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Avoid CPU OOM when loading full-state FSDP checkpoints in Fabric #18138

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What does this PR do?

Fixes #18008
Related: #8043

Resolves a comment in the code regarding the loading of full-state checkpoints into a FSDP model: Before this PR, each worker loads its own copy of the checkpoint into CPU memory. Example: On a machine with 8 GPUs and a checkpoint of size 10 GB, we would occupy 8 * 10 = 80 GB of CPU memory when loading the state dict. If there is not enough CPU RAM, we get OOM.

This PR implements a strategy in which we load the state dict sequentially among the local ranks. The drawback is that loading will take N times longer, where N is the number of GPUs on the machine.

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@github-actions github-actions bot added the fabric lightning.fabric.Fabric label Jul 23, 2023
@awaelchli awaelchli added feature Is an improvement or enhancement strategy: fsdp Fully Sharded Data Parallel fabric lightning.fabric.Fabric fun Staff contributions outside working hours - to differentiate from the "community" label and removed fabric lightning.fabric.Fabric labels Jul 23, 2023
@awaelchli awaelchli added this to the 2.1 milestone Jul 23, 2023
@awaelchli awaelchli deleted the fabric/full-load-memory branch July 27, 2023 00:19
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Successfully merging this pull request may close these issues.

Multi-node training with FSDP results in weird behaviour
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