Support fused_sgd_kernel support for CPU.
## Bench result:
32 core/sockets ICX
Test Scripts:
https://gist.github.com/zhuhaozhe/688763e17e93e4c5e12f25f676ec90d9https://gist.github.com/zhuhaozhe/ad9938694bc7fae8b66d376f4dffc6c9
```
Tensor Size: 262144, Num Tensor 4, Num Threads: 1
_single_tensor_sgd time: 0.2301 seconds
_fused_sgd time: 0.0925 seconds
Tensor Size: 4194304, Num Tensor 32, Num Threads: 32
_single_tensor_sgd time: 2.6195 seconds
_fused_sgd time: 1.7543 seconds
```
## Test Plan:
```
python test_optim.py -k test_fused_matches_forloop
python test_optim.py -k test_fused_large_tensor
python test_optim.py -k test_can_load_older_state_dict
python test_optim.py -k test_grad_scaling_autocast_fused_optimizers
python test_torch.py -k test_grad_scaling_autocast_fused
python test_torch.py -k test_params_invalidated_with_grads_invalidated_between_unscale_and_step
```
Looks like we already have some PRs under this issue https://github.com/pytorch/pytorch/issues/123451 to unified the UTs, I did not modified UT in this PR.
Co-authored-by: Jane Xu <janeyx@meta.com>
Pull Request resolved: https://github.com/pytorch/pytorch/pull/123629
Approved by: https://github.com/jgong5, https://github.com/janeyx99
On par with `CUDA` implementation.
For `autocast` logic, same with `CUDA` + `Fused Adam`:
- check inf in `gradscalar.step`
- In fused kernel, if there is `inf`, do nothing. If not, unscale the grad ( also write back) and update the param.
**TestPlan**:
```
# extend CUDA only test for CPU fused adagrad
python test_optim.py -k test_fused_matches_forloop
python test_optim.py -k test_fused_large_tensor
python test_torch.py -k test_grad_scaling_autocast_fused
# extend fused test
python test_torch.py -k test_params_invalidated_with_grads_invalidated_between_unscale_and_step
python test_optim.py -k test_can_load_older_state_dict
# newly added test (follow 6b1f13ea2f/test/test_cuda.py (L1108))
python test_optim.py -k test_grad_scaling_autocast_fused_optimizers
```
**Benchmark**:
**5.1x** on 56 core SPR
**Parameter-size=1M**
**Nparams=10**
[test script](https://gist.github.com/zhuhaozhe/ef9a290ad3f8f4067b3373a3bdaa33e7)
```
numactl -C 0-55 -m 0 python bench_adam.py
non-fused 6.0174267292022705 s
fused 1.1787631511688232 s
```
**Note: Fused kernel accuracy**
The accuracy failure in CI shows a little higher than default tolerance
```
2024-04-02T06:09:16.2213887Z Mismatched elements: 21 / 64 (32.8%)
2024-04-02T06:09:16.2214339Z Greatest absolute difference: 1.5735626220703125e-05 at index (6, 6) (up to 1e-05 allowed)
2024-04-02T06:09:16.2214813Z Greatest relative difference: 1.0073336852656212e-05 at index (4, 1) (up to 1.3e-06 allowed)
```
I have debug it step by step and unfortunately we may not able to make the `fused kernel` exactly same with `non fused` one due to compiler optimizations.
For example, in non-fused impl
```
exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1 - beta2)
```
and in fused impl
```
exp_avg_sq_ptr[d] = scalar_t(beta2) * exp_avg_sq_ptr[d];
// std::cout << "exp_avg_sq " << exp_avg_sq_ptr[d] << std::endl;
exp_avg_sq_ptr[d] = exp_avg_sq_ptr[d] +
scalar_t(exp_avg_sq_grad_coefficient) * grad_val * grad_val;
```
If I keep `std::cout`, I can get exactly same results in UT
```
===============param
0.6796758770942688
0.6796758770942688
```
But when I comment out it, there will be a difference
```
===============param
0.6796758770942688
0.6796759366989136
```
So I will make the tolerance a little higher than default one.
Co-authored-by: Jane Xu <janeyx@meta.com>
Pull Request resolved: https://github.com/pytorch/pytorch/pull/123074
Approved by: https://github.com/jgong5, https://github.com/janeyx99
Removed a bunch of skips, I also updated test_forloop_goes_right_direction to *not* use the closure when dynamo is tracing. The reason for this is that testing the disabled optimizer doesn't actually test anything.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/123322
Approved by: https://github.com/janeyx99
ghstack dependencies: #123498
This is the last of the old TestOptim! With this change, everything will be migrated to use OptimizerInfo. Our sparse support is...well, sparse, and the tests try to best encapsulate which configs actually work. Note that support_sparse is actually just supports sparse grads...we don't test sparse params.
1. This PR fixes a bug in Adagrad multi_tensor with maximize by passing the correct value of maximize (vs False everytime) when sparse values are present.
2. This PR does improve coverage. There used to only be 2 configs each, and now we have the following configs for:
Adagrad:
```
python test/test_optim.py -k test_rosenbrock_sparse_with_lrsched_False_Adagrad
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
{'maximize': True, 'lr': 0.1}
{'initial_accumulator_value': 0.1, 'lr': 0.1} <--- this and above are CPU
.{'foreach': False, 'lr': 0.1}
{'foreach': True, 'lr': 0.1}
{'maximize': True, 'foreach': False, 'lr': 0.1}
{'maximize': True, 'foreach': True, 'lr': 0.1}
{'initial_accumulator_value': 0.1, 'foreach': False, 'lr': 0.1}
{'initial_accumulator_value': 0.1, 'foreach': True, 'lr': 0.1}
.
----------------------------------------------------------------------
Ran 2 tests in 227.744s
OK
```
SGD
```
(pytorch-3.10) [janeyx@devgpu023.odn1 /data/users/janeyx/pytorch (bff23193)]$ python test/test_optim.py -k test_rosenbrock_sparse_with_lrsched_False_SGD
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
{'dampening': 0.5, 'lr': 0.0048}
.{'foreach': False, 'lr': 0.0048}
{'foreach': True, 'lr': 0.0048}
{'dampening': 0.5, 'foreach': False, 'lr': 0.0048}
{'dampening': 0.5, 'foreach': True, 'lr': 0.0048}
.
----------------------------------------------------------------------
Ran 2 tests in 112.801s
OK
```
SparseAdam
```
(pytorch-3.10) [janeyx@devgpu023.odn1 /data/users/janeyx/pytorch (bff23193)]$ python test/test_optim.py -k test_rosenbrock_sparse_with_lrsched_False_Sparse
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
{'maximize': True, 'lr': 0.04}
.{'maximize': True, 'lr': 0.04}
.
----------------------------------------------------------------------
Ran 2 tests in 35.113s
OK
```
Fixes#103322. A side quest in this migration was to re-enable and track dynamo issues as they trigger on the optim tests, which will be complete from this PR. New tests may add more things to track in dynamo, but there is now an established system for doing so, and dynamo is either enabled or a bug is tracked for every migrated test in TestOptimRenewed.
Next steps:
Remove the hyperparameter constraints in common_optimizer.py defined by metadata_for_sparse (other than LR, which seems handpicked for the tests to actually pass). Doing this requires adding more sparse functionality.
Add more tests!
Maybe add more optimizers!
Pull Request resolved: https://github.com/pytorch/pytorch/pull/123146
Approved by: https://github.com/albanD
ghstack dependencies: #123134, #123139
@tfsingh I got to it first--wanted to land this stack and close the gap ASAP.
This PR also fixes a discrepancy between `_init_group` and `__set_state__` because we have the constants live on params' device always.
There are some next steps though:
- ASGD can be made faster by making etas, mus, steps be on CPU when NOT capturable. (I had mistakenly thought foreachifying was faster and so we landed https://github.com/pytorch/pytorch/pull/107857, but it is slower). No one has complained yet though. ¯\_(ツ)_/¯
Pull Request resolved: https://github.com/pytorch/pytorch/pull/121264
Approved by: https://github.com/albanD
ghstack dependencies: #121260
Finishes the work started in https://github.com/pytorch/pytorch/pull/118697. Thanks @MarouaneMaatouk for the attempt, but due to inactivity I have opened this PR for Adamax. Note that the new capturable implementation is much simpler and I've modified the foreach capturable impl--it now calls fewer kernels and is more easily comparable to forloop.
Next steps:
* This PR discovered two bugs: #121178 and #121238.
* Move the now hefty graph optim tests in test_cuda to use OptimInfo.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/121183
Approved by: https://github.com/albanD
Note that this increases coverage from 1 config (vanilla SGD) to all the configs (13 optimizers at around 6-7 each). The test time seems fine though!
With the torch cuda synchronization:
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (b6093c03)]$ python test/test_optim.py -k test_step_pre_hook -k test_step_post_hook
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
....................................................
----------------------------------------------------------------------
Ran 52 tests in 13.680s
OK
```
Excluding the torch cuda synchronization:
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (916f6fe3)]$ python test/test_optim.py -k test_step_pre_hook -k test_step_post_hook
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
....................................................
----------------------------------------------------------------------
Ran 52 tests in 1.038s
OK
```
The old tests:
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (916f6fe3)]$ python test/test_optim.py -k test_pre_hook -k test_post_hook
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
..
----------------------------------------------------------------------
Ran 2 tests in 0.518s
OK
```
Pull Request resolved: https://github.com/pytorch/pytorch/pull/119288
Approved by: https://github.com/mikaylagawarecki
ghstack dependencies: #119283
This PR fixes several bugs, listed in priority:
1. `load_state_dict` with a nontensor step was incorrect for capturable and fused implementations since we don't create the tensors on the right device in `__setstate__`. This has been fixed.
2. The most recently added capturable implementations forgot the check that all tensors should be on CUDA for eager. We've now added those checks
3. The most recent change in Adamax only adds capturable for foreach but will silently be incorrect for forloop/single-tensor. I've added erroring and modified testing with many many many skips for that. Honestly my preference after this PR has only been further cemented that we should just do the single tensor and multi tensor capturable implementations together in the future. @mlazos
4. The conditional for adding cuda-supported configs for the optimizer infos was incorrect! So we hadn't been testing capturable! This also stands rectified and was the trigger for this PR in the first place.
5. In a similar way, the conditional for `_get_optim_inputs_including_global_cliquey_kwargs` was incorrect sometimes as well. This has also been corrected.
The following is not a bug, but is just something to make life simpler by not needing to handle Nones: `optim_input_funcs` must now mandatorily take in a `device`, which could be a string or a torch.device.
Details for posterity:
4. Running the test_foreach_matches_forloop test and printing the configs that get printed yields capturable getting included, which is correct.
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (5d50138f)]$ python test/test_optim.py -k test_foreach_matches_forloop_AdamW_cuda
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={}, desc=default
params=None, kwargs={'lr': 0.01}, desc=non-default lr
params=None, kwargs={'weight_decay': 0.1}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'maximize': True}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True}, desc=amsgrad
params=None, kwargs={'capturable': True}, desc=capturable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True}, desc=capturable, amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True}, desc=Tensor lr with capturable and amsgrad
.
----------------------------------------------------------------------
Ran 1 test in 19.229s
OK
```
5. Running the test_optimizer_can_be_printed test (which calls `_get_optim_inputs_including_global_cliquey_kwargs`) and printing what gets run is also now correct.
```
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={'differentiable': False}, desc=default
params=None, kwargs={'differentiable': True}, desc=default & differentiable
params=None, kwargs={'lr': 0.01, 'differentiable': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'differentiable': True}, desc=non-default lr & differentiable
params=None, kwargs={'weight_decay': 0.1, 'differentiable': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'differentiable': True}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': True}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': True}, desc=amsgrad & differentiable
.params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': False}, desc=default
params=None, kwargs={'foreach': True, 'differentiable': False, 'fused': False}, desc=default & foreach
params=None, kwargs={'foreach': False, 'differentiable': True, 'fused': False}, desc=default & differentiable
params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': True}, desc=default & fused
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'foreach': True, 'differentiable': False, 'fused': False}, desc=non-default lr & foreach
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': True, 'fused': False}, desc=non-default lr & differentiable
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': True}, desc=non-default lr & fused
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'foreach': True, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay & foreach
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': True, 'fused': False}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': True}, desc=nonzero weight_decay & fused
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=maximize & foreach
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=maximize & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=amsgrad & fused
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable
params=None, kwargs={'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable & foreach
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable & differentiable
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable, amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable, amsgrad & fused
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad & foreach
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=Tensor lr with capturable and amsgrad & differentiable
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=Tensor lr with capturable and amsgrad & fused
.
----------------------------------------------------------------------
Ran 2 tests in 11.112s
OK
```
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118326
Approved by: https://github.com/mlazos
This PR fixes several bugs, listed in priority:
1. `load_state_dict` with a nontensor step was incorrect for capturable and fused implementations since we don't create the tensors on the right device in `__setstate__`. This has been fixed.
2. The most recently added capturable implementations forgot the check that all tensors should be on CUDA for eager. We've now added those checks
3. The most recent change in Adamax only adds capturable for foreach but will silently be incorrect for forloop/single-tensor. I've added erroring and modified testing with many many many skips for that. Honestly my preference after this PR has only been further cemented that we should just do the single tensor and multi tensor capturable implementations together in the future. @mlazos
4. The conditional for adding cuda-supported configs for the optimizer infos was incorrect! So we hadn't been testing capturable! This also stands rectified and was the trigger for this PR in the first place.
5. In a similar way, the conditional for `_get_optim_inputs_including_global_cliquey_kwargs` was incorrect sometimes as well. This has also been corrected.
The following is not a bug, but is just something to make life simpler by not needing to handle Nones: `optim_input_funcs` must now mandatorily take in a `device`, which could be a string or a torch.device.
Details for posterity:
4. Running the test_foreach_matches_forloop test and printing the configs that get printed yields capturable getting included, which is correct.
```
(pytorch-3.10) [janeyx@devgpu023.odn1 ~/local/pytorch (5d50138f)]$ python test/test_optim.py -k test_foreach_matches_forloop_AdamW_cuda
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/transformers/utils/generic.py:441: UserWarning: torch.utils._pytree._register_pytree_node is deprecated. Please use torch.utils._pytree.register_pytree_node instead.
_torch_pytree._register_pytree_node(
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={}, desc=default
params=None, kwargs={'lr': 0.01}, desc=non-default lr
params=None, kwargs={'weight_decay': 0.1}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'maximize': True}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True}, desc=amsgrad
params=None, kwargs={'capturable': True}, desc=capturable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True}, desc=capturable, amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True}, desc=Tensor lr with capturable and amsgrad
.
----------------------------------------------------------------------
Ran 1 test in 19.229s
OK
```
5. Running the test_optimizer_can_be_printed test (which calls `_get_optim_inputs_including_global_cliquey_kwargs`) and printing what gets run is also now correct.
```
/home/janeyx/.conda/envs/pytorch-3.10/lib/python3.10/site-packages/scipy/__init__.py:146: UserWarning: A NumPy version >=1.17.3 and <1.25.0 is required for this version of SciPy (detected version 1.26.0
warnings.warn(f"A NumPy version >={np_minversion} and <{np_maxversion}"
params=None, kwargs={'differentiable': False}, desc=default
params=None, kwargs={'differentiable': True}, desc=default & differentiable
params=None, kwargs={'lr': 0.01, 'differentiable': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'differentiable': True}, desc=non-default lr & differentiable
params=None, kwargs={'weight_decay': 0.1, 'differentiable': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'differentiable': True}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'differentiable': True}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'differentiable': True}, desc=amsgrad & differentiable
.params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': False}, desc=default
params=None, kwargs={'foreach': True, 'differentiable': False, 'fused': False}, desc=default & foreach
params=None, kwargs={'foreach': False, 'differentiable': True, 'fused': False}, desc=default & differentiable
params=None, kwargs={'foreach': False, 'differentiable': False, 'fused': True}, desc=default & fused
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': False}, desc=non-default lr
params=None, kwargs={'lr': 0.01, 'foreach': True, 'differentiable': False, 'fused': False}, desc=non-default lr & foreach
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': True, 'fused': False}, desc=non-default lr & differentiable
params=None, kwargs={'lr': 0.01, 'foreach': False, 'differentiable': False, 'fused': True}, desc=non-default lr & fused
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay
params=None, kwargs={'weight_decay': 0.1, 'foreach': True, 'differentiable': False, 'fused': False}, desc=nonzero weight_decay & foreach
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': True, 'fused': False}, desc=nonzero weight_decay & differentiable
params=None, kwargs={'weight_decay': 0.1, 'foreach': False, 'differentiable': False, 'fused': True}, desc=nonzero weight_decay & fused
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=maximize
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=maximize & foreach
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=maximize & differentiable
params=None, kwargs={'weight_decay': 0.1, 'maximize': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=maximize & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=amsgrad & fused
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable
params=None, kwargs={'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable & foreach
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable & differentiable
params=None, kwargs={'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable & fused
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=capturable, amsgrad & foreach
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=capturable, amsgrad & differentiable
params=None, kwargs={'weight_decay': 0.1, 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=capturable, amsgrad & fused
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': True, 'differentiable': False, 'fused': False}, desc=Tensor lr with capturable and amsgrad & foreach
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': True, 'fused': False}, desc=Tensor lr with capturable and amsgrad & differentiable
params=None, kwargs={'lr': tensor(0.0010), 'amsgrad': True, 'capturable': True, 'foreach': False, 'differentiable': False, 'fused': True}, desc=Tensor lr with capturable and amsgrad & fused
.
----------------------------------------------------------------------
Ran 2 tests in 11.112s
OK
```
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118326
Approved by: https://github.com/mlazos
Ref: #86340Fixes#118148
This fixes LBFGS for complex parameters. Complex parameters are handled as R^2.
I also added a test, unfortunately, due to the closure required, I could not use the existing `_test_complex_optimizer` used for all other optimizers.
Lbfgs is special, as it will call the objective function multiple times internally. So I felt making a one-off test for lbfgs might be justifiable.
We will test if each step taken internally by the optimizer is the same for R^2 and complex parameters.
Let me know if the approach is ok, thanks
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118184
Approved by: https://github.com/janeyx99
This is a lot of files changed! Don't panic! Here's how it works:
* Previously, we set `follow_imports = silent` for our mypy.ini configuration. Per https://mypy.readthedocs.io/en/stable/running_mypy.html#follow-imports, what this does is whenever we have an import to a module which is not listed as a file to be typechecked in mypy, we typecheck it as normal but suppress all errors that occurred in that file.
* When mypy is run inside lintrunner, the list of files is precisely the files covered by the glob in lintrunner.toml, but with files in excludes excluded.
* The top-level directive `# mypy: ignore-errors` instructs mypy to typecheck the file as normal, but ignore all errors.
* Therefore, it should be equivalent to set `follow_imports = normal`, if we put `# mypy: ignore-errors` on all files that were previously excluded from the file list.
* Having done this, we can remove the exclude list from .lintrunner.toml, since excluding a file from typechecking is baked into the files themselves.
* torch/_dynamo and torch/_inductor were previously in the exclude list, because they were covered by MYPYINDUCTOR. It is not OK to mark these as `# mypy: ignore-errors` as this will impede typechecking on the alternate configuration. So they are temporarily being checked twice, but I am suppressing the errors in these files as the configurations are not quite the same. I plan to unify the configurations so this is only a temporary state.
* There were some straggler type errors after these changes somehow, so I fixed them as needed. There weren't that many.
In the future, to start type checking a file, just remove the ignore-errors directive from the top of the file.
The codemod was done with this script authored by GPT-4:
```
import glob
exclude_patterns = [
...
]
for pattern in exclude_patterns:
for filepath in glob.glob(pattern, recursive=True):
if filepath.endswith('.py'):
with open(filepath, 'r+') as f:
content = f.read()
f.seek(0, 0)
f.write('# mypy: ignore-errors\n\n' + content)
```
Signed-off-by: Edward Z. Yang <ezyang@meta.com>
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118414
Approved by: https://github.com/thiagocrepaldi, https://github.com/albanD
This PR does what it says and more.
1. We increase coverage by a LOT! Previously, complex was not tested for many many configs, including foreach + maximize at the same time. Or the fused impls. Or just random configs people forgot about.
2. I rearranged the maximize conditional and the _view_as_real to preserve list-ness. This is needed for _view_as_real to function properly, I did add a comment in the Files Changed. This new order also just...makes more aesthetic sense.
3. Note that LBFGS and SparseAdam are skipped--they don't support complex and now we know.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118160
Approved by: https://github.com/mikaylagawarecki
This PR is another step towards modernizing our optimizer tests by tackling the simplest foreach tests. The replaced tests are now removed in `test/optim/test_optim.py`.
**Changes in coverage?** Yes!
- This PR _decreases_ coverage (!!!!) by only checking the direction on the forloop implementations vs both the forloop and foreach. Why? I believe it should be sufficient to check the forloop only, as the foreach parity is already checked in the `foreach_matches_forloop` test.
- This PR also _increases_ coverage for SparseAdam with contiguous params on CUDA, which was previously forbidden due to an old old bug that has since been fixed.
What will it take to fully remove `test_basic_cases`?
- We need to flavor the tests with LRSchedulers
- Testing for param groups --> which all just distinguish between lrs.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/117410
Approved by: https://github.com/albanD
Today, our param_group testing does the equivalent of pitting weight and bias with different optimizer hyperparams and then check that the overall result is going the right direction based on maximize.
This PR introduces two tests to encompass coverage:
1. For every optimizer input (no differentiable), always force bias to have 0 weight_decay, and then check that the direction is expected. This is basically a replica to today's tests, but is more methodical as the test is a real use case.
2. To ensure that the different groups have distinct behavior, I added another test where lr is basically 0 in default group, and ensure that the param in the default group doesn't move while loss does.
Together, these tests do a better job of testing param groups than today's tests, **though we do lose some flavors**. For example, RMSProp also pits centered=True vs False across the param_groups, Adadelta has a variation on rho, and ASGD has a variation for t0. I don't think this is really a loss, as the previous test was just testing for direction and our new tests test stronger guarantees.
The leftover param group configs are used in conjunction with LRSchedulers.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/117675
Approved by: https://github.com/albanD
