import torch
from torch import Tensor
from .optimizer import (Optimizer, _use_grad_for_differentiable, _get_value, _stack_if_compiling,
_default_to_fused_or_foreach, _differentiable_doc, _maximize_doc, _foreach_doc)
from typing import List, Optional
from torch.utils._foreach_utils import _group_tensors_by_device_and_dtype
__all__ = ["Adamax", "adamax"]
class Adamax(Optimizer):
def __init__(
self,
params,
lr=2e-3,
betas=(0.9, 0.999),
eps=1e-8,
weight_decay=0,
foreach: Optional[bool] = None,
*,
maximize: bool = False,
differentiable: bool = False,
):
if not 0.0 <= lr:
raise ValueError("Invalid learning rate: {}".format(lr))
if not 0.0 <= eps:
raise ValueError("Invalid epsilon value: {}".format(eps))
if not 0.0 <= betas[0] < 1.0:
raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
if not 0.0 <= betas[1] < 1.0:
raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
if not 0.0 <= weight_decay:
raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
defaults = dict(
lr=lr,
betas=betas,
eps=eps,
weight_decay=weight_decay,
foreach=foreach,
maximize=maximize,
differentiable=differentiable,
)
super().__init__(params, defaults)
def __setstate__(self, state):
super().__setstate__(state)
for group in self.param_groups:
group.setdefault("foreach", None)
group.setdefault("maximize", False)
group.setdefault("differentiable", False)
state_values = list(self.state.values())
step_is_tensor = (len(state_values) != 0) and torch.is_tensor(
state_values[0]["step"]
)
if not step_is_tensor:
for s in state_values:
s["step"] = torch.tensor(float(s["step"]))
def _init_group(self, group, params_with_grad, grads, exp_avgs, exp_infs, state_steps):
for p in group["params"]:
if p.grad is None:
continue
params_with_grad.append(p)
if p.grad.is_sparse:
raise RuntimeError("Adamax does not support sparse gradients")
grads.append(p.grad)
state = self.state[p]
# State initialization
if len(state) == 0:
state["step"] = torch.tensor(0.0)
state["exp_avg"] = torch.zeros_like(
p, memory_format=torch.preserve_format
)
state["exp_inf"] = torch.zeros_like(
p, memory_format=torch.preserve_format
)
exp_avgs.append(state["exp_avg"])
exp_infs.append(state["exp_inf"])
state_steps.append(state["step"])
@_use_grad_for_differentiable
def step(self, closure=None):
"""Performs a single optimization step.
Args:
closure (Callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
params_with_grad = []
grads = []
exp_avgs = []
exp_infs = []
state_steps = []
beta1, beta2 = group["betas"]
eps = group["eps"]
lr = group["lr"]
weight_decay = group["weight_decay"]
foreach = group["foreach"]
maximize = group["maximize"]
differentiable = group["differentiable"]
self._init_group(group, params_with_grad, grads, exp_avgs, exp_infs, state_steps)
adamax(
params_with_grad,
grads,
exp_avgs,
exp_infs,
state_steps,
eps=eps,
beta1=beta1,
beta2=beta2,
lr=lr,
weight_decay=weight_decay,
foreach=foreach,
maximize=maximize,
differentiable=differentiable,
)
return loss
Adamax.__doc__ = r"""Implements Adamax algorithm (a variant of Adam based on infinity norm).
.. math::
\begin{aligned}
&\rule{110mm}{0.4pt} \\
&\textbf{input} : \gamma \text{ (lr)}, \beta_1, \beta_2
\text{ (betas)},\theta_0 \text{ (params)},f(\theta) \text{ (objective)},
\: \lambda \text{ (weight decay)}, \\
&\hspace{13mm} \epsilon \text{ (epsilon)} \\
&\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
u_0 \leftarrow 0 \text{ ( infinity norm)} \\[-1.ex]
&\rule{110mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}if \: \lambda \neq 0 \\
&\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
&\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
&\hspace{5mm}u_t \leftarrow \mathrm{max}(\beta_2 u_{t-1}, |g_{t}|+\epsilon) \\
&\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \frac{\gamma m_t}{(1-\beta^t_1) u_t} \\
&\rule{110mm}{0.4pt} \\[-1.ex]
&\bf{return} \: \theta_t \\[-1.ex]
&\rule{110mm}{0.4pt} \\[-1.ex]
\end{aligned}
For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_.
""" + r"""
Args:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 2e-3)
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-8)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
{foreach}
{maximize}
{differentiable}
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
""".format(foreach=_foreach_doc, maximize=_maximize_doc, differentiable=_differentiable_doc)
def adamax(
params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_infs: List[Tensor],
state_steps: List[Tensor],
# kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
# setting this as kwarg for now as functional API is compiled by torch/distributed/optim
foreach: Optional[bool] = None,
maximize: bool = False,
differentiable: bool = False,
*,
eps: float,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
):
r"""Functional API that performs adamax algorithm computation.
See :class:`~torch.optim.Adamax` for details.
"""
if not all(isinstance(t, torch.Tensor) for t in state_steps):
raise RuntimeError(
"API has changed, `state_steps` argument must contain a list of singleton tensors"
)
if foreach is None:
_, foreach = _default_to_fused_or_foreach(params, differentiable, use_fused=False)
if foreach and torch.jit.is_scripting():
raise RuntimeError("torch.jit.script not supported with foreach optimizers")
if foreach and not torch.jit.is_scripting():
func = _multi_tensor_adamax
else:
func = _single_tensor_adamax
func(
params,
grads,
exp_avgs,
exp_infs,
state_steps,
eps=eps,
beta1=beta1,
beta2=beta2,
lr=lr,
weight_decay=weight_decay,
maximize=maximize,
differentiable=differentiable,
)
def _single_tensor_adamax(
params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_infs: List[Tensor],
state_steps: List[Tensor],
*,
eps: float,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
maximize: bool,
differentiable: bool,
):
for i, param in enumerate(params):
grad = grads[i]
grad = grad if not maximize else -grad
exp_avg = exp_avgs[i]
exp_inf = exp_infs[i]
step_t = state_steps[i]
# update step
step_t += 1
if weight_decay != 0:
grad = grad.add(param, alpha=weight_decay)
if torch.is_complex(param):
param = torch.view_as_real(param)
grad = torch.view_as_real(grad)
exp_avg = torch.view_as_real(exp_avg)
exp_inf = torch.view_as_real(exp_inf)
# Update biased first moment estimate.
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
# Update the exponentially weighted infinity norm.
norm_buf = torch.cat(
[exp_inf.mul_(beta2).unsqueeze(0), grad.abs().add_(eps).unsqueeze_(0)], 0
)
if not differentiable:
torch.amax(norm_buf, 0, keepdim=False, out=exp_inf)
else:
exp_inf.copy_(torch.amax(norm_buf, 0, keepdim=False))
bias_correction = 1 - beta1 ** _get_value(step_t)
clr = lr / bias_correction
param.addcdiv_(exp_avg, exp_inf, value=-clr)
def _multi_tensor_adamax(
params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_infs: List[Tensor],
state_steps: List[Tensor],
*,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
eps: float,
maximize: bool,
differentiable: bool,
):
assert not differentiable, "_foreach ops don't support autograd"
if len(params) == 0:
return
grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, exp_avgs, exp_infs, state_steps])
for grouped_params, grouped_grads, grouped_exp_avgs, grouped_exp_infs, grouped_state_steps in grouped_tensors.values():
if maximize:
grouped_grads = torch._foreach_neg(grouped_grads)
grouped_params = [torch.view_as_real(x) if torch.is_complex(x) else x for x in grouped_params]
grouped_grads = [torch.view_as_real(x) if torch.is_complex(x) else x for x in grouped_grads]
grouped_exp_avgs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in grouped_exp_avgs]
grouped_exp_infs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in grouped_exp_infs]
# Update steps
torch._foreach_add_(grouped_state_steps, 1)
if weight_decay != 0:
grouped_grads = torch._foreach_add(grouped_grads, grouped_params, alpha=weight_decay)
# Update biased first moment estimate.
torch._foreach_mul_(grouped_exp_avgs, beta1)
torch._foreach_add_(grouped_exp_avgs, grouped_grads, alpha=1 - beta1)
# Update the exponentially weighted infinity norm.
torch._foreach_mul_(grouped_exp_infs, beta2)
for exp_inf, grad in zip(grouped_exp_infs, grouped_grads):
norm_buf = torch.cat(
[exp_inf.unsqueeze(0), grad.abs().add_(eps).unsqueeze_(0)], 0
)
torch.max(norm_buf, 0, keepdim=False, out=(exp_inf, exp_inf.new().long()))
bias_corrections = [1 - beta1 ** _get_value(step) for step in grouped_state_steps]
clr = _stack_if_compiling([-1 * (lr / bias_correction) for bias_correction in bias_corrections])
torch._foreach_addcdiv_(grouped_params, grouped_exp_avgs, grouped_exp_infs, clr)