Add demo for vertical federated learning (#9103)

demo/nvflare/vertical/custom/controller.py

@@ -0,0 +1,68 @@
+"""
+Example of training controller with NVFlare
+===========================================
+"""
+import multiprocessing
+
+from nvflare.apis.client import Client
+from nvflare.apis.fl_context import FLContext
+from nvflare.apis.impl.controller import Controller, Task
+from nvflare.apis.shareable import Shareable
+from nvflare.apis.signal import Signal
+from trainer import SupportedTasks
+
+import xgboost.federated
+
+
+class XGBoostController(Controller):
+    def __init__(self, port: int, world_size: int, server_key_path: str,
+                 server_cert_path: str, client_cert_path: str):
+        """Controller for federated XGBoost.
+
+        Args:
+            port: the port for the gRPC server to listen on.
+            world_size: the number of sites.
+            server_key_path: the path to the server key file.
+            server_cert_path: the path to the server certificate file.
+            client_cert_path: the path to the client certificate file.
+        """
+        super().__init__()
+        self._port = port
+        self._world_size = world_size
+        self._server_key_path = server_key_path
+        self._server_cert_path = server_cert_path
+        self._client_cert_path = client_cert_path
+        self._server = None
+
+    def start_controller(self, fl_ctx: FLContext):
+        self._server = multiprocessing.Process(
+            target=xgboost.federated.run_federated_server,
+            args=(self._port, self._world_size, self._server_key_path,
+                  self._server_cert_path, self._client_cert_path))
+        self._server.start()
+
+    def stop_controller(self, fl_ctx: FLContext):
+        if self._server:
+            self._server.terminate()
+
+    def process_result_of_unknown_task(self, client: Client, task_name: str,
+                                       client_task_id: str, result: Shareable,
+                                       fl_ctx: FLContext):
+        self.log_warning(fl_ctx, f"Unknown task: {task_name} from client {client.name}.")
+
+    def control_flow(self, abort_signal: Signal, fl_ctx: FLContext):
+        self.log_info(fl_ctx, "XGBoost training control flow started.")
+        if abort_signal.triggered:
+            return
+        task = Task(name=SupportedTasks.TRAIN, data=Shareable())
+        self.broadcast_and_wait(
+            task=task,
+            min_responses=self._world_size,
+            fl_ctx=fl_ctx,
+            wait_time_after_min_received=1,
+            abort_signal=abort_signal,
+        )
+        if abort_signal.triggered:
+            return
+
+        self.log_info(fl_ctx, "XGBoost training control flow finished.")

demo/nvflare/vertical/custom/trainer.py

@@ -0,0 +1,97 @@
+import os
+
+from nvflare.apis.executor import Executor
+from nvflare.apis.fl_constant import FLContextKey, ReturnCode
+from nvflare.apis.fl_context import FLContext
+from nvflare.apis.shareable import Shareable, make_reply
+from nvflare.apis.signal import Signal
+
+import xgboost as xgb
+from xgboost import callback
+
+
+class SupportedTasks(object):
+    TRAIN = "train"
+
+
+class XGBoostTrainer(Executor):
+    def __init__(self, server_address: str, world_size: int, server_cert_path: str,
+                 client_key_path: str, client_cert_path: str):
+        """Trainer for federated XGBoost.
+
+        Args:
+            server_address: address for the gRPC server to connect to.
+            world_size: the number of sites.
+            server_cert_path: the path to the server certificate file.
+            client_key_path: the path to the client key file.
+            client_cert_path: the path to the client certificate file.
+        """
+        super().__init__()
+        self._server_address = server_address
+        self._world_size = world_size
+        self._server_cert_path = server_cert_path
+        self._client_key_path = client_key_path
+        self._client_cert_path = client_cert_path
+
+    def execute(self, task_name: str, shareable: Shareable, fl_ctx: FLContext,
+                abort_signal: Signal) -> Shareable:
+        self.log_info(fl_ctx, f"Executing {task_name}")
+        try:
+            if task_name == SupportedTasks.TRAIN:
+                self._do_training(fl_ctx)
+                return make_reply(ReturnCode.OK)
+            else:
+                self.log_error(fl_ctx, f"{task_name} is not a supported task.")
+                return make_reply(ReturnCode.TASK_UNKNOWN)
+        except BaseException as e:
+            self.log_exception(fl_ctx,
+                               f"Task {task_name} failed. Exception: {e.__str__()}")
+            return make_reply(ReturnCode.EXECUTION_EXCEPTION)
+
+    def _do_training(self, fl_ctx: FLContext):
+        client_name = fl_ctx.get_prop(FLContextKey.CLIENT_NAME)
+        rank = int(client_name.split('-')[1]) - 1
+        communicator_env = {
+            'xgboost_communicator': 'federated',
+            'federated_server_address': self._server_address,
+            'federated_world_size': self._world_size,
+            'federated_rank': rank,
+            'federated_server_cert': self._server_cert_path,
+            'federated_client_key': self._client_key_path,
+            'federated_client_cert': self._client_cert_path
+        }
+        with xgb.collective.CommunicatorContext(**communicator_env):
+            # Load file, file will not be sharded in federated mode.
+            if rank == 0:
+                label = '&label_column=0'
+            else:
+                label = ''
+            dtrain = xgb.DMatrix(f'higgs.train.csv?format=csv{label}', data_split_mode=1)
+            dtest = xgb.DMatrix(f'higgs.test.csv?format=csv{label}', data_split_mode=1)
+
+            # specify parameters via map
+            param = {
+                'validate_parameters': True,
+                'eta': 0.1,
+                'gamma': 1.0,
+                'max_depth': 8,
+                'min_child_weight': 100,
+                'tree_method': 'approx',
+                'grow_policy': 'depthwise',
+                'objective': 'binary:logistic',
+                'eval_metric': 'auc',
+            }
+
+            # specify validations set to watch performance
+            watchlist = [(dtest, "eval"), (dtrain, "train")]
+            # number of boosting rounds
+            num_round = 10
+
+            bst = xgb.train(param, dtrain, num_round, evals=watchlist, early_stopping_rounds=2)
+
+            # Save the model.
+            workspace = fl_ctx.get_prop(FLContextKey.WORKSPACE_OBJECT)
+            run_number = fl_ctx.get_prop(FLContextKey.CURRENT_RUN)
+            run_dir = workspace.get_run_dir(run_number)
+            bst.save_model(os.path.join(run_dir, "higgs.model.federated.vertical.json"))
+            xgb.collective.communicator_print("Finished training\n")