pytorch/caffe2/sgd/storm_op.cc
Nikita Shulga a9b0a921d5 Disable avoid-non-const-global-variables lint check (#62008)
Summary:
As GoogleTest `TEST` macro is non-compliant with it as well as `DEFINE_DISPATCH`

All changes but the ones to `.clang-tidy` are generated using following script:
```
for i in `find . -type f -iname "*.c*" -or -iname "*.h"|xargs grep cppcoreguidelines-avoid-non-const-global-variables|cut -f1 -d:|sort|uniq`;  do sed -i "/\/\/ NOLINTNEXTLINE(cppcoreguidelines-avoid-non-const-global-variables)/d" $i; done
```

Pull Request resolved: https://github.com/pytorch/pytorch/pull/62008

Reviewed By: driazati, r-barnes

Differential Revision: D29838584

Pulled By: malfet

fbshipit-source-id: 1b2f8602c945bd4ce50a9bfdd204755556e31d13
2021-07-22 18:04:40 -07:00

72 lines
2.8 KiB
C++

#include "storm_op.h"
namespace caffe2 {
REGISTER_CPU_OPERATOR(Storm, StormOp<CPUContext>);
OPERATOR_SCHEMA(Storm)
.NumInputs(5)
.NumOutputs(3)
.AllowInplace({{0, 0}, {1, 1}, {2, 2}})
.SetDoc(R"DOC(
Computes the STORM (https://arxiv.org/abs/1905.10018) update for an input
gradient and accumulated history of gradients. Concretely, given inputs
(param, moment, grad_sq_sum, grad, lr), computes:
new_grad_sq_sum = grad_sq_sum + norm(grad)^2
effective_lr = lr / (beta + new_grad_sq_sum)^1/3
alpha = momentum * square(effective_lr)
new_moment = grad + (1 - alpha) * (moment - grad)
new_param = param + effective_lr * new_moment
and returns (new_param, new_moment, new_grad_sq_sum).
Note that due to caffe2 limitation, it is difficult to re-calculate gradient
in the previous iteration using the current example. We simplied calculation
for new_moment by using the gradient from the current iteration.
)DOC")
.Input(0, "param", "Parameters to be updated.")
.Input(1, "moment", "Moment history.")
.Input(2, "grad_sq_sum", "Sum of observed squared gradients.")
.Input(3, "grad", "Gradients computed.")
.Input(4, "lr", "Learning rate, k in the original paper.")
.Output(0, "output_param", "Updated parameters.")
.Output(1, "output_moment", "Updated moment.")
.Output(2, "output_grad_sq_sum", "Updated sum of squared gradients.")
.Arg("momentum", "Momentum hyperparameter, c in the original paper.")
.Arg(
"beta",
"denominator in adaptive learning rate, w in the original paper.");
REGISTER_CPU_OPERATOR(SparseStorm, SparseStormOp<CPUContext>);
OPERATOR_SCHEMA(SparseStorm)
.NumInputs(6)
.NumOutputs(3)
.EnforceOneToOneInplace()
.SetDoc(R"DOC(
This operator implement the STORM (https://arxiv.org/abs/1905.10018)
optimization algorithm. Given inputs (param, moment, grad_sq_sum, grad,
indices, lr), computes the dense STORM update on (param, moment[indices],
grad_sq_sum, grad, lr), and returns (new_param, new_moment, new_grad_sq_sum)
as in the dense case.
)DOC")
.Input(0, "param", "Parameters to be updated.")
.Input(1, "moment", "Moment history.")
.Input(2, "grad_sq_sum", "Sum of observed squared gradients.")
.Input(3, "grad", "Gradients computed.")
.Input(4, "indices", "Sparse indices.")
.Input(5, "lr", "Learning rate, k in the original paper.")
.Output(0, "output_param", "Updated parameters.")
.Output(1, "output_moment", "Updated moment.")
.Output(2, "output_grad_sq_sum", "Updated sum of squared gradients.")
.Arg("momentum", "Momentum hyperparameter, c in the original paper.")
.Arg(
"beta",
"denominator in adaptive learning rate, w in the original paper.");
SHOULD_NOT_DO_GRADIENT(Storm);
SHOULD_NOT_DO_GRADIENT(SparseStorm);
} // namespace caffe2