blob: 86da40953f9166ac369469798d4fd6012bfd0cfc [file] [log] [blame]
from typing import List, Optional
import torch
from torch import Tensor
from .optimizer import (Optimizer, _use_grad_for_differentiable, _get_value, _stack_if_compiling,
_dispatch_sqrt, _default_to_fused_or_foreach, _capturable_doc,
_differentiable_doc, _foreach_doc, _maximize_doc)
from torch.utils._foreach_utils import _group_tensors_by_device_and_dtype
__all__ = ['Adam', 'adam']
class Adam(Optimizer):
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8,
weight_decay=0, amsgrad=False, *, foreach: Optional[bool] = None,
maximize: bool = False, capturable: bool = False,
differentiable: bool = False, fused: Optional[bool] = None):
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, amsgrad=amsgrad,
maximize=maximize, foreach=foreach, capturable=capturable,
differentiable=differentiable, fused=fused)
super(Adam, self).__init__(params, defaults)
if fused:
if differentiable:
raise RuntimeError("`fused` does not support `differentiable`")
self._step_supports_amp_scaling = True
# TODO(crcrpar): [low prec params & their higher prec copy]
# Suppor AMP with FP16/BF16 model params which would need
# higher prec copy of params to do update math in higher prec to
# alleviate the loss of information.
if not all(
p.is_cuda and torch.is_floating_point(p)
for pg in self.param_groups for p in pg['params']
):
raise RuntimeError("`fused=True` requires all the params to be CUDA, floating point Tensor")
if foreach:
raise RuntimeError("`fused` and `foreach` cannot be `True` together.")
def __setstate__(self, state):
super().__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
group.setdefault('maximize', False)
group.setdefault('foreach', None)
group.setdefault('capturable', False)
group.setdefault('differentiable', False)
group.setdefault('fused', None)
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_avg_sqs,
max_exp_avg_sqs,
state_steps
):
for p in group['params']:
if p.grad is not None:
params_with_grad.append(p)
if p.grad.is_sparse:
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
grads.append(p.grad)
state = self.state[p]
# Lazy state initialization
if len(state) == 0:
state['step'] = (
torch.zeros((1,), dtype=torch.float, device=p.device)
if self.defaults['capturable'] or self.defaults['fused']
else torch.tensor(0.)
)
# Exponential moving average of gradient values
state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
if group['amsgrad']:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
exp_avgs.append(state['exp_avg'])
exp_avg_sqs.append(state['exp_avg_sq'])
if group['amsgrad']:
max_exp_avg_sqs.append(state['max_exp_avg_sq'])
if group['differentiable'] and state['step'].requires_grad:
raise RuntimeError('`requires_grad` is not supported for `step` in differentiable mode')
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.
grad_scaler (:class:`torch.cuda.amp.GradScaler`, optional): A GradScaler which is
supplied from ``grad_scaler.step(optimizer)``.
"""
self._cuda_graph_capture_health_check()
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_avg_sqs = []
max_exp_avg_sqs = []
state_steps = []
beta1, beta2 = group['betas']
self._init_group(
group,
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps)
adam(params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=group['amsgrad'],
beta1=beta1,
beta2=beta2,
lr=group['lr'],
weight_decay=group['weight_decay'],
eps=group['eps'],
maximize=group['maximize'],
foreach=group['foreach'],
capturable=group['capturable'],
differentiable=group['differentiable'],
fused=group['fused'],
grad_scale=getattr(self, "grad_scale", None),
found_inf=getattr(self, "found_inf", None))
return loss
Adam.__doc__ = r"""Implements Adam algorithm.
.. 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)} \\
&\hspace{13mm} \lambda \text{ (weight decay)}, \: \textit{amsgrad},
\:\textit{maximize} \\
&\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
v_0\leftarrow 0 \text{ (second moment)},\: \widehat{v_0}^{max}\leftarrow 0\\[-1.ex]
&\rule{110mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
&\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{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}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
&\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
&\hspace{5mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
&\hspace{5mm}\textbf{if} \: amsgrad \\
&\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
\widehat{v_t}) \\
&\hspace{10mm}\theta_t \leftarrow \theta_{t-1} - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}\theta_t \leftarrow \theta_{t-1} - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
&\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: 1e-3)
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
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)
amsgrad (bool, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
{foreach}
{maximize}
{capturable}
{differentiable}
fused (bool, optional): whether the fused implementation (CUDA only) is used.
Currently, `torch.float64`, `torch.float32`, `torch.float16`, and `torch.bfloat16`
are supported. Since the fused implementation is usually significantly faster than
the for-loop implementation, we try to use it whenever possible (all parameters
are on CUDA and are of a supported type). Else, we attempt to use the foreach
implementation and lastly fall back to the for-loop implementation. (default: None)
.. note:: The foreach and fused implementations are typically faster than the for-loop,
single-tensor implementation, so we will try to default to them IF the user has
not specified either flag (i.e., when foreach = fused = None). For example, if
the user specifies True for foreach but nothing for fused, we will run the foreach
implementation. If the user specifies False for fused but nothing for foreach, we will
run the for-loop implementation. If the user specifies True for both foreach and
fused, we will prioritize fused over foreach. We attempt to use the fastest, so the
hierarchy goes fused -> foreach -> for-loop.
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
.. _On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
""".format(foreach=_foreach_doc, maximize=_maximize_doc, capturable=_capturable_doc,
differentiable=_differentiable_doc)
def adam(params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_avg_sqs: List[Tensor],
max_exp_avg_sqs: 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,
capturable: bool = False,
differentiable: bool = False,
fused: Optional[bool] = None,
grad_scale: Optional[Tensor] = None,
found_inf: Optional[Tensor] = None,
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
eps: float,
maximize: bool):
r"""Functional API that performs Adam algorithm computation.
See :class:`~torch.optim.Adam` for details.
"""
if fused is None and foreach is None:
fused, foreach = _default_to_fused_or_foreach(
[params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps],
differentiable, has_fused=True)
if fused is None:
fused = False
if foreach is None:
foreach = False
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 and torch.jit.is_scripting():
raise RuntimeError('torch.jit.script not supported with foreach optimizers')
if fused and not torch.jit.is_scripting():
func = _fused_adam
elif foreach and not torch.jit.is_scripting():
func = _multi_tensor_adam
else:
func = _single_tensor_adam
func(params,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=amsgrad,
beta1=beta1,
beta2=beta2,
lr=lr,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
capturable=capturable,
differentiable=differentiable,
grad_scale=grad_scale,
found_inf=found_inf)
def _single_tensor_adam(params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_avg_sqs: List[Tensor],
max_exp_avg_sqs: List[Tensor],
state_steps: List[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool):
assert grad_scale is None and found_inf is None
for i, param in enumerate(params):
grad = grads[i] if not maximize else -grads[i]
exp_avg = exp_avgs[i]
exp_avg_sq = exp_avg_sqs[i]
step_t = state_steps[i]
if capturable:
assert param.is_cuda and step_t.is_cuda, "If capturable=True, params and state_steps must be CUDA tensors."
# update step
step_t += 1
if weight_decay != 0:
grad = grad.add(param, alpha=weight_decay)
if torch.is_complex(param):
grad = torch.view_as_real(grad)
exp_avg = torch.view_as_real(exp_avg)
exp_avg_sq = torch.view_as_real(exp_avg_sq)
param = torch.view_as_real(param)
# Decay the first and second moment running average coefficient
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
if capturable or differentiable:
step = step_t
# 1 - beta1 ** step can't be captured in a CUDA graph, even if step is a CUDA tensor
# (incurs "RuntimeError: CUDA error: operation not permitted when stream is capturing")
bias_correction1 = 1 - torch.pow(beta1, step)
bias_correction2 = 1 - torch.pow(beta2, step)
step_size = lr / bias_correction1
step_size_neg = step_size.neg()
bias_correction2_sqrt = bias_correction2.sqrt()
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
if differentiable:
max_exp_avg_sqs_i = max_exp_avg_sqs[i].clone()
else:
max_exp_avg_sqs_i = max_exp_avg_sqs[i]
max_exp_avg_sqs[i].copy_(torch.maximum(max_exp_avg_sqs_i, exp_avg_sq))
# Uses the max. for normalizing running avg. of gradient
# Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
# (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
denom = (max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
else:
denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
param.addcdiv_(exp_avg, denom)
else:
step = _get_value(step_t)
bias_correction1 = 1 - beta1 ** step
bias_correction2 = 1 - beta2 ** step
step_size = lr / bias_correction1
bias_correction2_sqrt = _dispatch_sqrt(bias_correction2)
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
# Use the max. for normalizing running avg. of gradient
denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
else:
denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
param.addcdiv_(exp_avg, denom, value=-step_size)
def _multi_tensor_adam(params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_avg_sqs: List[Tensor],
max_exp_avg_sqs: List[Tensor],
state_steps: List[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool):
if len(params) == 0:
return
if capturable:
assert all(p.is_cuda and step.is_cuda for p, step in zip(params, state_steps)), \
"If capturable=True, params and state_steps must be CUDA tensors."
assert grad_scale is None and found_inf is None
assert not differentiable, "_foreach ops don't support autograd"
grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps])
for (device_params, device_grads, device_exp_avgs, device_exp_avg_sqs,
device_max_exp_avg_sqs, device_state_steps) in grouped_tensors.values():
if maximize:
device_grads = torch._foreach_neg(tuple(device_grads)) # type: ignore[assignment]
# Handle complex parameters
device_grads = [torch.view_as_real(x) if torch.is_complex(x) else x for x in device_grads]
device_exp_avgs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in device_exp_avgs]
device_exp_avg_sqs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in device_exp_avg_sqs]
params_ = [torch.view_as_real(x) if torch.is_complex(x) else x for x in device_params]
# update steps
torch._foreach_add_(device_state_steps, 1)
if weight_decay != 0:
device_grads = torch._foreach_add(device_grads, device_params, alpha=weight_decay)
# Decay the first and second moment running average coefficient
torch._foreach_mul_(device_exp_avgs, beta1)
torch._foreach_add_(device_exp_avgs, device_grads, alpha=1 - beta1)
torch._foreach_mul_(device_exp_avg_sqs, beta2)
torch._foreach_addcmul_(device_exp_avg_sqs, device_grads, device_grads, 1 - beta2)
if capturable:
# TODO: use foreach_pow if/when foreach_pow is added
bias_correction1 = [torch.pow(beta1, step) for step in device_state_steps]
bias_correction2 = [torch.pow(beta2, step) for step in device_state_steps]
# foreach_sub doesn't allow a scalar as the first arg
torch._foreach_sub_(bias_correction1, 1)
torch._foreach_sub_(bias_correction2, 1)
torch._foreach_neg_(bias_correction1)
torch._foreach_neg_(bias_correction2)
# foreach_div doesn't allow a scalar as the first arg
step_size = torch._foreach_div(bias_correction1, lr)
torch._foreach_reciprocal_(step_size)
torch._foreach_neg_(step_size)
bias_correction2_sqrt = torch._foreach_sqrt(bias_correction2)
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs) # type: ignore[assignment]
# Use the max. for normalizing running avg. of gradient
max_exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
# Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
# (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
torch._foreach_div_(max_exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
eps_over_step_size = torch._foreach_div(step_size, eps)
torch._foreach_reciprocal_(eps_over_step_size)
denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps_over_step_size)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, torch._foreach_mul(bias_correction2_sqrt, step_size))
eps_over_step_size = torch._foreach_div(step_size, eps)
torch._foreach_reciprocal_(eps_over_step_size)
denom = torch._foreach_add(exp_avg_sq_sqrt, eps_over_step_size)
torch._foreach_addcdiv_(params_, device_exp_avgs, denom)
else:
bias_correction1 = [1 - beta1 ** _get_value(step) for step in device_state_steps]
bias_correction2 = [1 - beta2 ** _get_value(step) for step in device_state_steps]
step_size = _stack_if_compiling([(lr / bc) * -1 for bc in bias_correction1])
bias_correction2_sqrt = [_dispatch_sqrt(bc) for bc in bias_correction2]
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs)
# Use the max. for normalizing running avg. of gradient
max_exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
torch._foreach_div_(max_exp_avg_sq_sqrt, bias_correction2_sqrt)
denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
denom = torch._foreach_add(exp_avg_sq_sqrt, eps)
torch._foreach_addcdiv_(params_, device_exp_avgs, denom, step_size)
def _fused_adam(
params: List[Tensor],
grads: List[Tensor],
exp_avgs: List[Tensor],
exp_avg_sqs: List[Tensor],
max_exp_avg_sqs: List[Tensor],
state_steps: List[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: float,
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool, # Needed for consistency.
differentiable: bool,
) -> None:
grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps])
grad_scale_dict = {grad_scale.device: grad_scale} if grad_scale is not None else None
found_inf_dict = {found_inf.device: found_inf} if found_inf is not None else None
grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps])
for (device, dtype) in grouped_tensors:
(
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
device_state_steps,
) = grouped_tensors[(device, dtype)]
if grad_scale is not None and found_inf is not None:
if device not in grad_scale_dict:
grad_scale_dict[device] = grad_scale.to(device, non_blocking=True)
if found_inf not in found_inf_dict:
found_inf_dict[device] = found_inf.to(device, non_blocking=True)
device_grad_scale = grad_scale_dict[device]
device_found_inf = found_inf_dict[device]
else:
device_grad_scale = None
device_found_inf = None
torch._foreach_add_(device_state_steps, 1)
torch._fused_adam_(
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
device_state_steps,
amsgrad=amsgrad,
lr=lr,
beta1=beta1,
beta2=beta2,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
grad_scale=device_grad_scale,
found_inf=device_found_inf,
)
if device_found_inf is not None:
torch._foreach_sub_(device_state_steps, [device_found_inf] * len(device_state_steps))