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""" PyTorch MARS Optimizer
Code simplified from https://github.com/AGI-Arena/MARS
Paper: MARS: Unleashing the Power of Variance Reduction for Training Large Models - https://arxiv.org/abs/2411.10438
@article{yuan2024mars,
title={MARS: Unleashing the Power of Variance Reduction for Training Large Models},
author={Yuan, Huizhuo and Liu, Yifeng and Wu, Shuang and Zhou, Xun and Gu, Quanquan},
journal={arXiv preprint arXiv:2411.10438},
year={2024}
}
"""
# Copyright (c) 2024 Bytedance Ltd. and/or its affiliates
# SPDX-License-Identifier: Apache-2.0
import math
from typing import Optional, Tuple
import torch
from torch.optim.optimizer import Optimizer
from ._types import ParamsT
def _mars_single_tensor_step(
p: torch.Tensor,
grad: torch.Tensor,
exp_avg: torch.Tensor,
exp_avg_sq: torch.Tensor,
lr: float,
weight_decay: float,
beta1: float,
beta2: float,
last_grad: torch.Tensor,
eps: float,
step: int,
gamma: float,
mars_type: str,
is_grad_2d: bool,
optimize_1d: bool,
lr_1d_factor: bool,
betas_1d: Tuple[float, float],
caution: bool,
):
# optimize_1d ==> use MARS for 1d param, else use AdamW
if optimize_1d or is_grad_2d:
one_minus_beta1 = 1. - beta1
if step == 1:
# this is a timm addition, making first step more consistent when no grad history, otherwise tests fail
c_t = grad
else:
c_t = (grad - last_grad).mul_(gamma * (beta1 / one_minus_beta1)).add_(grad)
c_t_norm = torch.norm(c_t)
if c_t_norm > 1.:
c_t = c_t / c_t_norm
exp_avg.mul_(beta1).add_(c_t, alpha=one_minus_beta1)
if caution:
mask = (exp_avg * grad > 0).to(grad.dtype)
mask.div_(mask.mean().clamp_(min=1e-3))
exp_avg = exp_avg * mask
if mars_type == "adamw":
exp_avg_sq.mul_(beta2).addcmul_(c_t, c_t, value=1. - beta2)
bias_correction1 = 1.0 - beta1 ** step
bias_correction2 = 1.0 - beta2 ** step
denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(eps)
update = p * weight_decay + (exp_avg / bias_correction1).div_(denom)
elif mars_type == "lion":
update = p * weight_decay + exp_avg.sign()
else:
assert False
p.add_(update, alpha=-lr)
else:
beta1_1d, beta2_1d = betas_1d
exp_avg.mul_(beta1_1d).add_(grad, alpha=1. - beta1_1d)
exp_avg_sq.mul_(beta2_1d).addcmul_(grad, grad, value=1. - beta2_1d)
bias_correction1 = 1.0 - beta1_1d ** step
bias_correction2 = 1.0 - beta2_1d ** step
denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(eps)
if caution:
mask = (exp_avg * grad > 0).to(grad.dtype)
mask.div_(mask.mean().clamp_(min=1e-3))
exp_avg = exp_avg * mask
update = p * weight_decay + (exp_avg / bias_correction1).div_(denom)
p.add_(update, alpha=-(lr * lr_1d_factor))
return exp_avg, exp_avg_sq
class Mars(Optimizer):
""" MARS Optimizer
Paper: MARS: Unleashing the Power of Variance Reduction for Training Large Models
https://arxiv.org/abs/2411.10438
"""
def __init__(
self,
params: ParamsT,
lr: float = 3e-3,
betas: Tuple[float, float] = (0.9, 0.99),
eps: float = 1e-8,
weight_decay: float = 0.,
gamma: float = 0.025,
mars_type: str = "adamw",
optimize_1d: bool = False,
lr_1d_factor: float = 1.0,
betas_1d: Optional[Tuple[float, float]] = None,
caution: bool = False
):
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]))
assert mars_type in ["adamw", "lion"], "MARS type not supported"
defaults = dict(
lr=lr,
betas=betas,
eps=eps,
weight_decay=weight_decay,
mars_type=mars_type,
gamma=gamma,
optimize_1d=optimize_1d,
lr_1d_factor=lr_1d_factor,
betas_1d=betas_1d or betas,
caution=caution,
)
super(Mars, self).__init__(params, defaults)
def __setstate__(self, state):
super(Mars, self).__setstate__(state)
for group in self.param_groups:
group.setdefault('caution', False)
@torch.no_grad()
def step(self, closure=None):
"""Performs a single optimization step.
Arguments:
closure (callable, optional): A closure that reevaluates the model
and returns the loss.
"""
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
for p in group['params']:
if p.grad is None:
continue
grad = p.grad
if grad.is_sparse:
raise RuntimeError('Adam does not support sparse gradients, please consider SparseAdam instead')
state = self.state[p]
# State initialization
if len(state) <= 1:
state['step'] = 0
# Exponential moving average of gradient values
state['exp_avg'] = torch.zeros_like(p)
# Last Gradient
state['last_grad'] = torch.zeros_like(p)
# Exponential moving average of squared gradient values
state['exp_avg_sq'] = torch.zeros_like(p)
state['step'] += 1
step = state['step']
exp_avg = state['exp_avg']
exp_avg_sq = state['exp_avg_sq']
last_grad = state['last_grad']
lr = group['lr']
wd = group['weight_decay']
beta1, beta2 = group['betas']
is_grad_2d = grad.ndim >= 2
# FIXME add multi-tensor (if usage warrants), make more standard
_mars_single_tensor_step(
p,
grad,
exp_avg,
exp_avg_sq,
lr,
wd,
beta1,
beta2,
last_grad,
group['eps'],
step,
group['gamma'],
mars_type=group['mars_type'],
is_grad_2d=is_grad_2d,
optimize_1d=group['optimize_1d'],
lr_1d_factor=group['lr_1d_factor'],
betas_1d=group['betas_1d'],
caution=group['caution'],
)
state['last_grad'] = grad
return loss
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