[MXNET-1450] Improve the backward mirroring implementation

ci/windows/test_py3_cpu.ps1

@@ -36,3 +36,9 @@ if ($LastExitCode -ne 0) { Throw ("Error running serial train tests, python exit
 $env:MXNET_SAFE_ACCUMULATION=1
 C:\Python37\python.exe -m pytest -v --durations=50 --cov-report xml:tests_unittest.xml --cov-append tests\python\unittest\test_operator.py::test_norm
 if ($LastExitCode -ne 0) { Throw ("Error running unittest, python exited with status code " + ('{0:X}' -f $LastExitCode)) }
+
+# Similar to the MXNET_SAFE_ACCUMULATION test case above. Need to explicitly
+# set the environment variable for MXNET_MEMORY_OPT.
+$env:MXNET_MEMORY_OPT=1
+C:\Python37\python.exe -m pytest -v --durations=50 --cov-report xml:tests_unittest.xml --cov-append tests\python\unittest\test_memory_opt.py
+if ($LastExitCode -ne 0) { Throw ("Error running unittest, python exited with status code " + ('{0:X}' -f $LastExitCode)) }

ci/windows/test_py3_gpu.ps1

@@ -44,9 +44,16 @@ C:\Python37\python.exe -m pytest -v -m 'not serial' -n 4 --durations=50 --cov-re
 if ($LastExitCode -ne 0) { Throw ("Error running parallel tests, python exited with status code " + ('{0:X}' -f $LastExitCode)) }
 C:\Python37\python.exe -m pytest -v -m 'serial' --durations=50 --cov-report xml:tests_train.xml --cov-append tests\python\train
 if ($LastExitCode -ne 0) { Throw ("Error running serial tests, python exited with status code " + ('{0:X}' -f $LastExitCode)) }
+
 # Adding this extra test since it's not possible to set env var on the fly in Windows.
 $env:MXNET_SAFE_ACCUMULATION=1
 C:\Python37\python.exe -m pytest -v --durations=50 --cov-report xml:tests_operator.xml --cov-append tests\python\gpu\test_operator_gpu.py::test_norm
 if ($LastExitCode -ne 0) { Throw ("Error running tests, python exited with status code " + ('{0:X}' -f $LastExitCode)) }
 C:\Python37\python.exe -m pytest -v --durations=50 --cov-report xml:tests_tvm_op.xml tests\python\gpu\test_tvm_op_gpu.py
 if ($LastExitCode -ne 0) { Throw ("Error running TVM op tests, python exited with status code " + ('{0:X}' -f $LastExitCode)) }
+
+# Similar to the MXNET_SAFE_ACCUMULATION test case above. Need to explicitly
+# set the environment variable for MXNET_MEMORY_OPT.
+$env:MXNET_MEMORY_OPT=1
+C:\Python37\python.exe -m pytest -v --durations=50 --cov-report xml:tests_unittest.xml --cov-append tests\python\unittest\test_memory_opt.py
+if ($LastExitCode -ne 0) { Throw ("Error running memory optimization tests, python exited with status code " + ('{0:X}' -f $LastExitCode)) }

docs/static_site/src/pages/api/faq/env_var.md

@@ -189,7 +189,7 @@ $env:MXNET_STORAGE_FALLBACK_LOG_VERBOSE=0
   - The maximum size of an NDArray slice in terms of number of parameters.
   - This parameter is used to slice an NDArray before synchronizing through P3Store (dist_p3).
 
-## Memonger
+## Memory Optimizations
 
 * MXNET_BACKWARD_DO_MIRROR
   - Values: 0(false) or 1(true) ```(default=0)```
@@ -199,6 +199,10 @@ $env:MXNET_STORAGE_FALLBACK_LOG_VERBOSE=0
   - `MXNET_BACKWARD_DO_MIRROR=1` will save 30%~50% of device memory, but retains about 95% of running speed.
   - One extension of `mirror` in MXNet is called [memonger technology](https://arxiv.org/abs/1604.06174), it will only use O(sqrt(N)) memory at 75% running speed. Checkout the code [here](https://github.com/dmlc/mxnet-memonger).
 
+* MXNET_MEMORY_OPT
+  - Values: 0(no optimizations) or 1(highest optimization level) ```(default=0)```
+  - If set to '1', various optimizations on memory consumption will be enabled.
+
 ## Control the profiler
 
 The following environments can be used to profile the application without changing code. Execution options may affect the granularity of profiling result. If you need profiling result of every operator, please set `MXNET_EXEC_BULK_EXEC_INFERENCE`, `MXNET_EXEC_BULK_EXEC_MAX_NODE_TRAIN` and `MXNET_EXEC_BULK_EXEC_TRAIN` to 0.

example/image-classification/README.md

@@ -366,11 +366,12 @@ An over sized batch size may result in out of GPU memory. The common error
 message is `cudaMalloc failed: out of memory`. Now we can
 
 - Reduce the batch size
-- Set the environment variable `MXNET_BACKWARD_DO_MIRROR` to 1. It trades off
-  computation for memory consumption. For example, with batch size 64,
-  inception-v3 uses 10G memory and trains 30 image/sec on a single K80 GPU. When
-  mirroring is enabled, with 10G GPU memory consumption, we can run inception-v3
-  using batch size 128. The cost is that the speed reduces to 27 images/sec.
+- Set the environment variable `MXNET_MEMORY_OPT=1` to perform a series of
+  memory optimizations (e.g., trades off computation for memory consumption).
+  For example, with batch size 64, inception-v3 uses 10G memory and trains 30
+  image/sec on a single K80 GPU. When mirroring is enabled, with 10G GPU memory
+  consumption, we can run inception-v3 using batch size 128. The cost is that
+  the speed reduces to 27 images/sec.
 
 ## History
 

python/mxnet/rnn/rnn_cell.py

@@ -459,6 +459,11 @@ def __call__(self, inputs, states):
                                      name='%so'%name)
         next_c = symbol._internal._plus(forget_gate * states[1], in_gate * in_transform,
                                         name='%sstate'%name)
+        next_c._set_attr(force_mirroring='0')
+        # Cell states are excluded from being mirrored. The reason is because
+        # they do not pass through the fully-connected layers and will
+        # significantly increase the overall mirroring depth, incurring large
+        # performance overhead.
         next_h = symbol._internal._mul(out_gate, symbol.Activation(next_c, act_type="tanh"),
                                        name='%sout'%name)
 

src/executor/exec_pass.h

@@ -273,16 +273,17 @@ namespace pass {
 /*!
  * \brief Get the gradient graph whose outputs are gradients of xs wrt to ys.
  * \param graph The input graph.
- * \param ys The entries we want to take gradient from.
- * \param xs The input to take gradient with respect to.
- * \param ys_out_grad The symbol for additional gradient to be propagate back to y.
- * \param aggregate_fun Aggregation function applied to aggregate the inputs.
- * \param mirror_fun Optional mirror function to do mirror optimization and save memory.
- * \param attr_hint_fun Optional, hint function to output a node that like src, but its attr is same as like.
- * \param zero_ops Optional, list of operators that outputs a single zero array. The first one
- *  must be zeros_like.
- * \param copy_op_str Optional, name of the copy operation required to handle duplicates
- *  on the edge of the graph
+ * \param ys The entries to take gradient from.
+ * \param xs The entries to take gradient with respect to.
+ * \param ys_out_grad The output gradients of ys.
+ * \param aggregate_fun The aggregation function used for summing gradients.
+ * \param mirror_fun The backward mirroring function that does mirroring to save memory.
+ * \param zero_ops The list of operators that output a single zero array, used
+ *                 for generating zero gradient nodes. The first operator must
+ *                 be zero_like.
+ * \param copy_op_str The name of the copy operator that handle gradient duplicates.
+ * \param in_arg_shapes The shapes of input arguments, used for shape inference.
+ * \param in_arg_dtpyes The data types of input arguments, used for data type inference.
  * \return A new graph, whose outputs correspond to inputs of xs.
  */
 inline Graph MXGradient(
@@ -292,27 +293,27 @@ inline Graph MXGradient(
     std::vector<NodeEntry> ys_out_grad,
     std::function<NodeEntry(std::vector<NodeEntry>&& inputs)> aggregate_fun = nullptr,
     std::function<int(const Node& node)> mirror_fun = nullptr,
-    std::function<NodeEntry(const NodeEntry& src, const NodeEntry &like)>
-    attr_hint_fun = nullptr,
     std::vector<const Op*> zero_ops = std::vector<const Op*>(),
-    std::string copy_op_str = std::string()) {
+    std::string copy_op_str = std::string(),
+    mxnet::ShapeVector in_arg_shapes = mxnet::ShapeVector(),
+    DTypeVector in_arg_dtypes = DTypeVector()) {
   graph.attrs["grad_ys"] = std::make_shared<any>(std::move(ys));
   graph.attrs["grad_xs"] = std::make_shared<any>(std::move(xs));
   graph.attrs["grad_ys_out_grad"] = std::make_shared<any>(std::move(ys_out_grad));
+  graph.attrs["in_arg_shapes"] = std::make_shared<any>(std::move(in_arg_shapes));
+  graph.attrs["in_arg_dtypes"] = std::make_shared<any>(std::move(in_arg_dtypes));
+
   if (aggregate_fun != nullptr) {
     graph.attrs["grad_aggregate_fun"] = std::make_shared<any>(aggregate_fun);
   }
   if (mirror_fun != nullptr) {
-    graph.attrs["grad_mirror_fun"] = std::make_shared<any>(mirror_fun);
-  }
-  if (attr_hint_fun != nullptr) {
-    graph.attrs["attr_hint_fun"] = std::make_shared<any>(attr_hint_fun);
+    graph.attrs["mirror_fun"] = std::make_shared<any>(mirror_fun);
   }
   if (zero_ops.size()) {
     graph.attrs["zero_ops"] = std::make_shared<any>(std::move(zero_ops));
   }
   if (copy_op_str != std::string()) {
-      graph.attrs["copy_op"] = std::make_shared<any>(std::move(copy_op_str));
+    graph.attrs["copy_op_str"] = std::make_shared<any>(std::move(copy_op_str));
   }
   return ApplyPass(std::move(graph), "MXGradient");
 }

src/executor/graph_executor.cc

@@ -302,28 +302,15 @@ nnvm::NodeEntry AggregateGradient(std::vector<nnvm::NodeEntry>&& v) {
   }
 }
 
-template<typename ValueType>
-inline ValueType get_node_attr(
-    const nnvm::Node& node,
-    const std::string& key, ValueType default_value) {
-  auto it = node.attrs.dict.find(key);
-  if (it == node.attrs.dict.end()) {
-    return default_value;
-  } else {
-    ValueType ret;
-    dmlc::parameter::FieldEntry<ValueType> e;
-    e.Init(key, &ret, ret);
-    e.Set(&ret, it->second);
-    return ret;
-  }
-}
 
 /*!
  * \brief Create the graph for backward pass.
  * This is triggered by both simple_bind and bind flows.
  */
 nnvm::Graph GraphExecutor::InitFullGraph(nnvm::Symbol symbol,
-                                         const std::vector<OpReqType>& grad_req_types) {
+                                         const std::vector<OpReqType>& grad_req_types,
+                                         const ShapeVector& in_arg_shapes,
+                                         const nnvm::DTypeVector& in_arg_dtypes) {
   using nnvm::ObjectPtr;
   using nnvm::NodeEntry;
   // initial information
@@ -356,19 +343,28 @@ nnvm::Graph GraphExecutor::InitFullGraph(nnvm::Symbol symbol,
     }
   }
 
-  int do_mirror = dmlc::GetEnv("MXNET_BACKWARD_DO_MIRROR", 0);
-  auto need_mirror = [do_mirror](const nnvm::Node& node) -> int {
-    if (node.is_variable()) return 0;
-    const std::string& type = node.attrs.op->name;
-    if (type == "Dropout") return false;
-    if (get_node_attr(node, "__force_mirroring__", false)) return true;
-    if (do_mirror == 0) return false;
-    if (type == "Convolution") return false;
-    if (type == "FullyConnected") return false;
-    if (type == "Concat") return false;
-    if (type == "SoftmaxOutput") return false;
-    return true;
-  };
+  std::function<int(const nnvm::Node&)> need_mirror =
+      [](const nnvm::Node& node) -> int {
+        if (node.is_variable()) return false;
+        const std::string& type = node.attrs.op->name;
+        if (type == "Dropout") return false;
+        // We follow the hidden key attribute "force_mirroring" if it is
+        // explicitly set.
+        auto iter = node.attrs.dict.find("__force_mirroring__");
+        if (iter != node.attrs.dict.end()) {
+          bool do_mirror;
+          dmlc::parameter::FieldEntry<bool> e;
+          e.Init("__force_mirroring__", &do_mirror, do_mirror);
+          e.Set(&do_mirror, iter->second);
+          return do_mirror;
+        }
+        if (type == "Embedding") return false;
+        if (type == "Convolution") return false;
+        if (type == "FullyConnected") return false;
+        if (type == "Concat") return false;
+        if (type == "SoftmaxOutput") return false;
+        return true;
+      };
 
   std::vector<const nnvm::Op*> zero_ops;
   zero_ops.push_back(nnvm::Op::Get("zeros_like"));
@@ -377,8 +373,12 @@ nnvm::Graph GraphExecutor::InitFullGraph(nnvm::Symbol symbol,
   // take gradient
   nnvm::Graph g_grad = nnvm::pass::MXGradient(
       g, symbol.outputs, xs, head_grad_entry_,
-      AggregateGradient, need_mirror, nullptr,
-      zero_ops, "_copy");
+      AggregateGradient,
+      (dmlc::GetEnv("MXNET_BACKWARD_DO_MIRROR", 0) ||
+       dmlc::GetEnv("MXNET_MEMORY_OPT", 0)) ? need_mirror : nullptr,
+      zero_ops, "_copy",
+      in_arg_shapes, in_arg_dtypes);
+
   CHECK_EQ(g_grad.outputs.size(), xs.size());
   for (const auto &e : g_grad.outputs) {
     g.outputs.push_back(e);
@@ -414,8 +414,37 @@ void GraphExecutor::Init(nnvm::Symbol symbol,
   std::vector<Context> aux_state_ctxes(aux_states.size());
   std::transform(aux_states.begin(), aux_states.end(), aux_state_ctxes.begin(), get_ctx1);
 
+  // Record the shapes and data types of the input arguments in the source graph
+  // (i.e., the graph prior to the Gradient pass). Such information is need by
+  // the backward mirroring algorithm for shape and data type inference.
+  nnvm::Graph src;
+  src.outputs = symbol.outputs;
+  const nnvm::IndexedGraph& src_idx = src.indexed_graph();
+  const std::unordered_set<uint32_t>& src_mutable_nodes = src_idx.mutable_input_nodes();
+  size_t src_arg_top = 0, src_aux_top = 0;
+  ShapeVector src_arg_shapes;
+  nnvm::DTypeVector src_arg_dtypes;
+  const size_t src_num_forward_inputs = symbol.ListInputs(nnvm::Symbol::kAll).size();
+
+  for (size_t i = 0; i < src_num_forward_inputs; ++i) {
+    const uint32_t nid = src_idx.input_nodes().at(i);
+
+    if (src_mutable_nodes.count(nid)) {
+      CHECK_LT(src_aux_top, aux_states.size());
+      src_arg_shapes.push_back(aux_states[src_aux_top].shape());
+      src_arg_dtypes.push_back(aux_states[src_aux_top].dtype());
+      ++src_aux_top;
+    } else {
+      CHECK_LT(src_arg_top, in_args.size());
+      src_arg_shapes.push_back(in_args[src_arg_top].shape());
+      src_arg_dtypes.push_back(in_args[src_arg_top].dtype());
+      ++src_arg_top;
+    }
+  }
+
   nnvm::Graph g = InitGraph(symbol, default_ctx, ctx_map, in_arg_ctxes,
-                            arg_grad_ctxes, aux_state_ctxes, grad_req_types);
+                            arg_grad_ctxes, aux_state_ctxes, grad_req_types,
+                            src_arg_shapes, src_arg_dtypes);
 
   // create arg_shapes and arg_dtypes for shape and type inferences
   const auto& idx = g.indexed_graph();
@@ -811,8 +840,34 @@ void GraphExecutor::Init(nnvm::Symbol symbol,
                          std::unordered_map<std::string, NDArray>* shared_buffer,
                          Executor* shared_exec,
                          const nnvm::NodeEntryMap<NDArray>& feed_dict) {
+  // Record the shapes and data types of the input arguments in the source graph
+  // (i.e., the graph prior to the Gradient pass). Such information is need by
+  // the backward mirroring algorithm for shape and data type inference.
+  nnvm::Graph src;
+  src.outputs = symbol.outputs;
+  const nnvm::IndexedGraph& src_idx = src.indexed_graph();
+  ShapeVector src_arg_shapes(src_idx.input_nodes().size(), TShape());
+  nnvm::DTypeVector src_arg_dtypes(src_idx.input_nodes().size(), -1);
+  const size_t src_num_forward_inputs = symbol.ListInputs(nnvm::Symbol::kAll).size();
+
+  for (size_t i = 0; i < src_num_forward_inputs; ++i) {
+    const uint32_t nid = src_idx.input_nodes().at(i);
+    const std::string& name = src_idx[nid].source->attrs.name;
+    std::unordered_map<std::string, TShape>::const_iterator
+        arg_shape_iter = arg_shape_map.find(name);
+    std::unordered_map<std::string, int>::const_iterator
+        arg_dtype_iter = arg_dtype_map.find(name);
+    if (arg_shape_iter != arg_shape_map.end()) {
+      src_arg_shapes[i] = arg_shape_iter->second;
+    }
+    if (arg_dtype_iter != arg_dtype_map.end()) {
+      src_arg_dtypes[i] = arg_dtype_iter->second;
+    }
+  }
+
   nnvm::Graph g = InitGraph(symbol, default_ctx, ctx_map, in_arg_ctxes, arg_grad_ctxes,
-                            aux_state_ctxes, grad_req_types);
+                            aux_state_ctxes, grad_req_types,
+                            src_arg_shapes, src_arg_dtypes);
 
   // The following code of shape and dtype inferences and argument
   // initialization is for simple_bind only. Regular bind operation
@@ -1007,9 +1062,12 @@ Graph GraphExecutor::InitGraph(nnvm::Symbol symbol,
                                const std::vector<Context>& in_arg_ctxes,
                                const std::vector<Context>& arg_grad_ctxes,
                                const std::vector<Context>& aux_state_ctxes,
-                               const std::vector<OpReqType>& grad_req_types) {
+                               const std::vector<OpReqType>& grad_req_types,
+                               const ShapeVector& in_arg_shapes,
+                               const nnvm::DTypeVector& in_arg_dtypes) {
   // setup gradient
-  nnvm::Graph g = InitFullGraph(symbol, grad_req_types);
+  nnvm::Graph g = InitFullGraph(symbol, grad_req_types,
+                                in_arg_shapes, in_arg_dtypes);
 
 #if MXNET_USE_CUDA && MXNET_ENABLE_CUDA_RTC && !defined(_WIN32)
   if (default_ctx.dev_mask() == Context::kGPU && dmlc::GetEnv("MXNET_USE_FUSION", true)) {

src/executor/graph_executor.h

@@ -188,10 +188,14 @@ class GraphExecutor : public Executor {
                   const std::vector<Context>& in_arg_ctxes,
                   const std::vector<Context>& arg_grad_ctxes,
                   const std::vector<Context>& aux_state_ctxes,
-                  const std::vector<OpReqType>& grad_req_types);
+                  const std::vector<OpReqType>& grad_req_types,
+                  const ShapeVector& in_arg_shapes,
+                  const nnvm::DTypeVector& in_arg_dtypes);
   // intialize the full graph for simple bind, including gradient
   Graph InitFullGraph(nnvm::Symbol symbol,
-                      const std::vector<OpReqType>& grad_req_types);
+                      const std::vector<OpReqType>& grad_req_types,
+                      const ShapeVector& in_arg_shapes,
+                      const nnvm::DTypeVector& in_arg_dtypes);
   // initialize the cached operator
   void InitCachedOps();
   // initialize the opr segments for bulk exec

src/imperative/cached_op.h

@@ -167,7 +167,7 @@ void CreateBackwardGraph(nnvm::Graph* fwd_graph,
 
   *grad_graph = pass::MXGradient(
     *fwd_graph, fwd_graph->outputs, xs, *ograd_entries,
-    exec::AggregateGradient, nullptr, nullptr,
+    exec::AggregateGradient, nullptr,
     zero_ops, "_copy");
 }
 

src/imperative/imperative.cc

@@ -455,7 +455,7 @@ std::vector<NDArray*> Imperative::Backward(
 
   Graph g_graph = pass::MXGradient(
       graph, graph.outputs, xs, ograd_entries,
-      exec::AggregateGradient, nullptr, nullptr,
+      exec::AggregateGradient, nullptr,
       zero_ops, "_copy");
   CHECK_EQ(g_graph.outputs.size(), xs.size());
   for (const auto& e : g_graph.outputs) {