import math import torch from torch import Tensor from torch.optim.optimizer import Optimizer from typing import List, Optional class SophiaG(Optimizer): def __init__(self, params, lr=1e-4, betas=(0.965, 0.99), rho = 0.04, weight_decay=1e-1, *, maximize: bool = False, capturable: bool = False): if not 0.0 <= lr: raise ValueError("Invalid learning rate: {}".format(lr)) 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])) if not 0.0 <= rho: raise ValueError("Invalid rho parameter at index 1: {}".format(rho)) if not 0.0 <= weight_decay: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) defaults = dict(lr=lr, betas=betas, rho=rho, weight_decay=weight_decay, maximize=maximize, capturable=capturable) super(SophiaG, self).__init__(params, defaults) def __setstate__(self, state): super().__setstate__(state) for group in self.param_groups: group.setdefault('maximize', False) group.setdefault('capturable', False) state_values = list(self.state.values()) step_is_tensor = (len(state_values) != 0) and torch.is_tensor(state_values[0]['step']) if not step_is_tensor: for s in state_values: s['step'] = torch.tensor(float(s['step'])) @torch.no_grad() def update_hessian(self): for group in self.param_groups: beta1, beta2 = group['betas'] for p in group['params']: if p.grad is None: continue state = self.state[p] if len(state) == 0: state['step'] = torch.zeros((1,), dtype=torch.float, device=p.device) \ if self.defaults['capturable'] else torch.tensor(0.) state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format) state['hessian'] = torch.zeros_like(p, memory_format=torch.preserve_format) if 'hessian' not in state.keys(): state['hessian'] = torch.zeros_like(p, memory_format=torch.preserve_format) state['hessian'].mul_(beta2).addcmul_(p.grad, p.grad, value=1 - beta2) @torch.no_grad() def step(self, closure=None, bs=5120): loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: params_with_grad = [] grads = [] exp_avgs = [] state_steps = [] hessian = [] beta1, beta2 = group['betas'] for p in group['params']: if p.grad is None: continue params_with_grad.append(p) if p.grad.is_sparse: raise RuntimeError('Hero does not support sparse gradients') grads.append(p.grad) state = self.state[p] # State initialization if len(state) == 0: state['step'] = torch.zeros((1,), dtype=torch.float, device=p.device) \ if self.defaults['capturable'] else torch.tensor(0.) state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format) state['hessian'] = torch.zeros_like(p, memory_format=torch.preserve_format) if 'hessian' not in state.keys(): state['hessian'] = torch.zeros_like(p, memory_format=torch.preserve_format) exp_avgs.append(state['exp_avg']) state_steps.append(state['step']) hessian.append(state['hessian']) if self.defaults['capturable']: bs = torch.ones((1,), dtype=torch.float, device=p.device) * bs sophiag(params_with_grad, grads, exp_avgs, hessian, state_steps, bs=bs, beta1=beta1, beta2=beta2, rho=group['rho'], lr=group['lr'], weight_decay=group['weight_decay'], maximize=group['maximize'], capturable=group['capturable']) return loss def sophiag(params: List[Tensor], grads: List[Tensor], exp_avgs: List[Tensor], hessian: List[Tensor], state_steps: List[Tensor], capturable: bool = False, *, bs: int, beta1: float, beta2: float, rho: float, lr: float, weight_decay: float, maximize: bool): if not all(isinstance(t, torch.Tensor) for t in state_steps): raise RuntimeError("API has changed, `state_steps` argument must contain a list of singleton tensors") func = _single_tensor_sophiag func(params, grads, exp_avgs, hessian, state_steps, bs=bs, beta1=beta1, beta2=beta2, rho=rho, lr=lr, weight_decay=weight_decay, maximize=maximize, capturable=capturable) def _single_tensor_sophiag(params: List[Tensor], grads: List[Tensor], exp_avgs: List[Tensor], hessian: List[Tensor], state_steps: List[Tensor], *, bs: int, beta1: float, beta2: float, rho: float, lr: float, weight_decay: float, maximize: bool, capturable: bool): for i, param in enumerate(params): grad = grads[i] if not maximize else -grads[i] exp_avg = exp_avgs[i] hess = hessian[i] step_t = state_steps[i] if capturable: assert param.is_cuda and step_t.is_cuda and bs.is_cuda if torch.is_complex(param): grad = torch.view_as_real(grad) exp_avg = torch.view_as_real(exp_avg) hess = torch.view_as_real(hess) param = torch.view_as_real(param) # update step step_t += 1 # Perform stepweight decay param.mul_(1 - lr * weight_decay) # Decay the first and second moment running average coefficient exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) if capturable: step = step_t step_size = lr step_size_neg = step_size.neg() ratio = (exp_avg.abs() / (rho * bs * hess + 1e-15)).clamp(None,1) param.addcmul_(exp_avg.sign(), ratio, value=step_size_neg) else: step = step_t.item() step_size_neg = - lr ratio = (exp_avg.abs() / (rho * bs * hess + 1e-15)).clamp(None,1) param.addcmul_(exp_avg.sign(), ratio, value=step_size_neg)