sparse_adam.py 4.2 KB

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  1. import torch
  2. from . import _functional as F
  3. from .optimizer import Optimizer
  4. class SparseAdam(Optimizer):
  5. r"""Implements lazy version of Adam algorithm suitable for sparse tensors.
  6. In this variant, only moments that show up in the gradient get updated, and
  7. only those portions of the gradient get applied to the parameters.
  8. Args:
  9. params (iterable): iterable of parameters to optimize or dicts defining
  10. parameter groups
  11. lr (float, optional): learning rate (default: 1e-3)
  12. betas (Tuple[float, float], optional): coefficients used for computing
  13. running averages of gradient and its square (default: (0.9, 0.999))
  14. eps (float, optional): term added to the denominator to improve
  15. numerical stability (default: 1e-8)
  16. .. _Adam\: A Method for Stochastic Optimization:
  17. https://arxiv.org/abs/1412.6980
  18. """
  19. def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8):
  20. if not 0.0 < lr:
  21. raise ValueError("Invalid learning rate: {}".format(lr))
  22. if not 0.0 < eps:
  23. raise ValueError("Invalid epsilon value: {}".format(eps))
  24. if not 0.0 <= betas[0] < 1.0:
  25. raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
  26. if not 0.0 <= betas[1] < 1.0:
  27. raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
  28. params = list(params)
  29. sparse_params = []
  30. for index, param in enumerate(params):
  31. if isinstance(param, dict):
  32. for d_index, d_param in enumerate(param.get("params", [])):
  33. if d_param.is_sparse:
  34. sparse_params.append([index, d_index])
  35. elif param.is_sparse:
  36. sparse_params.append(index)
  37. if sparse_params:
  38. raise ValueError(
  39. f"Sparse params at indices {sparse_params}: SparseAdam requires dense parameter tensors"
  40. )
  41. defaults = dict(lr=lr, betas=betas, eps=eps)
  42. super(SparseAdam, self).__init__(params, defaults)
  43. @torch.no_grad()
  44. def step(self, closure=None):
  45. """Performs a single optimization step.
  46. Args:
  47. closure (callable, optional): A closure that reevaluates the model
  48. and returns the loss.
  49. """
  50. loss = None
  51. if closure is not None:
  52. with torch.enable_grad():
  53. loss = closure()
  54. for group in self.param_groups:
  55. params_with_grad = []
  56. grads = []
  57. exp_avgs = []
  58. exp_avg_sqs = []
  59. state_steps = []
  60. eps = group['eps']
  61. lr = group['lr']
  62. beta1, beta2 = group['betas']
  63. for p in group['params']:
  64. if p.grad is not None:
  65. params_with_grad.append(p)
  66. if not p.grad.is_sparse:
  67. raise RuntimeError('SparseAdam does not support dense gradients, please consider Adam instead')
  68. grads.append(p.grad)
  69. state = self.state[p]
  70. # State initialization
  71. if len(state) == 0:
  72. state['step'] = 0
  73. # Exponential moving average of gradient values
  74. state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  75. # Exponential moving average of squared gradient values
  76. state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
  77. exp_avgs.append(state['exp_avg'])
  78. exp_avg_sqs.append(state['exp_avg_sq'])
  79. # update the steps for each param group update
  80. state['step'] += 1
  81. # record the step after step update
  82. state_steps.append(state['step'])
  83. F.sparse_adam(params_with_grad,
  84. grads,
  85. exp_avgs,
  86. exp_avg_sqs,
  87. state_steps,
  88. beta1=beta1,
  89. beta2=beta2,
  90. lr=group['lr'],
  91. eps=group['eps'])
  92. return loss