Suboptimal implementation of FusedAdam: two unnecessary divisions
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Description
The code in the main for-loop of https://github.com/NVIDIA/apex/blob/master/csrc/multi_tensor_adam.cu#L92 (ignoring the weight decay portion):
r_m[ii] = beta1 * r_m[ii] + (1-beta1) * r_g[ii];
r_v[ii] = beta2 * r_v[ii] + (1-beta2) * r_g[ii] * r_g[ii];
MATH_T next_m_unbiased = r_m[ii] / beta1_correction;
MATH_T next_v_unbiased = r_v[ii] / beta2_correction;
MATH_T denom = sqrtf(next_v_unbiased) + epsilon;
MATH_T update = next_m_unbiased / denom;
r_p[ii] = r_p[ii] - (lr * update);
does two unnecessary divisions: r_m[ii] / beta1_correction and r_v[ii] / beta2_correction - the paper explains how you can factor these two divisions out into the learning rate.
You also need to adjust the epsilon, which they don't cover - multiply eps by sqrt(beta2_correction)/sqrt(beta2_correction) then factor out 1/sqrt(beta2_correction) from the denominator. This would produce something like:
MATH_T beta2_correction_sqrt = sqrtf(beta2_correction)
epsilon *= beta2_correction_sqrt
lr *= beta2_correction_sqrt / beta1_correction
followed by a simplified for-loop:
r_m[ii] = beta1 * r_m[ii] + (1-beta1) * r_g[ii];
r_v[ii] = beta2 * r_v[ii] + (1-beta2) * r_g[ii] * r_g[ii];
MATH_T denom = sqrtf(r_v[ii]) + epsilon;
MATH_T update = r_m[ii] / denom;
r_p[ii] = r_p[ii] - (lr * update);
(the pre-step can of course be done prior to dispatching & the results incorporated into the AdamFunctor which can then shed a few members)
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with csrc/multi_tensor_adam.cu around line 92 and read the AdamFunctor setup before the main loop. Compare the existing bias-correction and epsilon handling with the issue's proposed factoring, then verify that the optimized loop preserves Adam's numerical behavior while removing the unnecessary divisions.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- cpp, pytorch
- Domain
- machine-learning, performance
- Issue type
- Refactor
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Clearly specified
- Newbie friendliness
- 45/100