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GitHub Repository: ai-forever/sber-swap
Path: blob/main/apex/tests/L0/run_optimizers/test_fused_novograd.py
Views: 794
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import torch
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from torch.optim import Optimizer
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import math
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import apex
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import unittest
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from test_fused_optimizer import TestFusedOptimizer
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from itertools import product
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class Novograd(Optimizer):
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"""
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Implements Novograd algorithm.
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Args:
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params (iterable): iterable of parameters to optimize or dicts defining
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parameter groups
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lr (float, optional): learning rate (default: 1e-3)
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betas (Tuple[float, float], optional): coefficients used for computing
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running averages of gradient and its square (default: (0.95, 0))
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eps (float, optional): term added to the denominator to improve
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numerical stability (default: 1e-8)
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weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
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grad_averaging: gradient averaging
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amsgrad (boolean, optional): whether to use the AMSGrad variant of this
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algorithm from the paper `On the Convergence of Adam and Beyond`_
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(default: False)
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"""
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def __init__(self, params, lr=1e-3, betas=(0.95, 0), eps=1e-8,
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weight_decay=0, grad_averaging=False, amsgrad=False):
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if not 0.0 <= lr:
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raise ValueError("Invalid learning rate: {}".format(lr))
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if not 0.0 <= eps:
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raise ValueError("Invalid epsilon value: {}".format(eps))
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if not 0.0 <= betas[0] < 1.0:
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raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
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if not 0.0 <= betas[1] < 1.0:
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raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
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defaults = dict(lr=lr, betas=betas, eps=eps,
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weight_decay=weight_decay,
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grad_averaging=grad_averaging,
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amsgrad=amsgrad)
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super(Novograd, self).__init__(params, defaults)
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def __setstate__(self, state):
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super(Novograd, self).__setstate__(state)
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for group in self.param_groups:
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group.setdefault('amsgrad', False)
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def step(self, closure=None):
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"""Performs a single optimization step.
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Arguments:
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closure (callable, optional): A closure that reevaluates the model
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and returns the loss.
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"""
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loss = None
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if closure is not None:
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loss = closure()
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for group in self.param_groups:
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for p in group['params']:
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if p.grad is None:
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continue
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grad = p.grad.data
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if grad.is_sparse:
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raise RuntimeError('Sparse gradients are not supported.')
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amsgrad = group['amsgrad']
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state = self.state[p]
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# State initialization
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if len(state) == 0:
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state['step'] = 0
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# Exponential moving average of gradient values
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state['exp_avg'] = torch.zeros_like(p.data)
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# Exponential moving average of squared gradient values
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state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
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if amsgrad:
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# Maintains max of all exp. moving avg. of sq. grad. values
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state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)
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exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
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if amsgrad:
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max_exp_avg_sq = state['max_exp_avg_sq']
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beta1, beta2 = group['betas']
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state['step'] += 1
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norm = torch.sum(torch.pow(grad, 2))
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if exp_avg_sq == 0:
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exp_avg_sq.copy_(norm)
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else:
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exp_avg_sq.mul_(beta2).add_(norm, alpha=1 - beta2)
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if amsgrad:
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# Maintains the maximum of all 2nd moment running avg. till now
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torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)
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# Use the max. for normalizing running avg. of gradient
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denom = max_exp_avg_sq.sqrt().add_(group['eps'])
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else:
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denom = exp_avg_sq.sqrt().add_(group['eps'])
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grad.div_(denom)
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if group['weight_decay'] != 0:
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grad.add_(p.data, alpha=group['weight_decay'])
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if group['grad_averaging']:
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grad.mul_(1 - beta1)
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exp_avg.mul_(beta1).add_(grad)
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p.data.add_(exp_avg, alpha=-group['lr'])
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return loss
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class TestFusedNovoGrad(TestFusedOptimizer):
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def __init__(self, *args, **kwargs):
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super(TestFusedNovoGrad, self).__init__(*args, **kwargs)
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# The options for NovoGrad and FusedNovoGrad are very specific if they
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# are expected to behave the same.
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self.options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8,
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'weight_decay':0, 'grad_averaging':False, 'amsgrad':False}
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self.tst_options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8,
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'weight_decay':0, 'grad_averaging':False, 'amsgrad':False,
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'bias_correction':False, 'reg_inside_moment':True,
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'norm_type':2, 'init_zero':False, 'set_grad_none':True}
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self.ref_optim = Novograd
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self.fused_optim = apex.optimizers.FusedNovoGrad
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def test_float(self):
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self.gen_single_type_test(param_type=torch.float)
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def test_half(self):
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self.gen_single_type_test(param_type=torch.float16)
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@unittest.skipIf(torch.cuda.device_count()<2, "more than 1 GPU required")
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def test_multi_device(self):
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devices = ("cuda:1", "cuda:0")
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for current_dev, tensor_dev in product(devices, devices):
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with torch.cuda.device(current_dev):
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torch.cuda.synchronize()
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self.gen_single_type_test(param_type=torch.float, device=tensor_dev)
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def test_multi_params(self):
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sizes = [[4096, 1024], [4096], [4096, 2048], [32320, 1024], [1]]
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tensors = []
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for size in sizes:
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tensors.append(torch.rand(size, dtype=torch.float, device="cuda"))
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ref_param, tst_param, ref_optim, tst_optim = self.gen_param_optim(
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tensors, self.options, self.tst_options
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)
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for _ in range(self.iters):
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self.gen_grad(ref_param, tst_param)
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ref_optim.step()
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tst_optim.step()
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max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param)
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self.assertLessEqual(max_abs_diff, self.max_abs_diff)
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self.assertLessEqual(max_rel_diff, self.max_rel_diff)
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if __name__ == '__main__':
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unittest.main()
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