Manual Optimization¶

For advanced research topics like reinforcement learning, sparse coding, or GAN research, it may be desirable to manually manage the optimization process, especially when dealing with multiple optimizers at the same time.

In this mode, Lightning will handle only accelerator, precision and strategy logic. The users are left with optimizer.zero_grad(), gradient accumulation, optimizer 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
- self.toggle_optimizer() and self.untoggle_optimizer() if needed

Here is a minimal example of manual optimization.

from lightning.pytorch 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()

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).

Access your Own Optimizer¶

The provided 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, precision and profiling for you.

class Model(LightningModule):
    def __init__(self):
        super().__init__()
        self.automatic_optimization = False
        ...

    def training_step(self, 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
        ...

Gradient Accumulation¶

You can accumulate gradients over batches similarly to accumulate_grad_batches argument in Trainer for automatic optimization. To perform gradient accumulation with one optimizer after every N steps, you can do as such.

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


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

    # scale losses by 1/N (for N batches of gradient accumulation)
    loss = self.compute_loss(batch) / N
    self.manual_backward(loss)

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

Gradient Clipping¶

You can clip optimizer gradients during manual optimization similar to passing the gradient_clip_val and gradient_clip_algorithm argument in Trainer during automatic optimization. To perform gradient clipping with one optimizer with manual optimization, you can do as such.

from lightning.pytorch import LightningModule


class SimpleModel(LightningModule):
    def __init__(self):
        super().__init__()
        self.automatic_optimization = False

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

        # compute loss
        loss = self.compute_loss(batch)

        opt.zero_grad()
        self.manual_backward(loss)

        # clip gradients
        self.clip_gradients(opt, gradient_clip_val=0.5, gradient_clip_algorithm="norm")

        opt.step()

Warning

Note that configure_gradient_clipping() won’t be called in Manual Optimization. Instead consider using self. clip_gradients() manually like in the example above.

Use Multiple Optimizers (like GANs)¶

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

import torch
from torch import Tensor
from lightning.pytorch 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

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

lr_scheduler.step() can be called at arbitrary intervals by the user in case of manual optimization, or by Lightning if "interval" is defined in configure_optimizers() in case of automatic optimization.
Note that the lr_scheduler_config keys, such as "frequency" 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()

If you want to call schedulers that require a metric value after each epoch, consider doing the following:

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


def on_train_epoch_end(self):
    sch = self.lr_schedulers()

    # If the selected scheduler is a ReduceLROnPlateau scheduler.
    if isinstance(sch, torch.optim.lr_scheduler.ReduceLROnPlateau):
        sch.step(self.trainer.callback_metrics["loss"])

Optimizer Steps at Different Frequencies¶

In manual optimization, you are free to step() one optimizer more often than another one. For example, here we step the optimizer for the discriminator weights twice as often as the optimizer for the generator.

# Alternating schedule for optimizer steps (e.g. GANs)
def training_step(self, batch, batch_idx):
    g_opt, d_opt = self.optimizers()
    ...

    # update discriminator every other step
    d_opt.zero_grad()
    self.manual_backward(errD)
    if (batch_idx + 1) % 2 == 0:
        d_opt.step()

    ...

    # update generator every step
    g_opt.zero_grad()
    self.manual_backward(errG)
    g_opt.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 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)

Warning

The LBFGS optimizer is not supported for AMP or DeepSpeed.