[FSDP2] precompute scale after optimizer.step for dynamic scaling

README.md

@@ -51,7 +51,18 @@ 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 + float8 with dynamic scaling
+    # this method is optional but is highly recommended for performance
+    # it calcuclates scales for all parameters in a single all-reduce
+    precompute_float8_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_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 +1,61 @@
+import math
+import warnings
+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
+from float8_experimental.float8_linear_utils import linear_requires_sync
+from float8_experimental.float8_utils import EPS
+
+
+def precompute_float8_scale_for_fsdp(module: nn.Module) -> None:
+    """
+    Calculate scale for all float8 parameters after optimizer step
+    It performs a single all-reduce instead of many all-reduces for each parameter
+    Exmaple usage:
+        model(input).sum().backward()
+        optim.step()
+        precompute_float8_scale_for_fsdp(model)
+    """
+    from torch.distributed._tensor import DTensor
+
+    if any(
+        isinstance(m, Float8Linear)
+        and linear_requires_sync(
+            m.scaling_type_x, m.scaling_type_w, m.scaling_type_dL_dY
+        )
+        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]
+
+    def compute_scales(weights: List[DTensor]):
+        # 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
+        return scales
+
+    if weights:
+        scales = compute_scales(weights)
+        for scale, float8_linear in zip(scales, float8_linears):
+            float8_linear.weight._local_tensor._precomputed_scale = scale._local_tensor
+    else:
+        warnings.warn(
+            "Calling precompute_float8_weights without any weights using FSDP fp8 all-gather!"
+        )

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_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_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):