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- # mypy: allow-untyped-defs
- from typing import List, Optional
- import torch
- from torch import Tensor
- from .optimizer import (
- _capturable_doc,
- _default_to_fused_or_foreach,
- _differentiable_doc,
- _disable_dynamo_if_unsupported,
- _foreach_doc,
- _get_capturable_supported_devices,
- _get_scalar_dtype,
- _maximize_doc,
- _use_grad_for_differentiable,
- _view_as_real,
- Optimizer,
- ParamsT,
- )
- __all__ = ["RMSprop", "rmsprop"]
- class RMSprop(Optimizer):
- def __init__(
- self,
- params: ParamsT,
- lr: float = 1e-2,
- alpha: float = 0.99,
- eps: float = 1e-8,
- weight_decay: float = 0,
- momentum: float = 0,
- centered=False,
- capturable=False,
- foreach: Optional[bool] = None,
- maximize: 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 <= momentum:
- raise ValueError(f"Invalid momentum value: {momentum}")
- if not 0.0 <= weight_decay:
- raise ValueError(f"Invalid weight_decay value: {weight_decay}")
- if not 0.0 <= alpha:
- raise ValueError(f"Invalid alpha value: {alpha}")
- defaults = dict(
- lr=lr,
- momentum=momentum,
- alpha=alpha,
- eps=eps,
- centered=centered,
- weight_decay=weight_decay,
- capturable=capturable,
- 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("momentum", 0)
- group.setdefault("centered", False)
- group.setdefault("foreach", None)
- group.setdefault("maximize", False)
- group.setdefault("differentiable", 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,
- square_avgs,
- momentum_buffer_list,
- grad_avgs,
- state_steps,
- ):
- has_complex = False
- for p in group["params"]:
- if p.grad is None:
- continue
- has_complex |= torch.is_complex(p)
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError("RMSprop does not support sparse gradients")
- grads.append(p.grad)
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state["step"] = (
- torch.zeros((), dtype=_get_scalar_dtype(), device=p.device)
- if group["capturable"]
- else torch.zeros((), dtype=_get_scalar_dtype())
- )
- state["square_avg"] = torch.zeros_like(
- p, memory_format=torch.preserve_format
- )
- if group["momentum"] > 0:
- state["momentum_buffer"] = torch.zeros_like(
- p, memory_format=torch.preserve_format
- )
- if group["centered"]:
- state["grad_avg"] = torch.zeros_like(
- p, memory_format=torch.preserve_format
- )
- square_avgs.append(state["square_avg"])
- state_steps.append(state["step"])
- if group["momentum"] > 0:
- momentum_buffer_list.append(state["momentum_buffer"])
- if group["centered"]:
- grad_avgs.append(state["grad_avg"])
- 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] = []
- square_avgs: List[Tensor] = []
- grad_avgs: List[Tensor] = []
- momentum_buffer_list: List[Tensor] = []
- state_steps: List[Tensor] = []
- has_complex = self._init_group(
- group,
- params_with_grad,
- grads,
- square_avgs,
- momentum_buffer_list,
- grad_avgs,
- state_steps,
- )
- rmsprop(
- params_with_grad,
- grads,
- square_avgs,
- grad_avgs,
- momentum_buffer_list,
- state_steps,
- lr=group["lr"],
- alpha=group["alpha"],
- eps=group["eps"],
- weight_decay=group["weight_decay"],
- momentum=group["momentum"],
- centered=group["centered"],
- foreach=group["foreach"],
- maximize=group["maximize"],
- differentiable=group["differentiable"],
- capturable=group["capturable"],
- has_complex=has_complex,
- )
- return loss
- RMSprop.__doc__ = (
- r"""Implements RMSprop algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \alpha \text{ (alpha)},\: \gamma \text{ (lr)},
- \: \theta_0 \text{ (params)}, \: f(\theta) \text{ (objective)} \\
- &\hspace{13mm} \lambda \text{ (weight decay)},\: \mu \text{ (momentum)},\: centered\\
- &\textbf{initialize} : v_0 \leftarrow 0 \text{ (square average)}, \:
- \textbf{b}_0 \leftarrow 0 \text{ (buffer)}, \: g^{ave}_0 \leftarrow 0 \\[-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}v_t \leftarrow \alpha v_{t-1} + (1 - \alpha) g^2_t
- \hspace{8mm} \\
- &\hspace{5mm} \tilde{v_t} \leftarrow v_t \\
- &\hspace{5mm}if \: centered \\
- &\hspace{10mm} g^{ave}_t \leftarrow g^{ave}_{t-1} \alpha + (1-\alpha) g_t \\
- &\hspace{10mm} \tilde{v_t} \leftarrow \tilde{v_t} - \big(g^{ave}_{t} \big)^2 \\
- &\hspace{5mm}if \: \mu > 0 \\
- &\hspace{10mm} \textbf{b}_t\leftarrow \mu \textbf{b}_{t-1} +
- g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \\
- &\hspace{10mm} \theta_t \leftarrow \theta_{t-1} - \gamma \textbf{b}_t \\
- &\hspace{5mm} else \\
- &\hspace{10mm}\theta_t \leftarrow \theta_{t-1} -
- \gamma g_t/ \big(\sqrt{\tilde{v_t}} + \epsilon \big) \hspace{3mm} \\
- &\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
- `lecture notes <https://www.cs.toronto.edu/~tijmen/csc321/slides/lecture_slides_lec6.pdf>`_ by G. Hinton.
- and centered version `Generating Sequences
- With Recurrent Neural Networks <https://arxiv.org/pdf/1308.0850v5.pdf>`_.
- The implementation here takes the square root of the gradient average before
- adding epsilon (note that TensorFlow interchanges these two operations). The effective
- learning rate is thus :math:`\gamma/(\sqrt{v} + \epsilon)` where :math:`\gamma`
- is the scheduled learning rate and :math:`v` is the weighted moving average
- of the squared gradient.
- """
- + rf"""
- Args:
- params (iterable): iterable of parameters to optimize or dicts defining
- parameter groups
- lr (float, optional): learning rate (default: 1e-2)
- momentum (float, optional): momentum factor (default: 0)
- alpha (float, optional): smoothing constant (default: 0.99)
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-8)
- centered (bool, optional) : if ``True``, compute the centered RMSProp,
- the gradient is normalized by an estimation of its variance
- weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
- {_foreach_doc}
- {_maximize_doc}
- {_capturable_doc}
- {_differentiable_doc}
- """
- )
- def _single_tensor_rmsprop(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: List[Tensor],
- state_steps: List[Tensor],
- *,
- lr: float,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool,
- maximize: bool,
- differentiable: bool,
- capturable: bool,
- has_complex: bool,
- ):
- for i, param in enumerate(params):
- step = 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.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}."
- grad = grads[i]
- grad = grad if not maximize else -grad
- square_avg = square_avgs[i]
- step += 1
- if weight_decay != 0:
- grad = grad.add(param, alpha=weight_decay)
- is_complex_param = torch.is_complex(param)
- if is_complex_param:
- param = torch.view_as_real(param)
- grad = torch.view_as_real(grad)
- square_avg = torch.view_as_real(square_avg)
- square_avg.mul_(alpha).addcmul_(grad, grad, value=1 - alpha)
- if centered:
- grad_avg = grad_avgs[i]
- if is_complex_param:
- grad_avg = torch.view_as_real(grad_avg)
- grad_avg.lerp_(grad, 1 - alpha)
- avg = square_avg.addcmul(grad_avg, grad_avg, value=-1).sqrt_()
- else:
- avg = square_avg.sqrt()
- if differentiable:
- avg = avg.add(eps)
- else:
- avg = avg.add_(eps)
- if momentum > 0:
- buf = momentum_buffer_list[i]
- if is_complex_param:
- buf = torch.view_as_real(buf)
- buf.mul_(momentum).addcdiv_(grad, avg)
- param.add_(buf, alpha=-lr)
- else:
- param.addcdiv_(grad, avg, value=-lr)
- def _multi_tensor_rmsprop(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: List[Tensor],
- state_steps: List[Tensor],
- *,
- lr: float,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool,
- maximize: bool,
- differentiable: 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()
- 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, square_avgs, grad_avgs, momentum_buffer_list, state_steps]
- )
- for (
- (
- grouped_params,
- grouped_grads,
- grouped_square_avgs,
- grouped_grad_avgs,
- grouped_momentum_buffer_list,
- grouped_state_steps,
- )
- ), _ in grouped_tensors.values():
- if has_complex:
- state_and_grads = [grouped_grads, grouped_square_avgs]
- if momentum > 0:
- state_and_grads.append(grouped_momentum_buffer_list)
- if centered:
- state_and_grads.append(grouped_grad_avgs)
- _view_as_real(grouped_params, *state_and_grads)
- if maximize:
- grouped_grads = torch._foreach_neg(grouped_grads) # type: ignore[assignment]
- # 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 weight_decay != 0:
- # 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
- )
- torch._foreach_mul_(grouped_square_avgs, alpha)
- torch._foreach_addcmul_(
- grouped_square_avgs, grouped_grads, grouped_grads, value=1 - alpha
- )
- if centered:
- torch._foreach_lerp_(grouped_grad_avgs, grouped_grads, 1 - alpha)
- avg = torch._foreach_addcmul(
- grouped_square_avgs, grouped_grad_avgs, grouped_grad_avgs, value=-1
- )
- torch._foreach_sqrt_(avg)
- torch._foreach_add_(avg, eps)
- else:
- avg = torch._foreach_sqrt(grouped_square_avgs)
- torch._foreach_add_(avg, eps)
- if momentum > 0:
- torch._foreach_mul_(grouped_momentum_buffer_list, momentum)
- torch._foreach_addcdiv_(grouped_momentum_buffer_list, grouped_grads, avg)
- # If LR is a tensor, the else branch will internally call item()
- # which will cause silent incorrectness if we are capturing
- if capturable and isinstance(lr, torch.Tensor):
- momentum_lr = torch._foreach_mul(grouped_momentum_buffer_list, -lr)
- torch._foreach_add_(grouped_params, momentum_lr)
- else:
- torch._foreach_add_(
- grouped_params, grouped_momentum_buffer_list, alpha=-lr
- )
- else:
- # If LR is a tensor, the else branch will internally call item()
- # which will cause silent incorrectness if we are capturing
- if capturable and isinstance(lr, torch.Tensor):
- torch._foreach_div_(avg, -lr)
- torch._foreach_addcdiv_(grouped_params, grouped_grads, avg)
- else:
- torch._foreach_addcdiv_(grouped_params, grouped_grads, avg, value=-lr)
- @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_rmsprop)
- def rmsprop(
- params: List[Tensor],
- grads: List[Tensor],
- square_avgs: List[Tensor],
- grad_avgs: List[Tensor],
- momentum_buffer_list: 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,
- capturable: bool = False,
- has_complex: bool = False,
- *,
- lr: float,
- alpha: float,
- eps: float,
- weight_decay: float,
- momentum: float,
- centered: bool,
- ):
- r"""Functional API that performs rmsprop algorithm computation.
- See :class:`~torch.optim.RMSProp` for details.
- """
- # this check is slow during compilation, so we skip it
- # if it's strictly needed we can add this check back in dynamo
- if not torch._utils.is_compiling() and 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_rmsprop
- else:
- func = _single_tensor_rmsprop
- func(
- params,
- grads,
- square_avgs,
- grad_avgs,
- momentum_buffer_list,
- state_steps,
- lr=lr,
- alpha=alpha,
- eps=eps,
- weight_decay=weight_decay,
- momentum=momentum,
- centered=centered,
- maximize=maximize,
- capturable=capturable,
- differentiable=differentiable,
- has_complex=has_complex,
- )
|