pytorch/docs/source
Wei Yang be7c618fd7 torch.sparse.sum() (#12430)
Summary:
- to fix #12241
- add `_sparse_sum()` to ATen, and expose as `torch.sparse.sum()`, not support `SparseTensor.sum()` currently
- this PR depends on #11253, and will need to be updated upon it lands
- [x] implement forward
- [x] implement backward
- performance [benchmark script](https://gist.github.com/weiyangfb/f4c55c88b6092ef8f7e348f6b9ad8946#file-sparse_sum_benchmark-py):
  - sum all dims is fastest for sparse tensor
  - when input is sparse enough nnz = 0.1%, sum of sparse tensor is faster than dense in CPU, but not necessary in CUDA
  - CUDA backward is comparable (<2x) between `sum several dims` vs `sum all dims` in sparse
  - CPU backward uses binary search is still slow in sparse, takes `5x` time in `sum [0, 2, 3] dims` vs `sum all dims`
    - optimize CUDA backward for now
      - using thrust for sort and binary search, but runtime not improved
  - both of CPU and CUDA forward are slow in sparse (`sum several dims` vs `sum all dims`), at most `20x` slower in CPU, and `10x` in CUDA
    - improve CPU and CUDA forward kernels

(nnz, sizes, sum_dims, keepdim, sum all or dims, bk=backward) | CPU (sparse vs dense) | CUDA(sparse vs dense)
-- | -- | --
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumAll) | 8.77 µs vs 72.9 µs | 42.5 µs vs 108 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumD) | 112 µs vs 4.47 ms | 484 µs vs 407 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumAll, bk) | 141 µs vs 148 µs | 647 µs vs 231 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumD, bk) | 235 µs vs 1.23 ms | 781 µs vs 213 µs
(1000,   [1000, 1000, 2, 2], [2, 3], False, sumD) | 48.5 µs vs 360 µs | 160 µs vs 2.03 ms
(1000,   [1000, 1000, 2, 2], [2, 3], False, sumD, bk) | 258 µs vs 1.22 ms | 798 µs vs 224 µs
(1000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD) | 204 µs vs 882 µs | 443 µs vs 133 µs
(1000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD, bk) | 709 µs vs 1.15 ms | 893 µs vs 202 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumAll) | 39.8 µs vs 81 µs | 42.4 µs vs 113 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumD) | 747 µs vs 4.7 ms | 2.4 ms vs 414 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumAll, bk) | 1.04 ms vs 126 µs | 5.03 ms vs 231 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumD, bk) | 1.12 ms vs 1.24 ms | 5.99 ms vs 213 µs
(10000,   [1000, 1000, 2, 2], [2, 3], False, sumD) | 133 µs vs 366 µs | 463 µs vs 2.03 ms
(10000,   [1000, 1000, 2, 2], [2, 3], False, sumD, bk) | 1.56 ms vs 1.22 ms | 6.11 ms vs 229 µs
(10000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD) | 1.53 ms vs 799 µs | 824 µs vs 134 µs
(10000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD, bk) | 5.15 ms vs 1.09 ms | 7.02 ms vs 205 µs

- after improving CPU and CUDA forward kernels
  - in `(1000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD)` forward, CPU takes ~~`171 µs`~~, in which `130 µs` is spent on `coalesce()`, for CUDA, total time is ~~`331 µs`~~, in which `141 µs` is spent on `coalesce()`, we need to reduce time at other places outside `coalesce()`.
  - after a few simple tweaks, now in the forward, it is at most `10x` slower in CPU, and `7x` in CUDA. And time takes in `sum dense dims only [2, 3]` is `~2x` of `sum all dims`. Speed of `sum all sparse dims [0, 1]` is on bar with `sum all dims`

(nnz,   sizes, sum_dims, keepdim, sum all or dims, bk=backward) | CPU (sparse vs dense) | CUDA(sparse vs dense)
-- | -- | --
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumAll) | 7 µs vs 69.5 µs | 31.5 µs vs 61.6 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumD) | 11.3 µs vs 4.72 ms | 35.2 µs vs 285 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumAll, bk) | 197 µs vs 124 µs | 857 µs vs 134 µs
(1000,   [1000, 1000, 2, 2], [0, 1], False, sumD, bk) | 124 µs vs 833 µs | 796 µs vs 106 µs
(1000,   [1000, 1000, 2, 2], [2, 3], False, sumD) | 20.5 µs vs 213 µs | 39.4 µs vs 1.24 ms
(1000,   [1000, 1000, 2, 2], [2, 3], False, sumD, bk) | 131 µs vs 830 µs | 881 µs vs 132 µs
(1000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD) | 95.8 µs vs 409 µs | 246 µs vs 87.2 µs
(1000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD, bk) | 624 µs vs 820 µs | 953 µs vs 124 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumAll) | 45.3 µs vs 72.9 µs | 33.9 µs vs 57.2 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumD) | 81.4 µs vs 4.49 ms | 39.7 µs vs 280 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumAll, bk) | 984 µs vs 111 µs | 6.41 ms vs 121 µs
(10000,   [1000, 1000, 2, 2], [0, 1], False, sumD, bk) | 1.45 ms vs 828 µs | 6.77 ms vs 113 µs
(10000,   [1000, 1000, 2, 2], [2, 3], False, sumD) | 74.9 µs vs 209 µs | 37.7 µs vs 1.23 ms
(10000,   [1000, 1000, 2, 2], [2, 3], False, sumD, bk) | 1.48 ms vs 845 µs | 6.96 ms vs 132 µs
(10000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD) | 1.14 ms vs 411 µs | 252 µs vs 87.8 µs
(10000,   [1000, 1000, 2, 2], [0, 2, 3], False, sumD, bk) | 4.53 ms vs 851 µs | 7.12 ms vs 128 µs

- time takes in CUDA backward of sparse is super long with large variance (in case of nnz=10000, it normally takes 6-7ms). To improve backward of sparse ops, we will need to debug at places other than CUDA kernels. here is a benchmark of `torch.copy_()`:
```
>>> d = [1000, 1000, 2, 2]
>>> nnz = 10000
>>> I = torch.cat([torch.randint(0, d[0], size=(nnz,)),
               torch.randint(0, d[1], size=(nnz,))], 0).reshape(2, nnz)
>>> V = torch.randn(nnz, d[2], d[3])
>>> size = torch.Size(d)
>>> S = torch.sparse_coo_tensor(I, V, size).coalesce().cuda()
>>> S2 = torch.sparse_coo_tensor(I, V, size).coalesce().cuda().requires_grad_()
>>> data = S2.clone()
>>> S.copy_(S2)
>>> y = S * 2
>>> torch.cuda.synchronize()
>>> %timeit y.backward(data, retain_graph=True); torch.cuda.synchronize()
7.07 ms ± 3.06 ms per loop (mean ± std. dev. of 7 runs, 1000 loops each)
```
Pull Request resolved: https://github.com/pytorch/pytorch/pull/12430

Differential Revision: D12878313

Pulled By: weiyangfb

fbshipit-source-id: e16dc7681ba41fdabf4838cf05e491ca9108c6fe
2018-11-28 02:19:12 -08:00
..
_static move flags to c10 (#12144) 2018-10-04 02:09:56 -07:00
_templates Add Google pixel code 2018-10-23 13:26:37 -07:00
notes Try to fix randomness.rst formatting again 2018-10-18 19:18:49 -07:00
scripts Add CELU activation to pytorch (#8551) 2018-08-01 07:54:44 -07:00
autograd.rst Add autograd automatic anomaly detection (#7677) 2018-06-11 21:26:17 -04:00
bottleneck.rst [docs] Clarify more CUDA profiling gotchas in bottleneck docs (#6763) 2018-04-19 13:15:27 -04:00
checkpoint.rst Option to preserve bitwise accuracy of gradient checkpointed vs non-checkpointed dropout (#14253) 2018-11-23 08:09:43 -08:00
conf.py Remove outdated css and font files in html docs (#13699) 2018-11-07 16:31:28 -08:00
cpp_extension.rst Inline JIT C++ Extensions (#7059) 2018-04-30 11:48:44 -04:00
cuda_deterministic_backward.rst Amend nondeterminism notes (#12217) 2018-10-16 23:59:26 -07:00
cuda_deterministic.rst Amend nondeterminism notes (#12217) 2018-10-16 23:59:26 -07:00
cuda.rst Fix Python docs for broadcast and braodcast_coalesced (#4727) 2018-01-19 10:57:20 -05:00
cudnn_deterministic.rst Amend nondeterminism notes (#12217) 2018-10-16 23:59:26 -07:00
cudnn_persistent_rnn.rst don't copy weight gradients in rnn (#12600) 2018-10-12 13:34:10 -07:00
data.rst add fold example and add nn.Fold/nn.Unfold and F.fold/F.unfold to doc (#8600) 2018-06-18 09:36:42 -04:00
distributed_deprecated.rst Documentation for c10d: torch.distributed and deprecate the old distributed doc (#11450) 2018-09-11 02:10:28 -07:00
distributed.rst PT1 Stable Release Distributed Documentation (#14444) 2018-11-28 00:34:11 -08:00
distributions.rst NegativeBinomial distribution (#9345) 2018-08-01 08:39:25 -07:00
dlpack.rst document torch.utils.dlpack (#9343) 2018-07-11 07:46:09 -07:00
ffi.rst Improve ffi utils (#479) 2017-01-18 11:17:01 -05:00
hub.rst Hub Implementation (#12228) 2018-10-29 18:43:14 -07:00
index.rst Hub Implementation (#12228) 2018-10-29 18:43:14 -07:00
jit.rst update range doc (#13730) 2018-11-08 11:40:52 -08:00
legacy.rst Add anything in torch.legacy docs 2017-01-16 12:59:47 -05:00
model_zoo.rst Add model_zoo utility torch torch.utils (#424) 2017-01-09 13:16:58 -05:00
multiprocessing.rst Add torch.multiprocessing.spawn docs 2018-11-12 14:39:52 -08:00
nn.rst Add DistributedDataParallelCPU to doc 2018-10-21 11:20:11 -07:00
onnx.rst Add trigonometry functions to docs/source/onnx.rst 2018-09-12 12:10:01 -07:00
optim.rst Add Cosine Annealing LR Scheduler (#3311) 2017-12-18 02:43:08 -05:00
sparse.rst torch.sparse.sum() (#12430) 2018-11-28 02:19:12 -08:00
storage.rst Start documenting torch.Tensor (#377) 2016-12-30 01:21:34 -05:00
tensor_attributes.rst Update device docs (#6887) 2018-04-23 19:04:20 -04:00
tensors.rst speed up torch.sparse_mask() cpu kernel (#13290) 2018-11-07 20:02:17 -08:00
torch.rst Add diag_embed to ATen and torch (#12447) 2018-11-05 08:55:28 -08:00
type_info.rst Added a default constructor for torch.finfo. 2018-10-23 09:03:24 -07:00