An Implicit Function Theorem (IFT) optimizer for bi-level optimizations

Related tags

Deep Learningiftopt
Overview

iftopt

An Implicit Function Theorem (IFT) optimizer for bi-level optimizations.

Requirements

  • Python 3.7+
  • PyTorch 1.x

Installation

$ pip install git+https://github.com/money-shredder/iftopt.git

Usage

Assuming a bi-level optimization of the form:

y* = argmin_{y} val_loss(x*, y), where x* = argmin_{x} train_loss(x, y).

To solve for the optimal x* and y* in the optimization problem, we can implement the following with iftopt:

from iftopt import HyperOptimizer
train_lr = val_lr = 0.1
# parameter to minimize the training loss
x = torch.nn.Parameter(...)
# hyper-parameter to minimize the validation loss
y = torch.nn.Parameter(...)
# training loss optimizer
opt = torch.optim.SGD([x], lr=train_lr)
# validation loss optimizer
hopt = HyperOptimizer(
    [y], torch.optim.SGD([y], lr=val_lr), vih_lr=0.1, vih_iterations=5)
# outer optimization loop for y
for _ in range(...):
    # inner optimization loop for x
    for _ in range(...):
        z = train_loss(x, y)
        # inner optimization step for x
        opt.zero_grad()
        z.backward()
        opt.step()
    # outer optimization step for y
    hopt.set_train_parameters([x])
    z = train_loss(x, y)
    hopt.train_step(z)
    v = val_loss(x, y)
    hopt.val_step(v)
    hopt.grad()
    hopt.step()

For a concrete simple example, please check out and run demo.py, where

train_loss = lambda x, y: (x + y) ** 2
val_loss = lambda x, y: x ** 2

with x = y = 1.0 initially. It will generate a video demo.mp4 showing the optimization trajectory in the animation below. Note that although the hyper-parameter y does not have a direct gradient w.r.t. the validation loss, iftopt can still minimize the validation loss by computing the hyper-gradient via implicit function theorem.

assets/demo.gif

Owner
The Money Shredder Lab
Accurate, Efficient and Robust DL
The Money Shredder Lab
Model-based 3D Hand Reconstruction via Self-Supervised Learning, CVPR2021

S2HAND: Model-based 3D Hand Reconstruction via Self-Supervised Learning S2HAND presents a self-supervised 3D hand reconstruction network that can join

Yujin Chen 72 Dec 12, 2022
PyTorch implementation of DreamerV2 model-based RL algorithm

PyDreamer Reimplementation of DreamerV2 model-based RL algorithm in PyTorch. The official DreamerV2 implementation can be found here. Features ... Run

118 Dec 15, 2022
Code for Transformers Solve Limited Receptive Field for Monocular Depth Prediction

Official PyTorch code for Transformers Solve Limited Receptive Field for Monocular Depth Prediction. Guanglei Yang, Hao Tang, Mingli Ding, Nicu Sebe,

stanley 152 Dec 16, 2022
source code the paper Fast and Robust Iterative Closet Point.

Fast-Robust-ICP This repository includes the source code the paper Fast and Robust Iterative Closet Point. Authors: Juyong Zhang, Yuxin Yao, Bailin De

yaoyuxin 320 Dec 28, 2022
Transfer Learning Shootout for PyTorch's model zoo (torchvision)

pytorch-retraining Transfer Learning shootout for PyTorch's model zoo (torchvision). Load any pretrained model with custom final layer (num_classes) f

Alexander Hirner 169 Jun 29, 2022
Anagram Generator in Python

Anagrams Generator This is a program for computing multiword anagrams. It makes no effort to come up with sentences that make sense; it only finds ana

Day Fundora 5 Nov 17, 2022
A Pytorch Implementation of a continuously rate adjustable learned image compression framework.

GainedVAE A Pytorch Implementation of a continuously rate adjustable learned image compression framework, Gained Variational Autoencoder(GainedVAE). N

39 Dec 24, 2022
FairyTailor: Multimodal Generative Framework for Storytelling

FairyTailor: Multimodal Generative Framework for Storytelling

Eden Bens 172 Dec 30, 2022
RANZCR-CLiP 7th Place Solution

RANZCR-CLiP 7th Place Solution This repository is WIP. (18 Mar 2021) Installation git clone https://github.com/analokmaus/kaggle-ranzcr-clip-public.gi

Hiroshechka Y 21 Oct 22, 2022
All supplementary material used by me while TA-ing CS3244: Machine Learning

CS3244-Tutorial-Material All supplementary material used by me while TA-ing CS3244: Machine Learning at NUS School of Computing. What is this? I teach

Rishabh Anand 18 Sep 23, 2022
This project is used for the paper Differentiable Programming of Isometric Tensor Network

This project is used for the paper "Differentiable Programming of Isometric Tensor Network". (arXiv:2110.03898)

Chenhua Geng 15 Dec 13, 2022
Conservative Q Learning for Offline Reinforcement Reinforcement Learning in JAX

CQL-JAX This repository implements Conservative Q Learning for Offline Reinforcement Reinforcement Learning in JAX (FLAX). Implementation is built on

Karush Suri 8 Nov 07, 2022
a basic code repository for basic task in CV(classification,detection,segmentation)

basic_cv a basic code repository for basic task in CV(classification,detection,segmentation,tracking) classification generate dataset train predict de

1 Oct 15, 2021
Code for the ICME 2021 paper "Exploring Driving-Aware Salient Object Detection via Knowledge Transfer"

TSOD Code for the ICME 2021 paper "Exploring Driving-Aware Salient Object Detection via Knowledge Transfer" Usage For training, open train_test, run p

Jinming Su 2 Dec 23, 2021
Fermi Problems: A New Reasoning Challenge for AI

Fermi Problems: A New Reasoning Challenge for AI Fermi Problems are questions whose answer is a number that can only be reasonably estimated as a prec

AI2 15 May 28, 2022
Hummingbird compiles trained ML models into tensor computation for faster inference.

Hummingbird Introduction Hummingbird is a library for compiling trained traditional ML models into tensor computations. Hummingbird allows users to se

Microsoft 3.1k Dec 30, 2022
Multispectral Object Detection with Yolov5

Multispectral-Object-Detection Intro Official Code for Cross-Modality Fusion Transformer for Multispectral Object Detection. Multispectral Object Dete

Richard Fang 121 Jan 01, 2023
Official PyTorch implementation of paper: Standardized Max Logits: A Simple yet Effective Approach for Identifying Unexpected Road Obstacles in Urban-Scene Segmentation (ICCV 2021 Oral Presentation)

SML (ICCV 2021, Oral) : Official Pytorch Implementation This repository provides the official PyTorch implementation of the following paper: Standardi

SangHun 61 Dec 27, 2022
Hypersim: A Photorealistic Synthetic Dataset for Holistic Indoor Scene Understanding

The Hypersim Dataset For many fundamental scene understanding tasks, it is difficult or impossible to obtain per-pixel ground truth labels from real i

Apple 1.3k Jan 04, 2023
Implementation of Graph Transformer in Pytorch, for potential use in replicating Alphafold2

Graph Transformer - Pytorch Implementation of Graph Transformer in Pytorch, for potential use in replicating Alphafold2. This was recently used by bot

Phil Wang 97 Dec 28, 2022