Add per-sample gradient norm computation as a functionality (#724)

Summary:
Pull Request resolved: #724

Per-sample gradient norm is computed for Ghost Clipping, but it can be useful generally. Exposed it as a functionality.

```
...

loss.backward()
per_sample_norms  = model.per_sample_gradient_norms

```

Reviewed By: iden-kalemaj

Differential Revision: D68634969

fbshipit-source-id: 7d5cb8a05de11d7492d3c1ae7f7384243cc03c73

opacus/grad_sample/grad_sample_module_fast_gradient_clipping.py

@@ -120,6 +120,7 @@ def __init__(
         self.trainable_parameters = [p for _, p in trainable_parameters(self._module)]
         self.max_grad_norm = max_grad_norm
         self.use_ghost_clipping = use_ghost_clipping
+        self._per_sample_gradient_norms = None
 
     def get_clipping_coef(self) -> torch.Tensor:
         """Get per-example gradient scaling factor for clipping."""
@@ -131,6 +132,7 @@ def get_norm_sample(self) -> torch.Tensor:
         norm_sample = torch.stack(
             [param._norm_sample for param in self.trainable_parameters], dim=0
         ).norm(2, dim=0)
+        self.per_sample_gradient_norms = norm_sample
         return norm_sample
 
     def capture_activations_hook(
@@ -231,3 +233,17 @@ def capture_backprops_hook(
         if len(module.activations) == 0:
             if hasattr(module, "max_batch_len"):
                 del module.max_batch_len
+
+    @property
+    def per_sample_gradient_norms(self) -> torch.Tensor:
+        """Returns per sample gradient norms. Note that these are not privatized and should only be used for debugging purposes or in non-private settings"""
+        if self._per_sample_gradient_norms is not None:
+            return self._per_sample_gradient_norms
+        else:
+            raise AttributeError(
+                "per_sample_gradient_norms is not set. Please call forward and backward on the model before accessing this property."
+            )
+
+    @per_sample_gradient_norms.setter
+    def per_sample_gradient_norms(self, value):
+        self._per_sample_gradient_norms = value