I was trying to do a simple thing which was train a linear model with Stochastic Gradient Descent (SGD) using torch:
import numpy as np
import torch
from torch.autograd import Variable
import pdb
def get_batch2(X,Y,M,dtype):
X,Y = X.data.numpy(), Y.data.numpy()
N = len(Y)
valid_indices = np.array( range(N) )
batch_indices = np.random.choice(valid_indices,size=M,replace=False)
batch_xs = torch.FloatTensor(X[batch_indices,:]).type(dtype)
batch_ys = torch.FloatTensor(Y[batch_indices]).type(dtype)
return Variable(batch_xs, requires_grad=False), Variable(batch_ys, requires_grad=False)
def poly_kernel_matrix( x,D ):
N = len(x)
Kern = np.zeros( (N,D+1) )
for n in range(N):
for d in range(D+1):
Kern[n,d] = x[n]**d;
return Kern
## data params
N=5 # data set size
Degree=4 # number dimensions/features
D_sgd = Degree+1
##
x_true = np.linspace(0,1,N) # the real data points
y = np.sin(2*np.pi*x_true)
y.shape = (N,1)
## TORCH
dtype = torch.FloatTensor
# dtype = torch.cuda.FloatTensor # Uncomment this to run on GPU
X_mdl = poly_kernel_matrix( x_true,Degree )
X_mdl = Variable(torch.FloatTensor(X_mdl).type(dtype), requires_grad=False)
y = Variable(torch.FloatTensor(y).type(dtype), requires_grad=False)
## SGD mdl
w_init = torch.zeros(D_sgd,1).type(dtype)
W = Variable(w_init, requires_grad=True)
M = 5 # mini-batch size
eta = 0.1 # step size
for i in range(500):
batch_xs, batch_ys = get_batch2(X_mdl,y,M,dtype)
# Forward pass: compute predicted y using operations on Variables
y_pred = batch_xs.mm(W)
# Compute and print loss using operations on Variables. Now loss is a Variable of shape (1,) and loss.data is a Tensor of shape (1,); loss.data[0] is a scalar value holding the loss.
loss = (1/N)*(y_pred - batch_ys).pow(2).sum()
# Use autograd to compute the backward pass. Now w will have gradients
loss.backward()
# Update weights using gradient descent; w1.data are Tensors,
# w.grad are Variables and w.grad.data are Tensors.
W.data -= eta * W.grad.data
# Manually zero the gradients after updating weights
W.grad.data.zero_()
#
c_sgd = W.data.numpy()
X_mdl = X_mdl.data.numpy()
y = y.data.numpy()
#
Xc_pinv = np.dot(X_mdl,c_sgd)
print('J(c_sgd) = ', (1/N)*(np.linalg.norm(y-Xc_pinv)**2) )
print('loss = ',loss.data[0])
the code runs fine and all though my get_batch2
method seems really dum/naive, its probably because I am new to pytorch but I have not found a good place where they discuss how to retrieve data batches. I went through their tutorials (http://pytorch.org/tutorials/beginner/pytorch_with_examples.html) and through the data set (http://pytorch.org/tutorials/beginner/data_loading_tutorial.html) with no luck. The tutorials all seem to assume that one already has the batch and batch-size at the beginning and then proceeds to train with that data without changing it (specifically look at http://pytorch.org/tutorials/beginner/pytorch_with_examples.html#pytorch-variables-and-autograd).
So my question is do I really need to turn my data back into numpy so that I can fetch some random sample of it and then turn it back to pytorch with Variable to be able to train in memory? Is there no way to get mini-batches with torch?
I looked at a few functions torch provides but with no luck:
#pdb.set_trace()
#valid_indices = torch.arange(0,N).numpy()
#valid_indices = np.array( range(N) )
#batch_indices = np.random.choice(valid_indices,size=M,replace=False)
#indices = torch.LongTensor(batch_indices)
#batch_xs, batch_ys = torch.index_select(X_mdl, 0, indices), torch.index_select(y, 0, indices)
#batch_xs,batch_ys = torch.index_select(X_mdl, 0, indices), torch.index_select(y, 0, indices)
even though the code I provided works fine I am worried that its not an efficient implementation AND that if I were to use GPUs that there would be a considerable further slow down (because my guess it putting things in memory and then fetching them back to put them GPU like that is silly).
I implemented a new one based on the answer that suggested to use torch.index_select()
:
def get_batch2(X,Y,M):
'''
get batch for pytorch model
'''
# TODO fix and make it nicer, there is pytorch forum question
#X,Y = X.data.numpy(), Y.data.numpy()
X,Y = X, Y
N = X.size()[0]
batch_indices = torch.LongTensor( np.random.randint(0,N+1,size=M) )
pdb.set_trace()
batch_xs = torch.index_select(X,0,batch_indices)
batch_ys = torch.index_select(Y,0,batch_indices)
return Variable(batch_xs, requires_grad=False), Variable(batch_ys, requires_grad=False)
however, this seems to have issues because it does not work if X,Y
are NOT variables...which is really odd. I added this to the pytorch forum: https://discuss.pytorch.org/t/how-to-get-mini-batches-in-pytorch-in-a-clean-and-efficient-way/10322
Right now what I am struggling with is making this work for gpu. My most current version:
def get_batch2(X,Y,M,dtype):
'''
get batch for pytorch model
'''
# TODO fix and make it nicer, there is pytorch forum question
#X,Y = X.data.numpy(), Y.data.numpy()
X,Y = X, Y
N = X.size()[0]
if dtype == torch.cuda.FloatTensor:
batch_indices = torch.cuda.LongTensor( np.random.randint(0,N,size=M) )# without replacement
else:
batch_indices = torch.LongTensor( np.random.randint(0,N,size=M) ).type(dtype) # without replacement
pdb.set_trace()
batch_xs = torch.index_select(X,0,batch_indices)
batch_ys = torch.index_select(Y,0,batch_indices)
return Variable(batch_xs, requires_grad=False), Variable(batch_ys, requires_grad=False)
the error:
RuntimeError: tried to construct a tensor from a int sequence, but found an item of type numpy.int64 at index (0)
I don't get it, do I really have to do:
ints = [ random.randint(0,N) for i i range(M)]
to get the integers?
It would also be ideal if the data could be a variable. It seems that it torch.index_select
does not work for Variable
type data.
this list of integers thing still doesn't work:
TypeError: torch.addmm received an invalid combination of arguments - got (int, torch.cuda.FloatTensor, int, torch.cuda.FloatTensor, torch.FloatTensor, out=torch.cuda.FloatTensor), but expected one of:
* (torch.cuda.FloatTensor source, torch.cuda.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (torch.cuda.FloatTensor source, torch.cuda.sparse.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (float beta, torch.cuda.FloatTensor source, torch.cuda.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (torch.cuda.FloatTensor source, float alpha, torch.cuda.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (float beta, torch.cuda.FloatTensor source, torch.cuda.sparse.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (torch.cuda.FloatTensor source, float alpha, torch.cuda.sparse.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
* (float beta, torch.cuda.FloatTensor source, float alpha, torch.cuda.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
didn't match because some of the arguments have invalid types: (int, torch.cuda.FloatTensor, int, torch.cuda.FloatTensor, torch.FloatTensor, out=torch.cuda.FloatTensor)
* (float beta, torch.cuda.FloatTensor source, float alpha, torch.cuda.sparse.FloatTensor mat1, torch.cuda.FloatTensor mat2, *, torch.cuda.FloatTensor out)
didn't match because some of the arguments have invalid types: (int, torch.cuda.FloatTensor, int, torch.cuda.FloatTensor, torch.FloatTensor, out=torch.cuda.FloatTensor)