[BUG] Gradient accumulation causing training loss differences in Deepspeed vs FSDP

[gramesh-amd]

Describe the bug I am trying to pretrain an Olmo 1B model on 8 MI 250 GPUs with Docker image: rocm/pytorch:latest (ROCm 6.1). I'm using a small subset of Dolma dataset for pretraining.

I see that training loss is comparable between FSDP and Deepspeed when gradient accumulation is small but as the gradient accumulation increases, the training loss seems to be different ^ for instance the above run, im using a gradient accumulation of 16 (dark blue is FSDP and purple is deepspeed)

I'm testing all my training runs in mixed precision amp_fp16. The reduce_dtype in FSDP.MixedPrecision is set to fp32 and I also make sure to set "data_types": { "grad_accum_dtype": "fp32" } in ds_config.

Here are the relevant ds_config im using: ds_config = {

            "train_batch_size": 1024, 
            "train_micro_batch_size_per_gpu": 8, # grad_acc of 16 will get 1024 effective batch size
            "prescale_gradients": True | False, # ive tried both
            "zero_optimization": {
                "stage": 0,
                "cpu_offload": False,
                "overlap_comm": True | False, # ive tried both
                "reduce_scatter": True,
                "reduce_bucket_size": model_hidden_size * model_hidden_size,
                "contiguous_gradients": True,

            },
            "gradient_clipping": 1.0,
            "data_types": { "grad_accum_dtype": "fp32" },
            "bf16": {
                "enabled": True
            },
        }

^ I also tried to run a full precision FP32 run with per_gpu_batch_size of 2 and a high gradient accumulation of 128 and I still see a big difference in training losses (Blue is Deepspeed, yellow is FSDP)

Given the other settings are same (lr, lr_Scheduler, optimizer etc), what could be causing this difference?

To Reproduce

For deepspeed version of Olmo, Im using the changes in this pull request with the latest code changes. I can share more details if needed

ds_report output

[WARNING] async_io requires the dev libaio .so object and headers but these were not found. [WARNING] async_io: please install the libaio-dev package with apt [WARNING] If libaio is already installed (perhaps from source), try setting the CFLAGS and LDFLAGS environment variables to where it can be found. [WARNING] Please specify the CUTLASS repo directory as environment variable $CUTLASS_PATH [WARNING] sparse_attn is not compatible with ROCM

DeepSpeed C++/CUDA extension op report

NOTE: Ops not installed will be just-in-time (JIT) compiled at runtime if needed. Op compatibility means that your system meet the required dependencies to JIT install the op.

JIT compiled ops requires ninja ninja .................. [OKAY]

op name ................ installed .. compatible

[WARNING] async_io requires the dev libaio .so object and headers but these were not found. [WARNING] async_io: please install the libaio-dev package with apt [WARNING] If libaio is already installed (perhaps from source), try setting the CFLAGS and LDFLAGS environment variables to where it can be found. async_io ............... [NO] ....... [NO] fused_adam ............. [NO] ....... [OKAY] cpu_adam ............... [NO] ....... [OKAY] cpu_adagrad ............ [NO] ....... [OKAY] cpu_lion ............... [NO] ....... [OKAY] [WARNING] Please specify the CUTLASS repo directory as environment variable $CUTLASS_PATH evoformer_attn ......... [NO] ....... [NO] fp_quantizer ........... [NO] ....... [OKAY] fused_lamb ............. [NO] ....... [OKAY] fused_lion ............. [NO] ....... [OKAY] inference_core_ops ..... [NO] ....... [OKAY] cutlass_ops ............ [NO] ....... [OKAY] transformer_inference .. [NO] ....... [OKAY] quantizer .............. [NO] ....... [OKAY] ragged_device_ops ...... [NO] ....... [OKAY] ragged_ops ............. [NO] ....... [OKAY] random_ltd ............. [NO] ....... [OKAY] [WARNING] sparse_attn is not compatible with ROCM sparse_attn ............ [NO] ....... [NO] spatial_inference ...... [NO] ....... [OKAY] transformer ............ [NO] ....... [OKAY] stochastic_transformer . [NO] ....... [OKAY]

DeepSpeed general environment info: torch install path ............... ['/opt/conda/envs/olmo/lib/python3.9/site-packages/torch'] torch version .................... 2.3.0a0+gitae01701 deepspeed install path ........... ['/opt/conda/envs/olmo/lib/python3.9/site-packages/deepspeed'] deepspeed info ................... 0.14.5+unknown, unknown, unknown torch cuda version ............... None torch hip version ................ 6.1.40091-a8dbc0c19 nvcc version ..................... None deepspeed wheel compiled w. ...... torch 2.3, hip 6.1 shared memory (/dev/shm) size .... 503.85 GB

System info (please complete the following information):

• GPU count and types: 8 Mi250
• Interconnects (if applicable) [e.g., two machines connected with 100 Gbps IB]: single node
• Python version: 3.9

Launcher context Are you launching your experiment with the deepspeed launcher, MPI, or something else?: im using torchrun

Docker context Are you using a specific docker image that you can share? rocm/pytorch:latest (ROCm 6.1)

Additional context Add any other context about the problem here.