Wandb logger

[fdlm]

Fixes #865

Description:

Implements logging to Weights & Biases.

Potential problems:

• No integration testing, because you need a W&B login to initialize the logger.

Check list:

• New tests are added (if a new feature is added)
• New doc strings: description and/or example code are in RST format
• Documentation is updated (if required)

[vfdev-5]

FYI, just found on their site : https://github.com/wandb/gitbook/blob/master/library/frameworks/pytorch/ignite.md

[vfdev-5]

@fdlm thanks for the PR ! Could you please provide MNIST example of using WandB like https://github.com/pytorch/ignite/blob/master/examples/contrib/mnist/mnist_with_neptune_logger.py

[vfdev-5]

@sdesrozis could you please check mnist example by running it locally. Thanks!

[vfdev-5]

Maybe we can remove GPU logging as W&D does it by itself.

[fdlm]

Good point, will fix.

[vfdev-5]

We can use global_step_from_engine instead of iteration:
global_step_transform=global_step_from_engine(trainer)

[fdlm]

The problem is that global_step_from_engine will use the iteration number for handlers called on Events.ITERATION_COMPLETED, but epoch number for handlers called on Events.EPOCH_COMPLETED. W&B does not allow to log events with a smaller step than previously logged, so I need to make sure to always use the iteration number.

[vfdev-5]

OK, I see what you mean. So, we can not log at all any epoch number if we log iterations ?

Anyway, we can do that iteration(engine) in a more simple way:

global_step_transform=lambda _, _: trainer.state.iteration 

[fdlm]

Exactly, at least not directly. The workaround (as described in the W&B docs) is to log epochs as "metric", and then select it as X-axis in the W&B web interface. Not sure how to facilitate this in the Logger here.

Thanks for the simpler global_step_transform, will add it!

[vfdev-5]

@fdlm thanks for the update!
I left some comments to improve example's code ?
And it remains to update the docs as here: https://github.com/pytorch/ignite/blob/master/docs/source/contrib/handlers.rst#neptune_logger

[sdesrozis]

WB is just an awesome logger !! That works perfectly. Data in cloud on W&B are amazing. Very very nice job :)

[sdesrozis]

Very good. We can merge the PR when conversations will be resolved.