torchzero 0.3.15__py3-none-any.whl → 0.4.1__py3-none-any.whl

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Files changed (187) hide show
  1. tests/test_identical.py +22 -22
  2. tests/test_module_autograd.py +586 -0
  3. tests/test_objective.py +188 -0
  4. tests/test_opts.py +225 -214
  5. tests/test_tensorlist.py +0 -8
  6. tests/test_utils_optimizer.py +0 -1
  7. torchzero/__init__.py +2 -2
  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 +53 -57
  12. torchzero/core/module.py +132 -52
  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 +11 -0
  17. torchzero/linalg/eigh.py +253 -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 +93 -0
  22. torchzero/{utils/linalg → linalg}/qr.py +16 -2
  23. torchzero/{utils/linalg → linalg}/solve.py +74 -88
  24. torchzero/linalg/svd.py +47 -0
  25. torchzero/linalg/torch_linalg.py +168 -0
  26. torchzero/modules/__init__.py +4 -3
  27. torchzero/modules/adaptive/__init__.py +11 -3
  28. torchzero/modules/adaptive/adagrad.py +167 -217
  29. torchzero/modules/adaptive/adahessian.py +76 -105
  30. torchzero/modules/adaptive/adam.py +53 -76
  31. torchzero/modules/adaptive/adan.py +50 -31
  32. torchzero/modules/adaptive/adaptive_heavyball.py +12 -7
  33. torchzero/modules/adaptive/aegd.py +12 -12
  34. torchzero/modules/adaptive/esgd.py +98 -119
  35. torchzero/modules/adaptive/ggt.py +186 -0
  36. torchzero/modules/adaptive/lion.py +7 -11
  37. torchzero/modules/adaptive/lre_optimizers.py +299 -0
  38. torchzero/modules/adaptive/mars.py +7 -7
  39. torchzero/modules/adaptive/matrix_momentum.py +48 -52
  40. torchzero/modules/adaptive/msam.py +71 -53
  41. torchzero/modules/adaptive/muon.py +67 -129
  42. torchzero/modules/adaptive/natural_gradient.py +63 -41
  43. torchzero/modules/adaptive/orthograd.py +11 -15
  44. torchzero/modules/adaptive/psgd/__init__.py +5 -0
  45. torchzero/modules/adaptive/psgd/_psgd_utils.py +37 -0
  46. torchzero/modules/adaptive/psgd/psgd.py +1390 -0
  47. torchzero/modules/adaptive/psgd/psgd_dense_newton.py +174 -0
  48. torchzero/modules/adaptive/psgd/psgd_kron_newton.py +203 -0
  49. torchzero/modules/adaptive/psgd/psgd_kron_whiten.py +185 -0
  50. torchzero/modules/adaptive/psgd/psgd_lra_newton.py +118 -0
  51. torchzero/modules/adaptive/psgd/psgd_lra_whiten.py +116 -0
  52. torchzero/modules/adaptive/rmsprop.py +83 -75
  53. torchzero/modules/adaptive/rprop.py +48 -47
  54. torchzero/modules/adaptive/sam.py +55 -45
  55. torchzero/modules/adaptive/shampoo.py +149 -130
  56. torchzero/modules/adaptive/soap.py +207 -143
  57. torchzero/modules/adaptive/sophia_h.py +106 -130
  58. torchzero/modules/clipping/clipping.py +22 -25
  59. torchzero/modules/clipping/ema_clipping.py +31 -25
  60. torchzero/modules/clipping/growth_clipping.py +14 -17
  61. torchzero/modules/conjugate_gradient/cg.py +27 -38
  62. torchzero/modules/experimental/__init__.py +7 -6
  63. torchzero/modules/experimental/adanystrom.py +258 -0
  64. torchzero/modules/experimental/common_directions_whiten.py +142 -0
  65. torchzero/modules/experimental/coordinate_momentum.py +36 -0
  66. torchzero/modules/experimental/cubic_adam.py +160 -0
  67. torchzero/modules/experimental/curveball.py +25 -41
  68. torchzero/modules/experimental/eigen_sr1.py +182 -0
  69. torchzero/modules/experimental/eigengrad.py +207 -0
  70. torchzero/modules/experimental/gradmin.py +2 -2
  71. torchzero/modules/experimental/higher_order_newton.py +14 -40
  72. torchzero/modules/experimental/l_infinity.py +1 -1
  73. torchzero/modules/experimental/matrix_nag.py +122 -0
  74. torchzero/modules/experimental/newton_solver.py +23 -54
  75. torchzero/modules/experimental/newtonnewton.py +45 -48
  76. torchzero/modules/experimental/reduce_outward_lr.py +7 -7
  77. torchzero/modules/experimental/scipy_newton_cg.py +21 -24
  78. torchzero/modules/experimental/spsa1.py +3 -3
  79. torchzero/modules/experimental/structural_projections.py +1 -4
  80. torchzero/modules/grad_approximation/fdm.py +2 -2
  81. torchzero/modules/grad_approximation/forward_gradient.py +7 -7
  82. torchzero/modules/grad_approximation/grad_approximator.py +23 -16
  83. torchzero/modules/grad_approximation/rfdm.py +24 -21
  84. torchzero/modules/least_squares/gn.py +121 -50
  85. torchzero/modules/line_search/backtracking.py +4 -4
  86. torchzero/modules/line_search/line_search.py +33 -33
  87. torchzero/modules/line_search/strong_wolfe.py +4 -4
  88. torchzero/modules/misc/debug.py +12 -12
  89. torchzero/modules/misc/escape.py +10 -10
  90. torchzero/modules/misc/gradient_accumulation.py +11 -79
  91. torchzero/modules/misc/homotopy.py +16 -8
  92. torchzero/modules/misc/misc.py +121 -123
  93. torchzero/modules/misc/multistep.py +52 -53
  94. torchzero/modules/misc/regularization.py +49 -44
  95. torchzero/modules/misc/split.py +31 -29
  96. torchzero/modules/misc/switch.py +37 -32
  97. torchzero/modules/momentum/averaging.py +14 -14
  98. torchzero/modules/momentum/cautious.py +37 -31
  99. torchzero/modules/momentum/momentum.py +12 -12
  100. torchzero/modules/ops/__init__.py +4 -4
  101. torchzero/modules/ops/accumulate.py +21 -21
  102. torchzero/modules/ops/binary.py +67 -66
  103. torchzero/modules/ops/higher_level.py +20 -20
  104. torchzero/modules/ops/multi.py +44 -41
  105. torchzero/modules/ops/reduce.py +26 -23
  106. torchzero/modules/ops/unary.py +53 -53
  107. torchzero/modules/ops/utility.py +47 -46
  108. torchzero/modules/{functional.py → opt_utils.py} +1 -1
  109. torchzero/modules/projections/galore.py +1 -1
  110. torchzero/modules/projections/projection.py +46 -43
  111. torchzero/modules/quasi_newton/__init__.py +1 -1
  112. torchzero/modules/quasi_newton/damping.py +2 -2
  113. torchzero/modules/quasi_newton/diagonal_quasi_newton.py +1 -1
  114. torchzero/modules/quasi_newton/lbfgs.py +10 -10
  115. torchzero/modules/quasi_newton/lsr1.py +10 -10
  116. torchzero/modules/quasi_newton/quasi_newton.py +54 -39
  117. torchzero/modules/quasi_newton/sg2.py +69 -205
  118. torchzero/modules/restarts/restars.py +39 -37
  119. torchzero/modules/second_order/__init__.py +2 -2
  120. torchzero/modules/second_order/ifn.py +31 -62
  121. torchzero/modules/second_order/inm.py +57 -53
  122. torchzero/modules/second_order/multipoint.py +40 -80
  123. torchzero/modules/second_order/newton.py +165 -196
  124. torchzero/modules/second_order/newton_cg.py +105 -157
  125. torchzero/modules/second_order/nystrom.py +216 -185
  126. torchzero/modules/second_order/rsn.py +132 -125
  127. torchzero/modules/smoothing/laplacian.py +13 -12
  128. torchzero/modules/smoothing/sampling.py +10 -10
  129. torchzero/modules/step_size/adaptive.py +24 -24
  130. torchzero/modules/step_size/lr.py +17 -17
  131. torchzero/modules/termination/termination.py +32 -30
  132. torchzero/modules/trust_region/cubic_regularization.py +3 -3
  133. torchzero/modules/trust_region/levenberg_marquardt.py +25 -28
  134. torchzero/modules/trust_region/trust_cg.py +2 -2
  135. torchzero/modules/trust_region/trust_region.py +27 -22
  136. torchzero/modules/variance_reduction/svrg.py +23 -21
  137. torchzero/modules/weight_decay/__init__.py +2 -1
  138. torchzero/modules/weight_decay/reinit.py +83 -0
  139. torchzero/modules/weight_decay/weight_decay.py +17 -18
  140. torchzero/modules/wrappers/optim_wrapper.py +14 -14
  141. torchzero/modules/zeroth_order/cd.py +10 -7
  142. torchzero/optim/mbs.py +291 -0
  143. torchzero/optim/root.py +3 -3
  144. torchzero/optim/utility/split.py +2 -1
  145. torchzero/optim/wrappers/directsearch.py +27 -63
  146. torchzero/optim/wrappers/fcmaes.py +14 -35
  147. torchzero/optim/wrappers/mads.py +11 -31
  148. torchzero/optim/wrappers/moors.py +66 -0
  149. torchzero/optim/wrappers/nevergrad.py +4 -13
  150. torchzero/optim/wrappers/nlopt.py +31 -25
  151. torchzero/optim/wrappers/optuna.py +8 -13
  152. torchzero/optim/wrappers/pybobyqa.py +124 -0
  153. torchzero/optim/wrappers/scipy/__init__.py +7 -0
  154. torchzero/optim/wrappers/scipy/basin_hopping.py +117 -0
  155. torchzero/optim/wrappers/scipy/brute.py +48 -0
  156. torchzero/optim/wrappers/scipy/differential_evolution.py +80 -0
  157. torchzero/optim/wrappers/scipy/direct.py +69 -0
  158. torchzero/optim/wrappers/scipy/dual_annealing.py +115 -0
  159. torchzero/optim/wrappers/scipy/experimental.py +141 -0
  160. torchzero/optim/wrappers/scipy/minimize.py +151 -0
  161. torchzero/optim/wrappers/scipy/sgho.py +111 -0
  162. torchzero/optim/wrappers/wrapper.py +121 -0
  163. torchzero/utils/__init__.py +7 -25
  164. torchzero/utils/benchmarks/__init__.py +0 -0
  165. torchzero/utils/benchmarks/logistic.py +122 -0
  166. torchzero/utils/compile.py +2 -2
  167. torchzero/utils/derivatives.py +97 -73
  168. torchzero/utils/optimizer.py +4 -77
  169. torchzero/utils/python_tools.py +31 -0
  170. torchzero/utils/tensorlist.py +11 -5
  171. torchzero/utils/thoad_tools.py +68 -0
  172. {torchzero-0.3.15.dist-info → torchzero-0.4.1.dist-info}/METADATA +1 -1
  173. torchzero-0.4.1.dist-info/RECORD +209 -0
  174. tests/test_vars.py +0 -185
  175. torchzero/core/var.py +0 -376
  176. torchzero/modules/adaptive/lmadagrad.py +0 -186
  177. torchzero/modules/experimental/momentum.py +0 -160
  178. torchzero/optim/wrappers/scipy.py +0 -572
  179. torchzero/utils/linalg/__init__.py +0 -12
  180. torchzero/utils/linalg/matrix_funcs.py +0 -87
  181. torchzero/utils/linalg/orthogonalize.py +0 -12
  182. torchzero/utils/linalg/svd.py +0 -20
  183. torchzero/utils/ops.py +0 -10
  184. torchzero-0.3.15.dist-info/RECORD +0 -175
  185. /torchzero/{utils/linalg → linalg}/benchmark.py +0 -0
  186. {torchzero-0.3.15.dist-info → torchzero-0.4.1.dist-info}/WHEEL +0 -0
  187. {torchzero-0.3.15.dist-info → torchzero-0.4.1.dist-info}/top_level.txt +0 -0
@@ -3,12 +3,20 @@ from collections.abc import Callable, Sequence
3
3
 
4
4
  import torch
5
5
 
6
- from .chain import Chain
7
6
  from .module import Chainable, Module
8
- from .var import Var
7
+ from .objective import Objective
9
8
 
10
9
 
11
10
  class Reformulation(Module, ABC):
11
+ """Reformulation allows the definition of a new closure which returns custom loss and gradient.
12
+
13
+ If ``modules`` are passed, steps with those modules using the reformulated closure. Only ``step`` method is supported.
14
+
15
+ If ``modules`` is ``None``, sets new closure to the objective so that all further modules use it.
16
+ In that case make sure this method is first.
17
+
18
+ To use this, subclass and override ``closure`` and optionally ``pre_step``.
19
+ """
12
20
  def __init__(self, defaults: dict | None, modules: Chainable | None):
13
21
  super().__init__(defaults)
14
22
 
@@ -16,30 +24,52 @@ class Reformulation(Module, ABC):
16
24
  self.set_child("modules", modules)
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25
 
18
26
  @abstractmethod
19
- def closure(self, backward: bool, closure: Callable, params:list[torch.Tensor], var: Var) -> tuple[float | torch.Tensor, Sequence[torch.Tensor] | None]:
27
+ def closure(self, backward: bool, closure: Callable, params:list[torch.Tensor], objective: Objective) -> tuple[float | torch.Tensor, Sequence[torch.Tensor] | None]:
20
28
  """
21
- returns (loss, gradient), if backward is False then gradient can be None.
29
+ returns ``(loss, gradient)``, if backward is False then gradient can be None.
22
30
 
23
- If evaluating original loss/gradient at x_0, set them to ``var``.
31
+ If evaluating original loss/gradient at ``x0``, set them to ``objective``.
24
32
  """
25
33
 
26
- def pre_step(self, var: Var) -> Var | None:
27
- """This runs once before each step, whereas `closure` may run multiple times per step if further modules
34
+ def pre_step(self, objective: Objective):
35
+ """This runs once before each step, whereas ``closure`` may run multiple times per step if further modules
28
36
  evaluate gradients at multiple points. This is useful for example to pre-generate new random perturbations."""
29
37
 
30
- def step(self, var):
31
- ret = self.pre_step(var) # pylint:disable = assignment-from-no-return
32
- if isinstance(ret, Var): var = ret
38
+ def update(self, objective):
39
+ if "modules" in self.children:
40
+ raise RuntimeError("Reformulation ({self.__class__.__name__} only supports `step` method if it has sub-modules.)")
41
+
42
+ self.pre_step(objective) # pylint:disable = assignment-from-no-return
43
+
44
+ if objective.closure is None: raise RuntimeError("Reformulation requires closure")
45
+ params, closure = objective.params, objective.closure # make sure to decouple from `objective` object
46
+
47
+ # define modified closure and set objective to use it
48
+ def modified_closure(backward=True):
49
+ loss, grad = self.closure(backward, closure, params, objective)
33
50
 
34
- if var.closure is None: raise RuntimeError("Reformulation requires closure")
35
- params, closure = var.params, var.closure
51
+ if grad is not None:
52
+ for p,g in zip(params, grad):
53
+ p.grad = g
54
+
55
+ return loss
56
+
57
+ objective.closure = modified_closure
58
+
59
+ def apply(self, objective): return objective
60
+
61
+ def step(self, objective):
36
62
 
37
- # step with children
38
63
  if 'modules' in self.children:
39
64
 
65
+ self.pre_step(objective) # pylint:disable = assignment-from-no-return
66
+
67
+ if objective.closure is None: raise RuntimeError("Reformulation requires closure")
68
+ params, closure = objective.params, objective.closure # make sure to decouple from `objective` object
69
+
40
70
  # make a reformulated closure
41
71
  def modified_closure(backward=True):
42
- loss, grad = self.closure(backward, closure, params, var)
72
+ loss, grad = self.closure(backward, closure, params, objective)
43
73
 
44
74
  if grad is not None:
45
75
  for p,g in zip(params, grad):
@@ -47,21 +77,22 @@ class Reformulation(Module, ABC):
47
77
 
48
78
  return loss
49
79
 
50
- # set it to a new Var object
51
- modified_var = var.clone(clone_update=False)
52
- modified_var.closure = modified_closure
80
+ # set it to a new Objective object
81
+ modified_objective = objective.clone(clone_updates=False)
82
+ modified_objective.closure = modified_closure
53
83
 
54
- # step with child
84
+ # update the child
55
85
  modules = self.children['modules']
56
- modified_var = modules.step(modified_var)
86
+ modified_objective = modules.step(modified_objective)
57
87
 
58
88
  # modified_var.loss and grad refers to loss and grad of a modified objective
59
89
  # so we only take the update
60
- var.update = modified_var.update
90
+ objective.updates = modified_objective.updates
61
91
 
62
- # or just evaluate new closure and set to update
92
+ # or just set closure to a modified one
93
+ # update already calls self.pre_step
63
94
  else:
64
- loss, grad = self.closure(backward=True, closure=closure, params=params, var=var)
65
- if grad is not None: var.update = list(grad)
95
+ self.update(objective)
96
+ self.apply(objective) # does nothing unless overridden
66
97
 
67
- return var
98
+ return objective