# modified from https://github.com/NVIDIA/apex/blob/master/apex/optimizers/fused_adam.py ''' Copyright 2020 The Microsoft DeepSpeed Team Copyright NVIDIA/apex This file is adapted from fused adam in NVIDIA/apex, commit a109f85 Licensed under the MIT License. ''' import torch from colossalai.registry import OPTIMIZERS from colossalai.utils import multi_tensor_applier @OPTIMIZERS.register_module class FusedAdam(torch.optim.Optimizer): """Implements Adam algorithm. `FusedAdam` requires CUDA extensions which can be built during installation or runtime. This version of fused Adam implements 2 fusions. * Fusion of the Adam 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.FusedAdam` may be used as a drop-in replacement for ``torch.optim.AdamW``, or ``torch.optim.Adam`` with ``adamw_mode=False`` :class:`colossalai.nn.optimizer.FusedAdam` may be used with or without Amp. Adam was 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! adamw_mode (boolean, optional): Apply L2 regularization or weight decay True for decoupled weight decay(also known as AdamW) (default: True) set_grad_none (bool, optional): whether set grad to None when zero_grad() method is called. (default: True) .. _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, adamw_mode=True, weight_decay=0., amsgrad=False, set_grad_none=True): if amsgrad: raise RuntimeError('FusedAdam does not support the AMSGrad variant.') defaults = dict(lr=lr, bias_correction=bias_correction, betas=betas, eps=eps, weight_decay=weight_decay) super(FusedAdam, self).__init__(params, defaults) self.adamw_mode = 1 if adamw_mode else 0 self.set_grad_none = set_grad_none if multi_tensor_applier.available: from colossalai.kernel.op_builder import FusedOptimBuilder fused_optim = FusedOptimBuilder().load() # Skip buffer self._dummy_overflow_buf = torch.cuda.IntTensor([0]) self.multi_tensor_adam = fused_optim.multi_tensor_adam else: raise RuntimeError('FusedAdam requires cuda extensions') def zero_grad(self, set_to_none=False): if set_to_none: for group in self.param_groups: for p in group['params']: p.grad = None else: super(FusedAdam, self).zero_grad() def step(self, closure=None, grads=None, output_params=None, scale=None, grad_norms=None, div_scale: float = -1): """Performs a single optimization step. Arguments: closure (callable, optional): A closure that reevaluates the model and returns the loss. The remaining arguments are deprecated, and are only retained (for the moment) for error-checking purposes. """ if any(p is not None for p in [grads, output_params, scale, grad_norms]): raise RuntimeError( 'FusedAdam has been updated. Simply initialize it identically to torch.optim.Adam, and call step() with no arguments.' ) loss = None if closure is not None: loss = closure() for group in self.param_groups: bias_correction = 1 if group['bias_correction'] else 0 beta1, beta2 = group['betas'] # 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_l, p_l, m_l, v_l = [], [], [], [] for p in group['params']: if p.grad is None: continue if p.grad.data.is_sparse: raise RuntimeError( 'FusedAdam 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) # Exponential moving average of squared gradient values state['exp_avg_sq'] = torch.zeros_like(p) if p.dtype not in [torch.float16, torch.float32]: raise RuntimeError('FusedAdam only support fp16 and fp32.') g_l.append(p.grad.data) p_l.append(p.data) m_l.append(state['exp_avg']) v_l.append(state['exp_avg_sq']) multi_tensor_applier(self.multi_tensor_adam, self._dummy_overflow_buf, [g_l, p_l, m_l, v_l], group['lr'], beta1, beta2, group['eps'], group['step'], self.adamw_mode, bias_correction, group['weight_decay'], div_scale) return loss