FSDP with full state dict

CHANGELOG.md

@@ -33,6 +33,9 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).
 - Added correct `dataloader_idx` to batch transfer hooks ([#6241](https://github.com/PyTorchLightning/pytorch-lightning/pull/6241))
 
 
+- Added `ddp_fully_sharded` support ([#7487](https://github.com/PyTorchLightning/pytorch-lightning/pull/7487))
+
+
 ### Changed
 
 

pytorch_lightning/plugins/__init__.py

@@ -6,6 +6,9 @@
 from pytorch_lightning.plugins.precision.apex_amp import ApexMixedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.deepspeed_precision import DeepSpeedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.double import DoublePrecisionPlugin  # noqa: F401
+from pytorch_lightning.plugins.precision.fully_sharded_native_amp import (  # noqa: F401
+    FullyShardedNativeMixedPrecisionPlugin,
+)
 from pytorch_lightning.plugins.precision.native_amp import NativeMixedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.precision_plugin import PrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.sharded_native_amp import ShardedNativeMixedPrecisionPlugin  # noqa: F401
@@ -15,6 +18,7 @@
 from pytorch_lightning.plugins.training_type.ddp_spawn import DDPSpawnPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.deepspeed import DeepSpeedPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.dp import DataParallelPlugin  # noqa: F401
+from pytorch_lightning.plugins.training_type.fully_sharded import DDPFullyShardedPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.horovod import HorovodPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.parallel import ParallelPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.rpc import RPCPlugin  # noqa: F401
@@ -32,24 +36,26 @@
     "DDP2Plugin",
     "DDPPlugin",
     "DDPSpawnPlugin",
+    "DDPFullyShardedPlugin",
     "DeepSpeedPlugin",
     "DeepSpeedPrecisionPlugin",
     "DoublePrecisionPlugin",
     "HorovodPlugin",
     "NativeMixedPrecisionPlugin",
     "PrecisionPlugin",
     "ShardedNativeMixedPrecisionPlugin",
+    "FullyShardedNativeMixedPrecisionPlugin"
     "SingleDevicePlugin",
     "SingleTPUPlugin",
     "TPUHalfPrecisionPlugin",
     "TPUSpawnPlugin",
-    'RPCPlugin',
-    'RPCSequentialPlugin',
-    'TrainingTypePlugin',
-    'ParallelPlugin',
-    'Plugin',
-    'DDPShardedPlugin',
-    'DDPSpawnShardedPlugin',
+    "RPCPlugin",
+    "RPCSequentialPlugin",
+    "TrainingTypePlugin",
+    "ParallelPlugin",
+    "Plugin",
+    "DDPShardedPlugin",
+    "DDPSpawnShardedPlugin",
 ]
 
 from pathlib import Path

pytorch_lightning/plugins/precision/__init__.py

@@ -1,6 +1,9 @@
 from pytorch_lightning.plugins.precision.apex_amp import ApexMixedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.deepspeed_precision import DeepSpeedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.double import DoublePrecisionPlugin  # noqa: F401
+from pytorch_lightning.plugins.precision.fully_sharded_native_amp import (  # noqa: F401
+    FullyShardedNativeMixedPrecisionPlugin,
+)
 from pytorch_lightning.plugins.precision.mixed import MixedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.native_amp import NativeMixedPrecisionPlugin  # noqa: F401
 from pytorch_lightning.plugins.precision.precision_plugin import PrecisionPlugin  # noqa: F401

pytorch_lightning/plugins/precision/fully_sharded_native_amp.py

@@ -0,0 +1,46 @@
+# Copyright The PyTorch Lightning team.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+from typing import Optional, Union
+
+from torch.nn import Module
+from torch.optim import Optimizer
+
+from pytorch_lightning.plugins.precision.sharded_native_amp import ShardedNativeMixedPrecisionPlugin
+from pytorch_lightning.utilities import GradClipAlgorithmType
+
+
+class FullyShardedNativeMixedPrecisionPlugin(ShardedNativeMixedPrecisionPlugin):
+    """Mixed Precision for Full Sharded Training"""
+
+    precision = "mixed"
+
+    def clip_gradients(
+        self,
+        optimizer: Optimizer,
+        clip_val: Union[int, float],
+        gradient_clip_algorithm: GradClipAlgorithmType = GradClipAlgorithmType.VALUE,
+        model: Optional[Module] = None,
+    ) -> None:
+        clip_val = float(clip_val)
+        if clip_val <= 0:
+            return
+        # see https://fairscale.readthedocs.io/en/latest/api/nn/fsdp_tips.html
+        # section `Gradient Clipping`, using `torch.nn.utils.clip_grad_norm_` is incorrect
+        # for FSDP module. To overcome this, needs to call sharded_module.clip_grad_norm(clip_val)
+        # however we rely on LightningModule's configure_sharded_model to wrap FSDP, it would be hard to
+        # trace back the root FSDP. Now we only support clip by value.
+        assert (
+            gradient_clip_algorithm == GradClipAlgorithmType.VALUE
+        ), "`gradient_clip_algorithm`: `norm` is currently not supported for `FullyShardedNativeMixedPrecisionPlugin`"
+        self.clip_grad_by_value(optimizer, clip_val)

pytorch_lightning/plugins/training_type/__init__.py

@@ -3,6 +3,7 @@
 from pytorch_lightning.plugins.training_type.ddp_spawn import DDPSpawnPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.deepspeed import DeepSpeedPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.dp import DataParallelPlugin  # noqa: F401
+from pytorch_lightning.plugins.training_type.fully_sharded import DDPFullyShardedPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.horovod import HorovodPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.parallel import ParallelPlugin  # noqa: F401
 from pytorch_lightning.plugins.training_type.rpc import RPCPlugin  # noqa: F401

pytorch_lightning/plugins/training_type/fully_sharded.py

@@ -0,0 +1,210 @@
+# Copyright The PyTorch Lightning team.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+import contextlib
+from typing import Any, Dict, Generator, List, Optional, Union
+
+import torch
+from torch import Tensor
+from torch.nn import Module
+
+from pytorch_lightning.plugins.environments.cluster_environment import ClusterEnvironment
+from pytorch_lightning.plugins.training_type.ddp import DDPPlugin
+from pytorch_lightning.utilities import _FAIRSCALE_FULLY_SHARDED_AVAILABLE
+from pytorch_lightning.utilities.exceptions import MisconfigurationException
+
+if _FAIRSCALE_FULLY_SHARDED_AVAILABLE:
+    from fairscale.nn import default_auto_wrap_policy, enable_wrap
+    from fairscale.nn.data_parallel import FullyShardedDataParallel
+
+
+class DDPFullyShardedPlugin(DDPPlugin):
+
+    def __init__(
+        self,
+        cpu_offload: bool = False,
+        flatten_parameters: bool = True,
+        reshard_after_forward: bool = True,
+        move_grads_to_cpu: Optional[bool] = None,
+        fp32_reduce_scatter: Optional[bool] = None,
+        compute_dtype: Optional[torch.dtype] = None,
+        bucket_cap_mb: int = 25,
+        # pyre-ignore[9]
+        min_num_params: int = 1e8,
+        state_dict_to_cpu: bool = True,
+        parallel_devices: Optional[List[torch.device]] = None,
+        # pyre-ignore[9]
+        cluster_environment: ClusterEnvironment = None,
+    ):
+        """
+        Plugin for Fully Sharded Data Parallel provided by FairScale.
+
+        Full Sharded Training shards the entire model across all available GPUs, allowing you to scale model
+        size, whilst using efficient communication to reduce overhead. In practice, this means we can remain
+        at parity with PyTorch DDP, whilst scaling our model sizes dramatically. The technique is similar
+        to ZeRO-Stage 3 but has been built for upstreaming to PyTorch.
+        `For more information: https://fairscale.readthedocs.io/en/latest/api/nn/fsdp.html`.
+        .. warning:: ``FullyShardedPlugin`` is in beta and subject to change.
+
+        Defaults have been set and options have been exposed, but may require configuration
+        based on your level of memory/speed efficiency. We suggest having a look at this PR for more information.
+        `https://github.com/facebookresearch/fairscale/pull/413`
+
+        Many of the helpful doc strings below came from the original FairScale documentation:
+        `https://fairscale.readthedocs.io/en/latest/api/nn/fsdp.html`
+
+        Arguments:
+            cpu_offload: Offload FP32 params to CPU. Only usable in precision=16 mode.
+                (Default: False).
+            move_grads_to_cpu: Moves gradient shards to CPU after reduction.
+                Only disable if using CPU based optimizers
+                (Default to ``cpu_offload``).
+            flatten_parameters: Flattens parameter into single contiguous tensor for speed efficiency
+                (Default: True).
+            reshard_after_forward: Reshard parameters after the forward pass, which saves memory but slows
+                down training. This is only relevant when resharding individual layers.
+                (Default: True).
+            fp32_reduce_scatter: Reduce-Scatter gradients in FP32. Only relevant in mixed precision
+                (Default: None).
+            compute_dtype: dtype for full parameters for computation. Default to torch.float32,
+                unless using mixed precision, in which case defaults to torch.float16.
+                (Default: None).
+            bucket_cap_mb: bucket parameters so that gradient reduction
+                can potentially overlap with backward computation.
+                bucket_cap_mb controls the bucket size in MegaBytes (MB).
+                Buckets are sub-divided based on world_size,
+                so the max shard size is roughly bucket_cap_mb / world_size.
+                Values <= 0 disable bucketing.
+                (Default: 25).
+            min_num_params: Number of parameters to wrap when using FairScale ``auto_wrap``.
+                (Default: 1e8)
+            state_dict_to_cpu: Whether to return parameters (returned by :func:`state_dict`) on CPU device.
+                If ``False``, this will default to ``compute_device``.
+                (Defautl: True).
+        """
+
+        super().__init__(
+            parallel_devices=parallel_devices,
+            cluster_environment=cluster_environment,
+        )
+        self.cpu_offload = cpu_offload
+        self.move_grads_to_cpu = move_grads_to_cpu
+        self.flatten_parameters = flatten_parameters
+        self.reshard_after_forward = reshard_after_forward
+        self.fp32_reduce_scatter = fp32_reduce_scatter
+        self.compute_dtype = compute_dtype
+        self.bucket_cap_mb = bucket_cap_mb
+        self.min_num_params = min_num_params
+        self.state_dict_device = torch.device("cpu") if state_dict_to_cpu else None
+        self._process_group = None
+
+    @property
+    def process_group(self):
+        if self._process_group is None:
+            self._process_group = torch.distributed.new_group()
+        return self._process_group
+
+    def setup_distributed(self) -> None:
+        if not self.on_gpu:
+            raise MisconfigurationException(
+                "You selected accelerator to be `ddp_fully_sharded`, but GPU is not available."
+            )
+        super().setup_distributed()
+        torch.cuda.set_device(self.root_device)
+
+    @contextlib.contextmanager
+    def model_sharded_context(self) -> Generator:
+        precision = self.lightning_module.trainer.precision
+
+        def wrap_policy(*args, **kwargs):
+            return default_auto_wrap_policy(*args, **kwargs, min_num_params=self.min_num_params)
+
+        with enable_wrap(
+            wrapper_cls=FullyShardedDataParallel,
+            auto_wrap_policy=wrap_policy,
+            process_group=self.process_group,
+            cpu_offload=self.cpu_offload,
+            move_grads_to_cpu=self.move_grads_to_cpu,
+            flatten_parameters=self.flatten_parameters,
+            mixed_precision=precision == "mixed",
+            reshard_after_forward=self.reshard_after_forward,
+            fp32_reduce_scatter=self.fp32_reduce_scatter,
+            compute_dtype=self.compute_dtype,
+            bucket_cap_mb=self.bucket_cap_mb,
+            state_dict_device=self.state_dict_device,
+        ):
+            yield
+
+    def connect(self, model: Module) -> None:
+        super().connect(model)
+        model_call_configure_sharded_model_hook = getattr(model, "call_configure_sharded_model_hook", False)
+        if not model_call_configure_sharded_model_hook:
+            # if model has not called configure sharded model, we reset
+            # the training type plugin's call_configure_sharded_model_hook
+            # to give trainer a chance to configure.
+            self.call_configure_sharded_model_hook = True
+
+    def configure_ddp(self) -> None:
+        if not self.cpu_offload:
+            # When using CPU Offload, FSDP will manage the CUDA movement for us.
+            # Note: this would be problematic for large model (which could not fit in one GPU)
+            # as FSDP module.to(device) would first summon all parameters
+            # (TODO: need to figure out solution)
+            self.model_to_device()
+
+        # setup optimizers after fully sharded has wrapped the lightning module
+        self.lightning_module.trainer.accelerator.setup_optimizers(self.lightning_module.trainer)
+
+    def pre_dispatch(self) -> None:
+        if self.sync_batchnorm:
+            self.model = self.configure_sync_batchnorm(self.model)
+        self.configure_ddp()
+        self.barrier()
+
+    def model_to_device(self) -> None:
+        # ensure we update the device type in the lightning module
+        self.lightning_module.to(self.root_device)
+
+    def lightning_module_state_dict(self) -> Dict[str, Union[Any, Tensor]]:
+        # Currently it is same as default TrainingTypePlugin, i.e. return
+        # the full state dict for FSDP, in the future, we will provide sharded
+        # state dict.
+        return super().lightning_module_state_dict()
+
+    @property
+    def setup_optimizers_in_pre_dispatch(self) -> bool:
+        # Setup optimizers after the Fully Sharded Model has been made
+        return True
+
+    def training_step(self, *args, **kwargs):
+        return self.model.training_step(*args, **kwargs)
+
+    def validation_step(self, *args, **kwargs):
+        return self.model.validation_step(*args, **kwargs)
+
+    def test_step(self, *args, **kwargs):
+        return self.model.test_step(*args, **kwargs)
+
+    def predict_step(self, *args, **kwargs):
+        return self.model.predict_step(*args, **kwargs)
+
+    def post_training_step(self):
+        pass
+
+    @classmethod
+    def register_plugins(cls, plugin_registry: Dict):
+        plugin_registry.register(
+            "fsdp",
+            cls,
+            description="Fully sharded training with checkpointing the full state dict.",
+        )