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from typing import Callable, List, Optional, Tuple, Union
import mlx.core as mx
from mlx.nn import Module
from mlx.utils import tree_flatten, tree_map, tree_merge, tree_reduce, tree_unflatten
class Optimizer:
"""The base class for all optimizers. It allows us to implement an
optimizer on a per-parameter basis and apply it to a parameter tree.
"""
def __init__(self, schedulers=None):
self._initialized = False
self._state = {"step": mx.array(0, mx.uint64)}
self._schedulers = {k: v for k, v in (schedulers or {}).items()}
def update(self, model: Module, gradients: dict):
"""Apply the gradients to the parameters of the model and update the
model with the new parameters.
Args:
model (mlx.nn.Module): An mlx module to be updated.
gradients (dict): A Python tree of gradients, most likely computed
via :func:`mlx.nn.value_and_grad`.
"""
model.update(self.apply_gradients(gradients, model))
def init(self, parameters: dict):
"""Initialize the optimizer's state
This function can be used to initialize optimizers which have state
(like momentum in :class:`SGD`). Using this method is optional as the
optimizer will initialize itself if the state is not yet set. However,
there are some cases where explicit initialization is useful in order
to have access to the :attr:`Optimizer.state` before the first call to
:meth:`Optimizer.update`.
Args:
model (dict): A Python tree of parameters.
Example:
>>> optimizer = optim.SGD(learning_rate=1e-1, momentum=0.9)
>>> model = nn.Linear(2, 2)
>>> optimizer.init(model.trainable_parameters())
>>> optimizer.state.keys()
dict_keys(['step', 'learning_rate', 'weight', 'bias'])
"""
# Initialize the optimizer state to match the parameter state
def update_state(params, state):
if isinstance(params, (list, tuple)):
state = list(state)
for i in range(len(state)):
state[i] = update_state(params[i], state[i])
if len(state) != len(params):
state.extend(tree_map(lambda _: {}, params[len(state) :]))
return type(params)(state)
elif isinstance(params, dict):
for k, v in params.items():
if k not in state:
state[k] = tree_map(lambda _: {}, v)
else:
state[k] = update_state(v, state[k])
return state
else:
return state
update_state(parameters, self._state)
tree_map(lambda p, s: s or self.init_single(p, s), parameters, self._state)
self._initialized = True
def init_single(self, parameter: mx.array, state: dict):
"""To be extended by the children classes to implement each optimizer's
state initialization.
Args:
parameter (mx.array): A single parameter that will be optimized.
state (dict): The optimizer's state.
"""
raise NotImplementedError()
def apply_gradients(self, gradients: dict, parameters: dict):
"""Apply the gradients to the parameters and return the updated parameters.
Can be used to update a model via
``model.update(opt.apply_gradients(grads, model))`` which is precisely
how :meth:`Optimizer.update` is implemented.
Args:
gradients (dict): A Python tree of gradients.
parameters (dict): A Python tree of parameters. It can be a
superset of the gradients. In that case the returned python
tree will be of the same structure as the gradients.
"""
if not self._initialized:
self.init(gradients)
# Update any scheduled variables
for param, scheduler in self._schedulers.items():
self.state[param] = scheduler(self.step)
# Increment the step
self.state["step"] = self.step + 1
# Apply the update
return tree_map(self.apply_single, gradients, parameters, self.state)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""To be extended by derived classes to implement the optimizer's update.
Args:
gradient (mx.array): The ``parameter`` gradient.
parameter (mx.array): The ``parameter`` to update.
state (dict): The optimizer's state.
"""
raise NotImplementedError()
@property
def state(self):
"""The optimizer's state dictionary."""
return self._state
@state.setter
def state(self, state: dict):
self._initialized = False
self._state = state
@property
def step(self):
return self.state["step"]
@property
def learning_rate(self):
return self.state["learning_rate"]
@learning_rate.setter
def learning_rate(self, learning_rate: Union[float, mx.array]):
self.state["learning_rate"] = mx.array(learning_rate)
def _maybe_schedule(
self, name: str, param: Union[float, Callable[[mx.array], mx.array]]
):
"""
To be used by derived classes to optionally put a parameter on a schedule.
"""
if isinstance(param, Callable):
self._schedulers[name] = param
parameter = param(self.step)
else:
parameter = mx.array(param)
self.state[name] = parameter
class MultiOptimizer(Optimizer):
"""Wraps a list of optimizers with corresponding weight predicates/filters
to make it easy to use different optimizers for different weights.
The predicates take the full "path" of the weight and the weight itself and
return True if it should be considered for this optimizer. The last
optimizer in the list is a fallback optimizer and no predicate should be
given for it.
Args:
optimizers (list[Optimizer]): A list of optimizers to delegate to
filters (list[Callable[[str, array], bool]): A list of predicates that
should be one less than the provided optimizers.
"""
def __init__(self, optimizers, filters: list = []):
super().__init__()
self._state = {}
if len(filters) != len(optimizers) - 1:
raise ValueError(
f"Given {len(filters)} filters but {len(optimizers)-1} needed."
)
self.optimizers = optimizers
self.filters = filters + [lambda *args, **kwargs: True]
def _split_dictionary(self, gradients: dict):
if len(self.optimizers) == 1:
return [gradients]
parts = [[] for _ in range(len(self.optimizers))]
flat_gradients = tree_flatten(gradients)
for k, g in flat_gradients:
for i, fn in enumerate(self.filters):
if fn(k, g):
parts[i].append((k, g))
break
return [tree_unflatten(p) for p in parts]
def init(self, parameters: dict):
for o, p in zip(self.optimizers, self._split_dictionary(parameters)):
o.init(p)
def apply_gradients(self, gradients: dict, parameters: dict):
tree = {}
for o, g in zip(self.optimizers, self._split_dictionary(gradients)):
tree = tree_merge(tree, o.apply_gradients(g, parameters))
return tree
@property
def state(self):
return {"states": [o.state for o in self.optimizers]}
@state.setter
def state(self, state: dict):
if "states" not in state or len(state["states"]) != len(self.optimizers):
raise ValueError("Invalid state provided")
for o, s in zip(self.optimizers, state["states"]):
o.state = s
@property
def learning_rate(self):
return self.optimizers[0].learning_rate
@learning_rate.setter
def learning_rate(self, learning_rate: Union[float, mx.array]):
for o in self.optimizers:
o.learning_rate = learning_rate
class SGD(Optimizer):
r"""The stochastic gradient descent optimizer.
Updates a parameter :math:`w` with a gradient :math:`g` as follows
.. math::
v_{t+1} &= \mu v_t + (1 - \tau) g_t \\
w_{t+1} &= w_t - \lambda v_{t+1}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
momentum (float, optional): The momentum strength :math:`\mu`. Default: ``0``
weight_decay (float, optional): The weight decay (L2 penalty). Default: ``0``
dampening (float, optional): Dampening for momentum :math:`\tau`. Default: ``0``
nesterov (bool, optional): Enables Nesterov momentum. Default: ``False``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
momentum: float = 0.0,
weight_decay: float = 0.0,
dampening: float = 0.0,
nesterov: bool = False,
):
if nesterov and (momentum <= 0 or dampening != 0):
raise ValueError(
"Nesterov momentum requires a momentum and zero dampening."
)
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.momentum = momentum
self.weight_decay = weight_decay
self.dampening = dampening
self.nesterov = nesterov
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["v"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the SGD parameter update and stores :math:`v` in the
optimizer state."""
if self.weight_decay != 0:
gradient += self.weight_decay * parameter
if self.momentum <= 0:
return parameter - self.learning_rate.astype(gradient.dtype) * gradient
v = self.momentum * state.get("v")
if self.dampening > 0:
v += (1 - self.dampening) * gradient
else:
v += gradient
if self.nesterov:
update = gradient + self.momentum * v
else:
update = v
state["v"] = v
return parameter - self.learning_rate.astype(gradient.dtype) * update
class RMSprop(Optimizer):
r"""The RMSprop optimizer [1].
[1]: Tieleman, T. and Hinton, G. 2012. Lecture 6.5-rmsprop, coursera: Neural networks for machine learning
.. math::
v_{t+1} &= \alpha v_t + (1 - \alpha) g_t^2 \\
w_{t+1} &= w_t - \lambda \frac{g_t}{\sqrt{v_{t+1}} + \epsilon}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
alpha (float, optional): The smoothing constant :math:`\alpha`.
Default: ``0.99``
eps (float, optional): The term :math:`\epsilon` added to the denominator
to improve numerical stability. Default: ``1e-8``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
alpha: float = 0.99,
eps: float = 1e-8,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.alpha = alpha
self.eps = eps
if self.alpha < 0.0:
raise ValueError(
f"RMSprop alpha should be >=0, {self.alpha} was provided instead"
)
if self.eps < 0.0:
raise ValueError(
f"RMSprop epsilon should be >0, {self.eps} was provided instead"
)
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["v"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the RMSprop parameter update and stores :math:`v` in the optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
alpha = self.alpha
eps = self.eps
v = state["v"]
v = alpha * v + (1 - alpha) * mx.square(gradient)
state["v"] = v
return parameter - lr * gradient / (mx.sqrt(v) + eps)
class Adagrad(Optimizer):
r"""The Adagrad optimizer [1].
Our Adagrad implementation follows the original paper. In detail,
[1]: Duchi, J., Hazan, E. and Singer, Y., 2011. Adaptive subgradient methods
for online learning and stochastic optimization. JMLR 2011.
.. math::
v_{t+1} &= v_t + g_t^2 \\
w_{t+1} &= w_t - \lambda \frac{g_t}{\sqrt{v_{t+1}} + \epsilon}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
eps (float, optional): The term :math:`\epsilon` added to the
denominator to improve numerical stability. Default: ``1e-8``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
eps: float = 1e-8,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.eps = eps
if self.eps < 0.0:
raise ValueError(
f"Adagrad epsilon should be >0, {self.eps} was provided instead"
)
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["v"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Adagrad parameter update and stores :math:`v` in the
optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
eps = self.eps
v = state["v"] + mx.square(gradient)
state["v"] = v
return parameter - lr * gradient / (mx.sqrt(v) + eps)
class AdaDelta(Optimizer):
r"""The AdaDelta optimizer with a learning rate [1].
Our AdaDelta implementation follows the original paper. In detail,
[1]: Zeiler, M.D., 2012. ADADELTA: an adaptive learning rate method. arXiv preprint arXiv:1212.5701.
.. math::
v_{t+1} &= \rho v_t + (1 - \rho) g_t^2 \\
\Delta w_{t+1} &= \frac{\sqrt{u_t + \epsilon}}{\sqrt{v_{t+1} + \epsilon}} g_t \\
u_{t+1} &= \rho u_t + (1 - \rho) \Delta w_{t+1}^2 \\
w_{t+1} &= w_t - \lambda \Delta w_{t+1}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
rho (float, optional): The coefficient :math:`\rho` used for computing a
running average of squared gradients. Default: ``0.9``
eps (float, optional): The term :math:`\epsilon` added to the denominator to improve
numerical stability. Default: `1e-8`
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
rho: float = 0.9,
eps: float = 1e-6,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.rho = rho
self.eps = eps
if self.rho < 0.0:
raise ValueError(
f"AdaDelta rho should be >=0, {self.rho} was provided instead"
)
if self.eps < 0.0:
raise ValueError(
f"AdaDelta epsilon should be >0, {self.eps} was provided instead"
)
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["v"] = mx.zeros_like(parameter)
state["u"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the AdaDelta parameter update and stores :math:`v` and
:math:`u` in the optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
rho = self.rho
eps = self.eps
v = state["v"]
u = state["u"]
v = rho * v + (1 - rho) * mx.square(gradient)
d = mx.sqrt(u + eps) / mx.sqrt(v + eps) * gradient
u = rho * u + (1 - rho) * mx.square(d)
state["v"] = v
state["u"] = u
return parameter - lr * d
class Adam(Optimizer):
r"""The Adam optimizer [1]. In detail,
[1]: Kingma, D.P. and Ba, J., 2015. Adam: A method for stochastic
optimization. ICLR 2015.
.. math::
m_{t+1} &= \beta_1 m_t + (1 - \beta_1) g_t \\
v_{t+1} &= \beta_2 v_t + (1 - \beta_2) g_t^2 \\
w_{t+1} &= w_t - \lambda \frac{m_{t+1}}{\sqrt{v_{t+1}} + \epsilon}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
betas (Tuple[float, float], optional): The coefficients
:math:`(\beta_1, \beta_2)` used for computing running averages of the
gradient and its square. Default: ``(0.9, 0.999)``
eps (float, optional): The term :math:`\epsilon` added to the
denominator to improve numerical stability. Default: ``1e-8``
bias_correction (bool, optional): If set to ``True``, bias correction
is applied. Default: ``False``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
betas: List[float] = [0.9, 0.999],
eps: float = 1e-8,
bias_correction: bool = False,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.betas = betas
self.eps = eps
self.bias_correction = bias_correction
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["m"] = mx.zeros_like(parameter)
state["v"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Adam parameter update and stores :math:`v` and
:math:`m` in the optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
b1, b2 = self.betas
eps = self.eps
bias_correction = self.bias_correction
step = self.step
m = state["m"]
v = state["v"]
m = b1 * m + (1 - b1) * gradient
v = b2 * v + (1 - b2) * mx.square(gradient)
state["m"] = m
state["v"] = v
if bias_correction:
c1 = (lr / (1 - b1**step)).astype(gradient.dtype)
c2 = mx.rsqrt(1 - b2**step).astype(gradient.dtype)
numerator = c1 * m
denominator = mx.sqrt(v) * c2 + eps
return parameter - numerator / denominator
else:
return parameter - lr * m / (mx.sqrt(v) + eps)
class AdamW(Adam):
r"""The AdamW optimizer [1]. We update the weights with a weight_decay
(:math:`\lambda`) value:
[1]: Loshchilov, I. and Hutter, F., 2019. Decoupled weight decay
regularization. ICLR 2019.
.. math::
m_{t+1} &= \beta_1 m_t + (1 - \beta_1) g_t \\
v_{t+1} &= \beta_2 v_t + (1 - \beta_2) g_t^2 \\
w_{t+1} &= w_t - \alpha (\frac{m_{t+1}}{\sqrt{v_{t+1}} + \epsilon} + \lambda w_t)
Args:
learning_rate (float or callable): The learning rate :math:`\alpha`.
betas (Tuple[float, float], optional): The coefficients
:math:`(\beta_1, \beta_2)` used for computing running averages of the
gradient and its square. Default: ``(0.9, 0.999)``
eps (float, optional): The term :math:`\epsilon` added to the
denominator to improve numerical stability. Default: ``1e-8``
weight_decay (float, optional): The weight decay :math:`\lambda`.
Default: ``0.01``.
bias_correction (bool, optional): If set to ``True``, bias correction
is applied. Default: ``False``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
betas: List[float] = [0.9, 0.999],
eps: float = 1e-8,
weight_decay: float = 0.01,
bias_correction: bool = False,
):
super().__init__(
learning_rate=learning_rate,
betas=betas,
eps=eps,
bias_correction=bias_correction,
)
self.weight_decay = weight_decay
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the AdamW parameter update by modifying the parameters
passed into Adam.
"""
lr = self.learning_rate.astype(gradient.dtype)
return super().apply_single(
gradient, parameter * (1 - lr * self.weight_decay), state
)
class Adamax(Adam):
r"""The Adamax optimizer, a variant of Adam based on the infinity norm [1].
Our Adam implementation follows the original paper and omits the bias
correction in the first and second moment estimates. In detail,
[1]: Kingma, D.P. and Ba, J., 2015. Adam: A method for stochastic
optimization. ICLR 2015.
.. math::
m_{t+1} &= \beta_1 m_t + (1 - \beta_1) g_t \\
v_{t+1} &= \max(\beta_2 v_t, |g_t|) \\
w_{t+1} &= w_t - \lambda \frac{m_{t+1}}{v_{t+1} + \epsilon}
Args:
learning_rate (float or callable): The learning rate :math:`\lambda`.
betas (Tuple[float, float], optional): The coefficients
:math:`(\beta_1, \beta_2)` used for computing running averages of the
gradient and its square. Default: ``(0.9, 0.999)``
eps (float, optional): The term :math:`\epsilon` added to the
denominator to improve numerical stability. Default: ``1e-8``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
betas: List[float] = [0.9, 0.999],
eps: float = 1e-8,
):
super().__init__(learning_rate, betas, eps)
if not 0.0 <= eps:
raise ValueError(
f"Epsilon value should be >=0, {self.eps} was provided instead"
)
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["m"] = mx.zeros_like(parameter)
state["v"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Adamax parameter update and stores :math:`v` and
:math:`m` in the optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
b1, b2 = self.betas
eps = self.eps
m = state["m"]
v = state["v"]
m = b1 * m + (1 - b1) * gradient
v = mx.maximum(b2 * v, mx.abs(gradient))
state["m"] = m
state["v"] = v
return parameter - lr * m / (v + eps)
class Lion(Optimizer):
r"""The Lion optimizer [1].
Since updates are computed through the sign operation, they tend to
have larger norm than for other optimizers such as SGD and Adam.
We recommend a learning rate that is 3-10x smaller than AdamW and a
weight decay 3-10x larger than AdamW to maintain the strength
(lr * wd). Our Lion implementation follows the original paper. In
detail,
[1]: Chen, X. Symbolic Discovery of Optimization Algorithms. arXiv
preprint arXiv:2302.06675.
.. math::
c_{t + 1} &= \beta_1 m_t + (1 - \beta_1) g_t \\
m_{t + 1} &= \beta_2 m_t + (1 - \beta_2) g_t \\
w_{t + 1} &= w_t - \eta (\text{sign}(c_t) + \lambda w_t)
Args:
learning_rate (float or callable): The learning rate :math:`\eta`.
betas (Tuple[float, float], optional): The coefficients
:math:`(\beta_1, \beta_2)` used for computing the gradient
momentum and update direction. Default: ``(0.9, 0.99)``
weight_decay (float, optional): The weight decay :math:`\lambda`. Default: ``0.0``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
betas: List[float] = [0.9, 0.99],
weight_decay: float = 0.0,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.betas = betas
self.weight_decay = weight_decay
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["m"] = mx.zeros_like(parameter)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Lion parameter update and stores :math:`m`
in the optimizer state."""
lr = self.learning_rate.astype(gradient.dtype)
b1, b2 = self.betas
weight_decay = self.weight_decay
m = state["m"]
c = b1 * m + (1 - b1) * gradient
state["m"] = b2 * m + (1 - b2) * gradient
if weight_decay > 0:
parameter = (1 - lr * weight_decay) * parameter
return parameter - lr * mx.sign(c)
class Adafactor(Optimizer):
r"""The Adafactor optimizer.
Our Adafactor implementation follows the original paper: `Adafactor:
Adaptive Learning Rates with Sublinear Memory Cost
<https://arxiv.org/abs/1804.04235>`_
Args:
learning_rate (float or callable, optional): The learning rate.
Default: ``None``.
eps (tuple(float, float), optional): The first term :math:`\epsilon_1`
added to the square of the gradients to improve numerical
stability and the second term :math:`\epsilon_2` is used for
parameter scaling if ``parameter_scale`` is set to ``True``.
Default: ``(1e-30, 1e-3)``.
clip_threshold (float, optional): Clips the unscaled update at
``clip_threshold``. Default: ``1.0``.
decay_rate (float, optional): Coefficient for the running average
of the squared gradient. Default: ``-0.8``.
beta_1 (float, optional): If set to a value bigger than zero
then first moment will be used. Default: ``None``.
weight_decay (float, optional): The weight decay :math:`\lambda`.
Default: ``0.0``.
scale_parameter (bool, optional): If set to ``True`` the learning rate
will be scaled by :math:`\max(\epsilon_1, \text{RMS}(w_{t-1}))`.
Default: ``True``.
relative_step (bool, optional): If set to ``True`` the ``learning_rate``
will be ignored and relative step size will be computed.
Default: ``True``.
warmup_init (bool, optional): If set to ``True`` then the relative
step size will be calculated by the current step. Default:
``False``.
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array], None] = None,
eps: Tuple[float, float] = (1e-30, 1e-3),
clip_threshold: float = 1.0,
decay_rate: float = -0.8,
beta_1: Optional[float] = None,
weight_decay: float = 0.0,
scale_parameter: bool = True,
relative_step: bool = True,
warmup_init: bool = False,
):
super().__init__()
if learning_rate is not None:
self._maybe_schedule("learning_rate", learning_rate)
self.eps = eps
self.clip_threshold = clip_threshold
self.decay_rate = decay_rate
self.beta_1 = beta_1
self.weight_decay = weight_decay
self.scale_parameter = scale_parameter
self.relative_step = relative_step
self.warmup_init = warmup_init
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
if parameter.ndim >= 2:
shape = parameter.shape
dtype = parameter.dtype
state["exp_avg_sq_row"] = mx.zeros(shape[:-1], dtype=dtype)
state["exp_avg_sq_col"] = mx.zeros(shape[:-2] + shape[-1:], dtype=dtype)
else:
state["exp_avg_sq"] = mx.zeros_like(parameter)
if self.beta_1 is not None:
state["exp_avg"] = mx.zeros_like(parameter)
def _compute_rms(self, inputs):
return mx.sqrt(mx.mean(mx.square(inputs)))
def _compute_learning_rate(self, step, parameter_rms):
if self.relative_step:
min_step = 1e-6 * step if self.warmup_init else 1e-2
relative_step_size = mx.minimum(min_step, mx.rsqrt(step))
else:
relative_step_size = self.learning_rate
relative_step_size = relative_step_size.astype(parameter_rms.dtype)
parameter_scale = 1.0
if self.scale_parameter:
parameter_scale = mx.maximum(self.eps[1], parameter_rms)
return parameter_scale * relative_step_size
def _approximate_exp_moving_avg(self, exp_avg_sq_row, exp_avg_sq_col):
r_factor = mx.rsqrt(
exp_avg_sq_row / mx.mean(exp_avg_sq_row, axis=-1, keepdims=True)
)
c_factor = mx.rsqrt(exp_avg_sq_col)
return mx.matmul(
mx.expand_dims(r_factor, axis=-1), mx.expand_dims(c_factor, axis=0)
)
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Adafactor parameter and state update."""
factored = gradient.ndim >= 2
step = self.step
use_first_moment = self.beta_1 is not None
parameter_rms = self._compute_rms(parameter)
learning_rate = self._compute_learning_rate(step, parameter_rms)
beta_2 = 1.0 - (step**self.decay_rate).astype(parameter_rms.dtype)
update = mx.square(gradient) + self.eps[0]
if factored:
exp_avg_sq_row = state["exp_avg_sq_row"]
exp_avg_sq_col = state["exp_avg_sq_col"]
exp_avg_sq_row = (beta_2 * exp_avg_sq_row) + (
(1 - beta_2) * mx.mean(update, axis=-1)
)
exp_avg_sq_col = (beta_2 * exp_avg_sq_col) + (
(1 - beta_2) * mx.mean(update, axis=-2)
)
state["exp_avg_sq_row"] = exp_avg_sq_row
state["exp_avg_sq_col"] = exp_avg_sq_col
update = self._approximate_exp_moving_avg(exp_avg_sq_row, exp_avg_sq_col)
update = update * gradient
else:
exp_avg_sq = state["exp_avg_sq"]
exp_avg_sq = (beta_2 * exp_avg_sq) + ((1 - beta_2) * update)
state["exp_avg_sq"] = exp_avg_sq
update = mx.rsqrt(exp_avg_sq) * gradient
update = update / mx.maximum(
1.0, self._compute_rms(update) / self.clip_threshold
)
update = learning_rate * update
if use_first_moment:
exp_avg = state["exp_avg"]
exp_avg = (self.beta_1 * exp_avg) + ((1 - self.beta_1) * update)
state["exp_avg"] = exp_avg
update = exp_avg
if self.weight_decay != 0:
parameter += parameter * (-self.weight_decay * learning_rate)
return parameter - update
class Muon(Optimizer):
r"""The Muon optimizer.
Our Muon (MomentUm Orthogonalized by Newton-schulz) optimizer follows the
original implementation: `Muon: An optimizer for hidden layers in neural
networks <https://kellerjordan.github.io/posts/muon/>`_
Note:
- Muon may be sub-optimal for the embedding layer, the final fully
connected layer, or any 0D/1D parameters. Those should be optimized
by a different method (e.g., :class:`AdamW`).
- For 4D convolutional filters, it works by flattening their last
dimensions.
Args:
learning_rate (float or callable): The learning rate.
momentum (float, optional): The momentum strength. Default: ``0.95``
weight_decay (float, optional): The weight decay (L2 penalty).
Default: ``0.01``
nesterov (bool, optional): Enables Nesterov momentum. Recommended for
better performance. Default: ``True``
ns_steps (int, optional): Number of Newton-Schulz iteration steps for
orthogonalization. Default: ``5``
"""
def __init__(
self,
learning_rate: Union[float, Callable[[mx.array], mx.array]],
momentum: float = 0.95,
weight_decay: float = 0.01,
nesterov: bool = True,
ns_steps: int = 5,
):
super().__init__()
self._maybe_schedule("learning_rate", learning_rate)
self.momentum = momentum
self.weight_decay = weight_decay
self.nesterov = nesterov
self.ns_steps = ns_steps
def init_single(self, parameter: mx.array, state: dict):
"""Initialize optimizer state"""
state["v"] = mx.zeros_like(parameter)
def _zeropower_via_newtonschulz5(self, X, steps: int):
assert (
X.ndim == 2
), f"Expected a 2D array for Newton-Schulz iteration, got shape {X.shape} instead."
a, b, c = (3.4445, -4.7750, 2.0315)
transpose_needed = X.shape[-2] > X.shape[-1]
if transpose_needed:
X = X.T
X = X / (mx.linalg.norm(X, keepdims=True) + 1e-7)
for _ in range(steps):
A = X @ X.T
B = mx.addmm(b * A, A, A, beta=1.0, alpha=c)
X = mx.addmm(a * X, B, X, beta=1.0, alpha=1.0)
if transpose_needed:
X = X.T
return X
def apply_single(self, gradient: mx.array, parameter: mx.array, state: dict):
"""Performs the Muon parameter update"""
if self.weight_decay != 0:
gradient = gradient + self.weight_decay * parameter
v = self.momentum * state["v"]
v = v + (1 - self.momentum) * gradient
state["v"] = v
if self.nesterov:
update = gradient * (1 - self.momentum) + v * self.momentum
else:
update = v
lr = self.learning_rate.astype(gradient.dtype)
if update.ndim >= 2:
original_shape = update.shape
reshape_needed = update.ndim > 2
if reshape_needed:
update = mx.reshape(update, (update.shape[0], -1))
update = self._zeropower_via_newtonschulz5(update, steps=self.ns_steps)
if reshape_needed:
update = mx.reshape(update, original_shape)
lr *= max(1, update.shape[-2] / update.shape[-1]) ** 0.5
return parameter - lr * update
def clip_grad_norm(grads, max_norm):
"""Clips the global norm of the gradients.
This function ensures that the global norm of the gradients does not exceed
``max_norm``. It scales down the gradients proportionally if their norm is
greater than ``max_norm``.
Example:
>>> grads = {"w1": mx.array([2, 3]), "w2": mx.array([1])}
>>> clipped_grads, total_norm = clip_grad_norm(grads, max_norm=2.0)
>>> print(clipped_grads)
{"w1": mx.array([...]), "w2": mx.array([...])}
Args:
grads (dict): A dictionary containing the gradient arrays.
max_norm (float): The maximum allowed global norm of the gradients.
Returns:
(dict, float): The possibly rescaled gradients and the original
gradient norm.
"""
norm_squared = tree_reduce(lambda acc, g: acc + g.square().sum(), grads, 0.0)
total_norm = mx.sqrt(norm_squared)
normalizer = mx.minimum(max_norm / (total_norm + 1e-6), 1.0)
clipped_grads = tree_map(lambda g: g * normalizer, grads)
return clipped_grads, total_norm
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