Shortcuts

Source code for torch.optim.asgd

# mypy: allow-untyped-defs
from typing import cast, Optional, Union

import torch
from torch import Tensor

from .optimizer import (
    _capturable_doc,
    _default_to_fused_or_foreach,
    _differentiable_doc,
    _disable_dynamo_if_unsupported,
    _foreach_doc,
    _get_capturable_supported_devices,
    _get_scalar_dtype,
    _get_value,
    _maximize_doc,
    _params_doc,
    _use_grad_for_differentiable,
    _view_as_real,
    Optimizer,
    ParamsT,
)


__all__ = ["ASGD", "asgd"]


[docs]class ASGD(Optimizer): def __init__( self, params: ParamsT, lr: Union[float, Tensor] = 1e-2, lambd: float = 1e-4, alpha: float = 0.75, t0: float = 1e6, weight_decay: float = 0, foreach: Optional[bool] = None, maximize: bool = False, differentiable: bool = False, capturable: bool = False, ): if isinstance(lr, Tensor) and lr.numel() != 1: raise ValueError("Tensor lr must be 1-element") if not 0.0 <= lr: raise ValueError(f"Invalid learning rate: {lr}") if not 0.0 <= weight_decay: raise ValueError(f"Invalid weight_decay value: {weight_decay}") defaults = dict( lr=lr, lambd=lambd, alpha=alpha, t0=t0, weight_decay=weight_decay, foreach=foreach, maximize=maximize, differentiable=differentiable, capturable=capturable, ) super().__init__(params, defaults) def __setstate__(self, state): super().__setstate__(state) for group in self.param_groups: group.setdefault("foreach", None) group.setdefault("maximize", False) group.setdefault("differentiable", False) group.setdefault("capturable", False) for p in group["params"]: p_state = self.state.get(p, []) if len(p_state) != 0: if not torch.is_tensor(p_state["step"]): step_val = float(p_state["step"]) p_state["step"] = torch.tensor( step_val, dtype=_get_scalar_dtype(), device=p.device ) if not torch.is_tensor(p_state["eta"]): p_state["eta"] = torch.tensor( p_state["eta"], dtype=_get_scalar_dtype(), device=p.device ) if not torch.is_tensor(p_state["mu"]): p_state["mu"] = torch.tensor( p_state["mu"], dtype=_get_scalar_dtype(), device=p.device ) def _init_group(self, group, params_with_grad, grads, mus, axs, etas, state_steps): has_complex = False for p in group["params"]: if p.grad is not None: has_complex |= torch.is_complex(p) params_with_grad.append(p) if p.grad.is_sparse: raise RuntimeError("ASGD does not support sparse gradients") grads.append(p.grad) state = self.state[p] # State initialization if len(state) == 0: state["step"] = torch.zeros( (), device=p.device, dtype=_get_scalar_dtype() ) state["eta"] = ( torch.as_tensor( group["lr"], device=p.device, dtype=_get_scalar_dtype() ) .clone() .detach() ) state["mu"] = torch.ones( (), device=p.device, dtype=_get_scalar_dtype() ) state["ax"] = torch.zeros_like( p, memory_format=torch.preserve_format ) mus.append(state["mu"]) axs.append(state["ax"]) etas.append(state["eta"]) state_steps.append(state["step"]) return has_complex
[docs] @_use_grad_for_differentiable def step(self, closure=None): """Perform 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: list[Tensor] = [] grads: list[Tensor] = [] mus: list[Tensor] = [] axs: list[Tensor] = [] etas: list[Tensor] = [] state_steps: list[Tensor] = [] has_complex = self._init_group( group, params_with_grad, grads, mus, axs, etas, state_steps ) asgd( params_with_grad, grads, axs, mus, etas, state_steps, lambd=group["lambd"], lr=group["lr"], t0=group["t0"], alpha=group["alpha"], weight_decay=group["weight_decay"], foreach=group["foreach"], maximize=group["maximize"], differentiable=group["differentiable"], capturable=group["capturable"], has_complex=has_complex, ) return loss
ASGD.__doc__ = rf"""Implements Averaged Stochastic Gradient Descent. It has been proposed in `Acceleration of stochastic approximation by averaging`_. Args: {_params_doc} lr (float, Tensor, optional): learning rate (default: 1e-2) lambd (float, optional): decay term (default: 1e-4) alpha (float, optional): power for eta update (default: 0.75) t0 (float, optional): point at which to start averaging (default: 1e6) weight_decay (float, optional): weight decay (L2 penalty) (default: 0) {_foreach_doc} {_maximize_doc} {_differentiable_doc} {_capturable_doc} .. _Acceleration of stochastic approximation by averaging: https://dl.acm.org/citation.cfm?id=131098 """ def _single_tensor_asgd( params: list[Tensor], grads: list[Tensor], axs: list[Tensor], mus: list[Tensor], etas: list[Tensor], state_steps: list[Tensor], *, lambd: float, lr: float, t0: float, alpha: float, weight_decay: float, maximize: bool, differentiable: bool, capturable: bool, has_complex: bool, ): for i, param in enumerate(params): grad = grads[i] grad = grad if not maximize else -grad mu = mus[i] ax = axs[i] eta = etas[i] step_t = state_steps[i] # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] if not torch.compiler.is_compiling() and capturable: capturable_supported_devices = _get_capturable_supported_devices() assert ( param.device.type == mu.device.type == eta.device.type == step_t.device.type and param.device.type in capturable_supported_devices ), ( f"If capturable=True, params, mus, etas, and state_steps must be " f"on supported devices: {capturable_supported_devices}." ) if torch.is_complex(param): grad = torch.view_as_real(grad) param = torch.view_as_real(param) ax = torch.view_as_real(ax) # update step step_t += 1 if weight_decay != 0: grad = grad.add(param, alpha=weight_decay) if capturable: param.mul_(1 - lambd * eta) param.addcmul_(grad, eta, value=-1) # update parameter else: eta_value = _get_value(eta) param.mul_(1 - lambd * eta_value) # decay term param.add_(grad, alpha=-eta_value) # update parameter # averaging if capturable or mu.item() != 1: ax.add_(param.sub(ax).mul_(mu)) else: ax.copy_(param) if capturable: eta.copy_(lr / ((1 + lambd * lr * step_t) ** alpha)) mu.copy_(1 / torch.maximum(step_t - t0, torch.ones_like(step_t))) else: step = _get_value(step_t) new_eta = torch.as_tensor(lr / ((1 + lambd * lr * step) ** alpha)) eta.copy_(new_eta) new_mu = torch.as_tensor(1 / max(1, step - t0)) mu.copy_(new_mu) def _multi_tensor_asgd( params: list[Tensor], grads: list[Tensor], axs: list[Tensor], mus: list[Tensor], etas: list[Tensor], state_steps: list[Tensor], *, lambd: float, lr: float, t0: float, alpha: float, weight_decay: float, maximize: bool, differentiable: bool, capturable: bool, has_complex: bool, ): if len(params) == 0: return assert not differentiable, "_foreach ops don't support autograd" # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] if not torch.compiler.is_compiling() and capturable: capturable_supported_devices = _get_capturable_supported_devices( supports_xla=False ) assert all( p.device.type == mu.device.type == eta.device.type == step.device.type and p.device.type in capturable_supported_devices for p, mu, eta, step in zip(params, mus, etas, state_steps) ), f"If capturable=True, params, mus, etas, and state_steps must be on supported devices: {capturable_supported_devices}." grouped_tensors = Optimizer._group_tensors_by_device_and_dtype( [params, grads, axs, mus, etas, state_steps] # type: ignore[list-item] ) for (device, _), ( ( grouped_params_, grouped_grads_, grouped_axs_, grouped_mus_, grouped_etas_, grouped_state_steps_, ), _, ) in grouped_tensors.items(): grouped_params = cast(list[Tensor], grouped_params_) grouped_grads = cast(list[Tensor], grouped_grads_) grouped_axs = cast(list[Tensor], grouped_axs_) grouped_mus = cast(list[Tensor], grouped_mus_) grouped_etas = cast(list[Tensor], grouped_etas_) grouped_state_steps = cast(list[Tensor], grouped_state_steps_) if has_complex: _view_as_real(grouped_params, grouped_grads, grouped_axs) if maximize: grouped_grads = torch._foreach_neg(grouped_grads) # type: ignore[assignment] # Update steps # If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over # and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just # wrapped it once now. The alpha is required to assure we go to the right overload. if not torch.compiler.is_compiling() and grouped_state_steps[0].is_cpu: torch._foreach_add_( grouped_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0 ) else: torch._foreach_add_(grouped_state_steps, 1) # intermediate = grad + param * lambd intermediate: Union[tuple[Tensor, ...], list[Tensor]] if weight_decay != 0: if maximize: torch._foreach_add_(grouped_grads, grouped_params, alpha=weight_decay) intermediate = grouped_grads else: intermediate = torch._foreach_add( grouped_grads, grouped_params, alpha=weight_decay ) torch._foreach_add_(intermediate, grouped_params, alpha=lambd) else: intermediate = torch._foreach_add( grouped_grads, grouped_params, alpha=lambd ) # update param # param * (1 - lambd * eta) - eta * grad # => param - param * lambd * eta - eta * grad # => param - eta * intermediate torch._foreach_addcmul_(grouped_params, intermediate, grouped_etas, value=-1) del intermediate # update grouped_axs # averaging: ax = ax + mu * (param - ax) # Note (mlazos): We can't use lerp here since it requires weight to be float64 # and our grouping code requires dtypes to match for all tensors in a group (and it should, since # we use the mus in other places) # all dtypes need to match, so we could introduce a cast in a loop # but since this only adds one additional kernel launch, this looks like the cleaner # and faster solution intermediate = torch._foreach_sub(grouped_params, grouped_axs) torch._foreach_addcmul_(grouped_axs, intermediate, grouped_mus) del intermediate new_etas: Union[tuple[Tensor, ...], list[Tensor]] new_mus: Union[tuple[Tensor, ...], list[Tensor]] if capturable: # update grouped_mus new_mus = torch._foreach_sub(grouped_state_steps, t0) torch._foreach_maximum_(new_mus, 1.0) torch._foreach_reciprocal_(new_mus) torch._foreach_copy_(grouped_mus, new_mus) del new_mus # update eta = lr / ((1 + lambd * lr * step)^alpha) new_etas = torch._foreach_mul(grouped_state_steps, lambd) torch._foreach_mul_(new_etas, lr) torch._foreach_add_(new_etas, 1) torch._foreach_pow_(new_etas, alpha) torch._foreach_reciprocal_(new_etas) torch._foreach_mul_(new_etas, lr) torch._foreach_copy_(grouped_etas, new_etas) else: new_etas = [ torch.as_tensor(lr / ((1 + lambd * lr * step) ** alpha), device=device) for step in grouped_state_steps ] new_mus = [ torch.as_tensor(1 / max(1, _get_value(step) - t0), device=device) for step in grouped_state_steps ] torch._foreach_copy_(grouped_etas, new_etas) torch._foreach_copy_(grouped_mus, new_mus) @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_asgd) def asgd( params: list[Tensor], grads: list[Tensor], axs: list[Tensor], mus: list[Tensor], etas: 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: Optional[bool] = None, maximize: bool = False, differentiable: bool = False, capturable: bool = False, has_complex: bool = False, *, lambd: float, lr: float, t0: float, alpha: float, weight_decay: float, ): r"""Functional API that performs asgd algorithm computation. See :class:`~torch.optim.ASGD` for details. """ if foreach is None: _, foreach = _default_to_fused_or_foreach( params, differentiable, use_fused=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_asgd else: func = _single_tensor_asgd func( params, grads, axs, mus, etas, state_steps, lambd=lambd, lr=lr, t0=t0, alpha=alpha, weight_decay=weight_decay, maximize=maximize, differentiable=differentiable, capturable=capturable, has_complex=has_complex, )

Docs

Access comprehensive developer documentation for PyTorch

View Docs

Tutorials

Get in-depth tutorials for beginners and advanced developers

View Tutorials

Resources

Find development resources and get your questions answered

View Resources
pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy