translation/OpenNMT-py/onmt/utils/optimizers.py

""" Optimizers class """
import torch
import torch.optim as optim
from torch.nn.utils import clip_grad_norm_
import operator
import functools
from copy import copy
from math import sqrt
import types
import importlib
from onmt.utils.misc import fn_args


def build_torch_optimizer(model, opt):
    """Builds the PyTorch optimizer.

    We use the default parameters for Adam that are suggested by
    the original paper https://arxiv.org/pdf/1412.6980.pdf
    These values are also used by other established implementations,
    e.g. https://www.tensorflow.org/api_docs/python/tf/train/AdamOptimizer
    https://keras.io/optimizers/
    Recently there are slightly different values used in the paper
    "Attention is all you need"
    https://arxiv.org/pdf/1706.03762.pdf, particularly the value beta2=0.98
    was used there however, beta2=0.999 is still arguably the more
    established value, so we use that here as well

    Args:
      model: The model to optimize.
      opt. The dictionary of options.

    Returns:
      A ``torch.optim.Optimizer`` instance.
    """
    params = [p for p in model.parameters() if p.requires_grad]
    betas = [opt.adam_beta1, opt.adam_beta2]
    if opt.optim == 'sgd':
        optimizer = optim.SGD(params, lr=opt.learning_rate)
    elif opt.optim == 'adagrad':
        optimizer = optim.Adagrad(
            params,
            lr=opt.learning_rate,
            initial_accumulator_value=opt.adagrad_accumulator_init)
    elif opt.optim == 'adadelta':
        optimizer = optim.Adadelta(params, lr=opt.learning_rate)
    elif opt.optim == 'adafactor':
        optimizer = AdaFactor(
            params,
            non_constant_decay=True,
            enable_factorization=True,
            weight_decay=0)
    elif opt.optim == 'adam':
        optimizer = optim.Adam(
            params,
            lr=opt.learning_rate,
            betas=betas,
            eps=1e-9)
    elif opt.optim == 'sparseadam':
        dense = []
        sparse = []
        for name, param in model.named_parameters():
            if not param.requires_grad:
                continue
            # TODO: Find a better way to check for sparse gradients.
            if 'embed' in name:
                sparse.append(param)
            else:
                dense.append(param)
        optimizer = MultipleOptimizer(
            [optim.Adam(
                dense,
                lr=opt.learning_rate,
                betas=betas,
                eps=1e-8),
             optim.SparseAdam(
                 sparse,
                 lr=opt.learning_rate,
                 betas=betas,
                 eps=1e-8)])
    elif opt.optim == 'fusedadam':
        # we use here a FusedAdam() copy of an old Apex repo
        optimizer = FusedAdam(
            params,
            lr=opt.learning_rate,
            betas=betas)
        if opt.model_dtype == 'fp16':
            import apex
            # In this case use the old FusedAdam with FP16_optimizer wrapper
            static_loss_scale = opt.loss_scale
            dynamic_loss_scale = opt.loss_scale == 0
            optimizer = apex.contrib.optimizers.FP16_Optimizer(
                optimizer,
                static_loss_scale=static_loss_scale,
                dynamic_loss_scale=dynamic_loss_scale)
    else:
        raise ValueError('Invalid optimizer type: ' + opt.optim)

    return optimizer


def make_learning_rate_decay_fn(opt):
    """Returns the learning decay function from options."""
    if opt.decay_method == 'noam':
        return functools.partial(
            noam_decay,
            warmup_steps=opt.warmup_steps,
            model_size=opt.rnn_size)
    elif opt.decay_method == 'noamwd':
        return functools.partial(
            noamwd_decay,
            warmup_steps=opt.warmup_steps,
            model_size=opt.rnn_size,
            rate=opt.learning_rate_decay,
            decay_steps=opt.decay_steps,
            start_step=opt.start_decay_steps)
    elif opt.decay_method == 'rsqrt':
        return functools.partial(
            rsqrt_decay, warmup_steps=opt.warmup_steps)
    elif opt.start_decay_steps is not None:
        return functools.partial(
            exponential_decay,
            rate=opt.learning_rate_decay,
            decay_steps=opt.decay_steps,
            start_step=opt.start_decay_steps)


def noam_decay(step, warmup_steps, model_size):
    """Learning rate schedule described in
    https://arxiv.org/pdf/1706.03762.pdf.
    """
    return (
        model_size ** (-0.5) *
        min(step ** (-0.5), step * warmup_steps**(-1.5)))


def noamwd_decay(step, warmup_steps,
                 model_size, rate, decay_steps, start_step=0):
    """Learning rate schedule optimized for huge batches
    """
    return (
        model_size ** (-0.5) *
        min(step ** (-0.5), step * warmup_steps**(-1.5)) *
        rate ** (max(step - start_step + decay_steps, 0) // decay_steps))


def exponential_decay(step, rate, decay_steps, start_step=0):
    """A standard exponential decay, scaling the learning rate by :obj:`rate`
    every :obj:`decay_steps` steps.
    """
    return rate ** (max(step - start_step + decay_steps, 0) // decay_steps)


def rsqrt_decay(step, warmup_steps):
    """Decay based on the reciprocal of the step square root."""
    return 1.0 / sqrt(max(step, warmup_steps))


class MultipleOptimizer(object):
    """ Implement multiple optimizers needed for sparse adam """

    def __init__(self, op):
        """ ? """
        self.optimizers = op

    @property
    def param_groups(self):
        param_groups = []
        for optimizer in self.optimizers:
            param_groups.extend(optimizer.param_groups)
        return param_groups

    def zero_grad(self):
        """ ? """
        for op in self.optimizers:
            op.zero_grad()

    def step(self):
        """ ? """
        for op in self.optimizers:
            op.step()

    @property
    def state(self):
        """ ? """
        return {k: v for op in self.optimizers for k, v in op.state.items()}

    def state_dict(self):
        """ ? """
        return [op.state_dict() for op in self.optimizers]

    def load_state_dict(self, state_dicts):
        """ ? """
        assert len(state_dicts) == len(self.optimizers)
        for i in range(len(state_dicts)):
            self.optimizers[i].load_state_dict(state_dicts[i])


class Optimizer(object):
    """
    Controller class for optimization. Mostly a thin
    wrapper for `optim`, but also useful for implementing
    rate scheduling beyond what is currently available.
    Also implements necessary methods for training RNNs such
    as grad manipulations.
    """

    def __init__(self,
                 optimizer,
                 learning_rate,
                 learning_rate_decay_fn=None,
                 max_grad_norm=None):
        """Initializes the controller.

       Args:
         optimizer: A ``torch.optim.Optimizer`` instance.
         learning_rate: The initial learning rate.
         learning_rate_decay_fn: An optional callable taking the current step
           as argument and return a learning rate scaling factor.
         max_grad_norm: Clip gradients to this global norm.
        """
        self._optimizer = optimizer
        self._learning_rate = learning_rate
        self._learning_rate_decay_fn = learning_rate_decay_fn
        self._max_grad_norm = max_grad_norm or 0
        self._training_step = 1
        self._decay_step = 1
        self._fp16 = None
        self._scaler = None

    @classmethod
    def from_opt(cls, model, opt, checkpoint=None):
        """Builds the optimizer from options.

        Args:
          cls: The ``Optimizer`` class to instantiate.
          model: The model to optimize.
          opt: The dict of user options.
          checkpoint: An optional checkpoint to load states from.

        Returns:
          An ``Optimizer`` instance.
        """
        optim_opt = opt
        optim_state_dict = None

        if opt.train_from and checkpoint is not None:
            optim = checkpoint['optim']
            ckpt_opt = checkpoint['opt']
            ckpt_state_dict = {}
            if isinstance(optim, Optimizer):  # Backward compatibility.
                ckpt_state_dict['training_step'] = optim._step + 1
                ckpt_state_dict['decay_step'] = optim._step + 1
                ckpt_state_dict['optimizer'] = optim.optimizer.state_dict()
            else:
                ckpt_state_dict = optim

            if opt.reset_optim == 'none':
                # Load everything from the checkpoint.
                optim_opt = ckpt_opt
                optim_state_dict = ckpt_state_dict
            elif opt.reset_optim == 'all':
                # Build everything from scratch.
                pass
            elif opt.reset_optim == 'states':
                # Reset optimizer, keep options.
                optim_opt = ckpt_opt
                optim_state_dict = ckpt_state_dict
                del optim_state_dict['optimizer']
            elif opt.reset_optim == 'keep_states':
                # Reset options, keep optimizer.
                optim_state_dict = ckpt_state_dict

        optimizer = cls(
            build_torch_optimizer(model, optim_opt),
            optim_opt.learning_rate,
            learning_rate_decay_fn=make_learning_rate_decay_fn(optim_opt),
            max_grad_norm=optim_opt.max_grad_norm)
        if opt.model_dtype == "fp16":
            if opt.optim == "fusedadam":
                optimizer._fp16 = "legacy"
            else:
                optimizer._fp16 = "amp"
                from torch.cuda.amp import GradScaler
                optimizer._scaler = GradScaler()
        if optim_state_dict:
            optimizer.load_state_dict(optim_state_dict)
        return optimizer

    @property
    def training_step(self):
        """The current training step."""
        return self._training_step

    @property
    def amp(self):
        """True if use torch amp mix precision training."""
        return self._fp16 == "amp"

    def learning_rate(self):
        """Returns the current learning rate."""
        if self._learning_rate_decay_fn is None:
            return self._learning_rate
        scale = self._learning_rate_decay_fn(self._decay_step)
        return scale * self._learning_rate

    def state_dict(self):
        return {
            'training_step': self._training_step,
            'decay_step': self._decay_step,
            'optimizer': self._optimizer.state_dict()
        }

    def load_state_dict(self, state_dict):
        self._training_step = state_dict['training_step']
        # State can be partially restored.
        if 'decay_step' in state_dict:
            self._decay_step = state_dict['decay_step']
        if 'optimizer' in state_dict:
            self._optimizer.load_state_dict(state_dict['optimizer'])

    def zero_grad(self):
        """Zero the gradients of optimized parameters."""
        self._optimizer.zero_grad()

    def backward(self, loss):
        """Wrapper for backward pass. Some optimizer requires ownership of the
        backward pass."""
        if self.amp:
            self._scaler.scale(loss).backward()
        elif self._fp16 == "legacy":
            kwargs = {}
            if "update_master_grads" in fn_args(self._optimizer.backward):
                kwargs["update_master_grads"] = True
            self._optimizer.backward(loss, **kwargs)
        else:
            loss.backward()

    def step(self):
        """Update the model parameters based on current gradients.

        Optionally, will employ gradient modification or update learning
        rate.
        """
        learning_rate = self.learning_rate()

        if self.amp:
            self._scaler.unscale_(self._optimizer)
        elif self._fp16 == "legacy":
            if hasattr(self._optimizer, "update_master_grads"):
                self._optimizer.update_master_grads()
            if hasattr(self._optimizer, "clip_master_grads") and \
               self._max_grad_norm > 0:
                self._optimizer.clip_master_grads(self._max_grad_norm)

        for group in self._optimizer.param_groups:
            group['lr'] = learning_rate
            if self._max_grad_norm > 0 and self._fp16 != "legacy":
                clip_grad_norm_(group['params'], self._max_grad_norm)

        if self.amp:
            # unscaled optimizer's gradients (already done therefore skip),
            # skips optimizer.step() if gradients contain infs/NaNs.
            self._scaler.step(self._optimizer)
            # Updates the scale for next iteration.
            self._scaler.update()
        else:
            self._optimizer.step()
        self._decay_step += 1
        self._training_step += 1

# Code below is an implementation of https://arxiv.org/pdf/1804.04235.pdf
# inspired but modified from https://github.com/DeadAt0m/adafactor-pytorch


class AdaFactor(torch.optim.Optimizer):

    def __init__(self, params, lr=None, beta1=0.9, beta2=0.999, eps1=1e-30,
                 eps2=1e-3, cliping_threshold=1, non_constant_decay=True,
                 enable_factorization=True, ams_grad=True, weight_decay=0):

        enable_momentum = beta1 != 0

        if non_constant_decay:
            ams_grad = False

        defaults = dict(lr=lr, beta1=beta1, beta2=beta2, eps1=eps1,
                        eps2=eps2, cliping_threshold=cliping_threshold,
                        weight_decay=weight_decay, ams_grad=ams_grad,
                        enable_factorization=enable_factorization,
                        enable_momentum=enable_momentum,
                        non_constant_decay=non_constant_decay)

        super(AdaFactor, self).__init__(params, defaults)

    def __setstate__(self, state):
        super(AdaFactor, self).__setstate__(state)

    def _experimental_reshape(self, shape):
        temp_shape = shape[2:]
        if len(temp_shape) == 1:
            new_shape = (shape[0], shape[1]*shape[2])
        else:
            tmp_div = len(temp_shape) // 2 + len(temp_shape) % 2
            new_shape = (shape[0]*functools.reduce(operator.mul,
                                                   temp_shape[tmp_div:], 1),
                         shape[1]*functools.reduce(operator.mul,
                                                   temp_shape[:tmp_div], 1))
        return new_shape, copy(shape)

    def _check_shape(self, shape):
        '''
        output1 - True - algorithm for matrix, False - vector;
        output2 - need reshape
        '''
        if len(shape) > 2:
            return True, True
        elif len(shape) == 2:
            return True, False
        elif len(shape) == 2 and (shape[0] == 1 or shape[1] == 1):
            return False, False
        else:
            return False, False

    def _rms(self, x):
        return sqrt(torch.mean(x.pow(2)))

    def step(self, closure=None):
        loss = None
        if closure is not None:
            loss = closure()
        for group in self.param_groups:
            for p in group['params']:
                if p.grad is None:
                    continue
                grad = p.grad.data

                if grad.is_sparse:
                    raise RuntimeError('Adam does not support sparse \
                                       gradients, use SparseAdam instead')

                is_matrix, is_need_reshape = self._check_shape(grad.size())
                new_shape = p.data.size()
                if is_need_reshape and group['enable_factorization']:
                    new_shape, old_shape = \
                        self._experimental_reshape(p.data.size())
                    grad = grad.view(new_shape)

                state = self.state[p]
                if len(state) == 0:
                    state['step'] = 0
                    if group['enable_momentum']:
                        state['exp_avg'] = torch.zeros(new_shape,
                                                       dtype=torch.float32,
                                                       device=p.grad.device)

                    if is_matrix and group['enable_factorization']:
                        state['exp_avg_sq_R'] = \
                            torch.zeros((1, new_shape[1]),
                                        dtype=torch.float32,
                                        device=p.grad.device)
                        state['exp_avg_sq_C'] = \
                            torch.zeros((new_shape[0], 1),
                                        dtype=torch.float32,
                                        device=p.grad.device)
                    else:
                        state['exp_avg_sq'] = torch.zeros(new_shape,
                                                          dtype=torch.float32,
                                                          device=p.grad.device)
                    if group['ams_grad']:
                        state['exp_avg_sq_hat'] = \
                            torch.zeros(new_shape, dtype=torch.float32,
                                        device=p.grad.device)

                if group['enable_momentum']:
                    exp_avg = state['exp_avg']

                if is_matrix and group['enable_factorization']:
                    exp_avg_sq_r = state['exp_avg_sq_R']
                    exp_avg_sq_c = state['exp_avg_sq_C']
                else:
                    exp_avg_sq = state['exp_avg_sq']

                if group['ams_grad']:
                    exp_avg_sq_hat = state['exp_avg_sq_hat']

                state['step'] += 1
                lr_t = group['lr']
                lr_t *= max(group['eps2'], self._rms(p.data))

                if group['enable_momentum']:
                    if group['non_constant_decay']:
                        beta1_t = group['beta1'] * \
                                  (1 - group['beta1'] ** (state['step'] - 1)) \
                                  / (1 - group['beta1'] ** state['step'])
                    else:
                        beta1_t = group['beta1']
                    exp_avg.mul_(beta1_t).add_(1 - beta1_t, grad)

                if group['non_constant_decay']:
                    beta2_t = group['beta2'] * \
                              (1 - group['beta2'] ** (state['step'] - 1)) / \
                              (1 - group['beta2'] ** state['step'])
                else:
                    beta2_t = group['beta2']

                if is_matrix and group['enable_factorization']:
                    exp_avg_sq_r.mul_(beta2_t). \
                        add_(1 - beta2_t, torch.sum(torch.mul(grad, grad).
                                                    add_(group['eps1']),
                                                    dim=0, keepdim=True))
                    exp_avg_sq_c.mul_(beta2_t). \
                        add_(1 - beta2_t, torch.sum(torch.mul(grad, grad).
                                                    add_(group['eps1']),
                                                    dim=1, keepdim=True))
                    v = torch.mul(exp_avg_sq_c,
                                  exp_avg_sq_r).div_(torch.sum(exp_avg_sq_r))
                else:
                    exp_avg_sq.mul_(beta2_t). \
                        addcmul_(1 - beta2_t, grad, grad). \
                        add_((1 - beta2_t)*group['eps1'])
                    v = exp_avg_sq

                g = grad
                if group['enable_momentum']:
                    g = torch.div(exp_avg, 1 - beta1_t ** state['step'])

                if group['ams_grad']:
                    torch.max(exp_avg_sq_hat, v, out=exp_avg_sq_hat)
                    v = exp_avg_sq_hat
                    u = torch.div(g, (torch.div(v, 1 - beta2_t **
                                  state['step'])).sqrt().add_(group['eps1']))
                else:
                    u = torch.div(g, v.sqrt())

                u.div_(max(1, self._rms(u) / group['cliping_threshold']))
                p.data.add_(-lr_t * (u.view(old_shape) if is_need_reshape and
                            group['enable_factorization'] else u))

                if group['weight_decay'] != 0:
                    p.data.add_(-group['weight_decay'] * lr_t, p.data)

        return loss


class FusedAdam(torch.optim.Optimizer):

    """Implements Adam algorithm. Currently GPU-only.
       Requires Apex to be installed via
    ``python setup.py install --cuda_ext --cpp_ext``.
    It has been proposed in `Adam: A Method for Stochastic Optimization`_.
    Arguments:
        params (iterable): iterable of parameters to optimize or dicts defining
            parameter groups.
        lr (float, optional): learning rate. (default: 1e-3)
        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)
        amsgrad (boolean, optional): whether to use the AMSGrad variant of this
            algorithm from the paper `On the Convergence of Adam and Beyond`_
            (default: False) NOT SUPPORTED in FusedAdam!
        eps_inside_sqrt (boolean, optional): in the 'update parameters' step,
            adds eps to the bias-corrected second moment estimate before
            evaluating square root instead of adding it to the square root of
            second moment estimate as in the original paper. (default: False)
    .. _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 __init__(self, params,
                 lr=1e-3, bias_correction=True,
                 betas=(0.9, 0.999), eps=1e-8, eps_inside_sqrt=False,
                 weight_decay=0., max_grad_norm=0., amsgrad=False):
        global fused_adam_cuda
        fused_adam_cuda = importlib.import_module("fused_adam_cuda")

        if amsgrad:
            raise RuntimeError('AMSGrad variant not supported.')
        defaults = dict(lr=lr, bias_correction=bias_correction,
                        betas=betas, eps=eps, weight_decay=weight_decay,
                        max_grad_norm=max_grad_norm)
        super(FusedAdam, self).__init__(params, defaults)
        self.eps_mode = 0 if eps_inside_sqrt else 1

    def step(self, closure=None, grads=None, output_params=None,
             scale=1., grad_norms=None):
        """Performs a single optimization step.
        Arguments:
            closure (callable, optional): A closure that reevaluates the model
                and returns the loss.
            grads (list of tensors, optional): weight gradient to use for the
                optimizer update. If gradients have type torch.half, parameters
                are expected to be in type torch.float. (default: None)
            output params (list of tensors, optional): A reduced precision copy
                of the updated weights written out in addition to the regular
                updated weights. Have to be of same type as gradients.
                (default: None)
            scale (float, optional): factor to divide gradient tensor values
                by before applying to weights. (default: 1)
        """
        loss = None
        if closure is not None:
            loss = closure()

        if grads is None:
            grads_group = [None]*len(self.param_groups)
        # backward compatibility
        # assuming a list/generator of parameter means single group
        elif isinstance(grads, types.GeneratorType):
            grads_group = [grads]
        elif type(grads[0]) != list:
            grads_group = [grads]
        else:
            grads_group = grads

        if output_params is None:
            output_params_group = [None]*len(self.param_groups)
        elif isinstance(output_params, types.GeneratorType):
            output_params_group = [output_params]
        elif type(output_params[0]) != list:
            output_params_group = [output_params]
        else:
            output_params_group = output_params

        if grad_norms is None:
            grad_norms = [None]*len(self.param_groups)

        for group, grads_this_group, output_params_this_group, \
            grad_norm in zip(self.param_groups, grads_group,
                             output_params_group, grad_norms):
            if grads_this_group is None:
                grads_this_group = [None]*len(group['params'])
            if output_params_this_group is None:
                output_params_this_group = [None]*len(group['params'])

            # compute combined scale factor for this group
            combined_scale = scale
            if group['max_grad_norm'] > 0:
                # norm is in fact norm*scale
                clip = ((grad_norm / scale) + 1e-6) / group['max_grad_norm']
                if clip > 1:
                    combined_scale = clip * scale

            bias_correction = 1 if group['bias_correction'] else 0

            for p, grad, output_param in zip(group['params'],
                                             grads_this_group,
                                             output_params_this_group):
                # note: p.grad should not ever be set for correct operation of
                # mixed precision optimizer that sometimes sends None gradients
                if p.grad is None and grad is None:
                    continue
                if grad is None:
                    grad = p.grad.data
                if grad.is_sparse:
                    raise RuntimeError('FusedAdam does not support sparse \
                                       gradients, please consider \
                                       SparseAdam instead')

                state = self.state[p]

                # State initialization
                if len(state) == 0:
                    state['step'] = 0
                    # Exponential moving average of gradient values
                    state['exp_avg'] = torch.zeros_like(p.data)
                    # Exponential moving average of squared gradient values
                    state['exp_avg_sq'] = torch.zeros_like(p.data)

                exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
                beta1, beta2 = group['betas']

                state['step'] += 1

                out_p = torch.tensor([], dtype=torch.float) if output_param \
                    is None else output_param
                fused_adam_cuda.adam(p.data,
                                     out_p,
                                     exp_avg,
                                     exp_avg_sq,
                                     grad,
                                     group['lr'],
                                     beta1,
                                     beta2,
                                     group['eps'],
                                     combined_scale,
                                     state['step'],
                                     self.eps_mode,
                                     bias_correction,
                                     group['weight_decay'])
        return loss