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Multiply lr by 10; simplify Cain.
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@ -48,33 +48,13 @@ class Cain(Optimizer):
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the model and "moved them into the optimizer". Now we allow
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the model and "moved them into the optimizer". Now we allow
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parameters to have any rms value (that's <= 10), but we:
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parameters to have any rms value (that's <= 10), but we:
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(a) make the update speed for a parameter proportional to
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(a) make the update speed for a parameter proportional to
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its rms value, using target_rms (0.1) as the reference point
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its rms value.
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where we just use the standard Adam-type formula.
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(b) Multiply the learning rate by 10 because we are getting rid of
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(b) simulate the effect of learning the weight_scale or bias_scale
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target_rms=0.1
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in log space using standard Adam. (see scale_exp_avg_sq in the
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(c) simulate the effect of learning the weight_scale or bias_scale
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in log space using standard Adam, with a scale to prevent it
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from learning too fast. (see scale_exp_avg_sq in the
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code below).
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code below).
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(iv) Periodically (every 2000 batches) perform a "change of basis" on
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all non-convolutional axes of each parameter tensor, and reset the
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Adam statistics. This means an orthogonal change of co-ordinates
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in the space corresponding to each dimension of a tensor, e.g. in
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a 256 x 512 parameter tensor we'll have a 256x256 orthogonal matrix
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and a 512x512 one. This does a better job of separating "important"
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from "unimportant" directions in activation space, and empirically
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improved convergence, final loss function and WERs.
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(v) Change the Adam-type update, where the rms update value in each parameter
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is the same, to a (diagonal) natural-gradient-type update, where if a
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parameter has larger then average gradients, we give it a smaller
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update. Because, in principle, this could lead to unbounded update
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magnitudes, we limit these by introducing the "max_eff_lr" parameter,
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which defines the maximum learning rate "if we had an Adam-type
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update". So what we really implement is a cross between Adam and
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natural gradient, where larger "max_eff_lr" means more natural-gradient-like
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(i.e. more aggressive in directions with small gradients).
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We recommend to set max_eff_lr to the initial learning rate ("lr")
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in the learning rate schedule so that the update starts out
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equivalent to Adam. Empirically this change to natural-gradient-type
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update, epecially when combined with a faster-decaying learning rate
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schedule, gives faster convergence.
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The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_.
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The original Adam algorithm was proposed in `Adam: A Method for Stochastic Optimization`_.
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The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_.
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The AdamW variant was proposed in `Decoupled Weight Decay Regularization`_.
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@ -84,14 +64,12 @@ class Cain(Optimizer):
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params (iterable): iterable of parameters to optimize or dicts defining
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params (iterable): iterable of parameters to optimize or dicts defining
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parameter groups
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parameter groups
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lr (float, optional): learning rate (default: 1e-3)
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lr (float, optional): learning rate (default: 1e-3)
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ng_scale (float, optional): scale on natural-gradient-like update,
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interpolating it with an Adam-type update.
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betas (Tuple[float, float], optional): coefficients used for computing
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betas (Tuple[float, float], optional): coefficients used for computing
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running averages of gradient and its square (default: (0.9, 0.999))
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running averages of gradient and its square (default: (0.9, 0.999))
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eps (float, optional): term added to the denominator to improve
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eps (float, optional): term added to the denominator to improve
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numerical stability (default: 1e-8)
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numerical stability (default: 1e-8)
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target_rms (float, optional): target root-mean-square value of
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scale_speed (float, optional): we multiply the learning rate by this value
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parameters, if they fall below this we will stop applying weight decay.
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when learning (in log space) the scales of the parameter tensors
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rms_eps (float, optional): epsilon value such that when parameter
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rms_eps (float, optional): epsilon value such that when parameter
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rms value goes below this, we stop learning slower for that parameter,
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rms value goes below this, we stop learning slower for that parameter,
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i.e. we treat the rms as if it were rms_eps. In practice, rms values
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i.e. we treat the rms as if it were rms_eps. In practice, rms values
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@ -116,22 +94,16 @@ class Cain(Optimizer):
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def __init__(
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def __init__(
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self,
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self,
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params,
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params,
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lr=1e-3,
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lr=1e-2,
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ng_pow=-0.5,
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ng_eps=0.1,
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betas=(0.9, 0.98),
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betas=(0.9, 0.98),
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eps=1e-8,
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eps=1e-8,
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target_rms=0.1,
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scale_speed=0.05,
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rms_eps=1.0e-05,
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rms_eps=1.0e-05,
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rms_max=10.0,
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rms_max=10.0,
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):
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):
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if not 0.0 <= lr:
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if not 0.0 <= lr:
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raise ValueError("Invalid learning rate: {}".format(lr))
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raise ValueError("Invalid learning rate: {}".format(lr))
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if not 0.0 <= ng_eps < 1.0:
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raise ValueError("Invalid natural gradient epsilon: {}".format(ng_eps))
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if not -1.0 <= ng_pow < 1.0: # -1.0 would be actual natural gradient
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raise ValueError("Invalid natural gradient power: {}".format(ng_pow))
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if not 0.0 <= eps:
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if not 0.0 <= eps:
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raise ValueError("Invalid epsilon value: {}".format(eps))
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raise ValueError("Invalid epsilon value: {}".format(eps))
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if not 0.0 <= betas[0] < 1.0:
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if not 0.0 <= betas[0] < 1.0:
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@ -142,8 +114,8 @@ class Cain(Optimizer):
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raise ValueError(
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raise ValueError(
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"Invalid beta parameter at index 1: {}".format(betas[1])
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"Invalid beta parameter at index 1: {}".format(betas[1])
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)
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)
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if not 0 < target_rms <= 10.0:
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if not 0 < scale_speed < 1.0:
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raise ValueError("Invalid target_rms value: {}".format(target_rms))
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raise ValueError("Invalid scale_speed value: {}".format(scale_speed))
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if not 0.1 < rms_max <= 1000.0:
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if not 0.1 < rms_max <= 1000.0:
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raise ValueError("Invalid rms_max value: {}".format(rms_max))
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raise ValueError("Invalid rms_max value: {}".format(rms_max))
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if not 0.0 < rms_eps < 0.1:
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if not 0.0 < rms_eps < 0.1:
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@ -151,11 +123,9 @@ class Cain(Optimizer):
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defaults = dict(
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defaults = dict(
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lr=lr,
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lr=lr,
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ng_eps=ng_eps,
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ng_pow=ng_pow,
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betas=betas,
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betas=betas,
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eps=eps,
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eps=eps,
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target_rms=target_rms,
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scale_speed=0.05,
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rms_eps=rms_eps,
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rms_eps=rms_eps,
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rms_max=rms_max,
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rms_max=rms_max,
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)
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)
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@ -180,9 +150,7 @@ class Cain(Optimizer):
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for group in self.param_groups:
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for group in self.param_groups:
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beta1, beta2 = group["betas"]
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beta1, beta2 = group["betas"]
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lr = group["lr"]
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lr = group["lr"]
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ng_eps = group["ng_eps"]
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scale_speed = group["scale_speed"]
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ng_pow = group["ng_pow"]
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target_rms = group["target_rms"]
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rms_eps = group["rms_eps"]
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rms_eps = group["rms_eps"]
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eps = group["eps"]
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eps = group["eps"]
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rms_max = group["rms_max"]
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rms_max = group["rms_max"]
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@ -221,7 +189,6 @@ class Cain(Optimizer):
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dtype=p.dtype)
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dtype=p.dtype)
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delta, exp_avg_sq = state["delta"], state["exp_avg_sq"]
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delta, exp_avg_sq = state["delta"], state["exp_avg_sq"]
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step = state["step"]
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step = state["step"]
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@ -250,7 +217,7 @@ class Cain(Optimizer):
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scale_denom = (scale_exp_avg_sq.sqrt()).add_(eps)
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scale_denom = (scale_exp_avg_sq.sqrt()).add_(eps)
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scale_alpha = -lr * (scale_bias_correction2 ** 0.5) * (1-beta1)
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scale_alpha = -lr * (scale_bias_correction2 ** 0.5) * scale_speed * (1-beta1)
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# scale_delta is going to be the change in log-scale (before momentum), i.e. if
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# scale_delta is going to be the change in log-scale (before momentum), i.e. if
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# p = underlying_param * scale.exp(),
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# p = underlying_param * scale.exp(),
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@ -270,46 +237,19 @@ class Cain(Optimizer):
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scale_delta)
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scale_delta)
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delta.add_(p, alpha=scale_delta)
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delta.add_(p, alpha=scale_delta)
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grad = self._change_coordinates(grad, state, forward=True)
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p_transformed = self._change_coordinates(p, state, forward=True, is_grad=False)
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# Decay the second moment running average coefficient
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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)
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bias_correction2 = 1 - beta2 ** self._step_for_bias_correction(step)
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bias_correction2 = 1 - beta2 ** step
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grad_rms = (exp_avg_sq.sqrt()).add_(eps)
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grad_rms = (exp_avg_sq.sqrt()).add_(eps).mul_(1.0 / bias_correction2)
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this_delta = grad / grad_rms
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this_delta = grad / grad_rms
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if p.ndim > 1:
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this_lr = state["param_rms"].clamp(min=rms_eps) * lr * bias_correction2
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grad_rms_mean = grad_rms.mean()
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smoothed_grad_rms = ng_eps * grad_rms_mean + grad_rms
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lr_factor = (smoothed_grad_rms ** ng_pow) + ng_eps * (grad_rms_mean ** ng_pow)
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lr_factor_mean = lr_factor.mean()
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# this `lr` contains all the terms in learning rate except param_rms. Imagine
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# that param_rms is 1.0 for purposes of computing the shrinkage coefficient; actually
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# it does not matter.
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this_lr = (lr / (target_rms * lr_factor_mean)) * lr_factor
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else:
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# turn off this natural gradient for biases, it seems to have
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# a bad effect, possibly because we don't decorrelate in this case, or
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# because their gradients are not dominated by noise.
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this_lr = lr / target_rms
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# change sign so it's an actual parameter change,
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alpha = -(1-beta1) * this_lr
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# incorporate param_rms at this point.
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this_delta *= -this_lr * state["param_rms"].clamp(min=rms_eps)
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# The shrinkage coefficint necessary to bring data with variance=1.0 + lr**2
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# back down to data with variance=1.0, is: (1 + lr**2) ** -0.5, which means
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# multiplying by about (1 - 0.5 * lr**2).
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# we then take the -0.5 * lr**2 * (existing_param) as the "delta" (change in param)
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# that comes from this update.
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shrinkage_delta = p_transformed * (-0.5 * (this_lr**2))
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this_delta += shrinkage_delta
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this_delta = self._change_coordinates(this_delta, state, forward=False)
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alpha = (1-beta1)
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# below, will do: delta.add_(this_delta, alpha=alpha)
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# below, will do: delta.add_(this_delta, alpha=alpha)
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else:
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else:
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@ -329,150 +269,6 @@ class Cain(Optimizer):
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return loss
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return loss
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def _change_coordinates(self,
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grad: Tensor,
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state: dict,
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forward: bool,
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is_grad: bool = True):
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"""
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Possibly performs some magnitude-preserving changes of co-ordinates on `grad`.
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If is_grad == False we skip any possible update or stats-accumulation steps.
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"""
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ndim = grad.ndim
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numel = grad.numel()
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for dim in range(grad.ndim):
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# see for each dim in turn whether we want to perform any changes in co-ordinates,
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# or store any stats.
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size = grad.shape[dim]
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if size <= 3 or (size % 2 == 1 and size < 128) or size >= 2048 or size == numel:
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# we don't do any such co-ordinate changes in dims with sizes
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# that are too small (no point) or large (too slow), or that are
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# assumed convolutional (because they are odd and not too huge).
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# We can revisit this later.
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continue
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grad = self._change_coordinates_for_dim(grad, state, dim, forward, is_grad)
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return grad
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def _change_coordinates_for_dim(self,
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grad: Tensor,
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state: dict,
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dim: int,
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forward: bool,
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is_grad: bool,
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orig_dim: int = -1):
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assert grad.ndim > 1
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if not (grad.ndim == 2 and dim == 1):
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# normalize the format and recurse.
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dims_order = []
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rev_dims_order = []
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ndim = grad.ndim
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for i in range(dim):
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dims_order.append(i)
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rev_dims_order.append(i)
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rev_dims_order.append(ndim-1)
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for i in range(dim+1, ndim):
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dims_order.append(i)
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rev_dims_order.append(i-1)
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dims_order.append(dim)
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# e.g. ndim=4, dim=1, dims_order=(0,2,3,1), rev_dims_order=(0,3,1,2)
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new_grad = grad.permute(*dims_order)
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assert new_grad.shape[-1] == grad.shape[dim]
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new_shape = new_grad.shape
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new_grad = new_grad.reshape(-1, new_grad.shape[-1])
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new_grad = self._change_coordinates_for_dim(new_grad, state, 1,
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forward, is_grad,
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orig_dim=dim)
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return new_grad.reshape(new_shape).permute(*rev_dims_order)
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# OK: grad.ndim == 2 and dim == 1
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size = grad.shape[1]
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if orig_dim == -1:
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orig_dim = dim
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step = state["step"]
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must_store_stats, must_zero_stats = self._must_store_stats(step)
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if must_store_stats and forward and is_grad:
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# store stats for 200 iters preceding when we estimate the
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# transform.
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stats_name = f"cov_{orig_dim}"
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if not stats_name in state:
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state[stats_name] = torch.zeros(size, size, dtype=grad.dtype,
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device=grad.device)
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cov = state[stats_name]
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if must_zero_stats:
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cov.zero_()
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cov += torch.matmul(grad.t(), grad) * (1/grad.shape[0])
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transform_name = f"t_{orig_dim}"
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if transform_name not in state:
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# make sure they're all allocated at the start, may be better for
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# fragmention and debugging reasons (although may not).
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state[transform_name] = torch.eye(size, device=grad.device,
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dtype=grad.dtype)
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must_estimate_transform = self._must_estimate_transform(step)
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if must_estimate_transform and forward and is_grad:
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stats_name = f"cov_{orig_dim}"
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cov = state[stats_name]
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l, U = cov.symeig(eigenvectors=True)
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#print("estimate, l = ", l[::20])
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t = U.t() # t is indexed (new_dim, old_dim) a.k.a. (transformed_dim, real_dim)
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state[transform_name][:] = t
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state["exp_avg_sq"].zero_() # zero exp-avg-sq stats, we'll restart these from scratch.
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t = state[transform_name]
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if forward:
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return torch.matmul(grad, t.t())
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else:
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return torch.matmul(grad, t)
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def _must_store_stats(self, step: int) -> Tuple[bool, bool]:
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"""
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Returns (must_store_stats, must_zero_stats), where
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must_store_stats: bool, is True for the 100 or 200 steps preceding
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a step on which we will estimate the transform.
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must_zero_stats: bool, is True for only the 1st of the 100 or 200
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steps mentioned above.
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"""
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if step < 4000:
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if step < 2000:
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return (step % 500 >= 400, step % 500 == 400)
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else:
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return (step % 1000 >= 800, step % 1000 == 800)
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else:
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return (step % 2000 >= 1800, step % 2000 == 1800)
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def _must_estimate_transform(self, step: int) -> bool:
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"""
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Returns True if we will re-estimate the transform on this step
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"""
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if step < 4000:
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if step < 2000:
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return step % 500 == 0 and step > 0
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else:
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|
||||||
return step % 1000 == 0 and step > 0
|
|
||||||
else:
|
|
||||||
return step % 2000 == 0
|
|
||||||
|
|
||||||
def _step_for_bias_correction(self, step: int) -> bool:
|
|
||||||
"""
|
|
||||||
Return a modified step for bias-correction (actually just to give us the
|
|
||||||
right denominator for the exp-avg-sq stats).. this needs to take into
|
|
||||||
account how long it has been since we re-estimated the transforms, because
|
|
||||||
we zero the exp-avg-sq stats at those times.
|
|
||||||
|
|
||||||
The + 1 is for the "current step". We post-increment the step so it
|
|
||||||
starts from 0.
|
|
||||||
"""
|
|
||||||
if step < 4000:
|
|
||||||
if step < 2000:
|
|
||||||
return step % 500 + 1
|
|
||||||
else:
|
|
||||||
return step % 1000 + 1
|
|
||||||
else:
|
|
||||||
return step % 2000 + 1
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
class LRScheduler(object):
|
class LRScheduler(object):
|
||||||
"""
|
"""
|
||||||
@ -797,7 +593,7 @@ def _test_eve_cain():
|
|||||||
input_magnitudes = (1.0 * torch.randn(E, dtype=dtype, device=device)).exp()
|
input_magnitudes = (1.0 * torch.randn(E, dtype=dtype, device=device)).exp()
|
||||||
output_magnitudes = (1.0 * torch.randn(E, dtype=dtype, device=device)).exp()
|
output_magnitudes = (1.0 * torch.randn(E, dtype=dtype, device=device)).exp()
|
||||||
|
|
||||||
for iter in [2,1,0]:
|
for iter in [1,0]:
|
||||||
fix_random_seed(42)
|
fix_random_seed(42)
|
||||||
Linear = torch.nn.Linear if iter == 0 else ScaledLinear
|
Linear = torch.nn.Linear if iter == 0 else ScaledLinear
|
||||||
m = torch.nn.Sequential(Linear(E, 200),
|
m = torch.nn.Sequential(Linear(E, 200),
|
||||||
@ -808,8 +604,7 @@ def _test_eve_cain():
|
|||||||
torch.randn(B, T, E, device=device, dtype=dtype) * output_magnitudes) for _ in range(20) ]
|
torch.randn(B, T, E, device=device, dtype=dtype) * output_magnitudes) for _ in range(20) ]
|
||||||
|
|
||||||
if iter == 0: optim = Eve(m.parameters(), lr=0.003)
|
if iter == 0: optim = Eve(m.parameters(), lr=0.003)
|
||||||
elif iter == 1: optim = Cain(m.parameters(), lr=0.003)
|
elif iter == 1: optim = Cain(m.parameters(), lr=0.03)
|
||||||
elif iter == 2: optim = Cain(m.parameters(), lr=0.003, ng_pow=-0.5)
|
|
||||||
scheduler = Eden(optim, lr_batches=200, lr_epochs=10, verbose=False)
|
scheduler = Eden(optim, lr_batches=200, lr_epochs=10, verbose=False)
|
||||||
|
|
||||||
start = timeit.default_timer()
|
start = timeit.default_timer()
|
||||||
|
@ -207,7 +207,7 @@ def get_parser():
|
|||||||
parser.add_argument(
|
parser.add_argument(
|
||||||
"--initial-lr",
|
"--initial-lr",
|
||||||
type=float,
|
type=float,
|
||||||
default=0.003,
|
default=0.03,
|
||||||
help="The initial learning rate. This value should not need "
|
help="The initial learning rate. This value should not need "
|
||||||
"to be changed.",
|
"to be changed.",
|
||||||
)
|
)
|
||||||
|
Loading…
x
Reference in New Issue
Block a user