reagent.training.cb package

Submodules

reagent.training.cb.linucb_trainer module

class reagent.training.cb.linucb_trainer.LinUCBTrainer(policy: reagent.gym.policies.policy.Policy, num_actions: int = - 1, use_interaction_features: bool = True)

Bases: reagent.training.reagent_lightning_module.ReAgentLightningModule

The trainer for LinUCB Contextual Bandit model. The model estimates a ridge regression (linear) and only supports dense features. The actions are assumed to be one of:

  • Fixed actions. The same (have the same semantic meaning) actions across all contexts.

    If actions are fixed, they can’t have features associated with them.

  • Feature actions. We can have different number and identities of actions in each

    context. The actions must have features to represent their semantic meaning.

Reference: https://arxiv.org/pdf/1003.0146.pdf

Parameters

  • policy – The policy to be trained. Its scorer has to be LinearRegressionUCB

  • num_actions – The number of actions. If num_actions==-1, the actions are assumed to be feature actions, otherwise they are assumed to be fixed actions.

  • use_interaction_features – If True,

allow_zero_length_dataloader_with_multiple_devices: bool
configure_optimizers()

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_scheduler_config).

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

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

  • None - Fit will run without any optimizer.

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

lr_scheduler_config = {
    # REQUIRED: The scheduler instance
    "scheduler": lr_scheduler,
    # The unit of the scheduler's step size, could also be 'step'.
    # 'epoch' updates the scheduler on epoch end whereas 'step'
    # updates it after a optimizer update.
    "interval": "epoch",
    # How many epochs/steps should pass between calls to
    # `scheduler.step()`. 1 corresponds to updating the learning
    # rate after every epoch/step.
    "frequency": 1,
    # Metric to to monitor for schedulers like `ReduceLROnPlateau`
    "monitor": "val_loss",
    # If set to `True`, will enforce that the value specified 'monitor'
    # is available when the scheduler is updated, thus stopping
    # training if not found. If set to `False`, it will only produce a warning
    "strict": True,
    # If using the `LearningRateMonitor` callback to monitor the
    # learning rate progress, this keyword can be used to specify
    # a custom logged name
    "name": None,
}

When there are schedulers in which the .step() method is conditioned on a value, such as the torch.optim.lr_scheduler.ReduceLROnPlateau scheduler, Lightning requires that the lr_scheduler_config contains the keyword "monitor" set to the metric name that the scheduler should be conditioned on.

Metrics can be made available to monitor by simply logging it using self.log('metric_to_track', metric_val) in your LightningModule.

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_scheduler_config mentioned above.

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. no learning rate scheduler
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
# each optimizer has its own scheduler
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.

precision: int
prepare_data_per_node: bool
training: bool
training_step(batch: reagent.core.types.CBInput, batch_idx: int, optimizer_idx: int = 0)

Here you compute and return the training loss and some additional metrics for e.g. the progress bar or logger.

Parameters
Returns

Any of.

  • Tensor - The loss tensor

  • dict - A dictionary. Can include any keys, but must include the key 'loss'

  • None - Training will skip to the next batch. This is only for automatic optimization.

    This is not supported for multi-GPU, TPU, IPU, or DeepSpeed.

In this step you’d normally do the forward pass and calculate the loss for a batch. You can also do fancier things like multiple forward passes or something model specific.

Example:

def training_step(self, batch, batch_idx):
    x, y, z = batch
    out = self.encoder(x)
    loss = self.loss(out, x)
    return loss

If you define multiple optimizers, this step will be called with an additional optimizer_idx parameter.

# Multiple optimizers (e.g.: GANs)
def training_step(self, batch, batch_idx, optimizer_idx):
    if optimizer_idx == 0:
        # do training_step with encoder
        ...
    if optimizer_idx == 1:
        # do training_step with decoder
        ...

If you add truncated back propagation through time you will also get an additional argument with the hidden states of the previous step.

# Truncated back-propagation through time
def training_step(self, batch, batch_idx, hiddens):
    # hiddens are the hidden states from the previous truncated backprop step
    out, hiddens = self.lstm(data, hiddens)
    loss = ...
    return {"loss": loss, "hiddens": hiddens}

Note

The loss value shown in the progress bar is smoothed (averaged) over the last values, so it differs from the actual loss returned in train/validation step.

update_params(x: torch.Tensor, y: torch.Tensor, weight: Optional[torch.Tensor] = None)
Parameters

  • x – 2D tensor of shape (batch_size, dim)

  • y – 2D tensor of shape (batch_size, 1)

  • weight – 2D tensor of shape (batch_size, 1)

use_amp: bool

Module contents