Add hyperparameter search to Trainer (#6576)

* Add optuna hyperparameter search to Trainer

* @julien-c suggestions

Co-authored-by: Julien Chaumond <chaumond@gmail.com>

* Make compute_objective an arg function

* Formatting

* Rework to make it easier to add ray

* Formatting

* Initial support for Ray

* Formatting

* Polish and finalize

* Add trial id to checkpoint with Ray

* Smaller default

* Use GPU in ray if available

* Formatting

* Fix test

* Update install instruction

Co-authored-by: Richard Liaw <rliaw@berkeley.edu>

* Address review comments

* Formatting post-merge

Co-authored-by: Julien Chaumond <chaumond@gmail.com>
Co-authored-by: Richard Liaw <rliaw@berkeley.edu>

src/transformers/__init__.py

@@ -92,7 +92,13 @@ from .file_utils import (
 from .hf_argparser import HfArgumentParser
 
 # Integrations
-from .integrations import is_comet_available, is_tensorboard_available, is_wandb_available
+from .integrations import (
+    is_comet_available,
+    is_optuna_available,
+    is_ray_available,
+    is_tensorboard_available,
+    is_wandb_available,
+)
 
 # Model Cards
 from .modelcard import ModelCard

src/transformers/integrations.py

@@ -35,6 +35,20 @@ except ImportError:
     except ImportError:
         _has_tensorboard = False
 
+try:
+    import optuna  # noqa: F401
+
+    _has_optuna = True
+except (ImportError):
+    _has_optuna = False
+
+try:
+    import ray  # noqa: F401
+
+    _has_ray = True
+except (ImportError):
+    _has_ray = False
+
 
 def is_wandb_available():
     return _has_wandb
@@ -46,3 +60,18 @@ def is_comet_available():
 
 def is_tensorboard_available():
     return _has_tensorboard
+
+
+def is_optuna_available():
+    return _has_optuna
+
+
+def is_ray_available():
+    return _has_ray
+
+
+def default_hp_search_backend():
+    if is_optuna_available():
+        return "optuna"
+    elif is_ray_available():
+        return "ray"

src/transformers/trainer.py

@@ -21,10 +21,27 @@ from tqdm.auto import tqdm, trange
 
 from .data.data_collator import DataCollator, default_data_collator
 from .file_utils import is_nlp_available, is_torch_tpu_available
-from .integrations import is_comet_available, is_tensorboard_available, is_wandb_available
+from .integrations import (
+    default_hp_search_backend,
+    is_comet_available,
+    is_optuna_available,
+    is_ray_available,
+    is_tensorboard_available,
+    is_wandb_available,
+)
 from .modeling_utils import PreTrainedModel
 from .optimization import AdamW, get_linear_schedule_with_warmup
-from .trainer_utils import PREFIX_CHECKPOINT_DIR, EvalPrediction, PredictionOutput, TrainOutput, set_seed
+from .trainer_utils import (
+    PREFIX_CHECKPOINT_DIR,
+    BestRun,
+    EvalPrediction,
+    HPSearchBackend,
+    PredictionOutput,
+    TrainOutput,
+    default_compute_objective,
+    default_hp_space,
+    set_seed,
+)
 from .training_args import TrainingArguments
 
 
@@ -62,6 +79,12 @@ if is_wandb_available():
 if is_comet_available():
     import comet_ml
 
+if is_optuna_available():
+    import optuna
+
+if is_ray_available():
+    from ray import tune
+
 logger = logging.getLogger(__name__)
 
 
@@ -140,10 +163,11 @@ class Trainer:
     optimized for 🤗 Transformers.
 
     Args:
-        model (:class:`~transformers.PreTrainedModel`):
+        model (:class:`~transformers.PreTrainedModel`, `optional`):
-            The model to train, evaluate or use for predictions.
+            The model to train, evaluate or use for predictions. If not provided, a ``model_init`` must be passed.
-        args (:class:`~transformers.TrainingArguments`):
+        args (:class:`~transformers.TrainingArguments`, `optional`):
-            The arguments to tweak for training.
+            The arguments to tweak for training. Will default to a basic instance of :class:`~transformers.TrainingArguments`
+            with the ``output_dir`` set to a directory named `tmp_trainer` in the current directory if not provided.
         data_collator (:obj:`DataCollator`, `optional`, defaults to :func:`~transformers.default_data_collator`):
             The function to use to form a batch from a list of elements of :obj:`train_dataset` or
             :obj:`eval_dataset`.
@@ -153,6 +177,9 @@ class Trainer:
         eval_dataset (:obj:`torch.utils.data.dataset.Dataset`, `optional`):
              The dataset to use for evaluation. If it is an :obj:`nlp.Dataset`, columns not accepted by the
             ``model.forward()`` method are automatically removed.
+        model_init (:obj:`Callable[[], PreTrainedModel]`, `optional`):
+            A function that instantiates the model to be used. If provided, each call to
+            :meth:`~transformers.Trainer.train` will start from a new instance of the model as given by this function.
         compute_metrics (:obj:`Callable[[EvalPrediction], Dict]`, `optional`):
             The function that will be used to compute metrics at evaluation. Must take a
             :class:`~transformers.EvalPrediction` and return a dictionary string to metric values.
@@ -168,21 +195,31 @@ class Trainer:
 
     def __init__(
         self,
-        model: PreTrainedModel,
+        model: PreTrainedModel = None,
-        args: TrainingArguments,
+        args: TrainingArguments = None,
         data_collator: Optional[DataCollator] = None,
         train_dataset: Optional[Dataset] = None,
         eval_dataset: Optional[Dataset] = None,
+        model_init: Callable[[], PreTrainedModel] = None,
         compute_metrics: Optional[Callable[[EvalPrediction], Dict]] = None,
         tb_writer: Optional["SummaryWriter"] = None,
         optimizers: Tuple[torch.optim.Optimizer, torch.optim.lr_scheduler.LambdaLR] = (None, None),
         **kwargs,
     ):
-        self.model = model.to(args.device)
+        assert (
+            model is not None or model_init is not None
+        ), "You must provide a model to use `Trainer`, either by using the `model` argument or the `model_init` argument."
+        if model is None and model_init is not None:
+            model = model_init()
+        self.model = model.to(args.device) if model is not None else None
+        if args is None:
+            logger.info("No `TrainingArguments` passed, using the current path as `output_dir`.")
+            args = TrainingArguments("tmp_trainer")
         self.args = args
         self.data_collator = data_collator if data_collator is not None else default_data_collator
         self.train_dataset = train_dataset
         self.eval_dataset = eval_dataset
+        self.model_init = model_init
         self.compute_metrics = compute_metrics
         self.optimizer, self.lr_scheduler = optimizers
         self.tb_writer = tb_writer
@@ -242,6 +279,7 @@ class Trainer:
         self.epoch = None
         if self.args.fp16 and _use_native_amp:
             self.scaler = torch.cuda.amp.GradScaler()
+        self.hp_search_backend = None
 
     def _remove_unused_columns(self, dataset: "nlp.Dataset", description: Optional[str] = None):
         if not self.args.remove_unused_columns:
@@ -462,7 +500,38 @@ class Trainer:
         """
         return len(dataloader.dataset)
 
-    def train(self, model_path: Optional[str] = None):
+    def _hp_search_setup(self, trial: Union["optuna.Trial", Dict[str, Any]]):
+        """ HP search setup code """
+        if self.hp_search_backend is None or trial is None:
+            return
+        params = self.hp_space(trial) if self.hp_search_backend == HPSearchBackend.OPTUNA else trial
+        for key, value in params.items():
+            if not hasattr(self.args, key):
+                raise AttributeError(
+                    f"Trying to set {key} in the hyperparameter search but there is no corresponding field in `TrainingArguments`."
+                )
+            old_attr = getattr(self.args, key, None)
+            # Casting value to the proper type
+            if old_attr is not None:
+                value = type(old_attr)(value)
+            setattr(self.args, key, value)
+        if self.hp_search_backend == HPSearchBackend.OPTUNA:
+            logger.info("Trial:", trial.params)
+
+    def _report_to_hp_search(
+        self, trial: Union["optuna.Trial", Dict[str, Any]], epoch: int, metrics: Dict[str, float]
+    ):
+        if self.hp_search_backend is None or trial is None:
+            return
+        self.objective = self.compute_objective(metrics)
+        if self.hp_search_backend == HPSearchBackend.OPTUNA:
+            trial.report(self.objective, epoch)
+            if trial.should_prune():
+                raise optuna.TrialPruned()
+        elif self.hp_search_backend == HPSearchBackend.RAY:
+            tune.report(objective=self.objective, **metrics)
+
+    def train(self, model_path: Optional[str] = None, trial: Union["optuna.Trial", Dict[str, Any]] = None):
         """
         Main training entry point.
 
@@ -470,7 +539,17 @@ class Trainer:
             model_path (:obj:`str`, `optional`):
                 Local path to the model if the model to train has been instantiated from a local path. If present,
                 training will resume from the optimizer/scheduler states loaded here.
+            trial (:obj:`optuna.Trial` or :obj:`Dict[str, Any]`, `optional`):
+                The trial run or the hyperparameter dictionary for hyperparameter search.
         """
+        # Model re-init
+        if self.model_init is not None:
+            model = self.model_init()
+            self.model = model.to(self.args.device)
+
+        self._hp_search_setup(trial)
+
+        # Data loader and number of training steps
         train_dataloader = self.get_train_dataloader()
         if self.args.max_steps > 0:
             t_total = self.args.max_steps
@@ -561,9 +640,8 @@ class Trainer:
         tr_loss = 0.0
         logging_loss = 0.0
         model.zero_grad()
-        train_iterator = trange(
+        disable_tqdm = self.args.disable_tqdm or not self.is_local_process_zero()
-            epochs_trained, int(np.ceil(num_train_epochs)), desc="Epoch", disable=not self.is_local_process_zero()
+        train_iterator = trange(epochs_trained, int(np.ceil(num_train_epochs)), desc="Epoch", disable=disable_tqdm)
-        )
         for epoch in train_iterator:
             if isinstance(train_dataloader, DataLoader) and isinstance(train_dataloader.sampler, DistributedSampler):
                 train_dataloader.sampler.set_epoch(epoch)
@@ -572,9 +650,9 @@ class Trainer:
                 parallel_loader = pl.ParallelLoader(train_dataloader, [self.args.device]).per_device_loader(
                     self.args.device
                 )
-                epoch_iterator = tqdm(parallel_loader, desc="Iteration", disable=not self.is_local_process_zero())
+                epoch_iterator = tqdm(parallel_loader, desc="Iteration", disable=disable_tqdm)
             else:
-                epoch_iterator = tqdm(train_dataloader, desc="Iteration", disable=not self.is_local_process_zero())
+                epoch_iterator = tqdm(train_dataloader, desc="Iteration", disable=disable_tqdm)
 
             # Reset the past mems state at the beginning of each epoch if necessary.
             if self.args.past_index >= 0:
@@ -631,7 +709,8 @@ class Trainer:
                         self.log(logs)
 
                     if self.args.evaluate_during_training and self.global_step % self.args.eval_steps == 0:
-                        self.evaluate()
+                        metrics = self.evaluate()
+                        self._report_to_hp_search(trial, epoch, metrics)
 
                     if self.args.save_steps > 0 and self.global_step % self.args.save_steps == 0:
                         # In all cases (even distributed/parallel), self.model is always a reference
@@ -643,7 +722,15 @@ class Trainer:
                         else:
                             assert model is self.model, f"Model {model} should be a reference to self.model"
                         # Save model checkpoint
-                        output_dir = os.path.join(self.args.output_dir, f"{PREFIX_CHECKPOINT_DIR}-{self.global_step}")
+                        checkpoint_folder = f"{PREFIX_CHECKPOINT_DIR}-{self.global_step}"
+                        if self.hp_search_backend is not None and trial is not None:
+                            run_id = (
+                                trial.number
+                                if self.hp_search_backend == HPSearchBackend.OPTUNA
+                                else tune.get_trial_id()
+                            )
+                            checkpoint_folder += f"-run-{run_id}"
+                        output_dir = os.path.join(self.args.output_dir, checkpoint_folder)
 
                         self.save_model(output_dir)
 
@@ -683,6 +770,108 @@ class Trainer:
         logger.info("\n\nTraining completed. Do not forget to share your model on huggingface.co/models =)\n\n")
         return TrainOutput(self.global_step, tr_loss / self.global_step)
 
+    def hyperparameter_search(
+        self,
+        hp_space: Optional[Callable[["optuna.Trial"], Dict[str, float]]] = None,
+        compute_objective: Optional[Callable[[Dict[str, float]], float]] = None,
+        n_trials: int = 20,
+        timeout: int = 1800,
+        n_jobs: int = 1,
+        direction: str = "minimize",
+        backend: Optional[Union["str", HPSearchBackend]] = None,
+        **kwargs
+    ) -> BestRun:
+        """
+        Launch an hyperparameter search using ``optuna`` or ``Ray Tune``. The optimized quantity is determined by the
+        method, which is the evaluation loss when no metric is provided, the sum of all metrics otherwise (you can
+        change that behavior by subclassing and overriding this method).
+
+        Args:
+            hp_space (:obj:`Callable[["optuna.Trial"], Dict[str, float]]`, `optional`):
+                A function that defines the hyperparameter search space. Will default to
+                :func:`~transformers.trainer_utils.default_hp_space_optuna` or
+                :func:`~transformers.trainer_utils.default_hp_space_ray` depending on your backend.
+            compute_objective (:obj:`Callable[[Dict[str, float]], float]`, `optional`):
+                A function computing the objective to minimize or maximize from the metrics returned by the
+                :obj:`evaluate` method. Will default to :func:`~transformers.trainer_utils.default_compute_objective`.
+            n_trials (:obj:`int`, `optional`, defaults to 100):
+                The number of trial runs to test.
+            direction(:obj:`str`, `optional`, defaults to :obj:`"minimize"`):
+                Whether to optimize greater or lower objects. Can be :obj:`"minimize"` or :obj:`"maximize"`, you should
+                pick :obj:`"minimize"` when optimizing the validation loss, :obj:`"maximize"` when optimizing one or
+                several metrics.
+            backend(:obj:`str` or :class:`~transformers.training_utils.HPSearchBackend`, `optional`):
+                The backend to use for hyperparameter search. Will default to optuna or Ray Tune, depending on which
+                one is installed. If both are installed, will default to optuna.
+            kwargs:
+                Additional keyword arguments passed along to :obj:`optuna.create_study` or :obj:`ray.tune.run`. For
+                more information see:
+
+                - the documentation of `optuna.create_stufy <https://optuna.readthedocs.io/en/stable/reference/alias_generated/optuna.create_study.html#optuna.create_study>`__
+                - the documentation of `tune.run <https://docs.ray.io/en/latest/tune/api_docs/execution.html#tune-run>`__
+
+        Returns:
+            :class:`transformers.trainer_utils.BestRun`: All the informations about the best run.
+        """
+        if backend is None:
+            backend = default_hp_search_backend()
+            if backend is None:
+                raise RuntimeError(
+                    "At least one of optuna or ray should be installed. "
+                    "To install optuna run `pip install optuna`."
+                    "To install ray run `pip install ray[tune]`."
+                )
+        backend = HPSearchBackend(backend)
+        if backend == HPSearchBackend.OPTUNA and not is_optuna_available():
+            raise RuntimeError(" You picked the optuna backend, but it is not installed. Use `pip install optuna`.")
+        if backend == HPSearchBackend.RAY and not is_ray_available():
+            raise RuntimeError(
+                " You picked the Ray Tune backend, but it is not installed. Use `pip install 'ray[tune]'`."
+            )
+        self.hp_search_backend = backend
+
+        self.hp_space = default_hp_space[backend] if hp_space is None else hp_space
+        self.compute_objective = default_compute_objective if compute_objective is None else compute_objective
+
+        def _objective(trial):
+            # To make sure optimizer and lr_scheduler are reset with the new choices of HPs
+            self.optimizer = None
+            self.lr_scheduler = None
+            self.objective = None
+            self.train(trial=trial)
+            # If there hasn't been any evaluation during the training loop.
+            if getattr(self, "objective", None) is None:
+                metrics = self.evaluate()
+                self.objective = self.compute_objective(metrics)
+            return self.objective
+
+        if self.hp_search_backend == HPSearchBackend.OPTUNA:
+            timeout = kwargs.pop("timeout", None)
+            n_jobs = kwargs.pop("n_jobs", 1)
+            study = optuna.create_study(direction=direction, **kwargs)
+            study.optimize(_objective, n_trials=n_trials, timeout=timeout, n_jobs=n_jobs)
+            best_trial = study.best_trial
+            best_run = BestRun(str(best_trial.number), best_trial.value, best_trial.params)
+        elif self.hp_search_backend == HPSearchBackend.RAY:
+            # The TensorBoard writer does not pickle so we have to remove it (if it exists) while doing the ray hp
+            # search.
+            _tb_writer = self.tb_writer
+            self.tb_writer = None
+            # Setup default `resources_per_trial` and `reporter`.
+            if "resources_per_trial" not in kwargs and self.args.n_gpu > 0:
+                kwargs["resources_per_trial"] = {"gpu": self.args.n_gpu}
+            if "reporter" not in kwargs:
+                from ray.tune import CLIReporter
+
+                kwargs["progress_reporter"] = CLIReporter(metric_columns=["objective"])
+            analysis = tune.run(_objective, config=self.hp_space(None), num_samples=n_trials, **kwargs)
+            best_trial = analysis.get_best_trial(metric="objective", mode=direction[:3])
+            best_run = BestRun(best_trial.trial_id, best_trial.last_result["objective"], best_trial.config)
+            self.tb_writer = _tb_writer
+
+        self.hp_search_backend = None
+        return best_run
+
     def log(self, logs: Dict[str, float], iterator: Optional[tqdm] = None) -> None:
         """
         Log :obj:`logs` on the various objects watching training.
@@ -1020,8 +1209,9 @@ class Trainer:
         if self.args.past_index >= 0:
             self._past = None
 
+        disable_tqdm = not self.is_local_process_zero() or self.args.disable_tqdm
         samples_count = 0
-        for inputs in tqdm(dataloader, desc=description):
+        for inputs in tqdm(dataloader, desc=description, disable=disable_tqdm):
             loss, logits, labels = self.prediction_step(model, inputs, prediction_loss_only)
             batch_size = inputs[list(inputs.keys())[0]].shape[0]
             samples_count += batch_size

src/transformers/trainer_utils.py

@@ -1,9 +1,11 @@
 import random
-from typing import Dict, NamedTuple, Optional
+from typing import Any, Dict, NamedTuple, Optional
 
 import numpy as np
 
 from .file_utils import is_tf_available, is_torch_available
+from .integrations import is_ray_available
+from .tokenization_utils_base import ExplicitEnum
 
 
 def set_seed(seed: int):
@@ -53,3 +55,70 @@ class TrainOutput(NamedTuple):
 
 
 PREFIX_CHECKPOINT_DIR = "checkpoint"
+
+
+class BestRun(NamedTuple):
+    """
+    The best run found by an hyperparameter search (see :class:`~transformers.Trainer.hyperparameter_search`).
+
+    Parameters:
+        run_id (:obj:`str`):
+            The id of the best run (if models were saved, the corresponding checkpoint will be in the folder ending
+            with run-{run_id}).
+        objective (:obj:`float`):
+            The objective that was obtained for this run.
+        hyperparameters (:obj:`Dict[str, Any]`):
+            The hyperparameters picked to get this run.
+    """
+
+    run_id: str
+    objective: float
+    hyperparameters: Dict[str, Any]
+
+
+def default_compute_objective(metrics: Dict[str, float]) -> float:
+    """
+    The default objective to maximize/minimize when doing an hyperparameter search. It is the evaluation loss if no
+    metrics are provided to the :class:`~transformers.Trainer`, the sum of all metrics otherwise.
+
+    Args:
+        metrics (:obj:`Dict[str, float]`): The metrics returned by the evaluate method.
+
+    Return:
+        :obj:`float`: The objective to minimize or maximize
+    """
+    loss = metrics.pop("eval_loss", None)
+    _ = metrics.pop("epoch", None)
+    return loss if len(metrics) == 0 else sum(metrics.values())
+
+
+def default_hp_space_optuna(trial) -> Dict[str, float]:
+    return {
+        "learning_rate": trial.suggest_float("learning_rate", 1e-6, 1e-4, log=True),
+        "num_train_epochs": trial.suggest_int("num_train_epochs", 1, 5),
+        "seed": trial.suggest_int("seed", 1, 40),
+        "per_device_train_batch_size": trial.suggest_categorical("per_device_train_batch_size", [4, 8, 16, 32, 64]),
+    }
+
+
+def default_hp_space_ray(trial) -> Dict[str, float]:
+    assert is_ray_available(), "This function needs ray installed: `pip install ray[tune]`"
+    from ray import tune
+
+    return {
+        "learning_rate": tune.loguniform(1e-6, 1e-4),
+        "num_train_epochs": tune.choice(range(1, 6)),
+        "seed": tune.uniform(1, 40),
+        "per_device_train_batch_size": tune.choice([4, 8, 16, 32, 64]),
+    }
+
+
+class HPSearchBackend(ExplicitEnum):
+    OPTUNA = "optuna"
+    RAY = "ray"
+
+
+default_hp_space = {
+    HPSearchBackend.OPTUNA: default_hp_space_optuna,
+    HPSearchBackend.RAY: default_hp_space_ray,
+}

src/transformers/training_args.py

@@ -114,6 +114,9 @@ class TrainingArguments:
             at the next training step under the keyword argument ``mems``.
         run_name (:obj:`str`, `optional`):
             A descriptor for the run. Notably used for wandb logging.
+        disable_tqdm (:obj:`bool`, `optional`):
+            Whether or not to disable the tqdm progress bars. Will default to :obj:`True` if the logging level is set
+            to warn or lower (default), :obj:`False` otherwise.
         remove_unused_columns (:obj:`bool`, `optional`, defaults to :obj:`True`):
             If using `nlp.Dataset` datasets, whether or not to automatically remove the columns unused by the model
             forward method.
@@ -238,6 +241,13 @@ class TrainingArguments:
     run_name: Optional[str] = field(
         default=None, metadata={"help": "An optional descriptor for the run. Notably used for wandb logging."}
     )
+    disable_tqdm: Optional[bool] = field(
+        default=None, metadata={"help": "Whether or not to disable the tqdm progress bars."}
+    )
+
+    def __post_init__(self):
+        if self.disable_tqdm is None:
+            self.disable_tqdm = logger.getEffectiveLevel() > logging.WARN
 
     remove_unused_columns: Optional[bool] = field(
         default=True, metadata={"help": "Remove columns not required by the model when using an nlp.Dataset."}