adadelta.py 10 KB

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  1. import torch
  2. from torch import Tensor
  3. from .optimizer import (Optimizer, _use_grad_for_differentiable, _default_to_fused_or_foreach,
  4. _differentiable_doc, _foreach_doc, _maximize_doc)
  5. from torch.utils._foreach_utils import _group_tensors_by_device_and_dtype
  6. from typing import List, Optional
  7. __all__ = ["Adadelta", "adadelta"]
  8. class Adadelta(Optimizer):
  9. def __init__(
  10. self,
  11. params,
  12. lr=1.0,
  13. rho=0.9,
  14. eps=1e-6,
  15. weight_decay=0,
  16. foreach: Optional[bool] = None,
  17. *,
  18. maximize: bool = False,
  19. differentiable: bool = False,
  20. ):
  21. if not 0.0 <= lr:
  22. raise ValueError("Invalid learning rate: {}".format(lr))
  23. if not 0.0 <= rho <= 1.0:
  24. raise ValueError("Invalid rho value: {}".format(rho))
  25. if not 0.0 <= eps:
  26. raise ValueError("Invalid epsilon value: {}".format(eps))
  27. if not 0.0 <= weight_decay:
  28. raise ValueError("Invalid weight_decay value: {}".format(weight_decay))
  29. defaults = dict(
  30. lr=lr,
  31. rho=rho,
  32. eps=eps,
  33. weight_decay=weight_decay,
  34. maximize=maximize,
  35. foreach=foreach,
  36. differentiable=differentiable,
  37. )
  38. super().__init__(params, defaults)
  39. def __setstate__(self, state):
  40. super().__setstate__(state)
  41. for group in self.param_groups:
  42. group.setdefault("foreach", None)
  43. group.setdefault("maximize", False)
  44. group.setdefault("differentiable", False)
  45. def _init_group(self, group, params_with_grad, grads, square_avgs, acc_deltas):
  46. for p in group["params"]:
  47. if p.grad is None:
  48. continue
  49. params_with_grad.append(p)
  50. if p.grad.is_sparse:
  51. raise RuntimeError("Adadelta does not support sparse gradients")
  52. grads.append(p.grad)
  53. state = self.state[p]
  54. # Lazy state initialization
  55. if len(state) == 0:
  56. state["step"] = 0
  57. state["square_avg"] = torch.zeros_like(
  58. p, memory_format=torch.preserve_format
  59. )
  60. state["acc_delta"] = torch.zeros_like(
  61. p, memory_format=torch.preserve_format
  62. )
  63. square_avgs.append(state["square_avg"])
  64. acc_deltas.append(state["acc_delta"])
  65. state["step"] += 1
  66. @_use_grad_for_differentiable
  67. def step(self, closure=None):
  68. """Performs a single optimization step.
  69. Args:
  70. closure (Callable, optional): A closure that reevaluates the model
  71. and returns the loss.
  72. """
  73. loss = None
  74. if closure is not None:
  75. with torch.enable_grad():
  76. loss = closure()
  77. for group in self.param_groups:
  78. params_with_grad = []
  79. grads = []
  80. square_avgs = []
  81. acc_deltas = []
  82. lr, rho, eps, weight_decay, foreach, maximize, differentiable = (
  83. group["lr"],
  84. group["rho"],
  85. group["eps"],
  86. group["weight_decay"],
  87. group["foreach"],
  88. group["maximize"],
  89. group["differentiable"],
  90. )
  91. self._init_group(group, params_with_grad, grads, square_avgs, acc_deltas)
  92. adadelta(
  93. params_with_grad,
  94. grads,
  95. square_avgs,
  96. acc_deltas,
  97. lr=lr,
  98. rho=rho,
  99. eps=eps,
  100. weight_decay=weight_decay,
  101. foreach=foreach,
  102. maximize=maximize,
  103. differentiable=differentiable,
  104. )
  105. return loss
  106. Adadelta.__doc__ = r"""Implements Adadelta algorithm.
  107. .. math::
  108. \begin{aligned}
  109. &\rule{110mm}{0.4pt} \\
  110. &\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)},
  111. \: f(\theta) \text{ (objective)}, \: \rho \text{ (decay)},
  112. \: \lambda \text{ (weight decay)} \\
  113. &\textbf{initialize} : v_0 \leftarrow 0 \: \text{ (square avg)},
  114. \: u_0 \leftarrow 0 \: \text{ (accumulate variables)} \\[-1.ex]
  115. &\rule{110mm}{0.4pt} \\
  116. &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
  117. &\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
  118. &\hspace{5mm}if \: \lambda \neq 0 \\
  119. &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
  120. &\hspace{5mm} v_t \leftarrow v_{t-1} \rho + g^2_t (1 - \rho) \\
  121. &\hspace{5mm}\Delta x_t \leftarrow \frac{\sqrt{u_{t-1} +
  122. \epsilon }}{ \sqrt{v_t + \epsilon} }g_t \hspace{21mm} \\
  123. &\hspace{5mm} u_t \leftarrow u_{t-1} \rho +
  124. \Delta x^2_t (1 - \rho) \\
  125. &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \Delta x_t \\
  126. &\rule{110mm}{0.4pt} \\[-1.ex]
  127. &\bf{return} \: \theta_t \\[-1.ex]
  128. &\rule{110mm}{0.4pt} \\[-1.ex]
  129. \end{aligned}
  130. For further details regarding the algorithm we refer to `ADADELTA: An Adaptive Learning Rate Method`_.
  131. """ + r"""
  132. Args:
  133. params (iterable): iterable of parameters to optimize or dicts defining
  134. parameter groups
  135. rho (float, optional): coefficient used for computing a running average
  136. of squared gradients (default: 0.9)
  137. eps (float, optional): term added to the denominator to improve
  138. numerical stability (default: 1e-6)
  139. lr (float, optional): coefficient that scale delta before it is applied
  140. to the parameters (default: 1.0)
  141. weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
  142. {foreach}
  143. {maximize}
  144. {differentiable}
  145. .. _ADADELTA\: An Adaptive Learning Rate Method:
  146. https://arxiv.org/abs/1212.5701
  147. """.format(foreach=_foreach_doc, maximize=_maximize_doc, differentiable=_differentiable_doc)
  148. def adadelta(
  149. params: List[Tensor],
  150. grads: List[Tensor],
  151. square_avgs: List[Tensor],
  152. acc_deltas: List[Tensor],
  153. # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
  154. # setting this as kwarg for now as functional API is compiled by torch/distributed/optim
  155. foreach: Optional[bool] = None,
  156. differentiable: bool = False,
  157. *,
  158. lr: float,
  159. rho: float,
  160. eps: float,
  161. weight_decay: float,
  162. maximize: bool,
  163. ):
  164. r"""Functional API that performs Adadelta algorithm computation.
  165. See :class:`~torch.optim.Adadelta` for details.
  166. """
  167. # We still respect when the user inputs False for foreach.
  168. if foreach is None:
  169. _, foreach = _default_to_fused_or_foreach(params, differentiable, use_fused=False)
  170. if foreach and torch.jit.is_scripting():
  171. raise RuntimeError("torch.jit.script not supported with foreach optimizers")
  172. if foreach and not torch.jit.is_scripting():
  173. func = _multi_tensor_adadelta
  174. else:
  175. func = _single_tensor_adadelta
  176. func(
  177. params,
  178. grads,
  179. square_avgs,
  180. acc_deltas,
  181. lr=lr,
  182. rho=rho,
  183. eps=eps,
  184. weight_decay=weight_decay,
  185. maximize=maximize,
  186. differentiable=differentiable,
  187. )
  188. def _single_tensor_adadelta(
  189. params: List[Tensor],
  190. grads: List[Tensor],
  191. square_avgs: List[Tensor],
  192. acc_deltas: List[Tensor],
  193. *,
  194. lr: float,
  195. rho: float,
  196. eps: float,
  197. weight_decay: float,
  198. maximize: bool,
  199. differentiable: bool,
  200. ):
  201. for (param, grad, square_avg, acc_delta) in zip(
  202. params, grads, square_avgs, acc_deltas
  203. ):
  204. grad = grad if not maximize else -grad
  205. if weight_decay != 0:
  206. grad = grad.add(param, alpha=weight_decay)
  207. if torch.is_complex(param):
  208. square_avg = torch.view_as_real(square_avg)
  209. acc_delta = torch.view_as_real(acc_delta)
  210. grad = torch.view_as_real(grad)
  211. square_avg.mul_(rho).addcmul_(grad, grad, value=1 - rho)
  212. std = square_avg.add(eps).sqrt_()
  213. delta = acc_delta.add(eps).sqrt_()
  214. if differentiable:
  215. delta = delta.clone()
  216. delta.div_(std).mul_(grad)
  217. acc_delta.mul_(rho).addcmul_(delta, delta, value=1 - rho)
  218. if torch.is_complex(param):
  219. delta = torch.view_as_complex(delta)
  220. param.add_(delta, alpha=-lr)
  221. def _multi_tensor_adadelta(
  222. params: List[Tensor],
  223. grads: List[Tensor],
  224. square_avgs: List[Tensor],
  225. acc_deltas: List[Tensor],
  226. *,
  227. lr: float,
  228. weight_decay: float,
  229. rho: float,
  230. eps: float,
  231. maximize: bool,
  232. differentiable: bool,
  233. ):
  234. assert not differentiable, "_foreach ops don't support autograd"
  235. if len(params) == 0:
  236. return
  237. grouped_tensors = _group_tensors_by_device_and_dtype([params, grads, square_avgs, acc_deltas])
  238. for device_params, device_grads, device_square_avgs, device_acc_deltas in grouped_tensors.values():
  239. if maximize:
  240. device_grads = torch._foreach_neg(device_grads)
  241. if weight_decay != 0:
  242. device_grads = torch._foreach_add(device_grads, device_params, alpha=weight_decay)
  243. torch._foreach_mul_(device_square_avgs, rho)
  244. torch._foreach_addcmul_(device_square_avgs, device_grads, device_grads, value=1 - rho)
  245. std = torch._foreach_add(device_square_avgs, eps)
  246. torch._foreach_sqrt_(std)
  247. deltas = torch._foreach_add(device_acc_deltas, eps)
  248. torch._foreach_sqrt_(deltas)
  249. torch._foreach_div_(deltas, std)
  250. torch._foreach_mul_(deltas, device_grads)
  251. torch._foreach_add_(device_params, deltas, alpha=-lr)
  252. torch._foreach_mul_(device_acc_deltas, rho)
  253. torch._foreach_addcmul_(device_acc_deltas, deltas, deltas, value=1 - rho)