heavyball 1.7.1__py3-none-any.whl → 2.0.0__py3-none-any.whl

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- Metadata-Version: 2.4
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- Name: heavyball
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- Version: 1.7.1
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- Summary: Efficient Optimizers
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- Author-email: HeavyBall Authors <github.heavyball@nestler.sh>
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- Project-URL: source, https://github.com/HomebrewML/HeavyBall
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- Project-URL: tracker, https://github.com/HomebrewML/HeavyBall/issues
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- Keywords: torch,optimizer,muon,soap,psgd
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- Classifier: Intended Audience :: Developers
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- Classifier: Intended Audience :: Science/Research
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- Classifier: License :: OSI Approved :: BSD License
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- Classifier: Natural Language :: English
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- Classifier: Operating System :: OS Independent
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- Classifier: Programming Language :: Python :: 3
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- Requires-Python: >=3.9
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- Description-Content-Type: text/markdown
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- License-File: LICENSE
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- Requires-Dist: opt-einsum>=3.4.0
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- Requires-Dist: torch>=2.1.0
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- Requires-Dist: numpy
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- Provides-Extra: dev
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- Requires-Dist: pre-commit; extra == "dev"
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- Requires-Dist: pytest; extra == "dev"
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- Requires-Dist: ruff; extra == "dev"
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- Requires-Dist: matplotlib; extra == "dev"
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- Requires-Dist: seaborn; extra == "dev"
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- Requires-Dist: hyperopt; extra == "dev"
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- Requires-Dist: pandas; extra == "dev"
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- Requires-Dist: typer; extra == "dev"
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- Dynamic: license-file
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-
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- # `heavyball`: Efficient Optimizers
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-
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- * [Public API](#Public-API)
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- - [Foreach Optimizers](#Foreach-Optimizers)
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- - [`heavyball.utils`](#heavyball.utils)
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- - [Example Usage](#Example-Usage)
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-
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- * [`heavyball.chainable`](##heavyball.chainable)
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- - [Core Concept](#Core-Concept)
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- - [`FunctionTransform` and Guards](#FunctionTransform-and-Guards)
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- - [Chaining Transformations](#Chaining-Transformations)
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- - [Building Optimizers](#Building-Optimizers)
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- - [Creating New Transformations](#Creating-New-Transformations)
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-
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- * [Optimizer Recommendations](#Optimizer-Recommendations)
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- - [Choosing the Right Optimizer](#Choosing-the-Right-Optimizer)
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-
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- ---
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-
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- The `heavyball` library provides a collection of efficient optimizers designed for deep learning. It leverages
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- techniques like preconditioning, momentum, and adaptive learning rates to accelerate training and improve convergence.
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- The library's core strength lies in its `chainable` API, which allows for flexible composition of optimizers, enabling
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- users to build custom optimization strategies.
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-
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- ## Public API
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-
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- The `heavyball` library exposes the following optimizers through its main namespace:
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-
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- ### Foreach Optimizers
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-
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- These optimizers are designed to be efficient by operating on batches of parameters simultaneously using `foreach`
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- operations whenever possible.
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-
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- #### `ForeachAdamW`
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-
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- ```python
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- class ForeachAdamW(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
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- foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A foreach implementation of the AdamW optimizer. It incorporates weight decay into the update rule and uses adaptive
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- learning rates based on the first and second moments of the gradients.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `ForeachRMSprop`
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-
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- ```python
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- class ForeachRMSprop(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-6, weight_decay=0, warmup_steps=0, r=0.0,
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- weight_lr_power=2.0, foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False,
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- caution: bool = False, mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A foreach implementation of a debiased RMSprop optimizer (Note: this is different from `torch.optim.RMSprop`). It uses
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- adaptive learning rates based on the second moment of the gradients.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the squared gradient.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`r`**: Schedule-Free coefficient that controls dependence of the learning rate on step count.
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- * **`weight_lr_power`**: Schedule-Free coefficient that controls the sensitivity of `r` to the learning rate.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `ForeachSFAdamW`
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-
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- ```python
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- class ForeachSFAdamW(C.ScheduleFree):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-6, weight_decay=0, warmup_steps=0, r=0.0,
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- weight_lr_power=2.0, foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False,
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- caution: bool = False, mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A foreach implementation of the Schedule-Free AdamW optimizer. It combines the benefits of AdamW with the Schedule-Free
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- approach, which dynamically adjusts the learning rate based on the current state of optimization.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Base learning rate. The effective learning rate at each step depends on `lr`, `r`, and `weight_lr_power`.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`r`**: Schedule-Free coefficient that controls dependence of the learning rate on step count.
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- * **`weight_lr_power`**: Schedule-Free coefficient that controls the sensitivity of `r` to the learning rate.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `PaLMForeachSFAdamW`
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-
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- ```python
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- class PaLMForeachSFAdamW(ForeachSFAdamW):
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- palm: bool = True
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- ```
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-
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- A specialized version of `ForeachSFAdamW` with PaLM's beta2 schedule enabled by default.
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-
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- #### `ForeachADOPT`
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-
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- ```python
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- class ForeachADOPT(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
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- foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A foreach implementation of the ADOPT optimizer, which uses a debiased estimate of the second moment of the gradients.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `ForeachMuon`
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-
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- ```python
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- class ForeachMuon(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
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- foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8,
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- nesterov: bool = True):
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- # ...
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- ```
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-
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- A foreach implementation of the Muon optimizer, incorporating orthogonal updates via the `orthogonalize_update`
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- transformation.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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- * **`nesterov`**: Enables/disables Nesterov momentum.
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-
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- #### `ForeachLaProp`
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-
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- ```python
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- class ForeachLaProp(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
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- foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A foreach implementation of the LaProp optimizer.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `MuonLaProp`
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-
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- ```python
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- class MuonLaProp(C.BaseOpt):
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- def __init__(self, params, lr=0.0025, betas=(0.9, 0.99), eps=1e-8, weight_decay=0, warmup_steps=0,
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- foreach: bool = True, storage_dtype: str = 'float32', mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, gradient_clipping: C.str_or_fn = C.use_default,
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- update_clipping: C.str_or_fn = C.use_default, palm: bool = C.use_default, beta2_scale: float = 0.8):
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- # ...
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- ```
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-
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- A variant of LaProp that incorporates orthogonal updates via the `orthogonalize_update` transformation.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient and its square.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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-
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- #### `ForeachSOAP`
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-
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- ```python
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- class ForeachSOAP(C.BaseOpt):
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- use_precond_schedule: bool = False
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-
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- def __init__(self, params, lr: float = 3e-3, betas=(0.9, 0.95), shampoo_beta: float = 0.95, eps: float = 1e-8,
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- weight_decay: float = 0.01, precondition_frequency: int = 2, max_precond_dim: int = 2048, #
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- merge_dims: bool = True, precondition_1d: bool = False, normalize_grads: bool = False,
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- correct_bias: bool = True, warmup_steps: int = 1,
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- split: bool = False, foreach: bool = True, mars: bool = False, caution: bool = False,
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- mars_gamma: float = 0.0025, palm: bool = C.use_default, precond_scheduler=(1 / 3, 9),
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- beta2_scale: float = 0.8, use_precond_schedule: bool = C.use_default,
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- gradient_clipping: C.str_or_fn = C.use_default, update_clipping: C.str_or_fn = C.use_default):
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- # ...
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- ```
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-
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- A foreach implementation of the SOAP (Second-Order Adaptive Preconditioner) optimizer. It uses a preconditioner based on
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- the second-order statistics of the gradients to accelerate convergence.
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-
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- **Key Parameters:**
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-
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- * **`lr`**: Learning rate.
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- * **`betas`**: Coefficients used for computing running averages of the gradient.
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- * **`shampoo_beta`**: Coefficient used for computing running average of the preconditioner.
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- * **`eps`**: A small constant for numerical stability.
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- * **`weight_decay`**: Weight decay coefficient.
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- * **`precondition_frequency`**: Frequency of preconditioner updates. If using `use_precond_schedule`, this parameter is
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- ignored.
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- * **`max_precond_dim`**: Maximum dimension of the preconditioner.
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- * **`merge_dims`**: Whether to merge dimensions when forming the preconditioner.
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- * **`precondition_1d`**: Whether to use a 1D preconditioner for 1D parameters.
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- * **`normalize_grads`**: Whether to normalize gradients before applying SOAP.
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- * **`correct_bias`**: Enables/disables bias correction for the running averages.
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- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
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- * **`split`**: Whether to split large dimensions when forming the preconditioner.
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- * **`foreach`**: Enables/disables the use of `foreach` operations.
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- * **`mars`**: Enables/disables Mars correction.
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- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
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- direction to the gradients.
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- * **`mars_gamma`**: Mars correction coefficient.
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- * **`palm`**: Enables/disables PaLM's beta2 schedule.
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- * **`precond_scheduler`**: A tuple `(power, log_base)` specifying the preconditioner update schedule, where the update
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- probability is `1 / (step ** power * log_base)`. This parameter is only used if `use_precond_schedule` is `True`.
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- * **`beta2_scale`**: if we're using the PaLM schedule, `beta2 = step ** -beta2_scale`
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- * **`use_precond_schedule`**: Whether to use a dynamic preconditioner update schedule instead of a fixed frequency.
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- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
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- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
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-
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- #### `PaLMForeachSOAP`
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-
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- ```python
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- class PaLMForeachSOAP(ForeachSOAP):
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- use_precond_schedule: bool = False
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- palm: bool = True
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- ```
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-
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- A specialized version of `ForeachSOAP` with PaLM's beta2 schedule enabled by default.
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-
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- #### `PrecondScheduleForeachSOAP`
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-
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- ```python
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- class PrecondScheduleForeachSOAP(ForeachSOAP):
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- use_precond_schedule: bool = True
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- ```
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-
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- A specialized version of `ForeachSOAP` that uses a dynamic preconditioner update schedule.
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-
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- #### `PrecondSchedulePaLMForeachSOAP`
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-
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- ```python
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- class PrecondSchedulePaLMForeachSOAP(ForeachSOAP):
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- use_precond_schedule: bool = True
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- palm: bool = True
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- ```
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-
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- A specialized version of `ForeachSOAP` with both PaLM-specific modifications and a dynamic preconditioner update
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- schedule enabled by default.
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-
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- #### `ForeachPSGDKron`
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-
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- ```python
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- class ForeachPSGDKron(C.BaseOpt):
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- delayed: bool = False
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- cached: bool = False
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- exp_avg_input: bool = True
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-
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- def __init__(self, params, lr=0.001, beta=0.9, weight_decay=0.0, preconditioner_update_probability=None,
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- max_size_triangular=2048, min_ndim_triangular=2, memory_save_mode=None,
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- momentum_into_precond_update=True, warmup_steps: int = 1, merge_dims: bool = False,
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- split: bool = False, store_triu_as_line: bool = True, foreach: bool = True, q_dtype='float32',
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- stochastic_schedule: bool = True, storage_dtype: str = 'float32', mars: bool = False,
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- caution: bool = False, mars_gamma: float = 0.0025, delayed: Optional[bool] = C.use_default,
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- cached: Optional[bool] = C.use_default, exp_avg_input: Optional[bool] = C.use_default,
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- gradient_clipping: C.str_or_fn = C.use_default, update_clipping: C.str_or_fn = C.use_default, #
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- # expert parameters
397
- precond_init_scale=1.0, precond_lr=0.1):
398
- # ...
399
- ```
400
-
401
- A foreach implementation of the PSGD (Preconditioned Stochastic Gradient Descent) optimizer with Kronecker-factored
402
- preconditioners.
403
-
404
- **Key Parameters:**
405
-
406
- * **`lr`**: Learning rate.
407
- * **`beta`**: Coefficient used for computing running average of the gradient.
408
- * **`weight_decay`**: Weight decay coefficient.
409
- * **`preconditioner_update_probability`**: Probability of updating the preconditioner at each step. If `None`, a default
410
- schedule is used.
411
- * **`max_size_triangular`**: Maximum size of triangular matrices used in the preconditioner.
412
- * **`min_ndim_triangular`**: Minimum number of dimensions for a tensor to be considered for triangular preconditioner.
413
- * **`memory_save_mode`**: Memory saving mode for the preconditioner. Can be `None`, `"one_diag"`, or `"all_diag"`.
414
- * **`momentum_into_precond_update`**: Whether to use momentum in the preconditioner update.
415
- * **`warmup_steps`**: Number of steps for linear learning rate warmup.
416
- * **`merge_dims`**: Whether to merge dimensions when forming the preconditioner.
417
- * **`split`**: Whether to split large dimensions when forming the preconditioner.
418
- * **`store_triu_as_line`**: Whether to store the upper triangular part of the preconditioner as a 1D vector.
419
- * **`foreach`**: Enables/disables the use of `foreach` operations.
420
- * **`q_dtype`**: The floating-point type to be used for the preconditioner. `"float32"` or `"bfloat16"`.
421
- * **`stochastic_schedule`**: Whether to use a stochastic schedule for updating the preconditioner.
422
- * **`storage_dtype`**: The floating-point type to be used for internal state. `"float32"` or `"bfloat16"`.
423
- * **`mars`**: Enables/disables Mars correction.
424
- * **`caution`**: Enables/disables the use of a cautious update rule, avoiding updates that point in the opposite
425
- direction to the gradients.
426
- * **`mars_gamma`**: Mars correction coefficient.
427
- * **`delayed`**: Enables/disables delayed preconditioner updates.
428
- * **`cached`**: Enables/disables caching of preconditioner-related computations.
429
- * **`exp_avg_input`**: Whether to apply `exp_avg` to the input before calculating the preconditioner.
430
- * **`gradient_clipping`**: Gradient clipping function or method. See `heavyball.utils` for available options.
431
- * **`update_clipping`**: Update clipping function or method. See `heavyball.utils` for available options.
432
- * **`precond_init_scale`**: Initial scale of the preconditioner.
433
- * **`precond_lr`**: Learning rate for preconditioner updates.
434
-
435
- #### `ForeachPurePSGD`
436
-
437
- ```python
438
- class ForeachPurePSGD(ForeachPSGDKron):
439
- exp_avg_input: bool = False
440
- ```
441
-
442
- A specialized version of `ForeachPSGDKron` that does not apply `exp_avg` to the input before calculating the
443
- preconditioner.
444
-
445
- #### `ForeachCachedDelayedPSGDKron`
446
-
447
- ```python
448
- class ForeachCachedDelayedPSGDKron(ForeachPSGDKron):
449
- delayed: bool = True
450
- cached: bool = True
451
- ```
452
-
453
- A specialized version of `ForeachPSGDKron` with both delayed preconditioner updates and caching enabled by default.
454
-
455
- #### `ForeachCachedPSGDKron`
456
-
457
- ```python
458
- class ForeachCachedPSGDKron(ForeachPSGDKron):
459
- cached: bool = True
460
- ```
461
-
462
- A specialized version of `ForeachPSGDKron` with caching enabled by default.
463
-
464
- #### `ForeachDelayedPSGD`
465
-
466
- ```python
467
- class ForeachDelayedPSGD(ForeachPSGDKron):
468
- delayed: bool = True
469
- ```
470
-
471
- A specialized version of `ForeachPSGDKron` with delayed preconditioner updates enabled by default.
472
-
473
- ## `heavyball.utils`
474
-
475
- The `heavyball.utils` module provides several important functions and settings that users may find useful:
476
-
477
- ### Settings
478
-
479
- * **`compile_mode`**: (defaults to `"max-autotune-no-cudagraphs"`) Controls the compilation mode used by
480
- `torch.compile`. Setting this to `"default"` or `"max-autotune-no-cudagraphs"` improves performance at the cost of
481
- increasd compile time. Setting it to `None` disables compilation.
482
- * **`dynamic`**: (defaults to `False`) Enables/disables dynamic shapes during compilation. Enabling this reduces
483
- compilation time but may lead to slower execution.
484
- * **`zeroth_power_mode`**: (defaults to `"qr"`) Controls the method used for computing the zeroth power of a matrix (
485
- orthogonalization) in certain preconditioners. Options include:
486
- * `"qr"`: Uses QR decomposition.
487
- * `"svd"`: Uses singular value decomposition.
488
- * `"newtonschulz"`: Uses Newton-Schulz iteration.
489
-
490
- ### Gradient/Update Clipping
491
-
492
- The following functions are used for gradient and update clipping. They can be passed to the `gradient_clipping` or
493
- `update_clipping` arguments of the optimizers:
494
-
495
- * **`l2_clip_`**: Clips the gradient/update by its L2 norm.
496
- * **`rmsnorm_clip_`**: Clips the gradient/update by its RMS norm.
497
- * **`trust_region_clip_`**: Clips the gradient/update using a trust region method.
498
- * **`mu_law_compress`**: Compresses the gradient/update using the µ-law algorithm.
499
- * **`a_law_compress`**: Compresses the gradient/update using the A-law algorithm.
500
- * **`identity`**: Does not modify the gradient/update (no clipping).
501
-
502
- ### Other Utilities
503
-
504
- * **`set_torch`**: Sets recommended PyTorch settings for performance, including enabling cuDNN benchmark mode, disabling
505
- deterministic algorithms, setting the precision of float32 matrix multiplications, and enabling opt-einsum with the "
506
- auto-hq" strategy.
507
- * **`clean`**: Clears the CUDA cache.
508
- * **`hook_optimizer_into_model`**: Hooks an optimizer into a model's `post_accumulate_grad_hook`.
509
- * **`fused_hook`**: Hooks an optimizer into a model's `post_accumulate_grad_hook`, fusing multiple parameter updates
510
- into a single step.
511
- * **`disable_caution_scaling`**: Disables the scaling factor applied when `caution` is enabled in optimizers.
512
-
513
- ## Example Usage
514
-
515
- ```python
516
- import torch
517
- from torch import nn
518
- import heavyball
519
-
520
- # Define a simple model
521
- model = nn.Linear(10, 2)
522
-
523
- # Create an optimizer
524
- optimizer = heavyball.ForeachAdamW(model.parameters(), lr=1e-3, weight_decay=1e-2)
525
- # alternative:
526
- optimizer = heavyball.AdamW(model.parameters(), lr=1e-3, weight_decay=1e-2)
527
-
528
- # Generate some dummy data
529
- input = torch.randn(1, 10)
530
- target = torch.randn(1, 2)
531
-
532
- # Training loop
533
- for _ in range(100):
534
- # Forward pass
535
- output = model(input)
536
- loss = (output - target).sum()
537
-
538
- # Backward pass
539
- loss.backward()
540
-
541
- # Optimizer step
542
- optimizer.step()
543
-
544
- # optional: zero gradients; optimizer.step() already does this, which is different from torch.optim
545
- optimizer.zero_grad()
546
- ```
547
-
548
- This example demonstrates how to create an `AdamW` optimizer and use it to train a simple linear model. You can easily
549
- replace `AdamW` with any other optimizer from the `heavyball` library and customize its behavior using the various
550
- available parameters and settings.
551
-
552
- By using `heavyball`'s optimizers and understanding the options in `heavyball.utils`, users can achieve better
553
- performance, control over training, and easier experimentation with advanced optimization techniques.
554
-
555
-
556
- ---
557
-
558
- # `heavyball.chainable`: A Composable Optimizer API
559
-
560
- The `heavyball.chainable` module provides a powerful and flexible way to build optimizers through function composition,
561
- similar to Optax. It allows you to chain together a sequence of transformations to create custom optimization algorithms
562
- tailored to your specific needs. This modular approach makes it easy to experiment with different optimization
563
- strategies and build complex optimizers from simple, reusable components.
564
-
565
- ## Core Concept
566
-
567
- At the heart of `heavyball.chainable` lies the concept of gradient transformations. A gradient transformation is simply
568
- a function that takes a state dictionary, a group dictionary, an update tensor, a gradient tensor, and a parameter
569
- tensor as input, and returns a new (or modified) update tensor. These transformations can be chained together to form an
570
- optimization algorithm.
571
-
572
- The state dictionary stores any persistent state needed by the transformation, such as momentum buffers or
573
- preconditioners. The group dictionary contains hyperparameters specific to a group of parameters. The update tensor is
574
- the current update being processed, the gradient tensor is the gradient of the loss with respect to the parameter, and
575
- the parameter tensor is the parameter itself.
576
-
577
- ### Function Signature
578
-
579
- A typical gradient transformation function has the following signature:
580
-
581
- ```python
582
-
583
- def my_transformation(state: dict, group: dict, update: List[torch.Tensor], grad: List[torch.Tensor],
584
- param: List[torch.Tensor]) -> torch.Tensor:
585
- # ... transformation logic ...
586
- return update
587
- ```
588
-
589
- or
590
-
591
- ```python
592
- @C.no_state_no_foreach
593
- def my_transformation(group: dict, update: torch.Tensor, grad: torch.Tensor, param: torch.Tensor, *args,
594
- **kwargs) -> torch.Tensor:
595
- # ... transformation logic ...
596
- return update
597
- ```
598
-
599
- Note that the second version has no state and processes updates one by one, while the first version processes updates
600
- in parallel.
601
-
602
- These functions modify the `update` in place or return a new tensor.
603
-
604
- ### Example: Scaling by the learning rate
605
-
606
- ```python
607
- from heavyball import chainable as C
608
-
609
-
610
- @C.no_state_no_foreach
611
- def scale_by_learning_rate(group: dict, update: torch.Tensor, grad: torch.Tensor, param: torch.Tensor) -> torch.Tensor:
612
- return update * group["lr"]
613
- ```
614
-
615
- ## `FunctionTransform` and Guards
616
-
617
- To make it easier to create gradient transformations, `heavyball.chainable` provides the `FunctionTransform` class and a
618
- set of "guard" decorators.
619
-
620
- ### `FunctionTransform`
621
-
622
- `FunctionTransform` is a base class for gradient transformations that provides a common interface and helper methods. It
623
- takes a function `fn` as input and stores it along with its name.
624
-
625
- ```python
626
- class FunctionTransform:
627
- def __init__(self, fn):
628
- self.fn = fn
629
- self.fn_name = self.get_fn().__name__
630
-
631
- def __call__(self, state, group, update, grad, param, *args, **kwargs):
632
- raise NotImplementedError
633
-
634
- def get_fn(self):
635
- if hasattr(self.fn, 'get_fn'):
636
- return self.fn.get_fn()
637
- return self.fn
638
-
639
- def val_name(self, name):
640
- return f"{self.fn_name}_{name}"
641
- ```
642
-
643
- ### Guards
644
-
645
- Guards are decorators that help manage the state dictionary and ensure that transformations are applied correctly. They
646
- handle common tasks like initializing state variables and preventing redundant computations.
647
-
648
- #### `zero_guard`
649
-
650
- The `zero_guard` decorator ensures that a specific variable in the state dictionary is initialized to zero if it doesn't
651
- exist.
652
-
653
- ```python
654
- @C.zero_guard("momentum")
655
- def my_transformation(state, group, update, grad, param, momentum):
656
- # ... momentum will be initialized to zero if it doesn't exist in state ...
657
- return update
658
- ```
659
-
660
- #### `copy_guard`
661
-
662
- The `copy_guard` decorator creates a copy of a specified input (update, grad, or param) and stores it in the state
663
- dictionary.
664
-
665
- ```python
666
- @C.copy_guard(0, "update_copy") # 0 refers to the 'update' argument
667
- def my_transformation(state, group, update, grad, param, update_copy):
668
- # ... update_copy will be a copy of the update tensor ...
669
- return update
670
- ```
671
-
672
- #### `general_guard`
673
-
674
- The `general_guard` decorator provides a more flexible way to manage state. It allows you to specify a custom
675
- initialization function that is called if a specific variable is not found in the state.
676
-
677
- ```python
678
- def init_preconditioner(state, group, update, grad, param, **kwargs):
679
-
680
-
681
- # ... initialize preconditioner ...
682
-
683
- @C.general_guard("precond", init_fn=init_preconditioner)
684
- def my_transformation(state, group, update, grad, param, precond):
685
- # ... precond will be initialized using init_preconditioner if it doesn't exist ...
686
- return update
687
- ```
688
-
689
- #### `no_state`
690
-
691
- The `no_state` decorator indicates that a transformation does not use or modify any state.
692
-
693
- #### `no_state_no_foreach`
694
-
695
- The `no_state_no_foreach` decorator indicates that a transformation does not use or modify any state and also does not
696
- support `foreach` implementations.
697
-
698
- ## Chaining Transformations
699
-
700
- The power of `heavyball.chainable` comes from its ability to chain transformations together. This is achieved through
701
- the `chain` function.
702
-
703
- ```python
704
- def chain(state: Union[callable, dict], group, grad, param, *fns):
705
- update = [torch.clone(g, memory_format=torch.preserve_format) for g in grad]
706
- skip_update = False
707
- for fn in fns:
708
- try:
709
- update = fn(state, group, update, grad, param)
710
- except SkipUpdate:
711
- skip_update = True
712
- continue
713
- if update is None:
714
- break
715
- if not skip_update and update is not None:
716
- utils.update_param_(param, update, group['lr'], group['weight_decay'], caution=group['caution'], grad=grad)
717
- ```
718
-
719
- The `chain` function takes a state dictionary, a group dictionary, a gradient tensor, a parameter tensor, and a sequence
720
- of gradient transformations as input. It applies each transformation in order, passing the output of one transformation
721
- as the input to the next.
722
-
723
- ## Building Optimizers
724
-
725
- The `ChainOpt` class provides a convenient way to build optimizers from chained transformations.
726
-
727
- ```python
728
- class ChainOpt(utils.StatefulOptimizer):
729
- # ...
730
- def __init__(self, params, defaults, foreach: bool, *fns):
731
- # ...
732
- self.fns = tuple(fns)
733
-
734
- def _step(self, group):
735
- # ...
736
- if not group['foreach'] or len(p) == 1:
737
- for param, grad in zip(p, g):
738
- chain(self.state_, group, [grad], [param], *self.fns)
739
- else:
740
- chain(self.state_, group, g, p, *self.fns)
741
- # ...
742
- ```
743
-
744
- ### BaseOpt
745
-
746
- The `BaseOpt` class extends `ChainOpt` and provides additional features like gradient clipping, update clipping, and
747
- optional PaLM beta2 schedule.
748
-
749
- ```python
750
- class BaseOpt(ChainOpt):
751
- # ...
752
- def __init__(self, params, defaults, foreach: bool, gradient_clipping: str_or_fn, update_clipping: str_or_fn,
753
- palm: bool = use_default, *fns, compile_step: bool = use_default, promote: bool = use_default):
754
- # ...
755
- ```
756
-
757
- ### `ScheduleFree`
758
-
759
- The `ScheduleFree` class provides a convenient interface for using the `update_by_schedule_free` transformation.
760
-
761
- ### Predefined Transformations
762
-
763
- `heavyball.chainable` provides a number of predefined gradient transformations, including:
764
-
765
- * `exp_avg`: Calculates the exponential moving average of the gradients.
766
- * `scale_by_exp_avg_sq`: Scales the updates by the inverse square root of the exponential moving average of squared
767
- gradients.
768
- * `scale_by_adam`: Scales the updates using the Adam algorithm.
769
- * `update_by_adam`: Updates the parameters using the Adam algorithm.
770
- * `scale_by_laprop`: Scales the updates using the LaProp algorithm.
771
- * `update_by_laprop`: Updates the parameters using the LaProp algorithm.
772
- * `update_by_schedule_free`: Updates the parameters using the Schedule-Free algorithm.
773
- * `update_by_adopt`: Updates the parameters using the ADOPT algorithm.
774
- * `scale_by_adopt`: Scales the updates using the ADOPT algorithm.
775
- * `orthogonalize_update`: Orthogonalizes the update tensor.
776
- * `nesterov_momentum`: Applies Nesterov momentum to the updates.
777
- * `heavyball_momentum`: Applies heavy-ball momentum to the updates.
778
- * `scale_by_soap`: Scales the updates using the SOAP preconditioner.
779
- * `scale_by_psgd`: Scales the updates using the PSGD preconditioner.
780
- * `scale_by_delayed_psgd`: Scales the updates using the delayed PSGD preconditioner.
781
- * `update_by_psgd`: Updates the parameters using the PSGD preconditioner.
782
- * `update_by_delayed_psgd`: Updates the parameters using the delayed PSGD preconditioner.
783
- * `palm_beta2`: Modifies the beta2 parameter for PaLM optimizers.
784
-
785
- ## Creating New Transformations
786
-
787
- You can easily create new gradient transformations by following the function signature and using the provided guards and
788
- `FunctionTransform` class.
789
-
790
- ### Example: Clipping gradients by norm
791
-
792
- ```python
793
- from heavyball import chainable as C
794
- from heavyball import utils
795
-
796
-
797
- @C.no_state
798
- def clip_by_global_norm(group: dict, update: torch.Tensor, grad: torch.Tensor, param: torch.Tensor,
799
- max_norm: float) -> torch.Tensor:
800
- """Clips the gradient by its global norm."""
801
- total_norm = torch.norm(torch.stack([torch.norm(g) for g in grad]))
802
- clip_coef = max_norm / (total_norm + 1e-6)
803
- if clip_coef < 1:
804
- return [u * clip_coef for u in update]
805
- return update
806
- ```
807
-
808
- ### Example: L2-Normalization of updates
809
-
810
- ```python
811
- from heavyball import chainable as C
812
- from heavyball import utils
813
-
814
-
815
- @C.no_state_no_foreach
816
- def l2_normalize_updates(group: dict, update: torch.Tensor, grad: torch.Tensor, param: torch.Tensor) -> torch.Tensor:
817
- """L2-normalizes the updates."""
818
- norm = update.norm()
819
- if norm > 0:
820
- return update / norm
821
- return update
822
- ```
823
-
824
- ---
825
-
826
- ## Optimizer Recommendations
827
-
828
- This hierarchy ranks optimizers from most recommended (top) to least recommended (bottom) for general deep learning
829
- tasks. However, the best choice always depends on your specific model, dataset, and computational resources.
830
-
831
- **1. Preconditioned Optimizers (SOAP and PSGD):**
832
-
833
- - **Recommendation:** **Start here.** These are generally the most powerful and efficient optimizers in `heavyball`.
834
- - **`ForeachSOAP`** (and its variants: `PaLMForeachSOAP`, `PrecondScheduleForeachSOAP`,
835
- `PrecondSchedulePaLMForeachSOAP`):
836
- - **Strengths:**
837
- - **Adaptive Preconditioning:** SOAP dynamically adapts to the curvature of the loss landscape using
838
- second-order information, leading to faster convergence, especially in ill-conditioned problems.
839
- - **Robustness:** Less sensitive to hyperparameter choices compared to Adam.
840
- - **Strong Empirical Performance:** Often outperforms other optimizers across various tasks and architectures.
841
- - **Weaknesses:**
842
- - **Computational Cost:** Higher per-step cost due to preconditioner computation and updates.
843
- - **Memory Usage:** Can use more memory than simpler optimizers, particularly for large models.
844
- - **`precondition_frequency` or `precond_scheduler`:** Needs to be tuned, though the default schedule usually
845
- works well.
846
- - **When to use:**
847
- - **Complex models and datasets:** Where optimization is challenging.
848
- - **When training stability is crucial.**
849
- - **When you can't retune hyperparameters.**
850
- - **Variants:**
851
- - `PaLMForeachSOAP`: Enables PaLM's beta2 schedule by default.
852
- - `PrecondScheduleForeachSOAP`: Uses a dynamic schedule for preconditioner updates.
853
- - `PrecondSchedulePaLMForeachSOAP`: Combines the PaLM schedule with a dynamic preconditioner schedule.
854
-
855
- - **`ForeachPSGDKron`** (and its variants: `ForeachPurePSGD`, `ForeachCachedDelayedPSGDKron`, `ForeachCachedPSGDKron`,
856
- `ForeachDelayedPSGD`):
857
- - **Strengths:**
858
- - **Preconditioning:** Uses Kronecker-factored approximations to capture curvature information, providing many
859
- of the benefits of second-order methods at a lower cost than full curvature methods.
860
- - **Efficiency:** Relatively efficient in terms of computation.
861
- - **Tunability:** Offers many options for customization.
862
- - **Convergence:** Tends to converge faster than SOAP.
863
- - **Weaknesses:**
864
- - **No baseline:** SOAP can copy Adam's hyperparameters - PSGD requires more tuning.
865
- - **Complexity:** Has many hyperparameters to tune.
866
- - **When to use:**
867
- - **Large models:** Where memory is a constraint.
868
- - **When `ForeachSOAP` is too computationally expensive.**
869
- - **When you want potentially the best performance regardless of computational cost.**
870
- - **Variants:**
871
- - `ForeachPurePSGD`: Disables exponential averaging of the input when calculating the preconditioner.
872
- - `ForeachCachedDelayedPSGDKron`: Caches preconditioner-related computations and uses delayed preconditioner
873
- updates.
874
- - `ForeachCachedPSGDKron`: Caches preconditioner-related computations.
875
- - `ForeachDelayedPSGD`: Uses delayed preconditioner updates.
876
-
877
- **2. Muon:**
878
-
879
- - **`ForeachMuon`** (and `MuonLaProp`):
880
- - **Strengths:**
881
- - **Momentum with Orthogonal Updates:** Combines momentum with orthogonalized updates, which can
882
- improve stability and exploration.
883
- - **Good Generalization:** Often leads to better generalization performance compared to Adam.
884
- - **Weaknesses:**
885
- - **Performance:** Generally outperformed by SOAP and PSGD.
886
- - **Computational Cost:** Higher overheads than SOAP and PSGD.
887
- - **When to use:**
888
- - **When generalization is a primary concern.**
889
- - **When you want an optimizer less prone to finding sharp minima.**
890
-
891
- **3. Adam-Based Optimizers:**
892
-
893
- - **`ForeachLaProp`**:
894
- - **Strengths:**
895
- - **Backward Compatibility:** Can use Adam's hyperparameters, but allows a larger range of betas.
896
- - **Stability:** More stable than Adam.
897
- - **Weaknesses:**
898
- - **Performance:** Generally outperformed by SOAP, PSGD, and Muon.
899
- - **When to use:**
900
- - **When you want less risk or better losses than Adam, but can't run advanced methods.**
901
-
902
- - **`ForeachAdamW`** (and `ForeachSFAdamW`, `PaLMForeachSFAdamW`):
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- - **Strengths:**
904
- - **Widely Used:** A popular and well-established optimizer.
905
- - **Weaknesses:**
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- - **Performance:** Often outperformed by preconditioned optimizers (SOAP, PSGD) and Muon.
907
- - **Sensitivity to Hyperparameters:** Can be sensitive to the choice of learning rate and beta parameters.
908
- - **When to use:**
909
- - **As a strong baseline.**
910
- - **When you are familiar with Adam and want a robust starting point.**
911
- - **When computational cost is a major concern (compared to second-order methods).**
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- - **Variants:**
913
- - `ForeachSFAdamW`: A Schedule-Free version of AdamW that dynamically adjusts the learning rate.
914
- - `PaLMForeachSFAdamW`: A PaLM version of Schedule-Free AdamW.
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-
916
- ## Choosing the Right Optimizer
917
-
918
- 1. **Start with Preconditioning:** Begin with either `ForeachSOAP` or `ForeachPSGDKron`. If computational resources are
919
- a major constraint, lean towards `ForeachPSGDKron`. If performance is paramount, try `ForeachSOAP` first.
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-
921
- 2. **Consider Muon:** If preconditioned optimizers are not feasible or if you want to explore alternatives that
922
- incorporate momentum and orthogonal updates, try `ForeachMuon`.
923
-
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- 3. **Use LaProp or Adam as Baselines:** `ForeachLaProp` can serve as a simple adaptive baseline. `ForeachAdamW` is a
925
- strong and widely used baseline that you should always compare against.
926
-
927
- 4. **Experiment and Tune:** The best optimizer ultimately depends on your specific problem. It's crucial to experiment
928
- with different optimizers and carefully tune their hyperparameters (especially the learning rate).
929
-
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- ## Important Notes
931
-
932
- * **Learning Rate:** The learning rate is the most important hyperparameter. You'll likely need to adjust it when
933
- switching between optimizers.
934
- * **Warmup:** Consider using a learning rate warmup, especially for more complex optimizers like SOAP and PSGD.
935
- * **Weight Decay:** Weight decay can improve generalization for many optimizers, especially AdamW.
936
- * **`foreach`:** Use `foreach` versions of the optimizers when possible for better performance.
937
- * **`heavyball.utils`:** Remember to utilize the settings and functions in `heavyball.utils` (e.g., `set_torch`,
938
- `compile_mode`, `zeroth_power_mode`, clipping functions) to optimize performance and experiment with different
939
- configurations.