feat(imperative/autodiff): add grad clip

GitOrigin-RevId: f344f4a233

imperative/python/megengine/optimizer/__init__.py

@@ -10,6 +10,7 @@ from .adadelta import Adadelta
 from .adagrad import Adagrad
 from .adam import Adam
 from .adamw import AdamW
+from .clip_grad import *
 from .lr_scheduler import LRScheduler
 from .multi_step_lr import MultiStepLR
 from .optimizer import Optimizer

imperative/python/megengine/optimizer/clip_grad.py

@@ -0,0 +1,72 @@
+# -*- coding: utf-8 -*-
+# MegEngine is Licensed under the Apache License, Version 2.0 (the "License")
+#
+# Copyright (c) 2014-2021 Megvii Inc. All rights reserved.
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# pylint: disable=redefined-builtin
+from typing import Iterable, Union
+
+from ..core._imperative_rt.core2 import pop_scope, push_scope
+from ..functional import clip, concat, minimum, norm
+from ..tensor import Tensor
+
+__all__ = ["clip_grad_norm", "clip_grad_value"]
+
+
+def clip_grad_norm(
+    tensors: Union[Tensor, Iterable[Tensor]], max_norm: float, ord: float = 2.0,
+):
+    r"""Clips gradient norm of an iterable of parameters.
+    The norm is computed over all gradients together, as if they were
+    concatenated into a single vector. Gradients are modified in-place.
+
+    :param tensors: an iterable of Tensors or a single Tensor.
+    :param max_norm: max norm of the gradients.
+    :param ord: type of the used p-norm. Can be ``'inf'`` for infinity norm.
+    :return: total norm of the parameters (viewed as a single vector).
+    """
+    push_scope("clip_grad_norm")
+    if isinstance(tensors, Tensor):
+        tensors = [tensors]
+    tensors = [t for t in tensors if t.grad is not None]
+    if len(tensors) == 0:
+        pop_scope("clip_grad_norm")
+        return Tensor(0.0)
+    norm_ = [norm(t.grad.flatten(), ord=ord) for t in tensors]
+    if len(norm_) > 1:
+        norm_ = norm(concat(norm_), ord=ord)
+    else:
+        norm_ = norm_[0]
+    scale = max_norm / (norm_ + 1e-6)
+    scale = minimum(scale, 1)
+    for tensor in tensors:
+        tensor.grad._reset(tensor.grad * scale)
+    pop_scope("clip_grad_norm")
+    return norm_
+
+
+def clip_grad_value(
+    tensors: Union[Tensor, Iterable[Tensor]], lower: float, upper: float
+):
+    r"""Clips gradient of an iterable of parameters to a specified lower and
+    upper. Gradients are modified in-place.
+
+    The gradients are clipped in the range:
+
+    .. math:: \left[\text{lower}, \text{upper}\right]
+
+    :param tensors: an iterable of Tensors or a single Tensor.
+    :param lower: minimum allowed value of the gradients.
+    :param upper: maximum allowed value of the gradients.
+    """
+    push_scope("clip_grad_value")
+    if isinstance(tensors, Tensor):
+        tensors = [tensors]
+    for tensor in tensors:
+        if tensor.grad is None:
+            continue
+        tensor.grad._reset(clip(tensor.grad, lower, upper))
+    pop_scope("clip_grad_value")

imperative/python/test/integration/test_converge_with_gradient_clip.py

@@ -0,0 +1,120 @@
+# -*- coding: utf-8 -*-
+# MegEngine is Licensed under the Apache License, Version 2.0 (the "License")
+#
+# Copyright (c) 2014-2021 Megvii Inc. All rights reserved.
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+import itertools
+
+import numpy as np
+import pytest
+
+import megengine as mge
+import megengine.autodiff as ad
+import megengine.functional as F
+import megengine.optimizer as optim
+from megengine import Tensor
+from megengine.jit import trace
+from megengine.module import Linear, Module
+from megengine.optimizer import SGD
+
+batch_size = 64
+data_shape = (batch_size, 2)
+label_shape = (batch_size,)
+
+
+def minibatch_generator():
+    while True:
+        inp_data = np.zeros((batch_size, 2))
+        label = np.zeros(batch_size, dtype=np.int32)
+        for i in range(batch_size):
+            # [x0, x1], sampled from U[-1, 1]
+            inp_data[i, :] = np.random.rand(2) * 2 - 1
+            label[i] = 0 if np.prod(inp_data[i]) < 0 else 1
+        yield inp_data.astype(np.float32), label.astype(np.int32)
+
+
+def calculate_precision(data: np.ndarray, pred: np.ndarray) -> float:
+    """ Calculate precision for given data and prediction.
+
+    :type data: [[x, y], ...]
+    :param data: Input data
+    :type pred: [[x_pred, y_pred], ...]
+    :param pred: Network output data
+    """
+    correct = 0
+    assert len(data) == len(pred)
+    for inp_data, pred_output in zip(data, pred):
+        label = 0 if np.prod(inp_data) < 0 else 1
+        pred_label = np.argmax(pred_output)
+        if pred_label == label:
+            correct += 1
+    return float(correct) / len(data)
+
+
+class XORNet(Module):
+    def __init__(self):
+        self.mid_layers = 14
+        self.num_class = 2
+        super().__init__()
+
+        self.fc0 = Linear(self.num_class, self.mid_layers, bias=True)
+        self.fc1 = Linear(self.mid_layers, self.mid_layers, bias=True)
+
+        self.fc2 = Linear(self.mid_layers, self.num_class, bias=True)
+
+    def forward(self, x):
+        x = self.fc0(x)
+        x = F.tanh(x)
+        x = self.fc1(x)
+        x = F.tanh(x)
+        x = self.fc2(x)
+        return x
+
+
+def test_training_converge():
+    net = XORNet()
+    opt = SGD(net.parameters(), lr=0.01, momentum=0.9, weight_decay=5e-4)
+    gm = ad.GradManager().attach(net.parameters())
+
+    @trace(symbolic=False)
+    def train(data, label):
+        with gm:
+            pred = net(data)
+            loss = F.nn.cross_entropy(pred, label)
+            gm.backward(loss)
+            optim.clip_grad_norm(net.parameters(), max_norm=0.2, ord=2.0)
+        return loss
+
+    def infer(data):
+        return net(data)
+
+    train_dataset = minibatch_generator()
+    losses = []
+
+    for data, label in itertools.islice(train_dataset, 2000):
+        data = Tensor(data, dtype=np.float32)
+        label = Tensor(label, dtype=np.int32)
+        opt.clear_grad()
+        loss = train(data, label)
+        optim.clip_grad_value(net.parameters(), lower=-0.1, upper=0.1)
+        opt.step()
+        losses.append(loss.numpy())
+    print(np.mean(losses[-100:]))
+    assert np.mean(losses[-100:]) < 0.1, "Final training Loss must be low enough"
+
+    ngrid = 10
+    x = np.linspace(-1.0, 1.0, ngrid)
+    xx, yy = np.meshgrid(x, x)
+    xx = xx.reshape((ngrid * ngrid, 1))
+    yy = yy.reshape((ngrid * ngrid, 1))
+    data = np.concatenate((xx, yy), axis=1).astype(np.float32)
+
+    pred = infer(data).numpy()
+    precision = calculate_precision(data, pred)
+    print("precision=", precision)
+    assert precision == 1.0, "Test precision must be high enough, get {}".format(
+        precision
+    )

imperative/python/test/unit/optimizer/test_clip_grad.py

@@ -0,0 +1,80 @@
+# MegEngine is Licensed under the Apache License, Version 2.0 (the "License")
+#
+# Copyright (c) 2014-2021 Megvii Inc. All rights reserved.
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+import platform
+import weakref
+
+import numpy as np
+import pytest
+
+import megengine as mge
+import megengine.autodiff as ad
+import megengine.functional as F
+import megengine.module as M
+import megengine.optimizer as optim
+
+
+class Net(M.Module):
+    def __init__(self):
+        super().__init__()
+        self.conv1 = M.Conv2d(3, 64, kernel_size=7, stride=2, padding=3, bias=False)
+        self.bn1 = M.BatchNorm2d(64)
+        self.avgpool = M.AvgPool2d(kernel_size=5, stride=5, padding=0)
+        self.fc = M.Linear(64, 10)
+
+    def forward(self, x):
+        x = self.conv1(x)
+        x = self.bn1(x)
+        x = F.relu(x)
+        x = self.avgpool(x)
+        x = F.avg_pool2d(x, 22)
+        x = F.flatten(x, 1)
+        x = self.fc(x)
+        return x
+
+
+def save_grad_value(net):
+    for param in net.parameters():
+        param.grad_backup = param.grad.numpy().copy()
+
+
+def test_clip_grad_norm():
+    net = Net()
+    x = mge.tensor(np.random.randn(10, 3, 224, 224))
+    gm = ad.GradManager().attach(net.parameters())
+    opt = optim.SGD(net.parameters(), 1e-3, momentum=0.9)
+    with gm:
+        loss = net(x).sum()
+        gm.backward(loss)
+    save_grad_value(net)
+    max_norm = 1.0
+    original_norm = optim.clip_grad_norm(net.parameters(), max_norm=max_norm, ord=2)
+    scale = max_norm / original_norm
+    for param in net.parameters():
+        np.testing.assert_almost_equal(param.grad.numpy(), param.grad_backup * scale)
+    opt.step().clear_grad()
+
+
+def test_clip_grad_value():
+    net = Net()
+    x = np.random.randn(10, 3, 224, 224).astype("float32")
+    gm = ad.GradManager().attach(net.parameters())
+    opt = optim.SGD(net.parameters(), 1e-3, momentum=0.9)
+    with gm:
+        y = net(x)
+        y = y.mean()
+        gm.backward(y)
+    save_grad_value(net)
+    max_val = 5
+    min_val = -2
+    optim.clip_grad_value(net.parameters(), lower=min_val, upper=max_val)
+    for param in net.parameters():
+        np.testing.assert_almost_equal(
+            param.grad.numpy(),
+            np.maximum(np.minimum(param.grad_backup, max_val), min_val),
+        )
+    opt.step().clear_grad()

imperative/python/test/unit/optimizer/test_clip_grad_torch.py

@@ -0,0 +1,58 @@
+# MegEngine is Licensed under the Apache License, Version 2.0 (the "License")
+#
+# Copyright (c) 2014-2021 Megvii Inc. All rights reserved.
+#
+# Unless required by applicable law or agreed to in writing,
+# software distributed under the License is distributed on an
+# "AS IS" BASIS, WITHOUT ARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+import platform
+import weakref
+
+import numpy as np
+import pytest
+import torch
+
+import megengine as mge
+import megengine.functional as F
+import megengine.module as M
+import megengine.optimizer as optim
+
+
+def make_fake_params():
+    shapes = [(1,), (3, 3), (5, 5, 5), (6, 7, 8, 9)]
+    params = [np.random.randn(*shape).astype("float32") for shape in shapes]
+    params_mge = []
+    params_torch = []
+    for param in params:
+        t = torch.ones(param.shape)
+        t.grad = torch.Tensor(param.copy())
+        params_torch.append(t)
+
+        t = mge.functional.ones(param.shape)
+        t.grad = mge.tensor(param.copy())
+        params_mge.append(t)
+    return params_mge, params_torch
+
+
+def test_clip_grad_norm_torch():
+    max_norm = 1.0
+    params_mge, params_torch = make_fake_params()
+    norm_torch = torch.nn.utils.clip_grad_norm_(params_torch, max_norm, norm_type=2.0)
+    norm_mge = optim.clip_grad_norm(params_mge, max_norm=max_norm, ord=2.0)
+    np.testing.assert_allclose(norm_mge.numpy(), norm_torch.numpy(), atol=1e-4)
+    for i in range(len(params_mge)):
+        np.testing.assert_allclose(
+            params_mge[i].grad.numpy(), params_torch[i].grad.numpy(), atol=1e-7
+        )
+
+
+def test_clip_grad_value_torch():
+    max_val = 0.5
+    min_val = -0.5
+    params_mge, params_torch = make_fake_params()
+    torch.nn.utils.clip_grad_value_(params_torch, clip_value=max_val)
+    optim.clip_grad_value(params_mge, lower=min_val, upper=max_val)
+    for i in range(len(params_mge)):
+        np.testing.assert_allclose(
+            params_mge[i].grad.numpy(), params_torch[i].grad.numpy(), atol=1e-7
+        )