autograd_saved_tensors_hooks_tutorial.py

"""
Hooks for autograd saved tensors
================================

"""


######################################################################
# PyTorch typically computes gradients using backpropagation. However,
# certain operations require intermediary results to be saved in order to
# perform backpropagation. This tutorial walks through how these tensors
# are saved/retrieved and how you can define hooks to control the
# packing/unpacking process.
#
# This tutorial assumes you are familiar with how backpropagation works in
# theory. If not, read `this <https://colab.research.google.com/drive/1aWNdmYt7RcHMbUk-Xz2Cv5-cGFSWPXe0#scrollTo=AHcEJ6nXUb7W>`_ first.
#


######################################################################
# Saved tensors
# -------------
#


######################################################################
# Training a model usually consumes more memory than running it for
# inference. Broadly speaking, one can say that it is because “PyTorch
# needs to save the computation graph, which is needed to call
# ``backward``”, hence the additional memory usage. One goal of this
# tutorial is to finetune this understanding.
#
# In fact, the graph in itself sometimes does not consume much more memory
# as it never copies any tensors. However, the graph can keep *references*
# to tensors that would otherwise have gone out of scope: those are
# referred to as **saved tensors**.
#


######################################################################
# Why does training a model (typically) requires more memory than evaluating it?
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#


######################################################################
# We start with a simple example: :math:`y = a \cdot b` , for which
# we know the gradients of :math:`y` with respect to :math:`a` and
# :math:`b`:
#
# .. math::  \frac{\partial y}{\partial a} = b
#
# .. math::  \frac{\partial y}{\partial b} = a
#

import torch

a = torch.randn(5, requires_grad=True)
b = torch.ones(5, requires_grad=True)
y = a * b

#################################################################
# Using a torchviz, we can visualize the computation graph
#
#  .. figure:: https://user-images.githubusercontent.com/8019486/130124513-72e016a3-c36f-42b9-88e2-53baf3e016c5.png
#    :width: 300
#    :align: center


######################################################################
# In this example, PyTorch saves intermediary values :math:`a` and
# :math:`b` in order to compute the gradient during the backward.
#
#  .. figure:: https://user-images.githubusercontent.com/8019486/130124538-3da50977-6f0b-46d0-8909-5456ade9b598.png
#    :width: 300
#    :align: center


######################################################################
# Those intermediary values (in orange above) can be accessed (for
# debugging purposes) by looking for attributes of the ``grad_fn`` of
# ``y`` which start with the prefix ``_saved``:
#

print(y.grad_fn._saved_self)
print(y.grad_fn._saved_other)


######################################################################
# As the computation graph grows in depth, it will store more *saved
# tensors*. Meanwhile, those tensors would have gone out of scope if not
# for the graph.
#

def f(x):
    return x * x

x = torch.randn(5, requires_grad=True)
y = f(f(f(x)))

######################################################################
#  .. figure:: https://user-images.githubusercontent.com/8019486/130124570-f1074098-1bb3-459e-bf5a-03bf6f65b403.png
#    :width: 500
#    :align: center


######################################################################
# In the example above, executing without grad would only have kept ``x``
# and ``y`` in the scope, But the graph additionally stores ``f(x)`` and
# ``f(f(x))``. Hence, running a forward pass during training will be more
# costly in memory usage than during evaluation (more precisely, when
# autograd is not required).
#


######################################################################
# The concept of packing / unpacking
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#


######################################################################
# Going back to the first example: ``y.grad_fn._saved_self`` and
# ``y.grad_fn._saved_other`` point to the original tensor object,
# respectively ``a`` and ``b``.
#

a = torch.randn(5, requires_grad=True)
b = torch.ones(5, requires_grad=True)
y = a * b

print(y.grad_fn._saved_self is a)   # True
print(y.grad_fn._saved_other is b)  # True


######################################################################
# However, that may not always be the case.
#

a = torch.randn(5, requires_grad=True)
y = torch.exp(a)
print(y.grad_fn._saved_result.equal(y))  # True
print(y.grad_fn._saved_result is y)      # False


######################################################################
# Under the hood, PyTorch has **packed** and **unpacked** the tensor
# ``y`` to prevent reference cycles.
#
# As a rule of thumb, you should *not* rely on the fact that accessing
# the tensor saved for backward will yield the same tensor object as the
# original tensor. They will however share the same *storage*.
#


######################################################################
# Saved tensors hooks
# -------------------
#


######################################################################
# PyTorch provides an API to control how saved tensors should be packed /
# unpacked.
#

def pack_hook(x):
    print("Packing", x)
    return x

def unpack_hook(x):
    print("Unpacking", x)
    return x
a = torch.ones(5, requires_grad=True)
b = torch.ones(5, requires_grad=True) * 2

with torch.autograd.graph.saved_tensors_hooks(pack_hook, unpack_hook):
    y = a * b

y.sum().backward()


######################################################################
# The ``pack_hook`` function will be called every time an operation saves
# a tensor for backward.
# The output of ``pack_hook`` is then stored in the computation graph
# instead of the original tensor.
# The ``unpack_hook`` uses that return value to compute a new tensor,
# which is the one actually used during the backward pass.
# In general, you want ``unpack_hook(pack_hook(t))`` to be equal to
# ``t``.
#

x = torch.randn(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(lambda x: x * 4, lambda x: x / 4):
    y = torch.pow(x, 2)
y.sum().backward()
assert(x.grad.equal(2 * x))


######################################################################
# One thing to note is that the output of ``pack_hook`` can be *any Python
# object*, as long as ``unpack_hook`` can derive a tensor with the correct
# value from it.
#


######################################################################
# Some unconventional examples
# ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
#


######################################################################
# First, some silly examples to illustrate what is possible but you
# probably don’t ever want to do it.
#

######################################################################
# Returning an ``int``
# ^^^^^^^^^^^^^^^^^^^^
#
# Returning the index of a Python list
# Relatively harmless but with debatable usefulness

storage = []

def pack(x):
    storage.append(x)
    return len(storage) - 1

def unpack(x):
    return storage[x]

x = torch.randn(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(pack, unpack):
    y = x * x
y.sum().backward()

assert(x.grad.equal(2 * x))

######################################################################
# Returning a tuple
# ^^^^^^^^^^^^^^^^^
#
# Returning some tensor and a function how to unpack it
# Quite unlikely to be useful in its current form

def pack(x):
    delta = torch.randn(*x.size())
    return x - delta, lambda x: x + delta

def unpack(packed):
    x, f = packed
    return f(x)


x = torch.randn(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(pack, unpack):
    y = x * x
y.sum().backward()

assert(torch.allclose(x.grad, 2 * x))

######################################################################
# Returning a ``str``
# ^^^^^^^^^^^^^^^^^^^
#
# Returning the ``__repr__ of`` the tensor
# Probably never do this

x = torch.randn(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(lambda x: repr(x), lambda x: eval("torch." + x)):
    y = x * x
y.sum().backward()
assert(torch.all(x.grad - 2 * x <= 1e-4))


######################################################################
# Although those examples will not be useful in practice, they
# illustrate that the output of ``pack_hook`` can really be any Python
# object as long as it contains enough information to retrieve the
# content of the original tensor.
# In the next sections, we focus on more useful applications.
#


######################################################################
# Saving tensors to CPU
# ~~~~~~~~~~~~~~~~~~~~~
#


######################################################################
# Very often, the tensors involved in the computation graph live on GPU.
# Keeping a reference to those tensors in the graph is what causes most
# models to run out of GPU memory during training while they would have
# done fine during evaluation.
#
# Hooks provide a very simple way to implement that.
#

def pack_hook(x):
    return (x.device, x.cpu())

def unpack_hook(packed):
    device, tensor = packed
    return tensor.to(device)

x = torch.randn(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(pack, unpack):
    y = x * x
y.sum().backward()

torch.allclose(x.grad, (2 * x))


######################################################################
# In fact, PyTorch provides an API to conveniently use those hooks (as
# well as the ability to use pinned memory).
#

import torch.nn as nn

class Model(nn.Module):
    def __init__(self):
        super().__init__()
        self.w = nn.Parameter(torch.randn(5))

    def forward(self, x):
        with torch.autograd.graph.save_on_cpu(pin_memory=True):
            # some computation
            return self.w * x

x = torch.randn(5)
model = Model()
loss = model(x).sum()
loss.backward()


######################################################################
# In practice, on a A100 GPU, for a ResNet-152 with batch size 256, this
# corresponds to a GPU memory usage reduction from 48GB to 5GB, at the
# cost of a 6x slowdown.
#
# Of course, you can modulate the tradeoff by only saving to CPU certain
# parts of the network.
#
# For instance, you could define a special ``nn.Module`` that wraps any
# module and saves its tensors to CPU.
#

class SaveToCpu(nn.Module):
    def __init__(self, module):
        super().__init__()
        self.module = module

    def forward(self, *args, **kwargs):
        with torch.autograd.graph.save_on_cpu(pin_memory=True):
            return self.module(*args, **kwargs)

model = nn.Sequential(
    nn.Linear(10, 100),
    SaveToCpu(nn.Linear(100, 100)),
    nn.Linear(100, 10),
)

x = torch.randn(10)
loss = model(x).sum()
loss.backward()


######################################################################
# Saving tensors to disk
# ~~~~~~~~~~~~~~~~~~~~~~
#


######################################################################
# Similarly, you may want to save those tensors to disk. Again, this is
# achievable with those hooks.
#


######################################################################
# A naive version would look like this.
#

# Naive version - HINT: Don't do this

import uuid
tmp_dir = "temp"

def pack_hook(tensor):
    name = os.path.join(tmp_dir, str(uuid.uuid4()))
    torch.save(tensor, name)
    return name

def unpack_hook(name):
    return torch.load(name)


######################################################################
# The reason the above code is bad is that we are leaking files on the
# disk and they are never cleared. Fixing this is not as trivial as it
# seems.
#

# Incorrect version - HINT: Don't do this

import uuid
import os
import tempfile
tmp_dir_obj = tempfile.TemporaryDirectory()
tmp_dir = tmp_dir_obj.name

def pack_hook(tensor):
    name = os.path.join(tmp_dir, str(uuid.uuid4()))
    torch.save(tensor, name)
    return name

def unpack_hook(name):
    tensor = torch.load(name)
    os.remove(name)
    return tensor


######################################################################
# The reason the above code doesn’t work is that ``unpack_hook`` can be
# called multiple times. If we delete the file during unpacking the first
# time, it will not be available when the saved tensor is accessed a
# second time, which will raise an error.
#

x = torch.ones(5, requires_grad=True)
with torch.autograd.graph.saved_tensors_hooks(pack_hook, unpack_hook):
    y = x.pow(2)
print(y.grad_fn._saved_self)
try:
    print(y.grad_fn._saved_self)
    print("Double access succeeded!")
except:
    print("Double access failed!")


######################################################################
# To fix this, we can write a version of those hooks that takes advantage
# of the fact that PyTorch automatically releases (deletes) the saved data
# when it is no longer needed.
#

class SelfDeletingTempFile():
    def __init__(self):
        self.name = os.path.join(tmp_dir, str(uuid.uuid4()))

    def __del__(self):
        os.remove(self.name)

def pack_hook(tensor):
    temp_file = SelfDeletingTempFile()
    torch.save(tensor, temp_file.name)
    return temp_file

def unpack_hook(temp_file):
    return torch.load(temp_file.name)


######################################################################
# When we call ``backward``, the output of ``pack_hook`` will be deleted,
# which causes the file to be removed, so we’re no longer leaking the
# files.
#
# This can then be used in your model, in the following way:
#

# Only save on disk tensors that have size >= 1000
SAVE_ON_DISK_THRESHOLD = 1000

def pack_hook(x):
    if x.numel() < SAVE_ON_DISK_THRESHOLD:
        return x
    temp_file = SelfDeletingTempFile()
    torch.save(tensor, temp_file.name)
    return temp_file

def unpack_hook(tensor_or_sctf):
    if isinstance(tensor_or_sctf, torch.Tensor):
        return tensor_or_sctf
    return torch.load(tensor_or_sctf.name)

class SaveToDisk(nn.Module):
    def __init__(self, module):
        super().__init__()
        self.module = module

    def forward(self, *args, **kwargs):
        with torch.autograd.graph.saved_tensors_hooks(pack_hook, unpack_hook):
            return self.module(*args, **kwargs)

net = nn.DataParallel(SaveToDisk(Model()))


######################################################################
# In this last example, we also demonstrate how to filter which tensors
# should be saved (here, those whose number of elements is greater than
# 1000) and how to combine this feature with ``nn.DataParallel``.
#


######################################################################
# If you’ve made it this far, congratulations! You now know how to use
# saved tensor hooks and how they can be useful in a few scenarios to
# tradeoff memory for compute.
#