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- 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()
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