Add path optimize kwarg to einsum (#84890)
## This PR seeks to:
- [x] add c++ support for an optimize path
- [x] add python opt_einsum path passthrough
- [x] add opt_einsum to OSS requirements, but a soft one
- [x] show benchmark results here
Additional things I've explored + their conclusions:
- **Delaying the summing over dimensions** => added!
- The idea here is to not incur kernel calls to `sum` as we try to early sum out in einsum. Thus, we collect all the dimensions that need to be summed together in one contraction + sum at the end instead of summing as we go. While this optimization didn't feel like it made things faster for the random cases we've selected (they all summed 1 dim per contraction), it is a good principle and would help more common use cases that would reduce multiple dimensions at a time (like `bxy,xyi,xyj->bij`).
- **Caching contract_path based on equation and tensor sizes** => dropped :(
- The benchmarks were strictly worse for all the cases, and, from scanning the use cases, I observed people do not often call einsum on the same equation/tensor order enough for caching to be justified. I do think caching can be effective in the future, but it would require further investigation.
## Not a part of this PR (but are next steps):
- adding opt_einsum package to OSS CI
- adding it to internal CI
- potentially adding a kwarg path argument to the python API -- if the path is given, we wouldn't have to spend time calculating it, but there would be some time lost validating user input.
## Testing:
- Added more tests to CI
## Benchmarking:
**TL;DRs**
- **torch.einsum with opt_einsum is a definite win for the production case**.
- **torch.einsum with opt_einsum installed is consistently fast, but has an overhead** of needing to find the path. If the path is already found/optimal, it will be slightly slower.
- The einsum overhead decreases for bigger dimensions.
- **torch.einsum without opt_einsum installed is comparable to before this commit**, with occasional slowness potentially due to not reshaping/squeezing as we contract until the end.
- For many of the random generated cases, the dimensions were too similar and small where an optimal order wasn't that much more optimal than just going left to right. However, in production, dimensions are commonly quite distinct (batch size will be small, but the data will be huge).
- **torch.einsum opt is comparable (slightly faster overall) compared to numpy.einsum opt for the cpu case**. This is interesting given that torch.einsum currently spends time computing the path, but numpy.einsum takes it as input.
- **torch.einsum opt is significantly faster than numpy.einsum opt for the gpu case**. This is because numpy doesn't take advantage of GPUs.
The following benchmarks were done on an A100 GPU and Linux CPUs. The line in the first chart separates GPU (on top) from CPU, and the line in the second graph separates CPU (on top) and then GPU. Sorry it's flipped 😛 .
Production example (see [colab benchmark](https://colab.research.google.com/drive/1V2s4v1dOOKwRvp5T_DC-PNUosOV9FFJx?authuser=1#scrollTo=WZoQkC8Mdt6I) for more context):
<img width="1176" alt="image" src="https://user-images.githubusercontent.com/31798555/192012636-9a68bfa7-2601-43b1-afeb-b4e0877db6a4.png">
Randomly generated examples (the same ones as in https://github.com/pytorch/pytorch/pull/60191)
<img width="1176" alt="image" src="https://user-images.githubusercontent.com/31798555/192012804-1c639595-b3e6-48c9-a385-ad851c13e1c2.png">
Open below to see old + not super relevant benchmarking results:
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Benchmark results BEFORE this PR (on Linux -- I will update devices so they are consistent later):
<img width="776" alt="image" src="https://user-images.githubusercontent.com/31798555/190807274-18f71fce-556e-47f4-b18c-e0f7d0c0d5aa.png">
Benchmark results with the code on this PR (on my x86 mac):
For the CPU internal use case --
![image](https://user-images.githubusercontent.com/31798555/190801376-6f591b00-cebd-4ca7-bb23-ae8f17f1634e.png)
For the general use case --
It looks like numpy opt still does better in several of these random cases, but torch einsum opt is consistently faster than torch.einsum.
![image](https://user-images.githubusercontent.com/31798555/190811730-fbb6797d-af59-4f5a-92da-ba4103372014.png)
<details>
Pull Request resolved: https://github.com/pytorch/pytorch/pull/84890
Approved by: https://github.com/albanD, https://github.com/soulitzer