custom_train_step_in_jax.py

"""
Title: Customizing what happens in `fit()` with JAX
Author: [fchollet](https://twitter.com/fchollet)
Date created: 2023/06/27
Last modified: 2023/06/27
Description: Overriding the training step of the Model class with JAX.
Accelerator: GPU
"""

"""
## Introduction

When you're doing supervised learning, you can use `fit()` and everything works
smoothly.

When you need to take control of every little detail, you can write your own training
loop entirely from scratch.

But what if you need a custom training algorithm, but you still want to benefit from
the convenient features of `fit()`, such as callbacks, built-in distribution support,
or step fusing?

A core principle of Keras is **progressive disclosure of complexity**. You should
always be able to get into lower-level workflows in a gradual way. You shouldn't fall
off a cliff if the high-level functionality doesn't exactly match your use case. You
should be able to gain more control over the small details while retaining a
commensurate amount of high-level convenience.

When you need to customize what `fit()` does, you should **override the training step
function of the `Model` class**. This is the function that is called by `fit()` for
every batch of data. You will then be able to call `fit()` as usual -- and it will be
running your own learning algorithm.

Note that this pattern does not prevent you from building models with the Functional
API. You can do this whether you're building `Sequential` models, Functional API
models, or subclassed models.

Let's see how that works.
"""

"""
## Setup
"""

import os

# This guide can only be run with the JAX backend.
os.environ["KERAS_BACKEND"] = "jax"

import jax
import keras
import numpy as np

"""
## A first simple example

Let's start from a simple example:

- We create a new class that subclasses `keras.Model`.
- We implement a fully-stateless `compute_loss_and_updates()` method
to compute the loss as well as the updated values for the non-trainable
variables of the model. Internally, it calls `stateless_call()` and
the built-in `compute_loss()`.
- We implement a fully-stateless `train_step()` method to compute current
metric values (including the loss) as well as updated values for the
trainable variables, the optimizer variables, and the metric variables.

Note that you can also take into account the `sample_weight` argument by:

- Unpacking the data as `x, y, sample_weight = data`
- Passing `sample_weight` to `compute_loss()`
- Passing `sample_weight` alongside `y` and `y_pred`
to metrics in `stateless_update_state()`
"""


class CustomModel(keras.Model):
    def compute_loss_and_updates(
        self,
        trainable_variables,
        non_trainable_variables,
        x,
        y,
        training=False,
    ):
        y_pred, non_trainable_variables = self.stateless_call(
            trainable_variables,
            non_trainable_variables,
            x,
            training=training,
        )
        loss = self.compute_loss(x, y, y_pred)
        return loss, (y_pred, non_trainable_variables)

    def train_step(self, state, data):
        (
            trainable_variables,
            non_trainable_variables,
            optimizer_variables,
            metrics_variables,
        ) = state
        x, y = data

        # Get the gradient function.
        grad_fn = jax.value_and_grad(self.compute_loss_and_updates, has_aux=True)

        # Compute the gradients.
        (loss, (y_pred, non_trainable_variables)), grads = grad_fn(
            trainable_variables,
            non_trainable_variables,
            x,
            y,
            training=True,
        )

        # Update trainable variables and optimizer variables.
        (
            trainable_variables,
            optimizer_variables,
        ) = self.optimizer.stateless_apply(
            optimizer_variables, grads, trainable_variables
        )

        # Update metrics.
        new_metrics_vars = []
        logs = {}
        for metric in self.metrics:
            this_metric_vars = metrics_variables[
                len(new_metrics_vars) : len(new_metrics_vars) + len(metric.variables)
            ]
            if metric.name == "loss":
                this_metric_vars = metric.stateless_update_state(this_metric_vars, loss)
            else:
                this_metric_vars = metric.stateless_update_state(
                    this_metric_vars, y, y_pred
                )
            logs[metric.name] = metric.stateless_result(this_metric_vars)
            new_metrics_vars += this_metric_vars

        # Return metric logs and updated state variables.
        state = (
            trainable_variables,
            non_trainable_variables,
            optimizer_variables,
            new_metrics_vars,
        )
        return logs, state


"""
Let's try this out:
"""

# Construct and compile an instance of CustomModel
inputs = keras.Input(shape=(32,))
outputs = keras.layers.Dense(1)(inputs)
model = CustomModel(inputs, outputs)
model.compile(optimizer="adam", loss="mse", metrics=["mae"])

# Just use `fit` as usual
x = np.random.random((1000, 32))
y = np.random.random((1000, 1))
model.fit(x, y, epochs=3)


"""
## Going lower-level

Naturally, you could just skip passing a loss function in `compile()`, and instead do
everything *manually* in `train_step`. Likewise for metrics.

Here's a lower-level example, that only uses `compile()` to configure the optimizer:
"""


class CustomModel(keras.Model):
    def __init__(self, *args, **kwargs):
        super().__init__(*args, **kwargs)
        self.loss_tracker = keras.metrics.Mean(name="loss")
        self.mae_metric = keras.metrics.MeanAbsoluteError(name="mae")
        self.loss_fn = keras.losses.MeanSquaredError()

    def compute_loss_and_updates(
        self,
        trainable_variables,
        non_trainable_variables,
        x,
        y,
        training=False,
    ):
        y_pred, non_trainable_variables = self.stateless_call(
            trainable_variables,
            non_trainable_variables,
            x,
            training=training,
        )
        loss = self.loss_fn(y, y_pred)
        return loss, (y_pred, non_trainable_variables)

    def train_step(self, state, data):
        (
            trainable_variables,
            non_trainable_variables,
            optimizer_variables,
            metrics_variables,
        ) = state
        x, y = data

        # Get the gradient function.
        grad_fn = jax.value_and_grad(self.compute_loss_and_updates, has_aux=True)

        # Compute the gradients.
        (loss, (y_pred, non_trainable_variables)), grads = grad_fn(
            trainable_variables,
            non_trainable_variables,
            x,
            y,
            training=True,
        )

        # Update trainable variables and optimizer variables.
        (
            trainable_variables,
            optimizer_variables,
        ) = self.optimizer.stateless_apply(
            optimizer_variables, grads, trainable_variables
        )

        # Update metrics.
        loss_tracker_vars = metrics_variables[: len(self.loss_tracker.variables)]
        mae_metric_vars = metrics_variables[len(self.loss_tracker.variables) :]

        loss_tracker_vars = self.loss_tracker.stateless_update_state(
            loss_tracker_vars, loss
        )
        mae_metric_vars = self.mae_metric.stateless_update_state(
            mae_metric_vars, y, y_pred
        )

        logs = {}
        logs[self.loss_tracker.name] = self.loss_tracker.stateless_result(
            loss_tracker_vars
        )
        logs[self.mae_metric.name] = self.mae_metric.stateless_result(mae_metric_vars)

        new_metrics_vars = loss_tracker_vars + mae_metric_vars

        # Return metric logs and updated state variables.
        state = (
            trainable_variables,
            non_trainable_variables,
            optimizer_variables,
            new_metrics_vars,
        )
        return logs, state

    @property
    def metrics(self):
        # We list our `Metric` objects here so that `reset_states()` can be
        # called automatically at the start of each epoch
        # or at the start of `evaluate()`.
        return [self.loss_tracker, self.mae_metric]


# Construct an instance of CustomModel
inputs = keras.Input(shape=(32,))
outputs = keras.layers.Dense(1)(inputs)
model = CustomModel(inputs, outputs)

# We don't pass a loss or metrics here.
model.compile(optimizer="adam")

# Just use `fit` as usual -- you can use callbacks, etc.
x = np.random.random((1000, 32))
y = np.random.random((1000, 1))
model.fit(x, y, epochs=5)


"""
## Providing your own evaluation step

What if you want to do the same for calls to `model.evaluate()`? Then you would
override `test_step` in exactly the same way. Here's what it looks like:
"""


class CustomModel(keras.Model):
    def test_step(self, state, data):
        # Unpack the data.
        x, y = data
        (
            trainable_variables,
            non_trainable_variables,
            metrics_variables,
        ) = state

        # Compute predictions and loss.
        y_pred, non_trainable_variables = self.stateless_call(
            trainable_variables,
            non_trainable_variables,
            x,
            training=False,
        )
        loss = self.compute_loss(x, y, y_pred)

        # Update metrics.
        new_metrics_vars = []
        for metric in self.metrics:
            this_metric_vars = metrics_variables[
                len(new_metrics_vars) : len(new_metrics_vars) + len(metric.variables)
            ]
            if metric.name == "loss":
                this_metric_vars = metric.stateless_update_state(this_metric_vars, loss)
            else:
                this_metric_vars = metric.stateless_update_state(
                    this_metric_vars, y, y_pred
                )
            logs = metric.stateless_result(this_metric_vars)
            new_metrics_vars += this_metric_vars

        # Return metric logs and updated state variables.
        state = (
            trainable_variables,
            non_trainable_variables,
            new_metrics_vars,
        )
        return logs, state


# Construct an instance of CustomModel
inputs = keras.Input(shape=(32,))
outputs = keras.layers.Dense(1)(inputs)
model = CustomModel(inputs, outputs)
model.compile(loss="mse", metrics=["mae"])

# Evaluate with our custom test_step
x = np.random.random((1000, 32))
y = np.random.random((1000, 1))
model.evaluate(x, y)


"""
That's it!
"""