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- """ AdamW Optimizer
- Impl copied from PyTorch master
- References for added functionality:
- Cautious Optimizers: https://arxiv.org/abs/2411.16085
- Why Gradients Rapidly Increase Near the End of Training: https://arxiv.org/abs/2506.02285
- NOTE: This impl has been deprecated in favour of torch.optim.AdamW and remains as a reference
- """
- import math
- from typing import List, Optional, Tuple
- import torch
- from torch import Tensor
- from torch.optim.optimizer import Optimizer
- from ._types import ParamsT
- class AdamWLegacy(Optimizer):
- r"""Implements AdamW algorithm.
- NOTE: This impl has been deprecated in favour of torch.optim.AdamW and remains as a reference
- References:
- - Adam: A Method for Stochastic Optimization: https://arxiv.org/abs/1412.6980
- - Decoupled Weight Decay Regularization: https://arxiv.org/abs/1711.05101
- - On the Convergence of Adam and Beyond: https://openreview.net/forum?id=ryQu7f-RZ
- Args:
- params: iterable of parameters to optimize or dicts defining parameter groups
- lr: learning rate
- betas: coefficients used for computing running averages of gradient and its square
- eps: term added to the denominator to improve numerical stability
- weight_decay: weight decay coefficient
- amsgrad: whether to use the AMSGrad variant of this algorithm
- from the paper `On the Convergence of Adam and Beyond`
- caution: apply caution when using AdamW
- corrected_weight_decay: apply corrected weight decay (lr**2 / max_lr)
- maximize: maximize the params based on the objective, instead of minimizing
- foreach: whether foreach implementation of optimizer is used.
- If unspecified by the user (so foreach is None), we will try to use
- foreach over for-loop implementation on CUDA, since it is faster in general.
- capturable: whether this instance is safe to capture in a CUDA graph.
- Passing True can impair ungraphed performance, so if you don't intend to
- graph capture this instance, leave it False
- """
- def __init__(
- self,
- params: ParamsT,
- lr: float = 1e-3,
- betas: Tuple[float, float] = (0.9, 0.999),
- eps: float = 1e-8,
- weight_decay: float = 1e-2,
- amsgrad: bool = False,
- caution: bool = False,
- corrected_weight_decay: bool = False,
- maximize: bool = False,
- foreach: Optional[bool] = None,
- capturable: 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]))
- defaults = dict(
- lr=lr,
- betas=betas,
- eps=eps,
- weight_decay=weight_decay,
- amsgrad=amsgrad,
- caution=caution,
- corrected_weight_decay=corrected_weight_decay,
- foreach=foreach,
- maximize=maximize,
- capturable=capturable,
- )
- super(AdamWLegacy, self).__init__(params, defaults)
- def __setstate__(self, state):
- super(AdamWLegacy, self).__setstate__(state)
- 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']))
- for group in self.param_groups:
- group.setdefault('amsgrad', False)
- group.setdefault('caution', False)
- group.setdefault('corrected_weight_decay', False)
- group.setdefault('foreach', None)
- group.setdefault('maximize', False)
- group.setdefault('capturable', False)
- @torch.no_grad()
- def step(self, closure=None):
- """Performs a single optimization step.
- Arguments:
- 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 = []
- grads = []
- exp_avgs = []
- exp_avg_sqs = []
- max_exp_avg_sqs = []
- state_steps = []
- beta1, beta2 = group['betas']
- amsgrad = group['amsgrad']
- for p in group['params']:
- if p.grad is None:
- continue
- params_with_grad.append(p)
- if p.grad.is_sparse:
- raise RuntimeError('AdamW does not support sparse gradients')
- grads.append(p.grad)
- state = self.state[p]
- # State initialization
- if len(state) == 0:
- state['step'] = 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 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 amsgrad:
- max_exp_avg_sqs.append(state.get('max_exp_avg_sq', None))
- state_steps.append(state['step'])
- adamw(
- params_with_grad,
- grads,
- exp_avgs,
- exp_avg_sqs,
- max_exp_avg_sqs,
- state_steps,
- foreach=group['foreach'],
- amsgrad=amsgrad,
- beta1=beta1,
- beta2=beta2,
- lr=group['lr'],
- weight_decay=group['weight_decay'],
- eps=group['eps'],
- caution=group['caution'],
- maximize=group['maximize'],
- capturable=group['capturable'],
- max_lr=self.defaults['lr'] if group['corrected_weight_decay'] else None,
- )
- return loss
- def adamw(
- 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],
- foreach: Optional[bool] = None,
- capturable: bool = False,
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- caution: bool,
- maximize: bool,
- max_lr: Optional[float],
- ) -> None:
- r"""Functional API that performs AdamW algorithm computation.
- See AdamWLegacy class 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:
- try:
- # cannot do foreach if this overload doesn't exist when caution enabled
- foreach = not caution or 'Scalar' in torch.ops.aten._foreach_maximum_.overloads()
- except Exception:
- foreach = False
- if foreach and not torch.jit.is_scripting():
- func = _multi_tensor_adamw
- else:
- func = _single_tensor_adamw
- 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,
- caution=caution,
- maximize=maximize,
- capturable=capturable,
- max_lr=max_lr,
- )
- def _single_tensor_adamw(
- 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],
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- caution: bool,
- maximize: bool,
- capturable: bool,
- max_lr: Optional[float],
- ):
- 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]
- # Update step.
- step_t += 1
- # Perform stepweight decay.
- wd_scale = lr if max_lr is None else lr ** 2 / max_lr
- param.mul_(1. - wd_scale * weight_decay)
- # 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, value=1 - beta2)
- if amsgrad:
- max_exp_avg_sq = max_exp_avg_sqs[i]
- # Maintains the maximum of all 2nd moment running avg. till now
- torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
- denom_base = max_exp_avg_sq
- else:
- denom_base = exp_avg_sq
- if capturable:
- 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()
- denom = (denom_base.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
- if caution:
- # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085
- # FIXME not 100% sure if this remains capturable?
- mask = (exp_avg * grad > 0).to(grad.dtype)
- mask.div_(mask.mean().clamp_(min=1e-3))
- exp_avg = exp_avg * mask
- param.addcdiv_(exp_avg, denom)
- else:
- step = step_t.item()
- bias_correction1 = 1 - beta1 ** step
- bias_correction2 = 1 - beta2 ** step
- step_size = lr / bias_correction1
- bias_correction2_sqrt = math.sqrt(bias_correction2)
- denom = (denom_base.sqrt() / bias_correction2_sqrt).add_(eps)
- if caution:
- # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085
- mask = (exp_avg * grad > 0).to(grad.dtype)
- mask.div_(mask.mean().clamp_(min=1e-3))
- exp_avg = exp_avg * mask
- param.addcdiv_(exp_avg, denom, value=-step_size)
- def _multi_tensor_adamw(
- 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],
- *,
- amsgrad: bool,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- eps: float,
- caution: bool,
- maximize: bool,
- capturable: bool,
- max_lr: Optional[float],
- ):
- 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."
- if maximize:
- grads = torch._foreach_neg(tuple(grads)) # type: ignore[assignment]
- grads = [torch.view_as_real(x) if torch.is_complex(x) else x for x in grads]
- exp_avgs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in exp_avgs]
- exp_avg_sqs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in exp_avg_sqs]
- params = [torch.view_as_real(x) if torch.is_complex(x) else x for x in params]
- # update steps
- torch._foreach_add_(state_steps, 1)
- # Perform stepweight decay
- wd_scale = lr if max_lr is None else lr ** 2 / max_lr
- torch._foreach_mul_(params, 1 - wd_scale * weight_decay)
- # Decay the first and second moment running average coefficient
- #torch._foreach_lerp_(exp_avgs, grads, 1 - beta1)
- torch._foreach_mul_(exp_avgs, beta1)
- torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)
- torch._foreach_mul_(exp_avg_sqs, beta2)
- torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)
- if capturable:
- # TODO: use foreach_pow if/when foreach_pow is added
- bias_correction1 = [torch.pow(beta1, step) for step in state_steps]
- bias_correction2 = [torch.pow(beta2, step) for step in 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
- max_exp_avg_sqs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in max_exp_avg_sqs]
- torch._foreach_maximum_(max_exp_avg_sqs, exp_avg_sqs)
- denom_base = torch._foreach_sqrt(max_exp_avg_sqs)
- else:
- denom_base = torch._foreach_sqrt(exp_avg_sqs)
- torch._foreach_div_(
- denom_base,
- 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(denom_base, eps_over_step_size)
- if caution:
- # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085
- masks = torch._foreach_mul(exp_avgs, grads)
- masks = [(m > 0).to(g.dtype) for m, g in zip(masks, grads)] # capturable?
- mask_scale = [m.mean() for m in masks]
- torch._foreach_maximum_(mask_scale, 1e-3)
- #torch._foreach_clamp_min_(mask_scale, 1e-3)
- torch._foreach_div_(masks, mask_scale)
- exp_avgs = torch._foreach_mul(exp_avgs, masks)
- torch._foreach_addcdiv_(params, exp_avgs, denom)
- else:
- bias_correction1 = [1 - beta1 ** step.item() for step in state_steps]
- bias_correction2 = [1 - beta2 ** step.item() for step in state_steps]
- step_size = [(lr / bc) * -1 for bc in bias_correction1]
- bias_correction2_sqrt = [math.sqrt(bc) for bc in bias_correction2]
- if amsgrad:
- # Maintains the maximum of all 2nd moment running avg. till now
- max_exp_avg_sqs = [torch.view_as_real(x) if torch.is_complex(x) else x for x in max_exp_avg_sqs]
- torch._foreach_maximum_(max_exp_avg_sqs, exp_avg_sqs)
- denom = torch._foreach_sqrt(max_exp_avg_sqs)
- else:
- denom = torch._foreach_sqrt(exp_avg_sqs)
- torch._foreach_div_(denom, bias_correction2_sqrt)
- torch._foreach_add_(denom, eps)
- if caution:
- # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085
- masks = torch._foreach_mul(exp_avgs, grads)
- masks = [(m > 0).to(g.dtype) for m, g in zip(masks, grads)]
- mask_scale = [m.mean() for m in masks]
- torch._foreach_maximum_(mask_scale, 1e-3)
- #torch._foreach_clamp_min_(mask_scale, 1e-3)
- torch._foreach_div_(masks, mask_scale)
- exp_avgs = torch._foreach_mul(exp_avgs, masks)
- torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)
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