Files
pytorch/torch/optim/adam.py
Jane Xu b5ba80828f [optim] Rectify capturable testing and fix bugs! (#118326)
This PR fixes several bugs, listed in priority:
1. `load_state_dict` with a nontensor step was incorrect for capturable and fused implementations since we don't create the tensors on the right device in `__setstate__`. This has been fixed.
2. The most recently added capturable implementations forgot the check that all tensors should be on CUDA for eager. We've now added those checks
3. The most recent change in Adamax only adds capturable for foreach but will silently be incorrect for forloop/single-tensor. I've added erroring and modified testing with many many many skips for that. Honestly my preference after this PR has only been further cemented  that we should just do the single tensor and multi tensor capturable implementations together in the future. @mlazos
4. The conditional for adding cuda-supported configs for the optimizer infos was incorrect! So we hadn't been testing capturable! This also stands rectified and was the trigger for this PR in the first place.
5. In a similar way, the conditional for `_get_optim_inputs_including_global_cliquey_kwargs` was incorrect sometimes as well. This has also been corrected.

The following is not a bug, but is just something to make life simpler by not needing to handle Nones: `optim_input_funcs` must now mandatorily take in a `device`, which could be a string or a torch.device.

Details for posterity:
4. Running the test_foreach_matches_forloop test and printing the configs that get printed yields capturable getting included, which is correct.
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (5d50138f)]$ python test/test_optim.py -k test_foreach_matches_forloop_AdamW_cuda
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
  _torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
  warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={}, desc=default
params=None, kwargs={'lr': 0.01}, desc=non-default lr
params=None, kwargs={'weight_decay': 0.1}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'maximize': True}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True}, desc=amsgrad
params=None, kwargs={'capturable': True}, desc=capturable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True}, desc=capturable, amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True}, desc=Tensor lr with capturable and amsgrad
.
----------------------------------------------------------------------
Ran 1 test in 19.229s

OK
```
5. Running the test_optimizer_can_be_printed test (which calls `_get_optim_inputs_including_global_cliquey_kwargs`) and printing what gets run is also now correct.
```
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
  warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={'differentiable': False}, desc=default
params=None, kwargs={'differentiable': True}, desc=default & differentiable
params=None, kwargs={'lr': 0.01, 'differentiable': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'differentiable': True}, desc=non-default lr & differentiable
params=None, kwargs={'weight_decay': 0.1, 'differentiable': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'differentiable': True}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': True}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': True}, desc=amsgrad & differentiable
.params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': False}, desc=default
params=None, kwargs={'foreach': True, 'differentiable': False, 'fused': False}, desc=default & foreach
params=None, kwargs={'foreach': False, 'differentiable': True, 'fused': False}, desc=default & differentiable
params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': True}, desc=default & fused
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'foreach': True, 'differentiable': False, 'fused': False}, desc=non-default lr & foreach
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': True, 'fused': False}, desc=non-default lr & differentiable
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': True}, desc=non-default lr & fused
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'foreach': True, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay & foreach
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': True, 'fused': False}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': True}, desc=nonzero weight_decay & fused
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=maximize & foreach
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=maximize & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=amsgrad & fused
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable
params=None, kwargs={'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable & foreach
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable & differentiable
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable, amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable, amsgrad & fused
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad & foreach
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=Tensor lr with capturable and amsgrad & differentiable
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=Tensor lr with capturable and amsgrad & fused
.
----------------------------------------------------------------------
Ran 2 tests in 11.112s

OK
```

Pull Request resolved: https://github.com/pytorch/pytorch/pull/118326
Approved by: https://github.com/mlazos
2024-02-02 19:13:00 +00:00

661 lines
29 KiB
Python

from typing import List, Optional, Union, Tuple
import torch
from torch import Tensor
from .optimizer import (Optimizer, ParamsT, _use_grad_for_differentiable, _get_value,
_stack_if_compiling, _dispatch_sqrt, _default_to_fused_or_foreach,
_get_scalar_dtype, _capturable_doc, _differentiable_doc, _foreach_doc,
_fused_doc, _maximize_doc, _view_as_real)
from torch.utils._foreach_utils import _get_fused_kernels_supported_devices
__all__ = ['Adam', 'adam']
class Adam(Optimizer):
def __init__(self,
params: ParamsT,
lr: Union[float, Tensor] = 1e-3,
betas: Tuple[float, float] = (0.9, 0.999),
eps: float = 1e-8,
weight_decay: float = 0,
amsgrad: bool = False,
*,
foreach: Optional[bool] = None,
maximize: bool = False,
capturable: bool = False,
differentiable: bool = False,
fused: Optional[bool] = None):
if not 0.0 <= lr:
raise ValueError(f"Invalid learning rate: {lr}")
if isinstance(lr, Tensor) and foreach and not capturable:
raise ValueError("lr as a Tensor is not supported for capturable=False and foreach=True")
if not 0.0 <= eps:
raise ValueError(f"Invalid epsilon value: {eps}")
if not 0.0 <= betas[0] < 1.0:
raise ValueError(f"Invalid beta parameter at index 0: {betas[0]}")
if not 0.0 <= betas[1] < 1.0:
raise ValueError(f"Invalid beta parameter at index 1: {betas[1]}")
if not 0.0 <= weight_decay:
raise ValueError(f"Invalid weight_decay value: {weight_decay}")
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay, amsgrad=amsgrad,
maximize=maximize, foreach=foreach, capturable=capturable,
differentiable=differentiable, fused=fused)
super().__init__(params, defaults)
if fused:
if differentiable:
raise RuntimeError("`fused` does not support `differentiable`")
self._step_supports_amp_scaling = True
# TODO(crcrpar): [low prec params & their higher prec copy]
# Support AMP with FP16/BF16 model params which would need
# higher prec copy of params to do update math in higher prec to
# alleviate the loss of information.
fused_supported_devices = _get_fused_kernels_supported_devices()
if not all(
p.device.type in fused_supported_devices and
torch.is_floating_point(p) for pg in self.param_groups for p in pg['params']
):
raise RuntimeError("`fused=True` requires all the params to be floating point Tensors of "
f"supported devices: {fused_supported_devices}.")
if foreach:
raise RuntimeError("`fused` and `foreach` cannot be `True` together.")
def __setstate__(self, state):
super().__setstate__(state)
for group in self.param_groups:
group.setdefault('amsgrad', False)
group.setdefault('maximize', False)
group.setdefault('foreach', None)
group.setdefault('capturable', False)
group.setdefault('differentiable', False)
fused = group.setdefault('fused', None)
for p in group["params"]:
p_state = self.state.get(p, [])
if len(p_state) != 0 and not torch.is_tensor(p_state['step']):
step_val = float(p_state["step"])
p_state["step"] = (torch.tensor(step_val, dtype=_get_scalar_dtype(is_fused=fused), device=p.device)
if group['capturable'] or group['fused']
else torch.tensor(step_val, dtype=_get_scalar_dtype()))
def _init_group(
self,
group,
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps
):
has_complex = False
for p in group['params']:
if p.grad is not None:
has_complex |= torch.is_complex(p)
params_with_grad.append(p)
if p.grad.is_sparse:
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
grads.append(p.grad)
state = self.state[p]
# Lazy state initialization
if len(state) == 0:
# note(crcrpar): [special device hosting for step]
# Deliberately host `step` on CPU if both capturable and fused are off.
# This is because kernel launches are costly on CUDA and XLA.
state['step'] = (
torch.zeros((), dtype=_get_scalar_dtype(is_fused=group['fused']), device=p.device)
if group['capturable'] or group['fused']
else torch.tensor(0.0, dtype=_get_scalar_dtype())
)
# Exponential moving average of gradient values
state['exp_avg'] = torch.zeros_like(p, memory_format=torch.preserve_format)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
if group['amsgrad']:
# Maintains max of all exp. moving avg. of sq. grad. values
state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format)
exp_avgs.append(state['exp_avg'])
exp_avg_sqs.append(state['exp_avg_sq'])
if group['amsgrad']:
max_exp_avg_sqs.append(state['max_exp_avg_sq'])
if group['differentiable'] and state['step'].requires_grad:
raise RuntimeError('`requires_grad` is not supported for `step` in differentiable mode')
# Foreach without capturable does not support a tensor lr
if group['foreach'] and torch.is_tensor(group['lr']) and not group['capturable']:
raise RuntimeError('lr as a Tensor is not supported for capturable=False and foreach=True')
state_steps.append(state['step'])
return has_complex
@_use_grad_for_differentiable
def step(self, closure=None):
"""Perform a single optimization step.
Args:
closure (Callable, optional): A closure that reevaluates the model
and returns the loss.
"""
self._cuda_graph_capture_health_check()
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 = []
exp_avg_sqs = []
max_exp_avg_sqs = []
state_steps = []
beta1, beta2 = group['betas']
has_complex = self._init_group(
group,
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps)
adam(
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=group['amsgrad'],
has_complex=has_complex,
beta1=beta1,
beta2=beta2,
lr=group['lr'],
weight_decay=group['weight_decay'],
eps=group['eps'],
maximize=group['maximize'],
foreach=group['foreach'],
capturable=group['capturable'],
differentiable=group['differentiable'],
fused=group['fused'],
grad_scale=getattr(self, "grad_scale", None),
found_inf=getattr(self, "found_inf", None),
)
return loss
Adam.__doc__ = r"""Implements Adam algorithm.
.. math::
\begin{aligned}
&\rule{110mm}{0.4pt} \\
&\textbf{input} : \gamma \text{ (lr)}, \beta_1, \beta_2
\text{ (betas)},\theta_0 \text{ (params)},f(\theta) \text{ (objective)} \\
&\hspace{13mm} \lambda \text{ (weight decay)}, \: \textit{amsgrad},
\:\textit{maximize} \\
&\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
v_0\leftarrow 0 \text{ (second moment)},\: \widehat{v_0}^{max}\leftarrow 0\\[-1.ex]
&\rule{110mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
&\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{if} \: \lambda \neq 0 \\
&\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
&\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
&\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
&\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
&\hspace{5mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
&\hspace{5mm}\textbf{if} \: amsgrad \\
&\hspace{10mm}\widehat{v_t}^{max} \leftarrow \mathrm{max}(\widehat{v_t}^{max},
\widehat{v_t}) \\
&\hspace{10mm}\theta_t \leftarrow \theta_{t-1} - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}^{max}} + \epsilon \big) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}\theta_t \leftarrow \theta_{t-1} - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
&\rule{110mm}{0.4pt} \\[-1.ex]
&\bf{return} \: \theta_t \\[-1.ex]
&\rule{110mm}{0.4pt} \\[-1.ex]
\end{aligned}
For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_.
""" + fr"""
Args:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, Tensor, optional): learning rate (default: 1e-3). A tensor LR
is not yet supported for all our implementations. Please use a float
LR if you are not also specifying fused=True or capturable=True.
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
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)
amsgrad (bool, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
{_foreach_doc}
{_maximize_doc}
{_capturable_doc}
{_differentiable_doc}
{_fused_doc}
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
.. _On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
"""
def adam(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],
# kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
# setting this as kwarg for now as functional API is compiled by torch/distributed/optim
foreach: Optional[bool] = None,
capturable: bool = False,
differentiable: bool = False,
fused: Optional[bool] = None,
grad_scale: Optional[Tensor] = None,
found_inf: Optional[Tensor] = None,
has_complex: bool = False,
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool):
r"""Functional API that performs Adam algorithm computation.
See :class:`~torch.optim.Adam` for details.
"""
# Respect when the user inputs False/True for foreach or fused. We only want to change
# the default when neither have been user-specified. Note that we default to foreach
# and pass False to use_fused. This is not a mistake--we want to give the fused impl
# bake-in time before making it the default, even if it is typically faster.
if fused is None and foreach is None:
_, foreach = _default_to_fused_or_foreach(params, differentiable, use_fused=False)
# Do not flip on foreach for the unsupported case where lr is a Tensor and capturable=False.
if foreach and isinstance(lr, Tensor) and not capturable:
foreach = False
if fused is None:
fused = False
if foreach is None:
foreach = False
# this check is slow during compilation, so we skip it
# if it's strictly needed we can add this check back in dynamo
if not torch._utils.is_compiling() and 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")
if foreach and torch.jit.is_scripting():
raise RuntimeError('torch.jit.script not supported with foreach optimizers')
if fused and torch.jit.is_scripting():
raise RuntimeError("torch.jit.script not supported with fused optimizers")
if fused and not torch.jit.is_scripting():
func = _fused_adam
elif foreach and not torch.jit.is_scripting():
func = _multi_tensor_adam
else:
func = _single_tensor_adam
func(params,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=amsgrad,
has_complex=has_complex,
beta1=beta1,
beta2=beta2,
lr=lr,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
capturable=capturable,
differentiable=differentiable,
grad_scale=grad_scale,
found_inf=found_inf)
def _single_tensor_adam(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],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool,
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool):
assert grad_scale is None and found_inf is None
if torch.jit.is_scripting():
# this assert is due to JIT being dumb and not realizing that the ops below
# have overloads to handle both float and Tensor lrs, so we just assert it's
# a float since most people using JIT are using floats
assert isinstance(lr, float)
for i, param in enumerate(params):
grad = grads[i] if not maximize else -grads[i]
exp_avg = exp_avgs[i]
exp_avg_sq = exp_avg_sqs[i]
step_t = state_steps[i]
# If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
if not torch._utils.is_compiling() and capturable:
assert (
(param.is_cuda and step_t.is_cuda) or (param.is_xla and step_t.is_xla)
), "If capturable=True, params and state_steps must be CUDA or XLA tensors."
# update step
step_t += 1
if weight_decay != 0:
grad = grad.add(param, alpha=weight_decay)
if torch.is_complex(param):
grad = torch.view_as_real(grad)
exp_avg = torch.view_as_real(exp_avg)
exp_avg_sq = torch.view_as_real(exp_avg_sq)
if amsgrad:
max_exp_avg_sqs[i] = torch.view_as_real(max_exp_avg_sqs[i])
param = torch.view_as_real(param)
# Decay the first and second moment running average coefficient
exp_avg.lerp_(grad, 1 - beta1)
exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
if capturable or differentiable:
step = step_t
bias_correction1 = 1 - beta1 ** step
bias_correction2 = 1 - beta2 ** step
step_size = lr / bias_correction1
step_size_neg = step_size.neg()
bias_correction2_sqrt = bias_correction2.sqrt()
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
if differentiable:
max_exp_avg_sq = max_exp_avg_sqs[i].clone()
else:
max_exp_avg_sq = max_exp_avg_sqs[i]
max_exp_avg_sqs[i].copy_(torch.maximum(max_exp_avg_sq, exp_avg_sq))
# Uses the max. for normalizing running avg. of gradient
# Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
# (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
denom = (max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
else:
denom = (exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)).add_(eps / step_size_neg)
param.addcdiv_(exp_avg, denom)
else:
step = _get_value(step_t)
bias_correction1 = 1 - beta1 ** step
bias_correction2 = 1 - beta2 ** step
step_size = lr / bias_correction1
bias_correction2_sqrt = _dispatch_sqrt(bias_correction2)
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
# Use the max. for normalizing running avg. of gradient
denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
else:
denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
param.addcdiv_(exp_avg, denom, value=-step_size)
# Lastly, switch back to complex view
if amsgrad and torch.is_complex(params[i]):
max_exp_avg_sqs[i] = torch.view_as_complex(max_exp_avg_sqs[i])
def _multi_tensor_adam(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],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool,
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool):
if len(params) == 0:
return
if isinstance(lr, Tensor) and not capturable:
raise RuntimeError("lr as a Tensor is not supported for capturable=False and foreach=True")
# If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
if not torch._utils.is_compiling() and capturable:
assert all(p.is_cuda and step.is_cuda for p, step in zip(params, state_steps)), \
"If capturable=True, params and state_steps must be CUDA tensors."
assert grad_scale is None and found_inf is None
assert not differentiable, "_foreach ops don't support autograd"
grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
[params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps])
for ((
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
device_state_steps,
), _) in grouped_tensors.values():
# Handle complex parameters
if has_complex:
if amsgrad:
_view_as_real(device_params, device_grads, device_exp_avgs, device_exp_avg_sqs, device_max_exp_avg_sqs)
else:
_view_as_real(device_params, device_grads, device_exp_avgs, device_exp_avg_sqs)
if maximize:
device_grads = torch._foreach_neg(device_grads)
# Update steps
# If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over
# and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just
# wrapped it once now. The alpha is required to assure we go to the right overload.
if device_state_steps[0].is_cpu:
torch._foreach_add_(device_state_steps, torch.tensor(1.0, device='cpu'), alpha=1.0)
else:
torch._foreach_add_(device_state_steps, 1)
if weight_decay != 0:
# Re-use the intermediate memory (device_grads) already allocated for maximize
if maximize:
torch._foreach_add_(device_grads, device_params, alpha=weight_decay)
else:
device_grads = torch._foreach_add(device_grads, device_params, alpha=weight_decay)
# Decay the first and second moment running average coefficient
torch._foreach_lerp_(device_exp_avgs, device_grads, 1 - beta1)
torch._foreach_mul_(device_exp_avg_sqs, beta2)
torch._foreach_addcmul_(device_exp_avg_sqs, device_grads, device_grads, 1 - beta2)
# Delete the local intermediate since it won't be used anymore to save on peak memory
del device_grads
if capturable:
bias_correction1 = torch._foreach_pow(beta1, device_state_steps)
bias_correction2 = torch._foreach_pow(beta2, device_state_steps)
# foreach_sub doesn't allow a scalar as the first arg
torch._foreach_sub_(bias_correction1, 1)
torch._foreach_sub_(bias_correction2, 1)
# we do not negate bias_correction1 as it'll need to be negated later anyway
torch._foreach_neg_(bias_correction2)
# foreach_div doesn't allow a scalar as the first arg
torch._foreach_div_(bias_correction1, lr)
torch._foreach_reciprocal_(bias_correction1)
torch._foreach_sqrt_(bias_correction2)
# Re-assign for clarity as we maintain minimal intermediates: we'll have
# step_size = - lr / (1 - beta1 ^ t) where t = num_steps
# bias_correction2_sqrt = sqrt(1 - beta2 ^ t)
step_size = bias_correction1
bias_correction2_sqrt = bias_correction2
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs) # type: ignore[assignment]
# Set intermediate to the max. for normalizing running avg. of gradient when amsgrad
exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
torch._foreach_add_(exp_avg_sq_sqrt, eps)
torch._foreach_div_(exp_avg_sq_sqrt, step_size)
# at this point, exp_avg_sq_sqrt = - (1 - beta^t) * [sqrt(exp_avg_sq / (1 - beta2^t)) + eps] / lr
torch._foreach_addcdiv_(device_params, device_exp_avgs, exp_avg_sq_sqrt)
else:
bias_correction1 = [1 - beta1 ** _get_value(step) for step in device_state_steps]
bias_correction2 = [1 - beta2 ** _get_value(step) for step in device_state_steps]
step_size = _stack_if_compiling([(lr / bc) * -1 for bc in bias_correction1])
bias_correction2_sqrt = [_dispatch_sqrt(bc) for bc in bias_correction2]
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs)
# Use the max. for normalizing running avg. of gradient
exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
torch._foreach_add_(exp_avg_sq_sqrt, eps)
torch._foreach_addcdiv_(device_params, device_exp_avgs, exp_avg_sq_sqrt, step_size)
def _fused_adam(
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],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool, # Needed for consistency.
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool, # Needed for consistency.
differentiable: bool,
) -> None:
if not params:
return
if differentiable:
raise RuntimeError("Adam with fused=True does not support differentiable=True")
grad_scale_dict = {grad_scale.device: grad_scale} if grad_scale is not None else None
found_inf_dict = {found_inf.device: found_inf} if found_inf is not None else None
# We only shuffle around the lr when it is a Tensor and on CUDA, otherwise, we prefer
# treating it as a scalar.
lr_dict = {lr.device: lr} if isinstance(lr, Tensor) and str(lr.device) != "cpu" else None
grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
[params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps])
for (device, _), ((device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
device_state_steps,), _) in grouped_tensors.items():
device_grad_scale, device_found_inf = None, None
if grad_scale is not None:
if device not in grad_scale_dict:
grad_scale_dict[device] = grad_scale.to(device, non_blocking=True)
device_grad_scale = grad_scale_dict[device]
if found_inf is not None:
if found_inf not in found_inf_dict:
found_inf_dict[device] = found_inf.to(device, non_blocking=True)
device_found_inf = found_inf_dict[device]
if lr_dict is not None and device not in lr_dict:
lr_dict[device] = lr.to(device=device, non_blocking=True)
lr = lr_dict[device]
torch._foreach_add_(device_state_steps, 1)
torch._fused_adam_(
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
device_state_steps,
amsgrad=amsgrad,
lr=lr,
beta1=beta1,
beta2=beta2,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
grad_scale=device_grad_scale,
found_inf=device_found_inf,
)
if device_found_inf is not None:
torch._foreach_sub_(device_state_steps, [device_found_inf] * len(device_state_steps))