diff --git a/timm/optim/nadamw.py b/timm/optim/nadamw.py new file mode 100644 index 00000000..1360f2ca --- /dev/null +++ b/timm/optim/nadamw.py @@ -0,0 +1,344 @@ +""" NAdamW Optimizer + +Based on simplified algorithm in https://github.com/mlcommons/algorithmic-efficiency/tree/main/baselines/nadamw + +Added multi-tensor (foreach) path. +""" +import math +from typing import List, Optional + +import torch +from torch import Tensor + + +# Modified from github.com/pytorch/pytorch/blob/v1.12.1/torch/optim/adamw.py. +class NAdamW(torch.optim.Optimizer): + r"""Implements NAdamW algorithm. + + See Table 1 in https://arxiv.org/abs/1910.05446 for the implementation of + the NAdam algorithm (there is also a comment in the code which highlights + the only difference of NAdamW and AdamW). + For further details regarding the algorithm we refer to + `Decoupled Weight Decay Regularization`_. + + Args: + params (iterable): iterable of parameters to optimize or dicts defining + parameter groups + lr (float, optional): learning rate (default: 1e-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 coefficient (default: 1e-2) + .. _Decoupled Weight Decay Regularization: + https://arxiv.org/abs/1711.05101 + .. _On the Convergence of Adam and Beyond: + https://openreview.net/forum?id=ryQu7f-RZ + """ + + def __init__( + self, + params, + lr=1e-3, + betas=(0.9, 0.999), + eps=1e-8, + weight_decay=1e-2, + maximize: bool = False, + foreach: Optional[bool] = None, + capturable: bool = False, + ): + 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}') + defaults = dict( + lr=lr, + betas=betas, + eps=eps, + weight_decay=weight_decay, + foreach=foreach, + maximize=maximize, + capturable=capturable, + ) + super().__init__(params, defaults) + + def __setstate__(self, state): + super().__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'])) + + @torch.no_grad() + def step(self, closure=None): + """Performs a single optimization step. + + Args: + 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 = [] + state_steps = [] + beta1, beta2 = group['betas'] + + for p in group['params']: + if p.grad is None: + continue + params_with_grad.append(p) + if p.grad.is_sparse: + raise RuntimeError('NAdamW 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) + + exp_avgs.append(state['exp_avg']) + exp_avg_sqs.append(state['exp_avg_sq']) + state_steps.append(state['step']) + + nadamw( + params_with_grad, + grads, + exp_avgs, + exp_avg_sqs, + state_steps, + beta1=beta1, + beta2=beta2, + lr=group['lr'], + weight_decay=group['weight_decay'], + eps=group['eps'], + maximize=group['maximize'], + capturable=group['capturable'], + ) + + return loss + + +def nadamw( + params: List[Tensor], + grads: List[Tensor], + exp_avgs: List[Tensor], + exp_avg_sqs: List[Tensor], + state_steps: List[Tensor], + foreach: Optional[bool] = None, + capturable: bool = False, + *, + beta1: float, + beta2: float, + lr: float, + weight_decay: float, + eps: float, + maximize: bool, +) -> None: + r"""Functional API that performs NAdamW algorithm computation. + See NAdamW 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: + foreach = True + if foreach and not torch.jit.is_scripting(): + func = _multi_tensor_nadamw + else: + func = _single_tensor_nadamw + + func( + params, + grads, + exp_avgs, + exp_avg_sqs, + state_steps, + beta1=beta1, + beta2=beta2, + lr=lr, + weight_decay=weight_decay, + eps=eps, + maximize=maximize, + capturable=capturable, + ) + + +def _single_tensor_nadamw( + params: List[Tensor], + grads: List[Tensor], + exp_avgs: List[Tensor], + exp_avg_sqs: List[Tensor], + state_steps: List[Tensor], + *, + beta1: float, + beta2: float, + lr: float, + weight_decay: float, + eps: float, + maximize: bool, + capturable: bool +): + + 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. + param.mul_(1. - lr * 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 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() + + # Only difference between NAdamW and AdamW in this implementation. + # The official PyTorch implementation of NAdam uses a different algorithm. + exp_avg = exp_avg.mul(beta1).add_(grad, alpha=1 - beta1) + + denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg) + 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) + + # Only difference between NAdamW and AdamW in this implementation. + # The official PyTorch implementation of NAdam uses a different algorithm. + exp_avg = exp_avg.mul(beta1).add_(grad, alpha=1 - beta1) + + denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps) + param.addcdiv_(exp_avg, denom, value=-step_size) + + +def _multi_tensor_nadamw( + params: List[Tensor], + grads: List[Tensor], + exp_avgs: List[Tensor], + exp_avg_sqs: List[Tensor], + state_steps: List[Tensor], + *, + beta1: float, + beta2: float, + lr: float, + weight_decay: float, + eps: float, + maximize: bool, + capturable: bool, +): + 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 + torch._foreach_mul_(params, 1 - lr * weight_decay) + + # Decay the first and second moment running average coefficient + 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) + + exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs) + torch._foreach_div_( + exp_avg_sq_sqrt, 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(exp_avg_sq_sqrt, eps_over_step_size) + + 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] + + # Only difference between NAdamW and AdamW in this implementation. + # The official PyTorch implementation of NAdam uses a different algorithm. + exp_avgs = torch._foreach_mul(exp_avgs, beta1) + torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1) + + exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs) + torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt) + denom = torch._foreach_add(exp_avg_sq_sqrt, eps) + + torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)