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LAprop as an optimizer along with frobenius weight normalization + associated tests #206
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8f46813
add laprop as an optimizer along with tests
mkhona-nvidia 6abf94d
formatting
mkhona-nvidia 76d658f
add optional frobenius normalization
mkhona-nvidia 91a5b8c
fix test edge cases
mkhona-nvidia a22bba4
move norm calc to before wd
mkhona-nvidia 3acfc42
added warning about using weight decay and normalize together
mkhona-nvidia e2e14d2
addressed some MR comments
mkhona-nvidia d6c0cee
removed enable grad from closure path
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| Original file line number | Diff line number | Diff line change |
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| # SPDX-FileCopyrightText: Copyright (c) 2026 NVIDIA CORPORATION & AFFILIATES. All rights reserved. | ||
| # SPDX-License-Identifier: Apache-2.0 | ||
| # | ||
| # Licensed under the Apache License, Version 2.0 (the "License"); | ||
| # you may not use this file except in compliance with the License. | ||
| # You may obtain a copy of the License at | ||
| # | ||
| # http://www.apache.org/licenses/LICENSE-2.0 | ||
| # | ||
| # Unless required by applicable law or agreed to in writing, software | ||
| # distributed under the License is distributed on an "AS IS" BASIS, | ||
| # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| # See the License for the specific language governing permissions and | ||
| # limitations under the License. | ||
| from collections.abc import Callable | ||
| from typing import TYPE_CHECKING, override | ||
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|
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| if TYPE_CHECKING: | ||
| from typing import overload | ||
|
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| import torch | ||
| from absl import logging | ||
| from torch.optim.optimizer import ParamsT | ||
|
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| from emerging_optimizers import registry | ||
| from emerging_optimizers.mixin import WeightDecayMixin, WeightDecayT | ||
| from emerging_optimizers.scalar_optimizers.update_functions import calculate_laprop_update | ||
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| __all__ = [ | ||
| "LaProp", | ||
| ] | ||
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| @registry.register_optimizer("laprop") | ||
| class LaProp(WeightDecayMixin, torch.optim.Optimizer): | ||
| """LaProp optimizer. | ||
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| LAProp can be seen as RMSProp with a momentum term, or normalized SGD with momentum. | ||
| This optimizer tracks Adam-style first and second moments, but normalizes the gradient | ||
| before the first-moment update. | ||
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| The update rule below assumes ``weight_decay_method="decoupled"`` (the default). | ||
| See :class:`~emerging_optimizers.mixin.WeightDecayMixin` for the other modes. | ||
|
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||
| .. math:: | ||
| p = p \\cdot (1 - \\text{lr} \\cdot \\lambda) \\\\ | ||
| v_t = \\beta_2 v_{t-1} + (1 - \\beta_2) g_t^2 \\\\ | ||
| \\hat{v}_t = \\frac{v_t}{1 - \\beta_2^t} \\\\ | ||
| g'_t = \\frac{g_t}{\\sqrt{\\hat{v}_t} + \\epsilon} \\\\ | ||
| m_t = \\beta_1 m_{t-1} + (1 - \\beta_1) g'_t \\\\ | ||
| \\hat{m}_t = \\frac{m_t}{1 - \\beta_1^t} \\\\ | ||
| p = p - \\text{lr} \\cdot \\hat{m}_t | ||
|
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| References: | ||
| - Ziyin, L., Wang, Z. T., & Ueda, M. *LaProp: Separating Momentum and | ||
| Adaptivity in Adam.* arXiv:2002.04839 (2020). | ||
| [`arXiv:2002.04839 <https://arxiv.org/abs/2002.04839>`_] | ||
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| Args: | ||
| params: Iterable of parameters to optimize or dicts defining parameter groups. | ||
| lr: Learning rate. | ||
| betas: Coefficients (beta1, beta2) for first and second moment EMAs. | ||
| eps: Term added to the denominator for numerical stability. | ||
| weight_decay: Weight decay coefficient. | ||
| correct_bias: Whether to apply bias correction to the first and second moment EMAs. | ||
| frob_normalize: Whether to normalize each updated parameter back to its pre-update Frobenius norm. | ||
| weight_decay_method: Method to apply weight decay, see | ||
| :class:`~emerging_optimizers.mixin.WeightDecayMixin` for more details. | ||
| """ | ||
|
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||
| def __init__( | ||
| self, | ||
| params: ParamsT, | ||
| lr: float = 1e-3, | ||
| betas: tuple[float, float] = (0.9, 0.999), | ||
| eps: float = 1e-8, | ||
| weight_decay: float = 0.0, | ||
| correct_bias: bool = True, | ||
| frob_normalize: bool = False, | ||
| weight_decay_method: WeightDecayT = "decoupled", | ||
| ) -> None: | ||
| if not 0.0 <= lr: | ||
| raise ValueError(f"Invalid learning rate: {lr}") | ||
| if not 0.0 <= betas[0] < 1.0: | ||
| raise ValueError(f"Invalid beta at index 0: {betas[0]}") | ||
| if not 0.0 <= betas[1] < 1.0: | ||
| raise ValueError(f"Invalid beta at index 1: {betas[1]}") | ||
| if not 0.0 <= eps: | ||
| raise ValueError(f"Invalid epsilon value: {eps}") | ||
| if not 0.0 <= weight_decay: | ||
| raise ValueError(f"Invalid weight_decay value: {weight_decay}") | ||
| if frob_normalize and weight_decay != 0.0: | ||
| logging.warning("LaProp with frob_normalize=True is intended to be used with weight_decay=0.0.") | ||
| defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay, correct_bias=correct_bias) | ||
| self.weight_decay_method = weight_decay_method | ||
| self.frob_normalize = frob_normalize | ||
| super().__init__(params, defaults) | ||
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| @torch.no_grad() | ||
| def _init_group( | ||
| self, | ||
| group: dict, | ||
| skip_non_grad_params: bool = True, | ||
| ) -> None: | ||
| """Performs lazy state initialization for parameters. | ||
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| Args: | ||
| group: Parameter group dictionary. | ||
| skip_non_grad_params: If True, skip parameters without gradients. | ||
| """ | ||
| for p in group["params"]: | ||
| if skip_non_grad_params and p.grad is None: | ||
| continue | ||
| state = self.state[p] | ||
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| if len(state) == 0: | ||
| state["step"] = 0 | ||
| state["exp_avg"] = torch.zeros_like(p.data) | ||
| state["exp_avg_sq"] = torch.zeros_like(p.data) | ||
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| if TYPE_CHECKING: | ||
|
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| @overload | ||
| def step(self, closure: None = ...) -> None: ... | ||
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| @overload | ||
| def step(self, closure: Callable[[], float]) -> float: ... | ||
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| @torch.no_grad() # type: ignore[misc] | ||
| @override | ||
| def step(self, closure: Callable[[], float] | None = None) -> float | None: | ||
| """Perform a single optimization step. | ||
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| Note: | ||
| When ``weight_decay_method="l2"``, ``p.grad`` is modified in-place | ||
| (the L2 penalty ``weight_decay * p`` is added to the gradient). | ||
| If you need the original gradient after this call, clone it beforehand. | ||
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| Args: | ||
| closure: A closure that reevaluates the model and returns the loss (optional). | ||
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| Returns: | ||
| The loss from the closure, if provided. | ||
| """ | ||
| if closure is None: | ||
| loss = None | ||
| else: | ||
| loss = closure() | ||
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| for group in self.param_groups: | ||
| self._init_group(group) | ||
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| lr = group["lr"] | ||
| betas = group["betas"] | ||
| eps = group["eps"] | ||
| weight_decay = group["weight_decay"] | ||
| correct_bias = group["correct_bias"] | ||
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| for p in group["params"]: | ||
| if p.grad is None: | ||
| continue # pragma: no cover | ||
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| grad = p.grad | ||
| state = self.state[p] | ||
| state["step"] += 1 | ||
|
mkhona-nvidia marked this conversation as resolved.
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| pre_norm = p.data.norm() if self.frob_normalize else None | ||
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| self._apply_weight_decay_inplace(p.data, grad, lr, weight_decay) | ||
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| update = calculate_laprop_update( | ||
| grad, | ||
| state["exp_avg"], | ||
| state["exp_avg_sq"], | ||
| correct_bias, | ||
| betas, | ||
| state["step"], | ||
| eps, | ||
| ) | ||
| p.data.add_(update, alpha=-lr) | ||
| if self.frob_normalize: | ||
| assert pre_norm is not None | ||
| p.data.mul_(pre_norm / p.data.norm().clamp_min(eps)) | ||
|
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| return loss | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,179 @@ | ||
| # SPDX-FileCopyrightText: Copyright (c) 2026 NVIDIA CORPORATION & AFFILIATES. All rights reserved. | ||
| # SPDX-License-Identifier: Apache-2.0 | ||
| # | ||
| # Licensed under the Apache License, Version 2.0 (the "License"); | ||
| # you may not use this file except in compliance with the License. | ||
| # You may obtain a copy of the License at | ||
| # | ||
| # http://www.apache.org/licenses/LICENSE-2.0 | ||
| # | ||
| # Unless required by applicable law or agreed to in writing, software | ||
| # distributed under the License is distributed on an "AS IS" BASIS, | ||
| # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| # See the License for the specific language governing permissions and | ||
| # limitations under the License. | ||
|
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| import torch | ||
| from absl import flags, logging | ||
| from absl.testing import absltest, parameterized | ||
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| from emerging_optimizers.scalar_optimizers import LaProp | ||
| from emerging_optimizers.scalar_optimizers.update_functions import calculate_laprop_update | ||
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| flags.DEFINE_enum("device", "cpu", ["cpu", "cuda"], "Device to run tests on") | ||
| flags.DEFINE_integer("seed", None, "Random seed for reproducible tests") | ||
| FLAGS = flags.FLAGS | ||
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| def setUpModule() -> None: | ||
| if FLAGS.seed is not None: | ||
| logging.info("Setting random seed to %d", FLAGS.seed) | ||
| torch.manual_seed(FLAGS.seed) | ||
| if torch.cuda.is_available(): | ||
| torch.cuda.manual_seed_all(FLAGS.seed) | ||
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| class LaPropOptimizerTest(parameterized.TestCase): | ||
| def setUp(self): | ||
| self.device = FLAGS.device | ||
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| @parameterized.parameters( | ||
| {"shape": (3, 3)}, | ||
| {"shape": (15, 31)}, | ||
| {"shape": (127, 255)}, | ||
| ) | ||
| def test_smoke(self, shape) -> None: | ||
| """LaProp optimizer can be instantiated and stepped.""" | ||
| param = torch.nn.Parameter(torch.randn(*shape, device=self.device)) | ||
| optimizer = LaProp([param], lr=1e-4) | ||
| param.grad = torch.randn_like(param) | ||
| optimizer.step() | ||
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| @parameterized.parameters( | ||
| {"shape": (3, 3)}, | ||
| {"shape": (15, 31)}, | ||
| {"shape": (127, 255)}, | ||
| ) | ||
| def test_state_initialization(self, shape) -> None: | ||
| """LaProp initializes first moment, second moment, and step state.""" | ||
| beta1, beta2 = 0.5, 0.75 | ||
| param = torch.nn.Parameter(torch.randint(1, 5, shape, device=self.device, dtype=torch.float32)) | ||
| optimizer = LaProp([param], lr=0.25, betas=(beta1, beta2), weight_decay=0.0, correct_bias=True) | ||
| grad = torch.randint_like(param, 1, 5) | ||
| param.grad = grad.clone() | ||
| optimizer.step() | ||
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| self.assertEqual(optimizer.state[param]["step"], 1) | ||
| self.assertIn("exp_avg", optimizer.state[param]) | ||
| self.assertIn("exp_avg_sq", optimizer.state[param]) | ||
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| expected_exp_avg_sq = (1 - beta2) * grad.square() | ||
| normalized_grad = grad / (grad.abs() + optimizer.param_groups[0]["eps"]) | ||
| expected_exp_avg = (1 - beta1) * normalized_grad | ||
| torch.testing.assert_close(optimizer.state[param]["exp_avg_sq"], expected_exp_avg_sq, atol=0, rtol=0) | ||
| torch.testing.assert_close(optimizer.state[param]["exp_avg"], expected_exp_avg, atol=0, rtol=0) | ||
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| @parameterized.parameters( | ||
| {"shape": (3, 3)}, | ||
| {"shape": (15, 31)}, | ||
| {"shape": (127, 255)}, | ||
| ) | ||
| def test_optimizer_step_matches_update_function(self, shape) -> None: | ||
| """LaProp optimizer delegates update math to calculate_laprop_update.""" | ||
| lr = 0.25 | ||
| betas = (0.5, 0.75) | ||
| eps = 1e-8 | ||
| param = torch.nn.Parameter(torch.randint(-5, 5, shape, device=self.device, dtype=torch.float32)) | ||
| grad = torch.randint(-5, 5, shape, device=self.device, dtype=torch.float32) | ||
| optimizer = LaProp([param], lr=lr, betas=betas, eps=eps, weight_decay=0.0) | ||
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| old_param = param.detach().clone() | ||
| exp_avg = torch.zeros_like(param) | ||
| exp_avg_sq = torch.zeros_like(param) | ||
| expected_update = calculate_laprop_update(grad, exp_avg, exp_avg_sq, True, betas, 1, eps) | ||
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| param.grad = grad.clone() | ||
| optimizer.step() | ||
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| torch.testing.assert_close(param, old_param - lr * expected_update, atol=0, rtol=0) | ||
| torch.testing.assert_close(optimizer.state[param]["exp_avg"], exp_avg, atol=0, rtol=0) | ||
| torch.testing.assert_close(optimizer.state[param]["exp_avg_sq"], exp_avg_sq, atol=0, rtol=0) | ||
|
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| @parameterized.parameters( | ||
| {"shape": (3, 3)}, | ||
| {"shape": (15, 31)}, | ||
| {"shape": (127, 255)}, | ||
| ) | ||
| def test_no_grad_no_update_params_unchanged(self, shape) -> None: | ||
| """Parameters without gradients are not updated.""" | ||
| param = torch.nn.Parameter(torch.randn(*shape, device=self.device)) | ||
| original = param.detach().clone() | ||
| optimizer = LaProp([param], lr=1e-4) | ||
| optimizer.step() | ||
| torch.testing.assert_close(param, original, atol=0, rtol=0) | ||
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| @parameterized.parameters( | ||
| {"shape": (3, 3)}, | ||
| {"shape": (15, 31)}, | ||
| {"shape": (127, 255)}, | ||
| ) | ||
| def test_frob_normalize_preserves_parameter_norm(self, shape) -> None: | ||
| """LaProp can normalize updated parameters back to their pre-update norm.""" | ||
| param = torch.nn.Parameter(torch.randint(1, 5, shape, device=self.device, dtype=torch.float32)) | ||
| optimizer = LaProp([param], lr=0.25, weight_decay=0.0, frob_normalize=True) | ||
| param.grad = torch.randint(1, 5, shape, device=self.device, dtype=torch.float32) | ||
| original_norm = param.norm() | ||
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| optimizer.step() | ||
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| torch.testing.assert_close(param.norm(), original_norm) | ||
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| @parameterized.parameters(True, False) | ||
| def test_init_group_skip_non_grad_params(self, skip_non_grad_params) -> None: | ||
| """Test _init_group with skip_non_grad_params flag.""" | ||
| param_with_grad = torch.nn.Parameter(torch.randn(5, 7, device=self.device)) | ||
| param_without_grad = torch.nn.Parameter(torch.randn(5, 7, device=self.device)) | ||
| param_with_grad.grad = torch.randn_like(param_with_grad) | ||
|
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| opt = LaProp([param_with_grad, param_without_grad], lr=1e-4) | ||
| opt._init_group(opt.param_groups[0], skip_non_grad_params=skip_non_grad_params) | ||
|
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| self.assertIn("exp_avg", opt.state[param_with_grad]) | ||
| self.assertIn("exp_avg_sq", opt.state[param_with_grad]) | ||
| self.assertEqual(opt.state[param_with_grad]["step"], 0) | ||
| self.assertEqual("exp_avg" in opt.state[param_without_grad], not skip_non_grad_params) | ||
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| def test_negative_lr_raises_value_error(self) -> None: | ||
| """Test that LaProp raises ValueError for negative learning rate.""" | ||
| param = torch.nn.Parameter(torch.randn(3, 3, device=self.device)) | ||
| with self.assertRaisesRegex(ValueError, "Invalid learning rate"): | ||
| LaProp([param], lr=-1.0) | ||
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| def test_beta0_out_of_range_raises_value_error(self) -> None: | ||
| """Test that LaProp raises ValueError for invalid beta at index 0.""" | ||
| param = torch.nn.Parameter(torch.randn(3, 3, device=self.device)) | ||
| with self.assertRaisesRegex(ValueError, "Invalid beta at index 0"): | ||
| LaProp([param], betas=(1.0, 0.999)) | ||
|
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| def test_beta1_out_of_range_raises_value_error(self) -> None: | ||
| """Test that LaProp raises ValueError for invalid beta at index 1.""" | ||
| param = torch.nn.Parameter(torch.randn(3, 3, device=self.device)) | ||
| with self.assertRaisesRegex(ValueError, "Invalid beta at index 1"): | ||
| LaProp([param], betas=(0.9, 1.0)) | ||
|
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| def test_negative_eps_raises_value_error(self) -> None: | ||
| """Test that LaProp raises ValueError for negative eps.""" | ||
| param = torch.nn.Parameter(torch.randn(3, 3, device=self.device)) | ||
| with self.assertRaisesRegex(ValueError, "Invalid epsilon"): | ||
| LaProp([param], eps=-1e-8) | ||
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| def test_negative_weight_decay_raises_value_error(self) -> None: | ||
| """Test that LaProp raises ValueError for negative weight_decay.""" | ||
| param = torch.nn.Parameter(torch.randn(3, 3, device=self.device)) | ||
| with self.assertRaisesRegex(ValueError, "Invalid weight_decay"): | ||
| LaProp([param], weight_decay=-0.1) | ||
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| if __name__ == "__main__": | ||
| absltest.main() |
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