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"""
==========================
Per-sample-gradients
==========================
What is it?
--------------------------------------------------------------------
Per-sample-gradient computation is computing the gradient for each and every
sample in a batch of data. It is a useful quantity in differential privacy
and optimization research.
"""
import torch
import torch.nn as nn
import torch.nn.functional as F
torch.manual_seed(0)
# Here's a simple CNN
class SimpleCNN(nn.Module):
def __init__(self):
super().__init__()
self.conv1 = nn.Conv2d(1, 32, 3, 1)
self.conv2 = nn.Conv2d(32, 64, 3, 1)
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 = torch.flatten(x, 1)
x = self.fc1(x)
x = F.relu(x)
x = self.fc2(x)
output = F.log_softmax(x, dim=1)
output = x
return output
def loss_fn(predictions, targets):
return F.nll_loss(predictions, targets)
# Let's generate a batch of dummy data. Pretend that we're working with an
# MNIST dataset where the images are 28 by 28 and we have a minibatch of size 64.
device = "cuda"
num_models = 10
batch_size = 64
data = torch.randn(batch_size, 1, 28, 28, device=device)
targets = torch.randint(10, (64,), device=device)
# In regular model training, one would forward the batch of examples and then
# call .backward() to compute gradients:
model = SimpleCNN().to(device=device)
predictions = model(data)
loss = loss_fn(predictions, targets)
loss.backward()
# Conceptually, per-sample-gradient computation is equivalent to: for each sample
# of the data, perform a forward and a backward pass to get a gradient.
def compute_grad(sample, target):
sample = sample.unsqueeze(0)
target = target.unsqueeze(0)
prediction = model(sample)
loss = loss_fn(prediction, target)
return torch.autograd.grad(loss, list(model.parameters()))
def compute_sample_grads(data, targets):
sample_grads = [compute_grad(data[i], targets[i]) for i in range(batch_size)]
sample_grads = zip(*sample_grads)
sample_grads = [torch.stack(shards) for shards in sample_grads]
return sample_grads
per_sample_grads = compute_sample_grads(data, targets)
# sample_grads[0] is the per-sample-grad for model.conv1.weight
# model.conv1.weight.shape is [32, 1, 3, 3]; notice how there is one gradient
# per sample in the batch for a total of 64.
print(per_sample_grads[0].shape)
######################################################################
# Per-sample-grads using functorch
# --------------------------------------------------------------------
# We can compute per-sample-gradients efficiently by using function transforms.
# First, let's create a stateless functional version of ``model`` by using
# ``functorch.make_functional_with_buffers``.
from functorch import grad, make_functional_with_buffers, vmap
fmodel, params, buffers = make_functional_with_buffers(model)
# Next, let's define a function to compute the loss of the model given a single
# input rather than a batch of inputs. It is important that this function accepts the
# parameters, the input, and the target, because we will be transforming over them.
# Because the model was originally written to handle batches, we'll use
# ``torch.unsqueeze`` to add a batch dimension.
def compute_loss(params, buffers, sample, target):
batch = sample.unsqueeze(0)
targets = target.unsqueeze(0)
predictions = fmodel(params, buffers, batch)
loss = loss_fn(predictions, targets)
return loss
# Now, let's use ``grad`` to create a new function that computes the gradient
# with respect to the first argument of compute_loss (i.e. the params).
ft_compute_grad = grad(compute_loss)
# ``ft_compute_grad`` computes the gradient for a single (sample, target) pair.
# We can use ``vmap`` to get it to compute the gradient over an entire batch
# of samples and targets. Note that in_dims=(None, None, 0, 0) because we wish
# to map ``ft_compute_grad`` over the 0th dimension of the data and targets
# and use the same params and buffers for each.
ft_compute_sample_grad = vmap(ft_compute_grad, in_dims=(None, None, 0, 0))
# Finally, let's used our transformed function to compute per-sample-gradients:
ft_per_sample_grads = ft_compute_sample_grad(params, buffers, data, targets)
for per_sample_grad, ft_per_sample_grad in zip(per_sample_grads, ft_per_sample_grads):
assert torch.allclose(per_sample_grad, ft_per_sample_grad, atol=1e-6, rtol=1e-6)
# A quick note: there are limitations around what types of functions can be
# transformed by vmap. The best functions to transform are ones that are
# pure functions: a function where the outputs are only determined by the inputs
# that have no side effects (e.g. mutation). vmap is unable to handle mutation of
# arbitrary Python data structures, but it is able to handle many in-place
# PyTorch operations.
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