| import numpy as np |
| from typing import List |
| from functools import partial |
|
|
| import torch |
| from torch import Tensor |
| from torch.nn import functional as F |
| from torch.utils.data import DataLoader, Subset, TensorDataset |
| import torch.distributed as dist |
|
|
| from .core import extend, save_inputs_outgrads |
| from .operations import * |
| from .precondition import NaturalGradientMaker |
| from .utils import skip_param_grad |
|
|
|
|
| __all__ = [ |
| 'batch', |
| 'empirical_direct_ntk', |
| 'empirical_implicit_ntk', |
| 'empirical_class_wise_direct_ntk', |
| 'empirical_class_wise_hadamard_ntk', |
| 'get_preconditioned_kernel_fn', |
| 'logits_hessian_cross_entropy', |
| 'natural_gradient_cross_entropy', |
| 'efficient_natural_gradient_cross_entropy', |
| 'parallel_efficient_natural_gradient_cross_entropy', |
| 'kernel_vector_product', |
| 'kernel_free_cross_entropy', |
| 'kernel_eigenvalues', |
| 'empirical_natural_gradient', |
| 'empirical_natural_gradient2', |
| 'empirical_natural_gradient_by_context' |
| ] |
|
|
|
|
| _MASTER = 'master' |
| _ALL = 'all' |
| _SPLIT = 'split' |
|
|
|
|
| def batch(kernel_fn, model, x1, x2=None, batch_size=1, store_on_device=True, is_distributed=False, gather_type=_MASTER): |
| """ |
| :param kernel_fn: |
| :param model: |
| :param x1: |
| :param x2: |
| :param batch_size: |
| :param store_on_device: |
| :param is_distributed: |
| :param gather_type: |
| :return: Tensor of shape (n, n, c) or (n, n, c, c) |
| """ |
|
|
| def _get_loader(x): |
| if isinstance(x, DataLoader): |
| return x |
| elif isinstance(x, Tensor): |
| if x.shape[0] % batch_size != 0: |
| raise ValueError(f'data size ({x.shape[0]}) has to be divisible by batch size ({batch_size}).') |
| return DataLoader(TensorDataset(x), batch_size) |
| else: |
| raise ValueError(f'x1 and x2 have to be {DataLoader} or {Tensor}. {type(x)} was given.') |
|
|
| loader1 = _get_loader(x1) |
| if x2 is None: |
| loader2 = None |
| else: |
| loader2 = _get_loader(x2) |
|
|
| if is_distributed: |
| return _parallel(kernel_fn, model, loader1, loader2, store_on_device, gather_type) |
| else: |
| return _serial(kernel_fn, model, loader1, loader2, store_on_device) |
|
|
|
|
| def _get_inputs(data): |
| if isinstance(data, (tuple, list)): |
| inputs = data[0] |
| else: |
| inputs = data |
| if not isinstance(inputs, torch.Tensor): |
| raise TypeError(f'inputs have to be {torch.Tensor}. Got {type(inputs)}.') |
| return inputs |
|
|
|
|
| def _serial(kernel_fn, model, loader1, loader2=None, store_on_device=True): |
| device = next(iter(model.parameters())).device |
| tmp_device = device if store_on_device else 'cpu' |
| if loader2 is not None: |
| rows = [] |
| for batch1 in loader1: |
| batch1 = _get_inputs(batch1).to(device) |
| row_kernels = [] |
| for batch2 in loader2: |
| batch2 = _get_inputs(batch2).to(device) |
| block = kernel_fn(model, batch1, batch2) |
| row_kernels.append(block.to(tmp_device)) |
| rows.append(torch.cat(row_kernels, dim=1)) |
| else: |
| n_batches1 = len(loader1) |
| blocks = [[torch.empty(0) for _ in range(n_batches1)] for _ in range(n_batches1)] |
| for i, batch1 in enumerate(loader1): |
| batch1 = _get_inputs(batch1).to(device) |
| for j, batch2 in enumerate(loader1): |
| batch2 = _get_inputs(batch2).to(device) |
| if i == j: |
| block = kernel_fn(model, batch1) |
| elif i > j: |
| block = blocks[j][i].clone().transpose(0, 1) |
| if block.ndim == 4: |
| |
| block = block.transpose(2, 3) |
| else: |
| block = kernel_fn(model, batch1, batch2) |
| blocks[i][j] = block.to(device) |
| rows = [torch.cat(blocks[i], dim=1) for i in range(n_batches1)] |
|
|
| return torch.cat(rows, dim=0).to(device) |
|
|
|
|
| def _get_subset_loader(loader: DataLoader, batch_indices: List): |
| batch_size = loader.batch_size |
| n_samples = len(loader.dataset) |
| subset_sample_indices = [] |
| for batch_idx in batch_indices: |
| start_sample_idx = batch_idx * batch_size |
| end_sample_idx = min((batch_idx + 1) * batch_size, n_samples) |
| sample_indices = range(start_sample_idx, end_sample_idx) |
| subset_sample_indices.extend(sample_indices) |
| subset = Subset(loader.dataset, subset_sample_indices) |
|
|
| return DataLoader(subset, |
| batch_size, |
| pin_memory=loader.pin_memory, |
| num_workers=loader.num_workers) |
|
|
|
|
| def _parallel(kernel_fn, model, loader1, loader2=None, store_on_device=True, gather_type=_MASTER): |
| device = next(iter(model.parameters())).device |
| tmp_device = device if store_on_device else 'cpu' |
| if gather_type not in [_MASTER, _ALL, _SPLIT]: |
| raise ValueError(f'Invalid gather_type: {gather_type}. {[_MASTER, _ALL, _SPLIT]} are supported.') |
| n_batches1 = len(loader1) |
| is_symmetric = loader2 is None |
| if is_symmetric: |
| loader2 = loader1 |
| n_batches2 = n_batches1 |
| indices = np.triu_indices(n_batches1) |
| indices = [(i, j) for i, j in zip(indices[0], indices[1])] |
| else: |
| n_batches2 = len(loader2) |
| indices = [(i, j) for i in range(n_batches1) for j in range(n_batches2)] |
|
|
| rank = dist.get_rank() |
| is_master = rank == 0 |
| world_size = dist.get_world_size() |
| if len(indices) < world_size: |
| raise ValueError(f'At least 1 block have to be assigned to each process. ' |
| f'There are only {len(indices)} blocks for {world_size} processes.') |
| indices_split = np.array_split(indices, world_size) |
|
|
| local_indices = indices_split[rank] |
| subset_loader1 = _get_subset_loader(loader1, [idx[0] for idx in local_indices]) |
| subset_loader2 = _get_subset_loader(loader2, [idx[1] for idx in local_indices]) |
| local_blocks = [] |
| for (i, j), batch1, batch2 in zip(local_indices, subset_loader1, subset_loader2): |
| batch1 = _get_inputs(batch1).to(device) |
| if i == j and is_symmetric: |
| batch2 = None |
| else: |
| batch2 = _get_inputs(batch2).to(device) |
| |
| block = kernel_fn(model, batch1, batch2) |
| local_blocks.append(block.to(tmp_device)) |
| local_blocks = torch.stack(local_blocks).to(device) |
|
|
| |
| max_n_blocks = len(indices_split[0]) |
| for _ in range(max_n_blocks - len(local_indices)): |
| dummy = torch.zeros_like(local_blocks[0]).unsqueeze(0) |
| local_blocks = torch.cat([local_blocks, dummy]) |
|
|
| def _construct_block_matrix(block_list): |
| _blocks = [[torch.empty(0) for _ in range(n_batches2)] for _ in range(n_batches1)] |
| for _local_blocks, _local_indices in zip(block_list, indices_split): |
| for _block, (i, j) in zip(_local_blocks, _local_indices): |
| _blocks[i][j] = _block |
| if is_symmetric: |
| for j in range(n_batches2): |
| for i in range(j+1, n_batches1): |
| _block = _blocks[j][i].clone().transpose(0, 1) |
| if _block.ndim == 4: |
| |
| _block = _block.transpose(2, 3) |
| _blocks[i][j] = _block |
| _rows = [torch.cat(_blocks[i], dim=1) for i in range(n_batches1)] |
| return torch.cat(_rows, dim=0) |
|
|
| if gather_type == _MASTER: |
| if is_master: |
| gather_list = [torch.zeros_like(local_blocks) for _ in range(world_size)] |
| dist.gather(local_blocks, gather_list, dst=0) |
| return _construct_block_matrix(gather_list) |
| else: |
| dist.gather(local_blocks, dst=0) |
| return None |
|
|
| elif gather_type == _ALL: |
| gather_list = [torch.zeros_like(local_blocks) for _ in range(world_size)] |
| dist.all_gather(gather_list, local_blocks) |
| return _construct_block_matrix(gather_list) |
|
|
| if local_blocks.ndim != 4: |
| raise ValueError(f'local_blocks.ndim has to be 4. Got {local_blocks.ndim}') |
| n_classes = local_blocks.shape[-1] |
| classes_split = np.array_split(range(n_classes), world_size) |
|
|
| |
| gather_list = None |
| for dst, local_classes in enumerate(classes_split): |
| tensor = local_blocks[:, :, :, local_classes].clone() |
| if rank == dst: |
| gather_list = [torch.zeros_like(tensor) for _ in range(world_size)] |
| dist.gather(tensor, gather_list, dst=dst) |
| else: |
| dist.gather(tensor, dst=dst) |
|
|
| local_c = len(classes_split[rank]) |
| if local_c > 0: |
| local_class_kernels = [] |
| for k in range(local_c): |
| class_block_list = [blocks[:, :, :, k] for blocks in gather_list] |
| class_kernel = _construct_block_matrix(class_block_list) |
| local_class_kernels.append(class_kernel) |
|
|
| return torch.stack(local_class_kernels) |
| else: |
| return None |
|
|
|
|
| def empirical_direct_ntk(model, x1, x2=None): |
| n1 = x1.shape[0] |
| is_single_batch = x2 is None |
| if is_single_batch: |
| inputs = x1 |
| n2 = None |
| else: |
| inputs = torch.cat([x1, x2], dim=0) |
| n2 = x2.shape[0] |
| n_params = sum(p.numel() for p in model.parameters()) |
|
|
| with extend(model, OP_BATCH_GRADS): |
| outputs = model(inputs) |
| n_data, n_classes = outputs.shape |
| j1 = outputs.new_zeros(n1, n_classes, n_params) |
| if is_single_batch: |
| j2 = None |
| else: |
| j2 = outputs.new_zeros(n2, n_classes, n_params) |
| for k in range(n_classes): |
| model.zero_grad() |
| scalar = outputs[:, k].sum() |
| scalar.backward(retain_graph=(k < n_classes - 1)) |
| j_k = [] |
| for module in model.modules(): |
| operation = getattr(module, 'operation', None) |
| if operation is None: |
| continue |
| batch_grads = operation.get_op_results()[OP_BATCH_GRADS] |
| for g in batch_grads.values(): |
| j_k.append(g.flatten(start_dim=1)) |
| j_k = torch.cat(j_k, dim=1) |
| if is_single_batch: |
| j1[:, k, :] = j_k |
| else: |
| j1[:, k, :] = j_k[:n1] |
| j2[:, k, :] = j_k[n1:] |
|
|
| if is_single_batch: |
| return torch.einsum('ncp,mdp->nmcd', j1, j1) |
| else: |
| return torch.einsum('ncp,mdp->nmcd', j1, j2) |
|
|
|
|
| def empirical_implicit_ntk(model, x1, x2=None, precond: NaturalGradientMaker = None): |
| n1 = x1.shape[0] |
| y1 = model(x1) |
| n_classes = y1.shape[-1] |
| v1 = torch.ones_like(y1).requires_grad_() |
| vjp1 = torch.autograd.grad(y1, model.parameters(), v1, create_graph=True) |
| vjp1_clone = [v.clone() for v in vjp1] |
|
|
| if precond is not None: |
| |
| precond.precondition_vector(vjp1_clone) |
|
|
| if x2 is None: |
| n2 = n1 |
| ntk_dot_v = torch.autograd.grad(vjp1, v1, vjp1_clone, create_graph=True)[0] |
| else: |
| n2 = x2.shape[0] |
| y2 = model(x2) |
| v2 = torch.ones_like(y2).requires_grad_() |
| vjp2 = torch.autograd.grad(y2, model.parameters(), v2, create_graph=True) |
| ntk_dot_v = torch.autograd.grad(vjp2, v2, vjp1_clone, create_graph=True)[0] |
|
|
| ntk = y1.new_zeros(n1, n2, n_classes, n_classes) |
| for j in range(n2): |
| for k in range(n_classes): |
| retain_graph = j < n2 - 1 or k < n_classes - 1 |
| kernel = torch.autograd.grad(ntk_dot_v[j][k], v1, retain_graph=retain_graph)[0] |
| ntk[:, j, :, k] = kernel |
|
|
| return ntk |
|
|
|
|
| def get_preconditioned_kernel_fn(kernel_fn, precond: NaturalGradientMaker): |
| return partial(kernel_fn, precond=precond) |
|
|
|
|
| def empirical_class_wise_direct_ntk(model, x1, x2=None, precond=None): |
| return _empirical_class_wise_ntk(model, x1, x2, hadamard=False, precond=precond) |
|
|
|
|
| def empirical_class_wise_hadamard_ntk(model, x1, x2=None, precond=None): |
| return _empirical_class_wise_ntk(model, x1, x2, hadamard=True, precond=precond) |
|
|
|
|
| def _empirical_class_wise_ntk(model, x1, x2=None, hadamard=False, precond=None): |
| if x2 is not None: |
| inputs = torch.cat([x1, x2], dim=0) |
| n1 = x1.shape[0] |
| n2 = x2.shape[0] |
| else: |
| inputs = x1 |
| n1 = n2 = x1.shape[0] |
|
|
| for module in model.modules(): |
| setattr(module, 'gram_precond', precond) |
|
|
| op_name = OP_GRAM_HADAMARD if hadamard else OP_GRAM_DIRECT |
| with extend(model, op_name): |
| _zero_kernel(model, n1, n2) |
| outputs = model(inputs) |
| n_classes = outputs.shape[-1] |
| kernels = [] |
| for k in range(n_classes): |
| model.zero_grad() |
| scalar = outputs[:, k].sum() |
| scalar.backward(retain_graph=(k < n_classes - 1)) |
| kernels.append(model.kernel.clone().detach()) |
| _zero_kernel(model, n1, n2) |
| _clear_kernel(model) |
|
|
| for module in model.modules(): |
| delattr(module, 'gram_precond') |
|
|
| return torch.stack(kernels).permute(1, 2, 0) |
|
|
|
|
| def logits_hessian_cross_entropy(logits): |
| probs = F.softmax(logits, dim=1) |
| ppt = torch.bmm(probs.unsqueeze(2), probs.unsqueeze(1)) |
| diag_p = torch.stack([torch.diag(p) for p in probs], dim=0) |
| return diag_p - ppt |
|
|
|
|
| def logits_second_order_grad_cross_entropy(logits, targets, damping=1e-5): |
| hessian = logits_hessian_cross_entropy(logits) |
| hessian = _add_value_to_diagonal(hessian, damping) |
|
|
| loss = F.cross_entropy(logits, targets, reduction='sum') |
| grads = torch.autograd.grad(loss, logits, retain_graph=True)[0] |
|
|
| return _cholesky_solve(hessian, grads) |
|
|
|
|
| def natural_gradient_cross_entropy(model, inputs, targets, kernel, damping=1e-5): |
| outputs = model(inputs) |
| n, c = outputs.shape |
| hessian = logits_hessian_cross_entropy(outputs) |
|
|
| is_class_wise = kernel.ndim == 3 |
| if is_class_wise: |
| mat = torch.mul( |
| kernel.repeat(1, 1, c).reshape(n, n, c, c), |
| hessian.repeat(n, 1, 1).reshape(n, n, c, c).transpose(0, 1)) |
| mat = mat.transpose(1, 2).reshape(n * c, n * c) |
| else: |
| mat = outputs.new_zeros(n * c, n * c) |
| for i in range(n): |
| for j in range(n): |
| |
| block = torch.matmul(hessian[i], kernel[i, j]) |
| mat[i * c: (i+1) * c, j * c: (j+1) * c] = block |
| mat.div_(n) |
| mat = _add_value_to_diagonal(mat, damping) |
| inv = torch.inverse(mat) |
|
|
| model.zero_grad() |
| loss = F.cross_entropy(outputs, targets) |
| grads = torch.autograd.grad(loss, outputs, retain_graph=True)[0].flatten() |
| v = torch.matmul(inv, grads).reshape(n, -1) |
|
|
| |
| torch.autograd.backward(outputs, grad_tensors=v) |
|
|
| return loss |
|
|
|
|
| def efficient_natural_gradient_cross_entropy(model, inputs, targets, class_kernels, damping=1e-5): |
| if class_kernels.ndim != 3: |
| raise ValueError(f'class_kernels.ndim has to be 3. Got {class_kernels.ndim}') |
| model.zero_grad() |
| outputs = model(inputs) |
|
|
| v = logits_second_order_grad_cross_entropy(outputs, targets, damping) |
|
|
| v = v.transpose(0, 1) |
| v = _cholesky_solve(class_kernels, v) |
| v = v.transpose(0, 1) |
|
|
| |
| torch.autograd.backward(outputs, grad_tensors=v) |
|
|
|
|
| def parallel_efficient_natural_gradient_cross_entropy(model, inputs, targets, local_class_kernels, damping=1e-5): |
| rank = dist.get_rank() |
| world_size = dist.get_world_size() |
| local_n = inputs.shape[0] |
|
|
| |
| outputs = model(inputs) |
| v = logits_second_order_grad_cross_entropy(outputs, targets, damping) |
|
|
| |
| n_classes = outputs.shape[-1] |
| classes_split = np.array_split(range(n_classes), world_size) |
| gather_list = None |
| for dst, local_classes in enumerate(classes_split): |
| if len(local_classes) == 0: |
| break |
| tensor = v[:, local_classes].clone() |
| if rank == dst: |
| gather_list = [torch.zeros_like(tensor) for _ in range(world_size)] |
| dist.gather(tensor, gather_list, dst=dst) |
| else: |
| dist.gather(tensor, dst=dst) |
|
|
| |
| has_local_classes = len(classes_split[rank]) > 0 |
| if has_local_classes: |
| if local_class_kernels is None: |
| raise ValueError('local_class_kernels is not set.') |
| if local_class_kernels.ndim != 3: |
| raise ValueError(f'local_class_kernels.ndim has to be 3. Got {local_class_kernels.ndim}.') |
| local_c, n, m = local_class_kernels.shape |
| if n != local_n * world_size: |
| raise ValueError(f'n ({n}) does not match local_n * world_size ({local_n * world_size}).') |
| v = torch.cat(gather_list).transpose(0, 1) |
| if v.shape[0] != local_c or v.shape[1] != n: |
| raise ValueError(f'rank: {rank}, v: {v.shape}, local_class_kernels: {local_class_kernels.shape}') |
| v = _cholesky_solve(local_class_kernels, v) |
| else: |
| v = None |
|
|
| |
| gather_list = None |
| max_n_classes = len(classes_split[0]) |
| for dst in range(world_size): |
| if has_local_classes: |
| tensor = v[:, dst * local_n: (dst + 1) * local_n].clone() |
| local_c = len(classes_split[rank]) |
| for _ in range(max_n_classes - local_c): |
| dummy = torch.zeros_like(tensor[0]).unsqueeze(0) |
| tensor = torch.cat([tensor, dummy]) |
| else: |
| tensor = inputs.new_zeros(max_n_classes, local_n) |
| if rank == dst: |
| gather_list = [torch.zeros_like(tensor) for _ in range(world_size)] |
| dist.gather(tensor, gather_list, dst=dst) |
| else: |
| dist.gather(tensor, dst=dst) |
|
|
| tensors = [] |
| for tensor, local_classes in zip(gather_list, classes_split): |
| local_c = len(local_classes) |
| if local_c == 0: |
| break |
| tensors.append(tensor[:local_c]) |
|
|
| v = torch.cat(tensors).transpose(0, 1) |
|
|
| |
| model.zero_grad() |
| torch.autograd.backward(outputs, grad_tensors=v) |
|
|
| |
| params = [p for p in model.parameters() if p.requires_grad] |
| packed_tensor = torch.cat([p.grad.flatten() for p in params]) |
| dist.all_reduce(packed_tensor) |
| pointer = 0 |
| for p in params: |
| numel = p.numel() |
| grad = packed_tensor[pointer: pointer + numel].view_as(p.grad) |
| p.grad.copy_(grad) |
| pointer += numel |
| if pointer != packed_tensor.numel(): |
| raise ValueError(f'The pointer has to be {packed_tensor.numel()}. Got {pointer}.') |
|
|
|
|
| def empirical_natural_gradient(model, inputs, targets, loss_fn=F.cross_entropy, damping=1e-5, data_average=True): |
| """ |
| Calculate natural gradient with full empirical Fisher by using the Woodbury matrix identity |
| """ |
| n = inputs.shape[0] |
|
|
| with extend(model, OP_GRAM_HADAMARD): |
| _zero_kernel(model, n, n) |
| outputs = model(inputs) |
| batch_loss = loss_fn(outputs, targets, reduction='none') |
| params = [p for p in model.parameters() if p.requires_grad] |
| torch.autograd.grad(batch_loss.sum(), params, retain_graph=True) |
| UtU = model.kernel |
| Utg = UtU.sum(dim=1) |
| if data_average: |
| UtU.div_(n) |
| b = _cholesky_solve(UtU, Utg, damping) |
| ones = torch.ones_like(b) |
| if data_average: |
| b /= n ** 2 |
| ones /= n |
| batch_loss.backward(gradient=(ones - b) / damping) |
| if data_average: |
| return batch_loss.mean() |
| else: |
| return batch_loss.sum() |
|
|
|
|
| def empirical_natural_gradient2(model, inputs, targets, loss_fn=F.cross_entropy, damping=1e-5, data_average=True): |
| """ |
| Calculate natural gradient with full empirical Fisher by using the Woodbury matrix identity |
| """ |
| n = inputs.shape[0] |
|
|
| with save_inputs_outgrads(model) as cxt: |
| outputs = model(inputs) |
| loss = loss_fn(outputs, targets, reduction='mean' if data_average else 'sum') |
| with skip_param_grad(model): |
| loss.backward() |
| empirical_natural_gradient_by_context(cxt, damping) |
| if data_average: |
| return loss / n |
| else: |
| return loss |
|
|
|
|
| def empirical_natural_gradient_by_context(cxt: OperationContext, damping=1e-5): |
| UtU = cxt.calc_kernel() |
| Utg = UtU.sum(dim=1) |
| b = _cholesky_solve(UtU, Utg, damping) |
| ones = torch.ones_like(b) |
| scale = (ones - b) / damping |
| cxt.calc_grads(scale) |
|
|
|
|
| def kernel_free_cross_entropy(model, |
| inputs, |
| targets, |
| damping=1e-5, |
| tol=1e-3, |
| max_iters=None, |
| is_distributed=False, |
| print_progress=False): |
| outputs = model(inputs) |
| n_data, n_classes = outputs.shape |
| if is_distributed: |
| n_data *= dist.get_world_size() |
| if max_iters is None: |
| max_iters = n_data * n_classes |
|
|
| hessian = logits_hessian_cross_entropy(outputs) |
| loss = F.cross_entropy(outputs, targets, reduction='sum').div(n_data) |
| grads = torch.autograd.grad(loss, outputs, retain_graph=True)[0] |
|
|
| gg = torch.sum(torch.pow(grads, 2)) |
| if is_distributed: |
| dist.all_reduce(gg) |
| g_norm = torch.sqrt(gg) |
|
|
| x = torch.zeros_like(outputs) |
| p = grads.clone().requires_grad_(True) |
| r = grads.clone() |
|
|
| last_n = torch.sum(torch.pow(r, 2)) |
| if is_distributed: |
| dist.all_reduce(last_n) |
| for i in range(max_iters): |
| vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=p, retain_graph=True, create_graph=True) |
| g = [tensor.clone() for tensor in vjp] |
| if is_distributed: |
| g = _all_reduce_tensor_list(g) |
| kernel_vp = torch.autograd.grad(vjp, p, grad_outputs=g)[0] |
| u = torch.einsum('nij,nj->ni', hessian, kernel_vp).div(n_data) |
| u.add_(p, alpha=damping) |
|
|
| m = torch.sum(p.mul(u)) |
| if is_distributed: |
| dist.all_reduce(m) |
|
|
| alpha = (last_n / m).item() |
| x.add_(p, alpha=alpha) |
| r.sub_(u, alpha=alpha) |
|
|
| n = torch.sum(torch.pow(r, 2)) |
| if is_distributed: |
| dist.all_reduce(n) |
|
|
| err = n.sqrt() / g_norm |
| if print_progress: |
| print(f'{i+1}/{max_iters} err={err}') |
| if err < tol: |
| break |
| beta = (n / last_n).item() |
| p = r.add(p, alpha=beta) |
| last_n = n |
|
|
| model.zero_grad() |
| torch.autograd.backward(outputs, grad_tensors=x) |
| if is_distributed: |
| params = [p for p in model.parameters() if p.requires_grad] |
| packed_tensor = torch.cat([p.grad.flatten() for p in params]) |
| dist.all_reduce(packed_tensor) |
| pointer = 0 |
| for j, p in enumerate(params): |
| numel = p.grad.numel() |
| p.grad.copy_(packed_tensor[pointer: pointer + numel].reshape_as(p.grad)) |
| pointer += numel |
|
|
|
|
| def kernel_vector_product(model, inputs, vec): |
| outputs = model(inputs) |
| vec.requires_grad_(True) |
| vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=vec, create_graph=True) |
| return torch.autograd.grad(vjp, vec, grad_outputs=vjp)[0] |
|
|
|
|
| def kernel_eigenvalues(model, |
| inputs, |
| top_n=1, |
| max_iters=100, |
| tol=1e-3, |
| eps=1e-6, |
| eigenvectors=False, |
| cross_entropy=False, |
| is_distributed=False, |
| gather_type=_ALL, |
| print_progress=False): |
| if top_n < 1: |
| raise ValueError(f'top_n has to be >= 1. Got {top_n}.') |
| if max_iters < 1: |
| raise ValueError(f'max_inters has to be >=1. Got {max_iters}.') |
|
|
| eigvals = [] |
| eigvecs = [] |
| outputs = model(inputs) |
|
|
| if cross_entropy: |
| hessian = logits_hessian_cross_entropy(outputs) |
| else: |
| hessian = None |
|
|
| for i in range(top_n): |
| if print_progress: |
| print(f'start power iteration for lambda({i+1}).') |
| vec = torch.randn_like(outputs) |
| eigval = None |
| last_eigval = None |
| |
| for j in range(max_iters): |
| |
| for v in eigvecs: |
| alpha = torch.sum(vec.mul(v)) |
| if is_distributed: |
| dist.all_reduce(alpha) |
| vec.sub_(v, alpha=alpha.item()) |
|
|
| |
| vv = torch.pow(vec, 2).sum() |
| if is_distributed: |
| dist.all_reduce(vv) |
| vec.div_(torch.sqrt(vv)) |
|
|
| |
| vec.requires_grad_(True) |
| vjp = torch.autograd.grad(outputs, list(model.parameters()), grad_outputs=vec, create_graph=True) |
| g = [tensor.clone() for tensor in vjp] |
| if is_distributed: |
| g = _all_reduce_tensor_list(g) |
|
|
| |
| kernel_vp = torch.autograd.grad(vjp, vec, grad_outputs=g, retain_graph=True)[0] |
| if cross_entropy: |
| |
| kernel_vp = torch.einsum('nij,nj->ni', hessian, kernel_vp) |
|
|
| |
| eigval = torch.sum(kernel_vp.mul(vec)) |
| if is_distributed: |
| dist.all_reduce(eigval) |
|
|
| if j > 0: |
| diff = abs(eigval - last_eigval) / (abs(last_eigval) + eps) |
| if print_progress: |
| print(f'{j}/{max_iters} diff={diff}') |
| if diff < tol: |
| break |
|
|
| last_eigval = eigval |
| vec = kernel_vp |
| eigvals.append(eigval) |
| eigvecs.append(vec) |
|
|
| |
| eigvals, eigvecs = (list(t) for t in zip(*sorted(zip(eigvals, eigvecs))[::-1])) |
|
|
| if eigenvectors: |
| if is_distributed: |
| world_size = dist.get_world_size() |
| is_master = dist.get_rank() == 0 |
| for i, v in enumerate(eigvecs): |
| gather_list = [torch.zeros_like(v) for _ in range(world_size)] |
| if gather_type == _MASTER: |
| if is_master: |
| dist.gather(v, gather_list, dst=0) |
| else: |
| dist.gather(v, dst=0) |
| elif gather_type == _ALL: |
| dist.all_gather(gather_list, v) |
| else: |
| raise ValueError(f'Invalid gather type {gather_type}.') |
| eigvecs[i] = torch.cat([_v.flatten() for _v in gather_list]) |
| return eigvals, eigvecs |
| else: |
| return eigvals |
|
|
|
|
| def _all_reduce_tensor_list(tensor_list): |
| packed_tensor = torch.cat([tensor.clone().flatten() for tensor in tensor_list]) |
| dist.all_reduce(packed_tensor) |
| pointer = 0 |
| rst = [] |
| for i, tensor in enumerate(tensor_list): |
| numel = tensor.numel() |
| v = packed_tensor[pointer: pointer + numel].clone().reshape_as(tensor) |
| rst.append(v) |
| pointer += numel |
|
|
| return rst |
|
|
|
|
| def _cholesky_solve(A, b, eps=1e-8): |
| A = _add_value_to_diagonal(A, eps) |
| if A.ndim > b.ndim: |
| b = b.unsqueeze(dim=-1) |
| u = torch.linalg.cholesky(A) |
| return torch.cholesky_solve(b, u).squeeze(dim=-1) |
|
|
|
|
| def _add_value_to_diagonal(X, value): |
| if X.ndim == 3: |
| return torch.stack([_add_value_to_diagonal(X[i], value) for i in range(X.shape[0])]) |
| else: |
| if X.ndim != 2: |
| raise ValueError(f'X.ndim has to be 2. Got {X.ndim}.') |
|
|
| indices = torch.tensor([[i, i] for i in range(X.shape[0])], device=X.device).long() |
|
|
| values = X.new_ones(X.shape[0]).mul(value) |
| return X.index_put(tuple(indices.t()), values, accumulate=True) |
|
|
|
|
| def _zero_kernel(model, n_data1, n_data2): |
| p = next(iter(model.parameters())) |
| kernel = torch.zeros(n_data1, |
| n_data2, |
| device=p.device, |
| dtype=p.dtype) |
| setattr(model, 'kernel', kernel) |
|
|
|
|
| def _clear_kernel(model): |
| if hasattr(model, 'kernel'): |
| delattr(model, 'kernel') |
|
|