Ranger.py

import math

import oneflow as flow
from oneflow.optim import Optimizer


class Ranger(Optimizer):
    def __init__(
        self,
        params,
        lr=1e-3,
        alpha=0.5,
        k=6,
        N_sma_threshhold=5,
        betas=(0.95, 0.999),
        eps=1e-5,
        weight_decay=0,
    ):
        # parameter checks
        if not 0.0 <= alpha <= 1.0:
            raise ValueError(f"Invalid slow update rate: {alpha}")
        if not 1 <= k:
            raise ValueError(f"Invalid lookahead steps: {k}")
        if not lr > 0:
            raise ValueError(f"Invalid Learning Rate: {lr}")
        if not eps > 0:
            raise ValueError(f"Invalid eps: {eps}")

        defaults = dict(
            lr=lr,
            alpha=alpha,
            k=k,
            step_counter=0,
            betas=betas,
            N_sma_threshhold=N_sma_threshhold,
            eps=eps,
            weight_decay=weight_decay,
        )
        super().__init__(params, defaults)

        # adjustable threshold
        self.N_sma_threshhold = N_sma_threshhold

        # now we can get to work...
        # removed as we now use step from RAdam...no need for duplicate step counting
        # for group in self.param_groups:
        #    group["step_counter"] = 0
        # print("group step counter init")

        # look ahead params
        self.alpha = alpha
        self.k = k

        # radam buffer for state
        self.radam_buffer = [[None, None, None] for ind in range(10)]

    def __setstate__(self, state):
        print("set state called")
        super(Ranger, self).__setstate__(state)

    def step(self, closure=None):
        loss = None

        for group in self.param_groups:

            for p in group["params"]:
                if p.grad is None:
                    continue
                grad = p.grad.data.float()
                if grad.is_sparse:
                    raise RuntimeError("Ranger optimizer does not support sparse gradients")

                p_data_fp32 = p.data.float()

                state = self.state[p]  # get state dict for this param

                if len(state) == 0:
                    state["step"] = 0
                    state["exp_avg"] = flow.zeros_like(p_data_fp32)
                    state["exp_avg_sq"] = flow.zeros_like(p_data_fp32)

                    # look ahead weight storage now in state dict
                    state["slow_buffer"] = p.data.clone()

                else:
                    state["exp_avg"] = state["exp_avg"].type_as(p_data_fp32)
                    state["exp_avg_sq"] = state["exp_avg_sq"].type_as(p_data_fp32)

                # begin computations
                exp_avg, exp_avg_sq = state["exp_avg"], state["exp_avg_sq"]
                beta1, beta2 = group["betas"]

                # compute variance mov avg
                exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)
                # compute mean moving avg
                exp_avg.mul_(beta1).add_(1 - beta1, grad)

                state["step"] += 1

                buffered = self.radam_buffer[int(state["step"] % 10)]
                if state["step"] == buffered[0]:
                    N_sma, step_size = buffered[1], buffered[2]
                else:
                    buffered[0] = state["step"]
                    beta2_t = beta2 ** state["step"]
                    N_sma_max = 2 / (1 - beta2) - 1
                    N_sma = N_sma_max - 2 * state["step"] * beta2_t / (1 - beta2_t)
                    buffered[1] = N_sma
                    if N_sma > self.N_sma_threshhold:
                        step_size = math.sqrt(
                            (1 - beta2_t)
                            * (N_sma - 4)
                            / (N_sma_max - 4)
                            * (N_sma - 2)
                            / N_sma
                            * N_sma_max
                            / (N_sma_max - 2)
                        ) / (1 - beta1 ** state["step"])
                    else:
                        step_size = 1.0 / (1 - beta1 ** state["step"])
                    buffered[2] = step_size

                if group["weight_decay"] != 0:
                    p_data_fp32.add_(-group["weight_decay"] * group["lr"], p_data_fp32)

                if N_sma > self.N_sma_threshhold:
                    denom = exp_avg_sq.sqrt().add_(group["eps"])
                    p_data_fp32.addcdiv_(-step_size * group["lr"], exp_avg, denom)
                else:
                    p_data_fp32.add_(-step_size * group["lr"], exp_avg)

                p.data.copy_(p_data_fp32)

                # integrated look ahead...
                # we do it at the param level instead of group level
                if state["step"] % group["k"] == 0:
                    slow_p = state["slow_buffer"]  # get access to slow param tensor
                    slow_p.add_(
                        self.alpha, p.data - slow_p
                    )  # (fast weights - slow weights) * alpha
                    p.data.copy_(slow_p)  # copy interpolated weights to RAdam param tensor

        return loss