liaoxingyu 4cc157a12f add lars optimizer
Summary: support lars optimizer refer to https://arxiv.org/abs/1708.03888 which can make large batch training stable
2020-06-22 12:12:19 +08:00

102 lines
3.9 KiB
Python

# encoding: utf-8
"""
@author: xingyu liao
@contact: liaoxingyu5@jd.com
"""
# based on:
# https://github.com/NVIDIA/apex/blob/d74fda260c403f775817470d87f810f816f3d615/apex/parallel/LARC.py
import torch
from torch.optim.optimizer import Optimizer
class LARS(Optimizer):
"""
:class:`LARS` is a pytorch implementation of both the scaling and clipping variants of LARC,
in which the ratio between gradient and parameter magnitudes is used to calculate an adaptive
local learning rate for each individual parameter. The algorithm is designed to improve
convergence of large batch training.
See https://arxiv.org/abs/1708.03888 for calculation of the local learning rate.
In practice it modifies the gradients of parameters as a proxy for modifying the learning rate
of the parameters. This design allows it to be used as a wrapper around any torch.optim Optimizer.
```
model = ...
optim = torch.optim.Adam(model.parameters(), lr=...)
optim = LARS(optim)
```
It can even be used in conjunction with apex.fp16_utils.FP16_optimizer.
```
model = ...
optim = torch.optim.Adam(model.parameters(), lr=...)
optim = LARS(optim)
optim = apex.fp16_utils.FP16_Optimizer(optim)
```
Args:
optimizer: Pytorch optimizer to wrap and modify learning rate for.
trust_coefficient: Trust coefficient for calculating the lr. See https://arxiv.org/abs/1708.03888
clip: Decides between clipping or scaling mode of LARC. If `clip=True` the learning rate is set to `min(optimizer_lr, local_lr)` for each parameter. If `clip=False` the learning rate is set to `local_lr*optimizer_lr`.
eps: epsilon kludge to help with numerical stability while calculating adaptive_lr
"""
def __init__(self, optimizer, trust_coefficient=0.02, clip=True, eps=1e-8):
self.param_groups = optimizer.param_groups
self.optim = optimizer
self.trust_coefficient = trust_coefficient
self.eps = eps
self.clip = clip
def __getstate__(self):
return self.optim.__getstate__()
def __setstate__(self, state):
self.optim.__setstate__(state)
def __repr__(self):
return self.optim.__repr__()
def state_dict(self):
return self.optim.state_dict()
def load_state_dict(self, state_dict):
self.optim.load_state_dict(state_dict)
def zero_grad(self):
self.optim.zero_grad()
def add_param_group(self, param_group):
self.optim.add_param_group(param_group)
def step(self):
with torch.no_grad():
weight_decays = []
for group in self.optim.param_groups:
# absorb weight decay control from optimizer
weight_decay = group['weight_decay'] if 'weight_decay' in group else 0
weight_decays.append(weight_decay)
group['weight_decay'] = 0
for p in group['params']:
if p.grad is None:
continue
param_norm = torch.norm(p.data)
grad_norm = torch.norm(p.grad.data)
if param_norm != 0 and grad_norm != 0:
# calculate adaptive lr + weight decay
adaptive_lr = self.trust_coefficient * (param_norm) / (
grad_norm + param_norm * weight_decay + self.eps)
# clip learning rate for LARC
if self.clip:
# calculation of adaptive_lr so that when multiplied by lr it equals `min(adaptive_lr, lr)`
adaptive_lr = min(adaptive_lr / group['lr'], 1)
p.grad.data += weight_decay * p.data
p.grad.data *= adaptive_lr
self.optim.step()
# return weight decay control to optimizer
for i, group in enumerate(self.optim.param_groups):
group['weight_decay'] = weight_decays[i]