[FSDP] add no_broadcast_optim_state option (#560)

fairscale/nn/data_parallel/fsdp_optim_utils.py

@@ -21,22 +21,22 @@ def flatten_optim_state_dict(sd: Dict) -> Dict:
     non_tensor_state = {}
 
     # Populate `new_state["state"]`. (Assuming sd is sorted)
-    for expanded_pid, buffers in sd["state"].items():
-        consolidated_pid = param_id_map[expanded_pid]
+    for global_id, buffers in sd["state"].items():
+        local_id = param_id_map[global_id]
         for buffer_name, p in buffers.items():
             if torch.is_tensor(p):
-                if buffer_name not in new_state[consolidated_pid]:
-                    new_state[consolidated_pid][buffer_name] = []
-                new_state[consolidated_pid][buffer_name].append(p.reshape(-1))
+                if buffer_name not in new_state[local_id]:
+                    new_state[local_id][buffer_name] = []
+                new_state[local_id][buffer_name].append(p.reshape(-1))
             else:
                 non_tensor_state[buffer_name] = p
 
     # Now combine all tensors in each buffer using torch.cat().
-    for consolidated_pid, state in new_state.items():
+    for local_id, state in new_state.items():
         for buffer_name, tensors in state.items():
-            new_state[consolidated_pid][buffer_name] = torch.cat(tensors)
-        new_state[consolidated_pid].update(non_tensor_state)
-    new_sd = {"state": new_state, "param_groups": sd["param_groups"]}
+            new_state[local_id][buffer_name] = torch.cat(tensors)
+        new_state[local_id].update(non_tensor_state)
+    new_sd = {"state": new_state, "param_groups": copy.deepcopy(sd["param_groups"])}
 
     # add pointers from the `params` dict.
     for pg_id, _ in enumerate(sd["param_groups"]):
@@ -109,6 +109,7 @@ def _unflatten_optim_state(
 
     # If the constant state is the same as the combined state,  copy it N times, no unflattening needed.
     unflat_state = {i: copy.deepcopy(non_tensor_state[0]) for i in range(sum(num_unflat_params))}
+
     if non_tensor_state[0].keys() == combined_state[0].keys():
         return unflat_state, global_to_local_id
 
@@ -134,24 +135,33 @@ def _unflatten_optim_state(
     return unflat_state, global_to_local_id
 
 
-def build_unflat_state_dict(instance_list: List[torch.nn.Module], world_optim_states: List[Dict]) -> Dict:
+def build_unflat_state_dict(
+    instance_list: List[torch.nn.Module], world_optim_states: List[Dict], uncollected_opt_state: Dict[int, Dict]
+) -> Dict:
     """Build an unflattened optimizer state dict given a list of flattened optimizer state dicts from each rank."""
     world_pad_info: List[List[List[int]]] = [s.pop("num_padded") for s in world_optim_states]
     assert all(len(s) == len(instance_list) for s in world_pad_info)
     assert all(len(s[0]) == 1 for s in world_pad_info)
+    # Since there are no tensors in param_groups, deepcopy is fine
     param_groups = copy.deepcopy(world_optim_states[0]["param_groups"])
     assert len(param_groups) == 1
 
     # Aggregate from a list of dictionaries to a dictionary of lists
     combined_state = _combine_state([x["state"] for x in world_optim_states])
+    for local_id, v in uncollected_opt_state.items():
+        assert local_id not in combined_state
+        combined_state[local_id] = {}
+        for buffer_name, tensor in v.items():
+            combined_state[local_id][buffer_name] = [tensor]
     del world_optim_states
 
     # local ids are in the current state, global_ids will be in returned state.
     unflat_state, global_to_local_id = _unflatten_optim_state(combined_state, instance_list, world_pad_info)
     num_params = sum([len(m._param_numels) for m in instance_list])  # type: ignore
-    param_groups[0]["params"] = list(range(num_params))  # This could be a large list. #TODO: is it essential
+    param_groups[0]["params"] = list(range(num_params))
     return {
         "state": dict(sorted(unflat_state.items())),  # NOTE: this is probably already sorted
         "param_id_map": global_to_local_id,
         "param_groups": param_groups,
+        "uncollected_local_ids": list(uncollected_opt_state.keys()),
     }

fairscale/nn/data_parallel/fully_sharded_data_parallel.py

@@ -157,6 +157,12 @@ class FullyShardedDataParallel(nn.Module):
             device, the param's device will be used. If not given and module
             params are on CPU, then the current CUDA device (as indicated by
             ``torch.cuda.current_device()`` will be used.
+        no_broadcast_optim_state: (bool, Optional)
+            do not broadcast this modules optimizer state when ``gather_full_optim_state_dict`` is called.
+            If you set this true, you are expected to overwrite the relevant state entries of the returned optimizer state dict
+            with the proper state at each rank. This is useful for situations, like Mixture Of Experts,
+            where all but a few parameters can fit on one node.
+            Default: False
     """
 
     def __init__(
@@ -173,6 +179,7 @@ class FullyShardedDataParallel(nn.Module):
         move_grads_to_cpu: Optional[bool] = None,
         bucket_cap_mb: int = 25,
         compute_device: Optional[torch.device] = None,
+        no_broadcast_optim_state: Optional[bool] = False,
     ):
         super().__init__()
         self.process_group = process_group or dist.new_group()
@@ -187,6 +194,8 @@ class FullyShardedDataParallel(nn.Module):
         self.buffer_dtype = buffer_dtype or self.compute_dtype
         self.move_grads_to_cpu = cpu_offload if move_grads_to_cpu is None else move_grads_to_cpu
         self.bucket_cap_mb = bucket_cap_mb
+        self.uncollected_opt_state: Dict[int, Dict] = {}
+        self.no_broadcast_optim_state = no_broadcast_optim_state
         self.gradient_predivide_factor: int = self.get_gradient_predivide_factor(self.world_size)
         self.gradient_postdivide_factor: float = self.world_size / self.gradient_predivide_factor
 
@@ -849,6 +858,12 @@ class FullyShardedDataParallel(nn.Module):
                 if m.process_group != self.process_group:
                     self.children_share_process_group = False
 
+                # if child instance in its own (smaller) world, that was probably an attempt to avoid OOM.
+                # Therefore gathering this child's optim state will probably cause OOM, so we won't do it.
+                m.no_broadcast_optim_state = m.no_broadcast_optim_state or (
+                    (m.world_size == 1) and (m.world_size < self.world_size) and (m.process_group != self.process_group)
+                )
+
     def _setup_streams(self) -> None:
         """Create streams to overlap data transfer and computation."""
         if len(self._streams) > 0 or not self._is_root:
@@ -1391,7 +1406,7 @@ class FullyShardedDataParallel(nn.Module):
         dummy_tensor = torch.tensor([0], dtype=torch.uint8, device=self.compute_device)
         for rank in range(self.world_size):
             if rank == self.rank:
-                sd = optim.state_dict()
+                sd = self._remove_uncollectable_params_from_optim_state_dict(optim.state_dict())
                 sd["num_padded"] = [m.numel_padded_per_param for m in self._fsdp_instances]
             else:
                 sd = dummy_tensor  # type: ignore
@@ -1428,8 +1443,11 @@ class FullyShardedDataParallel(nn.Module):
         if self.rank != recipient_rank and recipient_rank is not None:
             return None
         # Unify the shard states by concatenating tensors and unflattening params
-        new_state_dict = ou.build_unflat_state_dict(self._fsdp_instances, world_optim_states)
-        # TODO: check if this code supports nested instances with different world size
+        new_state_dict = ou.build_unflat_state_dict(
+            self._fsdp_instances, world_optim_states, self.uncollected_opt_state
+        )
+        self.uncollected_opt_state = {}
+        assert "uncollected_local_ids" in new_state_dict
         return new_state_dict
 
     @property
@@ -1437,6 +1455,17 @@ class FullyShardedDataParallel(nn.Module):
         """Returns all fsdp modules in self.modules() including self."""
         return [m for m in self.modules() if isinstance(m, FullyShardedDataParallel)]
 
+    def _remove_uncollectable_params_from_optim_state_dict(self, osd: Dict) -> Dict:
+        uncollected_ids = [i for i, m in enumerate(self._fsdp_instances) if m.no_broadcast_optim_state]
+        new_dct = {"state": {k: v for k, v in osd["state"].items() if k not in uncollected_ids}}
+        if self.rank == 0:
+            # Save placeholders for uncollected opt state to keep the same unflat OSD format.
+            self.uncollected_opt_state = {k: v for k, v in osd["state"].items() if k in uncollected_ids}
+
+        pg = copy.deepcopy(osd["param_groups"])
+        new_dct["param_groups"] = pg
+        return new_dct
+
     def get_shard_from_optim_state_dict(self, full_optim_state_dict: Dict[str, Any]) -> Dict[str, Any]:
         """Get the portion of the optimizer state dict associated with the shard
 
@@ -1451,18 +1480,19 @@ class FullyShardedDataParallel(nn.Module):
         """
         # Assert nesting is the same as it was at save time
         instance_list = self._fsdp_instances
-        assert all(
-            x.world_size == self.world_size for x in instance_list
-        ), "all nested instances must have same world size"
         ou.check_param_counts_before_sharding(full_optim_state_dict, len(instance_list))
+        ids_not_to_shard = copy.deepcopy(full_optim_state_dict["uncollected_local_ids"])
         if self.flatten_parameters:
             full_optim_state_dict = ou.flatten_optim_state_dict(full_optim_state_dict)
-            assert len(full_optim_state_dict["state"]) in (0, len(instance_list))
+            assert len(full_optim_state_dict["state"]) in (
+                0,
+                len(instance_list),
+            ), f'{len(full_optim_state_dict["state"])}, {len(instance_list)}'
 
         # get the portion of dict associated with the shard, in place
         for id, s in full_optim_state_dict["state"].items():
             for k, v in s.items():
-                if torch.is_tensor(v):
+                if torch.is_tensor(v) and id not in ids_not_to_shard:
                     v_shard, _ = self._get_shard(v)
                 else:
                     v_shard = v  # dont shard entries that are not tensors

tests/nn/data_parallel/test_fsdp.py

@@ -782,6 +782,7 @@ class MixtureOfExperts(NestedWrappedModule):
         # "expert" params are different on each rank
         torch.manual_seed(42 + group.rank())
         expert = nn.Linear(16, 4)
+        self.num_expert_params = sum([p.numel() for p in expert.parameters()])
         for p in expert.parameters():
             p.expert = True
 
@@ -795,7 +796,7 @@ class MixtureOfExperts(NestedWrappedModule):
 
         if wrapper_config is not None:
             # we create a process group of size 1 for the expert params
-            expert_group = torch.distributed.new_group([group.rank()])
+            expert_group = torch.distributed.new_group([group.rank()])  # world size 1 means no shard
             expert = FullyShardedDataParallel(expert, expert_group, **wrapper_config)
 
             shared = FullyShardedDataParallel(shared, group, **wrapper_config)

tests/nn/data_parallel/test_fsdp_optimizer_utils.py

@@ -16,7 +16,7 @@ from fairscale.utils.testing import objects_are_equal
 from .test_fsdp import (
     DistributedTest,
     DummyProcessGroup,
-    NestedWrappedModule,
+    MixtureOfExperts,
     TransformerWithSharedParams,
     rename_test,
     spawn_and_init,
@@ -36,11 +36,12 @@ def assert_equal(a, b):
 
 class TestOptimizerUtils(DistributedTest):
     @parameterized.expand(
-        [[functools.partial(SGD, momentum=0.9), True], [SGD, False], [Adam, False], [Adadelta, True]],
+        [[functools.partial(SGD, momentum=0.9), True], [SGD, False], [Adam, False], [Adadelta, True], [Adam, True]],
         name_func=rename_test,
     )
     def test_consolidate_optimizer(self, optim_fn, transformer):
         config = {"mixed_precision": True, "flatten_parameters": True}
+        config["compute_dtype"] = torch.float32
         test_fn = functools.partial(
             self._test_consolidated_optimizer, config, optim_fn=optim_fn, transformer=transformer
         )
@@ -53,11 +54,11 @@ class TestOptimizerUtils(DistributedTest):
         # Establish reference behavior.
 
         if transformer:
+            unwrapped_model = TransformerWithSharedParams(group, wrapper_config=config).cuda()
             fsdp = self.get_wrapped_model(group, config=config).cuda()
-            unwrapped_model = TransformerWithSharedParams(group).cuda()
         else:
-            fsdp = FullyShardedDataParallel(NestedWrappedModule(group, wrapper_config=config), group, **config).cuda()
-            unwrapped_model = NestedWrappedModule(group, wrapper_config=None).cuda()
+            unwrapped_model = MixtureOfExperts(group, wrapper_config=None).cuda()
+            fsdp = FullyShardedDataParallel(MixtureOfExperts(group, wrapper_config=config)).cuda()
 
         try:
             fsdp_optim = optim_fn(fsdp.parameters(), lr=0.01,)
@@ -68,19 +69,24 @@ class TestOptimizerUtils(DistributedTest):
 
         fsdp_optim.zero_grad()
         optim_unwrapped.zero_grad()
-
-        x = fsdp.module.get_input(torch.device("cuda"))
-        output = fsdp(*x)
-        loss = fsdp.module.get_loss(x, output).to("cuda")
-        fsdp.module.run_backward(loss)
-        fsdp_optim.step()
-
-        output = unwrapped_model(*x)
-        loss = unwrapped_model.get_loss(x, output)
-        unwrapped_model.run_backward(loss)
-        optim_unwrapped.step()
+        with torch.cuda.amp.autocast(enabled=True):
+            x = fsdp.module.get_input(torch.device("cuda"))
+            output = fsdp(*x)
+            loss = fsdp.module.get_loss(x, output).to("cuda")
+            fsdp.module.run_backward(loss)
+            fsdp_optim.step()
+
+            output = unwrapped_model(*x)
+            loss = unwrapped_model.get_loss(x, output)
+            unwrapped_model.run_backward(loss)
+            optim_unwrapped.step()
         unwrapped_sd = optim_unwrapped.state_dict()
 
+        if not transformer:
+            no_broadcast_children = [x for x in fsdp._fsdp_instances if x.no_broadcast_optim_state]
+            assert len(no_broadcast_children) == 1
+            assert fsdp._fsdp_instances[-1].no_broadcast_optim_state
+
         tstart = time()
         sd = fsdp.gather_full_optim_state_dict(fsdp_optim, recipient_rank=0)
         duration = time() - tstart
@@ -88,7 +94,14 @@ class TestOptimizerUtils(DistributedTest):
         assert duration < fsdp.world_size, f"gather optim state took {duration} seconds, suspect change in _consolidate"
 
         if fsdp.rank > 0:
+            assert sd is None
             return
+        unflat_state = sd["state"]
+        assert "uncollected_local_ids" in sd
+        shard_sd = fsdp.get_shard_from_optim_state_dict(sd)
+        shard_sd = recursive_copy_to_device(shard_sd, non_blocking=False, device="cpu")
+        state_after_get_shard = sd["state"]
+        assert objects_are_equal(unflat_state, state_after_get_shard)  # no side effects.
 
         assert_equal(len(sd["state"]), len(unwrapped_sd["state"]))
         assert_equal(len(sd["param_groups"][0]["params"]), len(unwrapped_sd["param_groups"][0]["params"]))
@@ -97,18 +110,21 @@ class TestOptimizerUtils(DistributedTest):
             sum([first_tensor_numel(v) for k, v in unwrapped_sd["state"].items()]),
         )
 
-        shard_sd = fsdp.get_shard_from_optim_state_dict(sd)
-
         original_shard_sd = fsdp_optim.state_dict()
         assert_equal(len(shard_sd["state"]), len(original_shard_sd["state"]))
         assert_equal(shard_sd.keys(), original_shard_sd.keys())
         original_shard_sd = recursive_copy_to_device(original_shard_sd, non_blocking=False, device="cpu")
-
+        # Before asserting that the dicts are equal, we check keys individually to allow nice tracebacks.
+        assert_equal(
+            [first_tensor_numel(v) for k, v in shard_sd["state"].items()],
+            [first_tensor_numel(v) for k, v in original_shard_sd["state"].items()],
+        )
         assert_equal(
-            sum([first_tensor_numel(v) for k, v in shard_sd["state"].items()]),
-            sum([first_tensor_numel(v) for k, v in original_shard_sd["state"].items()]),
+            [v for k, v in shard_sd["param_groups"][0].items()],
+            [v for k, v in original_shard_sd["param_groups"][0].items()],
         )
-        assert objects_are_equal(shard_sd, original_shard_sd)
+        assert objects_are_equal(shard_sd["state"], original_shard_sd["state"])
+        assert objects_are_equal({k: shard_sd[k] for k in original_shard_sd}, original_shard_sd)
 
     def test_named_params_ordering(self):
         """Test assumption of consolidate_optimizer_state_dict"""