Усеченное обратное распространение в PyTorch (проверка кода)

Question

Я пытаюсь реализовать усеченное обратное распространение через время в PyTorch для простого случая, когда K1=K2. У меня есть реализация ниже, которая дает разумный результат, но я просто хочу убедиться, что она верна. Когда я ищу в Интернете примеры TBTT на PyTorch, они делают противоречивые вещи в отношении отсоединения скрытого состояния и обнуления градиента, а также упорядочивания этих операций. Сообщите мне, если я допустил ошибку.

В приведенном ниже коде H сохраняет текущее скрытое состояние, а model(weights, H, x) выводит прогноз и новое скрытое состояние.

while i < NUM_STEPS:
    # Grab x, y for ith datapoint
    x = data[i]
    target = true_output[i]

    # Run model
    output, new_hidden = model(weights, H, x)
    H = new_hidden

    # Update running error
    error += (output - target)**2

    if (i+1) % K == 0:
        # Backpropagate
        error.backward()
        opt.step()
        opt.zero_grad()
        error = 0
        H = H.detach()

    i += 1

Answer 1

Итак, идея вашего кода состоит в том, чтобы изолировать последние переменные после каждого K-го шага. Да, ваша реализация абсолютно правильная, и этот ответ подтверждает это.

# truncated to the last K timesteps
while i < NUM_STEPS:
    out = model(out)
    if (i+1) % K == 0:
        out.backward()
        out.detach()
out.backward()

Вы также можете следовать этому примеру для справки.

import torch

from ignite.engine import Engine, EventEnum, _prepare_batch
from ignite.utils import apply_to_tensor


class Tbptt_Events(EventEnum):
    """Aditional tbptt events.

    Additional events for truncated backpropagation throught time dedicated
    trainer.
    """

    TIME_ITERATION_STARTED = "time_iteration_started"
    TIME_ITERATION_COMPLETED = "time_iteration_completed"


def _detach_hidden(hidden):
    """Cut backpropagation graph.

    Auxillary function to cut the backpropagation graph by detaching the hidden
    vector.
    """
    return apply_to_tensor(hidden, torch.Tensor.detach)


def create_supervised_tbptt_trainer(
    model, optimizer, loss_fn, tbtt_step, dim=0, device=None, non_blocking=False, prepare_batch=_prepare_batch
):
    """Create a trainer for truncated backprop through time supervised models.

    Training recurrent model on long sequences is computationally intensive as
    it requires to process the whole sequence before getting a gradient.
    However, when the training loss is computed over many outputs
    (`X to many <https://karpathy.github.io/2015/05/21/rnn-effectiveness/>`_),
    there is an opportunity to compute a gradient over a subsequence. This is
    known as
    `truncated backpropagation through time <https://machinelearningmastery.com/
    gentle-introduction-backpropagation-time/>`_.
    This supervised trainer apply gradient optimization step every `tbtt_step`
    time steps of the sequence, while backpropagating through the same
    `tbtt_step` time steps.

    Args:
        model (`torch.nn.Module`): the model to train.
        optimizer (`torch.optim.Optimizer`): the optimizer to use.
        loss_fn (torch.nn loss function): the loss function to use.
        tbtt_step (int): the length of time chunks (last one may be smaller).
        dim (int): axis representing the time dimension.
        device (str, optional): device type specification (default: None).
            Applies to batches.
        non_blocking (bool, optional): if True and this copy is between CPU and GPU,
            the copy may occur asynchronously with respect to the host. For other cases,
            this argument has no effect.
        prepare_batch (callable, optional): function that receives `batch`, `device`,
            `non_blocking` and outputs tuple of tensors `(batch_x, batch_y)`.

    .. warning::

        The internal use of `device` has changed.
        `device` will now *only* be used to move the input data to the correct device.
        The `model` should be moved by the user before creating an optimizer.

        For more information see:

        * `PyTorch Documentation <https://pytorch.org/docs/stable/optim.html#constructing-it>`_
        * `PyTorch's Explanation <https://github.com/pytorch/pytorch/issues/7844#issuecomment-503713840>`_

    Returns:
        Engine: a trainer engine with supervised update function.

    """

    def _update(engine, batch):
        loss_list = []
        hidden = None

        x, y = batch
        for batch_t in zip(x.split(tbtt_step, dim=dim), y.split(tbtt_step, dim=dim)):
            x_t, y_t = prepare_batch(batch_t, device=device, non_blocking=non_blocking)
            # Fire event for start of iteration
            engine.fire_event(Tbptt_Events.TIME_ITERATION_STARTED)
            # Forward, backward and
            model.train()
            optimizer.zero_grad()
            if hidden is None:
                y_pred_t, hidden = model(x_t)
            else:
                hidden = _detach_hidden(hidden)
                y_pred_t, hidden = model(x_t, hidden)
            loss_t = loss_fn(y_pred_t, y_t)
            loss_t.backward()
            optimizer.step()

            # Setting state of engine for consistent behaviour
            engine.state.output = loss_t.item()
            loss_list.append(loss_t.item())

            # Fire event for end of iteration
            engine.fire_event(Tbptt_Events.TIME_ITERATION_COMPLETED)

        # return average loss over the time splits
        return sum(loss_list) / len(loss_list)

    engine = Engine(_update)
    engine.register_events(*Tbptt_Events)
    return engine