import torch from torch.optim import Optimizer import math import apex import unittest from test_fused_optimizer import TestFusedOptimizer from itertools import product class Novograd(Optimizer): """ Implements Novograd algorithm. 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: (0.95, 0)) 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) grad_averaging: gradient averaging amsgrad (boolean, optional): whether to use the AMSGrad variant of this algorithm from the paper `On the Convergence of Adam and Beyond`_ (default: False) """ def __init__(self, params, lr=1e-3, betas=(0.95, 0), eps=1e-8, weight_decay=0, grad_averaging=False, amsgrad=False): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {}".format(lr)) if not 0.0 <= eps: raise ValueError("Invalid epsilon value: {}".format(eps)) if not 0.0 <= betas[0] < 1.0: raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1])) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, grad_averaging=grad_averaging, amsgrad=amsgrad) super(Novograd, self).__init__(params, defaults) def __setstate__(self, state): super(Novograd, self).__setstate__(state) for group in self.param_groups: group.setdefault('amsgrad', False) def step(self, closure=None): """Performs a single optimization step. Arguments: closure (callable, optional): A closure that reevaluates the model and returns the loss. """ loss = None if closure is not None: loss = closure() for group in self.param_groups: for p in group['params']: if p.grad is None: continue grad = p.grad.data if grad.is_sparse: raise RuntimeError('Sparse gradients are not supported.') amsgrad = group['amsgrad'] state = self.state[p] # State initialization if len(state) == 0: state['step'] = 0 # Exponential moving average of gradient values state['exp_avg'] = torch.zeros_like(p.data) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device) exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] if amsgrad: max_exp_avg_sq = state['max_exp_avg_sq'] beta1, beta2 = group['betas'] state['step'] += 1 norm = torch.sum(torch.pow(grad, 2)) if exp_avg_sq == 0: exp_avg_sq.copy_(norm) else: exp_avg_sq.mul_(beta2).add_(norm, alpha=1 - beta2) if amsgrad: # Maintains the maximum of all 2nd moment running avg. till now torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) # Use the max. for normalizing running avg. of gradient denom = max_exp_avg_sq.sqrt().add_(group['eps']) else: denom = exp_avg_sq.sqrt().add_(group['eps']) grad.div_(denom) if group['weight_decay'] != 0: grad.add_(p.data, alpha=group['weight_decay']) if group['grad_averaging']: grad.mul_(1 - beta1) exp_avg.mul_(beta1).add_(grad) p.data.add_(exp_avg, alpha=-group['lr']) return loss class TestFusedNovoGrad(TestFusedOptimizer): def __init__(self, *args, **kwargs): super(TestFusedNovoGrad, self).__init__(*args, **kwargs) # The options for NovoGrad and FusedNovoGrad are very specific if they # are expected to behave the same. self.options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8, 'weight_decay':0, 'grad_averaging':False, 'amsgrad':False} self.tst_options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8, 'weight_decay':0, 'grad_averaging':False, 'amsgrad':False, 'bias_correction':False, 'reg_inside_moment':True, 'norm_type':2, 'init_zero':False, 'set_grad_none':True} self.ref_optim = Novograd self.fused_optim = apex.optimizers.FusedNovoGrad def test_float(self): self.gen_single_type_test(param_type=torch.float) def test_half(self): self.gen_single_type_test(param_type=torch.float16) @unittest.skipIf(torch.cuda.device_count()<2, "more than 1 GPU required") def test_multi_device(self): devices = ("cuda:1", "cuda:0") for current_dev, tensor_dev in product(devices, devices): with torch.cuda.device(current_dev): torch.cuda.synchronize() self.gen_single_type_test(param_type=torch.float, device=tensor_dev) def test_multi_params(self): sizes = [[4096, 1024], [4096], [4096, 2048], [32320, 1024], [1]] tensors = [] for size in sizes: tensors.append(torch.rand(size, dtype=torch.float, device="cuda")) ref_param, tst_param, ref_optim, tst_optim = self.gen_param_optim( tensors, self.options, self.tst_options ) for _ in range(self.iters): self.gen_grad(ref_param, tst_param) ref_optim.step() tst_optim.step() max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param) self.assertLessEqual(max_abs_diff, self.max_abs_diff) self.assertLessEqual(max_rel_diff, self.max_rel_diff) if __name__ == '__main__': unittest.main()