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@harpone
Created September 24, 2020 12:25
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Lamb optimizer that doesn't work on TPUs
class Lamb(Optimizer):
r"""Implements Lamb algorithm.
It has been proposed in `Large Batch Optimization for Deep Learning: Training BERT in 76 minutes`_.
Arguments:
params (iterable): iterable of parameters to optimize or dicts defining
parameter groups
lr (float, optional): learning rate (default: 1e-3)
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)
adam (bool, optional): always use trust ratio = 1, which turns this into
Adam. Useful for comparison purposes.
.. _Large Batch Optimization for Deep Learning: Training BERT in 76 minutes:
https://arxiv.org/abs/1904.00962
Source: https://github.com/cybertronai/pytorch-lamb
MIT License
Copyright (c) 2019 cybertronai
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
"""
def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-6,
weight_decay=0, adam=False):
if not 0.0 <= lr:
raise ValueError("Invalid learning rate: {}".format(lr))
if not 0.0 <= eps:
raise ValueError("Invalid epsilon value: {}".format(eps))
if not 0.0 <= betas[0] < 1.0:
raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
if not 0.0 <= betas[1] < 1.0:
raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
defaults = dict(lr=lr, betas=betas, eps=eps,
weight_decay=weight_decay)
self.adam = adam
super(Lamb, self).__init__(params, defaults)
@torch.no_grad()
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad
if grad.is_sparse:
raise RuntimeError('Lamb does not support sparse gradients, consider SparseAdam instead.')
state = self.state[p]
# State initialization
if len(state) == 0:
state['step'] = 0
# 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)
exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
beta1, beta2 = group['betas']
state['step'] += 1
# Decay the first and second moment running average coefficient
# m_t
exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
# v_t
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
step_size = group['lr']
weight_norm = p.pow(2).sum().sqrt().clamp(0, 10)
adam_step = exp_avg / exp_avg_sq.sqrt().add(group['eps'])
if group['weight_decay'] != 0:
adam_step.add_(p, alpha=group['weight_decay'])
adam_norm = adam_step.pow(2).sum().sqrt()
if weight_norm == 0. or adam_norm == 0.:
trust_ratio = 1.
else:
trust_ratio = weight_norm / adam_norm
state['weight_norm'] = weight_norm
state['adam_norm'] = adam_norm
state['trust_ratio'] = trust_ratio
if self.adam:
trust_ratio = 1.
p.add_(adam_step, alpha=-step_size * trust_ratio)
return loss
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