# Copyright 2019 DeepMind Technologies Limited. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Gradient transformations.""" import functools from typing import NamedTuple, Optional import chex import jax from jax import tree_util as jtu import jax.numpy as jnp from optax import tree_utils as otu from optax._src import base from optax._src import numerics from optax._src import utils from optax.transforms import _accumulation from optax.transforms import _adding abs_sq = numerics.abs_sq def _reject_complex(params): if any(jnp.iscomplexobj(x) for x in jtu.tree_leaves(params)): raise ValueError('This transformation does not support complex parameters.') class ScaleByRssState(NamedTuple): """State holding the sum of gradient squares to date.""" sum_of_squares: base.Updates def scale_by_rss( initial_accumulator_value: float = 0.1, eps: float = 1e-7 ) -> base.GradientTransformation: """Rescale updates by the root of the sum of all squared gradients to date. References: [Duchi et al, 2011](https://jmlr.org/papers/volume12/duchi11a/duchi11a.pdf) [McMahan et al., 2010](https://arxiv.org/abs/1002.4908) Args: initial_accumulator_value: Starting value for accumulators, must be >= 0. eps: A small floating point value to avoid zero denominator. Returns: A `GradientTransformation` object. """ def init_fn(params): return ScaleByRssState( sum_of_squares=otu.tree_full_like(params, initial_accumulator_value)) def update_fn(updates, state, params=None): del params sum_of_squares = jtu.tree_map( lambda g, t: abs_sq(g) + t, updates, state.sum_of_squares) inv_sqrt_g_square = jtu.tree_map( lambda t: jnp.where(t > 0, jax.lax.rsqrt(t + eps), 0.0), sum_of_squares) updates = otu.tree_mul(inv_sqrt_g_square, updates) return updates, ScaleByRssState(sum_of_squares=sum_of_squares) return base.GradientTransformation(init_fn, update_fn) class ScaleByRmsState(NamedTuple): """State for exponential root mean-squared (RMS)-normalized updates.""" nu: base.Updates def scale_by_rms( decay: float = 0.9, eps: float = 1e-8, initial_scale: float = 0. ) -> base.GradientTransformation: r"""Rescale updates by the root of the exp. moving avg of the square. WARNING: PyTorch and optax's RMSprop implementations differ and could impact performance. In the denominator, optax uses $\sqrt{v + \epsilon}$ whereas PyTorch uses $\sqrt{v} + \epsilon$. See https://github.com/google-deepmind/optax/issues/532 for more detail. References: [Hinton](www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf) Args: decay: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. initial_scale: Initial value for second moment. Returns: A `GradientTransformation` object. """ def init_fn(params): nu = otu.tree_full_like(params, initial_scale) # second moment return ScaleByRmsState(nu=nu) def update_fn(updates, state, params=None): del params nu = otu.tree_update_moment_per_elem_norm(updates, state.nu, decay, 2) updates = jtu.tree_map( lambda g, n: g * jax.lax.rsqrt(n + eps), updates, nu) return updates, ScaleByRmsState(nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByRStdDevState(NamedTuple): """State for centered exponential moving average of squares of updates.""" mu: base.Updates nu: base.Updates def scale_by_stddev( decay: float = 0.9, eps: float = 1e-8, initial_scale: float = 0. ) -> base.GradientTransformation: """Rescale updates by the root of the centered exp. moving average of squares. References: [Hinton](www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf) Args: decay: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. initial_scale: Initial value for second moment. Returns: A `GradientTransformation` object. """ def init_fn(params): mu = otu.tree_zeros_like(params) # First moment nu = otu.tree_full_like(params, initial_scale) # second moment return ScaleByRStdDevState(mu=mu, nu=nu) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, decay, 1) nu = otu.tree_update_moment_per_elem_norm(updates, state.nu, decay, 2) updates = jtu.tree_map( lambda g, m, n: g * jax.lax.rsqrt(n - abs_sq(m) + eps), updates, mu, nu) return updates, ScaleByRStdDevState(mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByAdamState(NamedTuple): """State for the Adam algorithm.""" count: chex.Array # shape=(), dtype=jnp.int32. mu: base.Updates nu: base.Updates def scale_by_adam( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-8, eps_root: float = 0.0, mu_dtype: Optional[chex.ArrayDType] = None, *, nesterov: bool = False ) -> base.GradientTransformation: """Rescale updates according to the Adam algorithm. References: Kingma et al, `Adam: A Method for Stochastic Optimization `_, 2014 Dozat, `Incorporating Nesterov Momentum into Adam `_ 2016 .. warning:: PyTorch and optax's adam follow Algorithm 1 of the Kingma and Ba's Adam paper, if reproducing old results note that TensorFlow used instead the formulation just before Section 2.1 of the paper. See https://github.com/deepmind/optax/issues/571 for more detail. Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. eps_root: Term added to the denominator inside the square-root to improve numerical stability when backpropagating gradients through the rescaling. mu_dtype: Optional `dtype` to be used for the first order accumulator; if `None` then the `dtype` is inferred from `params` and `updates`. nesterov: Whether to use Nesterov momentum. The variant of Adam with Nesterov momentum is described in [Dozat 2016] Returns: A `GradientTransformation` object. """ mu_dtype = utils.canonicalize_dtype(mu_dtype) def init_fn(params): mu = otu.tree_zeros_like(params, dtype=mu_dtype) # First moment nu = otu.tree_zeros_like(params) # Second moment return ScaleByAdamState(count=jnp.zeros([], jnp.int32), mu=mu, nu=nu) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, b1, 1) nu = otu.tree_update_moment_per_elem_norm(updates, state.nu, b2, 2) count_inc = numerics.safe_int32_increment(state.count) if nesterov: mu_hat = jtu.tree_map( lambda m, g: b1 * m + (1 - b1) * g, otu.tree_bias_correction( mu, b1, numerics.safe_int32_increment(count_inc)), otu.tree_bias_correction(updates, b1, count_inc)) else: mu_hat = otu.tree_bias_correction(mu, b1, count_inc) # Dozat 2016 https://openreview.net/pdf?id=OM0jvwB8jIp57ZJjtNEZ # Algorithm 2 further multiplies Adam's standard nu_hat by b2. It is # unclear why. Other Nadam implementations also omit the extra b2 factor. nu_hat = otu.tree_bias_correction(nu, b2, count_inc) updates = jtu.tree_map( lambda m, v: m / (jnp.sqrt(v + eps_root) + eps), mu_hat, nu_hat) mu = otu.tree_cast(mu, mu_dtype) return updates, ScaleByAdamState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByAmsgradState(NamedTuple): """State for the AMSGrad algorithm.""" count: chex.Array # shape=(), dtype=jnp.int32. mu: base.Updates nu: base.Updates nu_max: base.Updates def scale_by_amsgrad( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-8, eps_root: float = 0.0, mu_dtype: Optional[chex.ArrayDType] = None, ) -> base.GradientTransformation: """Rescale updates according to the AMSGrad algorithm. References: [Reddi et al, 2018](https://openreview.net/forum?id=ryQu7f-RZ) Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. eps_root: Term added to the denominator inside the square-root to improve numerical stability when backpropagating gradients through the rescaling. mu_dtype: Optional `dtype` to be used for the first order accumulator; if `None` then the `dtype` is inferred from `params` and `updates`. Returns: A `GradientTransformation` object. """ mu_dtype = utils.canonicalize_dtype(mu_dtype) def init_fn(params): mu = otu.tree_zeros_like(params, dtype=mu_dtype) # First moment nu = otu.tree_zeros_like(params) # Second moment nu_max = otu.tree_zeros_like(params) return ScaleByAmsgradState( count=jnp.zeros([], jnp.int32), mu=mu, nu=nu, nu_max=nu_max) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, b1, 1) nu = otu.tree_update_moment_per_elem_norm(updates, state.nu, b2, 2) count_inc = numerics.safe_int32_increment(state.count) mu_hat = otu.tree_bias_correction(mu, b1, count_inc) nu_hat = otu.tree_bias_correction(nu, b2, count_inc) nu_max = jtu.tree_map(jnp.maximum, state.nu_max, nu_hat) updates = jtu.tree_map( lambda m, v: m / (jnp.sqrt(v + eps_root) + eps), mu_hat, nu_max) mu = otu.tree_cast(mu, mu_dtype) return updates, ScaleByAmsgradState( count=count_inc, mu=mu, nu=nu, nu_max=nu_max) return base.GradientTransformation(init_fn, update_fn) def scale_by_adamax( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-8 ) -> base.GradientTransformation: """Rescale updates according to the Adamax algorithm. References: [Kingma et al, 2014](https://arxiv.org/abs/1412.6980) Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted maximum of grads. eps: Term added to the denominator to improve numerical stability. Returns: A `GradientTransformation` object. """ def init_fn(params): mu = otu.tree_zeros_like(params) # First moment nu = otu.tree_zeros_like(params) # Infinite moment return ScaleByAdamState(count=jnp.zeros([], jnp.int32), mu=mu, nu=nu) def update_fn(updates, state, params=None): del params count_inc = numerics.safe_int32_increment(state.count) mu = otu.tree_update_moment(updates, state.mu, b1, 1) nu = otu.tree_update_infinity_moment(updates, state.nu, b2, eps) # Bias correction for mean. No bias correction needed for infinity moment. mu_hat = otu.tree_bias_correction(mu, b1, count_inc) updates = jtu.tree_map(lambda m, v: m / v, mu_hat, nu) return updates, ScaleByAdamState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByLionState(NamedTuple): """State for the Lion algorithm.""" count: chex.Array # shape=(), dtype=jnp.int32. mu: base.Updates def scale_by_lion( b1: float = 0.9, b2: float = 0.99, mu_dtype: Optional[chex.ArrayDType] = None, ) -> base.GradientTransformation: """Rescale updates according to the Lion algorithm. References: [Chen et al, 2023](https://arxiv.org/abs/2302.06675) Args: b1: Rate for combining the momentum and the current grad. b2: Decay rate for the exponentially weighted average of grads. mu_dtype: Optional `dtype` to be used for the momentum; if `None` then the `dtype is inferred from `params` and `updates`. Returns: A `GradientTransformation` object. """ mu_dtype = utils.canonicalize_dtype(mu_dtype) def init_fn(params): mu = otu.tree_zeros_like(params, dtype=mu_dtype) # moment return ScaleByLionState(count=jnp.zeros([], jnp.int32), mu=mu) def update_fn(updates, state, params=None): del params updates_new = jtu.tree_map( lambda g, m: jnp.sign((1. - b1) * g + b1 * m), updates, state.mu) mu = otu.tree_update_moment(updates, state.mu, b2, 1) mu = otu.tree_cast(mu, mu_dtype) count_inc = numerics.safe_int32_increment(state.count) return updates_new, ScaleByLionState(count=count_inc, mu=mu) return base.GradientTransformation(init_fn, update_fn) def scale( step_size: float ) -> base.GradientTransformation: """Scale updates by some fixed scalar `step_size`. Args: step_size: A scalar corresponding to a fixed scaling factor for updates. Returns: A `GradientTransformation` object. """ def update_fn(updates, state, params=None): del params updates = jtu.tree_map(lambda g: step_size * g, updates) return updates, state return base.GradientTransformation(base.init_empty_state, update_fn) def scale_by_param_block_norm( min_scale: float = 1e-3 ) -> base.GradientTransformation: """Scale updates for each param block by the norm of that block's parameters. A `block` is here a weight vector (e.g. in a Linear layer) or a weight matrix (e.g. in a convolutional layer) appearing as a leaf in the grads/param pytree. Args: min_scale: Minimum scaling factor. Returns: A `GradientTransformation` object. """ def update_fn(updates, state, params): if params is None: raise ValueError(base.NO_PARAMS_MSG) updates = jtu.tree_map( lambda u, p: u * numerics.safe_norm(p, min_scale), updates, params) return updates, state return base.GradientTransformation(base.init_empty_state, update_fn) def scale_by_param_block_rms( min_scale: float = 1e-3 ) -> base.GradientTransformation: """Scale updates by rms of the gradient for each param vector or matrix. A `block` is here a weight vector (e.g. in a Linear layer) or a weight matrix (e.g. in a convolutional layer) appearing as a leaf in the grads/param pytree. Args: min_scale: Minimum scaling factor. Returns: A `GradientTransformation` object. """ def update_fn(updates, state, params): if params is None: raise ValueError(base.NO_PARAMS_MSG) updates = jtu.tree_map( lambda u, p: u * numerics.safe_root_mean_squares(p, min_scale), updates, params) return updates, state return base.GradientTransformation(base.init_empty_state, update_fn) class ScaleByAdaDeltaState(NamedTuple): """State for the rescaling by Adadelta algoritm.""" e_g: base.Updates e_x: base.Updates def scale_by_adadelta( rho: float = 0.9, eps: float = 1e-6 ) -> base.GradientTransformation: """Rescale updates according to the Adadelta algorithm. References: [Matthew D. Zeiler, 2012](https://arxiv.org/pdf/1212.5701.pdf) Args: rho: A coefficient used for computing a running average of squared gradients. eps: Term added to the denominator to improve numerical stability. Returns: A `GradientTransformation` object. """ def init_fn(params): e_g = otu.tree_zeros_like(params) # E[squared gradient] e_x = otu.tree_zeros_like(params) # E[squared update] return ScaleByAdaDeltaState(e_g=e_g, e_x=e_x) def update_fn(updates, state, params=None): del params e_g = otu.tree_update_moment(updates, state.e_g, rho, 2) updates = jtu.tree_map( lambda g, cur_e_g, prev_e_x: ( jnp.sqrt(prev_e_x + eps) / jnp.sqrt(cur_e_g + eps) ) * g, updates, e_g, state.e_x, ) e_x = otu.tree_update_moment(updates, state.e_x, rho, 2) return updates, ScaleByAdaDeltaState(e_g=e_g, e_x=e_x) return base.GradientTransformation(init_fn, update_fn) class ScaleByBeliefState(NamedTuple): """State for the rescaling by AdaBelief algorithm.""" count: chex.Array # shape=(), dtype=jnp.int32. mu: base.Updates nu: base.Updates def scale_by_belief( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-16, eps_root: float = 1e-16 ) -> base.GradientTransformation: """Rescale updates according to the AdaBelief algorithm. References: [Zhuang et al, 2020](https://arxiv.org/abs/2010.07468) Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of variance of grads. eps: Term added to the denominator to improve numerical stability. eps_root: Term added to the second moment of the prediction error to improve numerical stability. If backpropagating gradients through the gradient transformation (e.g. for meta-learning), this must be non-zero. Returns: A `GradientTransformation` object. """ def init_fn(params): mu = otu.tree_zeros_like(params) # First moment s = otu.tree_zeros_like(params) # Second Central moment return ScaleByBeliefState(count=jnp.zeros([], jnp.int32), mu=mu, nu=s) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, b1, 1) prediction_error = jtu.tree_map( lambda g, m: g-m, updates, state.mu) nu = otu.tree_update_moment_per_elem_norm(prediction_error, state.nu, b2, 2) nu = jtu.tree_map(lambda v: v + eps_root, nu) count_inc = numerics.safe_int32_increment(state.count) mu_hat = otu.tree_bias_correction(mu, b1, count_inc) nu_hat = otu.tree_bias_correction(nu, b2, count_inc) updates = jtu.tree_map( lambda m, v: m / (jnp.sqrt(v) + eps), mu_hat, nu_hat) return updates, ScaleByBeliefState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) def scale_by_yogi( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-3, eps_root: float = 0.0, initial_accumulator_value: float = 1e-6 ) -> base.GradientTransformation: """Rescale updates according to the Yogi algorithm. Supports complex numbers, see https://gist.github.com/wdphy16/118aef6fb5f82c49790d7678cf87da29 References: [Zaheer et al, 2018](https://papers.nips.cc/paper/2018/hash/90365351ccc7437a1309dc64e4db32a3-Abstract.html) #pylint:disable=line-too-long Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of variance of grads. eps: Term added to the denominator to improve numerical stability. eps_root: Term added to the denominator inside the square-root to improve numerical stability when backpropagating gradients through the rescaling. initial_accumulator_value: The starting value for accumulators. Only positive values are allowed. Returns: A `GradientTransformation` object. """ def init_fn(params): mu = otu.tree_full_like(params, initial_accumulator_value) # First moment nu = otu.tree_full_like(params, initial_accumulator_value) # Second moment return ScaleByAdamState(count=jnp.zeros([], jnp.int32), mu=mu, nu=nu) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, b1, 1) nu = jtu.tree_map( lambda g, v: v - (1 - b2) * jnp.sign(v - abs_sq(g)) * abs_sq(g), updates, state.nu) count_inc = numerics.safe_int32_increment(state.count) mu_hat = otu.tree_bias_correction(mu, b1, count_inc) nu_hat = otu.tree_bias_correction(nu, b2, count_inc) updates = jtu.tree_map( lambda m, v: m / (jnp.sqrt(v + eps_root) + eps), mu_hat, nu_hat) return updates, ScaleByAdamState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) def scale_by_radam( b1: float = 0.9, b2: float = 0.999, eps: float = 1e-8, eps_root: float = 0.0, threshold: float = 5.0, *, nesterov: bool = False, ) -> base.GradientTransformation: """Rescale updates according to the Rectified Adam algorithm. References: [Liu et al, 2020](https://arxiv.org/abs/1908.03265) Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. eps_root: Term added to the denominator inside the square-root to improve numerical stability when backpropagating gradients through the rescaling. threshold: Threshold for variance tractability. nesterov: Whether to use Nesterov momentum. Returns: A `GradientTransformation` object. """ ro_inf = 2./(1 - b2) - 1 def _radam_update(params): ro = params[0] mu_hat = params[1] nu_hat = params[2] r = jnp.sqrt((ro - 4)*(ro - 2)*ro_inf/((ro_inf - 4)*(ro_inf - 2)*ro)) updates = jtu.tree_map( lambda m, v: r*m / (jnp.sqrt(v + eps_root) + eps), mu_hat, nu_hat) return updates def init_fn(params): mu = otu.tree_zeros_like(params) # First moment nu = otu.tree_zeros_like(params) # Second moment return ScaleByAdamState(count=jnp.zeros([], jnp.int32), mu=mu, nu=nu) def update_fn(updates, state, params=None): del params mu = otu.tree_update_moment(updates, state.mu, b1, 1) nu = otu.tree_update_moment_per_elem_norm(updates, state.nu, b2, 2) count_inc = numerics.safe_int32_increment(state.count) b2t = b2**count_inc ro = ro_inf - 2 * count_inc * b2t / (1 - b2t) if nesterov: mu_hat = jtu.tree_map( lambda m, g: b1 * m + (1 - b1) * g, otu.tree_bias_correction( mu, b1, numerics.safe_int32_increment(count_inc)), otu.tree_bias_correction(updates, b1, count_inc)) else: mu_hat = otu.tree_bias_correction(mu, b1, count_inc) nu_hat = otu.tree_bias_correction(nu, b2, count_inc) updates = jax.lax.cond( ro >= threshold, _radam_update, lambda _: mu_hat, (ro, mu_hat, nu_hat)) return updates, ScaleByAdamState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByRpropState(NamedTuple): step_sizes: base.Updates prev_updates: base.Updates def scale_by_rprop( learning_rate: float, eta_minus: float = 0.5, eta_plus: float = 1.2, min_step_size: float = 1e-6, max_step_size: float = 50.0, ) -> base.GradientTransformation: """Scale with the Rprop optimizer. Rprop, short for resillient backpropogation, is a first order variant of gradient descent. It responds only to the sign of the gradient by increasing or decreasing the step size selected per parameter exponentially to speed up convergence and avoid oscillations. References: Riedmiller and Braun. `A direct adaptive method for faster backpropagation learning: the RPROP algorithm `_, 1993 Igel and Hüsken. `Empirical evaluation of the improved Rprop learning algorithms `_, 2003 Args: learning_rate: The initial step size. eta_minus: Multiplicative factor for decreasing step size. This is applied when the gradient changes sign from one step to the next. eta_plus: Multiplicative factor for increasing step size. This is applied when the gradient has the same sign from one step to the next. min_step_size: Minimum allowed step size. Smaller steps will be clipped to this value. max_step_size: Maximum allowed step size. Larger steps will be clipped to this value. Returns: The corresponding `GradientTransformation`. """ def init_fn(params): step_sizes = otu.tree_full_like(params, learning_rate) prev_updates = otu.tree_zeros_like(params) return ScaleByRpropState(step_sizes, prev_updates) def update_fn(updates, state, params=None): del params sign = jtu.tree_map( lambda g, prev_g: g * prev_g, updates, state.prev_updates) step_sizes = jtu.tree_map( lambda s, step_size: jnp.where( s == 0, step_size, jnp.clip( step_size * jnp.where(s > 0, eta_plus, eta_minus), min=min_step_size, max=max_step_size ) ), sign, state.step_sizes ) prev_updates = jtu.tree_map( lambda s, g, step_size: jnp.where( s < 0, jnp.zeros_like(g), step_size * jnp.sign(g)), sign, updates, step_sizes) updates = jtu.tree_map( lambda s, g, prev_g: jnp.where(s < 0, jnp.zeros_like(prev_g), prev_g), sign, prev_updates, state.prev_updates) return updates, ScaleByRpropState(step_sizes, prev_updates) return base.GradientTransformation(init_fn, update_fn) class ScaleByScheduleState(NamedTuple): """Maintains count for scale scheduling.""" count: chex.Array # shape=(), dtype=jnp.int32 def scale_by_learning_rate( learning_rate: base.ScalarOrSchedule, *, flip_sign: bool = True, ) -> base.GradientTransformation: """Scale by the (negative) learning rate (either as scalar or as schedule). Args: learning_rate: Can either be a scalar or a schedule (i.e. a callable that maps an (int) step to a float). flip_sign: When set to True (the default) this corresponds to scaling by the negative learning rate. Returns: An optax.GradientTransformation that corresponds to multiplying the gradient with `-learning_rate` (if flip_sign is True) or with `learning_rate` (if flip_sign is False). """ m = -1 if flip_sign else 1 if callable(learning_rate): return scale_by_schedule(lambda count: m * learning_rate(count)) return scale(m * learning_rate) def scale_by_schedule( step_size_fn: base.Schedule ) -> base.GradientTransformation: """Scale updates using a custom schedule for the `step_size`. Args: step_size_fn: A function that takes an update count as input and proposes the step_size to multiply the updates by. Returns: A `GradientTransformation` object. """ def init_fn(params): del params return ScaleByScheduleState(count=jnp.zeros([], jnp.int32)) def update_fn(updates, state, params=None): del params step_size = step_size_fn(state.count) updates = jtu.tree_map( lambda g: jnp.array(step_size, dtype=g.dtype) * g, updates) return updates, ScaleByScheduleState( count=numerics.safe_int32_increment(state.count)) return base.GradientTransformation(init_fn, update_fn) def scale_by_trust_ratio( min_norm: float = 0.0, trust_coefficient: float = 1., eps: float = 0., ) -> base.GradientTransformation: """Scale updates by `trust ratio`. References: [You et. al 2020](https://arxiv.org/abs/1904.00962) Args: min_norm: Minimum norm for params and gradient norms; by default is zero. trust_coefficient: A multiplier for the trust ratio. eps: Additive constant added to the denominator for numerical stability. Returns: A `GradientTransformation` object. """ def update_fn(updates, state, params): if params is None: raise ValueError(base.NO_PARAMS_MSG) def _scale_update(update, param): # Clip norms to minimum value, by default no clipping. param_norm = numerics.safe_norm(param, min_norm) update_norm = numerics.safe_norm(update, min_norm) trust_ratio = trust_coefficient * param_norm / (update_norm + eps) # If no minimum norm clipping is used # Set trust_ratio to 1 in case where parameters would never be updated. zero_norm = jnp.logical_or(param_norm == 0., update_norm == 0.) safe_trust_ratio = jnp.where( zero_norm, jnp.array(1.0, dtype=param.dtype), trust_ratio) return update * safe_trust_ratio updates = jtu.tree_map(_scale_update, updates, params) return updates, state return base.GradientTransformation(base.init_empty_state, update_fn) class ApplyEvery(NamedTuple): """Contains a counter and a gradient accumulator.""" count: chex.Array grad_acc: base.Updates def apply_every( k: int = 1 ) -> base.GradientTransformation: """Accumulate gradients and apply them every k steps. Note that if this transformation is part of a chain, the states of the other transformations will still be updated at every step. In particular, using `apply_every` with a batch size of N/2 and k=2 is not necessarily equivalent to not using `apply_every` with a batch size of N. If this equivalence is important for you, consider using the `optax.MultiSteps`. Args: k: Emit non-zero gradients every k steps, otherwise accumulate them. Returns: A `GradientTransformation` object. """ def init_fn(params): grad_acc = otu.tree_zeros_like(params) return ApplyEvery(count=jnp.zeros([], jnp.int32), grad_acc=grad_acc) def update_fn(updates, state, params=None): del params c = state.count % k acc = c != 0 grad_acc = jtu.tree_map( lambda g, ga: acc * ga + g, updates, state.grad_acc) emit = c == (k - 1) updates = jtu.tree_map(lambda ga: emit * ga, grad_acc) count_inc = numerics.safe_int32_increment(state.count) return updates, ApplyEvery(count=count_inc % k, grad_acc=grad_acc) return base.GradientTransformation(init_fn, update_fn) def _subtract_mean(g): if len(g.shape) > 1: return g - g.mean(tuple(range(1, len(g.shape))), keepdims=True) else: return g CentralState = base.EmptyState def centralize() -> base.GradientTransformation: """Centralize gradients. References: [Yong et al, 2020](https://arxiv.org/abs/2004.01461) Returns: A `GradientTransformation` object. """ def init_fn(params): del params return CentralState() def update_fn(updates, state, params=None): del params updates = jtu.tree_map(_subtract_mean, updates) return updates, state return base.GradientTransformation(init_fn, update_fn) class ScaleBySM3State(NamedTuple): """State for the SM3 algorithm.""" mu: base.Updates nu: base.Updates def scale_by_sm3( b1: float = 0.9, b2: float = 1.0, eps: float = 1e-8 ) -> base.GradientTransformation: """Scale updates by `sm3`. References: [Anil et. al 2019](https://arxiv.org/abs/1901.11150) Args: b1: Decay rate for the exponentially weighted average of grads. b2: Decay rate for the exponentially weighted average of squared grads. eps: Term added to the denominator to improve numerical stability. Returns: A `GradientTransformation` object. """ def zeros_for_dim(p): return [jnp.zeros([s]) for s in p.shape] def init_fn(params): _reject_complex(params) mu = jtu.tree_map(zeros_for_dim, params) nu = otu.tree_zeros_like(params) return ScaleBySM3State(mu, nu) def _expanded_shape(shape, axis): # Replaces a `shape` of [M, N, K] with 1 in all dimensions except for i. # For eg: i = 1 returns [1, N, 1]. rank = len(shape) return [1] * axis + [shape[axis]] + [1] * (rank - axis - 1) def _new_accum(g, v): coeffs = ((1.0 - b2) if b2 != 1.0 else 1.0, b2) if g.ndim < 2: return coeffs[0]*g**2 + coeffs[1]*v[0] else: return coeffs[0]*g**2 + coeffs[1]*functools.reduce(jnp.minimum, v) def _new_mu(g, i): if g.ndim < 2: return g else: return jnp.max(g, axis=other_axes(i, g.ndim)) def other_axes(idx, ndim): return list(range(idx)) + list(range(idx+1, ndim)) def update_fn(updates, state, params=None): del params mu = jtu.tree_map( lambda g, v: # pylint:disable=g-long-lambda [jnp.reshape(v[i], _expanded_shape(g.shape, i)) for i in range(g.ndim)], updates, state.mu) accum = jtu.tree_map(_new_accum, updates, mu) accum_inv_sqrt = jtu.tree_map( lambda t: jnp.where(t > 0, jax.lax.rsqrt(t + eps), 0.0), accum) up = jtu.tree_map(lambda g, a: g*a, updates, accum_inv_sqrt) nu = otu.tree_update_moment(up, state.nu, b1, 1) mu = jtu.tree_map( lambda g: [_new_mu(g, i) for i in range(g.ndim)], accum) return nu, ScaleBySM3State(mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) class ScaleByNovogradState(NamedTuple): """State for Novograd.""" count: chex.Array mu: base.Updates nu: base.Updates def scale_by_novograd( b1: float = 0.9, b2: float = 0.25, eps: float = 1e-8, eps_root: float = 0.0, weight_decay: float = 0.0, mu_dtype: Optional[chex.ArrayDType] = None, ) -> base.GradientTransformation: """Computes NovoGrad updates. References: [Ginsburg et al, 2019](https://arxiv.org/abs/1905.11286) Args: b1: A decay rate for the exponentially weighted average of grads. b2: A decay rate for the exponentially weighted average of squared grads. eps: A term added to the denominator to improve numerical stability. eps_root: A term added to the denominator inside the square-root to improve numerical stability when backpropagating gradients through the rescaling. weight_decay: A scalar weight decay rate. mu_dtype: An optional `dtype` to be used for the first order accumulator; if `None` then the `dtype` is inferred from `params` and `updates`. Returns: The corresponding `GradientTransformation`. """ mu_dtype = utils.canonicalize_dtype(mu_dtype) def init_fn(params): mu = otu.tree_zeros_like(params, dtype=mu_dtype) # First moment nu = jtu.tree_map(lambda _: 0.0, params) # Second moment return ScaleByNovogradState(count=jnp.zeros([], jnp.int32), mu=mu, nu=nu) def nu_addition(grads): return jnp.linalg.norm(grads)**2 def mu_addition(grads, params, nu): return grads / (jnp.sqrt(nu + eps_root) + eps) + weight_decay * params def init_nu(grads, nu): del nu return jtu.tree_map(nu_addition, grads) def update_nu(grads, nu): updates = jtu.tree_map(nu_addition, grads) return otu.tree_update_moment(updates, nu, b2, 1) def init_mu(grads, params, mu, nu): del mu return jtu.tree_map(mu_addition, grads, params, nu) def update_mu(grads, params, mu, nu): updates = jtu.tree_map(mu_addition, grads, params, nu) return jtu.tree_map(lambda m, u: b1 * m + u, mu, updates) def update_fn(updates, state, params): count_inc = numerics.safe_int32_increment(state.count) nu = jax.lax.cond( count_inc == 1, init_nu, update_nu, updates, state.nu) mu = jax.lax.cond( count_inc == 1, init_mu, update_mu, updates, params, state.mu, nu) mu = otu.tree_cast(mu, mu_dtype) updates = mu return updates, ScaleByNovogradState(count=count_inc, mu=mu, nu=nu) return base.GradientTransformation(init_fn, update_fn) def scale_by_optimistic_gradient( alpha: float = 1.0, beta: float = 1.0 ) -> base.GradientTransformation: """Compute generalized optimistic gradients. References: [Mokhtari et al, 2019](https://arxiv.org/abs/1901.08511v2) Args: alpha: Coefficient for generalized optimistic gradient descent. beta: Coefficient for negative momentum. Returns: A `GradientTransformation` object. """ def init_fn(params): return TraceState(trace=otu.tree_zeros_like(params)) def update_fn(updates, state, params=None): del params new_updates = jtu.tree_map( lambda grad_t, grad_tm1: (alpha + beta) * grad_t - beta * grad_tm1, updates, state.trace) return new_updates, TraceState(trace=updates) return base.GradientTransformation(init_fn, update_fn) class ScaleByDistanceOverGradientsState(NamedTuple): """State for scale_by_distance_over_gradients.""" max_dist: base.OptState grad_sum_of_squares: base.OptState init_params: base.OptState def scale_by_distance_over_gradients( reps_rel=1e-6, eps=1e-8, param_dtype=jnp.float32, global_scale=1.0 ) -> base.GradientTransformation: """Distance-over-gradients learning rate-free optimizer. This implementation stores a single copy of the model parameters, plus two scalars per parameter array. It is equivalent to "Layer-wise DoG" (LDoG) in the paper. The authors recommend using model averaging with this optimizer. References: ["DoG is SGD's Best Friend: A Parameter-Free Dynamic Step Size Schedule"](https://arxiv.org/pdf/2302.12022.pdf) Args: reps_rel: Used to compute initial learning rate. Recommended values are 1e-4 for models using batch norm, 1e-6 otherwise. eps: Small loading term to avoid divide-by-zero errors. param_dtype: dtype for storing initial parameters. global_scale: Global scale factor, typically 1.0 or -1.0 Returns: A `GradientTransformation` object. """ def _l2(x, y=0.0): return jnp.sqrt(jnp.square(x - y).sum()) def init_fn(params): return ScaleByDistanceOverGradientsState( # Initial distance (needed to prevent zero step sizes). jtu.tree_map(lambda x: reps_rel * (1 + _l2(x)), params), # Initial gradient sum-of-squares. jtu.tree_map(lambda x: jnp.zeros(1), params), # Initial params, cast to preferred precision. otu.tree_cast(params, param_dtype), ) def update_fn(updates, state: ScaleByDistanceOverGradientsState, params): # update max distance max_dist = jtu.tree_map( lambda d, x, y: jnp.maximum(d, _l2(x, y)), state.max_dist, params, state.init_params, ) # update gradient sum-of-squares g_sos = jtu.tree_map( lambda x, y: x + jnp.square(y).sum(), state.grad_sum_of_squares, updates ) def _tx(g, d, g_sos): """Apply the transformation.""" eta = global_scale * (d / jnp.sqrt(g_sos + eps)) return eta * g updates = jtu.tree_map(_tx, max_dist, g_sos, updates) # new state state = ScaleByDistanceOverGradientsState( max_dist, g_sos, state.init_params ) return updates, state return base.GradientTransformation(init_fn, update_fn) def scale_by_polyak( f_min: float = 0.0, max_learning_rate: float = 1.0, eps: float = 0.0, ) -> base.GradientTransformationExtraArgs: """Scales the update by Polyak's step-size.""" def update_fn( updates: base.Updates, state: base.EmptyState, params: Optional[base.Params] = None, *, value: float, **extra_args, ) -> tuple[base.Updates, base.EmptyState]: """Scales the update by the Polyak step-size. Args: updates: the updates to be scaled. state: the state of the transformation. params: the parameters of the model. value: the value of the loss function. **extra_args: additional keyword arguments. They are ignored by this transformation. Returns: The scaled updates and the state of the transformation. """ del params, extra_args grad_sq_norm = otu.tree_l2_norm(updates, squared=True) # avoid division by zero step = jnp.where( grad_sq_norm + eps <= jnp.finfo(float).eps, jnp.array(0.0), jnp.minimum( (value - f_min) / (grad_sq_norm + eps), max_learning_rate ), ) updates = otu.tree_scalar_mul(step, updates) return updates, state return base.GradientTransformationExtraArgs(base.init_empty_state, update_fn) ### Legacy symbols to be removed. ### @functools.partial( chex.warn_deprecated_function, replacement='optax.tree_utils.tree_cast') def cast_tree( tree: chex.ArrayTree, dtype: Optional[chex.ArrayDType] ) -> chex.ArrayTree: return otu.tree_cast(tree, dtype) trace = _accumulation.trace TraceState = _accumulation.TraceState ema = _accumulation.ema EmaState = _accumulation.EmaState add_noise = _adding.add_noise AddNoiseState = _adding.AddNoiseState add_decayed_weights = _adding.add_decayed_weights AddDecayedWeightsState = base.EmptyState ScaleState = base.EmptyState ScaleByTrustRatioState = base.EmptyState