Added optimizer compile recipe (#2700)

* Added optimizer compile tutorial
---------

Co-authored-by: Svetlana Karslioglu <svekars@meta.com>
Co-authored-by: William Wen <williamwen@meta.com>
Co-authored-by: Nikita Shulga <2453524+malfet@users.noreply.github.com>

Author: 4 people

recipes_source/compiling_optimizer.rst

@@ -0,0 +1,88 @@
+(beta) Compiling the optimizer with torch.compile
+==========================================================================================
+
+**Author:** `Michael Lazos <https://github.com/mlazos>`_
+
+The optimizer is a key algorithm for training any deep learning model.
+Since it is responsible for updating every model parameter, it can often
+become the bottleneck in training performance for large models. In this recipe, 
+we will apply ``torch.compile`` to the optimizer to observe the GPU performance 
+improvement.
+
+.. note::
+
+   This tutorial requires PyTorch 2.2.0 or later.
+
+Model Setup
+~~~~~~~~~~~~~~~~~~~~~
+For this example, we'll use a simple sequence of linear layers.
+Since we are only benchmarking the optimizer, the choice of model doesn't matter
+because optimizer performance is a function of the number of parameters.
+
+Depending on what machine you are using, your exact results may vary.
+
+.. code-block:: python
+
+   import torch
+   
+   model = torch.nn.Sequential(
+       *[torch.nn.Linear(1024, 1024, False, device="cuda") for _ in range(10)]
+   )
+   input = torch.rand(1024, device="cuda")
+   output = model(input)
+   output.sum().backward()
+
+Setting up and running the optimizer benchmark
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+In this example, we'll use the Adam optimizer
+and create a helper function to wrap the step()
+in ``torch.compile()``.
+
+.. note::
+   
+   ``torch.compile`` is only supported on cuda devices with compute capability >= 7.0
+
+.. code-block:: python
+
+   # exit cleanly if we are on a device that doesn't support torch.compile
+   if torch.cuda.get_device_capability() < (7, 0):
+       print("Exiting because torch.compile is not supported on this device.")
+       import sys
+       sys.exit(0)
+
+
+   opt = torch.optim.Adam(model.parameters(), lr=0.01)
+
+
+   @torch.compile(fullgraph=False)
+   def fn():
+       opt.step()
+   
+   
+   # Let's define a helpful benchmarking function:
+   import torch.utils.benchmark as benchmark
+   
+   
+   def benchmark_torch_function_in_microseconds(f, *args, **kwargs):
+       t0 = benchmark.Timer(
+           stmt="f(*args, **kwargs)", globals={"args": args, "kwargs": kwargs, "f": f}
+       )
+       return t0.blocked_autorange().mean * 1e6
+
+
+   # Warmup runs to compile the function
+   for _ in range(5):
+       fn()
+   
+   eager_runtime = benchmark_torch_function_in_microseconds(opt.step)
+   compiled_runtime = benchmark_torch_function_in_microseconds(fn)
+   
+   assert eager_runtime > compiled_runtime
+   
+   print(f"eager runtime: {eager_runtime}us")
+   print(f"compiled runtime: {compiled_runtime}us")
+
+Sample Results:
+
+* Eager runtime: 747.2437149845064us
+* Compiled runtime: 392.07384741178us

recipes_source/recipes_index.rst

@@ -276,6 +276,15 @@ Recipes are bite-sized, actionable examples of how to use specific PyTorch featu
    :link: ../recipes/amx.html
    :tags: Model-Optimization
 
+.. (beta) Compiling the Optimizer with torch.compile
+
+.. customcarditem::
+   :header: (beta) Compiling the Optimizer with torch.compile
+   :card_description: Speed up the optimizer using torch.compile
+   :image: ../_static/img/thumbnails/cropped/generic-pytorch-logo.png
+   :link: ../recipes/compiling_optimizer.html
+   :tags: Model-Optimization
+
 .. Intel(R) Extension for PyTorch*
 
 .. customcarditem::
@@ -368,6 +377,7 @@ Recipes are bite-sized, actionable examples of how to use specific PyTorch featu
    /recipes/recipes/amp_recipe
    /recipes/recipes/tuning_guide
    /recipes/recipes/intel_extension_for_pytorch
+   /recipes/compiling_optimizer
    /recipes/torch_compile_backend_ipex
    /recipes/torchscript_inference
    /recipes/deployment_with_flask