Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/69980
- Merged `torch/optim/adadelta.py` and `torch/optim/_multitensor/adadelta.py` into `torch/optim/adadelta.py`
- Moved adadelta functional forms from `torch/optim/_functional.py` and `torch/optim/_multi_tensor/_functional.py` to `torch/optim/adadelta.py`
- `torch/optim/_functional.py` just imports from `torch/optim/adadelta.py`
- Added a test `test_optimizers_foreach_flag` which replicates `test_multi_tensor_optimizers` in `test/test_optim.py`
- Add a test `test_adadelta_new` that replicates the behavior of `test_adadelta` but with `foreach` flag instead of using the multitensor adadleta class. If we delete `_multitensor/` we could replace `test_adadelta` with this
Remaining TODO:
- [ ] single_tensor adadelta supports complex but multitensor does not, need to integrate the singletensor logic in multitensor and switch the `test_adadelta_complex` to test for foreach in [True, False]
Test Plan: Imported from OSS
Reviewed By: VitalyFedyunin, albanD
Differential Revision: D33413059
Pulled By: mikaylagawarecki
fbshipit-source-id: 92a9fa98705762bb6bd464261671e49aef40070e
(cherry picked from commit a008227d22)
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)
Summary:
Solves the next most important use case in https://github.com/pytorch/pytorch/issues/68052.
I have kept the style as close to that in SGD as seemed reasonable, given the slight differences in their internal implementations.
All feedback welcome!
cc pietern mrshenli pritamdamania87 zhaojuanmao satgera rohan-varma gqchen aazzolini osalpekar jiayisuse SciPioneer H-Huang
Pull Request resolved: https://github.com/pytorch/pytorch/pull/68164
Reviewed By: VitalyFedyunin
Differential Revision: D32994129
Pulled By: albanD
fbshipit-source-id: 65c57c3f3dbbd3e3e5338d51def54482503e8850
Summary:
Fixes https://github.com/pytorch/pytorch/issues/46480 -- for SGD.
## Notes:
- I have modified the existing tests to take a new `constructor_accepts_maximize` flag. When this is set to true, the ` _test_basic_cases_template` function will test both maximizing and minimizing the sample function.
- This was the clearest way I could think of testing the changes -- I would appreciate feedback on this strategy.
## Work to be done:
[] I need to update the docs.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/67847
Reviewed By: H-Huang
Differential Revision: D32252631
Pulled By: albanD
fbshipit-source-id: 27915a3cc2d18b7e4d17bfc2d666fe7d2cfdf9a4
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66587
Made some changes in the step function of the non-vectorized Adadelta optimizer to handle complex numbers as two real numbers as per 65711 on github
ghstack-source-id: 141484731
Test Plan:
buck test mode/dev caffe2/test:optim -- 'test_adadelta_complex'
https://pxl.cl/1R7kJ
Reviewed By: albanD
Differential Revision: D31630069
fbshipit-source-id: 2741177b837960538ce39772897af36bbce7b7d8
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/66671
Made changes in the step function of the vectorized and non-vectorized adagrad optimizers to handle complex numbers as two real numbers as per 65711 on github
ghstack-source-id: 141442350
Test Plan:
buck test mode/dev caffe2/test:optim -- 'test_adagrad_complex'
https://pxl.cl/1Rd44
Reviewed By: albanD
Differential Revision: D31673503
fbshipit-source-id: 90a0d0c69b556716e2d17c59ce80f09c750fc464
Summary:
Fixes https://github.com/pytorch/pytorch/issues/59998
It has been discussed in the issue that the variance term of Adam optimizer currently doesn't compute correctly for complex domain. As it has been stated in the Generalization to Complex numbers section in https://en.wikipedia.org/wiki/Variance variance is computed as E[(X - mu)(X-mu)*] (where mu = E[X] and * stands for conjugate) for complex random variable X.
However, currently the computation method in implementation of Adam is via E[(X - mu)(X-mu)] which doesn't return right variance value, in particular it returns complex number. Variance is defined to be real number even though underlying random variable is complex.
We fix this issue here, and testing that resulting variance is indeed real number.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/62946
Reviewed By: albanD
Differential Revision: D30196038
Pulled By: iramazanli
fbshipit-source-id: ab0a6f31658aeb56bdcb211ff86eaa29f3f0d718
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/24892
In the paper : https://arxiv.org/pdf/1908.03265.pdf Liyuan Liu et al. suggested a new optimization algorithm with an essence of similar to Adam Algorithm.
It has been discussed in the paper that, without warmup heuristic, in the early stage of adaptive optimization / learning algorithms sometimes we can get undesirable large variance which can slow overall convergence process.
Authors proposed the idea of rectification of variance of adaptive learning rate when it is expected to be high.
Differing from the paper, we selected variance tractability cut-off as 5 instead of 4. This adjustment is common practice, and could be found in the code-repository and also tensorflow swift optim library as well :
2f03dd1970/radam/radam.py (L156)f51ee4618d/Sources/TensorFlow/Optimizers/MomentumBased.swift (L638)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58968
Reviewed By: vincentqb
Differential Revision: D29310601
Pulled By: iramazanli
fbshipit-source-id: b7bd487f72f1074f266687fd9c0c6be264a748a9
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/5804
In the paper : https://openreview.net/forum?id=OM0jvwB8jIp57ZJjtNEZ Timothy Dozat suggested a new optimization algorithm with an essence of combination of NAG and Adam algorithms.
It is known that the idea of momentum can be improved with the Nesterov acceleration in optimization algorithms, and Dozat is investigating to apply this idea to momentum component of Adam algorithm. Author provided experiment evidence in their work to show excellence of the idea.
In this PR we are implementing the proposed algorithm NAdam in the mentioned paper. Author has a preliminary work http://cs229.stanford.edu/proj2015/054_report.pdf where he shows the decay base constant should be taken as 0.96 which we also followed the same phenomenon here in this implementation similar to Keras. Moreover, implementation / coding practice have been followed similar to Keras in some other places as well:
f9d3868495/tensorflow/python/keras/optimizer_v2/nadam.py
Pull Request resolved: https://github.com/pytorch/pytorch/pull/59009
Reviewed By: gchanan, vincentqb
Differential Revision: D29220375
Pulled By: iramazanli
fbshipit-source-id: 4b4bb4b15f7e16f7527f368bbf4207ed345751aa
Summary:
Fixes : https://github.com/pytorch/pytorch/issues/24892
In the paper : https://arxiv.org/pdf/1908.03265.pdf Liyuan Liu et al. suggested a new optimization algorithm with an essence of similar to Adam Algorithm.
It has been discussed in the paper that, without warmup heuristic, in the early stage of adaptive optimization / learning algorithms sometimes we can get undesirable large variance which can slow overall convergence process.
Authors proposed the idea of rectification of variance of adaptive learning rate when it is expected to be high.
Differing from the paper, we selected variance tractability cut-off as 5 instead of 4. This adjustment is common practice, and could be found in the code-repository and also tensorflow swift optim library as well :
2f03dd1970/radam/radam.py (L156)f51ee4618d/Sources/TensorFlow/Optimizers/MomentumBased.swift (L638)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58968
Reviewed By: gchanan
Differential Revision: D29241736
Pulled By: iramazanli
fbshipit-source-id: 288b9b1f3125fdc6c7a7bb23fde1ea5c201c0448
Summary:
Functional API is used in large scale distributed training to enable multithreaded training instead of multiprocess, as it gives more optimal resource utilization and efficiency.
In this PR, we provide code migration and refactoring for functional API for ASGD algorithm.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/58410
Reviewed By: ailzhang
Differential Revision: D28546702
Pulled By: iramazanli
fbshipit-source-id: 4f62b6037d53f35b19f98340e88af2ebb6243a4f
