
  3. from torch import Tensor
  4. from .optimizer import Optimizer
  5. from typing import List, Optional
  6. class AdamW(Optimizer):
  7. r"""Implements AdamW algorithm.
  8. .. math::
  9. \begin{aligned}
  10. &\rule{110mm}{0.4pt} \\
  11. &\textbf{input} : \gamma \text{(lr)}, \: \beta_1, \beta_2
  12. \text{(betas)}, \: \theta_0 \text{(params)}, \: f(\theta) \text{(objective)},
  13. \: \epsilon \text{ (epsilon)} \\
  14. &\hspace{13mm} \lambda \text{(weight decay)}, \: \textit{amsgrad},
  15. \: \textit{maximize} \\
  16. &\textbf{initialize} : m_0 \leftarrow 0 \text{ (first moment)}, v_0 \leftarrow 0
  17. \text{ ( second moment)}, \: \widehat{v_0}^{max}\leftarrow 0 \\[-1.ex]
  18. &\rule{110mm}{0.4pt} \\
  19. &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
  20. &\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
  21. &\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
  22. &\hspace{5mm}\textbf{else} \\
  23. &\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
  24. &\hspace{5mm} \theta_t \leftarrow \theta_{t-1} - \gamma \lambda \theta_{t-1} \\
  25. &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
  26. &\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
  27. &\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
  28. &\hspace{5mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
  29. &\hspace{5mm}\textbf{if} \: amsgrad \\
  30. &\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
  31. \widehat{v_t}) \\
  32. &\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
  33. \big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big) \\
  34. &\hspace{5mm}\textbf{else} \\
  35. &\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
  36. \big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
  37. &\rule{110mm}{0.4pt} \\[-1.ex]
  38. &\bf{return} \: \theta_t \\[-1.ex]
  39. &\rule{110mm}{0.4pt} \\[-1.ex]
  40. \end{aligned}
  41. For further details regarding the algorithm we refer to `Decoupled Weight Decay Regularization`_.
  42. Args:
  43. params (iterable): iterable of parameters to optimize or dicts defining
  44. parameter groups
  45. lr (float, optional): learning rate (default: 1e-3)
  46. betas (Tuple[float, float], optional): coefficients used for computing
  47. running averages of gradient and its square (default: (0.9, 0.999))
  48. eps (float, optional): term added to the denominator to improve
  49. numerical stability (default: 1e-8)
  50. weight_decay (float, optional): weight decay coefficient (default: 1e-2)
  51. amsgrad (boolean, optional): whether to use the AMSGrad variant of this
  52. algorithm from the paper `On the Convergence of Adam and Beyond`_
  53. (default: False)
  54. maximize (bool, optional): maximize the params based on the objective, instead of
  55. minimizing (default: False)
  56. foreach (bool, optional): whether foreach implementation of optimizer
  57. is used (default: None)
  58. capturable (bool, optional): whether this instance is safe to capture in a CUDA graph.
  59. Passing True can impair ungraphed performance, so if you don't intend to
  60. graph capture this instance, leave it False (default: False)
  61. .. _Decoupled Weight Decay Regularization:
  62. https://arxiv.org/abs/1711.05101
  63. .. _On the Convergence of Adam and Beyond:
  64. https://openreview.net/forum?id=ryQu7f-RZ
  65. """
  66. def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
  67. weight_decay=1e-2, amsgrad=False, *, maximize: bool = False,
  68. foreach: Optional[bool] = None,
  69. capturable: bool = False):
  70. if not 0.0 <= lr:
  71. raise ValueError("Invalid learning rate: {}".format(lr))
  72. if not 0.0 <= eps:
  73. raise ValueError("Invalid epsilon value: {}".format(eps))
  74. if not 0.0 <= betas[0] < 1.0:
  75. raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
  76. if not 0.0 <= betas[1] < 1.0:
  77. raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
  78. if not 0.0 <= weight_decay:
  79. raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
  80. defaults = dict(lr=lr, betas=betas, eps=eps,
  81. weight_decay=weight_decay, amsgrad=amsgrad,
  82. foreach=foreach, maximize=maximize, capturable=capturable)
  83. super(AdamW, self).__init__(params, defaults)
  84. def __setstate__(self, state):
  85. super().__setstate__(state)
  86. for group in self.param_groups:
  87. group.setdefault('amsgrad', False)
  88. group.setdefault('maximize', False)
  89. group.setdefault('foreach', None)
  90. group.setdefault('capturable', False)
  91. state_values = list(self.state.values())
  92. step_is_tensor = (len(state_values) != 0) and torch.is_tensor(state_values[0]['step'])
  93. if not step_is_tensor:
  94. for s in state_values:
  95. s['step'] = torch.tensor(float(s['step']))
  96. @torch.no_grad()
  97. def step(self, closure=None):
  98. """Performs a single optimization step.
  99. Args:
  100. closure (callable, optional): A closure that reevaluates the model
  101. and returns the loss.
  102. """
  103. self._cuda_graph_capture_health_check()
  104. loss = None
  105. if closure is not None:
  106. with torch.enable_grad():
  107. loss = closure()
  108. for group in self.param_groups:
  109. params_with_grad = []
  110. grads = []
  111. exp_avgs = []
  112. exp_avg_sqs = []
  113. max_exp_avg_sqs = []
  114. state_steps = []
  115. amsgrad = group['amsgrad']
  116. beta1, beta2 = group['betas']
  117. for p in group['params']:
  118. if p.grad is None:
  119. continue
  120. params_with_grad.append(p)
  121. if p.grad.is_sparse:
  122. raise RuntimeError('AdamW does not support sparse gradients')
  123. grads.append(p.grad)
  124. state = self.state[p]
  125. # State initialization
  126. if len(state) == 0:
  127. state['step'] = torch.zeros((1,), dtype=torch.float, device=p.device) \
  128. if self.defaults['capturable'] else torch.tensor(0.)
  129. # Exponential moving average of gradient values
  130. state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  131. # Exponential moving average of squared gradient values
  132. state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  133. if amsgrad:
  134. # Maintains max of all exp. moving avg. of sq. grad. values
  135. state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  136. exp_avgs.append(state['exp_avg'])
  137. exp_avg_sqs.append(state['exp_avg_sq'])
  138. if amsgrad:
  139. max_exp_avg_sqs.append(state['max_exp_avg_sq'])
  140. state_steps.append(state['step'])
  141. adamw(params_with_grad,
  142. grads,
  143. exp_avgs,
  144. exp_avg_sqs,
  145. max_exp_avg_sqs,
  146. state_steps,
  147. amsgrad=amsgrad,
  148. beta1=beta1,
  149. beta2=beta2,
  150. lr=group['lr'],
  151. weight_decay=group['weight_decay'],
  152. eps=group['eps'],
  153. maximize=group['maximize'],
  154. foreach=group['foreach'],
  155. capturable=group['capturable'])
  156. return loss
  157. def adamw(params: List[Tensor],
  158. grads: List[Tensor],
  159. exp_avgs: List[Tensor],
  160. exp_avg_sqs: List[Tensor],
  161. max_exp_avg_sqs: List[Tensor],
  162. state_steps: List[Tensor],
  163. # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
  164. # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
  165. foreach: bool = None,
  166. capturable: bool = False,
  167. *,
  168. amsgrad: bool,
  169. beta1: float,
  170. beta2: float,
  171. lr: float,
  172. weight_decay: float,
  173. eps: float,
  174. maximize: bool):
  175. r"""Functional API that performs AdamW algorithm computation.
  176. See :class:`~torch.optim.AdamW` for details.
  177. """
  178. if not all([isinstance(t, torch.Tensor) for t in state_steps]):
  179. raise RuntimeError("API has changed, `state_steps` argument must contain a list of singleton tensors")
  180. if foreach is None:
  181. # Placeholder for more complex foreach logic to be added when value is not set
  182. foreach = False
  183. if foreach and torch.jit.is_scripting():
  184. raise RuntimeError('torch.jit.script not supported with foreach optimizers')
  185. if foreach and not torch.jit.is_scripting():
  186. func = _multi_tensor_adamw
  187. else:
  188. func = _single_tensor_adamw
  189. func(params,
  190. grads,
  191. exp_avgs,
  192. exp_avg_sqs,
  193. max_exp_avg_sqs,
  194. state_steps,
  195. amsgrad=amsgrad,
  196. beta1=beta1,
  197. beta2=beta2,
  198. lr=lr,
  199. weight_decay=weight_decay,
  200. eps=eps,
  201. maximize=maximize,
  202. capturable=capturable)
  203. def _single_tensor_adamw(params: List[Tensor],
  204. grads: List[Tensor],
  205. exp_avgs: List[Tensor],
  206. exp_avg_sqs: List[Tensor],
  207. max_exp_avg_sqs: List[Tensor],
  208. state_steps: List[Tensor],
  209. *,
  210. amsgrad: bool,
  211. beta1: float,
  212. beta2: float,
  213. lr: float,
  214. weight_decay: float,
  215. eps: float,
  216. maximize: bool,
  217. capturable: bool):
  218. for i, param in enumerate(params):
  219. grad = grads[i] if not maximize else -grads[i]
  220. exp_avg = exp_avgs[i]
  221. exp_avg_sq = exp_avg_sqs[i]
  222. step_t = state_steps[i]
  223. if capturable:
  224. assert param.is_cuda and step_t.is_cuda, "If capturable=True, params and state_steps must be CUDA tensors."
  225. # update step
  226. step_t += 1
  227. # Perform stepweight decay
  228. param.mul_(1 - lr * weight_decay)
  229. # Decay the first and second moment running average coefficient
  230. exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
  231. exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
  232. if capturable:
  233. step = step_t
  234. # 1 - beta1 ** step can't be captured in a CUDA graph, even if step is a CUDA tensor
  235. # (incurs "RuntimeError: CUDA error: operation not permitted when stream is capturing")
  236. bias_correction1 = 1 - torch.pow(beta1, step)
  237. bias_correction2 = 1 - torch.pow(beta2, step)
  238. step_size = lr / bias_correction1
  239. step_size_neg = step_size.neg()
  240. bias_correction2_sqrt = bias_correction2.sqrt()
  241. if amsgrad:
  242. # Maintains the maximum of all 2nd moment running avg. till now
  243. torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
  244. # Uses the max. for normalizing running avg. of gradient
  245. # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
  246. # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
  247. denom = (max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
  248. else:
  249. denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
  250. param.addcdiv_(exp_avg, denom)
  251. else:
  252. step = step_t.item()
  253. bias_correction1 = 1 - beta1 ** step
  254. bias_correction2 = 1 - beta2 ** step
  255. step_size = lr / bias_correction1
  256. bias_correction2_sqrt = math.sqrt(bias_correction2)
  257. if amsgrad:
  258. # Maintains the maximum of all 2nd moment running avg. till now
  259. torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
  260. # Use the max. for normalizing running avg. of gradient
  261. denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
  262. else:
  263. denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
  264. param.addcdiv_(exp_avg, denom, value=-step_size)
  265. def _multi_tensor_adamw(params: List[Tensor],
  266. grads: List[Tensor],
  267. exp_avgs: List[Tensor],
  268. exp_avg_sqs: List[Tensor],
  269. max_exp_avg_sqs: List[Tensor],
  270. state_steps: List[Tensor],
  271. *,
  272. amsgrad: bool,
  273. beta1: float,
  274. beta2: float,
  275. lr: float,
  276. weight_decay: float,
  277. eps: float,
  278. maximize: bool,
  279. capturable: bool):
  280. if len(params) == 0:
  281. return
  282. if capturable:
  283. assert all(p.is_cuda and step.is_cuda for p, step in zip(params, state_steps)), \
  284. "If capturable=True, params and state_steps must be CUDA tensors."
  285. if maximize:
  286. grads = torch._foreach_neg(tuple(grads)) # type: ignore[assignment]
  287. # update steps
  288. torch._foreach_add_(state_steps, 1)
  289. # Perform stepweight decay
  290. torch._foreach_mul_(params, 1 - lr * weight_decay)
  291. # Decay the first and second moment running average coefficient
  292. torch._foreach_mul_(exp_avgs, beta1)
  293. torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)
  294. torch._foreach_mul_(exp_avg_sqs, beta2)
  295. torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)
  296. if capturable:
  297. # TODO: use foreach_pow if/when foreach_pow is added
  298. bias_correction1 = [torch.pow(beta1, step) for step in state_steps]
  299. bias_correction2 = [torch.pow(beta2, step) for step in state_steps]
  300. # foreach_sub doesn't allow a scalar as the first arg
  301. torch._foreach_sub_(bias_correction1, 1)
  302. torch._foreach_sub_(bias_correction2, 1)
  303. torch._foreach_neg_(bias_correction1)
  304. torch._foreach_neg_(bias_correction2)
  305. # foreach_div doesn't allow a scalar as the first arg
  306. step_size = torch._foreach_div(bias_correction1, lr)
  307. torch._foreach_reciprocal_(step_size)
  308. torch._foreach_neg_(step_size)
  309. bias_correction2_sqrt = torch._foreach_sqrt(bias_correction2)
  310. if amsgrad:
  311. # Maintains the maximum of all 2nd moment running avg. till now
  312. max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
  313. # Use the max. for normalizing running avg. of gradient
  314. max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
  315. # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
  316. # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
  317. torch._foreach_div_(max_exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
  318. eps_over_step_size = torch._foreach_div(step_size, eps)
  319. torch._foreach_reciprocal_(eps_over_step_size)
  320. denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps_over_step_size)
  321. else:
  322. exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
  323. torch._foreach_div_(exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
  324. eps_over_step_size = torch._foreach_div(step_size, eps)
  325. torch._foreach_reciprocal_(eps_over_step_size)
  326. denom = torch._foreach_add(exp_avg_sq_sqrt, eps_over_step_size)
  327. torch._foreach_addcdiv_(params, exp_avgs, denom)
  328. else:
  329. bias_correction1 = [1 - beta1 ** step.item() for step in state_steps]
  330. bias_correction2 = [1 - beta2 ** step.item() for step in state_steps]
  331. step_size = [(lr / bc) * -1 for bc in bias_correction1]
  332. bias_correction2_sqrt = [math.sqrt(bc) for bc in bias_correction2]
  333. if amsgrad:
  334. # Maintains the maximum of all 2nd moment running avg. till now
  335. max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
  336. # Use the max. for normalizing running avg. of gradient
  337. max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
  338. torch._foreach_div_(max_exp_avg_sq_sqrt, bias_correction2_sqrt)
  339. denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps)
  340. else:
  341. exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
  342. torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
  343. denom = torch._foreach_add(exp_avg_sq_sqrt, eps)
  344. torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)