""" Adan Optimizer Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models[J]. arXiv preprint arXiv:2208.06677, 2022. https://arxiv.org/abs/2208.06677 Implementation adapted from https://github.com/sail-sg/Adan """ # Copyright 2022 Garena Online Private Limited # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import math from typing import List, Optional, Tuple import torch from torch import Tensor from torch.optim.optimizer import Optimizer class MultiTensorApply(object): available = False warned = False def __init__(self, chunk_size): try: MultiTensorApply.available = True self.chunk_size = chunk_size except ImportError as err: MultiTensorApply.available = False MultiTensorApply.import_err = err def __call__(self, op, noop_flag_buffer, tensor_lists, *args): return op(self.chunk_size, noop_flag_buffer, tensor_lists, *args) class Adan(Optimizer): """ Implements a pytorch variant of Adan. Adan was proposed in Adan: Adaptive Nesterov Momentum Algorithm for Faster Optimizing Deep Models https://arxiv.org/abs/2208.06677 Arguments: params: Iterable of parameters to optimize or dicts defining parameter groups. lr: Learning rate. betas: Coefficients used for first- and second-order moments. eps: Term added to the denominator to improve numerical stability. weight_decay: Decoupled weight decay (L2 penalty) no_prox: How to perform the weight decay caution: Enable caution from 'Cautious Optimizers' foreach: If True would use torch._foreach implementation. Faster but uses slightly more memory. """ def __init__(self, params, lr: float = 1e-3, betas: Tuple[float, float, float] = (0.98, 0.92, 0.99), eps: float = 1e-8, weight_decay: float = 0.0, no_prox: bool = False, caution: bool = False, foreach: Optional[bool] = None, ): if not 0.0 <= lr: raise ValueError('Invalid learning rate: {}'.format(lr)) if not 0.0 <= eps: raise ValueError('Invalid epsilon value: {}'.format(eps)) if not 0.0 <= betas[0] < 1.0: raise ValueError('Invalid beta parameter at index 0: {}'.format(betas[0])) if not 0.0 <= betas[1] < 1.0: raise ValueError('Invalid beta parameter at index 1: {}'.format(betas[1])) if not 0.0 <= betas[2] < 1.0: raise ValueError('Invalid beta parameter at index 2: {}'.format(betas[2])) defaults = dict( lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, no_prox=no_prox, caution=caution, foreach=foreach, ) super().__init__(params, defaults) def __setstate__(self, state): super(Adan, self).__setstate__(state) for group in self.param_groups: group.setdefault('no_prox', False) group.setdefault('caution', False) @torch.no_grad() def restart_opt(self): for group in self.param_groups: group['step'] = 0 for p in group['params']: if p.requires_grad: state = self.state[p] # State initialization # Exponential moving average of gradient values state['exp_avg'] = torch.zeros_like(p) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like(p) # Exponential moving average of gradient difference state['exp_avg_diff'] = torch.zeros_like(p) @torch.no_grad() def step(self, closure=None): """Performs a single optimization step.""" loss = None if closure is not None: with torch.enable_grad(): loss = closure() try: has_scalar_maximum = 'Scalar' in torch.ops.aten._foreach_maximum_.overloads() except: has_scalar_maximum = False for group in self.param_groups: params_with_grad = [] grads = [] exp_avgs = [] exp_avg_sqs = [] exp_avg_diffs = [] neg_pre_grads = [] beta1, beta2, beta3 = group['betas'] # assume same step across group now to simplify things # per parameter step can be easily supported by making it a tensor, or pass list into kernel if 'step' in group: group['step'] += 1 else: group['step'] = 1 bias_correction1 = 1.0 - beta1 ** group['step'] bias_correction2 = 1.0 - beta2 ** group['step'] bias_correction3 = 1.0 - beta3 ** group['step'] for p in group['params']: if p.grad is None: continue params_with_grad.append(p) grads.append(p.grad) state = self.state[p] if len(state) == 0: state['exp_avg'] = torch.zeros_like(p) state['exp_avg_sq'] = torch.zeros_like(p) state['exp_avg_diff'] = torch.zeros_like(p) if 'neg_pre_grad' not in state or group['step'] == 1: state['neg_pre_grad'] = -p.grad.clone() exp_avgs.append(state['exp_avg']) exp_avg_sqs.append(state['exp_avg_sq']) exp_avg_diffs.append(state['exp_avg_diff']) neg_pre_grads.append(state['neg_pre_grad']) if not params_with_grad: continue if group['foreach'] is None: use_foreach = not group['caution'] or has_scalar_maximum else: use_foreach = group['foreach'] if use_foreach: func = _multi_tensor_adan else: func = _single_tensor_adan func( params_with_grad, grads, exp_avgs=exp_avgs, exp_avg_sqs=exp_avg_sqs, exp_avg_diffs=exp_avg_diffs, neg_pre_grads=neg_pre_grads, beta1=beta1, beta2=beta2, beta3=beta3, bias_correction1=bias_correction1, bias_correction2=bias_correction2, bias_correction3_sqrt=math.sqrt(bias_correction3), lr=group['lr'], weight_decay=group['weight_decay'], eps=group['eps'], no_prox=group['no_prox'], caution=group['caution'], ) return loss def _single_tensor_adan( params: List[Tensor], grads: List[Tensor], exp_avgs: List[Tensor], exp_avg_sqs: List[Tensor], exp_avg_diffs: List[Tensor], neg_pre_grads: List[Tensor], *, beta1: float, beta2: float, beta3: float, bias_correction1: float, bias_correction2: float, bias_correction3_sqrt: float, lr: float, weight_decay: float, eps: float, no_prox: bool, caution: bool, ): for i, param in enumerate(params): grad = grads[i] exp_avg = exp_avgs[i] exp_avg_sq = exp_avg_sqs[i] exp_avg_diff = exp_avg_diffs[i] neg_grad_or_diff = neg_pre_grads[i] # for memory saving, we use `neg_grad_or_diff` to get some temp variable in an inplace way neg_grad_or_diff.add_(grad) exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) # m_t exp_avg_diff.mul_(beta2).add_(neg_grad_or_diff, alpha=1 - beta2) # diff_t neg_grad_or_diff.mul_(beta2).add_(grad) exp_avg_sq.mul_(beta3).addcmul_(neg_grad_or_diff, neg_grad_or_diff, value=1 - beta3) # n_t denom = (exp_avg_sq.sqrt() / bias_correction3_sqrt).add_(eps) step_size_diff = lr * beta2 / bias_correction2 step_size = lr / bias_correction1 if caution: # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085 mask = (exp_avg * grad > 0).to(grad.dtype) mask.div_(mask.mean().clamp_(min=1e-3)) exp_avg = exp_avg * mask if no_prox: param.mul_(1 - lr * weight_decay) param.addcdiv_(exp_avg, denom, value=-step_size) param.addcdiv_(exp_avg_diff, denom, value=-step_size_diff) else: param.addcdiv_(exp_avg, denom, value=-step_size) param.addcdiv_(exp_avg_diff, denom, value=-step_size_diff) param.div_(1 + lr * weight_decay) neg_grad_or_diff.zero_().add_(grad, alpha=-1.0) def _multi_tensor_adan( params: List[Tensor], grads: List[Tensor], exp_avgs: List[Tensor], exp_avg_sqs: List[Tensor], exp_avg_diffs: List[Tensor], neg_pre_grads: List[Tensor], *, beta1: float, beta2: float, beta3: float, bias_correction1: float, bias_correction2: float, bias_correction3_sqrt: float, lr: float, weight_decay: float, eps: float, no_prox: bool, caution: bool, ): if len(params) == 0: return # for memory saving, we use `neg_pre_grads` to get some temp variable in a inplace way torch._foreach_add_(neg_pre_grads, grads) torch._foreach_mul_(exp_avgs, beta1) torch._foreach_add_(exp_avgs, grads, alpha=1 - beta1) # m_t torch._foreach_mul_(exp_avg_diffs, beta2) torch._foreach_add_(exp_avg_diffs, neg_pre_grads, alpha=1 - beta2) # diff_t torch._foreach_mul_(neg_pre_grads, beta2) torch._foreach_add_(neg_pre_grads, grads) torch._foreach_mul_(exp_avg_sqs, beta3) torch._foreach_addcmul_(exp_avg_sqs, neg_pre_grads, neg_pre_grads, value=1 - beta3) # n_t denom = torch._foreach_sqrt(exp_avg_sqs) torch._foreach_div_(denom, bias_correction3_sqrt) torch._foreach_add_(denom, eps) step_size_diff = lr * beta2 / bias_correction2 step_size = lr / bias_correction1 if caution: # Apply caution as per 'Cautious Optimizers' - https://arxiv.org/abs/2411.16085 masks = torch._foreach_mul(exp_avgs, grads) masks = [(m > 0).to(g.dtype) for m, g in zip(masks, grads)] mask_scale = [m.mean() for m in masks] torch._foreach_maximum_(mask_scale, 1e-3) torch._foreach_div_(masks, mask_scale) exp_avgs = torch._foreach_mul(exp_avgs, masks) if no_prox: torch._foreach_mul_(params, 1 - lr * weight_decay) torch._foreach_addcdiv_(params, exp_avgs, denom, value=-step_size) torch._foreach_addcdiv_(params, exp_avg_diffs, denom, value=-step_size_diff) else: torch._foreach_addcdiv_(params, exp_avgs, denom, value=-step_size) torch._foreach_addcdiv_(params, exp_avg_diffs, denom, value=-step_size_diff) torch._foreach_div_(params, 1 + lr * weight_decay) torch._foreach_zero_(neg_pre_grads) torch._foreach_add_(neg_pre_grads, grads, alpha=-1.0)