# coding: utf-8 """Distributed training with LightGBM and Dask.distributed. This module enables you to perform distributed training with LightGBM on Dask.Array and Dask.DataFrame collections. It is based on dask-lightgbm, which was based on dask-xgboost. """ import socket from collections import defaultdict from copy import deepcopy from typing import Dict, Iterable from urllib.parse import urlparse import numpy as np import pandas as pd import scipy.sparse as ss from dask import array as da from dask import dataframe as dd from dask import delayed from dask.distributed import Client, default_client, get_worker, wait from .basic import _choose_param_value, _ConfigAliases, _LIB, _log_warning, _safe_call, LightGBMError from .compat import DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED from .sklearn import LGBMClassifier, LGBMRegressor, LGBMRanker def _find_open_port(worker_ip: str, local_listen_port: int, ports_to_skip: Iterable[int]) -> int: """Find an open port. This function tries to find a free port on the machine it's run on. It is intended to be run once on each Dask worker, sequentially. Parameters ---------- worker_ip : str IP address for the Dask worker. local_listen_port : int First port to try when searching for open ports. ports_to_skip: Iterable[int] An iterable of integers referring to ports that should be skipped. Since multiple Dask workers can run on the same physical machine, this method may be called multiple times on the same machine. ``ports_to_skip`` is used to ensure that LightGBM doesn't try to use the same port for two worker processes running on the same machine. Returns ------- result : int A free port on the machine referenced by ``worker_ip``. """ max_tries = 1000 out_port = None found_port = False for i in range(max_tries): out_port = local_listen_port + i if out_port in ports_to_skip: continue try: with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s: s.bind((worker_ip, out_port)) found_port = True break # if unavailable, you'll get OSError: Address already in use except OSError: continue if not found_port: msg = "LightGBM tried %s:%d-%d and could not create a connection. Try setting local_listen_port to a different value." raise RuntimeError(msg % (worker_ip, local_listen_port, out_port)) return out_port def _find_ports_for_workers(client: Client, worker_addresses: Iterable[str], local_listen_port: int) -> Dict[str, int]: """Find an open port on each worker. LightGBM distributed training uses TCP sockets by default, and this method is used to identify open ports on each worker so LightGBM can reliable create those sockets. Parameters ---------- client : dask.distributed.Client Dask client. worker_addresses : Iterable[str] An iterable of addresses for workers in the cluster. These are strings of the form ``://:port`` local_listen_port : int First port to try when searching for open ports. Returns ------- result : Dict[str, int] Dictionary where keys are worker addresses and values are an open port for LightGBM to use. """ lightgbm_ports = set() worker_ip_to_port = {} for worker_address in worker_addresses: port = client.submit( func=_find_open_port, workers=[worker_address], worker_ip=urlparse(worker_address).hostname, local_listen_port=local_listen_port, ports_to_skip=lightgbm_ports ).result() lightgbm_ports.add(port) worker_ip_to_port[worker_address] = port return worker_ip_to_port def _concat(seq): if isinstance(seq[0], np.ndarray): return np.concatenate(seq, axis=0) elif isinstance(seq[0], (pd.DataFrame, pd.Series)): return pd.concat(seq, axis=0) elif isinstance(seq[0], ss.spmatrix): return ss.vstack(seq, format='csr') else: raise TypeError('Data must be one of: numpy arrays, pandas dataframes, sparse matrices (from scipy). Got %s.' % str(type(seq[0]))) def _train_part(params, model_factory, list_of_parts, worker_address_to_port, return_model, time_out=120, **kwargs): local_worker_address = get_worker().address machine_list = ','.join([ '%s:%d' % (urlparse(worker_address).hostname, port) for worker_address, port in worker_address_to_port.items() ]) network_params = { 'machines': machine_list, 'local_listen_port': worker_address_to_port[local_worker_address], 'time_out': time_out, 'num_machines': len(worker_address_to_port) } params.update(network_params) is_ranker = issubclass(model_factory, LGBMRanker) # Concatenate many parts into one data = _concat([x['data'] for x in list_of_parts]) label = _concat([x['label'] for x in list_of_parts]) if 'weight' in list_of_parts[0]: weight = _concat([x['weight'] for x in list_of_parts]) else: weight = None if 'group' in list_of_parts[0]: group = _concat([x['group'] for x in list_of_parts]) else: group = None try: model = model_factory(**params) if is_ranker: model.fit(data, y=label, sample_weight=weight, group=group, **kwargs) else: model.fit(data, y=label, sample_weight=weight, **kwargs) finally: _safe_call(_LIB.LGBM_NetworkFree()) return model if return_model else None def _split_to_parts(data, is_matrix): parts = data.to_delayed() if isinstance(parts, np.ndarray): if is_matrix: assert parts.shape[1] == 1 else: assert parts.ndim == 1 or parts.shape[1] == 1 parts = parts.flatten().tolist() return parts def _train(client, data, label, params, model_factory, sample_weight=None, group=None, **kwargs): """Inner train routine. Parameters ---------- client: dask.Client - client X : dask array of shape = [n_samples, n_features] Input feature matrix. y : dask array of shape = [n_samples] The target values (class labels in classification, real numbers in regression). params : dict model_factory : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class sample_weight : array-like of shape = [n_samples] or None, optional (default=None) Weights of training data. group : array-like or None, optional (default=None) Group/query data. Only used in the learning-to-rank task. sum(group) = n_samples. For example, if you have a 100-document dataset with ``group = [10, 20, 40, 10, 10, 10]``, that means that you have 6 groups, where the first 10 records are in the first group, records 11-30 are in the second group, records 31-70 are in the third group, etc. """ params = deepcopy(params) params = _choose_param_value( main_param_name="local_listen_port", params=params, default_value=12400 ) params = _choose_param_value( main_param_name="tree_learner", params=params, default_value="data" ) allowed_tree_learners = { 'data', 'data_parallel', 'feature', 'feature_parallel', 'voting', 'voting_parallel' } if params["tree_learner"] not in allowed_tree_learners: _log_warning('Parameter tree_learner set to %s, which is not allowed. Using "data" as default' % tree_learner) params['tree_learner'] = 'data' if params['tree_learner'] not in {'data', 'data_parallel'}: _log_warning( 'Support for tree_learner %s in lightgbm.dask is experimental and may break in a future release. \n' 'Use "data" for a stable, well-tested interface.' % params['tree_learner'] ) # Some passed-in parameters can be removed: # * 'machines': constructed automatically from Dask worker list # * 'machine_list_filename': not relevant for the Dask interface # * 'num_machines': set automatically from Dask worker list # * 'num_threads': overridden to match nthreads on each Dask process for param_name in ['machines', 'machine_list_filename', 'num_machines', 'num_threads']: for param_alias in _ConfigAliases.get(param_name): params.pop(param_alias, None) # Split arrays/dataframes into parts. Arrange parts into dicts to enforce co-locality data_parts = _split_to_parts(data=data, is_matrix=True) label_parts = _split_to_parts(data=label, is_matrix=False) parts = [{'data': x, 'label': y} for (x, y) in zip(data_parts, label_parts)] if sample_weight is not None: weight_parts = _split_to_parts(data=sample_weight, is_matrix=False) for i in range(len(parts)): parts[i]['weight'] = weight_parts[i] if group is not None: group_parts = _split_to_parts(data=group, is_matrix=False) for i in range(len(parts)): parts[i]['group'] = group_parts[i] # Start computation in the background parts = list(map(delayed, parts)) parts = client.compute(parts) wait(parts) for part in parts: if part.status == 'error': return part # trigger error locally # Find locations of all parts and map them to particular Dask workers key_to_part_dict = {part.key: part for part in parts} who_has = client.who_has(parts) worker_map = defaultdict(list) for key, workers in who_has.items(): worker_map[next(iter(workers))].append(key_to_part_dict[key]) master_worker = next(iter(worker_map)) worker_ncores = client.ncores() # find an open port on each worker. note that multiple workers can run # on the same machine, so this needs to ensure that each one gets its # own port worker_address_to_port = _find_ports_for_workers( client=client, worker_addresses=worker_map.keys(), local_listen_port=params["local_listen_port"] ) # Tell each worker to train on the parts that it has locally futures_classifiers = [ client.submit( _train_part, model_factory=model_factory, params={**params, 'num_threads': worker_ncores[worker]}, list_of_parts=list_of_parts, worker_address_to_port=worker_address_to_port, time_out=params.get('time_out', 120), return_model=(worker == master_worker), **kwargs ) for worker, list_of_parts in worker_map.items() ] results = client.gather(futures_classifiers) results = [v for v in results if v] return results[0] def _predict_part(part, model, raw_score, pred_proba, pred_leaf, pred_contrib, **kwargs): data = part.values if isinstance(part, pd.DataFrame) else part if data.shape[0] == 0: result = np.array([]) elif pred_proba: result = model.predict_proba( data, raw_score=raw_score, pred_leaf=pred_leaf, pred_contrib=pred_contrib, **kwargs ) else: result = model.predict( data, raw_score=raw_score, pred_leaf=pred_leaf, pred_contrib=pred_contrib, **kwargs ) if isinstance(part, pd.DataFrame): if pred_proba or pred_contrib: result = pd.DataFrame(result, index=part.index) else: result = pd.Series(result, index=part.index, name='predictions') return result def _predict(model, data, raw_score=False, pred_proba=False, pred_leaf=False, pred_contrib=False, dtype=np.float32, **kwargs): """Inner predict routine. Parameters ---------- model : lightgbm.LGBMClassifier, lightgbm.LGBMRegressor, or lightgbm.LGBMRanker class data : dask array of shape = [n_samples, n_features] Input feature matrix. pred_proba : bool, optional (default=False) Should method return results of ``predict_proba`` (``pred_proba=True``) or ``predict`` (``pred_proba=False``). pred_leaf : bool, optional (default=False) Whether to predict leaf index. pred_contrib : bool, optional (default=False) Whether to predict feature contributions. dtype : np.dtype Dtype of the output. kwargs : dict Other parameters passed to ``predict`` or ``predict_proba`` method. """ if isinstance(data, dd._Frame): return data.map_partitions( _predict_part, model=model, raw_score=raw_score, pred_proba=pred_proba, pred_leaf=pred_leaf, pred_contrib=pred_contrib, **kwargs ).values elif isinstance(data, da.Array): if pred_proba: kwargs['chunks'] = (data.chunks[0], (model.n_classes_,)) else: kwargs['drop_axis'] = 1 return data.map_blocks( _predict_part, model=model, raw_score=raw_score, pred_proba=pred_proba, pred_leaf=pred_leaf, pred_contrib=pred_contrib, dtype=dtype, **kwargs ) else: raise TypeError('Data must be either Dask array or dataframe. Got %s.' % str(type(data))) class _LGBMModel: def __init__(self): if not all((DASK_INSTALLED, PANDAS_INSTALLED, SKLEARN_INSTALLED)): raise LightGBMError('dask, pandas and scikit-learn are required for lightgbm.dask') def _fit(self, model_factory, X, y=None, sample_weight=None, group=None, client=None, **kwargs): """Docstring is inherited from the LGBMModel.""" if client is None: client = default_client() params = self.get_params(True) model = _train( client=client, data=X, label=y, params=params, model_factory=model_factory, sample_weight=sample_weight, group=group, **kwargs ) self.set_params(**model.get_params()) self._copy_extra_params(model, self) return self def _to_local(self, model_factory): model = model_factory(**self.get_params()) self._copy_extra_params(self, model) return model @staticmethod def _copy_extra_params(source, dest): params = source.get_params() attributes = source.__dict__ extra_param_names = set(attributes.keys()).difference(params.keys()) for name in extra_param_names: setattr(dest, name, attributes[name]) class DaskLGBMClassifier(LGBMClassifier, _LGBMModel): """Distributed version of lightgbm.LGBMClassifier.""" def fit(self, X, y=None, sample_weight=None, client=None, **kwargs): """Docstring is inherited from the lightgbm.LGBMClassifier.fit.""" return self._fit( model_factory=LGBMClassifier, X=X, y=y, sample_weight=sample_weight, client=client, **kwargs ) fit.__doc__ = LGBMClassifier.fit.__doc__ def predict(self, X, **kwargs): """Docstring is inherited from the lightgbm.LGBMClassifier.predict.""" return _predict( model=self.to_local(), data=X, dtype=self.classes_.dtype, **kwargs ) predict.__doc__ = LGBMClassifier.predict.__doc__ def predict_proba(self, X, **kwargs): """Docstring is inherited from the lightgbm.LGBMClassifier.predict_proba.""" return _predict( model=self.to_local(), data=X, pred_proba=True, **kwargs ) predict_proba.__doc__ = LGBMClassifier.predict_proba.__doc__ def to_local(self): """Create regular version of lightgbm.LGBMClassifier from the distributed version. Returns ------- model : lightgbm.LGBMClassifier """ return self._to_local(LGBMClassifier) class DaskLGBMRegressor(LGBMRegressor, _LGBMModel): """Docstring is inherited from the lightgbm.LGBMRegressor.""" def fit(self, X, y=None, sample_weight=None, client=None, **kwargs): """Docstring is inherited from the lightgbm.LGBMRegressor.fit.""" return self._fit( model_factory=LGBMRegressor, X=X, y=y, sample_weight=sample_weight, client=client, **kwargs ) fit.__doc__ = LGBMRegressor.fit.__doc__ def predict(self, X, **kwargs): """Docstring is inherited from the lightgbm.LGBMRegressor.predict.""" return _predict( model=self.to_local(), data=X, **kwargs ) predict.__doc__ = LGBMRegressor.predict.__doc__ def to_local(self): """Create regular version of lightgbm.LGBMRegressor from the distributed version. Returns ------- model : lightgbm.LGBMRegressor """ return self._to_local(LGBMRegressor) class DaskLGBMRanker(LGBMRanker, _LGBMModel): """Docstring is inherited from the lightgbm.LGBMRanker.""" def fit(self, X, y=None, sample_weight=None, init_score=None, group=None, client=None, **kwargs): """Docstring is inherited from the lightgbm.LGBMRanker.fit.""" if init_score is not None: raise RuntimeError('init_score is not currently supported in lightgbm.dask') return self._fit( model_factory=LGBMRanker, X=X, y=y, sample_weight=sample_weight, group=group, client=client, **kwargs ) fit.__doc__ = LGBMRanker.fit.__doc__ def predict(self, X, **kwargs): """Docstring is inherited from the lightgbm.LGBMRanker.predict.""" return _predict(self.to_local(), X, **kwargs) predict.__doc__ = LGBMRanker.predict.__doc__ def to_local(self): """Create regular version of lightgbm.LGBMRanker from the distributed version. Returns ------- model : lightgbm.LGBMRanker """ return self._to_local(LGBMRanker)