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- # mypy: allow-untyped-defs
- r"""Implementation for the NAdam algorithm."""
- from typing import cast
- 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,
- _get_value,
- _maximize_doc,
- _params_doc,
- _stack_if_compiling,
- _to_scalar,
- _use_grad_for_differentiable,
- _view_as_real,
- Optimizer,
- ParamsT,
- )
- __all__ = ["NAdam", "nadam"]
- class NAdam(Optimizer): # noqa: D101
- def __init__(
- self,
- params: ParamsT,
- lr: float | Tensor = 2e-3,
- betas: tuple[float, float] = (0.9, 0.999),
- eps: float = 1e-8,
- weight_decay: float = 0,
- momentum_decay: float = 4e-3,
- decoupled_weight_decay: bool = False,
- *,
- foreach: bool | None = None,
- maximize: bool = False,
- capturable: bool = False,
- differentiable: bool = False,
- ) -> None: # noqa: D107
- 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 <= 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}")
- if not 0.0 <= momentum_decay:
- raise ValueError(f"Invalid momentum_decay value: {momentum_decay}")
- defaults = {
- "lr": lr,
- "betas": betas,
- "eps": eps,
- "weight_decay": weight_decay,
- "momentum_decay": momentum_decay,
- "decoupled_weight_decay": decoupled_weight_decay,
- "maximize": maximize,
- "foreach": foreach,
- "capturable": capturable,
- "differentiable": differentiable,
- }
- super().__init__(params, defaults)
- def __setstate__(self, state): # noqa: D105
- super().__setstate__(state)
- for group in self.param_groups:
- group.setdefault("maximize", False)
- group.setdefault("foreach", None)
- group.setdefault("capturable", False)
- group.setdefault("differentiable", False)
- group.setdefault("decoupled_weight_decay", False)
- for p in group["params"]:
- p_state = self.state.get(p, [])
- if len(p_state) != 0:
- if 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())
- )
- if not torch.is_tensor(p_state["mu_product"]):
- mu_prod_val = p_state["mu_product"]
- p_state["mu_product"] = (
- torch.tensor(
- mu_prod_val, dtype=_get_scalar_dtype(), device=p.device
- )
- if group["capturable"]
- else torch.tensor(mu_prod_val, dtype=_get_scalar_dtype())
- )
- def _init_group(
- self,
- group,
- params_with_grad,
- grads,
- exp_avgs,
- exp_avg_sqs,
- mu_products,
- 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("NAdam does not support sparse gradients")
- grads.append(p.grad)
- state = self.state[p]
- # Lazy state initialization
- if len(state) == 0:
- # note(crcrpar): [special device hosting for step]
- # Deliberately host `step` and `mu_product` on CPU if capturable is False.
- # This is because kernel launches are costly on CUDA and XLA.
- state["step"] = (
- torch.zeros((), dtype=_get_scalar_dtype(), device=p.device)
- if group["capturable"]
- else torch.tensor(0.0, dtype=_get_scalar_dtype())
- )
- state["mu_product"] = (
- torch.ones((), dtype=_get_scalar_dtype(), device=p.device)
- if group["capturable"]
- else torch.tensor(1.0, 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"])
- mu_products.append(state["mu_product"])
- state_steps.append(state["step"])
- return 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.
- """
- self._accelerator_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] = []
- mu_products: 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,
- mu_products,
- state_steps,
- )
- nadam(
- params_with_grad,
- grads,
- exp_avgs,
- exp_avg_sqs,
- mu_products,
- state_steps,
- beta1=beta1,
- beta2=beta2,
- lr=group["lr"],
- weight_decay=group["weight_decay"],
- momentum_decay=group["momentum_decay"],
- eps=group["eps"],
- maximize=group["maximize"],
- decoupled_weight_decay=group["decoupled_weight_decay"],
- foreach=group["foreach"],
- capturable=group["capturable"],
- differentiable=group["differentiable"],
- has_complex=has_complex,
- )
- return loss
- NAdam.__doc__ = (
- r"""Implements NAdam algorithm.
- .. math::
- \begin{aligned}
- &\rule{110mm}{0.4pt} \\
- &\textbf{input} : \gamma_t \text{ (lr)}, \: \beta_1,\beta_2 \text{ (betas)},
- \: \theta_0 \text{ (params)}, \: f(\theta) \text{ (objective)} \\
- &\hspace{13mm} \: \lambda \text{ (weight decay)}, \:\psi \text{ (momentum decay)} \\
- &\hspace{13mm} \: \textit{decoupled\_weight\_decay}, \:\textit{maximize} \\
- &\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
- v_0 \leftarrow 0 \text{ ( second moment)} \\[-1.ex]
- &\rule{110mm}{0.4pt} \\
- &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
- &\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
- &\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm}\textbf{else} \\
- &\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
- &\hspace{5mm} \theta_t \leftarrow \theta_{t-1} \\
- &\hspace{5mm} \textbf{if} \: \lambda \neq 0 \\
- &\hspace{10mm}\textbf{if} \: \textit{decoupled\_weight\_decay} \\
- &\hspace{15mm} \theta_t \leftarrow \theta_{t-1} - \gamma \lambda \theta_{t-1} \\
- &\hspace{10mm}\textbf{else} \\
- &\hspace{15mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
- &\hspace{5mm} \mu_t \leftarrow \beta_1 \big(1 - \frac{1}{2} 0.96^{t \psi} \big) \\
- &\hspace{5mm} \mu_{t+1} \leftarrow \beta_1 \big(1 - \frac{1}{2} 0.96^{(t+1)\psi}\big)\\
- &\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
- &\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
- &\hspace{5mm}\widehat{m_t} \leftarrow \mu_{t+1} m_t/(1-\prod_{i=1}^{t+1}\mu_i)\\[-1.ex]
- & \hspace{11mm} + (1-\mu_t) g_t /(1-\prod_{i=1}^{t} \mu_{i}) \\
- &\hspace{5mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
- &\hspace{5mm}\theta_t \leftarrow \theta_t - \gamma \widehat{m_t}/
- \big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
- &\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 `Incorporating Nesterov Momentum into Adam`_.
- """
- + rf"""
- Args:
- {_params_doc}
- lr (float, Tensor, optional): learning rate (default: 2e-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)
- momentum_decay (float, optional): momentum momentum_decay (default: 4e-3)
- decoupled_weight_decay (bool, optional): whether to decouple the weight
- decay as in AdamW to obtain NAdamW. If True, the algorithm does not
- accumulate weight decay in the momentum nor variance. (default: False)
- {_foreach_doc}
- {_maximize_doc}
- {_capturable_doc}
- {_differentiable_doc}
- .. _Incorporating Nesterov Momentum into Adam:
- https://openreview.net/forum?id=OM0jvwB8jIp57ZJjtNEZ
- .. _Decoupled Weight Decay Regularization:
- https://arxiv.org/abs/1711.05101
- """
- )
- def _single_tensor_nadam(
- params: list[Tensor],
- grads: list[Tensor],
- exp_avgs: list[Tensor],
- exp_avg_sqs: list[Tensor],
- mu_products: list[Tensor],
- state_steps: list[Tensor],
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- momentum_decay: float,
- eps: float,
- decoupled_weight_decay: bool,
- maximize: bool,
- capturable: bool,
- differentiable: bool,
- has_complex: bool,
- ) -> None:
- if not torch.jit.is_scripting():
- lr = _to_scalar(lr)
- 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]
- mu_product = mu_products[i]
- step_t = state_steps[i]
- 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)
- # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
- if not torch.compiler.is_compiling() and capturable:
- capturable_supported_devices = _get_capturable_supported_devices()
- if not (
- param.device.type == mu_product.device.type == step_t.device.type
- and param.device.type in capturable_supported_devices
- ):
- raise AssertionError(
- f"If capturable=True, params, mu_products and state_steps must be "
- f"on supported devices: {capturable_supported_devices}."
- )
- # update step
- step_t += 1
- if capturable:
- step = step_t
- else:
- step = _get_value(step_t)
- bias_correction2 = 1 - beta2**step
- if weight_decay != 0:
- if decoupled_weight_decay:
- # Perform stepweight decay
- param.mul_(1 - lr * weight_decay)
- else:
- grad = grad.add(param, alpha=weight_decay)
- # calculate the momentum cache \mu^{t} and \mu^{t+1}
- mu = beta1 * (1.0 - 0.5 * (0.96 ** (step * momentum_decay)))
- mu_next = beta1 * (1.0 - 0.5 * (0.96 ** ((step + 1) * momentum_decay)))
- # update mu_product
- mu_product *= mu
- # 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)
- denom = exp_avg_sq.div(bias_correction2).sqrt()
- if differentiable or capturable:
- denom = denom.add(eps)
- # Make autograd track the operations
- # by updating the grad and exp_avg directly and not using the
- # scalar "value" argument of addcdiv.
- mu_product_next = mu_product * mu_next
- grad = grad * (-lr * (1.0 - mu) / (1.0 - mu_product))
- exp_avg = exp_avg * (-lr * mu_next / (1.0 - mu_product_next))
- param.addcdiv_(grad, denom)
- param.addcdiv_(exp_avg, denom)
- else:
- mu_product_next = _get_value(mu_product) * mu_next
- denom.add_(eps)
- param.addcdiv_(
- grad, denom, value=(-lr * (1.0 - mu) / (1.0 - _get_value(mu_product)))
- )
- param.addcdiv_(
- exp_avg,
- denom,
- value=cast(float, (-lr * mu_next) / (1.0 - mu_product_next)),
- )
- def _multi_tensor_nadam(
- params: list[Tensor],
- grads: list[Tensor],
- exp_avgs: list[Tensor],
- exp_avg_sqs: list[Tensor],
- mu_products: list[Tensor],
- state_steps: list[Tensor],
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- momentum_decay: float,
- eps: float,
- decoupled_weight_decay: bool,
- maximize: bool,
- capturable: bool,
- differentiable: bool,
- has_complex: bool,
- ) -> None:
- if len(params) == 0:
- return
- if differentiable:
- raise AssertionError("_foreach ops don't support autograd")
- # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
- if not torch.compiler.is_compiling() and capturable:
- capturable_supported_devices = _get_capturable_supported_devices(
- supports_xla=False
- )
- if not all(
- p.device.type == mp.device.type == step.device.type
- and p.device.type in capturable_supported_devices
- for p, mp, step in zip(params, mu_products, state_steps, strict=True)
- ):
- raise AssertionError(
- "If capturable=True, "
- "params, mu_products, and state_steps must be on supported devices: "
- f"{capturable_supported_devices}."
- )
- lr = _to_scalar(lr)
- grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
- [params, grads, exp_avgs, exp_avg_sqs, mu_products, state_steps] # type: ignore[list-item]
- )
- for (
- grouped_params_,
- grouped_grads_,
- grouped_exp_avgs_,
- grouped_exp_avg_sqs_,
- grouped_mu_products_,
- grouped_state_steps_,
- ), _ in grouped_tensors.values():
- grouped_params = cast(list[Tensor], grouped_params_)
- grouped_grads = cast(list[Tensor], grouped_grads_)
- grouped_exp_avgs = cast(list[Tensor], grouped_exp_avgs_)
- grouped_exp_avg_sqs = cast(list[Tensor], grouped_exp_avg_sqs_)
- grouped_mu_products = cast(list[Tensor], grouped_mu_products_)
- grouped_state_steps = cast(list[Tensor], grouped_state_steps_)
- # handle complex
- 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]
- # 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 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:
- if decoupled_weight_decay:
- # Perform stepweight decay
- torch._foreach_mul_(grouped_params, 1 - lr * weight_decay)
- else:
- # Reuse 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
- )
- exp_avg_sq_sqrt = torch._foreach_sqrt(grouped_exp_avg_sqs)
- bias_correction_sqrt: tuple[Tensor, ...] | list[Tensor]
- mus: tuple[Tensor, ...] | list[Tensor]
- mu_nexts: tuple[Tensor, ...] | list[Tensor]
- if capturable:
- # mus will be beta1 * (1 - 0.5 * 0.96 ** (step * momentum_decay))
- exponent = torch._foreach_mul(grouped_state_steps, momentum_decay)
- mus = torch._foreach_pow(0.96, exponent)
- torch._foreach_mul_(mus, -0.5)
- torch._foreach_add_(mus, 1.0)
- torch._foreach_mul_(mus, beta1)
- # mu_nexts will be beta1 * (1 - 0.5 * 0.96 ** ((step + 1) * momentum_decay))
- torch._foreach_add_(exponent, momentum_decay)
- mu_nexts = torch._foreach_pow(0.96, exponent)
- torch._foreach_mul_(mu_nexts, -0.5)
- torch._foreach_add_(mu_nexts, 1.0)
- torch._foreach_mul_(mu_nexts, beta1)
- # save peak memory as we don't need exponent anymore
- del exponent
- bias_correction_sqrt = torch._foreach_pow(beta2, grouped_state_steps)
- # foreach_sub doesn't allow a scalar as the first arg
- torch._foreach_sub_(bias_correction_sqrt, 1.0)
- torch._foreach_neg_(bias_correction_sqrt)
- torch._foreach_sqrt_(bias_correction_sqrt)
- else:
- bias_correction_sqrt = [
- (1 - beta2 ** _get_value(step)) ** 0.5 for step in grouped_state_steps
- ]
- mus = [
- beta1 * (1.0 - 0.5 * (0.96 ** (_get_value(step) * momentum_decay)))
- for step in grouped_state_steps
- ]
- mu_nexts = [
- beta1
- * (1.0 - 0.5 * (0.96 ** ((_get_value(step) + 1) * momentum_decay)))
- for step in grouped_state_steps
- ]
- # update mu_products
- torch._foreach_mul_(grouped_mu_products, mus)
- torch._foreach_div_(exp_avg_sq_sqrt, bias_correction_sqrt)
- torch._foreach_add_(exp_avg_sq_sqrt, eps)
- # explicitly delete bias_correction refs to save memory
- del bias_correction_sqrt
- if capturable:
- # Build up the step_size multiplier for grad, reusing mus' memory
- torch._foreach_sub_(mus, 1.0)
- torch._foreach_mul_(mus, lr)
- # foreach_sub doesn't allow a scalar as the first arg
- denom = torch._foreach_sub(grouped_mu_products, 1.0)
- torch._foreach_neg_(denom)
- torch._foreach_div_(mus, denom)
- # - lr * (1 - mu) / (1 - mu_product)
- step_size_grads = mus
- # explicitly delete denom to save memory
- del denom
- # Build up the step_size multiplier for exp_avg, reusing mu_nexts' memory
- denom = torch._foreach_mul(grouped_mu_products, mu_nexts)
- torch._foreach_mul_(mu_nexts, lr)
- # foreach_sub doesn't allow a scalar as the first arg, but it's okay because
- # we need a negative here anyway
- torch._foreach_sub_(denom, 1.0)
- torch._foreach_div_(mu_nexts, denom)
- # - lr * mu_next / (1 - mu_product * mu_next)
- step_size_expavg = mu_nexts
- # explicitly delete denom to save memory
- del denom
- # we cannot inplace into step_size_grads cuz it is a list of ScalarTensors
- # and mul'ing with grouped_grads will result in a list of bigger Tensors
- numerator = torch._foreach_mul(step_size_grads, grouped_grads)
- torch._foreach_addcmul_(numerator, step_size_expavg, grouped_exp_avgs)
- # finally, update params
- torch._foreach_addcdiv_(grouped_params, numerator, exp_avg_sq_sqrt)
- else:
- step_size_grads = _stack_if_compiling(
- [
- (_get_value(lr) * (1.0 - mu) / (1.0 - _get_value(mu_product))) * -1
- for mu_product, mu in zip(grouped_mu_products, mus, strict=True)
- ]
- )
- step_size_expavg = _stack_if_compiling(
- [
- (
- _get_value(lr)
- * mu_next
- / (1.0 - _get_value(mu_product) * mu_next)
- )
- * -1
- for mu_product, mu_next in zip(
- grouped_mu_products, mu_nexts, strict=True
- )
- ]
- )
- torch._foreach_addcdiv_(
- grouped_params,
- grouped_grads,
- exp_avg_sq_sqrt,
- step_size_grads, # type: ignore[arg-type]
- )
- torch._foreach_addcdiv_(
- grouped_params,
- grouped_exp_avgs,
- exp_avg_sq_sqrt,
- step_size_expavg, # type: ignore[arg-type]
- )
- @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_nadam)
- def nadam(
- params: list[Tensor],
- grads: list[Tensor],
- exp_avgs: list[Tensor],
- exp_avg_sqs: list[Tensor],
- mu_products: 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: bool | None = None,
- capturable: bool = False,
- differentiable: bool = False,
- has_complex: bool = False,
- maximize: bool = False,
- *,
- beta1: float,
- beta2: float,
- lr: float,
- weight_decay: float,
- momentum_decay: float,
- eps: float,
- ) -> None:
- r"""Functional API that performs NAdam algorithm computation.
- See :class:`~torch.optim.NAdam` 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 not all(isinstance(t, torch.Tensor) for t in mu_products):
- raise RuntimeError(
- "API has changed, `mu_products` 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_nadam
- else:
- func = _single_tensor_nadam
- func(
- params,
- grads,
- exp_avgs,
- exp_avg_sqs,
- mu_products,
- state_steps,
- beta1=beta1,
- beta2=beta2,
- lr=lr,
- weight_decay=weight_decay,
- momentum_decay=momentum_decay,
- maximize=maximize,
- decoupled_weight_decay=decoupled_weight_decay,
- eps=eps,
- capturable=capturable,
- differentiable=differentiable,
- has_complex=has_complex,
- )
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