precompute scale after optimizer.step for dynamic scaling (#266)

Summary:
Goal: improve float8 all-gather perf in FSDP2 by precomputing scales for all float8 params with a single all-reduce

updated README for API usage: call `precompute_float8_scale_for_fsdp` inside the training loop after optimizer step

```
from float8_experimental.fsdp_utils import precompute_float8_amax_for_fsdp
# inside the training loop
model(input).sum().backward()
optim.step()
precompute_float8_scale_for_fsdp(model)
```

unit test `pytest -s test/test_fsdp2/test_fsdp2_eager.py -k test_transformer_parity_dynamic`

**FSDP pre-forward**: shortend from 3ms to 1.8ms because of doing 1 all-reduce instead N small all-reduces
<img width="703" alt="Screenshot 2024-05-30 at 12 38 24 AM" src="https://github.com/pytorch-labs/float8_experimental/assets/134637289/81361471-fde4-43e4-ad83-a8c5b39f0cf1">

<img width="720" alt="Screenshot 2024-05-30 at 12 48 14 AM" src="https://github.com/pytorch-labs/float8_experimental/assets/134637289/26202869-cf7d-4427-b87f-570e5dc39324">

**Pre-computing amax**: shortened from 5ms to 1.7ms, by switching from `torch._foreach_abs` + `torch.max(a)` to `torch._foreach_norm(weights, ord=math.inf)`

<img width="1075" alt="Screenshot 2024-05-30 at 12 50 17 AM" src="https://github.com/pytorch-labs/float8_experimental/assets/134637289/823fb717-8f5b-42e9-afc8-6f6c34ab45b2">

<img width="1050" alt="Screenshot 2024-05-30 at 12 49 54 AM" src="https://github.com/pytorch-labs/float8_experimental/assets/134637289/5ea15f59-ec85-456b-a28c-3e672d2cdaae">

Pull Request resolved: #266

Reviewed By: vkuzo

Differential Revision: D59562409

Pulled By: weifengpy

fbshipit-source-id: 683c4719e20f6b30f39ca9109ee29e53981a2aec

Author: weifengpy

README.md

@@ -37,6 +37,7 @@ This is the most accurate recipe as every tensor is scaled dynamically.
 from float8_experimental.float8_linear_utils import (
     swap_linear_with_float8_linear,
 )
+from float8_experimental.fsdp_utils import precompute_float8_dynamic_scale_for_fsdp
 from float8_experimental.float8_linear import Float8Linear
 
 # create model
@@ -51,7 +52,18 @@ model = FSDP(model, use_orig_params=True)
 # optional: enable torch.compile for improved performance
 m = torch.compile(m)
 
-# train/finetune (not shown)
+# toy training loop
+for _ in range(N_ITER):
+    optimizer.zero_grad()
+    y = m(x)
+    y.sum().backward()
+    optimizer.step()
+
+    # specific to fsdp2 + dynamic scaling, when fp8 all-gather is turned on
+    # this method is optional but is highly recommended for performance
+    # it calcuclates scales for all parameters in a single all-reduce
+    precompute_float8_dynamic_scale_for_fsdp(model)
+
 ```
 
 ## float8 linear with delayed scaling

float8_experimental/float8_dynamic_utils.py

@@ -82,7 +82,12 @@ def cast_to_float8_e5m2_dynamic_bw(
 
 class WeightWithDynamicFloat8CastTensor(torch.Tensor):
     @staticmethod
-    def __new__(cls, tensor: torch.Tensor, mm_config: ScaledMMConfig):
+    def __new__(
+        cls,
+        tensor: torch.Tensor,
+        mm_config: ScaledMMConfig,
+        precomputed_scale: Optional[torch.Tensor] = None,
+    ):
         return torch.Tensor._make_wrapper_subclass(
             cls,
             tensor.size(),
@@ -96,9 +101,18 @@ def __new__(cls, tensor: torch.Tensor, mm_config: ScaledMMConfig):
             requires_grad=tensor.requires_grad,
         )
 
-    def __init__(self, tensor: torch.Tensor, mm_config: ScaledMMConfig):
+    def __init__(
+        self,
+        tensor: torch.Tensor,
+        mm_config: ScaledMMConfig,
+        precomputed_scale: Optional[torch.Tensor] = None,
+    ):
         self._tensor = tensor
         self._mm_config = mm_config
+        # for dynamic scaling
+        # `precompute_float8_dynamic_scale_for_fsdp` calculates scales
+        # for all float8 parameters after optimizer step
+        self._precomputed_scale = precomputed_scale
 
     @classmethod
     def __torch_dispatch__(cls, func, types, args, kwargs=None):
@@ -127,20 +141,35 @@ def unwrap(t):
         )
 
     def __tensor_flatten__(self):
-        return ["_tensor"], self._mm_config
+        if self._precomputed_scale:
+            return ["_tensor", "_precomputed_scale"], self._mm_config
+        else:
+            return ["_tensor"], self._mm_config
 
     @staticmethod
     def __tensor_unflatten__(inner_tensors, flatten_spec, outer_size, outer_stride):
         mm_config = flatten_spec
-        return WeightWithDynamicFloat8CastTensor(inner_tensors["_tensor"], mm_config)
+        return WeightWithDynamicFloat8CastTensor(
+            inner_tensors["_tensor"],
+            mm_config,
+            getattr(inner_tensors, "_precomputed_scale", None),
+        )
 
     def __repr__(self):
         return f"WeightWithDynamicFloat8CastTensor(tensor={self._tensor}, mm_config={self._mm_config})"
 
     def fsdp_pre_all_gather(self, mesh):
-        float8_tensor = cast_to_float8_e4m3_dynamic(
-            self._tensor, self._mm_config, reduce_amax=True
-        )
+        if self._precomputed_scale is not None:
+            float8_tensor = Float8Tensor.to_float8(
+                self._tensor,
+                self._precomputed_scale,
+                torch.float8_e4m3fn,
+                mm_config=self._mm_config,
+            )
+        else:
+            float8_tensor = cast_to_float8_e4m3_dynamic(
+                self._tensor, self._mm_config, reduce_amax=True
+            )
         return (float8_tensor._data,), (float8_tensor._scale,)
 
     def fsdp_post_all_gather(

float8_experimental/fsdp_utils.py

@@ -0,0 +1,52 @@
+import math
+from typing import List
+
+import torch
+import torch.nn as nn
+from float8_experimental.float8_dynamic_utils import WeightWithDynamicFloat8CastTensor
+from float8_experimental.float8_linear import Float8Linear, TensorScalingType
+from float8_experimental.float8_utils import EPS
+
+
+@torch.no_grad()
+def precompute_float8_dynamic_scale_for_fsdp(module: nn.Module) -> None:
+    """
+    Calculate scale dynamically for all float8 parameters.
+    This should be run after the optimizer step. It performs a single all-reduce to compute the
+    scales for all float8 weights.
+    Example usage:
+        model(input).sum().backward()
+        optim.step()
+        precompute_float8_dynamic_scale_for_fsdp(model)
+    """
+    from torch.distributed._tensor import DTensor
+
+    if any(
+        isinstance(m, Float8Linear) and m.scaling_type_w is TensorScalingType.DELAYED
+        for m in module.modules()
+    ):
+        raise NotImplementedError("Only supports delayed scaling")
+    float8_linears: List[Float8Linear] = [
+        m
+        for m in module.modules()
+        if isinstance(m, Float8Linear)
+        and isinstance(m.weight, DTensor)
+        and isinstance(m.weight._local_tensor, WeightWithDynamicFloat8CastTensor)
+    ]
+    weights: List[DTensor] = [float8_linear.weight for float8_linear in float8_linears]
+
+    if not weights:
+        return
+
+    # inf-norm is equivalent to max(abs(w))
+    max_weights = torch._foreach_norm(weights, ord=math.inf)  # Partial
+    amax_tensor = torch.vstack(max_weights)  # Partial
+    # clamp is dispatched through DTensor
+    # it will issue a single all-reduce
+    amax_tensor = torch.clamp(amax_tensor, EPS)  # Replicate
+    scale_tensor = torch.finfo(torch.float8_e4m3fn).max / amax_tensor  # Replicate
+    if amax_tensor.dtype is torch.float16:
+        scale_tensor = torch.clamp(scale_tensor, max=torch.finfo(torch.float16).max)
+    scales = torch.split(scale_tensor, 1)  # Replicate
+    for scale, float8_linear in zip(scales, float8_linears):
+        float8_linear.weight._local_tensor._precomputed_scale = scale._local_tensor

test/test_fsdp2/test_fsdp2_common.py

@@ -6,6 +6,7 @@
 import torch
 import torch.distributed as dist
 import torch.nn as nn
+from float8_experimental.fsdp_utils import precompute_float8_dynamic_scale_for_fsdp
 
 
 def check_parity_no_mp(
@@ -15,6 +16,7 @@ def check_parity_no_mp(
     fsdp_model: nn.Module,
     fsdp_optim: torch.optim.Optimizer,
     local_inp: torch.Tensor,
+    precompute: bool = False,
 ):
     for iter_idx in range(10):
         losses: List[torch.Tensor] = []
@@ -28,6 +30,8 @@ def check_parity_no_mp(
                     param.grad.div_(dist.get_world_size())
             # TODO(future): add amax syncing once delayed scaling is supported
             optim.step()
+            if model is fsdp_model and precompute:
+                precompute_float8_dynamic_scale_for_fsdp(model)
         test_cls.assertEqual(losses[0], losses[1])
 
 

test/test_fsdp2/test_fsdp2_eager.py

@@ -86,10 +86,21 @@ def world_size(self) -> int:
 
     @skip_if_lt_x_gpu(2)
     def test_transformer_parity_dynamic(self):
-        for enable_fsdp_fp8_all_gather in [False, True]:
-            self._test_transformer_parity_dynamic(enable_fsdp_fp8_all_gather)
+        self.run_subtests(
+            {
+                "enable_fsdp_fp8_all_gather": [False, True],
+                "precompute": [False, True],
+            },
+            self._test_transformer_parity_dynamic,
+        )
 
-    def _test_transformer_parity_dynamic(self, enable_fsdp_fp8_all_gather: bool):
+    def _test_transformer_parity_dynamic(
+        self,
+        enable_fsdp_fp8_all_gather: bool,
+        precompute: bool,
+    ):
+        if not enable_fsdp_fp8_all_gather and precompute:
+            return
         # NOTE: Weight-tying does not compose with fp8 all-gather because the
         # embedding weight and output linear weight are tied but only the
         # latter uses fp8 compute. With fp8 all-gather, FSDP would pre-cast to
@@ -109,7 +120,9 @@ def _test_transformer_parity_dynamic(self, enable_fsdp_fp8_all_gather: bool):
         local_inp = torch.randint(
             0, ref_module.tok_embeddings.weight.size(0), (16, 16), device="cuda"
         )
-        check_parity_no_mp(self, ref_module, ref_optim, module, optim, local_inp)
+        check_parity_no_mp(
+            self, ref_module, ref_optim, module, optim, local_inp, precompute
+        )
 
     @skip_if_lt_x_gpu(2)
     def test_transformer_memory(self):