torchzero 0.4.0__py3-none-any.whl → 0.4.1__py3-none-any.whl

torchzero-0.4.1.dist-info/RECORD

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torchzero/modules/adaptive/lmadagrad.py

@@ -1,241 +0,0 @@
-from collections import deque
-from typing import Literal, Any
-import warnings
-
-import torch
-from ...core import Chainable, TensorTransform
-from ...linalg import torch_linalg
-
-def lm_adagrad_update(history: deque[torch.Tensor] | torch.Tensor, damping, rdamping, truncate, tol):
-    """returns U ``(ndim, rank)``, L ``(rank, )``"""
-    if isinstance(history, torch.Tensor):
-        M = history
-    else:
-        M = torch.stack(tuple(history), dim=1)# / len(history)
-
-    MTM = M.T @ M
-    if damping != 0:
-        MTM.add_(torch.eye(MTM.size(0), device=MTM.device, dtype=MTM.dtype).mul_(damping))
-
-    try:
-        L, Q = torch_linalg.eigh(MTM, retry_float64=True)
-
-        # truncate to top n largest eigenvalues
-        if truncate is not None and truncate > 0:
-            # L is ordered in ascending order
-            L = L[-truncate:]
-            Q = Q[:, -truncate:]
-
-        # remove small eigenvalues relative to largest
-        L_max = L.amax()
-        indices = L > tol * L_max
-        if indices.any():
-            L = L[indices]
-            Q = Q[:, indices]
-
-        U = (M @ Q) * L.rsqrt()
-
-        if rdamping != 0:
-            L.add_(rdamping * L_max)
-
-        return U, L
-
-    except torch.linalg.LinAlgError:
-        return None, None
-
-def lm_adagrad_apply(g: torch.Tensor, U: torch.Tensor, L: torch.Tensor, exp_avg_proj: torch.Tensor | None, beta:float):
-    z = U.T @ g
-
-    if beta != 0:
-        if exp_avg_proj is None: exp_avg_proj = torch.zeros_like(z)
-        exp_avg_proj.lerp_(z, weight=1-beta)
-        z = exp_avg_proj
-
-    return (U * L.rsqrt()) @ z, exp_avg_proj
-
-def maybe_lerp_(state_: dict, beta: float | None, key, value: Any):
-    if value is None: return
-    if (key not in state_) or (beta is None): state_[key] = value
-    else:
-        if state_[key] is None or state_[key].shape != value.shape: state_[key] = value
-        else: state_[key].lerp_(value, 1-beta)
-
-class LMAdagrad(TensorTransform):
-    """
-    Limited-memory full matrix Adagrad.
-
-    The update rule is to stack recent gradients into M, compute U, S <- SVD(M), then calculate update as U S^-1 Uᵀg.
-    But it uses eigendecomposition on MᵀM to get U and S^2 because that is faster when you don't neeed V.
-
-    This is equivalent to full-matrix Adagrad on recent gradients.
-
-    Args:
-        history_size (int, optional): number of past gradients to store. Defaults to 10.
-        beta (float, optional): beta for momentum maintained in whitened space. Defaults to 0.0.
-        update_freq (int, optional): frequency of updating the preconditioner (U and S). Defaults to 1.
-        damping (float, optional): damping value. Defaults to 1e-4.
-        rdamping (float, optional): value of damping relative to singular values norm. Defaults to 0.
-        rdamping (float, optional): value of damping relative to singular values norm. Defaults to 0.
-        truncate (int, optional): number of larges eigenvalues to keep. None to disable. Defaults to None.
-        tol (float, optional): removes eigenvalues this much smaller than largest eigenvalue. Defaults to 1e-7.
-        order (int, optional):
-            order=2 means gradient differences are used in place of gradients. Higher order uses higher order differences. Defaults to 1.
-        U_beta (float | None, optional): momentum for U (too unstable, don't use). Defaults to None.
-        L_beta (float | None, optional): momentum for L (too unstable, don't use). Defaults to None.
-        concat_params (bool, optional): if True, treats all parameters as a single vector. Defaults to True.
-        inner (Chainable | None, optional): preconditioner will be applied to output of this module. Defaults to None.
-
-    ## Examples:
-
-    Limited-memory Adagrad
-
-    ```python
-    optimizer = tz.Modular(
-        model.parameters(),
-        tz.m.LMAdagrad(),
-        tz.m.LR(0.1)
-    )
-    ```
-    Adam with L-Adagrad preconditioner (for debiasing second beta is 0.999 arbitrarily)
-
-    ```python
-    optimizer = tz.Modular(
-        model.parameters(),
-        tz.m.LMAdagrad(inner=tz.m.EMA()),
-        tz.m.Debias(0.9, 0.999),
-        tz.m.LR(0.01)
-    )
-    ```
-
-    Stable Adam with L-Adagrad preconditioner (this is what I would recommend)
-
-    ```python
-    optimizer = tz.Modular(
-        model.parameters(),
-        tz.m.LMAdagrad(inner=tz.m.EMA()),
-        tz.m.Debias(0.9, 0.999),
-        tz.m.ClipNormByEMA(max_ema_growth=1.2),
-        tz.m.LR(0.01)
-    )
-    ```
-    Reference:
-        Agarwal N. et al. Efficient full-matrix adaptive regularization //International Conference on Machine Learning. – PMLR, 2019. – С. 102-110.
-    """
-
-    def __init__(
-        self,
-        history_size: int = 100,
-        beta: float = 0.0,
-        update_freq: int = 1,
-        damping: float = 1e-4,
-        rdamping: float = 0,
-        truncate: int | None = None,
-        tol: float = 1e-7,
-        order: int = 1,
-        U_beta: float | None = None,
-        L_beta: float | None = None,
-        concat_params: bool = True,
-
-        inner: Chainable | None = None,
-        U_tfm: Chainable | None = None,
-        L_tfm: Chainable | None = None,
-    ):
-        defaults = locals().copy()
-        del defaults['self'], defaults['inner'], defaults['concat_params'], defaults["U_tfm"], defaults["L_tfm"]
-
-        super().__init__(defaults, concat_params=concat_params, inner=inner)
-
-        self.set_child("U", U_tfm)
-        self.set_child("L", L_tfm)
-
-
-    @torch.no_grad
-    def single_tensor_update(self, tensor, param, grad, loss, state, setting):
-        order = setting['order']
-        history_size = setting['history_size']
-        update_freq = setting['update_freq']
-        U_beta = setting['U_beta']
-        L_beta = setting['L_beta']
-
-        if 'history' not in state: state['history'] = deque(maxlen=history_size)
-        history = state['history']
-
-        if order == 1:
-            t = tensor.clone().view(-1)
-            history.append(t)
-        else:
-
-            # if order=2, history is of gradient differences, order 3 is differences between differences, etc
-            # scaled by parameter differences
-            cur_p = param.clone()
-            cur_g = tensor.clone()
-            eps = torch.finfo(cur_p.dtype).tiny * 2
-            for i in range(1, order):
-                if f'prev_g_{i}' not in state:
-                    state[f'prev_p_{i}'] = cur_p
-                    state[f'prev_g_{i}'] = cur_g
-                    break
-
-                s = cur_p - state[f'prev_p_{i}']
-                y = cur_g - state[f'prev_g_{i}']
-                state[f'prev_p_{i}'] = cur_p
-                state[f'prev_g_{i}'] = cur_g
-                cur_p = s
-                cur_g = y
-
-                if i == order - 1:
-                    cur_g = cur_g / torch.linalg.norm(cur_p).clip(min=eps) # pylint:disable=not-callable
-                    history.append(cur_g.view(-1))
-
-        step = state.get('step', 0)
-        if step % update_freq == 0 and len(history) != 0:
-
-            # if maintaining momentum, unproject exp_avg before updating factors and reproject
-            exp_avg_proj = state.get("exp_avg_proj", None)
-            exp_avg = None
-            if exp_avg_proj is not None and "U" in state:
-                exp_avg = state["U"] @ exp_avg_proj
-
-            # update factors
-            U, L = lm_adagrad_update(
-                history,
-                damping=setting["damping"],
-                rdamping=setting["rdamping"],
-                truncate=setting["truncate"],
-                tol=setting["tol"],
-            )
-            maybe_lerp_(state, U_beta, 'U', U)
-            maybe_lerp_(state, L_beta, 'L', L)
-
-            # re-project exp_avg with new factors
-            if U is not None and exp_avg_proj is not None:
-                assert exp_avg is not None
-                state["exp_avg_proj"] = U.T @ exp_avg
-
-
-        if len(history) != 0:
-            state['step'] = step + 1 # do not increment if no history (gathering s_ks and y_ks)
-
-    @torch.no_grad
-    def single_tensor_apply(self, tensor, param, grad, loss, state, setting):
-        U = state.get('U', None)
-        if U is None:
-            # make a conservative step to avoid issues due to different GD scaling
-            return tensor.clip_(-0.1, 0.1)
-
-        # -------------------------------- transforms -------------------------------- #
-        L = state['L']
-        if "L" in self.children:
-            if not self._concat_params: raise RuntimeError("L/U transforms can only be used with concat_params=True")
-            L = self.inner_step_tensors("L", [L], clone=True)[0]
-
-        if "U" in self.children:
-            if not self._concat_params: raise RuntimeError("L/U transforms can only be used with concat_params=True")
-            U = self.inner_step_tensors("U", [U], clone=True)[0]
-
-        # ------------------------------- precondition ------------------------------- #
-        g = tensor.view(-1)
-        exp_avg_proj = state.get("exp_avg_proj", None)
-        update, state["exp_avg_proj"] = lm_adagrad_apply(g, U, L, exp_avg_proj, beta=setting["beta"])
-        return update.view_as(tensor)
-