Note

Click here to download the full example code

# 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, meta-learning, and optimization research.

Note

This tutorial requires PyTorch 2.0.0 or later.

```
import torch
import torch.nn as nn
import torch.nn.functional as F
torch.manual_seed(0)
# Here's a simple CNN and loss function:
class SimpleCNN(nn.Module):
def __init__(self):
super(SimpleCNN, self).__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)
return output
def loss_fn(predictions, targets):
return F.nll_loss(predictions, targets)
```

Let’s generate a batch of dummy data and pretend that we’re working with an MNIST dataset. The dummy images are 28 by 28 and we use 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 minibatch through the model, and then call .backward() to compute gradients. This would generate an ‘average’ gradient of the entire mini-batch:

```
model = SimpleCNN().to(device=device)
predictions = model(data) # move the entire mini-batch through the model
loss = loss_fn(predictions, targets)
loss.backward() # back propagate the 'average' gradient of this mini-batch
```

In contrast to the above approach, per-sample-gradient computation is equivalent to:

for each individual sample of the data, perform a forward and a backward pass to get an individual (per-sample) gradient.

```
def compute_grad(sample, target):
sample = sample.unsqueeze(0) # prepend batch dimension for processing
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):
""" manually process each sample with per sample gradient """
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)
```

```
torch.Size([64, 32, 1, 3, 3])
```

## Per-sample-grads, *the efficient way*, using function transforms¶

We can compute per-sample-gradients efficiently by using function transforms.

The `torch.func`

function transform API transforms over functions.
Our strategy is to define a function that computes the loss and then apply
transforms to construct a function that computes per-sample-gradients.

We’ll use the `torch.func.functional_call`

function to treat an `nn.Module`

like a function.

First, let’s extract the state from `model`

into two dictionaries,
parameters and buffers. We’ll be detaching them because we won’t use
regular PyTorch autograd (e.g. Tensor.backward(), torch.autograd.grad).

```
from torch.func import functional_call, vmap, grad
params = {k: v.detach() for k, v in model.named_parameters()}
buffers = {k: v.detach() for k, v in model.named_buffers()}
```

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.

Note - 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 = functional_call(model, (params, buffers), (batch,))
loss = loss_fn(predictions, targets)
return loss
```

Now, let’s use the `grad`

transform 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)
```

The `ft_compute_grad`

function 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:

we can double check that the results using `grad`

and `vmap`

match the
results of hand processing each one individually:

```
for per_sample_grad, ft_per_sample_grad in zip(per_sample_grads, ft_per_sample_grads.values()):
assert torch.allclose(per_sample_grad, ft_per_sample_grad, atol=3e-3, rtol=1e-5)
```

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,
and 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.

## Performance comparison¶

Curious about how the performance of `vmap`

compares?

Currently the best results are obtained on newer GPU’s such as the A100 (Ampere) where we’ve seen up to 25x speedups on this example, but here are some results on our build machines:

```
def get_perf(first, first_descriptor, second, second_descriptor):
"""takes torch.benchmark objects and compares delta of second vs first."""
second_res = second.times[0]
first_res = first.times[0]
gain = (first_res-second_res)/first_res
if gain < 0: gain *=-1
final_gain = gain*100
print(f"Performance delta: {final_gain:.4f} percent improvement with {first_descriptor} ")
from torch.utils.benchmark import Timer
without_vmap = Timer(stmt="compute_sample_grads(data, targets)", globals=globals())
with_vmap = Timer(stmt="ft_compute_sample_grad(params, buffers, data, targets)",globals=globals())
no_vmap_timing = without_vmap.timeit(100)
with_vmap_timing = with_vmap.timeit(100)
print(f'Per-sample-grads without vmap {no_vmap_timing}')
print(f'Per-sample-grads with vmap {with_vmap_timing}')
get_perf(with_vmap_timing, "vmap", no_vmap_timing, "no vmap")
```

```
Per-sample-grads without vmap <torch.utils.benchmark.utils.common.Measurement object at 0x7f20ce5fc1c0>
compute_sample_grads(data, targets)
108.78 ms
1 measurement, 100 runs , 1 thread
Per-sample-grads with vmap <torch.utils.benchmark.utils.common.Measurement object at 0x7f20d156ffd0>
ft_compute_sample_grad(params, buffers, data, targets)
8.81 ms
1 measurement, 100 runs , 1 thread
Performance delta: 1134.3253 percent improvement with vmap
```

There are other optimized solutions (like in https://github.com/pytorch/opacus)
to computing per-sample-gradients in PyTorch that also perform better than
the naive method. But it’s cool that composing `vmap`

and `grad`

give us a
nice speedup.

In general, vectorization with `vmap`

should be faster than running a function
in a for-loop and competitive with manual batching. There are some exceptions
though, like if we haven’t implemented the `vmap`

rule for a particular
operation or if the underlying kernels weren’t optimized for older hardware
(GPUs). If you see any of these cases, please let us know by opening an issue
at on GitHub.

**Total running time of the script:** ( 0 minutes 12.866 seconds)