| """ Adan Optimizer |
| |
| Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022. |
| https://arxiv.org/abs/2208.06677 |
| |
| Implementation adapted from https://github.com/sail-sg/Adan |
| """ |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
|
|
| import math |
| from typing import List, Optional, Tuple |
|
|
| import torch |
| from torch import Tensor |
| from torch.optim.optimizer import Optimizer |
|
|
|
|
| class MultiTensorApply(object): |
| available = False |
| warned = False |
|
|
| def __init__(self, chunk_size): |
| try: |
| MultiTensorApply.available = True |
| self.chunk_size = chunk_size |
| except ImportError as err: |
| MultiTensorApply.available = False |
| MultiTensorApply.import_err = err |
|
|
| def __call__(self, op, noop_flag_buffer, tensor_lists, *args): |
| return op(self.chunk_size, noop_flag_buffer, tensor_lists, *args) |
|
|
|
|
| class Adan(Optimizer): |
| """ Implements a pytorch variant of Adan. |
| |
| Adan was proposed in Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models |
| https://arxiv.org/abs/2208.06677 |
| |
| Arguments: |
| params: Iterable of parameters to optimize or dicts defining parameter groups. |
| lr: Learning rate. |
| betas: Coefficients used for first- and second-order moments. |
| eps: Term added to the denominator to improve numerical stability. |
| weight_decay: Decoupled weight decay (L2 penalty) |
| no_prox: How to perform the weight decay |
| caution: Enable caution from 'Cautious Optimizers' |
| foreach: If True would use torch._foreach implementation. Faster but uses slightly more memory. |
| """ |
|
|
| def __init__(self, |
| params, |
| lr: float = 1e-3, |
| betas: Tuple[float, float, float] = (0.98, 0.92, 0.99), |
| eps: float = 1e-8, |
| weight_decay: float = 0.0, |
| no_prox: bool = False, |
| caution: bool = False, |
| foreach: Optional[bool] = None, |
| ): |
| if not 0.0 <= lr: |
| raise ValueError('Invalid learning rate: {}'.format(lr)) |
| if not 0.0 <= eps: |
| 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 not 0.0 <= betas[2] < 1.0: |
| raise ValueError('Invalid beta parameter at index 2: {}'.format(betas[2])) |
|
|
| defaults = dict( |
| lr=lr, |
| betas=betas, |
| eps=eps, |
| weight_decay=weight_decay, |
| no_prox=no_prox, |
| caution=caution, |
| foreach=foreach, |
| ) |
| super().__init__(params, defaults) |
|
|
| def __setstate__(self, state): |
| super(Adan, self).__setstate__(state) |
| for group in self.param_groups: |
| group.setdefault('no_prox', False) |
| group.setdefault('caution', False) |
|
|
| @torch.no_grad() |
| def restart_opt(self): |
| for group in self.param_groups: |
| group['step'] = 0 |
| for p in group['params']: |
| if p.requires_grad: |
| state = self.state[p] |
| |
|
|
| |
| state['exp_avg'] = torch.zeros_like(p) |
| |
| state['exp_avg_sq'] = torch.zeros_like(p) |
| |
| state['exp_avg_diff'] = torch.zeros_like(p) |
|
|
| @torch.no_grad() |
| def step(self, closure=None): |
| """Performs a single optimization step.""" |
| loss = None |
| if closure is not None: |
| with torch.enable_grad(): |
| loss = closure() |
|
|
| try: |
| has_scalar_maximum = 'Scalar' in torch.ops.aten._foreach_maximum_.overloads() |
| except: |
| has_scalar_maximum = False |
|
|
| for group in self.param_groups: |
| params_with_grad = [] |
| grads = [] |
| exp_avgs = [] |
| exp_avg_sqs = [] |
| exp_avg_diffs = [] |
| neg_pre_grads = [] |
|
|
| beta1, beta2, beta3 = group['betas'] |
| |
| |
| if 'step' in group: |
| group['step'] += 1 |
| else: |
| group['step'] = 1 |
|
|
| bias_correction1 = 1.0 - beta1 ** group['step'] |
| bias_correction2 = 1.0 - beta2 ** group['step'] |
| bias_correction3 = 1.0 - beta3 ** group['step'] |
|
|
| for p in group['params']: |
| if p.grad is None: |
| continue |
| params_with_grad.append(p) |
| grads.append(p.grad) |
|
|
| state = self.state[p] |
| if len(state) == 0: |
| state['exp_avg'] = torch.zeros_like(p) |
| state['exp_avg_sq'] = torch.zeros_like(p) |
| state['exp_avg_diff'] = torch.zeros_like(p) |
|
|
| if 'neg_pre_grad' not in state or group['step'] == 1: |
| state['neg_pre_grad'] = -p.grad.clone() |
|
|
| exp_avgs.append(state['exp_avg']) |
| exp_avg_sqs.append(state['exp_avg_sq']) |
| exp_avg_diffs.append(state['exp_avg_diff']) |
| neg_pre_grads.append(state['neg_pre_grad']) |
|
|
| if not params_with_grad: |
| continue |
|
|
| if group['foreach'] is None: |
| use_foreach = not group['caution'] or has_scalar_maximum |
| else: |
| use_foreach = group['foreach'] |
|
|
| if use_foreach: |
| func = _multi_tensor_adan |
| else: |
| func = _single_tensor_adan |
|
|
| func( |
| params_with_grad, |
| grads, |
| exp_avgs=exp_avgs, |
| exp_avg_sqs=exp_avg_sqs, |
| exp_avg_diffs=exp_avg_diffs, |
| neg_pre_grads=neg_pre_grads, |
| beta1=beta1, |
| beta2=beta2, |
| beta3=beta3, |
| bias_correction1=bias_correction1, |
| bias_correction2=bias_correction2, |
| bias_correction3_sqrt=math.sqrt(bias_correction3), |
| lr=group['lr'], |
| weight_decay=group['weight_decay'], |
| eps=group['eps'], |
| no_prox=group['no_prox'], |
| caution=group['caution'], |
| ) |
|
|
| return loss |
|
|
|
|
| def _single_tensor_adan( |
| params: List[Tensor], |
| grads: List[Tensor], |
| exp_avgs: List[Tensor], |
| exp_avg_sqs: List[Tensor], |
| exp_avg_diffs: List[Tensor], |
| neg_pre_grads: List[Tensor], |
| *, |
| beta1: float, |
| beta2: float, |
| beta3: float, |
| bias_correction1: float, |
| bias_correction2: float, |
| bias_correction3_sqrt: float, |
| lr: float, |
| weight_decay: float, |
| eps: float, |
| no_prox: bool, |
| caution: bool, |
| ): |
| for i, param in enumerate(params): |
| grad = grads[i] |
| exp_avg = exp_avgs[i] |
| exp_avg_sq = exp_avg_sqs[i] |
| exp_avg_diff = exp_avg_diffs[i] |
| neg_grad_or_diff = neg_pre_grads[i] |
|
|
| |
| neg_grad_or_diff.add_(grad) |
|
|
| exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) |
| exp_avg_diff.mul_(beta2).add_(neg_grad_or_diff, alpha=1 - beta2) |
|
|
| neg_grad_or_diff.mul_(beta2).add_(grad) |
| exp_avg_sq.mul_(beta3).addcmul_(neg_grad_or_diff, neg_grad_or_diff, value=1 - beta3) |
|
|
| denom = (exp_avg_sq.sqrt() / bias_correction3_sqrt).add_(eps) |
| step_size_diff = lr * beta2 / bias_correction2 |
| step_size = lr / bias_correction1 |
|
|
| if caution: |
| |
| mask = (exp_avg * grad > 0).to(grad.dtype) |
| mask.div_(mask.mean().clamp_(min=1e-3)) |
| exp_avg = exp_avg * mask |
|
|
| if no_prox: |
| param.mul_(1 - lr * weight_decay) |
| param.addcdiv_(exp_avg, denom, value=-step_size) |
| param.addcdiv_(exp_avg_diff, denom, value=-step_size_diff) |
| else: |
| param.addcdiv_(exp_avg, denom, value=-step_size) |
| param.addcdiv_(exp_avg_diff, denom, value=-step_size_diff) |
| param.div_(1 + lr * weight_decay) |
|
|
| neg_grad_or_diff.zero_().add_(grad, alpha=-1.0) |
|
|
|
|
| def _multi_tensor_adan( |
| params: List[Tensor], |
| grads: List[Tensor], |
| exp_avgs: List[Tensor], |
| exp_avg_sqs: List[Tensor], |
| exp_avg_diffs: List[Tensor], |
| neg_pre_grads: List[Tensor], |
| *, |
| beta1: float, |
| beta2: float, |
| beta3: float, |
| bias_correction1: float, |
| bias_correction2: float, |
| bias_correction3_sqrt: float, |
| lr: float, |
| weight_decay: float, |
| eps: float, |
| no_prox: bool, |
| caution: bool, |
| ): |
| if len(params) == 0: |
| return |
|
|
| |
| torch._foreach_add_(neg_pre_grads, grads) |
|
|
| torch._foreach_mul_(exp_avgs, beta1) |
| torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1) |
|
|
| torch._foreach_mul_(exp_avg_diffs, beta2) |
| torch._foreach_add_(exp_avg_diffs, neg_pre_grads, alpha=1 - beta2) |
|
|
| torch._foreach_mul_(neg_pre_grads, beta2) |
| torch._foreach_add_(neg_pre_grads, grads) |
| torch._foreach_mul_(exp_avg_sqs, beta3) |
| torch._foreach_addcmul_(exp_avg_sqs, neg_pre_grads, neg_pre_grads, value=1 - beta3) |
|
|
| denom = torch._foreach_sqrt(exp_avg_sqs) |
| torch._foreach_div_(denom, bias_correction3_sqrt) |
| torch._foreach_add_(denom, eps) |
|
|
| step_size_diff = lr * beta2 / bias_correction2 |
| step_size = lr / bias_correction1 |
|
|
| if caution: |
| |
| masks = torch._foreach_mul(exp_avgs, grads) |
| masks = [(m > 0).to(g.dtype) for m, g in zip(masks, grads)] |
| mask_scale = [m.mean() for m in masks] |
| torch._foreach_maximum_(mask_scale, 1e-3) |
| torch._foreach_div_(masks, mask_scale) |
| exp_avgs = torch._foreach_mul(exp_avgs, masks) |
|
|
| if no_prox: |
| torch._foreach_mul_(params, 1 - lr * weight_decay) |
| torch._foreach_addcdiv_(params, exp_avgs, denom, value=-step_size) |
| torch._foreach_addcdiv_(params, exp_avg_diffs, denom, value=-step_size_diff) |
| else: |
| torch._foreach_addcdiv_(params, exp_avgs, denom, value=-step_size) |
| torch._foreach_addcdiv_(params, exp_avg_diffs, denom, value=-step_size_diff) |
| torch._foreach_div_(params, 1 + lr * weight_decay) |
|
|
| torch._foreach_zero_(neg_pre_grads) |
| torch._foreach_add_(neg_pre_grads, grads, alpha=-1.0) |
|
|