Memory Profiling (rapidsai#15866)

Use [RMM's new memory profiler](rapidsai/rmm#1563) to profile all functions already decorated with `_cudf_nvtx_annotate`.

Example 
```python
import cudf
from cudf.utils.performance_tracking import print_memory_report

cudf.set_option("memory_profiling", True)

df1 = cudf.DataFrame({"a": [1, 2, 3]})
df2 = cudf.DataFrame({"a": [2, 2, 3]})
df3 = df1.merge(df2)

print_memory_report()
```

Output:
```
Memory Profiling
================

Ordered by: memory_peak

ncalls     memory_peak    memory_total  filename:lineno(function)
     1             272             688  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/dataframe.py:4072(DataFrame.merge)
     2              32              64  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/dataframe.py:1043(DataFrame._init_from_dict_like)
     2              32              64  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/dataframe.py:690(DataFrame.__init__)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/dataframe.py:1131(DataFrame._align_input_series_indices)
     7               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/index.py:214(RangeIndex.__init__)
     6               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/index.py:424(RangeIndex.__len__)
     4               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/frame.py:271(Frame.__len__)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/dataframe.py:3195(DataFrame._insert)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/index.py:270(RangeIndex.name)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/index.py:369(RangeIndex.copy)
     5               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/frame.py:134(Frame._from_data)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/frame.py:1039(Frame._copy_type_metadata)
     2               0               0  /home/mkristensen/apps/miniforge3/envs/rmm-cudf-0527/lib/python3.11/site-packages/cudf/core/indexed_frame.py:315(IndexedFrame._from_columns_like_self)
```

Authors:
  - Mads R. B. Kristensen (https://github.com/madsbk)

Approvers:
  - Mark Harris (https://github.com/harrism)
  - Lawrence Mitchell (https://github.com/wence-)
  - Vyas Ramasubramani (https://github.com/vyasr)

URL: rapidsai#15866

docs/cudf/source/user_guide/api_docs/index.rst

@@ -26,3 +26,4 @@ This page provides a list of all publicly accessible modules, methods and classe
     options
     extension_dtypes
     pylibcudf/index.rst
+    performance_tracking

docs/cudf/source/user_guide/api_docs/performance_tracking.rst

@@ -0,0 +1,12 @@
+.. _api.performance_tracking:
+
+====================
+Performance Tracking
+====================
+
+.. currentmodule:: cudf.utils.performance_tracking
+.. autosummary::
+   :toctree: api/
+
+   get_memory_records
+   print_memory_report

docs/cudf/source/user_guide/index.md

@@ -16,5 +16,6 @@ options
 performance-comparisons/index
 PandasCompat
 copy-on-write
+memory-profiling
 pandas-2.0-breaking-changes
 ```

docs/cudf/source/user_guide/memory-profiling.md

@@ -0,0 +1,44 @@
+(memory-profiling-user-doc)=
+
+# Memory Profiling
+
+Peak memory usage is a common concern in GPU programming because GPU memory is typically smaller than available CPU memory. To easily identify memory hotspots, cuDF provides a memory profiler. It comes with an overhead so avoid using it in performance-sensitive code.
+
+## Enabling Memory Profiling
+
+First, enable memory profiling in RMM by calling {py:func}`rmm.statistics.enable_statistics()`. This adds a statistics resource adaptor to the current RMM memory resource, which enables cuDF to access memory profiling information. See the [RMM documentation](https://docs.rapids.ai/api/rmm/stable/guide/#memory-statistics-and-profiling) for more details.
+
+Second, enable memory profiling in cuDF by setting the `memory_profiling` option to `True`. Use {py:func}`cudf.set_option` or set the environment variable ``CUDF_MEMORY_PROFILING=1`` prior to the launch of the Python interpreter.
+
+To get the result of the profiling, use {py:func}`cudf.utils.performance_tracking.print_memory_report` or access the raw profiling data by using: {py:func}`cudf.utils.performance_tracking.get_memory_records`.
+
+### Example
+In the following, we enable profiling, do some work, and then print the profiling results:
+
+```python
+>>> import cudf
+>>> from cudf.utils.performance_tracking import print_memory_report
+>>> from rmm.statistics import enable_statistics
+>>> enable_statistics()
+>>> cudf.set_option("memory_profiling", True)
+>>> cudf.DataFrame({"a": [1, 2, 3]})  # Some work
+   a
+0  1
+1  2
+2  3
+>>> print_memory_report()  # Pretty print the result of the profiling
+Memory Profiling
+================
+
+Legends:
+ncalls       - number of times the function or code block was called
+memory_peak  - peak memory allocated in function or code block (in bytes)
+memory_total - total memory allocated in function or code block (in bytes)
+
+Ordered by: memory_peak
+
+ncalls memory_peak memory_total filename:lineno(function)
+     1          32           32 cudf/core/dataframe.py:690(DataFrame.__init__)
+     2           0            0 cudf/core/index.py:214(RangeIndex.__init__)
+     6           0            0 cudf/core/index.py:424(RangeIndex.__len__)
+```

python/cudf/cudf/core/buffer/spill_manager.py

@@ -18,14 +18,14 @@
 import rmm.mr
 
 from cudf.options import get_option
-from cudf.utils.nvtx_annotation import _cudf_nvtx_annotate
+from cudf.utils.performance_tracking import _performance_tracking
 from cudf.utils.string import format_bytes
 
 if TYPE_CHECKING:
     from cudf.core.buffer.spillable_buffer import SpillableBufferOwner
 
 _spill_cudf_nvtx_annotate = partial(
-    _cudf_nvtx_annotate, domain="cudf_python-spill"
+    _performance_tracking, domain="cudf_python-spill"
 )
 
 

python/cudf/cudf/core/buffer/spillable_buffer.py

@@ -10,6 +10,7 @@
 from typing import TYPE_CHECKING, Any, Literal
 
 import numpy
+import nvtx
 from typing_extensions import Self
 
 import rmm
@@ -21,7 +22,7 @@
     host_memory_allocation,
 )
 from cudf.core.buffer.exposure_tracked_buffer import ExposureTrackedBuffer
-from cudf.utils.nvtx_annotation import _get_color_for_nvtx, annotate
+from cudf.utils.performance_tracking import _get_color_for_nvtx
 from cudf.utils.string import format_bytes
 
 if TYPE_CHECKING:
@@ -200,7 +201,7 @@ def spill(self, target: str = "cpu") -> None:
                 )
 
             if (ptr_type, target) == ("gpu", "cpu"):
-                with annotate(
+                with nvtx.annotate(
                     message="SpillDtoH",
                     color=_get_color_for_nvtx("SpillDtoH"),
                     domain="cudf_python-spill",
@@ -218,7 +219,7 @@ def spill(self, target: str = "cpu") -> None:
                 # trigger a new call to this buffer's `spill()`.
                 # Therefore, it is important that spilling-on-demand doesn't
                 # try to unspill an already locked buffer!
-                with annotate(
+                with nvtx.annotate(
                     message="SpillHtoD",
                     color=_get_color_for_nvtx("SpillHtoD"),
                     domain="cudf_python-spill",