I want to train a network using a modified loss function that has both a typical classification loss (e.g. nn.CrossEntropyLoss) as well as a penalty on the Frobenius norm of the end-to-end Jacobian (i.e. if f(x) is the output of the network, \nabla_x f(x)).
I’ve implemented a model that can successfully learn using nn.CrossEntropyLoss. However, when I try adding the second loss function (by doing two backwards passes), my training loop runs, but the model never learns. Furthermore, if I calculate the end-to-end Jacobian, but don’t include it in the loss function, the model also never learns. At a high level, my code does the following:

Forward pass to get predicted classes, yhat, from inputs x

Call yhat.backward(torch.ones(appropriate shape), retain_graph=True)

Jacobian norm = x.grad.data.norm(2)

Set loss equal to classification loss + scalar coefficient * jacobian norm
Run loss.backward()


I suspect that I’m misunderstanding how backward() works when run twice, but I haven’t been able to find any good resources to clarify this.
Too much is required to produce a working example, so I’ve tried to extract the relevant code:
def train_model(model, train_dataloader, optimizer, loss_fn, device=None):

    if device is None:
        device = torch.device("cuda" if torch.cuda.is_available() else "cpu")

    model.train()
    train_loss = 0
    correct = 0
    for batch_idx, (batch_input, batch_target) in enumerate(train_dataloader):
        batch_input, batch_target = batch_input.to(device), batch_target.to(device)
        optimizer.zero_grad()
        batch_input.requires_grad_(True)
        model_batch_output = model(batch_input)
        loss = loss_fn(model_output=model_batch_output, model_input=batch_input, model=model, target=batch_target)
        train_loss += loss.item()  # sum up batch loss
        loss.backward()
        optimizer.step()

    def end_to_end_jacobian_loss(model_output, model_input):
        model_output.backward(
            torch.ones(*model_output.shape),
            retain_graph=True)
        jacobian = model_input.grad.data
        jacobian_norm = jacobian.norm(2)
        return jacobian_norm