LARC.py

import torch
from torch import nn
from torch.nn.parameter import Parameter


class LARC(object):
	"""
	:class:`LARC` is a pytorch implementation of both the scaling and clipping variants of LARC,
	in which the ratio between gradient and parameter magnitudes is used to calculate an adaptive
	local learning rate for each individual parameter. The algorithm is designed to improve
	convergence of large batch training.

	See https://arxiv.org/abs/1708.03888 for calculation of the local learning rate.

	In practice it modifies the gradients of parameters as a proxy for modifying the learning rate
	of the parameters. This design allows it to be used as a wrapper around any torch.optim Optimizer.

	```
	model = ...
	optim = torch.optim.Adam(model.parameters(), lr=...)
	optim = LARC(optim)
	```

	It can even be used in conjunction with apex.fp16_utils.FP16_optimizer.

	```
	model = ...
	optim = torch.optim.Adam(model.parameters(), lr=...)
	optim = LARC(optim)
	optim = apex.fp16_utils.FP16_Optimizer(optim)
	```

	Args:
		optimizer: Pytorch optimizer to wrap and modify learning rate for.
		trust_coefficient: Trust coefficient for calculating the lr. See https://arxiv.org/abs/1708.03888
		clip: Decides between clipping or scaling mode of LARC. If `clip=True` the learning rate is set to `min(optimizer_lr, local_lr)` for each parameter. If `clip=False` the learning rate is set to `local_lr*optimizer_lr`.
		eps: epsilon kludge to help with numerical stability while calculating adaptive_lr
	"""
	
	def __init__(self, optimizer, trust_coefficient=0.02, clip=True, eps=1e-8):
		self.optim = optimizer
		self.trust_coefficient = trust_coefficient
		self.eps = eps
		self.clip = clip
	
	def __getstate__(self):
		return self.optim.__getstate__()
	
	def __setstate__(self, state):
		self.optim.__setstate__(state)
	
	@property
	def state(self):
		return self.optim.state
	
	def __repr__(self):
		return self.optim.__repr__()
	
	@property
	def param_groups(self):
		return self.optim.param_groups
	
	@param_groups.setter
	def param_groups(self, value):
		self.optim.param_groups = value
	
	def state_dict(self):
		return self.optim.state_dict()
	
	def load_state_dict(self, state_dict):
		self.optim.load_state_dict(state_dict)
	
	def zero_grad(self):
		self.optim.zero_grad()
	
	def add_param_group(self, param_group):
		self.optim.add_param_group(param_group)
	
	def step(self):
		with torch.no_grad():
			weight_decays = []
			for group in self.optim.param_groups:
				# absorb weight decay control from optimizer
				weight_decay = group['weight_decay'] if 'weight_decay' in group else 0
				weight_decays.append(weight_decay)
				group['weight_decay'] = 0
				for p in group['params']:
					if p.grad is None:
						continue
					param_norm = torch.norm(p.data)
					grad_norm = torch.norm(p.grad.data)
					
					if param_norm != 0 and grad_norm != 0:
						# calculate adaptive lr + weight decay
						adaptive_lr = self.trust_coefficient * (param_norm) / (
									grad_norm + param_norm * weight_decay + self.eps)
						
						# clip learning rate for LARC
						if self.clip:
							# calculation of adaptive_lr so that when multiplied by lr it equals `min(adaptive_lr, lr)`
							adaptive_lr = min(adaptive_lr / group['lr'], 1)
						
						p.grad.data += weight_decay * p.data
						p.grad.data *= adaptive_lr
		
		self.optim.step()
		# return weight decay control to optimizer
		for i, group in enumerate(self.optim.param_groups):
			group['weight_decay'] = weight_decays[i]