[test] FSDP: check with ddp parity with conv + bn (#549)

- added DDP equivalency test
- added rmf, state_dict_norm functions to testing utils
- added more debugging output to objects_are_equal

fairscale/utils/testing.py

@@ -400,33 +400,53 @@ class GPT2(Base):
         return self.clf_head(h), logits
 
 
-def objects_are_equal(a: Any, b: Any, raise_exception: bool = False) -> bool:
+def objects_are_equal(a: Any, b: Any, raise_exception: bool = False, dict_key: Optional[str] = None) -> bool:
     """
     Test that two objects are equal. Tensors are compared to ensure matching
     size, dtype, device and values.
     """
     if type(a) is not type(b):
+        if raise_exception:
+            raise ValueError(f"type mismatch {type(a)} vs. {type(b)}")
         return False
     if isinstance(a, dict):
         if set(a.keys()) != set(b.keys()):
+            if raise_exception:
+                raise ValueError(f"keys mismatch {a.keys()} vs. {b.keys()}")
             return False
         for k in a.keys():
-            if not objects_are_equal(a[k], b[k], raise_exception):
+            if not objects_are_equal(a[k], b[k], raise_exception, k):
                 return False
         return True
     elif isinstance(a, (list, tuple, set)):
         if len(a) != len(b):
+            if raise_exception:
+                raise ValueError(f"length mismatch {len(a)} vs. {len(b)}")
             return False
         return all(objects_are_equal(x, y, raise_exception) for x, y in zip(a, b))
     elif torch.is_tensor(a):
         try:
-            torch.testing.assert_allclose(a, b)
             # assert_allclose doesn't strictly test shape, dtype and device
             shape_dtype_device_match = a.size() == b.size() and a.dtype == b.dtype and a.device == b.device
-            assert shape_dtype_device_match
+            if not shape_dtype_device_match:
+                if raise_exception:
+                    msg = f"sizes: {a.size()} vs. {b.size()}, "
+                    msg += f"types: {a.dtype} vs. {b.dtype}, "
+                    msg += f"device: {a.device} vs. {b.device}"
+                    raise AssertionError(msg)
+                else:
+                    return False
+            # assert_allclose.
+            torch.testing.assert_allclose(a, b)
             return True
         except (AssertionError, RuntimeError) as e:
             if raise_exception:
+                if dict_key and isinstance(e, AssertionError):
+                    # Add dict key to the assertion error.
+                    msg = e.args[0]
+                    new_msg = f"For dict key '{dict_key}': {msg}"
+                    raise AssertionError(new_msg)
+                else:
                     raise e
             else:
                 return False
@@ -582,3 +602,21 @@ class SGDWithPausingCompute(torch.optim.SGD):
                         param *= 1.0 + self.rank / 10.0
 
         return loss
+
+
+def state_dict_norm(state: Dict[str, torch.Tensor]) -> torch.Tensor:
+    """Compute the norm from a state_dict for simple comparison."""
+    norm = torch.zeros(1)
+    for v in state.values():
+        if not v.is_floating_point():
+            v = v.float()
+        norm += v.norm()
+    return norm
+
+
+def rmf(filename: str) -> None:
+    """Remove a file like rm -f."""
+    try:
+        os.remove(filename)
+    except FileNotFoundError:
+        pass

stubs/torch/__init__.pyi

@@ -922,7 +922,7 @@ class Tensor:
     # TODO: fill in the types for these, or otherwise figure out some
     # way to not have to write these out again...
     def nonzero(self, *, as_tuple=True): ...
-    def norm(self, p="fro", dim=None, keepdim=False): ...
+    def norm(self, p="fro", dim=None, keepdim=False, out=None, dtype=None) -> Tensor: ...
     def stft(self, n_fft, hop_length=None, win_length=None, window=None,
              center=True, pad_mode='reflect', normalized=False, onesided=True): ...
     def split(self, split_size, dim=0) -> Tuple[Tensor, ...]: ...

tests/nn/data_parallel/test_fsdp_regnet.py

@@ -9,6 +9,7 @@
 
 """ Test FSDP with regnet-like model. """
 
+import contextlib
 import random
 import tempfile
 
@@ -16,20 +17,23 @@ import pytest
 import torch
 import torch.multiprocessing as mp
 from torch.nn import BatchNorm2d, Conv2d, Module, SyncBatchNorm
+from torch.nn.parallel import DistributedDataParallel as DDP
 from torch.optim import SGD
 
 from fairscale.nn.data_parallel import FullyShardedDataParallel as FSDP
 from fairscale.nn.data_parallel import TrainingState, auto_wrap_bn
-from fairscale.utils.testing import dist_init, skip_if_single_gpu, teardown, torch_version
-
-
-def _test_func(rank, world_size, fsdp_config, tempfile_name, unused):
-    result = dist_init(rank, world_size, tempfile_name, unused)
-    assert result, "Dist init failed"
-
-    assert isinstance(fsdp_config, dict), str(fsdp_config)
-
-    class Model(Module):
+from fairscale.utils.testing import (
+    dist_init,
+    objects_are_equal,
+    rmf,
+    skip_if_single_gpu,
+    state_dict_norm,
+    teardown,
+    torch_version,
+)
+
+
+class Model(Module):
     def __init__(self):
         super().__init__()
         # TODO (Min): for now, we just test pytorch sync_bn here.
@@ -42,9 +46,112 @@ def _test_func(rank, world_size, fsdp_config, tempfile_name, unused):
         x = self.bn(x)
         return x
 
-    # TODO (Min): check DDP equivalency.
 
+# We get a bit fancy here. Since the scope is `module`, this is run only
+# once no matter how many tests variations for FSDP are requested to run
+# to compare with the DDP reference. For example, a single DDP
+# reference run is needed for both flatten and non-flatten param FSDP.
+#
+# Note, this runs DDP twice with and without mixed precision and asserts
+# the resulting weights are different.
+#
+# This fixture captures and returns:
+#
+#   - model state_dict before training
+#   - model data inputs
+#   - model state_dict after training
+@pytest.fixture(scope="module")
+def ddp_ref():
+    # Get a reference model state
     model = Model()
+    state_before = model.state_dict()
+
+    # Get reference inputs per rank.
+    world_size = 2
+    iterations = 100
+    inputs = [[]] * world_size
+    for rank in range(world_size):
+        for i in range(iterations):
+            inputs[rank].append(torch.rand(2, 2, 2, 2))
+
+    # Run DDP training twice, fp and mp.
+    for precision in ["full", "mixed"]:
+        temp_file_name = tempfile.mkstemp()[1]
+        unused = tempfile.mkstemp()[1]
+        rank_0_output = tempfile.mkstemp()[1]
+        try:
+            fsdp_config = None  # This means we use DDP in _test_func.
+            mp.spawn(
+                _test_func,
+                args=(
+                    world_size,
+                    fsdp_config,
+                    precision == "mixed",
+                    temp_file_name,
+                    unused,
+                    state_before,
+                    inputs,
+                    rank_0_output,
+                    None,
+                ),
+                nprocs=world_size,
+                join=True,
+            )
+            if precision == "full":
+                state_after_fp = torch.load(rank_0_output)
+            else:
+                state_after_mp = torch.load(rank_0_output)
+        finally:
+            rmf(temp_file_name)
+            rmf(unused)
+            rmf(rank_0_output)
+
+    assert state_dict_norm(state_after_fp) != state_dict_norm(state_after_mp)
+
+    return state_before, inputs, state_after_fp, state_after_mp
+
+
+# A fixture to get tempfiles and ensure they are cleaned up.
+@pytest.fixture()
+def temp_files():
+    temp_file_name = tempfile.mkstemp()[1]
+    unused = tempfile.mkstemp()[1]
+
+    yield temp_file_name, unused
+
+    # temp files could have been removed, so we use rmf.
+    rmf(temp_file_name)
+    rmf(unused)
+
+
+def _test_func(
+    rank,
+    world_size,
+    fsdp_config,
+    ddp_mixed_precision,
+    tempfile_name,
+    unused,
+    state_before,
+    inputs,
+    rank_0_output,
+    state_after,
+):
+    result = dist_init(rank, world_size, tempfile_name, unused)
+    assert result, "Dist init failed"
+
+    ddp = True
+    if fsdp_config:
+        ddp = False
+        assert isinstance(fsdp_config, dict), str(fsdp_config)
+
+    model = Model()
+    model.load_state_dict(state_before)
+    model = model.cuda()
+
+    if ddp:
+        model = SyncBatchNorm.convert_sync_batchnorm(model)
+        model = DDP(model, device_ids=[rank])
+    else:
         # Note, different rank may wrap in different order due to different random
         # seeds. But results should be the same.
         if random.randint(0, 1) == 0:
@@ -58,37 +165,60 @@ def _test_func(rank, world_size, fsdp_config, tempfile_name, unused):
         model = FSDP(model, **fsdp_config).cuda()
     optim = SGD(model.parameters(), lr=0.1)
 
-    for _ in range(3):
-        in_data = torch.rand(2, 2, 2, 2).cuda()
-        in_data.requires_grad = True
+    for in_data in inputs[rank]:
+        in_data = in_data.cuda()
+        context = contextlib.suppress()
+        if ddp and ddp_mixed_precision:
+            in_data = in_data.half()
+            context = torch.cuda.amp.autocast(enabled=True)
+        with context:
             out = model(in_data)
-        out.sum().backward()
+            loss = out.sum()
+        loss.backward()
         optim.step()
         optim.zero_grad()
 
+    if ddp:
+        # Save the rank 0 state_dict to the output file.
+        if rank == 0:
+            state_after = model.module.cpu().state_dict()
+            torch.save(state_after, rank_0_output)
+    else:
         model.assert_state(TrainingState.IDLE)
+        # Ensure final state equals to the state_after.
+        fsdp_state = model.state_dict()
+        # Move tensors to CPU to compare numerics.
+        for k, v in fsdp_state.items():
+            fsdp_state[k] = v.cpu()
+        assert objects_are_equal(state_after, fsdp_state, raise_exception=True)
+
     teardown()
 
 
-# We use strings for precision and flatten instead of bool to
+# We use strings for precision and flatten params instead of bool to
 # make the pytest output more readable.
 @skip_if_single_gpu
 @pytest.mark.parametrize("precision", ["full", "mixed"])
 @pytest.mark.parametrize("flatten", ["flatten", "no_flatten"])
-def test1(precision, flatten):
+def test1(temp_files, ddp_ref, precision, flatten):
     if torch_version() < (1, 6, 0):
         pytest.skip("older pytorch doesn't support reduce_scatter")
 
-    temp_file_name = tempfile.mkstemp()[1]
-    unused = tempfile.mkstemp()[1]
+    state_before, inputs, state_after_fp, state_after_mp = ddp_ref
+
+    if precision == "full":
+        state_after = state_after_fp
+    else:
+        state_after = state_after_mp
 
     fsdp_config = {}
     fsdp_config["mixed_precision"] = precision == "mixed"
     fsdp_config["flatten_parameters"] = flatten == "flatten"
 
-    # Some bugs only show up when we are in world_size > 1 due to sharding changing
-    # the tensor dimensions.
     world_size = 2
     mp.spawn(
-        _test_func, args=(world_size, fsdp_config, temp_file_name, unused), nprocs=world_size, join=True,
+        _test_func,
+        args=(world_size, fsdp_config, None, temp_files[0], temp_files[1], state_before, inputs, None, state_after),
+        nprocs=world_size,
+        join=True,
     )