Using `adjust!` on weight decay (L2) and sign decay (L1) at the same time?

[murrellb]

Motivation and description

In other contexts, combining L1 and L2 regularization can be reasonable. In Optimisers, they have the same parameter name, which, if I understand correctly, will mean that adjust will change both?

Possible Implementation

No response

[murrellb]

Similarly, what if I wanted to use SignDecay with AdamW, so I set AdamW's lambda to 0. Would trying to adjust the SignDecay lambda cause AdamW's lambda to then be non-zero?

[mcabbott]

Yes it will change both:

julia> os = Optimisers.setup(OptimiserChain(SignDecay(0.1), AdamW(lambda=0.1)), (; x=[12 34.]))
(x = Leaf(OptimiserChain(SignDecay(0.1), AdamW(0.001, (0.9, 0.999), 0.1, 1.0e-8, true)), (nothing, ([0.0 0.0], [0.0 0.0], (0.9, 0.999)))),)

julia> Optimisers.adjust!(os, lambda=0.3)

julia> os
(x = Leaf(OptimiserChain(SignDecay(0.3), AdamW(0.001, (0.9, 0.999), 0.3, 1.0e-8, true)), (nothing, ([0.0 0.0], [0.0 0.0], (0.9, 0.999)))),)

That's a reason to give them all different names, e.g. lambda1 for SignDecay and lambda2 for WeightDecay.

But it's a breaking change, as people may be using adjust already. Unfortunately can't now be combined with the change for AdamW.

[murrellb]

How about adding an adjust method that lets you specify the type. Like adjust!(state, (SignDecay, lambda = 0.05)) and only adjusts optimisers that match the type?

[mcabbott]

All things are possible but I don't think we should add further complexity to adjust!'s interface.

The less-breaking way is to change all 3, and then overload the implementation of adjust! for just these types to still accept lambda. Although if anyone has saved a state tree, then that will still be broken.

[mcabbott]

Note that because of an earlier re-naming (maybe from what Flux called things, maybe to match the AdamW convention, when AdamW made a chain with WeightDecay) you can in fact change L1 and L2 parameters independently:

julia> os2 = Optimisers.setup(OptimiserChain(SignDecay(lambda=0.1), WeightDecay(lambda=0.1)), (; x=[12 34.]))
(x = Leaf(OptimiserChain(SignDecay(0.1), WeightDecay(0.1)), (nothing, nothing)),)

julia> Optimisers.adjust!(os2, gamma=0.3)
┌ Warning: The strength of WeightDecay is now field :lambda, not :gamma
│   caller = #111 at rules.jl:800 [inlined]
└ @ Core ~/.julia/packages/Optimisers/lLmiA/src/rules.jl:800

julia> os2
(x = Leaf(OptimiserChain(SignDecay(0.1), WeightDecay(0.3)), (nothing, nothing)),)