Source code for torch_brain.optim

import math

import torch
from torch.optim.optimizer import Optimizer




class SparseLamb(Optimizer):
    r"""Implements the sparse variant of the Lamb algorithm.

    SparseLamb is a variant of the Lamb optimizer that only updates the parameters
    for which the gradient is non-zero. This is useful for models that do not always
    use all parameters during a single forward pass.

    By default, SparseLamb is equivalent to Lamb. To activate the sparse variant,
    set the `sparse` argument to `True`.

    Arguments:
        params: iterable of parameters to optimize or dicts defining
            parameter groups
        lr: learning rate (default: 1e-3)
        betas: coefficients used for computing
            running averages of gradient and its square (default: (0.9, 0.999))
        eps: term added to the denominator to improve
            numerical stability (default: 1e-8)
        weight_decay: weight decay (L2 penalty) (default: 0)
        clamp_value: clamp weight_norm in (0,clamp_value) (default: 10)
            set to a high value to avoid it (e.g 10e3)
        adam: always use trust ratio = 1, which turns this
            into Adam. Useful for comparison purposes. (default: False)
        debias: debias adam by (1 - beta**step) (default: False)
        sparse: only update the parameters that have non-zero gradients (default: False)

    __ https://arxiv.org/abs/1904.00962

    Note:
        Reference code: https://github.com/cybertronai/pytorch-lamb
    """

    def __init__(
        self,
        params,
        lr: float = 1e-3,
        betas=(0.9, 0.999),
        eps: float = 1e-6,
        weight_decay: float = 0,
        clamp_value: float = 10,
        adam: bool = False,
        debias: bool = False,
        sparse: bool = False,
    ) -> None:
        if lr <= 0.0:
            raise ValueError("Invalid learning rate: {}".format(lr))
        if eps < 0.0:
            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 weight_decay < 0:
            raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
        if clamp_value < 0.0:
            raise ValueError("Invalid clamp value: {}".format(clamp_value))

        defaults = dict(
            lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, sparse=sparse
        )
        self.clamp_value = clamp_value
        self.adam = adam
        self.debias = debias

        super(SparseLamb, self).__init__(params, defaults)



    def step(self, closure=None):
        r"""Performs a single optimization step.

        Arguments:
            closure: A closure that reevaluates the model and returns the loss.
        """
        loss = None
        if closure is not None:
            loss = closure()

        for group in self.param_groups:
            for p in group["params"]:
                if p.grad is None:
                    continue

                grad = p.grad.data

                if grad.is_sparse:
                    msg = (
                        "Lamb does not support sparse gradients, "
                        "please consider SparseAdam instead"
                    )
                    raise RuntimeError(msg)

                state = self.state[p]

                # State initialization
                if len(state) == 0:
                    state["step"] = 0
                    # Exponential moving average of gradient values
                    state["exp_avg"] = torch.zeros_like(p)
                    # Exponential moving average of squared gradient values
                    state["exp_avg_sq"] = torch.zeros_like(p)

                exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
                beta1, beta2 = group["betas"]

                state["step"] += 1
                is_sparse = group["sparse"]
                if is_sparse:
                    # only update the values that are non-zero
                    mask = grad.abs().sum(dim=-1) > 0.0
                    is_sparse = not mask.all()

                if is_sparse:
                    mask_idx = mask.nonzero()
                    mask_idx = mask_idx.repeat((1, p.size(1)))

                    beta1_vec = torch.full_like(p, beta1)
                    beta1_vec[~mask] = 0
                    beta2_vec = torch.full_like(p, beta2)
                    beta2_vec[~mask] = 0

                    # Decay the first and second moment running average coefficient
                    # m_t
                    exp_avg.mul_(beta1_vec).scatter_add_(
                        0, mask_idx, grad[mask].mul_(1 - beta1)
                    )
                    # v_t
                    exp_avg_sq.mul_(beta2_vec).scatter_add_(
                        0, mask_idx, grad[mask].mul_(grad[mask]).mul_(1 - beta2)
                    )
                else:
                    # Decay the first and second moment running average coefficient
                    # m_t
                    exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
                    # v_t
                    exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)

                # Paper v3 does not use debiasing.
                if self.debias:
                    raise NotImplementedError
                    bias_correction = math.sqrt(1 - beta2 ** state["step"])
                    bias_correction /= 1 - beta1 ** state["step"]
                else:
                    bias_correction = 1

                # Apply bias to lr to avoid broadcast.
                step_size = group["lr"] * bias_correction

                weight_norm = torch.norm(p.data).clamp(0, self.clamp_value)

                adam_step = exp_avg / exp_avg_sq.sqrt().add(group["eps"])
                if group["weight_decay"] != 0:
                    adam_step.add_(p.data, alpha=group["weight_decay"])

                adam_norm = torch.norm(adam_step)
                if weight_norm == 0 or adam_norm == 0:
                    trust_ratio = 1
                else:
                    trust_ratio = weight_norm / adam_norm
                state["weight_norm"] = weight_norm
                state["adam_norm"] = adam_norm
                state["trust_ratio"] = trust_ratio
                if self.adam:
                    trust_ratio = 1
                if is_sparse:
                    # alpha_vec = torch.full((p.size(0),), -step_size * trust_ratio)
                    p.data.scatter_add_(
                        0, mask_idx, adam_step[mask].mul_(-step_size * trust_ratio)
                    )
                else:
                    p.data.add_(adam_step, alpha=-step_size * trust_ratio)

        return loss