FSDP2 tutorial outline

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ghstack-source-id: 13103fa
Pull Request resolved: #3354

Author: weifengpy

intermediate_source/FSDP2_tutorial.rst

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+Getting Started with Fully Sharded Data Parallel(FSDP)
+======================================================
+
+**Author**: `Wei Feng <https://github.com/weifengpy>`__, `Will Constable <https://github.com/wconstab>`__, `Yifan Mao <https://github.com/mori360>`__
+
+.. note::
+   |edit| View and edit this tutorial in `github <https://github.com/pytorch/tutorials/blob/main/intermediate_source/FSDP2_tutorial.rst>`__.
+
+How FSDP2 works
+--------------
+In `DistributedDataParallel <https://pytorch.org/docs/stable/generated/torch.nn.parallel.DistributedDataParallel.html>`__ (DDP) training, each rank owns a model replica and processes a batch of data, finally it uses all-reduce to sync gradients across ranks.
+
+Comparing with DDP, FSDP reduces GPU memory footprint by sharding model parameters, gradients, and optimizer states. It makes it feasible to train models that cannot fit on a single GPU. As shown below in the picture,
+* Outside of forward and backward, parameters stay fully sharded.
+* Before forward and backward, all-gather to unshard parameters for computation.
+* Inside backward, reduce-scatter to get fully sharded gradients.
+* Optimizer updates sharded parameters according to sharded gradients, resulting in sharded optimizer states.
+
+.. figure:: /_static/img/distributed/fsdp_workflow.png
+   :width: 100%
+   :align: center
+   :alt: FSDP workflow
+
+   FSDP Workflow
+
+
+FSDP can be considered as decomposing DDP all-reduce into reduce-scatter and all-gather.
+
+.. figure:: /_static/img/distributed/fsdp_sharding.png
+   :width: 100%
+   :align: center
+   :alt: FSDP allreduce
+
+   FSDP Allreduce
+
+Comparing with FSDP1, FSDP2 has following advantages:
+* Representing sharded parameters as DTensors sharded on dim-i, allowing for easy manipulation of individual parameters, communication-free sharded state dicts, and a simpler meta-device initialization flow.
+* Improving memory management system that achieves lower and deterministic GPU memory by avoiding recordStream and does so without any CPU synchronization.
+* Offers an extension point to customize the all-gather, e.g. for fp8 all-gather for fp8 linears.
+* Mixing frozen and non-frozen parameters can in the the same communication group without using extra memory.
+
+How to use FSDP2
+---------------
+Model Initialization: nested wrapping, dim-0 sharding, AC
+
+Loading State Dict
+
+Forward and Backward
+
+Gradient Clipping and Scaler, and Optimizer with DTensor
+
+Saving State Dict
+
+FSDP1-to-FSDP2 Migration Guide
+---------------