"""Lamb optimizer.""" import torch from torch.optim import Optimizer import math class Lamb(Optimizer): r"""Implements Lamb algorithm. It has been proposed in `Large Batch Optimization for Deep Learning: Training BERT in 76 minutes`_. Arguments: params (iterable): iterable of parameters to optimize or dicts defining parameter groups lr (float, optional): learning rate (default: 1e-3) betas (Tuple[float, float], optional): coefficients used for computing running averages of gradient and its square (default: (0.9, 0.999)) eps (float, optional): term added to the denominator to improve numerical stability (default: 1e-8) weight_decay (float, optional): weight decay (L2 penalty) (default: 0) adam (bool, optional): always use trust ratio = 1, which turns this into Adam. Useful for comparison purposes. .. _Large Batch Optimization for Deep Learning: Training BERT in 76 minutes: https://arxiv.org/abs/1904.00962 """ def __init__( self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0, adam=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])) defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay) self.adam = adam super(Lamb, self).__init__(params, defaults) 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: loss = closure() for group in self.param_groups: for p in group["params"]: if p.grad is None: continue grad = p.grad.data if grad.is_sparse: raise RuntimeError( "Lamb does not support sparse gradients, consider SparseAdam instad." ) state = self.state[p] # State initialization if len(state) == 0: state["step"] = 0 # Exponential moving average of gradient values state["exp_avg"] = torch.zeros_like(p.data) # Exponential moving average of squared gradient values state["exp_avg_sq"] = torch.zeros_like(p.data) exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"] beta1, beta2 = group["betas"] state["step"] += 1 # Decay the first and second moment running average coefficient # m_t exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) # v_t exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2) # Paper v3 does not use debiasing. bias_correction1 = 1 - beta1 ** state["step"] bias_correction2 = 1 - beta2 ** state["step"] exp_avg_hat = exp_avg / bias_correction1 exp_avg_sq_hat = exp_avg_sq / bias_correction2 # Apply bias to lr to avoid broadcast. step_size = group["lr"] do_layer_adaptation = ( group["layer_adaptation"] if "layer_adaptation" in group else group["weight_decay"] > 0 ) adam_step = exp_avg_hat / exp_avg_sq_hat.sqrt().add(group["eps"]) if group["weight_decay"] != 0: adam_step.add_(p.data, alpha=group["weight_decay"]) if do_layer_adaptation: weight_norm = p.data.norm(p=2) adam_norm = adam_step.norm(p=2) trust_ratio = torch.where( weight_norm.ne(0), torch.where(adam_norm.ne(0), weight_norm / adam_norm, 1), 1, ) if self.adam or not do_layer_adaptation: trust_ratio = 1 p.data.add_(adam_step, alpha=-step_size * trust_ratio) return loss