Pyramid sets are commonly used by lifters in the gym. What many people tend to do is start with lifting relatively light weights close to failure and then gradually build up to their heaviest set.
A drawback of this training structure is that performing "light" sets close to failure generates fatigue [1], which then can affect your performance on your heaviest set. If you want to be able to express your max strength potential while using heavier loads, it's a good idea to prioritize the heavy sets by performing them first.
This is known as "Reverse Pyramid Training" (RPT). The goal here is to spend most of your energy on your heaviest overloading sets and then use the lighter sets later in your workout as "back-off" work. RPT is one of the many training structures that can work well for those who are able to make progress on their lifts every few training sessions.
It's important to note that when you perform your heaviest sets first, your warm-up starts playing a more important role. In both performance and injury prevention [2, 3].

1. Influence of exercise order on repetition performance during low-intensity resistance exercise. - PubMed - NCBI
2. Effects of warming-up on physical performance: a systematic review with meta-analysis. - PubMed - NCBI
3. Warm-up and stretching in the prevention of muscular injury. - PubMed - NCBI