[DOC] cleanup distributed training

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tqchen
2016-01-16 11:00:06 -08:00
parent df7c7930d0
commit e7d8ed71d6
11 changed files with 155 additions and 237 deletions

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@@ -44,8 +44,15 @@ However, the parameter settings can be applied to all versions
* [Multiclass classification](multiclass_classification)
* [Regression](regression)
* [Learning to Rank](rank)
* [Distributed Training](distributed-training)
Benchmarks
----------
* [Starter script for Kaggle Higgs Boson](kaggle-higgs)
* [Kaggle Tradeshift winning solution by daxiongshu](https://github.com/daxiongshu/kaggle-tradeshift-winning-solution)
Machine Learning Challenge Winning Solutions
--------------------------------------------
* XGBoost helps Vlad Mironov, Alexander Guschin to win the [CERN LHCb experiment Flavour of Physics competition](https://www.kaggle.com/c/flavours-of-physics). Check out the [interview from Kaggle](http://blog.kaggle.com/2015/11/30/flavour-of-physics-technical-write-up-1st-place-go-polar-bears/).
* XGBoost helps Mario Filho, Josef Feigl, Lucas, Gilberto to win the [Caterpillar Tube Pricing competition](https://www.kaggle.com/c/caterpillar-tube-pricing). Check out the [interview from Kaggle](http://blog.kaggle.com/2015/09/22/caterpillar-winners-interview-1st-place-gilberto-josef-leustagos-mario/).
* XGBoost helps Halla Yang to win the [Recruit Coupon Purchase Prediction Challenge](https://www.kaggle.com/c/coupon-purchase-prediction). Check out the [interview from Kaggle](http://blog.kaggle.com/2015/10/21/recruit-coupon-purchase-winners-interview-2nd-place-halla-yang/).

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Distributed XGBoost Training
============================
This is an tutorial of Distributed XGBoost Training.
Currently xgboost supports distributed training via CLI program with the configuration file.
There is also plan push distributed python and other language bindings, please open an issue
if you are interested in contributing.
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.
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.

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#!/bin/bash
if [ "$#" -lt 3 ];
then
echo "Usage: <nworkers> <nthreads> <path_in_HDFS>"
exit -1
fi
# put the local training file to HDFS
hadoop fs -mkdir $3/data
hadoop fs -put ../data/agaricus.txt.train $3/data
hadoop fs -put ../data/agaricus.txt.test $3/data
# running rabit, pass address in hdfs
../../dmlc-core/tracker/dmlc_yarn.py -n $1 --vcores $2 ../../xgboost mushroom.hadoop.conf nthread=$2\
data=hdfs://$3/data/agaricus.txt.train\
eval[test]=hdfs://$3/data/agaricus.txt.test\
model_out=hdfs://$3/mushroom.final.model
# get the final model file
hadoop fs -get $3/mushroom.final.model final.model
# use dmlc-core/yarn/run_hdfs_prog.py to setup approperiate env
# output prediction task=pred
#../../xgboost.dmlc mushroom.hadoop.conf task=pred model_in=final.model test:data=../data/agaricus.txt.test
../../dmlc-core/yarn/run_hdfs_prog.py ../../xgboost mushroom.hadoop.conf task=pred model_in=final.model test:data=../data/agaricus.txt.test
# print the boosters of final.model in dump.raw.txt
#../../xgboost.dmlc mushroom.hadoop.conf task=dump model_in=final.model name_dump=dump.raw.txt
../../dmlc-core/yarn/run_hdfs_prog.py ../../xgboost mushroom.hadoop.conf task=dump model_in=final.model name_dump=dump.raw.txt
# use the feature map in printing for better visualization
#../../xgboost.dmlc mushroom.hadoop.conf task=dump model_in=final.model fmap=../data/featmap.txt name_dump=dump.nice.txt
../../dmlc-core/yarn/run_hdfs_prog.py ../../xgboost mushroom.hadoop.conf task=dump model_in=final.model fmap=../data/featmap.txt name_dump=dump.nice.txt
cat dump.nice.txt