LARC.py

# Copyright (c) Facebook, Inc. and its affiliates.
# Copyright (c) Facebook, Inc. All Rights Reserved.

#  Original code from https://github.com/NVIDIA/apex/blob/master/apex/parallel/LARC.py,
#  copied here to drop apex dependency and to customize it. When copying optimizer state to gpu,
#  the lack of an explicit state setter method caused and AttributeError.
#  Fixed it by adding the @state.setter-decorated method

# Please note that the code below is released under the following license:

# All rights reserved.
# Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
# 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
# 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
# 3. Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.


import torch


class LARC:
    """
    :class:`LARC` is a pytorch implementation of both the scaling and clipping variants of LARC,
    in which the ratio between gradient and parameter magnitudes is used to calculate an adaptive
    local learning rate for each individual parameter. The algorithm is designed to improve
    convergence of large batch training.

    See https://arxiv.org/abs/1708.03888 for calculation of the local learning rate.

    In practice it modifies the gradients of parameters as a proxy for modifying the learning rate
    of the parameters. This design allows it to be used as a wrapper around any torch.optim Optimizer.

    ```
    model = ...
    optim = torch.optim.Adam(model.parameters(), lr=...)
    optim = LARC(optim)
    ```

    It can even be used in conjunction with apex.fp16_utils.FP16_optimizer.

    ```
    model = ...
    optim = torch.optim.Adam(model.parameters(), lr=...)
    optim = LARC(optim)
    optim = apex.fp16_utils.FP16_Optimizer(optim)
    ```

    Args:
        optimizer: Pytorch optimizer to wrap and modify learning rate for.
        trust_coefficient: Trust coefficient for calculating the lr. See https://arxiv.org/abs/1708.03888
        clip: Decides between clipping or scaling mode of LARC.
            If `clip=True` the learning rate is set to `min(optimizer_lr, local_lr)` for each parameter.
            If `clip=False` the learning rate is set to `local_lr*optimizer_lr`.
        eps: epsilon kludge to help with numerical stability while calculating adaptive_lr
    """

    def __init__(self, optimizer, trust_coefficient=0.02, clip=True, eps=1e-8):
        self.optim = optimizer
        self.trust_coefficient = trust_coefficient
        self.eps = eps
        self.clip = clip

    def __getstate__(self):
        return self.optim.__getstate__()

    def __setstate__(self, state):
        self.optim.__setstate__(state)

    @property
    def state(self):
        return self.optim.state

    @state.setter
    def state(self, state):
        return self.optim.__setstate__(state)

    def __repr__(self):
        return self.optim.__repr__()

    @property
    def param_groups(self):
        return self.optim.param_groups

    @param_groups.setter
    def param_groups(self, value):
        self.optim.param_groups = value

    def state_dict(self):
        return self.optim.state_dict()

    def load_state_dict(self, state_dict):
        self.optim.load_state_dict(state_dict)

    def zero_grad(self):
        self.optim.zero_grad()

    def add_param_group(self, param_group):
        self.optim.add_param_group(param_group)

    def step(self):
        with torch.no_grad():
            weight_decays = []
            for group in self.optim.param_groups:
                # absorb weight decay control from optimizer
                weight_decay = group["weight_decay"] if "weight_decay" in group else 0
                weight_decays.append(weight_decay)
                group["weight_decay"] = 0
                for p in group["params"]:
                    if p.grad is None:
                        continue
                    param_norm = torch.norm(p.data)
                    grad_norm = torch.norm(p.grad.data)

                    if param_norm != 0 and grad_norm != 0:
                        # calculate adaptive lr + weight decay
                        adaptive_lr = (
                            self.trust_coefficient
                            * (param_norm)
                            / (grad_norm + param_norm * weight_decay + self.eps)
                        )

                        # clip learning rate for LARC
                        if self.clip:
                            # calculation of adaptive_lr so that when multiplied by lr it equals `min(adaptive_lr, lr)`
                            adaptive_lr = min(adaptive_lr / group["lr"], 1)

                        p.grad.data += weight_decay * p.data
                        p.grad.data *= adaptive_lr

        self.optim.step()
        # return weight decay control to optimizer
        for i, group in enumerate(self.optim.param_groups):
            group["weight_decay"] = weight_decays[i]