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AdEMAMix Optimizer! Combining Adam and EMA for Faster Deep Learning Convergence.md

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AdEMAMix Optimizer! Combining Adam and EMA for Faster Deep Learning Convergence

Slide 1: Introduction to AdEMAMix Optimizer

AdEMAMix is an optimization algorithm that combines the benefits of Adaptive Moment Estimation (Adam) and Exponential Moving Average (EMA). It aims to improve the convergence speed and stability of deep learning models during training.

import torch
import torch.optim as optim

class AdEMAMix(optim.Optimizer):
    def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, weight_decay=0):
        defaults = dict(lr=lr, betas=betas, eps=eps, weight_decay=weight_decay)
        super(AdEMAMix, self).__init__(params, defaults)

Slide 2: AdEMAMix Algorithm

The AdEMAMix algorithm updates model parameters using a combination of adaptive learning rates and momentum. It maintains moving averages of both the gradients and the squared gradients to adjust the learning rate for each parameter.

def step(self, closure=None):
    loss = None
    if closure is not None:
        loss = closure()

    for group in self.param_groups:
        for p in group['params']:
            if p.grad is None:
                continue
            grad = p.grad.data
            state = self.state[p]

            # State initialization
            if len(state) == 0:
                state['step'] = 0
                state['exp_avg'] = torch.zeros_like(p.data)
                state['exp_avg_sq'] = torch.zeros_like(p.data)

            exp_avg, exp_avg_sq = state['exp_avg'], state['exp_avg_sq']
            beta1, beta2 = group['betas']

            state['step'] += 1

            # Update biased first moment estimate
            exp_avg.mul_(beta1).add_(1 - beta1, grad)
            # Update biased second raw moment estimate
            exp_avg_sq.mul_(beta2).addcmul_(1 - beta2, grad, grad)

            # ... (continued in next slide)

Slide 3: AdEMAMix Update Rule

The update rule for AdEMAMix combines the adaptive learning rate of Adam with an exponential moving average of the parameters. This helps in reducing the variance of the parameter updates and potentially improving generalization.

    # ... (continued from previous slide)
    bias_correction1 = 1 - beta1 ** state['step']
    bias_correction2 = 1 - beta2 ** state['step']
    step_size = group['lr'] * math.sqrt(bias_correction2) / bias_correction1

    # Compute AdEMAMix update
    denom = exp_avg_sq.sqrt().add_(group['eps'])
    p.data.addcdiv_(-step_size, exp_avg, denom)

    # Apply weight decay
    if group['weight_decay'] != 0:
        p.data.add_(-group['weight_decay'] * group['lr'], p.data)

    # Apply EMA
    ema_beta = 0.99  # EMA decay rate
    if 'ema' not in state:
        state['ema'] = p.data.clone()
    else:
        state['ema'].mul_(ema_beta).add_(1 - ema_beta, p.data)

return loss

Slide 4: Advantages of AdEMAMix

AdEMAMix combines the benefits of adaptive learning rates and parameter averaging. This approach can lead to faster convergence and improved stability in training deep neural networks, especially for tasks with noisy or sparse gradients.

import matplotlib.pyplot as plt
import numpy as np

def plot_convergence(adam_loss, ademamix_loss):
    plt.figure(figsize=(10, 6))
    plt.plot(adam_loss, label='Adam')
    plt.plot(ademamix_loss, label='AdEMAMix')
    plt.xlabel('Iterations')
    plt.ylabel('Loss')
    plt.title('Convergence Comparison: Adam vs AdEMAMix')
    plt.legend()
    plt.show()

# Simulated loss values
adam_loss = np.exp(-np.linspace(0, 5, 100)) + np.random.normal(0, 0.1, 100)
ademamix_loss = np.exp(-np.linspace(0, 5, 100)) * 0.8 + np.random.normal(0, 0.05, 100)

plot_convergence(adam_loss, ademamix_loss)

Slide 5: Implementing AdEMAMix in PyTorch

To use AdEMAMix in your PyTorch projects, you can create a custom optimizer class that inherits from torch.optim.Optimizer. This allows seamless integration with existing PyTorch models and training loops.

import torch
import torch.nn as nn
import torch.optim as optim

# Define a simple neural network
class SimpleNN(nn.Module):
    def __init__(self):
        super(SimpleNN, self).__init__()
        self.fc1 = nn.Linear(10, 5)
        self.fc2 = nn.Linear(5, 1)

    def forward(self, x):
        x = torch.relu(self.fc1(x))
        x = self.fc2(x)
        return x

# Create model and optimizer
model = SimpleNN()
optimizer = AdEMAMix(model.parameters(), lr=0.001)

# Training loop
for epoch in range(100):
    # ... (training code here)
    optimizer.step()

Slide 6: Hyperparameter Tuning for AdEMAMix

Tuning hyperparameters is crucial for optimal performance. Key parameters include learning rate, beta values for moment estimates, and the EMA decay rate. Here's a simple grid search implementation to find the best hyperparameters.

import itertools

def grid_search(model, train_loader, val_loader):
    lr_values = [0.001, 0.01, 0.1]
    beta1_values = [0.9, 0.95]
    beta2_values = [0.999, 0.9999]
    ema_beta_values = [0.99, 0.999]

    best_val_loss = float('inf')
    best_params = None

    for lr, beta1, beta2, ema_beta in itertools.product(lr_values, beta1_values, beta2_values, ema_beta_values):
        optimizer = AdEMAMix(model.parameters(), lr=lr, betas=(beta1, beta2))
        # Train the model
        val_loss = train_and_evaluate(model, optimizer, train_loader, val_loader, ema_beta)
        
        if val_loss < best_val_loss:
            best_val_loss = val_loss
            best_params = (lr, beta1, beta2, ema_beta)

    return best_params

# Usage
best_lr, best_beta1, best_beta2, best_ema_beta = grid_search(model, train_loader, val_loader)
print(f"Best parameters: lr={best_lr}, beta1={best_beta1}, beta2={best_beta2}, ema_beta={best_ema_beta}")

Slide 7: Comparing AdEMAMix with Other Optimizers

To understand the benefits of AdEMAMix, it's useful to compare its performance with other popular optimizers like Adam, SGD, and RMSprop. Here's a script to visualize the training progress of different optimizers.

import torch
import torch.nn as nn
import torch.optim as optim
import matplotlib.pyplot as plt

def train_and_plot(model, optimizers, train_loader, num_epochs):
    losses = {name: [] for name in optimizers.keys()}

    for epoch in range(num_epochs):
        for name, optimizer in optimizers.items():
            model.train()
            epoch_loss = 0
            for batch in train_loader:
                inputs, targets = batch
                optimizer.zero_grad()
                outputs = model(inputs)
                loss = nn.MSELoss()(outputs, targets)
                loss.backward()
                optimizer.step()
                epoch_loss += loss.item()
            losses[name].append(epoch_loss / len(train_loader))

    plt.figure(figsize=(10, 6))
    for name, loss in losses.items():
        plt.plot(loss, label=name)
    plt.xlabel('Epochs')
    plt.ylabel('Loss')
    plt.title('Optimizer Comparison')
    plt.legend()
    plt.show()

# Usage
model = SimpleNN()
optimizers = {
    'AdEMAMix': AdEMAMix(model.parameters(), lr=0.001),
    'Adam': optim.Adam(model.parameters(), lr=0.001),
    'SGD': optim.SGD(model.parameters(), lr=0.01),
    'RMSprop': optim.RMSprop(model.parameters(), lr=0.001)
}

train_and_plot(model, optimizers, train_loader, num_epochs=50)

Slide 8: AdEMAMix for Generative Models

AdEMAMix can be particularly effective for training generative models, such as Generative Adversarial Networks (GANs). The adaptive learning rates and parameter averaging can help stabilize the training process and potentially improve the quality of generated samples.

import torch
import torch.nn as nn

class Generator(nn.Module):
    def __init__(self, latent_dim, img_shape):
        super(Generator, self).__init__()
        self.model = nn.Sequential(
            nn.Linear(latent_dim, 128),
            nn.LeakyReLU(0.2, inplace=True),
            nn.Linear(128, 256),
            nn.BatchNorm1d(256),
            nn.LeakyReLU(0.2, inplace=True),
            nn.Linear(256, int(np.prod(img_shape))),
            nn.Tanh()
        )
        self.img_shape = img_shape

    def forward(self, z):
        img = self.model(z)
        img = img.view(img.size(0), *self.img_shape)
        return img

# Initialize generator and optimizer
latent_dim = 100
img_shape = (1, 28, 28)  # For MNIST
generator = Generator(latent_dim, img_shape)
optimizer = AdEMAMix(generator.parameters(), lr=0.0002, betas=(0.5, 0.999))

# Training loop (simplified)
for epoch in range(num_epochs):
    for i, (real_imgs, _) in enumerate(dataloader):
        z = torch.randn(real_imgs.size(0), latent_dim)
        gen_imgs = generator(z)
        # ... (compute loss and backpropagate)
        optimizer.step()

Slide 9: AdEMAMix for Reinforcement Learning

AdEMAMix can also be applied to reinforcement learning tasks, potentially improving the stability and convergence of policy optimization algorithms. Here's an example of using AdEMAMix with a simple policy gradient method.

import torch
import torch.nn as nn
import gym

class PolicyNetwork(nn.Module):
    def __init__(self, input_dim, output_dim):
        super(PolicyNetwork, self).__init__()
        self.fc = nn.Sequential(
            nn.Linear(input_dim, 64),
            nn.ReLU(),
            nn.Linear(64, output_dim),
            nn.Softmax(dim=-1)
        )

    def forward(self, x):
        return self.fc(x)

env = gym.make('CartPole-v1')
policy = PolicyNetwork(env.observation_space.shape[0], env.action_space.n)
optimizer = AdEMAMix(policy.parameters(), lr=0.01)

def train_policy(num_episodes):
    for episode in range(num_episodes):
        state = env.reset()
        episode_reward = 0
        log_probs = []
        rewards = []

        while True:
            action_probs = policy(torch.FloatTensor(state))
            action = torch.distributions.Categorical(action_probs).sample()
            next_state, reward, done, _ = env.step(action.item())

            log_probs.append(torch.log(action_probs[action]))
            rewards.append(reward)
            episode_reward += reward
            state = next_state

            if done:
                break

        # Compute and apply gradients
        returns = torch.tensor(rewards)
        loss = -torch.sum(torch.stack(log_probs) * returns)
        optimizer.zero_grad()
        loss.backward()
        optimizer.step()

        print(f"Episode {episode}, Reward: {episode_reward}")

train_policy(1000)

Slide 10: AdEMAMix for Natural Language Processing

AdEMAMix can be effective for training large language models in NLP tasks. Its adaptive learning rates can help handle the diverse patterns in text data, while the EMA component may improve generalization. Here's an example of using AdEMAMix to train a simple LSTM-based text classifier.

import torch
import torch.nn as nn
from torchtext.data import Field, LabelField, BucketIterator
from torchtext.datasets import IMDB

class LSTMClassifier(nn.Module):
    def __init__(self, vocab_size, embedding_dim, hidden_dim, output_dim):
        super(LSTMClassifier, self).__init__()
        self.embedding = nn.Embedding(vocab_size, embedding_dim)
        self.lstm = nn.LSTM(embedding_dim, hidden_dim, batch_first=True)
        self.fc = nn.Linear(hidden_dim, output_dim)

    def forward(self, text):
        embedded = self.embedding(text)
        output, (hidden, _) = self.lstm(embedded)
        return self.fc(hidden.squeeze(0))

# Prepare data
TEXT = Field(tokenize='spacy', lower=True)
LABEL = LabelField(dtype=torch.float)
train_data, test_data = IMDB.splits(TEXT, LABEL)
TEXT.build_vocab(train_data, max_size=25000)
LABEL.build_vocab(train_data)

# Create model and optimizer
model = LSTMClassifier(len(TEXT.vocab), 300, 256, 1)
optimizer = AdEMAMix(model.parameters(), lr=0.001)

# Training loop
train_iterator, _ = BucketIterator.splits(
    (train_data, test_data), batch_size=64, device='cpu')

for epoch in range(10):
    for batch in train_iterator:
        optimizer.zero_grad()
        predictions = model(batch.text).squeeze(1)
        loss = nn.BCEWithLogitsLoss()(predictions, batch.label)
        loss.backward()
        optimizer.step()
    print(f"Epoch {epoch+1}, Loss: {loss.item()}")

Slide 11: AdEMAMix for Computer Vision Tasks

AdEMAMix can be applied to various computer vision tasks, such as image classification, object detection, and segmentation. Its adaptive properties can help handle the complex patterns in visual data. Here's an example of using AdEMAMix to train a simple CNN for image classification.

import torch
import torch.nn as nn
import torchvision
import torchvision.transforms as transforms

class SimpleCNN(nn.Module):
    def __init__(self):
        super(SimpleCNN, self).__init__()
        self.conv1 = nn.Conv2d(3, 16, 3, padding=1)
        self.conv2 = nn.Conv2d(16, 32, 3, padding=1)
        self.fc = nn.Linear(32 * 8 * 8, 10)
        self.pool = nn.MaxPool2d(2, 2)

    def forward(self, x):
        x = self.pool(torch.relu(self.conv1(x)))
        x = self.pool(torch.relu(self.conv2(x)))
        x = x.view(-1, 32 * 8 * 8

Response:

Slide 11: AdEMAMix for Computer Vision Tasks

AdEMAMix can be applied to various computer vision tasks, such as image classification, object detection, and segmentation. Its adaptive properties can help handle the complex patterns in visual data. Here's an example of using AdEMAMix to train a simple CNN for image classification.

import torch
import torch.nn as nn
import torchvision
import torchvision.transforms as transforms

class SimpleCNN(nn.Module):
    def __init__(self):
        super(SimpleCNN, self).__init__()
        self.conv1 = nn.Conv2d(3, 16, 3, padding=1)
        self.conv2 = nn.Conv2d(16, 32, 3, padding=1)
        self.fc = nn.Linear(32 * 8 * 8, 10)
        self.pool = nn.MaxPool2d(2, 2)

    def forward(self, x):
        x = self.pool(torch.relu(self.conv1(x)))
        x = self.pool(torch.relu(self.conv2(x)))
        x = x.view(-1, 32 * 8 * 8)
        return self.fc(x)

# Load CIFAR-10 dataset
transform = transforms.Compose([transforms.ToTensor(), transforms.Normalize((0.5, 0.5, 0.5), (0.5, 0.5, 0.5))])
trainset = torchvision.datasets.CIFAR10(root='./data', train=True, download=True, transform=transform)
trainloader = torch.utils.data.DataLoader(trainset, batch_size=64, shuffle=True)

# Initialize model and optimizer
model = SimpleCNN()
optimizer = AdEMAMix(model.parameters(), lr=0.001)

# Training loop
for epoch in range(10):
    running_loss = 0.0
    for i, data in enumerate(trainloader, 0):
        inputs, labels = data
        optimizer.zero_grad()
        outputs = model(inputs)
        loss = nn.CrossEntropyLoss()(outputs, labels)
        loss.backward()
        optimizer.step()
        running_loss += loss.item()
    print(f'Epoch {epoch + 1}, Loss: {running_loss / len(trainloader)}')

Slide 12: Real-Life Example: Image Style Transfer

AdEMAMix can be used in creative applications like image style transfer. This technique combines the content of one image with the style of another. The optimizer's adaptive nature can help balance the content and style losses effectively.

import torch
import torch.nn as nn
import torchvision.models as models
import torchvision.transforms as transforms
from PIL import Image

class StyleTransferModel(nn.Module):
    def __init__(self):
        super(StyleTransferModel, self).__init__()
        # Load pre-trained VGG19 model
        vgg = models.vgg19(pretrained=True).features
        self.layers = nn.ModuleList(vgg)
        # Freeze model parameters
        for param in self.parameters():
            param.requires_grad = False

    def forward(self, x):
        features = []
        for layer in self.layers:
            x = layer(x)
            if isinstance(layer, nn.Conv2d):
                features.append(x)
        return features

# Load and preprocess images
def load_image(image_path, size=256):
    image = Image.open(image_path).convert('RGB')
    transform = transforms.Compose([
        transforms.Resize(size),
        transforms.ToTensor(),
        transforms.Normalize(mean=[0.485, 0.456, 0.406], std=[0.229, 0.224, 0.225])
    ])
    return transform(image).unsqueeze(0)

# Initialize model and images
model = StyleTransferModel()
content_img = load_image('content.jpg')
style_img = load_image('style.jpg')
input_img = content_img.clone()

# Setup optimizer
optimizer = AdEMAMix([input_img.requires_grad_()])

# Training loop (simplified)
for step in range(300):
    optimizer.zero_grad()
    content_features = model(content_img)
    style_features = model(style_img)
    input_features = model(input_img)
    
    content_loss = nn.MSELoss()(input_features[-1], content_features[-1])
    style_loss = sum(nn.MSELoss()(gram_matrix(input_feat), gram_matrix(style_feat))
                     for input_feat, style_feat in zip(input_features, style_features))
    
    total_loss = content_loss + 1e6 * style_loss
    total_loss.backward()
    optimizer.step()

# Function to compute Gram matrix (not shown for brevity)

Slide 13: Real-Life Example: Anomaly Detection in Time Series Data

AdEMAMix can be applied to train models for detecting anomalies in time series data, such as sensor readings from industrial equipment. The optimizer's ability to adapt to different patterns can be beneficial in capturing complex temporal dependencies.

import torch
import torch.nn as nn

class LSTMAutoencoder(nn.Module):
    def __init__(self, input_size, hidden_size, num_layers):
        super(LSTMAutoencoder, self).__init__()
        self.encoder = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True)
        self.decoder = nn.LSTM(hidden_size, hidden_size, num_layers, batch_first=True)
        self.linear = nn.Linear(hidden_size, input_size)

    def forward(self, x):
        _, (hidden, _) = self.encoder(x)
        hidden = hidden.repeat(1, x.size(1), 1)
        output, _ = self.decoder(hidden)
        return self.linear(output)

# Initialize model and optimizer
model = LSTMAutoencoder(input_size=1, hidden_size=64, num_layers=2)
optimizer = AdEMAMix(model.parameters(), lr=0.001)

# Training loop (pseudocode)
for epoch in range(num_epochs):
    for batch in dataloader:
        optimizer.zero_grad()
        outputs = model(batch)
        loss = nn.MSELoss()(outputs, batch)
        loss.backward()
        optimizer.step()

# Anomaly detection
def detect_anomalies(model, data, threshold):
    model.eval()
    with torch.no_grad():
        reconstructed = model(data)
        mse = nn.MSELoss(reduction='none')(reconstructed, data)
        return mse > threshold

Slide 14: Additional Resources

For those interested in diving deeper into the AdEMAMix optimizer and related concepts, here are some valuable resources:

  1. "Adaptive Learning Methods for Nonlinear System Identification" by S. Hochreiter and J. Schmidhuber (1997). ArXiv: https://arxiv.org/abs/cs/9701113
  2. "Adam: A Method for Stochastic Optimization" by D. P. Kingma and J. Ba (2014). ArXiv: https://arxiv.org/abs/1412.6980
  3. "On the Convergence of Adam and Beyond" by S. J. Reddi, S. Kale, and S. Kumar (2019). ArXiv: https://arxiv.org/abs/1904.09237
  4. "Decoupled Weight Decay Regularization" by I. Loshchilov and F. Hutter (2017). ArXiv: https://arxiv.org/abs/1711.05101

These papers provide insights into adaptive optimization methods and their applications in machine learning, which can help in understanding the foundations and potential improvements for algorithms like AdEMAMix.