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Path: blob/main/apex/tests/L0/run_optimizers/test_fused_novograd.py
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import torch1from torch.optim import Optimizer2import math3import apex4import unittest56from test_fused_optimizer import TestFusedOptimizer7from itertools import product89class Novograd(Optimizer):10"""11Implements Novograd algorithm.1213Args:14params (iterable): iterable of parameters to optimize or dicts defining15parameter groups16lr (float, optional): learning rate (default: 1e-3)17betas (Tuple[float, float], optional): coefficients used for computing18running averages of gradient and its square (default: (0.95, 0))19eps (float, optional): term added to the denominator to improve20numerical stability (default: 1e-8)21weight_decay (float, optional): weight decay (L2 penalty) (default: 0)22grad_averaging: gradient averaging23amsgrad (boolean, optional): whether to use the AMSGrad variant of this24algorithm from the paper `On the Convergence of Adam and Beyond`_25(default: False)26"""2728def __init__(self, params, lr=1e-3, betas=(0.95, 0), eps=1e-8,29weight_decay=0, grad_averaging=False, amsgrad=False):30if not 0.0 <= lr:31raise ValueError("Invalid learning rate: {}".format(lr))32if not 0.0 <= eps:33raise ValueError("Invalid epsilon value: {}".format(eps))34if not 0.0 <= betas[0] < 1.0:35raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))36if not 0.0 <= betas[1] < 1.0:37raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))38defaults = dict(lr=lr, betas=betas, eps=eps,39weight_decay=weight_decay,40grad_averaging=grad_averaging,41amsgrad=amsgrad)4243super(Novograd, self).__init__(params, defaults)4445def __setstate__(self, state):46super(Novograd, self).__setstate__(state)47for group in self.param_groups:48group.setdefault('amsgrad', False)4950def step(self, closure=None):51"""Performs a single optimization step.5253Arguments:54closure (callable, optional): A closure that reevaluates the model55and returns the loss.56"""57loss = None58if closure is not None:59loss = closure()6061for group in self.param_groups:62for p in group['params']:63if p.grad is None:64continue65grad = p.grad.data66if grad.is_sparse:67raise RuntimeError('Sparse gradients are not supported.')68amsgrad = group['amsgrad']6970state = self.state[p]7172# State initialization73if len(state) == 0:74state['step'] = 075# Exponential moving average of gradient values76state['exp_avg'] = torch.zeros_like(p.data)77# Exponential moving average of squared gradient values78state['exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)79if amsgrad:80# Maintains max of all exp. moving avg. of sq. grad. values81state['max_exp_avg_sq'] = torch.zeros([]).to(state['exp_avg'].device)8283exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']84if amsgrad:85max_exp_avg_sq = state['max_exp_avg_sq']86beta1, beta2 = group['betas']8788state['step'] += 18990norm = torch.sum(torch.pow(grad, 2))9192if exp_avg_sq == 0:93exp_avg_sq.copy_(norm)94else:95exp_avg_sq.mul_(beta2).add_(norm, alpha=1 - beta2)9697if amsgrad:98# Maintains the maximum of all 2nd moment running avg. till now99torch.max(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq)100# Use the max. for normalizing running avg. of gradient101denom = max_exp_avg_sq.sqrt().add_(group['eps'])102else:103denom = exp_avg_sq.sqrt().add_(group['eps'])104105grad.div_(denom)106if group['weight_decay'] != 0:107grad.add_(p.data, alpha=group['weight_decay'])108if group['grad_averaging']:109grad.mul_(1 - beta1)110exp_avg.mul_(beta1).add_(grad)111112p.data.add_(exp_avg, alpha=-group['lr'])113114return loss115116117class TestFusedNovoGrad(TestFusedOptimizer):118119def __init__(self, *args, **kwargs):120super(TestFusedNovoGrad, self).__init__(*args, **kwargs)121122# The options for NovoGrad and FusedNovoGrad are very specific if they123# are expected to behave the same.124self.options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8,125'weight_decay':0, 'grad_averaging':False, 'amsgrad':False}126127self.tst_options = {'lr':1e-3, 'betas':(0.95, 0), 'eps':1e-8,128'weight_decay':0, 'grad_averaging':False, 'amsgrad':False,129'bias_correction':False, 'reg_inside_moment':True,130'norm_type':2, 'init_zero':False, 'set_grad_none':True}131132self.ref_optim = Novograd133self.fused_optim = apex.optimizers.FusedNovoGrad134135def test_float(self):136self.gen_single_type_test(param_type=torch.float)137138def test_half(self):139self.gen_single_type_test(param_type=torch.float16)140141@unittest.skipIf(torch.cuda.device_count()<2, "more than 1 GPU required")142def test_multi_device(self):143devices = ("cuda:1", "cuda:0")144for current_dev, tensor_dev in product(devices, devices):145with torch.cuda.device(current_dev):146torch.cuda.synchronize()147self.gen_single_type_test(param_type=torch.float, device=tensor_dev)148149150def test_multi_params(self):151sizes = [[4096, 1024], [4096], [4096, 2048], [32320, 1024], [1]]152153tensors = []154for size in sizes:155tensors.append(torch.rand(size, dtype=torch.float, device="cuda"))156ref_param, tst_param, ref_optim, tst_optim = self.gen_param_optim(157tensors, self.options, self.tst_options158)159160for _ in range(self.iters):161self.gen_grad(ref_param, tst_param)162ref_optim.step()163tst_optim.step()164max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param)165self.assertLessEqual(max_abs_diff, self.max_abs_diff)166self.assertLessEqual(max_rel_diff, self.max_rel_diff)167168if __name__ == '__main__':169unittest.main()170171172