Ejemplo n.º 1
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def adadelta(params: List[Tensor], grads: List[Tensor],
             square_avgs: List[Tensor], acc_deltas: List[Tensor], *, lr: float,
             weight_decay: float, rho: float, eps: float):
    r"""Functional API that performs Adadelta algorithm computation.

    See :class:`~torch.optim.Adadelta` for details.
    """

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    torch._foreach_mul_(square_avgs, rho)
    torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - rho)

    std = torch._foreach_add(square_avgs, eps)
    torch._foreach_sqrt_(std)

    deltas = torch._foreach_add(acc_deltas, eps)
    torch._foreach_sqrt_(deltas)
    torch._foreach_div_(deltas, std)
    torch._foreach_mul_(deltas, grads)

    torch._foreach_add_(params, deltas, alpha=-lr)

    torch._foreach_mul_(acc_deltas, rho)
    torch._foreach_addcmul_(acc_deltas, deltas, deltas, value=1 - rho)
Ejemplo n.º 2
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def asgd(params: List[Tensor], grads: List[Tensor], states: List[Dict],
         lambd: float, lr: float, t0: float, alpha: float,
         weight_decay: float):
    r"""Functional API that performs ASGD algorithm computation.
    See :class:`~torch.optim.ASGD` for details.
    """

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # decay term
    eta = states[0]['eta']
    torch._foreach_mul_(params, 1 - lambd * eta)

    # update parameter
    torch._foreach_add_(params, grads, alpha=-eta)

    # averaging
    for i in range(len(states)):
        if states[i]['mu'] != 1:
            states[i]['ax'].add_(params[i].sub(states[i]['ax']).mul(
                states[i]['mu']))
        else:
            states[i]['ax'].copy_(params[i])

    # update eta and mu
    for state in states:
        state['eta'] = (lr / math.pow((1 + lambd * lr * state['step']), alpha))
        state['mu'] = 1 / max(1, state['step'] - t0)
Ejemplo n.º 3
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def _multi_tensor_rmsprop(params: List[Tensor], grads: List[Tensor],
                          square_avgs: List[Tensor], grad_avgs: List[Tensor],
                          momentum_buffer_list: List[Tensor], *, lr: float,
                          alpha: float, eps: float, weight_decay: float,
                          momentum: float, centered: bool):

    if len(params) == 0:
        return

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    torch._foreach_mul_(square_avgs, alpha)
    torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - alpha)

    if centered:
        torch._foreach_mul_(grad_avgs, alpha)
        torch._foreach_add_(grad_avgs, grads, alpha=1 - alpha)
        avg = torch._foreach_addcmul(square_avgs,
                                     grad_avgs,
                                     grad_avgs,
                                     value=-1)
        torch._foreach_sqrt_(avg)
        torch._foreach_add_(avg, eps)
    else:
        avg = torch._foreach_sqrt(square_avgs)
        torch._foreach_add_(avg, eps)

    if momentum > 0:
        torch._foreach_mul_(momentum_buffer_list, momentum)
        torch._foreach_addcdiv_(momentum_buffer_list, grads, avg)
        torch._foreach_add_(params, momentum_buffer_list, alpha=-lr)
    else:
        torch._foreach_addcdiv_(params, grads, avg, value=-lr)
Ejemplo n.º 4
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def _multi_tensor_adadelta(params: List[Tensor],
                           grads: List[Tensor],
                           square_avgs: List[Tensor],
                           acc_deltas: List[Tensor],
                           *,
                           lr: float,
                           weight_decay: float,
                           rho: float,
                           eps: float):

    if len(params) == 0:
        return

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    torch._foreach_mul_(square_avgs, rho)
    torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - rho)

    std = torch._foreach_add(square_avgs, eps)
    torch._foreach_sqrt_(std)

    deltas = torch._foreach_add(acc_deltas, eps)
    torch._foreach_sqrt_(deltas)
    torch._foreach_div_(deltas, std)
    torch._foreach_mul_(deltas, grads)

    torch._foreach_add_(params, deltas, alpha=-lr)

    torch._foreach_mul_(acc_deltas, rho)
    torch._foreach_addcmul_(acc_deltas, deltas, deltas, value=1 - rho)
Ejemplo n.º 5
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    def test_complex_scalar(self, device, dtype):
        tensors = [
            torch.zeros(10, 10, device=device, dtype=dtype) for _ in range(10)
        ]
        complex_scalar = 3 + 5j

        # bool tensor + 1 will result in int64 tensor
        expected = [
            torch.add(complex_scalar,
                      torch.zeros(10, 10, device=device, dtype=dtype))
            for _ in range(10)
        ]

        if dtype in [
                torch.float16, torch.float32, torch.float64, torch.bfloat16
        ] and device == 'cuda:0':
            # value cannot be converted to dtype without overflow:
            self.assertRaises(
                RuntimeError,
                lambda: torch._foreach_add_(tensors, complex_scalar))
            self.assertRaises(
                RuntimeError,
                lambda: torch._foreach_add(tensors, complex_scalar))
            return

        res = torch._foreach_add(tensors, complex_scalar)
        self.assertEqual(res, expected)

        if dtype not in [torch.complex64, torch.complex128]:
            self.assertRaises(
                RuntimeError,
                lambda: torch._foreach_add_(tensors, complex_scalar))
        else:
            torch._foreach_add_(tensors, complex_scalar)
            self.assertEqual(res, tensors)
Ejemplo n.º 6
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    def _update(self):
        # _foreach_** is n times faster than for loops
        o_p = [
            p.data for p in self._original_model.parameters()
            if isinstance(p, torch.Tensor)
        ]
        e_p = [
            p.data for p in self._ema_model.parameters()
            if isinstance(p, torch.Tensor)
        ]
        torch._foreach_mul_(e_p, self.momentum)
        torch._foreach_add_(e_p, o_p, alpha=1 - self.momentum)

        # some buffers are integer for counting etc.
        o_b = [
            b for b in self._original_model.buffers()
            if isinstance(b, torch.Tensor) and torch.is_floating_point(b)
        ]
        if len(o_b) > 0:
            e_b = [
                b for b in self._ema_model.buffers()
                if isinstance(b, torch.Tensor) and torch.is_floating_point(b)
            ]
            torch._foreach_mul_(e_b, self.momentum)
            torch._foreach_add_(e_b, o_b, alpha=1 - self.momentum)
Ejemplo n.º 7
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    def test_int_scalar(self, device, dtype):
        tensors = [
            torch.zeros(10, 10, device=device, dtype=dtype) for _ in range(10)
        ]
        int_scalar = 1

        # bool tensor + 1 will result in int64 tensor
        if dtype == torch.bool:
            expected = [
                torch.ones(10, 10, device=device, dtype=torch.int64)
                for _ in range(10)
            ]
        else:
            expected = [
                torch.ones(10, 10, device=device, dtype=dtype)
                for _ in range(10)
            ]

        res = torch._foreach_add(tensors, int_scalar)
        self.assertEqual(res, expected)

        if dtype in [torch.bool]:
            with self.assertRaisesRegex(
                    RuntimeError,
                    "result type Long can't be cast to the desired output type Bool"
            ):
                torch._foreach_add_(tensors, int_scalar)
        else:
            torch._foreach_add_(tensors, int_scalar)
            self.assertEqual(res, tensors)
Ejemplo n.º 8
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    def test_float_scalar(self, device, dtype):
        tensors = [
            torch.zeros(10, 10, device=device, dtype=dtype) for _ in range(10)
        ]
        float_scalar = 1.

        # float scalar + integral tensor will result in float tensor
        if dtype in [
                torch.uint8, torch.int8, torch.int16, torch.int32, torch.int64,
                torch.bool
        ]:
            expected = [
                torch.ones(10, 10, device=device, dtype=torch.float32)
                for _ in range(10)
            ]
        else:
            expected = [
                torch.ones(10, 10, device=device, dtype=dtype)
                for _ in range(10)
            ]

        res = torch._foreach_add(tensors, float_scalar)
        self.assertEqual(res, expected)

        if dtype in [
                torch.uint8, torch.int8, torch.int16, torch.int32, torch.int64,
                torch.bool
        ]:
            self.assertRaises(
                RuntimeError,
                lambda: torch._foreach_add_(tensors, float_scalar))
        else:
            torch._foreach_add_(tensors, float_scalar)
            self.assertEqual(res, tensors)
Ejemplo n.º 9
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def adamax(params: List[Tensor], grads: List[Tensor], exp_avgs: List[Tensor],
           exp_infs: List[Tensor], states: List[Dict], *, beta1: float,
           beta2: float, lr: float, weight_decay: float, eps: float):
    r"""Functional API that performs Adamax algorithm computation.

    See :class:`~torch.optim.Adamax` for details.
    """

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # Update biased first moment estimate.
    torch._foreach_mul_(exp_avgs, beta1)
    torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)

    # Update the exponentially weighted infinity norm.
    torch._foreach_mul_(exp_infs, beta2)

    for exp_inf, grad in zip(exp_infs, grads):
        norm_buf = torch.cat(
            [exp_inf.unsqueeze(0),
             grad.abs().add_(eps).unsqueeze_(0)], 0)
        torch.max(norm_buf,
                  0,
                  keepdim=False,
                  out=(exp_inf, exp_inf.new().long()))

    bias_corrections = [1 - beta1**state['step'] for state in states]
    clr = [-1 * (lr / bias_correction) for bias_correction in bias_corrections]
    torch._foreach_addcdiv_(params, exp_avgs, exp_infs, clr)
Ejemplo n.º 10
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    def test_add_with_different_size_tensors(self, device, dtype):
        if dtype == torch.bool:
            return
        tensors = [torch.zeros(10 + n, 10 + n, device=device, dtype=dtype) for n in range(10)]
        expected = [torch.ones(10 + n, 10 + n, device=device, dtype=dtype) for n in range(10)]

        torch._foreach_add_(tensors, 1)
        self.assertEqual(expected, tensors)
Ejemplo n.º 11
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    def test_add_list_different_sizes(self, device, dtype):
        tensors1 = [torch.zeros(10 + n, 10 + n, device=device, dtype=dtype) for n in range(10)]
        tensors2 = [torch.ones(10 + n, 10 + n, device=device, dtype=dtype) for n in range(10)]

        res = torch._foreach_add(tensors1, tensors2)
        torch._foreach_add_(tensors1, tensors2)
        self.assertEqual(res, tensors1)
        self.assertEqual(res, [torch.ones(10 + n, 10 + n, device=device, dtype=dtype) for n in range(10)])
Ejemplo n.º 12
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    def test_add_scalar_with_empty_list_and_empty_tensor(self, device, dtype):
        # TODO: enable empty list case
        for tensors in [[torch.randn([0])]]:
            res = torch._foreach_add(tensors, 1)
            self.assertEqual(res, tensors)

            torch._foreach_add_(tensors, 1)
            self.assertEqual(res, tensors)
Ejemplo n.º 13
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def adagrad(params: List[Tensor], grads: List[Tensor],
            state_sums: List[Tensor], state_steps: List[int],
            has_sparse_grad: bool, *, lr: float, weight_decay: float,
            lr_decay: float, eps: float):
    r"""Functional API that performs Adagrad algorithm computation.

    See :class:`~torch.optim.Adagrad` for details.
    """

    if weight_decay != 0:
        if has_sparse_grad:
            raise RuntimeError(
                "weight_decay option is not compatible with sparse gradients")
        torch._foreach_add_(grads, params, alpha=weight_decay)

    minus_clr = [-lr / (1 + (step - 1) * lr_decay) for step in state_steps]

    if has_sparse_grad:
        # sparse is not supported by multi_tensor. Fall back to optim.adagrad
        # implementation for sparse gradients
        for i, (param, grad, state_sum,
                step) in enumerate(zip(params, grads, state_sums,
                                       state_steps)):
            grad = grad.coalesce(
            )  # the update is non-linear so indices must be unique
            grad_indices = grad._indices()
            grad_values = grad._values()
            size = grad.size()

            state_sum.add_(_make_sparse(grad, grad_indices,
                                        grad_values.pow(2)))
            std_sparse = state_sum.sparse_mask(grad)
            std_sparse_values = std_sparse._values().sqrt_().add_(eps)
            param.add_(
                _make_sparse(grad, grad_indices,
                             grad_values / std_sparse_values),
                alpha=minus_clr[i],
            )
    else:
        grads = [
            torch.view_as_real(x) if torch.is_complex(x) else x for x in grads
        ]
        state_sums = [
            torch.view_as_real(x) if torch.is_complex(x) else x
            for x in state_sums
        ]
        torch._foreach_addcmul_(state_sums, grads, grads, value=1)
        std = torch._foreach_add(torch._foreach_sqrt(state_sums), eps)
        toAdd = torch._foreach_div(torch._foreach_mul(grads, minus_clr), std)
        toAdd = [
            torch.view_as_complex(x) if torch.is_complex(params[i]) else x
            for i, x in enumerate(toAdd)
        ]
        torch._foreach_add_(params, toAdd)
        state_sums = [
            torch.view_as_complex(x) if torch.is_complex(params[i]) else x
            for i, x in enumerate(state_sums)
        ]
Ejemplo n.º 14
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 def pre_step(self):
     if self.pre_op:
         with torch.no_grad():
             params, grads = zip(*self.params_with_grads())
             torch._foreach_add_(grads, params, alpha=self.value)
         if self.log:
             logging.debug(
                 'L2 penalty of %s was applied pre optimization step',
                 self.value)
Ejemplo n.º 15
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    def test_bool_scalar(self, device, dtype):
        tensors = [torch.zeros(10, 10, device=device, dtype=dtype) for _ in range(10)]
        bool_scalar = True

        expected = [torch.ones(10, 10, device=device, dtype=dtype) for _ in range(10)]

        res = torch._foreach_add(tensors, bool_scalar)
        self.assertEqual(res, expected)

        torch._foreach_add_(tensors, bool_scalar)
        self.assertEqual(res, tensors)
Ejemplo n.º 16
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def _multi_tensor_rmsprop(params: List[Tensor], grads: List[Tensor],
                          square_avgs: List[Tensor], grad_avgs: List[Tensor],
                          momentum_buffer_list: List[Tensor], *, lr: float,
                          alpha: float, eps: float, weight_decay: float,
                          momentum: float, centered: bool, maximize: bool,
                          differentiable: bool):

    if len(params) == 0:
        return

    assert not differentiable, "_foreach ops don't support autograd"

    if maximize:
        grads = torch._foreach_neg(grads)

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    def _view_complex_as_real(tensor_list):
        return [
            torch.view_as_real(t) if torch.is_complex(t) else t
            for t in tensor_list
        ]

    grads = _view_complex_as_real(grads)
    params = _view_complex_as_real(params)
    square_avgs = _view_complex_as_real(square_avgs)

    torch._foreach_mul_(square_avgs, alpha)
    torch._foreach_addcmul_(square_avgs, grads, grads, value=1 - alpha)

    if centered:
        grad_avgs = _view_complex_as_real(grad_avgs)
        torch._foreach_mul_(grad_avgs, alpha)
        torch._foreach_add_(grad_avgs, grads, alpha=1 - alpha)
        avg = torch._foreach_addcmul(square_avgs,
                                     grad_avgs,
                                     grad_avgs,
                                     value=-1)
        torch._foreach_sqrt_(avg)
        torch._foreach_add_(avg, eps)
    else:
        avg = torch._foreach_sqrt(square_avgs)
        torch._foreach_add_(avg, eps)

    if momentum > 0:
        momentum_buffer_list = _view_complex_as_real(momentum_buffer_list)
        torch._foreach_mul_(momentum_buffer_list, momentum)
        torch._foreach_addcdiv_(momentum_buffer_list, grads, avg)
        torch._foreach_add_(params, momentum_buffer_list, alpha=-lr)
    else:
        torch._foreach_addcdiv_(params, grads, avg, value=-lr)
Ejemplo n.º 17
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    def test_add_list_same_size(self, device, dtype):
        tensors1 = [
            torch.zeros(10, 10, device=device, dtype=dtype) for _ in range(10)
        ]
        tensors2 = [
            torch.ones(10, 10, device=device, dtype=dtype) for _ in range(10)
        ]

        res = torch._foreach_add(tensors1, tensors2)
        torch._foreach_add_(tensors1, tensors2)
        self.assertEqual(res, tensors1)
        self.assertEqual(res[0], torch.ones(10, 10, device=device,
                                            dtype=dtype))
Ejemplo n.º 18
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def radam(params: List[Tensor], grads: List[Tensor], exp_avg: List[Tensor],
          exp_avg_sq: List[Tensor], states: List[Dict], *, beta1: float,
          beta2: float, lr: float, weight_decay: float, eps: float):
    r"""Functional API that performs RAdam algorithm computation.

    See :class:`~torch.optim.RAdam` for details.
    """

    # maximum length of the approximated SMA
    rho_inf = 2 / (1 - beta2) - 1
    # compute the length of the approximated SMA
    rho_t_list = [
        rho_inf - 2 * state['step'] * (beta2**state['step']) /
        (1 - beta2**state['step']) for state in states
    ]

    bias_correction1 = [1 - beta1**state['step'] for state in states]
    bias_correction2 = [1 - beta2**state['step'] for state in states]
    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # Decay the first and second moment running average coefficient
    torch._foreach_mul_(exp_avg, beta1)
    torch._foreach_add_(exp_avg, grads, alpha=1 - beta1)

    torch._foreach_mul_(exp_avg_sq, beta2)
    torch._foreach_addcmul_(exp_avg_sq, grads, grads, 1 - beta2)

    rect = [
        math.sqrt((rho_t - 4) * (rho_t - 2) * rho_inf /
                  ((rho_inf - 4) * (rho_inf - 2) * rho_t)) if rho_t > 5 else 0
        for rho_t in rho_t_list
    ]
    unrectified = [0 if rect > 0 else 1. for rect in rect]

    exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sq)
    bias_correction_sqrt = [math.sqrt(bc) for bc in bias_correction2]
    denom = torch._foreach_div(exp_avg_sq_sqrt, bias_correction_sqrt)
    step_size = [(lr * rect / bc) * -1
                 for rect, bc in zip(rect, bias_correction1)]
    torch._foreach_addcdiv_(params, exp_avg, denom, step_size)

    denom = [
        torch.ones_like(exp_av, memory_format=torch.preserve_format)
        for exp_av in exp_avg
    ]
    step_size = [(lr * rect / bc) * -1
                 for rect, bc in zip(unrectified, bias_correction1)]
    torch._foreach_addcdiv_(params, exp_avg, denom, step_size)
Ejemplo n.º 19
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 def update(self, model):
     x = []
     y = []
     needs_module = hasattr(model, 'module') and not self.ema_has_module
     with torch.no_grad():
         for ema_v, model_v in zip(self.ema.state_dict().values(),
                                   model.state_dict().values()):
             x.append(ema_v.type(torch.float32))
             if self.device:
                 model_v = model_v.detach().to(device=self.device)
             y.append(model_v.type(torch.float32))
         torch._foreach_mul_(x, self.decay)
         torch._foreach_add_(x, y, alpha=1. - self.decay)
         for ind, ema_v in enumerate(self.ema.state_dict().values()):
             ema_v.copy_(x[ind])
Ejemplo n.º 20
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    def test_add_list_slow_path(self, device, dtype):
        # different strides
        tensor1 = torch.zeros(10, 10, device=device, dtype=dtype)
        tensor2 = torch.ones(10, 10, device=device, dtype=dtype)
        res = torch._foreach_add([tensor1], [tensor2.t()])
        torch._foreach_add_([tensor1], [tensor2])
        self.assertEqual(res, [tensor1])

        # non contiguous
        tensor1 = torch.randn(5, 2, 1, 3, device=device)[:, 0]
        tensor2 = torch.randn(5, 2, 1, 3, device=device)[:, 0]
        self.assertFalse(tensor1.is_contiguous())
        self.assertFalse(tensor2.is_contiguous())
        res = torch._foreach_add([tensor1], [tensor2])
        torch._foreach_add_([tensor1], [tensor2])
        self.assertEqual(res, [tensor1])
Ejemplo n.º 21
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def _multi_tensor_adamw(params: List[Tensor], grads: List[Tensor],
                        exp_avgs: List[Tensor], exp_avg_sqs: List[Tensor],
                        max_exp_avg_sqs: List[Tensor],
                        state_steps: List[Tensor], *, amsgrad: bool,
                        beta1: float, beta2: float, lr: float,
                        weight_decay: float, eps: float, maximize: bool):

    if len(params) == 0:
        return

    if maximize:
        grads = torch._foreach_neg(tuple(grads))  # type: ignore[assignment]

    # Perform stepweight decay
    torch._foreach_mul_(params, 1 - lr * weight_decay)

    # update steps
    torch._foreach_add_(state_steps, 1)

    bias_correction1 = [1 - beta1**step.item() for step in state_steps]
    bias_correction2 = [1 - beta2**step.item() for step in state_steps]

    # Decay the first and second moment running average coefficient
    torch._foreach_mul_(exp_avgs, beta1)
    torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)

    torch._foreach_mul_(exp_avg_sqs, beta2)
    torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)

    if amsgrad:
        # Maintains the maximum of all 2nd moment running avg. till now
        max_exp_avg_sqs = torch._foreach_maximum(
            max_exp_avg_sqs, exp_avg_sqs)  # type: ignore[assignment]

        # Use the max. for normalizing running avg. of gradient
        max_exp_avg_sq_sqrt = torch._foreach_sqrt(max_exp_avg_sqs)
        bias_correction_sqrt = [math.sqrt(bc) for bc in bias_correction2]
        torch._foreach_div_(max_exp_avg_sq_sqrt, bias_correction_sqrt)
        denom = torch._foreach_add(max_exp_avg_sq_sqrt, eps)
    else:
        exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
        bias_correction_sqrt = [math.sqrt(bc) for bc in bias_correction2]
        torch._foreach_div_(exp_avg_sq_sqrt, bias_correction_sqrt)
        denom = torch._foreach_add(exp_avg_sq_sqrt, eps)

    step_size = [-1 * (lr / bc) for bc in bias_correction1]
    torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)
Ejemplo n.º 22
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    def on_step(self, task) -> None:
        if not task.train:
            return

        with torch.no_grad():
            if self.use_optimization(task):
                torch._foreach_mul_(self.ema_model_state_list, self.decay)
                torch._foreach_add_(self.ema_model_state_list,
                                    self.param_list,
                                    alpha=(1 - self.decay))
            else:
                for name, param in self.get_model_state_iterator(
                        task.base_model):
                    self.state.ema_model_state[
                        name] = self.decay * self.state.ema_model_state[
                            name] + (1 -
                                     self.decay) * param.to(device=self.device)
Ejemplo n.º 23
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 def multi_tensor_scale(
     self,
     src: Sequence[torch.Tensor],
     dst: Sequence[torch.Tensor],
     scale: float,
 ) -> None:
     with torch.no_grad():  # type: ignore[no-untyped-call]
         # _foreach_zero for long type is not supported in CUDA
         if self._enable_foreach and src[0].is_floating_point():
             # scale
             val = torch._foreach_mul(tuple(src), scale)
             # copy tensor
             torch._foreach_zero_(tuple(dst))
             torch._foreach_add_(tuple(dst), val)
         else:
             for s, d in zip(src, dst):
                 d.copy_(s * scale)
Ejemplo n.º 24
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def nadam(params: List[Tensor],
          grads: List[Tensor],
          exp_avg: List[Tensor],
          exp_avg_sq: List[Tensor],
          mu_products: List[Tensor],
          states: List[Dict],
          *,
          beta1: float,
          beta2: float,
          lr: float,
          weight_decay: float,
          momentum_decay: float,
          eps: float):
    r"""Functional API that performs NAdam algorithm computation.

    See :class:`~torch.optim.NAdam` for details.
    """

    bias_correction1 = [1 - beta1 ** state['step'] for state in states]
    bias_correction2 = [1 - beta2 ** state['step'] for state in states]
    mus = [beta1 * (1. - 0.5 * (0.96 ** (state['step'] * momentum_decay))) for state in states]
    mu_nexts = [beta1 * (1. - 0.5 * (0.96 ** ((state['step'] + 1) * momentum_decay)))
                for state in states]
    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # Decay the first and second moment running average coefficient
    torch._foreach_mul_(exp_avg, beta1)
    torch._foreach_add_(exp_avg, grads, alpha=1 - beta1)

    torch._foreach_mul_(exp_avg_sq, beta2)
    torch._foreach_addcmul_(exp_avg_sq, grads, grads, 1 - beta2)

    exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sq)
    bias_correction_sqrt = [math.sqrt(bc) for bc in bias_correction2]
    torch._foreach_div_(exp_avg_sq_sqrt, bias_correction_sqrt)
    denom = torch._foreach_add(exp_avg_sq_sqrt, eps)

    step_size_grads = [(lr * (1. - mu) / (1. - mu_product)) * -1
                       for mu_product, mu in zip(mu_products, mus)]
    step_size_expavg = [(lr * mu_next / (1. - mu_product * mu_next)) * -1
                        for mu_product, mu_next in zip(mu_products, mu_nexts)]
    torch._foreach_addcdiv_(params, grads, denom, step_size_grads)
    torch._foreach_addcdiv_(params, exp_avg, denom, step_size_expavg)
Ejemplo n.º 25
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    def step(self):
        weight_decays = []
        for group in self.optim.param_groups:
            # absorb weight decay control from optimizer
            weight_decay = group[
                'weight_decay'] if 'weight_decay' in group else 0
            weight_decays.append(weight_decay)
            group['weight_decay'] = 0
            params = []
            grads = []
            lrs = []

            for p in group['params']:
                if p.grad is None:
                    continue
                param_norm = torch.norm(p.data)
                grad_norm = torch.norm(p.grad.data)

                if param_norm != 0 and grad_norm != 0:
                    # calculate adaptive lr + weight decay
                    # .item() may be sub-optimal, but required because _foreach_* don't support broadcasting at the moment
                    adaptive_lr = (self.trust_coefficient * param_norm /
                                   (grad_norm + param_norm * weight_decay +
                                    self.eps)).item()

                    # clip learning rate for LARC
                    if self.clip:
                        # calculation of adaptive_lr so that when multiplied by lr it equals `min(adaptive_lr, lr)`
                        adaptive_lr = min(adaptive_lr / group['lr'], 1.0)

                    params.append(p.data)
                    grads.append(p.grad.data)
                    lrs.append(adaptive_lr)

                    # p.grad.data += weight_decay * p.data
                    # p.grad.data *= adaptive_lr
            torch._foreach_add_(grads, params, alpha=weight_decay)
            torch._foreach_mul_(grads, lrs)

        self.optim.step()
        # return weight decay control to optimizer
        for i, group in enumerate(self.optim.param_groups):
            group['weight_decay'] = weight_decays[i]
Ejemplo n.º 26
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    def step(self,
             closure
             ) -> torch.Tensor:
        """

        Args:
            closure: A closure that reevaluates the model and returns the loss.

        Returns: the loss value evaluated on the original point

        """
        closure = torch.enable_grad()(closure)
        loss = closure().detach()

        for group in self.param_groups:
            grads = []
            params_with_grads = []

            rho = group['rho']
            # update internal_optim's learning rate

            for p in group['params']:
                if p.grad is not None:
                    # without clone().detach(), p.grad will be zeroed by closure()
                    grads.append(p.grad.clone().detach())
                    params_with_grads.append(p)
            device = grads[0].device

            # compute \hat{\epsilon}=\rho/\norm{g}\|g\|
            grad_norm = torch.stack([g.detach().norm(2).to(device) for g in grads]).norm(2)
            epsilon = grads  # alias for readability
            torch._foreach_mul_(epsilon, rho / grad_norm)

            # virtual step toward \epsilon
            torch._foreach_add_(params_with_grads, epsilon)
            # compute g=\nabla_w L_B(w)|_{w+\hat{\epsilon}}
            closure()
            # virtual step back to the original point
            torch._foreach_sub_(params_with_grads, epsilon)

        super().step()
        return loss
Ejemplo n.º 27
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    def _update(self):
        if torch.cuda.is_available():
            torch.cuda.synchronize()
        # _foreach_** is n times faster than for loops
        o_p = [
            p.data for p in self._original_model.parameters()
            if isinstance(p, torch.Tensor)
        ]
        e_p = [
            p.data for p in self._ema_model.parameters()
            if isinstance(p, torch.Tensor)
        ]
        torch._foreach_mul_(e_p, self.momentum)
        torch._foreach_add_(e_p, o_p, alpha=1 - self.momentum)

        # some buffers are integer for counting etc.
        alpha = 0 if self.copy_buffer else self.momentum
        o_b = [
            b for b in self._original_model.buffers()
            if isinstance(b, torch.Tensor) and torch.is_floating_point(b)
        ]
        if len(o_b) > 0:
            e_b = [
                b for b in self._ema_model.buffers()
                if isinstance(b, torch.Tensor) and torch.is_floating_point(b)
            ]
            torch._foreach_mul_(e_b, alpha)
            torch._foreach_add_(e_b, o_b, alpha=1 - alpha)

        # integers
        o_b = [
            b for b in self._original_model.buffers()
            if isinstance(b, torch.Tensor) and not torch.is_floating_point(b)
        ]
        if len(o_b) > 0:
            e_b = [
                b for b in self._ema_model.buffers() if
                isinstance(b, torch.Tensor) and not torch.is_floating_point(b)
            ]
            for o, e in zip(o_b, e_b):
                e.copy_(o)
Ejemplo n.º 28
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def _multi_tensor_sgd(params: List[Tensor],
                      grads: List[Tensor],
                      momentum_buffer_list: List[Optional[Tensor]],
                      *,
                      weight_decay: float,
                      momentum: float,
                      lr: float,
                      dampening: float,
                      nesterov: bool,
                      maximize: bool,
                      has_sparse_grad: bool):

    if len(params) == 0:
        return

    if has_sparse_grad is None:
        has_sparse_grad = any(grad.is_sparse for grad in grads)

    if maximize:
        grads = torch._foreach_neg(tuple(grads))  # type: ignore[assignment]

    if weight_decay != 0:
        grads = torch._foreach_add(grads, params, alpha=weight_decay)

    if momentum != 0:
        bufs = []

        all_states_with_momentum_buffer = True
        for i in range(len(momentum_buffer_list)):
            if momentum_buffer_list[i] is None:
                all_states_with_momentum_buffer = False
                break
            else:
                bufs.append(momentum_buffer_list[i])

        if all_states_with_momentum_buffer:
            torch._foreach_mul_(bufs, momentum)
            torch._foreach_add_(bufs, grads, alpha=1 - dampening)
        else:
            bufs = []
            for i in range(len(momentum_buffer_list)):
                if momentum_buffer_list[i] is None:
                    buf = momentum_buffer_list[i] = torch.clone(grads[i]).detach()
                else:
                    buf = momentum_buffer_list[i]
                    buf.mul_(momentum).add_(grads[i], alpha=1 - dampening)

                bufs.append(buf)

        if nesterov:
            torch._foreach_add_(grads, bufs, alpha=momentum)
        else:
            grads = bufs

    if not has_sparse_grad:
        torch._foreach_add_(params, grads, alpha=-lr)
    else:
        # foreach APIs dont support sparse
        for i in range(len(params)):
            params[i].add_(grads[i], alpha=-lr)
Ejemplo n.º 29
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def _multi_tensor_adamax(params: List[Tensor], grads: List[Tensor],
                         exp_avgs: List[Tensor], exp_infs: List[Tensor],
                         state_steps: List[Tensor], *, beta1: float,
                         beta2: float, lr: float, weight_decay: float,
                         eps: float):

    if len(params) == 0:
        return

    # Update steps
    torch._foreach_add_(state_steps, 1)

    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # Update biased first moment estimate.
    torch._foreach_mul_(exp_avgs, beta1)
    torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)

    # Update the exponentially weighted infinity norm.
    torch._foreach_mul_(exp_infs, beta2)

    for exp_inf, grad in zip(exp_infs, grads):
        norm_buf = torch.cat(
            [exp_inf.unsqueeze(0),
             grad.abs().add_(eps).unsqueeze_(0)], 0)
        torch.max(norm_buf,
                  0,
                  keepdim=False,
                  out=(exp_inf, exp_inf.new().long()))

    bias_corrections = [1 - beta1**step.item() for step in state_steps]
    clr = [-1 * (lr / bias_correction) for bias_correction in bias_corrections]
    torch._foreach_addcdiv_(params, exp_avgs, exp_infs, clr)
Ejemplo n.º 30
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def _multi_tensor_radam(params: List[Tensor], grads: List[Tensor],
                        exp_avgs: List[Tensor], exp_avg_sqs: List[Tensor],
                        state_steps: List[Tensor], *, beta1: float,
                        beta2: float, lr: float, weight_decay: float,
                        eps: float):

    if len(params) == 0:
        return

    # Update steps
    torch._foreach_add_(state_steps, 1)

    # maximum length of the approximated SMA
    rho_inf = 2 / (1 - beta2) - 1
    # compute the length of the approximated SMA
    rho_t_list = [
        rho_inf - 2 * step.item() * (beta2**step.item()) /
        (1 - beta2**step.item()) for step in state_steps
    ]

    bias_correction1 = [1 - beta1**step.item() for step in state_steps]
    bias_correction2 = [1 - beta2**step.item() for step in state_steps]
    if weight_decay != 0:
        torch._foreach_add_(grads, params, alpha=weight_decay)

    # Decay the first and second moment running average coefficient
    torch._foreach_mul_(exp_avgs, beta1)
    torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1)

    torch._foreach_mul_(exp_avg_sqs, beta2)
    torch._foreach_addcmul_(exp_avg_sqs, grads, grads, 1 - beta2)

    rect = [
        math.sqrt((rho_t - 4) * (rho_t - 2) * rho_inf /
                  ((rho_inf - 4) * (rho_inf - 2) * rho_t)) if rho_t > 5 else 0
        for rho_t in rho_t_list
    ]
    unrectified = [0 if rect > 0 else 1. for rect in rect]

    exp_avg_sq_sqrt = torch._foreach_sqrt(exp_avg_sqs)
    bias_correction_sqrt = [math.sqrt(bc) for bc in bias_correction2]
    denom = torch._foreach_div(exp_avg_sq_sqrt, bias_correction_sqrt)
    step_size = [(lr * rect / bc) * -1
                 for rect, bc in zip(rect, bias_correction1)]
    torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)

    denom = [
        torch.ones_like(exp_av, memory_format=torch.preserve_format)
        for exp_av in exp_avgs
    ]
    step_size = [(lr * rect / bc) * -1
                 for rect, bc in zip(unrectified, bias_correction1)]
    torch._foreach_addcdiv_(params, exp_avgs, denom, step_size)