ColossalAI/colossalai/nn/optimizer/fused_lamb.py

# modified from https://github.com/NVIDIA/apex/blob/master/apex/optimizers/fused_lamb.py
import torch

from colossalai.registry import OPTIMIZERS
from colossalai.utils import multi_tensor_applier


@OPTIMIZERS.register_module
class FusedLAMB(torch.optim.Optimizer):
    """Implements LAMB algorithm.

    Currently GPU-only.  Requires ColossalAI to be installed via
    ``pip install -v --no-cache-dir --global-option="--cuda_ext" ./``.

    This version of fused LAMB implements 2 fusions.

      * Fusion of the LAMB update's elementwise operations
      * A multi-tensor apply launch that batches the elementwise updates applied to all the model's parameters into one or a few kernel launches.

    :class:`colossalai.nn.optimizer.FusedLAMB`'s usage is identical to any ordinary Pytorch optimizer

    :class:`colossalai.nn.optimizer.FusedLAMB` may be used with or without Amp.

    LAMB was proposed in `Large Batch Optimization for Deep Learning: Training BERT in 76 minutes`_.

    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 norm. (default: (0.9, 0.999))
        eps (float, optional): term added to the denominator to improve
            numerical stability. (default: 1e-6)
        weight_decay (float, optional): weight decay (L2 penalty) (default: 0.01)
        amsgrad (boolean, optional): whether to use the AMSGrad variant of this
            algorithm from the paper `On the Convergence of Adam and Beyond`_
            NOT SUPPORTED now! (default: False)
        adam_w_mode (boolean, optional): Apply L2 regularization or weight decay
            True for decoupled weight decay(also known as AdamW) (default: True)
        grad_averaging (bool, optional): whether apply (1-beta2) to grad when
            calculating running averages of gradient. (default: True)
        set_grad_none (bool, optional): whether set grad to None when zero_grad()
            method is called. (default: True)
        max_grad_norm (float, optional): value used to clip global grad norm
            (default: 1.0)
        use_nvlamb (boolean, optional): Apply adaptive learning rate to 0.0
            weight decay parameter (default: False)

    .. _Large Batch Optimization for Deep Learning\: Training BERT in 76 minutes:
        https://arxiv.org/abs/1904.00962
    .. _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-6, weight_decay=0.01,
                 amsgrad=False, adam_w_mode=True,
                 grad_averaging=True, set_grad_none=True,
                 max_grad_norm=1.0, use_nvlamb=False):
        if amsgrad:
            raise RuntimeError(
                'FusedLAMB does not support the AMSGrad variant.')
        defaults = dict(lr=lr, bias_correction=bias_correction,
                        betas=betas, eps=eps, weight_decay=weight_decay,
                        grad_averaging=grad_averaging,
                        max_grad_norm=max_grad_norm)
        super(FusedLAMB, self).__init__(params, defaults)
        if multi_tensor_applier.available:
            import colossal_C
            self.multi_tensor_l2norm = colossal_C.multi_tensor_l2norm
            # Skip buffer
            self._dummy_overflow_buf = torch.tensor(
                [0], dtype=torch.int, device=self.param_groups[0]["params"][0].device)
            self.multi_tensor_lamb = colossal_C.multi_tensor_lamb
        else:
            raise RuntimeError('FusedLAMB requires cuda extensions')

        self.adam_w_mode = 1 if adam_w_mode else 0
        self.set_grad_none = set_grad_none
        self.use_nvlamb = use_nvlamb

    def zero_grad(self):
        if self.set_grad_none:
            for group in self.param_groups:
                for p in group['params']:
                    p.grad = None
        else:
            super(FusedLAMB, self).zero_grad()

    def step(self, closure=None):
        """Performs a single optimization step.

        Arguments:
            closure (callable, optional): A closure that reevaluates the model
                and returns the loss.
        """
        loss = None
        if closure is not None:
            loss = closure()

        # create separate grad lists for fp32 and fp16 params
        g_all_32, g_all_16 = [], []
        for group in self.param_groups:
            for p in group['params']:
                if p.grad is None:
                    continue
                if p.dtype == torch.float32:
                    g_all_32.append(p.grad.data)
                elif p.dtype == torch.float16:
                    g_all_16.append(p.grad.data)
                else:
                    raise RuntimeError('FusedLAMB only support fp16 and fp32.')

        device = self.param_groups[0]["params"][0].device
        g_norm_32, g_norm_16 = torch.zeros(
            1, device=device), torch.zeros(1, device=device)
        # compute grad norm for two lists
        if len(g_all_32) > 0:
            g_norm_32 = multi_tensor_applier(self.multi_tensor_l2norm,
                                             self._dummy_overflow_buf,
                                             [g_all_32], False)[0]
        if len(g_all_16) > 0:
            g_norm_16 = multi_tensor_applier(self.multi_tensor_l2norm,
                                             self._dummy_overflow_buf,
                                             [g_all_16], False)[0]

        # blend two grad norms to get global grad norm
        global_grad_norm = multi_tensor_applier(self.multi_tensor_l2norm,
                                                self._dummy_overflow_buf,
                                                [[g_norm_32, g_norm_16]],
                                                False)[0]
        max_grad_norm = self.defaults['max_grad_norm']

        for group in self.param_groups:
            bias_correction = 1 if group['bias_correction'] else 0
            beta1, beta2 = group['betas']
            grad_averaging = 1 if group['grad_averaging'] else 0

            # assume same step across group now to simplify things
            # per parameter step can be easily support by making it tensor, or pass list into kernel
            if 'step' in group:
                group['step'] += 1
            else:
                group['step'] = 1

            # create lists for multi-tensor apply
            g_16, p_16, m_16, v_16 = [], [], [], []
            g_32, p_32, m_32, v_32 = [], [], [], []

            for p in group['params']:
                if p.grad is None:
                    continue
                if p.grad.data.is_sparse:
                    raise RuntimeError(
                        'FusedLAMB does not support sparse gradients, please consider SparseAdam instead')

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

                if p.dtype == torch.float16:
                    g_16.append(p.grad.data)
                    p_16.append(p.data)
                    m_16.append(state['exp_avg'])
                    v_16.append(state['exp_avg_sq'])
                elif p.dtype == torch.float32:
                    g_32.append(p.grad.data)
                    p_32.append(p.data)
                    m_32.append(state['exp_avg'])
                    v_32.append(state['exp_avg_sq'])
                else:
                    raise RuntimeError('FusedLAMB only support fp16 and fp32.')

            if (len(g_16) > 0):
                multi_tensor_applier(self.multi_tensor_lamb,
                                     self._dummy_overflow_buf,
                                     [g_16, p_16, m_16, v_16],
                                     group['lr'],
                                     beta1,
                                     beta2,
                                     group['eps'],
                                     group['step'],
                                     bias_correction,
                                     group['weight_decay'],
                                     grad_averaging,
                                     self.adam_w_mode,
                                     global_grad_norm,
                                     max_grad_norm,
                                     self.use_nvlamb)
            if (len(g_32) > 0):
                multi_tensor_applier(self.multi_tensor_lamb,
                                     self._dummy_overflow_buf,
                                     [g_32, p_32, m_32, v_32],
                                     group['lr'],
                                     beta1,
                                     beta2,
                                     group['eps'],
                                     group['step'],
                                     bias_correction,
                                     group['weight_decay'],
                                     grad_averaging,
                                     self.adam_w_mode,
                                     global_grad_norm,
                                     max_grad_norm,
                                     self.use_nvlamb)

        return loss