feat: Add STCH aggregator

docs/source/docs/aggregation/index.rst

@@ -42,5 +42,6 @@ Abstract base classes
     nash_mtl.rst
     pcgrad.rst
     random.rst
+    stch.rst
     sum.rst
     trimmed_mean.rst

docs/source/docs/aggregation/stch.rst

@@ -0,0 +1,14 @@
+:hide-toc:
+
+STCH
+====
+
+.. autoclass:: torchjd.aggregation.STCH
+    :members:
+    :undoc-members:
+    :exclude-members: forward
+
+.. autoclass:: torchjd.aggregation.STCHWeighting
+    :members:
+    :undoc-members:
+    :exclude-members: forward

src/torchjd/aggregation/__init__.py

@@ -72,6 +72,7 @@
 from ._mgda import MGDA, MGDAWeighting
 from ._pcgrad import PCGrad, PCGradWeighting
 from ._random import Random, RandomWeighting
+from ._stch import STCH, STCHWeighting
 from ._sum import Sum, SumWeighting
 from ._trimmed_mean import TrimmedMean
 from ._upgrad import UPGrad, UPGradWeighting
@@ -104,6 +105,8 @@
     "PCGradWeighting",
     "Random",
     "RandomWeighting",
+    "STCH",
+    "STCHWeighting",
     "Sum",
     "SumWeighting",
     "TrimmedMean",

src/torchjd/aggregation/_stch.py

@@ -0,0 +1,225 @@
+# The code of this file was adapted from
+# https://github.com/Xi-L/STCH/blob/main/STCH_MTL/LibMTL/weighting/STCH.py.
+# It is therefore also subject to the following license.
+#
+# MIT License
+#
+# Copyright (c) 2024 Xi Lin
+#
+# Permission is hereby granted, free of charge, to any person obtaining a copy
+# of this software and associated documentation files (the "Software"), to deal
+# in the Software without restriction, including without limitation the rights
+# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+# copies of the Software, and to permit persons to whom the Software is
+# furnished to do so, subject to the following conditions:
+#
+# The above copyright notice and this permission notice shall be included in all
+# copies or substantial portions of the Software.
+#
+# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+# SOFTWARE.
+
+import torch
+from torch import Tensor
+
+from torchjd._linalg import PSDMatrix
+
+from ._aggregator_bases import GramianWeightedAggregator
+from ._weighting_bases import Weighting
+
+
+class STCH(GramianWeightedAggregator):
+    r"""
+    :class:`~torchjd.aggregation._aggregator_bases.Aggregator` implementing the Smooth Tchebycheff
+    scalarization as proposed in `Smooth Tchebycheff Scalarization for Multi-Objective Optimization
+    <https://arxiv.org/abs/2402.19078>`_.
+
+    This aggregator uses the log-sum-exp (smooth maximum) function to compute weights that focus
+    more on poorly performing tasks (tasks with larger gradient norms). The ``mu`` parameter
+    controls the smoothness: as ``mu`` approaches 0, the weights converge to a hard maximum
+    (focusing entirely on the worst task); as ``mu`` increases, the weights approach uniform
+    averaging.
+
+    :param mu: The smoothness parameter for the log-sum-exp. Smaller values give more weight to the
+        worst-performing task. Must be positive.
+    :param warmup_steps: Optional number of steps for the warmup phase. During warmup, gradient
+        norms are accumulated to compute a nadir vector for normalization. If ``None`` (default),
+        no warmup is performed and raw gradient norms are used directly.
+    :param eps: A small value to avoid numerical issues in log computations.
+
+    .. warning::
+        If ``warmup_steps`` is set, this aggregator becomes stateful. Its output will depend not
+        only on the input matrix, but also on its internal state (previously seen matrices). It
+        should be reset between experiments using the :meth:`reset` method.
+
+    .. note::
+        The original STCH algorithm operates on loss values. This implementation adapts it for
+        gradient-based aggregation using gradient norms (derived from the Gramian diagonal) as
+        proxies for task performance.
+
+    Example
+    -------
+
+    >>> from torch import tensor
+    >>> from torchjd.aggregation import STCH
+    >>>
+    >>> A = STCH(mu=1.0)
+    >>> J = tensor([[-4.0, 1.0, 1.0], [6.0, 1.0, 1.0]])
+    >>> A(J)
+    tensor([1.8188, 1.0000, 1.0000])
+
+    .. note::
+        This implementation was adapted from the `official implementation
+        <https://github.com/Xi-L/STCH>`_.
+    """
+
+    def __init__(
+        self,
+        mu: float = 1.0,
+        warmup_steps: int | None = None,
+        eps: float = 1e-20,
+    ):
+        if mu <= 0.0:
+            raise ValueError(f"Parameter `mu` should be a positive float. Found `mu = {mu}`.")
+
+        if warmup_steps is not None and warmup_steps < 1:
+            raise ValueError(
+                f"Parameter `warmup_steps` should be a positive integer or None. "
+                f"Found `warmup_steps = {warmup_steps}`."
+            )
+
+        stch_weighting = STCHWeighting(mu=mu, warmup_steps=warmup_steps, eps=eps)
+        super().__init__(stch_weighting)
+
+        self._mu = mu
+        self._warmup_steps = warmup_steps
+        self._eps = eps
+        self._stch_weighting = stch_weighting
+
+    def reset(self) -> None:
+        """Resets the internal state of the algorithm (step counter and accumulated nadir)."""
+        self._stch_weighting.reset()
+
+    def __repr__(self) -> str:
+        return (
+            f"{self.__class__.__name__}(mu={self._mu}, warmup_steps={self._warmup_steps}, "
+            f"eps={self._eps})"
+        )
+
+    def __str__(self) -> str:
+        mu_str = str(self._mu).rstrip("0").rstrip(".")
+        return f"STCH(mu={mu_str})"
+
+
+class STCHWeighting(Weighting[PSDMatrix]):
+    r"""
+    :class:`~torchjd.aggregation._weighting_bases.Weighting` giving the weights of
+    :class:`~torchjd.aggregation.STCH`.
+
+    The weights are computed using the Smooth Tchebycheff scalarization formula:
+
+    .. math::
+
+        w_i = \frac{\exp\left(\frac{\log(g_i / z_i) - \max_j \log(g_j / z_j)}{\mu}\right)}
+              {\sum_k \exp\left(\frac{\log(g_k / z_k) - \max_j \log(g_j / z_j)}{\mu}\right)}
+
+    where :math:`g_i` is the gradient norm for task :math:`i` (computed as :math:`\sqrt{G_{ii}}`
+    from the Gramian), :math:`z_i` is the nadir value for task :math:`i`, and :math:`\mu` is the
+    smoothness parameter.
+
+    :param mu: The smoothness parameter for the log-sum-exp. Must be positive.
+    :param warmup_steps: Optional number of steps for the warmup phase. During warmup, gradient
+        norms are accumulated to compute a nadir vector. If ``None``, no warmup is performed.
+    :param eps: A small value to avoid numerical issues in log computations.
+
+    .. warning::
+        If ``warmup_steps`` is set, this weighting becomes stateful. During warmup, it returns
+        uniform weights while accumulating gradient norms. After warmup, the accumulated average
+        is used as the nadir vector for normalization.
+    """
+
+    def __init__(
+        self,
+        mu: float = 1.0,
+        warmup_steps: int | None = None,
+        eps: float = 1e-20,
+    ):
+        super().__init__()
+
+        if mu <= 0.0:
+            raise ValueError(f"Parameter `mu` should be a positive float. Found `mu = {mu}`.")
+
+        if warmup_steps is not None and warmup_steps < 1:
+            raise ValueError(
+                f"Parameter `warmup_steps` should be a positive integer or None. "
+                f"Found `warmup_steps = {warmup_steps}`."
+            )
+
+        self.mu = mu
+        self.warmup_steps = warmup_steps
+        self.eps = eps
+
+        # Internal state for warmup
+        self.step = 0
+        self.nadir_accumulator: Tensor | None = None
+        self.nadir_vector: Tensor | None = None
+
+    def reset(self) -> None:
+        """Resets the internal state of the algorithm."""
+        self.step = 0
+        self.nadir_accumulator = None
+        self.nadir_vector = None
+
+    def forward(self, gramian: PSDMatrix) -> Tensor:
+        device = gramian.device
+        dtype = gramian.dtype
+        m = gramian.shape[0]
+
+        # Compute gradient norms from Gramian diagonal (sqrt of diagonal)
+        grad_norms = torch.sqrt(torch.diag(gramian).clamp(min=self.eps))
+
+        # Handle warmup phase if warmup_steps is set
+        if self.warmup_steps is not None:
+            if self.step < self.warmup_steps:
+                # During warmup: accumulate gradient norms and return uniform weights
+                if self.nadir_accumulator is None:
+                    self.nadir_accumulator = grad_norms.detach().clone()
+                else:
+                    self.nadir_accumulator = (
+                        self.nadir_accumulator.to(device=device, dtype=dtype) + grad_norms.detach()
+                    )
+
+                self.step += 1
+
+                # Return uniform weights during warmup
+                return torch.full(size=[m], fill_value=1.0 / m, device=device, dtype=dtype)
+
+            elif self.nadir_vector is None:
+                # First step after warmup: compute nadir vector from accumulated values
+                self.nadir_vector = self.nadir_accumulator / self.warmup_steps  # type: ignore
+                self.step += 1
+            else:
+                self.step += 1
+
+        # Normalize by nadir vector if available (after warmup)
+        if self.nadir_vector is not None:
+            nadir = self.nadir_vector.to(device=device, dtype=dtype)
+            normalized = grad_norms / nadir.clamp(min=self.eps)
+        else:
+            normalized = grad_norms
+
+        # Apply log and compute smooth max weights using log-sum-exp trick for numerical stability
+        log_normalized = torch.log(normalized + self.eps)
+        max_log = torch.max(log_normalized)
+        reg_log = (log_normalized - max_log) / self.mu
+
+        # Softmax weights
+        exp_reg = torch.exp(reg_log)
+        weights = exp_reg / exp_reg.sum()
+
+        return weights