Ignore non-existent grad tensors for semi-sync (#2490)

Summary:
Pull Request resolved: #2490

During semi-sync, we need to ignore embedding tensor grads that are `None`, otherwise `torch.autograd.backward` will fail with error `grad can be implicitly created only for scalar outputs`. This is a valid scenario if, for example, the embeddings are looked up but never used for the final loss computation

Reviewed By: che-sh

Differential Revision: D63379382

fbshipit-source-id: 62d5b6153d6aab339ef774f3a319630b7a2cfe98

Author: sarckk

torchrec/distributed/train_pipeline/train_pipelines.py

@@ -21,6 +21,7 @@
     Deque,
     Dict,
     Generic,
+    Iterable,
     Iterator,
     List,
     Optional,
@@ -911,17 +912,40 @@ def embedding_backward(self, context: EmbeddingTrainPipelineContext) -> None:
             if cast(int, context.index) % 2 == 0
             else self._embedding_odd_streams
         )
-        for stream, emb_tensors, detached_emb_tensors in zip(
+        assert len(context.embedding_features) == len(context.embedding_tensors)
+        for stream, emb_tensors, embedding_features, detached_emb_tensors in zip(
             streams,
             context.embedding_tensors,
+            context.embedding_features,
             context.detached_embedding_tensors,
         ):
             with self._stream_context(stream):
                 grads = [tensor.grad for tensor in detached_emb_tensors]
                 if stream:
                     stream.wait_stream(default_stream)
-                # pyre-ignore
-                torch.autograd.backward(emb_tensors, grads)
+                # Some embeddings may never get used in the final loss computation,
+                # so the grads will be `None`. If we don't exclude these, it will fail
+                # with error: "grad can be implicitly created only for scalar outputs"
+                # Alternatively, if the tensor has only 1 element, pytorch can still
+                # figure out how to do autograd
+                embs_to_backprop, grads_to_use, invalid_features = [], [], []
+                assert len(embedding_features) == len(emb_tensors)
+                for features, tensor, grad in zip(
+                    embedding_features, emb_tensors, grads
+                ):
+                    if tensor.numel() == 1 or grad is not None:
+                        embs_to_backprop.append(tensor)
+                        grads_to_use.append(grad)
+                    else:
+                        if isinstance(features, Iterable):
+                            invalid_features.extend(features)
+                        else:
+                            invalid_features.append(features)
+                if invalid_features and context.index == 0:
+                    logger.warning(
+                        f"SemiSync, the following features have no gradients: {invalid_features}"
+                    )
+                torch.autograd.backward(embs_to_backprop, grads_to_use)
 
     def copy_batch_to_gpu(
         self,

torchrec/distributed/train_pipeline/utils.py

@@ -128,6 +128,7 @@ class PrefetchTrainPipelineContext(TrainPipelineContext):
 class EmbeddingTrainPipelineContext(TrainPipelineContext):
     embedding_a2a_requests: Dict[str, Multistreamable] = field(default_factory=dict)
     embedding_tensors: List[List[torch.Tensor]] = field(default_factory=list)
+    embedding_features: List[List[Union[str, List[str]]]] = field(default_factory=list)
     detached_embedding_tensors: List[List[torch.Tensor]] = field(default_factory=list)
 
 
@@ -408,6 +409,8 @@ def __call__(self, *input, **kwargs) -> Awaitable:
             # pyre-ignore [16]
             self._context.embedding_tensors.append(tensors)
             # pyre-ignore [16]
+            self._context.embedding_features.append(list(embeddings.keys()))
+            # pyre-ignore [16]
             self._context.detached_embedding_tensors.append(detached_tensors)
         else:
             assert isinstance(embeddings, KeyedTensor)
@@ -418,6 +421,13 @@ def __call__(self, *input, **kwargs) -> Awaitable:
             tensors.append(tensor)
             detached_tensors.append(detached_tensor)
             self._context.embedding_tensors.append(tensors)
+            # KeyedTensor is returned by EmbeddingBagCollections and its variants
+            # KeyedTensor holds dense data from multiple features and .values()
+            # returns a single concatenated dense tensor. To ensure that
+            # context.embedding_tensors[i] has the same length as
+            # context.embedding_features[i], we pass in a list with a single item:
+            # a list containing all the embedding feature names.
+            self._context.embedding_features.append([list(embeddings.keys())])
             self._context.detached_embedding_tensors.append(detached_tensors)
 
         return LazyNoWait(embeddings)