Move training_output validation to after train_step_end (#7868)

* move validation to after aggregation

* changelog

* add test for training_step_end

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CHANGELOG.md

@@ -177,6 +177,8 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).
 
 ### Fixed
 
+- Fixed `_check_training_step_output` to be called after `train_step_end` to support more flexible accomodations ([#7868](https://github.com/PyTorchLightning/pytorch-lightning/pull/7868))
+
 - Fixed `apply_to_collection` works on Custom Collections now ([#7851](https://github.com/PyTorchLightning/pytorch-lightning/pull/7851))
 
 - Fixed ambiguous warning when both overfit and train dataloader shuffling are enabled ([#7685](https://github.com/PyTorchLightning/pytorch-lightning/pull/7685))

pytorch_lightning/trainer/training_loop.py

@@ -296,10 +296,10 @@ def training_step(self, split_batch, batch_idx, opt_idx, hiddens):
 
             self.trainer.logger_connector.cache_logged_metrics()
 
-            self._check_training_step_output(training_step_output)
-
             training_step_output = self.trainer.call_hook("training_step_end", training_step_output)
 
+            self._check_training_step_output(training_step_output)
+
             training_step_output_for_epoch_end, training_step_output = self._process_training_step_output(
                 training_step_output, split_batch
             )

tests/trainer/loops/test_training_loop.py

@@ -150,12 +150,12 @@ def validation_step(self, *args):
 @pytest.mark.parametrize(['output'], [(5., ), ({'a': 5}, )])
 def test_warning_invalid_trainstep_output(tmpdir, output):
 
-    class TestModel(BoringModel):
+    class InvalidTrainStepModel(BoringModel):
 
         def training_step(self, batch, batch_idx):
             return output
 
-    model = TestModel()
+    model = InvalidTrainStepModel()
 
     trainer = Trainer(default_root_dir=tmpdir, fast_dev_run=1)
     with pytest.raises(
@@ -166,3 +166,22 @@ def training_step(self, batch, batch_idx):
         )
     ):
         trainer.fit(model)
+
+
+def test_warning_valid_train_step_end(tmpdir):
+
+    class ValidTrainStepEndModel(BoringModel):
+
+        def training_step(self, batch, batch_idx):
+            output = self(batch)
+            return {'output': output, 'batch': batch}
+
+        def training_step_end(self, outputs):
+            loss = self.loss(outputs['batch'], outputs['output'])
+            return loss
+
+    # No error is raised
+    model = ValidTrainStepEndModel()
+    trainer = Trainer(default_root_dir=tmpdir, fast_dev_run=1)
+
+    trainer.fit(model)