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Source code for torch.optim.sparse_adam

import math
import torch
from .optimizer import Optimizer


[docs]class SparseAdam(Optimizer): r"""Implements lazy version of Adam algorithm suitable for sparse tensors. In this variant, only moments that show up in the gradient get updated, and only those portions of the gradient get applied to the parameters. Args: 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) .. _Adam\: A Method for Stochastic Optimization: https://arxiv.org/abs/1412.6980 """ def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8): 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])) params = list(params) sparse_params = [] for index, param in enumerate(params): if isinstance(param, dict): for d_index, d_param in enumerate(param.get("params", [])): if d_param.is_sparse: sparse_params.append([index, d_index]) elif param.is_sparse: sparse_params.append(index) if sparse_params: raise ValueError( f"Sparse params at indices {sparse_params}: SparseAdam requires dense parameter tensors" ) defaults = dict(lr=lr, betas=betas, eps=eps) super(SparseAdam, self).__init__(params, defaults)
[docs] @torch.no_grad() def step(self, closure=None): """Performs a single optimization step. Args: 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 not grad.is_sparse: raise RuntimeError('SparseAdam does not support dense gradients, please consider Adam instead') 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, memory_format=torch.preserve_format) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format) state['step'] += 1 grad = grad.coalesce() # the update is non-linear so indices must be unique grad_indices = grad._indices() grad_values = grad._values() size = grad.size() def make_sparse(values): constructor = grad.new if grad_indices.dim() == 0 or values.dim() == 0: return constructor().resize_as_(grad) return constructor(grad_indices, values, size) exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] beta1, beta2 = group['betas'] # Decay the first and second moment running average coefficient # old <- b * old + (1 - b) * new # <==> old += (1 - b) * (new - old) old_exp_avg_values = exp_avg.sparse_mask(grad)._values() exp_avg_update_values = grad_values.sub(old_exp_avg_values).mul_(1 - beta1) exp_avg.add_(make_sparse(exp_avg_update_values)) old_exp_avg_sq_values = exp_avg_sq.sparse_mask(grad)._values() exp_avg_sq_update_values = grad_values.pow(2).sub_(old_exp_avg_sq_values).mul_(1 - beta2) exp_avg_sq.add_(make_sparse(exp_avg_sq_update_values)) # Dense addition again is intended, avoiding another sparse_mask numer = exp_avg_update_values.add_(old_exp_avg_values) exp_avg_sq_update_values.add_(old_exp_avg_sq_values) denom = exp_avg_sq_update_values.sqrt_().add_(group['eps']) del exp_avg_update_values, exp_avg_sq_update_values bias_correction1 = 1 - beta1 ** state['step'] bias_correction2 = 1 - beta2 ** state['step'] step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1 p.add_(make_sparse(-step_size * numer.div_(denom))) return loss

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