Python recipe for automatic mixed precision (#1137)

* fdsa

* Tutorial runs

* clarify one scaler per convergence run

* adjust sizes, dont run illustrative sections

* satisfying ocd

* MORE

* fdsa

* details

* rephrase

* fix formatting

* move script to recipes

* hopefully moved to recipes

* fdsa

* add amp_tutorial to toctree

* amp_tutorial -> amp_recipe

* looks like backtick highlights dont render in card_description

* correct path for amp_recipe.html

* arch notes and saving/restoring

* formatting

* fdsa

* Clarify autograd-autocast interaction for custom ops

* touchups

Co-authored-by: Brian Johnson <brianjo@fb.com>

Author: mcarilli

_static/img/thumbnails/cropped/amp.png

@@ -105,6 +105,8 @@ speaking, the structure of your registrations will look like this:
     that provides implementations for all basic operators on the XLA dispatch
     key.
 
+.. _autograd-support:
+
 Adding autograd support
 -----------------------
 
@@ -299,6 +301,28 @@ the safest choice for the execution type:
                                   at::autocast::cached_cast(exec_type, t1));
     }
 
+If your custom op is :ref:`autograd-enabled<autograd-support>`, you only need to write and register
+an autocast wrapper for the same name onto which the autograd wrapper is registered.
+For example, if you wanted an autocast wrapper for the ``myadd`` function shown
+in the autograd section, all you'd need is
+
+.. code-block:: cpp
+
+    Tensor myadd_autocast(const Tensor& self, const Tensor& other) {
+      c10::impl::ExcludeDispatchKeyGuard no_autocast(c10::DispatchKey::Autocast);
+      return myadd(at::autocast::cached_cast(<desired dtype>, self),
+                   at::autocast::cached_cast(<desired dtype>, other));
+    }
+
+    TORCH_LIBRARY_IMPL(myops, Autocast, m) {
+      m.impl("myadd", myadd_autocast);
+    }
+
+There are no separate gymnastics to make the backward method autocast compatible.
+However, the backward method defined in your custom autograd function will run in the same
+dtype as autocast sets for the forward method, so you should choose a ``<desired dtype>``
+suitable for both your forward and backward methods.
+
 Batched
 ^^^^^^^
 

advanced_source/dispatcher.rst

@@ -56,3 +56,7 @@ PyTorch Recipes
 14. mobile_perf.py
          PyTorch Mobile Performance Recipes
          https://pytorch.org/tutorials/recipes/mobile_perf.html
+
+15. amp_recipe.py
+         Automatic Mixed Precision
+         https://pytorch.org/tutorials/recipes/amp_recipe.html

recipes_source/recipes/README.txt

@@ -0,0 +1,325 @@
+# -*- coding: utf-8 -*-
+"""
+Automatic Mixed Precision
+*************************
+**Author**: `Michael Carilli <https://github.com/mcarilli>`_
+
+`torch.cuda.amp <https://pytorch.org/docs/stable/amp.html>`_ provides convenience methods for mixed precision,
+where some operations use the ``torch.float32`` (``float``) datatype and other operations
+use ``torch.float16`` (``half``). Some ops, like linear layers and convolutions,
+are much faster in ``float16``. Other ops, like reductions, often require the dynamic
+range of ``float32``.  Mixed precision tries to match each op to its appropriate datatype,
+which can reduce your network's runtime and memory footprint.
+
+Ordinarily, "automatic mixed precision training" uses `torch.cuda.amp.autocast <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.autocast>`_ and
+`torch.cuda.amp.GradScaler <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.GradScaler>`_ together.
+
+This recipe measures the performance of a simple network in default precision,
+then walks through adding ``autocast`` and ``GradScaler`` to run the same network in
+mixed precision with improved performance.
+
+You may download and run this recipe as a standalone Python script.
+The only requirements are Pytorch 1.6+ and a CUDA-capable GPU.
+
+Mixed precision primarily benefits Tensor Core-enabled architectures (Volta, Turing, Ampere).
+This recipe should show significant (2-3X) speedup on those architectures.
+On earlier architectures (Kepler, Maxwell, Pascal), you may observe a modest speedup.
+Run ``nvidia-smi`` to display your GPU's architecture.
+"""
+
+import torch, time, gc
+
+# Timing utilities
+start_time = None
+
+def start_timer():
+    global start_time
+    gc.collect()
+    torch.cuda.empty_cache()
+    torch.cuda.reset_max_memory_allocated()
+    torch.cuda.synchronize()
+    start_time = time.time()
+
+def end_timer_and_print(local_msg):
+    torch.cuda.synchronize()
+    end_time = time.time()
+    print("\n" + local_msg)
+    print("Total execution time = {:.3f} sec".format(end_time - start_time))
+    print("Max memory used by tensors = {} bytes".format(torch.cuda.max_memory_allocated()))
+
+##########################################################
+# A simple network
+# ----------------
+# The following sequence of linear layers and ReLUs should show a speedup with mixed precision.
+
+def make_model(in_size, out_size, num_layers):
+    layers = []
+    for _ in range(num_layers - 1):
+        layers.append(torch.nn.Linear(in_size, in_size))
+        layers.append(torch.nn.ReLU())
+    layers.append(torch.nn.Linear(in_size, out_size))
+    return torch.nn.Sequential(*tuple(layers)).cuda()
+
+##########################################################
+# ``batch_size``, ``in_size``, ``out_size``, and ``num_layers`` are chosen to be large enough to saturate the GPU with work.
+# Typically, mixed precision provides the greatest speedup when the GPU is saturated.
+# Small networks may be CPU bound, in which case mixed precision won't improve performance.
+# Sizes are also chosen such that linear layers' participating dimensions are multiples of 8,
+# to permit Tensor Core usage on Tensor Core-capable GPUs (see :ref:`Troubleshooting<troubleshooting>` below).
+#
+# Exercise: Vary participating sizes and see how the mixed precision speedup changes.
+
+batch_size = 512 # Try, for example, 128, 256, 513.
+in_size = 4096
+out_size = 4096
+num_layers = 3
+num_batches = 50
+epochs = 3
+
+# Creates data in default precision.
+# The same data is used for both default and mixed precision trials below.
+# You don't need to manually change inputs' dtype when enabling mixed precision.
+data = [torch.randn(batch_size, in_size, device="cuda") for _ in range(num_batches)]
+targets = [torch.randn(batch_size, out_size, device="cuda") for _ in range(num_batches)]
+
+loss_fn = torch.nn.MSELoss().cuda()
+
+##########################################################
+# Default Precision
+# -----------------
+# Without ``torch.cuda.amp``, the following simple network executes all ops in default precision (``torch.float32``):
+
+net = make_model(in_size, out_size, num_layers)
+opt = torch.optim.SGD(net.parameters(), lr=0.001)
+
+start_timer()
+for epoch in range(epochs):
+    for input, target in zip(data, targets):
+        output = net(input)
+        loss = loss_fn(output, target)
+        loss.backward()
+        opt.step()
+        opt.zero_grad() # set_to_none=True here can modestly improve performance
+end_timer_and_print("Default precision:")
+
+##########################################################
+# Adding autocast
+# ---------------
+# Instances of `torch.cuda.amp.autocast <https://pytorch.org/docs/stable/amp.html#autocasting>`_
+# serve as context managers that allow regions of your script to run in mixed precision.
+#
+# In these regions, CUDA ops run in a dtype chosen by autocast
+# to improve performance while maintaining accuracy.
+# See the `Autocast Op Reference <https://pytorch.org/docs/stable/amp.html#autocast-op-reference>`_
+# for details on what precision autocast chooses for each op, and under what circumstances.
+
+for epoch in range(0): # 0 epochs, this section is for illustration only
+    for input, target in zip(data, targets):
+        # Runs the forward pass under autocast.
+        with torch.cuda.amp.autocast():
+            output = net(input)
+            # output is float16 because linear layers autocast to float16.
+            assert output.dtype is torch.float16
+
+            loss = loss_fn(output, target)
+            # loss is float32 because mse_loss layers autocast to float32.
+            assert loss.dtype is torch.float32
+
+        # Exits autocast before backward().
+        # Backward passes under autocast are not recommended.
+        # Backward ops run in the same dtype autocast chose for corresponding forward ops.
+        loss.backward()
+        opt.step()
+        opt.zero_grad() # set_to_none=True here can modestly improve performance
+
+##########################################################
+# Adding GradScaler
+# -----------------
+# `Gradient scaling <https://pytorch.org/docs/stable/amp.html#gradient-scaling>`_
+# helps prevent gradients with small magnitudes from flushing to zero
+# ("underflowing") when training with mixed precision.
+#
+# `torch.cuda.amp.GradScaler <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.GradScaler>`_
+# performs the steps of gradient scaling conveniently.
+
+# Constructs scaler once, at the beginning of the convergence run, using default args.
+# If your network fails to converge with default GradScaler args, please file an issue.
+# The same GradScaler instance should be used for the entire convergence run.
+# If you perform multiple convergence runs in the same script, each run should use
+# a dedicated fresh GradScaler instance.  GradScaler instances are lightweight.
+scaler = torch.cuda.amp.GradScaler()
+
+for epoch in range(0): # 0 epochs, this section is for illustration only
+    for input, target in zip(data, targets):
+        with torch.cuda.amp.autocast():
+            output = net(input)
+            loss = loss_fn(output, target)
+
+        # Scales loss.  Calls backward() on scaled loss to create scaled gradients.
+        scaler.scale(loss).backward()
+
+        # scaler.step() first unscales the gradients of the optimizer's assigned params.
+        # If these gradients do not contain infs or NaNs, optimizer.step() is then called,
+        # otherwise, optimizer.step() is skipped.
+        scaler.step(opt)
+
+        # Updates the scale for next iteration.
+        scaler.update()
+
+        opt.zero_grad() # set_to_none=True here can modestly improve performance
+
+##########################################################
+# All together: "Automatic Mixed Precision"
+# ------------------------------------------
+# (The following also demonstrates ``enabled``, an optional convenience argument to ``autocast`` and ``GradScaler``.
+# If False, ``autocast`` and ``GradScaler``\ 's calls become no-ops.
+# This allows switching between default precision and mixed precision without if/else statements.)
+
+use_amp = True
+
+net = make_model(in_size, out_size, num_layers)
+opt = torch.optim.SGD(net.parameters(), lr=0.001)
+scaler = torch.cuda.amp.GradScaler(enabled=use_amp)
+
+start_timer()
+for epoch in range(epochs):
+    for input, target in zip(data, targets):
+        with torch.cuda.amp.autocast(enabled=use_amp):
+            output = net(input)
+            loss = loss_fn(output, target)
+        scaler.scale(loss).backward()
+        scaler.step(opt)
+        scaler.update()
+        opt.zero_grad() # set_to_none=True here can modestly improve performance
+end_timer_and_print("Mixed precision:")
+
+##########################################################
+# Inspecting/modifying gradients (e.g., clipping)
+# --------------------------------------------------------
+# All gradients produced by ``scaler.scale(loss).backward()`` are scaled.  If you wish to modify or inspect
+# the parameters' ``.grad`` attributes between ``backward()`` and ``scaler.step(optimizer)``, you should
+# unscale them first using `scaler.unscale_(optimizer) <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.GradScaler.unscale_>`_.
+
+for epoch in range(0): # 0 epochs, this section is for illustration only
+    for input, target in zip(data, targets):
+        with torch.cuda.amp.autocast():
+            output = net(input)
+            loss = loss_fn(output, target)
+        scaler.scale(loss).backward()
+
+        # Unscales the gradients of optimizer's assigned params in-place
+        scaler.unscale_(opt)
+
+        # Since the gradients of optimizer's assigned params are now unscaled, clips as usual.
+        # You may use the same value for max_norm here as you would without gradient scaling.
+        torch.nn.utils.clip_grad_norm_(net.parameters(), max_norm=0.1)
+
+        scaler.step(opt)
+        scaler.update()
+        opt.zero_grad() # set_to_none=True here can modestly improve performance
+
+##########################################################
+# Saving/Resuming
+# ----------------
+# To save/resume Amp-enabled runs with bitwise accuracy, use
+# `scaler.state_dict <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.GradScaler.state_dict>`_ and
+# `scaler.load_state_dict <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.GradScaler.load_state_dict>`_.
+#
+# When saving, save the scaler state dict alongside the usual model and optimizer state dicts.
+# Do this either at the beginning of an iteration before any forward passes, or at the end of
+# an iteration after ``scaler.update()``.
+
+checkpoint = {"model": net.state_dict(),
+              "optimizer": opt.state_dict(),
+              "scaler": scaler.state_dict()}
+# Write checkpoint as desired, e.g.,
+# torch.save(checkpoint, "filename")
+
+##########################################################
+# When resuming, load the scaler state dict alongside the model and optimizer state dicts.
+
+# Read checkpoint as desired, e.g.,
+# dev = torch.cuda.current_device()
+# checkpoint = torch.load("filename",
+#                         map_location = lambda storage, loc: storage.cuda(dev))
+net.load_state_dict(checkpoint["model"])
+opt.load_state_dict(checkpoint["optimizer"])
+scaler.load_state_dict(checkpoint["scaler"])
+
+##########################################################
+# If a checkpoint was created from a run *without* Amp, and you want to resume training *with* Amp,
+# load model and optimizer states from the checkpoint as usual.  The checkpoint won't contain a saved scaler state, so
+# use a fresh instance of ``GradScaler``.
+#
+# If a checkpoint was created from a run *with* Amp and you want to resume training *without* Amp,
+# load model and optimizer states from the checkpoint as usual, and ignore the saved scaler state.
+
+##########################################################
+# Inference/Evaluation
+# --------------------
+# ``autocast`` may be used by itself to wrap inference or evaluation forward passes. ``GradScaler`` is not necessary.
+
+##########################################################
+# .. _advanced-topics:
+#
+# Advanced topics
+# ---------------
+# See the `Automatic Mixed Precision Examples <https://pytorch.org/docs/stable/notes/amp_examples.html>`_ for advanced use cases including:
+#
+# * Gradient accumulation
+# * Gradient penalty/double backward
+# * Networks with multiple models, optimizers, or losses
+# * Multiple GPUs (``torch.nn.DataParallel`` or ``torch.nn.parallel.DistributedDataParallel``)
+# * Custom autograd functions (subclasses of ``torch.autograd.Function``)
+#
+# If you perform multiple convergence runs in the same script, each run should use
+# a dedicated fresh GradScaler instance.  GradScaler instances are lightweight.
+#
+# If you're registering a custom C++ op with the dispatcher, see the
+# `autocast section <https://pytorch.org/tutorials/advanced/dispatcher.html#autocast>`_
+# of the dispatcher tutorial.
+
+##########################################################
+# .. _troubleshooting:
+#
+# Troubleshooting
+# ---------------
+# Speedup with Amp is minor
+# ~~~~~~~~~~~~~~~~~~~~~~~~~
+# 1. Your network may fail to saturate the GPU(s) with work, and is therefore CPU bound. Amp's effect on GPU performance
+#    won't matter.
+#
+#    * A rough rule of thumb to saturate the GPU is to increase batch and/or network size(s)
+#      as much as you can without running OOM.
+#    * Try to avoid excessive CPU-GPU synchronization (``.item()`` calls, or printing values from CUDA tensors).
+#    * Try to avoid sequences of many small CUDA ops (coalesce these into a few large CUDA ops if you can).
+# 2. Your network may be GPU compute bound (lots of matmuls/convolutions) but your GPU does not have Tensor Cores.
+#    In this case a reduced speedup is expected.
+# 3. Matmul dimensions are not Tensor Core-friendly.  Make sure matmuls' participating sizes are multiples of 8.
+#    (For NLP models with encoders/decoders, this can be subtle.  Also, convolutions used to have similar size constraints
+#    for Tensor Core use, but for CuDNN versions 7.3 and later, no such constraints exist.  See
+#    `here <https://github.com/NVIDIA/apex/issues/221#issuecomment-478084841>`_ for guidance.)
+#
+# Loss is inf/NaN
+# ~~~~~~~~~~~~~~~
+# First, check if your network fits an :ref:`advanced use case<advanced-topics>`.
+# See also `Prefer binary_cross_entropy_with_logits over binary_cross_entropy <https://pytorch.org/docs/stable/amp.html#prefer-binary-cross-entropy-with-logits-over-binary-cross-entropy>`_.
+#
+# If you're confident your Amp usage is correct, you may need to file an issue, but before doing so, it's helpful to gather the following information:
+#
+# 1. Disable ``autocast`` or ``GradScaler`` individually (by passing ``enabled=False`` to their constructor) and see if infs/NaNs persist.
+# 2. If you suspect part of your network (e.g., a complicated loss function) overflows , run that forward region in ``float32``
+#    and see if infs/NaNs persist.
+#    `The autocast docstring <https://pytorch.org/docs/stable/amp.html#torch.cuda.amp.autocast>`_'s last code snippet
+#    shows forcing a subregion to run in ``float32`` (by locally disabling autocast and casting the subregion's inputs).
+#
+# Type mismatch error (may manifest as CUDNN_STATUS_BAD_PARAM)
+# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+# Autocast tries to cover all ops that benefit from or require casting.
+# `Ops that receive explicit coverage <https://pytorch.org/docs/stable/amp.html#autocast-op-reference>`_
+# are chosen based on numerical properties, but also on experience.
+# If you see a type mismatch error in an autocast-enabled forward region or a backward pass following that region,
+# it's possible autocast missed an op.
+#
+# Please file an issue with the error backtrace.  ``export TORCH_SHOW_CPP_STACKTRACES=1`` before running your script to provide
+# fine-grained information on which backend op is failing.

recipes_source/recipes/amp_recipe.py

@@ -167,6 +167,15 @@ Recipes are bite-sized, actionable examples of how to use specific PyTorch featu
    :link: ../recipes/android_native_app_with_custom_op.html
    :tags: Mobile
 
+.. Automatic Mixed Precision
+
+.. customcarditem::
+   :header: Automatic Mixed Precision
+   :card_description: Use torch.cuda.amp to reduce runtime and save memory on NVIDIA GPUs.
+   :image: ../_static/img/thumbnails/cropped/amp.png
+   :link: ../recipes/recipes/amp_recipe.html
+   :tags: Model-Optimization
+
 .. End of tutorial card section
 
 .. raw:: html
@@ -199,6 +208,7 @@ Recipes are bite-sized, actionable examples of how to use specific PyTorch featu
    /recipes/recipes/Captum_Recipe
    /recipes/recipes/tensorboard_with_pytorch
    /recipes/recipes/dynamic_quantization
+   /recipes/recipes/amp_recipe
    /recipes/torchscript_inference
    /recipes/deployment_with_flask
    /recipes/distributed_rpc_profiling