torch/distributed/optim/functional_rprop.py

from typing import List, Dict, Optional, Tuple
import torch
import torch.optim._functional as F

from torch import Tensor

# Define a TorchScript compatible Functional Rprop Optimizer
# where we use these optimizer in a functional way.
# Instead of using the `param.grad` when updating parameters,
# we explicitly allow the distributed optimizer pass gradients to
# the `step` function. In this way, we could separate the gradients
# and parameters and allow multithreaded trainer to update the
# parameters without data traces on accumulating to the same .grad.
# NOTE: This should be only used by distributed optimizer internals
# and not meant to expose to the user.
@torch.jit.script
class _FunctionalRprop(object):
    def __init__(
        self,
        params: List[Tensor],
        lr: float = 1e-2,
        etas: Tuple[float, float] = (0.5, 1.2),
        step_sizes: Tuple[float, float] = (1e-6, 50),
        _allow_empty_param_list: bool = False,
    ):
        self.defaults = {
            "lr": lr,
        }
        self.etas = etas
        self.step_sizes = step_sizes

        if len(params) == 0 and not _allow_empty_param_list:
            raise ValueError("optimizer got an empty parameter list")

        # NOTE: we only have one param_group and don't allow user to add additional
        # param group as it's not a common use case.
        self.param_group = {"params": params}

        self.state = torch.jit.annotate(Dict[torch.Tensor, Dict[str, torch.Tensor]], {})

    def step(self, gradients: List[Optional[Tensor]]):
        params = self.param_group['params']
        params_with_grad = []
        grads = []
        prevs = []
        step_sizes = []
        lr = self.defaults['lr']
        etaminus, etaplus = self.etas
        step_size_min, step_size_max = self.step_sizes

        if len(params) != len(gradients):
            raise ValueError(
                "the gradients passed in does not equal to the size of the parameters!"
                + f"Params length: {len(params)}. "
                + f"Gradients length: {len(gradients)}"
            )

        for param, gradient in zip(params, gradients):
            if gradient is not None:
                params_with_grad.append(param)
                grads.append(gradient)
                # Lazy state initialization
                if param not in self.state:
                    self.state[param] = {}
                    state = self.state[param]
                    state['step'] = torch.tensor(0.0)
                    state['prev'] = torch.zeros_like(param, memory_format=torch.preserve_format)
                    state['step_size'] = torch.full_like(gradient, lr)

                state = self.state[param]
                prevs.append(state['prev'])
                step_sizes.append(state['step_size'])

                state['step'] += 1

        with torch.no_grad():
            F.rprop(params_with_grad,
                    grads,
                    prevs,
                    step_sizes,
                    step_size_min=step_size_min,
                    step_size_max=step_size_max,
                    etaminus=etaminus,
                    etaplus=etaplus)