[hotfix] Extend Optimizer + update doc

docs/source/optimizers.rst

@@ -191,46 +191,70 @@ override the :meth:`optimizer_step` function.
 
 For example, here step optimizer A every 2 batches and optimizer B every 4 batches
 
-.. testcode::
+.. note:: When using Trainer(enable_pl_optimizer=True), no need to call `.zero_grad`.
 
-    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, second_order_closure=None, on_tpu=False, using_native_amp=False, using_lbfgs=False):
-        optimizer.step()
+.. testcode::
 
     def optimizer_zero_grad(self, current_epoch, batch_idx, optimizer, opt_idx):
       optimizer.zero_grad()
 
     # Alternating schedule for optimizer steps (ie: GANs)
-    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, second_order_closure=None, on_tpu=False, using_native_amp=False, using_lbfgs=False):
+    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, closure, on_tpu=False, using_native_amp=False, using_lbfgs=False):
         # update generator opt every 2 steps
         if optimizer_i == 0:
             if batch_nb % 2 == 0 :
-                optimizer.step()
-                optimizer.zero_grad()
+               optimizer.step(closure=closure)
 
         # update discriminator opt every 4 steps
         if optimizer_i == 1:
             if batch_nb % 4 == 0 :
-                optimizer.step()
-                optimizer.zero_grad()
+               optimizer.step(closure=closure)
+
+.. note:: When using ``Trainer(enable_pl_optimizer=True)``, ``.step`` accept a boolean ``make_optimizer_step`` which 
+can be used as below.
+
+.. testcode::
+
+    def optimizer_zero_grad(self, current_epoch, batch_idx, optimizer, opt_idx):
+      optimizer.zero_grad()
+
+    # Alternating schedule for optimizer steps (ie: GANs)
+    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, closure, on_tpu=False, using_native_amp=False, using_lbfgs=False):
+        # update generator opt every 2 steps
+        if optimizer_i == 0:
+            optimizer.step(closure=closure, make_optimizer_step=batch_nb % 2 == 0)
 
-        # ...
-        # add as many optimizers as you want
+        # update discriminator opt every 4 steps
+        if optimizer_i == 1:
+            optimizer.step(closure=closure, make_optimizer_step=batch_nb % 4 == 0)
 
 Here we add a learning-rate warm up
 
 .. testcode::
 
     # learning rate warm-up
-    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, second_order_closure=None, on_tpu=False, using_native_amp=False, using_lbfgs=False):
+    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, closure, on_tpu=False, using_native_amp=False, using_lbfgs=False):
         # 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()
+        optimizer.step(closure=closure)
+
+The default ``optimizer_step`` is relying on the internal ``LightningOptimizer`` to properly perform a step.
+
+.. testcode::
+
+    from pytorch_lightning.core.optimizer import LightningOptimizer
+
+    # function hook in LightningModule
+    def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, closure, on_tpu=False, using_native_amp=False, using_lbfgs=False):
+      if not isinstance(optimizer, LightningOptimizer):
+         # wraps into LightingOptimizer only for running step
+         optimizer = LightningOptimizer.to_lightning_optimizer(optimizer, self.trainer)
+      optimizer.step(closure=closure)
 
 ----------
 

pytorch_lightning/core/lightning.py

@@ -1170,7 +1170,6 @@ def toggle_optimizer(self, optimizer: Optimizer, optimizer_idx: int):
 
     def optimizer_step(
         self,
-        *args,
         epoch: int = None,
         batch_idx: int = None,
         optimizer: Optimizer = None,
@@ -1179,7 +1178,6 @@ def optimizer_step(
         on_tpu: bool = None,
         using_native_amp: bool = None,
         using_lbfgs: bool = None,
-        **kwargs,
     ) -> None:
         r"""
         Override this method to adjust the default way the
@@ -1254,7 +1252,7 @@ def optimizer_step(self, epoch, batch_idx, optimizer, optimizer_idx,
         if not isinstance(optimizer, LightningOptimizer):
             # wraps into LightingOptimizer only for running step
             optimizer = LightningOptimizer.to_lightning_optimizer(optimizer, self.trainer)
-        optimizer.step(closure=optimizer_closure, *args, **kwargs)
+        optimizer.step(closure=optimizer_closure)
 
     def optimizer_zero_grad(
         self, epoch: int, batch_idx: int, optimizer: Optimizer, optimizer_idx: int

pytorch_lightning/core/optimizer.py

@@ -11,7 +11,6 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
-import inspect
 import types
 from typing import Any, Callable, Optional
 from weakref import proxy
@@ -50,6 +49,14 @@ def __init__(self,
 
         self.__dict__ = {k: v for k, v in optimizer.__dict__.items() if k != 'step'}
 
+        # save functions and attributes from optimizer
+        self.state_dict = optimizer.state_dict
+        self.load_state_dict = optimizer.load_state_dict
+        self.zero_grad = optimizer.zero_grad
+        self.add_param_group = optimizer.add_param_group
+        self.__setstate__ = optimizer.__setstate__
+        self.__getstate__ = optimizer.__getstate__
+
         # For Horovod
         if hasattr(optimizer, "skip_synchronize"):
             self.__class__ = type("Lightning" + optimizer.__class__.__name__, (self.__class__, optimizer.__class__.__bases__[0]), {})
@@ -58,12 +65,35 @@ def __init__(self,
         else:
             self.__class__ = type("Lightning" + optimizer.__class__.__name__, (self.__class__, optimizer.__class__), {})
 
-        self._trainer = None
         self._optimizer = optimizer
+        self._trainer = None
         self._accumulate_grad_batches = accumulate_grad_batches
-        self._support_closure = 'closure' in inspect.signature(optimizer.step).parameters
         self._optimizer_idx = None
 
+    @property
+    def defaults(self):
+        return self._optimizer.defaults
+
+    @defaults.setter
+    def defaults(self, defaults):
+        self._optimizer.defaults = defaults
+
+    @property
+    def state(self):
+        return self._optimizer.state
+
+    @state.setter
+    def state(self, state):
+        self._optimizer.state = state
+
+    @property
+    def param_groups(self):
+        return self._optimizer.param_groups
+
+    @param_groups.setter
+    def param_groups(self, param_groups):
+        self._optimizer.param_groups = param_groups
+
     @property
     def accumulate_grad_batches(self):
         return self._accumulate_grad_batches
@@ -111,11 +141,7 @@ def __optimizer_step(self, *args, closure: Optional[Callable] = None, profiler_n
 
         else:
             with trainer.profiler.profile(profiler_name):
-                if self._support_closure:
-                    optimizer.step(closure=closure, *args, **kwargs)
-                else:
-                    closure()
-                    optimizer.step(*args, **kwargs)
+                optimizer.step(closure=closure, *args, **kwargs)
 
         accelerator_backend = trainer.accelerator_backend
         if accelerator_backend is not None and accelerator_backend.rpc_enabled:

pytorch_lightning/trainer/training_loop.py

@@ -477,7 +477,7 @@ def _process_result(self, training_step_output, split_batch):
 
         return training_step_output_for_epoch_end
 
-    def optimizer_step(self, optimizer, opt_idx, batch_idx, train_step_and_backward_closure, *args, **kwargs):
+    def optimizer_step(self, optimizer, opt_idx, batch_idx, train_step_and_backward_closure):
         model_ref = self.trainer.get_model()
 
         is_lbfgs = isinstance(optimizer, torch.optim.LBFGS)
@@ -491,16 +491,14 @@ def optimizer_step(self, optimizer, opt_idx, batch_idx, train_step_and_backward_
 
         # model hook
         model_ref.optimizer_step(
-            epoch=self.trainer.current_epoch,
-            batch_idx=batch_idx,
-            optimizer=optimizer,
-            optimizer_idx=opt_idx,
-            optimizer_closure=train_step_and_backward_closure,
+            self.trainer.current_epoch,
+            batch_idx,
+            optimizer,
+            opt_idx,
+            train_step_and_backward_closure,
             on_tpu=self.trainer.use_tpu and TPU_AVAILABLE,
             using_native_amp=using_native_amp,
             using_lbfgs=is_lbfgs,
-            *args,
-            **kwargs,
         )
 
     def on_before_zero_grad(self, optimizer):

tests/core/test_lightning_module.py

@@ -103,3 +103,47 @@ def optimizer_step(self, epoch, batch_idx, optimizer, optimizer_idx,
     assert sgd_zero_grad.call_count == 4
     assert adam_step.call_count == 2
     assert adam_zero_grad.call_count == 2
+
+
+@pytest.mark.parametrize("enable_pl_optimizer", [False, True])
+def test_params_groups_and_state_are_accessible(enable_pl_optimizer, tmpdir):
+
+    with patch("torch.optim.SGD.step") as sgd_step, \
+         patch("torch.optim.SGD.zero_grad") as sgd_zero_grad, \
+         patch("torch.optim.Adam.step") as adam_step, \
+         patch("torch.optim.Adam.zero_grad") as adam_zero_grad:
+
+        class TestModel(BoringModel):
+
+            def training_step(self, batch, batch_idx, optimizer_idx):
+                output = self.layer(batch)
+                loss = self.loss(batch, output)
+                return {"loss": loss}
+
+            def configure_optimizers(self):
+                optimizer = SGD(self.layer.parameters(), lr=0.1)
+                optimizer_2 = Adam(self.layer.parameters(), lr=0.1)
+                return [optimizer, optimizer_2]
+
+            def optimizer_step(self, current_epoch, batch_nb, optimizer, optimizer_idx, closure,
+                               on_tpu=False, using_native_amp=False, using_lbfgs=False):
+                # 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 * 0.01
+
+                optimizer.step(closure=closure)
+
+        model = TestModel()
+        model.training_epoch_end = None
+
+        trainer = Trainer(
+            max_epochs=1,
+            default_root_dir=tmpdir,
+            limit_train_batches=8,
+            accumulate_grad_batches=1,
+            enable_pl_optimizer=enable_pl_optimizer
+        )
+
+        trainer.fit(model)

tests/core/test_lightning_optimizer.py

@@ -193,12 +193,29 @@ def test_state(tmpdir):
     model = torch.nn.Linear(3, 4)
     optimizer = torch.optim.Adam(model.parameters())
     lightning_optimizer = LightningOptimizer(optimizer)
+
+    # test state
+    assert optimizer.state == lightning_optimizer.state
+    lightning_optimizer.state = optimizer.state
+    assert optimizer.state == lightning_optimizer.state
+
+    # test param_groups
+    assert optimizer.param_groups == lightning_optimizer.param_groups
+    lightning_optimizer.param_groups = optimizer.param_groups
+    assert optimizer.param_groups == lightning_optimizer.param_groups
+
+    # test defaults
+    assert optimizer.defaults == lightning_optimizer.defaults
+    lightning_optimizer.defaults = optimizer.defaults
+    assert optimizer.defaults == lightning_optimizer.defaults
+
     assert isinstance(lightning_optimizer, LightningOptimizer)
     assert isinstance(lightning_optimizer, Adam)
     assert isinstance(lightning_optimizer, Optimizer)
     lightning_dict = {}
     special_attrs = ["_accumulate_grad_batches", "_optimizer", "_optimizer_idx", "_support_closure",
-                     "_trainer"]
+                     "_trainer", "__getstate__", "__setstate__", "state_dict", "load_state_dict",
+                     "zero_grad", "__setstate__", "add_param_group"]
     for k, v in lightning_optimizer.__dict__.items():
         if k not in special_attrs:
             lightning_dict[k] = v
@@ -207,55 +224,6 @@ def test_state(tmpdir):
     assert optimizer.state == lightning_optimizer.state
 
 
-def test_lightning_optimizer_with_wrong_optimizer_interface(tmpdir):
-    class OptimizerWrapper(object):
-        def __init__(self, optimizer):
-            self.optim = optimizer
-            self.state_dict = self.optim.state_dict
-            self.load_state_dict = self.optim.load_state_dict
-            self.zero_grad = self.optim.zero_grad
-            self.add_param_group = self.optim.add_param_group
-            self.__setstate__ = self.optim.__setstate__
-            self.__getstate__ = self.optim.__getstate__
-            self.__repr__ = self.optim.__repr__
-
-        @property
-        def __class__(self):
-            return Optimizer
-
-        @property
-        def state(self):
-            return self.optim.state
-
-        @property
-        def param_groups(self):
-            return self.optim.param_groups
-
-        @param_groups.setter
-        def param_groups(self, value):
-            self.optim.param_groups = value
-
-        def step(self):
-            # wrongly defined step. Should contain closure
-            self.optim.step(closure=None)
-
-    class TestLightningOptimizerModel(BoringModel):
-
-        def configure_optimizers(self):
-            optimizer = torch.optim.Adam(self.parameters(), lr=0.1)
-            optimizer = OptimizerWrapper(optimizer)
-            return [optimizer]
-
-    model = TestLightningOptimizerModel()
-    trainer = Trainer(
-        default_root_dir=tmpdir,
-        max_epochs=1,
-        weights_summary=None,
-        log_every_n_steps=1,
-    )
-    trainer.fit(model)
-
-
 def test_lightning_optimizer_automatic_optimization(tmpdir):
     """
     Test lightning optimize works with make_optimizer_step in automatic_optimization