torchzero 0.3.14__py3-none-any.whl → 0.4.0__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 (169) hide show
  1. tests/test_identical.py +2 -2
  2. tests/test_module_autograd.py +586 -0
  3. tests/test_objective.py +188 -0
  4. tests/test_opts.py +47 -36
  5. tests/test_tensorlist.py +0 -8
  6. tests/test_utils_optimizer.py +0 -1
  7. torchzero/__init__.py +1 -1
  8. torchzero/core/__init__.py +8 -2
  9. torchzero/core/chain.py +47 -0
  10. torchzero/core/functional.py +103 -0
  11. torchzero/core/modular.py +233 -0
  12. torchzero/core/module.py +132 -643
  13. torchzero/core/objective.py +948 -0
  14. torchzero/core/reformulation.py +56 -23
  15. torchzero/core/transform.py +261 -365
  16. torchzero/linalg/__init__.py +10 -0
  17. torchzero/linalg/eigh.py +34 -0
  18. torchzero/linalg/linalg_utils.py +14 -0
  19. torchzero/{utils/linalg → linalg}/linear_operator.py +132 -34
  20. torchzero/linalg/matrix_power.py +28 -0
  21. torchzero/linalg/orthogonalize.py +95 -0
  22. torchzero/{utils/linalg → linalg}/qr.py +4 -2
  23. torchzero/{utils/linalg → linalg}/solve.py +76 -88
  24. torchzero/linalg/svd.py +20 -0
  25. torchzero/linalg/torch_linalg.py +168 -0
  26. torchzero/modules/__init__.py +0 -1
  27. torchzero/modules/adaptive/__init__.py +1 -1
  28. torchzero/modules/adaptive/adagrad.py +163 -213
  29. torchzero/modules/adaptive/adahessian.py +74 -103
  30. torchzero/modules/adaptive/adam.py +53 -76
  31. torchzero/modules/adaptive/adan.py +49 -30
  32. torchzero/modules/adaptive/adaptive_heavyball.py +11 -6
  33. torchzero/modules/adaptive/aegd.py +12 -12
  34. torchzero/modules/adaptive/esgd.py +98 -119
  35. torchzero/modules/adaptive/lion.py +5 -10
  36. torchzero/modules/adaptive/lmadagrad.py +87 -32
  37. torchzero/modules/adaptive/mars.py +5 -5
  38. torchzero/modules/adaptive/matrix_momentum.py +47 -51
  39. torchzero/modules/adaptive/msam.py +70 -52
  40. torchzero/modules/adaptive/muon.py +59 -124
  41. torchzero/modules/adaptive/natural_gradient.py +33 -28
  42. torchzero/modules/adaptive/orthograd.py +11 -15
  43. torchzero/modules/adaptive/rmsprop.py +83 -75
  44. torchzero/modules/adaptive/rprop.py +48 -47
  45. torchzero/modules/adaptive/sam.py +55 -45
  46. torchzero/modules/adaptive/shampoo.py +123 -129
  47. torchzero/modules/adaptive/soap.py +207 -143
  48. torchzero/modules/adaptive/sophia_h.py +106 -130
  49. torchzero/modules/clipping/clipping.py +15 -18
  50. torchzero/modules/clipping/ema_clipping.py +31 -25
  51. torchzero/modules/clipping/growth_clipping.py +14 -17
  52. torchzero/modules/conjugate_gradient/cg.py +26 -37
  53. torchzero/modules/experimental/__init__.py +3 -6
  54. torchzero/modules/experimental/coordinate_momentum.py +36 -0
  55. torchzero/modules/experimental/curveball.py +25 -41
  56. torchzero/modules/experimental/gradmin.py +2 -2
  57. torchzero/modules/{higher_order → experimental}/higher_order_newton.py +14 -40
  58. torchzero/modules/experimental/newton_solver.py +22 -53
  59. torchzero/modules/experimental/newtonnewton.py +20 -17
  60. torchzero/modules/experimental/reduce_outward_lr.py +7 -7
  61. torchzero/modules/experimental/scipy_newton_cg.py +21 -24
  62. torchzero/modules/experimental/spsa1.py +5 -5
  63. torchzero/modules/experimental/structural_projections.py +1 -4
  64. torchzero/modules/functional.py +8 -1
  65. torchzero/modules/grad_approximation/forward_gradient.py +7 -7
  66. torchzero/modules/grad_approximation/grad_approximator.py +23 -16
  67. torchzero/modules/grad_approximation/rfdm.py +20 -17
  68. torchzero/modules/least_squares/gn.py +90 -42
  69. torchzero/modules/line_search/__init__.py +1 -1
  70. torchzero/modules/line_search/_polyinterp.py +3 -1
  71. torchzero/modules/line_search/adaptive.py +3 -3
  72. torchzero/modules/line_search/backtracking.py +3 -3
  73. torchzero/modules/line_search/interpolation.py +160 -0
  74. torchzero/modules/line_search/line_search.py +42 -51
  75. torchzero/modules/line_search/strong_wolfe.py +5 -5
  76. torchzero/modules/misc/debug.py +12 -12
  77. torchzero/modules/misc/escape.py +10 -10
  78. torchzero/modules/misc/gradient_accumulation.py +10 -78
  79. torchzero/modules/misc/homotopy.py +16 -8
  80. torchzero/modules/misc/misc.py +120 -122
  81. torchzero/modules/misc/multistep.py +63 -61
  82. torchzero/modules/misc/regularization.py +49 -44
  83. torchzero/modules/misc/split.py +30 -28
  84. torchzero/modules/misc/switch.py +37 -32
  85. torchzero/modules/momentum/averaging.py +14 -14
  86. torchzero/modules/momentum/cautious.py +34 -28
  87. torchzero/modules/momentum/momentum.py +11 -11
  88. torchzero/modules/ops/__init__.py +4 -4
  89. torchzero/modules/ops/accumulate.py +21 -21
  90. torchzero/modules/ops/binary.py +67 -66
  91. torchzero/modules/ops/higher_level.py +19 -19
  92. torchzero/modules/ops/multi.py +44 -41
  93. torchzero/modules/ops/reduce.py +26 -23
  94. torchzero/modules/ops/unary.py +53 -53
  95. torchzero/modules/ops/utility.py +47 -46
  96. torchzero/modules/projections/galore.py +1 -1
  97. torchzero/modules/projections/projection.py +43 -43
  98. torchzero/modules/quasi_newton/__init__.py +2 -0
  99. torchzero/modules/quasi_newton/damping.py +1 -1
  100. torchzero/modules/quasi_newton/lbfgs.py +7 -7
  101. torchzero/modules/quasi_newton/lsr1.py +7 -7
  102. torchzero/modules/quasi_newton/quasi_newton.py +25 -16
  103. torchzero/modules/quasi_newton/sg2.py +292 -0
  104. torchzero/modules/restarts/restars.py +26 -24
  105. torchzero/modules/second_order/__init__.py +6 -3
  106. torchzero/modules/second_order/ifn.py +58 -0
  107. torchzero/modules/second_order/inm.py +101 -0
  108. torchzero/modules/second_order/multipoint.py +40 -80
  109. torchzero/modules/second_order/newton.py +105 -228
  110. torchzero/modules/second_order/newton_cg.py +102 -154
  111. torchzero/modules/second_order/nystrom.py +158 -178
  112. torchzero/modules/second_order/rsn.py +237 -0
  113. torchzero/modules/smoothing/laplacian.py +13 -12
  114. torchzero/modules/smoothing/sampling.py +11 -10
  115. torchzero/modules/step_size/adaptive.py +23 -23
  116. torchzero/modules/step_size/lr.py +15 -15
  117. torchzero/modules/termination/termination.py +32 -30
  118. torchzero/modules/trust_region/cubic_regularization.py +2 -2
  119. torchzero/modules/trust_region/levenberg_marquardt.py +25 -28
  120. torchzero/modules/trust_region/trust_cg.py +1 -1
  121. torchzero/modules/trust_region/trust_region.py +27 -22
  122. torchzero/modules/variance_reduction/svrg.py +21 -18
  123. torchzero/modules/weight_decay/__init__.py +2 -1
  124. torchzero/modules/weight_decay/reinit.py +83 -0
  125. torchzero/modules/weight_decay/weight_decay.py +12 -13
  126. torchzero/modules/wrappers/optim_wrapper.py +57 -50
  127. torchzero/modules/zeroth_order/cd.py +9 -6
  128. torchzero/optim/root.py +3 -3
  129. torchzero/optim/utility/split.py +2 -1
  130. torchzero/optim/wrappers/directsearch.py +27 -63
  131. torchzero/optim/wrappers/fcmaes.py +14 -35
  132. torchzero/optim/wrappers/mads.py +11 -31
  133. torchzero/optim/wrappers/moors.py +66 -0
  134. torchzero/optim/wrappers/nevergrad.py +4 -4
  135. torchzero/optim/wrappers/nlopt.py +31 -25
  136. torchzero/optim/wrappers/optuna.py +6 -13
  137. torchzero/optim/wrappers/pybobyqa.py +124 -0
  138. torchzero/optim/wrappers/scipy/__init__.py +7 -0
  139. torchzero/optim/wrappers/scipy/basin_hopping.py +117 -0
  140. torchzero/optim/wrappers/scipy/brute.py +48 -0
  141. torchzero/optim/wrappers/scipy/differential_evolution.py +80 -0
  142. torchzero/optim/wrappers/scipy/direct.py +69 -0
  143. torchzero/optim/wrappers/scipy/dual_annealing.py +115 -0
  144. torchzero/optim/wrappers/scipy/experimental.py +141 -0
  145. torchzero/optim/wrappers/scipy/minimize.py +151 -0
  146. torchzero/optim/wrappers/scipy/sgho.py +111 -0
  147. torchzero/optim/wrappers/wrapper.py +121 -0
  148. torchzero/utils/__init__.py +7 -25
  149. torchzero/utils/compile.py +2 -2
  150. torchzero/utils/derivatives.py +112 -88
  151. torchzero/utils/optimizer.py +4 -77
  152. torchzero/utils/python_tools.py +31 -0
  153. torchzero/utils/tensorlist.py +11 -5
  154. torchzero/utils/thoad_tools.py +68 -0
  155. {torchzero-0.3.14.dist-info → torchzero-0.4.0.dist-info}/METADATA +1 -1
  156. torchzero-0.4.0.dist-info/RECORD +191 -0
  157. tests/test_vars.py +0 -185
  158. torchzero/modules/experimental/momentum.py +0 -160
  159. torchzero/modules/higher_order/__init__.py +0 -1
  160. torchzero/optim/wrappers/scipy.py +0 -572
  161. torchzero/utils/linalg/__init__.py +0 -12
  162. torchzero/utils/linalg/matrix_funcs.py +0 -87
  163. torchzero/utils/linalg/orthogonalize.py +0 -12
  164. torchzero/utils/linalg/svd.py +0 -20
  165. torchzero/utils/ops.py +0 -10
  166. torchzero-0.3.14.dist-info/RECORD +0 -167
  167. /torchzero/{utils/linalg → linalg}/benchmark.py +0 -0
  168. {torchzero-0.3.14.dist-info → torchzero-0.4.0.dist-info}/WHEEL +0 -0
  169. {torchzero-0.3.14.dist-info → torchzero-0.4.0.dist-info}/top_level.txt +0 -0
torchzero/core/module.py CHANGED
@@ -1,271 +1,20 @@
1
1
  import warnings
2
2
  from abc import ABC, abstractmethod
3
3
  from collections import ChainMap, defaultdict
4
- from collections.abc import Callable, Iterable, MutableMapping, Sequence
5
- from operator import itemgetter
6
- from typing import Any, final, overload, Literal, cast
4
+ from collections.abc import Callable, Iterable, Sequence
5
+ from typing import Any, overload, TYPE_CHECKING
7
6
 
8
7
  import torch
9
8
 
10
- from ..utils import (
11
- Init,
12
- ListLike,
13
- Params,
14
- _make_param_groups,
15
- get_state_vals,
16
- )
17
- from ..utils.derivatives import hvp, hvp_fd_central, hvp_fd_forward
18
- from ..utils.python_tools import flatten
19
- from ..utils.linalg.linear_operator import LinearOperator
20
-
21
-
22
- def _closure_backward(closure, params, retain_graph, create_graph):
23
- with torch.enable_grad():
24
- if not (retain_graph or create_graph):
25
- return closure()
26
-
27
- for p in params: p.grad = None
28
- loss = closure(False)
29
- grad = torch.autograd.grad(loss, params, retain_graph=retain_graph, create_graph=create_graph)
30
- for p,g in zip(params,grad): p.grad = g
31
- return loss
32
-
33
- # region Vars
34
- # ----------------------------------- var ----------------------------------- #
35
- class Var:
36
- """
37
- Holds parameters, gradient, update, objective function (closure) if supplied, loss, and some other info.
38
- Modules take in a ``Var`` object, modify and it is passed to the next module.
39
-
40
- """
41
- def __init__(
42
- self,
43
- params: list[torch.Tensor],
44
- closure: Callable | None,
45
- model: torch.nn.Module | None,
46
- current_step: int,
47
- parent: "Var | None" = None,
48
- modular: "Modular | None" = None,
49
- loss: torch.Tensor | None = None,
50
- storage: dict | None = None,
51
- ):
52
- self.params: list[torch.Tensor] = params
53
- """List of all parameters with requires_grad = True."""
54
-
55
- self.closure = closure
56
- """A closure that reevaluates the model and returns the loss, None if it wasn't specified"""
57
-
58
- self.model = model
59
- """torch.nn.Module object of the model, None if it wasn't specified."""
60
-
61
- self.current_step: int = current_step
62
- """global current step, starts at 0. This may not correspond to module current step,
63
- for example a module may step every 10 global steps."""
64
-
65
- self.parent: "Var | None" = parent
66
- """parent ``Var`` object. When ``self.get_grad()`` is called, it will also set ``parent.grad``.
67
- Same with ``self.get_loss()``. This is useful when ``self.params`` are different from ``parent.params``,
68
- e.g. when projecting."""
9
+ from ..linalg.linear_operator import LinearOperator
10
+ from ..utils.optimizer import Init, ListLike, get_state_vals
11
+ from ..utils.params import Params, _make_param_groups
12
+ from .functional import step_tensors
69
13
 
70
- self.modular: "Modular" = cast(Modular, modular)
71
- """Modular optimizer object that created this ``Var``."""
72
-
73
- self.update: list[torch.Tensor] | None = None
74
- """
75
- current update. Update is assumed to be a transformed gradient, therefore it is subtracted.
76
-
77
- If closure is None, this is initially set to cloned gradient. Otherwise this is set to None.
78
-
79
- At the end ``var.get_update()`` is subtracted from parameters. Therefore if ``var.update`` is ``None``,
80
- gradient will be used and calculated if needed.
81
- """
14
+ if TYPE_CHECKING:
15
+ from .objective import Objective
82
16
 
83
- self.grad: list[torch.Tensor] | None = None
84
- """gradient with current parameters. If closure is not ``None``, this is set to ``None`` and can be calculated if needed."""
85
17
 
86
- self.loss: torch.Tensor | Any | None = loss
87
- """loss with current parameters."""
88
-
89
- self.loss_approx: torch.Tensor | Any | None = None
90
- """loss at a point near current point. This can be useful as some modules only calculate loss at perturbed points,
91
- whereas some other modules require loss strictly at current point."""
92
-
93
- self.post_step_hooks: list[Callable[[Modular, Var]]] = []
94
- """list of functions to be called after optimizer step.
95
-
96
- This attribute should always be modified in-place (using ``append`` or ``extend``).
97
-
98
- The signature is:
99
-
100
- ```python
101
- def hook(optimizer: Modular, var: Vars): ...
102
- ```
103
- """
104
-
105
- self.is_last: bool = False
106
- """
107
- Indicates that current module is either last or next-to-last before a learning rate module.
108
- This is always False if current module has children or is a child.
109
- This is because otherwise the ``is_last`` would be passed to child modules, even though they aren't last.
110
- """
111
-
112
- self.nested_is_last: bool = False
113
- """
114
- Indicates that current module is either last or next-to-last before a learning rate module, for modules
115
- that have children. This will be passed to the children unless ``var.clone()`` is used, therefore
116
- a child of a last module may also receive ``var.nested_is_last=True``.
117
- """
118
-
119
- self.last_module_lrs: list[float] | None = None
120
- """
121
- List of per-parameter learning rates if current module is next-to-last before a
122
- learning rate module, otherwise this is set to None. Ignore this unless you are manually applying
123
- update to parameters.
124
- """
125
-
126
- self.stop: bool = False
127
- """if True, all following modules will be skipped.
128
- If this module is a child, it only affects modules at the same level (in the same Chain)."""
129
-
130
- self.skip_update: bool = False
131
- """if True, the parameters will not be updated."""
132
-
133
- # self.storage: dict = {}
134
- # """Storage for any other data, such as hessian estimates, etc."""
135
-
136
- self.attrs: dict = {}
137
- """attributes, Modular.attrs is updated with this after each step. This attribute should always be modified in-place"""
138
-
139
- if storage is None: storage = {}
140
- self.storage: dict = storage
141
- """additional kwargs passed to closure will end up in this dict. This attribute should always be modified in-place"""
142
-
143
- self.should_terminate: bool | None = None
144
- """termination criteria, Modular.should_terminate is set to this after each step if not None"""
145
-
146
- def get_loss(self, backward: bool, retain_graph = None, create_graph: bool = False) -> torch.Tensor | float:
147
- """Returns the loss at current parameters, computing it if it hasn't been computed already and assigning ``var.loss``.
148
- Do not call this at perturbed parameters. Backward always sets grads to None before recomputing."""
149
- if self.loss is None:
150
-
151
- if self.closure is None: raise RuntimeError("closure is None")
152
- if backward:
153
- with torch.enable_grad():
154
- self.loss = self.loss_approx = _closure_backward(
155
- closure=self.closure, params=self.params, retain_graph=retain_graph, create_graph=create_graph
156
- )
157
-
158
- # initializing to zeros_like is equivalent to using zero_grad with set_to_none = False.
159
- # it is technically a more correct approach for when some parameters conditionally receive gradients
160
- # and in this case it shouldn't be slower.
161
-
162
- # next time closure() is called, it will set grad to None.
163
- # zero_grad(set_to_none=False) shouldn't be used (I should add a warning)
164
- self.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.params]
165
- else:
166
- self.loss = self.loss_approx = self.closure(False)
167
-
168
- # if self.loss was not None, above branch wasn't executed because loss has already been evaluated, but without backward since self.grad is None.
169
- # and now it is requested to be evaluated with backward.
170
- if backward and self.grad is None:
171
- warnings.warn('get_loss was called with backward=False, and then with backward=True so it had to be re-evaluated, so the closure was evaluated twice where it could have been evaluated once.')
172
- if self.closure is None: raise RuntimeError("closure is None")
173
-
174
- with torch.enable_grad():
175
- self.loss = self.loss_approx = _closure_backward(
176
- closure=self.closure, params=self.params, retain_graph=retain_graph, create_graph=create_graph
177
- )
178
- self.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.params]
179
-
180
- # set parent grad
181
- if self.parent is not None:
182
- # the way projections/split work, they make a new closure which evaluates original
183
- # closure and projects the gradient, and set it as their var.closure.
184
- # then on `get_loss(backward=True)` it is called, so it also sets original parameters gradient.
185
- # and we set it to parent var here.
186
- if self.parent.loss is None: self.parent.loss = self.loss
187
- if self.parent.grad is None and backward:
188
- if all(p.grad is None for p in self.parent.params):
189
- warnings.warn("Parent grad is None after backward.")
190
- self.parent.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.parent.params]
191
-
192
- return self.loss # type:ignore
193
-
194
- def get_grad(self, retain_graph: bool | None = None, create_graph: bool = False) -> list[torch.Tensor]:
195
- """Returns the gradient at initial parameters, computing it if it hasn't been computed already and assigning
196
- ``var.grad`` and potentially ``var.loss``. Do not call this at perturbed parameters."""
197
- if self.grad is None:
198
- if self.closure is None: raise RuntimeError("closure is None")
199
- self.get_loss(backward=True, retain_graph=retain_graph, create_graph=create_graph) # evaluate and set self.loss and self.grad
200
-
201
- assert self.grad is not None
202
- return self.grad
203
-
204
- def get_update(self) -> list[torch.Tensor]:
205
- """Returns the update. If update is None, it is initialized by cloning the gradients and assigning to ``var.update``.
206
- Computing the gradients may assign ``var.grad`` and ``var.loss`` if they haven't been computed.
207
- Do not call this at perturbed parameters."""
208
- if self.update is None: self.update = [g.clone() for g in self.get_grad()]
209
- return self.update
210
-
211
- def clone(self, clone_update: bool, parent: "Var | None" = None):
212
- """Creates a shallow copy of the Vars object, update can optionally be deep-copied (via ``torch.clone``).
213
-
214
- Doesn't copy ``is_last``, ``nested_is_last`` and ``last_module_lrs``. They will always be ``False``/``None``.
215
-
216
- Setting ``parent`` is only if clone's parameters are something different,
217
- while clone's closure referes to the same objective but with a "view" on parameters.
218
- """
219
- copy = Var(params = self.params, closure=self.closure, model=self.model, current_step=self.current_step, parent=parent)
220
-
221
- if clone_update and self.update is not None:
222
- copy.update = [u.clone() for u in self.update]
223
- else:
224
- copy.update = self.update
225
-
226
- copy.grad = self.grad
227
- copy.loss = self.loss
228
- copy.loss_approx = self.loss_approx
229
- copy.closure = self.closure
230
- copy.post_step_hooks = self.post_step_hooks
231
- copy.stop = self.stop
232
- copy.skip_update = self.skip_update
233
-
234
- copy.modular = self.modular
235
- copy.attrs = self.attrs
236
- copy.storage = self.storage
237
- copy.should_terminate = self.should_terminate
238
-
239
- return copy
240
-
241
- def update_attrs_from_clone_(self, var: "Var"):
242
- """Updates attributes of this `Vars` instance from a cloned instance.
243
- Typically called after a child module has processed a cloned `Vars`
244
- object. This propagates any newly computed loss or gradient values
245
- from the child's context back to the parent `Vars` if the parent
246
- didn't have them computed already.
247
-
248
- Also, as long as ``post_step_hooks`` and ``attrs`` are modified in-place,
249
- if the child updates them, the update will affect the parent too.
250
- """
251
- if self.loss is None: self.loss = var.loss
252
- if self.loss_approx is None: self.loss_approx = var.loss_approx
253
- if self.grad is None: self.grad = var.grad
254
-
255
- if var.should_terminate is not None: self.should_terminate = var.should_terminate
256
-
257
- def zero_grad(self, set_to_none=True):
258
- if set_to_none:
259
- for p in self.params: p.grad = None
260
- else:
261
- grads = [p.grad for p in self.params if p.grad is not None]
262
- if len(grads) != 0: torch._foreach_zero_(grads)
263
-
264
- # endregion
265
-
266
-
267
- # region Module
268
- # ---------------------------------- module ---------------------------------- #
269
18
  class Module(ABC):
270
19
  """Abstract base class for an optimizer modules.
271
20
 
@@ -281,6 +30,7 @@ class Module(ABC):
281
30
  """
282
31
  def __init__(self, defaults: dict[str, Any] | None = None):
283
32
  if defaults is None: defaults = {}
33
+ if any(isinstance(v, Module) for v in defaults.values()): raise RuntimeError("Passed a module to defaults")
284
34
  self.defaults: dict[str, Any] = defaults
285
35
 
286
36
  # settings are stored like state in per-tensor defaultdict, with per-parameter overrides possible
@@ -300,7 +50,7 @@ class Module(ABC):
300
50
  """A dictionary of child modules."""
301
51
 
302
52
  self._overridden_keys = set()
303
- """tracks keys overridden with `set_param_groups`, only used to not give a warning"""
53
+ """tracks keys overridden with ``set_param_groups``, only used to not give a warning"""
304
54
 
305
55
 
306
56
  def set_param_groups(self, param_groups: Params):
@@ -316,10 +66,18 @@ class Module(ABC):
316
66
  self.settings[param].maps[0].update(settings) # set module-specific per-parameter settings
317
67
  return self
318
68
 
319
- def set_child(self, key: str, module: "Module | Sequence[Module]"):
69
+ def set_child(self, key: str, module: "Module | Sequence[Module] | None"):
70
+ if key in self.children:
71
+ warnings.warn(f"set_child overwriting child `{key}`")
72
+
73
+ if module is None: return
74
+
75
+ from .chain import maybe_chain
320
76
  self.children[key] = maybe_chain(module)
321
77
 
322
78
  def set_children_sequence(self, modules: "Iterable[Module | Sequence[Module]]", prefix = 'module_'):
79
+ from .chain import maybe_chain
80
+
323
81
  modules = list(modules)
324
82
  for i, m in enumerate(modules):
325
83
  self.set_child(f'{prefix}{i}', maybe_chain(m))
@@ -327,6 +85,62 @@ class Module(ABC):
327
85
  def get_children_sequence(self, prefix = 'module_'):
328
86
  return [self.children[f'{prefix}{i}'] for i in range(len(self.children)) if f'{prefix}{i}' in self.children]
329
87
 
88
+ def inner_step(
89
+ self,
90
+ key: str,
91
+ objective: "Objective",
92
+ must_exist: bool = True,
93
+ ) -> "Objective":
94
+ """Passes ``objective`` to child and returns it."""
95
+ child = self.children.get(key, None)
96
+
97
+ if child is None:
98
+ if must_exist: raise KeyError(f"child `{key}` doesn't exist")
99
+ return objective
100
+
101
+ return child.step(objective)
102
+
103
+
104
+ def inner_step_tensors(
105
+ self,
106
+ key: str,
107
+ tensors: list[torch.Tensor],
108
+ clone: bool,
109
+ params: Iterable[torch.Tensor] | None = None,
110
+ grads: Sequence[torch.Tensor] | None = None,
111
+ loss: torch.Tensor | None = None,
112
+ closure: Callable | None = None,
113
+ objective: "Objective | None" = None,
114
+ must_exist: bool = True
115
+ ) -> list[torch.Tensor]:
116
+ """Steps with child module. Can be used to apply transforms to any internal buffers.
117
+
118
+ If ``objective`` is specified, other attributes shouldn't to be specified.
119
+
120
+ Args:
121
+ key (str): Child module key.
122
+ tensors (Sequence[torch.Tensor]): tensors to pass to child module.
123
+ clone (bool):
124
+ If ``key`` exists, whether to clone ``tensors`` to avoid modifying buffers in-place.
125
+ If ``key`` doesn't exist, ``tensors`` are always returned without cloning
126
+ params (Iterable[torch.Tensor] | None, optional): pass None if ``tensors`` have different shape. Defaults to None.
127
+ grads (Sequence[torch.Tensor] | None, optional): grads. Defaults to None.
128
+ loss (torch.Tensor | None, optional): loss. Defaults to None.
129
+ closure (Callable | None, optional): closure. Defaults to None.
130
+ must_exist (bool, optional): if True, if ``key`` doesn't exist, raises ``KeyError``. Defaults to True.
131
+ """
132
+
133
+ child = self.children.get(key, None)
134
+
135
+ if child is None:
136
+ if must_exist: raise KeyError(f"child `{key}` doesn't exist")
137
+ return tensors
138
+
139
+ if clone: tensors = [t.clone() for t in tensors]
140
+ return step_tensors(modules=child, tensors=tensors, params=params, grads=grads,
141
+ loss=loss, closure=closure, objective=objective)
142
+
143
+
330
144
  def __repr__(self):
331
145
  s = self.__class__.__name__
332
146
  if self.children:
@@ -348,7 +162,6 @@ class Module(ABC):
348
162
 
349
163
  def get_settings(self, params: Sequence[torch.Tensor], key: str | list[str] | tuple[str,...], key2: str | None = None,
350
164
  *keys: str, cls: type[ListLike] = list) -> ListLike | list[ListLike]:
351
- # if isinstance(params, Vars): params = params.params
352
165
  return get_state_vals(self.settings, params, key, key2, *keys, must_exist=True, cls=cls) # pyright:ignore[reportArgumentType]
353
166
 
354
167
 
@@ -418,13 +231,8 @@ class Module(ABC):
418
231
  - if state_keys has multiple keys and keys has a single key, return cls.
419
232
  - if state_keys has multiple keys and keys has multiple keys, return list of cls.
420
233
  """
421
- # if isinstance(params, Vars): params = params.params
422
234
  return get_state_vals(self.state, params, key, key2, *keys, must_exist=must_exist, init=init, cls=cls) # pyright:ignore[reportArgumentType]
423
235
 
424
- # def first_setting(self, *keys:str, params:Sequence[torch.Tensor]):
425
- # # if isinstance(params, Vars): params = params.params
426
- # return itemgetter(*keys)(self.settings[params[0]])
427
-
428
236
  def clear_state_keys(self, *keys:str):
429
237
  for s in self.state.values():
430
238
  for k in keys:
@@ -490,36 +298,73 @@ class Module(ABC):
490
298
  # extra info
491
299
  self._extra_unpack(state_dict['extra'])
492
300
 
493
- # ---------------------------- OVERRIDABLE METHODS --------------------------- #
494
- def step(self, var: Var) -> Var:
495
- """performs a step, returns new ``var`` but may update it in-place."""
496
- self.update(var)
497
- return self.apply(var)
301
+ def get_generator(self, device: torch.types.Device, seed: int | None):
302
+ """If ``seed=None``, returns ``None``.
303
+
304
+ Otherwise, if generator on this device and with this seed hasn't been created,
305
+ creates it and stores in global state.
306
+
307
+ Returns ``torch.Generator``."""
308
+ if seed is None: return None
309
+
310
+ if device is None: device_obj = torch.get_default_device()
311
+ else: device_obj = torch.device(device)
312
+ key = f"__generator-{seed}-{device_obj.type}:{device_obj.index}"
498
313
 
499
- def update(self, var:Var) -> Any:
500
- """Updates the internal state of this module. This should not modify ``var.update``.
314
+ if key not in self.global_state:
315
+ self.global_state[key] = torch.Generator(device).manual_seed(seed)
316
+
317
+ return self.global_state[key]
318
+
319
+ def increment_counter(self, key: str, start: int):
320
+ """first value is ``start``"""
321
+ value = self.global_state.get(key, start - 1) + 1
322
+ self.global_state[key] = value
323
+ return value
324
+
325
+ # ---------------------------- OVERRIDABLE METHODS --------------------------- #
326
+ def update(self, objective:"Objective") -> None:
327
+ """Updates internal state of this module. This should not modify ``objective.update``.
501
328
 
502
329
  Specifying ``update`` and ``apply`` methods is optional and allows certain meta-modules to be used,
503
- such as ``tz.m.Online`` or trust regions. Alternatively, simply override the ``step`` method.
330
+ such as ``tz.m.Online`` or trust regions. Alternatively, define all logic within the ``apply`` method.
331
+
332
+ ``update`` is guaranteed to be called at least once before ``apply``.
333
+
334
+ Args:
335
+ objective (Objective): ``Objective`` object
504
336
  """
505
337
 
506
- def apply(self, var: Var) -> Var:
507
- """Applies this module to ``var.get_update()``.
508
- This should not modify the internal state of this module if possible.
338
+ @abstractmethod
339
+ def apply(self, objective: "Objective") -> "Objective":
340
+ """Updates ``objective`` using the internal state of this module.
341
+
342
+ If ``update`` method is defined, ``apply`` shouldn't modify the internal state of this module if possible.
509
343
 
510
344
  Specifying ``update`` and ``apply`` methods is optional and allows certain meta-modules to be used,
511
- such as ``tz.m.Online`` or trust regions. Alternatively, simply override the ``step`` method.
345
+ such as ``tz.m.Online`` or trust regions. Alternatively, define all logic within the ``apply`` method.
346
+
347
+ ``update`` is guaranteed to be called at least once before ``apply``.
348
+
349
+ Args:
350
+ objective (Objective): ``Objective`` object
512
351
  """
513
- return self.step(var)
352
+ # if apply is empty, it should be defined explicitly.
353
+ raise NotImplementedError(f"{self.__class__.__name__} doesn't implement `apply`.")
354
+
355
+ def step(self, objective: "Objective") -> "Objective":
356
+ """Perform a step with this module. Calls ``update``, then ``apply``."""
357
+ self.update(objective)
358
+ return self.apply(objective)
514
359
 
515
- def get_H(self, var: Var) -> LinearOperator | None:
360
+ def get_H(self, objective: "Objective") -> LinearOperator | None:
516
361
  """returns a ``LinearOperator`` corresponding to hessian or hessian approximation.
517
362
  The hessian approximation is assumed to be for all parameters concatenated to a vector."""
518
363
  # if this method is not defined it searches in children
519
364
  # this should be overwritten to return None if child params are different from this modules params
520
365
  H = None
521
366
  for k,v in self.children.items():
522
- H_v = v.get_H(var)
367
+ H_v = v.get_H(objective)
523
368
 
524
369
  if (H is not None) and (H_v is not None):
525
370
  raise RuntimeError(f"Two children of {self} have a hessian, second one is {k}={v}")
@@ -549,370 +394,14 @@ class Module(ABC):
549
394
  """
550
395
  for c in self.children.values(): c.reset_for_online()
551
396
 
552
- def _extra_pack(self):
553
- """extra information to store in state_dict of this optimizer.
554
- Will be passed to ``_extra_unpack`` when loading the state_dict."""
397
+ def _extra_pack(self) -> dict:
398
+ """extra information to store in ``state_dict`` of this optimizer.
399
+ Will be passed to ``_extra_unpack`` when loading the ``state_dict``."""
555
400
  return {}
556
401
 
557
- def _extra_unpack(self, x):
558
- """``_extra_pack`` return will be passed to this method when loading state_dict.
402
+ def _extra_unpack(self, d: dict):
403
+ """``_extra_pack`` return will be passed to this method when loading ``state_dict``.
559
404
  This method is called after loading the rest of the state dict"""
560
405
 
561
406
 
562
-
563
- # ------------------------------ HELPER METHODS ------------------------------ #
564
- @torch.no_grad
565
- def Hvp(
566
- self,
567
- v: Sequence[torch.Tensor],
568
- at_x0: bool,
569
- var: Var,
570
- rgrad: Sequence[torch.Tensor] | None,
571
- hvp_method: Literal['autograd', 'forward', 'central'],
572
- h: float,
573
- normalize: bool,
574
- retain_grad: bool,
575
- ) -> tuple[Sequence[torch.Tensor], Sequence[torch.Tensor] | None]:
576
- """
577
- Returns ``(Hvp, rgrad)``, where ``rgrad`` is gradient at current parameters,
578
- possibly with ``create_graph=True``, or it may be None with ``hvp_method="central"``.
579
- Gradient is set to vars automatically if ``at_x0``, you can always access it with ``vars.get_grad()``
580
-
581
- Single sample example:
582
-
583
- ```python
584
- Hvp, _ = self.hvp(v, at_x0=True, rgrad=None, ..., retain_graph=False)
585
- ```
586
-
587
- Multiple samples example:
588
-
589
- ```python
590
- D = None
591
- rgrad = None
592
- for i in range(n_samples):
593
- v = [torch.randn_like(p) for p in params]
594
- Hvp, rgrad = self.hvp(v, at_x0=True, rgrad=rgrad, ..., retain_graph=i < n_samples-1)
595
-
596
- if D is None: D = Hvp
597
- else: torch._foreach_add_(D, Hvp)
598
-
599
- if n_samples > 1: torch._foreach_div_(D, n_samples)
600
- ```
601
-
602
- Args:
603
- v (Sequence[torch.Tensor]): vector in hessian-vector product
604
- at_x0 (bool): whether this is being called at original or perturbed parameters.
605
- var (Var): Var
606
- rgrad (Sequence[torch.Tensor] | None): pass None initially, then pass what this returns.
607
- hvp_method (str): hvp method.
608
- h (float): finite difference step size
609
- normalize (bool): whether to normalize v for finite difference
610
- retain_grad (bool): retain grad
611
- """
612
- # get grad
613
- if rgrad is None and hvp_method in ('autograd', 'forward'):
614
- if at_x0: rgrad = var.get_grad(create_graph = hvp_method=='autograd')
615
- else:
616
- if var.closure is None: raise RuntimeError("Closure is required to calculate HVp")
617
- with torch.enable_grad():
618
- loss = var.closure()
619
- rgrad = torch.autograd.grad(loss, var.params, create_graph = hvp_method=='autograd')
620
-
621
- if hvp_method == 'autograd':
622
- assert rgrad is not None
623
- Hvp = hvp(var.params, rgrad, v, retain_graph=retain_grad)
624
-
625
- elif hvp_method == 'forward':
626
- assert rgrad is not None
627
- loss, Hvp = hvp_fd_forward(var.closure, var.params, v, h=h, g_0=rgrad, normalize=normalize)
628
-
629
- elif hvp_method == 'central':
630
- loss, Hvp = hvp_fd_central(var.closure, var.params, v, h=h, normalize=normalize)
631
-
632
- else:
633
- raise ValueError(hvp_method)
634
-
635
- return Hvp, rgrad
636
-
637
- def get_generator(self, device: torch.types.Device, seed: int | None):
638
- if seed is None: return None
639
-
640
- if 'generator' not in self.global_state:
641
- self.global_state['generator'] = torch.Generator(device).manual_seed(seed)
642
-
643
- return self.global_state['generator']
644
-
645
- # endregion
646
-
647
407
  Chainable = Module | Sequence[Module]
648
-
649
-
650
- def unroll_modules(*modules: Chainable) -> list[Module]:
651
- unrolled = []
652
-
653
- for m in modules:
654
- if isinstance(m, Module):
655
- unrolled.append(m)
656
- unrolled.extend(unroll_modules(list(m.children.values())))
657
- else:
658
- unrolled.extend(unroll_modules(*m))
659
-
660
- return unrolled
661
-
662
-
663
- # region Modular
664
- # ---------------------------------- Modular --------------------------------- #
665
-
666
- class _EvalCounterClosure:
667
- """keeps track of how many times closure has been evaluated, and sets closure return"""
668
- __slots__ = ("modular", "closure")
669
- def __init__(self, modular: "Modular", closure):
670
- self.modular = modular
671
- self.closure = closure
672
-
673
- def __call__(self, *args, **kwargs):
674
- if self.closure is None:
675
- raise RuntimeError("One of the modules requires closure to be passed to the step method")
676
-
677
- v = self.closure(*args, **kwargs)
678
-
679
- # set closure return on 1st evaluation
680
- if self.modular._closure_return is None:
681
- self.modular._closure_return = v
682
-
683
- self.modular.num_evaluations += 1
684
- return v
685
-
686
- # have to inherit from Modular to support lr schedulers
687
- # although Accelerate doesn't work due to converting param_groups to a dict
688
- class Modular(torch.optim.Optimizer):
689
- """Chains multiple modules into an optimizer.
690
-
691
- Args:
692
- params (Params | torch.nn.Module): An iterable of parameters to optimize
693
- (typically `model.parameters()`), an iterable of parameter group dicts,
694
- or a `torch.nn.Module` instance.
695
- *modules (Module): A sequence of `Module` instances that define the
696
- optimization algorithm steps.
697
- """
698
- # this is specifically for lr schedulers
699
- param_groups: list[ChainMap[str, Any]] # pyright:ignore[reportIncompatibleVariableOverride]
700
-
701
- def __init__(self, params: Params | torch.nn.Module, *modules: Module):
702
- if len(modules) == 0: raise RuntimeError("Empty list of modules passed to `Modular`")
703
- self.model: torch.nn.Module | None = None
704
- """The model whose parameters are being optimized, if a model instance was passed to `__init__`."""
705
- if isinstance(params, torch.nn.Module):
706
- self.model = params
707
- params = params.parameters()
708
-
709
- self.modules = modules
710
- """Top-level modules providedduring initialization."""
711
-
712
- self.unrolled_modules = unroll_modules(self.modules)
713
- """A flattened list of all modules including all children."""
714
-
715
- param_groups = _make_param_groups(params, differentiable=False)
716
- self._per_parameter_global_settings: dict[torch.Tensor, list[MutableMapping[str, Any]]] = {}
717
-
718
- # make sure there is no more than a single learning rate module
719
- lr_modules = [m for m in self.unrolled_modules if 'lr' in m.defaults]
720
- if len(lr_modules) > 1:
721
- warnings.warn(f'multiple learning rate modules detected: {lr_modules}. This may lead to componding of learning rate multiplication with per-parameter learning rates and schedulers.')
722
-
723
- # iterate over all per-parameter settings overrides and check if they are applied at most once
724
- for group in param_groups:
725
- for k in group:
726
- if k in ('params', 'lr'): continue
727
- modules_with_k = [m for m in self.unrolled_modules if k in m.defaults and k not in m._overridden_keys]
728
- if len(modules_with_k) > 1:
729
- warnings.warn(f'`params` has a `{k}` key, and multiple modules have that key: {modules_with_k}. If you intended to only set `{k}` to one of them, use `module.set_param_groups(params)`')
730
-
731
- # defaults for schedulers
732
- defaults = {}
733
- for m in self.unrolled_modules: defaults.update(m.defaults)
734
- super().__init__(param_groups, defaults=defaults)
735
-
736
- # note - this is what super().__init__(param_groups, defaults=defaults) does:
737
-
738
- # self.defaults = defaults
739
- # for param_group in param_groups:
740
- # self.add_param_group(param_group)
741
-
742
- # add_param_group adds a ChainMap where defaults are lowest priority,
743
- # and entries specifed in param_groups or scheduler are higher priority.
744
- # pytorch schedulers do group["lr"] = new_lr, which sets higher priority key.
745
- # in each module, settings passed to that module by calling set_param_groups are highest priority
746
-
747
- self.current_step = 0
748
- """global step counter for the optimizer."""
749
-
750
- self.num_evaluations = 0
751
- """number of times the objective has been evaluated (number of closure calls or number of steps if closure is None)."""
752
-
753
- # reformulations will change the closure to return a different loss (e.g. a sqrt homotopy, gaussian homotopy)
754
- # we want to return original loss so this attribute is used
755
- self._closure_return = None
756
- """on each step, first time a closure is evaluated, this attribute is set to the returned value. `step` method returns this."""
757
-
758
- self.attrs = {}
759
- """custom attributes that can be set by modules, for example EMA of weights or best so far"""
760
-
761
- self.should_terminate = False
762
- """is set to True by termination criteria modules."""
763
-
764
- def add_param_group(self, param_group: dict[str, Any]):
765
- proc_param_group = _make_param_groups([param_group], differentiable=False)[0]
766
- self.param_groups.append(ChainMap(proc_param_group, self.defaults))
767
-
768
- for p in proc_param_group['params']:
769
- # updates global per-parameter setting overrides (medium priority)
770
- self._per_parameter_global_settings[p] = [m.settings[p].maps[1] for m in self.unrolled_modules]
771
-
772
- def state_dict(self):
773
- all_params = [p for g in self.param_groups for p in g['params']]
774
- id_to_idx = {id(p): i for i,p in enumerate(all_params)}
775
-
776
- groups = []
777
- for g in self.param_groups:
778
- g = g.copy()
779
- g['params'] = [id_to_idx[id(p)] for p in g['params']]
780
- groups.append(g)
781
-
782
- state_dict = {
783
- "idx_to_id": {v:k for k,v in id_to_idx.items()},
784
- "params": all_params,
785
- "groups": groups,
786
- "defaults": self.defaults,
787
- "modules": {i: m.state_dict() for i, m in enumerate(self.unrolled_modules)}
788
- }
789
- return state_dict
790
-
791
- def load_state_dict(self, state_dict: dict):
792
- self.defaults.clear()
793
- self.defaults.update(state_dict['defaults'])
794
-
795
- idx_to_param = dict(enumerate(state_dict['params']))
796
- groups = []
797
- for g in state_dict['groups']:
798
- g = g.copy()
799
- g['params'] = [idx_to_param[p] for p in g['params']]
800
- groups.append(g)
801
-
802
- self.param_groups.clear()
803
- for group in groups:
804
- self.add_param_group(group)
805
-
806
- id_to_tensor = {state_dict['idx_to_id'][i]: p for i,p in enumerate(state_dict['params'])}
807
- for m, sd in zip(self.unrolled_modules, state_dict['modules'].values()):
808
- m._load_state_dict(sd, id_to_tensor)
809
-
810
-
811
- def step(self, closure=None, loss=None, **kwargs): # pyright: ignore[reportIncompatibleMethodOverride]
812
- # clear closure return from previous step
813
- self._closure_return = None
814
-
815
- # propagate global per-parameter setting overrides
816
- for g in self.param_groups:
817
- settings = dict(g.maps[0]) # ignore defaults
818
- params = settings.pop('params')
819
- if not settings: continue
820
-
821
- for p in params:
822
- if not p.requires_grad: continue
823
- for map in self._per_parameter_global_settings[p]: map.update(settings)
824
-
825
- # create var
826
- params = [p for g in self.param_groups for p in g['params'] if p.requires_grad]
827
- var = Var(params=params, closure=_EvalCounterClosure(self, closure), model=self.model, current_step=self.current_step, modular=self, loss=loss, storage=kwargs)
828
-
829
- # if closure is None, assume backward has been called and gather grads
830
- if closure is None:
831
- var.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in params]
832
- self.num_evaluations += 1
833
-
834
- n_modules = len(self.modules)
835
- if n_modules == 0: raise RuntimeError("There are no modules in this `Modular` optimizer")
836
- last_module = self.modules[-1]
837
- last_lr = last_module.defaults.get('lr', None)
838
-
839
- # step
840
- for i, module in enumerate(self.modules):
841
- if i!=0: var = var.clone(clone_update=False)
842
-
843
- # last module, or next to last module before lr
844
- if (i == n_modules - 1) or ((i == n_modules - 2) and (last_lr is not None)):
845
- if module.children: var.nested_is_last = True
846
- else: var.is_last = True
847
- if last_lr is not None: var.last_module_lrs = [last_module.settings[p]['lr'] for p in var.params]
848
-
849
- var = module.step(var)
850
- if var.stop: break
851
-
852
- # apply update
853
- if not var.skip_update:
854
- with torch.no_grad():
855
- torch._foreach_sub_(params, var.get_update())
856
-
857
- # update attributes
858
- self.attrs.update(var.attrs)
859
- if var.should_terminate is not None: self.should_terminate = var.should_terminate
860
-
861
- # hooks
862
- for hook in var.post_step_hooks:
863
- hook(self, var)
864
-
865
- self.current_step += 1
866
- #return var.loss if var.loss is not None else var.loss_approx
867
- return self._closure_return
868
-
869
- def __repr__(self):
870
- return f'Modular({", ".join(str(m) for m in self.modules)})'
871
- # endregion
872
-
873
- # region Chain
874
- # ----------------------------------- Chain ---------------------------------- #
875
- class Chain(Module):
876
- """Chain of modules, mostly used internally"""
877
- def __init__(self, *modules: Module | Iterable[Module]):
878
- super().__init__()
879
- flat_modules: list[Module] = flatten(modules)
880
- for i, module in enumerate(flat_modules):
881
- self.set_child(f'module_{i}', module)
882
-
883
- def update(self, var):
884
- # note here that `update` and `apply` shouldn't be used directly
885
- # as it will update all modules, and then apply all modules
886
- # it is used in specific cases like Chain as trust region hessian module
887
- for i in range(len(self.children)):
888
- self.children[f'module_{i}'].update(var)
889
- if var.stop: break
890
- return var
891
-
892
- def apply(self, var):
893
- for i in range(len(self.children)):
894
- var = self.children[f'module_{i}'].apply(var)
895
- if var.stop: break
896
- return var
897
-
898
- def step(self, var):
899
- for i in range(len(self.children)):
900
- var = self.children[f'module_{i}'].step(var)
901
- if var.stop: break
902
- return var
903
-
904
- def __repr__(self):
905
- s = self.__class__.__name__
906
- if self.children:
907
- if s == 'Chain': s = 'C' # to shorten it
908
- s = f'{s}({", ".join(str(m) for m in self.children.values())})'
909
- return s
910
-
911
- def maybe_chain(*modules: Chainable) -> Module:
912
- """Returns a single module directly if only one is provided, otherwise wraps them in a :code:`Chain`."""
913
- flat_modules: list[Module] = flatten(modules)
914
- if len(flat_modules) == 1:
915
- return flat_modules[0]
916
- return Chain(*flat_modules)
917
- # endregion
918
-