ColossalAI/colossalai/nn/optimizer/cpu_adam.py

import torch
import math


class CPUAdam(torch.optim.Optimizer):
    optimizer_id = 0

    def __init__(self,
                 model_params,
                 lr=1e-3,
                 bias_correction=True,
                 betas=(0.9, 0.999),
                 eps=1e-8,
                 weight_decay=0,
                 adamw_mode=True,
                 loss_scale=-1,
                 simd_log=False):
        """
        An implementation equivalent to `torch.optim.Adam`.
        The difference is that model_params are sharded parameters belonging to a ShardedModelV2 instance.
        The sharded param of model_params can resident on both CPU and CUDA.
        """
        default_args = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, bias_correction=bias_correction)
        super(CPUAdam, self).__init__(model_params, default_args)
        self.opt_id = CPUAdam.optimizer_id
        CPUAdam.optimizer_id = CPUAdam.optimizer_id + 1
        self.adam_w_mode = adamw_mode
        self.loss_scale = loss_scale
        try:
            import cpu_adam
        except ImportError:
            raise ImportError('Please install colossalai from source code to use CPUAdam')
        self.cpu_adam_op = cpu_adam
        self.cpu_adam_op.create_adam(self.opt_id, lr, betas[0], betas[1], eps, weight_decay, adamw_mode, simd_log)

    def __del__(self):
        self.cpu_adam_op.destroy_adam(self.opt_id)

    def torch_adam_update(self,
                          data,
                          grad,
                          exp_avg,
                          exp_avg_sq,
                          lr,
                          beta1,
                          beta2,
                          eps,
                          weight_decay,
                          bias_correction1,
                          bias_correction2,
                          loss_scale,
                          use_adamw=False):
        if loss_scale is not None:
            grad.div_(loss_scale)

        if weight_decay != 0:
            if use_adamw:
                data.mul_(1 - lr * weight_decay)
            else:
                grad = grad.add(data, alpha=weight_decay)

        # Decay the first and second moment running average coefficient
        exp_avg.mul_(beta1).add_(grad, alpha=1 - beta1)
        exp_avg_sq.mul_(beta2).addcmul_(grad, grad, value=1 - beta2)

        # TODO(jiaruifang) dose not support amsgrad
        denom = (exp_avg_sq.sqrt() / math.sqrt(bias_correction2)).add_(eps)

        step_size = lr / bias_correction1

        data.addcdiv_(exp_avg, denom, value=-step_size)

    @torch.no_grad()
    def step(self, closure=None):

        loss = None
        if closure is not None:
            with torch.enable_grad():
                loss = closure()

        for _, group in enumerate(self.param_groups):
            for _, p in enumerate(group['params']):

                if p.grad is None:
                    continue

                state = self.state[p]

                target_device = p.device
                if len(state) == 0:
                    state['step'] = 0

                    # gradient momentums
                    state['exp_avg'] = torch.zeros_like(p.data, dtype=torch.float, device=target_device)
                    # gradient variances
                    state['exp_avg_sq'] = torch.zeros_like(p.data, dtype=torch.float, device=target_device)

                state['step'] += 1
                beta1, beta2 = group['betas']

                if target_device.type == 'cpu':
                    assert state['exp_avg'].device.type == 'cpu', "exp_avg should stay on cpu"
                    assert state['exp_avg_sq'].device.type == 'cpu', "exp_avg should stay on cpu"
                    self.cpu_adam_op.adam_update(self.opt_id, state['step'], group['lr'], beta1, beta2, group['eps'],
                                                 group['weight_decay'], group['bias_correction'], p.data, p.grad.data,
                                                 state['exp_avg'], state['exp_avg_sq'], self.loss_scale)
                elif target_device.type == 'cuda':
                    # FIXME() prepare grad on cuda
                    if p.grad.device.type == 'cpu':
                        p.grad = p.grad.to(target_device)

                    assert state['exp_avg'].device.type == 'cuda', "exp_avg should stay on cuda"
                    assert state['exp_avg_sq'].device.type == 'cuda', "exp_avg should stay on cuda"

                    bias_correction1 = 1 - beta1**state['step']
                    bias_correction2 = 1 - beta2**state['step']

                    # adam on cuda
                    self.torch_adam_update(p.data, p.grad.data, state['exp_avg'], state['exp_avg_sq'], group['lr'],
                                           beta1, beta2, group['eps'], group['weight_decay'], bias_correction1,
                                           bias_correction2, self.loss_scale)
                else:
                    raise RuntimeError
        return loss