"""Independent SOAP: Adam in Shampoo eigen-coordinates (Appendix C.2). Uses orthogonal iteration (QR) to track eigenvectors every two steps. First moments live in physical parameter coordinates; second moments are permuted when eigenvectors are re-ordered. Vectors/scalars use unrotated Adam. """ import torch class SOAP(torch.optim.Optimizer): def __init__(self, params, lr=1e-3, betas=(0.9, 0.999), eps=1e-8, shampoo_beta=0.999, precondition_frequency=2): super().__init__(params, dict(lr=lr, betas=betas, eps=eps, shampoo_beta=shampoo_beta, precondition_frequency=precondition_frequency)) @staticmethod def _basis(cov): # Initialization only. The DCU float32 eigensolver can fail for repeated # eigenvalues, especially the zero gradients of alpha=0 residual blocks. # Scaling and CPU float64 preserve the symmetric eigenproblem exactly. work = cov.detach().to(device='cpu', dtype=torch.float64) scale = float(work.abs().max()) if scale == 0.0: return torch.eye(cov.shape[0], device=cov.device, dtype=cov.dtype) work = (work + work.T) * (0.5 / scale) _, q = torch.linalg.eigh(work) return q.flip(-1).to(device=cov.device, dtype=cov.dtype) @staticmethod def _iterate(cov, q): # Descending Rayleigh quotient prevents arbitrary eigenvector swaps. scores = (q * (cov @ q)).sum(0) order = torch.argsort(scores, descending=True) q = q[:, order] scale = cov.abs().amax().clamp_min(1e-30) q, _ = torch.linalg.qr((cov / scale) @ q) return q, order @torch.no_grad() def step(self, closure=None): result = None if closure is not None: with torch.enable_grad(): result = closure() for group in self.param_groups: b1, b2 = group['betas'] sb, freq = group['shampoo_beta'], group['precondition_frequency'] for p in group['params']: if p.grad is None: continue g = p.grad s = self.state[p] if not s: s['step'] = 0 s['m'] = torch.zeros_like(p) s['v'] = torch.zeros_like(p) if p.ndim == 2: s['left'] = (1.0 - sb) * (g @ g.T) s['right'] = (1.0 - sb) * (g.T @ g) s['ql'] = self._basis(s['left']) s['qr'] = self._basis(s['right']) # SOAP initializes the preconditioner on the first gradient. # The first scheduled LR is zero, so no training is skipped. s['initialized_only'] = True continue s['step'] += 1 step = s['step'] s['m'].lerp_(g, 1.0 - b1) if p.ndim == 2: gl = s['ql'].T @ g @ s['qr'] ml = s['ql'].T @ s['m'] @ s['qr'] else: gl, ml = g, s['m'] s['v'].mul_(b2).addcmul_(gl, gl, value=1.0 - b2) denom = (s['v'] / (1.0 - b2 ** step)).sqrt().add_(group['eps']) update = (ml / (1.0 - b1 ** step)) / denom if p.ndim == 2: update = s['ql'] @ update @ s['qr'].T p.add_(update, alpha=-group['lr']) if p.ndim == 2: s['left'].mul_(sb).addmm_(g, g.T, beta=1.0, alpha=1.0 - sb) s['right'].mul_(sb).addmm_(g.T, g, beta=1.0, alpha=1.0 - sb) if step % freq == 0: s['ql'], il = self._iterate(s['left'], s['ql']) s['qr'], ir = self._iterate(s['right'], s['qr']) s['v'] = s['v'][il][:, ir].contiguous() return result