Source code for libauc.optimizers.sogclr

import torch
import math
from torch.optim.optimizer import required 

[docs] class SogCLR(torch.optim.Optimizer): r""" Stochastic Optimization for sovling :obj:`~libauc.losses.GCLoss`. For each iteration **t**, the key updates for **SogCLR** are sumarized as follows: 1. Initialize :math:`\tau, \mathbf w_0, \mathbf u_0= \mathbf 0` 2. For :math:`t=1, \ldots, T`: 3. :math:`\hspace{5mm}` Draw a batch of :math:`B` samples 4. :math:`\hspace{5mm}` Compute :math:`g(\mathbf{w}_t ; \mathbf{x}_i, \mathbf{B}^-_i) = \sum_{\mathbf{x}_j \sim \mathbf{B}^-_i} \exp (h_{\mathbf{w}}(\mathbf{x}_i)^{\top} h_{\mathbf{w}}(\mathbf{x}_j) / \tau)` 5. :math:`\hspace{5mm}` Compute :math:`\mathbf{u}_{i, t}=(1-\gamma) \mathbf{u}_{i, t-1}+\gamma \frac{1}{2|\mathbf{B}_i|} g(\mathbf{w}_t ; \mathbf{x}_i, \mathbf{B}^-_i)` 6. :math:`\hspace{5mm}` Compute the gradient estimator :math:`\mathbf{m}_t = -\frac{1}{B} \sum_{\mathbf{x}_i \in \mathbf{B}} \nabla\left(h_\mathbf{w}\left(\mathbf{x}_i\right)^{\top} h_\mathbf{w}\left(\mathbf{x}_i^+\right)\right) +\frac{\tau}{\mathbf{u}_{i,t} } \nabla g\left(\mathbf{w};\mathbf{x}_i; \mathbf{B}_i^{-}\right)` 7. :math:`\hspace{5mm}` Update model :math:`\mathbf{w_t}` by *Momemtum* or *Adam optimzier* For more details, please refer to `Provable Stochastic Optimization for Global Contrastive Learning: Small Batch Does Not Harm Performance <>`__. Args: params (iterable): iterable of parameters to optimize lr (float): learning rate (default: ``0.1``) mode (str): optimization mode, 'lars' or 'adamw' (default: ``'lars'``) weight_decay (float, optional): weight decay (L2 penalty) (default: ``1e-5``) epoch_decay (float, optional): epoch decay (epoch-wise l2 penalty) (default: ``0.0``) momentum (float, optional): momentum factor for 'sgd' mode (default: ``0.9``) betas (Tuple[float, float], optional): coefficients used for computing running averages of gradient and its square for 'adam' mode (default: ``(0.9, 0.999)``) eps (float, optional): term added to the denominator to improve numerical stability for 'adam' mode (default: ``1e-8``) amsgrad (bool, optional): whether to use the AMSGrad variant of 'adam' mode from the paper `On the Convergence of Adam and Beyond` (default: ``False``) verbose (bool, optional): whether to print optimization progress (default: ``True``) device (torch.device, optional): the device used for optimization, e.g., 'cpu' or 'cuda' (default: ``None``) Example: >>> optimizer = libauc.optimizers.SogCLR(model.parameters(),lr=0.1, mode='lars', momentum=0.9) >>> optimizer.zero_grad() >>> loss_fn(model(input), target, index).backward() >>> optimizer.step() """ def __init__(self, params, lr=required, clip_value=10.0, weight_decay=1e-6, epoch_decay=0, mode='lars', momentum=0.9, trust_coefficient=0.001, betas=(0.9, 0.999), eps=1e-8, amsgrad=False, verbose=False, device=None, **kwargs): if not device: self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu') else: self.device = device 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])) if not 0.0 <= weight_decay: raise ValueError("Invalid weight_decay value: {}".format(weight_decay)) if not isinstance(mode, str): raise ValueError("Invalid mode type: {}".format(mode)) self.params = list(params) = lr self.mode = mode.lower() self.model_ref = self.__init_model_ref__(self.params) if epoch_decay > 0 else None self.model_acc = self.__init_model_acc__(self.params) if epoch_decay > 0 else None self.T = 0 # for epoch_decay self.steps = 0 # total optimization steps self.verbose = verbose # print updates for lr/regularizer assert self.mode in ['adamw', 'lars'], "Keyword is not found in [`adamw`, `lars`]!" defaults = dict(lr=lr, clip_value=clip_value, weight_decay=weight_decay, epoch_decay=epoch_decay, momentum=momentum, trust_coefficient=trust_coefficient, betas=betas, eps=eps, amsgrad=amsgrad, model_ref=self.model_ref, model_acc=self.model_acc) super(SogCLR, self).__init__(self.params, defaults) def __setstate__(self, state): super(SogCLR, self).__setstate__(state) for group in self.param_groups: if self.mode == 'adamw': group.setdefault('amsgrad', False) def __init_model_ref__(self, params): model_ref = [] if not isinstance(params, list): params = list(params) for var in params: if var is not None: model_ref.append(torch.empty(var.shape).normal_(mean=0, std=0.01).to(self.device)) return model_ref def __init_model_acc__(self, params): model_acc = [] if not isinstance(params, list): params = list(params) for var in params: if var is not None: model_acc.append(torch.zeros(var.shape, dtype=torch.float32, device=self.device, requires_grad=False).to(self.device)) return model_acc
[docs] @torch.no_grad() def step(self, closure=None): """Performs a single optimization step. Arguments: 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: = group['lr'] model_ref = group['model_ref'] model_acc = group['model_acc'] epoch_decay = group['epoch_decay'] clip_value = group['clip_value'] if self.mode == 'lars': for i, p in enumerate(group['params']): dp = p.grad if dp is None: continue if p.ndim > 1: # if not normalization gamma/beta or bias dp = dp.add(p, alpha=group['weight_decay']) # add epoch decay if epoch_decay > 0: dp = dp + epoch_decay*( - model_ref[i].data) param_norm = torch.norm(p) update_norm = torch.norm(dp) one = torch.ones_like(param_norm) q = torch.where(param_norm > 0., torch.where(update_norm > 0, (group['trust_coefficient'] * param_norm / update_norm), one), one) dp = dp.mul(q) param_state = self.state[p] if 'mu' not in param_state: param_state['mu'] = torch.zeros_like(p) mu = param_state['mu'] mu.mul_(group['momentum']).add_(dp) p.add_(mu, alpha=-group['lr']) if epoch_decay > 0: model_acc[i].data = model_acc[i].data + else: for i, p in enumerate(group['params']): if p.grad is None: continue # Perform stepweight decay p.mul_(1 - * group['weight_decay']) # Perform optimization step if epoch_decay > 0: grad = torch.clamp( , -clip_value, clip_value) + epoch_decay*( - model_ref[i].data) else: grad = torch.clamp( , -clip_value, clip_value) if grad.is_sparse: raise RuntimeError('AdamW does not support sparse gradients') amsgrad = group['amsgrad'] 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) if amsgrad: # Maintains max of all exp. moving avg. of sq. grad. values state['max_exp_avg_sq'] = torch.zeros_like(p, memory_format=torch.preserve_format) exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq'] if amsgrad: max_exp_avg_sq = state['max_exp_avg_sq'] beta1, beta2 = group['betas'] state['step'] += 1 bias_correction1 = 1 - beta1 ** state['step'] bias_correction2 = 1 - beta2 ** state['step'] # Decay the first and second moment running average coefficient exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1) exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2) if amsgrad: # Maintains the maximum of all 2nd moment running avg. till now torch.maximum(max_exp_avg_sq, exp_avg_sq, out=max_exp_avg_sq) # Use the max. for normalizing running avg. of gradient denom = (max_exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps']) else: denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(group['eps']) step_size = / bias_correction1 p.addcdiv_(exp_avg, denom, value=-step_size) if epoch_decay > 0: model_acc[i].data = model_acc[i].data + return loss
[docs] def update_regularizer(self, decay_factor=None): if decay_factor != None: self.param_groups[0]['lr'] = self.param_groups[0]['lr']/decay_factor if self.verbose: print ('Reducing learning rate to %.5f @ T=%s!'%(self.param_groups[0]['lr'], self.steps)) if self.verbose: print ('Updating regularizer @ T=%s!'%(self.steps)) for i, param in enumerate(self.model_ref): self.model_ref[i].data = self.model_acc[i].data/self.T for i, param in enumerate(self.model_acc): self.model_acc[i].data = torch.zeros(param.shape, dtype=torch.float32, device=self.device, requires_grad=False).to(self.device) self.T = 0