Add docs for torch.compile(numpy) (#109710)

Pull Request resolved: https://github.com/pytorch/pytorch/pull/109710
Approved by: https://github.com/ev-br, https://github.com/gchanan, https://github.com/peterbell10

docs/source/torch.compiler_faq.rst

@@ -317,8 +317,8 @@ them by default: ``env TORCHDYNAMO_DYNAMIC_SHAPES=0 python model.py`` 2.
 CUDA graphs with Triton are enabled by default in inductor but removing
 them may alleviate some OOM issues: ``torch._inductor.config.triton.cudagraphs = False``.
 
-``torch.func`` works with ``torch.compile`` (for `grad` and `vmap` transforms)
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+Does ``torch.func`` work with ``torch.compile`` (for `grad` and `vmap` transforms)?
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
 Applying a ``torch.func`` transform to a function that uses ``torch.compile``
 does not work:
@@ -528,6 +528,160 @@ invokes an ``nn.Module``. This is because the outputs now depend on the
 parameters of the ``nn.Module``. To get this to work, use
 ``torch.func.functional_call`` to extract the module state.
 
+Does NumPy work with ``torch.compile``?
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Starting in 2.1, ``torch.compile`` understands native NumPy programs that
+work on NumPy arrays, and mixed PyTorch-NumPy programs that convert from PyTorch
+to NumPy and back via ``x.numpy()``, ``torch.from_numpy``, and related functions.
+
+.. _nonsupported-numpy-feats:
+
+Which NumPy features does ``torch.compile`` support?
+----------------------------------------------------
+
+NumPy within ``torch.compile`` follows NumPy 2.0 pre-release.
+
+Generally, ``torch.compile`` is able to trace through most NumPy constructions,
+and when it cannot, it falls back to eager and lets NumPy execute that piece of
+code. Even then, there are a few features where ``torch.compile`` semantics
+slightly deviate from those of NumPy:
+
+- NumPy scalars: We model them as 0-D arrays. That is, ``np.float32(3)`` returns
+  a 0-D array under ``torch.compile``. To avoid a graph break, it is best to use this 0-D
+  array. If this breaks your code, you can workaround this by casting the NumPy scalar
+  to the relevant Python scalar type ``bool/int/float``.
+
+- Negative strides: ``np.flip`` and slicing with a negative step return a copy.
+
+- Type promotion: NumPy's type promotion will change in NumPy 2.0. The new rules
+  are described in `NEP 50 <https://numpy.org/neps/nep-0050-scalar-promotion.html)>`__.
+  ``torch.compile`` implements NEP 50 rather than the current soon-to-be deprecated rules.
+
+- ``{tril,triu}_indices_from/{tril,triu}_indices`` return arrays rather than a tuple of arrays.
+
+There are other features for which we do not support tracing and we gracefully
+fallback to NumPy for their execution:
+
+- Non-numeric dtypes like datetimes, strings, chars, void, structured dtypes and recarrays.
+
+- Long dtypes ``np.float128/np.complex256`` and some unsigned dtypes ``np.uint16/np.uint32/np.uint64``.
+
+- ``ndarray`` subclasses.
+
+- Masked arrays.
+
+- Esoteric ufunc machinery like ``axes=[(n,k),(k,m)->(n,m)]`` and ufunc methods (e.g., ``np.add.reduce``).
+
+- Sorting / ordering ``complex64/complex128`` arrays.
+
+- NumPy ``np.poly1d`` and ``np.polynomial``.
+
+- Positional ``out1, out2`` args in functions with 2 or more returns (``out=tuple`` does work).
+
+- ``__array_function__``, ``__array_interface__`` and ``__array_wrap__``.
+
+- ``ndarray.ctypes`` attribute.
+
+Can I execute NumPy code on CUDA via ``torch.compile``?
+-------------------------------------------------------
+
+Yes you can! To do so, you may simply execute your code within a ``torch.device("cuda")``
+context. Consider the example
+
+.. code-block:: python
+
+   import torch
+   import numpy as np
+
+   @torch.compile
+   def numpy_fn(X: np.ndarray, Y: np.ndarray) -> np.ndarray:
+       return np.sum(X[:, :, None] * Y[:, None, :], axis=(-2, -1))
+
+   X = np.random.randn(1024, 64)
+   Y = np.random.randn(1024, 64)
+   with torch.device("cuda"):
+       Z = numpy_fn(X, Y)
+
+
+In this example, ``numpy_fn`` will be executed in CUDA. For this to be
+possible, ``torch.compile`` automatically moves ``X`` and ``Y`` from CPU
+to CUDA, and then it moves the result ``Z`` from CUDA to CPU. If we are
+executing this function several times in the same program run, we may want
+to avoid all these rather expensive memory copies. To do so, we just need
+to tweak our ``numpy_fn`` so that it accepts cuda Tensors and returns tensors:
+
+.. code-block:: python
+
+   @torch.compile
+   def numpy_fn(X: torch.Tensor, Y: torch.Tensor) -> torch.Tensor:
+       X, Y = X.numpy(), Y.numpy()
+       Z = np.sum(X[:, :, None] * Y[:, None, :], axis=(-2, -1))
+       return torch.from_numpy(Z)
+
+   X = torch.randn(1024, 64, device="cuda")
+   Y = torch.randn(1024, 64, device="cuda")
+   with torch.device("cuda"):
+       Z = numpy_fn(X, Y)
+
+By doing this, we explicitly create the tensors in CUDA memory, and we keep
+them there. In this case ``X.numpy()`` and ``from_numpy()`` are hints to the compiler
+but no real data movement happens. Note that the original program would not run
+on eager mode now. If you want to run it in eager mode, you would need to call
+``.numpy(force=True)`` doing ``Z = Z.cuda()`` before returning
+``Z``. Of course, doing this would execute the program on eager mode NumPy, and
+on CPU.
+
+
+How do I debug NumPy code under ``torch.compile``?
+--------------------------------------------------
+
+Debugging JIT compiled code is challenging, given the complexity of modern
+compilers and the daunting errors that they raise.
+`The tutorial on how to diagnose runtime errors within torch.compile <https://pytorch.org/docs/main/torch.compiler_troubleshooting.html#diagnosing-runtime-errors>`__
+contains a few tips and tricks on how to tackle this task.
+
+If the above is not enough to pinpoint the origin of the issue, there are still
+a few other NumPy-specific tools we can use. We can discern whether the bug
+is entirely in the PyTorch code by disabling tracing through NumPy functions:
+
+
+.. code-block:: python
+
+   from torch._dynamo import config
+   config.trace_numpy = False
+
+If the bug lies in the traced NumPy code, we can execute the NumPy code eagerly (without ``torch.compile``)
+using PyTorch as a backend by importing ``import torch._numpy as np``.
+This should just be used for **debugging purposes** and is in no way a
+replacement for the PyTorch API, as it is **much less performant** and, as a
+private API, **may change without notice**. At any rate, ``torch._numpy`` is a
+Python implementation of NumPy in terms of PyTorch and it is used internally by ``torch.compile`` to
+transform NumPy code into Pytorch code. It is rather easy to read and modify,
+so if you find any bug in it feel free to submit a PR fixing it or simply open
+an issue.
+
+If the program does work when importing ``torch._numpy as np``, chances are
+that the bug is in TorchDynamo. If this is the case, please feel open an issue
+with a `minimal reproducer <https://pytorch.org/docs/2.1/torch.compiler_troubleshooting.html>`__.
+
+I ``torch.compile`` some NumPy code and I did not see any speed-up.
+-------------------------------------------------------------------
+
+The best place to start is the
+`tutorial with general advice for how to debug these sort of torch.compile issues <https://pytorch.org/docs/main/torch.compiler_faq.html#why-am-i-not-seeing-speedups>`__.
+
+Some graph breaks may happen because of the use of unsupported features. See
+:ref:`nonsupported-numpy-feats`. More generally, it is useful to keep in mind
+that some widely used NumPy features do not play well with compilers. For
+example, in-place modifications make reasoning difficult within the compiler and
+often yield worse performance than their out-of-place counterparts.As such, it is best to avoid
+them. Same goes for the use of the ``out=`` parameter. Instead, prefer
+out-of-place ops and let ``torch.compile`` optimize the memory use. Same goes
+for data-dependent ops like masked indexing through boolean masks, or
+data-dependent control flow like ``if`` or ``while`` constructions.
+
+
 Which API to use for fine grain tracing?
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~