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Fast code seems to pass tests.
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@ -67,11 +67,19 @@ class NeutralGradient(Optimizer):
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to the parameter rms) and 0.0 means no such normalization at all (only a scalar
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per tensor). In any case we fully normalize the parameter scale at the
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whole-tensor level, for non-scalar tensors.
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lr_for_speedup: A learning rate that determines how much speedup we aim for by
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accumulating gradients over multiple batches (the update is done after
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different delays for different parameters, based on an estimate of their
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importance). The target speedup factor will be (lr_for_speedup / lr).
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speedup_first_step: The first step that we start doing the speedup.
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speedup_recalibrate_period: The number of steps between recalibrating the speedup
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(i.e. choosing the periodicity for updating each parameter tensor)
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"""
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def __init__(
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self,
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params,
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lr=1e-2,
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lr=3e-02,
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betas=(0.9, 0.98),
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scale_speed=0.1,
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grad_eps=1e-8,
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@ -82,6 +90,9 @@ class NeutralGradient(Optimizer):
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estimate_period=2000,
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stats_steps=200,
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param_pow=1.0,
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lr_for_speedup=0.1,
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speedup_first_step=500, # TEMP. Make this 3500? must be > warmup.
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speedup_recalibrate_period=100,
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):
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if not 0.0 <= lr:
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@ -119,7 +130,11 @@ class NeutralGradient(Optimizer):
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max_fullcov_size=max_fullcov_size,
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estimate_period=estimate_period,
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stats_steps=stats_steps,
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param_pow=param_pow
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param_pow=param_pow,
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lr_for_speedup=lr_for_speedup,
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speedup_first_step=speedup_first_step,
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speedup_recalibrate_period=speedup_recalibrate_period,
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group_step=0,
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)
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super(NeutralGradient, self).__init__(params, defaults)
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@ -152,6 +167,24 @@ class NeutralGradient(Optimizer):
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estimate_period = group["estimate_period"]
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stats_steps = group["stats_steps"]
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param_pow = group["param_pow"]
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lr_for_speedup = group["lr_for_speedup"]
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speedup_first_step = group["speedup_first_step"]
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speedup_recalibrate_period = group["speedup_recalibrate_period"]
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group_step = group["group_step"]
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group["group_step"] = group_step + 1
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recalibrate = (group_step >= speedup_first_step and
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(group_step - speedup_first_step) % speedup_recalibrate_period == 0)
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if recalibrate:
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# param_prods will be an array of products, one per parameter tensor, equal to:
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# E[grad . step],
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# where "step" is the individual step, before momentum (i.e. computed as if beta1==0).
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# We compute these in such a way as to reflect the expectation if there is no speedup
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# (i.e. assuming we are doing the update on every step with no gradient accumulation).
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# The idea is that this product reflects the importance of each parameter matrix,
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# so that parameter matrices with larger values will need more frequent updates.
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self._recalibrate_speedup(group)
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for p in group["params"]:
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if p.grad is None:
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@ -161,13 +194,26 @@ class NeutralGradient(Optimizer):
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grad = p.grad
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if grad.is_sparse:
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raise RuntimeError(
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"Cain does not support sparse gradients"
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"NeutralGradient optimizer does not support sparse gradients"
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)
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state = self.state[p]
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# State initialization
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if len(state) == 0:
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# For speed, we will actually take a step every
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# `step_period` times step() is called; we will store the
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# gradient in state["grad"] until state["n_cached_grads"]
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# reaches step_period, at which point we'll really do the
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# update.
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state["step_period"] = 1
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state["n_cached_grads"] = 0
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# Allocate these cached_grad members immediately even though
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# we may not need them immediately, so that any OOMs will
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# occur quickly.
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state["cached_grad"] = torch.zeros_like(
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p, memory_format=torch.preserve_format
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)
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state["step"] = 0
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# Parameter step (used to implement momentum).
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state["delta"] = torch.zeros_like(
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@ -222,6 +268,33 @@ class NeutralGradient(Optimizer):
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# but we'll allocate this and deallocate it as needed, for individual
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# parameters, to save memory.
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step_period = state["step_period"]
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n_cached_grads = state["n_cached_grads"]
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if step_period > 1:
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cached_grad = state["cached_grad"]
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cached_grad += grad
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n_cached_grads += 1
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state["n_cached_grads"] = n_cached_grads
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# the point of random_step_prob is to inject a little randomness
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# into the timing of the updates, so they don't stay synchronized.
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random_step_prob = 0.05 / step_period
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if n_cached_grads == step_period or random.random() < random_step_prob:
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# We will continue to the code below, and do a step
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grad = cached_grad
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else:
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# Don't do a step this time.
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continue
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else:
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# We are doing a step on every iteration.
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n_cached_grads = 1 # will be used to scale gradients below.
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# sqrt_n_grads will be used to scale down estimates of grad variances
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# (in situations where the scale matters), to reflect the sizes of
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# grads of individual
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inv_sqrt_n_grads = n_cached_grads ** 0.5
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delta = state["delta"]
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step = state["step"]
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@ -240,7 +313,7 @@ class NeutralGradient(Optimizer):
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scale_deriv = (p * grad).sum()
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scale_exp_avg_sq = state["scale_exp_avg_sq"]
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scale_exp_avg_sq.mul_(beta2).addcmul_(scale_deriv, scale_deriv,
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value=1 - beta2)
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value=(1 - beta2)/n_cached_grads)
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# should actually be step + 1, so on 1st minibatch we are not learning
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# anything here. May fix this at some point.
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@ -267,7 +340,7 @@ class NeutralGradient(Optimizer):
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if step % 10 == 0:
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scale.copy_((p**2).mean().sqrt().add_(param_eps))
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# Decay the second moment running average coefficient
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=(1 - beta2)/n_cached_grads)
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grad_rms = (exp_avg_sq.sqrt()).add_(grad_eps)
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this_delta = grad / grad_rms
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alpha = (-(1-beta1) * lr * (bias_correction2 ** 0.5)) * scale
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@ -288,7 +361,7 @@ class NeutralGradient(Optimizer):
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cur_grad = self._change_coordinates(cur_grad, state, forward=True)
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# Decay the second moment running average coefficient
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exp_avg_sq.mul_(beta2).addcmul_(cur_grad, cur_grad, value=1 - beta2)
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exp_avg_sq.mul_(beta2).addcmul_(cur_grad, cur_grad, value=(1 - beta2)/n_cached_grads)
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# _get_step accounts for the fact that we may have reset these
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# stats when we changed the co-ordinates.
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@ -301,6 +374,8 @@ class NeutralGradient(Optimizer):
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cur_grad = self._change_coordinates(cur_grad, state, forward=False)
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if random.random() < 0.0002:
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# This is only for debug. The logic below would not be valid for n_cache_grads>0,
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# anyway we will delete this code at some point.
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# in principle, the cur_grad is supposed to have the same rms as params, on average.
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cur_grad_rms = (cur_grad**2).mean().sqrt()
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# _corrected corrects for the overall size of the grad, making cur_grad_rms more similar
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@ -326,7 +401,7 @@ class NeutralGradient(Optimizer):
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# p.numel() == 1.
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# Decay the second moment running average coefficient
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exp_avg_sq = state["exp_avg_sq"]
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
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exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=(1 - beta2)/n_cached_grads)
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bias_correction2 = 1 - beta2 ** (step + 1)
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denom = (exp_avg_sq.sqrt()).add_(grad_eps)
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this_delta = grad / denom
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@ -714,6 +789,66 @@ class NeutralGradient(Optimizer):
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return P
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def _recalibrate_speedup(self, group: dict):
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param_prods = []
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speedup = group["lr_for_speedup"] / group["lr"]
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if speedup > 10.0:
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speedup = 10.0
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if speedup < 2.0:
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speedup = 2.0
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_, beta2 = group["betas"]
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for p in group["params"]:
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if p.grad is None:
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continue
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# We ignore the part of the parameter change that comes from the scale
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# (see 'scale_deriv' in the code)
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state = self.state[p]
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step = state["step"]
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prod = state["exp_avg_sq"].sqrt().sum()
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is_one_axis = (p.numel() in list(p.shape)) # e.g. a bias
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if is_one_axis or p.numel() == 1:
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if is_one_axis:
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prod *= state["scale"]
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bias_correction2 = 1 - beta2 ** (step + 1)
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else:
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step_within_period = state["step_within_period"]
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bias_correction2 = 1 - beta2 ** (min(step, step_within_period) + 1)
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prod /= bias_correction2 ** 0.5
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param_prods.append(prod)
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param_prods = torch.stack(param_prods).to('cpu')
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avg_update_freq = 1.0 / speedup
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param_freqs = param_prods * (avg_update_freq / param_prods.mean())
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# Don't delay more than 40 steps for any parameter. Note: with beta=0.1,
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# this would mean an average delay of about 500 steps before the gradient
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# makes it to the parameter.
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min_freq = 1.0 / 40
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# get the mean after applying limits of [min_freq..1] for the frequencies of
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# update
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param_freqs_mean = param_freqs.clamp(min=min_freq, max=1.0).mean()
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# renormalize after applying min and max limits
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param_freqs = param_freqs * (avg_update_freq / param_freqs_mean)
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# ...and apply the limits again.
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param_freqs = param_freqs.clamp(min=min_freq, max=1.0)
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param_periods = (1.0 / param_freqs).to(torch.int32) # .to(torch.int32) rounds down
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param_prods = param_prods.tolist()
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param_freqs = param_freqs.tolist()
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param_periods = param_periods.tolist()
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print("speedup = ", speedup)
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for i,p in enumerate(group["params"]):
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if p.grad is None:
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continue
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print(f"Shape = {p.shape}, prod = {param_prods[i]}, freq = {param_freqs[i]}, period = {param_periods[i]}.")
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# Do nothing more, as yet.
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