How to feed in output of a trained NN into another network that must be trained

Mayank_Jha: <p>Hi there,<br>
I want to train a NN using the output of another already trained NN.  I think I am not able to do it right. new to pytorch. kindly help.</p>
<p>In the code below, the already trained NN is called “model” (hence, usd in eval() mode), and the network to be trained is “modelFCNN” (a fully connected NN).</p>
<p>I have conctenated the output from already trained NN (called "model " in the code below),<br>
with another data coming in from data loader, but the trainning is very bizzare and I think the netowrk is not learning at all , although it shows loss in traning.</p>
<p>perhas, I am not back propagating the error in an appropriate manner.<br>
Any , and all help is welcome. I thank you very much.</p>
<p>Code is below:</p>
<p>First the hyperparameters are declared and FCNN network class is defined.</p>
<pre><code class="lang-auto">HP1 = {
    #'NUM_HIDDEN_NODES'    : 10 ,
    #'NUM_EXAMPLES'        : 5 ,
    'TRAIN_SPLIT'         : .8 ,
    'MINI_BATCH_SIZE'     : 500,#10*int((2/3)*(u_array_train.shape[1]+1)/4) ,
    'NUM_EPOCHS'          : 2000,
    'LEARNING_RATE'       : 5e-2 ,
    'LEARNING_RATE_DECAY' : 500 ,
    'WEIGHT_DECAY'        : 5e-4 ,
    'NUM_MOMENTUM'        : 0.9 ,
    'NUM_PATIENCE'        : 50 ,
    'SEED'                : 2018
}
def to_np(x):
    return x.data.cpu().numpy()

def to_var(x):
    #if torch.cuda.is_available():
        #x = x.cuda(async=async)
    return Variable(x)

# creat FCNN network and define all other parameters

#build neural network
class NetworkFCNN(nn.Module):
    def __init__(self,D_in,D_out):
        super().__init__()
        
        # Inputs to hidden layer linear transformation
        self.lin1 = nn.Linear(D_in, 100)
        self.lin2=nn.Linear(100,100)
        self.lin3=nn.Linear(100,100)
        # Output layer,
        self.output = nn.Linear(100, D_out)
        
        # Define sigmoid activation and softmax output 
        #self.tanh = F.tanh()
        
        
    def forward(self, x):# this is where the data flows in the network, respecting 
                         #sequence of layers in forward method is very important.
        # Pass the input tensor through each of our operations
        
        x = self.lin1(x)
        x = F.tanh(x)
        
        x = self.lin2(x)
        x = F.tanh(x)
        
        x = self.lin3(x)
        x = F.tanh(x)
        
        x = self.output(x)
        y = F.tanh(x)
        
        return y

criterion1 = torch.nn.MSELoss(size_average=False)
optimizer1 = torch.optim.Adam(model.parameters(), 
                            lr=HP1['LEARNING_RATE']) 
                            #momentum=HP['NUM_MOMENTUM'], 
                            #weight_decay=HP['WEIGHT_DECAY'], 
                            #)
scheduler = torch.optim.lr_scheduler.LambdaLR(optimizer1, lr_lambda=[epoch_smooth_decay])  # select the LR schedule

</code></pre>
<p>then, the data loaders are defined</p>
<pre><code class="lang-auto">train_set_ref=torch.utils.data.TensorDataset(torch.FloatTensor(R_k_train),torch.FloatTensor(R_k_plus_1_train))
train_loader_ref=torch.utils.data.DataLoader(train_set_ref,batch_size=HP1['MINI_BATCH_SIZE'],
                                         shuffle=False,pin_memory=True,num_workers=0)

</code></pre>
<p>then, the network training is done. please not that<br>
out put  from an already trained NN called "model " is to be concatenated with output of  FCNN (that is to be trained) .</p>
<p>The error is calculated between data from dataloader and output of the already trained NN “model”.<br>
This error is backpropagated to train FCNN.</p>
<p>I think  error is not being propagated correctly, or perhaps I should use detach(). please help.</p>
<pre><code class="lang-auto">
modelFCNN = NetworkFCNN(R_k_plus_1_train.shape[1], 1)

#weight intizalization routine (Xavier if batch normalisation is there int he netowrk, or else uniform)
glorot_weight_zero_bias(model=modelFCNN)


modelFCNN.train()
model.eval()

ref_train_losses = []
ref_valid_losses = []
ref_valid_score = []
ref_epochs=[]

#start = time.time()

#epoch_iter = tqdm(range(1, HP['NUM_EPOCHS'] + 1))
epoch_iter =range(1, HP1['NUM_EPOCHS'] + 1)

#for epoch in range(1, HP['NUM_EPOCHS'] + 1):

for epoch in epoch_iter:   
    #epoch_iter.set_description('Epoch')
    
    ref_epochs.append(epoch)
    
    #training over all batch data
    batch_idx, tloss_avg_ref,vloss_avg_ref = 0, 0,0
    for batch_idx, (data_rk, data_rk_plus1) in enumerate(train_loader_ref):
        #print (batch_idx)
        y_pred_ref = modelFCNN(to_var(data_rk_plus1)) # predict y based on x
        
        #print("y pred ref is")
        #print(y_pred_ref)
        
        # concatenate the tensor with the state vector along columns
        #sysnn_input = np.concatenate( (to_np(data_rk),to_np(y_pred_ref) ),axis=1)
        sysnn_input = torch.cat( (data_rk,y_pred_ref) ,dim=1)
        
        #print ("print concantenatd input tensor is")
        #print(sysnn_input)
        
        # now feed in this input to the trained sys NN model
        output_sys=model(to_var(sysnn_input))
        
        #print ("output of sys NN is ")
        #print(output_sys)
        
        #print ("data_rk_plus1 is ")
        #print(data_rk_plus1)
        
        #compute the loss 
        loss_FCNN = criterion(output_sys, to_var(data_rk_plus1)) # compute loss  
        #print ("loss is")
        #print(loss_FCNN)

        optimizer1.zero_grad() # clear gradients
        loss_FCNN.backward() # compute gradients
        optimizer1.step() # apply gradients

        tloss_avg_ref += loss_FCNN.item()

    tloss_avg_ref /= batch_idx+1
    ref_train_losses.append(tloss_avg_ref)
        
    print(" Epoch : %s , Train loss: %s " %(epoch,tloss_avg_ref))</code></pre>

ptrblck: <aside class="quote no-group" data-username="Mayank_Jha" data-post="1" data-topic="89651">
<div class="title">
<div class="quote-controls"></div>
<img loading="lazy" alt="" width="24" height="24" src="https://discuss.pytorch.org/letter_avatar_proxy/v4/letter/m/ecae2f/48.png" class="avatar"> Mayank_Jha:</div>
<blockquote>
<p>I have conctenated the output from already trained NN (called "model " in the code below),<br>
with another data coming in from data loader,</p>
</blockquote>
</aside>
<p>That’s not the case in the posted code snippet.<br>
You are directly passing the output (<code>output_sys</code>) of the trained <code>model</code> to the criterion and use this loss to calculate the gradients.<br>
In the code snippet the output of <code>modelFCNN</code>, which is supposed to be trained, is concatenated with the data from the <code>DataLoader</code>.<br>
Is this an error in the code or in the description?</p>

Mayank_Jha: <p>Thank you for the message. Yes, I made error in the description.  I feed in one of the  data from loader into FCNN (to be trained) network . Then ,  concatenate its output with another data from data loader, and feed the concatenated one to the  “model” (which is trained). The output from “model” is used to calculate error . This error is to be backpropagated through (FCNN).<br>
Again, thanks a lot for your precious time here.</p>

ptrblck: <p>Thanks for the update.<br>
In that case the code should be working find.<br>
You could disable the gradient calculation for <code>model</code> by setting the <code>.requires_grad</code> attribute of all parameters to <code>False</code>, but this shouldn’t change the overall work flow.</p>
<p>To make sure the <code>modelFCNN</code> is getting valid gradients, you could check them after the <code>backward()</code> call via:</p>
<pre><code class="lang-python">for name, param in modelFCNN.named_parameters():
    print(name, param.grad)
</code></pre>
<p>If you are seeing any <code>None</code> gradients, this would mean that this particular parameter doesn’t get valid gradients and there might be a bug in the code.</p>

Mayank_Jha: <p>thank you.<br>
Indeed, when I apply the code proposed above by you, I see none in all parameters.  cannot see yet, where shud be a bug.<br>
<div class="lightbox-wrapper"><a class="lightbox" href="https://discuss.pytorch.org/uploads/default/original/3X/c/7/c717500092766edaedc95bf658bfee9b67f093a3.png" data-download-href="https://discuss.pytorch.org/uploads/default/c717500092766edaedc95bf658bfee9b67f093a3" title="Screenshot_2020-07-19 dynamical_sysId_concatenate_FCNN3 - Jupyter Notebook"><img src="https://discuss.pytorch.org/uploads/default/original/3X/c/7/c717500092766edaedc95bf658bfee9b67f093a3.png" alt="Screenshot_2020-07-19 dynamical_sysId_concatenate_FCNN3 - Jupyter Notebook" data-base62-sha1="speXJstPBsmGXeQOzINGtSMrcfF" width="690" height="184" data-dominant-color="F8F8F8"><div class="meta"><svg class="fa d-icon d-icon-far-image svg-icon" aria-hidden="true"><use href="#far-image"></use></svg><span class="filename">Screenshot_2020-07-19 dynamical_sysId_concatenate_FCNN3 - Jupyter Notebook</span><span class="informations">704×188 3.61 KB</span><svg class="fa d-icon d-icon-discourse-expand svg-icon" aria-hidden="true"><use href="#discourse-expand"></use></svg></div></a></div></p>

Mayank_Jha: <p>the way I declared my optimizers adn criterion is this :<br>
please let me know if I make a mistake here?</p>
<pre><code class="lang-auto">criterion1 = torch.nn.MSELoss(size_average=False)
optimizer1 = torch.optim.Adam(modelFCNN.parameters(), 
                            lr=HP1['LEARNING_RATE']) 
                            #momentum=HP['NUM_MOMENTUM'], 
                            #weight_decay=HP['WEIGHT_DECAY'], 
                            #)
scheduler = torch.optim.lr_scheduler.LambdaLR(optimizer1, lr_lambda=[epoch_smooth_decay])  # select the</code></pre>

Mayank_Jha: <p>finally, the code for training looks like this. but the loss does not move at all and all parameters show NONe. i have absolutly no idea , what wrong m i doing.</p>
<pre><code class="lang-auto">modelFCNN = NetworkFCNN(R_k_plus_1_train.shape[1], 1)

#weight intizalization routine (Xavier if batch normalisation is there int he netowrk, or else uniform)
glorot_weight_zero_bias(model=modelFCNN)

criterion1 = torch.nn.MSELoss()
optimizer1 = torch.optim.Adam(modelFCNN.parameters(), 
                            lr=HP1['LEARNING_RATE']) 
                            #momentum=HP['NUM_MOMENTUM'], 
                            #weight_decay=HP['WEIGHT_DECAY'], 
                            #)
#scheduler1 = torch.optim.lr_scheduler.LambdaLR(optimizer1, lr_lambda=[epoch_smooth_decay])  
# select the LR schedule


modelFCNN.train()
model.eval()

ref_train_losses = []
ref_valid_losses = []
ref_valid_score = []
ref_epochs=[]

#start = time.time()

#epoch_iter = tqdm(range(1, HP['NUM_EPOCHS'] + 1))
epoch_iter =range(1, HP1['NUM_EPOCHS'] + 1)

#for epoch in range(1, HP['NUM_EPOCHS'] + 1):

for epoch in epoch_iter:   
    #epoch_iter.set_description('Epoch')
    
    ref_epochs.append(epoch)
    
    #training over all batch data
    batch_idx_ref, tloss_avg_ref,vloss_avg_ref = 0, 0,0
    for batch_idx_ref, (data_rk, data_rk_plus1) in enumerate(train_loader_ref):
        #print (batch_idx)
        y_pred_ref = modelFCNN(to_var(data_rk_plus1)) # predict y based on x
        
        

        
        # concatenate the tensor with the state vector along columns
        #sysnn_input = np.concatenate( (to_np(data_rk),to_np(y_pred_ref) ),axis=1)
        sysnn_input = torch.cat( (data_rk,y_pred_ref) ,dim=1)

        
        # now feed in this input to the trained sys NN model
        output_sys=model(to_var(sysnn_input))

        
        #compute the loss 
        loss_FCNN = criterion1(output_sys, to_var(data_rk_plus1)) # compute loss  


        optimizer1.zero_grad() # clear gradients
        loss_FCNN.backward() # compute gradients
        optimizer1.step() # apply gradients

        tloss_avg_ref += loss_FCNN.item()

    tloss_avg_ref /= batch_idx+1
    ref_train_losses.append(tloss_avg_ref)
        
    print(" Epoch : %s , Train loss: %s " %(epoch,tloss_avg_ref))</code></pre>

ptrblck: <p>I assume you have checked the <code>.grad</code> attributes after the first <code>backward</code> call?<br>
If so, could you post an executable minimal code snippet, so that we could debug it?</p>

Mayank_Jha: <p>hi, thank you very much .<br>
here are the essential code with essential functions.</p>
<ol>
<li>data and training of “model” (no debugging required)</li>
</ol>
<pre><code class="lang-auto">
import matplotlib.pyplot as plt
#from IPython.display import display, Markdown, Latex

import numpy as np
import math, random
import pandas as pd
from pandas import DataFrame

from tqdm import tqdm

import torch
import torch.nn as nn
import torch.nn.functional as F
from torch.autograd import Variable
import torch.nn.init as init
import torch.utils.data
import torch.optim 
from torch.optim import lr_scheduler

from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics import r2_score

from scipy.signal import gausspulse
%matplotlib notebook
import numpy as np
import matplotlib.pyplot as plt

#%matplotlib inline
#import mpld3
#mpld3.enable_notebook()

J = 0.001;b = 0.1;K = 0.01;R = 1;L = 0.5;
#A = [-b/J   K/J , 
     #-K/L   -R/L];
#B = [0 1/L];
#C = [1   0];D = 0;

# define the continuous-time system matrices

A=np.matrix([[-b/J, K/J],[- K/L, -R/L]])
B=np.matrix([[0],[1/L]])
C=np.matrix([[1, 0]])
amp=10

#define an initial state for simulation
#x0=np.random.rand(2,1)
x0=np.array([[0],[0]])

#define the number of time-samples used for the simulation 
#and the sampling time for the discretization

time_tot=50
sampling=0.1
time=int(time_tot /sampling)

min_u=1
max_u=10
step_u=1


##########define an input sequence for the simulation
#input voltage

tt= np.arange(0, time, 1)

freq_sin=0.05
freq_sin_val=0.05


in_seq=1*np.sin((freq_sin)*tt)
#in_seq=amp*np.ones(time)

#input_seq=np.random.rand(time,1)
#in_seq=amp*np.random.rand(time,1)
#in_seq=amp*np.ones(time)

#print(in_seq)
%matplotlib notebook
plt.plot(in_seq)
plt.title("in seq chosen for system simulation")
plt.show()

0#####calculate the discrete system using Euler mathod
# the following function simulates the state-space model using the backward Euler method
# the input parameters are:
#    -- A,B,C              - continuous time system matrices 
#    -- initial_state      - the initial state of the system 
#    -- time_steps         - the total number of simulation time steps 
#    -- sampling_perios    - the sampling period for the backward Euler discretization 
# this function returns the state sequence and the output sequence
# they are stored in the vectors Xd and Yd respectively

def simulate(A,B,C,initial_state,input_sequence, time_steps,sampling_period):
    from numpy.linalg import inv
    
    I=np.identity(A.shape[0]) # this is an identity matrix
    Ad=inv(I-sampling_period*A)
    Bd=Ad*sampling_period*B
    
    Xd=np.zeros(shape=(A.shape[0],time_steps+1))
    Yd=np.zeros(shape=(C.shape[0],time_steps+1))
    
    for i in range(0,time_steps):
       if i==0:
           Xd[:,[i]]=initial_state
           Yd[:,[i]]=C*initial_state
           x=Ad*initial_state+Bd*input_sequence[i]
       else:
           Xd[:,[i]]=x
           Yd[:,[i]]=C*x
           x=Ad*x+Bd*input_sequence[i]
    Xd[:,[-1]]=x
    Yd[:,[-1]]=C*x
    return Xd, Yd
    
state,output=simulate(A,B,C,x0,in_seq, time ,sampling)    
print(state.shape)
%matplotlib notebook
plt.figure(2)
plt.title("state trajectory with chosen input")
plt.plot(state[1])
plt.show()
#XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX   Training data XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

######################## creat stacked input profiles #####################
input_mag_train=np.arange(min_u,max_u,step_u)
u_len_train=input_mag_train.shape[0]
print("u_len_train is:" ), print(u_len_train)

tt= np.arange(0, time, 1)


u_train=[]
for i in input_mag_train:
    #u1_train=i*np.ones(time)
    u1_train=i*np.sin((freq_sin)*tt)
    #print(u1_train)
    u_train.append(u1_train)
u_array_train=np.array(u_train)
####################################################################
print("u train shape is:"),print(u_array_train.shape)
print("u train is:"),print(u_array_train)




############################creat statcked state data ################################
#state_train=[]
#output=[]
ss_train=[]

for j in range(0,u_array_train.shape[0]):
    
    #choose the input profile
    #in_seq=amp*np.ones(time)
    input_seq_train=u_array_train[j,:]
    
    #intial condtions
    x0=np.array([[0],[0]])
    x0_train=x0
    
    state_train,output=simulate(A,B,C,x0_train,input_seq_train, time ,sampling)
    #state_train.append(state_train)
    #output=output.append(output)
    #print("state train is: "),print(state_train)
    state_train.tolist()
    #print("ss is:"),print(ss)
    ss_train.append(state_train)
    
    #print ("appedde list is:", ss )

#convert the list into array
ss_train_array=np.array(ss_train)
#print('ss array train is  dim:(u_len, no of states, time length+1)): '),print(ss_train_array)

m1=ss_train_array[0,0,:].reshape(-1,1)
m2=ss_train_array[0,1,:].reshape(-1,1)
m12=np.concatenate((m1,m2),axis=1)
#print("m12 at begining :"),print(m12)
for j in range(1,u_array_train.shape[0]):
    a1=ss_train_array[j,0,:].reshape(-1,1)
    a2=ss_train_array[j,1,:].reshape(-1,1)
    a12=np.concatenate((a1,a2),axis=1)
    m12=np.concatenate((m12,a12),axis=0)
    #print("a12 is :"),print(a12)
print("m12 is :"),print(m12)
# m12 is the state vector cocatenated and arranged as desired 
# fiirst colum is x1, coulomn 2 is x2, and column 3 is input trajectory

#m12 is the x_var with column 1 and 2. 
# the data must be transformed here (standardised)
#the scaler is defined and fit (one and one time only) to the train set
#this same scaler should be fit on all future datasets including the test and validation 

#defining the scaler
scaler=MinMaxScaler(feature_range=(-1,1))
# fit and transform the X-train set
m12=scaler.fit_transform(m12)


#cocatenate zeros in fron of u vector 
zeros_to_add=np.zeros(shape=(int((max_u-min_u)/step_u),1 ))
um=np.concatenate((zeros_to_add,u_array_train),axis=1)
# cretae the colum vector of control inputs.
cc=um.reshape(-1,1)


print ("u array train is", u_array_train)
#print ("u array train transformed is",scaler.transform(u_array_train))


# concatenate with the state vector
X_train=np.concatenate((m12,cc),axis=1)



# now, use X-train to creat Y-train or target for the NN

#create Y-train from here
# tot hat end, first remove the first row of X-train
test= np.delete(X_train, 0, axis=0)
#then remove the 3rd column of X_train
Y_train1= np.delete(test, 2, axis=1)
#fnally to assure that train and test set have equal length, remove the last row of X-train
X_train1= np.delete(X_train, (X_train.shape[0]-1), axis=0)

print("X_train1 shape is :"), print(X_train1.shape)
print("Y_train1 shape is :"), print(Y_train1.shape)

print("X_train1:"), print(X_train1)
print("Y_train1 :"), print(Y_train1)

%matplotlib notebook
plt.figure()
plt.title("training state trajectory with chosen input")
plt.plot(X_train1)
plt.show()



#hyper parameters for NN network
#setting the hyperparameters
HP = {
    #'NUM_HIDDEN_NODES'    : 10 ,
    #'NUM_EXAMPLES'        : 5 ,
    'TRAIN_SPLIT'         : .8 ,
    'MINI_BATCH_SIZE'     : 500,#10*int((2/3)*(u_array_train.shape[1]+1)/4) ,
    'NUM_EPOCHS'          : 300,
    'LEARNING_RATE'       : 5e-3 ,
    'LEARNING_RATE_DECAY' : 500 ,
    'WEIGHT_DECAY'        : 5e-4 ,
    'NUM_MOMENTUM'        : 0.9 ,
    'NUM_PATIENCE'        : 50 ,
    'SEED'                : 2018
}
np.random.seed(HP['SEED'])
torch.manual_seed(HP['SEED'])

#some essential fucntions that are used throughout
def to_np(x):
    return x.data.cpu().numpy()

def to_var(x, async=False):
    if torch.cuda.is_available():
        x = x.cuda(async=async)
    return Variable(x)

####### XXXXXXXXXXXXXXXXXX  Test data  XXXXXXXXXXXXXXXXXXXXXXXXXXXXX
######################## creat stacked input profiles #####################
freq_sin_test=0.05


min_u_test=1
max_u_test=2
step_u_test=1

input_mag_test=np.arange(min_u_test,max_u_test,step_u_test)
u_len_test=input_mag_test.shape[0]



#input_mag_test= np.arange(0, time, sampling)
#u_len_test=input_mag_test.shape[0]
u_test=[]
#time axis for sinus wave creat
tt= np.arange(0, time, 1)

for i in input_mag_test:
    #u1_test=i*(np.cos((freq_sin_test)*tt)*np.sin((freq_sin_test)*tt))
    #u1_test=i*np.ones(time)
    #u1_test=i*np.sin((0.1)*input_mag_test)
    #u1_test=i*np.random.rand(time,1)
    u1_test=i*np.sin((freq_sin_test)*tt)
    u_test.append(u1_test)

u_array_test=np.array(u_test)
#print('uarray is'),print(u_array_test)
####################################################################


#######creat statcked state data ################################
#state_train=[]
#output=[]
ss_test=[]

for j in range(0,u_array_test.shape[0]):
    
    #choose the input profile
    #in_seq=amp*np.ones(time)
    input_seq_test=u_array_test[j,:]
    
    #intial condtions
    x0=np.array([[0],[0]])
    x0_test=x0
    
    state_test,output=simulate(A,B,C,x0_test,input_seq_test, time ,sampling)
    #state_train.append(state_train)
    #output=output.append(output)
    #print("state train is: "),print(state_train)
    state_test.tolist()
    #print("ss is:"),print(ss)
    ss_test.append(state_test)
    
    #print ("appedde list is:", ss )

#convert the list into array
ss_test_array=np.array(ss_test)
#print('array ssnp is  dim:(u_len, no of states, time length+1)): '),print(ss_test_array)


#### creating the cocatenated arrays for vlaidation data

m1=ss_test_array[0,0,:].reshape(-1,1)
m2=ss_test_array[0,1,:].reshape(-1,1)
m12t=np.concatenate((m1,m2),axis=1)
#print("m12 at begining :"),print(m12)

for j in range(1,u_array_test.shape[0]):
    a1=ss_test_array[j,0,:].reshape(-1,1)
    a2=ss_test_array[j,1,:].reshape(-1,1)
    a12=np.concatenate((a1,a2),axis=1)
    m12t=np.concatenate((m12t,a12),axis=0)
    #print("a12 is :"),print(a12)
    #print("m12 is :"),print(m12)
# m12 is the state vector cocatenated and arranged as desired 
# fiirst colum is x1, coulomn 2 is x2, and column 3 is input trajectory

#m12t is the x_var with column 1 and 2. 
# the data must be transformed here (standardised)
#the scaler is defined and fit (one and one time only) to the train set
#this same scaler should be fit on all future datasets including the test and validation 


# fit and transform the X-val set
m12t=scaler.transform(m12t)





#cocatenate zeros in fron of u vector
zeros_to_add_test=np.zeros(shape=(int((max_u_test-min_u_test)/step_u_test),1 ))
um=np.concatenate((zeros_to_add_test,u_array_test),axis=1)
# cretae the colum vector of control inputs.
cc=um.reshape(-1,1)

# concatenate with the state vector
X_test=np.concatenate((m12t,cc),axis=1)

#create Y-train from here
# tot hat end, first remove the first row of X-train
test= np.delete(X_test, 0, axis=0)
#then remove the 3rd column of X_train
Y_test1= np.delete(test, 2, axis=1)
#fnally to assure that train and test set have equal length, remove the last row of X-train
X_test1= np.delete(X_test, (X_test.shape[0]-1), axis=0)

print("X_test1 shape is :"), print(X_test1.shape)
print("Y_test1 shape is :"), print(Y_test1.shape)
       

%matplotlib notebook
plt.figure()
plt.title("test X trajectory with chosen input")
plt.plot(X_test1)
plt.show()
    
plt.figure()
plt.title("test Y trajectory with chosen input")
plt.plot(Y_test1)
plt.show()
    
    
#print ("ssnp_val was:"), print(ss_val_array)        
#print("X_test is:"),print(X_test1)
#print("Y test is :"),print(Y_test1) 
#print(X_test1.shape),print(Y_test1.shape)



# finally construct the test oader for pytorch
#test_x, test_y=x_data[test_idx],y_data[test_idx]
test_set=torch.utils.data.TensorDataset(torch.FloatTensor(X_test1),torch.FloatTensor(Y_test1))
test_loader=torch.utils.data.DataLoader(test_set,batch_size=HP['MINI_BATCH_SIZE'],
                                        shuffle=False,
                                        pin_memory=True, num_workers=0)


# creat training set compising of both x and y
train_set=torch.utils.data.TensorDataset(torch.FloatTensor(X_train1),torch.FloatTensor(Y_train1))
train_loader=torch.utils.data.DataLoader(train_set,batch_size=HP['MINI_BATCH_SIZE'],
                                         shuffle=True,pin_memory=True,num_workers=0)




#build neural network strucutre
class Network(nn.Module):
    def __init__(self,D_in,D_out):
        super().__init__()
        
        # Inputs to hidden layer linear transformation
        self.lin1 = nn.Linear(D_in, 100)
        self.lin2=nn.Linear(100,100)
        self.lin3=nn.Linear(100,100)
        # Output layer,
        self.output = nn.Linear(100, D_out)
        
        # Define sigmoid activation and softmax output 
        #self.tanh = F.tanh()
        
        
    def forward(self, x):# this is where the data flows in the network, respecting 
                         #sequence of layers in forward method is very important.
        # Pass the input tensor through each of our operations
        
        x = self.lin1(x)
        x = F.tanh(x)
        
        x = self.lin2(x)
        x = F.tanh(x)
        
        x = self.lin3(x)
        x = F.tanh(x)
        
        x = self.output(x)
        y = F.tanh(x)
        
        return y

model = Network(X_train1.shape[1], Y_train1.shape[1])

criterion = torch.nn.MSELoss(size_average=False)
optimizer = torch.optim.SGD(model.parameters(), 
                            lr=HP['LEARNING_RATE']) 
                            #momentum=HP['NUM_MOMENTUM'], 
                            #weight_decay=HP['WEIGHT_DECAY'], 
                            #)
model.train()

train_losses = []
valid_losses = []
valid_score = []
epochs=[]

#start = time.time()

#epoch_iter = tqdm(range(1, HP['NUM_EPOCHS'] + 1))
epoch_iter =range(1, HP['NUM_EPOCHS'] + 1)

#for epoch in range(1, HP['NUM_EPOCHS'] + 1):

for epoch in epoch_iter:   
    #epoch_iter.set_description('Epoch')
    
    epochs.append(epoch)
    
    #training over all batch data
    batch_idx, tloss_avg,vloss_avg = 0, 0,0
    for batch_idx, (data, target) in enumerate(train_loader):
        y_pred = model(to_var(data)) # predict y based on x
        
        #print("y pred at epoch number %s is: %s" %(epoch,y_pred)),#, print(y_pred)
        #print("target is:"), print(to_var(target))
        loss = criterion(y_pred, to_var(target)) # compute loss

        optimizer.zero_grad() # clear gradients
        loss.backward() # compute gradients
        optimizer.step() # apply gradients

        tloss_avg += loss.item()

    tloss_avg /= batch_idx+1
    train_losses.append(tloss_avg)
    print(" Epoch : %d , Train loss: %d " %(epoch,tloss_avg))   
    
    
#####################   test the trained model   ########################
model.eval()
y_pred = []
for data, target in test_loader:
    
    output = model(to_var(data))
    to_np(output)
    #print ("another")
    y_pred.append(to_np(output))

y_pred = np.array(y_pred)


# intialize and put all the componets of y_pred in a 
# single 2 column array

# intializing
Y_pred1=y_pred[0]

for i in range (1,y_pred.shape[0]):
    Y_pred1=np.concatenate((Y_pred1,y_pred[i]),axis=0)
print("Y_pred1 shape is :",Y_pred1.shape)


####### plotting the figure ###########
%matplotlib notebook
plt.figure(figsize=(7,6))
plt.plot(Y_test1[:,0],label='Test speed', color='r')
plt.plot(Y_pred1[:,0],label='Predicted speed', color='k')

plt.plot(Y_pred1[:,1],label='Predicted current', color='g')
plt.plot(Y_test1[:,1],label='Test current', color='b')

plt.title("Prediction and True Values")
plt.xlabel("Indexes");
plt.ylabel("Amplitude");
plt.grid(True)
plt.legend(loc='upper right');

from numpy import linalg as LA
error=Y_pred1-Y_test1
#print(error)
# this is the measure of the prediction performance in percents
error_percentage=LA.norm(error,2)/LA.norm(Y_test1,2)*100
print("Error percentage is",error_percentage)
</code></pre>
<p>then, data generation for training of “modelFCNN”</p>
<pre><code class="lang-auto">################## training FCNN using trained NN "model" ############################
################ this section describes data preparation, 
################ should be skipped for debugging        #######################



%matplotlib notebook
import numpy as np
import matplotlib.pyplot as plt


#first prepare the u_ref to generate r_k+1 and r_k

min_u2_train   = 1
max_u2_train   = 3
step_u2_train  = 1

ref_mag_train   =  np.arange(min_u2_train,max_u2_train,step_u2_train)
ref_u_len       =  ref_mag_train.shape[0]
print(ref_u_len)

ref_tot_time = 60
ref_time     =  int(ref_tot_time /0.1)# sampling)

ref_tt       =  np.arange(0, ref_time, 1)
ref_freq_sin =  0.03

ref_u_train  = []

for i in ref_mag_train:
    #u1_train=i*np.ones(ref_tt)
    ref_u1_train=i*np.sin((ref_freq_sin)*ref_tt)
    #print(u1_train)
    ref_u_train.append(ref_u1_train)
ref_u_array_train=np.array(ref_u_train)
####################################################################
#print("ref_u_train is %s" %(ref_u_array_train))

print("ref_time is %s" %(ref_time))
#

###########################creat statcked state data ################################
ref_ss_train=[] #ref ss is the r_k  and r_k+1 will be created from it later. 

for j in range(0,ref_u_array_train.shape[0]):
    
    #choose the input profile
    #in_seq=amp*np.ones(time)
    input_seq_train=ref_u_array_train[j,:]
    
    #intial condtions
    x0=np.array([[0],[0]])
    x0_train=x0
    
    state_train,output=simulate(A,B,C,x0_train,input_seq_train, ref_time ,sampling)
    #state_train.append(state_train)
    #output=output.append(output)
    #print("state train is: "),print(state_train)
    state_train.tolist()
    #print("ss is:"),print(ss)
    ref_ss_train.append(state_train)
    
    #print ("appedde list is:", ss )

#convert the list into array
ref_ss_train_array=np.array(ref_ss_train)
#print('array ssnp is  dim:(u_len, no of states, time length+1)): '),print(ss_train_array)

#print ("ref_ss_train_array is %s" 
#      %(ref_ss_train_array))

##################### DATA FORMATTING for ref_X-train (r_k) and ref_Y-train (r_k+1)##########################
#here, the -previously cre
m1=ref_ss_train_array[0,0,:].reshape(-1,1)
m2=ref_ss_train_array[0,1,:].reshape(-1,1)
m12r=np.concatenate((m1,m2),axis=1)
#print("m12r at begining :"),print(m12r)
for j in range(1,ref_u_array_train.shape[0]):
    a1=ref_ss_train_array[j,0,:].reshape(-1,1)
    a2=ref_ss_train_array[j,1,:].reshape(-1,1)
    a12=np.concatenate((a1,a2),axis=1)
    m12r=np.concatenate((m12r,a12),axis=0)
    #print("a12 is :"),print(a12)

# fit and transform the X-train set
R_k=scaler.transform(m12r)


#create Y-train from here
# tot that end, first remove the first row of X-train

R_k_plus_1_train     =    np.delete(R_k, 0, axis=0)

#print ("R_k_plus1_train is %s" %(R_k_plus_1_train))

#fnally to assure that train and test set have equal length, remove the last row of R_k
R_k_train= np.delete(R_k, (R_k.shape[0]-1), axis=0)

#print ("R_k train is %s" %(R_k_train))
print("R_k_train shape is :"), print(R_k_train.shape)
print("R_k_plus1_train shape is :"), print(R_k_plus_1_train.shape)


%matplotlib notebook
plt.figure(103)
plt.plot(R_k_train,label='Rk train train', color='r')
plt.plot(R_k_plus_1_train,label='rk +1 train', color='b')
#plt.plot(X_test1[:,2],label='command test', color='k')
plt.title("rk and rk+1 train data")
plt.xlabel("time indexes");
plt.ylabel("amplitude");
plt.grid(True)
plt.legend(loc='upper right');
plt.show()

</code></pre>
<p>then, hyper parameters and sructure of to be trained model FCNN</p>
<pre><code class="lang-auto">
####################### declaring NN hyper parameters and NN strucutre
HP1 = {
    #'NUM_HIDDEN_NODES'    : 10 ,
    #'NUM_EXAMPLES'        : 5 ,
    'TRAIN_SPLIT'         : .8 ,
    'MINI_BATCH_SIZE'     : 500,#10*int((2/3)*(u_array_train.shape[1]+1)/4) ,
    'NUM_EPOCHS'          : 100,
    'LEARNING_RATE'       : 5e-2 ,
    'LEARNING_RATE_DECAY' : 500 ,
    'WEIGHT_DECAY'        : 5e-4 ,
    'NUM_MOMENTUM'        : 0.9 ,
    'NUM_PATIENCE'        : 50 ,
    'SEED'                : 2018
}


# creat FCNN network and define all other parameters

#build neural network
class NetworkFCNN(nn.Module):
    def __init__(self,D_in,D_out):
        super().__init__()
        
        # Inputs to hidden layer linear transformation
        self.lin1 = nn.Linear(D_in, 100)
        self.lin2=nn.Linear(100,100)
        self.lin3=nn.Linear(100,100)
        # Output layer,
        self.output = nn.Linear(100, D_out)
        
        # Define sigmoid activation and softmax output 
        #self.tanh = F.tanh()
        
        
    def forward(self, x):# this is where the data flows in the network, respecting 
                         #sequence of layers in forward method is very important.
        # Pass the input tensor through each of our operations
        
        x = self.lin1(x)
        x = F.relu(x)
        
        x = self.lin2(x)
        x = F.relu(x)
        
        x = self.lin3(x)
        x = F.relu(x)
        
        x = self.output(x)
        y = F.tanh(x)
        
        return y

# creat training set compising of both x and y
train_set_ref=torch.utils.data.TensorDataset(torch.FloatTensor(R_k_train),torch.FloatTensor(R_k_plus_1_train))
train_loader_ref=torch.utils.data.DataLoader(train_set_ref,batch_size=HP1['MINI_BATCH_SIZE'],
                                         shuffle=True,pin_memory=True,num_workers=0)


################ finally training the FCNN using the 
#################output from already trained "model" #########################
modelFCNN = NetworkFCNN(R_k_plus_1_train.shape[1], 1)



criterion1 = torch.nn.MSELoss()
optimizer1 = torch.optim.Adam(modelFCNN.parameters(), 
                            lr=HP1['LEARNING_RATE']) 
                            #momentum=HP['NUM_MOMENTUM'], 
                            #weight_decay=HP['WEIGHT_DECAY'], 
                            #)
#scheduler1 = torch.optim.lr_scheduler.LambdaLR(optimizer1, lr_lambda=[epoch_smooth_decay])  
# select the LR schedule




</code></pre>
<p>finally, the part that needs debugging, taining of FCNN using already trained “model”</p>
<pre><code class="lang-auto">modelFCNN.train()
model.eval()

ref_train_losses = []
ref_valid_losses = []
ref_valid_score = []
ref_epochs=[]

#start = time.time()

#epoch_iter = tqdm(range(1, HP['NUM_EPOCHS'] + 1))
epoch_iter =range(1, HP1['NUM_EPOCHS'] + 1)

#for epoch in range(1, HP['NUM_EPOCHS'] + 1):

for epoch in epoch_iter:   
    #epoch_iter.set_description('Epoch')
    
    ref_epochs.append(epoch)
    
    #training over all batch data
    batch_idx_ref, tloss_avg_ref,vloss_avg_ref = 0, 0,0
    for batch_idx_ref, (data_rk, data_rk_plus1) in enumerate(train_loader_ref):
        #print (batch_idx)
        y_pred_ref = modelFCNN(to_var(data_rk_plus1)) # predict y based on x
        
        

        
        # concatenate the tensor with the state vector along columns
        #sysnn_input = np.concatenate( (to_np(data_rk),to_np(y_pred_ref) ),axis=1)
        sysnn_input = torch.cat( (data_rk,y_pred_ref) ,dim=1)

        
        # now feed in this input to the trained sys NN model
        output_sys=model(to_var(sysnn_input))

        
        #compute the loss 
        loss_FCNN = criterion1(output_sys, to_var(data_rk_plus1)) # compute loss  


        optimizer1.zero_grad() # clear gradients
        loss_FCNN.backward() # compute gradients
        optimizer1.step() # apply gradients

        tloss_avg_ref += loss_FCNN.item()

    tloss_avg_ref /= batch_idx+1
    ref_train_losses.append(tloss_avg_ref)
        
    print(" Epoch : %s , Train loss: %s " %(epoch,tloss_avg_ref))
</code></pre>
<p>morever, i have NOT explicitely put</p>
<pre><code class="lang-auto">requires_grad=True
</code></pre>
<p>with any input, I assume it is so by default, when passing as Variable?</p>

ptrblck: <p>Thanks for the code.<br>
Using your code and just passing some random values into the models, I can get valid gradients in both models:</p>
<pre><code class="lang-python">model = Network(2, 2)
modelFCNN = NetworkFCNN(2, 1)
criterion1 = torch.nn.MSELoss()
    
data = torch.randn(1, 2)
y_pred_ref = modelFCNN(data)

# concatenate the tensor with the state vector along columns
sysnn_input = torch.cat((torch.rand_like(y_pred_ref), y_pred_ref), dim=1)

# now feed in this input to the trained sys NN model
output_sys=model(sysnn_input)

#compute the loss 
loss_FCNN = criterion1(output_sys, data)

loss_FCNN.backward() # compute gradients

# check gradients
for name, param in model.named_parameters():
    print(name, param.grad.abs().sum())

for name, param in modelFCNN.named_parameters():
    print(name, param.grad.abs().sum())
</code></pre>
<p>Unfortunately, your code isn’t executable in the current form, so could you compare my code snippet to your training?</p>

Mayank_Jha: <p>hi, thank you for you snippet code. In fact I removed Variable (x) from each line and I get gradients as well as it is training well.<br>
thank you again, very much for having spent time on my code and for your precious help<br>
regards and thanks.</p>