Add opt_idx to scheduler config if not assigned by user

CHANGELOG.md

@@ -58,6 +58,12 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).
 - Added a `PrecisionPlugin.teardown` method ([#10990](https://github.com/PyTorchLightning/pytorch-lightning/issues/10990))
 
 
+- Added `opt_idx` to scheduler config if not assigned by user ([#11247](https://github.com/PyTorchLightning/pytorch-lightning/issues/11247))
+
+
+- Added a `MisconfigurationException` if user provided `opt_idx` in scheduler config doesn't match with actual optimizer index of its respective optimizer ([#11247](https://github.com/PyTorchLightning/pytorch-lightning/issues/11247))
+
+
 
 ### Changed
 

pytorch_lightning/core/optimizer.py

@@ -184,7 +184,7 @@ def _init_optimizers_and_lr_schedulers(model: "pl.LightningModule") -> Tuple[Lis
         _configure_schedulers_automatic_opt if model.automatic_optimization else _configure_schedulers_manual_opt
     )
     lr_schedulers = _configure_schedulers(lr_schedulers, monitor)
-    _validate_scheduler_optimizer(optimizers, lr_schedulers)
+    _set_scheduler_opt_idx(optimizers, lr_schedulers)
     return optimizers, lr_schedulers, optimizer_frequencies
 
 
@@ -337,15 +337,27 @@ def _get_default_scheduler_config() -> Dict[str, Any]:
         "reduce_on_plateau": False,  # most often not ReduceLROnPlateau scheduler
         "monitor": None,  # value to monitor for ReduceLROnPlateau
         "strict": True,  # enforce that the monitor exists for ReduceLROnPlateau
-        "opt_idx": None,  # necessary to store opt_idx when optimizer frequencies are specified
+        "opt_idx": None,  # opt_idx assigned internally if not assigned by user
     }
 
 
-def _validate_scheduler_optimizer(optimizers: List[Any], lr_schedulers: List[Any]) -> None:
-    if any(sch["scheduler"].optimizer not in optimizers for sch in lr_schedulers):
-        raise MisconfigurationException(
-            "Some schedulers are attached with an optimizer that wasn't returned from `configure_optimizers`."
-        )
+def _set_scheduler_opt_idx(optimizers: List[Any], lr_schedulers: List[Any]) -> None:
+    for sch in lr_schedulers:
+
+        for opt_idx, opt in enumerate(optimizers):
+            if sch["scheduler"].optimizer is opt:
+                if sch["opt_idx"] is not None and sch["opt_idx"] != opt_idx:
+                    raise MisconfigurationException(
+                        "`opt_idx` set inside scheduler config does not match with the index"
+                        " of the respective optimizer returned from `configure_optimizers`."
+                    )
+
+                sch["opt_idx"] = opt_idx
+                break
+        else:
+            raise MisconfigurationException(
+                "Some schedulers are attached with an optimizer that wasn't returned from `configure_optimizers`."
+            )
 
 
 def _validate_optim_conf(optim_conf: Dict[str, Any]) -> None:

pytorch_lightning/loops/epoch/training_epoch_loop.py

@@ -468,7 +468,7 @@ def _update_learning_rates(
             opt_indices = []
 
         for lr_scheduler in self.trainer.lr_schedulers:
-            if isinstance(lr_scheduler["opt_idx"], int) and lr_scheduler["opt_idx"] not in opt_indices:
+            if lr_scheduler["opt_idx"] not in opt_indices:
                 continue
 
             if update_plateau_schedulers ^ lr_scheduler["reduce_on_plateau"]:

pytorch_lightning/tuner/lr_finder.py

@@ -24,7 +24,11 @@
 
 import pytorch_lightning as pl
 from pytorch_lightning.callbacks import Callback
-from pytorch_lightning.core.optimizer import _get_default_scheduler_config, _init_optimizers_and_lr_schedulers
+from pytorch_lightning.core.optimizer import (
+    _get_default_scheduler_config,
+    _init_optimizers_and_lr_schedulers,
+    _set_scheduler_opt_idx,
+)
 from pytorch_lightning.loggers.base import DummyLogger
 from pytorch_lightning.utilities import rank_zero_warn
 from pytorch_lightning.utilities.cloud_io import get_filesystem
@@ -124,11 +128,12 @@ def func(trainer):
             args = (optimizer, self.lr_max, self.num_training)
             scheduler = _LinearLR(*args) if self.mode == "linear" else _ExponentialLR(*args)
             sched_config = _get_default_scheduler_config()
-            sched_config.update({"scheduler": scheduler, "interval": "step"})
+            sched_config.update({"scheduler": scheduler, "interval": "step", "opt_idx": 0})
 
             trainer.strategy.optimizers = [optimizer]
             trainer.strategy.lr_schedulers = [sched_config]
             trainer.strategy.optimizer_frequencies = []
+            _set_scheduler_opt_idx(trainer.optimizers, trainer.lr_schedulers)
 
         return func
 

tests/trainer/optimization/test_optimizers.py

@@ -140,7 +140,7 @@ def configure_optimizers(self):
         frequency=1,
         reduce_on_plateau=True,
         strict=True,
-        opt_idx=None,
+        opt_idx=0,
         name=None,
     )
 
@@ -182,7 +182,7 @@ def test_optimizer_return_options(tmpdir):
         monitor=None,
         strict=True,
         name=None,
-        opt_idx=None,
+        opt_idx=0,
     )
 
     # opt tuple of 2 lists
@@ -511,6 +511,24 @@ def configure_optimizers(self):
         trainer.fit(model)
 
 
+def test_invalid_opt_idx_in_scheduler(tmpdir):
+    """Test exception when incorrect opt_idx is set in lr_scheduler config."""
+
+    class InvalidOptimizerModel(BoringModel):
+        def configure_optimizers(self):
+            opt1 = optim.SGD(self.layer.parameters(), lr=0.1)
+            opt2 = optim.SGD(self.layer.parameters(), lr=0.1)
+            lr_scheduler = {"scheduler": optim.lr_scheduler.StepLR(opt2, step_size=1), "opt_idx": 0}
+            return [opt1, opt2], [lr_scheduler]
+
+    model = InvalidOptimizerModel()
+    trainer = Trainer(default_root_dir=tmpdir, fast_dev_run=True)
+    with pytest.raises(
+        MisconfigurationException, match="`opt_idx` .* does not match with the index of the respective optimizer"
+    ):
+        trainer.fit(model)
+
+
 def test_invalid_optimizer_dict_raises(tmpdir):
     """Test exception when lr_scheduler dict has no scheduler."""