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Source code for torch.optim.adadelta

# mypy: allow-untyped-decorators
# mypy: allow-untyped-defs
from typing import Any, cast, Dict, List, Optional, Union

import torch
from torch import Tensor

from .optimizer import (
    _capturable_doc,
    _default_to_fused_or_foreach,
    _differentiable_doc,
    _disable_dynamo_if_unsupported,
    _foreach_doc,
    _get_capturable_supported_devices,
    _get_scalar_dtype,
    _maximize_doc,
    _params_doc,
    _use_grad_for_differentiable,
    _view_as_real,
    Optimizer,
    ParamsT,
)


__all__ = ["Adadelta", "adadelta"]


[docs]class Adadelta(Optimizer): def __init__( self, params: ParamsT, lr: Union[float, Tensor] = 1.0, rho: float = 0.9, eps: float = 1e-6, weight_decay: float = 0, foreach: Optional[bool] = None, *, capturable: bool = False, maximize: bool = False, differentiable: bool = False, ): if isinstance(lr, Tensor) and lr.numel() != 1: raise ValueError("Tensor lr must be 1-element") if not 0.0 <= lr: raise ValueError(f"Invalid learning rate: {lr}") if not 0.0 <= rho <= 1.0: raise ValueError(f"Invalid rho value: {rho}") if not 0.0 <= eps: raise ValueError(f"Invalid epsilon value: {eps}") if not 0.0 <= weight_decay: raise ValueError(f"Invalid weight_decay value: {weight_decay}") defaults = dict( lr=lr, rho=rho, eps=eps, weight_decay=weight_decay, maximize=maximize, capturable=capturable, foreach=foreach, differentiable=differentiable, ) super().__init__(params, defaults) def __setstate__(self, state): super().__setstate__(state) for group in self.param_groups: group.setdefault("foreach", None) group.setdefault("maximize", False) group.setdefault("differentiable", False) group.setdefault("capturable", False) for p in group["params"]: p_state = self.state.get(p, []) if len(p_state) != 0 and not torch.is_tensor(p_state["step"]): step_val = float(p_state["step"]) p_state["step"] = ( torch.tensor( step_val, dtype=_get_scalar_dtype(), device=p.device ) if group["capturable"] else torch.tensor(step_val, dtype=_get_scalar_dtype()) ) def _init_group( self, group: Dict[str, Any], params_with_grad: List[Tensor], grads: List[Tensor], square_avgs: List[Tensor], acc_deltas: List[Tensor], state_steps: List[Tensor], ): has_complex = False p: Tensor for p in group["params"]: if p.grad is None: continue has_complex |= torch.is_complex(p) params_with_grad.append(p) if p.grad.is_sparse: raise RuntimeError("Adadelta does not support sparse gradients") grads.append(p.grad) state = self.state[p] # Lazy state initialization if len(state) == 0: state["step"] = ( torch.zeros((), dtype=_get_scalar_dtype(), device=p.device) if group["capturable"] else torch.zeros((), dtype=_get_scalar_dtype()) ) state["square_avg"] = torch.zeros_like( p, memory_format=torch.preserve_format ) state["acc_delta"] = torch.zeros_like( p, memory_format=torch.preserve_format ) square_avgs.append(state["square_avg"]) acc_deltas.append(state["acc_delta"]) state_steps.append(state["step"]) return has_complex
[docs] @_use_grad_for_differentiable def step(self, closure=None): """Perform a single optimization step. Args: closure (Callable, optional): A closure that reevaluates the model and returns the loss. """ self._cuda_graph_capture_health_check() loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group in self.param_groups: params_with_grad: List[Tensor] = [] grads: List[Tensor] = [] square_avgs: List[Tensor] = [] acc_deltas: List[Tensor] = [] state_steps: List[Tensor] = [] ( lr, rho, eps, weight_decay, foreach, maximize, differentiable, capturable, ) = ( group["lr"], group["rho"], group["eps"], group["weight_decay"], group["foreach"], group["maximize"], group["differentiable"], group["capturable"], ) has_complex = self._init_group( group, params_with_grad, grads, square_avgs, acc_deltas, state_steps ) adadelta( params_with_grad, grads, square_avgs, acc_deltas, state_steps, lr=lr, rho=rho, eps=eps, weight_decay=weight_decay, foreach=foreach, maximize=maximize, differentiable=differentiable, capturable=capturable, has_complex=has_complex, ) return loss
Adadelta.__doc__ = ( r"""Implements Adadelta algorithm. .. math:: \begin{aligned} &\rule{110mm}{0.4pt} \\ &\textbf{input} : \gamma \text{ (lr)}, \: \theta_0 \text{ (params)}, \: f(\theta) \text{ (objective)}, \: \rho \text{ (decay)}, \: \lambda \text{ (weight decay)} \\ &\textbf{initialize} : v_0 \leftarrow 0 \: \text{ (square avg)}, \: u_0 \leftarrow 0 \: \text{ (accumulate variables)} \\[-1.ex] &\rule{110mm}{0.4pt} \\ &\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\ &\hspace{5mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\ &\hspace{5mm}if \: \lambda \neq 0 \\ &\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\ &\hspace{5mm} v_t \leftarrow v_{t-1} \rho + g^2_t (1 - \rho) \\ &\hspace{5mm}\Delta x_t \leftarrow \frac{\sqrt{u_{t-1} + \epsilon }}{ \sqrt{v_t + \epsilon} }g_t \hspace{21mm} \\ &\hspace{5mm} u_t \leftarrow u_{t-1} \rho + \Delta x^2_t (1 - \rho) \\ &\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \Delta x_t \\ &\rule{110mm}{0.4pt} \\[-1.ex] &\bf{return} \: \theta_t \\[-1.ex] &\rule{110mm}{0.4pt} \\[-1.ex] \end{aligned} For further details regarding the algorithm we refer to `ADADELTA: An Adaptive Learning Rate Method`_. """ + rf""" Args: {_params_doc} lr (float, Tensor, optional): coefficient that scale delta before it is applied to the parameters (default: 1.0) rho (float, optional): coefficient used for computing a running average of squared gradients (default: 0.9). A higher value of `rho` will result in a slower average, which can be helpful for preventing oscillations in the learning process. eps (float, optional): term added to the denominator to improve numerical stability (default: 1e-6). weight_decay (float, optional): weight decay (L2 penalty) (default: 0) {_foreach_doc} {_capturable_doc} {_maximize_doc} {_differentiable_doc} .. _ADADELTA\: An Adaptive Learning Rate Method: https://arxiv.org/abs/1212.5701 """ ) def _single_tensor_adadelta( params: List[Tensor], grads: List[Tensor], square_avgs: List[Tensor], acc_deltas: List[Tensor], state_steps: List[Tensor], *, lr: float, rho: float, eps: float, weight_decay: float, maximize: bool, differentiable: bool, capturable: bool, has_complex: bool, ): # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] if not torch._utils.is_compiling() and capturable: capturable_supported_devices = _get_capturable_supported_devices( supports_xla=False ) assert all( p.device.type == step.device.type and p.device.type in capturable_supported_devices for p, step in zip(params, state_steps) ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." for param, grad, square_avg, acc_delta, step in zip( params, grads, square_avgs, acc_deltas, state_steps ): step += 1 grad = grad if not maximize else -grad if weight_decay != 0: grad = grad.add(param, alpha=weight_decay) if torch.is_complex(param): square_avg = torch.view_as_real(square_avg) acc_delta = torch.view_as_real(acc_delta) grad = torch.view_as_real(grad) square_avg.mul_(rho).addcmul_(grad, grad, value=1 - rho) std = square_avg.add(eps).sqrt_() delta = acc_delta.add(eps).sqrt_() if differentiable: delta = delta.clone() delta.div_(std).mul_(grad) acc_delta.mul_(rho).addcmul_(delta, delta, value=1 - rho) if torch.is_complex(param): delta = torch.view_as_complex(delta) param.add_(delta, alpha=-lr) def _multi_tensor_adadelta( params: List[Tensor], grads: List[Tensor], square_avgs: List[Tensor], acc_deltas: List[Tensor], state_steps: List[Tensor], *, lr: float, rho: float, eps: float, weight_decay: float, maximize: bool, differentiable: bool, capturable: bool, has_complex: bool, ): assert not differentiable, "_foreach ops don't support autograd" # If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable] if not torch._utils.is_compiling() and capturable: capturable_supported_devices = _get_capturable_supported_devices( supports_xla=False ) assert all( p.device.type == step.device.type and p.device.type in capturable_supported_devices for p, step in zip(params, state_steps) ), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}." if len(params) == 0: return grouped_tensors = Optimizer._group_tensors_by_device_and_dtype( [params, grads, square_avgs, acc_deltas, state_steps] # type: ignore[list-item] ) for ( device_params_, device_grads_, device_square_avgs_, device_acc_deltas_, device_state_steps_, ), _ in grouped_tensors.values(): device_params = cast(List[Tensor], device_params_) device_grads = cast(List[Tensor], device_grads_) device_square_avgs = cast(List[Tensor], device_square_avgs_) device_acc_deltas = cast(List[Tensor], device_acc_deltas_) device_state_steps = cast(List[Tensor], device_state_steps_) if has_complex: _view_as_real( device_params, device_grads, device_square_avgs, device_acc_deltas ) # Update steps # If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over # and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just # wrapped it once now. The alpha is required to assure we go to the right overload. if not torch._utils.is_compiling() and device_state_steps[0].is_cpu: torch._foreach_add_( device_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0 ) else: torch._foreach_add_(device_state_steps, 1) if maximize: device_grads = torch._foreach_neg(device_grads) # type: ignore[assignment] if weight_decay != 0: # Re-use the intermediate memory (device_grads) already allocated for maximize if maximize: torch._foreach_add_(device_grads, device_params, alpha=weight_decay) else: device_grads = torch._foreach_add( # type: ignore[assignment] device_grads, device_params, alpha=weight_decay ) torch._foreach_mul_(device_square_avgs, rho) torch._foreach_addcmul_( device_square_avgs, device_grads, device_grads, value=1 - rho ) std = torch._foreach_add(device_square_avgs, eps) torch._foreach_sqrt_(std) deltas = torch._foreach_add(device_acc_deltas, eps) torch._foreach_sqrt_(deltas) torch._foreach_div_(deltas, std) torch._foreach_mul_(deltas, device_grads) torch._foreach_mul_(device_acc_deltas, rho) torch._foreach_addcmul_(device_acc_deltas, deltas, deltas, value=1 - rho) # If LR is a tensor, the else branch will internally call item() # which will cause silent incorrectness if we are capturing if capturable and isinstance(lr, torch.Tensor): torch._foreach_mul_(deltas, -lr) torch._foreach_add_(device_params, deltas) else: torch._foreach_add_(device_params, deltas, alpha=-lr) @_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_adadelta) def adadelta( params: List[Tensor], grads: List[Tensor], square_avgs: List[Tensor], acc_deltas: List[Tensor], state_steps: List[Tensor], # kwonly args with defaults are not supported by functions compiled with torchscript issue #70627 # setting this as kwarg for now as functional API is compiled by torch/distributed/optim capturable: bool = False, foreach: Optional[bool] = None, differentiable: bool = False, has_complex: bool = False, *, lr: float, rho: float, eps: float, weight_decay: float, maximize: bool, ): r"""Functional API that performs Adadelta algorithm computation. See :class:`~torch.optim.Adadelta` for details. """ # this check is slow during compilation, so we skip it # if it's strictly needed we can add this check back in dynamo if not torch._utils.is_compiling() and not all( isinstance(t, torch.Tensor) for t in state_steps ): raise RuntimeError( "API has changed, `state_steps` argument must contain a list of singleton tensors" ) # We still respect when the user inputs False for foreach. if foreach is None: _, foreach = _default_to_fused_or_foreach( params, differentiable, use_fused=False ) if foreach and torch.jit.is_scripting(): raise RuntimeError("torch.jit.script not supported with foreach optimizers") if foreach and not torch.jit.is_scripting(): func = _multi_tensor_adadelta else: func = _single_tensor_adadelta func( params, grads, square_avgs, acc_deltas, state_steps, lr=lr, rho=rho, eps=eps, weight_decay=weight_decay, maximize=maximize, differentiable=differentiable, capturable=capturable, has_complex=has_complex, )

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