take care of a paper in the continual learning literature that improv…

…es on regenerative reg by using wasserstein distance

README.md

@@ -59,3 +59,14 @@ for _ in range(100):
     url     = {https://api.semanticscholar.org/CorpusID:261076021}
 }
 ```
+
+```bibtex
+@article{Lewandowski2024LearningCB,
+    title   = {Learning Continually by Spectral Regularization},
+    author  = {Alex Lewandowski and Saurabh Kumar and Dale Schuurmans and Andr'as Gyorgy and Marlos C. Machado},
+    journal = {ArXiv},
+    year    = {2024},
+    volume  = {abs/2406.06811},
+    url     = {https://api.semanticscholar.org/CorpusID:270380086}
+}
+```

adam_atan2_pytorch/adam_atan2.py

@@ -20,6 +20,7 @@ def __init__(
         betas: tuple[float, float] = (0.9, 0.99),
         weight_decay = 0.,
         regen_reg_rate = 0.,
+        wasserstein_reg = False,
         decoupled_wd = False,
         a = 1.27,
         b = 1.
@@ -39,7 +40,8 @@ def __init__(
             a = a,
             b = b,
             weight_decay = weight_decay,
-            regen_reg_rate = regen_reg_rate
+            regen_reg_rate = regen_reg_rate,
+            wasserstein_reg = wasserstein_reg,
         )
 
         super().__init__(params, defaults)
@@ -58,7 +60,7 @@ def step(
         for group in self.param_groups:
             for p in filter(lambda p: exists(p.grad), group['params']):
 
-                grad, lr, wd, regen_rate, beta1, beta2, a, b, state, init_lr = p.grad, group['lr'], group['weight_decay'], group['regen_reg_rate'], *group['betas'], group['a'], group['b'], self.state[p], self._init_lr
+                grad, lr, wd, regen_rate, wasserstein_reg, beta1, beta2, a, b, state, init_lr = p.grad, group['lr'], group['weight_decay'], group['regen_reg_rate'], group['wasserstein_reg'], *group['betas'], group['a'], group['b'], self.state[p], self._init_lr
 
                 # maybe decoupled weight decay
 

adam_atan2_pytorch/adam_atan2_with_wasserstein_reg.py

@@ -0,0 +1,135 @@
+from __future__ import annotations
+from typing import Callable
+
+import torch
+from torch import atan2, sqrt
+from torch.optim.optimizer import Optimizer
+
+# functions
+
+def exists(val):
+    return val is not None
+
+# class
+
+class AdamAtan2(Optimizer):
+    def __init__(
+        self,
+        params,
+        lr = 1e-4,
+        betas: tuple[float, float] = (0.9, 0.99),
+        weight_decay = 0.,
+        regen_reg_rate = 0.,
+        decoupled_wd = False,
+        a = 1.27,
+        b = 1.
+    ):
+        assert lr > 0.
+        assert all([0. <= beta <= 1. for beta in betas])
+        assert weight_decay >= 0.
+        assert regen_reg_rate >= 0.
+        assert not (weight_decay > 0. and regen_reg_rate > 0.)
+
+        self._init_lr = lr
+        self.decoupled_wd = decoupled_wd
+
+        defaults = dict(
+            lr = lr,
+            betas = betas,
+            a = a,
+            b = b,
+            weight_decay = weight_decay,
+            regen_reg_rate = regen_reg_rate,
+        )
+
+        super().__init__(params, defaults)
+
+    @torch.no_grad()
+    def step(
+        self,
+        closure: Callable | None = None
+    ):
+
+        loss = None
+        if exists(closure):
+            with torch.enable_grad():
+                loss = closure()
+
+        for group in self.param_groups:
+            for p in filter(lambda p: exists(p.grad), group['params']):
+
+                grad, lr, wd, regen_rate, beta1, beta2, a, b, state, init_lr = p.grad, group['lr'], group['weight_decay'], group['regen_reg_rate'], *group['betas'], group['a'], group['b'], self.state[p], self._init_lr
+
+                # maybe decoupled weight decay
+
+                if self.decoupled_wd:
+                    wd /= init_lr
+
+                # weight decay
+
+                if wd > 0.:
+                    p.mul_(1. - lr * wd)
+
+                # regenerative regularization from Kumar et al. https://arxiv.org/abs/2308.11958
+
+                if regen_rate > 0. and 'param_init' in state:
+                    param_init = state['param_init']
+
+                    shape = param_init.shape
+
+                    # wasserstein compares using ordered statistics, iiuc
+
+                    indices = p.flatten().sort(dim = -1).indices
+                    indices = indices.argsort(dim = -1)
+
+                    target = param_init.flatten()[indices]
+                    target.reshape(shape)
+
+                    p.lerp_(target, lr / init_lr * regen_rate)
+
+                # init state if needed
+
+                if len(state) == 0:
+                    state['steps'] = 0
+                    state['exp_avg'] = torch.zeros_like(grad)
+                    state['exp_avg_sq'] = torch.zeros_like(grad)
+
+                    if regen_rate > 0.:
+                        shape = p.shape
+                        p = p.flatten().sort(dim = -1).values                        
+                        p = p.reshape(shape)
+
+                        state['param_init'] = p.clone()
+
+                # get some of the states
+
+                exp_avg, exp_avg_sq, steps = state['exp_avg'], state['exp_avg_sq'], state['steps']
+
+                steps += 1
+
+                # bias corrections
+
+                bias_correct1 = 1. - beta1 ** steps
+                bias_correct2 = 1. - beta2 ** steps
+
+                # decay running averages
+
+                exp_avg.lerp_(grad, 1. - beta1)
+                exp_avg_sq.lerp_(grad * grad, 1. - beta2)
+
+                # the following line is the proposed change to the update rule
+                # using atan2 instead of a division with epsilon in denominator
+                # a * atan2(exp_avg / bias_correct1, b * sqrt(exp_avg_sq / bias_correct2))
+
+                den = exp_avg_sq.mul(b * b / bias_correct2).sqrt_()
+                update = exp_avg.mul(1. / bias_correct1).atan2_(den)
+
+                # update parameters
+
+                p.add_(update, alpha = -lr * a)
+
+                # increment steps
+
+                state['steps'] = steps
+
+        return loss

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "adam-atan2-pytorch"
-version = "0.0.12"
+version = "0.0.14"
 description = "Adam-atan2 for Pytorch"
 authors = [
     { name = "Phil Wang", email = "[email protected]" }