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- # mypy: allow-untyped-defs
- from typing import cast, List, Optional, Tuple, Union
- import torch
- from torch import Tensor
- from .optimizer import (
- _capturable_doc,
- _default_to_fused_or_foreach,
- _differentiable_doc,
- _disable_dynamo_if_unsupported,
- _dispatch_sqrt,
- _foreach_doc,
- _get_capturable_supported_devices,
- _get_scalar_dtype,
- _get_value,
- _maximize_doc,
- _use_grad_for_differentiable,
- _view_as_real,
- Optimizer,
- ParamsT,
- )
- __all__ = ["RAdam", "radam"]
- class RAdam(Optimizer):
- def __init__(
- self,
- params: ParamsT,
- lr: float = 1e-3,
- betas: Tuple[float, float] = (0.9, 0.999),
- eps: float = 1e-8,
- weight_decay: float = 0,
- decoupled_weight_decay: bool = False,
- *,
- foreach: Optional[bool] = None,
- maximize: bool = False,
- capturable: bool = False,
- differentiable: bool = False,
- ):
- if not 0.0 <= lr:
- raise ValueError(f"Invalid learning rate: {lr}")
- if not 0.0 <= eps:
- raise ValueError(f"Invalid epsilon value: {eps}")
- if not 0.0 <= betas[0] < 1.0:
- raise ValueError(f"Invalid beta parameter at index 0: {betas[0]}")
- if not 0.0 <= betas[1] < 1.0:
- raise ValueError(f"Invalid beta parameter at index 1: {betas[1]}")
- if not 0.0 <= weight_decay:
- raise ValueError(f"Invalid weight_decay value: {weight_decay}")
- defaults = dict(
- lr=lr,
- betas=betas,
- eps=eps,
- weight_decay=weight_decay,
- maximize=maximize,
- foreach=foreach,
- capturable=capturable,
- decoupled_weight_decay=decoupled_weight_decay,
- 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)
- group.setdefault("decoupled_weight_decay", False)
- group.setdefault("capturable", False)
- for p in group["params"]:
- p_state = self.state.get(p, [])
- if len(p_state) != 0 and not torch.is_tensor(p_state["step"]):
- step_val = float(p_state["step"])
- p_state["step"] = (
- torch.tensor(
- step_val, dtype=_get_scalar_dtype(), device=p.device
- )
- if group["capturable"]
- else torch.tensor(step_val, dtype=_get_scalar_dtype())
- )
- def _init_group(
- self, group, params_with_grad, grads, exp_avgs, exp_avg_sqs, state_steps
- ):
- has_complex = False
- for p in group["params"]:
- if p.grad is not None:
- has_complex |= torch.is_complex(p)
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError("RAdam does not support sparse gradients")
- grads.append(p.grad)
- state = self.state[p]
- # Lazy state initialization
- if len(state) == 0:
- state["step"] = (
- torch.zeros((), dtype=_get_scalar_dtype(), device=p.device)
- if group["capturable"]
- else torch.tensor(0.0, dtype=_get_scalar_dtype())
- )
- # 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
- )
- exp_avgs.append(state["exp_avg"])
- exp_avg_sqs.append(state["exp_avg_sq"])
- state_steps.append(state["step"])
- return has_complex
- @_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.
- """
- 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: List[Tensor] = []
- grads: List[Tensor] = []
- exp_avgs: List[Tensor] = []
- exp_avg_sqs: List[Tensor] = []
- state_steps: List[Tensor] = []
- beta1, beta2 = cast(Tuple[float, float], group["betas"])
- has_complex = self._init_group(
- group, params_with_grad, grads, exp_avgs, exp_avg_sqs, state_steps
- )
- radam(
- params_with_grad,
- grads,
- exp_avgs,
- exp_avg_sqs,
- state_steps,
- 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"],
- decoupled_weight_decay=group["decoupled_weight_decay"],
- has_complex=has_complex,
- )
- return loss
- RAdam.__doc__ = (
- r"""Implements RAdam 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)}, \:
- \lambda \text{ (weightdecay)}, \:\textit{maximize} \\
- &\hspace{13mm} \epsilon \text{ (epsilon)}, \textit{decoupled\_weight\_decay} \\
- &\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
- v_0 \leftarrow 0 \text{ ( second moment)}, \\
- &\hspace{18mm} \rho_{\infty} \leftarrow 2/(1-\beta_2) -1 \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{6mm}\textbf{if} \: \textit{maximize}: \\
- &\hspace{12mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{6mm}\textbf{else} \\
- &\hspace{12mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{6mm} \theta_t \leftarrow \theta_{t-1} \\
- &\hspace{6mm} \textbf{if} \: \lambda \neq 0 \\
- &\hspace{12mm}\textbf{if} \: \textit{decoupled\_weight\_decay} \\
- &\hspace{18mm} \theta_t \leftarrow \theta_{t} - \gamma \lambda \theta_{t} \\
- &\hspace{12mm}\textbf{else} \\
- &\hspace{18mm} g_t \leftarrow g_t + \lambda \theta_{t} \\
- &\hspace{6mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
- &\hspace{6mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
- &\hspace{6mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
- &\hspace{6mm}\rho_t \leftarrow \rho_{\infty} -
- 2 t \beta^t_2 /\big(1-\beta_2^t \big) \\[0.1.ex]
- &\hspace{6mm}\textbf{if} \: \rho_t > 5 \\
- &\hspace{12mm} l_t \leftarrow \frac{\sqrt{ (1-\beta^t_2) }}{ \sqrt{v_t} +\epsilon } \\
- &\hspace{12mm} r_t \leftarrow
- \sqrt{\frac{(\rho_t-4)(\rho_t-2)\rho_{\infty}}{(\rho_{\infty}-4)(\rho_{\infty}-2) \rho_t}} \\
- &\hspace{12mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t} r_t l_t \\
- &\hspace{6mm}\textbf{else} \\
- &\hspace{12mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_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 `On the variance of the adaptive learning rate and beyond`_.
- This implementation provides an option to use either the original weight_decay implementation as in Adam
- (where the weight_decay is applied to the gradient) or the one from AdamW (where weight_decay is applied
- to the weight) through the decoupled_weight_decay option. When decoupled_weight_decay is set to False
- (default), it uses the original Adam style weight decay, otherwise, it uses the AdamW style which
- corresponds more closely to the `author's implementation`_ in the RAdam paper. Further information
- about decoupled weight decay can be found in `Decoupled Weight Decay Regularization`_.
- """
- + rf"""
- 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)
- decoupled_weight_decay (bool, optional): whether to use decoupled weight
- decay as in AdamW to obtain RAdamW (default: False)
- {_foreach_doc}
- {_maximize_doc}
- {_differentiable_doc}
- {_capturable_doc}
- .. _On the variance of the adaptive learning rate and beyond:
- https://arxiv.org/abs/1908.03265
- .. _author's implementation:
- https://github.com/LiyuanLucasLiu/RAdam
- .. _Decoupled Weight Decay Regularization:
- https://arxiv.org/abs/1711.05101
- """
- )
- def _single_tensor_radam(
- params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_avg_sqs: List[Tensor],
- state_steps: List[Tensor],
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- decoupled_weight_decay: bool,
- differentiable: bool,
- maximize: bool,
- capturable: bool,
- has_complex: bool,
- ):
- 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 compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
- if not torch._utils.is_compiling() and capturable:
- capturable_supported_devices = _get_capturable_supported_devices()
- assert (
- param.device.type == step_t.device.type
- and param.device.type in capturable_supported_devices
- ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}."
- 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_avg_sq = torch.view_as_real(exp_avg_sq)
- # update step
- step_t += 1
- step = step_t if capturable else _get_value(step_t)
- if weight_decay != 0:
- if decoupled_weight_decay:
- param.mul_(1 - lr * weight_decay)
- else:
- grad = grad.add(param, alpha=weight_decay)
- # Decay the first and second moment running average coefficient
- exp_avg.lerp_(grad, 1 - beta1)
- exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
- bias_correction1 = 1 - beta1**step
- bias_correction2 = 1 - beta2**step
- # correcting bias for the first moving moment
- bias_corrected_exp_avg = exp_avg / bias_correction1
- # maximum length of the approximated SMA
- rho_inf = 2 / (1 - beta2) - 1
- # compute the length of the approximated SMA
- rho_t = rho_inf - 2 * step * (beta2**step) / bias_correction2
- def _compute_rect():
- return (
- (rho_t - 4)
- * (rho_t - 2)
- * rho_inf
- / ((rho_inf - 4) * (rho_inf - 2) * rho_t)
- ) ** 0.5
- def _compute_adaptive_lr():
- exp_avg_sq_sqrt = exp_avg_sq.sqrt()
- if differentiable:
- exp_avg_sq_sqrt = exp_avg_sq_sqrt.add(eps)
- else:
- exp_avg_sq_sqrt = exp_avg_sq_sqrt.add_(eps)
- return (bias_correction2**0.5) / exp_avg_sq_sqrt
- # Compute the variance rectification term and update parameters accordingly
- if capturable:
- update = torch.where(
- rho_t > 5.0, _compute_rect() * _compute_adaptive_lr(), 1.0
- )
- param.add_(bias_corrected_exp_avg * lr * update, alpha=-1.0)
- else:
- if rho_t > 5.0:
- param.add_(
- bias_corrected_exp_avg
- * lr
- * _compute_adaptive_lr()
- * _compute_rect(),
- alpha=-1.0,
- )
- else:
- param.add_(bias_corrected_exp_avg * lr, alpha=-1.0)
- def _multi_tensor_radam(
- params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- exp_avg_sqs: List[Tensor],
- state_steps: List[Tensor],
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- decoupled_weight_decay: bool,
- differentiable: bool,
- maximize: bool,
- capturable: bool,
- has_complex: bool,
- ):
- if len(params) == 0:
- return
- assert not differentiable, "_foreach ops don't support autograd"
- # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
- if not torch._utils.is_compiling() and capturable:
- capturable_supported_devices = _get_capturable_supported_devices(
- supports_xla=False
- )
- assert all(
- p.device.type == step.device.type
- and p.device.type in capturable_supported_devices
- for p, step in zip(params, state_steps)
- ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}."
- grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
- [params, grads, exp_avgs, exp_avg_sqs, state_steps]
- )
- for (
- grouped_params,
- grouped_grads,
- grouped_exp_avgs,
- grouped_exp_avg_sqs,
- grouped_state_steps,
- ), _ in grouped_tensors.values():
- # Update steps
- # If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over
- # and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just
- # wrapped it once now. The alpha is required to assure we go to the right overload.
- if grouped_state_steps[0].is_cpu:
- torch._foreach_add_(
- grouped_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0
- )
- else:
- torch._foreach_add_(grouped_state_steps, 1)
- if has_complex:
- _view_as_real(
- grouped_params, grouped_grads, grouped_exp_avgs, grouped_exp_avg_sqs
- )
- if maximize:
- grouped_grads = torch._foreach_neg(grouped_grads) # type: ignore[assignment]
- # maximum length of the approximated SMA
- rho_inf = 2 / (1 - beta2) - 1
- # compute the length of the approximated SMA
- bias_correction1: Union[Tuple[Tensor, ...], List[Tensor]]
- bias_correction2: Union[Tuple[Tensor, ...], List[Tensor]]
- rho_t_list: Union[Tuple[Tensor, ...], List[Tensor]]
- if capturable:
- bias_correction1 = torch._foreach_pow(beta2, grouped_state_steps)
- torch._foreach_neg_(bias_correction1)
- torch._foreach_add_(bias_correction1, 1)
- bias_correction2 = torch._foreach_pow(beta2, grouped_state_steps)
- torch._foreach_mul_(bias_correction2, grouped_state_steps)
- torch._foreach_mul_(bias_correction2, 2)
- torch._foreach_div_(bias_correction2, bias_correction1)
- torch._foreach_neg_(bias_correction2)
- torch._foreach_add_(bias_correction2, rho_inf)
- rho_t_list = bias_correction2
- else:
- rho_t_list = [
- rho_inf
- - 2
- * _get_value(step)
- * (beta2 ** _get_value(step))
- / (1 - beta2 ** _get_value(step))
- for step in grouped_state_steps
- ]
- if weight_decay != 0:
- if decoupled_weight_decay:
- torch._foreach_mul_(grouped_params, 1 - lr * weight_decay)
- else:
- # Re-use the intermediate memory (grouped_grads) already allocated for maximize
- if maximize:
- torch._foreach_add_(
- grouped_grads, grouped_params, alpha=weight_decay
- )
- else:
- grouped_grads = torch._foreach_add( # type: ignore[assignment]
- grouped_grads, grouped_params, alpha=weight_decay
- )
- # Decay the first and second moment running average coefficient
- torch._foreach_lerp_(grouped_exp_avgs, grouped_grads, 1 - beta1)
- torch._foreach_mul_(grouped_exp_avg_sqs, beta2)
- torch._foreach_addcmul_(
- grouped_exp_avg_sqs, grouped_grads, grouped_grads, 1 - beta2
- )
- # Delete the local intermediate since it won't be used anymore to save on peak memory
- del grouped_grads
- if capturable:
- num = torch._foreach_sub(rho_t_list, 4)
- sub2 = torch._foreach_sub(rho_t_list, 2)
- torch._foreach_mul_(num, sub2)
- del sub2
- torch._foreach_mul_(num, rho_inf)
- rho_inf = (rho_inf - 4) * (rho_inf - 2)
- denom = torch._foreach_mul(rho_t_list, rho_inf)
- torch._foreach_div_(num, denom)
- del denom
- torch._foreach_sqrt_(num)
- # TODO(mlazos): we should try and get a foreach_where op https://github.com/pytorch/pytorch/issues/117884
- rect = [
- torch.where(rho_t > 5.0, n, 0.0) for n, rho_t in zip(num, rho_t_list)
- ]
- del num
- del rho_t_list
- unrect_step_size = [torch.where(rect > 0, 0.0, 1.0) for rect in rect]
- torch._foreach_mul_(unrect_step_size, lr)
- bias_correction1 = torch._foreach_pow(beta1, grouped_state_steps)
- torch._foreach_neg_(bias_correction1)
- torch._foreach_add_(bias_correction1, 1)
- torch._foreach_div_(unrect_step_size, bias_correction1)
- torch._foreach_neg_(unrect_step_size)
- bias_correction2 = torch._foreach_pow(beta2, grouped_state_steps)
- torch._foreach_neg_(bias_correction2)
- torch._foreach_add_(bias_correction2, 1)
- torch._foreach_sqrt_(bias_correction2)
- torch._foreach_mul_(bias_correction2, lr)
- torch._foreach_mul_(bias_correction2, rect)
- del rect
- torch._foreach_neg_(bias_correction2)
- torch._foreach_div_(bias_correction2, bias_correction1)
- del bias_correction1
- else:
- rect = [
- _dispatch_sqrt(
- (rho_t - 4) # type: ignore[arg-type]
- * (rho_t - 2)
- * rho_inf
- / ((rho_inf - 4) * (rho_inf - 2) * rho_t)
- )
- if rho_t > 5
- else 0
- for rho_t in rho_t_list
- ]
- unrectified = [0 if rect > 0 else 1.0 for rect in rect]
- bias_correction1 = [
- 1 - beta1 ** _get_value(step) for step in grouped_state_steps
- ]
- unrect_step_size = [
- (lr * rect / bc) * -1 for rect, bc in zip(unrectified, bias_correction1)
- ]
- bias_correction2 = [
- _dispatch_sqrt(1 - beta2 ** _get_value(step)) * (lr * rect / bc) * -1
- for step, rect, bc in zip(grouped_state_steps, rect, bias_correction1)
- ]
- buffer = torch._foreach_sqrt(grouped_exp_avg_sqs)
- torch._foreach_add_(buffer, eps)
- torch._foreach_div_(buffer, bias_correction2)
- torch._foreach_reciprocal_(buffer)
- torch._foreach_add_(buffer, unrect_step_size)
- # Here, buffer = sqrt(1 - beta2^t) * rect_step_size / (sqrt(v) + eps) + unrect_step_size
- torch._foreach_addcmul_(grouped_params, grouped_exp_avgs, buffer)
- @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_radam)
- def radam(
- params: List[Tensor],
- grads: List[Tensor],
- exp_avgs: List[Tensor],
- 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
- decoupled_weight_decay: bool = False,
- foreach: Optional[bool] = None,
- differentiable: bool = False,
- capturable: bool = False,
- has_complex: bool = False,
- maximize: bool = False,
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- ):
- r"""Functional API that performs RAdam algorithm computation.
- See :class:`~torch.optim.RAdam` 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_radam
- else:
- func = _single_tensor_radam
- func(
- params,
- grads,
- exp_avgs,
- exp_avg_sqs,
- state_steps,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- eps=eps,
- maximize=maximize,
- decoupled_weight_decay=decoupled_weight_decay,
- differentiable=differentiable,
- capturable=capturable,
- has_complex=has_complex,
- )
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