autogradqs_tutorial.py

"""
`Learn the Basics <intro.html>`_ ||
`Quickstart <quickstart_tutorial.html>`_ ||
`Tensors <tensorqs_tutorial.html>`_ ||
`Datasets & DataLoaders <data_tutorial.html>`_ ||
`Transforms <transforms_tutorial.html>`_ ||
`Build Model <buildmodel_tutorial.html>`_ ||
**Autograd** ||
`Optimization <optimization_tutorial.html>`_ ||
`Save & Load Model <saveloadrun_tutorial.html>`_

Automatic Differentiation with ``torch.autograd``
=================================================

When training neural networks, the most frequently used algorithm is
**back propagation**. In this algorithm, parameters (model weights) are
adjusted according to the **gradient** of the loss function with respect
to the given parameter.

To compute those gradients, PyTorch has a built-in differentiation engine
called ``torch.autograd``. It supports automatic computation of gradient for any
computational graph.

Consider the simplest one-layer neural network, with input ``x``,
parameters ``w`` and ``b``, and some loss function. It can be defined in
PyTorch in the following manner:
"""

import torch

x = torch.ones(5)  # input tensor
y = torch.zeros(3)  # expected output
w = torch.randn(5, 3, requires_grad=True)
b = torch.randn(3, requires_grad=True)
z = torch.matmul(x, w)+b
loss = torch.nn.functional.binary_cross_entropy_with_logits(z, y)


######################################################################
# Tensors, Functions and Computational graph
# ------------------------------------------
#
# This code defines the following **computational graph**:
#
# .. figure:: /_static/img/basics/comp-graph.png
#    :alt:
#
# In this network, ``w`` and ``b`` are **parameters**, which we need to
# optimize. Thus, we need to be able to compute the gradients of loss
# function with respect to those variables. In order to do that, we set
# the ``requires_grad`` property of those tensors.

#######################################################################
# .. note:: You can set the value of ``requires_grad`` when creating a
#           tensor, or later by using ``x.requires_grad_(True)`` method.

#######################################################################
# A function that we apply to tensors to construct computational graph is
# in fact an object of class ``Function``. This object knows how to
# compute the function in the *forward* direction, and also how to compute
# its derivative during the *backward propagation* step. A reference to
# the backward propagation function is stored in ``grad_fn`` property of a
# tensor. You can find more information of ``Function`` `in the
# documentation <https://pytorch.org/docs/stable/autograd.html#function>`__.
#

print(f"Gradient function for z = {z.grad_fn}")
print(f"Gradient function for loss = {loss.grad_fn}")

######################################################################
# Computing Gradients
# -------------------
#
# To optimize weights of parameters in the neural network, we need to
# compute the derivatives of our loss function with respect to parameters,
# namely, we need :math:`\frac{\partial loss}{\partial w}` and
# :math:`\frac{\partial loss}{\partial b}` under some fixed values of
# ``x`` and ``y``. To compute those derivatives, we call
# ``loss.backward()``, and then retrieve the values from ``w.grad`` and
# ``b.grad``:
#

loss.backward()
print(w.grad)
print(b.grad)


######################################################################
# .. note::
#   - We can only obtain the ``grad`` properties for the leaf
#     nodes of the computational graph, which have ``requires_grad`` property
#     set to ``True``. For all other nodes in our graph, gradients will not be
#     available.
#   - We can only perform gradient calculations using
#     ``backward`` once on a given graph, for performance reasons. If we need
#     to do several ``backward`` calls on the same graph, we need to pass
#     ``retain_graph=True`` to the ``backward`` call.
#


######################################################################
# Disabling Gradient Tracking
# ---------------------------
#
# By default, all tensors with ``requires_grad=True`` are tracking their
# computational history and support gradient computation. However, there
# are some cases when we do not need to do that, for example, when we have
# trained the model and just want to apply it to some input data, i.e. we
# only want to do *forward* computations through the network. We can stop
# tracking computations by surrounding our computation code with
# ``torch.no_grad()`` block:
#

z = torch.matmul(x, w)+b
print(z.requires_grad)

with torch.no_grad():
    z = torch.matmul(x, w)+b
print(z.requires_grad)


######################################################################
# Another way to achieve the same result is to use the ``detach()`` method
# on the tensor:
#

z = torch.matmul(x, w)+b
z_det = z.detach()
print(z_det.requires_grad)

######################################################################
# There are reasons you might want to disable gradient tracking:
#   - To mark some parameters in your neural network as **frozen parameters**.
#   - To **speed up computations** when you are only doing forward pass, because computations on tensors that do
#     not track gradients would be more efficient.


######################################################################

######################################################################
# More on Computational Graphs
# ----------------------------
# Conceptually, autograd keeps a record of data (tensors) and all executed
# operations (along with the resulting new tensors) in a directed acyclic
# graph (DAG) consisting of
# `Function <https://pytorch.org/docs/stable/autograd.html#torch.autograd.Function>`__
# objects. In this DAG, leaves are the input tensors, roots are the output
# tensors. By tracing this graph from roots to leaves, you can
# automatically compute the gradients using the chain rule.
#
# In a forward pass, autograd does two things simultaneously:
#
# - run the requested operation to compute a resulting tensor
# - maintain the operation’s *gradient function* in the DAG.
#
# The backward pass kicks off when ``.backward()`` is called on the DAG
# root. ``autograd`` then:
#
# - computes the gradients from each ``.grad_fn``,
# - accumulates them in the respective tensor’s ``.grad`` attribute
# - using the chain rule, propagates all the way to the leaf tensors.
#
# .. note::
#   **DAGs are dynamic in PyTorch**
#   An important thing to note is that the graph is recreated from scratch; after each
#   ``.backward()`` call, autograd starts populating a new graph. This is
#   exactly what allows you to use control flow statements in your model;
#   you can change the shape, size and operations at every iteration if
#   needed.

######################################################################
# Optional Reading: Tensor Gradients and Jacobian Products
# --------------------------------------------------------
#
# In many cases, we have a scalar loss function, and we need to compute
# the gradient with respect to some parameters. However, there are cases
# when the output function is an arbitrary tensor. In this case, PyTorch
# allows you to compute so-called **Jacobian product**, and not the actual
# gradient.
#
# For a vector function :math:`\vec{y}=f(\vec{x})`, where
# :math:`\vec{x}=\langle x_1,\dots,x_n\rangle` and
# :math:`\vec{y}=\langle y_1,\dots,y_m\rangle`, a gradient of
# :math:`\vec{y}` with respect to :math:`\vec{x}` is given by **Jacobian
# matrix**:
#
# .. math::
#
#
#    J=\left(\begin{array}{ccc}
#       \frac{\partial y_{1}}{\partial x_{1}} & \cdots & \frac{\partial y_{1}}{\partial x_{n}}\\
#       \vdots & \ddots & \vdots\\
#       \frac{\partial y_{m}}{\partial x_{1}} & \cdots & \frac{\partial y_{m}}{\partial x_{n}}
#       \end{array}\right)
#
# Instead of computing the Jacobian matrix itself, PyTorch allows you to
# compute **Jacobian Product** :math:`v^T\cdot J` for a given input vector
# :math:`v=(v_1 \dots v_m)`. This is achieved by calling ``backward`` with
# :math:`v` as an argument. The size of :math:`v` should be the same as
# the size of the original tensor, with respect to which we want to
# compute the product:
#

inp = torch.eye(4, 5, requires_grad=True)
out = (inp+1).pow(2).t()
out.backward(torch.ones_like(out), retain_graph=True)
print(f"First call\n{inp.grad}")
out.backward(torch.ones_like(out), retain_graph=True)
print(f"\nSecond call\n{inp.grad}")
inp.grad.zero_()
out.backward(torch.ones_like(out), retain_graph=True)
print(f"\nCall after zeroing gradients\n{inp.grad}")


######################################################################
# Notice that when we call ``backward`` for the second time with the same
# argument, the value of the gradient is different. This happens because
# when doing ``backward`` propagation, PyTorch **accumulates the
# gradients**, i.e. the value of computed gradients is added to the
# ``grad`` property of all leaf nodes of computational graph. If you want
# to compute the proper gradients, you need to zero out the ``grad``
# property before. In real-life training an *optimizer* helps us to do
# this.

######################################################################
# .. note:: Previously we were calling ``backward()`` function without
#           parameters. This is essentially equivalent to calling
#           ``backward(torch.tensor(1.0))``, which is a useful way to compute the
#           gradients in case of a scalar-valued function, such as loss during
#           neural network training.
#

######################################################################
# --------------
#

#################################################################
# Further Reading
# ~~~~~~~~~~~~~~~~~
# - `Autograd Mechanics <https://pytorch.org/docs/stable/notes/autograd.html>`_