File size: 87,359 Bytes
5ccb4fd | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 | # Modifications copyright (c) 2026 Simulacra Research Inc.
# SPDX-License-Identifier: Apache-2.0
# Copyright 2022 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.
"""The kfac_jax optimizer (supporting K-FAC and other methods)."""
import functools
from typing import Any, Callable, Generic, Iterator, Sequence
from absl import logging
import jax
from jax import lax
import jax.numpy as jnp
from kfac_jax._src import curvature_estimator
from kfac_jax._src import utils
from typing_extensions import Self
# Types for annotation
Array = utils.Array
PRNGKey = utils.PRNGKey
Numeric = utils.Numeric
Params = utils.Params
Batch = utils.Batch
FuncState = Any
FuncAux = utils.FuncAux
Scalar = utils.Scalar
ScheduleType = utils.ScheduleType
FuncArgsVariants = (
tuple[Params, Batch] |
tuple[Params, FuncState, Batch] |
tuple[Params, PRNGKey, Batch] |
tuple[Params, FuncState, PRNGKey, Batch]
)
FuncOutputs = (
Array |
tuple[Array, FuncState] |
tuple[Array, FuncAux] |
tuple[Array, tuple[FuncState, FuncAux]]
)
ValueFunc = Callable[..., FuncOutputs]
ValueAndGradFunc = Callable[..., tuple[FuncOutputs, Params]]
SharedForwardFunc = Callable[..., tuple[Array, Array]]
BlockDiagonalCurvature = curvature_estimator.BlockDiagonalCurvature
ReturnEither = (
tuple[Params, "Optimizer.State", FuncState, dict[str, Numeric]] |
tuple[Params, "Optimizer.State", dict[str, Numeric]]
)
QuadModelParams = tuple[Array, Array, Array, Array]
# The quadratic model is given as
# Q(w) = w^T V^T (C + damping * I + reg * L) V w / 2.0 + w^T V^T g
# where (n - number of vectors, d - dimensions of each vector):
# damping - the damping value at the current iteration
# reg - the L2 regularization coefficient
# w (n,) - the vector of free weights (learning rate and momentum)
# V (d, n) - the matrix of proposed vectors for each weight
# C (d, d) - the curvature matrix (GGN/Fisher/Hessian)
# L (d, d) - the L2 regularization matrix. L is diagonal, with 1 on diagonal
# if the corresponding parameter is L2 regularised, and 0
# otherwise.
# g (d,) - the gradient
#
# In QuadModelParams, we have the tuple (A, D, R, b) where:
# A = V^T C V
# D = V^T I V (for damping)
# R = V^T L V (for L2 regularization)
# b = V^T g
#
# See Optimizer._solve_quad_model for how these are used, and
# Optimizer._compute_exact_quad_model for how they are computed.
# Various lists of parameters that are biases and norms, to be
# used for registering parameters that are excluded from l2 regularization
# in Optimizer.
# "b" and "bias" for biases, "scale" for RMSNorm and LayerNorm, and
# "offset" for LayerNorm.
HAIKU_BIASES = "b,bias"
HAIKU_BIASES_AND_NORMS = "b,bias,scale,offset"
class Optimizer(utils.WithStagedMethods):
"""The kfac_jax optimizer (supporting K-FAC and other methods)."""
@utils.register_state_class
class State(Generic[Params], utils.State):
r"""Persistent state of the optimizer.
Attributes:
velocities: The update to the parameters from the previous step -
:math:`\theta_t - \theta_{t-1}`.
estimator_state: The persistent state for the curvature estimator.
damping: When using damping adaptation, this will contain the current
value.
data_seen: The number of training cases that the optimizer has processed.
step_counter: An integer giving the current step number :math:`t`.
"""
velocities: Params
estimator_state: BlockDiagonalCurvature.State
damping: Array
data_seen: Numeric
step_counter: Numeric
@classmethod
def from_dict(cls, dict_representation: dict[str, Any]) -> Self:
dict_representation["estimator_state"] = (
BlockDiagonalCurvature.State.from_dict(
dict_representation["estimator_state"]
)
)
return cls(**dict_representation)
def __init__(
self,
value_and_grad_func: ValueAndGradFunc,
l2_reg: Numeric,
regularized_parameters_path_exclusions: str = "",
value_func_has_aux: bool = False,
value_func_has_state: bool = False,
value_func_has_rng: bool = False,
value_func_for_estimator: ValueFunc | None = None,
use_adaptive_learning_rate: bool = False,
learning_rate_schedule: ScheduleType | None = None,
use_adaptive_momentum: bool = False,
momentum_schedule: ScheduleType | None = None,
use_adaptive_damping: bool = False,
damping_schedule: ScheduleType | None = None,
initial_damping: Numeric | None = None,
use_initial_damping_calibration: bool = False,
min_damping: Numeric = 1e-8,
max_damping: Numeric = jnp.inf,
include_damping_in_quad_change: bool = False,
damping_adaptation_interval: int = 5,
damping_adaptation_decay: Numeric = 0.9,
damping_lower_threshold: Numeric = 0.25,
damping_upper_threshold: Numeric = 0.75,
always_use_exact_qmodel_for_damping_adjustment: bool = False,
precon_damping_mult: Numeric = 1.0,
precon_damping_schedule: ScheduleType | None = None,
use_step_rejection: bool = False,
reject_damping_increase_factor: float = 1.0,
norm_constraint: Numeric | None = None,
num_burnin_steps: int = 10,
estimation_mode: str | None = None,
custom_estimator_ctor: (
Callable[..., BlockDiagonalCurvature] | None) = None,
curvature_ema: Numeric = 0.95,
curvature_update_period: int = 1,
inverse_update_period: int = 5,
use_exact_inverses: bool = False,
batch_process_func: Callable[[Batch], Batch] | None = None,
register_only_generic: bool = False,
patterns_to_skip: Sequence[str] = (),
use_automatic_registration: bool = True,
auto_register_kwargs: dict[str, Any] | None = None,
layer_tag_to_block_ctor: (
dict[str, curvature_estimator.CurvatureBlockCtor] | None) = None,
multi_device: bool = False,
debug: bool = False,
invalid_metric_value: Numeric = jnp.nan,
batch_size_extractor: Callable[
[Batch], Numeric
] = utils.default_batch_size_extractor,
pmap_axis_name: str = "batch_axis",
forbid_setting_attributes_after_finalize: bool = True,
modifiable_attribute_exceptions: Sequence[str] = (),
include_norms_in_stats: bool = False,
include_per_param_norms_in_stats: bool = False,
include_registered_loss_in_stats: bool = False,
distributed_precon_apply: bool = True,
distributed_inverses: bool = True,
num_estimator_samples: int = 1,
should_vmap_estimator_samples: bool = False,
norm_to_scale_identity_weight_per_block: str | None = None,
step_stats_hook: Callable[..., dict[str, Array]] | None = None,
precon_power: Scalar = -1.0,
exact_quad_model_matrix_type: str | None = None,
value_func_for_shared_forward: SharedForwardFunc | None = None,
share_curvature_and_grad_forward: bool = False,
):
"""Initializes the kfac_jax optimizer with the provided settings.
NOTE: Please read the docstring for this constructor carefully. Especially
the description of ``value_and_grad_func``.
A note on the "damping" parameter:
One of the main complications of using second-order optimizers like K-FAC is
the "damping" parameter. This parameter is multiplied by the identity matrix
and (approximately) added to the curvature matrix (i.e. the Fisher or GGN)
before it is inverted and multiplied by the gradient when computing the
update (before any learning rate scaling). The damping should follow the
scale of the objective, so that if you multiply your loss by some factor you
should do the same for the damping. Roughly speaking, larger damping values
constrain the update vector to a smaller region around zero, which is needed
in general since the second-order approximations that underlie second-order
methods can break down for large updates. (In gradient descent the learning
rate plays an analogous role.) The relationship between the damping
parameter and the radius of this region is complicated and depends on the
scale of the objective amongst other things.
The optimizer provides a system for adjusting the damping automatically via
the ``use_adaptive_damping`` argument, although this system is not reliable,
especially for highly stochastic objectives. Using a fixed value or a
manually tuned schedule can work as good or better for some problems, while
it can be a very poor choice for others (like deep autoencoders).
Empirically we have found that using a fixed value works well enough for
common architectures like convnets and transformers.
Args:
value_and_grad_func: Python callable. This function should return the
value of the loss to be optimized and its gradients, and optionally the
model state and auxiliary information in the form of a a dict mapping
strings to scalar arrays (usually statistics to log). Note that it
should *not* be jitted/pmapped or otherwise compiled by JAX, as this can
lead to errors. (Compilation is done internally by the optimizer.) The
interface of this function should be: ``out_args, loss_grads =
value_and_grad_func(*in_args)``. Here, ``in_args`` is ``(params,
func_state, rng, batch)``, with ``rng`` omitted if
``value_func_has_rng`` is ``False``, and with ``func_state`` omitted if
``value_func_has_state`` is ``False``. Meanwhile, ``out_args`` is
``(loss, (func_state, aux))`` if ``value_func_has_state`` and
``value_func_has_aux`` are both ``True``, ``(loss, func_state)`` if
``value_func_has_state`` is ``True`` and ``value_func_has_aux`` is
``False``, ``(loss, aux)`` if ``value_func_has_state`` is ``False`` and
``value_func_has_aux`` is ``True``, and finally ``loss`` if
``value_func_has_state`` and ``value_func_has_aux`` are both ``False``.
This should be consistent with how JAX's ``value_and_grad`` API function
is typically used. Note that the value (and its gradient) should be
normalized by the batch size, as is standard convention. Additional
normalization, such as by the sequence length, is up to the user, but
must by properly reported in the loss registration (by setting the
``weight`` arguments in the loss registration functions.)
l2_reg: Scalar. Set this value to tell the optimizer what L2
regularization coefficient you are using (if any). Note the coefficient
appears in the regularizer as ``coeff / 2 * sum(param**2)``. This adds
an additional diagonal term to the curvature and hence will affect the
quadratic model when using adaptive damping. Note that the user is still
responsible for adding regularization to the loss.
regularized_parameters_path_exclusions: str. A comma-separated list
specifying the names of parameters that should not be regularized.
A number of convenience examples are given in this module, e.g.
HAIKU_BIASES_AND_NORMS, which is ``"b,bias,scale,offset"``.
(Default: ``""``)
value_func_has_aux: Boolean. Specifies whether the provided callable
``value_and_grad_func`` returns auxiliary data. (Default: ``False``)
value_func_has_state: Boolean. Specifies whether the provided callable
``value_and_grad_func`` has a persistent state that is passed in and
out. (Default: ``False``)
value_func_has_rng: Boolean. Specifies whether the provided callable
``value_and_grad_func`` additionally takes as input an rng key.
(Default: ``False``)
value_func_for_estimator: ValueFunc. If specified, this function will be
used by the preconditioner estimator instead of ``value_and_grad_func``.
This is useful for cases where the value function used for training is
expensive to add to the preconditioner, e.g. because it has costly
regularizers. (Default: ``None``)
value_func_for_shared_forward: Tagged function returning
``(loss, gradient_surrogate)``. The surrogate's parameter gradient
must equal the training gradient. Required when
``share_curvature_and_grad_forward=True``.
use_adaptive_learning_rate: Boolean. Specifies whether to use the special
rule from the original K-FAC paper for picking the learning rate at each
step. Note that this won't work well for stochastic objectives. If this
is ``False``, the user must use the ``learning_rate`` argument of the
step function, or the constructor argument ``learning_rate_schedule``.
(Default: ``False``)
learning_rate_schedule: Callable. A schedule for the learning rate. This
should take as input the current step number, and optionally the amount
of data seen so far as a keyword argument ``data_seen``, and return a
single array that represents the learning rate. (Default: ``None``)
use_adaptive_momentum: Boolean. Specifies whether to use the special rule
from the original K-FAC paper for picking the momentum "decay" parameter
at each step. Note that this won't work well for stochastic objectives.
If this is ``False``, the user must use the ``momentum`` argument of the
step function, or the constructor argument ``momentum_schedule``.
(Default: ``False``)
momentum_schedule: Callable. A schedule for the momentum parameter. This
should take as input the current step number, and optionally the amount
of data seen so far as a keyword argument ``data_seen``, and return a
single array that represents the momentum. (Default: ``None``)
use_adaptive_damping: Boolean. Specifies whether the optimizer will use
the Levenberg-Marquardt method to automatically adjust the damping every
``damping_adaptation_interval`` iterations. If this is set to ``False``
the user must provide a value to the damping argument of the step
function at each iteration, or use the ``damping_schedule`` constructor
argument. Note that the effectiveness of this technique seems to vary
between problems. (Default: ``False``)
damping_schedule: Callable. A schedule for the damping. This should take
as input the current step number, and optionally the amount of data seen
so far as a keyword argument ``data_seen``, and return a single array
that represents the learning rate. (Default: ``None``)
initial_damping: Scalar or None. This specifies the initial value of the
damping that the optimizer will use when using automatic damping
adaptation. (Default: ``None``)
use_initial_damping_calibration: Boolean. If ``True``, the initial damping
value, used to initialize the adaptive damping method, will be first
calibrated (after any burnin steps to estimate the preconditioner) so
that its value wouldn't be changed after the first step of optimization.
This calibration is done by essentially running the step function
multiple times without actually updating the parameters or sampling a
new mini-batch. ``num_burnin_steps`` must be greater than 0 to use this
option. (Default: ``False``)
min_damping: Scalar. Minimum value the damping parameter can take when
using automatic damping adaptation. Note that the default value of 1e-8
is quite arbitrary, and you may have to adjust this up or down for your
particular problem. If you are using a non-zero value of l2_reg you
*may* be able to set this to zero. (Default: ``1e-8``)
max_damping: Scalar. Maximum value the damping parameter can take when
using automatic damping adaptation. (Default: ``Infinity``)
include_damping_in_quad_change: Boolean. Whether to include the
contribution of the damping in the quadratic model for the purposes
computing the reduction ration ("rho") in the Levenberg-Marquardt scheme
used for adapting the damping. Note that the contribution from the
``l2_reg`` argument is always included. (Default: ``False``)
damping_adaptation_interval: Int. The number of steps in between adapting
the damping parameter. (Default: ``5``)
damping_adaptation_decay: Scalar. The damping parameter will be adjusted
up or down by ``damping_adaptation_decay **
damping_adaptation_interval``, or remain unchanged, every
``damping_adaptation_interval`` number of iterations. (Default: ``0.9``)
damping_lower_threshold: Scalar. The damping parameter is increased if the
reduction ratio is below this threshold. (Default: ``0.25``)
damping_upper_threshold: Scalar. The damping parameter is decreased if the
reduction ratio is below this threshold. (Default: ``0.75``)
always_use_exact_qmodel_for_damping_adjustment: Boolean. When using
learning rate and/or momentum adaptation, the quadratic model change
used for damping adaption is always computed using the exact curvature
matrix. Otherwise, there is an option to use either the exact or
approximate curvature matrix to compute the quadratic model change,
which is what this argument controls. When True, the exact curvature
matrix will be used, which is more expensive, but could possibly produce
a better damping schedule. (Default: ``False``)
precon_damping_mult: Scalar. When ``precon_damping_schedule`` is unset,
the regular damping is used for the preconditioner damping, multiplied
by this value. (Default: ``1.0``)
precon_damping_schedule: Similar to ``damping_schedule``, but for the
preconditioner only. If ``None``, the preconditioner will use the
regular damping, multiplied by ``precon_damping_mult``.
(Default: ``None``)
use_step_rejection: Whether or not to reject the step whenever the loss
on the current batch goes up after the update. This option offers
robustness at the cost of doing more work per step (unless adaptive
damping with Levenberg-Marquardt is used). (Default: ``False``)
reject_damping_increase_factor: The damping parameter is increased by this
factor if the step is rejected. (Default: ``1.0``)
norm_constraint: Scalar. If specified, the update is scaled down so that
its approximate squared Fisher norm ``v^T F v`` is at most the specified
value. (Note that here ``F`` is the approximate curvature matrix, not
the exact.) May only be used when ``use_adaptive_learning_rate`` is
``False``. (Default: ``None``)
num_burnin_steps: Int. At the start of optimization, e.g. the first step,
before performing the actual step the optimizer will perform this many
times updates to the curvature approximation without updating the actual
parameters. (Default: ``10``)
estimation_mode: String. The type of estimator to use for the curvature
matrix. See the documentation for :class:`~BlockDiagonalCurvature` for a
detailed description of the possible options. If ``None`` will use
default estimation_mode mode of the used CurvatureEstimator subclass,
which is typically "ggn_curvature_prop". (Default: ``None``)
custom_estimator_ctor: Optional constructor for subclass of
:class:`~BlockDiagonalCurvature`. If specified, the optimizer will use
this conastructor instead of the default
:class:`~BlockDiagonalCurvature`. (Default: ``None``)
curvature_ema: The decay factor used when calculating the covariance
estimate moving averages. (Default: ``0.95``)
curvature_update_period: Int. The number of steps in between updating the
the curvature estimates. (Default: ``1``)
inverse_update_period: Int. The number of steps in between updating the
the computation of the inverse curvature approximation. (Default: ``5``)
use_exact_inverses: Bool. If ``True``, preconditioner inverses are
computed "exactly" without the pi-adjusted factored damping approach.
Note that this involves the use of eigendecompositions, which can
sometimes be much more expensive. (Default: ``False``)
batch_process_func: Callable. A function which to be called on each batch
before feeding to the KFAC on device. This could be useful for specific
device input optimizations. (Default: ``None``)
register_only_generic: Boolean. Whether when running the auto-tagger to
register only generic parameters, or allow it to use the graph matcher
to automatically pick up any kind of layer tags. (Default: ``False``)
patterns_to_skip: tuple. A list of any patterns that should be skipped by
the graph matcher when auto-tagging. (Default: ``()``)
use_automatic_registration: Bool. If ``True``, the optimizer will try to
automatically register the layers of your network. (Default: ``True``)
auto_register_kwargs: Any additional kwargs to be passed down to
:func:`~auto_register_tags`, which is called by the curvature estimator.
(Default: ``None``)
layer_tag_to_block_ctor: dictionary. A mapping from layer tags to block
classes which to override the default choices of block approximation for
that specific tag. See the documentation for
:class:`~CurvatureEstimator` for a more detailed description. (Default:
``None``)
multi_device: Boolean. Whether to use pmap and run the optimizer on
multiple devices. (Default: ``False``)
debug: Boolean. If neither the step or init functions should be jitted.
Note that this also overrides ``multi_device`` and prevents using pmap,
instead using a "simulated pmap" that loops over the device index and
does everything on the default device. (Default: ``False``)
invalid_metric_value: Numeric. Certain metrics returned from the step
function are not always computed at each iteration, or may otherwise
be invalid. In such cases we need to return a value anyway. jnp.nan is
a natural choice, but can sometimes cause problems (e.g. false positives
JAX's automatic NaN checker). This argument allows the user to specify a
different value to return in such cases. (Default: ``jnp.nan``)
batch_size_extractor: A function that takes as input the function
arguments and returns the batch size for a single device. (Default:
``kfac.utils.default_batch_size_extractor``)
pmap_axis_name: String. The name of the pmap axis to use when
``multi_device`` is set to True. (Default: ``batch_axis``)
forbid_setting_attributes_after_finalize: Boolean. By default, after the
object is finalized, you can not set any of its properties. This is done
in order to protect the user from making changes to the object
attributes that would not be picked up by various internal methods after
they have been compiled. However, if you are extending this class, and
clearly understand the risks of modifying attributes, setting this to
``False`` will remove the restriction. (Default: ``True``)
modifiable_attribute_exceptions: Sequence of strings. Gives a list of
names for attributes that can be modified after finalization even when
``forbid_setting_attributes_after_finalize`` is ``True``. (Default:
``()``)
include_norms_in_stats: Boolean. It True, the vector norms of the
gradient, preconditioned gradient, and parameter update are included in
the statistics returned by the step function. (Default: ``False``)
include_per_param_norms_in_stats: Boolean. It True, the per-parameter
vector norms of the gradient, preconditioned gradient, and parameter
update are included in the statistics returned by the step function.
(Default: ``False``)
include_registered_loss_in_stats: Boolean. If True, we include the loss,
as computed from the registered losses, in the stats. Also included is
the relative difference between this as the loss computed from
``value_and_grad_func``. This is useful for debugging registration
errors. Note this for this option to work it's required that the targets
are passed for each loss function registration. (Default: ``False``)
distributed_precon_apply: Boolean. Whether to distribute the application
of the preconditioner across the different devices in a layer-wise
fashion. If False, each device will (redundantly) perform the required
operations for all the layers. (Default: True)
distributed_inverses: Boolean. Whether to distribute the inverse
computations (required to compute the preconditioner) across the
different devices in a layer-wise fashion. If False, each device will
(redundantly) perform the required computations for all the layers.
(Default: True)
num_estimator_samples: Number of samples (per case) to use when computing
stochastic curvature matrix estimates. This option is only used when
``estimation_mode == 'fisher_gradients'`` or ``estimation_mode ==
'[fisher,ggn]_curvature_prop'``. (Default: 1)
should_vmap_estimator_samples: Whether to use ``jax.vmap`` to compute
samples when ``num_estimator_samples > 1``. (Default: False)
share_curvature_and_grad_forward: Reuse the exact-Fisher tagged model
primal evaluation for the ordinary loss and training gradient on
curvature-update steps. (Default: ``False``)
norm_to_scale_identity_weight_per_block: The name of a norm to use to
compute extra per-block scaling for the damping. See psd_matrix_norm()
in utils/math.py for the definition of these. Note that this will not
affect the exact quadratic model that is used as part of the "adaptive"
learning rate, momentum, and damping methods. (Default: None)
step_stats_hook: Optional callable ``(estimator, grads,
preconditioned_gradient) -> dict`` invoked inside ``_step`` on the
PRE-norm-constraint preconditioned gradient; returned scalars are
merged into the step stats dict. Runs inside the step's jit — must
be trace-safe and cheap. (Default: None)
precon_power: The matrix power to use when computing the preconditioner.
K-FAC use -1 by default, but ``kfac_jax`` can simulate other optimizers
like RMSProp by using -0.5 (along with appropriate changes to
``layer_tag_to_block_ctor`` and ``estimation_mode``). (Default: -1)
exact_quad_model_matrix_type: The type of matrix to use when computing the
exact quadratic model (used in the adaptive learning rate and momentum).
Can be ``'fisher'``, ``'ggn'``, or None. If None, will use the value
implied by ``estimation_mode``. (Default: None)
"""
super().__init__(
multi_device=multi_device,
pmap_axis_name=pmap_axis_name if multi_device else None,
debug=debug,
forbid_setting_attributes_after_finalize=
forbid_setting_attributes_after_finalize,
excluded_attribute_names=modifiable_attribute_exceptions,
)
if use_adaptive_damping and initial_damping is None:
raise ValueError("When use_adaptive_damping is True you must provide a "
"value for initial_damping.")
if use_adaptive_learning_rate and learning_rate_schedule is not None:
raise ValueError("If you are using adaptive learning rate then "
"`learning_rate_schedule` should be None.")
if use_adaptive_momentum and momentum_schedule is not None:
raise ValueError("If you are using adaptive momentum then "
"`momentum_schedule` should be None.")
if use_adaptive_damping and damping_schedule is not None:
raise ValueError("If you are using adaptive damping then "
"`damping_schedule` should be None.")
if num_burnin_steps <= 0 and use_initial_damping_calibration:
raise ValueError("num_burnin_steps must be > 0 if "
"use_initial_damping_calibration is True.")
self._value_and_grad_func = value_and_grad_func
self._value_func_has_aux = value_func_has_aux
self._value_func_has_state = value_func_has_state
self._value_func_has_rng = value_func_has_rng
if share_curvature_and_grad_forward:
incompatible = []
if estimation_mode != "fisher_exact":
incompatible.append("estimation_mode must be 'fisher_exact'")
if value_func_for_estimator is not None:
incompatible.append("value_func_for_estimator must be None")
if value_func_for_shared_forward is None:
incompatible.append("value_func_for_shared_forward must be provided")
if custom_estimator_ctor is not None:
incompatible.append("custom_estimator_ctor must be None")
if value_func_has_aux:
incompatible.append("value_func_has_aux must be False")
if value_func_has_state:
incompatible.append("value_func_has_state must be False")
if value_func_has_rng:
incompatible.append("value_func_has_rng must be False")
if include_registered_loss_in_stats:
incompatible.append(
"include_registered_loss_in_stats must be False"
)
if incompatible:
raise ValueError(
"`share_curvature_and_grad_forward=True` is incompatible with: "
+ "; ".join(incompatible)
+ "."
)
self._share_curvature_and_grad_forward = (
share_curvature_and_grad_forward
)
self._value_func: ValueFunc = convert_value_and_grad_to_value_func(
value_and_grad_func,
has_aux=value_func_has_aux or value_func_has_state,
)
self._l2_reg = l2_reg
self._regularized_parameters_path_exclusions = (
regularized_parameters_path_exclusions.split(","))
self._use_adaptive_learning_rate = use_adaptive_learning_rate
self._learning_rate_schedule = learning_rate_schedule
self._use_adaptive_momentum = use_adaptive_momentum
self._momentum_schedule = momentum_schedule
self._use_adaptive_damping = use_adaptive_damping
self._damping_schedule = damping_schedule
self._initial_damping = initial_damping
self._use_initial_damping_calibration = use_initial_damping_calibration
self._min_damping = min_damping
self._max_damping = max_damping
self._include_damping_in_quad_change = include_damping_in_quad_change
self._damping_adaptation_decay = damping_adaptation_decay
self._damping_adaptation_interval = damping_adaptation_interval
self._damping_lower_threshold = damping_lower_threshold
self._damping_upper_threshold = damping_upper_threshold
self._always_use_exact_qmodel_for_damping_adjustment = (
always_use_exact_qmodel_for_damping_adjustment)
self._precon_damping_mult = precon_damping_mult
self._precon_damping_schedule = precon_damping_schedule
self._use_step_rejection = use_step_rejection
self._reject_damping_increase_factor = reject_damping_increase_factor
self._norm_constraint = norm_constraint
self._num_burnin_steps = num_burnin_steps
self._curvature_ema = curvature_ema
if curvature_update_period > inverse_update_period:
raise ValueError(
"curvature_update_period ({}) cannot be larger than"
" inverse_update_period ({}) as the identical matrix inversion would"
" be redundantly performed. Set inverse_update_period larger instead."
.format(curvature_update_period, inverse_update_period)
)
self._curvature_update_period = curvature_update_period
self._inverse_update_period = inverse_update_period
self._layer_tag_to_block_cls = layer_tag_to_block_ctor
self._patterns_to_skip = patterns_to_skip
self._batch_process_func = batch_process_func or (lambda x: x)
self._include_norms_in_stats = include_norms_in_stats
self._include_per_param_norms_in_stats = include_per_param_norms_in_stats
self._include_registered_loss_in_stats = include_registered_loss_in_stats
self._batch_size_extractor = batch_size_extractor
self.__invalid_metric_value = invalid_metric_value
self._use_cached_inverses = (self._inverse_update_period != 1)
self._use_exact_inverses = use_exact_inverses
self._norm_to_scale_identity_weight_per_block = (
norm_to_scale_identity_weight_per_block
)
# Optional ``hook(estimator, grads, preconditioned_gradient) -> dict``
# called inside ``_step`` on the PRE-norm-constraint preconditioned
# gradient; the returned scalars are merged into the step stats.
# Runs inside the step's jit — implementations must be trace-safe
# and cheap (reductions only). Lets clients log per-block/per-family
# update-allocation diagnostics without subclassing ``_step``.
self._step_stats_hook = step_stats_hook
self._precon_power = precon_power
self._exact_quad_model_matrix_type = exact_quad_model_matrix_type
self._params_index = 0
batch_index = int(value_func_has_state + value_func_has_rng + 1)
if (norm_to_scale_identity_weight_per_block is not None
and norm_to_scale_identity_weight_per_block != "none"):
assert (not use_adaptive_learning_rate and not use_adaptive_momentum
and not use_adaptive_damping) # not currently supported
estimator_ctor = (custom_estimator_ctor or BlockDiagonalCurvature)
auto_register_kwargs = auto_register_kwargs or {}
auto_register_kwargs.update(dict(
register_only_generic=register_only_generic,
patterns_to_skip=patterns_to_skip,
))
if value_func_for_estimator is None:
# The reason we pass value_and_grad_func to the estimator here and not
# value_func, is that the latter is usually produced using the primal
# computation which is part of jax.grad. For whatever reason, when JAX
# takes the gradient of this, it produces a slightly different graph than
# if we apply jax.grad directly to the original function. This then makes
# it impossible for XLA to merge the two computations, defeating the
# purpose of the estimation modes "fisher_empirical_direct[_synced]".
func_and_grad_for_estimator = convert_value_and_grad_to_clean_value_and_grad( # pylint: disable=line-too-long
value_and_grad_func,
has_aux=value_func_has_aux or value_func_has_state,
)
else:
func_and_grad_for_estimator = None
estimator_extra_kwargs = {}
if share_curvature_and_grad_forward:
estimator_extra_kwargs["shared_forward_value_func"] = (
value_func_for_shared_forward
)
# Curvature estimator
self._estimator = estimator_ctor(
func=value_func_for_estimator,
func_and_grad=func_and_grad_for_estimator,
default_estimation_mode=estimation_mode,
params_index=self._params_index,
batch_index=batch_index,
layer_tag_to_block_ctor=layer_tag_to_block_ctor,
distributed_multiplies=distributed_precon_apply,
distributed_cache_updates=distributed_inverses,
num_samples=num_estimator_samples,
should_vmap_samples=should_vmap_estimator_samples,
auto_register_tags=use_automatic_registration,
auto_register_kwargs=auto_register_kwargs,
**estimator_extra_kwargs,
)
self._implicit = curvature_estimator.ImplicitExactCurvature(
self._value_func,
params_index=self._params_index,
batch_size_extractor=batch_size_extractor,
)
# Each subclass should call finalize on its own, so this gets called only
# for instances of exactly this class type.
if type(self) == Optimizer: # pylint: disable=unidiomatic-typecheck
self.finalize()
@property
def _invalid_metric_value(self) -> Array:
return jnp.array(self.__invalid_metric_value, dtype=float)
@property
def _damping_decay_factor(self) -> Numeric:
"""How fast to decay the damping, when using damping adaptation."""
return self._damping_adaptation_decay ** self._damping_adaptation_interval
@property
def _exact_powers_to_cache(self) -> Numeric | Sequence[Numeric] | None:
if self._use_exact_inverses and self._use_cached_inverses:
return self._precon_power
else:
return None
@property
def _approx_powers_to_cache(self) -> Numeric | Sequence[Numeric] | None:
if not self._use_exact_inverses and self._use_cached_inverses:
return self._precon_power
else:
return None
@property
def _mat_type_for_exact_quad_model(self) -> str:
if self._exact_quad_model_matrix_type is None:
return self._estimator.default_mat_type
return self._exact_quad_model_matrix_type
def _should_update_damping(self, step_counter: int) -> bool:
"""Whether at the current step the optimizer should update the damping."""
return ((step_counter + 1) % self._damping_adaptation_interval == 0) and (
self._use_adaptive_damping
)
def _should_update_estimate_curvature(self, step_counter: int) -> bool:
"""Whether at the current step the optimizer should update the curvature estimates."""
return step_counter % self._curvature_update_period == 0
def _should_update_inverse_cache(
self,
state: State,
inverse_update_period: Numeric | None = None,
) -> Array | bool:
"""Whether at the current step the optimizer should update the inverse curvature approximation."""
period = (self._inverse_update_period if inverse_update_period is None
else inverse_update_period)
return self._use_cached_inverses and (
state.step_counter % period == 0)
def _should_sync_estimator(
self,
state: State,
inverse_update_period: Numeric | None = None,
) -> Array | bool:
"""Whether at the current step the optimizer should update the inverse curvature approximation."""
if self._use_cached_inverses:
return self._should_update_inverse_cache(state, inverse_update_period)
return True
def set_live_hparams(
self,
*,
curvature_ema: Numeric | None = None,
curvature_update_period: int | None = None,
inverse_update_period: int | None = None,
) -> None:
"""Updates cadence/EMA hyperparameters on a live optimizer instance.
All three take effect from the next call to ``step`` without triggering
recompilation: ``curvature_update_period`` only enters Python-side
executable selection, while ``curvature_ema`` and ``inverse_update_period``
are threaded into the compiled step function as runtime scalars.
``inverse_update_period`` cannot be changed on an optimizer constructed
with ``inverse_update_period=1``, since that construction permanently
disables the inverse cache in the estimator state.
"""
new_curv = (self._curvature_update_period if curvature_update_period is None
else int(curvature_update_period))
new_inv = (self._inverse_update_period if inverse_update_period is None
else int(inverse_update_period))
if new_curv < 1 or new_inv < 1:
raise ValueError("Update periods must be positive integers.")
if new_inv != self._inverse_update_period and not self._use_cached_inverses:
raise ValueError(
"Cannot change inverse_update_period on an optimizer constructed "
"with inverse_update_period=1 (inverse cache disabled).")
if new_curv > new_inv:
raise ValueError(
"curvature_update_period ({}) cannot be larger than"
" inverse_update_period ({}).".format(new_curv, new_inv))
if curvature_ema is not None and not 0.0 <= float(curvature_ema) <= 1.0:
raise ValueError("curvature_ema must be in [0, 1].")
self.unlock_attributes()
try:
self._curvature_update_period = new_curv
self._inverse_update_period = new_inv
if curvature_ema is not None:
self._curvature_ema = float(curvature_ema)
finally:
self.lock_attributes()
def _live_step_scalars(self) -> tuple[Array, Array]:
"""Current curvature_ema / inverse_update_period as traced step args.
Plain rank-0 arrays, matching how callers pass learning_rate /
momentum / damping into ``step``: the staging layer broadcasts them,
so no per-device replication is required here (and
``device_put_replicated`` no longer exists on modern JAX anyway).
"""
ema = jnp.asarray(self._curvature_ema, dtype=jnp.float32)
period = jnp.asarray(self._inverse_update_period, dtype=jnp.int32)
return ema, period
@functools.partial(utils.staged, static_argnums=1)
def _rng_split(self, rng: PRNGKey, num: int) -> tuple[Array, ...]:
"""Splits the ``rng`` key."""
return tuple(jax.random.split(rng, num))
@utils.auto_scope_method
def _compute_loss_value(self, func_args: FuncArgsVariants) -> Array:
"""Computes the value of the loss function being optimized."""
return self._value_func(*func_args)
def _verify_args_and_get_step_counter(
self,
step_counter: Array,
learning_rate: Array | None = None,
momentum: Array | None = None,
damping: Array | None = None,
global_step_int: int | None = None,
) -> int:
"""Verifies that the arguments passed to the step function are correct."""
# Verify correct arguments invocation
if self._use_adaptive_learning_rate and learning_rate is not None:
raise ValueError("When use_adaptive_learning_rate is set to True you "
"should not pass a value to the step function.")
elif not self._use_adaptive_learning_rate and (
self._learning_rate_schedule is None and learning_rate is None):
raise ValueError("When `use_adaptive_learning_rate` is set to False and "
"`learning_rate_schedule` is None you must provide a "
"value to the step function.")
elif self._learning_rate_schedule is not None and learning_rate is not None:
raise ValueError("When you have passed a `learning_rate_schedule` you "
"should not pass a value to the step function.")
if self._use_adaptive_momentum and momentum is not None:
raise ValueError("When `use_adaptive_momentum` is set to True you "
"should not pass a value to the step function.")
elif not self._use_adaptive_momentum and (
self._momentum_schedule is None and momentum is None):
raise ValueError("When `use_adaptive_momentum` is set to False and "
"`momentum_schedule` is None you must provide a value to"
" the step function.")
elif self._momentum_schedule is not None and momentum is not None:
raise ValueError("When you have passed a `momentum_schedule` you should "
"not pass a value to the step function.")
if self._use_adaptive_damping and damping is not None:
raise ValueError("When `use_adaptive_damping` is set to True you "
"should not pass a value to the step function.")
elif not self._use_adaptive_damping and (
self._damping_schedule is None and damping is None):
raise ValueError("When `use_adaptive_damping` is set to False and "
"`damping_schedule` is None you must provide a value to "
"the step function.")
elif self._damping_schedule is not None and damping is not None:
raise ValueError("When you have passed a `damping_schedule` you should "
"not pass a value to the step function.")
if global_step_int is None:
return int(self.get_first(step_counter))
return global_step_int
@utils.staged
def _setup_state_and_schedules(
self,
learning_rate: Array | None,
momentum: Array | None,
damping: Array | None,
step_counter: Array,
data_seen: Array,
) -> tuple[Numeric | None, Numeric | None, Numeric, Numeric]:
"""Helper function for setting up learning rate, momentum and damping."""
# Compute schedules if applicable
if self._learning_rate_schedule is not None:
assert learning_rate is None
learning_rate = utils.call_func_with_conditional_kwargs(
self._learning_rate_schedule, step_counter, data_seen=data_seen)
if self._momentum_schedule is not None:
assert momentum is None
momentum = utils.call_func_with_conditional_kwargs(
self._momentum_schedule, step_counter, data_seen=data_seen)
if self._damping_schedule is not None:
assert damping is None
damping = utils.call_func_with_conditional_kwargs(
self._damping_schedule, step_counter, data_seen=data_seen)
else:
assert damping is not None
if self._precon_damping_schedule is not None:
precon_damping = utils.call_func_with_conditional_kwargs(
self._precon_damping_schedule, step_counter, data_seen=data_seen)
else:
precon_damping = damping * self._precon_damping_mult
return learning_rate, momentum, damping, precon_damping
def _setup_func_args_and_rng(
self,
params: Params,
rng: PRNGKey,
batch: Batch,
func_state: FuncState | None,
) -> tuple[FuncArgsVariants, Array]:
"""Helper function for setting up the model function arguments correctly."""
# Preprocess the batch and construct correctly the function arguments
batch = self._batch_process_func(batch)
# Correctly split rng
if self._value_func_has_rng:
rng, func_rng = jax.random.split(rng)
else:
func_rng = None
# Make the function args
func_args = make_func_args(
params=params,
func_state=func_state,
rng=func_rng,
batch=batch,
has_state=self._value_func_has_state,
has_rng=self._value_func_has_rng,
)
return func_args, rng
def _update_estimator_curvature(
self,
estimator_state: BlockDiagonalCurvature.State,
func_args: FuncArgsVariants,
rng: PRNGKey,
ema_old: Numeric,
ema_new: Numeric,
precon_damping: Numeric,
sync: Array | bool = True
) -> BlockDiagonalCurvature.State:
"""Updates the curvature estimator state."""
state = self._estimator.update_curvature_matrix_estimate(
state=estimator_state,
ema_old=ema_old,
ema_new=ema_new,
identity_weight=self._l2_reg + precon_damping,
# Note that the batch is always the last entry of FuncArgsVariantsdef
batch_size=self._batch_size_extractor(func_args[-1]),
rng=rng,
func_args=func_args,
pmap_axis_name=self.pmap_axis_name,
)
return jax.lax.cond(
sync,
functools.partial(self._estimator.sync,
pmap_axis_name=self.pmap_axis_name),
lambda state_: state_,
state,
)
def _update_estimator_curvature_and_value_and_grad(
self,
estimator_state: BlockDiagonalCurvature.State,
func_args: FuncArgsVariants,
rng: PRNGKey,
ema_old: Numeric,
ema_new: Numeric,
precon_damping: Numeric,
sync: Array | bool = True,
) -> tuple[BlockDiagonalCurvature.State, Array, Params]:
"""Updates exact-Fisher curvature and returns its shared loss/gradient."""
state, loss, grads = (
self._estimator.update_curvature_matrix_estimate_and_value_and_grad(
state=estimator_state,
ema_old=ema_old,
ema_new=ema_new,
identity_weight=self._l2_reg + precon_damping,
batch_size=self._batch_size_extractor(func_args[-1]),
rng=rng,
func_args=func_args,
pmap_axis_name=self.pmap_axis_name,
)
)
state = jax.lax.cond(
sync,
functools.partial(
self._estimator.sync,
pmap_axis_name=self.pmap_axis_name,
),
lambda state_: state_,
state,
)
return state, loss, grads
@utils.auto_scope_method
def _compute_loss_and_grads(
self,
func_args: FuncArgsVariants,
state: State | None = None,
) -> tuple[Array, Params, FuncState | None, FuncAux | None]:
"""Computes the model loss value and its gradients."""
del state
out, grads = self._value_and_grad_func(*func_args)
loss, func_state, aux = extract_func_outputs(
out, self._value_func_has_aux, self._value_func_has_state)
if self._include_registered_loss_in_stats:
aux = aux or {}
aux["loss_registered"] = self._compute_loss_from_registrations(func_args)
return loss, grads, func_state, aux
@functools.partial(utils.staged, donate_argnums=0)
def _maybe_update_inverse_cache(
self,
state: State,
precon_damping: Array,
inverse_update_period: Array,
) -> State:
"""Updates the estimator state cache if it is the right iteration."""
# Copy this first since we mutate it later in this function.
state = state.copy()
state.estimator_state = lax.cond(
self._should_update_inverse_cache(state, inverse_update_period),
functools.partial(
self._estimator.update_cache,
identity_weight=self._l2_reg + precon_damping,
exact_powers=self._exact_powers_to_cache,
approx_powers=self._approx_powers_to_cache,
eigenvalues=False,
pmap_axis_name=self.pmap_axis_name,
),
lambda state_: state_,
state.estimator_state,
)
return state
@functools.partial(utils.staged, static_argnums=3)
def _compute_preconditioned_gradient(
self,
state: State,
grads: Params,
precon_damping: Array,
can_distribute: bool = True,
) -> Params:
"""Computes the preconditioned gradient."""
return self._estimator.multiply_matpower(
state=state.estimator_state,
parameter_structured_vector=grads,
identity_weight=self._l2_reg + precon_damping,
power=self._precon_power,
exact_power=self._use_exact_inverses,
use_cached=self._use_cached_inverses,
pmap_axis_name=self.pmap_axis_name if can_distribute else None,
norm_to_scale_identity_weight_per_block=self._norm_to_scale_identity_weight_per_block,
)
@utils.staged
def _maybe_apply_norm_constraint(
self, grads: Params, preconditioned_grads: Params, coefficient: Array
) -> tuple[Params, Params | None]:
"""Scales precon grad to have curvature-weighted norm <= norm_constraint."""
if self._norm_constraint is None:
return preconditioned_grads, None
assert not self._use_adaptive_learning_rate
sq_norm_grads = utils.inner_product(preconditioned_grads, grads)
sq_norm_scaled_grads = sq_norm_grads * coefficient ** 2
max_coefficient = jnp.sqrt(self._norm_constraint / sq_norm_scaled_grads)
coefficient = jnp.minimum(max_coefficient, 1)
precon_grad = utils.scalar_mul(preconditioned_grads, coefficient)
return precon_grad, sq_norm_scaled_grads
def _compute_quad_change_for_damping_adapt(
self,
state: State,
delta: Params,
grads: Params,
damping: Array,
func_args: FuncArgsVariants,
) -> Array:
"""The quadratic model change, when lr and momentum are non-adaptive."""
assert not (self._use_adaptive_learning_rate or self._use_adaptive_momentum)
if self._always_use_exact_qmodel_for_damping_adjustment:
quad_model = self._compute_exact_quad_model_filtered(
[delta], grads, func_args, state=state)
else:
quad_model = self._compute_approx_quad_model(state, [delta], grads)
w = jnp.ones([])
return self._solve_quad_model(quad_model, damping, [w])[1]
def _coefficients_and_quad_change(
self,
state: State,
vectors: Sequence[Params],
grads: Params,
learning_rate: Numeric | None,
momentum: Numeric | None,
damping: Numeric,
func_args: FuncArgsVariants,
should_update_damping: bool,
) -> tuple[tuple[Numeric, Numeric], Numeric]:
"""The correct update coefficients and corresponding quadratic change."""
# Compute the coefficients of the update vectors
# The learning rate is defined as the negative of the coefficient by which
# we multiply the gradients, while the momentum is the coefficient by
# which we multiply the velocities.
neg_learning_rate = -learning_rate if learning_rate is not None else None
fixed_coefficients = (neg_learning_rate, momentum)
if self._use_adaptive_learning_rate or self._use_adaptive_momentum:
assert fixed_coefficients[0] is None or fixed_coefficients[1] is None
quad_model = self._compute_exact_quad_model_filtered(
vectors, grads, func_args, state=state,
fixed_coefficients=fixed_coefficients)
return self._solve_quad_model(quad_model, damping, fixed_coefficients)
else:
assert all(c is not None for c in fixed_coefficients)
fixed_coefficients: tuple[Numeric, Numeric]
if should_update_damping:
delta = self._weighted_sum_of_objects(vectors, fixed_coefficients)
quad_change = self._compute_quad_change_for_damping_adapt(
state, delta, grads, damping, func_args)
else:
quad_change = self._invalid_metric_value
return fixed_coefficients, quad_change
@utils.staged
def _compute_loss_from_registrations(
self,
func_args: FuncArgsVariants
) -> Array:
loss = self._estimator.compute_func_from_registered(
func_args, self._batch_size_extractor(func_args[-1]))
if self._l2_reg > 0.0:
l2_reg_val = self._l2_reg / 2 * utils.squared_norm(
func_args[self._params_index])
loss += l2_reg_val
return loss
@utils.staged
def _init(
self,
params: Params,
rng: PRNGKey,
batch: Batch,
func_state: FuncState | None = None,
) -> State:
"""A staged function to initialize the optimizer state ."""
# Note that we can reuse the rng in the func_args construction below, as
# these are just dummy values used to perform the tracing.
return Optimizer.State(
velocities=jax.tree_util.tree_map(jnp.zeros_like, params),
estimator_state=self._estimator.init(
rng=rng,
func_args=make_func_args(
params=params,
func_state=func_state,
rng=rng,
batch=self._batch_process_func(batch),
has_state=self._value_func_has_state,
has_rng=self._value_func_has_rng,
),
exact_powers_to_cache=self._exact_powers_to_cache,
approx_powers_to_cache=self._approx_powers_to_cache,
cache_eigenvalues=False
),
damping=jnp.array(
(self._initial_damping if self._initial_damping is not None
else -1e10), dtype=float),
data_seen=jnp.array(0, dtype=int),
step_counter=jnp.array(0, dtype=int)
)
def init(
self,
params: Params,
rng: PRNGKey,
batch: Batch,
func_state: FuncState | None = None,
) -> State:
"""Initializes the optimizer and returns the appropriate optimizer state.
NOTE: please do not jit/pmap or otherwise compile this function with JAX,
as this can lead to errors. Compilation is handled internally by the
optimizer.
NOTE: when ``multi_device`` is ``True``, all of the JAX array arguments to
this function (including arrays inside of trees), should have an extra
leading axis the size of the number of local devices.
Args:
params: Example models parameters (used for tracing and shape info).
rng: A Jax PRNG key. Unlike the ``rng`` in the step function, should be
the same for each host and for each slice in the leading axis (i.e.
corresponding to devices) when ``multi_device`` is ``True``.
batch: An example batch of the same size as the one passed to ``step``
(or returned from the ``data_iterator``). Used for tracing and shape
info.
func_state: Example function state (used for tracing and shape info).
Returns:
The initialized optimizer state.
"""
if not self.finalized:
self.finalize(params, rng, batch, func_state)
# Check that mask_out_unregularized_params works as intended.
_ = self._maybe_mask_out_unregularized_parameters(params, log_paths=True)
return self._init(params, rng, batch, func_state)
@functools.partial(utils.staged, donate_argnums=[1, 3, 5]) # pytype: disable=wrong-arg-types
def _burnin(
self,
params: Params,
state: State,
rng: Array,
batch: Batch,
func_state: FuncState | None,
damping: Array | None,
accumulator: utils.MultiChunkAccumulator,
sync: Array | bool,
) -> tuple[State, utils.MultiChunkAccumulator]:
"""A single burnin step, updating only the curvature estimate."""
_, _, _, precon_damping = self._setup_state_and_schedules(
None, None,
state.damping if self._use_adaptive_damping else damping,
state.step_counter, state.data_seen)
# Copy this first since we mutate it later in this function.
accumulator = accumulator.copy()
func_args, rng = self._setup_func_args_and_rng(
params, rng, batch, func_state)
# Update curvature estimate
state.estimator_state = self._update_estimator_curvature(
state.estimator_state,
func_args,
rng,
ema_old=1.0,
ema_new=1.0,
precon_damping=precon_damping,
sync=sync,
)
# Optionally update func_state
if func_state is not None:
out, _ = self._value_and_grad_func(*func_args)
_, func_state, _ = extract_func_outputs(
out, self._value_func_has_aux, self._value_func_has_state)
accumulator.add(func_state)
return state, accumulator
def _burnin_phase(
self,
num_steps: int,
params: Params,
state: State,
rng: PRNGKey,
data_iterator: Iterator[Batch],
func_state: FuncState | None = None,
damping: Array | None = None,
) -> tuple[State, FuncState | None]:
"""Runs all burnin steps required."""
if num_steps > 0:
rng = self._rng_split(rng, num_steps)
accumulator = utils.MultiChunkAccumulator.zeros_like(
func_state, self.multi_device)
for i, rng_i in enumerate(rng):
batch = next(data_iterator)
state, accumulator = self._burnin(
params, state, rng_i, batch, func_state, damping, accumulator,
i == num_steps - 1)
func_state = accumulator.value_and_clear()
return state, func_state
@functools.partial(
utils.staged, donate_argnums=(0, 1, 4), static_argnums=(8, 9))
@utils.auto_scope_method
def _step(
self,
params: Params,
state: State,
rng: Array,
batch: Batch,
func_state: FuncState | None,
learning_rate: Array | None,
momentum: Array | None,
damping: Array | None,
should_update_estimate_curvature: bool,
should_update_damping: bool,
curvature_ema: Numeric,
inverse_update_period: Numeric,
)-> ReturnEither:
"""A single full step of the optimizer."""
# Copy this first since we mutate it later in this function.
state = state.copy()
# Setup arguments
(learning_rate, momentum, damping,
precon_damping) = self._setup_state_and_schedules(
learning_rate, momentum,
state.damping if self._use_adaptive_damping else damping,
state.step_counter, state.data_seen)
func_args, rng = self._setup_func_args_and_rng(
params, rng, batch, func_state)
# Update curvature estimate
if should_update_estimate_curvature:
if self._share_curvature_and_grad_forward:
(
state.estimator_state,
loss,
grads,
) = self._update_estimator_curvature_and_value_and_grad(
state.estimator_state,
func_args,
rng,
ema_old=curvature_ema,
ema_new=1.0,
precon_damping=precon_damping,
sync=self._should_sync_estimator(state, inverse_update_period),
)
else:
state.estimator_state = self._update_estimator_curvature(
state.estimator_state,
func_args,
rng,
ema_old=curvature_ema,
ema_new=1.0,
precon_damping=precon_damping,
sync=self._should_sync_estimator(state, inverse_update_period),
)
del rng # should not be used after this point!
# Compute loss and gradients
if (
should_update_estimate_curvature
and self._share_curvature_and_grad_forward
):
func_state = None
aux = None
else:
loss, grads, func_state, aux = self._compute_loss_and_grads(
func_args, state=state)
# Sync
loss, grads = utils.pmean_if_pmap((loss, grads), self.pmap_axis_name)
# Update the inverse curvature
state = self._maybe_update_inverse_cache(
state, precon_damping, inverse_update_period)
# Compute proposed directions
preconditioned_gradient = self._compute_preconditioned_gradient(
state, grads, precon_damping
)
# Client stats hook on the PRE-norm-constraint preconditioned
# gradient (the clip below is a scalar rescale).
if self._step_stats_hook is not None:
hook_stats = self._step_stats_hook(
self._estimator, grads, preconditioned_gradient)
else:
hook_stats = {}
# constrain the norms
preconditioned_gradient, scaled_grad_norm_sq = (
self._maybe_apply_norm_constraint(
grads, preconditioned_gradient, learning_rate,
)
)
vectors = (preconditioned_gradient, state.velocities)
# Compute the coefficients for the vectors
coefficients, quad_model_change = self._coefficients_and_quad_change(
state=state,
vectors=vectors,
grads=grads,
learning_rate=learning_rate,
momentum=momentum,
damping=damping,
func_args=func_args,
should_update_damping=should_update_damping,
)
# Compute the parameter update (delta)
delta = self._weighted_sum_of_objects(vectors, coefficients)
# Update parameters
new_params = jax.tree_util.tree_map(jnp.add, params, delta)
if should_update_damping or self._use_step_rejection:
new_loss = self._compute_loss_value((new_params,) + func_args[1:])
# Sync
new_loss = utils.pmean_if_pmap(new_loss, self.pmap_axis_name)
else:
new_loss = self._invalid_metric_value
# Optionally compute the reduction ratio and update the damping
if should_update_damping:
state.damping, rho = self._compute_new_damping_and_rho(
loss, new_loss, quad_model_change, state.damping)
else:
# If not adjusting the damping we don't compute these here and just set
# them to self._invalid_metric_value.
new_loss, rho = self._invalid_metric_value, self._invalid_metric_value
if self._use_step_rejection:
reject_step = jnp.logical_or(jnp.isnan(new_loss), new_loss > loss)
params, state.velocities, state.damping = lax.cond(
reject_step,
lambda: (params, state.velocities,
self._reject_damping_increase_factor * state.damping),
lambda: (new_params, delta, state.damping))
else:
# stop the linter from complaining about uninitialized variable
reject_step = False
params, state.velocities = new_params, delta
# Compute per-device and total batch size
batch_size = self._batch_size_extractor(func_args[-1])
if self.multi_device:
total_batch_size = batch_size * jax.device_count()
else:
total_batch_size = batch_size
# Update data seen and step counter
state.data_seen = state.data_seen + total_batch_size
state.step_counter = state.step_counter + 1
# Statistics with useful information
# Unlike other norm stats, sq_norm_scaled_grads has to be computed if
# norm_constraint is not None, so log it by default even if the other
# norm stats are not logged. This reduces the overall computational cost if
# no other grad stats are desired.
stats = dict(
step=state.step_counter,
batch_size=jnp.asarray(total_batch_size, dtype=jnp.int32),
data_seen=state.data_seen,
loss=loss,
new_loss=new_loss,
learning_rate=-coefficients[0],
momentum=coefficients[1],
damping=damping,
precon_damping=precon_damping,
rho=rho,
quad_model_change=quad_model_change,
scaled_grad_norm_sq=scaled_grad_norm_sq,
)
if self._use_step_rejection:
stats["step_rejected"] = reject_step
stats.update(hook_stats)
if aux is not None:
aux = utils.pmean_if_pmap(aux, self.pmap_axis_name)
stats["aux"] = aux
if self._include_norms_in_stats:
stats["param_norm"] = utils.norm(params)
stats["grad_norm"] = utils.norm(grads)
stats["precon_grad_norm"] = utils.norm(preconditioned_gradient)
stats["update_norm"] = utils.norm(delta)
if self._include_per_param_norms_in_stats:
stats.update(utils.per_parameter_norm(params, "param_norm"))
stats.update(utils.per_parameter_norm(grads, "grad_norm"))
stats.update(
utils.per_parameter_norm(preconditioned_gradient, "precon_grad_norm")
)
stats.update(utils.per_parameter_norm(delta, "update_norm"))
if self._include_registered_loss_in_stats:
assert aux is not None
stats["loss_registered"] = aux.pop("loss_registered")
stats["loss_registered"] = utils.pmean_if_pmap(stats["loss_registered"],
self.pmap_axis_name)
stats["loss_registered_reldiff"] = (
stats["loss_registered"] - loss) / loss
if self._value_func_has_state:
return params, state, func_state, stats
assert func_state is None
return params, state, stats
def step(
self,
params: Params,
state: State,
rng: PRNGKey,
data_iterator: Iterator[Batch] | None = None,
batch: Batch | None = None,
func_state: FuncState | None = None,
learning_rate: Array | None = None,
momentum: Array | None = None,
damping: Array | None = None,
global_step_int: int | None = None
)-> ReturnEither:
"""Performs a single update step using the optimizer.
NOTE: please do not jit/pmap or otherwise compile this function with JAX,
as this can lead to errors. Compilation is handled internally by the
optimizer.
NOTE: when ``multi_device`` is ``True``, all of the JAX array arguments to
this function (including arrays inside of trees), should have an extra
leading axis the size of the number of local devices. Slices of ``batch``
and ``rng`` should be different for each device, whereas the other arugments
should be identical for each slice. Passing the arguments any other way will
result in an exception, or possibly undefined behavior.
Args:
params: The current parameters of the model.
state: The current state of the optimizer.
rng: A Jax PRNG key. Should be different for each iteration, each host,
and for each slice in the leading axis (i.e. corresponding to devices)
when ``multi_device`` is ``True``.
data_iterator: A data iterator to use (if not passing ``batch``).
batch: A single batch used to compute the update. Should only pass one
of ``data_iterator`` or ``batch``.
func_state: Any function state that gets passed in and returned.
learning_rate: Learning rate to use if the optimizer was created with
``use_adaptive_learning_rate=False`` and
``learning_rate_schedule=None``. Should be ``None`` otherwise.
momentum: Momentum to use if the optimizer was created with
``use_adaptive_momentum=False`` and ``momentum_schedule=None``. Should
be ``None`` otherwise.
damping: Damping to use if the optimizer was created with
``use_adaptive_damping=False`` and ``damping_schedule=None``. Should be
``None`` otherwise. See discussion of constructor argument
``initial_damping`` for more information about damping.
global_step_int: The global step as a python int. Note that this must
match the step internal to the optimizer that is part of its state.
Returns:
(params, state, stats) if ``value_func_has_state=False`` and
(params, state, func_state, stats) otherwise, where
* params is the updated model parameters.
* state is the updated optimizer state.
* func_state is the updated function state.
* stats is a dictionary of useful statistics including the loss.
"""
if (data_iterator is None) == (batch is None):
raise ValueError("Exactly one of the arguments ``data_iterator`` and "
"``batch`` must be provided.")
step_counter_int = self._verify_args_and_get_step_counter(
step_counter=state.step_counter,
learning_rate=learning_rate,
momentum=momentum,
damping=damping,
global_step_int=global_step_int,
)
if step_counter_int == 0:
if self._num_burnin_steps > 0:
if data_iterator is None:
raise ValueError("If num_burnin_steps > 0, data_iterator must be "
"provided.")
rng, burnin_rng = self._rng_split(rng, 2)
state, func_state = self._burnin_phase(
num_steps=self._num_burnin_steps,
params=params,
state=state,
rng=burnin_rng,
data_iterator=data_iterator,
func_state=func_state,
damping=damping,
)
if data_iterator is not None:
batch = next(data_iterator)
if (step_counter_int == 0 and self._use_adaptive_damping
and self._use_initial_damping_calibration):
assert self._num_burnin_steps > 0
state = self._calibrate_initial_damping(
params, state, rng, batch, func_state, learning_rate, momentum)
should_update_estimate_curvature = self._should_update_estimate_curvature(
step_counter_int
)
should_update_damping = self._should_update_damping(step_counter_int)
curvature_ema, inverse_update_period = self._live_step_scalars()
return self._step(
params, state, rng, batch, func_state, learning_rate, momentum, damping,
should_update_estimate_curvature, should_update_damping,
curvature_ema, inverse_update_period)
def _calibrate_initial_damping(
self,
params: Params,
state: State,
rng: PRNGKey,
batch: Batch,
func_state: FuncState | None = None,
learning_rate: Array | None = None,
momentum: Array | None = None,
) -> State:
"""Calibrates the initial damping parameter."""
# Instead of writing a custom compiled function to compute rho and update
# the damping, we're going to be lazy and just call the step function
# repeatedly, throwing out the new optimizer state, params, and stats, while
# keeping the rng and batch the same at each call. This is a bit hacky and
# somewhat wasteful, both in terms of a few extra (minor) computations done
# in step() that are pointless, as well as the extra memory required to
# store temporary copies of the optimizer state and model params.
# TODO(jamesmartens): Improve the implementation if this feature is commonly
# used?
while True:
prev_damping = float(self.get_first(state.damping))
# Note that we need to copy params and func_state since _step() will
# donate them. A bette option might be to recompile _step() to not donate
# these arguments.
curvature_ema, inverse_update_period = self._live_step_scalars()
ret = self._step(
self.copy_obj(params), self.copy_obj(state), rng, batch,
self.copy_obj(func_state), learning_rate, momentum, None, False, True,
curvature_ema, inverse_update_period)
new_state = ret[1]
new_damping = float(self.get_first(new_state.damping))
state.damping = new_state.damping
del new_state
if prev_damping == new_damping:
return state
@utils.auto_scope_method
def _compute_exact_quad_model_filtered(
self,
vectors: Sequence[Params],
grads: Params,
func_args: FuncArgsVariants,
state: State | None = None,
fixed_coefficients: Sequence[Numeric | None] | None = None,
**kwargs,
) -> QuadModelParams:
"""Computes the components of the exact quadratic model."""
# We check the fixed_coefficients for zeros to save computing the expensive
# matrix vector products for vectors that will eventually be multiplied by
# zero. If fixed_coefficients is None, we assume that all coefficients are
# free and compute the full model.
if fixed_coefficients is None: # can we get rid of this?
return self._compute_exact_quad_model(
vectors, grads, func_args, state=state, **kwargs)
assert len(vectors) == len(fixed_coefficients)
assert len(vectors) == 2 # only deal with the two vector case
def if_momentum_coeff_zero():
# Only pass in the vectors that won't be multiplied by zero
quad_model = self._compute_exact_quad_model(
vectors[:1], grads, func_args, state=state, **kwargs)
# Repad the quad model with zeroes for the removed entries
return tuple(
jnp.pad(arr, [(0, 1)] * arr.ndim, constant_values=0.0)
for arr in quad_model
)
# This saves compiling both branches in the static case
if (isinstance(fixed_coefficients[1], float)
and fixed_coefficients[1] == 0.0):
return if_momentum_coeff_zero()
# Due to how XLA cannot share computations across cond boundaries, such as
# network forward and backwards passes, we cannot use a cond here and remain
# efficient. If this behavior ever changes we can uncomment the block below.
# return jax.lax.cond(
# fixed_coefficients[1] == 0.0,
# if_momentum_coeff_zero,
# lambda: self._compute_exact_quad_model(
# vectors, grads, func_args, state=state),
# )
return self._compute_exact_quad_model(
vectors, grads, func_args, state=state, **kwargs)
def _maybe_mask_out_unregularized_parameters(
self, params: Params, log_paths: bool = False) -> Params:
"""Mask out parameters that are not l2 regularized."""
if log_paths:
logging.info("Unregularized parameters masking info (for curvature "
"calculations and L2 regularization)")
def maybe_mask_out_single_param(
path: tuple[Any, ...],
param: Array
) -> Array:
"""Zero out a single parameter."""
str_path = []
for p in path:
if isinstance(p, jax.tree_util.DictKey):
str_path.append(p.key)
elif isinstance(p, jax.tree_util.GetAttrKey):
str_path.append(p.name)
should_mask = any(
p in str_path
for p in self._regularized_parameters_path_exclusions
)
if log_paths:
log_message = "Masking" if should_mask else "Not masking"
logging.info(" %s out %s", log_message, path)
return jnp.zeros_like(param) if should_mask else param
return jax.tree.map_with_path(
maybe_mask_out_single_param, params
)
@utils.auto_scope_method
def _compute_exact_quad_model(
self,
vectors: Sequence[Params],
grads: Params,
func_args: FuncArgsVariants,
state: State | None = None,
) -> QuadModelParams:
"""Computes the components of the exact quadratic model.
See comments of QuadModelParams for a description of the returned tuple.
Args:
vectors: sequence of update vectors `V`.
grads: The gradient `g` of the loss function.
func_args: The arguments to the model's value function.
state: The current optimizer state.
Returns:
A `QuadModelParams` tuple (A, D, R, b).
"""
del state
if self._mat_type_for_exact_quad_model == "fisher":
c_factor_v = tuple(self._implicit.multiply_fisher_factor_transpose
(func_args, vi) for vi in vectors)
elif self._mat_type_for_exact_quad_model == "ggn":
c_factor_v = tuple(self._implicit.multiply_ggn_factor_transpose
(func_args, vi) for vi in vectors)
else:
raise ValueError(f"Unrecognized matrix type string for exact quad model:"
f"'{self._mat_type_for_exact_quad_model}'.")
masked_vectors = tuple(self._maybe_mask_out_unregularized_parameters(vi)
for vi in vectors)
# pylint: disable=invalid-name
A = utils.matrix_of_inner_products(c_factor_v)
D = utils.matrix_of_inner_products(vectors)
R = utils.matrix_of_inner_products(masked_vectors)
b = utils.vector_of_inner_products(grads, vectors)
# pylint: enable=invalid-name
quad_model_params = (A, D, R, b)
return utils.pmean_if_pmap(quad_model_params, self.pmap_axis_name)
@functools.partial(utils.staged, donate_argnums=2)
@utils.auto_scope_method
def _compute_approx_quad_model(
self,
state: State,
vectors: Sequence[Params],
grads: Params,
) -> QuadModelParams:
"""Computes the components of the approximate quadratic model."""
# v_i^T C v_j
def c_times_v(v):
return self._estimator.multiply(
state=state.estimator_state,
parameter_structured_vector=v,
identity_weight=0.0,
exact_power=True,
use_cached=False,
pmap_axis_name=self.pmap_axis_name,
norm_to_scale_identity_weight_per_block=self._norm_to_scale_identity_weight_per_block,
)
c_vectors = [c_times_v(v_i) for v_i in vectors]
return (utils.symmetric_matrix_inner_products(c_vectors, vectors),
utils.matrix_of_inner_products(vectors),
utils.matrix_of_inner_products(vectors),
utils.vector_of_inner_products(grads, vectors))
def _evaluate_quadratic_model(
self,
a: Array,
a_damped: Array,
b: Array,
w: Array,
) -> Array:
"""Computes the quadratic model value from the inputs provided."""
a_final = a_damped if self._include_damping_in_quad_change else a
return jnp.dot(w, jnp.dot(a_final, w)) / 2 + jnp.dot(w, b)
@utils.staged
def _solve_quad_model(
self,
quad_model_parameters: QuadModelParams,
damping: Array,
fixed_coefficients: Sequence[Numeric | None],
reg_coeff: Numeric | None = None,
) -> tuple[tuple[Numeric, ...], Array]:
"""Solves for the optimal learning rate and momentum of the quadratic model.
Args:
quad_model_parameters: The computed matrices A, D, R, and vector b.
damping: The damping to use for evaluating the quadratic model.
fixed_coefficients: A list over the vectors of the fixed numerical values
to use for their coefficients. For each of these that is None, the
quadratic model is minimized to compute the 'optimal' coefficient value.
reg_coeff: The L2 regularization parameter to use. If None, the default
value from the optimizer is used.
Returns:
A tuple of coefficients which are the solution (and include any values that
are not None from fixed_weights), and the value of the quadratic model
function for this solution (as a scalar).
Raises:
The function currently supports only up to two vectors, hence if you
provide more, it will raise a ``NotImplementedError``.
"""
if reg_coeff is None:
# use default l2 regularisation value.
reg_coeff = self._l2_reg
# pylint: disable=invalid-name
A_no_diag, D, R, b = quad_model_parameters
A = A_no_diag + reg_coeff * R
A_damped = A + damping * D
if all(c is None for c in fixed_coefficients):
# Adapt all coefficients
if len(fixed_coefficients) == 1:
# This special case arises at the first iteration, because all
# velocities are zeros.
special_case = jnp.logical_and(A_damped[0, 0] == 0, b[0] == 0)
w = -lax.cond(special_case, lambda: b, lambda: b / A_damped[0])
elif len(fixed_coefficients) == 2:
w = -utils.psd_solve_maybe_zero_last_idx(A_damped, b)
else:
raise NotImplementedError()
elif all(c is not None for c in fixed_coefficients):
# No coefficients adapted
w = jnp.asarray(fixed_coefficients)
elif len(fixed_coefficients) == 2:
# Exactly one adapted coefficient
w = [None, None]
index = fixed_coefficients.index(None)
w[1 - index] = fixed_coefficients[1 - index]
b_extra = A_damped[1 - index, index] * w[1 - index]
# pylint: enable=invalid-name
w[index] = -(b[index] + b_extra) / A_damped[index, index]
else:
raise NotImplementedError()
w = tuple(w)
w: tuple[Numeric, ...]
quad_model_change = self._evaluate_quadratic_model(
A, A_damped, b, jnp.array(w))
return w, quad_model_change
@utils.staged
def _compute_new_damping_and_rho(
self,
old_loss: Array,
new_loss: Array,
quad_change: Array,
current_damping: Array,
) -> tuple[Array, Array]:
"""Computes the reduction ratio and the updated value of the damping."""
# Reduction ratio
rho = (new_loss - old_loss) / quad_change
rho_not_nan = jnp.nan_to_num(rho, nan=-100.0)
# Update damping
should_increase = rho_not_nan < self._damping_lower_threshold
increased_damping = current_damping / self._damping_decay_factor
should_decrease = rho_not_nan > self._damping_upper_threshold
decreased_damping = current_damping * self._damping_decay_factor
damping = jnp.select([should_decrease, should_increase],
[decreased_damping, increased_damping],
default=current_damping)
return jnp.clip(damping, self._min_damping, self._max_damping), rho
@utils.staged
def _weighted_sum_of_objects(
self,
objects: Sequence[utils.PyTree],
coefficients: Sequence[Numeric],
) -> utils.PyTree:
"""Returns the weighted sum of the objects in the sequence."""
return utils.weighted_sum_of_objects(objects, coefficients)
def convert_value_and_grad_to_value_func(
value_and_grad_func: ValueAndGradFunc,
has_aux: bool = False,
) -> ValueFunc:
"""Converts a value_and_grad function to value_func only.
Args:
value_and_grad_func: The function which computes the loss value and the
gradients w.r.t. parameters.
has_aux: Similar to the meaning in :func:`jax.grad`, whether the
``value_and_grad_func`` returns with the loss value any auxiliary data.
Returns:
A function that returns only the loss value.
"""
def value_func(*args, **kwargs) -> Array:
out, _ = value_and_grad_func(*args, **kwargs)
return out[0] if has_aux else out
return value_func
def convert_value_and_grad_to_clean_value_and_grad(
value_and_grad_func: ValueAndGradFunc,
has_aux: bool = False,
) -> utils.ValueAndGradFunc:
"""Converts a value_and_grad function to return only (loss, grads).
Args:
value_and_grad_func: The function which computes the loss value and the
gradients w.r.t. parameters.
has_aux: Similar to the meaning in :func:`jax.grad`, whether the
``value_and_grad_func`` returns with the loss value any auxiliary data.
Returns:
A function that returns `(loss, grads)`.
"""
def clean_value_and_grad_func(*args, **kwargs) -> tuple[Array, Params]:
out, grads = value_and_grad_func(*args, **kwargs)
loss = out[0] if has_aux else out
return loss, grads
return clean_value_and_grad_func
def make_func_args(
params: Params,
func_state: FuncState | None,
rng: PRNGKey | None,
batch: Batch,
has_state: bool,
has_rng: bool,
) -> FuncArgsVariants:
"""Constructs the arguments to the model function in the pre-assumed order.
The model function is assumed to take arguments in the following order:
params, func_state, rng, batch
If it has no function state or does not use an rng, those two arguments are
discarded.
Args:
params: The model parameters.
func_state: The function state, if ``has_state`` is ``True``, ``None``
otherwise.
rng: The PRNG, if ``has_rng`` is ``True``, ``None`` otherwise.
batch: The batch of data.
has_state: Whether the function has a function state.
has_rng: Whether the function uses an rng.
Returns:
The arguments that need to be passed to the model function.
"""
if has_state and func_state is None:
raise ValueError("`func_state=None`, but argument `has_state=True`.")
if has_rng and rng is None:
raise ValueError("`rng=None`, but argument `has_rng=True`.")
if not has_state and not has_rng:
return params, batch
elif not has_rng:
return params, func_state, batch
elif not has_state:
return params, rng, batch
else:
return params, func_state, rng, batch
def extract_func_outputs(
raw_outputs: FuncOutputs,
has_aux: bool,
has_state: bool,
) -> tuple[Array, FuncState | None, FuncAux | None]:
"""Converts the raw output of the model function into loss,func_state and aux.
Args:
raw_outputs: The direct output of the model function.
has_aux: Whether the model function returns also some auxiliary data.
has_state: Whether the model function has a function state.
Returns:
A triple ``(loss, func_state, aux)``. If the model function does not return
any auxiliary data than ``aux`` will be ``None`` and if it does not have a
state ``func_state`` will be ``None``.
"""
if not has_aux and not has_state:
assert isinstance(raw_outputs, Array)
return raw_outputs, None, None
loss, other = raw_outputs
if has_aux and has_state:
func_state, aux = other
elif has_aux:
func_state, aux = None, other
else:
func_state, aux = other, None
return loss, func_state, aux
|