adam.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 Adam(Optimizer):
  7. r"""Implements Adam 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. &\hspace{13mm} \lambda \text{ (weight decay)}, \: \textit{amsgrad},
  14. \:\textit{maximize} \\
  15. &\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
  16. v_0\leftarrow 0 \text{ (second moment)},\: \widehat{v_0}^{max}\leftarrow 0\\[-1.ex]
  17. &\rule{110mm}{0.4pt} \\
  18. &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
  19. &\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
  20. &\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
  21. &\hspace{5mm}\textbf{else} \\
  22. &\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
  23. &\hspace{5mm}\textbf{if} \: \lambda \neq 0 \\
  24. &\hspace{10mm} g_t \leftarrow g_t + \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-1} - \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-1} - \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 `Adam: A Method for Stochastic Optimization`_.
  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 (L2 penalty) (default: 0)
  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. foreach (bool, optional): whether foreach implementation of optimizer
  55. is used (default: None)
  56. maximize (bool, optional): maximize the params based on the objective, instead of
  57. minimizing (default: False)
  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. .. _Adam\: A Method for Stochastic Optimization:
  62. https://arxiv.org/abs/1412.6980
  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=0, amsgrad=False, *, foreach: Optional[bool] = None,
  68. maximize: bool = False, capturable: bool = False):
  69. if not 0.0 <= lr:
  70. raise ValueError("Invalid learning rate: {}".format(lr))
  71. if not 0.0 <= eps:
  72. raise ValueError("Invalid epsilon value: {}".format(eps))
  73. if not 0.0 <= betas[0] < 1.0:
  74. raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
  75. if not 0.0 <= betas[1] < 1.0:
  76. raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
  77. if not 0.0 <= weight_decay:
  78. raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
  79. defaults = dict(lr=lr, betas=betas, eps=eps,
  80. weight_decay=weight_decay, amsgrad=amsgrad,
  81. maximize=maximize, foreach=foreach, capturable=capturable)
  82. super(Adam, self).__init__(params, defaults)
  83. def __setstate__(self, state):
  84. super().__setstate__(state)
  85. for group in self.param_groups:
  86. group.setdefault('amsgrad', False)
  87. group.setdefault('maximize', False)
  88. group.setdefault('foreach', None)
  89. group.setdefault('capturable', False)
  90. state_values = list(self.state.values())
  91. step_is_tensor = (len(state_values) != 0) and torch.is_tensor(state_values[0]['step'])
  92. if not step_is_tensor:
  93. for s in state_values:
  94. s['step'] = torch.tensor(float(s['step']))
  95. @torch.no_grad()
  96. def step(self, closure=None):
  97. """Performs a single optimization step.
  98. Args:
  99. closure (callable, optional): A closure that reevaluates the model
  100. and returns the loss.
  101. """
  102. self._cuda_graph_capture_health_check()
  103. loss = None
  104. if closure is not None:
  105. with torch.enable_grad():
  106. loss = closure()
  107. for group in self.param_groups:
  108. params_with_grad = []
  109. grads = []
  110. exp_avgs = []
  111. exp_avg_sqs = []
  112. max_exp_avg_sqs = []
  113. state_steps = []
  114. beta1, beta2 = group['betas']
  115. for p in group['params']:
  116. if p.grad is not None:
  117. params_with_grad.append(p)
  118. if p.grad.is_sparse:
  119. raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
  120. grads.append(p.grad)
  121. state = self.state[p]
  122. # Lazy state initialization
  123. if len(state) == 0:
  124. state['step'] = torch.zeros((1,), dtype=torch.float, device=p.device) \
  125. if self.defaults['capturable'] else torch.tensor(0.)
  126. # Exponential moving average of gradient values
  127. state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  128. # Exponential moving average of squared gradient values
  129. state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  130. if group['amsgrad']:
  131. # Maintains max of all exp. moving avg. of sq. grad. values
  132. state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  133. exp_avgs.append(state['exp_avg'])
  134. exp_avg_sqs.append(state['exp_avg_sq'])
  135. if group['amsgrad']:
  136. max_exp_avg_sqs.append(state['max_exp_avg_sq'])
  137. state_steps.append(state['step'])
  138. adam(params_with_grad,
  139. grads,
  140. exp_avgs,
  141. exp_avg_sqs,
  142. max_exp_avg_sqs,
  143. state_steps,
  144. amsgrad=group['amsgrad'],
  145. beta1=beta1,
  146. beta2=beta2,
  147. lr=group['lr'],
  148. weight_decay=group['weight_decay'],
  149. eps=group['eps'],
  150. maximize=group['maximize'],
  151. foreach=group['foreach'],
  152. capturable=group['capturable'])
  153. return loss
  154. def adam(params: List[Tensor],
  155. grads: List[Tensor],
  156. exp_avgs: List[Tensor],
  157. exp_avg_sqs: List[Tensor],
  158. max_exp_avg_sqs: List[Tensor],
  159. state_steps: List[Tensor],
  160. # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
  161. # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
  162. foreach: bool = None,
  163. capturable: bool = False,
  164. *,
  165. amsgrad: bool,
  166. beta1: float,
  167. beta2: float,
  168. lr: float,
  169. weight_decay: float,
  170. eps: float,
  171. maximize: bool):
  172. r"""Functional API that performs Adam algorithm computation.
  173. See :class:`~torch.optim.Adam` for details.
  174. """
  175. if not all([isinstance(t, torch.Tensor) for t in state_steps]):
  176. raise RuntimeError("API has changed, `state_steps` argument must contain a list of singleton tensors")
  177. if foreach is None:
  178. # Placeholder for more complex foreach logic to be added when value is not set
  179. foreach = False
  180. if foreach and torch.jit.is_scripting():
  181. raise RuntimeError('torch.jit.script not supported with foreach optimizers')
  182. if foreach and not torch.jit.is_scripting():
  183. func = _multi_tensor_adam
  184. else:
  185. func = _single_tensor_adam
  186. func(params,
  187. grads,
  188. exp_avgs,
  189. exp_avg_sqs,
  190. max_exp_avg_sqs,
  191. state_steps,
  192. amsgrad=amsgrad,
  193. beta1=beta1,
  194. beta2=beta2,
  195. lr=lr,
  196. weight_decay=weight_decay,
  197. eps=eps,
  198. maximize=maximize,
  199. capturable=capturable)
  200. def _single_tensor_adam(params: List[Tensor],
  201. grads: List[Tensor],
  202. exp_avgs: List[Tensor],
  203. exp_avg_sqs: List[Tensor],
  204. max_exp_avg_sqs: List[Tensor],
  205. state_steps: List[Tensor],
  206. *,
  207. amsgrad: bool,
  208. beta1: float,
  209. beta2: float,
  210. lr: float,
  211. weight_decay: float,
  212. eps: float,
  213. maximize: bool,
  214. capturable: bool):
  215. for i, param in enumerate(params):
  216. grad = grads[i] if not maximize else -grads[i]
  217. exp_avg = exp_avgs[i]
  218. exp_avg_sq = exp_avg_sqs[i]
  219. step_t = state_steps[i]
  220. if capturable:
  221. assert param.is_cuda and step_t.is_cuda, "If capturable=True, params and state_steps must be CUDA tensors."
  222. # update step
  223. step_t += 1
  224. if weight_decay != 0:
  225. grad = grad.add(param, alpha=weight_decay)
  226. # Decay the first and second moment running average coefficient
  227. exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
  228. exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
  229. if capturable:
  230. step = step_t
  231. # 1 - beta1 ** step can't be captured in a CUDA graph, even if step is a CUDA tensor
  232. # (incurs "RuntimeError: CUDA error: operation not permitted when stream is capturing")
  233. bias_correction1 = 1 - torch.pow(beta1, step)
  234. bias_correction2 = 1 - torch.pow(beta2, step)
  235. step_size = lr / bias_correction1
  236. step_size_neg = step_size.neg()
  237. bias_correction2_sqrt = bias_correction2.sqrt()
  238. if amsgrad:
  239. # Maintains the maximum of all 2nd moment running avg. till now
  240. torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
  241. # Uses the max. for normalizing running avg. of gradient
  242. # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
  243. # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
  244. denom = (max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
  245. else:
  246. denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
  247. param.addcdiv_(exp_avg, denom)
  248. else:
  249. step = step_t.item()
  250. bias_correction1 = 1 - beta1 ** step
  251. bias_correction2 = 1 - beta2 ** step
  252. step_size = lr / bias_correction1
  253. bias_correction2_sqrt = math.sqrt(bias_correction2)
  254. if amsgrad:
  255. # Maintains the maximum of all 2nd moment running avg. till now
  256. torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
  257. # Use the max. for normalizing running avg. of gradient
  258. denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
  259. else:
  260. denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
  261. param.addcdiv_(exp_avg, denom, value=-step_size)
  262. def _multi_tensor_adam(params: List[Tensor],
  263. grads: List[Tensor],
  264. exp_avgs: List[Tensor],
  265. exp_avg_sqs: List[Tensor],
  266. max_exp_avg_sqs: List[Tensor],
  267. state_steps: List[Tensor],
  268. *,
  269. amsgrad: bool,
  270. beta1: float,
  271. beta2: float,
  272. lr: float,
  273. weight_decay: float,
  274. eps: float,
  275. maximize: bool,
  276. capturable: bool):
  277. if len(params) == 0:
  278. return
  279. if capturable:
  280. assert all(p.is_cuda and step.is_cuda for p, step in zip(params, state_steps)), \
  281. "If capturable=True, params and state_steps must be CUDA tensors."
  282. if maximize:
  283. grads = torch._foreach_neg(tuple(grads)) # type: ignore[assignment]
  284. # update steps
  285. torch._foreach_add_(state_steps, 1)
  286. if weight_decay != 0:
  287. torch._foreach_add_(grads, params, alpha=weight_decay)
  288. # Decay the first and second moment running average coefficient
  289. torch._foreach_mul_(exp_avgs, beta1)
  290. torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)
  291. torch._foreach_mul_(exp_avg_sqs, beta2)
  292. torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)
  293. if capturable:
  294. # TODO: use foreach_pow if/when foreach_pow is added
  295. bias_correction1 = [torch.pow(beta1, step) for step in state_steps]
  296. bias_correction2 = [torch.pow(beta2, step) for step in state_steps]
  297. # foreach_sub doesn't allow a scalar as the first arg
  298. torch._foreach_sub_(bias_correction1, 1)
  299. torch._foreach_sub_(bias_correction2, 1)
  300. torch._foreach_neg_(bias_correction1)
  301. torch._foreach_neg_(bias_correction2)
  302. # foreach_div doesn't allow a scalar as the first arg
  303. step_size = torch._foreach_div(bias_correction1, lr)
  304. torch._foreach_reciprocal_(step_size)
  305. torch._foreach_neg_(step_size)
  306. bias_correction2_sqrt = torch._foreach_sqrt(bias_correction2)
  307. if amsgrad:
  308. # Maintains the maximum of all 2nd moment running avg. till now
  309. max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
  310. # Use the max. for normalizing running avg. of gradient
  311. max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
  312. # Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
  313. # (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
  314. torch._foreach_div_(max_exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
  315. eps_over_step_size = torch._foreach_div(step_size, eps)
  316. torch._foreach_reciprocal_(eps_over_step_size)
  317. denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps_over_step_size)
  318. else:
  319. exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
  320. torch._foreach_div_(exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
  321. eps_over_step_size = torch._foreach_div(step_size, eps)
  322. torch._foreach_reciprocal_(eps_over_step_size)
  323. denom = torch._foreach_add(exp_avg_sq_sqrt, eps_over_step_size)
  324. torch._foreach_addcdiv_(params, exp_avgs, denom)
  325. else:
  326. bias_correction1 = [1 - beta1 ** step.item() for step in state_steps]
  327. bias_correction2 = [1 - beta2 ** step.item() for step in state_steps]
  328. step_size = [(lr / bc) * -1 for bc in bias_correction1]
  329. bias_correction2_sqrt = [math.sqrt(bc) for bc in bias_correction2]
  330. if amsgrad:
  331. # Maintains the maximum of all 2nd moment running avg. till now
  332. max_exp_avg_sqs = torch._foreach_maximum(max_exp_avg_sqs, exp_avg_sqs) # type: ignore[assignment]
  333. # Use the max. for normalizing running avg. of gradient
  334. max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
  335. torch._foreach_div_(max_exp_avg_sq_sqrt, bias_correction2_sqrt)
  336. denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps)
  337. else:
  338. exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
  339. torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
  340. denom = torch._foreach_add(exp_avg_sq_sqrt, eps)
  341. torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)