[DIST] Add Distributed XGBoost on AWS Tutorial

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tqchen
2016-02-25 20:42:16 -08:00
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@@ -10,43 +10,14 @@ Build XGBoost with Distributed Filesystem Support
To use distributed xgboost, you only need to turn the options on to build
with distributed filesystems(HDFS or S3) in ```xgboost/make/config.mk```.
How to Use
----------
* Input data format: LIBSVM format. The example here uses generated data in ../data folder.
* Put the data into some distribute filesytem (S3 or HDFS)
* Use tracker script in dmlc-core/tracker to submit the jobs
* Like all other DMLC tools, xgboost support taking a path to a folder as input argument
- All the files in the folder will be used as input
* Quick start in Hadoop YARN: run ```bash run_yarn.sh <n_hadoop_workers> <n_thread_per_worker> <path_in_HDFS>```
Example
-------
* [run_yarn.sh](run_yarn.sh) shows how to submit job to Hadoop via YARN.
Single machine vs Distributed Version
-------------------------------------
If you have used xgboost (single machine version) before, this section will show you how to run xgboost on hadoop with a slight modification on conf file.
* IO: instead of reading and writing file locally, we now use HDFS, put ```hdfs://``` prefix to the address of file you like to access
* File cache: ```dmlc_yarn.py``` also provide several ways to cache necesary files, including binary file (xgboost), conf file
- ```dmlc_yarn.py``` will automatically cache files in the command line. For example, ```dmlc_yarn.py -n 3 $localPath/xgboost.dmlc mushroom.hadoop.conf``` will cache "xgboost.dmlc" and "mushroom.hadoop.conf".
- You could also use "-f" to manually cache one or more files, like ```-f file1 -f file2```
- The local path of cached files in command is "./".
* More details of submission can be referred to the usage of ```dmlc_yarn.py```.
* The model saved by hadoop version is compatible with single machine version.
Notes
-----
* The code is optimized with multi-threading, so you will want to run xgboost with more vcores for best performance.
- You will want to set <n_thread_per_worker> to be number of cores you have on each machine.
Step by Step Tutorial on AWS
----------------------------
Checkout [this tutorial](https://xgboost.readthedocs.org/en/latest/tutorial/aws_yarn.html) for running distributed xgboost.
External Memory Version
-----------------------
XGBoost supports external memory, this will make each process cache data into local disk during computation, without taking up all the memory for storing the data.
See [external memory](https://github.com/dmlc/xgboost/tree/master/doc/external_memory.md) for syntax using external memory.
You only need to add cacheprefix to the input file to enable external memory mode. For example set training data as
```
data=hdfs:///path-to-my-data/#dtrain.cache
```
This will make xgboost more memory efficient, allows you to run xgboost on larger-scale dataset.
Model Analysis
--------------
XGBoost is exchangable across all bindings and platforms.
This means you can use python or R to analyze the learnt model and do prediction.
For example, you can use the [plot_model.ipynb](plot_model.ipynb) to visualize the learnt model.