Activation checkpointing in FSDP without boilerplate (#15826)

* initial
* input type
* checkpointing
* fsdp in pl
* all_close

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

docs/source-pytorch/advanced/model_parallel.rst

@@ -428,13 +428,36 @@ You can customize the strategy configuration by adjusting the arguments of :clas
 
 
     native_fsdp = DDPFullyShardedNativeStrategy(cpu_offload=CPUOffload(offload_params=True))
-    trainer = pl.Trainer(strategy=native_fsdp, accelerator="gpu", device=4)
+    trainer = pl.Trainer(strategy=native_fsdp, accelerator="gpu", devices=4)
 
 
 Check out `this tutorial <https://pytorch.org/tutorials/intermediate/FSDP_tutorial.html>`__ to learn more about the native support.
 
 ----
 
+
+Activation Checkpointing
+========================
+
+Activation checkpointing reduces GPU memory usage by avoiding the storage of intermediate activation tensors in
+selected layers. The tradeoff is that computation cost for the backpropagation increases, as the dropped activations
+need to be recomputed.
+
+Enable checkpointing on large layers (like Transformers) by providing the layer class/type to the strategy:
+
+.. code-block:: python
+
+    from pytorch_lightning.strategies import DDPFullyShardedNativeStrategy
+
+    fsdp = DDPFullyShardedNativeStrategy(
+        activation_checkpointing=MyTransformerBlock,  # or pass a list with multiple types
+    )
+    trainer = pl.Trainer(strategy=fsdp, accelerator="gpu", devices=4)
+
+
+----
+
+
 .. _deepspeed_advanced:
 
 *********

src/lightning_lite/strategies/fsdp.py

@@ -11,9 +11,10 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+import functools
 from contextlib import contextmanager
 from datetime import timedelta
-from typing import Any, Dict, Generator, List, Optional, Tuple, TYPE_CHECKING, Union
+from typing import Any, Dict, Generator, List, Optional, Tuple, Type, TYPE_CHECKING, Union
 
 import torch
 from torch import Tensor
@@ -35,7 +36,7 @@ from lightning_lite.utilities.distributed import (
 )
 from lightning_lite.utilities.distributed import group as _group
 from lightning_lite.utilities.distributed import ReduceOp
-from lightning_lite.utilities.imports import _TORCH_GREATER_EQUAL_1_12
+from lightning_lite.utilities.imports import _TORCH_GREATER_EQUAL_1_12, _TORCH_GREATER_EQUAL_1_13
 from lightning_lite.utilities.rank_zero import rank_zero_only
 from lightning_lite.utilities.seed import reset_seed
 
@@ -78,6 +79,10 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
             computation overlapping. The pros and cons of each algorithm is explained in the class ``BackwardPrefetch``.
         mixed_precision: Mixed Precision config. By default, Lightning will enable FP16 if ``precision=16`` or BF16
             if ``precision=bf16`` unless a config is passed in. This is only available in PyTorch 1.12 and later.
+        activation_checkpointing: A single layer or a list of layer classes for which you want to enable activation
+            checkpointing. This is typically your transformer block (including attention + feed-forward).
+            Enabling this can free up a significant amount of memory at the cost of speed since activations in
+            these layers need to be recomputed during backpropagation.
         \**kwargs: Optional keywoard arguments passed to the FSDP context manager which will configure the FSDP class
             when wrapping modules.
     """
@@ -94,6 +99,7 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
         cpu_offload: Optional["CPUOffload"] = None,
         backward_prefetch: Optional["BackwardPrefetch"] = None,
         mixed_precision: Optional["MixedPrecision"] = None,
+        activation_checkpointing: Optional[Union[Type[Module], List[Type[Module]]]] = None,
         **kwargs: Any,
     ) -> None:
         if not _TORCH_GREATER_EQUAL_1_12:
@@ -112,6 +118,13 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
         self._backward_sync_control = _FSDPBackwardSyncControl()
         self._ddp_kwargs = kwargs
 
+        if activation_checkpointing and not _TORCH_GREATER_EQUAL_1_13:
+            raise ValueError("Activation checkpointing requires torch >= 1.13.0. HINT: `pip install -U torch`")
+        activation_checkpointing = activation_checkpointing or []
+        self._activation_checkpointing = (
+            [activation_checkpointing] if not isinstance(activation_checkpointing, list) else activation_checkpointing
+        )
+
         self.cpu_offload = cpu_offload
         self.backward_prefetch = backward_prefetch
         self.mixed_precision = mixed_precision
@@ -175,13 +188,12 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
         :class:`~torch.distributed.fsdp.fully_sharded_data_parallel.FullyShardedDataParallel` module."""
         from torch.distributed.fsdp.fully_sharded_data_parallel import FullyShardedDataParallel
 
-        if (
-            any(isinstance(mod, FullyShardedDataParallel) for mod in module.modules())
-            and "auto_wrap_policy" in self._ddp_kwargs
+        if "auto_wrap_policy" in self._ddp_kwargs and any(
+            isinstance(mod, FullyShardedDataParallel) for mod in module.modules()
         ):
             # If model is already wrapped, we need to avoid sending the `auto_wrap_policy`
             del self._ddp_kwargs["auto_wrap_policy"]
-        return FullyShardedDataParallel(
+        wrapped_module = FullyShardedDataParallel(
             module=module,
             cpu_offload=self.cpu_offload,
             backward_prefetch=self.backward_prefetch,
@@ -190,6 +202,12 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
             **self._ddp_kwargs,
         )
 
+        # activation checkpointing needs to be set up after wrapping the model
+        if _TORCH_GREATER_EQUAL_1_13 and self._activation_checkpointing:
+            _setup_activation_checkpointing(module=wrapped_module, layers=self._activation_checkpointing)
+
+        return wrapped_module
+
     def setup_optimizer(self, optimizer: Optimizer) -> Optimizer:
         """Set up an optimizer for a model wrapped with FSDP.
 
@@ -291,6 +309,21 @@ class FSDPStrategy(ParallelStrategy, _Sharded):
         rank_zero_only.rank = self.cluster_environment.global_rank()
 
 
+def _setup_activation_checkpointing(module: "FullyShardedDataParallel", layers: List[Type[Module]]) -> None:
+    from torch.distributed.algorithms._checkpoint.checkpoint_wrapper import (
+        apply_activation_checkpointing,
+        checkpoint_wrapper,
+        CheckpointImpl,
+    )
+
+    check_fn = lambda submodule: isinstance(submodule, tuple(layers))
+    wrapper = functools.partial(
+        checkpoint_wrapper,
+        checkpoint_impl=CheckpointImpl.NO_REENTRANT,
+    )
+    apply_activation_checkpointing(module, checkpoint_wrapper_fn=wrapper, check_fn=check_fn)
+
+
 class _FSDPBackwardSyncControl(_BackwardSyncControl):
     @contextmanager
     def no_backward_sync(self, module: Module) -> Generator:

src/pytorch_lightning/CHANGELOG.md

@@ -29,6 +29,10 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/en/1.0.0/).
 
 - Added a warning when `self.log(..., logger=True)` is called without a configured logger ([#15814](https://github.com/Lightning-AI/lightning/pull/15814))
 
+
+- Added support for activation checkpointing for the `DDPFullyShardedNativeStrategy` strategy ([#15826](https://github.com/Lightning-AI/lightning/pull/15826))
+
+
 ### Changed
 
 - Drop PyTorch 1.9 support ([#15347](https://github.com/Lightning-AI/lightning/pull/15347))

src/pytorch_lightning/strategies/fully_sharded_native.py

@@ -13,14 +13,15 @@
 # limitations under the License.
 import contextlib
 import logging
-from typing import Any, Dict, Generator, List, Optional, Union
+from typing import Any, Dict, Generator, List, Optional, Type, Union
 
 import torch
 from torch import Tensor
+from torch.nn import Module
 
 import pytorch_lightning as pl
 from lightning_lite.plugins import CheckpointIO, ClusterEnvironment
-from lightning_lite.strategies.fsdp import _optimizer_has_flat_params
+from lightning_lite.strategies.fsdp import _optimizer_has_flat_params, _setup_activation_checkpointing
 from lightning_lite.utilities.distributed import (
     _get_default_process_group_backend_for_device,
     _init_dist_connection,
@@ -38,7 +39,7 @@ from pytorch_lightning.strategies.parallel import ParallelStrategy
 from pytorch_lightning.strategies.strategy import TBroadcast
 from pytorch_lightning.trainer.states import TrainerFn
 from pytorch_lightning.utilities.exceptions import MisconfigurationException
-from pytorch_lightning.utilities.imports import _TORCH_GREATER_EQUAL_1_12
+from pytorch_lightning.utilities.imports import _TORCH_GREATER_EQUAL_1_12, _TORCH_GREATER_EQUAL_1_13
 from pytorch_lightning.utilities.model_helpers import is_overridden
 from pytorch_lightning.utilities.rank_zero import rank_zero_info, rank_zero_only
 from pytorch_lightning.utilities.types import STEP_OUTPUT
@@ -100,6 +101,10 @@ class DDPFullyShardedNativeStrategy(ParallelStrategy):
             Mixed Precision config. By default, Lightning will enable FP16 if ``precision=16``
             or BF16 if ``precision=bf16`` unless a config is passed in.
             This is only available in PyTorch 1.12 and later.
+        activation_checkpointing: A single layer or a list of layer classes for which you want to enable activation
+            checkpointing. This is typically your transformer block (including attention + feed-forward).
+            Enabling this can free up a significant amount of memory at the cost of speed since activations in
+            these layers need to be recomputed during backpropagation.
         \**kwargs: Passed to the FSDP context manager which will configure the FSDP class when wrapping modules.
 
     """
@@ -118,6 +123,7 @@ class DDPFullyShardedNativeStrategy(ParallelStrategy):
         cpu_offload: Optional[CPUOffload] = None,
         backward_prefetch: Optional[BackwardPrefetch] = None,
         mixed_precision: Optional[MixedPrecision] = None,
+        activation_checkpointing: Optional[Union[Type[Module], List[Type[Module]]]] = None,
         **kwargs: Any,
     ) -> None:
         if not _TORCH_GREATER_EQUAL_1_12:
@@ -139,6 +145,12 @@ class DDPFullyShardedNativeStrategy(ParallelStrategy):
         self.backward_prefetch = backward_prefetch
         self.mixed_precision = mixed_precision
         self._rank_0_will_call_children_scripts: bool = False
+        if activation_checkpointing and not _TORCH_GREATER_EQUAL_1_13:
+            raise ValueError("Activation checkpointing requires torch >= 1.13.0. HINT: `pip install -U torch`")
+        activation_checkpointing = activation_checkpointing or []
+        self._activation_checkpointing = (
+            [activation_checkpointing] if not isinstance(activation_checkpointing, list) else activation_checkpointing
+        )
         self.kwargs = kwargs
 
     @property
@@ -209,15 +221,14 @@ class DDPFullyShardedNativeStrategy(ParallelStrategy):
         :class:`~torch.distributed.fsdp.fully_sharded_data_parallel.FullyShardedDataParallel` module."""
         # If model is already wrapped, we need to avoid sending the `auto_wrap_policy`
         assert self.lightning_module is not None
-        if (
-            any(isinstance(mod, FullyShardedDataParallel) for mod in self.lightning_module.modules())
-            and "auto_wrap_policy" in self.kwargs
+        if "auto_wrap_policy" in self.kwargs and any(
+            isinstance(mod, FullyShardedDataParallel) for mod in self.lightning_module.modules()
         ):
             del self.kwargs["auto_wrap_policy"]
 
         log.detail(f"setting up FSDP model with device id: {self.root_device.index}, kwargs: {self.kwargs}")
 
-        return FullyShardedDataParallel(
+        wrapped_module = FullyShardedDataParallel(
             module=model,
             process_group=self.process_group,
             cpu_offload=self.cpu_offload,
@@ -227,6 +238,12 @@ class DDPFullyShardedNativeStrategy(ParallelStrategy):
             **self.kwargs,
         )
 
+        # activation checkpointing needs to be set up after wrapping the model
+        if _TORCH_GREATER_EQUAL_1_13 and self._activation_checkpointing:
+            _setup_activation_checkpointing(module=wrapped_module, layers=self._activation_checkpointing)
+
+        return wrapped_module
+
     def setup(self, trainer: "pl.Trainer") -> None:
         assert self.accelerator is not None
         self.accelerator.setup(trainer)

tests/tests_lite/strategies/test_fsdp.py

@@ -13,7 +13,7 @@
 # limitations under the License.
 
 from unittest import mock
-from unittest.mock import MagicMock, Mock
+from unittest.mock import ANY, MagicMock, Mock
 
 import pytest
 import torch
@@ -77,3 +77,44 @@ def test_fsdp_no_backward_sync():
         pass
 
     module.no_sync.assert_called_once()
+
+
+@RunIf(min_torch="1.12")
+@mock.patch("lightning_lite.strategies.fsdp._TORCH_GREATER_EQUAL_1_13", False)
+def test_fsdp_activation_checkpointing_support():
+    """Test that we error out if activation checkpointing requires a newer PyTorch version."""
+    with pytest.raises(ValueError, match="Activation checkpointing requires torch >= 1.13.0"):
+        FSDPStrategy(activation_checkpointing=Mock())
+
+
+@RunIf(min_torch="1.13")
+def test_fsdp_activation_checkpointing():
+    """Test that the FSDP strategy can apply activation checkpointing to the given layers."""
+
+    class Block1(nn.Linear):
+        pass
+
+    class Block2(nn.Linear):
+        pass
+
+    class Model(nn.Module):
+        def __init__(self):
+            super().__init__()
+            self.layer0 = nn.Sequential(Block1(4, 4), Block1(5, 5))
+            self.layer1 = Block2(2, 2)
+            self.layer2 = nn.Linear(3, 3)
+
+    strategy = FSDPStrategy(activation_checkpointing=Block1)
+    assert strategy._activation_checkpointing == [Block1]
+
+    strategy = FSDPStrategy(activation_checkpointing=[Block1, Block2])
+    assert strategy._activation_checkpointing == [Block1, Block2]
+
+    strategy._parallel_devices = [torch.device("cuda", 0)]
+    with mock.patch(
+        "torch.distributed.fsdp.fully_sharded_data_parallel.FullyShardedDataParallel"
+    ) as fsdp_mock, mock.patch(
+        "torch.distributed.algorithms._checkpoint.checkpoint_wrapper.apply_activation_checkpointing"
+    ) as ckpt_mock:
+        strategy.setup_module(Model())
+        ckpt_mock.assert_called_with(fsdp_mock(), checkpoint_wrapper_fn=ANY, check_fn=ANY)

tests/tests_lite/strategies/test_fsdp_integration.py

@@ -72,7 +72,7 @@ def _assert_save_equality(lite, model, ckpt_path):
 
     # model parameters are identical after loading
     for current_param, loaded_param in zip(current_state_dict.values(), loaded_model.state_dict().values()):
-        assert torch.equal(current_param.float().cpu(), loaded_param.cpu())
+        assert torch.allclose(current_param.float().cpu(), loaded_param.cpu())
 
 
 def _custom_auto_wrap_policy(module, recurse, unwrapped_params: int, min_num_params: int = int(1e8)) -> bool:
@@ -84,7 +84,10 @@ def _custom_auto_wrap_policy(module, recurse, unwrapped_params: int, min_num_par
 @pytest.mark.parametrize("manual_wrapping", [True, False])
 def test_fsdp_train_save_load(manual_wrapping, precision):
     """Test FSDP training, saving and loading with different wrapping and precision settings."""
-    strategy = FSDPStrategy(auto_wrap_policy=_custom_auto_wrap_policy)
+    strategy = FSDPStrategy(
+        auto_wrap_policy=_custom_auto_wrap_policy,
+        activation_checkpointing=[torch.nn.Linear],
+    )
     lite = LightningLite(accelerator="cuda", strategy=strategy, devices=2, precision=precision)
     lite.launch()
 

tests/tests_pytorch/strategies/test_ddp_fully_sharded_native.py

@@ -1,8 +1,11 @@
 import os
 from typing import Any, Dict, Optional
+from unittest import mock
+from unittest.mock import ANY, Mock
 
 import pytest
 import torch
+import torch.nn as nn
 
 from pytorch_lightning import Trainer
 from pytorch_lightning.callbacks import ModelCheckpoint
@@ -259,3 +262,47 @@ def test_invalid_parameters_in_optimizer(tmpdir):
     model = NoFlatParametersModel()
     with pytest.raises(ValueError, match="The optimizer does not seem to reference any FSDP parameters"):
         trainer.fit(model)
+
+
+@RunIf(min_torch="1.12")
+@mock.patch("pytorch_lightning.strategies.fully_sharded_native._TORCH_GREATER_EQUAL_1_13", False)
+def test_fully_sharded_native_activation_checkpointing_support():
+    """Test that we error out if activation checkpointing requires a newer PyTorch version."""
+    with pytest.raises(ValueError, match="Activation checkpointing requires torch >= 1.13.0"):
+        DDPFullyShardedNativeStrategy(activation_checkpointing=Mock())
+
+
+@RunIf(min_torch="1.13")
+def test_fully_sharded_native_activation_checkpointing():
+    """Test that the FSDP strategy can apply activation checkpointing to the given layers."""
+
+    class Block1(nn.Linear):
+        pass
+
+    class Block2(nn.Linear):
+        pass
+
+    class Model(BoringModel):
+        def __init__(self):
+            super().__init__()
+            self.layer0 = nn.Sequential(Block1(4, 4), Block1(5, 5))
+            self.layer1 = Block2(2, 2)
+            self.layer2 = nn.Linear(3, 3)
+
+    strategy = DDPFullyShardedNativeStrategy(activation_checkpointing=Block1)
+    assert strategy._activation_checkpointing == [Block1]
+
+    strategy = DDPFullyShardedNativeStrategy(activation_checkpointing=[Block1, Block2])
+    assert strategy._activation_checkpointing == [Block1, Block2]
+
+    model = Model()
+    strategy._parallel_devices = [torch.device("cuda", 0)]
+    strategy._lightning_module = model
+    strategy._process_group = Mock()
+    with mock.patch(
+        "pytorch_lightning.strategies.fully_sharded_native.FullyShardedDataParallel"
+    ) as fsdp_mock, mock.patch(
+        "torch.distributed.algorithms._checkpoint.checkpoint_wrapper.apply_activation_checkpointing"
+    ) as ckpt_mock:
+        strategy._setup_model(model)
+        ckpt_mock.assert_called_with(fsdp_mock(), checkpoint_wrapper_fn=ANY, check_fn=ANY)