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Merge pull request #12001 from jacquesqiao/update-dist-lookup-table-design-doc

Update dist lookup table design doc
# Design Doc: Distributed Lookup Table Operator
A lookup table operator in PaddlePaddle where the table could be out
A distribute lookup table operator in PaddlePaddle where the table could be out
of the memory of a computer.
## Background
......@@ -24,14 +24,14 @@ memory, so we'd need a distributed storage service, which supports the
lookup of rows.
The following figure illustrates the multiplication of x with two
non-zero elements, or say, two symbols, and a lookup table W:
non-zero elements, or say two symbols, and a lookup table W:
![lookup table](./src/lookup_table.png)
### The Backward Algorithm
The backward algorithm computes W'(x) using W(x). W'(x) has the same
scale of size as W(x) and is much smaller than W.
the scale of size as W(x) and is much smaller than W.
To optimize W given W', we can do simple SGD update:
......@@ -44,111 +44,46 @@ $$W = f(W, W')$$
The following figure illustrates the backward pass of the lookup
operator: ![lookup table training](./src/lookup_table_training.png)
## Distributed Storage Service
The forward algorithm requires a distributed storage service for W.
The backward algorithm prefers that the storage system can apply the
optimization algorithm on W. The following two sections describe two
solutions -- the former doesn't require that the storage service can
do optimization, the latter does.
### Storage Service Doesn't Optimize
In this design, we use highly-optimized distributed storage, e.g.,
memcached, as the storage service, and we run the optimization
algorithm on parameter servers of PaddlePaddle. The following figure
illustrates the training process.
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<img src='https://g.gravizo.com/svg?%20digraph%20G%20{%20rankdir=%22LR%22;%20subgraph%20cluster1%20{%20P1%20[label=%22pserver%201%22];%20P2%20[label=%22pserver%202%22];%20T1%20[label=%22trainer%201%22];%20T2%20[label=%22trainer%202%22];%20T3%20[label=%22trainer%203%22];%20}%20KV%20[label=%22memcached%22];%20T1%20-%3E%20P1;%20T1%20-%3E%20P2;%20T2%20-%3E%20P1;%20T2%20-%3E%20P2;%20T3%20-%3E%20P1;%20T3%20-%3E%20P2;%20P1%20-%3E%20KV%20[color=gray,%20weight=0.1];%20KV%20-%3E%20P1%20[color=gray,%20weight=0.1];%20P2%20-%3E%20KV%20[color=gray,%20weight=0.1];%20KV%20-%3E%20P2%20[color=gray,%20weight=0.1];%20KV%20-%3E%20T1%20[color=gray,%20weight=0.1];%20KV%20-%3E%20T2%20[color=gray,%20weight=0.1];%20KV%20-%3E%20T3%20[color=gray,%20weight=0.1];%20}'/>
Each trainer runs the forward and backward passes using their local
data:
1. In the forward pass, when a trainer runs the forward algorithm of a
lookup operator, it retrieves W(x) from the storage service.
1. The trainer computes W'(x) in the backward pass using W(x).
During the global update process:
1. Each trainer uploads its W'(x) to parameter servers.
1. The parameter server runs the optimization algorithm, e.g., the
Adam optimization algorithm, which requires that
1. The parameter server retrieves W(x) from memcached, and
1. The parameter server pushes $\Delta W(x)=f(W(x), lambda \sum_j
W'(x))$ to memcached, where $f$ denotes the optimization
algorithm.
### Storage Service Does Optimize
This design is very similar to the above one, except that the
optimization algorithm $f$ runs on the storage service.
- Pro: parameter servers do not retrieve W(x) from the storage
service, thus saves half network communication.
- Con: the storage service needs to be able to run the optimization
algorithm.
## Distributed Sparse Table in Fluid
For another design, we can implement a distributed sparse table in Fluid,
and don't need to maintain an external storage component while training.
You may need to read Fluid [Distributed Training Architecture](./distributed_architecture.md)
and [Parameter Server](./parameter_server.md) before going on.
![fluid lookup remote table](./src/fluid_lookup_remote_table.png)
Partition a large table into multiple pserver instances
1. `DistributeTranspiler` would split the table partitioned into some small
table blocks with some partitioned algorithms such as
[RoundRobin](https://en.wikipedia.org/wiki/Round-robin_scheduling),
[Hash](https://en.wikipedia.org/wiki/Hash) and etc...
1. For some cases, the range of input `Ids` is very wide and unpredictable, so the sparse
table would be able to fill a new value for the id that didn't appear before with
zero, uniform random or Gaussian distribution.
For each Trainer's training process:
1. In the forward pass, we use `pre-fetch` op to pre-fetch parameter blocks according to the
input `Ids` from PServers instead of the local `lookup_table` op, and then merge the blocks
into a parameter `W`.
1. Compute `GRAD@W'` in the backward pass using the pre-fetched `W` and send it to PServer to
execute the optimize pass.
## Conclusion
Let us do the "storage service does not optimize" solution first, as a
baseline at least, because it is easier to use a well-optimized
distributed storage service like memcached. We can do the "storage
service does optimize" solution later or at the same time, which, if
implemented carefully, should have better performance than the former.
## Distributed Lookup Table
### Problem 1: The lookup table may be very large.
In the condition like the search engine and recommendation system, the number of feature Id may be very large, say 100,000,000,000, then for a float value lookup table of size 8, the total size of the table is:
```
100,000,000,000 * 8 * 4(Bytes) = 2980.23 GB
```
### Solution: Distributed storage
1. Paddle use [SelectedRows](https://github.com/PaddlePaddle/Paddle/blob/develop/doc/fluid/design/modules/selected_rows.md) as the storage format for the lookup table, the lookup table parameter will be split to multi-machine according to the hash of the feature ID, and data will also be split and send to the same machine to prefetch the parameter.
1. For common parameters, the trainer will get the whole parameter for training, but for the big lookup table, the trainer can not store the whole parameter. Because the input data feature is very sparse, every time we only need a few parameters for training, so we use `prefetch_op` to only prefetch the parameter needed to trainer.
### Problem 2. The Id in the lookup table is not sure before training.
The feature Id is calculated by the hash function because the feature data source is so large, we can not get all the Id before training. So we can not initialize the table before training.
### Solution: Id auto growth
At the beginning of training, paddle only malloc the memory for the lookup table at parameter server side, the Id and it's value will not be initialized. During training, when a parameter server received an Id, if it is already in the lookup table, it will return the existing parameter, if the Id does not exist, paddle will add it into the lookup table and initialize the value for it.
### Problem 3: parameter load and save
For common parameters, paddle use trainer to save and load them. But for distributed lookup table, trainer cannot do this because it's large size.
### Solution: Parameter server side save and load
Paddle support parameter server side save and load for distribute lookup table. Each machine of parameter servers will only save and load part of the whole table.
## Architecture
The whole architecture of the distribute lookup table is as below:
### Training steps:
1. Read a batch of data, the data is feature ids.
1. The input ids will be split by `split_ids_op` with the same hash function of the lookup table.
1. The `prefetch_op` use the split result to prefetch parameters back from the lookup table.
1. Run forward-backward to get the gradient of the lookup table.
1. `split_ids_op` split the gradient and then use `send_op` to the parameter server.
1. parameter server update the table with the received gradient.
![distribute lookup table](./src/distributed_lookup_table.jpeg)
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