diff --git a/ci/jenkins_tests/run_multi_node_tests.sh b/ci/jenkins_tests/run_multi_node_tests.sh
index 1ab086792..a07e36f87 100755
--- a/ci/jenkins_tests/run_multi_node_tests.sh
+++ b/ci/jenkins_tests/run_multi_node_tests.sh
@@ -31,25 +31,4 @@ $SUPPRESS_OUTPUT docker run --rm --shm-size=60G --memory=60G $DOCKER_SHA \
 ######################## SGD TESTS #################################
 
 $SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/test_sgd.py --num-iters=2 \
-        --batch-size=1 --strategy=simple
-
-$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/test_sgd.py --num-iters=2 \
-        --batch-size=1 --strategy=ps
-
-$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/test_save_and_restore.py --num-iters=2 \
-        --batch-size=1 --strategy=simple
-
-$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/test_save_and_restore.py --num-iters=2 \
-        --batch-size=1 --strategy=ps
-
-$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/mnist_example.py --num-iters=1 \
-        --num-workers=1 --devices-per-worker=1 --strategy=ps
-
-$SUPPRESS_OUTPUT docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
-    python /ray/python/ray/experimental/sgd/mnist_example.py --num-iters=1 \
-        --num-workers=1 --devices-per-worker=1 --strategy=ps --tune
+    python -m pytest /ray/python/ray/experimental/sgd/tests
diff --git a/doc/source/conf.py b/doc/source/conf.py
index e0bd2c6da..b0ae3416d 100644
--- a/doc/source/conf.py
+++ b/doc/source/conf.py
@@ -53,6 +53,10 @@ MOCK_MODULES = [
     "tensorflow.python",
     "tensorflow.python.client",
     "tensorflow.python.util",
+    "torch",
+    "torch.distributed",
+    "torch.nn",
+    "torch.utils.data",
 ]
 for mod_name in MOCK_MODULES:
     sys.modules[mod_name] = mock.Mock()
diff --git a/doc/source/distributed_training.rst b/doc/source/distributed_training.rst
new file mode 100644
index 000000000..61f3442eb
--- /dev/null
+++ b/doc/source/distributed_training.rst
@@ -0,0 +1,48 @@
+Distributed Training (Experimental)
+===================================
+
+
+Ray includes abstractions for distributed model training that integrate with
+deep learning frameworks, such as PyTorch.
+
+Ray Train is built on top of the Ray task and actor abstractions to provide
+seamless integration into existing Ray applications.
+
+PyTorch Interface
+-----------------
+
+To use Ray Train with PyTorch, pass model and data creator functions to the
+``ray.experimental.sgd.pytorch.PyTorchTrainer`` class.
+To drive the distributed training, ``trainer.train()`` can be called
+repeatedly.
+
+.. code-block:: python
+
+    model_creator = lambda config: YourPyTorchModel()
+    data_creator = lambda config: YourTrainingSet(), YourValidationSet()
+
+    trainer = PyTorchTrainer(
+        model_creator,
+        data_creator,
+        optimizer_creator=utils.sgd_mse_optimizer,
+        config={"lr": 1e-4},
+        num_replicas=2,
+        resources_per_replica=Resources(num_gpus=1),
+        batch_size=16,
+        backend="auto")
+
+    for i in range(NUM_EPOCHS):
+        trainer.train()
+
+Under the hood, Ray Train will create *replicas* of your model
+(controlled by ``num_replicas``) which are each managed by a worker.
+Multiple devices (e.g. GPUs) can be managed by each replica (controlled by ``resources_per_replica``),
+which allows training of lage models across multiple GPUs.
+The ``PyTorchTrainer`` class coordinates the distributed computation and training to improve the model.
+
+The full documentation for ``PyTorchTrainer`` is as follows:
+
+.. autoclass:: ray.experimental.sgd.pytorch.PyTorchTrainer
+    :members:
+
+    .. automethod:: __init__
diff --git a/doc/source/index.rst b/doc/source/index.rst
index a90e0224b..a8efb7a53 100644
--- a/doc/source/index.rst
+++ b/doc/source/index.rst
@@ -42,7 +42,7 @@ Ray comes with libraries that accelerate deep learning and reinforcement learnin
 
 - `Tune`_: Scalable Hyperparameter Search
 - `RLlib`_: Scalable Reinforcement Learning
-- `Distributed Training <distributed_sgd.html>`__
+- `Distributed Training <distributed_training.html>`__
 
 .. _`Tune`: tune.html
 .. _`RLlib`: rllib.html
@@ -107,6 +107,7 @@ Ray comes with libraries that accelerate deep learning and reinforcement learnin
    :maxdepth: 1
    :caption: Other Libraries
 
+   distributed_training.rst
    distributed_sgd.rst
    pandas_on_ray.rst
 
diff --git a/python/ray/experimental/sgd/pytorch/__init__.py b/python/ray/experimental/sgd/pytorch/__init__.py
new file mode 100644
index 000000000..74a33016d
--- /dev/null
+++ b/python/ray/experimental/sgd/pytorch/__init__.py
@@ -0,0 +1,8 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+from ray.experimental.sgd.pytorch.pytorch_trainer import PyTorchTrainer
+from ray.experimental.sgd.pytorch.utils import Resources
+
+__all__ = ["PyTorchTrainer", "Resources"]
diff --git a/python/ray/experimental/sgd/pytorch/pytorch_runner.py b/python/ray/experimental/sgd/pytorch/pytorch_runner.py
new file mode 100644
index 000000000..5fe4ba100
--- /dev/null
+++ b/python/ray/experimental/sgd/pytorch/pytorch_runner.py
@@ -0,0 +1,182 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import logging
+import os
+import torch
+import torch.distributed as dist
+import torch.utils.data
+
+import ray
+from ray.experimental.sgd.pytorch import utils
+
+logger = logging.getLogger(__name__)
+
+
+class PyTorchRunner(object):
+    """Manages a distributed PyTorch model replica"""
+
+    def __init__(self,
+                 model_creator,
+                 data_creator,
+                 optimizer_creator,
+                 config=None,
+                 batch_size=16,
+                 backend="gloo"):
+        """Initializes the runner.
+
+        Args:
+            model_creator (dict -> torch.nn.Module): creates the model using
+                the config.
+            data_creator (dict -> Dataset, Dataset): creates the training and
+                validation data sets using the config.
+            optimizer_creator (torch.nn.Module, dict -> loss, optimizer):
+                creates the loss and optimizer using the model and the config.
+            config (dict): configuration passed to 'model_creator',
+                'data_creator', and 'optimizer_creator'.
+            batch_size (int): batch size used in an update.
+            backend (string): backend used by distributed PyTorch.
+        """
+
+        self.model_creator = model_creator
+        self.data_creator = data_creator
+        self.optimizer_creator = optimizer_creator
+        self.config = {} if config is None else config
+        self.batch_size = batch_size
+        self.backend = backend
+        self.verbose = True
+
+        self.epoch = 0
+        self._timers = {
+            k: utils.TimerStat(window_size=1)
+            for k in [
+                "setup_proc", "setup_model", "get_state", "set_state",
+                "validation", "training"
+            ]
+        }
+
+    def setup(self, url, world_rank, world_size):
+        """Connects to the distributed PyTorch backend and initializes the model.
+
+        Args:
+            url (str): the URL used to connect to distributed PyTorch.
+            world_rank (int): the index of the runner.
+            world_size (int): the total number of runners.
+        """
+        self._setup_distributed_pytorch(url, world_rank, world_size)
+        self._setup_training()
+
+    def _setup_distributed_pytorch(self, url, world_rank, world_size):
+        os.environ["CUDA_LAUNCH_BLOCKING"] = "1"
+        with self._timers["setup_proc"]:
+            self.world_rank = world_rank
+            logger.debug(
+                "Connecting to {} world_rank: {} world_size: {}".format(
+                    url, world_rank, world_size))
+            logger.debug("using {}".format(self.backend))
+            dist.init_process_group(
+                backend=self.backend,
+                init_method=url,
+                rank=world_rank,
+                world_size=world_size)
+
+    def _setup_training(self):
+        logger.debug("Creating model")
+        self.model = self.model_creator(self.config)
+        if torch.cuda.is_available():
+            self.model = torch.nn.parallel.DistributedDataParallel(
+                self.model.cuda())
+        else:
+            self.model = torch.nn.parallel.DistributedDataParallelCPU(
+                self.model)
+
+        logger.debug("Creating optimizer")
+        self.criterion, self.optimizer = self.optimizer_creator(
+            self.model, self.config)
+
+        if torch.cuda.is_available():
+            self.criterion = self.criterion.cuda()
+
+        logger.debug("Creating dataset")
+        self.training_set, self.validation_set = self.data_creator(self.config)
+
+        # TODO: make num_workers configurable
+        self.train_sampler = torch.utils.data.distributed.DistributedSampler(
+            self.training_set)
+        self.train_loader = torch.utils.data.DataLoader(
+            self.training_set,
+            batch_size=self.batch_size,
+            shuffle=(self.train_sampler is None),
+            num_workers=2,
+            pin_memory=False,
+            sampler=self.train_sampler)
+
+        self.validation_sampler = (
+            torch.utils.data.distributed.DistributedSampler(
+                self.validation_set))
+        self.validation_loader = torch.utils.data.DataLoader(
+            self.validation_set,
+            batch_size=self.batch_size,
+            shuffle=(self.validation_sampler is None),
+            num_workers=2,
+            pin_memory=False,
+            sampler=self.validation_sampler)
+
+    def get_node_ip(self):
+        """Returns the IP address of the current node"""
+        return ray.services.get_node_ip_address()
+
+    def step(self):
+        """Runs a training epoch and updates the model parameters"""
+        logger.debug("Starting step")
+        self.train_sampler.set_epoch(self.epoch)
+
+        logger.debug("Begin Training Epoch {}".format(self.epoch + 1))
+        with self._timers["training"]:
+            train_stats = utils.train(self.train_loader, self.model,
+                                      self.criterion, self.optimizer)
+            train_stats["epoch"] = self.epoch
+
+        self.epoch += 1
+
+        train_stats.update(self.stats())
+        return train_stats
+
+    def validate(self):
+        """Evaluates the model on the validation data set"""
+        with self._timers["validation"]:
+            validation_stats = utils.validate(self.validation_loader,
+                                              self.model, self.criterion)
+
+        validation_stats.update(self.stats())
+        return validation_stats
+
+    def stats(self):
+        """Returns a dictionary of statistics collected"""
+        stats = {"epoch": self.epoch}
+        for k, t in self._timers.items():
+            stats[k + "_time_mean"] = t.mean
+            stats[k + "_time_total"] = t.sum
+            t.reset()
+        return stats
+
+    def get_state(self):
+        """Returns the state of the runner"""
+        return {
+            "epoch": self.epoch,
+            "model": self.model.state_dict(),
+            "optimizer": self.optimizer.state_dict(),
+            "stats": self.stats()
+        }
+
+    def set_state(self, state):
+        """Sets the state of the model"""
+        # TODO: restore timer stats
+        self.model.load_state_dict(state["model"])
+        self.optimizer.load_state_dict(state["optimizer"])
+        self.epoch = state["stats"]["epoch"]
+
+    def shutdown(self):
+        """Attempts to shut down the worker"""
+        dist.destroy_process_group()
diff --git a/python/ray/experimental/sgd/pytorch/pytorch_trainer.py b/python/ray/experimental/sgd/pytorch/pytorch_trainer.py
new file mode 100644
index 000000000..073ad3d34
--- /dev/null
+++ b/python/ray/experimental/sgd/pytorch/pytorch_trainer.py
@@ -0,0 +1,150 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import numpy as np
+import sys
+import torch
+import logging
+
+import ray
+
+from ray.experimental.sgd.pytorch.pytorch_runner import PyTorchRunner
+from ray.experimental.sgd.pytorch import utils
+
+logger = logging.getLogger(__name__)
+
+
+class PyTorchTrainer(object):
+    """Train a PyTorch model using distributed PyTorch.
+
+    Launches a set of actors which connect via distributed PyTorch and
+    coordinate gradient updates to train the provided model.
+    """
+
+    def __init__(self,
+                 model_creator,
+                 data_creator,
+                 optimizer_creator=utils.sgd_mse_optimizer,
+                 config=None,
+                 num_replicas=1,
+                 resources_per_replica=None,
+                 batch_size=16,
+                 backend="auto"):
+        """Sets up the PyTorch trainer.
+
+        Args:
+            model_creator (dict -> torch.nn.Module): creates the model
+                using the config.
+            data_creator (dict -> Dataset, Dataset): creates the training
+                and validation data sets using the config.
+            optimizer_creator (torch.nn.Module, dict -> loss, optimizer):
+                creates the loss and optimizer using the model and the config.
+            config (dict): configuration passed to 'model_creator',
+                'data_creator', and 'optimizer_creator'.
+            num_replicas (int): the number of workers used in distributed
+                training.
+            resources_per_replica (Resources): resources used by each worker.
+                Defaults to Resources(num_cpus=1).
+            batch_size (int): batch size for an update.
+            backend (string): backend used by distributed PyTorch.
+        """
+        # TODO: add support for mixed precision
+        # TODO: add support for callbacks
+        if sys.platform == "darwin":
+            raise Exception(
+                ("Distributed PyTorch is not supported on macOS. For more "
+                 "information, see "
+                 "https://github.com/pytorch/examples/issues/467."))
+
+        self.model_creator = model_creator
+        self.config = {} if config is None else config
+        self.optimizer_timer = utils.TimerStat(window_size=1)
+
+        if resources_per_replica is None:
+            resources_per_replica = utils.Resources(
+                num_cpus=1, num_gpus=0, resources={})
+
+        if backend == "auto":
+            backend = "nccl" if resources_per_replica.num_gpus > 0 else "gloo"
+
+        Runner = ray.remote(
+            num_cpus=resources_per_replica.num_cpus,
+            num_gpus=resources_per_replica.num_gpus,
+            resources=resources_per_replica.resources)(PyTorchRunner)
+
+        batch_size_per_replica = batch_size // num_replicas
+        if batch_size % num_replicas > 0:
+            new_batch_size = batch_size_per_replica * num_replicas
+            logger.warn(
+                ("Changing batch size from {old_batch_size} to "
+                 "{new_batch_size} to evenly distribute batches across "
+                 "{num_replicas} replicas.").format(
+                     old_batch_size=batch_size,
+                     new_batch_size=new_batch_size,
+                     num_replicas=num_replicas))
+
+        self.workers = [
+            Runner.remote(model_creator, data_creator, optimizer_creator,
+                          self.config, batch_size_per_replica, backend)
+            for i in range(num_replicas)
+        ]
+
+        ip = ray.get(self.workers[0].get_node_ip.remote())
+        port = utils.find_free_port()
+        address = "tcp://{ip}:{port}".format(ip=ip, port=port)
+
+        # Get setup tasks in order to throw errors on failure
+        ray.get([
+            worker.setup.remote(address, i, len(self.workers))
+            for i, worker in enumerate(self.workers)
+        ])
+
+    def train(self):
+        """Runs a training epoch"""
+        with self.optimizer_timer:
+            worker_stats = ray.get([w.step.remote() for w in self.workers])
+
+        train_stats = worker_stats[0].copy()
+        train_stats["train_loss"] = np.mean(
+            [s["train_loss"] for s in worker_stats])
+        return train_stats
+
+    def validate(self):
+        """Evaluates the model on the validation data set"""
+        worker_stats = ray.get([w.validate.remote() for w in self.workers])
+        validation_stats = worker_stats[0].copy()
+        validation_stats["validation_loss"] = np.mean(
+            [s["validation_loss"] for s in worker_stats])
+        return validation_stats
+
+    def get_model(self):
+        """Returns the learned model"""
+        model = self.model_creator(self.config)
+        state = ray.get(self.workers[0].get_state.remote())
+
+        # Remove module. prefix added by distrbuted pytorch
+        state_dict = {
+            k.replace("module.", ""): v
+            for k, v in state["model"].items()
+        }
+
+        model.load_state_dict(state_dict)
+        return model
+
+    def save(self, ckpt):
+        """Saves the model at the provided checkpoint"""
+        state = ray.get(self.workers[0].get_state.remote())
+        torch.save(state, ckpt)
+
+    def restore(self, ckpt):
+        """Restores the model from the provided checkpoint"""
+        state = torch.load(ckpt)
+        state_id = ray.put(state)
+        ray.get([worker.set_state.remote(state_id) for worker in self.workers])
+
+    def shutdown(self):
+        """Shuts down workers and releases resources"""
+        for worker in self.workers:
+            worker.shutdown.remote()
+            worker.__ray_terminate__.remote()
diff --git a/python/ray/experimental/sgd/pytorch/utils.py b/python/ray/experimental/sgd/pytorch/utils.py
new file mode 100644
index 000000000..f7c6e4aba
--- /dev/null
+++ b/python/ray/experimental/sgd/pytorch/utils.py
@@ -0,0 +1,240 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+from collections import namedtuple
+from contextlib import closing
+import numpy as np
+import socket
+import time
+import torch
+import torch.nn as nn
+
+
+def train(train_iterator, model, criterion, optimizer):
+    """Runs 1 training epoch"""
+    batch_time = AverageMeter()
+    data_time = AverageMeter()
+    losses = AverageMeter()
+
+    timers = {k: TimerStat() for k in ["d2h", "fwd", "grad", "apply"]}
+
+    # switch to train mode
+    model.train()
+
+    end = time.time()
+
+    for i, (features, target) in enumerate(train_iterator):
+        # measure data loading time
+        data_time.update(time.time() - end)
+
+        # Create non_blocking tensors for distributed training
+        with timers["d2h"]:
+            if torch.cuda.is_available():
+                features = features.cuda(non_blocking=True)
+                target = target.cuda(non_blocking=True)
+
+        # compute output
+        with timers["fwd"]:
+            output = model(features)
+            loss = criterion(output, target)
+
+            # measure accuracy and record loss
+            losses.update(loss.item(), features.size(0))
+
+        with timers["grad"]:
+            # compute gradients in a backward pass
+            optimizer.zero_grad()
+            loss.backward()
+
+        with timers["apply"]:
+            # Call step of optimizer to update model params
+            optimizer.step()
+
+        # measure elapsed time
+        batch_time.update(time.time() - end)
+        end = time.time()
+
+    stats = {
+        "batch_time": batch_time.avg,
+        "batch_processed": losses.count,
+        "train_loss": losses.avg,
+        "data_time": data_time.avg,
+    }
+    stats.update({k: t.mean for k, t in timers.items()})
+    return stats
+
+
+def validate(val_loader, model, criterion):
+    batch_time = AverageMeter()
+    losses = AverageMeter()
+
+    # switch to evaluate mode
+    model.eval()
+
+    with torch.no_grad():
+        end = time.time()
+        for i, (features, target) in enumerate(val_loader):
+
+            if torch.cuda.is_available():
+                features = features.cuda(non_blocking=True)
+                target = target.cuda(non_blocking=True)
+
+            # compute output
+            output = model(features)
+            loss = criterion(output, target)
+
+            # measure accuracy and record loss
+            losses.update(loss.item(), features.size(0))
+
+            # measure elapsed time
+            batch_time.update(time.time() - end)
+            end = time.time()
+
+    stats = {"batch_time": batch_time.avg, "validation_loss": losses.avg}
+    return stats
+
+
+class TimerStat(object):
+    """A running stat for conveniently logging the duration of a code block.
+
+    Note that this class is *not* thread-safe.
+
+    Examples:
+        Time a call to 'time.sleep'.
+
+        >>> import time
+        >>> sleep_timer = TimerStat()
+        >>> with sleep_timer:
+        ...     time.sleep(1)
+        >>> round(sleep_timer.mean)
+        1
+    """
+
+    def __init__(self, window_size=10):
+        self._window_size = window_size
+        self._samples = []
+        self._units_processed = []
+        self._start_time = None
+        self._total_time = 0.0
+        self.count = 0
+
+    def __enter__(self):
+        assert self._start_time is None, "concurrent updates not supported"
+        self._start_time = time.time()
+
+    def __exit__(self, type, value, tb):
+        assert self._start_time is not None
+        time_delta = time.time() - self._start_time
+        self.push(time_delta)
+        self._start_time = None
+
+    def push(self, time_delta):
+        self._samples.append(time_delta)
+        if len(self._samples) > self._window_size:
+            self._samples.pop(0)
+        self.count += 1
+        self._total_time += time_delta
+
+    def push_units_processed(self, n):
+        self._units_processed.append(n)
+        if len(self._units_processed) > self._window_size:
+            self._units_processed.pop(0)
+
+    @property
+    def mean(self):
+        return np.mean(self._samples)
+
+    @property
+    def median(self):
+        return np.median(self._samples)
+
+    @property
+    def sum(self):
+        return np.sum(self._samples)
+
+    @property
+    def max(self):
+        return np.max(self._samples)
+
+    @property
+    def first(self):
+        return self._samples[0] if self._samples else None
+
+    @property
+    def last(self):
+        return self._samples[-1] if self._samples else None
+
+    @property
+    def size(self):
+        return len(self._samples)
+
+    @property
+    def mean_units_processed(self):
+        return float(np.mean(self._units_processed))
+
+    @property
+    def mean_throughput(self):
+        time_total = sum(self._samples)
+        if not time_total:
+            return 0.0
+        return sum(self._units_processed) / time_total
+
+    def reset(self):
+        self._samples = []
+        self._units_processed = []
+        self._start_time = None
+        self._total_time = 0.0
+        self.count = 0
+
+
+def find_free_port():
+    with closing(socket.socket(socket.AF_INET, socket.SOCK_STREAM)) as s:
+        s.bind(("", 0))
+        s.setsockopt(socket.SOL_SOCKET, socket.SO_REUSEADDR, 1)
+        return s.getsockname()[1]
+
+
+class AverageMeter(object):
+    """Computes and stores the average and current value"""
+
+    def __init__(self):
+        self.reset()
+
+    def reset(self):
+        self.val = 0
+        self.avg = 0
+        self.sum = 0
+        self.count = 0
+
+    def update(self, val, n=1):
+        self.val = val
+        self.sum += val * n
+        self.count += n
+        self.avg = self.sum / self.count
+
+
+class Resources(
+        namedtuple("Resources", ["num_cpus", "num_gpus", "resources"])):
+    __slots__ = ()
+
+    def __new__(cls, num_cpus=1, num_gpus=0, resources=None):
+        if resources is None:
+            resources = {}
+
+        return super(Resources, cls).__new__(cls, num_cpus, num_gpus,
+                                             resources)
+
+
+def sgd_mse_optimizer(model, config):
+    """Returns the mean squared error criterion and SGD optimizer.
+
+    Args:
+        model (torch.nn.Module): the model to optimize.
+        config (dict): configuration for the optimizer.
+            lr (float): the learning rate. defaults to 0.01.
+    """
+    learning_rate = config.get("lr", 0.01)
+    criterion = nn.MSELoss()
+    optimizer = torch.optim.SGD(model.parameters(), lr=learning_rate)
+    return criterion, optimizer
diff --git a/python/ray/experimental/sgd/tests/__init__.py b/python/ray/experimental/sgd/tests/__init__.py
new file mode 100644
index 000000000..e69de29bb
diff --git a/python/ray/experimental/sgd/tests/pytorch_utils.py b/python/ray/experimental/sgd/tests/pytorch_utils.py
new file mode 100644
index 000000000..6299fff1c
--- /dev/null
+++ b/python/ray/experimental/sgd/tests/pytorch_utils.py
@@ -0,0 +1,40 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import numpy as np
+import torch
+import torch.nn as nn
+import torch.utils.data
+
+
+class LinearDataset(torch.utils.data.Dataset):
+    """y = a * x + b"""
+
+    def __init__(self, a, b, size=1000):
+        x = np.random.random(size).astype(np.float32) * 10
+        x = np.arange(0, 10, 10 / size, dtype=np.float32)
+        self.x = torch.from_numpy(x)
+        self.y = torch.from_numpy(a * x + b)
+
+    def __getitem__(self, index):
+        return self.x[index, None], self.y[index, None]
+
+    def __len__(self):
+        return len(self.x)
+
+
+def model_creator(config):
+    return nn.Linear(1, 1)
+
+
+def optimizer_creator(model, config):
+    """Returns criterion, optimizer"""
+    criterion = nn.MSELoss()
+    optimizer = torch.optim.SGD(model.parameters(), lr=1e-4)
+    return criterion, optimizer
+
+
+def data_creator(config):
+    """Returns training set, validation set"""
+    return LinearDataset(2, 5), LinearDataset(2, 5, size=400)
diff --git a/python/ray/experimental/sgd/tests/test_pytorch.py b/python/ray/experimental/sgd/tests/test_pytorch.py
new file mode 100644
index 000000000..faff23f8a
--- /dev/null
+++ b/python/ray/experimental/sgd/tests/test_pytorch.py
@@ -0,0 +1,76 @@
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import os
+import pytest
+import sys
+import tempfile
+import torch
+
+from ray.tests.conftest import ray_start_2_cpus  # noqa: F401
+from ray.experimental.sgd.pytorch import PyTorchTrainer, Resources
+
+from ray.experimental.sgd.tests.pytorch_utils import (
+    model_creator, optimizer_creator, data_creator)
+
+
+@pytest.mark.skipif(  # noqa: F811
+    sys.platform == "darwin", reason="Doesn't work on macOS.")
+def test_train(ray_start_2_cpus):  # noqa: F811
+    trainer = PyTorchTrainer(
+        model_creator,
+        data_creator,
+        optimizer_creator,
+        num_replicas=2,
+        resources_per_replica=Resources(num_cpus=1))
+    train_loss1 = trainer.train()["train_loss"]
+    validation_loss1 = trainer.validate()["validation_loss"]
+
+    train_loss2 = trainer.train()["train_loss"]
+    validation_loss2 = trainer.validate()["validation_loss"]
+
+    print(train_loss1, train_loss2)
+    print(validation_loss1, validation_loss2)
+
+    assert train_loss2 <= train_loss1
+    assert validation_loss2 <= validation_loss1
+
+
+@pytest.mark.skipif(  # noqa: F811
+    sys.platform == "darwin", reason="Doesn't work on macOS.")
+def test_save_and_restore(ray_start_2_cpus):  # noqa: F811
+    trainer1 = PyTorchTrainer(
+        model_creator,
+        data_creator,
+        optimizer_creator,
+        num_replicas=2,
+        resources_per_replica=Resources(num_cpus=1))
+    trainer1.train()
+
+    filename = os.path.join(tempfile.mkdtemp(), "checkpoint")
+    trainer1.save(filename)
+
+    model1 = trainer1.get_model()
+
+    trainer1.shutdown()
+
+    trainer2 = PyTorchTrainer(
+        model_creator,
+        data_creator,
+        optimizer_creator,
+        num_replicas=2,
+        resources_per_replica=Resources(num_cpus=1))
+    trainer2.restore(filename)
+
+    os.remove(filename)
+
+    model2 = trainer2.get_model()
+
+    model1_state_dict = model1.state_dict()
+    model2_state_dict = model2.state_dict()
+
+    assert set(model1_state_dict.keys()) == set(model2_state_dict.keys())
+
+    for k in model1_state_dict:
+        assert torch.equal(model1_state_dict[k], model2_state_dict[k])