from typing import Dict, List, Optional, Tuple import torch import torch.optim._functional as F from torch import Tensor __all__: List[str] = [] # Define a TorchScript compatible Functional Rprop Optimizer # where we use these optimizer in a functional way. # Instead of using the `param.grad` when updating parameters, # we explicitly allow the distributed optimizer pass gradients to # the `step` function. In this way, we could separate the gradients # and parameters and allow multithreaded trainer to update the # parameters without data traces on accumulating to the same .grad. # NOTE: This should be only used by distributed optimizer internals # and not meant to expose to the user. @torch.jit.script class _FunctionalRprop: def __init__( self, params: List[Tensor], lr: float = 1e-2, etas: Tuple[float, float] = (0.5, 1.2), step_sizes: Tuple[float, float] = (1e-6, 50), foreach: bool = False, maximize: bool = False, _allow_empty_param_list: bool = False, ): self.defaults = { "lr": lr, } self.etas = etas self.step_sizes = step_sizes self.foreach = foreach self.maximize = maximize if len(params) == 0 and not _allow_empty_param_list: raise ValueError("optimizer got an empty parameter list") # NOTE: we only have one param_group and don't allow user to add additional # param group as it's not a common use case. self.param_group = {"params": params} self.state = torch.jit.annotate(Dict[torch.Tensor, Dict[str, torch.Tensor]], {}) def step(self, gradients: List[Optional[Tensor]]): params = self.param_group["params"] params_with_grad = [] grads = [] prevs = [] step_sizes = [] lr = self.defaults["lr"] etaminus, etaplus = self.etas step_size_min, step_size_max = self.step_sizes if len(params) != len(gradients): raise ValueError( "the gradients passed in does not equal to the size of the parameters!" + f"Params length: {len(params)}. " + f"Gradients length: {len(gradients)}" ) has_complex = False for param, gradient in zip(params, gradients): if gradient is not None: has_complex |= torch.is_complex(param) params_with_grad.append(param) grads.append(gradient) # Lazy state initialization if param not in self.state: self.state[param] = {} state = self.state[param] state["step"] = torch.tensor(0.0) state["prev"] = torch.zeros_like( param, memory_format=torch.preserve_format ) state["step_size"] = torch.full_like(gradient, lr) state = self.state[param] prevs.append(state["prev"]) step_sizes.append(state["step_size"]) state["step"] += 1 with torch.no_grad(): F.rprop( params_with_grad, grads, prevs, step_sizes, step_size_min=step_size_min, step_size_max=step_size_max, etaminus=etaminus, etaplus=etaplus, foreach=self.foreach, maximize=self.maximize, has_complex=has_complex, )