diff --git a/optimization_pytorch.py b/optimization_pytorch.py new file mode 100644 index 00000000000..74c2ba08ed0 --- /dev/null +++ b/optimization_pytorch.py @@ -0,0 +1,143 @@ +import math +import torch +from torch.optim import Optimizer +from torch.nn.utils import clip_grad_norm_ + +def warmup_cosine(x, warmup=0.002): + s = 1 if x <= warmup else 0 + return s*(x/warmup) + (1-s)*(0.5 * (1 + torch.cos(math.pi * x))) + +def warmup_constant(x, warmup=0.002): + s = 1 if x <= warmup else 0 + return s*(x/warmup) + (1-s)*1 + +def warmup_linear(x, warmup=0.002): + s = 1 if x <= warmup else 0 + return (s*(x/warmup) + (1-s))*(1-x) + +SCHEDULES = { + 'warmup_cosine':warmup_cosine, + 'warmup_constant':warmup_constant, + 'warmup_linear':warmup_linear, +} + + +class OpenAIAdam(Optimizer): + """Implements Open AI version of Adam algorithm with weight decay fix. + """ + def __init__(self, params, lr, schedule, warmup, t_total, + b1=0.9, b2=0.999, e=1e-6, l2=0, + vector_l2=False, max_grad_norm=-1, **kwargs): + if not 0.0 <= lr: + raise ValueError("Invalid learning rate: {}".format(lr)) + if schedule not in SCHEDULES: + raise ValueError("Invalid schedule parameter: {}".format(schedule)) + if not 0 <= warmup: + raise ValueError("Invalid warmup: {}".format(warmup)) + if not 0.0 <= b1 < 1.0: + raise ValueError("Invalid b1 parameter: {}".format(b1)) + if not 0.0 <= b2 < 1.0: + raise ValueError("Invalid b2 parameter: {}".format(b2)) + if not 0.0 <= e: + raise ValueError("Invalid epsilon value: {}".format(e)) + defaults = dict(lr=lr, schedule=schedule, warmup=warmup, t_total=t_total, + b1=b1, b2=b2, e=e, l2=l2, vector_l2=vector_l2, + max_grad_norm=max_grad_norm) + super(OpenAIAdam, self).__init__(params, defaults) + + def get_lr(self): + lr = [] + for group in self.param_groups: + for p in group['params']: + state = self.state[p] + if len(state) == 0: + return [0] + schedule_fct = SCHEDULES[group['schedule']] + lr_scheduled = group['lr'] * schedule_fct(state['step']/group['t_total'], group['warmup']) + lr.append(lr_scheduled) + return lr + + def to(self, device): + """ Move the optimizer state to a specified device""" + for state in self.state.values(): + state['exp_avg'].to(device) + state['exp_avg_sq'].to(device) + + def initialize_step(self, initial_step): + """Initialize state with a defined step (but we don't have stored averaged). + Arguments: + initial_step (int): Initial step number. + """ + for group in self.param_groups: + for p in group['params']: + state = self.state[p] + # State initialization + state['step'] = initial_step + # 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_like(p.data) + + 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('Adam does not support sparse gradients, please consider SparseAdam instead') + + 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_like(p.data) + + exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] + beta1, beta2 = group['b1'], group['b2'] + + state['step'] += 1 + + # Add grad clipping + if group['max_grad_norm'] > 0: + clip_grad_norm_(p, group['max_grad_norm']) + + # Decay the first and second moment running average coefficient + exp_avg.mul_(beta1).add_(1 - beta1, grad) + exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad) + denom = exp_avg_sq.sqrt().add_(group['e']) + + bias_correction1 = 1 - beta1 ** state['step'] + bias_correction2 = 1 - beta2 ** state['step'] + + schedule_fct = SCHEDULES[group['schedule']] + lr_scheduled = group['lr'] * schedule_fct(state['step']/group['t_total'], group['warmup']) + step_size = lr_scheduled * math.sqrt(bias_correction2) / bias_correction1 + + p.data.addcdiv_(-step_size, exp_avg, denom) + + # Just adding the square of the weights to the loss function is *not* + # the correct way of using L2 regularization/weight decay with Adam, + # since that will interact with the m and v parameters in strange ways. + # + # Instead we want ot decay the weights in a manner that doesn't interact + # with the m/v parameters. This is equivalent to adding the square + # of the weights to the loss with plain (non-momentum) SGD. + if (len(p.size()) > 1 or group['vector_l2']) and group['l2'] > 0: + p.data.add_(-lr_scheduled * group['l2'], p.data) + + return loss