ZeRO Stage 2: Clear reduced gradients (microsoft#856)

* Ensure gradients of other partitions are cleared after reduction

* Remove redundant code

Co-authored-by: Jeff Rasley <jerasley@microsoft.com>

deepspeed/runtime/zero/stage2.py

@@ -37,7 +37,7 @@ def split_half_float_double(tensors):
     ]
     buckets = []
     for i, dtype in enumerate(dtypes):
-        bucket = [t for t in tensors if t is not None and t.type() == dtype]
+        bucket = [t for t in tensors if t.type() == dtype]
         if bucket:
             buckets.append(bucket)
     return buckets
@@ -477,6 +477,8 @@ def independent_gradient_partition_epilogue(self):
 
         if self.overlap_comm:
             torch.cuda.synchronize()
+            # It is safe to clear previously reduced grads of other partitions
+            self._clear_previous_reduced_grads()
 
         if self.cpu_offload is False:
             for i, _ in enumerate(self.fp16_groups):
@@ -638,6 +640,9 @@ def reduce_independent_p_g_buckets_and_remove_grads(self, param, i):
             param.grad.data = new_grad_tensor.data.view_as(param.grad)
 
         self.elements_in_ipg_bucket += param.numel()
+
+        assert param.grad is not None, f"rank {dist.get_rank()} - Invalid to reduce Param {param_id} with None gradient"
+
         self.grads_in_ipg_bucket.append(param.grad)
         self.params_in_ipg_bucket.append((i, param, param_id))
 
@@ -965,7 +970,7 @@ def reduce_ipg_grads(self):
 
                 if not self.is_param_in_current_partition[param_id]:
                     if self.overlap_comm and self.contiguous_gradients is False:
-                        # Clear the previous grads during the next reduction
+                        # Clear grads of other partitions during the next reduction
                         # to avoid clearing them before the reduction is complete.
                         if self.previous_reduced_grads is None:
                             self.previous_reduced_grads = []
@@ -1078,16 +1083,18 @@ def allreduce_bucket(self, bucket, allreduce_always_fp32=False, rank=None, log=N
 
         return tensor
 
+    def _clear_previous_reduced_grads(self):
+        if self.previous_reduced_grads is not None:
+            for param in self.previous_reduced_grads:
+                param.grad = None
+            self.previous_reduced_grads = None
+
     #if rank is specified do a reduction instead of an allreduce
     def allreduce_and_copy(self, small_bucket, rank=None, log=None):
         if self.overlap_comm:
             torch.cuda.synchronize()
-            if self.previous_reduced_grads is not None:
-                # previous_reduced_grads has the previous reduced grads,
-                # now it is safe to clear.
-                for param in self.previous_reduced_grads:
-                    param.grad = None
-                self.previous_reduced_grads = None
+            # It is safe to clear the previously reduced grads of other partitions
+            self._clear_previous_reduced_grads()
             stream = self.reduction_stream
         else:
             stream = torch.cuda.current_stream()