Gradient clipping with torch.cuda.amp

derJaeger: <p>Hi there,<br>
I am not sure how gradient clipping should be used with torch.cuda.amp. Right now, when I include the line clip_grad_norm_(model.parameters(), 12) the loss does not decrease anymore. This is probably just me getting something wrong but I could not find any documentation about hot it should be used.</p>
<p>Here is a fully working example based on the pytorch mnist example:</p>
<pre><code class="lang-python">
from __future__ import print_function
import argparse
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
from torch.cuda.amp import GradScaler, autocast
from torch.nn.utils import clip_grad_norm_
from torchvision import datasets, transforms
from torch.optim.lr_scheduler import StepLR


class Net(nn.Module):
    def __init__(self):
        super(Net, self).__init__()
        self.conv1 = nn.Conv2d(1, 32, 3, 1)
        self.conv2 = nn.Conv2d(32, 64, 3, 1)
        self.dropout1 = nn.Dropout2d(0.25)
        self.dropout2 = nn.Dropout2d(0.5)
        self.fc1 = nn.Linear(9216, 128)
        self.fc2 = nn.Linear(128, 10)

    def forward(self, x):
        x = self.conv1(x)
        x = F.relu(x)
        x = self.conv2(x)
        x = F.relu(x)
        x = F.max_pool2d(x, 2)
        x = self.dropout1(x)
        x = torch.flatten(x, 1)
        x = self.fc1(x)
        x = F.relu(x)
        x = self.dropout2(x)
        x = self.fc2(x)
        output = F.log_softmax(x, dim=1)
        return output


def train(args, model, device, train_loader, optimizer, epoch, scaler):
    model.train()

    for batch_idx, (data, target) in enumerate(train_loader):
        data, target = data.to(device), target.to(device)

        optimizer.zero_grad()

        with autocast():
            output = model(data)
            loss = F.nll_loss(output, target)

        scaler.scale(loss).backward()
        _ = clip_grad_norm_(model.parameters(), 12)
        scaler.step(optimizer)
        scaler.update()

        if batch_idx % args.log_interval == 0:
            print('Train Epoch: {} [{}/{} ({:.0f}%)]\tLoss: {:.6f}'.format(
                epoch, batch_idx * len(data), len(train_loader.dataset),
                100. * batch_idx / len(train_loader), loss.item()))
            if args.dry_run:
                break


def test(model, device, test_loader):
    model.eval()
    test_loss = 0
    correct = 0
    with torch.no_grad():
        for data, target in test_loader:
            data, target = data.to(device), target.to(device)
            output = model(data)
            test_loss += F.nll_loss(output, target, reduction='sum').item()  # sum up batch loss
            pred = output.argmax(dim=1, keepdim=True)  # get the index of the max log-probability
            correct += pred.eq(target.view_as(pred)).sum().item()

    test_loss /= len(test_loader.dataset)

    print('\nTest set: Average loss: {:.4f}, Accuracy: {}/{} ({:.0f}%)\n'.format(
        test_loss, correct, len(test_loader.dataset),
        100. * correct / len(test_loader.dataset)))


def main():
    # Training settings
    parser = argparse.ArgumentParser(description='PyTorch MNIST Example')
    parser.add_argument('--batch-size', type=int, default=64, metavar='N',
                        help='input batch size for training (default: 64)')
    parser.add_argument('--test-batch-size', type=int, default=1000, metavar='N',
                        help='input batch size for testing (default: 1000)')
    parser.add_argument('--epochs', type=int, default=14, metavar='N',
                        help='number of epochs to train (default: 14)')
    parser.add_argument('--lr', type=float, default=1.0, metavar='LR',
                        help='learning rate (default: 1.0)')
    parser.add_argument('--gamma', type=float, default=0.7, metavar='M',
                        help='Learning rate step gamma (default: 0.7)')
    parser.add_argument('--no-cuda', action='store_true', default=False,
                        help='disables CUDA training')
    parser.add_argument('--dry-run', action='store_true', default=False,
                        help='quickly check a single pass')
    parser.add_argument('--seed', type=int, default=1, metavar='S',
                        help='random seed (default: 1)')
    parser.add_argument('--log-interval', type=int, default=10, metavar='N',
                        help='how many batches to wait before logging training status')
    parser.add_argument('--save-model', action='store_true', default=False,
                        help='For Saving the current Model')
    args = parser.parse_args()
    use_cuda = not args.no_cuda and torch.cuda.is_available()

    torch.manual_seed(args.seed)

    device = torch.device("cuda" if use_cuda else "cpu")

    kwargs = {'batch_size': args.batch_size}
    if use_cuda:
        kwargs.update({'num_workers': 1,
                       'pin_memory': True,
                       'shuffle': True},
                     )

    transform=transforms.Compose([
        transforms.ToTensor(),
        transforms.Normalize((0.1307,), (0.3081,))
        ])
    dataset1 = datasets.MNIST('../data', train=True, download=True,
                       transform=transform)
    dataset2 = datasets.MNIST('../data', train=False,
                       transform=transform)
    train_loader = torch.utils.data.DataLoader(dataset1,**kwargs)
    test_loader = torch.utils.data.DataLoader(dataset2, **kwargs)

    model = Net().to(device)
    optimizer = optim.Adadelta(model.parameters(), lr=args.lr)

    scheduler = StepLR(optimizer, step_size=1, gamma=args.gamma)
    scaler = GradScaler()

    for epoch in range(1, args.epochs + 1):
        train(args, model, device, train_loader, optimizer, epoch, scaler)
        test(model, device, test_loader)
        scheduler.step()

    if args.save_model:
        torch.save(model.state_dict(), "mnist_cnn.pt")


if __name__ == '__main__':
    main()
</code></pre>
<p>If you comment the line _ = clip_grad_norm_(model.parameters(), 12) it will train, if you uncomment it won’t train.<br>
Any help would be greatly appreciated!</p>
<p>Best,<br>
Fabian</p>

ptrblck: <p>You can find the gradient clipping example for <code>torch.cuda.amp</code> <a href="https://pytorch.org/docs/master/notes/amp_examples.html#gradient-clipping">here</a>.</p>
<p>What is missing in your code is the gradient unscaling before the clipping is applied.<br>
Otherwise you would clip the scaled gradients, which could then potentially zero them out during the following unscaling.</p>

derJaeger: <p>Fantastic, thank you!</p>