Add FusedLAMB optimizer

Summary: Pull Request resolved: fairinternal/fairseq-py#971

Differential Revision: D19265752

Pulled By: myleott

fbshipit-source-id: 062748d3b44ef3627d35d65dccef8659709c2b5e

Author: Myle Ott

fairseq/optim/fused_lamb.py

@@ -0,0 +1,46 @@
+# Copyright (c) Facebook, Inc. and its affiliates.
+#
+# This source code is licensed under the MIT license found in the
+# LICENSE file in the root directory of this source tree.
+
+from fairseq.optim import FairseqOptimizer, register_optimizer
+
+
+@register_optimizer('lamb')
+class FairseqLAMB(FairseqOptimizer):
+    """LAMB optimizer."""
+
+    def __init__(self, args, params):
+        super().__init__(args)
+        try:
+            from apex.optimizers import FusedLAMB
+            self._optimizer = FusedLAMB(params, **self.optimizer_config)
+        except ImportError:
+            raise ImportError('Please install apex to use LAMB optimizer')
+
+    @staticmethod
+    def add_args(parser):
+        """Add optimizer-specific arguments to the parser."""
+        # fmt: off
+        parser.add_argument('--lamb-betas', default='(0.9, 0.999)', metavar='B',
+                            help='betas for LAMB optimizer')
+        parser.add_argument('--lamb-eps', type=float, default=1e-8, metavar='D',
+                            help='epsilon for LAMB optimizer')
+        parser.add_argument('--weight-decay', '--wd', default=0.0, type=float, metavar='WD',
+                            help='weight decay')
+        # fmt: on
+
+    @property
+    def optimizer_config(self):
+        """
+        Return a kwarg dictionary that will be used to override optimizer
+        args stored in checkpoints. This allows us to load a checkpoint and
+        resume training using a different set of optimizer args, e.g., with a
+        different learning rate.
+        """
+        return {
+            'lr': self.args.lr[0],
+            'betas': eval(self.args.lamb_betas),
+            'eps': self.args.lamb_eps,
+            'weight_decay': self.args.weight_decay,
+        }