Merge pull request #22 from kozistr/feature/sam-optimizer

[Feature] Implement SAM optimizer

README.md

@@ -53,7 +53,7 @@ Also, most of the captures are taken from `Ranger21` paper.
 This idea originally proposed in `NFNet (Normalized-Free Network)` paper. 
 AGC (Adaptive Gradient Clipping) clips gradients based on the `unit-wise ratio of gradient norms to parameter norms`.
 
-* github : [code](https://github.com/deepmind/deepmind-research/tree/master/nfnets)
+* code : [github](https://github.com/deepmind/deepmind-research/tree/master/nfnets)
 * paper : [arXiv](https://arxiv.org/abs/2102.06171)
 
 ### Gradient Centralization (GC)
@@ -62,7 +62,7 @@ AGC (Adaptive Gradient Clipping) clips gradients based on the `unit-wise ratio o
 
 Gradient Centralization (GC) operates directly on gradients by centralizing the gradient to have zero mean.
 
-* github : [code](https://github.com/Yonghongwei/Gradient-Centralization)
+* code : [github](https://github.com/Yonghongwei/Gradient-Centralization)
 * paper : [arXiv](https://arxiv.org/abs/2004.01461)
 
 ### Softplus Transformation
@@ -83,7 +83,7 @@ By running the final variance denom through the softplus function, it lifts extr
 
 ![positive_negative_momentum](assets/positive_negative_momentum.png)
 
-* github : [code](https://github.com/zeke-xie/Positive-Negative-Momentum)
+* code : [github](https://github.com/zeke-xie/Positive-Negative-Momentum)
 * paper : [arXiv](https://arxiv.org/abs/2103.17182)
 
 ### Linear learning-rate warm-up
@@ -96,22 +96,22 @@ By running the final variance denom through the softplus function, it lifts extr
 
 ![stable_weight_decay](assets/stable_weight_decay.png)
 
-* github : [code](https://github.com/zeke-xie/stable-weight-decay-regularization)
+* code : [github](https://github.com/zeke-xie/stable-weight-decay-regularization)
 * paper : [arXiv](https://arxiv.org/abs/2011.11152)
 
 ### Explore-exploit learning-rate schedule
 
 ![explore_exploit_lr_schedule](assets/explore_exploit_lr_schedule.png)
 
-* github : [code](https://github.com/nikhil-iyer-97/wide-minima-density-hypothesis)
+* code : [github](https://github.com/nikhil-iyer-97/wide-minima-density-hypothesis)
 * paper : [arXiv](https://arxiv.org/abs/2003.03977)
 
 ### Lookahead
 
 `k` steps forward, 1 step back. `Lookahead` consisting of keeping an exponential moving average of the weights that is 
 updated and substituted to the current weights every `k_{lookahead}` steps (5 by default).
 
-* github : [code](https://github.com/alphadl/lookahead.pytorch)
+* code : [github](https://github.com/alphadl/lookahead.pytorch)
 * paper : [arXiv](https://arxiv.org/abs/1907.08610v2)
 
 ### Chebyshev learning rate schedule
@@ -120,6 +120,15 @@ Acceleration via Fractal Learning Rate Schedules
 
 * paper : [arXiv](https://arxiv.org/abs/2103.01338v1)
 
+### (Adaptive) Sharpness-Aware Minimization (A/SAM)
+
+Sharpness-Aware Minimization (SAM) simultaneously minimizes loss value and loss sharpness. 
+In particular, it seeks parameters that lie in neighborhoods having uniformly low loss.
+
+* SAM paper : [paper](https://arxiv.org/abs/2010.01412)
+* ASAM paper : [paper](https://arxiv.org/abs/2102.11600)
+* A/SAM code : [github](https://github.com/davda54/sam)
+
 ## Citations
 
 <details>
@@ -370,6 +379,36 @@ Acceleration via Fractal Learning Rate Schedules
 
 </details>
 
+<details>
+
+<summary>Sharpness-Aware Minimization</summary>
+
+```
+@article{foret2020sharpness,
+  title={Sharpness-aware minimization for efficiently improving generalization},
+  author={Foret, Pierre and Kleiner, Ariel and Mobahi, Hossein and Neyshabur, Behnam},
+  journal={arXiv preprint arXiv:2010.01412},
+  year={2020}
+}
+```
+
+</details>
+
+<details>
+
+<summary>Adaptive Sharpness-Aware Minimization</summary>
+
+```
+@article{kwon2021asam,
+  title={ASAM: Adaptive Sharpness-Aware Minimization for Scale-Invariant Learning of Deep Neural Networks},
+  author={Kwon, Jungmin and Kim, Jeongseop and Park, Hyunseo and Choi, In Kwon},
+  journal={arXiv preprint arXiv:2102.11600},
+  year={2021}
+}
+```
+
+</details>
+
 ## Author
 
 Hyeongchan Kim / [@kozistr](http://kozistr.tech/about)

pytorch_optimizer/__init__.py

@@ -10,6 +10,7 @@
 from pytorch_optimizer.radam import RAdam
 from pytorch_optimizer.ranger import Ranger
 from pytorch_optimizer.ranger21 import Ranger21
+from pytorch_optimizer.sam import SAM
 from pytorch_optimizer.sgdp import SGDP
 
-__VERSION__ = '0.0.5'
+__VERSION__ = '0.0.6'

pytorch_optimizer/sam.py

@@ -0,0 +1,155 @@
+from typing import Dict
+
+import torch
+from torch.optim.optimizer import Optimizer
+
+from pytorch_optimizer.types import (
+    CLOSURE,
+    DEFAULT_PARAMETERS,
+    PARAM_GROUPS,
+    PARAMS,
+)
+
+
+class SAM(Optimizer):
+    """
+    Reference : https://github.com/davda54/sam
+    Example :
+        from pytorch_optimizer import SAM
+        ...
+        model = YourModel()
+        base_optimizer =  Ranger21
+        optimizer = SAM(model.parameters(), base_optimizer)
+        ...
+        for input, output in data:
+            # first forward-backward pass
+            loss = loss_function(output, model(input))  # use this loss for any training statistics
+            loss.backward()
+            optimizer.first_step(zero_grad=True)
+
+            # second forward-backward pass
+            loss_function(output, model(input)).backward()  # make sure to do a full forward pass
+            optimizer.second_step(zero_grad=True)
+
+    Alternative Example with a single closure-based step function:
+        from pytorch_optimizer import SAM
+        ...
+        model = YourModel()
+        base_optimizer =  Ranger21
+        optimizer = SAM(model.parameters(), base_optimizer)
+
+        def closure():
+            loss = loss_function(output, model(input))
+            loss.backward()
+            return loss
+        ...
+
+        for input, output in data:
+            loss = loss_function(output, model(input))
+            loss.backward()
+            optimizer.step(closure)
+            optimizer.zero_grad()
+    """
+
+    def __init__(
+        self,
+        params: PARAMS,
+        base_optimizer,
+        rho: float = 0.05,
+        adaptive: bool = False,
+        **kwargs,
+    ):
+        """(Adaptive) Sharpness-Aware Minimization
+        :param params: PARAMS. iterable of parameters to optimize or dicts defining parameter groups
+        :param base_optimizer:
+        :param rho: float. 	size of the neighborhood for computing the max loss
+        :param adaptive: bool. element-wise Adaptive SAM
+        :param kwargs: Dict. parameters for optimizer.
+        """
+        self.rho = rho
+
+        self.check_valid_parameters()
+
+        defaults: DEFAULT_PARAMETERS = dict(
+            rho=rho, adaptive=adaptive, **kwargs
+        )
+        super().__init__(params, defaults)
+
+        self.base_optimizer = base_optimizer(self.param_groups, **kwargs)
+        self.param_groups: PARAM_GROUPS = self.base_optimizer.param_groups
+
+    def check_valid_parameters(self):
+        if 0.0 > self.rho:
+            raise ValueError(f'Invalid rho : {self.rho}')
+
+    @torch.no_grad()
+    def first_step(self, zero_grad: bool = False):
+        grad_norm = self.grad_norm()
+        for group in self.param_groups:
+            scale = group['rho'] / (grad_norm + 1e-12)
+
+            for p in group['params']:
+                if p.grad is None:
+                    continue
+                self.state[p]['old_p'] = p.data.clone()
+                e_w = (
+                    (torch.pow(p, 2) if group['adaptive'] else 1.0)
+                    * p.grad
+                    * scale.to(p)
+                )
+                p.add_(e_w)  # climb to the local maximum "w + e(w)"
+
+        if zero_grad:
+            self.zero_grad()
+
+    @torch.no_grad()
+    def second_step(self, zero_grad: bool = False):
+        for group in self.param_groups:
+            for p in group['params']:
+                if p.grad is None:
+                    continue
+                p.data = self.state[p][
+                    'old_p'
+                ]  # get back to "w" from "w + e(w)"
+
+        self.base_optimizer.step()  # do the actual "sharpness-aware" update
+
+        if zero_grad:
+            self.zero_grad()
+
+    @torch.no_grad()
+    def step(self, closure: CLOSURE = None):
+        if closure is None:
+            raise RuntimeError(
+                'Sharpness Aware Minimization requires closure, but it was not provided'
+            )
+
+        # the closure should do a full forward-backward pass
+        closure = torch.enable_grad()(closure)
+
+        self.first_step(zero_grad=True)
+        closure()
+        self.second_step()
+
+    def grad_norm(self) -> torch.Tensor:
+        shared_device = self.param_groups[0]['params'][
+            0
+        ].device  # put everything on the same device, in case of model parallelism
+        norm = torch.norm(
+            torch.stack(
+                [
+                    ((torch.abs(p) if group['adaptive'] else 1.0) * p.grad)
+                    .norm(p=2)
+                    .to(shared_device)
+                    for group in self.param_groups
+                    for p in group['params']
+                    if p.grad is not None
+                ]
+            ),
+            p=2,
+        )
+        return norm
+
+    def load_state_dict(self, state_dict: Dict):
+        super().load_state_dict(state_dict)
+        self.base_optimizer.param_groups = self.param_groups

setup.py

@@ -57,6 +57,8 @@ def read_version() -> str:
         'adabound',
         'adahessian',
         'adabelief',
+        'sam',
+        'asam',
     ]
 )