WeichenXu 191d0aa5cf
[spark] Make spark model have the same UID with its estimator (#9022)
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2023-04-14 02:53:30 +08:00

1339 lines
50 KiB
Python

# type: ignore
"""Xgboost pyspark integration submodule for core code."""
# pylint: disable=fixme, too-many-ancestors, protected-access, no-member, invalid-name
# pylint: disable=too-few-public-methods, too-many-lines, too-many-branches
import json
from collections import namedtuple
from typing import Iterator, List, Optional, Tuple
import numpy as np
import pandas as pd
from pyspark.ml import Estimator, Model
from pyspark.ml.functions import array_to_vector, vector_to_array
from pyspark.ml.linalg import VectorUDT
from pyspark.ml.param import Param, Params, TypeConverters
from pyspark.ml.param.shared import (
HasFeaturesCol,
HasLabelCol,
HasPredictionCol,
HasProbabilityCol,
HasRawPredictionCol,
HasValidationIndicatorCol,
HasWeightCol,
)
from pyspark.ml.util import MLReadable, MLWritable
from pyspark.sql import DataFrame
from pyspark.sql.functions import col, countDistinct, pandas_udf, rand, struct
from pyspark.sql.types import (
ArrayType,
DoubleType,
FloatType,
IntegerType,
IntegralType,
LongType,
ShortType,
)
from scipy.special import expit, softmax # pylint: disable=no-name-in-module
import xgboost
from xgboost import XGBClassifier, XGBRanker, XGBRegressor
from xgboost.compat import is_cudf_available
from xgboost.core import Booster
from xgboost.sklearn import DEFAULT_N_ESTIMATORS
from xgboost.training import train as worker_train
from .data import (
_read_csr_matrix_from_unwrapped_spark_vec,
alias,
create_dmatrix_from_partitions,
pred_contribs,
stack_series,
)
from .model import (
SparkXGBModelReader,
SparkXGBModelWriter,
SparkXGBReader,
SparkXGBWriter,
)
from .params import (
HasArbitraryParamsDict,
HasBaseMarginCol,
HasContribPredictionCol,
HasEnableSparseDataOptim,
HasFeaturesCols,
HasQueryIdCol,
)
from .utils import (
CommunicatorContext,
_get_default_params_from_func,
_get_gpu_id,
_get_max_num_concurrent_tasks,
_get_rabit_args,
_get_spark_session,
_is_local,
get_class_name,
get_logger,
)
# Put pyspark specific params here, they won't be passed to XGBoost.
# like `validationIndicatorCol`, `base_margin_col`
_pyspark_specific_params = [
"featuresCol",
"labelCol",
"weightCol",
"rawPredictionCol",
"predictionCol",
"probabilityCol",
"validationIndicatorCol",
"base_margin_col",
"arbitrary_params_dict",
"force_repartition",
"num_workers",
"use_gpu",
"feature_names",
"features_cols",
"enable_sparse_data_optim",
"qid_col",
"repartition_random_shuffle",
"pred_contrib_col",
]
_non_booster_params = ["missing", "n_estimators", "feature_types", "feature_weights"]
_pyspark_param_alias_map = {
"features_col": "featuresCol",
"label_col": "labelCol",
"weight_col": "weightCol",
"raw_prediction_col": "rawPredictionCol",
"prediction_col": "predictionCol",
"probability_col": "probabilityCol",
"validation_indicator_col": "validationIndicatorCol",
}
_inverse_pyspark_param_alias_map = {v: k for k, v in _pyspark_param_alias_map.items()}
_unsupported_xgb_params = [
"gpu_id", # we have "use_gpu" pyspark param instead.
"enable_categorical", # Use feature_types param to specify categorical feature instead
"use_label_encoder",
"n_jobs", # Do not allow user to set it, will use `spark.task.cpus` value instead.
"nthread", # Ditto
]
_unsupported_fit_params = {
"sample_weight", # Supported by spark param weightCol
"eval_set", # Supported by spark param validation_indicator_col
"sample_weight_eval_set", # Supported by spark param weight_col + validation_indicator_col
"base_margin", # Supported by spark param base_margin_col
"base_margin_eval_set", # Supported by spark param base_margin_col + validation_indicator_col
"group", # Use spark param `qid_col` instead
"qid", # Use spark param `qid_col` instead
"eval_group", # Use spark param `qid_col` instead
"eval_qid", # Use spark param `qid_col` instead
}
_unsupported_train_params = {
"evals", # Supported by spark param validation_indicator_col
"evals_result", # Won't support yet+
}
_unsupported_predict_params = {
# for classification, we can use rawPrediction as margin
"output_margin",
"validate_features", # TODO
"base_margin", # Use pyspark base_margin_col param instead.
}
# TODO: supply hint message for all other unsupported params.
_unsupported_params_hint_message = {
"enable_categorical": "`xgboost.spark` estimators do not have 'enable_categorical' param, "
"but you can set `feature_types` param and mark categorical features with 'c' string."
}
# Global prediction names
Pred = namedtuple(
"Pred", ("prediction", "raw_prediction", "probability", "pred_contrib")
)
pred = Pred("prediction", "rawPrediction", "probability", "predContrib")
class _SparkXGBParams(
HasFeaturesCol,
HasLabelCol,
HasWeightCol,
HasPredictionCol,
HasValidationIndicatorCol,
HasArbitraryParamsDict,
HasBaseMarginCol,
HasFeaturesCols,
HasEnableSparseDataOptim,
HasQueryIdCol,
HasContribPredictionCol,
):
num_workers = Param(
Params._dummy(),
"num_workers",
"The number of XGBoost workers. Each XGBoost worker corresponds to one spark task.",
TypeConverters.toInt,
)
use_gpu = Param(
Params._dummy(),
"use_gpu",
"A boolean variable. Set use_gpu=true if the executors "
+ "are running on GPU instances. Currently, only one GPU per task is supported.",
)
force_repartition = Param(
Params._dummy(),
"force_repartition",
"A boolean variable. Set force_repartition=true if you "
+ "want to force the input dataset to be repartitioned before XGBoost training."
+ "Note: The auto repartitioning judgement is not fully accurate, so it is recommended"
+ "to have force_repartition be True.",
)
repartition_random_shuffle = Param(
Params._dummy(),
"repartition_random_shuffle",
"A boolean variable. Set repartition_random_shuffle=true if you want to random shuffle "
"dataset when repartitioning is required. By default is True.",
)
feature_names = Param(
Params._dummy(), "feature_names", "A list of str to specify feature names."
)
@classmethod
def _xgb_cls(cls):
"""
Subclasses should override this method and
returns an xgboost.XGBModel subclass
"""
raise NotImplementedError()
# Parameters for xgboost.XGBModel()
@classmethod
def _get_xgb_params_default(cls):
xgb_model_default = cls._xgb_cls()()
params_dict = xgb_model_default.get_params()
filtered_params_dict = {
k: params_dict[k] for k in params_dict if k not in _unsupported_xgb_params
}
filtered_params_dict["n_estimators"] = DEFAULT_N_ESTIMATORS
return filtered_params_dict
def _set_xgb_params_default(self):
filtered_params_dict = self._get_xgb_params_default()
self._setDefault(**filtered_params_dict)
def _gen_xgb_params_dict(self, gen_xgb_sklearn_estimator_param=False):
xgb_params = {}
non_xgb_params = (
set(_pyspark_specific_params)
| self._get_fit_params_default().keys()
| self._get_predict_params_default().keys()
)
if not gen_xgb_sklearn_estimator_param:
non_xgb_params |= set(_non_booster_params)
for param in self.extractParamMap():
if param.name not in non_xgb_params:
xgb_params[param.name] = self.getOrDefault(param)
arbitrary_params_dict = self.getOrDefault(
self.getParam("arbitrary_params_dict")
)
xgb_params.update(arbitrary_params_dict)
return xgb_params
# Parameters for xgboost.XGBModel().fit()
@classmethod
def _get_fit_params_default(cls):
fit_params = _get_default_params_from_func(
cls._xgb_cls().fit, _unsupported_fit_params
)
return fit_params
def _set_fit_params_default(self):
filtered_params_dict = self._get_fit_params_default()
self._setDefault(**filtered_params_dict)
def _gen_fit_params_dict(self):
"""
Returns a dict of params for .fit()
"""
fit_params_keys = self._get_fit_params_default().keys()
fit_params = {}
for param in self.extractParamMap():
if param.name in fit_params_keys:
fit_params[param.name] = self.getOrDefault(param)
return fit_params
# Parameters for xgboost.XGBModel().predict()
@classmethod
def _get_predict_params_default(cls):
predict_params = _get_default_params_from_func(
cls._xgb_cls().predict, _unsupported_predict_params
)
return predict_params
def _set_predict_params_default(self):
filtered_params_dict = self._get_predict_params_default()
self._setDefault(**filtered_params_dict)
def _gen_predict_params_dict(self):
"""
Returns a dict of params for .predict()
"""
predict_params_keys = self._get_predict_params_default().keys()
predict_params = {}
for param in self.extractParamMap():
if param.name in predict_params_keys:
predict_params[param.name] = self.getOrDefault(param)
return predict_params
def _validate_params(self):
# pylint: disable=too-many-branches
init_model = self.getOrDefault(self.xgb_model)
if init_model is not None and not isinstance(init_model, Booster):
raise ValueError(
"The xgb_model param must be set with a `xgboost.core.Booster` "
"instance."
)
if self.getOrDefault(self.num_workers) < 1:
raise ValueError(
f"Number of workers was {self.getOrDefault(self.num_workers)}."
f"It cannot be less than 1 [Default is 1]"
)
if self.getOrDefault(self.features_cols):
if not self.getOrDefault(self.use_gpu):
raise ValueError("features_cols param requires enabling use_gpu.")
get_logger(self.__class__.__name__).warning(
"If features_cols param set, then features_col param is ignored."
)
if self.getOrDefault(self.objective) is not None:
if not isinstance(self.getOrDefault(self.objective), str):
raise ValueError("Only string type 'objective' param is allowed.")
if self.getOrDefault(self.eval_metric) is not None:
if not (
isinstance(self.getOrDefault(self.eval_metric), str)
or (
isinstance(self.getOrDefault(self.eval_metric), List)
and all(
isinstance(metric, str)
for metric in self.getOrDefault(self.eval_metric)
)
)
):
raise ValueError(
"Only string type or list of string type 'eval_metric' param is allowed."
)
if self.getOrDefault(self.early_stopping_rounds) is not None:
if not (
self.isDefined(self.validationIndicatorCol)
and self.getOrDefault(self.validationIndicatorCol)
):
raise ValueError(
"If 'early_stopping_rounds' param is set, you need to set "
"'validation_indicator_col' param as well."
)
if self.getOrDefault(self.enable_sparse_data_optim):
if self.getOrDefault(self.missing) != 0.0:
# If DMatrix is constructed from csr / csc matrix, then inactive elements
# in csr / csc matrix are regarded as missing value, but, in pyspark, we
# are hard to control elements to be active or inactive in sparse vector column,
# some spark transformers such as VectorAssembler might compress vectors
# to be dense or sparse format automatically, and when a spark ML vector object
# is compressed to sparse vector, then all zero value elements become inactive.
# So we force setting missing param to be 0 when enable_sparse_data_optim config
# is True.
raise ValueError(
"If enable_sparse_data_optim is True, missing param != 0 is not supported."
)
if self.getOrDefault(self.features_cols):
raise ValueError(
"If enable_sparse_data_optim is True, you cannot set multiple feature columns "
"but you should set one feature column with values of "
"`pyspark.ml.linalg.Vector` type."
)
if self.getOrDefault(self.use_gpu):
tree_method = self.getParam("tree_method")
if (
self.getOrDefault(tree_method) is not None
and self.getOrDefault(tree_method) != "gpu_hist"
):
raise ValueError(
f"tree_method should be 'gpu_hist' or None when use_gpu is True,"
f"found {self.getOrDefault(tree_method)}."
)
gpu_per_task = (
_get_spark_session()
.sparkContext.getConf()
.get("spark.task.resource.gpu.amount")
)
is_local = _is_local(_get_spark_session().sparkContext)
if is_local:
# checking spark local mode.
if gpu_per_task:
raise RuntimeError(
"The spark cluster does not support gpu configuration for local mode. "
"Please delete spark.executor.resource.gpu.amount and "
"spark.task.resource.gpu.amount"
)
# Support GPU training in Spark local mode is just for debugging purposes,
# so it's okay for printing the below warning instead of checking the real
# gpu numbers and raising the exception.
get_logger(self.__class__.__name__).warning(
"You enabled use_gpu in spark local mode. Please make sure your local node "
"has at least %d GPUs",
self.getOrDefault(self.num_workers),
)
else:
# checking spark non-local mode.
if not gpu_per_task or int(gpu_per_task) < 1:
raise RuntimeError(
"The spark cluster does not have the necessary GPU"
+ "configuration for the spark task. Therefore, we cannot"
+ "run xgboost training using GPU."
)
if int(gpu_per_task) > 1:
get_logger(self.__class__.__name__).warning(
"You configured %s GPU cores for each spark task, but in "
"XGBoost training, every Spark task will only use one GPU core.",
gpu_per_task,
)
def _validate_and_convert_feature_col_as_float_col_list(
dataset, features_col_names: list
) -> list:
"""Values in feature columns must be integral types or float/double types"""
feature_cols = []
for c in features_col_names:
if isinstance(dataset.schema[c].dataType, DoubleType):
feature_cols.append(col(c).cast(FloatType()).alias(c))
elif isinstance(dataset.schema[c].dataType, (FloatType, IntegralType)):
feature_cols.append(col(c))
else:
raise ValueError(
"Values in feature columns must be integral types or float/double types."
)
return feature_cols
def _validate_and_convert_feature_col_as_array_col(dataset, features_col_name):
features_col_datatype = dataset.schema[features_col_name].dataType
features_col = col(features_col_name)
if isinstance(features_col_datatype, ArrayType):
if not isinstance(
features_col_datatype.elementType,
(DoubleType, FloatType, LongType, IntegerType, ShortType),
):
raise ValueError(
"If feature column is array type, its elements must be number type."
)
features_array_col = features_col.cast(ArrayType(FloatType())).alias(alias.data)
elif isinstance(features_col_datatype, VectorUDT):
features_array_col = vector_to_array(features_col, dtype="float32").alias(
alias.data
)
else:
raise ValueError(
"feature column must be array type or `pyspark.ml.linalg.Vector` type, "
"if you want to use multiple numetric columns as features, please use "
"`pyspark.ml.transform.VectorAssembler` to assemble them into a vector "
"type column first."
)
return features_array_col
def _get_unwrap_udt_fn():
try:
from pyspark.sql.functions import unwrap_udt
return unwrap_udt
except ImportError:
pass
try:
from pyspark.databricks.sql.functions import unwrap_udt
return unwrap_udt
except ImportError as exc:
raise RuntimeError(
"Cannot import pyspark `unwrap_udt` function. Please install pyspark>=3.4 "
"or run on Databricks Runtime."
) from exc
def _get_unwrapped_vec_cols(feature_col):
unwrap_udt = _get_unwrap_udt_fn()
features_unwrapped_vec_col = unwrap_udt(feature_col)
# After a `pyspark.ml.linalg.VectorUDT` type column being unwrapped, it becomes
# a pyspark struct type column, the struct fields are:
# - `type`: byte
# - `size`: int
# - `indices`: array<int>
# - `values`: array<double>
# For sparse vector, `type` field is 0, `size` field means vector length,
# `indices` field is the array of active element indices, `values` field
# is the array of active element values.
# For dense vector, `type` field is 1, `size` and `indices` fields are None,
# `values` field is the array of the vector element values.
return [
features_unwrapped_vec_col.type.alias("featureVectorType"),
features_unwrapped_vec_col.size.alias("featureVectorSize"),
features_unwrapped_vec_col.indices.alias("featureVectorIndices"),
# Note: the value field is double array type, cast it to float32 array type
# for speedup following repartitioning.
features_unwrapped_vec_col.values.cast(ArrayType(FloatType())).alias(
"featureVectorValues"
),
]
FeatureProp = namedtuple(
"FeatureProp",
("enable_sparse_data_optim", "has_validation_col", "features_cols_names"),
)
class _SparkXGBEstimator(Estimator, _SparkXGBParams, MLReadable, MLWritable):
def __init__(self):
super().__init__()
self._set_xgb_params_default()
self._set_fit_params_default()
self._set_predict_params_default()
# Note: The default value for arbitrary_params_dict must always be empty dict.
# For additional settings added into "arbitrary_params_dict" by default,
# they are added in `setParams`.
self._setDefault(
num_workers=1,
use_gpu=False,
force_repartition=False,
repartition_random_shuffle=False,
feature_names=None,
feature_types=None,
arbitrary_params_dict={},
)
def setParams(self, **kwargs): # pylint: disable=invalid-name
"""
Set params for the estimator.
"""
_extra_params = {}
if "arbitrary_params_dict" in kwargs:
raise ValueError("Invalid param name: 'arbitrary_params_dict'.")
for k, v in kwargs.items():
if k in _inverse_pyspark_param_alias_map:
raise ValueError(
f"Please use param name {_inverse_pyspark_param_alias_map[k]} instead."
)
if k in _pyspark_param_alias_map:
if k == _inverse_pyspark_param_alias_map[
self.featuresCol.name
] and isinstance(v, list):
real_k = self.features_cols.name
k = real_k
else:
real_k = _pyspark_param_alias_map[k]
k = real_k
if self.hasParam(k):
self._set(**{str(k): v})
else:
if (
k in _unsupported_xgb_params
or k in _unsupported_fit_params
or k in _unsupported_predict_params
or k in _unsupported_train_params
):
err_msg = _unsupported_params_hint_message.get(
k, f"Unsupported param '{k}'."
)
raise ValueError(err_msg)
_extra_params[k] = v
_existing_extra_params = self.getOrDefault(self.arbitrary_params_dict)
self._set(arbitrary_params_dict={**_existing_extra_params, **_extra_params})
@classmethod
def _pyspark_model_cls(cls):
"""
Subclasses should override this method and
returns a _SparkXGBModel subclass
"""
raise NotImplementedError()
def _create_pyspark_model(self, xgb_model):
return self._pyspark_model_cls()(xgb_model)
def _convert_to_sklearn_model(self, booster: bytearray, config: str):
xgb_sklearn_params = self._gen_xgb_params_dict(
gen_xgb_sklearn_estimator_param=True
)
sklearn_model = self._xgb_cls()(**xgb_sklearn_params)
sklearn_model.load_model(booster)
sklearn_model._Booster.load_config(config)
return sklearn_model
def _query_plan_contains_valid_repartition(self, dataset):
"""
Returns true if the latest element in the logical plan is a valid repartition
The logic plan string format is like:
== Optimized Logical Plan ==
Repartition 4, true
+- LogicalRDD [features#12, label#13L], false
i.e., the top line in the logical plan is the last operation to execute.
so, in this method, we check the first line, if it is a "Repartition" operation,
and the result dataframe has the same partition number with num_workers param,
then it means the dataframe is well repartitioned and we don't need to
repartition the dataframe again.
"""
num_partitions = dataset.rdd.getNumPartitions()
query_plan = dataset._sc._jvm.PythonSQLUtils.explainString(
dataset._jdf.queryExecution(), "extended"
)
start = query_plan.index("== Optimized Logical Plan ==")
start += len("== Optimized Logical Plan ==") + 1
num_workers = self.getOrDefault(self.num_workers)
if (
query_plan[start : start + len("Repartition")] == "Repartition"
and num_workers == num_partitions
):
return True
return False
def _repartition_needed(self, dataset):
"""
We repartition the dataset if the number of workers is not equal to the number of
partitions. There is also a check to make sure there was "active partitioning"
where either Round Robin or Hash partitioning was actively used before this stage.
"""
if self.getOrDefault(self.force_repartition):
return True
try:
if self._query_plan_contains_valid_repartition(dataset):
return False
except Exception: # pylint: disable=broad-except
pass
return True
def _get_distributed_train_params(self, dataset):
"""
This just gets the configuration params for distributed xgboost
"""
params = self._gen_xgb_params_dict()
fit_params = self._gen_fit_params_dict()
verbose_eval = fit_params.pop("verbose", None)
params.update(fit_params)
params["verbose_eval"] = verbose_eval
classification = self._xgb_cls() == XGBClassifier
if classification:
num_classes = int(
dataset.select(countDistinct(alias.label)).collect()[0][0]
)
if num_classes <= 2:
params["objective"] = "binary:logistic"
else:
params["objective"] = "multi:softprob"
params["num_class"] = num_classes
else:
# use user specified objective or default objective.
# e.g., the default objective for Regressor is 'reg:squarederror'
params["objective"] = self.getOrDefault(self.objective)
# TODO: support "num_parallel_tree" for random forest
params["num_boost_round"] = self.getOrDefault(self.n_estimators)
if self.getOrDefault(self.use_gpu):
params["tree_method"] = "gpu_hist"
return params
@classmethod
def _get_xgb_train_call_args(cls, train_params):
xgb_train_default_args = _get_default_params_from_func(
xgboost.train, _unsupported_train_params
)
booster_params, kwargs_params = {}, {}
for key, value in train_params.items():
if key in xgb_train_default_args:
kwargs_params[key] = value
else:
booster_params[key] = value
booster_params = {
k: v for k, v in booster_params.items() if k not in _non_booster_params
}
return booster_params, kwargs_params
def _prepare_input_columns_and_feature_prop(
self, dataset: DataFrame
) -> Tuple[List[str], FeatureProp]:
label_col = col(self.getOrDefault(self.labelCol)).alias(alias.label)
select_cols = [label_col]
features_cols_names = None
enable_sparse_data_optim = self.getOrDefault(self.enable_sparse_data_optim)
if enable_sparse_data_optim:
features_col_name = self.getOrDefault(self.featuresCol)
features_col_datatype = dataset.schema[features_col_name].dataType
if not isinstance(features_col_datatype, VectorUDT):
raise ValueError(
"If enable_sparse_data_optim is True, the feature column values must be "
"`pyspark.ml.linalg.Vector` type."
)
select_cols.extend(_get_unwrapped_vec_cols(col(features_col_name)))
else:
if self.getOrDefault(self.features_cols):
features_cols_names = self.getOrDefault(self.features_cols)
features_cols = _validate_and_convert_feature_col_as_float_col_list(
dataset, features_cols_names
)
select_cols.extend(features_cols)
else:
features_array_col = _validate_and_convert_feature_col_as_array_col(
dataset, self.getOrDefault(self.featuresCol)
)
select_cols.append(features_array_col)
if self.isDefined(self.weightCol) and self.getOrDefault(self.weightCol):
select_cols.append(
col(self.getOrDefault(self.weightCol)).alias(alias.weight)
)
has_validation_col = False
if self.isDefined(self.validationIndicatorCol) and self.getOrDefault(
self.validationIndicatorCol
):
select_cols.append(
col(self.getOrDefault(self.validationIndicatorCol)).alias(alias.valid)
)
# In some cases, see https://issues.apache.org/jira/browse/SPARK-40407,
# the df.repartition can result in some reducer partitions without data,
# which will cause exception or hanging issue when creating DMatrix.
has_validation_col = True
if self.isDefined(self.base_margin_col) and self.getOrDefault(
self.base_margin_col
):
select_cols.append(
col(self.getOrDefault(self.base_margin_col)).alias(alias.margin)
)
if self.isDefined(self.qid_col) and self.getOrDefault(self.qid_col):
select_cols.append(col(self.getOrDefault(self.qid_col)).alias(alias.qid))
feature_prop = FeatureProp(
enable_sparse_data_optim, has_validation_col, features_cols_names
)
return select_cols, feature_prop
def _prepare_input(self, dataset: DataFrame) -> Tuple[DataFrame, FeatureProp]:
"""Prepare the input including column pruning, repartition and so on"""
select_cols, feature_prop = self._prepare_input_columns_and_feature_prop(
dataset
)
dataset = dataset.select(*select_cols)
num_workers = self.getOrDefault(self.num_workers)
sc = _get_spark_session().sparkContext
max_concurrent_tasks = _get_max_num_concurrent_tasks(sc)
if num_workers > max_concurrent_tasks:
get_logger(self.__class__.__name__).warning(
"The num_workers %s set for xgboost distributed "
"training is greater than current max number of concurrent "
"spark task slots, you need wait until more task slots available "
"or you need increase spark cluster workers.",
num_workers,
)
if self._repartition_needed(dataset) or (
self.isDefined(self.validationIndicatorCol)
and self.getOrDefault(self.validationIndicatorCol)
):
# If validationIndicatorCol defined, we always repartition dataset
# to balance data, because user might unionise train and validation dataset,
# without shuffling data then some partitions might contain only train or validation
# dataset.
if self.getOrDefault(self.repartition_random_shuffle):
# In some cases, spark round-robin repartition might cause data skew
# use random shuffle can address it.
dataset = dataset.repartition(num_workers, rand(1))
else:
dataset = dataset.repartition(num_workers)
if self.isDefined(self.qid_col) and self.getOrDefault(self.qid_col):
# XGBoost requires qid to be sorted for each partition
dataset = dataset.sortWithinPartitions(alias.qid, ascending=True)
return dataset, feature_prop
def _get_xgb_parameters(self, dataset: DataFrame):
train_params = self._get_distributed_train_params(dataset)
booster_params, train_call_kwargs_params = self._get_xgb_train_call_args(
train_params
)
cpu_per_task = int(
_get_spark_session().sparkContext.getConf().get("spark.task.cpus", "1")
)
dmatrix_kwargs = {
"nthread": cpu_per_task,
"feature_types": self.getOrDefault(self.feature_types),
"feature_names": self.getOrDefault(self.feature_names),
"feature_weights": self.getOrDefault(self.feature_weights),
"missing": float(self.getOrDefault(self.missing)),
}
if dmatrix_kwargs["feature_types"] is not None:
dmatrix_kwargs["enable_categorical"] = True
booster_params["nthread"] = cpu_per_task
# Remove the parameters whose value is None
booster_params = {k: v for k, v in booster_params.items() if v is not None}
train_call_kwargs_params = {
k: v for k, v in train_call_kwargs_params.items() if v is not None
}
dmatrix_kwargs = {k: v for k, v in dmatrix_kwargs.items() if v is not None}
return booster_params, train_call_kwargs_params, dmatrix_kwargs
def _fit(self, dataset):
# pylint: disable=too-many-statements, too-many-locals
self._validate_params()
dataset, feature_prop = self._prepare_input(dataset)
(
booster_params,
train_call_kwargs_params,
dmatrix_kwargs,
) = self._get_xgb_parameters(dataset)
use_gpu = self.getOrDefault(self.use_gpu)
is_local = _is_local(_get_spark_session().sparkContext)
num_workers = self.getOrDefault(self.num_workers)
def _train_booster(pandas_df_iter):
"""Takes in an RDD partition and outputs a booster for that partition after
going through the Rabit Ring protocol
"""
from pyspark import BarrierTaskContext
context = BarrierTaskContext.get()
gpu_id = None
use_hist = booster_params.get("tree_method", None) in ("hist", "gpu_hist")
if use_gpu:
gpu_id = context.partitionId() if is_local else _get_gpu_id(context)
booster_params["gpu_id"] = gpu_id
# If cuDF is not installed, then using DMatrix instead of QDM,
# because without cuDF, DMatrix performs better than QDM.
# Note: Checking `is_cudf_available` in spark worker side because
# spark worker might has different python environment with driver side.
use_qdm = use_hist and is_cudf_available()
else:
use_qdm = use_hist
if use_qdm and (booster_params.get("max_bin", None) is not None):
dmatrix_kwargs["max_bin"] = booster_params["max_bin"]
_rabit_args = {}
if context.partitionId() == 0:
get_logger("XGBoostPySpark").debug(
"booster params: %s\n"
"train_call_kwargs_params: %s\n"
"dmatrix_kwargs: %s",
booster_params,
train_call_kwargs_params,
dmatrix_kwargs,
)
_rabit_args = _get_rabit_args(context, num_workers)
worker_message = {
"rabit_msg": _rabit_args,
"use_qdm": use_qdm,
}
messages = context.allGather(message=json.dumps(worker_message))
if len(set(json.loads(x)["use_qdm"] for x in messages)) != 1:
raise RuntimeError("The workers' cudf environments are in-consistent ")
_rabit_args = json.loads(messages[0])["rabit_msg"]
evals_result = {}
with CommunicatorContext(context, **_rabit_args):
dtrain, dvalid = create_dmatrix_from_partitions(
pandas_df_iter,
feature_prop.features_cols_names,
gpu_id,
use_qdm,
dmatrix_kwargs,
enable_sparse_data_optim=feature_prop.enable_sparse_data_optim,
has_validation_col=feature_prop.has_validation_col,
)
if dvalid is not None:
dval = [(dtrain, "training"), (dvalid, "validation")]
else:
dval = None
booster = worker_train(
params=booster_params,
dtrain=dtrain,
evals=dval,
evals_result=evals_result,
**train_call_kwargs_params,
)
context.barrier()
if context.partitionId() == 0:
yield pd.DataFrame(
data={
"config": [booster.save_config()],
"booster": [booster.save_raw("json").decode("utf-8")],
}
)
def _run_job():
ret = (
dataset.mapInPandas(
_train_booster, schema="config string, booster string"
)
.rdd.barrier()
.mapPartitions(lambda x: x)
.collect()[0]
)
return ret[0], ret[1]
(config, booster) = _run_job()
result_xgb_model = self._convert_to_sklearn_model(
bytearray(booster, "utf-8"), config
)
spark_model = self._create_pyspark_model(result_xgb_model)
# According to pyspark ML convention, the model uid should be the same
# with estimator uid.
spark_model._resetUid(self.uid)
return self._copyValues(spark_model)
def write(self):
"""
Return the writer for saving the estimator.
"""
return SparkXGBWriter(self)
@classmethod
def read(cls):
"""
Return the reader for loading the estimator.
"""
return SparkXGBReader(cls)
class _SparkXGBModel(Model, _SparkXGBParams, MLReadable, MLWritable):
def __init__(self, xgb_sklearn_model=None):
super().__init__()
self._xgb_sklearn_model = xgb_sklearn_model
@classmethod
def _xgb_cls(cls):
raise NotImplementedError()
def get_booster(self):
"""
Return the `xgboost.core.Booster` instance.
"""
return self._xgb_sklearn_model.get_booster()
def get_feature_importances(self, importance_type="weight"):
"""Get feature importance of each feature.
Importance type can be defined as:
* 'weight': the number of times a feature is used to split the data across all trees.
* 'gain': the average gain across all splits the feature is used in.
* 'cover': the average coverage across all splits the feature is used in.
* 'total_gain': the total gain across all splits the feature is used in.
* 'total_cover': the total coverage across all splits the feature is used in.
Parameters
----------
importance_type: str, default 'weight'
One of the importance types defined above.
"""
return self.get_booster().get_score(importance_type=importance_type)
def write(self):
"""
Return the writer for saving the model.
"""
return SparkXGBModelWriter(self)
@classmethod
def read(cls):
"""
Return the reader for loading the model.
"""
return SparkXGBModelReader(cls)
def _get_feature_col(self, dataset) -> (list, Optional[list]):
"""XGBoost model trained with features_cols parameter can also predict
vector or array feature type. But first we need to check features_cols
and then featuresCol
"""
if self.getOrDefault(self.enable_sparse_data_optim):
feature_col_names = None
features_col = _get_unwrapped_vec_cols(
col(self.getOrDefault(self.featuresCol))
)
return features_col, feature_col_names
feature_col_names = self.getOrDefault(self.features_cols)
features_col = []
if feature_col_names and set(feature_col_names).issubset(set(dataset.columns)):
# The model is trained with features_cols and the predicted dataset
# also contains all the columns specified by features_cols.
features_col = _validate_and_convert_feature_col_as_float_col_list(
dataset, feature_col_names
)
else:
# 1. The model was trained by features_cols, but the dataset doesn't contain
# all the columns specified by features_cols, so we need to check if
# the dataframe has the featuresCol
# 2. The model was trained by featuresCol, and the predicted dataset must contain
# featuresCol column.
feature_col_names = None
features_col.append(
_validate_and_convert_feature_col_as_array_col(
dataset, self.getOrDefault(self.featuresCol)
)
)
return features_col, feature_col_names
def _transform(self, dataset):
# pylint: disable=too-many-statements, too-many-locals
# Save xgb_sklearn_model and predict_params to be local variable
# to avoid the `self` object to be pickled to remote.
xgb_sklearn_model = self._xgb_sklearn_model
predict_params = self._gen_predict_params_dict()
has_base_margin = False
if self.isDefined(self.base_margin_col) and self.getOrDefault(
self.base_margin_col
):
has_base_margin = True
base_margin_col = col(self.getOrDefault(self.base_margin_col)).alias(
alias.margin
)
features_col, feature_col_names = self._get_feature_col(dataset)
enable_sparse_data_optim = self.getOrDefault(self.enable_sparse_data_optim)
pred_contrib_col_name = None
if self.isDefined(self.pred_contrib_col) and self.getOrDefault(
self.pred_contrib_col
):
pred_contrib_col_name = self.getOrDefault(self.pred_contrib_col)
single_pred = True
schema = "double"
if pred_contrib_col_name:
single_pred = False
schema = f"{pred.prediction} double, {pred.pred_contrib} array<double>"
@pandas_udf(schema)
def predict_udf(iterator: Iterator[pd.DataFrame]) -> Iterator[pd.Series]:
model = xgb_sklearn_model
for data in iterator:
if enable_sparse_data_optim:
X = _read_csr_matrix_from_unwrapped_spark_vec(data)
else:
if feature_col_names is not None:
X = data[feature_col_names]
else:
X = stack_series(data[alias.data])
if has_base_margin:
base_margin = data[alias.margin].to_numpy()
else:
base_margin = None
data = {}
preds = model.predict(
X,
base_margin=base_margin,
validate_features=False,
**predict_params,
)
data[pred.prediction] = pd.Series(preds)
if pred_contrib_col_name:
contribs = pred_contribs(model, X, base_margin)
data[pred.pred_contrib] = pd.Series(list(contribs))
yield pd.DataFrame(data=data)
else:
yield data[pred.prediction]
if has_base_margin:
pred_col = predict_udf(struct(*features_col, base_margin_col))
else:
pred_col = predict_udf(struct(*features_col))
prediction_col_name = self.getOrDefault(self.predictionCol)
if single_pred:
dataset = dataset.withColumn(prediction_col_name, pred_col)
else:
pred_struct_col = "_prediction_struct"
dataset = dataset.withColumn(pred_struct_col, pred_col)
dataset = dataset.withColumn(
prediction_col_name, getattr(col(pred_struct_col), pred.prediction)
)
if pred_contrib_col_name:
dataset = dataset.withColumn(
pred_contrib_col_name,
array_to_vector(getattr(col(pred_struct_col), pred.pred_contrib)),
)
dataset = dataset.drop(pred_struct_col)
return dataset
class SparkXGBRegressorModel(_SparkXGBModel):
"""
The model returned by :func:`xgboost.spark.SparkXGBRegressor.fit`
.. Note:: This API is experimental.
"""
@classmethod
def _xgb_cls(cls):
return XGBRegressor
class SparkXGBRankerModel(_SparkXGBModel):
"""
The model returned by :func:`xgboost.spark.SparkXGBRanker.fit`
.. Note:: This API is experimental.
"""
@classmethod
def _xgb_cls(cls):
return XGBRanker
class SparkXGBClassifierModel(
_SparkXGBModel, HasProbabilityCol, HasRawPredictionCol, HasContribPredictionCol
):
"""
The model returned by :func:`xgboost.spark.SparkXGBClassifier.fit`
.. Note:: This API is experimental.
"""
@classmethod
def _xgb_cls(cls):
return XGBClassifier
def _transform(self, dataset):
# pylint: disable=too-many-statements, too-many-locals
# Save xgb_sklearn_model and predict_params to be local variable
# to avoid the `self` object to be pickled to remote.
xgb_sklearn_model = self._xgb_sklearn_model
predict_params = self._gen_predict_params_dict()
has_base_margin = False
if self.isDefined(self.base_margin_col) and self.getOrDefault(
self.base_margin_col
):
has_base_margin = True
base_margin_col = col(self.getOrDefault(self.base_margin_col)).alias(
alias.margin
)
def transform_margin(margins: np.ndarray):
if margins.ndim == 1:
# binomial case
classone_probs = expit(margins)
classzero_probs = 1.0 - classone_probs
raw_preds = np.vstack((-margins, margins)).transpose()
class_probs = np.vstack((classzero_probs, classone_probs)).transpose()
else:
# multinomial case
raw_preds = margins
class_probs = softmax(raw_preds, axis=1)
return raw_preds, class_probs
features_col, feature_col_names = self._get_feature_col(dataset)
enable_sparse_data_optim = self.getOrDefault(self.enable_sparse_data_optim)
pred_contrib_col_name = None
if self.isDefined(self.pred_contrib_col) and self.getOrDefault(
self.pred_contrib_col
):
pred_contrib_col_name = self.getOrDefault(self.pred_contrib_col)
schema = (
f"{pred.raw_prediction} array<double>, {pred.prediction} double,"
f" {pred.probability} array<double>"
)
if pred_contrib_col_name:
# We will force setting strict_shape to True when predicting contribs,
# So, it will also output 3-D shape result.
schema = f"{schema}, {pred.pred_contrib} array<array<double>>"
@pandas_udf(schema)
def predict_udf(
iterator: Iterator[Tuple[pd.Series, ...]]
) -> Iterator[pd.DataFrame]:
model = xgb_sklearn_model
for data in iterator:
if enable_sparse_data_optim:
X = _read_csr_matrix_from_unwrapped_spark_vec(data)
else:
if feature_col_names is not None:
X = data[feature_col_names]
else:
X = stack_series(data[alias.data])
if has_base_margin:
base_margin = stack_series(data[alias.margin])
else:
base_margin = None
margins = model.predict(
X,
base_margin=base_margin,
output_margin=True,
validate_features=False,
**predict_params,
)
raw_preds, class_probs = transform_margin(margins)
# It seems that they use argmax of class probs,
# not of margin to get the prediction (Note: scala implementation)
preds = np.argmax(class_probs, axis=1)
data = {
pred.raw_prediction: pd.Series(list(raw_preds)),
pred.prediction: pd.Series(preds),
pred.probability: pd.Series(list(class_probs)),
}
if pred_contrib_col_name:
contribs = pred_contribs(model, X, base_margin, strict_shape=True)
data[pred.pred_contrib] = pd.Series(list(contribs.tolist()))
yield pd.DataFrame(data=data)
if has_base_margin:
pred_struct = predict_udf(struct(*features_col, base_margin_col))
else:
pred_struct = predict_udf(struct(*features_col))
pred_struct_col = "_prediction_struct"
dataset = dataset.withColumn(pred_struct_col, pred_struct)
raw_prediction_col_name = self.getOrDefault(self.rawPredictionCol)
if raw_prediction_col_name:
dataset = dataset.withColumn(
raw_prediction_col_name,
array_to_vector(getattr(col(pred_struct_col), pred.raw_prediction)),
)
prediction_col_name = self.getOrDefault(self.predictionCol)
if prediction_col_name:
dataset = dataset.withColumn(
prediction_col_name, getattr(col(pred_struct_col), pred.prediction)
)
probability_col_name = self.getOrDefault(self.probabilityCol)
if probability_col_name:
dataset = dataset.withColumn(
probability_col_name,
array_to_vector(getattr(col(pred_struct_col), pred.probability)),
)
if pred_contrib_col_name:
dataset = dataset.withColumn(
pred_contrib_col_name,
getattr(col(pred_struct_col), pred.pred_contrib),
)
return dataset.drop(pred_struct_col)
def _set_pyspark_xgb_cls_param_attrs(pyspark_estimator_class, pyspark_model_class):
params_dict = pyspark_estimator_class._get_xgb_params_default()
def param_value_converter(v):
if isinstance(v, np.generic):
# convert numpy scalar values to corresponding python scalar values
return np.array(v).item()
if isinstance(v, dict):
return {k: param_value_converter(nv) for k, nv in v.items()}
if isinstance(v, list):
return [param_value_converter(nv) for nv in v]
return v
def set_param_attrs(attr_name, param_obj_):
param_obj_.typeConverter = param_value_converter
setattr(pyspark_estimator_class, attr_name, param_obj_)
setattr(pyspark_model_class, attr_name, param_obj_)
for name in params_dict.keys():
doc = (
f"Refer to XGBoost doc of "
f"{get_class_name(pyspark_estimator_class._xgb_cls())} for this param {name}"
)
param_obj = Param(Params._dummy(), name=name, doc=doc)
set_param_attrs(name, param_obj)
fit_params_dict = pyspark_estimator_class._get_fit_params_default()
for name in fit_params_dict.keys():
doc = (
f"Refer to XGBoost doc of {get_class_name(pyspark_estimator_class._xgb_cls())}"
f".fit() for this param {name}"
)
if name == "callbacks":
doc += (
"The callbacks can be arbitrary functions. It is saved using cloudpickle "
"which is not a fully self-contained format. It may fail to load with "
"different versions of dependencies."
)
param_obj = Param(Params._dummy(), name=name, doc=doc)
set_param_attrs(name, param_obj)
predict_params_dict = pyspark_estimator_class._get_predict_params_default()
for name in predict_params_dict.keys():
doc = (
f"Refer to XGBoost doc of {get_class_name(pyspark_estimator_class._xgb_cls())}"
f".predict() for this param {name}"
)
param_obj = Param(Params._dummy(), name=name, doc=doc)
set_param_attrs(name, param_obj)