I am having a hard time debugging this issue. Roughly 100-150 iters into training, I am consistently getting a NaN, which anomaly_detect reports to be associated with an rsample from Normal seen below. I don’t understand how this could be where the NaN is and not the mu, std computation itself. Why does it not pop up during selection_net's forward pass?
A really aggravating issue is that this happens only 100-150 iterations in. This means that it’s fine for that whole time otherwise.
Synopsis of failing code:
selection_net = PolicySelectionNormal(...)
mu, std = selection_net(batch_data, node_sample, category_sample)
pi_distribution = Normal(mu, std)
action = pi_distribution.rsample()

Error I get:
/home/me/miniconda3/envs/myenv/lib/python3.7/site-packages/torch/autograd/__init__.py:132: UserWarning: Error detected in AddBackward0. Traceback of forward call that caused the error:
  File "main.py", line 459, in <module>
    run(opts)
  File "main.py", line 138, in run
    return train(opts, miner)
  File "main.py", line 223, in train
    log_ = miner.train()
  File "/home/me/Code/mydir/rl/pg.py", line 34, in train
    loss, log = self.compute_loss()
  File "/home/me/Code/mydir/rl/pg.py", line 64, in compute_loss
    obs, masks, acts)
  File "/home/me/Code/mydir/rl/policies/base.py", line 793, in get_probs_values_entropies
    pi_distribution)
  File "/home/me/Code/mydir/rl/policies/base.py", line 702, in get_squashed_action_prob_entropy
    action = distribution.rsample()
  File "/home/me/miniconda3/envs/myenv/lib/python3.7/site-packages/torch/distributions/normal.py", line 68, in rsample
    return self.loc + eps * self.scale
 (Triggered internally at  /opt/conda/conda-bld/pytorch_1607370156314/work/torch/csrc/autograd/python_anomaly_mode.cpp:104.)
  allow_unreachable=True)  # allow_unreachable flag
Traceback (most recent call last):
  File "main.py", line 459, in <module>
    run(opts)
  File "main.py", line 138, in run
    return train(opts, miner)
  File "main.py", line 223, in train
    log_ = miner.train()
  File "/home/me/Code/mydir/rl/pg.py", line 35, in train
    loss.backward()
  File "/home/me/miniconda3/envs/myenv/lib/python3.7/site-packages/comet_ml/monkey_patching.py", line 293, in wrapper
    return_value = original(*args, **kwargs)
  File "/home/me/miniconda3/envs/myenv/lib/python3.7/site-packages/torch/tensor.py", line 221, in backward
    torch.autograd.backward(self, gradient, retain_graph, create_graph)
  File "/home/me/miniconda3/envs/myenv/lib/python3.7/site-packages/torch/autograd/__init__.py", line 132, in backward
    allow_unreachable=True)  # allow_unreachable flag
RuntimeError: Function 'AddBackward0' returned nan values in its 0th output.

Network that has the issue:
class PolicySelectionNetwork(nn.Module):
    """Continuous policy for selection."""

    def __init__(self, num_node_features, hidden_size, embedding_dim,
                 num_node_out, num_choice_out, num_layers):
        super().__init__()

        self.node_embeddings = nn.Embedding(num_node_out, embedding_dim)
        self.choice_embeddings = nn.Embedding(num_choice_out, embedding_dim)
        layers = [GCNConv(num_node_features, hidden_size)]
        for i in range(num_layers):
            layers.append(GCNConv(hidden_size, hidden_size))
        self.layers = nn.ModuleList(layers)

        self.conversion_layer = nn.Linear(hidden_size, embedding_dim)
        layers = [nn.Linear(embedding_dim, hidden_size)]
        self.combined_layers = nn.ModuleList(layers)

        self.mu_layer = nn.Linear(hidden_size, 1)
        self.log_std_layer = nn.Linear(hidden_size, 1)

    def forward(self, observations, nodes, choices):
        """Compute the policy and the logprobs.

        Args:
        - observations: torch.geometric Batch.
        - nodes: A batch of one-hot node actions.
        - choices: A batch of one-hot choice actions.
        """
        px, edge_index = observations.x, observations.edge_index
        for layer in self.layers[:-1]:
            px = layer(px, edge_index)
            px = F.relu(px)
        px = self.layers[-1](px, edge_index)
        global_px = global_mean_pool(px, observations.batch)
        global_px = self.conversion_layer(global_px)

        nodes = self.node_embeddings(nodes)
        choices = self.choice_embeddings(choices)

        policy = global_px + nodes + choices
        for layer in self.combined_layers:
            policy = layer(policy)
            policy = F.relu(policy)

        mu = self.mu_layer(policy)
        log_std = self.log_std_layer(policy)
        log_std = torch.clamp(log_std, LOG_STD_MIN, LOG_STD_MAX)
        std = torch.exp(log_std)
        return mu, std