def test_step(self):
""" Check that the ZeroRedundancyOptimizer wrapper properly exposes the `.step()` interface"""
if self.rank > 1 or (BACKEND == dist.Backend.NCCL
and torch.cuda.device_count() < 2):
return
self.dist_init(self.rank, world_size=2)
context = suppress(
) if not torch.cuda.is_available() else torch.cuda.device(self.rank)
with context:
x = torch.tensor([float(self.rank + 1)], device=self.device)
m = torch.nn.Linear(1, 1)
m.weight.data = torch.tensor([[1.0]])
m.bias.data = torch.tensor([2.0])
m.to(self.device)
o = ZeroRedundancyOptimizer(m.parameters(), optim=SGD, lr=0.1)
y = m(x)
y.backward(x)
for p in m.parameters():
dist.all_reduce(p.grad.data, op=dist.ReduceOp.SUM)
p.grad.data /= self.world_size
o.step()
self.assertEqual(m.weight,
torch.tensor([[0.75]], device=self.device))
self.assertEqual(m.bias, torch.tensor([1.85], device=self.device))
def test_state_dict(self):
"""Check that the ZeroRedundancyOptimizer exposes the expected state dict interface,
irrespective of the sharding.
"""
self.dist_init(self.rank)
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x],
optimizer_class=SGD,
lr=0.1,
momentum=0.9)
x.backward()
o.step()
self.assertEqual(x, torch.tensor([0.9], device=DEVICE))
self.assertEqual(o.optim.state[x]["momentum_buffer"],
torch.tensor([1.0], device=DEVICE))
o.zero_grad()
o.consolidate_state_dict(
) # Sync state dict in between replicas - even if there are none
state_dict = o.state_dict()
# Check that the state dict is pytorch-compliant key wise
self.assertIn("param_groups", state_dict.keys())
self.assertIn("state", state_dict.keys())
# Check that the pulled state is what we expect, and that we have all the expected keys
self.assertEqual(state_dict["param_groups"][0]["lr"], 0.1)
self.assertEqual(state_dict["param_groups"][0]["momentum"], 0.9)
self.assertFalse(state_dict["param_groups"][0]["nesterov"])
self.assertEqual(state_dict["param_groups"][0]["weight_decay"], 0.0)
self.assertEqual(state_dict["param_groups"][0]["dampening"], 0.0)
# Check that the pulled state and the .param_groups attribute are in sync
for k in state_dict["param_groups"][0].keys():
if k != "params":
self.assertEqual(state_dict["param_groups"][0][k],
o.param_groups[0][k])
# Check that it's correctly loaded
o = ZeroRedundancyOptimizer([x], optimizer_class=SGD, lr=0.01)
o.load_state_dict(state_dict)
# Check that state is correct and on proper device
self.assertEqual(o.optim.state[x]["momentum_buffer"],
torch.tensor([1.0], device=DEVICE))
# We should now be using a lr of 0.1, both within the optimizer
# and as exposed by the .param_groups attribute
assert o.param_groups[0]["lr"] == 0.1
x.backward()
o.step()
self.assertEqual(x, torch.tensor([0.71], device=DEVICE))
self.assertEqual(o.optim.state[x]["momentum_buffer"],
torch.tensor([1.9], device=DEVICE))
# Check that the exposed param_groups are on the proper device
self.assertEqual(o.param_groups[0]["params"][0].device, x.device)
def test_step_without_closure(self):
"""Check that the step() method (without closure) is handlded as expected"""
self.dist_init(self.rank)
class SGDWithoutClosure(torch.optim.SGD):
def step(self):
return super().step()
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x], optimizer_class=SGDWithoutClosure, lr=0.1)
x.backward()
o.step()
self.assertEqual(x, torch.tensor([0.9], device=DEVICE))
def test_step_with_kwargs(self):
""" Check that the `step(**kwargs)` interface is properly exposed"""
self.dist_init(self.rank)
class SGDWithStepKWArg(torch.optim.SGD):
def step(self, closure=None, kwarg=None):
super().step()
kwarg.append(5)
kwarg: List[Any] = []
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x], optimizer_class=SGDWithStepKWArg, lr=0.1)
x.backward()
o.step(0, kwarg=kwarg)
self.assertEqual(kwarg, [5])
self.assertEqual(x, torch.tensor([0.9], device=DEVICE))
def test_implicit_local_state_dict(self):
"""Check that it's possible to pull a local state dict
.. warning: probably deprecated in the near future
"""
self.dist_init(self.rank)
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x], optim=SGD, lr=0.1)
local_state_dict = o.state_dict()
o = ZeroRedundancyOptimizer([x], optim=SGD, lr=0.01)
o.load_state_dict(local_state_dict)
# We should now be using a lr of 0.1.
self.assertEqual(o.optim.param_groups[0]["lr"], 0.1)
self.assertEqual(o.param_groups[0]["lr"], 0.1)
x.backward()
o.step()
self.assertEqual(x, torch.tensor([0.9], device=DEVICE))
def test_step_with_extra_inner_key(self):
"""Check that an optimizer adding extra keys to the param_groups
is properly handled, in that the new key is exposed to the user
"""
self.dist_init(self.rank)
class SGDWithNewKey(torch.optim.SGD):
# Dummy optimizer which adds a new key to the param groups
def step(self, closure=None):
super().step()
self.param_groups[0]["new_key"] = 0.1
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x], optimizer_class=SGDWithNewKey, lr=0.1)
x.backward()
o.step()
self.assertEqual(o.param_groups[0]["new_key"], 0.1)
self.assertEqual(x, torch.tensor([0.9], device=DEVICE))
def test_step(self):
""" Check that the ZeroRedundancyOptimizer wrapper properly exposes the `.step()` interface"""
if self.rank >= self.world_size or (torch.cuda.is_available()
and torch.cuda.device_count() < 2):
return
self.dist_init(self.rank, world_size=self.world_size)
context = suppress(
) if not torch.cuda.is_available() else torch.cuda.device(self.rank)
with context:
x = torch.tensor([float(self.rank + 1)], device=self.device)
m = torch.nn.Linear(1, 1)
m.weight.data = torch.tensor([[1.0]])
m.bias.data = torch.tensor([2.0])
m_zero = copy.deepcopy(m)
m.to(self.device)
m_zero.to(self.device)
lr = 0.1
o = SGD(m.parameters(), lr=lr)
o_zero = ZeroRedundancyOptimizer(m_zero.parameters(),
optimizer_class=SGD,
lr=lr)
y = m(x)
y.backward(x)
y_zero = m_zero(x)
y_zero.backward(x)
for p in m.parameters():
dist.all_reduce(p.grad.data, op=dist.ReduceOp.SUM)
p.grad.data /= self.world_size
o.step()
for p in m_zero.parameters():
dist.all_reduce(p.grad.data, op=dist.ReduceOp.SUM)
p.grad.data /= self.world_size
o_zero.step()
self.assertEqual(m.weight, m_zero.weight)
self.assertEqual(m.bias, m_zero.bias)
def test_collect_shards(self):
""" Check the state consolidation mechanism, and the state dict exposed by ZeroRedundancyOptimizer"""
self.dist_init(self.rank)
RECIPIENT_RANK = 0
# Run a dummy step so that the optimizer state dict exists
batch, input_width, hidden, target_width = 3, 20, 10, 5
target = torch.rand((batch, target_width), device=self.device)
inputs = torch.rand((batch, input_width), device=self.device)
model = torch.nn.Sequential(torch.nn.Linear(input_width, hidden),
torch.nn.Linear(hidden, target_width))
model.to(self.device)
loss_fn = torch.nn.L1Loss()
loss_fn.to(self.device)
# With SGD, Momentum is required to get a state to shard
optimizer = ZeroRedundancyOptimizer(model.parameters(),
optimizer_class=SGD,
lr=0.1,
momentum=0.99)
def closure():
optimizer.zero_grad()
output = model(inputs)
loss = loss_fn(output, target)
loss.backward()
return loss
_ = optimizer.step(closure=closure)
# Update the optimizer state on the reference rank
optimizer.consolidate_state_dict(to=RECIPIENT_RANK)
# Fetch the state on the reference rank
# - check that it has the correct size
# - load it again
if self.rank == RECIPIENT_RANK:
optimizer_state_dict = optimizer.state_dict()
self.assertEqual(len(optimizer_state_dict["state"]),
len(list(model.parameters())))
else:
optimizer_state_dict = {}
optimizer_state_dict = _broadcast_object(
optimizer_state_dict,
src_rank=RECIPIENT_RANK,
group=dist.group.WORLD,
device=self.device,
)
# Load the optimizer state dict, check that no exception is raised
optimizer.load_state_dict(optimizer_state_dict)
def test_lr_scheduler(self):
""" Check that a normal torch lr_scheduler is usable with ZeroRedundancyOptimizer"""
self.dist_init(self.rank)
x = torch.tensor([1.0], device=DEVICE, requires_grad=True)
x2 = torch.tensor([1.0], device=DEVICE, requires_grad=True)
o = ZeroRedundancyOptimizer([x], optimizer_class=SGD, lr=0.01)
o2 = torch.optim.SGD([x2], lr=0.01)
s = torch.optim.lr_scheduler.StepLR(o, 1)
s2 = torch.optim.lr_scheduler.StepLR(o2, 1)
for _ in range(5):
x.backward()
o.zero_grad()
o.step()
s.step()
x2.backward()
o2.zero_grad()
o2.step()
s2.step()
self.assertEqual(x, x2)
def test_step_with_closure(self):
""" Check that the ZeroRedundancyOptimizer wrapper properly exposes the `.step(closure)` interface"""
if self.rank >= self.world_size or (BACKEND == dist.Backend.NCCL
and torch.cuda.device_count() < 2):
return
self.dist_init(self.rank, world_size=self.world_size)
context = suppress(
) if not torch.cuda.is_available() else torch.cuda.device(self.rank)
with context:
for bucket_view in [False, True]:
x_val = self.rank + 1
weight = 1.0
bias = 2.0
error = 1.0
target = torch.tensor([x_val * weight + bias + error],
device=self.device)
loss_fn = torch.nn.L1Loss()
x = torch.tensor([float(x_val)], device=self.device)
m = torch.nn.Linear(1, 1)
m.weight.data = torch.tensor([[weight]])
m.bias.data = torch.tensor([bias])
m.to(self.device)
o = ZeroRedundancyOptimizer(
m.parameters(),
optimizer_class=SGD,
parameters_as_bucket_view=bucket_view,
lr=0.1,
)
y = m(x)
y.backward(x)
for p in m.parameters():
dist.all_reduce(p.grad.data, op=dist.ReduceOp.SUM)
p.grad.data /= self.world_size
def closure():
o.zero_grad()
output = m(x)
loss = loss_fn(output, target)
loss.backward()
return loss
loss = o.step(closure=closure)
self.assertEqual(loss, torch.tensor(error))
self.assertEqual(m.weight, torch.tensor([[1.1]]))
self.assertEqual(m.bias, torch.tensor([2.1]))
def train_distributed(
rank: int,
world_size: int,
lr: float=2e-4,
batch_size: int=1000,
epochs: int=500,
interval: int=10,
save: int=0,
num_workers: int=4,
num_basis: int=100,
dataset: str='datasets',
coefficient_noise: bool=False,
use_zero: bool=False,
verbose: bool=False,
):
assert 0 < batch_size, "batch_size must be a positive integer."
assert 0 < epochs, "epochs must be a positive integer."
assert (0 <= interval) and (interval <= epochs), "Interval must be a non-negative integer between 0 and epochs."
assert (0 <= save) and (save <= epochs), "Save must be a non-negative integer between 0 and epochs."
# torch.backends.cudnn.deterministic = True
# torch.backends.cudnn.benchmark = False
# setup data distributed parallel training
setup_nccl(rank, world_size) # world size is total gpus
torch.cuda.set_device(rank) # rank is gpu index
# directories
data_dir = Path(f'/mnt/datahole/daniel/gravflows/{dataset}/train/')
log_dir = f"{datetime.now().strftime('%b%d_%H-%M-%S')}_{os.uname().nodename}"
save_dir = Path('lfigw/model_weights/')
experiment_dir = save_dir / log_dir
experiment_dir.mkdir(parents=True, exist_ok=True)
# config files
waveform_params_ini = str(data_dir / 'config_files/parameters.ini')
extrinsics_ini = 'gwpe/config_files/extrinsics.ini'
static_args_ini = 'gwpe/config_files/static_args.ini'
# tensorboard
if rank == 0:
tb = SummaryWriter(f'lfigw/runs/{log_dir}')
# training data
dataset = lfigwWaveformDataset(
n=num_basis,
data_dir='lfigw/data/train',
basis_dir='lfigw/data/basis/',
psd_dir='data/events/GW150914',
data_file='coefficients.npy',
static_args_ini=static_args_ini,
intrinsics_ini=waveform_params_ini,
extrinsics_ini=extrinsics_ini,
ifos=['H1','L1'],
ref_ifo='H1',
downcast=True,
add_noise=True,
coefficient_noise=coefficient_noise,
distance_scale=True,
time_shift=False,
)
sampler = DistributedSampler(
dataset,
shuffle=True,
num_replicas=world_size,
rank=rank,
seed=rank,
)
dataloader = DataLoader(
dataset,
batch_size=batch_size,
shuffle=False,
pin_memory=True,
persistent_workers=True,
sampler=sampler,
num_workers=num_workers,
prefetch_factor=4,
worker_init_fn=dataset._worker_init_fn,
collate_fn=dataset._collate_fn,
)
# instantiate neural spline coupling flow
flow = flows.create_NDE_model(
input_dim=14, # we do not predict coalescence time
context_dim=4*100,
num_flow_steps=15,
base_transform_kwargs={
'base_transform_type': 'rq-coupling',
'batch_norm': True,
'num_transform_blocks': 10,
'activation': 'elu',
'hidden_dim': 512, # default
'dropout_probability': 0.0, # default
'num_bins': 8, # default
'tail_bound': 1.0, # default
'apply_unconditional_transform': False, # default
}
)
flow = flow.to(rank)
# print_peak_memory("Max memory allocated after creating local model", rank)
# sync_bn_flow = nn.SyncBatchNorm.convert_sync_batchnorm(flow)
flow = DDP(flow, device_ids=[rank], output_device=rank)
# print_peak_memory("Max memory allocated after creating DDP", rank)
if use_zero:
#https://pytorch.org/tutorials/recipes/zero_redundancy_optimizer.html
from torch.distributed.optim import ZeroRedundancyOptimizer
optimizer = ZeroRedundancyOptimizer(
flow.parameters(),
optimizer_class=torch.optim.Adam,
lr=lr,
parameters_as_bucket_view=True,
)
else:
optimizer = torch.optim.Adam(flow.parameters(), lr=lr)
scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(optimizer, T_max=epochs)
disable_pbar = False if verbose and (rank == 0) else True # tqdm progress bar
with tqdm(
total=len(dataloader)*epochs,
disable=disable_pbar,
ncols=150,
postfix={'epoch': 0},
desc=f'[{log_dir}] Training'
) as progress:
# run training loop
train_loss = torch.zeros((1,), device=rank, requires_grad=False)
for epoch in range(1, 1+epochs):
flow.train()
distributed.barrier()
for coefficients, parameters in dataloader:
if rank == 0:
progress.set_postfix({'epoch': epoch})
progress.set_description(f'[{log_dir}] Training', refresh=True)
optimizer.zero_grad()
coefficients = coefficients.to(rank, non_blocking=True)
parameters = parameters.to(rank, non_blocking=True)
# negative log-likelihood conditional on strain over mini-batch
loss = -flow.module.log_prob(parameters, context=coefficients).mean()
loss.backward()
# print_peak_memory("Max memory allocated before optimizer step()", rank)
optimizer.step()
# print_peak_memory("Max memory allocated after optimizer step()", rank)
# total loss summed over each sample in batch (scaled to lfigw)
train_loss += loss.detach() * coefficients.shape[0] * (15/14)
progress.update(1)
scheduler.step()
# gather total loss during epoch between each GPU worker as list of tensors
world_loss = [torch.ones_like(train_loss) for _ in range(world_size)]
distributed.all_gather(world_loss, train_loss)
train_loss *= 0.0 # reset loss for next epoch
if rank == 0:
epoch_loss = torch.cat(world_loss).sum().item() / len(dataloader.dataset)
tb.add_scalar('loss/train', epoch_loss, epoch)
# if (interval != 0) and (epoch % interval == 0):
if (save != 0) and (epoch % save == 0):
# save checkpoint and write computationally expensive data to tb
torch.save(flow.module.state_dict(), experiment_dir / f'flow_{epoch}.pt')
torch.save(optimizer.state_dict(), experiment_dir / f'optimizer_{epoch}.pt')
torch.save(scheduler.state_dict(), experiment_dir / f'scheduler_{epoch}.pt')
cleanup_nccl()
def _test_zero_model_parallel(self, parameters_as_bucket_view: bool):
# Use two processes each with two GPUs
assert self.rank < 2
NUM_EPOCHS = 3
NUM_INPUTS = 5
LR = 0.01
torch.manual_seed(0)
torch.cuda.manual_seed(0)
class ModelParallelModel(torch.nn.Module):
def __init__(self, dev0, dev1):
super().__init__()
self.dev0 = dev0
self.dev1 = dev1
self.net0 = torch.nn.Linear(10, 10).to(dev0)
self.relu = torch.nn.ReLU()
self.net1 = torch.nn.Linear(10, 5).to(dev1)
def forward(self, x):
x = x.to(self.dev0)
x = self.relu(self.net0(x))
x = x.to(self.dev1)
return self.net1(x)
class LocalModel(torch.nn.Module):
def __init__(self):
super().__init__()
self.net0 = torch.nn.Linear(10, 10)
self.relu = torch.nn.ReLU()
self.net1 = torch.nn.Linear(10, 5)
def forward(self, x):
return self.net1(self.relu(self.net0(x)))
dev0 = 2 * self.rank
dev1 = 2 * self.rank + 1
mp_model = ModelParallelModel(dev0, dev1)
ddp_model = DDP(mp_model)
local_model = LocalModel()
cpu_device = torch.device("cpu")
# Ensure the parameters are the same across the two models
local_model.net0.weight = torch.nn.Parameter(
mp_model.net0.weight.detach().clone().to(cpu_device))
local_model.net0.bias = torch.nn.Parameter(
mp_model.net0.bias.detach().clone().to(cpu_device))
local_model.net1.weight = torch.nn.Parameter(
mp_model.net1.weight.detach().clone().to(cpu_device))
local_model.net1.bias = torch.nn.Parameter(
mp_model.net1.bias.detach().clone().to(cpu_device))
# Compare parity between DDP with model parallelism using ZeRO and
# a local model using a local optimizer
zero_optim = ZeroRedundancyOptimizer(
ddp_model.parameters(),
optimizer_class=torch.optim.Adam,
parameters_as_bucket_view=parameters_as_bucket_view,
lr=LR)
local_optim = torch.optim.Adam(local_model.parameters(), lr=LR)
inputs = [torch.randn(20, 10) for _ in range(NUM_INPUTS)]
for _ in range(NUM_EPOCHS):
for input in inputs:
def closure_local():
local_optim.zero_grad()
local_loss = local_model(input).abs().sum()
local_loss.backward()
return local_loss
def closure_ddp():
zero_optim.zero_grad()
ddp_loss = ddp_model(input).abs().sum()
ddp_loss.backward()
return ddp_loss
local_loss = cast(torch.Tensor,
local_optim.step(closure=closure_local))
ddp_loss = cast(
torch.Tensor,
zero_optim.step(closure=closure_ddp)).to(cpu_device)
assert torch.allclose(
local_loss, ddp_loss
), "Losses differ between local optim and ZeroRedundancyOptimizer"
for local_p, ddp_p in zip(local_model.parameters(),
ddp_model.parameters()):
ddp_p = ddp_p.to(cpu_device)
assert torch.allclose(local_p,
ddp_p), "Models differ after a step"
def _test_zero_join(self, device):
r"""
Check that the ZeRO join hook allows training with uneven inputs when using the given device.
Arguments:
device (torch.device): device used to store parameters and perform
collective communications.
"""
NUM_INPUTS = 3
NUM_EPOCHS = 2
torch.manual_seed(0)
torch.cuda.manual_seed(0)
rank = self.rank
world_size = self.world_size
is_gpu = device.type == "cuda"
backend = dist.Backend.NCCL if is_gpu else dist.Backend.GLOO
self.dist_init(rank, world_size, backend)
if BACKEND == dist.Backend.NCCL and is_gpu:
torch.cuda.set_device(self.device)
model = torch.nn.Sequential(
torch.nn.Linear(2, 3),
torch.nn.Linear(3, 3),
torch.nn.Linear(3, 3),
)
model.to(device)
# DDP ensures correct gradients in data parallel training, so DDP with
# local optimizers on uneven inputs should be equivalent to ZeRO on
# uneven inputs with gradients being manually set
ddp_model = DDP(model, device_ids=[rank]) if is_gpu else DDP(model)
local_optim = torch.optim.Adam(ddp_model.parameters(), lr=0.01)
zero_model = copy.deepcopy(model)
zero_model.to(device)
zero_optim = ZeroRedundancyOptimizer(zero_model.parameters(),
torch.optim.Adam,
lr=0.01)
loss_fn = torch.nn.MSELoss()
# Use uneven inputs: rank i has i extra inputs
inputs = [
torch.randn(20, 2).to(device) for _ in range(NUM_INPUTS + rank)
]
labels = torch.randn(20, 3).to(device)
# Save the gradients and parameters from DDP as the ground truth; do
# so on the last-joining rank (in this case, the largest rank)
grads_at_each_iter = []
params_at_each_iter = []
with ddp_model.join():
for _ in range(NUM_EPOCHS):
for input in inputs:
output = ddp_model(input)
loss_fn(output, labels).backward()
if rank == world_size - 1:
grads = []
for p in ddp_model.parameters():
grads.append(p.grad.detach().clone().to(device))
local_optim.step()
if rank == world_size - 1:
params = []
for p in ddp_model.parameters():
params.append(p.detach().clone().to(device))
grads_at_each_iter.append(grads)
params_at_each_iter.append(params)
# Broadcast the saved gradients and parameters to all of the other
# ranks (which joined early)
grads_and_params = [grads_at_each_iter, params_at_each_iter]
grads_and_params = _broadcast_object(grads_and_params,
src_rank=world_size - 1,
group=dist.group.WORLD,
device=device)
grads_at_each_iter = grads_and_params[0]
params_at_each_iter = grads_and_params[1]
# TODO: Replace this `_broadcast_object` with `broadcast_object_list`
# once the latter supports loading to the destination device instead
# of the source device
# A process must still set the remaining gradients after joining, so we
# define a join hook to do this before the ZeRO join hook
class _JoinGradInfo():
def __init__(self, grads):
self.grads = grads # remaining gradients to set (in order)
self.index = 0
class _SetGradsJoinHook(JoinHook):
def __init__(self, zero_optim, grads):
zero_optim._join_grad_info = _JoinGradInfo(grads)
self.zero = zero_optim
super().__init__()
def main_hook(self):
grads = self.zero._join_grad_info.grads[
self.zero._join_grad_info.index]
self.zero._join_grad_info.index += 1
for p, grad in zip(self.zero._all_params, grads):
p.grad = grad.detach().clone().to(device)
class _GradientSetter(Joinable):
def __init__(self):
super().__init__()
def join_hook(self, **kwargs):
assert "zero_optim" in kwargs
assert "grads" in kwargs
zero_optim = kwargs["zero_optim"]
grads = kwargs["grads"]
return _SetGradsJoinHook(zero_optim, grads)
@property
def join_device(self):
return device
@property
def join_process_group(self):
return dist.group.WORLD
num_grads_after_joining = NUM_EPOCHS * (world_size - rank - 1)
grads = grads_at_each_iter[-num_grads_after_joining:]
gradient_setter = _GradientSetter()
iter = 0
with Join([gradient_setter, zero_optim],
zero_optim=zero_optim,
grads=grads):
for _ in range(NUM_EPOCHS):
for input in inputs:
# Notify join context that this process has not joined
Join.notify_join_context(gradient_setter)
# Set gradients manually
for p, grad in zip(zero_model.parameters(),
grads_at_each_iter[iter]):
p.grad = grad.detach().clone().to(device)
# Perform optimizer step and check parity
zero_optim.step()
for p, ddp_p in zip(zero_model.parameters(),
params_at_each_iter[iter]):
assert torch.allclose(p, ddp_p), \
"Parameters differ between using ZeRO and local optimizer"
iter += 1
def _test_ddp_zero_overlap(self, device, hook_constructor,
gradient_as_bucket_view, static_graph):
SGD_LR = 0.01
SGD_MOMENTUM = 0.9
SGD_WEIGHT_DECAY = 0.001
NUM_INPUTS = 5
torch.manual_seed(0)
torch.cuda.manual_seed(0)
rank = self.rank
is_gpu = device.type == "cuda"
if BACKEND == dist.Backend.NCCL and is_gpu:
torch.cuda.set_device(device)
models_to_test = [
(torch.nn.Sequential(torch.nn.Linear(1000, 2000),
torch.nn.Linear(2000, 500)),
[torch.randn(1, 1000).to(device) for _ in range(NUM_INPUTS)]),
]
if HAS_TORCHVISION:
models_to_test.append((torchvision.models.resnet50(), [
torch.randn(1, 3, 3, 1000).to(device)
for _ in range(NUM_INPUTS)
]))
for (model, inputs) in models_to_test:
# Enable determinism in cudnn operators
with torch.backends.cudnn.flags(enabled=True,
deterministic=True,
benchmark=False):
device_ids = [rank] if is_gpu else None
# Set up the DDP model overlapping with ZeRO
ddp_model_overlap = DDP(
copy.deepcopy(model).to(device),
device_ids=device_ids,
gradient_as_bucket_view=gradient_as_bucket_view)
if static_graph:
ddp_model_overlap._set_static_graph()
zero_optim = ZeroRedundancyOptimizer(
ddp_model_overlap.parameters(),
optimizer_class=torch.optim.SGD,
overlap_with_ddp=True,
lr=SGD_LR,
momentum=SGD_MOMENTUM,
weight_decay=SGD_WEIGHT_DECAY,
_allow_empty_param_list=True)
ddp_model_overlap.register_comm_hook(
None,
hook_constructor(allreduce_hook, ddp_model_overlap,
zero_optim))
# Set up the DDP model with local optimizer
ddp_model_local = DDP(
copy.deepcopy(model).to(device),
device_ids=device_ids,
gradient_as_bucket_view=gradient_as_bucket_view)
if static_graph:
ddp_model_local._set_static_graph()
local_optim = torch.optim.SGD(ddp_model_local.parameters(),
lr=SGD_LR,
momentum=SGD_MOMENTUM,
weight_decay=SGD_WEIGHT_DECAY)
# Check that the parameters match initially
for p1, p2 in zip(ddp_model_overlap.parameters(),
ddp_model_local.parameters()):
self.assertEqual(p1, p2)
# Save the parameters to ensure they were updated
init_params_overlap = copy.deepcopy(
list(ddp_model_overlap.parameters()))
# Ensure that this test runs independently
dist.barrier()
# Run the DDP model overlapping with ZeRO
# NOTE: Overlapping currently requires 2 or 3 warmup iterations
# to ensure DDP buckets have been rebuilt (depending on the
# value of `static_graph`)
num_warmup_inputs = 2 if not static_graph else 3
for input in inputs[:num_warmup_inputs]:
output = ddp_model_overlap(input)
loss = output.sum()
loss.backward()
zero_optim.step()
for input in inputs:
zero_optim.zero_grad()
output = ddp_model_overlap(input)
loss = output.sum()
loss.backward()
zero_optim.step()
# Run the DDP model with local optimizer
for input in inputs:
local_optim.zero_grad()
output = ddp_model_local(input)
loss = output.sum()
loss.backward()
local_optim.step()
dist.barrier()
# Check that the parameters are equal
for p1, p2 in zip(ddp_model_overlap.parameters(),
ddp_model_local.parameters()):
self.assertEqual(p1, p2)
# Check that the parameters were updated
self.assertNotEqual(init_params_overlap,
list(ddp_model_overlap.parameters()))
# Ensure that this test runs independently
dist.barrier()
def run_process():
'''Run process
This is what is actually run on each process.
'''
# Get distributed parameters
rank = dist.get_rank()
local_rank = int(os.environ["LOCAL_RANK"])
world_size = dist.get_world_size()
# Initialize data_loader
context_size = 512
batch_size = 32
corpus_length = 1024
vocab_size = 2**8
dataset = RandomCorpus(corpus_length, context_size, vocab_size)
sampler = DistributedSampler(dataset, shuffle=True, drop_last=False)
data_loader = DataLoader(
dataset=dataset,
batch_size=batch_size,
sampler=sampler,
)
# Initialize model
model = GPT(vocab_size, context_size, verbose=True)
device = torch.device(f"cuda:{local_rank}")
model.to(device)
# Prepare for distributed data parallelism
model = DistributedDataParallel(model,
device_ids=[rank],
output_device=rank)
# The learning rate is adapted for the total batch_size in tokens
learning_rate = 6e-4 * (batch_size * world_size * context_size / 5e5)
# ZeroRedundancyOptimizer reduces the memory footprint of the Optimizer
opt = ZeroRedundancyOptimizer(
model.parameters(),
optimizer_class=optim.Adam,
lr=learning_rate,
)
loss_func = nn.CrossEntropyLoss()
# Initialize logger instance to see performance
writer = BenchmarkWriter()
# Actual training
global_step = 0
n_epochs = 10
for epoch in range(n_epochs):
model.train()
sampler.set_epoch(epoch) # for correct shuffling
for sequence, in data_loader:
opt.zero_grad()
# Shift so that prediction is next token for each token
sequence = sequence.to(device)
logits = model(sequence[..., :-1].contiguous())
target = sequence[..., 1:].contiguous()
# Flatten the tokens when calculating loss
loss = loss_func(
logits.flatten(end_dim=-2),
target.flatten(),
)
loss.backward()
opt.step()
# This will also log the wall time
if rank == 0:
global_step += batch_size * world_size
writer.add_scalar("Loss", loss.item(), global_step=global_step)
if rank == 0:
print("Epoch:", epoch)
if rank == 0:
writer.benchmark_results(burn_in_steps=2 * corpus_length,
step_unit="seq")
writer.close()
return model
def train(
rank: int,
world_size: int,
lr: float = 5e-4,
batch_size: int = 1000,
epochs: int = 500,
interval: int = 10,
save: int = 100,
num_workers: int = 4,
num_basis: int = 100,
dataset: str = 'datasets',
load_dir: Optional[str] = None,
load_epoch: Optional[int] = None,
coefficient_noise: bool = False,
verbose: bool = False,
use_zero: bool = False,
):
assert 0 < batch_size, "batch_size must be a positive integer."
assert 0 < epochs, "epochs must be a positive integer."
assert (0 <= interval) and (
interval <= epochs
), "Interval must be a non-negative integer between 0 and epochs."
assert (0 <= save) and (
save <=
epochs), "Save must be a non-negative integer between 0 and epochs."
# setup data distributed parallel training
setup_nccl(rank, world_size) # world size is total gpus
torch.cuda.set_device(rank) # rank is gpu index
# directories
if rank == 0: print(f"Loading data from {dataset}...")
data_dir = Path(f'/mnt/datahole/daniel/gravflows/{dataset}/train/')
val_dir = Path(f'/mnt/datahole/daniel/gravflows/{dataset}/validation/')
noise_dir = Path('/mnt/datahole/daniel/gwosc/O1')
psd_dir = Path(f"/mnt/datahole/daniel/gravflows/{dataset}/train/PSD/")
basis_dir = Path(f'/mnt/datahole/daniel/gravflows/{dataset}/basis/')
log_dir = f"{datetime.now().strftime('%b%d_%H-%M-%S')}_{os.uname().nodename}"
save_dir = Path('gwpe/model_weights/')
experiment_dir = save_dir / log_dir
experiment_dir.mkdir(parents=True, exist_ok=True)
# config files
waveform_params_ini = str(data_dir / 'config_files/parameters.ini')
extrinsics_ini = 'gwpe/config_files/extrinsics.ini'
static_args_ini = str(data_dir / 'config_files/static_args.ini')
# validation
# training data
# dataset = BasisCoefficientsDataset(
# data_dir=data_dir,
# basis_dir=basis_dir,
# static_args_ini=static_args_ini,
# parameters_ini=waveform_params_ini,
# )
# dataset = BasisEncoderDataset(
# n=num_basis,
# data_dir=data_dir,
# basis_dir=basis_dir,
# static_args_ini=static_args_ini,
# intrinsics_ini=waveform_params_ini,
# extrinsics_ini=extrinsics_ini,
# psd_dir=psd_dir,
# ifos=['H1','L1'],
# ref_ifo='H1',
# downcast=True,
# add_noise=True,
# coefficient_noise=coefficient_noise,
# )
dataset = LFIGWDataset(
n=100,
data_dir=data_dir,
basis_dir=basis_dir,
static_args_ini=static_args_ini,
data_file='coefficients.npy',
intrinsics_ini=waveform_params_ini,
extrinsics_ini=extrinsics_ini,
psd_dir=psd_dir,
ifos=['H1', 'L1'],
ref_ifo='H1',
downcast=True,
add_noise=True,
distance_scale=True,
time_shift=False,
)
sampler = DistributedSampler(
dataset,
shuffle=False,
num_replicas=world_size,
rank=rank,
seed=rank,
)
dataloader = DataLoader(
dataset,
shuffle=False,
num_workers=num_workers,
batch_size=batch_size,
sampler=sampler,
pin_memory=True,
persistent_workers=True,
prefetch_factor=2,
worker_init_fn=dataset._worker_init_fn,
collate_fn=dataset._collate_fn,
)
# validation data
val_dataset = LFIGWDataset(
n=100,
data_dir=data_dir,
basis_dir=basis_dir,
static_args_ini=static_args_ini,
data_file='coefficients.npy',
intrinsics_ini=waveform_params_ini,
extrinsics_ini=extrinsics_ini,
psd_dir=psd_dir,
ifos=['H1', 'L1'],
ref_ifo='H1',
downcast=True,
add_noise=True,
coefficient_noise=coefficient_noise,
distance_scale=True,
time_shift=False,
)
# val_dataset = BasisCoefficientsDataset(
# data_dir=val_dir,
# basis_dir=basis_dir,
# static_args_ini=static_args_ini,
# parameters_ini=[waveform_params_ini, extrinsics_ini],
# coefficient_noise=coefficient_noise,
# )
val_sampler = DistributedSampler(
val_dataset,
shuffle=False,
num_replicas=world_size,
rank=rank,
seed=rank,
)
val_loader = DataLoader(
val_dataset,
shuffle=False,
num_workers=num_workers,
batch_size=batch_size,
sampler=val_sampler,
pin_memory=True,
prefetch_factor=4,
worker_init_fn=val_dataset._worker_init_fn,
collate_fn=val_dataset._collate_fn,
)
# validation data
if interval != 0:
# specify indices in validation dataset to validate samples
min_idx = val_dataset.parameters.distance.argmin()
max_idx = val_dataset.parameters.distance.argmax()
median_idx = val_dataset.parameters.loc[
val_dataset.parameters.distance == val_dataset.parameters.distance.
quantile(interpolation='nearest')].index[0]
if rank == 0:
figure_titles = [
'GW150914', 'Min Distance', f'Median Distance', f'Max Distance'
]
# validation ground truths for posterior sampling
val_gts = torch.stack([
torch.zeros(len(val_dataset.parameters.columns),
dtype=torch.float32), # gw150914 dummy gt
torch.tensor(val_dataset.parameters.iloc[min_idx].values,
dtype=torch.float32), # rank 1
torch.tensor(val_dataset.parameters.iloc[median_idx].values,
dtype=torch.float32), # rank 2
torch.tensor(val_dataset.parameters.iloc[max_idx].values,
dtype=torch.float32), # rank 3
])
with torch.no_grad():
# load data from file manually (rather than using val_dataset._worker_init_fn)
val_coefficients = np.load(val_dataset.data_dir /
val_dataset.data_file,
mmap_mode='c')
# generate coefficients on cpu - we want to send this to tensorboard (rank 0) before sending to gpus
val_coefficients = torch.cat([
torch.from_numpy(
generate_gw150914_context(num_basis, noise_dir, psd_dir,
basis_dir,
static_args_ini))[None],
torch.tensor(val_coefficients[[min_idx, median_idx, max_idx]]),
],
dim=0).to(dtype=torch.complex64)
# place one of each stacked tensor onto corresponding gpu rank
val_context = val_coefficients[
rank] * val_dataset.standardization[:, :num_basis]
val_context = val_context.to(device=rank)
val_context = torch.cat([val_context.real, val_context.imag],
dim=0)
val_context = val_context.reshape(val_context.shape[0] *
val_context.shape[1])[None]
else:
figure_titles = None
val_gts = None
val_coefficients = None
# set torch profiling runs
# wait = 1 # ignore first batch
# warmup = 1
# active = 4
# repeat = 2
# tensorboard
if rank == 0:
# tb = SummaryWriter(f'gwpe/runs/{log_dir}')
queue = mp.SimpleQueue()
tb_process = mp.Process(target=tensorboard_writer,
args=(
queue,
f'gwpe/runs/{log_dir}',
val_dataset.generator.parameters,
val_dataset.generator.latex,
static_args_ini,
basis_dir,
num_basis,
val_coefficients,
val_gts,
figure_titles,
))
tb_process.start()
# instantiate neural spline coupling flow
flow = flows.create_NDE_model(
input_dim=14, # we do not predict coalescence time
context_dim=4 * num_basis,
num_flow_steps=15,
base_transform_kwargs={
'base_transform_type': 'rq-coupling',
'batch_norm': True,
'num_transform_blocks': 10,
'activation': 'elu',
})
flow = flow.to(rank)
print_peak_memory("Max memory allocated after creating local model", rank)
# sync_bn_flow = nn.SyncBatchNorm.convert_sync_batchnorm(flow)
flow = DDP(flow, device_ids=[rank], output_device=rank)
print_peak_memory("Max memory allocated after creating DDP", rank)
if use_zero:
#https://pytorch.org/tutorials/recipes/zero_redundancy_optimizer.html
from torch.distributed.optim import ZeroRedundancyOptimizer
optimizer = ZeroRedundancyOptimizer(
flow.parameters(),
optimizer_class=torch.optim.Adam,
lr=lr,
parameters_as_bucket_view=True,
)
# optimizer = torch.optim.Adam(flow.parameters(), lr=lr)
else:
optimizer = torch.optim.Adam(flow.parameters(), lr=lr)
scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(optimizer,
T_max=epochs)
if load_dir is not None and load_epoch is not None:
print(f'Loading model from {load_dir} at epoch {load_epoch}.')
flow.module.load_state_dict(
torch.load(f'gwpe/model_weights/{load_dir}/flow_{load_epoch}.pt',
map_location=rank))
optimizer.load_state_dict(
torch.load(
f'gwpe/model_weights/{load_dir}/optimizer_{load_epoch}.pt',
map_location=rank))
if Path(f'gwpe/model_weights/{load_dir}/scheduler_{load_epoch}.pt'
).is_file():
scheduler.load_state_dict(
torch.load(
f'gwpe/model_weights/{load_dir}/scheduler_{load_epoch}.pt',
map_location=rank))
# run training loop
flow.train()
train_loss = torch.zeros((1, ), device=rank, requires_grad=False)
val_loss = torch.zeros((1, ), device=rank, requires_grad=False)
disable_pbar = False if verbose and (rank
== 0) else True # tqdm progress bar
with tqdm(total=len(dataloader) * epochs,
disable=disable_pbar,
desc=f'[{log_dir}] Training',
postfix={'epoch': 0}) as progress:
# with torch.profiler.profile(
# activities=[torch.profiler.ProfilerActivity.CPU, torch.profiler.ProfilerActivity.CUDA],
# schedule=torch.profiler.schedule(wait=wait, warmup=warmup, active=active, repeat=repeat),
# on_trace_ready=torch.profiler.tensorboard_trace_handler(f'gwpe/runs/{log_dir}'),
# record_shapes=True,
# with_stack=True
# ) as profiler:
for epoch in range(1, 1 + epochs):
if rank == 0:
progress.set_postfix({'epoch': epoch})
progress.set_description(f'[{log_dir}] Training', refresh=True)
# let all processes sync up before starting with a new epoch of training
flow.train()
distributed.barrier()
iterator = iter(dataloader)
coefficients, parameters = next(iterator)
coefficients = coefficients.to(rank, non_blocking=True)
parameters = parameters.to(rank, non_blocking=True)
complete = False
while not complete:
optimizer.zero_grad()
# if profile:
# https://github.com/guyang3532/kineto/blob/readme/tb_plugin/docs/gpu_utilization.md
## WARNING: profiler may not handle async pinned memory transfer properly?
# i.e. may not record CPU vs GPU wall times correctly
# may be related to reported blocks per SM/achieved occupancy negative bug
# this was an open issue for pytorch 1.9 as of july 9 - nightly may fix it
# https://github.com/pytorch/kineto/issues/325#issuecomment-869362218
# if (step >= (wait + warmup + active) * repeat):
# break
# negative log-likelihood conditional on strain over mini-batch
loss = -flow.module.log_prob(parameters,
context=coefficients).mean()
try:
# async get data from CPU and move to GPU during model forward
coefficients, parameters = next(iterator)
coefficients = coefficients.to(rank, non_blocking=True)
parameters = parameters.to(rank, non_blocking=True)
except StopIteration:
# exit while loop if iterator is complete
complete = True
loss.backward()
print_peak_memory(
"Max memory allocated before optimizer step()", rank)
optimizer.step()
print_peak_memory(
"Max memory allocated after optimizer step()", rank)
# if profile: profiler.step()
# total loss summed over each sample in batch
train_loss += loss.detach() * coefficients.shape[0]
if rank == 0: progress.update(1)
scheduler.step()
# gather total loss during epoch between each GPU worker as list of tensors
world_loss = [
torch.ones_like(train_loss) for _ in range(world_size)
]
distributed.all_gather(world_loss, train_loss)
train_loss *= 0.0 # reset loss for next epoch
if (interval != 0) and (epoch % interval == 0):
# evaluate model on validation dataset
flow.eval()
with torch.no_grad():
iterator = iter(enumerate(val_loader))
step, (coefficients, parameters) = next(iterator)
coefficients = coefficients.to(rank, non_blocking=True)
parameters = parameters.to(rank, non_blocking=True)
if rank == 0:
val_progress = int(100 * step / len(val_loader))
progress.set_description(
f'[{log_dir}] Validating ({val_progress}%)',
refresh=True)
complete = False
while not complete:
# negative log-likelihood conditional on strain over mini-batch
loss = -flow.module.log_prob(
parameters, context=coefficients).mean()
try:
# async get data from CPU and move to GPU during model forward
step, (coefficients, parameters) = next(iterator)
coefficients = coefficients.to(rank,
non_blocking=True)
parameters = parameters.to(rank, non_blocking=True)
if rank == 0:
val_progress = int(100 * step /
len(val_loader))
progress.set_description(
f'[{log_dir}] Validating ({val_progress}%)',
refresh=True)
except StopIteration:
# exit while loop if iterator is complete
complete = True
# total loss summed over each sample in batch
val_loss += loss.detach() * coefficients.shape[0]
# gather total loss during epoch between each GPU worker as list of tensors
world_val_loss = [
torch.ones_like(val_loss) for _ in range(world_size)
]
distributed.all_gather(world_val_loss, val_loss)
val_loss *= 0.0 # reset loss for next epoch
# validation posteriors
if rank == 0:
progress.set_description(
f'[{log_dir}] Sampling posteriors', refresh=True)
samples = flows.sample_flow(
flow.module,
n=10000,
context=val_context,
output_device='cuda',
dtype=torch.float32,
)[0]
# gather samples from all gpus
world_samples = [
torch.ones_like(samples) for _ in range(world_size)
]
distributed.all_gather(world_samples, samples)
if (rank == 0):
progress.set_description(f'[{log_dir}] Sending to TensorBoard',
refresh=True)
scalars = {
'loss/train':
torch.cat(world_loss).sum().item() /
len(dataloader.dataset)
}
# every "interval" we generate samples for vis, else None
corner_samples = None # reset to None for epochs where there is no corner plot
if (interval != 0) and (epoch % interval == 0):
scalars['loss/validation'] = torch.cat(
world_val_loss).sum().item() / len(val_loader.dataset)
# convert gw150914 samples to cpu and undo standardization
corner_samples = torch.stack(world_samples).cpu()
corner_samples *= torch.from_numpy(val_dataset.std)
corner_samples += torch.from_numpy(val_dataset.mean)
# send data to async process to generate matplotlib figures
queue.put((epoch, scalars, corner_samples))
if (save != 0) and (epoch % save == 0):
# save checkpoint and write computationally expensive data to tb
torch.save(flow.module.state_dict(),
experiment_dir / f'flow_{epoch}.pt')
# if use_zero:
# # needs to be called on all ranks
# optimizer.consolidate_state_dict(to=0)
torch.save(optimizer.state_dict(),
experiment_dir / f'optimizer_{epoch}.pt')
if scheduler is not None:
torch.save(scheduler.state_dict(),
experiment_dir / f'scheduler_{epoch}.pt')
# destroy processes from distributed training
if rank == 0:
# to do - graceful way to shutdown workers
# need to send message back from child process
sleep_time = 120
for i in range(sleep_time):
progress.set_description(
f'[{log_dir}] Shutting down in {sleep_time - i}s',
refresh=True)
time.sleep(1)
tb_process.terminate()
cleanup_nccl()
def check_optimizer_equivalence(
optimizer: Type[torch.optim.Optimizer]):
# Any model works. Add one different buffer per rank
model = torch.nn.Sequential(
torch.nn.Linear(2, 3),
torch.nn.Linear(3, 3),
torch.nn.Linear(3, 3),
)
model.register_buffer("test_buffer",
torch.ones((1)) * self.rank)
model.to(self.device)
sharded_optimizer = ZeroRedundancyOptimizer(
params=model.parameters(), optim=optimizer, lr=1e-3)
sharded_ddp_model = DDP(module=model,
device_ids=[self.rank],
broadcast_buffers=True)
ddp_model_single = copy.deepcopy(model)
ddp_model_single.to(self.device)
ddp_optimizer = optimizer(ddp_model_single.parameters(),
lr=1e-3)
ddp_model = DDP(ddp_model_single,
device_ids=[self.rank],
broadcast_buffers=True)
def check_same_model_params():
for pg, ddp_pg in zip(sharded_optimizer.param_groups,
ddp_optimizer.param_groups):
for p, ddp_p in zip(pg["params"], ddp_pg["params"]):
assert torch.allclose(
p, ddp_p, atol=1e-3
), f"Model parameters differ in between Pytorch optim and ZeroRedundancyOptimizer \n{p} {ddp_p}"
for b, ddp_b in zip(sharded_ddp_model.buffers(),
ddp_model.buffers()):
assert torch.allclose(
b, ddp_b
), "Model buffers differ in between Pytorch optim and ZeroRedundancyOptimizer"
# The model should be synchronized in between the ranks at construction time, check that
check_same_model_params()
# The models should stay the same in between the ranks
for i in range(20):
input_tensor = torch.rand((64, 2))
def closure_ddp(input_tensor=input_tensor):
ddp_optimizer.zero_grad()
ddp_loss = ddp_model(input_tensor).abs().sum()
ddp_loss.backward()
return ddp_loss
def closure_sharded(input_tensor=input_tensor):
sharded_optimizer.zero_grad()
sharded_loss = sharded_ddp_model(
input_tensor).abs().sum()
sharded_loss.backward()
return sharded_loss
loss_ddp = cast(torch.Tensor,
ddp_optimizer.step(closure=closure_ddp))
loss_sharded_optim = cast(
torch.Tensor,
sharded_optimizer.step(closure=closure_sharded))
assert torch.allclose(
loss_ddp, loss_sharded_optim
), "Losses differ in between Pytorch optim and ZeroRedundancyOptimizer"
check_same_model_params()