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# mypy: allow-untyped-defs
from typing import cast, Optional, Union
import torch
from torch import Tensor
from .optimizer import (
_capturable_doc,
_default_to_fused_or_foreach,
_device_dtype_check_for_fused,
_differentiable_doc,
_disable_dynamo_if_unsupported,
_foreach_doc,
_fused_doc,
_get_capturable_supported_devices,
_get_scalar_dtype,
_get_value,
_maximize_doc,
_params_doc,
_stack_if_compiling,
_use_grad_for_differentiable,
_view_as_real,
DeviceDict,
DeviceDtypeDict,
Optimizer,
ParamsT,
)
__all__ = ["Adam", "adam"]
class Adam(Optimizer):
def __init__(
self,
params: ParamsT,
lr: Union[float, Tensor] = 1e-3,
betas: tuple[Union[float, Tensor], Union[float, Tensor]] = (0.9, 0.999),
eps: float = 1e-8,
weight_decay: float = 0,
amsgrad: bool = False,
*,
foreach: Optional[bool] = None,
maximize: bool = False,
capturable: bool = False,
differentiable: bool = False,
fused: Optional[bool] = None,
decoupled_weight_decay: bool = False,
):
if isinstance(lr, Tensor):
if foreach and not capturable:
raise ValueError(
"lr as a Tensor is not supported for capturable=False and foreach=True"
)
if lr.numel() != 1:
raise ValueError("Tensor lr must be 1-element")
if not 0.0 <= lr:
raise ValueError(f"Invalid learning rate: {lr}")
if not 0.0 <= eps:
raise ValueError(f"Invalid epsilon value: {eps}")
if not 0.0 <= betas[0] < 1.0:
raise ValueError(f"Invalid beta parameter at index 0: {betas[0]}")
if not 0.0 <= betas[1] < 1.0:
raise ValueError(f"Invalid beta parameter at index 1: {betas[1]}")
if not 0.0 <= weight_decay:
raise ValueError(f"Invalid weight_decay value: {weight_decay}")
if not (
(isinstance(betas[0], float) and isinstance(betas[1], float))
or (isinstance(betas[0], Tensor) and isinstance(betas[1], Tensor))
):
raise ValueError("betas must be either both floats or both Tensors")
if isinstance(betas[0], Tensor):
if not capturable and foreach:
raise ValueError(
"betas[0] as a Tensor is not supported for capturable=False and foreach=True"
)
if betas[0].numel() != 1:
raise ValueError("Tensor betas[0] must be 1-element")
if isinstance(betas[1], Tensor):
if not capturable and foreach:
raise ValueError(
"betas[1] as a Tensor is not supported for capturable=False and foreach=True"
)
if betas[1].numel() != 1:
raise ValueError("Tensor betas[1] must be 1-element")
defaults = dict(
lr=lr,
betas=betas,
eps=eps,
weight_decay=weight_decay,
amsgrad=amsgrad,
maximize=maximize,
foreach=foreach,
capturable=capturable,
differentiable=differentiable,
fused=fused,
decoupled_weight_decay=decoupled_weight_decay,
)
super().__init__(params, defaults)
if fused:
if differentiable:
raise RuntimeError("`fused` does not support `differentiable`")
self._step_supports_amp_scaling = True
# TODO(crcrpar): [low prec params & their higher prec copy]
# Support AMP with FP16/BF16 model params which would need
# higher prec copy of params to do update math in higher prec to
# alleviate the loss of information.
if foreach:
raise RuntimeError("`fused` and `foreach` cannot be `True` together.")
def __setstate__(self, state):
super().__setstate__(state)
for group in self.param_groups:
group.setdefault("amsgrad", False)
group.setdefault("maximize", False)
group.setdefault("foreach", None)
group.setdefault("capturable", False)
group.setdefault("differentiable", False)
group.setdefault("decoupled_weight_decay", False)
fused = group.setdefault("fused", None)
for p in group["params"]:
p_state = self.state.get(p, [])
if len(p_state) != 0 and not torch.is_tensor(p_state["step"]):
step_val = float(p_state["step"])
p_state["step"] = (
torch.tensor(
step_val,
dtype=_get_scalar_dtype(is_fused=fused),
device=p.device,
)
if group["capturable"] or group["fused"]
else torch.tensor(step_val, dtype=_get_scalar_dtype())
)
def _init_group(
self,
group,
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
):
has_complex = False
for p in group["params"]:
if p.grad is not None:
has_complex |= torch.is_complex(p)
params_with_grad.append(p)
if p.grad.is_sparse:
raise RuntimeError(
"Adam does not support sparse gradients, please consider SparseAdam instead"
)
grads.append(p.grad)
state = self.state[p]
# Lazy state initialization
if len(state) == 0:
if group["fused"]:
_device_dtype_check_for_fused(p)
# note(crcrpar): [special device hosting for step]
# Deliberately host `step` on CPU if both capturable and fused are off.
# This is because kernel launches are costly on CUDA and XLA.
state["step"] = (
torch.zeros(
(),
dtype=_get_scalar_dtype(is_fused=group["fused"]),
device=p.device,
)
if group["capturable"] or group["fused"]
else torch.tensor(0.0, dtype=_get_scalar_dtype())
)
# 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 group["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_avgs.append(state["exp_avg"])
exp_avg_sqs.append(state["exp_avg_sq"])
if group["amsgrad"]:
max_exp_avg_sqs.append(state["max_exp_avg_sq"])
if group["differentiable"] and state["step"].requires_grad:
raise RuntimeError(
"`requires_grad` is not supported for `step` in differentiable mode"
)
# Foreach without capturable does not support a tensor lr
if (
group["foreach"]
and torch.is_tensor(group["lr"])
and not group["capturable"]
):
raise RuntimeError(
"lr as a Tensor is not supported for capturable=False and foreach=True"
)
state_steps.append(state["step"])
return has_complex
@_use_grad_for_differentiable
def step(self, closure=None):
"""Perform a single optimization step.
Args:
closure (Callable, optional): A closure that reevaluates the model
and returns the loss.
"""
self._cuda_graph_capture_health_check()
loss = None
if closure is not None:
with torch.enable_grad():
loss = closure()
for group in self.param_groups:
params_with_grad: list[Tensor] = []
grads: list[Tensor] = []
exp_avgs: list[Tensor] = []
exp_avg_sqs: list[Tensor] = []
max_exp_avg_sqs: list[Tensor] = []
state_steps: list[Tensor] = []
beta1, beta2 = group["betas"]
has_complex = self._init_group(
group,
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
)
adam(
params_with_grad,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=group["amsgrad"],
has_complex=has_complex,
beta1=beta1,
beta2=beta2,
lr=group["lr"],
weight_decay=group["weight_decay"],
eps=group["eps"],
maximize=group["maximize"],
foreach=group["foreach"],
capturable=group["capturable"],
differentiable=group["differentiable"],
fused=group["fused"],
grad_scale=getattr(self, "grad_scale", None),
found_inf=getattr(self, "found_inf", None),
decoupled_weight_decay=group["decoupled_weight_decay"],
)
return loss
Adam.__doc__ = (
r"""Implements Adam algorithm.
.. math::
\begin{aligned}
&\rule{110mm}{0.4pt} \\
&\textbf{input} : \gamma \text{ (lr)}, \beta_1, \beta_2
\text{ (betas)},\theta_0 \text{ (params)},f(\theta) \text{ (objective)} \\
&\hspace{13mm} \lambda \text{ (weight decay)}, \: \textit{amsgrad},
\:\textit{maximize}, \: \epsilon \text{ (epsilon)} \\
&\textbf{initialize} : m_0 \leftarrow 0 \text{ ( first moment)},
v_0\leftarrow 0 \text{ (second moment)},\: v_0^{max}\leftarrow 0 \\[-1.ex]
&\rule{110mm}{0.4pt} \\
&\textbf{for} \: t=1 \: \textbf{to} \: \ldots \: \textbf{do} \\
&\hspace{5mm}\textbf{if} \: \textit{maximize}: \\
&\hspace{10mm}g_t \leftarrow -\nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}g_t \leftarrow \nabla_{\theta} f_t (\theta_{t-1}) \\
&\hspace{5mm}\textbf{if} \: \lambda \neq 0 \\
&\hspace{10mm} g_t \leftarrow g_t + \lambda \theta_{t-1} \\
&\hspace{5mm}m_t \leftarrow \beta_1 m_{t-1} + (1 - \beta_1) g_t \\
&\hspace{5mm}v_t \leftarrow \beta_2 v_{t-1} + (1-\beta_2) g^2_t \\
&\hspace{5mm}\widehat{m_t} \leftarrow m_t/\big(1-\beta_1^t \big) \\
&\hspace{5mm}\textbf{if} \: amsgrad \\
&\hspace{10mm} v_t^{max} \leftarrow \mathrm{max}(v_{t-1}^{max},v_t) \\
&\hspace{10mm}\widehat{v_t} \leftarrow v_t^{max}/\big(1-\beta_2^t \big) \\
&\hspace{5mm}\textbf{else} \\
&\hspace{10mm}\widehat{v_t} \leftarrow v_t/\big(1-\beta_2^t \big) \\
&\hspace{5mm}\theta_t \leftarrow \theta_{t-1} - \gamma \widehat{m_t}/
\big(\sqrt{\widehat{v_t}} + \epsilon \big) \\
&\rule{110mm}{0.4pt} \\[-1.ex]
&\bf{return} \: \theta_t \\[-1.ex]
&\rule{110mm}{0.4pt} \\[-1.ex]
\end{aligned}
For further details regarding the algorithm we refer to `Adam: A Method for Stochastic Optimization`_.
"""
+ rf"""
Args:
{_params_doc}
lr (float, Tensor, optional): learning rate (default: 1e-3). A tensor LR
is not yet supported for all our implementations. Please use a float
LR if you are not also specifying fused=True or capturable=True.
betas (Tuple[float, float], optional): coefficients used for computing
running averages of gradient and its square (default: (0.9, 0.999))
eps (float, optional): term added to the denominator to improve
numerical stability (default: 1e-8)
weight_decay (float, optional): weight decay (L2 penalty) (default: 0)
decoupled_weight_decay (bool, optional): if True, this optimizer is
equivalent to AdamW and the algorithm will not accumulate weight
decay in the momentum nor variance. (default: False)
amsgrad (bool, optional): whether to use the AMSGrad variant of this
algorithm from the paper `On the Convergence of Adam and Beyond`_
(default: False)
{_foreach_doc}
{_maximize_doc}
{_capturable_doc}
{_differentiable_doc}
{_fused_doc}
.. Note::
A prototype implementation of Adam and AdamW for MPS supports `torch.float32` and `torch.float16`.
.. _Adam\: A Method for Stochastic Optimization:
https://arxiv.org/abs/1412.6980
.. _On the Convergence of Adam and Beyond:
https://openreview.net/forum?id=ryQu7f-RZ
"""
)
def _single_tensor_adam(
params: list[Tensor],
grads: list[Tensor],
exp_avgs: list[Tensor],
exp_avg_sqs: list[Tensor],
max_exp_avg_sqs: list[Tensor],
state_steps: list[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool,
beta1: Union[float, Tensor],
beta2: Union[float, Tensor],
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool,
decoupled_weight_decay: bool,
):
assert grad_scale is None and found_inf is None
if torch.jit.is_scripting():
# this assert is due to JIT being dumb and not realizing that the ops below
# have overloads to handle both float and Tensor lrs, so we just assert it's
# a float since most people using JIT are using floats
assert isinstance(lr, float)
assert isinstance(beta1, float)
assert isinstance(beta2, float)
# We only shuffle around the beta when it is a Tensor, otherwise, we prefer
# treating it as a scalar.
# Note: ensure type declaration is under conditional check for isinstance
# or else torchscript will get cranky about the DeviceDict type.
if isinstance(beta1, Tensor):
beta1_dict: Optional[DeviceDtypeDict] = {(beta1.device, beta1.dtype): beta1}
else:
beta1_dict = None
for i, param in enumerate(params):
grad = grads[i] if not maximize else -grads[i]
exp_avg = exp_avgs[i]
exp_avg_sq = exp_avg_sqs[i]
step_t = state_steps[i]
# If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
if not torch.compiler.is_compiling() and capturable:
capturable_supported_devices = _get_capturable_supported_devices()
assert (
param.device.type == step_t.device.type
and param.device.type in capturable_supported_devices
), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}."
# update step
step_t += 1
if weight_decay != 0:
if decoupled_weight_decay:
# Perform stepweight decay
param.mul_(1 - lr * weight_decay)
else:
# Nested if is necessary to bypass jitscript rules
if differentiable and isinstance(weight_decay, Tensor):
if weight_decay.requires_grad:
grad = grad.addcmul_(param.clone(), weight_decay)
else:
grad = grad.add(param, alpha=weight_decay)
else:
grad = grad.add(param, alpha=weight_decay)
if torch.is_complex(param):
grad = torch.view_as_real(grad)
exp_avg = torch.view_as_real(exp_avg)
exp_avg_sq = torch.view_as_real(exp_avg_sq)
if amsgrad:
max_exp_avg_sqs[i] = torch.view_as_real(max_exp_avg_sqs[i])
param = torch.view_as_real(param)
device = param.device
if beta1_dict is not None:
dtype = param.dtype # type: ignore[union-attr]
# cast to workaround https://github.com/pytorch/pytorch/issues/140601
key = (device, dtype)
if key not in beta1_dict:
beta1_dict[key] = beta1.to(device=device, dtype=dtype, non_blocking=True) # type: ignore[union-attr]
device_beta1: Union[float, Tensor] = beta1_dict[key]
else:
device_beta1 = beta1
# Decay the first and second moment running average coefficient
exp_avg.lerp_(grad, 1 - device_beta1)
# Nested if is necessary to bypass jitscript rules
if differentiable and isinstance(beta2, Tensor):
if beta2.requires_grad:
# Using lerp to only use 2 operations bc addcmul's value cannot be a tensor
# Showing equivalence of differentiable path and nondifferentiable path
# expavg * b2 + grad^2 * (1-b2)
# add expavg * (1-b2) - expavg * (1-b2) = 0
# expavg * b2 + expavg * (1-b2) - expavg * (1-b2) + grad^2 * (1-b2)
# expavg - expavg * (1-b2) + grad^2 * (1-b2)
# expavg + (grad^2 - expavg) * (1-b2)
# expavg.lerp(grad^2, 1-beta2)
exp_avg_sq.lerp_(torch.square(grad), weight=1 - beta2)
else:
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
else:
exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)
if capturable or differentiable:
step = step_t
# Nested if is necessary to bypass jitscript rules
if differentiable and isinstance(beta1, Tensor):
if beta1.requires_grad:
bias_correction1 = 1 - beta1 ** step.clone()
else:
bias_correction1 = 1 - beta1**step
else:
bias_correction1 = 1 - beta1**step
# Nested if is necessary to bypass jitscript rules
if differentiable and isinstance(beta2, Tensor):
if beta2.requires_grad:
bias_correction2 = 1 - beta2 ** step.clone()
else:
bias_correction2 = 1 - beta2**step
else:
bias_correction2 = 1 - beta2**step
step_size = lr / bias_correction1
step_size_neg = step_size.neg()
bias_correction2_sqrt = bias_correction2.sqrt()
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
if differentiable:
max_exp_avg_sq = max_exp_avg_sqs[i].clone()
else:
max_exp_avg_sq = max_exp_avg_sqs[i]
max_exp_avg_sqs[i].copy_(torch.maximum(max_exp_avg_sq, exp_avg_sq))
# Uses the max. for normalizing running avg. of gradient
# Folds in (admittedly ugly) 1-elem step_size math here to avoid extra param-set-sized read+write
# (can't fold it into addcdiv_ below because addcdiv_ requires value is a Number, not a Tensor)
denom = (
max_exp_avg_sqs[i].sqrt() / (bias_correction2_sqrt * step_size_neg)
).add_(eps / step_size_neg)
else:
denom = (
exp_avg_sq.sqrt() / (bias_correction2_sqrt * step_size_neg)
).add_(eps / step_size_neg)
if differentiable:
param.addcdiv_(exp_avg.clone(), denom)
else:
param.addcdiv_(exp_avg, denom)
else:
step = _get_value(step_t)
bias_correction1 = 1 - beta1**step
bias_correction2 = 1 - beta2**step
step_size = lr / bias_correction1
bias_correction2_sqrt = bias_correction2**0.5
if amsgrad:
# Maintains the maximum of all 2nd moment running avg. till now
torch.maximum(max_exp_avg_sqs[i], exp_avg_sq, out=max_exp_avg_sqs[i])
# Use the max. for normalizing running avg. of gradient
denom = (max_exp_avg_sqs[i].sqrt() / bias_correction2_sqrt).add_(eps)
else:
denom = (exp_avg_sq.sqrt() / bias_correction2_sqrt).add_(eps)
param.addcdiv_(exp_avg, denom, value=-step_size)
# Lastly, switch back to complex view
if amsgrad and torch.is_complex(params[i]):
max_exp_avg_sqs[i] = torch.view_as_complex(max_exp_avg_sqs[i])
def _multi_tensor_adam(
params: list[Tensor],
grads: list[Tensor],
exp_avgs: list[Tensor],
exp_avg_sqs: list[Tensor],
max_exp_avg_sqs: list[Tensor],
state_steps: list[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool,
beta1: Union[float, Tensor],
beta2: Union[float, Tensor],
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool,
differentiable: bool,
decoupled_weight_decay: bool,
):
if len(params) == 0:
return
if isinstance(lr, Tensor) and not capturable:
raise RuntimeError(
"lr as a Tensor is not supported for capturable=False and foreach=True"
)
if isinstance(beta1, Tensor):
if not capturable:
raise ValueError(
"beta1 as a Tensor is not supported for capturable=False and foreach=True"
)
if beta1.numel() != 1:
raise ValueError("Tensor beta1 must be 1-element")
if isinstance(beta2, Tensor):
if not capturable:
raise ValueError(
"beta2 as a Tensor is not supported for capturable=False and foreach=True"
)
if beta2.numel() != 1:
raise ValueError("Tensor beta2 must be 1-element")
# If compiling, the compiler will handle cudagraph checks, see note [torch.compile x capturable]
if not torch.compiler.is_compiling() and capturable:
capturable_supported_devices = _get_capturable_supported_devices(
supports_xla=False
)
assert all(
p.device.type == step.device.type
and p.device.type in capturable_supported_devices
for p, step in zip(params, state_steps)
), f"If capturable=True, params and state_steps must be on supported devices: {capturable_supported_devices}."
assert grad_scale is None and found_inf is None
assert not differentiable, "_foreach ops don't support autograd"
grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
[params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps] # type: ignore[list-item]
)
# We only shuffle around the beta when it is a Tensor and on CUDA, otherwise, we prefer
# treating it as a scalar.
beta1_dict: Optional[DeviceDict] = ( # type: ignore[attr-defined]
{beta1.device: beta1}
if isinstance(beta1, Tensor) and str(beta1.device) != "cpu"
else None
)
for (
device_params_,
device_grads_,
device_exp_avgs_,
device_exp_avg_sqs_,
device_max_exp_avg_sqs_,
device_state_steps_,
), _ in grouped_tensors.values():
device_params = cast(list[Tensor], device_params_)
device_grads = cast(list[Tensor], device_grads_)
device_exp_avgs = cast(list[Tensor], device_exp_avgs_)
device_exp_avg_sqs = cast(list[Tensor], device_exp_avg_sqs_)
device_state_steps = cast(list[Tensor], device_state_steps_)
device = device_params[0].device
if beta1_dict is not None and device not in beta1_dict:
beta1_dict[device] = beta1.to(device=device, non_blocking=True) # type: ignore[union-attr, attr-defined]
device_beta1 = beta1_dict[device] if beta1_dict else beta1
# Handle complex parameters
if has_complex:
if amsgrad:
device_max_exp_avg_sqs = cast(list[Tensor], device_max_exp_avg_sqs_)
_view_as_real(
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs,
)
else:
_view_as_real(
device_params, device_grads, device_exp_avgs, device_exp_avg_sqs
)
if maximize:
device_grads = torch._foreach_neg(device_grads) # type: ignore[assignment]
# Update steps
# If steps are on CPU, foreach will fall back to the slow path, which is a for-loop calling t.add(1) over
# and over. 1 will then be wrapped into a Tensor over and over again, which is slower than if we just
# wrapped it once now. The alpha is required to assure we go to the right overload.
if not torch.compiler.is_compiling() and device_state_steps[0].is_cpu:
torch._foreach_add_(
device_state_steps, torch.tensor(1.0, device="cpu"), alpha=1.0
)
else:
torch._foreach_add_(device_state_steps, 1)
if weight_decay != 0:
if decoupled_weight_decay:
# Perform stepweight decay
torch._foreach_mul_(device_params, 1 - lr * weight_decay)
else:
# Re-use the intermediate memory (device_grads) already allocated for maximize
if maximize:
torch._foreach_add_(device_grads, device_params, alpha=weight_decay)
else:
device_grads = torch._foreach_add( # type: ignore[assignment]
device_grads, device_params, alpha=weight_decay
)
# Decay the first and second moment running average coefficient
# Use device beta1 if beta1 is a tensor to ensure all
# tensors are on the same device
torch._foreach_lerp_(device_exp_avgs, device_grads, 1 - device_beta1)
torch._foreach_mul_(device_exp_avg_sqs, beta2)
# Due to the strictness of the _foreach_addcmul API, we can't have a single
# tensor scalar as the scalar arg (only python number is supported there)
# as a result, separate out the value mul
# Filed https://github.com/pytorch/pytorch/issues/139795
if isinstance(beta2, torch.Tensor):
scaled_device_grads = torch._foreach_mul(device_grads, 1 - beta2) # type: ignore[assignment]
value = 1.0
else:
scaled_device_grads = device_grads # type: ignore[assignment]
value = 1 - beta2
torch._foreach_addcmul_(
device_exp_avg_sqs, scaled_device_grads, device_grads, value
)
# Delete the local intermediate(s) since they won't be used anymore to save on peak memory
del device_grads
del scaled_device_grads
bias_correction1: Union[tuple[Tensor, ...], list[Tensor]]
bias_correction2: Union[tuple[Tensor, ...], list[Tensor]]
bias_correction2_sqrt: Union[tuple[Tensor, ...], list[Tensor]]
if capturable:
bias_correction1 = torch._foreach_pow(beta1, device_state_steps) # type: ignore[arg-type]
bias_correction2 = torch._foreach_pow(beta2, device_state_steps) # type: ignore[arg-type]
# foreach_sub doesn't allow a scalar as the first arg
torch._foreach_sub_(bias_correction1, 1)
torch._foreach_sub_(bias_correction2, 1)
# we do not negate bias_correction1 as it'll need to be negated later anyway
torch._foreach_neg_(bias_correction2)
# foreach_div doesn't allow a scalar as the first arg
torch._foreach_div_(bias_correction1, lr)
torch._foreach_reciprocal_(bias_correction1)
torch._foreach_sqrt_(bias_correction2)
# Re-assign for clarity as we maintain minimal intermediates: we'll have
# step_size = - lr / (1 - beta1 ^ t) where t = num_steps
# bias_correction2_sqrt = sqrt(1 - beta2 ^ t)
step_size = bias_correction1
bias_correction2_sqrt = bias_correction2
if amsgrad:
device_max_exp_avg_sqs = cast(list[Tensor], device_max_exp_avg_sqs_)
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs) # type: ignore[assignment]
# Set intermediate to the max. for normalizing running avg. of gradient when amsgrad
exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
torch._foreach_add_(exp_avg_sq_sqrt, eps)
torch._foreach_div_(exp_avg_sq_sqrt, step_size)
# at this point, exp_avg_sq_sqrt = - (1 - beta^t) * [sqrt(exp_avg_sq / (1 - beta2^t)) + eps] / lr
torch._foreach_addcdiv_(device_params, device_exp_avgs, exp_avg_sq_sqrt)
else:
bias_correction1 = [
1 - beta1 ** _get_value(step) for step in device_state_steps
]
bias_correction2 = [
1 - beta2 ** _get_value(step) for step in device_state_steps
]
step_size = _stack_if_compiling([(lr / bc) * -1 for bc in bias_correction1])
bias_correction2_sqrt = [bc**0.5 for bc in bias_correction2] # type: ignore[arg-type]
if amsgrad:
device_max_exp_avg_sqs = cast(list[Tensor], device_max_exp_avg_sqs_)
# Maintains the maximum of all 2nd moment running avg. till now
torch._foreach_maximum_(device_max_exp_avg_sqs, device_exp_avg_sqs)
# Use the max. for normalizing running avg. of gradient
exp_avg_sq_sqrt = torch._foreach_sqrt(device_max_exp_avg_sqs)
else:
exp_avg_sq_sqrt = torch._foreach_sqrt(device_exp_avg_sqs)
torch._foreach_div_(exp_avg_sq_sqrt, bias_correction2_sqrt)
torch._foreach_add_(exp_avg_sq_sqrt, eps)
torch._foreach_addcdiv_(
device_params, device_exp_avgs, exp_avg_sq_sqrt, step_size # type: ignore[arg-type]
)
def _fused_adam(
params: list[Tensor],
grads: list[Tensor],
exp_avgs: list[Tensor],
exp_avg_sqs: list[Tensor],
max_exp_avg_sqs: list[Tensor],
state_steps: list[Tensor],
grad_scale: Optional[Tensor],
found_inf: Optional[Tensor],
*,
amsgrad: bool,
has_complex: bool, # Needed for consistency.
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
capturable: bool, # Needed for consistency.
differentiable: bool,
decoupled_weight_decay: bool,
) -> None:
if not params:
return
if differentiable:
raise RuntimeError("Adam with fused=True does not support differentiable=True")
grad_scale_dict: DeviceDict = (
{grad_scale.device: grad_scale} if grad_scale is not None else {}
)
found_inf_dict: DeviceDict = (
{found_inf.device: found_inf} if found_inf is not None else {}
)
# We only shuffle around the lr when it is a Tensor and on CUDA, otherwise, we prefer
# treating it as a scalar.
lr_dict: Optional[DeviceDict] = (
{lr.device: lr} if isinstance(lr, Tensor) and str(lr.device) != "cpu" else None
)
grouped_tensors = Optimizer._group_tensors_by_device_and_dtype(
[params, grads, exp_avgs, exp_avg_sqs, max_exp_avg_sqs, state_steps] # type: ignore[list-item]
)
for (device, _), (
(
device_params_,
device_grads_,
device_exp_avgs_,
device_exp_avg_sqs_,
device_max_exp_avg_sqs,
device_state_steps_,
),
_,
) in grouped_tensors.items():
device_params = cast(list[Tensor], device_params_)
device_grads = cast(list[Tensor], device_grads_)
device_exp_avgs = cast(list[Tensor], device_exp_avgs_)
device_exp_avg_sqs = cast(list[Tensor], device_exp_avg_sqs_)
device_state_steps = cast(list[Tensor], device_state_steps_)
if device.type == "mps": # type: ignore[union-attr]
assert found_inf is None and grad_scale is None
device_grad_scale, device_found_inf = None, None
if grad_scale is not None:
device_grad_scale = grad_scale_dict.setdefault(
device, grad_scale.to(device, non_blocking=True)
)
if found_inf is not None:
device_found_inf = found_inf_dict.setdefault(
device, found_inf.to(device, non_blocking=True)
)
if lr_dict is not None and device not in lr_dict:
lr_dict[device] = lr.to(device=device, non_blocking=True) # type: ignore[union-attr]
lr = lr_dict[device]
torch._foreach_add_(device_state_steps, 1)
func = torch._fused_adam_ if not decoupled_weight_decay else torch._fused_adamw_
func(
device_params,
device_grads,
device_exp_avgs,
device_exp_avg_sqs,
device_max_exp_avg_sqs, # type: ignore[arg-type]
device_state_steps,
amsgrad=amsgrad,
lr=lr, # type: ignore[arg-type]
beta1=beta1,
beta2=beta2,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
grad_scale=device_grad_scale,
found_inf=device_found_inf,
)
if device_found_inf is not None:
torch._foreach_sub_(
device_state_steps, [device_found_inf] * len(device_state_steps)
)
@_disable_dynamo_if_unsupported(single_tensor_fn=_single_tensor_adam)
def adam(
params: list[Tensor],
grads: list[Tensor],
exp_avgs: list[Tensor],
exp_avg_sqs: list[Tensor],
max_exp_avg_sqs: list[Tensor],
state_steps: list[Tensor],
# kwonly args with defaults are not supported by functions compiled with torchscript issue #70627
# setting this as kwarg for now as functional API is compiled by torch/distributed/optim
foreach: Optional[bool] = None,
capturable: bool = False,
differentiable: bool = False,
fused: Optional[bool] = None,
grad_scale: Optional[Tensor] = None,
found_inf: Optional[Tensor] = None,
has_complex: bool = False,
decoupled_weight_decay: bool = False,
*,
amsgrad: bool,
beta1: float,
beta2: float,
lr: Union[float, Tensor],
weight_decay: float,
eps: float,
maximize: bool,
):
r"""Functional API that performs Adam algorithm computation.
See :class:`~torch.optim.Adam` for details.
"""
# Respect when the user inputs False/True for foreach or fused. We only want to change
# the default when neither have been user-specified. Note that we default to foreach
# and pass False to use_fused. This is not a mistake--we want to give the fused impl
# bake-in time before making it the default, even if it is typically faster.
if fused is None and foreach is None:
_, foreach = _default_to_fused_or_foreach(
params, differentiable, use_fused=False
)
# Do not flip on foreach for the unsupported case where lr is a Tensor and capturable=False.
if foreach and isinstance(lr, Tensor) and not capturable:
foreach = False
if fused is None:
fused = False
if foreach is None:
foreach = False
# this check is slow during compilation, so we skip it
# if it's strictly needed we can add this check back in dynamo
if not torch.compiler.is_compiling() and not all(
isinstance(t, torch.Tensor) for t in state_steps
):
raise RuntimeError(
"API has changed, `state_steps` argument must contain a list of singleton tensors"
)
if foreach and torch.jit.is_scripting():
raise RuntimeError("torch.jit.script not supported with foreach optimizers")
if fused and torch.jit.is_scripting():
raise RuntimeError("torch.jit.script not supported with fused optimizers")
if fused and not torch.jit.is_scripting():
func = _fused_adam
elif foreach and not torch.jit.is_scripting():
func = _multi_tensor_adam
else:
func = _single_tensor_adam
func(
params,
grads,
exp_avgs,
exp_avg_sqs,
max_exp_avg_sqs,
state_steps,
amsgrad=amsgrad,
has_complex=has_complex,
beta1=beta1,
beta2=beta2,
lr=lr,
weight_decay=weight_decay,
eps=eps,
maximize=maximize,
capturable=capturable,
differentiable=differentiable,
grad_scale=grad_scale,
found_inf=found_inf,
decoupled_weight_decay=decoupled_weight_decay,
)
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