torchzero 0.3.9__tar.gz → 0.3.11__tar.gz
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.
- {torchzero-0.3.9 → torchzero-0.3.11}/PKG-INFO +76 -51
- {torchzero-0.3.9 → torchzero-0.3.11}/README.md +75 -50
- {torchzero-0.3.9 → torchzero-0.3.11}/docs/source/conf.py +6 -4
- torchzero-0.3.11/docs/source/docstring template.py +46 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/pyproject.toml +2 -2
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_identical.py +2 -3
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_opts.py +115 -68
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_tensorlist.py +2 -2
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_vars.py +62 -61
- torchzero-0.3.11/torchzero/core/__init__.py +2 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/core/module.py +185 -53
- torchzero-0.3.11/torchzero/core/transform.py +420 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/__init__.py +3 -1
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/clipping/clipping.py +120 -23
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/clipping/ema_clipping.py +37 -22
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/clipping/growth_clipping.py +20 -21
- torchzero-0.3.11/torchzero/modules/experimental/__init__.py +41 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/absoap.py +53 -156
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/adadam.py +22 -15
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/adamY.py +21 -25
- torchzero-0.3.11/torchzero/modules/experimental/adam_lambertw.py +149 -0
- torchzero-0.3.9/torchzero/modules/line_search/trust_region.py → torchzero-0.3.11/torchzero/modules/experimental/adaptive_step_size.py +37 -8
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/adasoap.py +24 -129
- torchzero-0.3.11/torchzero/modules/experimental/cosine.py +214 -0
- torchzero-0.3.11/torchzero/modules/experimental/cubic_adam.py +97 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/curveball.py +12 -12
- {torchzero-0.3.9/torchzero/modules/projections → torchzero-0.3.11/torchzero/modules/experimental}/dct.py +11 -11
- torchzero-0.3.11/torchzero/modules/experimental/eigendescent.py +120 -0
- torchzero-0.3.11/torchzero/modules/experimental/etf.py +195 -0
- torchzero-0.3.11/torchzero/modules/experimental/exp_adam.py +113 -0
- torchzero-0.3.11/torchzero/modules/experimental/expanded_lbfgs.py +141 -0
- {torchzero-0.3.9/torchzero/modules/projections → torchzero-0.3.11/torchzero/modules/experimental}/fft.py +10 -10
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/gradmin.py +2 -2
- torchzero-0.3.11/torchzero/modules/experimental/hnewton.py +85 -0
- {torchzero-0.3.9/torchzero/modules/quasi_newton → torchzero-0.3.11/torchzero/modules}/experimental/modular_lbfgs.py +49 -50
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/newton_solver.py +11 -11
- torchzero-0.3.11/torchzero/modules/experimental/newtonnewton.py +92 -0
- torchzero-0.3.11/torchzero/modules/experimental/parabolic_search.py +220 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/reduce_outward_lr.py +10 -7
- torchzero-0.3.9/torchzero/modules/projections/structural.py → torchzero-0.3.11/torchzero/modules/experimental/structural_projections.py +12 -54
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/experimental/subspace_preconditioners.py +20 -10
- torchzero-0.3.11/torchzero/modules/experimental/tensor_adagrad.py +42 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/functional.py +12 -2
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/grad_approximation/fdm.py +31 -4
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/grad_approximation/forward_gradient.py +17 -7
- torchzero-0.3.11/torchzero/modules/grad_approximation/grad_approximator.py +111 -0
- torchzero-0.3.11/torchzero/modules/grad_approximation/rfdm.py +519 -0
- torchzero-0.3.11/torchzero/modules/higher_order/__init__.py +1 -0
- torchzero-0.3.11/torchzero/modules/higher_order/higher_order_newton.py +319 -0
- torchzero-0.3.11/torchzero/modules/line_search/__init__.py +5 -0
- torchzero-0.3.11/torchzero/modules/line_search/adaptive.py +99 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/line_search/backtracking.py +75 -31
- torchzero-0.3.11/torchzero/modules/line_search/line_search.py +239 -0
- torchzero-0.3.11/torchzero/modules/line_search/polynomial.py +233 -0
- torchzero-0.3.11/torchzero/modules/line_search/scipy.py +52 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/line_search/strong_wolfe.py +52 -36
- torchzero-0.3.11/torchzero/modules/misc/__init__.py +27 -0
- torchzero-0.3.11/torchzero/modules/misc/debug.py +48 -0
- torchzero-0.3.11/torchzero/modules/misc/escape.py +60 -0
- torchzero-0.3.11/torchzero/modules/misc/gradient_accumulation.py +70 -0
- torchzero-0.3.11/torchzero/modules/misc/misc.py +316 -0
- torchzero-0.3.11/torchzero/modules/misc/multistep.py +158 -0
- torchzero-0.3.11/torchzero/modules/misc/regularization.py +171 -0
- torchzero-0.3.11/torchzero/modules/misc/split.py +103 -0
- {torchzero-0.3.9/torchzero/modules/ops → torchzero-0.3.11/torchzero/modules/misc}/switch.py +48 -7
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/momentum/__init__.py +1 -1
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/momentum/averaging.py +25 -10
- torchzero-0.3.11/torchzero/modules/momentum/cautious.py +256 -0
- torchzero-0.3.11/torchzero/modules/momentum/ema.py +224 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/momentum/experimental.py +21 -13
- torchzero-0.3.11/torchzero/modules/momentum/matrix_momentum.py +193 -0
- torchzero-0.3.11/torchzero/modules/momentum/momentum.py +64 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/ops/__init__.py +3 -31
- torchzero-0.3.11/torchzero/modules/ops/accumulate.py +91 -0
- torchzero-0.3.11/torchzero/modules/ops/binary.py +286 -0
- torchzero-0.3.11/torchzero/modules/ops/multi.py +198 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/ops/reduce.py +31 -23
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/ops/unary.py +37 -21
- torchzero-0.3.11/torchzero/modules/ops/utility.py +120 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/__init__.py +12 -3
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/adagrad.py +48 -29
- torchzero-0.3.11/torchzero/modules/optimizers/adahessian.py +223 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/adam.py +35 -37
- torchzero-0.3.11/torchzero/modules/optimizers/adan.py +110 -0
- torchzero-0.3.11/torchzero/modules/optimizers/adaptive_heavyball.py +57 -0
- torchzero-0.3.11/torchzero/modules/optimizers/esgd.py +171 -0
- torchzero-0.3.11/torchzero/modules/optimizers/ladagrad.py +183 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/lion.py +4 -4
- torchzero-0.3.11/torchzero/modules/optimizers/mars.py +91 -0
- torchzero-0.3.11/torchzero/modules/optimizers/msam.py +186 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/muon.py +32 -7
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/orthograd.py +4 -5
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/rmsprop.py +19 -19
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/rprop.py +89 -52
- torchzero-0.3.11/torchzero/modules/optimizers/sam.py +163 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/shampoo.py +55 -27
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/optimizers/soap.py +40 -37
- torchzero-0.3.11/torchzero/modules/optimizers/sophia_h.py +186 -0
- torchzero-0.3.11/torchzero/modules/projections/__init__.py +3 -0
- torchzero-0.3.11/torchzero/modules/projections/cast.py +51 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/projections/galore.py +4 -2
- torchzero-0.3.11/torchzero/modules/projections/projection.py +338 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/__init__.py +46 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/cg.py +369 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/diagonal_quasi_newton.py +163 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/lbfgs.py +286 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/lsr1.py +218 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/quasi_newton.py +1331 -0
- torchzero-0.3.11/torchzero/modules/quasi_newton/trust_region.py +397 -0
- torchzero-0.3.11/torchzero/modules/second_order/__init__.py +3 -0
- torchzero-0.3.11/torchzero/modules/second_order/newton.py +338 -0
- torchzero-0.3.11/torchzero/modules/second_order/newton_cg.py +374 -0
- torchzero-0.3.11/torchzero/modules/second_order/nystrom.py +271 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/smoothing/gaussian.py +55 -21
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/smoothing/laplacian.py +20 -12
- torchzero-0.3.11/torchzero/modules/step_size/__init__.py +2 -0
- torchzero-0.3.11/torchzero/modules/step_size/adaptive.py +122 -0
- torchzero-0.3.11/torchzero/modules/step_size/lr.py +154 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/weight_decay/__init__.py +1 -1
- torchzero-0.3.11/torchzero/modules/weight_decay/weight_decay.py +168 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/wrappers/optim_wrapper.py +40 -12
- torchzero-0.3.11/torchzero/optim/wrappers/directsearch.py +281 -0
- torchzero-0.3.11/torchzero/optim/wrappers/fcmaes.py +105 -0
- torchzero-0.3.11/torchzero/optim/wrappers/mads.py +89 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/wrappers/nevergrad.py +20 -5
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/wrappers/nlopt.py +28 -14
- torchzero-0.3.11/torchzero/optim/wrappers/optuna.py +70 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/wrappers/scipy.py +167 -16
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/__init__.py +3 -7
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/derivatives.py +5 -4
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/__init__.py +1 -1
- torchzero-0.3.11/torchzero/utils/linalg/solve.py +408 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/numberlist.py +2 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/optimizer.py +55 -74
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/python_tools.py +27 -4
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/tensorlist.py +40 -28
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero.egg-info/PKG-INFO +76 -51
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero.egg-info/SOURCES.txt +48 -20
- torchzero-0.3.9/torchzero/core/__init__.py +0 -3
- torchzero-0.3.9/torchzero/core/preconditioner.py +0 -138
- torchzero-0.3.9/torchzero/core/transform.py +0 -252
- torchzero-0.3.9/torchzero/modules/experimental/__init__.py +0 -15
- torchzero-0.3.9/torchzero/modules/experimental/algebraic_newton.py +0 -145
- torchzero-0.3.9/torchzero/modules/experimental/soapy.py +0 -290
- torchzero-0.3.9/torchzero/modules/experimental/spectral.py +0 -288
- torchzero-0.3.9/torchzero/modules/experimental/structured_newton.py +0 -111
- torchzero-0.3.9/torchzero/modules/experimental/tropical_newton.py +0 -136
- torchzero-0.3.9/torchzero/modules/grad_approximation/grad_approximator.py +0 -66
- torchzero-0.3.9/torchzero/modules/grad_approximation/rfdm.py +0 -259
- torchzero-0.3.9/torchzero/modules/line_search/__init__.py +0 -5
- torchzero-0.3.9/torchzero/modules/line_search/line_search.py +0 -181
- torchzero-0.3.9/torchzero/modules/line_search/scipy.py +0 -37
- torchzero-0.3.9/torchzero/modules/lr/__init__.py +0 -2
- torchzero-0.3.9/torchzero/modules/lr/lr.py +0 -59
- torchzero-0.3.9/torchzero/modules/lr/step_size.py +0 -97
- torchzero-0.3.9/torchzero/modules/momentum/cautious.py +0 -181
- torchzero-0.3.9/torchzero/modules/momentum/ema.py +0 -173
- torchzero-0.3.9/torchzero/modules/momentum/matrix_momentum.py +0 -124
- torchzero-0.3.9/torchzero/modules/momentum/momentum.py +0 -43
- torchzero-0.3.9/torchzero/modules/ops/accumulate.py +0 -65
- torchzero-0.3.9/torchzero/modules/ops/binary.py +0 -240
- torchzero-0.3.9/torchzero/modules/ops/debug.py +0 -25
- torchzero-0.3.9/torchzero/modules/ops/misc.py +0 -419
- torchzero-0.3.9/torchzero/modules/ops/multi.py +0 -137
- torchzero-0.3.9/torchzero/modules/ops/split.py +0 -75
- torchzero-0.3.9/torchzero/modules/ops/utility.py +0 -112
- torchzero-0.3.9/torchzero/modules/optimizers/sophia_h.py +0 -129
- torchzero-0.3.9/torchzero/modules/projections/__init__.py +0 -5
- torchzero-0.3.9/torchzero/modules/projections/projection.py +0 -244
- torchzero-0.3.9/torchzero/modules/quasi_newton/__init__.py +0 -7
- torchzero-0.3.9/torchzero/modules/quasi_newton/cg.py +0 -218
- torchzero-0.3.9/torchzero/modules/quasi_newton/experimental/__init__.py +0 -1
- torchzero-0.3.9/torchzero/modules/quasi_newton/lbfgs.py +0 -229
- torchzero-0.3.9/torchzero/modules/quasi_newton/lsr1.py +0 -174
- torchzero-0.3.9/torchzero/modules/quasi_newton/olbfgs.py +0 -196
- torchzero-0.3.9/torchzero/modules/quasi_newton/quasi_newton.py +0 -476
- torchzero-0.3.9/torchzero/modules/second_order/__init__.py +0 -3
- torchzero-0.3.9/torchzero/modules/second_order/newton.py +0 -147
- torchzero-0.3.9/torchzero/modules/second_order/newton_cg.py +0 -84
- torchzero-0.3.9/torchzero/modules/second_order/nystrom.py +0 -168
- torchzero-0.3.9/torchzero/modules/weight_decay/weight_decay.py +0 -52
- torchzero-0.3.9/torchzero/utils/linalg/solve.py +0 -169
- {torchzero-0.3.9 → torchzero-0.3.11}/LICENSE +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/setup.cfg +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_module.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/tests/test_utils_optimizer.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/clipping/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/grad_approximation/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/smoothing/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/modules/wrappers/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/utility/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/utility/split.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/optim/wrappers/__init__.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/compile.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/benchmark.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/matrix_funcs.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/orthogonalize.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/qr.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/linalg/svd.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/ops.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/optuna_tools.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/params.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero/utils/torch_tools.py +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero.egg-info/dependency_links.txt +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero.egg-info/requires.txt +0 -0
- {torchzero-0.3.9 → torchzero-0.3.11}/torchzero.egg-info/top_level.txt +0 -0
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Name: torchzero
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Summary: Modular optimization library for PyTorch.
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Author-email: Ivan Nikishev <nkshv2@gmail.com>
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License: MIT License
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`torchzero` is a PyTorch library providing a highly modular framework for creating and experimenting with a huge number of various optimization algorithms - various momentum techniques, gradient clipping, gradient approximations, line searches, quasi newton methods and more. All algorithms are implemented as modules that can be chained together freely.
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## Installation
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```bash
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`torchzero` provides a huge number of various modules:
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* **Optimizers**: Optimization algorithms.
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* `SOAP` (my current recommendation).
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* `Adam`, `Adan`, `Adagrad`, `ESGD`, `FullMatrixAdagrad`, `LMAdagrad`, `AdaHessian`, `AdaptiveHeavyBall`, `OrthoGrad`, `Lion`, `MARS`, `MatrixMomentum`, `AdaptiveMatrixMomentum`, `Muon`, `RMSprop`, `Rprop`, `SAM`, `ASAM`, `MSAM`, `Shampoo`, `SOAP`, `SophiaH`.
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Additionally many other optimizers can be easily defined via modules:
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* Grams: `[tz.m.Adam(), tz.m.GradSign()]`
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* LaProp: `[tz.m.RMSprop(), tz.m.EMA(0.9)]`
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*
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* Efficient full-matrix version of any diagonal optimizer, like Adam: `[tz.m.LMAdagrad(beta=0.999, inner=tz.m.EMA(0.9)), tz.m.Debias(0.9, 0.999)]`
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* `NystromPCG`: NewtonCG with Nyström preconditioning.
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* `HigherOrderNewton`: Higher order Newton's method with trust region.
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* `
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* `BFGS`, `DFP`, `ICUM`, `PSB`, `SR1`, `SSVM`, `BroydenBad`, `BroydenGood`, `FletcherVMM`, `GradientCorrection`, `Greenstadt1`, `Greenstadt2`, `Horisho`, `McCormick`, `NewSSM`, `Pearson`, `ProjectedNewtonRaphson`, `ThomasOptimalMethod`, `ShorR`: Full-matrix quasi-newton methods.
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* `PolakRibiere`, `FletcherReeves`, `HestenesStiefel`, `DaiYuan`, `LiuStorey`, `ConjugateDescent`, `HagerZhang`, `HybridHS_DY`, `ProjectedGradientMethod`: Conjugate gradient methods.
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* `BarzilaiBorwein`: Barzilai-Borwein step-size.
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* `Warmup`, `WarmupNormCLip`: Learning rate warmup.
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* `VectorProjection`, `TensorizeProjection`, `BlockPartition`, `TensorNormsProjection`: Structural projection methods (for block BFGS etc.).
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* `VectorProjection`, `TensorizeProjection`, `BlockPartition`, `TensorNormsProjection`: Structural projection methods (for block BFGS etc.). -->
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* `ViewAsReal`: put if you have complex paramters.
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* **Experimental**: various horrible atrocities
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A complete list of modules is available in the [documentation](https://torchzero.readthedocs.io/en/latest/autoapi/torchzero/modules/index.html).
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from torchzero.core import Module,
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from torchzero.core import Module, Var
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class HeavyBall(Module):
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def __init__(self, momentum: float = 0.9, dampening: float = 0):
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def step(self, var: Var):
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# Var object holds all attributes used for optimization - parameters, gradient, update, etc.
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# a module takes a Var object, modifies it or creates a new one, and returns it
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# Var has a bunch of attributes, including parameters, gradients, update, closure, loss
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params =
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update =
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params = var.params
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update = var.get_update() # list of tensors
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exp_avg_list = []
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# and it is part of self.state
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# set new update to
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# set new update to var
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var.update = exp_avg_list
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return var
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```
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More in-depth guide will be available in the documentation in the future.
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## Other stuff
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* `LineSearch` for line searches
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* `Preconditioner` for preconditioners
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* `Projection` for projections like GaLore or into fourier domain.
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* `QuasiNewtonH` for full-matrix quasi-newton methods that update hessian inverse approximation (because they are all very similar)
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* `ConguateGradientBase` for conjugate gradient methods, basically the only difference is how beta is calculated.
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There are also wrappers providing `torch.optim.Optimizer` interface for various other libraries. When using those, make sure closure has `backward` argument as described in **Advanced Usage**.
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---
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### Scipy
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#### torchzero.optim.wrappers.scipy.ScipyMinimize
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A wrapper for `scipy.optimize.minimize` with gradients and hessians supplied by pytorch autograd. Scipy provides implementations of the following methods: `'nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg', 'l-bfgs-b', 'tnc', 'cobyla', 'cobyqa', 'slsqp', 'trust-constr', 'dogleg', 'trust-ncg', 'trust-exact', 'trust-krylov'`.
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#### torchzero.optim.wrappers.scipy.ScipyDE, ScipyDualAnnealing, ScipySHGO, ScipyDIRECT, ScipyBrute
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Equivalent wrappers for other derivative free solvers available in `scipy.optimize`
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---
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### NLOpt
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#### torchzero.optim.wrappers.nlopt.NLOptWrapper
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A wrapper for [NLOpt](https://github.com/stevengj/nlopt) with gradients supplied by pytorch autograd. NLOpt is another popular library with many gradient based and gradient free [algorithms](https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/)
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---
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### Nevergrad
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#### torchzero.optim.wrappers.nevergrad.NevergradWrapper
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A wrapper for [nevergrad](https://facebookresearch.github.io/nevergrad/) which has a huge library of gradient free [algorithms](https://facebookresearch.github.io/nevergrad/optimizers_ref.html#optimizers)
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---
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### fast-cma-es
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#### torchzero.optim.wrappers.fcmaes.FcmaesWrapper
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A wrapper for [fast-cma-es](https://github.com/dietmarwo/fast-cma-es), which implements various gradient free algorithms. Notably it includes [BITEOPT](https://github.com/avaneev/biteopt) which seems to have very good performance in benchmarks.
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# License
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This project is licensed under the MIT License
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# Project Links
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The documentation is available at <https://torchzero.readthedocs.io/en/latest/>
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@@ -6,8 +6,6 @@
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6
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7
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`torchzero` is a PyTorch library providing a highly modular framework for creating and experimenting with a huge number of various optimization algorithms - various momentum techniques, gradient clipping, gradient approximations, line searches, quasi newton methods and more. All algorithms are implemented as modules that can be chained together freely.
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8
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-
NOTE: torchzero is in active development, currently docs are in a state of flux.
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-
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9
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## Installation
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12
10
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13
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```bash
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`torchzero` provides a huge number of various modules:
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* **Optimizers**: Optimization algorithms.
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* `Adam`.
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* `Shampoo`.
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* `SOAP` (my current recommendation).
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* `Muon`.
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* `SophiaH`.
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* `Adagrad` and `FullMatrixAdagrad`.
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* `Lion`.
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* `RMSprop`.
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85
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* `OrthoGrad`.
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|
-
* `Rprop`.
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|
+
* `Adam`, `Adan`, `Adagrad`, `ESGD`, `FullMatrixAdagrad`, `LMAdagrad`, `AdaHessian`, `AdaptiveHeavyBall`, `OrthoGrad`, `Lion`, `MARS`, `MatrixMomentum`, `AdaptiveMatrixMomentum`, `Muon`, `RMSprop`, `Rprop`, `SAM`, `ASAM`, `MSAM`, `Shampoo`, `SOAP`, `SophiaH`.
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76
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Additionally many other optimizers can be easily defined via modules:
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* Grams: `[tz.m.Adam(), tz.m.GradSign()]`
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* LaProp: `[tz.m.RMSprop(), tz.m.EMA(0.9)]`
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* Signum: `[tz.m.HeavyBall(), tz.m.Sign()]`
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*
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81
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+
* Efficient full-matrix version of any diagonal optimizer, like Adam: `[tz.m.LMAdagrad(beta=0.999, inner=tz.m.EMA(0.9)), tz.m.Debias(0.9, 0.999)]`
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* Cautious version of any optimizer, like SOAP: `[tz.m.SOAP(), tz.m.Cautious()]`
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83
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95
84
|
* **Momentum**:
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* `NAG`: Nesterov Accelerated Gradient.
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85
|
* `HeavyBall`: Classic momentum (Polyak's momentum).
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+
* `NAG`: Nesterov Accelerated Gradient.
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* `EMA`: Exponential moving average.
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|
-
* `Averaging` (`
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* `Averaging` (`MedianAveraging`, `WeightedAveraging`): Simple, median, or weighted averaging of updates.
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100
89
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* `Cautious`, `ScaleByGradCosineSimilarity`: Momentum cautioning.
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* `MatrixMomentum`, `AdaptiveMatrixMomentum`: Second order momentum.
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* **Stabilization**: Gradient stabilization techniques.
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* `ClipNorm`: Clips gradient L2 norm.
|
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@@ -115,31 +103,42 @@ for epoch in range(100):
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* **Second order**: Second order methods.
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105
|
* `Newton`: Classic Newton's method.
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-
* `
|
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|
+
* `InverseFreeNewton`: Inverse-free version of Newton's method.
|
|
107
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+
* `NewtonCG`: Matrix-free newton's method with conjugate gradient or minimal residual solvers.
|
|
108
|
+
* `TruncatedNewtonCG`: Steihaug-Toint Trust-region NewtonCG via a truncated CG solver.
|
|
119
109
|
* `NystromSketchAndSolve`: Nyström sketch-and-solve method.
|
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* `NystromPCG`: NewtonCG with Nyström preconditioning
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|
+
* `NystromPCG`: NewtonCG with Nyström preconditioning.
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+
* `HigherOrderNewton`: Higher order Newton's method with trust region.
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112
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113
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* **Quasi-Newton**: Approximate second-order optimization methods.
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123
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* `LBFGS`: Limited-memory BFGS.
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124
115
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* `LSR1`: Limited-memory SR1.
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* `OnlineLBFGS`: Online LBFGS.
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|
-
* `BFGS`, `SR1`, `
|
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|
-
* `
|
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117
|
+
* `BFGS`, `DFP`, `ICUM`, `PSB`, `SR1`, `SSVM`, `BroydenBad`, `BroydenGood`, `FletcherVMM`, `GradientCorrection`, `Greenstadt1`, `Greenstadt2`, `Horisho`, `McCormick`, `NewSSM`, `Pearson`, `ProjectedNewtonRaphson`, `ThomasOptimalMethod`, `ShorR`: Full-matrix quasi-newton methods.
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* `DiagonalBFGS`, `DiagonalSR1`, `DiagonalQuasiCauchi`, `DiagonalWeightedQuasiCauchi`, `DNRTR`, `NewDQN`: Diagonal quasi-newton methods.
|
|
119
|
+
* `PolakRibiere`, `FletcherReeves`, `HestenesStiefel`, `DaiYuan`, `LiuStorey`, `ConjugateDescent`, `HagerZhang`, `HybridHS_DY`, `ProjectedGradientMethod`: Conjugate gradient methods.
|
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+
|
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|
+
* **Trust Region** Trust region can work with exact hessian or any of the quasi-newton methods (L-BFGS support is WIP)
|
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122
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+
* `TrustCG`: Trust-region, uses a Steihaug-Toint truncated CG solver.
|
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|
+
* `CubicRegularization`: Cubic regularization, works better with exact hessian.
|
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128
124
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129
125
|
* **Line Search**:
|
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130
126
|
* `Backtracking`, `AdaptiveBacktracking`: Backtracking line searches (adaptive is my own).
|
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131
127
|
* `StrongWolfe`: Cubic interpolation line search satisfying strong Wolfe conditions.
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|
* `ScipyMinimizeScalar`: Wrapper for SciPy's scalar minimization for line search.
|
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|
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* `TrustRegion`: First order trust region method.
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|
* **Learning Rate**:
|
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136
131
|
* `LR`: Controls learning rate and adds support for LR schedulers.
|
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137
|
-
* `PolyakStepSize`: Polyak's method.
|
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-
* `
|
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|
+
* `PolyakStepSize`: Polyak's subgradient method.
|
|
133
|
+
* `BarzilaiBorwein`: Barzilai-Borwein step-size.
|
|
134
|
+
* `Warmup`, `WarmupNormCLip`: Learning rate warmup.
|
|
139
135
|
|
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140
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* **Projections**: This can implement things like GaLore but I haven't done that yet.
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* `FFTProjection`, `DCTProjection`: Use any update rule in Fourier or DCT domain (doesn't seem to help though).
|
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|
-
* `VectorProjection`, `TensorizeProjection`, `BlockPartition`, `TensorNormsProjection`: Structural projection methods (for block BFGS etc.).
|
|
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+
<!-- * `FFTProjection`, `DCTProjection`: Use any update rule in Fourier or DCT domain (doesn't seem to help though).
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* `VectorProjection`, `TensorizeProjection`, `BlockPartition`, `TensorNormsProjection`: Structural projection methods (for block BFGS etc.). -->
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* `ViewAsReal`: put if you have complex paramters.
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* **Experimental**: various horrible atrocities
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```
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More in-depth guide will be available in the documentation in the future.
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There are also wrappers providing `torch.optim.Optimizer` interface for various other libraries. When using those, make sure closure has `backward` argument as described in **Advanced Usage**.
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---
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A wrapper for `scipy.optimize.minimize` with gradients and hessians supplied by pytorch autograd. Scipy provides implementations of the following methods: `'nelder-mead', 'powell', 'cg', 'bfgs', 'newton-cg', 'l-bfgs-b', 'tnc', 'cobyla', 'cobyqa', 'slsqp', 'trust-constr', 'dogleg', 'trust-ncg', 'trust-exact', 'trust-krylov'`.
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Equivalent wrappers for other derivative free solvers available in `scipy.optimize`
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#### torchzero.optim.wrappers.nlopt.NLOptWrapper
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A wrapper for [NLOpt](https://github.com/stevengj/nlopt) with gradients supplied by pytorch autograd. NLOpt is another popular library with many gradient based and gradient free [algorithms](https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/)
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---
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### Nevergrad
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#### torchzero.optim.wrappers.nevergrad.NevergradWrapper
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A wrapper for [nevergrad](https://facebookresearch.github.io/nevergrad/) which has a huge library of gradient free [algorithms](https://facebookresearch.github.io/nevergrad/optimizers_ref.html#optimizers)
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---
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### fast-cma-es
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#### torchzero.optim.wrappers.fcmaes.FcmaesWrapper
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A wrapper for [fast-cma-es](https://github.com/dietmarwo/fast-cma-es), which implements various gradient free algorithms. Notably it includes [BITEOPT](https://github.com/avaneev/biteopt) which seems to have very good performance in benchmarks.
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# License
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This project is licensed under the MIT License
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# Project Links
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The documentation is available at <https://torchzero.readthedocs.io/en/latest/>
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#sys.path.insert(0, os.path.abspath('.../src'))
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#sys.path.insert(0, os.path.abspath('.../src'))
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project = 'torchzero'
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copyright = '
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copyright = '2025, Ivan Nikishev'
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# -- General configuration ---------------------------------------------------
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]
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autosummary_generate = True
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autoapi_dirs = ['../../
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autoapi_dirs = ['../../torchzero']
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autoapi_type = "python"
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# autoapi_ignore = ["*/tensorlist.py"]
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@@ -48,7 +50,7 @@ exclude_patterns = []
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@@ -0,0 +1,46 @@
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class MyModule:
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"""[One-line summary of the class].
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[A more detailed description of the class, explaining its purpose, how it
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works, and its typical use cases. You can use multiple paragraphs.]
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.. note::
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[Optional: Add important notes, warnings, or usage guidelines here.
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For example, you could mention if a closure is required, discuss
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stability, or highlight performance characteristics. Use the `.. note::`
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directive to make it stand out in the documentation.]
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Args:
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param1 (type, optional):
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[Description of the first parameter. Use :code:`backticks` for
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inline code like variable names or specific values like ``"autograd"``.
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Explain what the parameter does.] Defaults to [value].
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param2 (type):
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[Description of a mandatory parameter (no "optional" or "Defaults to").]
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**kwargs:
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[If you accept keyword arguments, describe what they are used for.]
|
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Examples:
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[A title or short sentence describing the first example]:
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.. code-block:: python
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opt = tz.Modular(
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model.parameters(),
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|
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...
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)
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[A title or short sentence for a second, different example]:
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.. code-block:: python
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opt = tz.Modular(
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model.parameters(),
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+
...
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)
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|
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References:
|
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|
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- [Optional: A citation for a relevant paper, book, or algorithm.]
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- [Optional: A link to a blog post or website with more information.]
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"""
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1
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# NEW VERSION TUTORIAL FOR MYSELF
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# STEP 1 - COMMIT NEW CHANGES
|
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|
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# STEP 1 - COMMIT NEW CHANGES AND PUSH THEM
|
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# STEP 2 - BUMP VERSION AND COMMIT IT (DONT PUSH!!!!)
|
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# STEP 3 - CREATE TAG WITH THAT VERSION
|
|
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# STEP 4 - PUSH (SYNC) CHANGES
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@@ -13,7 +13,7 @@ build-backend = "setuptools.build_meta"
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name = "torchzero"
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version = "0.3.11"
|
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dependencies = [
|
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"torch",
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@@ -96,8 +96,7 @@ def _assert_identical_device(opt_fn: Callable, merge: bool, use_closure: bool, s
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@pytest.mark.parametrize('amsgrad', [True, False])
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def test_adam(amsgrad):
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|
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# pytorch applies debiasing separately so it is applied before epsilo
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torch_fn = lambda p: torch.optim.Adam(p, lr=1, amsgrad=amsgrad)
|
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|
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|
|
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|
tz_fn2 = lambda p: tz.Modular(p, tz.m.Adam(amsgrad=amsgrad), tz.m.LR(1)) # test LR fusing
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tz_fn3 = lambda p: tz.Modular(p, tz.m.Adam(amsgrad=amsgrad), tz.m.LR(1), tz.m.Add(1), tz.m.Sub(1))
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tz.m.Debias2(beta=0.999),
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))
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tz_fns = (tz_fn, tz_fn2, tz_fn3, tz_fn4, tz_fn5, tz_fn_ops, tz_fn_ops2, tz_fn_ops3, tz_fn_ops4)
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tz_fns = (torch_fn, tz_fn, tz_fn2, tz_fn3, tz_fn4, tz_fn5, tz_fn_ops, tz_fn_ops2, tz_fn_ops3, tz_fn_ops4)
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_assert_identical_opts(tz_fns, merge=True, use_closure=True, device='cpu', steps=10)
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for fn in tz_fns:
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