image-match/python/py/Lib/site-packages/torch/optim/swa_utils.py

# mypy: allow-untyped-defs
r"""Implementation for Stochastic Weight Averaging implementation."""

import itertools
import math
import warnings
from collections.abc import Callable, Iterable
from copy import deepcopy
from typing import Any, cast, Literal, Union
from typing_extensions import override

import torch
from torch import Tensor
from torch.nn import Module
from torch.optim.lr_scheduler import _format_param, LRScheduler
from torch.utils._foreach_utils import _get_foreach_kernels_supported_devices

from .optimizer import Optimizer


__all__ = [
    "AveragedModel",
    "update_bn",
    "SWALR",
    "get_ema_multi_avg_fn",
    "get_swa_multi_avg_fn",
    "get_ema_avg_fn",
    "get_swa_avg_fn",
]

from torch.utils._foreach_utils import _group_tensors_by_device_and_dtype


PARAM_LIST = Union[tuple[Tensor, ...], list[Tensor]]


def get_ema_multi_avg_fn(decay=0.999):
    """Get the function applying exponential moving average (EMA) across multiple params.

    The EMA is computed as:

    .. math::
        W_0^{\\text{EMA}} = W_0^{\\text{model}}

    .. math::
        W_{t+1}^{\\text{EMA}} = \\text{decay} \\times W_t^{\\text{EMA}} + (1 - \\text{decay}) \\times W_{t+1}^{\\text{model}}

    where :math:`W_t^{\\text{EMA}}` is the EMA parameter at step :math:`t`,
    :math:`W_t^{\\text{model}}` is the model parameter at step :math:`t`,
    and :math:`\\text{decay}` is the decay rate (default: 0.999).

    Args:
        decay (float): Decay rate for EMA. Must be in the range [0, 1]. Default: 0.999

    Returns:
        Callable: A function that updates EMA parameters given current model parameters
    """

    if decay < 0.0 or decay > 1.0:
        raise ValueError(
            f"Invalid decay value {decay} provided. Please provide a value in [0,1] range."
        )

    @torch.no_grad()
    def ema_update(
        ema_param_list: PARAM_LIST, current_param_list: PARAM_LIST, _
    ) -> None:
        # foreach lerp only handles float and complex
        if torch.is_floating_point(ema_param_list[0]) or torch.is_complex(
            ema_param_list[0]
        ):
            torch._foreach_lerp_(ema_param_list, current_param_list, 1 - decay)
        else:
            for p_ema, p_model in zip(ema_param_list, current_param_list, strict=True):
                p_ema.copy_(p_ema * decay + p_model * (1 - decay))

    return ema_update


def get_swa_multi_avg_fn():
    """Get the function applying stochastic weight average (SWA) across multiple params."""

    @torch.no_grad()
    def swa_update(
        averaged_param_list: PARAM_LIST,
        current_param_list: PARAM_LIST,
        num_averaged: Tensor | int,
    ) -> None:
        # foreach lerp only handles float and complex
        if torch.is_floating_point(averaged_param_list[0]) or torch.is_complex(
            averaged_param_list[0]
        ):
            torch._foreach_lerp_(
                averaged_param_list,
                current_param_list,
                cast(float, 1 / (num_averaged + 1)),
            )
        else:
            diffs = torch._foreach_sub(current_param_list, averaged_param_list)
            if isinstance(num_averaged, Tensor):
                torch._foreach_addcdiv_(
                    averaged_param_list,
                    diffs,
                    [num_averaged + 1] * len(averaged_param_list),
                )
            else:
                torch._foreach_add_(
                    averaged_param_list, diffs, alpha=1.0 / (num_averaged + 1)
                )

    return swa_update


def get_ema_avg_fn(decay=0.999):
    """Get the function applying exponential moving average (EMA) across multiple params.

    The EMA is computed as:

    .. math::
        W_0^{\\text{EMA}} = W_0^{\\text{model}}

    .. math::
        W_{t+1}^{\\text{EMA}} = \\text{decay} \\times W_t^{\\text{EMA}} + (1 - \\text{decay}) \\times W_{t+1}^{\\text{model}}

    where :math:`W_t^{\\text{EMA}}` is the EMA parameter at step :math:`t`,
    :math:`W_t^{\\text{model}}` is the model parameter at step :math:`t`,
    and :math:`\\text{decay}` is the decay rate (default: 0.999).

    Args:
        decay (float): Decay rate for EMA. Must be in the range [0, 1]. Default: 0.999

    Returns:
        Callable: A function that updates EMA parameters given current model parameters
    """

    if decay < 0.0 or decay > 1.0:
        raise ValueError(
            f"Invalid decay value {decay} provided. Please provide a value in [0,1] range."
        )

    @torch.no_grad()
    def ema_update(ema_param: Tensor, current_param: Tensor, num_averaged):
        return decay * ema_param + (1 - decay) * current_param

    return ema_update


def get_swa_avg_fn():
    """Get the function applying stochastic weight average (SWA) across a single param."""

    @torch.no_grad()
    def swa_update(
        averaged_param: Tensor, current_param: Tensor, num_averaged: Tensor | int
    ):
        return averaged_param + (current_param - averaged_param) / (num_averaged + 1)

    return swa_update


class AveragedModel(Module):
    r"""Implements averaged model for Stochastic Weight Averaging (SWA) and Exponential Moving Average (EMA).

    Stochastic Weight Averaging was proposed in `Averaging Weights Leads to
    Wider Optima and Better Generalization`_ by Pavel Izmailov, Dmitrii
    Podoprikhin, Timur Garipov, Dmitry Vetrov and Andrew Gordon Wilson
    (UAI 2018).

    Exponential Moving Average is a variation of `Polyak averaging`_,
    but using exponential weights instead of equal weights across iterations.

    AveragedModel class creates a copy of the provided module :attr:`model`
    on the device :attr:`device` and allows to compute running averages of the
    parameters of the :attr:`model`.

    Args:
        model (torch.nn.Module): model to use with SWA/EMA
        device (torch.device, optional): if provided, the averaged model will be
            stored on the :attr:`device`
        avg_fn (function, optional): the averaging function used to update
            parameters; the function must take in the current value of the
            :class:`AveragedModel` parameter, the current value of :attr:`model`
            parameter, and the number of models already averaged; if None,
            an equally weighted average is used (default: None)
        multi_avg_fn (function, optional): the averaging function used to update
            parameters inplace; the function must take in the current values of the
            :class:`AveragedModel` parameters as a list, the current values of :attr:`model`
            parameters as a list, and the number of models already averaged; if None,
            an equally weighted average is used (default: None)
        use_buffers (bool): if ``True``, it will compute running averages for
            both the parameters and the buffers of the model. (default: ``False``)

    Example:
        >>> # xdoctest: +SKIP("undefined variables")
        >>> loader, optimizer, model, loss_fn = ...
        >>> swa_model = torch.optim.swa_utils.AveragedModel(model)
        >>> scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(optimizer,
        >>>                                     T_max=300)
        >>> swa_start = 160
        >>> swa_scheduler = SWALR(optimizer, swa_lr=0.05)
        >>> for i in range(300):
        >>>      for input, target in loader:
        >>>          optimizer.zero_grad()
        >>>          loss_fn(model(input), target).backward()
        >>>          optimizer.step()
        >>>      if i > swa_start:
        >>>          swa_model.update_parameters(model)
        >>>          swa_scheduler.step()
        >>>      else:
        >>>          scheduler.step()
        >>>
        >>> # Update bn statistics for the swa_model at the end
        >>> torch.optim.swa_utils.update_bn(loader, swa_model)

    You can also use custom averaging functions with the `avg_fn` or `multi_avg_fn` parameters.
    If no averaging function is provided, the default is to compute
    equally-weighted average of the weights (SWA).

    Example:
        >>> # xdoctest: +SKIP("undefined variables")
        >>> # Compute exponential moving averages of the weights and buffers
        >>> ema_model = torch.optim.swa_utils.AveragedModel(model,
        >>>             torch.optim.swa_utils.get_ema_multi_avg_fn(0.9), use_buffers=True)

    .. note::
        When using SWA/EMA with models containing Batch Normalization you may
        need to update the activation statistics for Batch Normalization.
        This can be done either by using the :meth:`torch.optim.swa_utils.update_bn`
        or by setting :attr:`use_buffers` to `True`. The first approach updates the
        statistics in a post-training step by passing data through the model. The
        second does it during the parameter update phase by averaging all buffers.
        Empirical evidence has shown that updating the statistics in normalization
        layers increases accuracy, but you may wish to empirically test which
        approach yields the best results in your problem.

    .. note::
        :attr:`avg_fn` and `multi_avg_fn` are not saved in the :meth:`state_dict` of the model.

    .. note::
        When :meth:`update_parameters` is called for the first time (i.e.
        :attr:`n_averaged` is `0`) the parameters of `model` are copied
        to the parameters of :class:`AveragedModel`. For every subsequent
        call of :meth:`update_parameters` the function `avg_fn` is used
        to update the parameters.

    .. _Averaging Weights Leads to Wider Optima and Better Generalization:
        https://arxiv.org/abs/1803.05407
    .. _There Are Many Consistent Explanations of Unlabeled Data: Why You Should
        Average:
        https://arxiv.org/abs/1806.05594
    .. _SWALP: Stochastic Weight Averaging in Low-Precision Training:
        https://arxiv.org/abs/1904.11943
    .. _Stochastic Weight Averaging in Parallel: Large-Batch Training That
        Generalizes Well:
        https://arxiv.org/abs/2001.02312
    .. _Polyak averaging:
        https://paperswithcode.com/method/polyak-averaging
    """

    n_averaged: Tensor

    def __init__(
        self,
        model: Module,
        device: int | torch.device | None = None,
        avg_fn: Callable[[Tensor, Tensor, Tensor | int], Tensor] | None = None,
        multi_avg_fn: Callable[[PARAM_LIST, PARAM_LIST, Tensor | int], None]
        | None = None,
        use_buffers=False,
    ) -> None:  # noqa: D107
        super().__init__()
        if avg_fn is not None and multi_avg_fn is not None:
            raise AssertionError(
                "Only one of avg_fn and multi_avg_fn should be provided"
            )
        self.module = deepcopy(model)
        if device is not None:
            self.module = self.module.to(device)
        self.register_buffer(
            "n_averaged", torch.tensor(0, dtype=torch.long, device=device)
        )
        self.avg_fn = avg_fn
        self.multi_avg_fn = multi_avg_fn
        self.use_buffers = use_buffers

    def forward(self, *args, **kwargs):
        """Forward pass."""
        return self.module(*args, **kwargs)

    def update_parameters(self, model: Module) -> None:
        """Update model parameters."""
        self_param = (
            # pyrefly: ignore [bad-argument-type]
            itertools.chain(self.module.parameters(), self.module.buffers())
            if self.use_buffers
            else self.parameters()
        )
        model_param = (
            # pyrefly: ignore [bad-argument-type]
            itertools.chain(model.parameters(), model.buffers())
            if self.use_buffers
            else model.parameters()
        )
        self_param_detached: list[Tensor | None] = []
        model_param_detached: list[Tensor | None] = []
        copy_param = bool(self.n_averaged == 0)
        for p_averaged, p_model in zip(self_param, model_param, strict=False):
            p_model_ = p_model.detach().to(p_averaged.device)
            self_param_detached.append(p_averaged.detach())
            model_param_detached.append(p_model_)
            if copy_param:
                p_averaged.detach().copy_(p_model_)

        if self.n_averaged > 0:
            if self.multi_avg_fn is not None or self.avg_fn is None:
                grouped_tensors = _group_tensors_by_device_and_dtype(
                    [self_param_detached, model_param_detached]
                )
                for (device, _), (
                    [self_params, model_params],
                    _,
                ) in grouped_tensors.items():
                    if self.multi_avg_fn:
                        self.multi_avg_fn(
                            self_params,  # type: ignore[arg-type]
                            model_params,  # type: ignore[arg-type]
                            self.n_averaged.to(device),
                        )
                    elif (
                        device is not None
                        and device.type in _get_foreach_kernels_supported_devices()
                    ):
                        multi_avg_fn = get_swa_multi_avg_fn()
                        multi_avg_fn(
                            self_params, model_params, self.n_averaged.to(device)
                        )
                    else:
                        avg_fn = get_swa_avg_fn()
                        n_averaged = self.n_averaged.to(device)
                        for p_averaged, p_model in zip(  # type: ignore[assignment]
                            self_params, model_params, strict=True
                        ):
                            # pyrefly: ignore [missing-attribute]
                            p_averaged.copy_(avg_fn(p_averaged, p_model, n_averaged))
            else:
                for p_averaged, p_model in zip(  # type: ignore[assignment]
                    self_param_detached, model_param_detached, strict=True
                ):
                    # pyrefly: ignore [missing-attribute]
                    n_averaged = self.n_averaged.to(p_averaged.device)
                    # pyrefly: ignore [missing-attribute]
                    p_averaged.detach().copy_(
                        # pyrefly: ignore [missing-attribute, bad-argument-type]
                        self.avg_fn(p_averaged.detach(), p_model, n_averaged)
                    )

        if not self.use_buffers:
            # If not apply running averages to the buffers,
            # keep the buffers in sync with the source model.
            for b_swa, b_model in zip(
                self.module.buffers(), model.buffers(), strict=True
            ):
                b_swa.detach().copy_(b_model.detach().to(b_swa.device))
        self.n_averaged += 1


@torch.no_grad()
def update_bn(
    loader: Iterable[Any],
    model: Module,
    device: int | torch.device | None = None,
) -> None:
    r"""Update BatchNorm running_mean, running_var buffers in the model.

    It performs one pass over data in `loader` to estimate the activation
    statistics for BatchNorm layers in the model.

    Args:
        loader (torch.utils.data.DataLoader): dataset loader to compute the
            activation statistics on. Each data batch should be either a
            tensor, or a list/tuple whose first element is a tensor
            containing data.
        model (torch.nn.Module): model for which we seek to update BatchNorm
            statistics.
        device (torch.device, optional): If set, data will be transferred to
            :attr:`device` before being passed into :attr:`model`.

    Example:
        >>> # xdoctest: +SKIP("Undefined variables")
        >>> loader, model = ...
        >>> torch.optim.swa_utils.update_bn(loader, model)

    .. note::
        The `update_bn` utility assumes that each data batch in :attr:`loader`
        is either a tensor or a list or tuple of tensors; in the latter case it
        is assumed that :meth:`model.forward()` should be called on the first
        element of the list or tuple corresponding to the data batch.
    """
    momenta = {}
    for module in model.modules():
        if isinstance(module, torch.nn.modules.batchnorm._BatchNorm):
            module.reset_running_stats()
            momenta[module] = module.momentum

    if not momenta:
        return

    was_training = model.training
    model.train()
    for module in momenta:
        module.momentum = None

    for input in loader:
        if isinstance(input, (list, tuple)):
            input = input[0]
        if device is not None:
            input = input.to(device)

        model(input)

    for bn_module in momenta:
        bn_module.momentum = momenta[bn_module]
    model.train(was_training)


class SWALR(LRScheduler):
    r"""Anneals the learning rate in each parameter group to a fixed value.

    This learning rate scheduler is meant to be used with Stochastic Weight
    Averaging (SWA) method (see `torch.optim.swa_utils.AveragedModel`).

    Args:
        optimizer (torch.optim.Optimizer): wrapped optimizer
        swa_lrs (float or list): the learning rate value for all param groups
            together or separately for each group.
        annealing_epochs (int): number of epochs in the annealing phase
            (default: 10)
        annealing_strategy (str): "cos" or "linear"; specifies the annealing
            strategy: "cos" for cosine annealing, "linear" for linear annealing
            (default: "cos")
        last_epoch (int): the index of the last epoch (default: -1)

    The :class:`SWALR` scheduler can be used together with other
    schedulers to switch to a constant learning rate late in the training
    as in the example below.

    Example:
        >>> # xdoctest: +SKIP("Undefined variables")
        >>> loader, optimizer, model = ...
        >>> lr_lambda = lambda epoch: 0.9
        >>> scheduler = torch.optim.lr_scheduler.MultiplicativeLR(optimizer,
        >>>        lr_lambda=lr_lambda)
        >>> swa_scheduler = torch.optim.swa_utils.SWALR(optimizer,
        >>>        anneal_strategy="linear", anneal_epochs=20, swa_lr=0.05)
        >>> swa_start = 160
        >>> for i in range(300):
        >>>      for input, target in loader:
        >>>          optimizer.zero_grad()
        >>>          loss_fn(model(input), target).backward()
        >>>          optimizer.step()
        >>>      if i > swa_start:
        >>>          swa_scheduler.step()
        >>>      else:
        >>>          scheduler.step()

    .. _Averaging Weights Leads to Wider Optima and Better Generalization:
        https://arxiv.org/abs/1803.05407
    """

    def __init__(
        self,
        optimizer: Optimizer,
        swa_lr: float,
        anneal_epochs=10,
        anneal_strategy: Literal["cos", "linear"] = "cos",
        last_epoch=-1,
    ) -> None:  # noqa: D107
        swa_lrs = _format_param("swa_lr", optimizer, swa_lr)
        for swa_lr, group in zip(swa_lrs, optimizer.param_groups, strict=True):
            group["swa_lr"] = swa_lr
        if anneal_strategy not in ["cos", "linear"]:
            raise ValueError(
                "anneal_strategy must by one of 'cos' or 'linear', "
                f"instead got {anneal_strategy}"
            )
        self._set_anneal_func(anneal_strategy)
        if not isinstance(anneal_epochs, int) or anneal_epochs < 0:
            raise ValueError(
                f"anneal_epochs must be equal or greater than 0, got {anneal_epochs}"
            )
        self.anneal_epochs = anneal_epochs
        super().__init__(optimizer, last_epoch)

    @staticmethod
    def _linear_anneal(t):
        return t

    @staticmethod
    def _cosine_anneal(t):
        return (1 - math.cos(math.pi * t)) / 2

    @staticmethod
    def _get_initial_lr(lr, swa_lr, alpha):
        if alpha == 1:
            return swa_lr
        return (lr - alpha * swa_lr) / (1 - alpha)

    @override
    def get_lr(self):
        r"""Compute the next learning rate for each of the optimizer's
        :attr:`~torch.optim.Optimizer.param_groups`.

        Uses :attr:`anneal_func` to interpolate between each group's
        ``group["lr"]`` and ``group["swa_lr"]`` over :attr:`anneal_epochs`
        epochs. Once :attr:`anneal_epochs` is reached, keeps the learning rate
        fixed at ``group["swa_lr"]``.

        Returns:
            list[float | Tensor]: A :class:`list` of learning rates for each of
            the optimizer's :attr:`~torch.optim.Optimizer.param_groups` with the
            same types as their current ``group["lr"]``\s.

        .. note::
            If you're trying to inspect the most recent learning rate, use
            :meth:`get_last_lr()` instead.

        .. note::
            The returned :class:`~torch.Tensor`\s are copies, and never alias
            the optimizer's ``group["lr"]``\s.
        """
        # `_get_lr_called_within_step` is only available `_enable_get_lr_call`,
        # so we ignore the type error here. See `LRScheduler.step()` for more details.
        if not self._get_lr_called_within_step:
            warnings.warn(
                "To get the last learning rate computed by the scheduler, "
                "please use `get_last_lr()`.",
                UserWarning,
                stacklevel=2,
            )
        # Set in `LRScheduler._initial_step()`
        step = self._step_count - 1
        if self.anneal_epochs == 0:
            step = max(1, step)
        # pyrefly: ignore [no-matching-overload]
        prev_t = max(0, min(1, (step - 1) / max(1, self.anneal_epochs)))
        prev_alpha = self.anneal_func(prev_t)
        prev_lrs = [
            self._get_initial_lr(group["lr"], group["swa_lr"], prev_alpha)
            for group in self.optimizer.param_groups
        ]
        # pyrefly: ignore [no-matching-overload]
        t = max(0, min(1, step / max(1, self.anneal_epochs)))
        alpha = self.anneal_func(t)
        return [
            group["swa_lr"] * alpha + lr * (1 - alpha)
            for group, lr in zip(self.optimizer.param_groups, prev_lrs, strict=True)
        ]

    def _set_anneal_func(self, anneal_strategy: Literal["cos", "linear"]) -> None:
        self._anneal_strategy = anneal_strategy
        if anneal_strategy == "cos":
            self.anneal_func = self._cosine_anneal
        else:
            self.anneal_func = self._linear_anneal

    @override
    def state_dict(self) -> dict[str, Any]:
        """Return the state of the scheduler as a :class:`dict`.

        It contains an entry for every variable in self.__dict__ which
        is not the optimizer or anneal_func.
        """
        return {
            key: value
            for key, value in self.__dict__.items()
            if key not in ("optimizer", "anneal_func")
        }

    @override
    def load_state_dict(self, state_dict: dict[str, Any]) -> None:
        """Load the scheduler's state.

        Args:
            state_dict (dict): scheduler state. Should be an object returned
                from a call to :meth:`state_dict`.
        """
        self.__dict__.update(state_dict)
        self._set_anneal_func(self._anneal_strategy)