Merge pull request #294 from kozistr/update/codes

[Feature] Cautious optimizer, improve the stability of ADOPT optimizer, a new projector type `random` for `GaLore` optimizer

README.md

@@ -183,6 +183,7 @@ get_supported_optimizers(['adam*', 'ranger*'])
 | SOAP          | *Improving and Stabilizing Shampoo using Adam*                                                    | [github](https://github.com/nikhilvyas/SOAP)                                                                   | <https://arxiv.org/abs/2409.11321>                                                          | [cite](https://ui.adsabs.harvard.edu/abs/2024arXiv240911321V/exportcitation)                                                        |
 | ADOPT         | *Modified Adam Can Converge with Any β2 with the Optimal Rate*                                    | [github](https://github.com/iShohei220/adopt)                                                                  | <https://arxiv.org/abs/2411.02853>                                                          | [cite](https://github.com/iShohei220/adopt?tab=readme-ov-file#citation)                                                             |
 | FTRL          | *Follow The Regularized Leader*                                                                   |                                                                                                                | <https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/41159.pdf> |                                                                                                                                     |
+| Cautious      | *Improving Training with One Line of Code*                                                        | [github](https://github.com/kyleliang919/C-Optim)                                                              | <https://arxiv.org/pdf/2411.16085v1>                                                        | [cite](https://github.com/kyleliang919/C-Optim?tab=readme-ov-file#citation)                                                         |
 
 ## Supported LR Scheduler
 

docs/changelogs/v3.3.0.md

@@ -8,6 +8,12 @@
     * [Modified Adam Can Converge with Any β2 with the Optimal Rate](https://arxiv.org/abs/2411.02853)
 * Implement `FTRL` optimizer. (#291)
     * [Follow The Regularized Leader](https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/41159.pdf)
+* Implement `Cautious optimizer` feature. (#294)
+    * [Improving Training with One Line of Code](https://arxiv.org/pdf/2411.16085v1)
+    * you can use it by setting `cautious=True` for `Lion`, `AdaFactor` and `AdEMAMix` optimizers.
+* Improve the stability of `ADOPT` optimizer. (#294)
+    * [Note](https://github.com/iShohei220/adopt?tab=readme-ov-file#update-on-nov-22-2024) 
+* Support a new projection type `random` for `GaLoreProjector`. (#294)
 
 ### Refactor
 

docs/index.md

@@ -183,6 +183,7 @@ get_supported_optimizers(['adam*', 'ranger*'])
 | SOAP          | *Improving and Stabilizing Shampoo using Adam*                                                    | [github](https://github.com/nikhilvyas/SOAP)                                                                   | <https://arxiv.org/abs/2409.11321>                                                          | [cite](https://ui.adsabs.harvard.edu/abs/2024arXiv240911321V/exportcitation)                                                        |
 | ADOPT         | *Modified Adam Can Converge with Any β2 with the Optimal Rate*                                    | [github](https://github.com/iShohei220/adopt)                                                                  | <https://arxiv.org/abs/2411.02853>                                                          | [cite](https://github.com/iShohei220/adopt?tab=readme-ov-file#citation)                                                             |
 | FTRL          | *Follow The Regularized Leader*                                                                   |                                                                                                                | <https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/41159.pdf> |                                                                                                                                     |
+| Cautious      | *Improving Training with One Line of Code*                                                        | [github](https://github.com/kyleliang919/C-Optim)                                                              | <https://arxiv.org/pdf/2411.16085v1>                                                        | [cite](https://github.com/kyleliang919/C-Optim?tab=readme-ov-file#citation)                                                         |
 
 ## Supported LR Scheduler
 

pytorch_optimizer/base/optimizer.py

@@ -255,6 +255,17 @@ def approximate_sq_grad(
         c_factor: torch.Tensor = exp_avg_sq_col.unsqueeze(-2).rsqrt()
         torch.mul(r_factor, c_factor, out=output)
 
+    @staticmethod
+    def apply_cautious(update: torch.Tensor, grad: torch.Tensor) -> None:
+        r"""Apply the Cautious Optimizer feature.
+
+        :param update: torch.Tensor. update. it'll be masked in in-place manner.
+        :param grad: torch.Tensor. gradient.
+        """
+        mask = (update * grad > 0).to(grad.dtype)
+        mask.mul_(mask.numel() / (mask.sum() + 1))
+        update.mul_(mask)
+
     @staticmethod
     def validate_range(x: float, name: str, low: float, high: float, range_type: str = '[)') -> None:
         if range_type == '[)' and not low <= x < high:

pytorch_optimizer/optimizer/adafactor.py

@@ -30,6 +30,7 @@ class AdaFactor(BaseOptimizer):
     :param momentum_dtype: torch.dtype. type of momentum variable. In VIT paper observed that storing momentum in
         half-precision (bfloat16 type) does not affect training dynamics and has no effect on the outcome while
         reducing optimize overhead from 2-fold to 1.5-fold.
+    :param cautious: bool. whether to use the Cautious variant.
     """
 
     def __init__(
@@ -49,6 +50,7 @@ def __init__(
         eps1: float = 1e-30,
         eps2: float = 1e-3,
         momentum_dtype: torch.dtype = torch.bfloat16,
+        cautious: bool = False,
         **kwargs,
     ):
         self.validate_learning_rate(lr)
@@ -62,6 +64,7 @@ def __init__(
         self.eps1 = eps1
         self.eps2 = eps2
         self.momentum_dtype = momentum_dtype
+        self.cautious = cautious
 
         defaults: DEFAULTS = {
             'lr': lr,
@@ -214,7 +217,9 @@ def step(self, closure: CLOSURE = None) -> LOSS:
                     exp_avg = state['exp_avg']
                     exp_avg.mul_(beta1).add_(update, alpha=1.0 - beta1)
 
-                    update = exp_avg
+                    update = exp_avg.clone()
+                    if self.cautious:
+                        self.apply_cautious(update, grad)
 
                 self.apply_weight_decay(
                     p=p,

pytorch_optimizer/optimizer/ademamix.py

@@ -19,6 +19,7 @@ class AdEMAMix(BaseOptimizer):
     :param fixed_decay: bool. fix weight decay.
     :param alpha: float. usually between 4 and 10 would work well.
     :param t_alpha_beta3: Optional[float]. total number of iterations is preferred when needed.
+    :param cautious: bool. whether to use cautious feature.
     :param eps: float. term added to the denominator to improve numerical stability.
     """
 
@@ -32,6 +33,7 @@ def __init__(
         fixed_decay: bool = False,
         alpha: float = 5.0,
         t_alpha_beta3: Optional[float] = None,
+        cautious: bool = False,
         eps: float = 1e-8,
         **kwargs,
     ):
@@ -42,6 +44,8 @@ def __init__(
         self.validate_non_negative(weight_decay, 'weight_decay')
         self.validate_non_negative(eps, 'eps')
 
+        self.cautious = cautious
+
         defaults: DEFAULTS = {
             'lr': lr,
             'betas': betas,
@@ -71,9 +75,7 @@ def reset(self):
 
     @staticmethod
     def schedule_alpha(t_alpha_beta3: Optional[float], step: int, alpha: float) -> float:
-        if t_alpha_beta3 is None:
-            return alpha
-        return min(step * alpha / t_alpha_beta3, alpha)
+        return alpha if t_alpha_beta3 is None else min(step * alpha / t_alpha_beta3, alpha)
 
     @staticmethod
     def schedule_beta3(t_alpha_beta3: Optional[float], step: int, beta1: float, beta3: float) -> float:
@@ -107,6 +109,8 @@ def step(self, closure: CLOSURE = None) -> LOSS:
             bias_correction1: float = self.debias(beta1, group['step'])
             bias_correction2_sq: float = math.sqrt(self.debias(beta2, group['step']))
 
+            step_size: float = group['lr'] / bias_correction1
+
             alpha_t: float = self.schedule_alpha(group['t_alpha_beta3'], group['step'], group['alpha'])
             beta3_t: float = self.schedule_beta3(group['t_alpha_beta3'], group['step'], beta1, beta3)
 
@@ -140,10 +144,12 @@ def step(self, closure: CLOSURE = None) -> LOSS:
                 exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1.0 - beta2)
                 exp_avg_slow.mul_(beta3_t).add_(grad, alpha=1.0 - beta3_t)
 
-                de_nom = (exp_avg_sq.sqrt() / bias_correction2_sq).add_(group['eps'])
+                de_nom = exp_avg_sq.sqrt().div_(bias_correction2_sq).add_(group['eps'])
 
-                step_size = group['lr'] / bias_correction1
+                update = (exp_avg + alpha_t * exp_avg_slow).div_(de_nom)
+                if self.cautious:
+                    self.apply_cautious(update, grad)
 
-                p.addcdiv_(exp_avg + alpha_t * exp_avg_slow, de_nom, value=-step_size)
+                p.add_(update, alpha=-step_size)
 
         return loss

pytorch_optimizer/optimizer/adopt.py

@@ -1,3 +1,6 @@
+import math
+from typing import Callable, Optional
+
 import torch
 
 from pytorch_optimizer.base.exception import NoSparseGradientError
@@ -22,6 +25,7 @@ def __init__(
         params: PARAMETERS,
         lr: float = 1e-3,
         betas: BETAS = (0.9, 0.9999),
+        clip_lambda: Optional[Callable[[float], float]] = lambda step: math.pow(step, 0.25),
         weight_decay: float = 0.0,
         weight_decouple: bool = False,
         fixed_decay: bool = False,
@@ -33,6 +37,8 @@ def __init__(
         self.validate_non_negative(weight_decay, 'weight_decay')
         self.validate_non_negative(eps, 'eps')
 
+        self.clip_lambda = clip_lambda
+
         defaults: DEFAULTS = {
             'lr': lr,
             'betas': betas,
@@ -104,10 +110,13 @@ def step(self, closure: CLOSURE = None) -> LOSS:
                 exp_avg_sq.mul_(beta2).addcmul_(grad, grad.conj(), value=1.0 - beta2)
 
                 de_nom = exp_avg_sq.sqrt().clamp_(min=group['eps'])
-                if group['step'] == 2:
-                    exp_avg.addcdiv_(grad, de_nom)
-                else:
-                    exp_avg.mul_(beta1).addcdiv_(grad, de_nom, value=1.0 - beta1)
+
+                normed_grad = grad.div(de_nom)
+                if self.clip_lambda is not None:
+                    clip = self.clip_lambda(group['step'])
+                    normed_grad.clamp_(-clip, clip)
+
+                exp_avg.lerp_(normed_grad, weight=1.0 - beta1)
 
                 p.add_(exp_avg, alpha=-group['lr'])
 

pytorch_optimizer/optimizer/galore.py

@@ -7,7 +7,7 @@
 from pytorch_optimizer.base.optimizer import BaseOptimizer
 from pytorch_optimizer.base.types import BETAS, CLOSURE, DEFAULTS, LOSS, PARAMETERS
 
-PROJECTION_TYPE = Literal['std', 'reverse_std', 'right', 'left', 'full']
+PROJECTION_TYPE = Literal['std', 'reverse_std', 'right', 'left', 'full', 'random']
 
 
 class GaLoreProjector:
@@ -16,8 +16,8 @@ class GaLoreProjector:
     :param rank: int. low rank to project.
     :param update_proj_gap: int. num steps to update the projection.
     :param scale: float. scale factor.
-    :param projection_type: PROJECTION_TYPE. type of projection. 'std', 'reverse_std', 'right', 'left', 'full' are
-        supported.
+    :param projection_type: PROJECTION_TYPE. type of projection. 'std', 'reverse_std', 'right', 'left', 'full' and
+        'random' are supported.
     """
 
     def __init__(
@@ -101,6 +101,14 @@ def get_low_rank_grad_full(self, grad: torch.Tensor, steps: int) -> torch.Tensor
             self.ortho_matrix = self.get_orthogonal_matrix(grad, self.rank, projection_type='full')
         return torch.matmul(self.ortho_matrix[0].t(), grad) @ self.ortho_matrix[1].t()
 
+    def get_low_rank_grad_random(self, grad: torch.Tensor, steps: int) -> torch.Tensor:
+        is_right: bool = grad.size(0) >= grad.size(1)
+        if self.ortho_matrix is None or steps % self.update_proj_gap == 0:
+            self.ortho_matrix = self.get_orthogonal_matrix(
+                grad, self.rank, projection_type='right' if is_right else 'left'
+            )
+        return torch.matmul(grad, self.ortho_matrix.t()) if is_right else torch.matmul(self.ortho_matrix.t(), grad)
+
     def project(self, full_rank_grad: torch.Tensor, steps: int) -> torch.Tensor:
         if self.projection_type == 'std':
             return self.get_low_rank_grad_std(full_rank_grad, steps)
@@ -112,6 +120,8 @@ def project(self, full_rank_grad: torch.Tensor, steps: int) -> torch.Tensor:
             return self.get_low_rank_grad_left(full_rank_grad, steps)
         if self.projection_type == 'full':
             return self.get_low_rank_grad_full(full_rank_grad, steps)
+        if self.projection_type == 'random':
+            return self.get_low_rank_grad_random(full_rank_grad, steps)
         raise NotImplementedError
 
     def project_back(self, low_rank_grad: torch.Tensor) -> torch.Tensor:
@@ -133,6 +143,12 @@ def project_back(self, low_rank_grad: torch.Tensor) -> torch.Tensor:
             return torch.matmul(self.ortho_matrix, low_rank_grad) * self.scale
         if self.projection_type == 'full':
             return torch.matmul(self.ortho_matrix[0], low_rank_grad) @ self.ortho_matrix[1].t() * self.scale
+        if self.projection_type == 'random':
+            return (
+                torch.matmul(low_rank_grad, self.ortho_matrix.t())
+                if low_rank_grad.shape[0] >= low_rank_grad.shape[1]
+                else torch.matmul(self.ortho_matrix, low_rank_grad)
+            ) * self.scale
 
         raise NotImplementedError
 

pytorch_optimizer/optimizer/lion.py

@@ -18,6 +18,7 @@ class Lion(BaseOptimizer):
     :param use_gc: bool. use gradient centralization.
     :param r: float. EMA factor. between 0.9 ~ 0.99 is preferred.
     :param adanorm: bool. whether to use the AdaNorm variant.
+    :param cautious: bool. whether to use the Cautious variant.
     """
 
     def __init__(
@@ -31,13 +32,15 @@ def __init__(
         use_gc: bool = False,
         r: float = 0.95,
         adanorm: bool = False,
+        cautious: bool = False,
         **kwargs,
     ):
         self.validate_learning_rate(lr)
         self.validate_betas(betas)
         self.validate_non_negative(weight_decay, 'weight_decay')
 
         self.use_gc = use_gc
+        self.cautious = cautious
 
         defaults: DEFAULTS = {
             'lr': lr,
@@ -114,6 +117,9 @@ def step(self, closure: CLOSURE = None) -> LOSS:
                 update.mul_(beta1).add_(grad, alpha=1.0 - beta1).sign_()
                 exp_avg.mul_(beta2).add_(s_grad, alpha=1.0 - beta2)
 
+                if self.cautious:
+                    self.apply_cautious(update, grad)
+
                 p.add_(update, alpha=-group['lr'])
 
         return loss

tests/constants.py

@@ -375,6 +375,7 @@
     (AdamS, {'lr': 1e0, 'weight_decay': 1e-3, 'ams_bound': True}, 20),
     (AdaFactor, {'lr': 1e1, 'weight_decay': 1e-3, 'scale_parameter': False}, 100),
     (AdaFactor, {'lr': 1e1, 'weight_decay': 1e-3, 'ams_bound': True}, 120),
+    (AdaFactor, {'lr': 1e1, 'weight_decay': 1e-3, 'cautious': True}, 70),
     (AdaFactor, {'lr': 1e1, 'betas': (None, 0.999), 'weight_decay': 1e-3}, 40),
     (Apollo, {'lr': 5e-1, 'weight_decay': 1e-3}, 10),
     (Apollo, {'lr': 5e-1, 'weight_decay': 1e-3, 'rebound': 'belief'}, 10),
@@ -383,6 +384,7 @@
     (Lion, {'lr': 5e-1, 'weight_decay': 1e-3}, 5),
     (Lion, {'lr': 5e-1, 'weight_decay': 1e-3, 'weight_decouple': False}, 5),
     (Lion, {'lr': 5e-1, 'weight_decay': 1e-3, 'use_gc': True}, 10),
+    (Lion, {'lr': 5e-1, 'weight_decay': 1e-3, 'cautious': True}, 5),
     (AliG, {'max_lr': 5e-1, 'momentum': 0.9}, 5),
     (AliG, {'max_lr': 5e-1, 'momentum': 0.9, 'adjusted_momentum': True}, 5),
     (SM3, {'lr': 5e-1, 'momentum': 0.9, 'beta': 0.9}, 5),
@@ -469,6 +471,11 @@
         {'lr': 5e-1, 'weight_decay': 1e-3, 'rank': 2, 'scale': 1.0, 'update_proj_gap': 2, 'projection_type': 'full'},
         5,
     ),
+    (
+        GaLore,
+        {'lr': 1e0, 'weight_decay': 1e-3, 'rank': 2, 'scale': 1.0, 'update_proj_gap': 1, 'projection_type': 'random'},
+        5,
+    ),
     (Adalite, {'lr': 1e0, 'weight_decay': 1e-3}, 5),
     (ScheduleFreeSGD, {'lr': 1e0, 'weight_decay': 1e-3}, 5),
     (ScheduleFreeAdamW, {'lr': 1e0, 'weight_decay': 1e-3}, 5),
@@ -478,8 +485,9 @@
     (Kate, {'lr': 5e-2}, 10),
     (StableAdamW, {'lr': 1e0}, 5),
     (AdamG, {'lr': 1e0}, 20),
-    (AdEMAMix, {'lr': 1e0}, 5),
-    (AdEMAMix, {'lr': 1e0, 't_alpha_beta3': 5}, 5),
+    (AdEMAMix, {'lr': 1e0}, 3),
+    (AdEMAMix, {'lr': 1e0, 't_alpha_beta3': 5}, 3),
+    (AdEMAMix, {'lr': 1e0, 'cautious': True}, 2),
     (
         SOAP,
         {'lr': 1e0, 'shampoo_beta': 0.95, 'precondition_frequency': 1, 'merge_dims': False, 'precondition_1d': True},