Feat/gradient statistics monitor callback#21720
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What does this PR do?
Closes #21589
Credits to @ZiadiSafouene whose original PR #21596 this one was heavily based on.
This PR provides implementation of GradientStatsMonitor callback for Lightning that tracks gradient statistics
during training.
The callbacks allows the user to track both global and per layer gradient statistics as well as per epoch and per batch ones.
Implementation should make extending this class simple with functions like compute_batch_stats or per epoch statistics functions following conventions from torchmetrics: initialize, update, compute.
The callback supports state_dicts -> interrupting and resuming training.
Provides easy diagnostics for high gradients even when working with gradient clipping by utilizing on_before_optimizer_step hook.
Related tests are included.
In short this callback provides a simple out of the box solution for tracking ML model gradients.
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📚 Documentation preview 📚: https://pytorch-lightning--21720.org.readthedocs.build/en/21720/