scvi.train.PyroTrainingPlan.configure_optimizers

PyroTrainingPlan.configure_optimizers()[source]

Choose what optimizers and learning-rate schedulers to use in your optimization. Normally you’d need one. But in the case of GANs or similar you might have multiple.

Returns

Any of these 6 options.

  • Single optimizer.

  • List or Tuple of optimizers.

  • Two lists - The first list has multiple optimizers, and the second has multiple LR schedulers (or multiple lr_dict).

  • Dictionary, with an "optimizer" key, and (optionally) a "lr_scheduler" key whose value is a single LR scheduler or lr_dict.

  • Tuple of dictionaries as described above, with an optional "frequency" key.

  • None - Fit will run without any optimizer.

Note

The lr_dict is a dictionary which contains the scheduler and its associated configuration. The default configuration is shown below.

lr_dict = {
    'scheduler': lr_scheduler, # The LR scheduler instance (required)
    # The unit of the scheduler's step size, could also be 'step'
    'interval': 'epoch',
    'frequency': 1, # The frequency of the scheduler
    'monitor': 'val_loss', # Metric for `ReduceLROnPlateau` to monitor
    'strict': True, # Whether to crash the training if `monitor` is not found
    'name': None, # Custom name for `LearningRateMonitor` to use
}

Only the "scheduler" key is required, the rest will be set to the defaults above.

Note

The frequency value specified in a dict along with the optimizer key is an int corresponding to the number of sequential batches optimized with the specific optimizer. It should be given to none or to all of the optimizers. There is a difference between passing multiple optimizers in a list, and passing multiple optimizers in dictionaries with a frequency of 1: In the former case, all optimizers will operate on the given batch in each optimization step. In the latter, only one optimizer will operate on the given batch at every step. This is different from the frequency value specified in the lr_dict mentioned below.

def configure_optimizers(self):
    optimizer_one = torch.optim.SGD(self.model.parameters(), lr=0.01)
    optimizer_two = torch.optim.SGD(self.model.parameters(), lr=0.01)
    return [
        {'optimizer': optimizer_one, 'frequency': 5},
        {'optimizer': optimizer_two, 'frequency': 10},
    ]

In this example, the first optimizer will be used for the first 5 steps, the second optimizer for the next 10 steps and that cycle will continue. If an LR scheduler is specified for an optimizer using the lr_scheduler key in the above dict, the scheduler will only be updated when its optimizer is being used.

Examples:

# most cases
def configure_optimizers(self):
    return Adam(self.parameters(), lr=1e-3)

# multiple optimizer case (e.g.: GAN)
def configure_optimizers(self):
    gen_opt = Adam(self.model_gen.parameters(), lr=0.01)
    dis_opt = Adam(self.model_dis.parameters(), lr=0.02)
    return gen_opt, dis_opt

# example with learning rate schedulers
def configure_optimizers(self):
    gen_opt = Adam(self.model_gen.parameters(), lr=0.01)
    dis_opt = Adam(self.model_dis.parameters(), lr=0.02)
    dis_sch = CosineAnnealing(dis_opt, T_max=10)
    return [gen_opt, dis_opt], [dis_sch]

# example with step-based learning rate schedulers
def configure_optimizers(self):
    gen_opt = Adam(self.model_gen.parameters(), lr=0.01)
    dis_opt = Adam(self.model_dis.parameters(), lr=0.02)
    gen_sch = {'scheduler': ExponentialLR(gen_opt, 0.99),
               'interval': 'step'}  # called after each training step
    dis_sch = CosineAnnealing(dis_opt, T_max=10) # called every epoch
    return [gen_opt, dis_opt], [gen_sch, dis_sch]

# example with optimizer frequencies
# see training procedure in `Improved Training of Wasserstein GANs`, Algorithm 1
# https://arxiv.org/abs/1704.00028
def configure_optimizers(self):
    gen_opt = Adam(self.model_gen.parameters(), lr=0.01)
    dis_opt = Adam(self.model_dis.parameters(), lr=0.02)
    n_critic = 5
    return (
        {'optimizer': dis_opt, 'frequency': n_critic},
        {'optimizer': gen_opt, 'frequency': 1}
    )

Note

Some things to know:

  • Lightning calls .backward() and .step() on each optimizer and learning rate scheduler as needed.

  • If you use 16-bit precision (precision=16), Lightning will automatically handle the optimizers.

  • If you use multiple optimizers, training_step() will have an additional optimizer_idx parameter.

  • If you use torch.optim.LBFGS, Lightning handles the closure function automatically for you.

  • If you use multiple optimizers, gradients will be calculated only for the parameters of current optimizer at each training step.

  • If you need to control how often those optimizers step or override the default .step() schedule, override the optimizer_step() hook.