[air] Add horovod trainer.

.buildkite/pipeline.ml.yml

@@ -2,7 +2,7 @@
   conditions: ["RAY_CI_ML_AFFECTED"]
   commands:
     - cleanup() { if [ "${BUILDKITE_PULL_REQUEST}" = "false" ]; then ./ci/travis/upload_build_info.sh; fi }; trap cleanup EXIT
-    - DATA_PROCESSING_TESTING=1 ./ci/travis/install-dependencies.sh
+    - DATA_PROCESSING_TESTING=1 INSTALL_HOROVOD=1 ./ci/travis/install-dependencies.sh
     - bazel test --config=ci $(./scripts/bazel_export_options) --build_tests_only --test_tag_filters=-gpu python/ray/ml/...
 
 - label: ":brain: RLlib: Learning discr. actions TF2-static-graph (from rllib/tuned_examples/*.yaml)"

python/ray/ml/BUILD

@@ -129,6 +129,14 @@ py_test(
     deps = [":ml_lib"]
 )
 
+py_test(
+    name = "test_horovod_trainer",
+    size = "large",
+    srcs = ["tests/test_horovod_trainer.py"],
+    tags = ["team:ml", "exclusive"],
+    deps = [":ml_lib"]
+)
+
 py_test(
     name = "test_lightgbm_predictor",
     size = "small",

python/ray/ml/examples/horovod/horovod_pytorch_example.py

@@ -0,0 +1,266 @@
+import argparse
+from filelock import FileLock
+import horovod.torch as hvd
+import os
+import torch.nn as nn
+import torch.nn.functional as F
+import torch.optim as optim
+import torch.utils.data.distributed
+from torchvision import datasets, transforms
+
+import ray
+from ray import train
+from ray.ml.train.integrations.horovod import HorovodTrainer
+
+
+def metric_average(val, name):
+    tensor = torch.tensor(val)
+    avg_tensor = hvd.allreduce(tensor, name=name)
+    return avg_tensor.item()
+
+
+class Net(nn.Module):
+    def __init__(self):
+        super(Net, self).__init__()
+        self.conv1 = nn.Conv2d(1, 10, kernel_size=5)
+        self.conv2 = nn.Conv2d(10, 20, kernel_size=5)
+        self.conv2_drop = nn.Dropout2d()
+        self.fc1 = nn.Linear(320, 50)
+        self.fc2 = nn.Linear(50, 10)
+
+    def forward(self, x):
+        x = F.relu(F.max_pool2d(self.conv1(x), 2))
+        x = F.relu(F.max_pool2d(self.conv2_drop(self.conv2(x)), 2))
+        x = x.view(-1, 320)
+        x = F.relu(self.fc1(x))
+        x = F.dropout(x, training=self.training)
+        x = self.fc2(x)
+        return F.log_softmax(x)
+
+
+def setup(config):
+    data_dir = config.get("data_dir", None)
+    seed = config.get("seed", 42)
+    batch_size = config.get("batch_size", 64)
+    use_adasum = config.get("use_adasum", False)
+    lr = config.get("lr", 0.01)
+    momentum = config.get("momentum", 0.5)
+    use_cuda = config.get("use_cuda", False)
+
+    # Horovod: initialize library.
+    hvd.init()
+    torch.manual_seed(seed)
+
+    if use_cuda:
+        # Horovod: pin GPU to local rank.
+        torch.cuda.set_device(hvd.local_rank())
+        torch.cuda.manual_seed(seed)
+
+    # Horovod: limit # of CPU threads to be used per worker.
+    torch.set_num_threads(1)
+
+    kwargs = {"num_workers": 1, "pin_memory": True} if use_cuda else {}
+    data_dir = data_dir or "~/data"
+    with FileLock(os.path.expanduser("~/.horovod_lock")):
+        train_dataset = datasets.MNIST(
+            data_dir,
+            train=True,
+            download=True,
+            transform=transforms.Compose(
+                [transforms.ToTensor(), transforms.Normalize((0.1307,), (0.3081,))]
+            ),
+        )
+    # Horovod: use DistributedSampler to partition the training data.
+    train_sampler = torch.utils.data.distributed.DistributedSampler(
+        train_dataset, num_replicas=hvd.size(), rank=hvd.rank()
+    )
+    train_loader = torch.utils.data.DataLoader(
+        train_dataset, batch_size=batch_size, sampler=train_sampler, **kwargs
+    )
+
+    model = Net()
+
+    # By default, Adasum doesn't need scaling up learning rate.
+    lr_scaler = hvd.size() if not use_adasum else 1
+
+    if use_cuda:
+        # Move model to GPU.
+        model.cuda()
+        # If using GPU Adasum allreduce, scale learning rate by local_size.
+        if use_adasum and hvd.nccl_built():
+            lr_scaler = hvd.local_size()
+
+    # Horovod: scale learning rate by lr_scaler.
+    optimizer = optim.SGD(model.parameters(), lr=lr * lr_scaler, momentum=momentum)
+
+    # Horovod: wrap optimizer with DistributedOptimizer.
+    optimizer = hvd.DistributedOptimizer(
+        optimizer,
+        named_parameters=model.named_parameters(),
+        op=hvd.Adasum if use_adasum else hvd.Average,
+    )
+
+    return model, optimizer, train_loader, train_sampler
+
+
+def train_epoch(
+    model, optimizer, train_sampler, train_loader, epoch, log_interval, use_cuda
+):
+    loss = None
+    model.train()
+    # Horovod: set epoch to sampler for shuffling.
+    train_sampler.set_epoch(epoch)
+    for batch_idx, (data, target) in enumerate(train_loader):
+        if use_cuda:
+            data, target = data.cuda(), target.cuda()
+        optimizer.zero_grad()
+        output = model(data)
+        loss = F.nll_loss(output, target)
+        loss.backward()
+        optimizer.step()
+        if batch_idx % log_interval == 0:
+            # Horovod: use train_sampler to determine the number of
+            # examples in this worker's partition.
+            print(
+                "Train Epoch: {} [{}/{} ({:.0f}%)]\tLoss: {:.6f}".format(
+                    epoch,
+                    batch_idx * len(data),
+                    len(train_sampler),
+                    100.0 * batch_idx / len(train_loader),
+                    loss.item(),
+                )
+            )
+    return loss.item() if loss else None
+
+
+def train_func(config):
+    num_epochs = config.get("num_epochs", 10)
+    log_interval = config.get("log_interval", 10)
+    use_cuda = config.get("use_cuda", False)
+    save_model_as_dict = config.get("save_model_as_dict", False)
+
+    model, optimizer, train_loader, train_sampler = setup(config)
+
+    results = []
+    for epoch in range(num_epochs):
+        loss = train_epoch(
+            model, optimizer, train_sampler, train_loader, epoch, log_interval, use_cuda
+        )
+        results.append(loss)
+    if save_model_as_dict:
+        train.save_checkpoint(model=model.state_dict())
+    else:
+        train.save_checkpoint(model=model)
+    print("losses of each epoch:")
+    print(results)
+    return results
+
+
+def main(num_workers, use_gpu, kwargs):
+    trainer = HorovodTrainer(
+        train_loop_per_worker=train_func,
+        train_loop_config={
+            "num_epochs": kwargs["num_epochs"],
+            "log_interval": kwargs["log_interval"],
+            "use_cuda": kwargs["use_cuda"],
+        },
+        scaling_config={"num_workers": num_workers, "use_gpu": use_gpu},
+    )
+    result = trainer.fit()
+    print(result)
+
+
+if __name__ == "__main__":
+    # Training settings
+    parser = argparse.ArgumentParser(
+        description="PyTorch MNIST Example",
+        formatter_class=argparse.ArgumentDefaultsHelpFormatter,
+    )
+    parser.add_argument(
+        "--batch-size",
+        type=int,
+        default=64,
+        metavar="N",
+        help="input batch size for training (default: 64)",
+    )
+    parser.add_argument(
+        "--num-epochs",
+        type=int,
+        default=5,
+        metavar="N",
+        help="number of epochs to train (default: 10)",
+    )
+    parser.add_argument(
+        "--lr",
+        type=float,
+        default=0.01,
+        metavar="LR",
+        help="learning rate (default: 0.01)",
+    )
+    parser.add_argument(
+        "--momentum",
+        type=float,
+        default=0.5,
+        metavar="M",
+        help="SGD momentum (default: 0.5)",
+    )
+    parser.add_argument(
+        "--use-gpu", action="store_true", default=False, help="enables CUDA training"
+    )
+    parser.add_argument(
+        "--seed", type=int, default=42, metavar="S", help="random seed (default: 42)"
+    )
+    parser.add_argument(
+        "--log-interval",
+        type=int,
+        default=10,
+        metavar="N",
+        help="how many batches to wait before logging training status",
+    )
+    parser.add_argument(
+        "--use-adasum",
+        action="store_true",
+        default=False,
+        help="use adasum algorithm to do reduction",
+    )
+    parser.add_argument(
+        "--num-workers",
+        type=int,
+        default=2,
+        help="Number of Ray workers to use for training.",
+    )
+    parser.add_argument(
+        "--data-dir",
+        help="location of the training dataset in the local filesystem ("
+        "will be downloaded if needed)",
+    )
+    parser.add_argument(
+        "--address",
+        required=False,
+        type=str,
+        default=None,
+        help="Address of Ray cluster.",
+    )
+
+    args = parser.parse_args()
+
+    if args.address:
+        ray.init(args.address)
+    else:
+        ray.init()
+
+    use_cuda = args.use_gpu if args.use_gpu is not None else False
+
+    kwargs = {
+        "data_dir": args.data_dir,
+        "seed": args.seed,
+        "use_cuda": use_cuda,
+        "batch_size": args.batch_size,
+        "use_adasum": args.use_adasum if args.use_adasum else False,
+        "lr": args.lr,
+        "momentum": args.momentum,
+        "num_epochs": args.num_epochs,
+        "log_interval": args.log_interval,
+    }
+
+    main(num_workers=args.num_workers, use_gpu=use_cuda, kwargs=kwargs)