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Optimization

Lightning offers two modes for managing the optimization process:

  • automatic optimization

  • manual optimization

For the majority of research cases, automatic optimization will do the right thing for you and it is what most users should use.

For advanced/expert users who want to do esoteric optimization schedules or techniques, use manual optimization.


Manual optimization

For advanced research topics like reinforcement learning, sparse coding, or GAN research, it may be desirable to manually manage the optimization process.

This is only recommended for experts who need ultimate flexibility. Lightning will handle only precision and accelerators logic. The users are left with optimizer.zero_grad(), gradient accumulation, model toggling, etc..

To manually optimize, do the following:

  • Set self.automatic_optimization=False in your LightningModule’s __init__.

  • Use the following functions and call them manually:

    • self.optimizers() to access your optimizers (one or multiple)

    • optimizer.zero_grad() to clear the gradients from the previous training step

    • self.manual_backward(loss) instead of loss.backward()

    • optimizer.step() to update your model parameters

Here is a minimal example of manual optimization.

from pytorch_lightning import LightningModule

class MyModel(LightningModule):

    def __init__(self):
        super().__init__()
        # Important: This property activates manual optimization.
        self.automatic_optimization = False

    def training_step(self, batch, batch_idx):
        opt = self.optimizers()
        opt.zero_grad()
        loss = self.compute_loss(batch)
        self.manual_backward(loss)
        opt.step()

Warning

Before 1.2, optimizer.step() was calling optimizer.zero_grad() internally. From 1.2, it is left to the user’s expertise.

Tip

Be careful where you call optimizer.zero_grad(), or your model won’t converge. It is good practice to call optimizer.zero_grad() before self.manual_backward(loss).


Gradient accumulation

You can accumulate gradients over batches similarly to accumulate_grad_batches of automatic optimization. To perform gradient accumulation with one optimizer, you can do as such.

# accumulate gradients over `n` batches
def __init__(self):
    super().__init__()
    self.automatic_optimization = False

def training_step(self, batch, batch_idx):
    opt = self.optimizers()

    loss = self.compute_loss(batch)
    self.manual_backward(loss)

    # accumulate gradients of `n` batches
    if (batch_idx + 1) % n == 0:
        opt.step()
        opt.zero_grad()

Use multiple optimizers (like GANs) [manual]

Here is an example training a simple GAN with multiple optimizers.

import torch
from torch import Tensor
from pytorch_lightning import LightningModule

class SimpleGAN(LightningModule):
    def __init__(self):
        super().__init__()
        self.G = Generator()
        self.D = Discriminator()

        # Important: This property activates manual optimization.
        self.automatic_optimization = False

    def sample_z(self, n) -> Tensor:
        sample = self._Z.sample((n,))
        return sample

    def sample_G(self, n) -> Tensor:
        z = self.sample_z(n)
        return self.G(z)

    def training_step(self, batch, batch_idx):
        # Implementation follows the PyTorch tutorial:
        # https://pytorch.org/tutorials/beginner/dcgan_faces_tutorial.html
        g_opt, d_opt = self.optimizers()

        X, _ = batch
        batch_size = X.shape[0]

        real_label = torch.ones((batch_size, 1), device=self.device)
        fake_label = torch.zeros((batch_size, 1), device=self.device)

        g_X = self.sample_G(batch_size)

        ##########################
        # Optimize Discriminator #
        ##########################
        d_x = self.D(X)
        errD_real = self.criterion(d_x, real_label)

        d_z = self.D(g_X.detach())
        errD_fake = self.criterion(d_z, fake_label)

        errD = (errD_real + errD_fake)

        d_opt.zero_grad()
        self.manual_backward(errD)
        d_opt.step()

        ######################
        # Optimize Generator #
        ######################
        d_z = self.D(g_X)
        errG = self.criterion(d_z, real_label)

        g_opt.zero_grad()
        self.manual_backward(errG)
        g_opt.step()

        self.log_dict({'g_loss': errG, 'd_loss': errD}, prog_bar=True)

    def configure_optimizers(self):
        g_opt = torch.optim.Adam(self.G.parameters(), lr=1e-5)
        d_opt = torch.optim.Adam(self.D.parameters(), lr=1e-5)
        return g_opt, d_opt

Learning rate scheduling

Every optimizer you use can be paired with any Learning Rate Scheduler. Please see the documentation of configure_optimizers() for all the available options


Learning rate scheduling [manual]

You can call lr_scheduler.step() at arbitrary intervals. Use self.lr_schedulers() in your LightningModule to access any learning rate schedulers defined in your configure_optimizers().

Warning

  • Before 1.3, Lightning automatically called lr_scheduler.step() in both automatic and manual optimization. From 1.3, lr_scheduler.step() is now for the user to call at arbitrary intervals.

  • Note that the lr_dict keys, such as "step" and ""interval", will be ignored even if they are provided in your configure_optimizers() during manual optimization.

Here is an example calling lr_scheduler.step() every step.

# step every batch
def __init__(self):
    super().__init__()
    self.automatic_optimization = False

def training_step(self, batch, batch_idx):
    # do forward, backward, and optimization
    ...

    # single scheduler
    sch = self.lr_schedulers()
    sch.step()

    # multiple schedulers
    sch1, sch2 = self.lr_schedulers()
    sch1.step()
    sch2.step()

If you want to call lr_scheduler.step() every n steps/epochs, do the following.

def __init__(self):
    super().__init__()
    self.automatic_optimization = False

def training_step(self, batch, batch_idx):
    # do forward, backward, and optimization
    ...

    sch = self.lr_schedulers()

    # step every `n` batches
    if (batch_idx + 1) % n == 0:
        sch.step()

    # step every `n` epochs
    if self.trainer.is_last_batch and (self.trainer.current_epoch + 1) % n == 0:
        sch.step()

Use closure for LBFGS-like optimizers

It is a good practice to provide the optimizer with a closure function that performs a forward, zero_grad and backward of your model. It is optional for most optimizers, but makes your code compatible if you switch to an optimizer which requires a closure, such as torch.optim.LBFGS.

See the PyTorch docs for more about the closure.

Here is an example using a closure function.

def __init__(self):
    super().__init__()
    self.automatic_optimization = False

def configure_optimizers(self):
    return torch.optim.LBFGS(...)

def training_step(self, batch, batch_idx):
    opt = self.optimizers()

    def closure():
        loss = self.compute_loss(batch)
        opt.zero_grad()
        self.manual_backward(loss)
        return loss

    opt.step(closure=closure)

Access your own optimizer [manual]

optimizer is a LightningOptimizer object wrapping your own optimizer configured in your configure_optimizers(). You can access your own optimizer with optimizer.optimizer. However, if you use your own optimizer to perform a step, Lightning won’t be able to support accelerators and precision for you.

def __init__(self):
    super().__init__()
    self.automatic_optimization = False

def training_step(batch, batch_idx):
    optimizer = self.optimizers()

    # `optimizer` is a `LightningOptimizer` wrapping the optimizer.
    # To access it, do the following.
    # However, it won't work on TPU, AMP, etc...
    optimizer = optimizer.optimizer
    ...

Automatic optimization

With Lightning, most users don’t have to think about when to call .zero_grad(), .backward() and .step() since Lightning automates that for you.

Under the hood, Lightning does the following:

for epoch in epochs:
    for batch in data:
        loss = model.training_step(batch, batch_idx, ...)
        optimizer.zero_grad()
        loss.backward()
        optimizer.step()

    for lr_scheduler in lr_schedulers:
        lr_scheduler.step()

In the case of multiple optimizers, Lightning does the following:

for epoch in epochs:
    for batch in data:
        for opt in optimizers:
            loss = model.training_step(batch, batch_idx, optimizer_idx)
            opt.zero_grad()
            loss.backward()
            opt.step()

    for lr_scheduler in lr_schedulers:
        lr_scheduler.step()

Warning

Before 1.2.2, Lightning internally calls backward, step and zero_grad in the order. From 1.2.2, the order is changed to zero_grad, backward and step.


Use multiple optimizers (like GANs)

To use multiple optimizers (optionally with learning rate schedulers), return two or more optimizers from configure_optimizers().

# two optimizers, no schedulers
def configure_optimizers(self):
    return Adam(...), SGD(...)

# two optimizers, one scheduler for adam only
def configure_optimizers(self):
    opt1 = Adam(...)
    opt2 = SGD(...)
    optimizers = [opt1, opt2]
    lr_schedulers = {'scheduler': ReduceLROnPlateau(opt1, ...), 'monitor': 'metric_to_track'}
    return optimizers, lr_schedulers

# two optimizers, two schedulers
def configure_optimizers(self):
    opt1 = Adam(...)
    opt2 = SGD(...)
    return [opt1, opt2], [StepLR(opt1, ...), OneCycleLR(opt2, ...)]

Under the hood, Lightning will call each optimizer sequentially:

for epoch in epochs:
    for batch in data:
        for opt in optimizers:
            loss = train_step(batch, batch_idx, optimizer_idx)
            opt.zero_grad()
            loss.backward()
            opt.step()

    for lr_scheduler in lr_schedulers:
        lr_scheduler.step()

Step optimizers at arbitrary intervals

To do more interesting things with your optimizers such as learning rate warm-up or odd scheduling, override the optimizer_step() function.

Warning

If you are overriding this method, make sure that you pass the optimizer_closure parameter to optimizer.step() function as shown in the examples because training_step(), optimizer.zero_grad(), backward() are called in the closure function.

For example, here step optimizer A every batch and optimizer B every 2 batches.

# Alternating schedule for optimizer steps (e.g. GANs)
def optimizer_step(
    self, epoch, batch_idx, optimizer, optimizer_idx, optimizer_closure,
    on_tpu=False, using_native_amp=False, using_lbfgs=False,
):
    # update generator every step
    if optimizer_idx == 0:
        optimizer.step(closure=optimizer_closure)

    # update discriminator every 2 steps
    if optimizer_idx == 1:
        if (batch_idx + 1) % 2 == 0:
            optimizer.step(closure=optimizer_closure)

    # ...
    # add as many optimizers as you want

Here we add a learning rate warm-up.

# learning rate warm-up
def optimizer_step(
    self, epoch, batch_idx, optimizer, optimizer_idx, optimizer_closure,
    on_tpu=False, using_native_amp=False, using_lbfgs=False,
):
    # skip the first 500 steps
    if self.trainer.global_step < 500:
        lr_scale = min(1., float(self.trainer.global_step + 1) / 500.)
        for pg in optimizer.param_groups:
            pg['lr'] = lr_scale * self.hparams.learning_rate

    # update params
    optimizer.step(closure=optimizer_closure)

Access your own optimizer

optimizer is a LightningOptimizer object wrapping your own optimizer configured in your configure_optimizers(). You can access your own optimizer with optimizer.optimizer. However, if you use your own optimizer to perform a step, Lightning won’t be able to support accelerators and precision for you.

# function hook in LightningModule
def optimizer_step(
    self, epoch, batch_idx, optimizer, optimizer_idx, optimizer_closure,
    on_tpu=False, using_native_amp=False, using_lbfgs=False,
):
    optimizer.step(closure=optimizer_closure)

# `optimizer` is a `LightningOptimizer` wrapping the optimizer.
# To access it, do the following.
# However, it won't work on TPU, AMP, etc...
def optimizer_step(
    self, epoch, batch_idx, optimizer, optimizer_idx, optimizer_closure,
    on_tpu=False, using_native_amp=False, using_lbfgs=False,
):
    optimizer = optimizer.optimizer
    optimizer.step(closure=optimizer_closure)
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