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@ -121,6 +121,139 @@ class BatchedOptimizer(Optimizer):
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p.copy_(stacked_params[i])
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def basic_step(group, p, state, grad):
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# computes basic Adam update using beta2 (dividing by gradient stddev) only. no momentum yet.
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lr = group["lr"]
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if p.numel() == p.shape[0]:
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lr = lr * group["scalar_lr_scale"]
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beta2 = group["betas"][1]
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eps = group["eps"]
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# p shape: (batch_size,) or (batch_size, 1, [1,..])
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try:
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exp_avg_sq = state[
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"exp_avg_sq"
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] # shape: (batch_size,) or (batch_size, 1, [1,..])
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except KeyError:
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exp_avg_sq = torch.zeros(*p.shape, device=p.device, dtype=torch.float)
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state["exp_avg_sq"] = exp_avg_sq
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
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# bias_correction2 is like in Adam.
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# slower update at the start will help stability anyway.
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bias_correction2 = 1 - beta2 ** (state["step"] + 1)
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if bias_correction2 < 0.99:
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# note: not in-place.
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exp_avg_sq = exp_avg_sq * (1.0 / bias_correction2)
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denom = exp_avg_sq.sqrt().add_(eps)
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return -lr * grad / denom
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def scaling_step(group, p, state, grad):
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delta = basic_step(group, p, state, grad)
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if p.numel() == p.shape[0]:
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return delta # there is no scaling for scalar parameters. (p.shape[0] is the batch of parameters.)
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step = state["step"]
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size_update_period = group["size_update_period"]
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try:
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param_rms = state["param_rms"]
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scale_grads = state["scale_grads"]
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scale_exp_avg_sq = state["scale_exp_avg_sq"]
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except KeyError:
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# we know p.ndim > 1 because we'd have returned above if not, so don't worry
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# about the speial case of dim=[] that pytorch treats inconsistently.
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param_rms = (p**2).mean(dim=list(range(1, p.ndim)), keepdim=True).sqrt()
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param_rms = param_rms.to(torch.float)
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scale_exp_avg_sq = torch.zeros_like(param_rms)
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scale_grads = torch.zeros(
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size_update_period, *param_rms.shape, dtype=torch.float, device=p.device
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)
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state["param_rms"] = param_rms
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state["scale_grads"] = scale_grads
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state["scale_exp_avg_sq"] = scale_exp_avg_sq
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# on every step, update the gradient w.r.t. the scale of the parameter, we
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# store these as a batch and periodically update the size (for speed only, to
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# avoid too many operations).
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scale_grads[step % size_update_period] = (p * grad).sum(
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dim=list(range(1, p.ndim)), keepdim=True
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)
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# periodically recompute the value of param_rms.
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if step % size_update_period == size_update_period - 1:
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param_rms.copy_((p**2).mean(dim=list(range(1, p.ndim)), keepdim=True).sqrt())
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param_min_rms = group["param_min_rms"]
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# scale the step size by param_rms. This is the most important "scaling" part of
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# ScaledAdam
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delta *= param_rms.clamp(min=param_min_rms)
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if step % size_update_period == size_update_period - 1 and step > 0:
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# This block updates the size of parameter by adding a step ("delta") value in
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# the direction of either shrinking or growing it.
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beta2 = group["betas"][1]
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size_lr = group["lr"] * group["scalar_lr_scale"]
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param_max_rms = group["param_max_rms"]
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eps = group["eps"]
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batch_size = p.shape[0]
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# correct beta2 for the size update period: we will have
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# faster decay at this level.
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beta2_corr = beta2**size_update_period
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scale_exp_avg_sq.mul_(beta2_corr).add_(
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(scale_grads**2).mean(dim=0), # mean over dim `size_update_period`
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alpha=1 - beta2_corr,
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) # shape is (batch_size, 1, 1, ...)
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# The 1st time we reach here is when size_step == 1.
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size_step = (step + 1) // size_update_period
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bias_correction2 = 1 - beta2_corr**size_step
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denom = scale_exp_avg_sq.sqrt() + eps
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scale_step = (
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-size_lr * (bias_correction2**0.5) * scale_grads.sum(dim=0) / denom
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)
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is_too_small = param_rms < param_min_rms
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# when the param gets too small, just don't shrink it any further.
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scale_step.masked_fill_(is_too_small, 0.0)
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# The following may help prevent instability: don't allow the scale step to be too large in
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# either direction.
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scale_step.clamp_(min=-0.1, max=0.1)
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# and ensure the parameter rms after update never exceeds param_max_rms.
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# We have to look at the trained model for parameters at or around the
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# param_max_rms, because sometimes they can indicate a problem with the
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# topology or settings.
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scale_step = torch.minimum(scale_step, (param_max_rms - param_rms) / param_rms)
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delta.add_(p * scale_step)
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return delta
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def momentum_step(group, p, state, grad):
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delta = scaling_step(group, p, state, grad)
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beta1 = group["betas"][0]
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try:
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stored_delta = state["delta"]
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except KeyError:
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stored_delta = torch.zeros(*p.shape, device=p.device, dtype=torch.float)
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state["delta"] = stored_delta
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stored_delta.mul_(beta1)
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stored_delta.add_(delta, alpha=(1 - beta1))
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# we don't bother doing the "bias correction" part of Adam for beta1 because this is just
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# an edge effect that affects the first 10 or so batches; and the effect of not doing it
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# is just to do a slower update for the first few batches, which will help stability.
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return stored_delta
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class ScaledAdam(BatchedOptimizer):
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"""
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Implements 'Scaled Adam', a variant of Adam where we scale each parameter's update
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@ -352,58 +485,26 @@ class ScaledAdam(BatchedOptimizer):
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raise RuntimeError(
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"ScaledAdam optimizer does not support sparse gradients"
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)
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# State initialization
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if len(state) == 0:
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self._init_state(group, p, state)
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self._step_one_batch(group, p, state, clipping_scale)
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try:
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cur_step = state["step"]
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except KeyError:
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state["step"] = 0
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cur_step = 0
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grad = (
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p.grad if clipping_scale == 1.0 else p.grad.mul_(clipping_scale)
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)
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p += momentum_step(group, p.detach(), state, grad)
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if p.numel() == p.shape[0]: # scalar parameter
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scalar_max = group["scalar_max"]
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p.clamp_(min=-scalar_max, max=scalar_max)
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state["step"] = cur_step + 1
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return loss
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def _init_state(self, group: dict, p: Tensor, state: dict):
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"""
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Initializes state dict for parameter 'p'. Assumes that dim 0 of tensor p
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is actually the batch dimension, corresponding to batched-together
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parameters of a given shape.
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Args:
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group: Dict to look up configuration values.
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p: The parameter that we are initializing the state for
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state: Dict from string to whatever state we are initializing
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"""
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size_update_period = group["size_update_period"]
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state["step"] = 0
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kwargs = {"device": p.device, "dtype": p.dtype}
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# 'delta' implements conventional momentum. There are
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# several different kinds of update going on, so rather than
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# compute "exp_avg" like in Adam, we store and decay a
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# parameter-change "delta", which combines all forms of
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# update. this is equivalent to how it's done in Adam,
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# except for the first few steps.
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state["delta"] = torch.zeros_like(p, memory_format=torch.preserve_format)
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batch_size = p.shape[0]
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numel = p.numel() // batch_size
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if numel > 1:
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# "param_rms" just periodically records the scalar root-mean-square value of
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# the parameter tensor.
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# it has a shape like (batch_size, 1, 1, 1, 1)
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param_rms = (p**2).mean(dim=list(range(1, p.ndim)), keepdim=True).sqrt()
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state["param_rms"] = param_rms
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state["scale_exp_avg_sq"] = torch.zeros_like(param_rms)
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state["scale_grads"] = torch.zeros(
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size_update_period, *param_rms.shape, **kwargs
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)
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# exp_avg_sq is the weighted sum of scaled gradients. as in Adam.
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state["exp_avg_sq"] = torch.zeros_like(p, memory_format=torch.preserve_format)
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def _get_clipping_scale(
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self, group: dict, tuples: List[Tuple[Tensor, dict, List[str]]]
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) -> float:
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@ -484,7 +585,7 @@ class ScaledAdam(BatchedOptimizer):
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)
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first_state["num_clipped"] = 0
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quartiles = " ".join(["%.3e" % x for x in quartiles])
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logging.warn(
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logging.warning(
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f"Clipping_scale={clipping_scale}, grad-norm quartiles {quartiles}, "
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f"threshold={threshold:.3e}, percent-clipped={percent_clipped:.1f}"
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)
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@ -499,8 +600,8 @@ class ScaledAdam(BatchedOptimizer):
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ans = 0.0
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if ans < 1.0:
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first_state["num_clipped"] += 1
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if ans < 0.1:
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logging.warn(
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if ans < 0.5:
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logging.warning(
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f"Scaling gradients by {ans}, model_norm_threshold={model_norm_threshold}"
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)
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if self.show_dominant_parameters:
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@ -508,6 +609,7 @@ class ScaledAdam(BatchedOptimizer):
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self._show_gradient_dominating_parameter(
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tuples, tot_sumsq, group["scalar_lr_scale"]
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)
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self._show_param_with_unusual_grad(tuples)
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if ans == 0.0:
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for (p, state, param_names) in tuples:
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@ -515,6 +617,55 @@ class ScaledAdam(BatchedOptimizer):
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return ans
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def _show_param_with_unusual_grad(
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self,
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tuples: List[Tuple[Tensor, dict, List[str]]],
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):
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"""
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Print information about parameter which has the largest ratio of grad-on-this-batch
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divided by normal grad size.
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tuples: a list of tuples of (param, state, param_names)
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where param is a batched set of parameters,
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with a .grad (1st dim is batch dim)
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and state is the state-dict where optimization parameters are kept.
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param_names is a List[str] while each str is name for a parameter
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in batched set of parameters "param".
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"""
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largest_ratio = 0.0
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largest_name = ""
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# ratios_names is a list of 3-tuples: (grad_ratio, param_name, tensor)
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ratios_names = []
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for (p, state, batch_param_names) in tuples:
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dims = list(range(1, p.ndim))
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def mean(x):
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# workaround for bad interface of torch's "mean" for when dims is the empty list.
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if len(dims) > 0:
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return x.mean(dim=dims)
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else:
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return x
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grad_ratio = (
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(mean(p.grad**2) / state["exp_avg_sq"].mean(dim=dims))
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.sqrt()
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.to("cpu")
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)
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ratios_names += zip(
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grad_ratio.tolist(), batch_param_names, p.grad.unbind(dim=0)
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)
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ratios_names = sorted(ratios_names, reverse=True)
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ratios_names = ratios_names[:10]
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ratios_names = [
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(ratio, name, largest_index(tensor))
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for (ratio, name, tensor) in ratios_names
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]
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logging.warning(
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f"Parameters with most larger-than-usual grads, with ratios, are: {ratios_names}"
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)
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def _show_gradient_dominating_parameter(
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self,
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tuples: List[Tuple[Tensor, dict, List[str]]],
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@ -572,7 +723,7 @@ class ScaledAdam(BatchedOptimizer):
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dominant_rms,
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dominant_grad,
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) = sorted_by_proportion[dominant_param_name]
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logging.warn(
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logging.warning(
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f"Parameter dominating tot_sumsq {dominant_param_name}"
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f" with proportion {dominant_proportion:.2f},"
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f" where dominant_sumsq=(grad_sumsq*orig_rms_sq)"
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@ -581,182 +732,11 @@ class ScaledAdam(BatchedOptimizer):
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f" orig_rms_sq={(dominant_rms**2).item():.3e}"
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)
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def _step_one_batch(
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self, group: dict, p: Tensor, state: dict, clipping_scale: float
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):
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"""
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Do the step for one parameter, which is actually going to be a batch of
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`real` parameters, with dim 0 as the batch dim.
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Args:
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group: dict to look up configuration values
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p: parameter to update (actually multiple parameters stacked together
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as a batch)
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state: state-dict for p, to look up the optimizer state
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"""
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lr = group["lr"]
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size_update_period = group["size_update_period"]
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beta1 = group["betas"][0]
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grad = p.grad
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if clipping_scale != 1.0:
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grad *= clipping_scale
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step = state["step"]
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delta = state["delta"]
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delta.mul_(beta1)
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batch_size = p.shape[0]
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numel = p.numel() // batch_size
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if numel > 1:
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# Update the size/scale of p, and set param_rms
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scale_grads = state["scale_grads"]
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scale_grads[step % size_update_period] = (p * grad).sum(
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dim=list(range(1, p.ndim)), keepdim=True
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)
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if step % size_update_period == size_update_period - 1:
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param_rms = state["param_rms"] # shape: (batch_size, 1, 1, ..)
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param_rms.copy_(
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(p**2).mean(dim=list(range(1, p.ndim)), keepdim=True).sqrt()
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)
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if step > 0:
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# self._size_update() learns the overall scale on the
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# parameter, by shrinking or expanding it.
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self._size_update(group, scale_grads, p, state)
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if numel == 1:
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# For parameters with 1 element we just use regular Adam.
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# Updates delta.
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self._step_scalar(group, p, state)
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else:
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self._step(group, p, state)
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state["step"] = step + 1
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def _size_update(
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self, group: dict, scale_grads: Tensor, p: Tensor, state: dict
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) -> None:
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"""
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Called only where p.numel() > 1, this updates the scale of the parameter.
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If we imagine: p = underlying_param * scale.exp(), and we are doing
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gradient descent on underlying param and on scale, this function does the update
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on `scale`.
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Args:
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group: dict to look up configuration values
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scale_grads: a tensor of shape (size_update_period, batch_size, 1, 1,...) containing
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grads w.r.t. the scales.
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p: The parameter to update
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state: The state-dict of p
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"""
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param_rms = state["param_rms"]
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beta1, beta2 = group["betas"]
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size_lr = group["lr"] * group["scalar_lr_scale"]
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param_min_rms = group["param_min_rms"]
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param_max_rms = group["param_max_rms"]
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eps = group["eps"]
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step = state["step"]
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batch_size = p.shape[0]
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size_update_period = scale_grads.shape[0]
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# correct beta2 for the size update period: we will have
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# faster decay at this level.
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beta2_corr = beta2**size_update_period
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scale_exp_avg_sq = state["scale_exp_avg_sq"] # shape: (batch_size, 1, 1, ..)
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scale_exp_avg_sq.mul_(beta2_corr).add_(
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(scale_grads**2).mean(dim=0), # mean over dim `size_update_period`
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alpha=1 - beta2_corr,
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) # shape is (batch_size, 1, 1, ...)
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# The 1st time we reach here is when size_step == 1.
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size_step = (step + 1) // size_update_period
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bias_correction2 = 1 - beta2_corr**size_step
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# we don't bother with bias_correction1; this will help prevent divergence
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# at the start of training.
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denom = scale_exp_avg_sq.sqrt() + eps
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scale_step = (
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-size_lr * (bias_correction2**0.5) * scale_grads.sum(dim=0) / denom
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)
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is_too_small = param_rms < param_min_rms
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# when the param gets too small, just don't shrink it any further.
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scale_step.masked_fill_(is_too_small, 0.0)
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# and ensure the parameter rms after update never exceeds param_max_rms.
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# We have to look at the trained model for parameters at or around the
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# param_max_rms, because sometimes they can indicate a problem with the
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# topology or settings.
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scale_step = torch.minimum(scale_step, (param_max_rms - param_rms) / param_rms)
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delta = state["delta"]
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# the factor of (1-beta1) relates to momentum.
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delta.add_(p * scale_step, alpha=(1 - beta1))
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def _step(self, group: dict, p: Tensor, state: dict):
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"""
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This function does the core update of self.step(), in the case where the members of
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the batch have more than 1 element.
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Args:
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group: A dict which will be used to look up configuration values
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p: The parameter to be updated
|
||||
grad: The grad of p
|
||||
state: The state-dict corresponding to parameter p
|
||||
|
||||
This function modifies p.
|
||||
"""
|
||||
grad = p.grad
|
||||
lr = group["lr"]
|
||||
beta1, beta2 = group["betas"]
|
||||
eps = group["eps"]
|
||||
param_min_rms = group["param_min_rms"]
|
||||
step = state["step"]
|
||||
|
||||
exp_avg_sq = state["exp_avg_sq"]
|
||||
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=(1 - beta2))
|
||||
|
||||
this_step = state["step"] - (state["zero_step"] if "zero_step" in state else 0)
|
||||
bias_correction2 = 1 - beta2 ** (this_step + 1)
|
||||
if bias_correction2 < 0.99:
|
||||
# note: not in-place.
|
||||
exp_avg_sq = exp_avg_sq * (1.0 / bias_correction2)
|
||||
|
||||
denom = exp_avg_sq.sqrt()
|
||||
denom += eps
|
||||
grad = grad / denom
|
||||
|
||||
alpha = -lr * (1 - beta1) * state["param_rms"].clamp(min=param_min_rms)
|
||||
|
||||
delta = state["delta"]
|
||||
delta.add_(grad * alpha)
|
||||
p.add_(delta)
|
||||
|
||||
def _step_scalar(self, group: dict, p: Tensor, state: dict):
|
||||
"""
|
||||
A simplified form of the core update for scalar tensors, where we cannot get a good
|
||||
estimate of the parameter rms.
|
||||
"""
|
||||
beta1, beta2 = group["betas"]
|
||||
scalar_max = group["scalar_max"]
|
||||
eps = group["eps"]
|
||||
lr = group["lr"] * group["scalar_lr_scale"]
|
||||
grad = p.grad
|
||||
|
||||
exp_avg_sq = state["exp_avg_sq"] # shape: (batch_size,)
|
||||
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
|
||||
|
||||
# bias_correction2 is like in Adam. Don't bother with bias_correction1;
|
||||
# slower update at the start will help stability anyway.
|
||||
bias_correction2 = 1 - beta2 ** (state["step"] + 1)
|
||||
denom = (exp_avg_sq / bias_correction2).sqrt() + eps
|
||||
|
||||
delta = state["delta"]
|
||||
delta.add_(grad / denom, alpha=-lr * (1 - beta1))
|
||||
p.clamp_(min=-scalar_max, max=scalar_max)
|
||||
p.add_(delta)
|
||||
def largest_index(x: Tensor):
|
||||
x = x.contiguous()
|
||||
argmax = x.abs().argmax().item()
|
||||
return [(argmax // x.stride(i)) % x.size(i) for i in range(x.ndim)]
|
||||
|
||||
|
||||
class LRScheduler(object):
|
||||
@ -787,9 +767,9 @@ class LRScheduler(object):
|
||||
is not the optimizer.
|
||||
"""
|
||||
return {
|
||||
# the user might try to override the base_lr, so don't include this in the state.
|
||||
# previously they were included.
|
||||
# "base_lrs": self.base_lrs,
|
||||
# the user might try to override the base_lr, so don't include this in the state.
|
||||
# previously they were included.
|
||||
# "base_lrs": self.base_lrs,
|
||||
"epoch": self.epoch,
|
||||
"batch": self.batch,
|
||||
}
|
||||
@ -807,7 +787,6 @@ class LRScheduler(object):
|
||||
self.__dict__.update(state_dict)
|
||||
self.base_lrs = base_lrs
|
||||
|
||||
|
||||
def get_last_lr(self) -> List[float]:
|
||||
"""Return last computed learning rate by current scheduler. Will be a list of float."""
|
||||
return self._last_lr
|
||||
@ -853,7 +832,7 @@ class LRScheduler(object):
|
||||
def print_lr(self, is_verbose, group, lr):
|
||||
"""Display the current learning rate."""
|
||||
if is_verbose:
|
||||
logging.warn(
|
||||
logging.warning(
|
||||
f"Epoch={self.epoch}, batch={self.batch}: adjusting learning rate"
|
||||
f" of group {group} to {lr:.4e}."
|
||||
)
|
||||
@ -1184,7 +1163,7 @@ def _test_scaled_adam(hidden_dim: int):
|
||||
if iter == 0:
|
||||
optim = Eve(m.parameters(), lr=0.003)
|
||||
elif iter == 1:
|
||||
optim = ScaledAdam(m.parameters(), lr=0.03, clipping_scale=2.0)
|
||||
optim = ScaledAdam(m.named_parameters(), lr=0.03, clipping_scale=2.0)
|
||||
scheduler = Eden(optim, lr_batches=200, lr_epochs=5, verbose=False)
|
||||
|
||||
start = timeit.default_timer()
|
||||
|
Loading…
x
Reference in New Issue
Block a user