''' Copyright 2020 The Microsoft DeepSpeed Team ''' import math import torch import time from pathlib import Path from ..op_builder import CPUAdamBuilder class DeepSpeedCPUAdam(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, amsgrad=False, adamw_mode=True): """Fast vectorized implementation of two variations of Adam optimizer on CPU: * Adam: A Method for Stochastic Optimization: (https://arxiv.org/abs/1412.6980); * AdamW: Fixing Weight Decay Regularization in Adam (https://arxiv.org/abs/1711.05101) DeepSpeed CPU Adam(W) provides between 5x to 7x speedup over torch.optim.adam(W). In order to apply this optimizer, the model requires to have its master parameter (in FP32) reside on the CPU memory. To train on a hetrogeneous system, such as coordinating CPU and GPU, DeepSpeed offers the ZeRO-Offload technology which efficiently offloads the optimizer states into CPU memory, with minimal impact on training througput. DeepSpeedCPUAdam plays an important role to minimize the overhead of the optimizer's latency on CPU. Please refer to ZeRO-Offload tutorial (https://www.deepspeed.ai/tutorials/zero-offload/) for more information on how to enable this technology. For calling step function, there are two options available: (1) update optimizer's states and (2) update optimizer's states and copy the parameters back to GPU at the same time. We have seen that the second option can bring 30% higher throughput than the doing the copy separately using option one. .. note:: We recommend using our `config `_ to allow :meth:`deepspeed.initialize` to build this optimizer for you. Arguments: model_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 DeepSpeed CPUAdam! adamw_mode: select between Adam and AdamW implementations (default: AdamW) """ default_args = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, bias_correction=bias_correction, amsgrad=amsgrad) super(DeepSpeedCPUAdam, self).__init__(model_params, default_args) self.opt_id = DeepSpeedCPUAdam.optimizer_id DeepSpeedCPUAdam.optimizer_id = DeepSpeedCPUAdam.optimizer_id + 1 self.adam_w_mode = adamw_mode self.ds_opt_adam = CPUAdamBuilder().load() self.ds_opt_adam.create_adam(self.opt_id, lr, betas[0], betas[1], eps, weight_decay, adamw_mode) def __del__(self): # need to destroy the C++ object explicitly to avoid a memory leak when deepspeed.initialize # is used multiple times in the same process (notebook or pytest worker) self.ds_opt_adam.destroy_adam(self.opt_id) def __setstate__(self, state): super(DeepSpeedCPUAdam, self).__setstate__(state) for group in self.param_groups: group.setdefault('amsgrad', False) @torch.no_grad() def step(self, closure=None, fp16_param_groups=None): """Update the model parameters. .. note:: This method will be called internally by ZeRO-Offload. DeepSpeed users should still use ``engine.step()`` as shown in the `Getting Started `_ guide. Args: closure (callable, optional): closure to compute the loss. Defaults to ``None``. fp16_param_groups: FP16 GPU parameters to update. Performing the copy here reduces communication time. Defaults to ``None``. Returns: loss: if ``closure`` is provided. Otherwise ``None``. """ loss = None if closure is not None: with torch.enable_grad(): loss = closure() for group_id, group in enumerate(self.param_groups): for param_id, p in enumerate(group['params']): if p.grad is None: continue state = self.state[p] # State initialization if len(state) == 0: #print(f'group {group_id} param {param_id} = {p.numel()}') state['step'] = 0 # gradient momentums state['exp_avg'] = torch.zeros_like(p.data, dtype=p.dtype, device='cpu') #memory_format=torch.preserve_format) # gradient variances state['exp_avg_sq'] = torch.zeros_like(p.data, dtype=p.dtype, device='cpu') #memory_format=torch.preserve_format) state['step'] += 1 beta1, beta2 = group['betas'] if fp16_param_groups is not None: self.ds_opt_adam.adam_update_copy( 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'], fp16_param_groups[group_id][param_id].data) else: self.ds_opt_adam.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']) return loss