Package: higher
higheris a library providing support for higher-order optimization, e.g. through unrolled first-order optimization loops, of "meta" aspects of these loops. It provides tools for turning existingtorch.nn.Moduleinstances "stateless", meaning that changes to the parameters thereof can be tracked, and gradient with regard to intermediate parameters can be taken. It also provides a suite of differentiable optimizers, to facilitate the implementation of various meta-learning approaches.Full documentation is available athttps://higher.readthedocs.io/en/latest/.Requirements and InstallationPython version >= 3.5PyTorch version >= 1.3To installhigherfromPyPi:pipinstallhigherTo installhigherfrom source:gitclonegit@github.com:facebookresearch/higher.gitcdhigher
pipinstall.Alternativelypython setup.py installwill do the same thing.CitationIf you usehigherin your research and found it helpful, please consider citing the following paper:@article{grefenstette2019generalized,title={Generalized Inner Loop Meta-Learning},author={Grefenstette, Edward and Amos, Brandon and Yarats, Denis and Htut, Phu Mon and Molchanov, Artem and Meier, Franziska and Kiela, Douwe and Cho, Kyunghyun and Chintala, Soumith},journal={arXiv preprint arXiv:1910.01727},year={2019}}Use caseYour needsYou have amodelwith parametersP, whereP[t]denotes the parameters at update timestept.
You want to update the model throughksteps of optimization, and compute gradients through the optimization process,
i.e. computetorch.autograd.grad(P[k], P[0])or obtain gradients that depend on this gradient pathway existing.Your obstaclesYou are using some existing code for yourmodel, so the parameters are stateful, preventing you from forming a graph withP[t]as nodes.
Even if you roll your own solution, you want to use optimization techniques beyond normal SGD, andtorch.optimoptimizers don't let you optimize "through" them.Your solutionGood news:higherhas got you covered! Using our growing set of tools and utility functions, you can backpropagate through an unbounded number of model update steps for all your meta-learning needs.
This library includes:Helper functions for monkey-patchingtorch.nnmodules to make them functional (non-stateful), i.e. feed their parameters as an extra argument during the forward pass.Classes implementing differentiable versions oftorch.optim.Adam(and SGD), designed to track or branch out from the state of a "normal"Adaminstance.Example UsageSay your training code looks like this:model=MyModel()opt=torch.optim.Adam(model.parameters())forxs,ysindata:opt.zero_grad()logits=model(xs)loss=loss_function(logits,ys)loss.backward()opt.step()To turn this into a differentiable version, the following changes should be introduced:model=MyModel()opt=torch.optim.Adam(model.parameters())# When you want to branch from the current state of your model and unroll# optimization, follow this example. This context manager gets a snapshot of the# current version of the model and optimizer at the point where you want to# start unrolling and create a functional version `fmodel` which executes the# forward pass of `model` with implicit fast weights which can be read by doing# `fmodel.parameters()`, and a differentiable optimizer `diffopt` which ensures# that at each step, gradient of `fmodel.parameters()` with regard to initial# fast weights `fmodel.parameters(time=0)` (or any other part of the unrolled# model history) is defined.withhigher.innerloop_ctx(model,opt)as(fmodel,diffopt):forxs,ysindata:logits=fmodel(xs)# modified `params` can also be passed as a kwargloss=loss_function(logits,ys)# no need to call loss.backwards()diffopt.step(loss)# note that `step` must take `loss` as an argument!# The line above gets P[t+1] from P[t] and loss[t]. `step` also returns# these new parameters, as an alternative to getting them from# `fmodel.fast_params` or `fmodel.parameters()` after calling# `diffopt.step`.# At this point, or at any point in the iteration, you can take the# gradient of `fmodel.parameters()` (or equivalently# `fmodel.fast_params`) w.r.t. `fmodel.parameters(time=0)` (equivalently# `fmodel.init_fast_params`). i.e. `fast_params` will always have# `grad_fn` as an attribute, and be part of the gradient tape.# At the end of your inner loop you can obtain these e.g. ...grad_of_grads=torch.autograd.grad(meta_loss_fn(fmodel.parameters()),fmodel.parameters(time=0))Bewarethat when unrolling your optimisation like this fork, all gradients and all activations of your model at each step is kept in memory,
meaning the memory footprint of your model isktimes greater.Adding your own optimizersIt is possible to use optimizers other that those found intorch.optim. A differentiable version must be implemented first. This can be done by subclassinghigher.optim.DifferentiableOptimizerand overriding the_updatemethod, following the arguments of the original. Assuming the logic of the optimizer being added follows the logic of those found intorch.optim, the steps to follow are more or less:Remove the following code (no support for closures).loss = None
if closure is not None:
    loss = closure()Replacefor group in self.param_groups:
    for p in group['params']:
        if p.grad is None:
            continue
        grad = p.grad.datawithzipped = zip(self.param_groups, grouped_grads)
for group_idx, (group, grads) in enumerate(zipped):
    for p_idx, (p, g) in enumerate(zip(group['params'], grads)):
      if g is None:
          continueReplacestate = self.state[p]withstate = self.state[group_idx][p_idx].Replace any in-place op with a non in-place op, e.g.t.add_(a, x).mul_(y)should becomet = t.add(a, x).mul(y)(note the assignment). Be careful to also track where dictionaries are being implicitly updated by such ops, e.g. if there is code of the form:p = state['k']
...
p.add_(a, x)in the original optimizer, this code should be converted top = state['k']
...
state['k'] = p = p.add(a, x)to ensure the corresponding dictionary is.Except where used for shape inference, replace instances oft.datawithtfor allt.Be sure to updategroup['params'][p_idx]for eachp_idxin need of update (those ignored will yield the original parameters in the fast weight collection). The latest fast weights will be returned by the inheritedstepfunction.Importantly, you need to register your new differentiable optimizer withhigherusinghigher.register_optimto ensure that it is recognized as an option by the library's methods. You can do this at any point after the definition of an optimizer, and before anyhighercode involving that optimizer is called. For example, if you have implementedMyDiffOptas a differentiable version of some optimizerMyOpt, register it by adding the linehigher.register_optim(MyOpt, MyDiffOpt)after the classes are defined.You can find examples of how to test for gradient correctness using finite difference methods intests/test_optim.py. Please note that some stability tricks may be needed to avoidnans in the gradients. See thehigher.optim.DifferentiableAdamimplementation for examples of mitigation strategies, e.g. identify operations that yield exploding gradients, e.g. typically those taking the square roots of moving averages (which are intially zero), and register a backward hook usingx.register_hookon the inputsxto those functions, using the helper function_get_mask_closurefromhigher.optim.Release NotesSee thechangelogfor release notes.Known/Possible IssuesSee theissues trackerfor an up-to-date list.No support (or planned support) fortorch.nn.DataParallelat this time. This would require a rewrite ofDataParallel. Please raise an issue on the pytorch issue tracker if this matters to you.Some of the adaptative gradient-style differentiable optimizers may be unstable and yield NaNs when taking higher order gradients. Some tricks have been used to mitigate this risk. Please raise an issue if these are not sufficient in practice.Second-order gradients may not work with some CUDNN modules (mostly RNNs). From PyTorch v1.3 onwards, wrapping the code where models are used withhigherusing the following context manager should solve the issue:withtorch.backends.cudnn.flags(enabled=False):# Your meta-learning code here...Licensehigheris released under Apache License Version 2.0.ThanksThanks toAdam Paszkewhosegistwas the source of inspiration (and starting point) for our method for monkey
patching arbitrarytorch.nnmodules.Thanks for the many interns, researchers, and engineers who helped road-test early versions of this library.