# Copyright (c) 2024, EleutherAI # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import torch from torch.optim import Optimizer class SM3(Optimizer): """Implements SM3 algorithm. It has been proposed in `Memory-Efficient Adaptive Optimization`_. Arguments: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float, optional): coefficient that scale delta before it is applied to the parameters (default: 0.1) momentum (float, optional): coefficient used to scale prior updates before adding. This drastically increases memory usage if `momentum > 0.0`. This is ignored if the parameter's gradient is sparse. (default: 0.0) beta (float, optional): coefficient used for exponential moving averages (default: 0.0) eps (float, optional): Term added to square-root in denominator to improve numerical stability (default: 1e-30) .. _Memory-Efficient Adaptive Optimization: https://arxiv.org/abs/1901.11150 """ def __init__(self, params, lr=0.1, momentum=0.0, beta=0.0, eps=1e-30): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {0}".format(lr)) if not 0.0 <= momentum < 1.0: raise ValueError("Invalid momentum: {0}".format(momentum)) if not 0.0 <= beta < 1.0: raise ValueError("Invalid beta: {0}".format(beta)) if not 0.0 <= eps: raise ValueError("Invalid eps: {0}".format(eps)) defaults = {"lr": lr, "momentum": momentum, "beta": beta, "eps": eps} super(SM3, self).__init__(params, defaults) @torch.no_grad() def step(self, closure=None): """Performs a single optimization step. Arguments: closure (callable, optional): A closure that reevaluates the model and returns the loss. """ loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: momentum = group["momentum"] beta = group["beta"] eps = group["eps"] for p in group["params"]: if p is None: continue grad = p.grad state = self.state[p] shape = grad.shape rank = len(shape) # State initialization if len(state) == 0: state["step"] = 0 state["momentum_buffer"] = 0.0 _add_initial_accumulators(state, grad) if grad.is_sparse: # the update is non-linear so indices must be unique grad.coalesce() grad_indices = grad._indices() grad_values = grad._values() # Transform update_values into sparse tensor def make_sparse(values): constructor = grad.new if grad_indices.dim() == 0 or values.dim() == 0: return constructor().resize_as_(grad) return constructor(grad_indices, values, grad.size()) acc = state[_key(0)] update_values = _compute_sparse_update( beta, acc, grad_values, grad_indices ) self._update_sparse_accumulator( beta, acc, make_sparse(update_values) ) # Add small amount for numerical stability update_values.add_(eps).rsqrt_().mul_(grad_values) update = make_sparse(update_values) else: # Get previous accumulators mu_{t-1} if rank > 1: acc_list = [state[_key(i)] for i in range(rank)] else: acc_list = [state[_key(0)]] # Get update from accumulators and gradients update = _compute_update(beta, acc_list, grad) # Update accumulators. self._update_accumulator(beta, acc_list, update) # Add small amount for numerical stability update.add_(eps).rsqrt_().mul_(grad) if momentum > 0.0: m = state["momentum_buffer"] update.mul_(1.0 - momentum).add_(m, alpha=momentum) state["momentum_buffer"] = update.detach() p.sub_(update, alpha=group["lr"]) state["step"] += 1 return loss @staticmethod def _update_accumulator(beta, acc_list, update): for i, acc in enumerate(acc_list): nu_max = _max_reduce_except_dim(update, i) if beta > 0.0: torch.max(acc, nu_max, out=acc) else: # No need to compare - nu_max is bigger because of grad ** 2 acc.copy_(nu_max) @staticmethod def _update_sparse_accumulator(beta, acc, update): nu_max = _max_reduce_except_dim(update.to_dense(), 0).squeeze() if beta > 0.0: torch.max(acc, nu_max, out=acc) else: # No need to compare - nu_max is bigger because of grad ** 2 acc.copy_(nu_max) def _compute_sparse_update(beta, acc, grad_values, grad_indices): # In the sparse case, a single accumulator is used. update_values = torch.gather(acc, 0, grad_indices[0]) if beta > 0.0: update_values.mul_(beta) update_values.addcmul_(grad_values, grad_values, value=1.0 - beta) return update_values def _compute_update(beta, acc_list, grad): rank = len(acc_list) update = acc_list[0].clone() for i in range(1, rank): # We rely on broadcasting to get the proper end shape. update = torch.min(update, acc_list[i]) if beta > 0.0: update.mul_(beta) update.addcmul_(grad, grad, value=1.0 - beta) return update def _key(i): # Returns key used for accessing accumulators return "accumulator_" + str(i) def _add_initial_accumulators(state, grad): # Creates initial accumulators. For a dense tensor of shape (n1, n2, n3), # then our initial accumulators are of shape (n1, 1, 1), (1, n2, 1) and # (1, 1, n3). For a sparse tensor of shape (n, *), we use a single # accumulator of shape (n,). shape = grad.shape rank = len(shape) defaults = {"device": grad.device, "dtype": grad.dtype} acc = {} if grad.is_sparse: acc[_key(0)] = torch.zeros(shape[0], **defaults) elif rank == 0: # The scalar case is handled separately acc[_key(0)] = torch.zeros(shape, **defaults) else: for i in range(rank): acc_shape = [1] * i + [shape[i]] + [1] * (rank - 1 - i) acc[_key(i)] = torch.zeros(acc_shape, **defaults) state.update(acc) def _max_reduce_except_dim(tensor, dim): # Computes max along all dimensions except the given dim. # If tensor is a scalar, it returns tensor. rank = len(tensor.shape) result = tensor if rank > 0: assert dim < rank for d in range(rank): if d != dim: result = result.max(dim=d, keepdim=True).values return result # Copyright (c) Facebook, Inc. and its affiliates. # # This source code is licensed under the MIT license found in the # LICENSE file in the root directory of this source tree. # modifications - 4/4/2021 @lessw2020 (decay issue spotted by @nestordemeure ) # weight decay has been implemented AdamW style instead of the original madgrad Adam style. # in initial image classification testing, this outperformed 0 weight decay or original style weight decay. # closure is checked if callable or not since some code passes loss directly, rather than in closure param import math from typing import Collection, TYPE_CHECKING, Any, Callable, Optional, Tuple import torch import torch.optim import collections if TYPE_CHECKING: from torch.optim.optimizer import _params_t else: _params_t = Any class madgrad_wd(torch.optim.Optimizer): """ MADGRAD_: A Momentumized, Adaptive, Dual Averaged Gradient Method for Stochastic Optimization. .. _MADGRAD: https://arxiv.org/abs/2101.11075 MADGRAD is a general purpose optimizer that can be used in place of SGD or Adam may converge faster and generalize better. Currently GPU-only. Typically, the same learning rate schedule that is used for SGD or Adam may be used. The overall learning rate is not comparable to either method and should be determined by a hyper-parameter sweep. MADGRAD requires less weight decay than other methods, often as little as zero. Momentum values used for SGD or Adam's beta1 should work here also. On sparse problems both weight_decay and momentum should be set to 0. Arguments: params (iterable): Iterable of parameters to optimize or dicts defining parameter groups. lr (float): Learning rate (default: 1e-2). momentum (float): Momentum value in the range [0,1) (default: 0.9). weight_decay (float): Weight decay, i.e. a L2 penalty (default: 0). eps (float): Term added to the denominator outside of the root operation to improve numerical stability. (default: 1e-6). """ def __init__( self, params: _params_t, lr: float = 1e-2, momentum: float = 0.9, weight_decay: float = 0, eps: float = 1e-6, ): if momentum < 0 or momentum >= 1: raise ValueError(f"Momentum {momentum} must be in the range [0,1]") if lr <= 0: raise ValueError(f"Learning rate {lr} must be positive") if weight_decay < 0: raise ValueError(f"Weight decay {weight_decay} must be non-negative") if eps < 0: raise ValueError(f"Eps must be non-negative") defaults = dict(lr=lr, eps=eps, momentum=momentum, weight_decay=weight_decay) super().__init__(params, defaults) @property def supports_memory_efficient_fp16(self) -> bool: return False @property def supports_flat_params(self) -> bool: return True def step(self, closure: Optional[Callable[[], float]] = None) -> Optional[float]: """Performs a single optimization step. Arguments: closure (callable, optional): A closure that reevaluates the model and returns the loss. """ loss = None if closure is not None and isinstance(closure, collections.Callable): loss = closure() # step counter must be stored in state to ensure correct behavior under # optimizer sharding if "k" not in self.state: self.state["k"] = torch.tensor([0], dtype=torch.long) k = self.state["k"].item() for group in self.param_groups: eps = group["eps"] lr = group["lr"] + eps decay = group["weight_decay"] momentum = group["momentum"] ck = 1 - momentum lamb = lr * math.pow(k + 1, 0.5) for p in group["params"]: if p.grad is None: continue grad = p.grad.data state = self.state[p] if "grad_sum_sq" not in state: state["grad_sum_sq"] = torch.zeros_like(p.data).detach() state["s"] = torch.zeros_like(p.data).detach() if momentum != 0: state["x0"] = torch.clone(p.data).detach() if momentum != 0.0 and grad.is_sparse: raise RuntimeError( "momentum != 0 is not compatible with sparse gradients" ) grad_sum_sq = state["grad_sum_sq"] s = state["s"] # Apply weight decay - L2 / AdamW style if decay: p.data.mul_(1 - lr * decay) """ original impl: if decay != 0: if grad.is_sparse: raise RuntimeError("weight_decay option is not compatible with sparse gradients") grad.add_(p.data, alpha=decay) """ if grad.is_sparse: grad = grad.coalesce() grad_val = grad._values() p_masked = p.sparse_mask(grad) grad_sum_sq_masked = grad_sum_sq.sparse_mask(grad) s_masked = s.sparse_mask(grad) # Compute x_0 from other known quantities rms_masked_vals = grad_sum_sq_masked._values().pow(1 / 3).add_(eps) x0_masked_vals = p_masked._values().addcdiv( s_masked._values(), rms_masked_vals, value=1 ) # Dense + sparse op grad_sq = grad * grad grad_sum_sq.add_(grad_sq, alpha=lamb) grad_sum_sq_masked.add_(grad_sq, alpha=lamb) rms_masked_vals = grad_sum_sq_masked._values().pow_(1 / 3).add_(eps) s.add_(grad, alpha=lamb) s_masked._values().add_(grad_val, alpha=lamb) # update masked copy of p p_kp1_masked_vals = x0_masked_vals.addcdiv( s_masked._values(), rms_masked_vals, value=-1 ) # Copy updated masked p to dense p using an add operation p_masked._values().add_(p_kp1_masked_vals, alpha=-1) p.data.add_(p_masked, alpha=-1) else: if momentum == 0: # Compute x_0 from other known quantities rms = grad_sum_sq.pow(1 / 3).add_(eps) x0 = p.data.addcdiv(s, rms, value=1) else: x0 = state["x0"] # Accumulate second moments grad_sum_sq.addcmul_(grad, grad, value=lamb) rms = grad_sum_sq.pow(1 / 3).add_(eps) # Update s s.data.add_(grad, alpha=lamb) # Step if momentum == 0: p.data.copy_(x0.addcdiv(s, rms, value=-1)) else: z = x0.addcdiv(s, rms, value=-1) # p is a moving average of z p.data.mul_(1 - ck).add_(z, alpha=ck) self.state["k"] += 1 return loss class Lion(Optimizer): """ Implements the Lion Algorithm .. / _Lion: https://arxiv.org/abs/2302.06675 Compared to AdamW and various adaptive optimizers that need to save both first and second moments, Lion only needs the momentum, halving the additional memory footprint. This is beneficial when training large models and / or with a large batch size. Arguments: params (iterable): Iterable of parameters to optimize or dicts defining parameter groups. lr (float): Learning rate (default: 1e-2). beta (float): coefficients used for computing running averages of gradient and its square (default: (0.9, 0.99)) weight_decay (float): Weight decay, i.e. a L2 penalty (default: 0). """ def __init__( self, params, lr: float = 1e-4, betas: Tuple[float, float] = (0.9, 0.99), weight_decay: float = 0.0, ): if lr <= 0: raise ValueError(f"Learning rate {lr} must be positive") if weight_decay < 0: raise ValueError(f"Weight decay {weight_decay} must be non-negative") if not (0 <= betas[0] <= 1 and 0 <= betas[1] <= 1): raise ValueError(f"Betas {betas} must be in range [0, 1)") defaults = dict(lr=lr, betas=betas, weight_decay=weight_decay) super().__init__(params, defaults) def update(self, p, grad, exp_avg, lr, wd, beta1, beta2): """https://arxiv.org/pdf/2302.06675.pdf#appendix.A""" # update model parameters p.mul_(1 - lr * wd) sign = exp_avg.clone().mul_(beta1).add(grad, alpha=1 - beta1).sign_() p.add_(sign, alpha=-lr) # update EMA exp_avg.mul_(beta2).add_(grad, alpha=1 - beta2) @torch.no_grad() def step(self, closure: Optional[Callable] = None): loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: for p in group["params"]: if p.grad is None: continue state = self.state[p] # init state - exponential moving average of gradient values if len(state) == 0: state["exp_avg"] = torch.zeros_like(p.data).detach() self.update( p, p.grad, state["exp_avg"], group["lr"], group["weight_decay"], group["betas"][0], group["betas"][1], ) return loss