Debugging tensorflow fit not making sense

So I was having different results with a self-implemented code and Tensorflow results. I wanted to test each value to see where was my error (loss, gradients, optimizer, etc).

Therefore I did a test code like the one in this repo inspired on the fashion mnist example. Just for simplicity I will copy-paste it at the end of the question.

Logic:

Basically, I do 1 epoch on 1 batch. And then save:

Weigths before training
Gradients
Weights after only one epoch and batch.

As I use the default SGD TensorFlow algorithm, then the saved gradients should be equal to (initial_weights - final_weights)/0.01. This idea was taken from here.

However, this does not happen, what’s more, results get closer if I divide by 0.0001 instead of 0.01 which is strangely enough 0.01^2.

Is there an error in my logic? testing code? I cannot find it.

PS: I tried using tf version 2.2.0 and 2.4.1 on Linux.

import tensorflow as tf
import numpy as np
from pdb import set_trace


def get_dataset():
    fashion_mnist = tf.keras.datasets.fashion_mnist
    (train_images, train_labels), (test_images, test_labels) = fashion_mnist.load_data()
    return (train_images, train_labels), (test_images, test_labels)


def get_model(init1='glorot_uniform', init2='glorot_uniform'):
    tf.random.set_seed(1)
    model = tf.keras.Sequential([
        tf.keras.layers.Flatten(input_shape=(28, 28)),
        tf.keras.layers.Dense(128, activation='relu', kernel_initializer=init1),
        tf.keras.layers.Dense(10, kernel_initializer=init2)
    ])
    model.compile(optimizer='sgd',
                  loss=tf.keras.losses.CategoricalCrossentropy(from_logits=False),
                  metrics=['accuracy'])
    return model


def train(model, x_fit, y_fit):
    np.save("initial_weights.npy", np.array(model.get_weights()))
    with tf.GradientTape() as g:
        y_pred = model(x_fit)
        loss = tf.keras.losses.categorical_crossentropy(y_pred=y_pred, y_true=y_fit)
        np.save("loss.npy", np.array(loss))
        gradients = g.gradient(loss, model.trainable_weights)
    np.save("gradients.npy", np.array(gradients))
    model.fit(x_fit, y_fit, epochs=1, batch_size=100)
    np.save("final_weights.npy", np.array(model.get_weights()))


if __name__ == "__main__":
    (train_images, train_labels), (test_images, test_labels) = get_dataset()
    model = get_model()
    y_fit = np.zeros((100, 10))
    for i, val in enumerate(train_labels[:100]):
        y_fit[i][val] = 1.
    train(model, train_images[:100], y_fit)
    results = {
        "loss": np.load("loss.npy", allow_pickle=True),
        "init_weights": np.load("initial_weights.npy", allow_pickle=True),
        "gradients": np.load("gradients.npy", allow_pickle=True),
        "final_weights": np.load("final_weights.npy", allow_pickle=True)
    }
    for i_w, f_w, gr in zip(results["init_weights"], results["final_weights"], results["gradients"]):
        gr = gr.numpy()
        print(np.allclose(gr, (i_w - f_w) / 0.01))
    # set_trace()

Answer

It looks like the call to fit is averaging the gradient over the batch size. I don’t know if it’s a bug of it is by design.

As you compute your gradient manually anyway, you can just call model.optimizer.apply_gradients to update your weights, you should get the correct results.

def train(model, x_fit, y_fit):
    np.save("initial_weights.npy", np.array(model.get_weights()))
    with tf.GradientTape() as g:
        y_pred = model(x_fit)
        loss = tf.keras.losses.categorical_crossentropy(y_pred=y_pred, y_true=y_fit)
        np.save("loss.npy", np.array(loss))
        gradients = g.gradient(loss, model.trainable_weights)
    np.save("gradients.npy", np.array(gradients))
    model.optimizer.apply_gradients(zip(gradients,  model.trainable_weights))
    np.save("final_weights.npy", np.array(model.get_weights()))

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Answer