Merge pull request #892 from kexinyu/master

add unit tests for FusedLAMB optimizer

tests/L0/run_optimizers/test_lamb.py

+import unittest
+import os
+
+import torch
+from torch.optim import Optimizer
+import apex
+from apex.multi_tensor_apply import multi_tensor_applier
+
+class RefLAMB(Optimizer):
+    r"""Implements Lamb algorithm.
+
+    It has been 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 square (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)
+
+    .. _Large Batch Optimization for Deep Learning: Training BERT in 76 minutes:
+        https://arxiv.org/abs/1904.00962
+    """
+
+    def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-6, weight_decay=0.01):
+        if not 0.0 <= lr:
+            raise ValueError("Invalid learning rate: {}".format(lr))
+        if not 0.0 <= eps:
+            raise ValueError("Invalid epsilon value: {}".format(eps))
+        if not 0.0 <= betas[0] < 1.0:
+            raise ValueError("Invalid beta parameter at index 0: {}".format(betas[0]))
+        if not 0.0 <= betas[1] < 1.0:
+            raise ValueError("Invalid beta parameter at index 1: {}".format(betas[1]))
+        defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
+        super(RefLAMB, self).__init__(params, defaults)
+        if multi_tensor_applier.available:
+            import amp_C
+            self.multi_tensor_l2norm=amp_C.multi_tensor_l2norm
+            # Skip buffer
+            self._dummy_overflow_buf = torch.cuda.IntTensor([0])
+            self.multi_tensor_lamb = amp_C.multi_tensor_lamb
+        else:
+            raise RuntimeError('apex.optimizers.FusedLAMB requires cuda extensions')
+
+    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.')
+
+        g_norm_32, g_norm_16 = torch.zeros(1, device='cuda'), torch.zeros(1, device='cuda')
+        # 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 = 1.0
+        clipped_ratio = max_grad_norm / max(global_grad_norm, max_grad_norm)
+
+        for group in self.param_groups:
+            for p in group['params']:
+                if p.grad is None:
+                    continue
+                p.grad.data *= clipped_ratio
+                grad = p.grad.data 
+                if grad.is_sparse:
+                    raise RuntimeError('Lamb does not support sparse gradients, consider SparseAdam instad.')
+
+                state = self.state[p]
+
+                # State initialization
+                if len(state) == 0:
+                    state['step'] = 0
+                    # Exponential moving average of gradient values
+                    state['m'] = torch.zeros_like(p.data)
+                    # Exponential moving average of squared gradient values
+                    state['v'] = torch.zeros_like(p.data)
+
+                m_t, v_t = state['m'], state['v']
+                beta1, beta2 = group['betas']
+
+                state['step'] += 1
+
+                # m_t = beta1 * m + (1 - beta1) * g_t
+                m_t.mul_(beta1).add_(grad, alpha=1-beta1)
+                # v_t = beta2 * v + (1 - beta2) * (g_t * g_t)
+                v_t.mul_(beta2).addcmul_(grad, grad, value=1-beta2)
+
+                # Debiasing
+                m_t_hat = m_t / (1.0 - beta1 ** state['step'])
+                v_t_hat = v_t / (1.0 - beta2 ** state['step'])
+
+                update = m_t_hat / v_t_hat.sqrt().add(group['eps'])
+
+                if group['weight_decay'] != 0:
+                    update.add_(p.data, alpha=group['weight_decay'])
+
+                trust_ratio = 1.0
+                w_norm = p.data.pow(2).sum().sqrt()
+                g_norm = update.pow(2).sum().sqrt()
+                if w_norm > 0 and g_norm > 0:
+                    trust_ratio = w_norm / g_norm
+
+                state['w_norm'] = w_norm
+                state['g_norm'] = g_norm
+                state['trust_ratio'] = trust_ratio
+
+                step_size = group['lr'] 
+
+                p.data.add_(update, alpha=-step_size*trust_ratio)
+
+        return loss
+
+
+class TestFusedLAMB(unittest.TestCase):
+    def setUp(self, max_abs_diff=1e-3, max_rel_diff=1, iters=7):
+        self.max_abs_diff = max_abs_diff
+        self.max_rel_diff = max_rel_diff
+        self.iters = iters
+        torch.cuda.manual_seed(9876)
+
+    def tearDown(self):
+        pass
+
+    def gen_param_optim(self, tensors, lamb_option):
+        ref_param = []
+        tst_param = []
+        for tensor in tensors:
+            ref_param.append(torch.nn.Parameter(tensor.clone()))
+            tst_param.append(torch.nn.Parameter(tensor.clone()))
+
+        ref_optim = RefLAMB(ref_param, **lamb_option)
+        tst_optim = apex.optimizers.FusedLAMB(tst_param, use_nvlamb=True, **lamb_option)
+
+        return (ref_param, tst_param, ref_optim, tst_optim)
+
+    def gen_grad(self, ref_param, tst_param):
+        for p_ref, p_tst in zip(ref_param, tst_param):
+            p_ref.grad = torch.rand_like(p_ref)
+            p_tst.grad = p_ref.grad
+
+    def gen_mixed_grad(self, ref_param, tst_param, scale=1.0):
+        half_grads = []
+        for p_ref, _ in zip(ref_param, tst_param):
+            half_grads.append(torch.rand_like(p_ref).half())
+            p_ref.grad = half_grads[-1].float() / scale
+        return half_grads
+
+    def get_max_diff(self, ref_param, tst_param):
+        max_abs_diff = max_rel_diff = 0
+        for p_ref, p_tst in zip(ref_param, tst_param):
+            max_abs_diff_p = (p_ref - p_tst).abs().max().item()
+            max_rel_diff_p = ((p_ref - p_tst) / p_ref).abs().max().item()
+
+            if max_abs_diff_p > max_abs_diff:  max_abs_diff = max_abs_diff_p
+            if max_rel_diff_p > max_rel_diff:  max_rel_diff = max_rel_diff_p
+
+        return max_abs_diff, max_rel_diff
+
+    def gen_single_type_test(self, param_type=torch.float):
+        nelem = 278011
+        tensor = torch.rand(nelem, dtype=param_type, device='cuda')
+        weight_decay = [0, 0.01]
+        
+        for wd in weight_decay:
+            lamb_option = {'lr':5e-4, 'betas':(0.9, 0.999), 'eps':1e-08, 'weight_decay':wd}
+            ref_param, tst_param, ref_optim, tst_optim = \
+                self.gen_param_optim([tensor], lamb_option)
+
+            for i in range(self.iters):
+                self.gen_grad(ref_param, tst_param)
+                ref_optim.step()
+                tst_optim.step()
+                max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param)
+
+                self.assertLessEqual(max_abs_diff, self.max_abs_diff)
+                self.assertLessEqual(max_rel_diff, self.max_rel_diff)
+
+    def test_float(self):
+        self.gen_single_type_test(param_type=torch.float)
+
+    @unittest.skip("PyTorch optimizer is not numerically correct for fp16")
+    def test_half(self):
+        self.gen_single_type_test(param_type=torch.float16)
+
+    def test_multi_params(self):
+        sizes = [[4096, 1024], [4096], [4096, 2048], [32320, 1024], [1]]
+        weight_decay = [0, 0.01]
+        
+        for wd in weight_decay:
+            lamb_option = {'lr':5e-4, 'betas':(0.9, 0.999), 'eps':1e-08, 'weight_decay':wd}
+            tensors = []
+            for size in sizes:
+                tensors.append(torch.rand(size, dtype=torch.float, device='cuda'))
+            ref_param, tst_param, ref_optim, tst_optim = \
+                self.gen_param_optim(tensors, lamb_option)
+
+            for i in range(self.iters):
+                self.gen_grad(ref_param, tst_param)
+                ref_optim.step()
+                tst_optim.step()
+                max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param)
+                self.assertLessEqual(max_abs_diff, self.max_abs_diff)
+                self.assertLessEqual(max_rel_diff, self.max_rel_diff)
+
+    def test_lamb_option(self):
+        nelem = 1
+        tensor = torch.rand(nelem, dtype=torch.float, device='cuda')
+        weight_decay = [0, 0.01]
+        
+        for wd in weight_decay:
+            lamb_option = {'lr':0.01, 'betas':(0.6, 0.9), 'eps':3e-06, 'weight_decay':wd}
+            ref_param, tst_param, ref_optim, tst_optim = \
+                self.gen_param_optim([tensor], lamb_option)
+
+            for i in range(self.iters):
+                self.gen_grad(ref_param, tst_param)
+                ref_optim.step()
+                tst_optim.step()
+                max_abs_diff, max_rel_diff = self.get_max_diff(ref_param, tst_param)
+
+                self.assertLessEqual(max_abs_diff, self.max_abs_diff)
+                self.assertLessEqual(max_rel_diff, self.max_rel_diff)
+
+
+if __name__ == '__main__':
+    script_path = os.path.dirname(os.path.realpath(__file__))
+    unittest.main()