Merge pull request #252 from kozistr/feature/stableadamw-optimizer

[Feature] Implement StableAdamW optimizer

README.md

@@ -10,7 +10,7 @@
 
 **pytorch-optimizer** is optimizer & lr scheduler collections in PyTorch. 
 I just re-implemented (speed & memory tweaks, plug-ins) the algorithm while based on the original paper. Also, It includes useful and practical optimization ideas.  
-Currently, **70 optimizers (+ `bitsandbytes`)**, **16 lr schedulers**, and **13 loss functions** are supported!  
+Currently, **71 optimizers (+ `bitsandbytes`)**, **16 lr schedulers**, and **13 loss functions** are supported!  
 
 Highly inspired by [pytorch-optimizer](https://github.com/jettify/pytorch-optimizer).
 
@@ -167,6 +167,7 @@ supported_optimizers = get_supported_optimizers()
 | FAdam         | *Adam is a natural gradient optimizer using diagonal empirical Fisher information*                | [github](https://github.com/lessw2020/fadam_pytorch)                                                           | <https://arxiv.org/abs/2405.12807>                                                         | [cite](https://ui.adsabs.harvard.edu/abs/2024arXiv240512807H/exportcitation)                                                        |
 | Grokfast      | *Accelerated Grokking by Amplifying Slow Gradients*                                               | [github](https://github.com/ironjr/grokfast)                                                                   | <https://arxiv.org/abs/2405.20233>                                                         | [cite](https://github.com/ironjr/grokfast?tab=readme-ov-file#citation)                                                              |
 | Kate          | *Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad*                     | [github](https://github.com/nazya/KATE)                                                                        | <https://arxiv.org/abs/2403.02648>                                                         | [cite](https://github.com/nazya/KATE?tab=readme-ov-file#remove-that-square-root-a-new-efficient-scale-invariant-version-of-adagrad) |
+| StableAdamW   | *Stable and low-precision training for large-scale vision-language models*                        |                                                                                                                | <https://arxiv.org/abs/2304.13013>                                                         | [cite](https://ui.adsabs.harvard.edu/abs/2023arXiv230413013W/exportcitation)                                                        |
 
 ## Supported LR Scheduler
 

docs/changelogs/v3.0.2.md

@@ -7,6 +7,8 @@
 * Add more Pytorch built-in lr schedulers. (#248)
 * Implement `Kate` optimizer. (#249, #251)
   * [Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad](https://arxiv.org/abs/2403.02648) 
+* Implement `StableAdamW` optimizer. (#250, #252)
+  * [Stable and low-precision training for large-scale vision-language models](https://arxiv.org/abs/2304.13013) 
 
 ### Refactor
 

docs/index.md

@@ -10,7 +10,7 @@
 
 **pytorch-optimizer** is optimizer & lr scheduler collections in PyTorch. 
 I just re-implemented (speed & memory tweaks, plug-ins) the algorithm while based on the original paper. Also, It includes useful and practical optimization ideas.  
-Currently, **70 optimizers (+ `bitsandbytes`)**, **16 lr schedulers**, and **13 loss functions** are supported!  
+Currently, **71 optimizers (+ `bitsandbytes`)**, **16 lr schedulers**, and **13 loss functions** are supported!  
 
 Highly inspired by [pytorch-optimizer](https://github.com/jettify/pytorch-optimizer).
 
@@ -167,6 +167,7 @@ supported_optimizers = get_supported_optimizers()
 | FAdam         | *Adam is a natural gradient optimizer using diagonal empirical Fisher information*                | [github](https://github.com/lessw2020/fadam_pytorch)                                                           | <https://arxiv.org/abs/2405.12807>                                                         | [cite](https://ui.adsabs.harvard.edu/abs/2024arXiv240512807H/exportcitation)                                                        |
 | Grokfast      | *Accelerated Grokking by Amplifying Slow Gradients*                                               | [github](https://github.com/ironjr/grokfast)                                                                   | <https://arxiv.org/abs/2405.20233>                                                         | [cite](https://github.com/ironjr/grokfast?tab=readme-ov-file#citation)                                                              |
 | Kate          | *Remove that Square Root: A New Efficient Scale-Invariant Version of AdaGrad*                     | [github](https://github.com/nazya/KATE)                                                                        | <https://arxiv.org/abs/2403.02648>                                                         | [cite](https://github.com/nazya/KATE?tab=readme-ov-file#remove-that-square-root-a-new-efficient-scale-invariant-version-of-adagrad) |
+| StableAdamW   | *Stable and low-precision training for large-scale vision-language models*                        |                                                                                                                | <https://arxiv.org/abs/2304.13013>                                                         | [cite](https://ui.adsabs.harvard.edu/abs/2023arXiv230413013W/exportcitation)                                                        |
 
 ## Supported LR Scheduler
 

docs/optimizer.md

@@ -268,6 +268,10 @@
     :docstring:
     :members:
 
+::: pytorch_optimizer.StableAdamW
+    :docstring:
+    :members:
+
 ::: pytorch_optimizer.AccSGD
     :docstring:
     :members:

pyproject.toml

@@ -17,8 +17,8 @@ keywords = [
     "GrokFast", "GSAM", "Kate", "Lamb", "LARS", "Lion", "LOMO", "Lookahead", "MADGRAD", "MSVAG", "Nero", "NovoGrad",
     "PAdam", "PCGrad", "PID", "PNM", "Prodigy", "QHAdam", "QHM", "RAdam", "Ranger", "Ranger21", "RotoGrad", "SAM",
     "ScheduleFreeSGD", "ScheduleFreeAdamW", "SGDP", "Shampoo", "ScalableShampoo", "SGDW", "SignSGD", "SM3", "SopihaH",
-    "SRMM", "SWATS", "Tiger", "WSAM", "Yogi", "BCE", "BCEFocal", "Focal", "FocalCosine", "SoftF1", "Dice", "LDAM",
-    "Jaccard", "Bi-Tempered", "Tversky", "FocalTversky", "LovaszHinge", "bitsandbytes", "WSD",
+    "SRMM", "StableAdamW", "SWATS", "Tiger", "WSAM", "Yogi", "BCE", "BCEFocal", "Focal", "FocalCosine", "SoftF1",
+    "Dice", "LDAM", "Jaccard", "Bi-Tempered", "Tversky", "FocalTversky", "LovaszHinge", "bitsandbytes", "WSD",
 ]
 classifiers = [
     "License :: OSI Approved :: Apache Software License",

pytorch_optimizer/__init__.py

@@ -44,6 +44,7 @@
 from pytorch_optimizer.optimizer.adamod import AdaMod
 from pytorch_optimizer.optimizer.adamp import AdamP
 from pytorch_optimizer.optimizer.adams import AdamS
+from pytorch_optimizer.optimizer.adamw import StableAdamW
 from pytorch_optimizer.optimizer.adan import Adan
 from pytorch_optimizer.optimizer.adanorm import AdaNorm
 from pytorch_optimizer.optimizer.adapnm import AdaPNM
@@ -201,6 +202,7 @@
     FAdam,
     GrokFastAdamW,
     Kate,
+    StableAdamW,
 ]
 OPTIMIZERS: Dict[str, OPTIMIZER] = {str(optimizer.__name__).lower(): optimizer for optimizer in OPTIMIZER_LIST}
 

pytorch_optimizer/optimizer/adamw.py

@@ -0,0 +1,135 @@
+import math
+
+import torch
+from torch.optim.optimizer import Optimizer
+
+from pytorch_optimizer.base.exception import NoSparseGradientError
+from pytorch_optimizer.base.optimizer import BaseOptimizer
+from pytorch_optimizer.base.types import BETAS, CLOSURE, DEFAULTS, LOSS, PARAMETERS
+from pytorch_optimizer.optimizer.utils import debias_beta
+
+
+class StableAdamW(Optimizer, BaseOptimizer):
+    r"""Stable and low-precision training for large-scale vision-language models.
+
+    :param params: PARAMETERS. iterable of parameters to optimize or dicts defining parameter groups.
+    :param lr: float. learning rate.
+    :param betas: BETAS. coefficients used for computing running averages of gradient and the squared hessian trace.
+    :param kahan_sum: bool. Enables Kahan summation for more accurate parameter updates when training in low precision
+        (float16 or bfloat16).
+    :param weight_decay: float. weight decay (L2 penalty).
+    :param weight_decouple: bool. decoupled weight decay.
+    :param eps: float. term added to the denominator to improve numerical stability.
+    """
+
+    def __init__(
+        self,
+        params: PARAMETERS,
+        lr: float = 1e-3,
+        betas: BETAS = (0.9, 0.99),
+        kahan_sum: bool = True,
+        weight_decay: float = 1e-2,
+        weight_decouple: bool = True,
+        eps: float = 1e-8,
+    ):
+        self.validate_learning_rate(lr)
+        self.validate_betas(betas)
+        self.validate_non_negative(weight_decay, 'weight_decay')
+        self.validate_non_negative(eps, 'eps')
+
+        defaults: DEFAULTS = {
+            'lr': lr,
+            'betas': betas,
+            'kahan_sum': kahan_sum,
+            'weight_decay': weight_decay,
+            'weight_decouple': weight_decouple,
+            'eps': eps,
+        }
+
+        super().__init__(params, defaults)
+
+    def __str__(self) -> str:
+        return 'StableAdamW'
+
+    @torch.no_grad()
+    def reset(self):
+        for group in self.param_groups:
+            group['step'] = 0
+            for p in group['params']:
+                state = self.state[p]
+
+                state['exp_avg'] = torch.zeros_like(p)
+                state['exp_avg_sq'] = torch.zeros_like(p)
+
+                state['kahan_comp'] = (
+                    torch.zeros_like(p) if group['kahan_sum'] and p.dtype in {torch.float16, torch.bfloat16} else None
+                )
+
+    @torch.no_grad()
+    def step(self, closure: CLOSURE = None) -> LOSS:
+        loss: LOSS = None
+        if closure is not None:
+            with torch.enable_grad():
+                loss = closure()
+
+        for group in self.param_groups:
+            if 'step' in group:
+                group['step'] += 1
+            else:
+                group['step'] = 1
+
+            beta1, beta2 = group['betas']
+
+            beta1_comp: float = 1.0 - debias_beta(beta1, group['step'])
+            beta2_hat: float = debias_beta(beta2, group['step'])
+
+            eps_p2: float = math.pow(group['eps'], 2)
+
+            for p in group['params']:
+                if p.grad is None:
+                    continue
+
+                grad = p.grad
+                if grad.is_sparse:
+                    raise NoSparseGradientError(str(self))
+
+                state = self.state[p]
+                if len(state) == 0:
+                    state['exp_avg'] = torch.zeros_like(p)
+                    state['exp_avg_sq'] = torch.zeros_like(p)
+
+                    state['kahan_comp'] = (
+                        torch.zeros_like(p)
+                        if (group['kahan_sum'] and p.dtype in {torch.float16, torch.bfloat16})
+                        else None
+                    )
+
+                exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
+                exp_avg.lerp_(grad, weight=beta1_comp)
+                exp_avg_sq.mul_(beta2_hat).addcmul_(grad, grad, value=1.0 - beta2_hat)
+
+                rms = grad.pow(2).div_(exp_avg_sq.clip(min=eps_p2)).mean().sqrt_()
+
+                lr = group['lr'] / rms.clip(min=1.0)
+
+                self.apply_weight_decay(
+                    p,
+                    p.grad,
+                    lr=lr,
+                    weight_decay=group['weight_decay'],
+                    weight_decouple=group['weight_decouple'],
+                    fixed_decay=False,
+                )
+
+                if group['kahan_sum'] and p.dtype in {torch.float16, torch.bfloat16}:
+                    kahan_comp = state['kahan_comp']
+                    kahan_comp.addcdiv_(exp_avg, exp_avg_sq.sqrt().add_(group['eps']), value=-lr)
+
+                    grad.copy_(p.detach())
+                    p.add_(kahan_comp)
+
+                    kahan_comp.add_(grad.sub_(p))
+                else:
+                    p.addcdiv_(exp_avg, exp_avg_sq.sqrt().add_(group['eps']), value=-lr)
+
+        return loss

pytorch_optimizer/optimizer/utils.py

@@ -12,6 +12,17 @@
 from pytorch_optimizer.base.types import PARAMETERS
 
 
+def debias_beta(beta: float, step: int) -> float:
+    r"""Apply the Adam-style debias correction into beta.
+
+    Simplified version of `\^{beta} = beta * (1.0 - beta ** (step - 1)) / (1.0 - beta ** step)`
+
+    :param beta: float. beta.
+    :param step: int. number of step.
+    """
+    return (beta ** step - beta) / (beta ** step - 1.0)  # fmt: skip
+
+
 def is_valid_parameters(parameters: PARAMETERS) -> bool:
     r"""Check where the parameters are valid."""
     return isinstance(parameters, (list, tuple)) and len(parameters) > 0 and isinstance(parameters[0], dict)

tests/constants.py

@@ -67,6 +67,7 @@
     Shampoo,
     SignSGD,
     SophiaH,
+    StableAdamW,
     Tiger,
     Yogi,
 )
@@ -132,6 +133,7 @@
     'schedulefreeadamw',
     'fadam',
     'grokfastadamw',
+    'stableadamw',
 ]
 
 VALID_LR_SCHEDULER_NAMES: List[str] = [
@@ -463,6 +465,7 @@
     (FAdam, {'lr': 1e0, 'weight_decay': 1e-3}, 5),
     (GrokFastAdamW, {'lr': 1e0, 'weight_decay': 1e-3}, 10),
     (Kate, {'lr': 5e-2}, 10),
+    (StableAdamW, {'lr': 1e0}, 5),
 ]
 ADANORM_SUPPORTED_OPTIMIZERS: List[Tuple[Any, Dict[str, Union[float, bool, int]], int]] = [
     (AdaBelief, {'lr': 5e-1, 'weight_decay': 1e-3, 'adanorm': True}, 10),

tests/test_load_modules.py

@@ -38,7 +38,7 @@ def test_load_lr_scheduler_invalid(invalid_lr_scheduler_names):
 
 
 def test_get_supported_optimizers():
-    assert len(get_supported_optimizers()) == 69
+    assert len(get_supported_optimizers()) == 70
 
 
 def test_get_supported_lr_schedulers():

tests/test_optimizers.py

@@ -640,3 +640,13 @@ def test_grokfast_ema(environment):
     model.fc2.bias.grad = torch.randn(1)
 
     _ = gradfilter_ema(model, None)
+
+
+def test_stableadamw_optimizer(environment):
+    _, model, _ = environment
+
+    model.fc1.weight.data = torch.randn(2, 2, dtype=torch.float16)
+
+    optimizer = load_optimizer('StableAdamW')(model.parameters())
+    optimizer.reset()
+    optimizer.step()