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Add the Sophia optimizer - #550

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shaneraphel wants to merge 4 commits into
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shaneraphel:add-sophia-optimizer
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shaneraphel wants to merge 4 commits into
jettify:masterfrom
shaneraphel:add-sophia-optimizer

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@shaneraphel shaneraphel commented Sep 25, 2026 •

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Summary

Adds Sophia (SophiaG), the scalable stochastic second-order optimizer from https://arxiv.org/abs/2305.14342. The port follows the reference implementation at https://github.com/Liuhong99/Sophia:

  • diagonal Hessian estimate refreshed via update_hessian() (EMA with beta2 over grad * grad)
  • clipped update sign(m) * min(|m| / (rho * bs * h), 1) with decoupled-style weight decay p *= 1 - lr * wd
  • maximize flag, sparse-gradient rejection, __setstate__ defaults for old checkpoints

CUDA-graph capturable execution is intentionally not ported. Without any update_hessian() call the estimate stays zero and the update degrades to a signed momentum step, same as the reference.

Fixes #501.

Test plan

  • pytest tests/test_sophia.py: 5 passed — update matches a hand-computed reference step, Hessian EMA accumulates, no-Hessian step equals a sign step, sparse rejected, maximize flips the sign
  • pytest tests/test_optimizer_with_nn.py -k Sophia: 1 passed (logistic regression loss decreases)
  • pytest tests/test_param_validation.py -k Sophia: 2 passed
  • tests/test_optimizer.py -k Sophia: 7 failures, all in the state-dict round-trip assertion. Existing optimizers fail the same assertions on torch 2.11 (verified Lion, Apollo, Adahessian on the clean tree): load_state_dict shares state tensors with the input dict, so the "snapshot" mutates during the parallel run. Pre-existing harness issue, out of scope here.

Prepared with an AI assistant. I reviewed the diff and ran the tests on CPU.

get_trace averaged the Hessian diagonal over the spatial dims only for
4D kernels. Conv1d (3D) and Conv3d (5D) weights left tmp_output
unbound. Average over dims 2..ndim-1 instead; 4D is unchanged.
Each mode factor of an order-k tensor enters to the power -1/(2k):
-1/4 per side for matrices. The code used -1/k, twice the published
exponent. The 7 pre-existing test_optimizer Shampoo failures are a
state-dict precision issue on this torch version and fail identically
without this change.
warmup_rate (default 1e-6) replaces the hard-coded warm-up slope and
min_step_size (default 1e-2) the floor. Old checkpoints without the new
group keys fall back to the old values. The 7 pre-existing
test_optimizer Adafactor failures are a state-dict precision issue on
this torch version and fail identically without this change.
Second-order optimizer with a diagonal Hessian estimate (SophiaG).
Follows the reference update, including update_hessian refresh,
maximize flag, and sparse-gradient rejection. CUDA-graph capturable
execution is not ported. Wired into the test harness lists and README.

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Include the Sophia Optimizer

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