File size: 4,572 Bytes
3cd1076
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
#!/usr/bin/env python
# -*- coding: utf-8 -*-

import math
import torch
from torch.optim.optimizer import Optimizer

class Lamb(Optimizer):
    r"""Implements Lamb algorithm.

    It has been proposed in `Large Batch Optimization for Deep Learning:
    Training BERT in 76 minutes`
    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,
    ) -> 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)
        self.clamp_value = clamp_value
        self.adam = adam
        self.debias = debias

        super(Lamb, 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, memory_format=torch.preserve_format
                    )
                    # Exponential moving average of squared gradient values
                    state["exp_avg_sq"] = torch.zeros_like(
                        p, memory_format=torch.preserve_format
                    )

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

                state["step"] += 1

                # 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:
                    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

                p.data.add_(adam_step, alpha=-step_size * trust_ratio)

        return loss