Commit Graph

29 Commits

Author SHA1 Message Date
Rob Zinkov
dcbe9ce2ad Handle complex optimization in AdamW by treating complex numbers as 2D real numbers (#80280)
This commit partially addresses #65711

Pull Request resolved: https://github.com/pytorch/pytorch/pull/80280
Approved by: https://github.com/albanD
2022-08-05 13:47:14 +00:00
Masaki Kozuki
3139722679 [foreach][mta] Inplace maximum and minimum (#82523)
### Description
<!-- What did you change and why was it needed? -->
Implement `torch._foreach_maximum_` and `torch._foreach_minimum_` mainly for `_multi_tensor_adam` and `_multi_tensor_adamw` with `amsgrad=True` to correctly update their `max_exp_avg_sqs`.

### Issue
<!-- Link to Issue ticket or RFP -->
- https://github.com/pytorch/pytorch/issues/78807
- https://github.com/pytorch/pytorch/pull/81894
- https://github.com/pytorch/pytorch/pull/81348
- https://github.com/pytorch/pytorch/pull/81705
- https://github.com/pytorch/pytorch/issues/58833
- https://github.com/pytorch/pytorch/issues/68041

### Testing
<!-- How did you test your change? -->
Updated `test_foreach.py::TestForeach::_minmax_test` to compare the outputs of `_foreach_maximum_` (and `_foreach_minimum_`) against those of `[torch.maximum(a, b) for a, b in zip(tensors1, tensors2)]`

cc @ngimel @albanD @mikaylagawarecki
Pull Request resolved: https://github.com/pytorch/pytorch/pull/82523
Approved by: https://github.com/albanD
2022-08-03 03:40:42 +00:00
ProGamerGov
71d50f4f89 Change docstring type callable to Callable for consistency (#82487)
### Description

Across PyTorch's docstrings, both `callable` and `Callable` for variable types. The Callable should be capitalized as we are referring to the `Callable` type, and not the Python `callable()` function.

### Testing

There shouldn't be any testing required.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/82487
Approved by: https://github.com/albanD
2022-08-01 17:26:09 +00:00
ProGamerGov
357b7d589c Fix docstring inconsistencies: string -> str, boolean -> bool (#82410)
### Description

Throughout the PyTorch docs and codebase, the `string` type in docstrings is referred to by two separate names. This leads to inconsistent docs, like you can see here: https://pytorch.org/docs/stable/generated/torch.nn.Conv3d.html#torch.nn.Conv3d

This PR fixes this issue by ensuring that all mentions of the string type in docstrings, are using the same format that Sphinx generates hyperlinks for.

### Testing
No testing should be required for this change

Pull Request resolved: https://github.com/pytorch/pytorch/pull/82410
Approved by: https://github.com/jbschlosser
2022-07-28 21:29:57 +00:00
albanD
9d20af5060 remove overly restrictive checks for cudagraph (#80881)
Finish fixing https://github.com/pytorch/pytorch/issues/80809
Pull Request resolved: https://github.com/pytorch/pytorch/pull/80881
Approved by: https://github.com/jbschlosser
2022-07-06 18:08:49 +00:00
anjali411
bda04e9f5e Add __all__ for torch.optim and torch.nn.modules modules (#80237)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/80237
Approved by: https://github.com/albanD
2022-06-24 21:34:10 +00:00
Sergii Dymchenko
de7219e8a7 Use generators with all/any in torch/optim (#78142)
Generator comprehensions with any/all are less verbose and potentially help to save memory/CPU : https://eklitzke.org/generator-comprehensions-and-using-any-and-all-in-python

To make JIT work with this change, I added code to convert GeneratorExp to ListComp. So the whole PR is basically NoOp for JIT, but potentially memory and speed improvement for eager mode.

Also I removed a test from test/jit/test_parametrization.py. The test was bad and had a TODO to actually implement and just tested that UnsupportedNodeError is thrown, and with GeneratorExp support a different error would be thrown.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/78142
Approved by: https://github.com/malfet, https://github.com/albanD
2022-06-24 17:23:45 +00:00
Michael Carilli
ba27ee9e8f [CUDA graphs] Allows Adam and AdamW to be capture-safe (#77862)
Near term fix for https://github.com/pytorch/pytorch/issues/76368.

Q. Why does the user need to request `capturable=True` in the optimizer constructor? Why can't capture safety be completely automatic?
A. We need to set up capture-safe (device-side) state variables before capture. If we don't, and step() internally detects capture is underway, it's too late: the best we could do is create a device state variable and copy the current CPU value into it, which is not something we want baked into the graph.

Q. Ok, why not just do the capture-safe approach with device-side state variables all the time?
A. It incurs several more kernel launches per parameter, which could really add up and regress cpu overhead for ungraphed step()s. If the optimizer won't be captured, we should allow step() to stick with its current cpu-side state handling.

Q. But cuda RNG is a stateful thing that maintains its state on the cpu outside of capture and replay, and we capture it automatically. Why can't we do the same thing here?
A. The graph object can handle RNG generator increments because its capture_begin, capture_end, and replay() methods can see and access generator object. But the graph object has no explicit knowledge of or access to optimizer steps in its capture scope. We could let the user tell the graph object what optimizers will be stepped in its scope, ie something like
```python
graph.will_use_optimizer(opt)
graph.capture_begin()
...
```
but that seems clunkier than an optimizer constructor arg.

I'm open to other ideas, but right now I think constructor arg is necessary and the least bad approach.

Long term, https://github.com/pytorch/pytorch/issues/71274 is a better fix.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/77862
Approved by: https://github.com/ezyang
2022-06-13 01:56:47 +00:00
Mikayla Gawarecki
2a5aaf1c49 Optim foreach cleanup for AdamW (#70484)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/70484

Test Plan: Imported from OSS

Reviewed By: anjali411

Differential Revision: D33767869

Pulled By: mikaylagawarecki

fbshipit-source-id: 2f5273bbfeea3ed502c5d77da4bebe1674243e86
(cherry picked from commit 2dd9b77917)
2022-02-15 18:02:08 +00:00
Mikayla Gawarecki
7176c92687 [optim] update step in functional and pass state_steps instead of state (#71333)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/71333

Updated
- Adagrad
- Adamax
- Adam
- AdamW
- RAdam
make multi_tensor functionals take `state_steps: List[Tensor]` instead of taking `states: List[Dict]`
make `state_steps: List[int]s -> state_steps:List[Tensor]` where each is a Singleton tensor so step can be updated within the functional

(NAdam and ASGD) were updated in separate diffs to fold their handling of state into the functionals

Test Plan: Imported from OSS

Reviewed By: anjali411

Differential Revision: D33767872

Pulled By: mikaylagawarecki

fbshipit-source-id: 9baa7cafb6375eab839917df9287c65a437891f2
(cherry picked from commit 831c02b3d0)
2022-02-08 16:51:19 +00:00
Alban Desmaison
e1b84e1b6b fix loading of older models that don't have maximize (#71023)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/71023

Reviewed By: jbschlosser

Differential Revision: D33483687

Pulled By: albanD

fbshipit-source-id: 2f3c6e97a9579be9ba15eca0756fc1f2c466fbb6
2022-01-10 06:01:24 -08:00
Alban Desmaison
c6e727d05b Fix adamw formula doc (#68587)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/68482

Pull Request resolved: https://github.com/pytorch/pytorch/pull/68587

Reviewed By: dagitses, jbschlosser

Differential Revision: D33478646

Pulled By: albanD

fbshipit-source-id: 4e6419829c3faa7449c041e7d467a6dab30fe917
2022-01-07 10:15:16 -08:00
Adnios
a9c7d626e1 Add the maximize flag to AdamW (#70146)
Summary:
Related issue: https://github.com/pytorch/pytorch/issues/68052

cc pietern mrshenli pritamdamania87 zhaojuanmao satgera rohan-varma gqchen aazzolini osalpekar jiayisuse SciPioneer H-Huang

Pull Request resolved: https://github.com/pytorch/pytorch/pull/70146

Reviewed By: malfet

Differential Revision: D33254561

Pulled By: albanD

fbshipit-source-id: f190c836a4162f936c5953e076747c345df21421
2021-12-23 09:20:29 -08:00
Ilqar Ramazanli
5b21f172a4 [doc][hackathon] To add AdamW Optimizer to the documentation (#63252)
Summary:
It has been discussed before that adding description of Optimization algorithms to PyTorch Core documentation may result in a nice Optimization research tutorial. In the following tracking issue we mentioned about all the necessary algorithms and links to the originally published paper  https://github.com/pytorch/pytorch/issues/63236.

In this PR we are adding description of AdamW Algorithm to the documentation.  For more details, we refer to the paper  here https://arxiv.org/abs/1711.05101

<img width="442" alt="AdamWalgo" src="https://user-images.githubusercontent.com/73658284/132589957-6d381e96-cb62-40d0-990f-82a32ec455be.png">

Pull Request resolved: https://github.com/pytorch/pytorch/pull/63252

Reviewed By: datumbox

Differential Revision: D30839685

Pulled By: iramazanli

fbshipit-source-id: 1a426c874ab86408d286a34f41aefcf5b21167c0
2021-09-09 07:05:31 -07:00
Wanchao Liang
4611387608 [optim] take kw-only argument for functional optim APIs (#56185)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/56185

ghstack-source-id: 126670123

Reviewed By: albanD

Differential Revision: D27802169

fbshipit-source-id: f5e1cb2046dcdeecf5f6b0f70892828bf0adb22f
2021-04-15 20:08:04 -07:00
Wanchao Liang
f8238d7917 [optim] bugfix when all parameters have no grad (#52944)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/52944

This fix the bug introduced during refactoring optimizers https://github.com/pytorch/pytorch/pull/50411. When all parameters have no grads, we should still allows `beta` like hyper params to be defined.

Reviewed By: ngimel

Differential Revision: D26699827

fbshipit-source-id: 8a7074127704c7a4a1fbc17d48a81e23a649f280
2021-03-03 11:56:09 -08:00
Vincent Quenneville-Belair
50d903f19f [optim] make functional api be private (#51316) (#51665)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/51665

This reverts commit 896f82aa92.

Test Plan: Imported from OSS

Reviewed By: gchanan

Differential Revision: D26232608

Pulled By: vincentqb

fbshipit-source-id: ca006baf4fb672c11c1bb003c39a29cbadb63dd3
2021-02-03 17:59:05 -08:00
Vincent Quenneville-Belair
896f82aa92 [optim] make functional api be private (#51316)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/51316

Make optim functional API be private until we release with beta

Test Plan: Imported from OSS

Reviewed By: albanD

Differential Revision: D26213469

fbshipit-source-id: b0fd001a8362ec1c152250bcd57c7205ed893107
2021-02-03 09:29:33 -08:00
Wanchao Liang
df96344968 [optimizer] refactor AdamW to use functional API (#50411)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/50411

Test Plan: Imported from OSS

Reviewed By: izdeby

Differential Revision: D25932776

Pulled By: wanchaol

fbshipit-source-id: e8e1696b3390ba7909b36fd0107c58b892520432
2021-01-21 11:00:45 -08:00
Samuel Marks
e6779d4357 [*.py] Rename "Arguments:" to "Args:" (#49736)
Summary:
I've written custom parsers and emitters for everything from docstrings to classes and functions. However, I recently came across an issue when I was parsing/generating from the TensorFlow codebase: inconsistent use of `Args:` and `Arguments:` in its docstrings.

```sh
(pytorch#c348fae)$ for name in 'Args:' 'Arguments:'; do
    printf '%-10s %04d\n' "$name" "$(rg -IFtpy --count-matches "$name" | paste -s -d+ -- | bc)"; done
Args:      1095
Arguments: 0336
```

It is easy enough to extend my parsers to support both variants, however it looks like `Arguments:` is wrong anyway, as per:

  - https://google.github.io/styleguide/pyguide.html#doc-function-args @ [`ddccc0f`](https://github.com/google/styleguide/blob/ddccc0f/pyguide.md)

  - https://chromium.googlesource.com/chromiumos/docs/+/master/styleguide/python.md#describing-arguments-in-docstrings @ [`9fc0fc0`](https://chromium.googlesource.com/chromiumos/docs/+/9fc0fc0/styleguide/python.md)

  - https://sphinxcontrib-napoleon.readthedocs.io/en/latest/example_google.html @ [`c0ae8e3`](https://github.com/sphinx-contrib/napoleon/blob/c0ae8e3/docs/source/example_google.rst)

Therefore, only `Args:` is valid. This PR replaces them throughout the codebase.

PS: For related PRs, see tensorflow/tensorflow/pull/45420

PPS: The trackbacks automatically appearing below are sending the same changes to other repositories in the [PyTorch](https://github.com/pytorch) organisation.

Pull Request resolved: https://github.com/pytorch/pytorch/pull/49736

Reviewed By: albanD

Differential Revision: D25710534

Pulled By: soumith

fbshipit-source-id: 61e8ff01abb433e9f78185c2d1d0cbd7c22c1619
2020-12-28 09:34:47 -08:00
Xiang Gao
6bc77f4d35 Use amax/maximum instead of max in optimizers (#43797)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/43797

Reviewed By: malfet

Differential Revision: D23406641

Pulled By: mruberry

fbshipit-source-id: 0cd075124aa6533b21375fe2c90c44a5d05ad6e6
2020-09-15 10:39:40 -07:00
Masaki Kozuki
7403545518 Fix exception message of torch.optim.AdamW. (#36088)
Summary:
PyTorch does not implement `SparseAdamW`.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/36088

Differential Revision: D20932357

Pulled By: gchanan

fbshipit-source-id: 49e5b72c34ff8ce0deb6b3807662b8b7d67d959f
2020-04-09 08:02:10 -07:00
albanD
6e2bb1c054 End of the .data removal in torch/optim (#34211)
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/34211

Test Plan: Imported from OSS

Differential Revision: D20248684

Pulled By: albanD

fbshipit-source-id: 2294bfa41b82ff47f000bc98860780f59d7d4421
2020-03-09 06:40:39 -07:00
Eleanor Dwight Holland
6a97777f72 Remove use of .data from optimizers (#33640)
Summary:
Removes all uses of `.data` from optimizers.

Or tries to.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33640

Reviewed By: vincentqb

Differential Revision: D20203216

Pulled By: albanD

fbshipit-source-id: 9bfe78bbed00fd4aaa690801cff0201f0bd680a0
2020-03-03 13:21:55 -08:00
Xiao Wang
c1dd70688a Fix deprecated python "add" calls (#33428)
Summary:
This PR fixed those python "add" calls using deprecated signature `add(Scalar, Tensor)`. The alternative signature `add(Tensor, alpha = Scalar)` is used.

cc csarofeen zasdfgbnm ptrblck ngimel
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33428

Differential Revision: D20002534

Pulled By: vincentqb

fbshipit-source-id: 81f2dd6170a47a9b53a17e5817c26e70d8afa130
2020-02-26 09:02:31 -08:00
Nikolay Novik
d19a50bf27 Add missing weight_decay parameter validation for Adam and AdamW (#33126)
Summary:
Adam and AdamW are missing parameter validation for weight_decay. Other optimisers have this check present.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33126

Differential Revision: D19860366

Pulled By: vincentqb

fbshipit-source-id: 286d7dc90e2f4ccf6540638286d2fe17939648fc
2020-02-20 11:11:51 -08:00
Vitaly Fedyunin
877c96cddf explicitly provide memory format when calling to *_like operators
Summary: Pull Request resolved: https://github.com/pytorch/pytorch/pull/30008

Test Plan: Imported from OSS

Differential Revision: D18575981

Pulled By: VitalyFedyunin

fbshipit-source-id: ec3418257089ad57913932be1a8608cd20ce054c
2019-11-19 16:19:29 -08:00
Farhad Ramezanghorbani
fed5ca192c Adam/AdamW implementation minor fix (#22628)
Summary:
I have noticed a small discrepancy between theory and the implementation of AdamW and in general Adam. The epsilon in the denominator of the following Adam update should not be scaled by the bias correction [(Algorithm 2, L9-12)](https://arxiv.org/pdf/1711.05101.pdf). Only the running average of the gradient (_m_) and squared gradients (_v_) should be scaled by their corresponding bias corrections.

![adam_update](https://user-images.githubusercontent.com/13050245/60894105-11117f00-a230-11e9-9ba0-adad2ae2e0ae.png)

In the current implementation, the epsilon is scaled by the square root of `bias_correction2`.  I have plotted this ratio as a function of step given `beta2 = 0.999` and `eps = 1e-8`. In the early steps of optimization, this ratio slightly deviates from theory (denoted by the horizontal red line).

![plot](https://user-images.githubusercontent.com/13050245/60893952-cabc2000-a22f-11e9-8dc2-6353ad5d674d.png)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/22628

Differential Revision: D16589914

Pulled By: vincentqb

fbshipit-source-id: 8791eb338236faea9457c0845ccfdba700e5f1e7
2019-08-01 11:42:04 -07:00
Michael Acar
a4b2f3e213 Implement AdamW optimizer (#21250)
Summary:
# What is this?
This is an implementation of the AdamW optimizer as implemented in [the fastai library](803894051b/fastai/callback.py) and as initially introduced in the paper [Decoupled Weight Decay Regularization](https://arxiv.org/abs/1711.05101). It decouples the weight decay regularization step from the optimization step during training.

There have already been several abortive attempts to push this into pytorch in some form or fashion: https://github.com/pytorch/pytorch/pull/17468, https://github.com/pytorch/pytorch/pull/10866, https://github.com/pytorch/pytorch/pull/3740, https://github.com/pytorch/pytorch/pull/4429. Hopefully this one goes through.
# Why is this important?
Via a simple reparameterization, it can be shown that L2 regularization has a weight decay effect in the case of SGD optimization. Because of this, L2 regularization became synonymous with the concept of weight decay. However, it can be shown that the equivalence of L2 regularization and weight decay breaks down for more complex adaptive optimization schemes. It was shown in the paper [Decoupled Weight Decay Regularization](https://arxiv.org/abs/1711.05101) that this is the reason why models trained with SGD achieve better generalization than those trained with Adam. Weight decay is a very effective regularizer. L2 regularization, in and of itself, is much less effective. By explicitly decaying the weights, we can achieve state-of-the-art results while also taking advantage of the quick convergence properties that adaptive optimization schemes have.
# How was this tested?
There were test cases added to `test_optim.py` and I also ran a [little experiment](https://gist.github.com/mjacar/0c9809b96513daff84fe3d9938f08638) to validate that this implementation is equivalent to the fastai implementation.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/21250

Differential Revision: D16060339

Pulled By: vincentqb

fbshipit-source-id: ded7cc9cfd3fde81f655b9ffb3e3d6b3543a4709
2019-07-02 09:09:10 -07:00