Epoch level scheduler is not well called except check_val_every_n_epoch == 1
🐛 Bug

Please reproduce using the BoringModel
Run the following colab link.
You can see multi-step lr scheduler is only called at validation epoch (i.e. 4 - check_val_every_epoch is set as 4) even I set milestones as [1,2,3,4]. I set scheduler attribute as verbose=True to show changed lr_rates.
If check_val_every_epoch is set as 1, scheduler "setup()" after train epoch seems well called.

https://colab.research.google.com/drive/1IqgyIU6EsCTk1y1_xH6VIEdpDsoMyPyt?usp=sharing
To Reproduce
Use following BoringModel and post here
Result :
GPU available: True, used: False
TPU available: None, using: 0 TPU cores
/usr/local/lib/python3.7/dist-packages/pytorch_lightning/utilities/distributed.py:51: UserWarning: GPU available but not used. Set the --gpus flag when calling the script.
warnings.warn(*args, **kwargs)
Adjusting learning rate of group 0 to 1.0000e-01. --> Initial lr set verbose
| Name  | Type   | Params
0 | layer | Linear | 66
66        Trainable params
0         Non-trainable params
66        Total params
0.000     Total estimated model params size (MB)
Validation sanity check: 0%
0/2 [00:00<?, ?it/s]
Epoch 4: 48%
300/626 [00:00<00:00, 374.57it/s, loss=3.06e-14, v_num=0]
Validating:
0/0 [00:00<?, ?it/s]
Adjusting learning rate of group 0 to 1.0000e-02. --> Incorrect outcome - should be called at every epoch since milestones are set as [1,2,3,4]
Testing: 100%
313/313 [00:00<00:00, 777.17it/s]

DATALOADER:0 TEST RESULTS
{'fake_test_acc': 3.062137267926049e-14}
Expected behavior
Should lr scheulder step is called after train epoch end if interval is set as epoch
Environment
Note: Bugs with code are solved faster ! Colab Notebook should be made public !


IDE: Please, use our python bug_report_model.py template.


Colab Notebook: Please copy and paste the output from our environment collection script (or fill out the checklist below manually).


You can get the script and run it with:
wget https://raw.githubusercontent.com/PyTorchLightning/pytorch-lightning/master/tests/collect_env_details.py
# For security purposes, please check the contents of collect_env_details.py before running it.
python collect_env_details.py


CUDA:

GPU:

Tesla K80


available:         True
version:           10.1


Packages:

numpy:             1.19.5
pyTorch_debug:     False
pyTorch_version:   1.8.0+cu101
pytorch-lightning: 1.2.4
tqdm:              4.41.1


System:

OS:                Linux
architecture:

64bit



processor:         x86_64
python:            3.7.10
version:           #1 SMP Thu Jul 23 08:00:38 PDT 2020



Additional context