torchzero 0.3.15__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 (163) 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 +43 -33
  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 +7 -4
  9. torchzero/core/chain.py +20 -23
  10. torchzero/core/functional.py +90 -24
  11. torchzero/core/modular.py +48 -52
  12. torchzero/core/module.py +130 -50
  13. torchzero/core/objective.py +948 -0
  14. torchzero/core/reformulation.py +55 -24
  15. torchzero/core/transform.py +261 -367
  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 +99 -49
  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/adaptive/__init__.py +1 -1
  27. torchzero/modules/adaptive/adagrad.py +163 -213
  28. torchzero/modules/adaptive/adahessian.py +74 -103
  29. torchzero/modules/adaptive/adam.py +53 -76
  30. torchzero/modules/adaptive/adan.py +49 -30
  31. torchzero/modules/adaptive/adaptive_heavyball.py +11 -6
  32. torchzero/modules/adaptive/aegd.py +12 -12
  33. torchzero/modules/adaptive/esgd.py +98 -119
  34. torchzero/modules/adaptive/lion.py +5 -10
  35. torchzero/modules/adaptive/lmadagrad.py +87 -32
  36. torchzero/modules/adaptive/mars.py +5 -5
  37. torchzero/modules/adaptive/matrix_momentum.py +47 -51
  38. torchzero/modules/adaptive/msam.py +70 -52
  39. torchzero/modules/adaptive/muon.py +59 -124
  40. torchzero/modules/adaptive/natural_gradient.py +33 -28
  41. torchzero/modules/adaptive/orthograd.py +11 -15
  42. torchzero/modules/adaptive/rmsprop.py +83 -75
  43. torchzero/modules/adaptive/rprop.py +48 -47
  44. torchzero/modules/adaptive/sam.py +55 -45
  45. torchzero/modules/adaptive/shampoo.py +123 -129
  46. torchzero/modules/adaptive/soap.py +207 -143
  47. torchzero/modules/adaptive/sophia_h.py +106 -130
  48. torchzero/modules/clipping/clipping.py +15 -18
  49. torchzero/modules/clipping/ema_clipping.py +31 -25
  50. torchzero/modules/clipping/growth_clipping.py +14 -17
  51. torchzero/modules/conjugate_gradient/cg.py +26 -37
  52. torchzero/modules/experimental/__init__.py +2 -6
  53. torchzero/modules/experimental/coordinate_momentum.py +36 -0
  54. torchzero/modules/experimental/curveball.py +25 -41
  55. torchzero/modules/experimental/gradmin.py +2 -2
  56. torchzero/modules/experimental/higher_order_newton.py +14 -40
  57. torchzero/modules/experimental/newton_solver.py +22 -53
  58. torchzero/modules/experimental/newtonnewton.py +15 -12
  59. torchzero/modules/experimental/reduce_outward_lr.py +7 -7
  60. torchzero/modules/experimental/scipy_newton_cg.py +21 -24
  61. torchzero/modules/experimental/spsa1.py +3 -3
  62. torchzero/modules/experimental/structural_projections.py +1 -4
  63. torchzero/modules/functional.py +1 -1
  64. torchzero/modules/grad_approximation/forward_gradient.py +7 -7
  65. torchzero/modules/grad_approximation/grad_approximator.py +23 -16
  66. torchzero/modules/grad_approximation/rfdm.py +20 -17
  67. torchzero/modules/least_squares/gn.py +90 -42
  68. torchzero/modules/line_search/backtracking.py +2 -2
  69. torchzero/modules/line_search/line_search.py +32 -32
  70. torchzero/modules/line_search/strong_wolfe.py +2 -2
  71. torchzero/modules/misc/debug.py +12 -12
  72. torchzero/modules/misc/escape.py +10 -10
  73. torchzero/modules/misc/gradient_accumulation.py +10 -78
  74. torchzero/modules/misc/homotopy.py +16 -8
  75. torchzero/modules/misc/misc.py +120 -122
  76. torchzero/modules/misc/multistep.py +50 -48
  77. torchzero/modules/misc/regularization.py +49 -44
  78. torchzero/modules/misc/split.py +30 -28
  79. torchzero/modules/misc/switch.py +37 -32
  80. torchzero/modules/momentum/averaging.py +14 -14
  81. torchzero/modules/momentum/cautious.py +34 -28
  82. torchzero/modules/momentum/momentum.py +11 -11
  83. torchzero/modules/ops/__init__.py +4 -4
  84. torchzero/modules/ops/accumulate.py +21 -21
  85. torchzero/modules/ops/binary.py +67 -66
  86. torchzero/modules/ops/higher_level.py +19 -19
  87. torchzero/modules/ops/multi.py +44 -41
  88. torchzero/modules/ops/reduce.py +26 -23
  89. torchzero/modules/ops/unary.py +53 -53
  90. torchzero/modules/ops/utility.py +47 -46
  91. torchzero/modules/projections/galore.py +1 -1
  92. torchzero/modules/projections/projection.py +43 -43
  93. torchzero/modules/quasi_newton/damping.py +1 -1
  94. torchzero/modules/quasi_newton/lbfgs.py +7 -7
  95. torchzero/modules/quasi_newton/lsr1.py +7 -7
  96. torchzero/modules/quasi_newton/quasi_newton.py +10 -10
  97. torchzero/modules/quasi_newton/sg2.py +19 -19
  98. torchzero/modules/restarts/restars.py +26 -24
  99. torchzero/modules/second_order/__init__.py +2 -2
  100. torchzero/modules/second_order/ifn.py +31 -62
  101. torchzero/modules/second_order/inm.py +49 -53
  102. torchzero/modules/second_order/multipoint.py +40 -80
  103. torchzero/modules/second_order/newton.py +57 -90
  104. torchzero/modules/second_order/newton_cg.py +102 -154
  105. torchzero/modules/second_order/nystrom.py +157 -177
  106. torchzero/modules/second_order/rsn.py +106 -96
  107. torchzero/modules/smoothing/laplacian.py +13 -12
  108. torchzero/modules/smoothing/sampling.py +11 -10
  109. torchzero/modules/step_size/adaptive.py +23 -23
  110. torchzero/modules/step_size/lr.py +15 -15
  111. torchzero/modules/termination/termination.py +32 -30
  112. torchzero/modules/trust_region/cubic_regularization.py +2 -2
  113. torchzero/modules/trust_region/levenberg_marquardt.py +25 -28
  114. torchzero/modules/trust_region/trust_cg.py +1 -1
  115. torchzero/modules/trust_region/trust_region.py +27 -22
  116. torchzero/modules/variance_reduction/svrg.py +21 -18
  117. torchzero/modules/weight_decay/__init__.py +2 -1
  118. torchzero/modules/weight_decay/reinit.py +83 -0
  119. torchzero/modules/weight_decay/weight_decay.py +12 -13
  120. torchzero/modules/wrappers/optim_wrapper.py +10 -10
  121. torchzero/modules/zeroth_order/cd.py +9 -6
  122. torchzero/optim/root.py +3 -3
  123. torchzero/optim/utility/split.py +2 -1
  124. torchzero/optim/wrappers/directsearch.py +27 -63
  125. torchzero/optim/wrappers/fcmaes.py +14 -35
  126. torchzero/optim/wrappers/mads.py +11 -31
  127. torchzero/optim/wrappers/moors.py +66 -0
  128. torchzero/optim/wrappers/nevergrad.py +4 -4
  129. torchzero/optim/wrappers/nlopt.py +31 -25
  130. torchzero/optim/wrappers/optuna.py +6 -13
  131. torchzero/optim/wrappers/pybobyqa.py +124 -0
  132. torchzero/optim/wrappers/scipy/__init__.py +7 -0
  133. torchzero/optim/wrappers/scipy/basin_hopping.py +117 -0
  134. torchzero/optim/wrappers/scipy/brute.py +48 -0
  135. torchzero/optim/wrappers/scipy/differential_evolution.py +80 -0
  136. torchzero/optim/wrappers/scipy/direct.py +69 -0
  137. torchzero/optim/wrappers/scipy/dual_annealing.py +115 -0
  138. torchzero/optim/wrappers/scipy/experimental.py +141 -0
  139. torchzero/optim/wrappers/scipy/minimize.py +151 -0
  140. torchzero/optim/wrappers/scipy/sgho.py +111 -0
  141. torchzero/optim/wrappers/wrapper.py +121 -0
  142. torchzero/utils/__init__.py +7 -25
  143. torchzero/utils/compile.py +2 -2
  144. torchzero/utils/derivatives.py +93 -69
  145. torchzero/utils/optimizer.py +4 -77
  146. torchzero/utils/python_tools.py +31 -0
  147. torchzero/utils/tensorlist.py +11 -5
  148. torchzero/utils/thoad_tools.py +68 -0
  149. {torchzero-0.3.15.dist-info → torchzero-0.4.0.dist-info}/METADATA +1 -1
  150. torchzero-0.4.0.dist-info/RECORD +191 -0
  151. tests/test_vars.py +0 -185
  152. torchzero/core/var.py +0 -376
  153. torchzero/modules/experimental/momentum.py +0 -160
  154. torchzero/optim/wrappers/scipy.py +0 -572
  155. torchzero/utils/linalg/__init__.py +0 -12
  156. torchzero/utils/linalg/matrix_funcs.py +0 -87
  157. torchzero/utils/linalg/orthogonalize.py +0 -12
  158. torchzero/utils/linalg/svd.py +0 -20
  159. torchzero/utils/ops.py +0 -10
  160. torchzero-0.3.15.dist-info/RECORD +0 -175
  161. /torchzero/{utils/linalg → linalg}/benchmark.py +0 -0
  162. {torchzero-0.3.15.dist-info → torchzero-0.4.0.dist-info}/WHEEL +0 -0
  163. {torchzero-0.3.15.dist-info → torchzero-0.4.0.dist-info}/top_level.txt +0 -0
torchzero/core/var.py DELETED
@@ -1,376 +0,0 @@
1
-
2
- import warnings
3
- from abc import ABC, abstractmethod
4
- from collections import ChainMap, defaultdict
5
- from collections.abc import Callable, Iterable, MutableMapping, Sequence
6
- from operator import itemgetter
7
- from typing import Any, final, overload, Literal, cast, TYPE_CHECKING
8
-
9
- import torch
10
-
11
- from ..utils import (
12
- Init,
13
- ListLike,
14
- Params,
15
- _make_param_groups,
16
- get_state_vals,
17
- vec_to_tensors
18
- )
19
- from ..utils.derivatives import hvp, hvp_fd_central, hvp_fd_forward, flatten_jacobian
20
- from ..utils.python_tools import flatten
21
- from ..utils.linalg.linear_operator import LinearOperator
22
-
23
- if TYPE_CHECKING:
24
- from .modular import Modular
25
-
26
- def _closure_backward(closure, params, retain_graph, create_graph):
27
- with torch.enable_grad():
28
- if not (retain_graph or create_graph):
29
- return closure()
30
-
31
- for p in params: p.grad = None
32
- loss = closure(False)
33
- grad = torch.autograd.grad(loss, params, retain_graph=retain_graph, create_graph=create_graph)
34
- for p,g in zip(params,grad): p.grad = g
35
- return loss
36
-
37
- # region Vars
38
- # ----------------------------------- var ----------------------------------- #
39
- class Var:
40
- """
41
- Holds parameters, gradient, update, objective function (closure) if supplied, loss, and some other info.
42
- Modules take in a ``Var`` object, modify and it is passed to the next module.
43
-
44
- """
45
- def __init__(
46
- self,
47
- params: list[torch.Tensor],
48
- closure: Callable | None,
49
- model: torch.nn.Module | None,
50
- current_step: int,
51
- parent: "Var | None" = None,
52
- modular: "Modular | None" = None,
53
- loss: torch.Tensor | None = None,
54
- storage: dict | None = None,
55
- ):
56
- self.params: list[torch.Tensor] = params
57
- """List of all parameters with requires_grad = True."""
58
-
59
- self.closure = closure
60
- """A closure that reevaluates the model and returns the loss, None if it wasn't specified"""
61
-
62
- self.model = model
63
- """torch.nn.Module object of the model, None if it wasn't specified."""
64
-
65
- self.current_step: int = current_step
66
- """global current step, starts at 0. This may not correspond to module current step,
67
- for example a module may step every 10 global steps."""
68
-
69
- self.parent: "Var | None" = parent
70
- """parent ``Var`` object. When ``self.get_grad()`` is called, it will also set ``parent.grad``.
71
- Same with ``self.get_loss()``. This is useful when ``self.params`` are different from ``parent.params``,
72
- e.g. when projecting."""
73
-
74
- self.modular: "Modular | None" = modular
75
- """Modular optimizer object that created this ``Var``."""
76
-
77
- self.update: list[torch.Tensor] | None = None
78
- """
79
- current update. Update is assumed to be a transformed gradient, therefore it is subtracted.
80
-
81
- If closure is None, this is initially set to cloned gradient. Otherwise this is set to None.
82
-
83
- At the end ``var.get_update()`` is subtracted from parameters. Therefore if ``var.update`` is ``None``,
84
- gradient will be used and calculated if needed.
85
- """
86
-
87
- self.grad: list[torch.Tensor] | None = None
88
- """gradient with current parameters. If closure is not ``None``, this is set to ``None`` and can be calculated if needed."""
89
-
90
- self.loss: torch.Tensor | Any | None = loss
91
- """loss with current parameters."""
92
-
93
- self.loss_approx: torch.Tensor | Any | None = None
94
- """loss at a point near current point. This can be useful as some modules only calculate loss at perturbed points,
95
- whereas some other modules require loss strictly at current point."""
96
-
97
- self.post_step_hooks: list[Callable[[Modular, Var]]] = []
98
- """list of functions to be called after optimizer step.
99
-
100
- This attribute should always be modified in-place (using ``append`` or ``extend``).
101
-
102
- The signature is:
103
-
104
- ```python
105
- def hook(optimizer: Modular, var: Vars): ...
106
- ```
107
- """
108
-
109
- self.stop: bool = False
110
- """if True, all following modules will be skipped.
111
- If this module is a child, it only affects modules at the same level (in the same Chain)."""
112
-
113
- self.skip_update: bool = False
114
- """if True, the parameters will not be updated."""
115
-
116
- # self.storage: dict = {}
117
- # """Storage for any other data, such as hessian estimates, etc."""
118
-
119
- self.attrs: dict = {}
120
- """attributes, Modular.attrs is updated with this after each step. This attribute should always be modified in-place"""
121
-
122
- if storage is None: storage = {}
123
- self.storage: dict = storage
124
- """additional kwargs passed to closure will end up in this dict. This attribute should always be modified in-place"""
125
-
126
- self.should_terminate: bool | None = None
127
- """termination criteria, Modular.should_terminate is set to this after each step if not None"""
128
-
129
- def get_loss(self, backward: bool, retain_graph = None, create_graph: bool = False) -> torch.Tensor | float:
130
- """Returns the loss at current parameters, computing it if it hasn't been computed already and assigning ``var.loss``.
131
- Do not call this at perturbed parameters. Backward always sets grads to None before recomputing."""
132
- if self.loss is None:
133
-
134
- if self.closure is None: raise RuntimeError("closure is None")
135
- if backward:
136
- with torch.enable_grad():
137
- self.loss = self.loss_approx = _closure_backward(
138
- closure=self.closure, params=self.params, retain_graph=retain_graph, create_graph=create_graph
139
- )
140
-
141
- # initializing to zeros_like is equivalent to using zero_grad with set_to_none = False.
142
- # it is technically a more correct approach for when some parameters conditionally receive gradients
143
- # and in this case it shouldn't be slower.
144
-
145
- # next time closure() is called, it will set grad to None.
146
- # zero_grad(set_to_none=False) shouldn't be used (I should add a warning)
147
- self.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.params]
148
- else:
149
- self.loss = self.loss_approx = self.closure(False)
150
-
151
- # 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.
152
- # and now it is requested to be evaluated with backward.
153
- if backward and self.grad is None:
154
- 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.')
155
- if self.closure is None: raise RuntimeError("closure is None")
156
-
157
- with torch.enable_grad():
158
- self.loss = self.loss_approx = _closure_backward(
159
- closure=self.closure, params=self.params, retain_graph=retain_graph, create_graph=create_graph
160
- )
161
- self.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.params]
162
-
163
- # set parent grad
164
- if self.parent is not None:
165
- # the way projections/split work, they make a new closure which evaluates original
166
- # closure and projects the gradient, and set it as their var.closure.
167
- # then on `get_loss(backward=True)` it is called, so it also sets original parameters gradient.
168
- # and we set it to parent var here.
169
- if self.parent.loss is None: self.parent.loss = self.loss
170
- if self.parent.grad is None and backward:
171
- if all(p.grad is None for p in self.parent.params):
172
- warnings.warn("Parent grad is None after backward.")
173
- self.parent.grad = [p.grad if p.grad is not None else torch.zeros_like(p) for p in self.parent.params]
174
-
175
- return self.loss # type:ignore
176
-
177
- def get_grad(self, retain_graph: bool | None = None, create_graph: bool = False) -> list[torch.Tensor]:
178
- """Returns the gradient at initial parameters, computing it if it hasn't been computed already and assigning
179
- ``var.grad`` and potentially ``var.loss``. Do not call this at perturbed parameters."""
180
- if self.grad is None:
181
- if self.closure is None: raise RuntimeError("closure is None")
182
- self.get_loss(backward=True, retain_graph=retain_graph, create_graph=create_graph) # evaluate and set self.loss and self.grad
183
-
184
- assert self.grad is not None
185
- return self.grad
186
-
187
- def get_update(self) -> list[torch.Tensor]:
188
- """Returns the update. If update is None, it is initialized by cloning the gradients and assigning to ``var.update``.
189
- Computing the gradients may assign ``var.grad`` and ``var.loss`` if they haven't been computed.
190
- Do not call this at perturbed parameters."""
191
- if self.update is None: self.update = [g.clone() for g in self.get_grad()]
192
- return self.update
193
-
194
- def clone(self, clone_update: bool, parent: "Var | None" = None):
195
- """Creates a shallow copy of the Vars object, update can optionally be deep-copied (via ``torch.clone``).
196
-
197
- Setting ``parent`` is only if clone's parameters are something different,
198
- while clone's closure referes to the same objective but with a "view" on parameters.
199
- """
200
- copy = Var(params = self.params, closure=self.closure, model=self.model, current_step=self.current_step, parent=parent)
201
-
202
- if clone_update and self.update is not None:
203
- copy.update = [u.clone() for u in self.update]
204
- else:
205
- copy.update = self.update
206
-
207
- copy.grad = self.grad
208
- copy.loss = self.loss
209
- copy.loss_approx = self.loss_approx
210
- copy.closure = self.closure
211
- copy.post_step_hooks = self.post_step_hooks
212
- copy.stop = self.stop
213
- copy.skip_update = self.skip_update
214
-
215
- copy.modular = self.modular
216
- copy.attrs = self.attrs
217
- copy.storage = self.storage
218
- copy.should_terminate = self.should_terminate
219
-
220
- return copy
221
-
222
- def update_attrs_from_clone_(self, var: "Var"):
223
- """Updates attributes of this `Vars` instance from a cloned instance.
224
- Typically called after a child module has processed a cloned `Vars`
225
- object. This propagates any newly computed loss or gradient values
226
- from the child's context back to the parent `Vars` if the parent
227
- didn't have them computed already.
228
-
229
- Also, as long as ``post_step_hooks`` and ``attrs`` are modified in-place,
230
- if the child updates them, the update will affect the parent too.
231
- """
232
- if self.loss is None: self.loss = var.loss
233
- if self.loss_approx is None: self.loss_approx = var.loss_approx
234
- if self.grad is None: self.grad = var.grad
235
-
236
- if var.should_terminate is not None: self.should_terminate = var.should_terminate
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-
238
- def zero_grad(self, set_to_none=True):
239
- if set_to_none:
240
- for p in self.params: p.grad = None
241
- else:
242
- grads = [p.grad for p in self.params if p.grad is not None]
243
- if len(grads) != 0: torch._foreach_zero_(grads)
244
-
245
-
246
- # ------------------------------ HELPER METHODS ------------------------------ #
247
- @torch.no_grad
248
- def hessian_vector_product(
249
- self,
250
- v: Sequence[torch.Tensor],
251
- at_x0: bool,
252
- rgrad: Sequence[torch.Tensor] | None,
253
- hvp_method: Literal['autograd', 'forward', 'central'],
254
- h: float,
255
- normalize: bool,
256
- retain_graph: bool,
257
- ) -> tuple[list[torch.Tensor], Sequence[torch.Tensor] | None]:
258
- """
259
- Returns ``(Hvp, rgrad)``, where ``rgrad`` is gradient at current parameters,
260
- possibly with ``create_graph=True``, or it may be None with ``hvp_method="central"``.
261
- Gradient is set to vars automatically if ``at_x0``, you can always access it with ``vars.get_grad()``
262
-
263
- Single sample example:
264
-
265
- ```python
266
- Hvp, _ = self.hessian_vector_product(v, at_x0=True, rgrad=None, ..., retain_graph=False)
267
- ```
268
-
269
- Multiple samples example:
270
-
271
- ```python
272
- D = None
273
- rgrad = None
274
- for i in range(n_samples):
275
- v = [torch.randn_like(p) for p in params]
276
- Hvp, rgrad = self.hessian_vector_product(v, at_x0=True, rgrad=rgrad, ..., retain_graph=i < n_samples-1)
277
-
278
- if D is None: D = Hvp
279
- else: torch._foreach_add_(D, Hvp)
280
-
281
- if n_samples > 1: torch._foreach_div_(D, n_samples)
282
- ```
283
-
284
- Args:
285
- v (Sequence[torch.Tensor]): vector in hessian-vector product
286
- at_x0 (bool): whether this is being called at original or perturbed parameters.
287
- var (Var): Var
288
- rgrad (Sequence[torch.Tensor] | None): pass None initially, then pass what this returns.
289
- hvp_method (str): hvp method.
290
- h (float): finite difference step size
291
- normalize (bool): whether to normalize v for finite difference
292
- retain_grad (bool): retain grad
293
- """
294
- # get grad
295
- if rgrad is None and hvp_method in ('autograd', 'forward'):
296
- if at_x0: rgrad = self.get_grad(create_graph = hvp_method=='autograd')
297
- else:
298
- if self.closure is None: raise RuntimeError("Closure is required to calculate HVp")
299
- with torch.enable_grad():
300
- loss = self.closure()
301
- rgrad = torch.autograd.grad(loss, self.params, create_graph = hvp_method=='autograd')
302
-
303
- if hvp_method == 'autograd':
304
- assert rgrad is not None
305
- Hvp = hvp(self.params, rgrad, v, retain_graph=retain_graph)
306
-
307
- elif hvp_method == 'forward':
308
- assert rgrad is not None
309
- loss, Hvp = hvp_fd_forward(self.closure, self.params, v, h=h, g_0=rgrad, normalize=normalize)
310
-
311
- elif hvp_method == 'central':
312
- loss, Hvp = hvp_fd_central(self.closure, self.params, v, h=h, normalize=normalize)
313
-
314
- else:
315
- raise ValueError(hvp_method)
316
-
317
- return list(Hvp), rgrad
318
-
319
- @torch.no_grad
320
- def hessian_matrix_product(
321
- self,
322
- M: torch.Tensor,
323
- at_x0: bool,
324
- rgrad: Sequence[torch.Tensor] | None,
325
- hvp_method: Literal["batched", 'autograd', 'forward', 'central'],
326
- h: float,
327
- normalize: bool,
328
- retain_graph: bool,
329
- ) -> tuple[torch.Tensor, Sequence[torch.Tensor] | None]:
330
- """M is (n_dim, n_hvps), computes H @ M - (n_dim, n_hvps)."""
331
-
332
- # get grad
333
- if rgrad is None and hvp_method in ('autograd', 'forward', "batched"):
334
- if at_x0: rgrad = self.get_grad(create_graph = hvp_method in ('autograd', "batched"))
335
- else:
336
- if self.closure is None: raise RuntimeError("Closure is required to calculate HVp")
337
- with torch.enable_grad():
338
- loss = self.closure()
339
- create_graph = hvp_method in ('autograd', "batched")
340
- rgrad = torch.autograd.grad(loss, self.params, create_graph=create_graph)
341
-
342
- if hvp_method == "batched":
343
- assert rgrad is not None
344
- with torch.enable_grad():
345
- flat_inputs = torch.cat([g.ravel() for g in rgrad])
346
- HM_list = torch.autograd.grad(flat_inputs, self.params, grad_outputs=M.T, is_grads_batched=True, retain_graph=retain_graph)
347
- HM = flatten_jacobian(HM_list).T
348
-
349
- elif hvp_method == 'autograd':
350
- assert rgrad is not None
351
- with torch.enable_grad():
352
- flat_inputs = torch.cat([g.ravel() for g in rgrad])
353
- HV_tensors = [torch.autograd.grad(
354
- flat_inputs, self.params, grad_outputs=col,
355
- retain_graph = retain_graph or (i < M.size(1) - 1)
356
- ) for i,col in enumerate(M.unbind(1))]
357
- HM_list = [torch.cat([t.ravel() for t in tensors]) for tensors in HV_tensors]
358
- HM = torch.stack(HM_list, 1)
359
-
360
- elif hvp_method == 'forward':
361
- assert rgrad is not None
362
- HV_tensors = [hvp_fd_forward(self.closure, self.params, vec_to_tensors(col, self.params), h=h, g_0=rgrad, normalize=normalize)[1] for col in M.unbind(1)]
363
- HM_list = [torch.cat([t.ravel() for t in tensors]) for tensors in HV_tensors]
364
- HM = flatten_jacobian(HM_list)
365
-
366
- elif hvp_method == 'central':
367
- HV_tensors = [hvp_fd_central(self.closure, self.params, vec_to_tensors(col, self.params), h=h, normalize=normalize)[1] for col in M.unbind(1)]
368
- HM_list = [torch.cat([t.ravel() for t in tensors]) for tensors in HV_tensors]
369
- HM = flatten_jacobian(HM_list)
370
-
371
- else:
372
- raise ValueError(hvp_method)
373
-
374
- return HM, rgrad
375
-
376
- # endregion
@@ -1,160 +0,0 @@
1
- from collections.abc import Sequence
2
- from functools import partial
3
- from operator import itemgetter
4
- from typing import Literal
5
-
6
- import torch
7
-
8
- from ...core import Target, Transform
9
- from ...utils import NumberList, TensorList, unpack_dicts, unpack_states
10
- from ..functional import ema_, ema_sq_, sqrt_ema_sq_
11
- from ..momentum.momentum import nag_
12
- from ..ops.higher_level import EMASquared, SqrtEMASquared
13
-
14
-
15
- def precentered_ema_sq_(
16
- tensors: TensorList,
17
- exp_avg_: TensorList,
18
- exp_avg_sq_: TensorList,
19
- beta1: float | NumberList,
20
- beta2: float | NumberList,
21
- step: int,
22
- min_step: int,
23
- pow: float,
24
- max_exp_avg_sq_: TensorList | None,
25
- ):
26
- """
27
- Squared EMA of (update - 1st EMA). Starts taking effect after `min_step` to avoid division by epsilon.
28
-
29
- returns `exp_avg_sq_` or `max_exp_avg_sq_`.
30
- """
31
- exp_avg_ = ema_(tensors, exp_avg_=exp_avg_, beta=beta1, dampening=0, lerp=False)
32
-
33
- if step < min_step: centered_update = tensors
34
- else: centered_update = tensors - exp_avg_
35
-
36
- exp_avg_sq_=ema_sq_(
37
- centered_update,
38
- exp_avg_sq_=exp_avg_sq_,
39
- beta=beta2,
40
- pow=pow,
41
- max_exp_avg_sq_=max_exp_avg_sq_,
42
- )
43
- return exp_avg_sq_
44
-
45
- class PrecenteredEMASquared(Transform):
46
- """Maintains un-squared EMA, the updates are centered by it before being fed into squared EMA."""
47
- def __init__(self, beta1:float=0.99, beta2=0.99, min_step: int = 2, amsgrad=False, pow:float=2, target: Target = 'update'):
48
- defaults = dict(beta1=beta1,beta2=beta2,pow=pow,amsgrad=amsgrad, min_step=min_step)
49
- super().__init__(defaults, uses_grad=False, target=target)
50
-
51
- @torch.no_grad
52
- def apply_tensors(self, tensors, params, grads, loss, states, settings):
53
- step = self.global_state['step'] = self.global_state.get('step', 0) + 1
54
-
55
- beta1, beta2 = unpack_dicts(settings, 'beta1','beta2', cls=NumberList)
56
- amsgrad, pow, min_step = itemgetter('amsgrad', 'pow', 'min_step')(settings[0])
57
-
58
- if amsgrad:
59
- exp_avg, exp_avg_sq, max_exp_avg_sq = unpack_states(states, tensors, 'exp_avg', 'exp_avg_sq', 'max_exp_avg_sq', cls=TensorList)
60
- else:
61
- exp_avg, exp_avg_sq = unpack_states(states, tensors, 'exp_avg', 'exp_avg_sq', cls=TensorList)
62
- max_exp_avg_sq = None
63
-
64
- return precentered_ema_sq_(
65
- TensorList(tensors),
66
- exp_avg_ = exp_avg,
67
- exp_avg_sq_=exp_avg_sq,
68
- beta1=beta1,
69
- beta2=beta2,
70
- step = step,
71
- min_step=min_step,
72
- pow=pow,
73
- max_exp_avg_sq_=max_exp_avg_sq,
74
- ).clone()
75
-
76
-
77
- def nag_ema_sq_(
78
- tensors: TensorList,
79
- exp_avg_sq_: TensorList,
80
- beta: float | NumberList,
81
- max_exp_avg_sq_: TensorList | None,
82
- pow: float,
83
- lerp:bool=True,
84
- ):
85
- """
86
- Nesterov EMA of squared tensors.
87
-
88
- Returns `exp_avg_sq_` or `max_exp_avg_sq_`.
89
- """
90
- if pow == 1: tensors = tensors.abs()
91
- elif pow%2 == 0: tensors = tensors.pow(pow)
92
- else: tensors = tensors.pow(pow).abs()
93
-
94
- exp_avg_sq_=nag_(tensors,velocity_=exp_avg_sq_,momentum=beta,dampening=0,lerp=lerp,)
95
-
96
- # AMSGrad
97
- if max_exp_avg_sq_ is not None:
98
- max_exp_avg_sq_.maximum_(exp_avg_sq_)
99
- exp_avg_sq_ = max_exp_avg_sq_
100
-
101
- return exp_avg_sq_
102
-
103
- def sqrt_nag_ema_sq_(
104
- tensors: TensorList,
105
- exp_avg_sq_: TensorList,
106
- beta: float | NumberList,
107
- max_exp_avg_sq_: TensorList | None,
108
- debiased: bool,
109
- step: int,
110
- pow: float,
111
- lerp:bool=False,
112
- ):
113
- """
114
- Square root of nesterov EMA of squared tensors.
115
-
116
- Returns new tensors.
117
- """
118
- return sqrt_ema_sq_(tensors=tensors,exp_avg_sq_=exp_avg_sq_,beta=beta,max_exp_avg_sq_=max_exp_avg_sq_,
119
- pow=pow,debiased=debiased,step=step,ema_sq_fn=partial(nag_ema_sq_,lerp=lerp))
120
-
121
- class NesterovEMASquared(EMASquared):
122
- """squared momentum with nesterov momentum rule"""
123
- EMA_SQ_FN = staticmethod(nag_ema_sq_)
124
-
125
- class SqrtNesterovEMASquared(SqrtEMASquared):
126
- """square root of squared momentum with nesterov momentum rule"""
127
- SQRT_EMA_SQ_FN = staticmethod(sqrt_nag_ema_sq_)
128
-
129
-
130
- def coordinate_momentum_(
131
- tensors: TensorList,
132
- velocity_: TensorList,
133
- p: float | NumberList,
134
- ):
135
- """
136
- sets `velocity_` to p% random values from `tensors`.
137
-
138
- Returns `velocity_`
139
- """
140
- mask = tensors.bernoulli_like(p).as_bool()
141
- velocity_.masked_set_(mask, tensors)
142
- return velocity_
143
-
144
-
145
- class CoordinateMomentum(Transform):
146
- """Maintains a momentum buffer, on each step each value in the buffer has :code:`p` chance to be updated with the new value.
147
-
148
- Args:
149
- p (float, optional): _description_. Defaults to 0.1.
150
- target (Target, optional): _description_. Defaults to 'update'.
151
- """
152
- def __init__(self, p: float = 0.1, target: Target = 'update'):
153
- defaults = dict(p=p)
154
- super().__init__(defaults, uses_grad=False, target=target)
155
-
156
- @torch.no_grad
157
- def apply_tensors(self, tensors, params, grads, loss, states, settings):
158
- p = NumberList(s['p'] for s in settings)
159
- velocity = unpack_states(states, tensors, 'velocity', cls=TensorList)
160
- return coordinate_momentum_(TensorList(tensors), velocity_=velocity, p=p).clone()