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YellowFin

YellowFin is an auto-tuning optimizer based on momentum SGD which requires no manual specification of learning rate and momentum. It measures the objective landscape on-the-fly and tunes momentum as well as learning rate using local quadratic approximation.

The implementation here can be a drop-in replacement for any optimizer in PyTorch. It supports step and zero_grad functions like any PyTorch optimizer after from yellowfin import YFOptimizer. We also provide interface to manually set the learning rate schedule at every iteration for finer control (see Detailed Guideline Section).

For more technical details, please refer to our paper YellowFin and the Art of Momentum Tuning.

For more usage details, please refer to the inline documentation of tuner_utils/yellowfin.py. Example usage can be found here for ResNext on CIFAR10 and Tied LSTM on PTB.

YellowFin is under active development. Many members of the community have kindly submitted issues and pull requests. We are incorporating fixes and smoothing things out. As a result the repository code is in flux. Please make sure you use the latest version and submit any issues you might have!

Updates

[2017.07.03] Fixed a gradient clipping bug. Please pull our latest master branch to make gradient clipping great again in YellowFin.

[2017.07.28] Switched to logrithmic smoothing to accelerate adaptation to curvature range trends.

[2017.08.01] Added optional feature to enforce non-increasing value of lr * gradient norm for stablity in some rare cases.

[2017.08.05] Added feature to correct estimation bias from sparse gradient.

[2017.08.16] Replace numpy root solver with closed form solution using Vieta's substitution for cubic eqaution. It solves the stability issue of the numpy root solver.

[2017.10.29] Major fixe for stability. We added eps to protect fractions in our code, as well as an adaptive clipping feature to properly deal with exploding gradient (manual clipping is still supported as described in the detailed instruction below).

Setup instructions for experiments

Please clone the master branch and follow the instructions to run YellowFin on ResNext for CIFAR10 and tied LSTM on Penn Treebank for language modeling. The models are adapted from ResNext repo and PyTorch example tied LSTM repo respectively. Thanks to the researchers for developing the models. For more experiments on more convolutional and recurrent neural networks, please refer to our Tensorflow implementation of YellowFin.

Note YellowFin is tested with PyTorch v0.2.0 for compatibility. It is tested under Python 2.7.

Run CIFAR10 ResNext experiments

The experiments on 110 layer ResNet with CIFAR10 and 164 layer ResNet with CIFAR100 can be launched using

cd pytorch-cifar
python main.py --logdir=path_to_logs --opt_method=YF

Run Penn Treebank tied LSTM experiments

The experiments on multiple-layer LSTM on Penn Treebank can be launched using

cd word_language_model
python main.py --emsize 650 --nhid 650 --dropout 0.5 --epochs 40 --tied --opt_method=YF --logdir=path_to_logs --cuda

For more experiments, please refer to our YellowFin Tensorflow Repo.

Detailed guidelines

• Basic use: optimizer = YFOptimizer(parameter_list) uses the uniform setting (i.e. without tuning) for all the PyTorch and Tensorflow experiments in our paper.

• Interface for manual finer control: If you want to more finely control the learning rate (say using a manually set constant learning rate), or you want to use the typical lr-dropping technique after a ceritain number of epochs, please use set_lr_factor() in the YFOptimizer class. E.g. if you want to use a manually set constant learning rate, you can run set_lr_factor(desired_lr / self._lr) before self.step() at each iteration. Or e.g., if you want to always multiply a factor 2.0 to the learning rate originally tuned by YellowFin, you may use optimizer.set_lr_factor(2.0) right after optimizer = YFOptimizer(parameter_list) and before training with YellowFin. More details can be found here. (The argument lr and mu during YFOptimizer initialization are dummy, only for backward compatibility)

• Gradient clipping: The default setting uses adaptive gradient clipping to prevent gradient explosion, thresholding norm of gradient to the square root of our estimated maximal curvature. There are three cases regarding gradient clipping. We recommend first turning off gradient clipping, and only turning it on when necessary.

  • If you want to manually set threshold to clip the gradient, please first use adapt_clip=False to turn off the auto-clipping feature. Then, you can consider either using the clip_thresh=thresh_on_the_gradient_norm argument when initializing the YFOptimizer to clip acoording to your set threshold inside YFOptimizer, or clipping the gradient outside of YFOptimizer before step() is called.

  • If you want to totally turn off gradient clipping in YFOptimizer, please use clip_thresh=None, adapt_clip=False when initializing the YFOptimizer.

• Normalization: When using log probability style losses, please make sure the loss is properly normalized. In some RNN/LSTM cases, the cross_entropy need to be averaged by the number of samples in a minibatch. Sometimes, it also needs to be averaged over the number of classes and the sequence length of each sample in some PyTorch loss functions. E.g. in nn.MultiLabelSoftMarginLoss, size_average=True needs to be set.

• Non-increasing move: In some rare cases, we have observe increasing value of lr * || grad ||, i.e. the move, may result in unstableness. We implemented an engineering trick to enforce non-increasing value of lr * || grad ||. The default setting turns the feature off, you can turn it on with force_non_inc_step_after_iter=the starting iter you want to enforce the non-increasing value if it is really necessary. We recommend force_non_inc_step_after_iter to be at least a few hundreds because some models may need to gradually raise the magnitude of gradient in the beginning (e.g. a model, not properly initialized, may have near zero-gradient and need iterations to get reasonable gradient level).

Citation

If you use YellowFin in your paper, please cite the paper:

@article{zhang2017yellowfin,
  title={YellowFin and the Art of Momentum Tuning},
  author={Zhang, Jian and Mitliagkas, Ioannis and R{\'e}, Christopher},
  journal={arXiv preprint arXiv:1706.03471},
  year={2017}
}

Acknowledgement

We thank Olexa Bilaniuk, Andrew Drozdov, Paroma Varma, Bryan He, as well as github user @elPistolero @esvhd for the help in contributing to and testing the codebase.

Implementation for other platforms

For Tensorflow users, we implemented YellowFin Tensorflow Repo.

We thank the contributors for YellowFin in different deep learning frameworks.