Add private API to support tensor lists: _foreach_add(TensorList tensors, Scalar scalar) (#41554)
Summary:
Initial PR for the Tensor List functionality.
**Motivation**
[GitHub issue](https://github.com/pytorch/pytorch/issues/38655)
Current PyTorch optimizer implementations are not efficient in cases when we work with a lot of small feature tensors. Starting a lot of kernels slows down the whole process. We need to reduce the number of kernels that we start.
As an example, we should be looking at [NVIDIAs Apex](https://github.com/NVIDIA/apex).
In order to track progress, we will pick PyTorchs DCGAN model with Adam optimizer and once the optimizer is reimplemented with tensor lists, benchmark the model performance against original model version, Apexs version with original Adam optimizer and it’s FusedAdam optimizer.
**In this PR**
- Adding `multi_tensor_apply` mechanism which will help to efficiently apply passed functor on a given list of tensors on CUDA.
- Adding a first private API - `std::vector<Tensor> _foreach_add(TensorList tensors, Scalar scalar)`
**Tests**
Tested via unit tests
**Plan for the next PRs**
1. Cover these ops with `multi_tensor_apply` support
- exponent
- division
- mul_
- add_
- addcmul_
- addcdiv_
- Sqrt
2. Rewrite PyTorch optimizers to use for-each operators in order to get performance gains.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/41554
Reviewed By: cpuhrsch
Differential Revision: D22829724
Pulled By: izdeby
fbshipit-source-id: 47febdbf7845cf931958a638567b7428a24782b1
