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- import math
- import torch
- from torch import Tensor
- from .optimizer import Optimizer
- from typing import List, Optional
- class AdamW(Optimizer):
- r"""Implements AdamW algorithm.
- .. 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)},
- \: \epsilon \text{ (epsilon)} \\
- &\hspace{13mm} \lambda \text{(weight decay)}, \: \textit{amsgrad},
- \: \textit{maximize} \\
- &\textbf{initialize} : m_0 \leftarrow 0 \text{ (first moment)}, v_0 \leftarrow 0
- \text{ ( second moment)}, \: \widehat{v_0}^{max}\leftarrow 0 \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
- &\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm}\textbf{else} \\
- &\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm} \theta_t \leftarrow \theta_{t-1} - \gamma \lambda \theta_{t-1} \\
- &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
- &\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
- &\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
- &\hspace{5mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
- &\hspace{5mm}\textbf{if} \: amsgrad \\
- &\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
- \widehat{v_t}) \\
- &\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
- \big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big) \\
- &\hspace{5mm}\textbf{else} \\
- &\hspace{10mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
- \big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
- &\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 `Decoupled Weight Decay Regularization`_.
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- lr (float, optional): learning rate (default: 1e-3)
- betas (Tuple[float, float], optional): coefficients used for computing
- running averages of gradient and its square (default: (0.9, 0.999))
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-8)
- weight_decay (float, optional): weight decay coefficient (default: 1e-2)
- amsgrad (boolean, optional): whether to use the AMSGrad variant of this
- algorithm from the paper `On the Convergence of Adam and Beyond`_
- (default: False)
- maximize (bool, optional): maximize the params based on the objective, instead of
- minimizing (default: False)
- foreach (bool, optional): whether foreach implementation of optimizer
- is used (default: None)
- capturable (bool, optional): whether this instance is safe to capture in a CUDA graph.
- Passing True can impair ungraphed performance, so if you don't intend to
- graph capture this instance, leave it False (default: False)
- .. _Decoupled Weight Decay Regularization:
- https://arxiv.org/abs/1711.05101
- .. _On the Convergence of Adam and Beyond:
- https://openreview.net/forum?id=ryQu7f-RZ
- """
- def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
- weight_decay=1e-2, amsgrad=False, *, maximize: bool = False,
- foreach: Optional[bool] = None,
- capturable: bool = False):
- if not 0.0 <= lr:
- raise ValueError("Invalid learning rate: {}".format(lr))
- if not 0.0 <= eps:
- raise ValueError("Invalid epsilon value: {}".format(eps))
- if not 0.0 <= betas[0] < 1.0:
- raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
- if not 0.0 <= betas[1] < 1.0:
- raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
- if not 0.0 <= weight_decay:
- raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
- defaults = dict(lr=lr, betas=betas, eps=eps,
- weight_decay=weight_decay, amsgrad=amsgrad,
- foreach=foreach, maximize=maximize, capturable=capturable)
- super(AdamW, self).__init__(params, defaults)
- def __setstate__(self, state):
- super().__setstate__(state)
- for group in self.param_groups:
- group.setdefault('amsgrad', False)
- group.setdefault('maximize', False)
- group.setdefault('foreach', None)
- group.setdefault('capturable', False)
- state_values = list(self.state.values())
- step_is_tensor = (len(state_values) != 0) and torch.is_tensor(state_values[0]['step'])
- if not step_is_tensor:
- for s in state_values:
- s['step'] = torch.tensor(float(s['step']))
- @torch.no_grad()
- 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 = []
- grads = []
- exp_avgs = []
- exp_avg_sqs = []
- max_exp_avg_sqs = []
- state_steps = []
- amsgrad = group['amsgrad']
- beta1, beta2 = group['betas']
- for p in group['params']:
- if p.grad is None:
- continue
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError('AdamW does not support sparse gradients')
- grads.append(p.grad)
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state['step'] = torch.zeros((1,), dtype=torch.float, device=p.device) \
- if self.defaults['capturable'] else torch.tensor(0.)
- # Exponential moving average of gradient values
- state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- # Exponential moving average of squared gradient values
- state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- if amsgrad:
- # Maintains max of all exp. moving avg. of sq. grad. values
- state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
- exp_avgs.append(state['exp_avg'])
- exp_avg_sqs.append(state['exp_avg_sq'])
- if amsgrad:
- max_exp_avg_sqs.append(state['max_exp_avg_sq'])
- state_steps.append(state['step'])
- adamw(params_with_grad,
- grads,
- exp_avgs,
- exp_avg_sqs,
- max_exp_avg_sqs,
- state_steps,
- amsgrad=amsgrad,
- beta1=beta1,
- beta2=beta2,
- lr=group['lr'],
- weight_decay=group['weight_decay'],
- eps=group['eps'],
- maximize=group['maximize'],
- foreach=group['foreach'],
- capturable=group['capturable'])
- return loss
- def adamw(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_avg_sqs: List[Tensor],
- max_exp_avg_sqs: 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: bool = None,
- capturable: bool = False,
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- maximize: bool):
- r"""Functional API that performs AdamW algorithm computation.
- See :class:`~torch.optim.AdamW` for details.
- """
- if 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:
- # Placeholder for more complex foreach logic to be added when value is not set
- foreach = 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_adamw
- else:
- func = _single_tensor_adamw
- func(params,
- grads,
- exp_avgs,
- exp_avg_sqs,
- max_exp_avg_sqs,
- state_steps,
- amsgrad=amsgrad,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- eps=eps,
- maximize=maximize,
- capturable=capturable)
- def _single_tensor_adamw(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_avg_sqs: List[Tensor],
- max_exp_avg_sqs: List[Tensor],
- state_steps: List[Tensor],
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- maximize: bool,
- capturable: bool):
- for i, param in enumerate(params):
- grad = grads[i] if not maximize else -grads[i]
- exp_avg = exp_avgs[i]
- exp_avg_sq = exp_avg_sqs[i]
- step_t = state_steps[i]
- if capturable:
- assert param.is_cuda and step_t.is_cuda, "If capturable=True, params and state_steps must be CUDA tensors."
- # update step
- step_t += 1
- # Perform stepweight decay
- param.mul_(1 - lr * weight_decay)
- # Decay the first and second moment running average coefficient
- exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
- exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
- if capturable:
- step = step_t
- # 1 - beta1 ** step can't be captured in a CUDA graph, even if step is a CUDA tensor
- # (incurs "RuntimeError: CUDA error: operation not permitted when stream is capturing")
- bias_correction1 = 1 - torch.pow(beta1, step)
- bias_correction2 = 1 - torch.pow(beta2, step)
- step_size = lr / bias_correction1
- step_size_neg = step_size.neg()
- bias_correction2_sqrt = bias_correction2.sqrt()
- if amsgrad:
- # Maintains the maximum of all 2nd moment running avg. till now
- torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
- # Uses the max. for normalizing running avg. of gradient
- # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
- # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
- denom = (max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
- else:
- denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
- param.addcdiv_(exp_avg, denom)
- else:
- step = step_t.item()
- bias_correction1 = 1 - beta1 ** step
- bias_correction2 = 1 - beta2 ** step
- step_size = lr / bias_correction1
- bias_correction2_sqrt = math.sqrt(bias_correction2)
- if amsgrad:
- # Maintains the maximum of all 2nd moment running avg. till now
- torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
- # Use the max. for normalizing running avg. of gradient
- denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
- else:
- denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
- param.addcdiv_(exp_avg, denom, value=-step_size)
- def _multi_tensor_adamw(params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_avg_sqs: List[Tensor],
- max_exp_avg_sqs: List[Tensor],
- state_steps: List[Tensor],
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- maximize: bool,
- capturable: bool):
- if len(params) == 0:
- return
- if capturable:
- assert all(p.is_cuda and step.is_cuda for p, step in zip(params, state_steps)), \
- "If capturable=True, params and state_steps must be CUDA tensors."
- if maximize:
- grads = torch._foreach_neg(tuple(grads)) # type: ignore[assignment]
- # update steps
- torch._foreach_add_(state_steps, 1)
- # Perform stepweight decay
- torch._foreach_mul_(params, 1 - lr * weight_decay)
- # Decay the first and second moment running average coefficient
- torch._foreach_mul_(exp_avgs, beta1)
- torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)
- torch._foreach_mul_(exp_avg_sqs, beta2)
- torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)
- if capturable:
- # TODO: use foreach_pow if/when foreach_pow is added
- bias_correction1 = [torch.pow(beta1, step) for step in state_steps]
- bias_correction2 = [torch.pow(beta2, step) for step in state_steps]
- # foreach_sub doesn't allow a scalar as the first arg
- torch._foreach_sub_(bias_correction1, 1)
- torch._foreach_sub_(bias_correction2, 1)
- torch._foreach_neg_(bias_correction1)
- torch._foreach_neg_(bias_correction2)
- # foreach_div doesn't allow a scalar as the first arg
- step_size = torch._foreach_div(bias_correction1, lr)
- torch._foreach_reciprocal_(step_size)
- torch._foreach_neg_(step_size)
- bias_correction2_sqrt = torch._foreach_sqrt(bias_correction2)
- if amsgrad:
- # Maintains the maximum of all 2nd moment running avg. till now
- max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
- # Use the max. for normalizing running avg. of gradient
- max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
- # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
- # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
- torch._foreach_div_(max_exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
- eps_over_step_size = torch._foreach_div(step_size, eps)
- torch._foreach_reciprocal_(eps_over_step_size)
- denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps_over_step_size)
- else:
- exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
- torch._foreach_div_(exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
- eps_over_step_size = torch._foreach_div(step_size, eps)
- torch._foreach_reciprocal_(eps_over_step_size)
- denom = torch._foreach_add(exp_avg_sq_sqrt, eps_over_step_size)
- torch._foreach_addcdiv_(params, exp_avgs, denom)
- else:
- bias_correction1 = [1 - beta1 ** step.item() for step in state_steps]
- bias_correction2 = [1 - beta2 ** step.item() for step in state_steps]
- step_size = [(lr / bc) * -1 for bc in bias_correction1]
- bias_correction2_sqrt = [math.sqrt(bc) for bc in bias_correction2]
- if amsgrad:
- # Maintains the maximum of all 2nd moment running avg. till now
- max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
- # Use the max. for normalizing running avg. of gradient
- max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
- torch._foreach_div_(max_exp_avg_sq_sqrt, bias_correction2_sqrt)
- denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps)
- else:
- exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
- torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
- denom = torch._foreach_add(exp_avg_sq_sqrt, eps)
- torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)
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