pytorch_distributed_simple.py

"""
Optuna example that optimizes multi-layer perceptrons using PyTorch distributed.

In this example, we optimize the validation accuracy of fashion product recognition using
PyTorch distributed data parallel and FashionMNIST.
We optimize the neural network architecture as well as the optimizer configuration.
As it is too time consuming to use the whole FashionMNIST dataset, we
here use a small subset of it.

You can execute this example with mpirun command as follows:
    $ mpirun -n 2 python pytorch_distributed_simple.py

Please note that you need to install PyTorch from source if you switch the communication backend
of torch.distributed to "mpi". Please refer to the following document for further details:
https://pytorch.org/tutorials/intermediate/dist_tuto.html#communication-backends
"""

import os
import urllib

import optuna
from optuna.trial import TrialState
import torch
import torch.distributed as dist
import torch.nn as nn
import torch.nn.functional as F
from torch.nn.parallel import DistributedDataParallel as DDP
import torch.optim as optim
import torch.utils.data
from torchvision import datasets
from torchvision import transforms


# Register a global custom opener to avoid HTTP Error 403: Forbidden when downloading FashionMNIST.
# This is a temporary fix until torchvision v0.9 is released.
opener = urllib.request.build_opener()
opener.addheaders = [("User-agent", "Mozilla/5.0")]
urllib.request.install_opener(opener)


DEVICE = torch.device("cpu")
BATCHSIZE = 128
CLASSES = 10
DIR = os.getcwd()
EPOCHS = 10
LOG_INTERVAL = 10
N_TRAIN_EXAMPLES = BATCHSIZE * 30
N_VALID_EXAMPLES = BATCHSIZE * 10


def define_model(trial):
    # We optimize the number of layers, hidden units and dropout ratio in each layer.
    n_layers = trial.suggest_int("n_layers", 1, 3)
    layers = []

    in_features = 28 * 28
    for i in range(n_layers):
        out_features = trial.suggest_int("n_units_l{}".format(i), 4, 128)
        layers.append(nn.Linear(in_features, out_features))
        layers.append(nn.ReLU())
        p = trial.suggest_float("dropout_l{}".format(i), 0.2, 0.5)
        layers.append(nn.Dropout(p))

        in_features = out_features
    layers.append(nn.Linear(in_features, CLASSES))
    layers.append(nn.LogSoftmax(dim=1))

    return nn.Sequential(*layers)


def get_mnist():
    # Load FashionMNIST dataset.
    train_dataset = datasets.FashionMNIST(DIR, train=True, transform=transforms.ToTensor())
    train_dataset = torch.utils.data.Subset(train_dataset, indices=range(N_TRAIN_EXAMPLES))
    train_sampler = torch.utils.data.distributed.DistributedSampler(dataset=train_dataset)

    valid_dataset = datasets.FashionMNIST(DIR, train=False, transform=transforms.ToTensor())
    valid_dataset = torch.utils.data.Subset(valid_dataset, indices=range(N_VALID_EXAMPLES))
    valid_sampler = torch.utils.data.distributed.DistributedSampler(
        dataset=valid_dataset, shuffle=False
    )

    train_loader = torch.utils.data.DataLoader(
        train_dataset,
        sampler=train_sampler,
        batch_size=BATCHSIZE,
        shuffle=False,
    )
    valid_loader = torch.utils.data.DataLoader(
        valid_dataset,
        sampler=valid_sampler,
        batch_size=BATCHSIZE,
        shuffle=False,
    )

    return train_loader, valid_loader, train_sampler, valid_sampler


def objective(single_trial):
    trial = optuna.integration.TorchDistributedTrial(single_trial)

    # Generate the model.
    model = DDP(define_model(trial).to(DEVICE))

    # Generate the optimizers.
    optimizer_name = trial.suggest_categorical("optimizer", ["Adam", "RMSprop", "SGD"])
    lr = trial.suggest_float("lr", 1e-5, 1e-1, log=True)
    optimizer = getattr(optim, optimizer_name)(model.parameters(), lr=lr)

    # Get the FashionMNIST dataset.
    train_loader, valid_loader, train_sampler, valid_sampler = get_mnist()

    accuracy = 0
    # Training of the model.
    for epoch in range(EPOCHS):
        model.train()
        # Shuffle train dataset.
        train_sampler.set_epoch(epoch)
        for data, target in train_loader:
            data, target = data.view(data.size(0), -1).to(DEVICE), target.to(DEVICE)

            optimizer.zero_grad()
            output = model(data)
            loss = F.nll_loss(output, target)
            loss.backward()
            optimizer.step()

        # Validation of the model.
        model.eval()
        correct = 0
        with torch.no_grad():
            for data, target in valid_loader:
                data, target = data.view(data.size(0), -1).to(DEVICE), target.to(DEVICE)
                output = model(data)
                # Get the index of the max log-probability.
                pred = output.argmax(dim=1, keepdim=True)
                correct += pred.eq(target.view_as(pred)).sum().item()

        correct_tensor = torch.tensor([correct], dtype=torch.int).to(DEVICE)
        dist.all_reduce(correct_tensor)
        total_correct = correct_tensor.item()
        accuracy = total_correct / len(valid_loader.dataset)

        trial.report(accuracy, epoch)

        # Handle pruning based on the intermediate value.
        if trial.should_prune():
            raise optuna.exceptions.TrialPruned()

    return accuracy


if __name__ == "__main__":
    # Set environmental variables required by torch.distributed.
    world_size = os.environ.get("OMPI_COMM_WORLD_SIZE")
    if world_size is None:
        world_size = os.environ.get("PMI_SIZE")
    if world_size is None:
        raise RuntimeError("Neither MPICH nor OpenMPI is avaliable.")
    os.environ["WORLD_SIZE"] = str(world_size)

    rank = os.environ.get("OMPI_COMM_WORLD_RANK")
    if rank is None:
        rank = os.environ.get("PMI_RANK")
    os.environ["RANK"] = str(rank)

    os.environ["MASTER_ADDR"] = "127.0.0.1"
    os.environ["MASTER_PORT"] = "20000"

    dist.init_process_group("gloo")
    rank = dist.get_rank()
    if rank == 0:
        # Download dataset before starting the optimization.
        datasets.FashionMNIST(DIR, train=True, download=True)
    dist.barrier()

    study = None
    n_trials = 20
    if rank == 0:
        study = optuna.create_study(direction="maximize")
        study.optimize(objective, n_trials=n_trials)
    else:
        for _ in range(n_trials):
            try:
                objective(None)
            except optuna.TrialPruned:
                pass

    if rank == 0:
        assert study is not None
        pruned_trials = study.get_trials(deepcopy=False, states=[TrialState.PRUNED])
        complete_trials = study.get_trials(deepcopy=False, states=[TrialState.COMPLETE])

        print("Study statistics: ")
        print("  Number of finished trials: ", len(study.trials))
        print("  Number of pruned trials: ", len(pruned_trials))
        print("  Number of complete trials: ", len(complete_trials))

        print("Best trial:")
        trial = study.best_trial

        print("  Value: ", trial.value)

        print("  Params: ")
        for key, value in trial.params.items():
            print("    {}: {}".format(key, value))