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- # mypy: allow-untyped-defs
- from typing import cast
- import torch
- from torch import Tensor
- from .optimizer import (
- _default_to_fused_or_foreach,
- _device_dtype_check_for_fused,
- _differentiable_doc,
- _foreach_doc,
- _get_scalar_dtype,
- _get_value,
- _maximize_doc,
- _params_doc,
- _to_scalar,
- _use_grad_for_differentiable,
- _view_as_real,
- Optimizer,
- ParamsT,
- )
- __all__ = ["Adagrad", "adagrad"]
- class Adagrad(Optimizer):
- def __init__(
- self,
- params: ParamsT,
- lr: float | Tensor = 1e-2,
- lr_decay: float = 0,
- weight_decay: float = 0,
- initial_accumulator_value: float = 0,
- eps: float = 1e-10,
- foreach: bool | None = None,
- *,
- maximize: bool = False,
- differentiable: bool = False,
- fused: bool | None = None,
- ) -> None:
- if isinstance(lr, Tensor) and lr.numel() != 1:
- raise ValueError("Tensor lr must be 1-element")
- if not 0.0 <= lr:
- raise ValueError(f"Invalid learning rate: {lr}")
- if not 0.0 <= lr_decay:
- raise ValueError(f"Invalid lr_decay value: {lr_decay}")
- if not 0.0 <= weight_decay:
- raise ValueError(f"Invalid weight_decay value: {weight_decay}")
- if not 0.0 <= initial_accumulator_value:
- raise ValueError(
- f"Invalid initial_accumulator_value value: {initial_accumulator_value}"
- )
- if not 0.0 <= eps:
- raise ValueError(f"Invalid epsilon value: {eps}")
- defaults = {
- "lr": lr,
- "lr_decay": lr_decay,
- "eps": eps,
- "weight_decay": weight_decay,
- "initial_accumulator_value": initial_accumulator_value,
- "foreach": foreach,
- "maximize": maximize,
- "differentiable": differentiable,
- "fused": fused,
- }
- super().__init__(params, defaults)
- if fused:
- if differentiable:
- raise RuntimeError("`fused` does not support `differentiable`")
- if foreach:
- raise RuntimeError("`fused` and `foreach` cannot be `True` together.")
- self._need_device_dtype_check_for_fused = True
- for group in self.param_groups:
- for p in group["params"]:
- state = self.state[p]
- state["step"] = (
- torch.zeros(
- (),
- dtype=_get_scalar_dtype(is_fused=group["fused"]),
- device=p.device,
- )
- if group["fused"]
- else torch.tensor(0.0, dtype=_get_scalar_dtype())
- )
- init_value = (
- complex(initial_accumulator_value, initial_accumulator_value)
- if torch.is_complex(p)
- else initial_accumulator_value
- )
- state["sum"] = torch.full_like(
- p, init_value, memory_format=torch.preserve_format
- )
- def __setstate__(self, state):
- super().__setstate__(state)
- # define "fused" for
- # MYPY error: Name "fused" may be undefined
- fused = None
- for group in self.param_groups:
- group.setdefault("foreach", None)
- group.setdefault("maximize", False)
- group.setdefault("differentiable", False)
- fused = 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"]), dtype=_get_scalar_dtype(is_fused=fused)
- )
- def share_memory(self) -> None:
- """Calls tensor.share_memory_() on the state sum tensors."""
- for group in self.param_groups:
- for p in group["params"]:
- state = self.state[p]
- state["sum"].share_memory_()
- def _init_group(self, group, params_with_grad, grads, state_sums, state_steps):
- has_sparse_grad, has_complex = False, False
- for p in group["params"]:
- if p.grad is not None:
- if group["fused"] and getattr(
- self,
- "_need_device_dtype_check_for_fused",
- True,
- ):
- _device_dtype_check_for_fused(p, cuda_unsupported=True)
- self._need_device_dtype_check_for_fused = False
- has_sparse_grad |= p.grad.is_sparse
- has_complex |= torch.is_complex(p)
- params_with_grad.append(p)
- grads.append(p.grad)
- state = self.state[p]
- state_sums.append(state["sum"])
- state_steps.append(state["step"])
- return has_sparse_grad, has_complex
- @_use_grad_for_differentiable
- def step(self, closure=None):
- """Perform a single optimization step.
- Args:
- closure (Callable, optional): A closure that reevaluates the model
- and returns the loss.
- """
- 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] = []
- state_sums: list[Tensor] = []
- state_steps: list[Tensor] = []
- has_sparse_grad, has_complex = self._init_group(
- group, params_with_grad, grads, state_sums, state_steps
- )
- adagrad(
- params_with_grad,
- grads,
- state_sums,
- state_steps,
- lr=group["lr"],
- weight_decay=group["weight_decay"],
- lr_decay=group["lr_decay"],
- eps=group["eps"],
- has_sparse_grad=has_sparse_grad,
- foreach=group["foreach"],
- maximize=group["maximize"],
- differentiable=group["differentiable"],
- has_complex=has_complex,
- fused=group["fused"],
- grad_scale=getattr(self, "grad_scale", None),
- found_inf=getattr(self, "found_inf", None),
- )
- return loss
- Adagrad.__doc__ = (
- r"""Implements Adagrad algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)}, \: f(\theta)
- \text{ (objective)}, \: \lambda \text{ (weight decay)}, \\
- &\hspace{12mm} \tau \text{ (initial accumulator value)}, \: \eta\text{ (lr decay)}\\
- &\textbf{initialize} : state\_sum_0 \leftarrow \tau \\[-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} \tilde{\gamma} \leftarrow \gamma / (1 +(t-1) \eta) \\
- &\hspace{5mm} \textbf{if} \: \lambda \neq 0 \\
- &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
- &\hspace{5mm}state\_sum_t \leftarrow state\_sum_{t-1} + g^2_t \\
- &\hspace{5mm}\theta_t \leftarrow
- \theta_{t-1}- \tilde{\gamma} \frac{g_t}{\sqrt{state\_sum_t}+\epsilon} \\
- &\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 `Adaptive Subgradient Methods for Online Learning
- and Stochastic Optimization`_.
- """
- + rf"""
- Args:
- {_params_doc}
- lr (float, Tensor, optional): learning rate (default: 1e-2)
- lr_decay (float, optional): learning rate decay (default: 0)
- weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
- initial_accumulator_value (float, optional): initial value of the
- sum of squares of gradients (default: 0)
- eps (float, optional): term added to the denominator to improve
- numerical stability (default: 1e-10)
- {_foreach_doc}
- {_maximize_doc}
- {_differentiable_doc}
- fused (bool, optional): whether the fused implementation (CPU only) is used.
- Currently, `torch.float64`, `torch.float32`, `torch.float16`, and `torch.bfloat16`
- are supported. (default: None). Please note that the fused implementations does not
- support sparse or complex gradients.
- .. _Adaptive Subgradient Methods for Online Learning and Stochastic
- Optimization: http://jmlr.org/papers/v12/duchi11a.html
- """
- )
- def adagrad(
- params: list[Tensor],
- grads: list[Tensor],
- state_sums: list[Tensor],
- state_steps: list[Tensor],
- fused: bool | None = None,
- grad_scale: Tensor | None = None,
- found_inf: Tensor | None = None,
- # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
- # setting these as kwargs for now as functional API is compiled by torch/distributed/optim
- has_sparse_grad: bool = False,
- foreach: bool | None = None,
- differentiable: bool = False,
- has_complex: bool = False,
- *,
- lr: float,
- weight_decay: float,
- lr_decay: float,
- eps: float,
- maximize: bool,
- ) -> None:
- r"""Functional API that performs Adagrad algorithm computation.
- See :class:`~torch.optim.Adagrad` 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"
- )
- # Respect when the user inputs False/True for foreach or fused. We only want to change
- # the default when neither have been user-specified. Note that we default to foreach
- # and pass False to use_fused. This is not a mistake--we want to give the fused impl
- # bake-in time before making it the default, even if it is typically faster.
- if fused is None and foreach is None:
- _, foreach = _default_to_fused_or_foreach(
- params, differentiable, use_fused=False
- )
- if fused is None:
- fused = False
- if foreach is None:
- foreach = False
- if foreach and torch.jit.is_scripting():
- raise RuntimeError("torch.jit.script not supported with foreach optimizers")
- if fused and torch.jit.is_scripting():
- raise RuntimeError("torch.jit.script not supported with fused optimizers")
- if fused and not torch.jit.is_scripting():
- func = _fused_adagrad
- elif foreach and not torch.jit.is_scripting():
- func = _multi_tensor_adagrad
- else:
- func = _single_tensor_adagrad
- func(
- params,
- grads,
- state_sums,
- state_steps,
- lr=lr,
- weight_decay=weight_decay,
- lr_decay=lr_decay,
- eps=eps,
- has_sparse_grad=has_sparse_grad,
- maximize=maximize,
- differentiable=differentiable,
- has_complex=has_complex,
- grad_scale=grad_scale,
- found_inf=found_inf,
- )
- def _make_sparse(grad, grad_indices, values):
- size = grad.size()
- return torch.sparse_coo_tensor(grad_indices, values, size)
- def _single_tensor_adagrad(
- params: list[Tensor],
- grads: list[Tensor],
- state_sums: list[Tensor],
- state_steps: list[Tensor],
- grad_scale: Tensor | None,
- found_inf: Tensor | None,
- *,
- lr: float,
- weight_decay: float,
- lr_decay: float,
- eps: float,
- has_sparse_grad: bool,
- maximize: bool,
- differentiable: bool,
- has_complex: bool,
- ) -> None:
- if grad_scale is not None or found_inf is not None:
- raise AssertionError("Expected grad_scale and found_inf to be None")
- if not torch.jit.is_scripting():
- lr = _to_scalar(lr)
- for param, grad, state_sum, step_t in zip(
- params, grads, state_sums, state_steps, strict=True
- ):
- # update step
- step_t += 1
- step = _get_value(step_t)
- grad = grad if not maximize else -grad
- if weight_decay != 0:
- if grad.is_sparse:
- raise RuntimeError(
- "weight_decay option is not compatible with sparse gradients"
- )
- grad = grad.add(param, alpha=weight_decay)
- clr = lr / (1 + (step - 1) * lr_decay)
- if grad.is_sparse:
- grad = grad.coalesce() # the update is non-linear so indices must be unique
- grad_indices = grad._indices()
- grad_values = grad._values()
- state_sum.add_(_make_sparse(grad, grad_indices, grad_values.pow(2)))
- std = state_sum.sparse_mask(grad)
- std_values = std._values().sqrt_().add_(eps)
- param.add_(
- _make_sparse(grad, grad_indices, grad_values / std_values), alpha=-clr
- )
- else:
- is_complex = torch.is_complex(param)
- if is_complex:
- grad = torch.view_as_real(grad)
- state_sum = torch.view_as_real(state_sum)
- param = torch.view_as_real(param)
- state_sum.addcmul_(grad, grad, value=1)
- if differentiable:
- std = state_sum.sqrt() + eps
- else:
- std = state_sum.sqrt().add_(eps)
- param.addcdiv_(grad, std, value=-clr)
- if is_complex:
- param = torch.view_as_complex(param)
- state_sum = torch.view_as_complex(state_sum)
- def _multi_tensor_adagrad(
- params: list[Tensor],
- grads: list[Tensor],
- state_sums: list[Tensor],
- state_steps: list[Tensor],
- grad_scale: Tensor | None,
- found_inf: Tensor | None,
- *,
- lr: float,
- weight_decay: float,
- lr_decay: float,
- eps: float,
- has_sparse_grad: bool,
- maximize: bool,
- differentiable: bool,
- has_complex: bool,
- ) -> None:
- if differentiable:
- raise AssertionError("_foreach ops don't support autograd")
- if grad_scale is not None or found_inf is not None:
- raise AssertionError("Expected grad_scale and found_inf to be None")
- # Foreach functions will throw errors if given empty lists
- if len(params) == 0:
- return
- lr = _to_scalar(lr)
- grouped_tensorlists = Optimizer._group_tensors_by_device_and_dtype(
- [params, grads, state_sums, state_steps] # type: ignore[list-item]
- )
- for (
- device_params_,
- device_grads_,
- device_state_sums_,
- device_state_steps_,
- ), _ in grouped_tensorlists.values():
- device_params = cast(list[Tensor], device_params_)
- device_grads = cast(list[Tensor], device_grads_)
- device_state_sums = cast(list[Tensor], device_state_sums_)
- device_state_steps = cast(list[Tensor], device_state_steps_)
- device_has_sparse_grad = has_sparse_grad and any(
- grad.is_sparse for grad in device_grads
- )
- if device_has_sparse_grad:
- _single_tensor_adagrad(
- device_params,
- device_grads,
- device_state_sums,
- device_state_steps,
- lr=lr,
- weight_decay=weight_decay,
- lr_decay=lr_decay,
- eps=eps,
- has_sparse_grad=True,
- maximize=maximize,
- differentiable=differentiable,
- has_complex=has_complex,
- grad_scale=grad_scale,
- found_inf=found_inf,
- )
- continue
- # Handle complex parameters
- if has_complex:
- _view_as_real(device_params, device_grads, device_state_sums)
- if maximize:
- device_grads = torch._foreach_neg(device_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 not torch.compiler.is_compiling() and device_state_steps[0].is_cpu:
- torch._foreach_add_(
- device_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0
- )
- else:
- torch._foreach_add_(device_state_steps, 1)
- if weight_decay != 0:
- # Reuse the intermediate memory (device_grads) already allocated for maximize
- if maximize:
- torch._foreach_add_(device_grads, device_params, alpha=weight_decay)
- else:
- device_grads = torch._foreach_add( # type: ignore[assignment]
- device_grads, device_params, alpha=weight_decay
- )
- minus_clr = [
- -lr / (1 + (_get_value(step) - 1) * lr_decay) for step in device_state_steps
- ]
- torch._foreach_addcmul_(device_state_sums, device_grads, device_grads, value=1)
- std = torch._foreach_sqrt(device_state_sums)
- torch._foreach_add_(std, eps)
- if weight_decay != 0 or maximize:
- # Again, reuse the intermediate memory (device_grads) already allocated
- torch._foreach_mul_(device_grads, minus_clr)
- numerator = device_grads
- else:
- numerator = torch._foreach_mul(device_grads, minus_clr) # type: ignore[assignment]
- torch._foreach_addcdiv_(device_params, numerator, std)
- def _fused_adagrad(
- params: list[Tensor],
- grads: list[Tensor],
- state_sums: list[Tensor],
- state_steps: list[Tensor],
- grad_scale: Tensor | None,
- found_inf: Tensor | None,
- *,
- lr: float,
- weight_decay: float,
- lr_decay: float,
- eps: float,
- has_sparse_grad: bool,
- maximize: bool,
- differentiable: bool,
- has_complex: bool,
- ) -> None:
- if not params:
- return
- if has_sparse_grad or has_complex:
- raise RuntimeError("`fused` does not support sparse grad or complex param")
- if differentiable:
- raise RuntimeError(
- "adagrad with fused=True does not support differentiable=True"
- )
- lr = _to_scalar(lr)
- 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 = Optimizer._group_tensors_by_device_and_dtype(
- [params, grads, state_sums, state_steps] # type: ignore[list-item]
- )
- for (device, _), (
- (
- device_params_,
- device_grads_,
- device_state_sums_,
- device_state_steps_,
- ),
- _,
- ) in grouped_tensors.items():
- device_params = cast(list[Tensor], device_params_)
- device_grads = cast(list[Tensor], device_grads_)
- device_state_sums = cast(list[Tensor], device_state_sums_)
- device_state_steps = cast(list[Tensor], device_state_steps_)
- device_grad_scale, device_found_inf = None, None
- if grad_scale is not None and grad_scale_dict is not None:
- if device not in grad_scale_dict:
- grad_scale_dict[device] = grad_scale.to(device, non_blocking=True) # type: ignore[index]
- device_grad_scale = grad_scale_dict[device] # type: ignore[index]
- if found_inf is not None and found_inf_dict is not None:
- if found_inf not in found_inf_dict:
- found_inf_dict[device] = found_inf.to(device, non_blocking=True) # type: ignore[index]
- device_found_inf = found_inf_dict[device] # type: ignore[index]
- torch._foreach_add_(device_state_steps, 1)
- torch._fused_adagrad_(
- device_params,
- device_grads,
- device_state_sums,
- device_state_steps,
- lr=lr,
- lr_decay=lr_decay,
- 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)
- )
|