heavyball 0.15.0__tar.gz → 0.16.0__tar.gz

{heavyball-0.15.0 → heavyball-0.16.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: heavyball
-Version: 0.15.0
+Version: 0.16.0
 Summary: Efficient optimizers
 Home-page: https://github.com/clashluke/heavyball
 Author: Lucas Nestler
@@ -39,12 +39,14 @@ recommended experimental optimizer is `ForeachPSGDKron`.
 
 * **Stochastic Rounding**: [FP32 convergence with BF16 parameters](https://github.com/pytorch/pytorch/issues/120376)
 * **Inplace EMA**: Same math, but less memory, less compute and higher stability
-* **Foreach**: Fast multi-tensor application
+* **Foreach**: Fast multi-tensor application (turn it off to save memory via `foreach=False`)
 * **PaLM Beta2**: Fast initial
   convergence, [stable late convergence](https://x.com/_clashluke/status/1820810798693818761)
 * **ScheduleFree**: No learning rate schedule, but better convergence
 * [**Preconditioner Schedule**](https://github.com/lixilinx/psgd_torch/): Improved loss-per-step in early convergence,
   better step-per-second in late convergence (explained below)
+* **Memory-efficient storage** PSGD supports `store_triu_as_line` (default: `True`) to trade off memory usage for memory
+  bandwidth; turn it off for lower overheads (for more, see [PSGD Efficiency](docs/psgd_efficiency.md))
 
 ## Getting started
 

{heavyball-0.15.0 → heavyball-0.16.0}/README.md

@@ -15,12 +15,14 @@ recommended experimental optimizer is `ForeachPSGDKron`.
 
 * **Stochastic Rounding**: [FP32 convergence with BF16 parameters](https://github.com/pytorch/pytorch/issues/120376)
 * **Inplace EMA**: Same math, but less memory, less compute and higher stability
-* **Foreach**: Fast multi-tensor application
+* **Foreach**: Fast multi-tensor application (turn it off to save memory via `foreach=False`)
 * **PaLM Beta2**: Fast initial
   convergence, [stable late convergence](https://x.com/_clashluke/status/1820810798693818761)
 * **ScheduleFree**: No learning rate schedule, but better convergence
 * [**Preconditioner Schedule**](https://github.com/lixilinx/psgd_torch/): Improved loss-per-step in early convergence,
   better step-per-second in late convergence (explained below)
+* **Memory-efficient storage** PSGD supports `store_triu_as_line` (default: `True`) to trade off memory usage for memory
+  bandwidth; turn it off for lower overheads (for more, see [PSGD Efficiency](docs/psgd_efficiency.md))
 
 ## Getting started
 

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/__init__.py

@@ -1,3 +1,4 @@
+from .cached_psgd_kron import ForeachCachedPSGDKron
 from .delayed_psgd import ForeachDelayedPSGD
 from .foreach_adamw import ForeachAdamW
 from .foreach_adopt import ForeachADOPT
@@ -16,7 +17,28 @@ from .schedule_free_palm_foreach_soap import SFPaLMForeachSOAP
 
 PalmForEachSoap = PaLMForeachSOAP
 
+PaLMSOAP = PaLMForeachSOAP
+PaLMSFAdamW = PaLMForeachSFAdamW
+PaLMSFSoap = SFPaLMForeachSOAP
+PaLMForeachSOAP = PaLMForeachSOAP
+PrecondScheduleSFPaLMSOAP = PrecondScheduleSFPaLMSOAP
+SOAP = ForeachSOAP
+SFAdamW = ForeachSFAdamW
+LaProp = ForeachLaProp
+ADOPT = ForeachADOPT
+PrecondScheduleForeachSOAP = PrecondScheduleForeachSOAP
+PrecondSchedulePaLMForeachSOAP = PrecondSchedulePaLMForeachSOAP
+PSGDKron = ForeachPSGDKron
+AdamW = ForeachAdamW
+PurePSGD = ForeachPurePSGD
+PaLMPAdam = ForeachPaLMPAdam
+DelayedPSGD = ForeachDelayedPSGD
+CachedPSGDKron = ForeachCachedPSGDKron
+
 __all__ = ['PalmForEachSoap', 'PaLMForeachSFAdamW', 'PaLMForeachSOAP', 'SFPaLMForeachSOAP', 'PrecondScheduleSFPaLMSOAP',
            'ForeachSOAP', 'ForeachSFAdamW', 'ForeachLaProp', 'ForeachADOPT', 'PrecondScheduleForeachSOAP',
-           'PrecondSchedulePaLMForeachSOAP', 'ForeachPSGDKron', 'ForeachAdamW', 'ForeachPurePSGD',
-           'ForeachPaLMPAdam', 'ForeachDelayedPSGD']
+           'PrecondSchedulePaLMForeachSOAP', 'ForeachPSGDKron', 'ForeachAdamW', 'ForeachPurePSGD', 'ForeachPaLMPAdam',
+           'ForeachDelayedPSGD', 'ForeachCachedPSGDKron',  #
+           'PaLMSOAP', 'PaLMSFAdamW', 'PaLMSFSoap', 'PaLMSFAdamW', 'PaLMForeachSOAP', 'PrecondScheduleSFPaLMSOAP',
+           'SOAP', 'SFAdamW', 'LaProp', 'ADOPT', 'PSGDKron', 'AdamW', 'PurePSGD', 'PaLMPAdam', 'DelayedPSGD',
+           'CachedPSGDKron']

heavyball-0.16.0/heavyball/cached_psgd_kron.py

@@ -0,0 +1,142 @@
+"""
+Originally from Evan Walters and Omead Pooladzandi, 2024
+Modified under Creative Commons Attribution 4.0 International
+Source available at https://github.com/evanatyourservice/kron_torch/blob/97a2b5ee8a1a4c29e4780bbf6c521e545189eff9/kron_torch/kron.py
+"""
+
+from typing import Optional
+
+import torch
+from heavyball.utils import einsum_base
+
+from .utils import update_param_, warmup, psgd_precond_grad, init_Q_exprs, trust_region_clip_, PSGDBase, \
+    precond_update_prob_schedule, split_p_and_g_in_group, line_to_triu, triu_to_line, set_, einsum_base
+
+
+class ForeachCachedPSGDKron(PSGDBase):
+    """Implements PSGD Kron from https://github.com/lixilinx/psgd_torch with cached preconditioners.
+
+    Args:
+        params (iterable): Iterable of parameters to optimize or dicts defining
+            parameter groups.
+        lr (float): Learning rate.
+        b1 (float): Momentum parameter.
+        weight_decay (float): Weight decay (L2 penalty).
+        preconditioner_update_probability (callable or float, optional): Probability of
+            updating the preconditioner. If None, defaults to a schedule that anneals
+            from 1.0 to 0.03 by 4000 steps.
+        max_size_triangular (int): Max size for dim's preconditioner to be triangular.
+        min_ndim_triangular (int): Minimum number of dimensions a layer needs
+            to have triangular preconditioners.
+        memory_save_mode: (string, optional), None, 'one_diag', or 'all_diag', None is default
+            to set all preconditioners to be triangular, 'one_diag' sets the largest
+            or last dim to be diagonal per layer, and 'all_diag' sets all preconditioners
+            to be diagonal.
+        momentum_into_precond_update: (bool), whether to send momentum into preconditioner
+            update instead of raw gradients.
+    """
+
+    def __init__(self, params, lr=0.001, beta=0.9, weight_decay=0.0, preconditioner_update_probability=None,
+                 max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
+                 momentum_into_precond_update=True, warmup_steps: int = 1, merge_dims: bool = False,
+                 split: bool = False, clip_fn: Optional[callable] = None, store_triu_as_line: bool = True,
+                 foreach: bool = True):
+        if not 0.0 <= lr:
+            raise ValueError(f"Invalid learning rate: {lr}")
+        if not 0.0 <= beta < 1.0:
+            raise ValueError(f"Invalid beta parameter: {beta}")
+        if not 0.0 <= weight_decay:
+            raise ValueError(f"Invalid weight_decay value: {weight_decay}")
+
+        if preconditioner_update_probability is None:
+            preconditioner_update_probability = precond_update_prob_schedule()
+        if clip_fn is None:
+            clip_fn = lambda x: trust_region_clip_(x, 0.9, 1.5)
+        self.preconditioner_update_probability = preconditioner_update_probability
+        self.clip_fn = clip_fn
+
+        defaults = dict(lr=lr, beta=beta, weight_decay=weight_decay, max_size_triangular=max_size_triangular,
+                        min_ndim_triangular=min_ndim_triangular, memory_save_mode=memory_save_mode,
+                        momentum_into_precond_update=momentum_into_precond_update, precond_lr=0.1,
+                        # precond lr hardcoded to 0.1
+                        precond_init_scale=1.0,  # precond init scale hardcoded to 1.0
+                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split,
+                        store_triu_as_line=store_triu_as_line)
+        super().__init__(params, defaults, foreach)
+
+        self._prob_step = 0
+
+    def _step(self, group):
+        # update preconditioners all together
+        update_prob = self.preconditioner_update_probability
+        if callable(update_prob):
+            update_prob = update_prob(self._prob_step)
+        do_update = self.rng.random() < update_prob
+        self._prob_step += 1
+
+        momentum_into_precond_update = group.get("momentum_into_precond_update", True)
+        precond_init_scale = group['precond_init_scale']
+        max_size_triangular = group['max_size_triangular']
+        min_ndim_triangular = group['min_ndim_triangular']
+        memory_save_mode = group['memory_save_mode']
+        precond_lr = group['precond_lr']
+        weight_decay = group['weight_decay']
+        lr = group['lr']
+        beta = group['beta']
+        store_triu_as_line = group['store_triu_as_line']
+
+        vals = []
+
+        for p, g in split_p_and_g_in_group(group):
+            state = self.state_(p)
+
+            if 'Q' not in state:
+                state["exp_avg"] = torch.zeros_like(g)
+                Q, state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular, min_ndim_triangular,
+                                                 memory_save_mode, dtype=g.dtype)
+                state['Q'] = triu_to_line(Q) if store_triu_as_line else Q
+                state['Q_cache'] = [torch.empty_like(q) for q in Q]
+
+                expr = [f'{c.upper()}{c}' if q_.ndim == 2 else c for c, q_ in zip(einsum_base, Q)]
+                expr = ','.join(expr)
+                grad_expr = ''.join(c for c, _ in zip(einsum_base, g.shape))
+                out_expr = ''.join(c.upper() if c.upper() in expr else c for c in grad_expr)
+                expr = f'{expr},{grad_expr}->{out_expr}'
+
+                state['cache_expr'] = expr
+
+            vals.append((p, g, state["exp_avg"], state["Q"], state['Q_cache']))
+
+        if not vals:
+            return
+
+        p_list, grad_list, exp_avg_list, Q_list, Q_cache_list = zip(*vals)
+        del vals
+
+        group["step"] += 1
+
+        torch._foreach_lerp_(exp_avg_list, grad_list, (1 - beta) / (1 - beta ** group["step"]))
+
+        grad_list, Q_list, Q_cache_list, exp_avg_list = list(grad_list), list(Q_list), list(Q_cache_list), list(
+            exp_avg_list)
+        for i, (p, g) in enumerate(zip(p_list, grad_list)):
+            cached_q = Q_cache_list.pop(0)
+            q_orig = Q_list.pop(0)
+            ea = exp_avg_list.pop(0)
+
+            if do_update:
+                q = line_to_triu(q_orig) if store_triu_as_line else q_orig
+                self.balance([g], [q])
+                self.do_update([p], [ea if momentum_into_precond_update else g], [q], precond_lr,
+                               [q_orig] if store_triu_as_line else None)
+                for c_, q_ in zip(cached_q, q):
+                    if q_.ndim == 2:
+                        torch.matmul(q_.T.conj(), q_, out=c_)
+                    else:
+                        torch.mul(q_.conj(), q_, out=c_)
+
+            set_(g, torch.einsum(self.state_(p)['cache_expr'], *cached_q, ea))
+        grad_list = self.clip_fn(grad_list)
+
+        lr = -warmup(lr, group['step'], group['warmup_steps'])
+        update_param_(p_list, grad_list, lr, weight_decay)

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/delayed_psgd.py

@@ -38,7 +38,8 @@ class ForeachDelayedPSGD(PSGDBase):
     def __init__(self, params, lr=0.001, beta=0.9, weight_decay=0.0, preconditioner_update_probability=None,
                  max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
                  momentum_into_precond_update=True, warmup_steps: int = 1, merge_dims: bool = False,
-                 split: bool = False, clip_fn: callable = None):
+                 split: bool = False, clip_fn: callable = None, store_triu_as_line: bool = True,
+                 foreach: bool = True):
         if not 0.0 <= lr:
             raise ValueError(f"Invalid learning rate: {lr}")
         if not 0.0 <= beta < 1.0:
@@ -58,8 +59,9 @@ class ForeachDelayedPSGD(PSGDBase):
                         momentum_into_precond_update=momentum_into_precond_update, precond_lr=0.1,
                         # precond lr hardcoded to 0.1
                         precond_init_scale=1.0,  # precond init scale hardcoded to 1.0
-                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split)
-        super().__init__(params, defaults)
+                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split,
+                        store_triu_as_line=store_triu_as_line)
+        super().__init__(params, defaults, foreach)
 
         self._prob_step = 0
 
@@ -80,6 +82,7 @@ class ForeachDelayedPSGD(PSGDBase):
         weight_decay = group['weight_decay']
         lr = group['lr']
         beta = group['beta']
+        store_triu_as_line = group['store_triu_as_line']
 
         vals = []
 
@@ -90,7 +93,7 @@ class ForeachDelayedPSGD(PSGDBase):
                 state["exp_avg"] = torch.zeros_like(g)
                 Q, state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular, min_ndim_triangular,
                                                  memory_save_mode, dtype=g.dtype)
-                state["Q"] = triu_to_line(Q)
+                state["Q"] = triu_to_line(Q) if store_triu_as_line else Q
 
             vals.append((p, g, state["exp_avg"], state["Q"]))
 
@@ -108,12 +111,12 @@ class ForeachDelayedPSGD(PSGDBase):
         for i, (p, g) in enumerate(zip(p_list, grad_list)):
             q_orig = Q_list.pop(0)
             ea = exp_avg_list.pop(0)
-            q = line_to_triu(q_orig)
-            self.balance(do_update, [g], [q])
+            q = line_to_triu(q_orig) if store_triu_as_line else q_orig
             new = psgd_precond_grad(q, self.state_(p)["exprs"], ea)
-
             if do_update:
-                self.do_update([p], [ea if momentum_into_precond_update else g], [q], precond_lr, [q_orig])
+                self.do_update([p], [ea if momentum_into_precond_update else g], [q], precond_lr,
+                               [q_orig] if store_triu_as_line else None)
+                self.balance([g], [q])
             set_(g, new)
 
         grad_list = self.clip_fn(grad_list)

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/foreach_adamw.py

@@ -5,10 +5,11 @@ from .utils import warmup, exp_avg_sq_, beta_debias, update_param_, StatefulOpti
 
 
 class ForeachAdamW(StatefulOptimizer):
-    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0):
+    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
+                 foreach: bool = True):
         defaults = dict(lr=lr, betas=betas, eps=eps, k=0, warmup_steps=warmup_steps, train_mode=True, weight_sum=0.0,
                         lr_max=-1.0, weight_decay=weight_decay)
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
 
     def _step(self, group):
         eps = group['eps']

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/foreach_adopt.py

@@ -6,10 +6,11 @@ from .utils import warmup, beta_debias, update_param_, StatefulOptimizer
 
 class ForeachADOPT(StatefulOptimizer):
 
-    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0):
+    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
+                 foreach: bool = True):
         defaults = dict(lr=lr, betas=betas, eps=eps, k=0, warmup_steps=warmup_steps, train_mode=True, weight_sum=0.0,
                         lr_max=-1.0, weight_decay=weight_decay)
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
 
     def _step(self, group):
         eps = group['eps']

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/foreach_laprop.py

@@ -6,10 +6,11 @@ from .utils import warmup, exp_avg_sq_, beta_debias, update_param_, StatefulOpti
 
 class ForeachLaProp(StatefulOptimizer):
 
-    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=1):
+    def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=1,
+                 foreach: bool = True):
         defaults = dict(lr=lr, betas=betas, eps=eps, k=0, warmup_steps=warmup_steps, train_mode=True, weight_sum=0.0,
                         lr_max=-1.0, weight_decay=weight_decay)
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
 
     def _step(self, group):
         eps = group['eps']

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/foreach_sfadamw.py

@@ -6,12 +6,12 @@ from .utils import schedule_free_, warmup, ScheduleFree, exp_avg_sq_, beta_debia
 
 class ForeachSFAdamW(ScheduleFree):
     def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0, r=0.0,
-                 weight_lr_power=2.0, foreach=hasattr(torch, "_foreach_mul_")):
+                 weight_lr_power=2.0, foreach: bool = True):
 
         defaults = dict(lr=lr, betas=betas, eps=eps, r=r, k=0, warmup_steps=warmup_steps, train_mode=True,
                         weight_sum=0.0, lr_max=-1.0, weight_lr_power=weight_lr_power, weight_decay=weight_decay,
                         foreach=foreach)
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
 
     def _step(self, group):
         eps = group['eps']
@@ -48,7 +48,7 @@ class ForeachSFAdamW(ScheduleFree):
             torch._foreach_add_(grad, y, alpha=decay)
 
         lr = warmup(group['lr'], k + 1, group['warmup_steps'])
-        group['weight_sum'] = schedule_free_(lr, group['weight_lr_power'], group['weight_sum'], group['betas'][0],
-                                             y, z, grad, group['r'], k + 1)
+        group['weight_sum'] = schedule_free_(lr, group['weight_lr_power'], group['weight_sum'], group['betas'][0], y, z,
+                                             grad, group['r'], k + 1)
 
         group['k'] = k + 1

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/foreach_soap.py

@@ -26,12 +26,13 @@ class ForeachSOAP(StatefulOptimizer):
                  weight_decay: float = 0.01, precondition_frequency: int = 2, max_precond_dim: int = 2048,  #
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1,
-                 split: bool = False):
+                 split: bool = False,
+                 foreach: bool = True):
         defaults = {"lr": lr, "betas": betas, "shampoo_beta": shampoo_beta, "eps": eps, "weight_decay": weight_decay,
                     "precondition_frequency": precondition_frequency, "max_precond_dim": max_precond_dim,
                     "merge_dims": merge_dims, "precondition_1d": precondition_1d, "normalize_grads": normalize_grads,
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
 
     def _step(self, group):
@@ -59,7 +60,7 @@ class ForeachSOAP(StatefulOptimizer):
             vals.append((p, g, grad_projected, exp_avg, exp_avg_sq))
 
         if not vals:
-            return 
+            return
 
         p_list, grad, grad_projected, exp_avg, exp_avg_sq = zip(*vals)
         beta1, beta2 = group["betas"]

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/p_adam.py

@@ -5,6 +5,7 @@ Source available at https://github.com/evanatyourservice/kron_torch/blob/97a2b5e
 """
 
 import torch
+from heavyball.utils import triu_to_line, line_to_triu
 
 from .utils import update_param_, warmup, psgd_precond_grad, init_Q_exprs, PSGDBase, precond_update_prob_schedule, \
     exp_avg_sq_, beta_debias, split_p_and_g_in_group
@@ -36,7 +37,9 @@ class ForeachPaLMPAdam(PSGDBase):
     def __init__(self, params, lr=0.001, weight_decay=0.0, preconditioner_update_probability=None,
                  max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
                  momentum_into_precond_update=True, warmup_steps: int = 1, betas=(None, None), beta: float = 0.9,
-                 beta2_scale: float = 0.8, merge_dims: bool = False, split: bool = False, clip_fn: callable = None):
+                 beta2_scale: float = 0.8, merge_dims: bool = False, split: bool = False, clip_fn: callable = None,
+                 store_triu_as_line: bool = True,
+                 foreach: bool = True):
         if not 0.0 <= lr:
             raise ValueError(f"Invalid learning rate: {lr}")
         if not 0.0 <= weight_decay:
@@ -57,8 +60,8 @@ class ForeachPaLMPAdam(PSGDBase):
                         # precond lr hardcoded to 0.1
                         precond_init_scale=1.0,  # precond init scale hardcoded to 1.0
                         step=0, warmup_steps=warmup_steps, beta=beta, beta2_scale=beta2_scale, merge_dims=merge_dims,
-                        split=split)
-        super().__init__(params, defaults)
+                        split=split, store_triu_as_line=store_triu_as_line)
+        super().__init__(params, defaults, foreach)
 
         self._prob_step = 0
 
@@ -77,6 +80,7 @@ class ForeachPaLMPAdam(PSGDBase):
         precond_lr = group['precond_lr']
         weight_decay = group['weight_decay']
         lr = group['lr']
+        store_triu_as_line = group['store_triu_as_line']
 
         vals = []
 
@@ -86,8 +90,9 @@ class ForeachPaLMPAdam(PSGDBase):
             if 'Q' not in state:
                 state['exp_avg'] = torch.zeros_like(g)
                 state['exp_avg_sq'] = torch.zeros_like(g)
-                state["Q"], state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular,
-                                                          min_ndim_triangular, memory_save_mode, dtype=g.dtype)
+                Q, state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular,
+                                                 min_ndim_triangular, memory_save_mode, dtype=g.dtype)
+                state['Q'] = triu_to_line(Q) if store_triu_as_line else Q
 
             vals.append((p, g, state["Q"], state['exp_avg'], state['exp_avg_sq']))
 
@@ -99,15 +104,16 @@ class ForeachPaLMPAdam(PSGDBase):
 
         group["step"] += 1
 
-        self.balance(do_update, grad_list, Q_list)
+        Q_triu = [line_to_triu(q) if store_triu_as_line else q for q in Q_list]
         if do_update:
-            self.do_update(p_list, grad_list, Q_list, precond_lr)
+            self.balance(grad_list, Q_triu)
+            self.do_update(p_list, grad_list, Q_triu, precond_lr, Q_list if store_triu_as_line else None)
 
         torch._foreach_lerp_(exp_avg, grad_list, 1 - beta_debias(group['beta'], group['step']))
 
         beta2 = 1 - group['step'] ** -group['beta2_scale']
 
-        for p, Q, g, ea, eas in zip(p_list, Q_list, grad_list, exp_avg, exp_avg_sq):
+        for p, Q, g, ea, eas in zip(p_list, Q_triu, grad_list, exp_avg, exp_avg_sq):
             psgd_precond_grad(Q, self.state_(p)["exprs"], g, inplace=True)
             ea = psgd_precond_grad(Q, self.state_(p)["exprs"], ea)
             exp_avg_sq_(eas, g, beta_debias(beta2, group['step']), 1e-8, out=g)

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/palm_foreach_sfadamw.py

@@ -6,13 +6,14 @@ from .utils import schedule_free_, warmup, ScheduleFree, exp_avg_sq_, beta_debia
 
 class PaLMForeachSFAdamW(ScheduleFree):
     def __init__(self, params, lr=0.0025, beta=0.9, betas=(None, None), eps=1e-8, weight_decay=0, warmup_steps=0, r=0.0,
-                 weight_lr_power=2.0, beta2_scale: float = 0.8):
+                 weight_lr_power=2.0, beta2_scale: float = 0.8,
+                 foreach: bool = True):
         if betas[0] is not None:
             beta = betas[0]
         defaults = dict(lr=lr, beta=beta, eps=eps, r=r, k=0, warmup_steps=warmup_steps, train_mode=True, weight_sum=0.0,
                         lr_max=-1.0, weight_lr_power=weight_lr_power, weight_decay=weight_decay,
                         beta2_scale=beta2_scale)
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
 
     def _step(self, group):
         eps = group['eps']

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/palm_foreach_soap.py

@@ -32,7 +32,8 @@ class PaLMForeachSOAP(StatefulOptimizer):
                  max_precond_dim: int = 2048,  #
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1,
-                 beta2_scale: float = 0.8, split: bool = False):
+                 beta2_scale: float = 0.8, split: bool = False,
+                 foreach: bool = True):
         if betas[0] is not None:
             beta = betas[0]
         defaults = {"lr": lr, "beta": beta, "shampoo_beta": shampoo_beta, "eps": eps, "weight_decay": weight_decay,
@@ -40,7 +41,7 @@ class PaLMForeachSOAP(StatefulOptimizer):
                     "merge_dims": merge_dims, "precondition_1d": precondition_1d, "normalize_grads": normalize_grads,
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'beta2_scale': beta2_scale,
                     'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
 
     def _step(self, group):

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/precond_schedule_foreach_soap.py

@@ -27,13 +27,14 @@ class PrecondScheduleForeachSOAP(StatefulOptimizer):
                  weight_decay: float = 0.01, precondition_frequency: int = 2, max_precond_dim: int = 2048,  #
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1,
-                 precond_scheduler=(1 / 3, 9), split: bool = False):
+                 precond_scheduler=(1 / 3, 9), split: bool = False,
+                 foreach: bool = True):
         defaults = {"lr": lr, "betas": betas, "shampoo_beta": shampoo_beta, "eps": eps, "weight_decay": weight_decay,
                     "precondition_frequency": precondition_frequency, "max_precond_dim": max_precond_dim,
                     "merge_dims": merge_dims, "precondition_1d": precondition_1d, "normalize_grads": normalize_grads,
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'precond_scheduler': precond_scheduler,
                     'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
         self.rng = random.Random(0x120983109)
 

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/precond_schedule_palm_foreach_soap.py

@@ -32,7 +32,8 @@ class PrecondSchedulePaLMForeachSOAP(StatefulOptimizer):
                  weight_decay: float = 0.01, precondition_frequency: int = 2, max_precond_dim: int = 2048,  #
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1,
-                 precond_scheduler=(1 / 3, 9), betas=(None, None), beta2_scale: float = 0.8, split: bool = False):
+                 precond_scheduler=(1 / 3, 9), betas=(None, None), beta2_scale: float = 0.8, split: bool = False,
+                 foreach: bool = True):
         if betas[0] is not None:
             beta = betas[0]
         defaults = {"lr": lr, "beta": beta, "shampoo_beta": shampoo_beta, "eps": eps, "weight_decay": weight_decay,
@@ -40,7 +41,7 @@ class PrecondSchedulePaLMForeachSOAP(StatefulOptimizer):
                     "merge_dims": merge_dims, "precondition_1d": precondition_1d, "normalize_grads": normalize_grads,
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'precond_scheduler': precond_scheduler,
                     'beta2_scale': beta2_scale, 'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
         self.rng = random.Random(0x120983109)
 

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/precond_schedule_sfpsoap.py

@@ -41,7 +41,7 @@ class PrecondScheduleSFPaLMSOAP(ScheduleFree):
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1, r=0.0,
                  weight_lr_power=2.0, gradient_clip_val: float = 0.1, precond_scheduler=(1 / 3, 9),
-                 betas=(None, None), split: bool = False):
+                 betas=(None, None), split: bool = False, foreach: bool = True):
         if betas[0] is not None:
             beta = betas[0]
         defaults = {"lr": lr, "beta": beta, "beta2_scale": beta2_scale, "eps": eps, "weight_decay": weight_decay,
@@ -50,7 +50,7 @@ class PrecondScheduleSFPaLMSOAP(ScheduleFree):
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'r': r,
                     'weight_lr_power': weight_lr_power, 'train_mode': True, 'step': -1, 'weight_sum': 0,
                     'gradient_clip_val': gradient_clip_val, 'precond_scheduler': precond_scheduler, 'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
         self.rng = random.Random(0x120983109)
 
@@ -59,7 +59,7 @@ class PrecondScheduleSFPaLMSOAP(ScheduleFree):
         max_precond_dim = group['max_precond_dim']
         precondition_1d = group['precondition_1d']
 
-        step = group['step'] = group.get("step", -1) + 1
+        step = group['step'] = group.get("step", 0) + 1
 
         for p in group["params"]:
             if p.grad is None:

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/psgd_kron.py

@@ -38,7 +38,8 @@ class ForeachPSGDKron(PSGDBase):
     def __init__(self, params, lr=0.001, beta=0.9, weight_decay=0.0, preconditioner_update_probability=None,
                  max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
                  momentum_into_precond_update=True, warmup_steps: int = 1, merge_dims: bool = False,
-                 split: bool = False, clip_fn: Optional[callable] = None):
+                 split: bool = False, clip_fn: Optional[callable] = None, store_triu_as_line: bool = True,
+                 foreach: bool = True):
         if not 0.0 <= lr:
             raise ValueError(f"Invalid learning rate: {lr}")
         if not 0.0 <= beta < 1.0:
@@ -58,8 +59,9 @@ class ForeachPSGDKron(PSGDBase):
                         momentum_into_precond_update=momentum_into_precond_update, precond_lr=0.1,
                         # precond lr hardcoded to 0.1
                         precond_init_scale=1.0,  # precond init scale hardcoded to 1.0
-                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split)
-        super().__init__(params, defaults)
+                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split,
+                        store_triu_as_line=store_triu_as_line)
+        super().__init__(params, defaults, foreach)
 
         self._prob_step = 0
 
@@ -80,6 +82,7 @@ class ForeachPSGDKron(PSGDBase):
         weight_decay = group['weight_decay']
         lr = group['lr']
         beta = group['beta']
+        store_triu_as_line = group['store_triu_as_line']
 
         vals = []
 
@@ -90,7 +93,7 @@ class ForeachPSGDKron(PSGDBase):
                 state["exp_avg"] = torch.zeros_like(g)
                 Q, state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular, min_ndim_triangular,
                                                  memory_save_mode, dtype=g.dtype)
-                state['Q'] = triu_to_line(Q)
+                state['Q'] = triu_to_line(Q) if store_triu_as_line else Q
 
             vals.append((p, g, state["exp_avg"], state["Q"]))
 
@@ -108,11 +111,12 @@ class ForeachPSGDKron(PSGDBase):
         for i, (p, g) in enumerate(zip(p_list, grad_list)):
             q_orig = Q_list.pop(0)
             ea = exp_avg_list.pop(0)
-            q = line_to_triu(q_orig)
+            q = line_to_triu(q_orig) if store_triu_as_line else q_orig
 
-            self.balance(do_update, [g], [q])
             if do_update:
-                self.do_update([p], [ea if momentum_into_precond_update else g], [q], precond_lr, [q_orig])
+                self.balance([g], [q])
+                self.do_update([p], [ea if momentum_into_precond_update else g], [q], precond_lr,
+                               [q_orig] if store_triu_as_line else None)
             set_(g, psgd_precond_grad(q, self.state_(p)["exprs"], ea))
 
         grad_list = self.clip_fn(grad_list)

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/pure_psgd.py

@@ -36,7 +36,8 @@ class ForeachPurePSGD(PSGDBase):
     def __init__(self, params, lr=0.001, weight_decay=0.0, preconditioner_update_probability=None,
                  max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
                  momentum_into_precond_update=True, warmup_steps: int = 1, merge_dims: bool = False,
-                 split: bool = False, clip_fn: callable = None):
+                 split: bool = False, clip_fn: callable = None, store_triu_as_line: bool = True,
+                 foreach: bool = True):
         if not 0.0 <= lr:
             raise ValueError(f"Invalid learning rate: {lr}")
         if not 0.0 <= weight_decay:
@@ -54,8 +55,9 @@ class ForeachPurePSGD(PSGDBase):
                         momentum_into_precond_update=momentum_into_precond_update, precond_lr=0.1,
                         # precond lr hardcoded to 0.1
                         precond_init_scale=1.0,  # precond init scale hardcoded to 1.0
-                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split)
-        super().__init__(params, defaults)
+                        step=0, warmup_steps=warmup_steps, merge_dims=merge_dims, split=split,
+                        store_triu_as_line=store_triu_as_line)
+        super().__init__(params, defaults, foreach)
 
         self._prob_step = 0
 
@@ -74,6 +76,7 @@ class ForeachPurePSGD(PSGDBase):
         precond_lr = group['precond_lr']
         weight_decay = group['weight_decay']
         lr = group['lr']
+        store_triu_as_line = group['store_triu_as_line']
 
         vals = []
 
@@ -83,7 +86,7 @@ class ForeachPurePSGD(PSGDBase):
             if 'Q' not in state:
                 Q, state["exprs"] = init_Q_exprs(p, precond_init_scale, max_size_triangular, min_ndim_triangular,
                                                  memory_save_mode, dtype=g.dtype)
-                state['Q'] = triu_to_line(Q)
+                state['Q'] = triu_to_line(Q) if store_triu_as_line else Q
 
             vals.append((p, g, state["Q"]))
 
@@ -98,11 +101,11 @@ class ForeachPurePSGD(PSGDBase):
         Q_list = list(Q_list)
         for i, (p, g) in enumerate(zip(p_list, grad_list)):
             q_orig = Q_list.pop(0)
-            q = line_to_triu(q_orig)
+            q = line_to_triu(q_orig) if store_triu_as_line else q_orig
 
-            self.balance(do_update, [g], [q])
             if do_update:
-                self.do_update([p], [g], [q], precond_lr, [q_orig])
+                self.balance([g], [q])
+                self.do_update([p], [g], [q], precond_lr, [q_orig] if store_triu_as_line else None)
             psgd_precond_grad(q, self.state_(p)["exprs"], g, inplace=True)
 
         grad_list = self.clip_fn(grad_list)

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/schedule_free_palm_foreach_soap.py

@@ -33,7 +33,8 @@ class SFPaLMForeachSOAP(ScheduleFree):
                  weight_decay: float = 0.01, precondition_frequency: int = 2, max_precond_dim: int = 2048,  #
                  merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
                  data_format: str = "channels_first", correct_bias: bool = True, warmup_steps: int = 1, r=0.0,
-                 weight_lr_power=2.0, gradient_clip_val: float = 0.1, betas=(None, None), split: bool = False):
+                 weight_lr_power=2.0, gradient_clip_val: float = 0.1, betas=(None, None), split: bool = False,
+                 foreach: bool = True):
         if betas[0] is not None:
             beta = betas[0]
         defaults = {"lr": lr, "beta": beta, "beta2_scale": beta2_scale, "eps": eps, "weight_decay": weight_decay,
@@ -42,7 +43,7 @@ class SFPaLMForeachSOAP(ScheduleFree):
                     "correct_bias": correct_bias, 'warmup_steps': warmup_steps, 'r': r,
                     'weight_lr_power': weight_lr_power, 'train_mode': True, 'step': -1,
                     'gradient_clip_val': gradient_clip_val, 'weight_sum': 0, 'split': split}
-        super().__init__(params, defaults)
+        super().__init__(params, defaults, foreach)
         self._data_format = data_format
         self.rng = random.Random(0x120983109)
 
@@ -51,7 +52,7 @@ class SFPaLMForeachSOAP(ScheduleFree):
         max_precond_dim = group['max_precond_dim']
         precondition_1d = group['precondition_1d']
 
-        step = group['step'] = group.get("step", -1) + 1
+        step = group['step'] = group.get("step", 0) + 1
 
         for p in group["params"]:
             if p.grad is None:

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball/utils.py

@@ -29,7 +29,7 @@ def decorator(func):
     return _fn
 
 
-_einsum_base = string.ascii_lowercase + string.ascii_uppercase
+einsum_base = string.ascii_lowercase + string.ascii_uppercase
 
 
 def warmup(lr: float, step: int, warmup_steps: int):
@@ -317,8 +317,8 @@ def compute_ggt(grad, GG, max_precond_dim, precondition_1d, beta):
     for idx, sh in enumerate(grad.shape):
         if sh > max_precond_dim:
             continue
-        b = _einsum_base[idx]
-        g0 = _einsum_base[:grad.dim()]
+        b = einsum_base[idx]
+        g0 = einsum_base[:grad.dim()]
         g1 = g0.replace(b, b.upper())
         outer_product = torch.einsum(f'{g0},{g1}->{b + b.upper()}', grad, grad)
         GG[idx].lerp_(promote(outer_product), 1 - beta)
@@ -374,7 +374,7 @@ def project(grad, Q, back: bool):
     :param back: whether to project to Shampoo eigenbases or back to original space
     :return:
     """
-    param = _einsum_base[:grad.dim()]
+    param = einsum_base[:grad.dim()]
     preconditioners = ",".join([(g + g.upper())[::-1 if back else 1] for m, g in zip(Q, param) if len(m) > 0])
     if preconditioners:
         out = ''.join([c.upper() if c.upper() in preconditioners else c for c in param])
@@ -383,8 +383,25 @@ def project(grad, Q, back: bool):
 
 
 class StatefulOptimizer(torch.optim.Optimizer):
+    def __init__(self, params, defaults, foreach: bool = True):
+        super().__init__(params, {**defaults, 'foreach': foreach})
+        self.fake_groups = {}
+
+    def key(self, param: torch.Tensor):
+        return (param.data_ptr(), tuple(param.shape))
+
+    def get_groups(self, group):
+        if group['foreach']:
+            return [group]
+
+        for p in group['params']:
+            if self.key(p) not in self.fake_groups:
+                self.fake_groups[self.key(p)] = {**group, 'params': [p]}
+
+        return [self.fake_groups[self.key(p)] for p in group['params']]
+
     def state_(self, arg: torch.Tensor):
-        return self.state[(arg.data_ptr(), tuple(arg.shape))]
+        return self.state[self.key(arg)]
 
     def state_size(self) -> int:
         total_bytes = 0
@@ -409,8 +426,9 @@ class StatefulOptimizer(torch.optim.Optimizer):
             with torch.enable_grad():
                 loss = closure()
         with torch.no_grad():
-            for group in self.param_groups:
-                self._step(group)
+            for top_group in self.param_groups:
+                for group in self.get_groups(top_group):
+                    self._step(group)
         return loss
 
 
@@ -754,13 +772,13 @@ def update_triu_(q_state, materialised):
 
 
 class PSGDBase(StatefulOptimizer):
-    def __init__(self, parameters, groups):
-        super().__init__(parameters, groups)
+    def __init__(self, parameters, groups, foreach: bool = True):
+        super().__init__(parameters, groups, foreach)
         self.rng = random.Random(0x1923213)
         self._tiny = torch.finfo(torch.bfloat16).tiny
 
-    def balance(self, do_update, grad_list, Q_list):
-        if not do_update or self.rng.random() > 0.01:
+    def balance(self, grad_list, Q_list):
+        if self.rng.random() > 0.01:
             return
 
         for g, q in zip(grad_list, Q_list):

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: heavyball
-Version: 0.15.0
+Version: 0.16.0
 Summary: Efficient optimizers
 Home-page: https://github.com/clashluke/heavyball
 Author: Lucas Nestler
@@ -39,12 +39,14 @@ recommended experimental optimizer is `ForeachPSGDKron`.
 
 * **Stochastic Rounding**: [FP32 convergence with BF16 parameters](https://github.com/pytorch/pytorch/issues/120376)
 * **Inplace EMA**: Same math, but less memory, less compute and higher stability
-* **Foreach**: Fast multi-tensor application
+* **Foreach**: Fast multi-tensor application (turn it off to save memory via `foreach=False`)
 * **PaLM Beta2**: Fast initial
   convergence, [stable late convergence](https://x.com/_clashluke/status/1820810798693818761)
 * **ScheduleFree**: No learning rate schedule, but better convergence
 * [**Preconditioner Schedule**](https://github.com/lixilinx/psgd_torch/): Improved loss-per-step in early convergence,
   better step-per-second in late convergence (explained below)
+* **Memory-efficient storage** PSGD supports `store_triu_as_line` (default: `True`) to trade off memory usage for memory
+  bandwidth; turn it off for lower overheads (for more, see [PSGD Efficiency](docs/psgd_efficiency.md))
 
 ## Getting started
 

{heavyball-0.15.0 → heavyball-0.16.0}/heavyball.egg-info/SOURCES.txt

@@ -2,6 +2,7 @@ LICENSE
 README.md
 setup.py
 heavyball/__init__.py
+heavyball/cached_psgd_kron.py
 heavyball/delayed_psgd.py
 heavyball/foreach_adamw.py
 heavyball/foreach_adopt.py
@@ -24,6 +25,7 @@ heavyball.egg-info/dependency_links.txt
 heavyball.egg-info/requires.txt
 heavyball.egg-info/top_level.txt
 test/test_closure.py
+test/test_foreach.py
 test/test_memory.py
 test/test_merge.py
 test/test_no_grad.py

{heavyball-0.15.0 → heavyball-0.16.0}/setup.py

@@ -10,7 +10,7 @@ setuptools.setup(
     name='heavyball',
     license='BSD',
     description='Efficient optimizers',
-    version='0.15.0',
+    version='0.16.0',
     long_description=README,
     url='https://github.com/clashluke/heavyball',
     packages=setuptools.find_packages(),

heavyball-0.16.0/test/test_foreach.py

@@ -0,0 +1,65 @@
+import heavyball
+import heavyball.utils
+import pytest
+import torch
+from benchmark.utils import get_optim
+from heavyball.utils import clean, set_torch, PSGDBase
+from torch import nn
+
+
+def get_memory():
+    clean()
+    torch.cuda.synchronize()
+    clean()
+    torch.cuda.synchronize()
+    return torch.cuda.memory_allocated()
+
+
+@pytest.mark.parametrize("opt", heavyball.__all__)
+@pytest.mark.parametrize("size,depth", [(256, 128)])
+def test_foreach(opt, size, depth: int, iterations: int = 5, outer_iterations: int = 3):
+    set_torch()
+
+    opt = getattr(heavyball, opt)
+
+    peaks = []
+    losses = []
+
+    for foreach in [True, False]:
+        peaks.append([])
+        losses.append([])
+
+        for i in range(outer_iterations):
+            torch.manual_seed(0x2131290)
+            clean()
+            model = nn.Sequential(*[nn.Linear(size, size) for _ in range(depth)]).cuda()
+            clean()
+
+            torch.cuda.reset_peak_memory_stats()
+            torch.cuda.reset_max_memory_allocated()
+            torch.cuda.reset_max_memory_cached()
+            torch.cuda.reset_accumulated_memory_stats()
+
+            clean()
+            o = get_optim(opt, model.parameters(), lr=1e-3, foreach=foreach)
+            clean()
+
+            for _ in range(iterations):
+                loss = model(torch.randn((1, size)).cuda()).sum()
+                loss.backward()
+                o.step()
+                o.zero_grad()
+                losses[-1].append(loss.detach())
+
+            del model, o
+            clean()
+
+            peak = torch.cuda.memory_stats()['allocated_bytes.all.peak']
+
+            if i > 0:
+                peaks[-1].append(peak)
+
+    for p0, p1 in zip(*peaks):
+        assert p0 > p1
+    for l0, l1 in zip(*losses):  # increase error tolerance for PSGD, as we have different RNGs -> expected differences
+        assert torch.allclose(l0, l1, rtol=0.01 if isinstance(opt, PSGDBase) else 1e-5)