torchzero 0.3.10__py3-none-any.whl → 0.3.13__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (182) hide show
  1. tests/test_identical.py +2 -3
  2. tests/test_opts.py +140 -100
  3. tests/test_tensorlist.py +8 -7
  4. tests/test_vars.py +1 -0
  5. torchzero/__init__.py +1 -1
  6. torchzero/core/__init__.py +2 -2
  7. torchzero/core/module.py +335 -50
  8. torchzero/core/reformulation.py +65 -0
  9. torchzero/core/transform.py +197 -70
  10. torchzero/modules/__init__.py +13 -4
  11. torchzero/modules/adaptive/__init__.py +30 -0
  12. torchzero/modules/adaptive/adagrad.py +356 -0
  13. torchzero/modules/adaptive/adahessian.py +224 -0
  14. torchzero/modules/{optimizers → adaptive}/adam.py +6 -8
  15. torchzero/modules/adaptive/adan.py +96 -0
  16. torchzero/modules/adaptive/adaptive_heavyball.py +54 -0
  17. torchzero/modules/adaptive/aegd.py +54 -0
  18. torchzero/modules/adaptive/esgd.py +171 -0
  19. torchzero/modules/{optimizers → adaptive}/lion.py +1 -1
  20. torchzero/modules/{experimental/spectral.py → adaptive/lmadagrad.py} +94 -71
  21. torchzero/modules/adaptive/mars.py +79 -0
  22. torchzero/modules/adaptive/matrix_momentum.py +146 -0
  23. torchzero/modules/adaptive/msam.py +188 -0
  24. torchzero/modules/{optimizers → adaptive}/muon.py +29 -5
  25. torchzero/modules/adaptive/natural_gradient.py +175 -0
  26. torchzero/modules/{optimizers → adaptive}/orthograd.py +1 -1
  27. torchzero/modules/{optimizers → adaptive}/rmsprop.py +7 -4
  28. torchzero/modules/{optimizers → adaptive}/rprop.py +42 -10
  29. torchzero/modules/adaptive/sam.py +163 -0
  30. torchzero/modules/{optimizers → adaptive}/shampoo.py +47 -9
  31. torchzero/modules/{optimizers → adaptive}/soap.py +52 -65
  32. torchzero/modules/adaptive/sophia_h.py +185 -0
  33. torchzero/modules/clipping/clipping.py +115 -25
  34. torchzero/modules/clipping/ema_clipping.py +31 -17
  35. torchzero/modules/clipping/growth_clipping.py +8 -7
  36. torchzero/modules/conjugate_gradient/__init__.py +11 -0
  37. torchzero/modules/conjugate_gradient/cg.py +355 -0
  38. torchzero/modules/experimental/__init__.py +13 -19
  39. torchzero/modules/{projections → experimental}/dct.py +11 -11
  40. torchzero/modules/{projections → experimental}/fft.py +10 -10
  41. torchzero/modules/experimental/gradmin.py +4 -3
  42. torchzero/modules/experimental/l_infinity.py +111 -0
  43. torchzero/modules/{momentum/experimental.py → experimental/momentum.py} +5 -42
  44. torchzero/modules/experimental/newton_solver.py +79 -17
  45. torchzero/modules/experimental/newtonnewton.py +32 -15
  46. torchzero/modules/experimental/reduce_outward_lr.py +4 -4
  47. torchzero/modules/experimental/scipy_newton_cg.py +105 -0
  48. torchzero/modules/{projections/structural.py → experimental/structural_projections.py} +13 -55
  49. torchzero/modules/functional.py +52 -6
  50. torchzero/modules/grad_approximation/fdm.py +30 -4
  51. torchzero/modules/grad_approximation/forward_gradient.py +16 -4
  52. torchzero/modules/grad_approximation/grad_approximator.py +51 -10
  53. torchzero/modules/grad_approximation/rfdm.py +321 -52
  54. torchzero/modules/higher_order/__init__.py +1 -1
  55. torchzero/modules/higher_order/higher_order_newton.py +164 -93
  56. torchzero/modules/least_squares/__init__.py +1 -0
  57. torchzero/modules/least_squares/gn.py +161 -0
  58. torchzero/modules/line_search/__init__.py +4 -4
  59. torchzero/modules/line_search/_polyinterp.py +289 -0
  60. torchzero/modules/line_search/adaptive.py +124 -0
  61. torchzero/modules/line_search/backtracking.py +95 -57
  62. torchzero/modules/line_search/line_search.py +171 -22
  63. torchzero/modules/line_search/scipy.py +3 -3
  64. torchzero/modules/line_search/strong_wolfe.py +327 -199
  65. torchzero/modules/misc/__init__.py +35 -0
  66. torchzero/modules/misc/debug.py +48 -0
  67. torchzero/modules/misc/escape.py +62 -0
  68. torchzero/modules/misc/gradient_accumulation.py +136 -0
  69. torchzero/modules/misc/homotopy.py +59 -0
  70. torchzero/modules/misc/misc.py +383 -0
  71. torchzero/modules/misc/multistep.py +194 -0
  72. torchzero/modules/misc/regularization.py +167 -0
  73. torchzero/modules/misc/split.py +123 -0
  74. torchzero/modules/{ops → misc}/switch.py +45 -4
  75. torchzero/modules/momentum/__init__.py +1 -5
  76. torchzero/modules/momentum/averaging.py +9 -9
  77. torchzero/modules/momentum/cautious.py +51 -19
  78. torchzero/modules/momentum/momentum.py +37 -2
  79. torchzero/modules/ops/__init__.py +11 -31
  80. torchzero/modules/ops/accumulate.py +6 -10
  81. torchzero/modules/ops/binary.py +81 -34
  82. torchzero/modules/{momentum/ema.py → ops/higher_level.py} +16 -39
  83. torchzero/modules/ops/multi.py +82 -21
  84. torchzero/modules/ops/reduce.py +16 -8
  85. torchzero/modules/ops/unary.py +29 -13
  86. torchzero/modules/ops/utility.py +30 -18
  87. torchzero/modules/projections/__init__.py +2 -4
  88. torchzero/modules/projections/cast.py +51 -0
  89. torchzero/modules/projections/galore.py +3 -1
  90. torchzero/modules/projections/projection.py +190 -96
  91. torchzero/modules/quasi_newton/__init__.py +9 -14
  92. torchzero/modules/quasi_newton/damping.py +105 -0
  93. torchzero/modules/quasi_newton/diagonal_quasi_newton.py +167 -0
  94. torchzero/modules/quasi_newton/lbfgs.py +286 -173
  95. torchzero/modules/quasi_newton/lsr1.py +185 -106
  96. torchzero/modules/quasi_newton/quasi_newton.py +816 -268
  97. torchzero/modules/restarts/__init__.py +7 -0
  98. torchzero/modules/restarts/restars.py +252 -0
  99. torchzero/modules/second_order/__init__.py +3 -2
  100. torchzero/modules/second_order/multipoint.py +238 -0
  101. torchzero/modules/second_order/newton.py +292 -68
  102. torchzero/modules/second_order/newton_cg.py +365 -15
  103. torchzero/modules/second_order/nystrom.py +104 -1
  104. torchzero/modules/smoothing/__init__.py +1 -1
  105. torchzero/modules/smoothing/laplacian.py +14 -4
  106. torchzero/modules/smoothing/sampling.py +300 -0
  107. torchzero/modules/step_size/__init__.py +2 -0
  108. torchzero/modules/step_size/adaptive.py +387 -0
  109. torchzero/modules/step_size/lr.py +154 -0
  110. torchzero/modules/termination/__init__.py +14 -0
  111. torchzero/modules/termination/termination.py +207 -0
  112. torchzero/modules/trust_region/__init__.py +5 -0
  113. torchzero/modules/trust_region/cubic_regularization.py +170 -0
  114. torchzero/modules/trust_region/dogleg.py +92 -0
  115. torchzero/modules/trust_region/levenberg_marquardt.py +128 -0
  116. torchzero/modules/trust_region/trust_cg.py +97 -0
  117. torchzero/modules/trust_region/trust_region.py +350 -0
  118. torchzero/modules/variance_reduction/__init__.py +1 -0
  119. torchzero/modules/variance_reduction/svrg.py +208 -0
  120. torchzero/modules/weight_decay/__init__.py +1 -1
  121. torchzero/modules/weight_decay/weight_decay.py +94 -11
  122. torchzero/modules/wrappers/optim_wrapper.py +29 -1
  123. torchzero/modules/zeroth_order/__init__.py +1 -0
  124. torchzero/modules/zeroth_order/cd.py +359 -0
  125. torchzero/optim/root.py +65 -0
  126. torchzero/optim/utility/split.py +8 -8
  127. torchzero/optim/wrappers/directsearch.py +39 -3
  128. torchzero/optim/wrappers/fcmaes.py +24 -15
  129. torchzero/optim/wrappers/mads.py +5 -6
  130. torchzero/optim/wrappers/nevergrad.py +16 -1
  131. torchzero/optim/wrappers/nlopt.py +0 -2
  132. torchzero/optim/wrappers/optuna.py +3 -3
  133. torchzero/optim/wrappers/scipy.py +86 -25
  134. torchzero/utils/__init__.py +40 -4
  135. torchzero/utils/compile.py +1 -1
  136. torchzero/utils/derivatives.py +126 -114
  137. torchzero/utils/linalg/__init__.py +9 -2
  138. torchzero/utils/linalg/linear_operator.py +329 -0
  139. torchzero/utils/linalg/matrix_funcs.py +2 -2
  140. torchzero/utils/linalg/orthogonalize.py +2 -1
  141. torchzero/utils/linalg/qr.py +2 -2
  142. torchzero/utils/linalg/solve.py +369 -58
  143. torchzero/utils/metrics.py +83 -0
  144. torchzero/utils/numberlist.py +2 -0
  145. torchzero/utils/python_tools.py +16 -0
  146. torchzero/utils/tensorlist.py +134 -51
  147. torchzero/utils/torch_tools.py +9 -4
  148. torchzero-0.3.13.dist-info/METADATA +14 -0
  149. torchzero-0.3.13.dist-info/RECORD +166 -0
  150. {torchzero-0.3.10.dist-info → torchzero-0.3.13.dist-info}/top_level.txt +0 -1
  151. docs/source/conf.py +0 -57
  152. torchzero/modules/experimental/absoap.py +0 -250
  153. torchzero/modules/experimental/adadam.py +0 -112
  154. torchzero/modules/experimental/adamY.py +0 -125
  155. torchzero/modules/experimental/adasoap.py +0 -172
  156. torchzero/modules/experimental/diagonal_higher_order_newton.py +0 -225
  157. torchzero/modules/experimental/eigendescent.py +0 -117
  158. torchzero/modules/experimental/etf.py +0 -172
  159. torchzero/modules/experimental/soapy.py +0 -163
  160. torchzero/modules/experimental/structured_newton.py +0 -111
  161. torchzero/modules/experimental/subspace_preconditioners.py +0 -138
  162. torchzero/modules/experimental/tada.py +0 -38
  163. torchzero/modules/line_search/trust_region.py +0 -73
  164. torchzero/modules/lr/__init__.py +0 -2
  165. torchzero/modules/lr/adaptive.py +0 -93
  166. torchzero/modules/lr/lr.py +0 -63
  167. torchzero/modules/momentum/matrix_momentum.py +0 -166
  168. torchzero/modules/ops/debug.py +0 -25
  169. torchzero/modules/ops/misc.py +0 -418
  170. torchzero/modules/ops/split.py +0 -75
  171. torchzero/modules/optimizers/__init__.py +0 -18
  172. torchzero/modules/optimizers/adagrad.py +0 -155
  173. torchzero/modules/optimizers/sophia_h.py +0 -129
  174. torchzero/modules/quasi_newton/cg.py +0 -268
  175. torchzero/modules/quasi_newton/experimental/__init__.py +0 -1
  176. torchzero/modules/quasi_newton/experimental/modular_lbfgs.py +0 -266
  177. torchzero/modules/quasi_newton/olbfgs.py +0 -196
  178. torchzero/modules/smoothing/gaussian.py +0 -164
  179. torchzero-0.3.10.dist-info/METADATA +0 -379
  180. torchzero-0.3.10.dist-info/RECORD +0 -139
  181. torchzero-0.3.10.dist-info/licenses/LICENSE +0 -21
  182. {torchzero-0.3.10.dist-info → torchzero-0.3.13.dist-info}/WHEEL +0 -0
@@ -1,129 +0,0 @@
1
- from typing import Literal
2
- from collections.abc import Callable
3
- import torch
4
-
5
- from ...core import Module, Target, Transform, Chainable, apply_transform
6
- from ...utils import NumberList, TensorList, as_tensorlist
7
- from ...utils.derivatives import hvp, hvp_fd_forward, hvp_fd_central
8
-
9
- def sophia_H(
10
- tensors: TensorList,
11
- h: TensorList | None,
12
- exp_avg_: TensorList,
13
- h_exp_avg_: TensorList,
14
- beta1: float | NumberList,
15
- beta2: float | NumberList,
16
- update_freq: int,
17
- precond_scale: float | NumberList,
18
- clip: float | NumberList,
19
- eps: float | NumberList,
20
- step: int
21
- ):
22
- # momentum
23
- exp_avg_.lerp_(tensors, 1-beta1)
24
-
25
- # update preconditioner
26
- if step % update_freq == 0:
27
- assert h is not None
28
- h_exp_avg_.lerp_(h, 1-beta2)
29
-
30
- else:
31
- assert h is None
32
-
33
- denom = (h_exp_avg_ * precond_scale).clip_(min=eps)
34
- return (exp_avg_ / denom).clip_(-clip, clip)
35
-
36
-
37
- class SophiaH(Module):
38
- def __init__(
39
- self,
40
- beta1: float = 0.96,
41
- beta2: float = 0.99,
42
- update_freq: int = 10,
43
- precond_scale: float = 1,
44
- clip: float = 1,
45
- eps: float = 1e-12,
46
- hvp_method: Literal['autograd', 'forward', 'central'] = 'autograd',
47
- fd_h: float = 1e-3,
48
- n_samples = 1,
49
- seed: int | None = None,
50
- inner: Chainable | None = None
51
- ):
52
- defaults = dict(beta1=beta1, beta2=beta2, update_freq=update_freq, precond_scale=precond_scale, clip=clip, eps=eps, hvp_method=hvp_method, n_samples=n_samples, fd_h=fd_h, seed=seed)
53
- super().__init__(defaults)
54
-
55
- if inner is not None:
56
- self.set_child('inner', inner)
57
-
58
- @torch.no_grad
59
- def step(self, var):
60
- params = var.params
61
- settings = self.settings[params[0]]
62
- hvp_method = settings['hvp_method']
63
- fd_h = settings['fd_h']
64
- update_freq = settings['update_freq']
65
- n_samples = settings['n_samples']
66
-
67
- seed = settings['seed']
68
- generator = None
69
- if seed is not None:
70
- if 'generator' not in self.global_state:
71
- self.global_state['generator'] = torch.Generator(params[0].device).manual_seed(seed)
72
- generator = self.global_state['generator']
73
-
74
- beta1, beta2, precond_scale, clip, eps = self.get_settings(params,
75
- 'beta1', 'beta2', 'precond_scale', 'clip', 'eps', cls=NumberList)
76
-
77
- exp_avg, h_exp_avg = self.get_state(params, 'exp_avg', 'h_exp_avg', cls=TensorList)
78
-
79
- step = self.global_state.get('step', 0)
80
- self.global_state['step'] = step + 1
81
-
82
- closure = var.closure
83
- assert closure is not None
84
-
85
- h = None
86
- if step % update_freq == 0:
87
-
88
- grad=None
89
- for i in range(n_samples):
90
- u = [torch.randn(p.shape, device=p.device, dtype=p.dtype, generator=generator) for p in params]
91
-
92
- if hvp_method == 'autograd':
93
- if grad is None: grad = var.get_grad(create_graph=True)
94
- assert grad is not None
95
- Hvp = hvp(params, grad, u, retain_graph=i < n_samples-1)
96
-
97
- elif hvp_method == 'forward':
98
- loss, Hvp = hvp_fd_forward(closure, params, u, h=fd_h, g_0=var.get_grad(), normalize=True)
99
-
100
- elif hvp_method == 'central':
101
- loss, Hvp = hvp_fd_central(closure, params, u, h=fd_h, normalize=True)
102
-
103
- else:
104
- raise ValueError(hvp_method)
105
-
106
- if h is None: h = Hvp
107
- else: torch._foreach_add_(h, Hvp)
108
-
109
- assert h is not None
110
- if n_samples > 1: torch._foreach_div_(h, n_samples)
111
-
112
- update = var.get_update()
113
- if 'inner' in self.children:
114
- update = apply_transform(self.children['inner'], tensors=update, params=params, grads=var.grad, var=var)
115
-
116
- var.update = sophia_H(
117
- tensors=TensorList(update),
118
- h=TensorList(h) if h is not None else None,
119
- exp_avg_=exp_avg,
120
- h_exp_avg_=h_exp_avg,
121
- beta1=beta1,
122
- beta2=beta2,
123
- update_freq=update_freq,
124
- precond_scale=precond_scale,
125
- clip=clip,
126
- eps=eps,
127
- step=step,
128
- )
129
- return var
@@ -1,268 +0,0 @@
1
- from abc import ABC, abstractmethod
2
- from typing import Literal
3
-
4
- import torch
5
-
6
- from ...core import Chainable, TensorwiseTransform, Transform, apply_transform
7
- from ...utils import TensorList, as_tensorlist, unpack_dicts, unpack_states
8
-
9
-
10
- class ConguateGradientBase(Transform, ABC):
11
- """all CGs are the same except beta calculation"""
12
- def __init__(self, defaults = None, clip_beta: bool = False, reset_interval: int | None | Literal['auto'] = None, inner: Chainable | None = None):
13
- if defaults is None: defaults = {}
14
- defaults['reset_interval'] = reset_interval
15
- defaults['clip_beta'] = clip_beta
16
- super().__init__(defaults, uses_grad=False)
17
-
18
- if inner is not None:
19
- self.set_child('inner', inner)
20
-
21
- def initialize(self, p: TensorList, g: TensorList):
22
- """runs on first step when prev_grads and prev_dir are not available"""
23
-
24
- @abstractmethod
25
- def get_beta(self, p: TensorList, g: TensorList, prev_g: TensorList, prev_d: TensorList) -> float | torch.Tensor:
26
- """returns beta"""
27
-
28
- @torch.no_grad
29
- def apply(self, tensors, params, grads, loss, states, settings):
30
- tensors = as_tensorlist(tensors)
31
- params = as_tensorlist(params)
32
-
33
- step = self.global_state.get('step', 0)
34
- prev_dir, prev_grads = unpack_states(states, tensors, 'prev_dir', 'prev_grad', cls=TensorList)
35
-
36
- # initialize on first step
37
- if step == 0:
38
- self.initialize(params, tensors)
39
- prev_dir.copy_(tensors)
40
- prev_grads.copy_(tensors)
41
- self.global_state['step'] = step + 1
42
- return tensors
43
-
44
- # get beta
45
- beta = self.get_beta(params, tensors, prev_grads, prev_dir)
46
- if settings[0]['clip_beta']: beta = max(0, beta) # pyright:ignore[reportArgumentType]
47
- prev_grads.copy_(tensors)
48
-
49
- # inner step
50
- if 'inner' in self.children:
51
- tensors = as_tensorlist(apply_transform(self.children['inner'], tensors, params, grads))
52
-
53
- # calculate new direction with beta
54
- dir = tensors.add_(prev_dir.mul_(beta))
55
- prev_dir.copy_(dir)
56
-
57
- # resetting
58
- self.global_state['step'] = step + 1
59
- reset_interval = settings[0]['reset_interval']
60
- if reset_interval == 'auto': reset_interval = tensors.global_numel() + 1
61
- if reset_interval is not None and (step+1) % reset_interval == 0:
62
- self.reset()
63
-
64
- return dir
65
-
66
- # ------------------------------- Polak-Ribière ------------------------------ #
67
- def polak_ribiere_beta(g: TensorList, prev_g: TensorList):
68
- denom = prev_g.dot(prev_g)
69
- if denom.abs() <= torch.finfo(g[0].dtype).eps: return 0
70
- return g.dot(g - prev_g) / denom
71
-
72
- class PolakRibiere(ConguateGradientBase):
73
- """Polak-Ribière-Polyak nonlinear conjugate gradient method. This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe(c2=0.1)` after this."""
74
- def __init__(self, clip_beta=True, reset_interval: int | None = None, inner: Chainable | None = None):
75
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
76
-
77
- def get_beta(self, p, g, prev_g, prev_d):
78
- return polak_ribiere_beta(g, prev_g)
79
-
80
- # ------------------------------ Fletcher–Reeves ----------------------------- #
81
- def fletcher_reeves_beta(gg: torch.Tensor, prev_gg: torch.Tensor):
82
- if prev_gg.abs() <= torch.finfo(gg.dtype).eps: return 0
83
- return gg / prev_gg
84
-
85
- class FletcherReeves(ConguateGradientBase):
86
- """Fletcher–Reeves nonlinear conjugate gradient method. This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
87
- def __init__(self, reset_interval: int | None | Literal['auto'] = 'auto', clip_beta=False, inner: Chainable | None = None):
88
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
89
-
90
- def initialize(self, p, g):
91
- self.global_state['prev_gg'] = g.dot(g)
92
-
93
- def get_beta(self, p, g, prev_g, prev_d):
94
- gg = g.dot(g)
95
- beta = fletcher_reeves_beta(gg, self.global_state['prev_gg'])
96
- self.global_state['prev_gg'] = gg
97
- return beta
98
-
99
- # ----------------------------- Hestenes–Stiefel ----------------------------- #
100
- def hestenes_stiefel_beta(g: TensorList, prev_d: TensorList,prev_g: TensorList):
101
- grad_diff = g - prev_g
102
- denom = prev_d.dot(grad_diff)
103
- if denom.abs() < torch.finfo(g[0].dtype).eps: return 0
104
- return (g.dot(grad_diff) / denom).neg()
105
-
106
-
107
- class HestenesStiefel(ConguateGradientBase):
108
- """Hestenes–Stiefel nonlinear conjugate gradient method. This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
109
- def __init__(self, reset_interval: int | None | Literal['auto'] = None, clip_beta=False, inner: Chainable | None = None):
110
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
111
-
112
- def get_beta(self, p, g, prev_g, prev_d):
113
- return hestenes_stiefel_beta(g, prev_d, prev_g)
114
-
115
-
116
- # --------------------------------- Dai–Yuan --------------------------------- #
117
- def dai_yuan_beta(g: TensorList, prev_d: TensorList,prev_g: TensorList):
118
- denom = prev_d.dot(g - prev_g)
119
- if denom.abs() <= torch.finfo(g[0].dtype).eps: return 0
120
- return (g.dot(g) / denom).neg()
121
-
122
- class DaiYuan(ConguateGradientBase):
123
- """Dai–Yuan nonlinear conjugate gradient method. This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
124
- def __init__(self, reset_interval: int | None | Literal['auto'] = None, clip_beta=False, inner: Chainable | None = None):
125
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
126
-
127
- def get_beta(self, p, g, prev_g, prev_d):
128
- return dai_yuan_beta(g, prev_d, prev_g)
129
-
130
-
131
- # -------------------------------- Liu-Storey -------------------------------- #
132
- def liu_storey_beta(g:TensorList, prev_d:TensorList, prev_g:TensorList, ):
133
- denom = prev_g.dot(prev_d)
134
- if denom.abs() <= torch.finfo(g[0].dtype).eps: return 0
135
- return g.dot(g - prev_g) / denom
136
-
137
- class LiuStorey(ConguateGradientBase):
138
- """Liu-Storey nonlinear conjugate gradient method. This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
139
- def __init__(self, reset_interval: int | None | Literal['auto'] = None, clip_beta=False, inner: Chainable | None = None):
140
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
141
-
142
- def get_beta(self, p, g, prev_g, prev_d):
143
- return liu_storey_beta(g, prev_d, prev_g)
144
-
145
- # ----------------------------- Conjugate Descent ---------------------------- #
146
- class ConjugateDescent(Transform):
147
- """Conjugate Descent (CD). This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
148
- def __init__(self, inner: Chainable | None = None):
149
- super().__init__(defaults={}, uses_grad=False)
150
-
151
- if inner is not None:
152
- self.set_child('inner', inner)
153
-
154
-
155
- @torch.no_grad
156
- def apply(self, tensors, params, grads, loss, states, settings):
157
- g = as_tensorlist(tensors)
158
-
159
- prev_d = unpack_states(states, tensors, 'prev_dir', cls=TensorList, init=torch.zeros_like)
160
- if 'denom' not in self.global_state:
161
- self.global_state['denom'] = torch.tensor(0.).to(g[0])
162
-
163
- prev_gd = self.global_state.get('prev_gd', 0)
164
- if abs(prev_gd) <= torch.finfo(g[0].dtype).eps: beta = 0
165
- else: beta = g.dot(g) / prev_gd
166
-
167
- # inner step
168
- if 'inner' in self.children:
169
- g = as_tensorlist(apply_transform(self.children['inner'], g, params, grads))
170
-
171
- dir = g.add_(prev_d.mul_(beta))
172
- prev_d.copy_(dir)
173
- self.global_state['prev_gd'] = g.dot(dir)
174
- return dir
175
-
176
-
177
- # -------------------------------- Hager-Zhang ------------------------------- #
178
- def hager_zhang_beta(g:TensorList, prev_d:TensorList, prev_g:TensorList,):
179
- g_diff = g - prev_g
180
- denom = prev_d.dot(g_diff)
181
- if denom.abs() <= torch.finfo(g[0].dtype).eps: return 0
182
-
183
- term1 = 1/denom
184
- # term2
185
- term2 = (g_diff - (2 * prev_d * (g_diff.pow(2).global_sum()/denom))).dot(g)
186
- return (term1 * term2).neg()
187
-
188
-
189
- class HagerZhang(ConguateGradientBase):
190
- """Hager-Zhang nonlinear conjugate gradient method,
191
- This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
192
- def __init__(self, reset_interval: int | None | Literal['auto'] = None, clip_beta=False, inner: Chainable | None = None):
193
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
194
-
195
- def get_beta(self, p, g, prev_g, prev_d):
196
- return hager_zhang_beta(g, prev_d, prev_g)
197
-
198
-
199
- # ----------------------------------- HS-DY ---------------------------------- #
200
- def hs_dy_beta(g: TensorList, prev_d: TensorList,prev_g: TensorList):
201
- grad_diff = g - prev_g
202
- denom = prev_d.dot(grad_diff)
203
- if denom.abs() <= torch.finfo(g[0].dtype).eps: return 0
204
-
205
- # Dai-Yuan
206
- dy_beta = (g.dot(g) / denom).neg().clamp(min=0)
207
-
208
- # Hestenes–Stiefel
209
- hs_beta = (g.dot(grad_diff) / denom).neg().clamp(min=0)
210
-
211
- return max(0, min(dy_beta, hs_beta)) # type:ignore
212
-
213
- class HybridHS_DY(ConguateGradientBase):
214
- """HS-DY hybrid conjugate gradient method.
215
- This requires step size to be determined via a line search, so put a line search like :code:`StrongWolfe` after this."""
216
- def __init__(self, reset_interval: int | None | Literal['auto'] = None, clip_beta=False, inner: Chainable | None = None):
217
- super().__init__(clip_beta=clip_beta, reset_interval=reset_interval, inner=inner)
218
-
219
- def get_beta(self, p, g, prev_g, prev_d):
220
- return hs_dy_beta(g, prev_d, prev_g)
221
-
222
-
223
- def projected_gradient_(H:torch.Tensor, y:torch.Tensor, tol: float):
224
- Hy = H @ y
225
- denom = y.dot(Hy)
226
- if denom.abs() < tol: return H
227
- H -= (H @ y.outer(y) @ H) / denom
228
- return H
229
-
230
- class ProjectedGradientMethod(TensorwiseTransform):
231
- """Pearson, J. D. (1969). Variable metric methods of minimisation. The Computer Journal, 12(2), 171–178. doi:10.1093/comjnl/12.2.171.
232
-
233
- (This is not the same as projected gradient descent)
234
- """
235
-
236
- def __init__(
237
- self,
238
- tol: float = 1e-10,
239
- reset_interval: int | None = None,
240
- update_freq: int = 1,
241
- scale_first: bool = False,
242
- concat_params: bool = True,
243
- inner: Chainable | None = None,
244
- ):
245
- defaults = dict(reset_interval=reset_interval, tol=tol)
246
- super().__init__(defaults, uses_grad=False, scale_first=scale_first, concat_params=concat_params, update_freq=update_freq, inner=inner)
247
-
248
- def update_tensor(self, tensor, param, grad, loss, state, settings):
249
- step = state.get('step', 0)
250
- state['step'] = step + 1
251
- reset_interval = settings['reset_interval']
252
- if reset_interval is None: reset_interval = tensor.numel() + 1 # as recommended
253
-
254
- if ("H" not in state) or (step % reset_interval == 0):
255
- state["H"] = torch.eye(tensor.numel(), device=tensor.device, dtype=tensor.dtype)
256
- state['g_prev'] = tensor.clone()
257
- return
258
-
259
- H = state['H']
260
- g_prev = state['g_prev']
261
- state['g_prev'] = tensor.clone()
262
- y = (tensor - g_prev).ravel()
263
-
264
- projected_gradient_(H, y, settings['tol'])
265
-
266
- def apply_tensor(self, tensor, param, grad, loss, state, settings):
267
- H = state['H']
268
- return (H @ tensor.view(-1)).view_as(tensor)
@@ -1 +0,0 @@
1
- from .modular_lbfgs import ModularLBFGS
@@ -1,266 +0,0 @@
1
- from collections import deque
2
- from operator import itemgetter
3
- from typing import Any
4
-
5
- import torch
6
-
7
- from ....core import Chainable, Module, Transform, Var, apply_transform, maybe_chain
8
- from ....utils import NumberList, TensorList, as_tensorlist
9
-
10
-
11
- def _adaptive_damping(
12
- s_k: TensorList,
13
- y_k: TensorList,
14
- ys_k: torch.Tensor,
15
- init_damping = 0.99,
16
- eigval_bounds = (0.01, 1.5)
17
- ):
18
- # adaptive damping Al-Baali, M.: Quasi-Wolfe conditions for quasi-Newton methods for large-scale optimization. In: 40th Workshop on Large Scale Nonlinear Optimization, Erice, Italy, June 22–July 1 (2004)
19
- sigma_l, sigma_h = eigval_bounds
20
- u = ys_k / s_k.dot(s_k)
21
- if u <= sigma_l < 1: tau = min((1-sigma_l)/(1-u), init_damping)
22
- elif u >= sigma_h > 1: tau = min((sigma_h-1)/(u-1), init_damping)
23
- else: tau = init_damping
24
- y_k = tau * y_k + (1-tau) * s_k
25
- ys_k = s_k.dot(y_k)
26
-
27
- return s_k, y_k, ys_k
28
-
29
- def lbfgs(
30
- tensors_: TensorList,
31
- var: Var,
32
- s_history: deque[TensorList],
33
- y_history: deque[TensorList],
34
- sy_history: deque[torch.Tensor],
35
- y_k: TensorList | None,
36
- ys_k: torch.Tensor | None,
37
- z_tfm: Any,
38
- ):
39
- if len(s_history) == 0 or y_k is None or ys_k is None:
40
-
41
- # initial step size guess modified from pytorch L-BFGS
42
- scale = 1 / tensors_.abs().global_sum()
43
- if scale < 1e-5: scale = 1 / tensors_.abs().mean()
44
- return tensors_.mul_(min(1.0, scale)) # pyright: ignore[reportArgumentType]
45
-
46
- else:
47
- # 1st loop
48
- alpha_list = []
49
- q = tensors_.clone()
50
- for s_i, y_i, ys_i in zip(reversed(s_history), reversed(y_history), reversed(sy_history)):
51
- p_i = 1 / ys_i # this is also denoted as ρ (rho)
52
- alpha = p_i * s_i.dot(q)
53
- alpha_list.append(alpha)
54
- q.sub_(y_i, alpha=alpha) # pyright: ignore[reportArgumentType]
55
-
56
- # calculate z
57
- # s.y/y.y is also this weird y-looking symbol I couldn't find
58
- # z is it times q
59
- # actually H0 = (s.y/y.y) * I, and z = H0 @ q
60
- z = q * (ys_k / (y_k.dot(y_k)))
61
-
62
- if z_tfm is not None:
63
- z = TensorList(apply_transform(z_tfm, tensors=z, params=var.params, grads=var.grad, var=var))
64
-
65
- # 2nd loop
66
- for s_i, y_i, ys_i, alpha_i in zip(s_history, y_history, sy_history, reversed(alpha_list)):
67
- p_i = 1 / ys_i
68
- beta_i = p_i * y_i.dot(z)
69
- z.add_(s_i, alpha = alpha_i - beta_i)
70
-
71
- return z
72
-
73
- def _apply_tfms_into_history(
74
- self: Module,
75
- params: list[torch.Tensor],
76
- var: Var,
77
- update: list[torch.Tensor],
78
- ):
79
- if 'params_history_tfm' in self.children:
80
- params = apply_transform(self.children['params_history_tfm'], tensors=as_tensorlist(params).clone(), params=params, grads=var.grad, var=var)
81
-
82
- if 'grad_history_tfm' in self.children:
83
- update = apply_transform(self.children['grad_history_tfm'], tensors=as_tensorlist(update).clone(), params=params, grads=var.grad, var=var)
84
-
85
- return params, update
86
-
87
- def _apply_tfms_into_precond(
88
- self: Module,
89
- params: list[torch.Tensor],
90
- var: Var,
91
- update: list[torch.Tensor],
92
- ):
93
- if 'params_precond_tfm' in self.children:
94
- params = apply_transform(self.children['params_precond_tfm'], tensors=as_tensorlist(params).clone(), params=params, grads=var.grad, var=var)
95
-
96
- if 'grad_precond_tfm' in self.children:
97
- update = apply_transform(self.children['grad_precond_tfm'], tensors=update, params=params, grads=var.grad, var=var)
98
-
99
- return params, update
100
-
101
-
102
- class ModularLBFGS(Module):
103
- """L-BFGS with ability to apply transforms to many inner variables.
104
-
105
- Args:
106
- history_size (int, optional): number of past parameter differences and gradient differences to store. Defaults to 10.
107
- tol (float | None, optional):
108
- tolerance for minimal gradient difference to avoid instability after converging to minima. Defaults to 1e-10.
109
- damping (bool, optional):
110
- whether to use adaptive damping. Learning rate might need to be lowered with this enabled. Defaults to False.
111
- init_damping (float, optional):
112
- initial damping for adaptive dampening. Defaults to 0.9.
113
- eigval_bounds (tuple, optional):
114
- eigenvalue bounds for adaptive dampening. Defaults to (0.5, 50).
115
- update_freq (int, optional):
116
- how often to update L-BFGS history. Defaults to 1.
117
- z_tfm (float | None, optional):
118
- transform module applied to initial H^-1 @ q guess. Defaults to None.
119
- params_history_tfm (AnyTransform | None, optional):
120
- transform module applied to params before adding s_k to history. Defaults to None.
121
- grad_history_tfm (AnyTransform | None, optional):
122
- transform module applied to grads before adding y_k to history. Defaults to None.
123
- params_precond_tfm (AnyTransform | None, optional):
124
- transform module applied to params to calculate s_k before preconditioning. Defaults to None.
125
- grad_precond_tfm (AnyTransform | None, optional):
126
- transform module applied to grads to calculate y_k before preconditioning. Defaults to None.
127
- update_precond_tfm (Chainable | None, optional):
128
- transform module applied to grads that are being preconditioned. Defaults to None.
129
- """
130
- def __init__(
131
- self,
132
- history_size=10,
133
- tol: float | None = 1e-10,
134
- damping: bool = False,
135
- init_damping=0.9,
136
- eigval_bounds=(0.5, 50),
137
- update_freq = 1,
138
- params_history_tfm: Chainable | None = None,
139
- grad_history_tfm: Chainable | None = None,
140
- params_precond_tfm: Chainable | None = None,
141
- grad_precond_tfm: Chainable | None = None,
142
- update_precond_tfm: Chainable | None = None,
143
- z_tfm: Chainable | None = None,
144
- ):
145
- defaults = dict(history_size=history_size, tol=tol, damping=damping, init_damping=init_damping, eigval_bounds=eigval_bounds, update_freq=update_freq)
146
- super().__init__(defaults)
147
-
148
- self.global_state['s_history'] = deque(maxlen=history_size)
149
- self.global_state['y_history'] = deque(maxlen=history_size)
150
- self.global_state['sy_history'] = deque(maxlen=history_size)
151
-
152
- loc = locals().copy()
153
- for k in ('update_precond_tfm', 'params_history_tfm', 'grad_history_tfm', 'params_precond_tfm', 'grad_precond_tfm','z_tfm'):
154
- v = loc[k]
155
- if v is not None:
156
- self.set_child(k,v)
157
-
158
- def reset(self):
159
- """Resets the internal state of the L-SR1 module."""
160
- # super().reset() # Clears self.state (per-parameter) if any, and "step"
161
- self.state.clear()
162
- self.global_state['step'] = 0
163
- self.global_state['s_history'].clear()
164
- self.global_state['y_history'].clear()
165
- self.global_state['sy_history'].clear()
166
-
167
- @torch.no_grad
168
- def step(self, var):
169
- params = as_tensorlist(var.params)
170
- update = as_tensorlist(var.get_update())
171
- step = self.global_state.get('step', 0)
172
- self.global_state['step'] = step + 1
173
-
174
- # history of s and k
175
- s_history: deque[TensorList] = self.global_state['s_history']
176
- y_history: deque[TensorList] = self.global_state['y_history']
177
- sy_history: deque[torch.Tensor] = self.global_state['sy_history']
178
-
179
- tol, damping, init_damping, eigval_bounds, update_freq = itemgetter(
180
- 'tol', 'damping', 'init_damping', 'eigval_bounds', 'update_freq')(self.settings[params[0]])
181
-
182
- # params_beta, grads_beta = self.get_settings('params_beta', 'grads_beta', params=params, cls=NumberList)
183
- # l_params, l_update = _lerp_params_update_(self, params, update, params_beta, grads_beta)
184
-
185
- # params and update that go into history
186
- params_h, update_h = _apply_tfms_into_history(
187
- self,
188
- params=params,
189
- var=var,
190
- update=update,
191
- )
192
-
193
- prev_params_h, prev_grad_h = self.get_state(params, 'prev_params_h', 'prev_grad_h', cls=TensorList)
194
-
195
- # 1st step - there are no previous params and grads, `lbfgs` will do normalized SGD step
196
- if step == 0:
197
- s_k_h = None; y_k_h = None; ys_k_h = None
198
- else:
199
- s_k_h = params_h - prev_params_h
200
- y_k_h = update_h - prev_grad_h
201
- ys_k_h = s_k_h.dot(y_k_h)
202
-
203
- if damping:
204
- s_k_h, y_k_h, ys_k_h = _adaptive_damping(s_k_h, y_k_h, ys_k_h, init_damping=init_damping, eigval_bounds=eigval_bounds)
205
-
206
- prev_params_h.copy_(params_h)
207
- prev_grad_h.copy_(update_h)
208
-
209
- # update effective preconditioning state
210
- if step % update_freq == 0:
211
- if ys_k_h is not None and ys_k_h > 1e-10:
212
- assert s_k_h is not None and y_k_h is not None
213
- s_history.append(s_k_h)
214
- y_history.append(y_k_h)
215
- sy_history.append(ys_k_h)
216
-
217
- # step with inner module before applying preconditioner
218
- if 'update_precond_tfm' in self.children:
219
- update_precond_tfm = self.children['update_precond_tfm']
220
- inner_var = update_precond_tfm.step(var.clone(clone_update=True))
221
- var.update_attrs_from_clone_(inner_var)
222
- tensors = inner_var.update
223
- assert tensors is not None
224
- else:
225
- tensors = update.clone()
226
-
227
- # transforms into preconditioner
228
- params_p, update_p = _apply_tfms_into_precond(self, params=params, var=var, update=update)
229
- prev_params_p, prev_grad_p = self.get_state(params, 'prev_params_p', 'prev_grad_p', cls=TensorList)
230
-
231
- if step == 0:
232
- s_k_p = None; y_k_p = None; ys_k_p = None
233
-
234
- else:
235
- s_k_p = params_p - prev_params_p
236
- y_k_p = update_p - prev_grad_p
237
- ys_k_p = s_k_p.dot(y_k_p)
238
-
239
- if damping:
240
- s_k_p, y_k_p, ys_k_p = _adaptive_damping(s_k_p, y_k_p, ys_k_p, init_damping=init_damping, eigval_bounds=eigval_bounds)
241
-
242
- prev_params_p.copy_(params_p)
243
- prev_grad_p.copy_(update_p)
244
-
245
- # tolerance on gradient difference to avoid exploding after converging
246
- if tol is not None:
247
- if y_k_p is not None and y_k_p.abs().global_max() <= tol:
248
- var.update = update # may have been updated by inner module, probably makes sense to use it here?
249
- return var
250
-
251
- # precondition
252
- dir = lbfgs(
253
- tensors_=as_tensorlist(tensors),
254
- var=var,
255
- s_history=s_history,
256
- y_history=y_history,
257
- sy_history=sy_history,
258
- y_k=y_k_p,
259
- ys_k=ys_k_p,
260
- z_tfm=self.children.get('z_tfm', None),
261
- )
262
-
263
- var.update = dir
264
-
265
- return var
266
-