[Cross-post from Stack Overflow 15]
I am converting Keras code into PyTorch because I am more familiar with the latter than the former. However, I found that it is not learning (or only barely).
Below I have provided almost all of my PyTorch code, including the initialisation code so that you can try it out yourself. The only thing you would need to provide yourself, is the word embeddings (I’m sure you can find many word2vec models online). The first input file should be a file with tokenised text, the second input file should be a file with floating-point numbers, one per line. Because I have provided all the code, this question may seem huge and too broad. However, my question is specific enough I think: what is wrong in my model or training loop that causes my model to not or barely improve. (See below for results.)
I have tried to provide many comments where applicable, and I have provided the shape transformations as well so you do not have to run the code to see what is going on. The data prep methods are not important to inspect.
The most important parts are the forward method of the RegressorNet, and the training loop of RegressionNN (admittedly, these names were badly chosen). I think the mistake is there somewhere.
from pathlib import Path
import time

import numpy as np
import torch
from torch import nn, optim
from torch.utils.data import DataLoader
import gensim

from scipy.stats import pearsonr

from LazyTextDataset import LazyTextDataset


class RegressorNet(nn.Module):
    def __init__(self, hidden_dim, embeddings=None, drop_prob=0.0):
        super(RegressorNet, self).__init__()
        self.hidden_dim = hidden_dim
        self.drop_prob = drop_prob

        # Load pretrained w2v model, but freeze it: don't retrain it.
        self.word_embeddings = nn.Embedding.from_pretrained(embeddings)
        self.word_embeddings.weight.requires_grad = False
        self.w2v_rnode = nn.GRU(embeddings.size(1), hidden_dim, bidirectional=True, dropout=drop_prob)

        self.dropout = nn.Dropout(drop_prob)
        self.linear = nn.Linear(hidden_dim * 2, 1)
        # LeakyReLU rather than ReLU so that we don't get stuck in a dead nodes
        self.lrelu = nn.LeakyReLU()

    def forward(self, batch_size, sentence_input):
        # shape sizes for:
        # * batch_size 128
        # * embeddings of dim 146
        # * hidden dim of 200
        # * sentence length of 20

        # sentence_input: torch.Size([128, 20])
        # Get word2vec vector representation
        embeds = self.word_embeddings(sentence_input)
        # embeds: torch.Size([128, 20, 146])

        # embeds.view(-1, batch_size, embeds.size(2)): torch.Size([20, 128, 146])
        # Input vectors into GRU, only keep track of output
        w2v_out, _ = self.w2v_rnode(embeds.view(-1, batch_size, embeds.size(2)))
        # w2v_out = torch.Size([20, 128, 400])

        # Leaky ReLU it
        w2v_out = self.lrelu(w2v_out)

        # Dropout some nodes
        if self.drop_prob > 0:
            w2v_out = self.dropout(w2v_out)
        # w2v_out: torch.Size([20, 128, 400

        # w2v_out[-1, :, :]: torch.Size([128, 400])
        # Only use the last output of a sequence! Supposedly that cell outputs the final information
        regression = self.linear(w2v_out[-1, :, :])
        regression: torch.Size([128, 1])

        return regression


class RegressionRNN:
    def __init__(self, train_files=None, test_files=None, dev_files=None):
        print('Using torch ' + torch.__version__)

        self.datasets, self.dataloaders = RegressionRNN._set_data_loaders(train_files, test_files, dev_files)
        self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')

        self.model = self.w2v_vocab = self.criterion = self.optimizer = self.scheduler = None

    @staticmethod
    def _set_data_loaders(train_files, test_files, dev_files):
        # labels must be the last input file
        datasets = {
            'train': LazyTextDataset(train_files) if train_files is not None else None,
            'test': LazyTextDataset(test_files) if test_files is not None else None,
            'valid': LazyTextDataset(dev_files) if dev_files is not None else None
        }
        dataloaders = {
            'train': DataLoader(datasets['train'], batch_size=128, shuffle=True, num_workers=4) if train_files is not None else None,
            'test': DataLoader(datasets['test'], batch_size=128, num_workers=4) if test_files is not None else None,
            'valid': DataLoader(datasets['valid'], batch_size=128, num_workers=4) if dev_files is not None else None
        }

        return datasets, dataloaders

    @staticmethod
    def prepare_lines(data, split_on=None, cast_to=None, min_size=None, pad_str=None, max_size=None, to_numpy=False,
                      list_internal=False):
        """ Converts the string input (line) to an applicable format. """
        out = []
        for line in data:
            line = line.strip()
            if split_on:
                line = line.split(split_on)
                line = list(filter(None, line))
            else:
                line = [line]

            if cast_to is not None:
                line = [cast_to(l) for l in line]

            if min_size is not None and len(line) < min_size:
                # pad line up to a number of tokens
                line += (min_size - len(line)) * ['@pad@']
            elif max_size and len(line) > max_size:
                line = line[:max_size]

            if list_internal:
                line = [[item] for item in line]

            if to_numpy:
                line = np.array(line)

            out.append(line)

        if to_numpy:
            out = np.array(out)

        return out

    def prepare_w2v(self, data):
        idxs = []
        for seq in data:
            tok_idxs = []
            for word in seq:
                # For every word, get its index in the w2v model.
                # If it doesn't exist, use @unk@ (available in the model).
                try:
                    tok_idxs.append(self.w2v_vocab[word].index)
                except KeyError:
                    tok_idxs.append(self.w2v_vocab['@unk@'].index)
            idxs.append(tok_idxs)
        idxs = torch.tensor(idxs, dtype=torch.long)

        return idxs

    def train(self, epochs=10):
        valid_loss_min = np.Inf
        train_losses, valid_losses = [], []
        for epoch in range(1, epochs + 1):
            epoch_start = time.time()

            train_loss, train_results = self._train_valid('train')
            valid_loss, valid_results = self._train_valid('valid')

            # Calculate Pearson correlation between prediction and target
            try:
                train_pearson = pearsonr(train_results['predictions'], train_results['targets'])
            except FloatingPointError:
                train_pearson = "Could not calculate Pearsonr"

            try:
                valid_pearson = pearsonr(valid_results['predictions'], valid_results['targets'])
            except FloatingPointError:
                valid_pearson = "Could not calculate Pearsonr"

            # calculate average losses
            train_loss = np.mean(train_loss)
            valid_loss = np.mean(valid_loss)

            train_losses.append(train_loss)
            valid_losses.append(valid_loss)

            # print training/validation statistics
            print(f'----------\n'
                  f'Epoch {epoch} - completed in {(time.time() - epoch_start):.0f} seconds\n'
                  f'Training Loss: {train_loss:.6f}\t Pearson: {train_pearson}\n'
                  f'Validation loss: {valid_loss:.6f}\t Pearson: {valid_pearson}')

            # validation loss has decreased
            if valid_loss <= valid_loss_min and train_loss > valid_loss:
                print(f'!! Validation loss decreased ({valid_loss_min:.6f} --> {valid_loss:.6f}).  Saving model ...')
                valid_loss_min = valid_loss

            if train_loss <= valid_loss:
                print('!! Training loss is lte validation loss. Might be overfitting!')

            # Optimise with scheduler
            if self.scheduler is not None:
                self.scheduler.step(valid_loss)

        print('Done training...')

    def _train_valid(self, do):
        """ Do training or validating. """
        if do not in ('train', 'valid'):
            raise ValueError("Use 'train' or 'valid' for 'do'.")

        results = {'predictions': np.array([]), 'targets': np.array([])}
        losses = np.array([])

        self.model = self.model.to(self.device)
        if do == 'train':
            self.model.train()
            torch.set_grad_enabled(True)
        else:
            self.model.eval()
            torch.set_grad_enabled(False)

        for batch_idx, data in enumerate(self.dataloaders[do], 1):
            # 1. Data prep
            sentence = data[0]
            target = data[-1]
            curr_batch_size = target.size(0)

            # Returns list of tokens, possibly padded @pad@
            sentence = self.prepare_lines(sentence, split_on=' ', min_size=20, max_size=20)
            # Converts tokens into w2v IDs as a Tensor
            sent_w2v_idxs = self.prepare_w2v(sentence)
            # Converts output to Tensor of floats
            target = torch.Tensor(self.prepare_lines(target, cast_to=float))

            # Move input to device
            sent_w2v_idxs, target = sent_w2v_idxs.to(self.device), target.to(self.device)

            # 2. Predictions
            pred = self.model(curr_batch_size, sentence_input=sent_w2v_idxs)
            loss = self.criterion(pred, target)

            # 3. Optimise during training
            if do == 'train':
                self.optimizer.zero_grad()
                loss.backward()
                self.optimizer.step()

            # 4. Save results
            pred = pred.detach().cpu().numpy()
            target = target.cpu().numpy()

            results['predictions'] = np.append(results['predictions'], pred, axis=None)
            results['targets'] = np.append(results['targets'], target, axis=None)
            losses = np.append(losses, float(loss))

        torch.set_grad_enabled(True)

        return losses, results


if __name__ == '__main__':
    HIDDEN_DIM = 200

    # Load embeddings from pretrained gensim model
    embed_p = Path('path-to.w2v_model').resolve()
    w2v_model = gensim.models.KeyedVectors.load_word2vec_format(str(embed_p))
    # add a padding token with only zeros
    w2v_model.add(['@pad@'], [np.zeros(w2v_model.vectors.shape[1])])
    embed_weights = torch.FloatTensor(w2v_model.vectors)


    # Text files are used as input. Every line is one datapoint.
    # *.tok.low.*: tokenized (space-separated) sentences
    # *.cross: one floating point number per line, which we are trying to predict
    regr = RegressionRNN(train_files=(r'train.tok.low.en',
                                      r'train.cross'),
                         dev_files=(r'dev.tok.low.en',
                                    r'dev.cross'),
                         test_files=(r'test.tok.low.en',
                                     r'test.cross'))
    regr.w2v_vocab = w2v_model.vocab
    regr.model = RegressorNet(HIDDEN_DIM, embed_weights, drop_prob=0.2)
    regr.criterion = nn.MSELoss()
    regr.optimizer = optim.Adam(list(regr.model.parameters())[0:], lr=0.001)
    regr.scheduler = optim.lr_scheduler.ReduceLROnPlateau(regr.optimizer, 'min', factor=0.1, patience=5, verbose=True)

    regr.train(epochs=100)

For the LazyTextDataset, you can refer to the class below.
from torch.utils.data import Dataset

import linecache


class LazyTextDataset(Dataset):
    def __init__(self, paths):
        # labels are in the last path
        self.paths, self.labels_path = paths[:-1], paths[-1]

        with open(self.labels_path, encoding='utf-8') as fhin:
            lines = 0
            for line in fhin:
                if line.strip() != '':
                    lines += 1

            self.num_entries = lines

    def __getitem__(self, idx):
        data = [linecache.getline(p, idx + 1) for p in self.paths]
        label = linecache.getline(self.labels_path, idx + 1)

        return (*data, label)

    def __len__(self):
        return self.num_entries

As I wrote before, I am trying to convert a Keras model to PyTorch. The original Keras code does not use an embedding layer, and uses pre-built word2vec vectors per sentence as input. In the model below, there is no embedding layer. The Keras summary looks like this (I don’t have access to the base model setup).

Layer (type)                     Output Shape          Param #     Connected to
====================================================================================================
bidirectional_1 (Bidirectional)  (200, 400)            417600
____________________________________________________________________________________________________
dropout_1 (Dropout)              (200, 800)            0           merge_1[0][0]
____________________________________________________________________________________________________
dense_1 (Dense)                  (200, 1)              801         dropout_1[0][0]
====================================================================================================

The issue is that with identical input, the Keras model works and gets a +0.5 Pearson correlation between predicted and actual labels. The PyTorch model above, though, does not seem to work at all. To give you an idea, here is the loss (mean squared error) and Pearson (correlation coefficient, p-value) after the first epoch:
Epoch 1 - completed in 11 seconds
Training Loss: 1.684495	 Pearson: (-0.0006077809280690612, 0.8173368901481127)
Validation loss: 1.708228	 Pearson: (0.017794288315261794, 0.4264098054188664)

And after the 100th epoch:
Epoch 100 - completed in 11 seconds
Training Loss: 1.660194	 Pearson: (0.0020315421756790806, 0.4400929436716754)
Validation loss: 1.704910	 Pearson: (-0.017288118524826892, 0.4396865964324158)

The loss is plotted below (when you look at the Y-axis, you can see the improvements are minimal).
 1
A final indicator that something may be wrong, is that for my 140K lines of input, each epoch only takes 10 seconds on my GTX 1080TI. I feel that his is not much and I would guess that the optimisation is not working/running. I cannot figure out why, though. To issue will probably be in my train loop or the model itself, but I cannot find it.
Again, something must be going wrong because:

the Keras model does perform well;
the training speed is ‘too fast’ for 140K sentences
almost no improvemnts after training.

What am I missing? The issue is more than likely present in the training loop or in the network structure.