Source code for common.pytorch.optim.ASGD

# Copyright 2022 Cerebras Systems.
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# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
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#     http://www.apache.org/licenses/LICENSE-2.0
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"""
Cerebras implementation of ASGD optimizer. Adapted from the `torch.optim.ASGD`
implementation.
"""

import torch

from modelzoo.common.pytorch.optim.CSOptimizer import CSOptimizer


[docs]class ASGD(CSOptimizer): r"""ASGD optimizer implemented to conform to execution within the constraints of the Cerebras WSE, including pre-initializing optimizer state. For more details, see https://dl.acm.org/citation.cfm?id=131098 """
[docs] def __init__( self, params, lr=1e-2, lambd=1e-4, alpha=0.75, t0=1e6, weight_decay=0, maximize: bool = False, ): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {}".format(lr)) if not 0.0 <= weight_decay: raise ValueError( "Invalid weight_decay value: {}".format(weight_decay) ) defaults = dict( lr=lr, lambd=lambd, alpha=alpha, t0=t0, weight_decay=weight_decay, maximize=maximize, ) super(ASGD, self).__init__(params, defaults, enable_global_step=True)
[docs] def state_names_to_sparsify(self): return ["ax"]
[docs] def preinitialize(self): """ Allocates tensors for the optimizer state to allow direct compilation of the model before the first step. """ for group in self.param_groups: for p in group["params"]: self.state[p]["eta"] = torch.tensor(group["lr"]).to(p.device) self.state[p]["mu"] = torch.tensor(1.0).to(p.device) self.state[p]["ax"] = torch.zeros_like(p, device="cpu").to( p.device )
@torch.no_grad() def step(self, closure=None): r"""Performs a single optimization step. Args: closure (Callable, optional): A closure that reevaluates the model and returns the loss. """ loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: lambd = group["lambd"] lr = group["lr"] t0 = group["t0"] for p in group["params"]: if p.grad is not None: if p.grad.is_sparse: raise RuntimeError( "ASGD does not support sparse gradients" ) alpha = torch.tensor( group["alpha"], dtype=torch.float32, device=p.device ) state = self.state[p] grad = p.grad grad = grad if not group["maximize"] else -grad mu = state["mu"] ax = state["ax"] eta = state["eta"] step = self._get_global_step(p) if group["weight_decay"] != 0: grad = grad.add(p, alpha=group["weight_decay"]) # decay term p.mul_(1 - lambd * eta) # update parameter p.add_(grad * eta.neg()) # averaging new_ax = torch.where(mu == 1, p, ax.add(p.sub(ax).mul(mu))) ax.copy_(new_ax) new_eta = lr / torch.pow(1 + lambd * lr * step, alpha) eta.copy_(new_eta) new_mu = 1 / torch.maximum( torch.ones(size=[], dtype=mu.dtype), torch.tensor(step - t0, dtype=mu.dtype), ) mu.copy_(new_mu) return loss