lightning/docs/source/optimizers.rst

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Optimization
===============
Learning rate scheduling
-------------------------------------
Every optimizer you use can be paired with any `LearningRateScheduler <https://pytorch.org/docs/stable/optim.html#how-to-adjust-learning-rate>`_.
.. testcode::
# no LR scheduler
def configure_optimizers(self):
return Adam(...)
# Adam + LR scheduler
def configure_optimizers(self):
optimizer = Adam(...)
scheduler = ReduceLROnPlateau(optimizer, ...)
return [optimizer], [scheduler]
# Two optimziers each with a scheduler
def configure_optimizers(self):
optimizer1 = Adam(...)
optimizer2 = SGD(...)
scheduler1 = ReduceLROnPlateau(optimizer1, ...)
scheduler2 = LambdaLR(optimizer2, ...)
return [optimizer1, optimizer2], [scheduler1, scheduler2]
# Same as above with additional params passed to the first scheduler
def configure_optimizers(self):
optimizers = [Adam(...), SGD(...)]
schedulers = [
{
'scheduler': ReduceLROnPlateau(optimizers[0], ...),
'monitor': 'val_recall', # Default: val_loss
'interval': 'epoch',
'frequency': 1
},
LambdaLR(optimizers[1], ...)
]
return optimizers, schedulers
Use multiple optimizers (like GANs)
-------------------------------------
To use multiple optimizers return > 1 optimizers from :meth:`pytorch_lightning.core.LightningModule.configure_optimizers`
.. testcode::
# one optimizer
def configure_optimizers(self):
return Adam(...)
# two optimizers, no schedulers
def configure_optimizers(self):
return Adam(...), SGD(...)
# Two optimizers, one scheduler for adam only
def configure_optimizers(self):
return [Adam(...), SGD(...)], [ReduceLROnPlateau()]
Lightning will call each optimizer sequentially:
.. code-block:: python
for epoch in epochs:
for batch in data:
for opt in optimizers:
train_step(opt)
opt.step()
for scheduler in scheduler:
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 :meth:`optimizer_step` function.
For example, here step optimizer A every 2 batches and optimizer B every 4 batches
.. testcode::
def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_i, second_order_closure=None):
optimizer.step()
optimizer.zero_grad()
# Alternating schedule for optimizer steps (ie: GANs)
def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_i, second_order_closure=None):
# update generator opt every 2 steps
if optimizer_i == 0:
if batch_nb % 2 == 0 :
optimizer.step()
optimizer.zero_grad()
# update discriminator opt every 4 steps
if optimizer_i == 1:
if batch_nb % 4 == 0 :
optimizer.step()
optimizer.zero_grad()
# ...
# add as many optimizers as you want
Here we add a learning-rate warm up
.. testcode::
# learning rate warm-up
def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_i, second_order_closure=None):
# warm up lr
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()
optimizer.zero_grad()