xgboost/doc/jvm/xgboost4j_spark_gpu_tutorial.rst
Bobby Wang 89d6419fd5
[jvm-packages] add doc for xgboost4j-spark-gpu (#7779)
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
2022-04-07 11:35:01 +08:00

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XGBoost4J-Spark-GPU Tutorial (version 1.6.0+)
#############################################
**XGBoost4J-Spark-GPU** is a project aiming to accelerate XGBoost distributed training on Spark from
end to end with GPUs by leveraging the `Spark-Rapids <https://nvidia.github.io/spark-rapids/>`_ project.
This tutorial will show you how to use **XGBoost4J-Spark-GPU**.
.. contents::
:backlinks: none
:local:
************************************************
Build an ML Application with XGBoost4J-Spark-GPU
************************************************
Adding XGBoost to Your Project
==============================
Before we go into the tour of how to use XGBoost4J-Spark-GPU, you should first consult
:ref:`Installation from Maven repository <install_jvm_packages>` in order to add XGBoost4J-Spark-GPU as
a dependency for your project. We provide both stable releases and snapshots.
Data Preparation
================
In this section, we use `Iris <https://archive.ics.uci.edu/ml/datasets/iris>`_ dataset as an example to
showcase how we use Spark to transform raw dataset and make it fit to the data interface of XGBoost.
Iris dataset is shipped in CSV format. Each instance contains 4 features, "sepal length", "sepal width",
"petal length" and "petal width". In addition, it contains the "class" column, which is essentially the
label with three possible values: "Iris Setosa", "Iris Versicolour" and "Iris Virginica".
Read Dataset with Spark's Built-In Reader
-----------------------------------------
.. code-block:: scala
import org.apache.spark.sql.SparkSession
import org.apache.spark.sql.types.{DoubleType, StringType, StructField, StructType}
val spark = SparkSession.builder().getOrCreate()
val labelName = "class"
val schema = new StructType(Array(
StructField("sepal length", DoubleType, true),
StructField("sepal width", DoubleType, true),
StructField("petal length", DoubleType, true),
StructField("petal width", DoubleType, true),
StructField(labelName, StringType, true)))
val xgbInput = spark.read.option("header", "false")
.schema(schema)
.csv(dataPath)
At the first line, we create an instance of `SparkSession <https://spark.apache.org/docs/latest/sql-getting-started.html#starting-point-sparksession>`_
which is the entry of any Spark program working with DataFrame. The ``schema`` variable
defines the schema of DataFrame wrapping Iris data. With this explicitly set schema, we
can define the columns' name as well as their types; otherwise the column name would be
the default ones derived by Spark, such as ``_col0``, etc. Finally, we can use Spark's
built-in csv reader to load Iris csv file as a DataFrame named ``xgbInput``.
Spark also contains many built-in readers for other format. eg ORC, Parquet, Avro, Json.
Transform Raw Iris Dataset
--------------------------
To make Iris dataset be recognizable to XGBoost, we need to encode String-typed
label, i.e. "class", to Double-typed label.
One way to convert the String-typed label to Double is to use Spark's built-in feature transformer
`StringIndexer <https://spark.apache.org/docs/2.3.1/api/scala/index.html#org.apache.spark.ml.feature.StringIndexer>`_.
but it has not been accelerated by Spark-Rapids yet, which means it will fall back
to CPU to run and cause performance issue. Instead, we use an alternative way to acheive
the same goal by the following code
.. code-block:: scala
import org.apache.spark.sql.expressions.Window
import org.apache.spark.sql.functions._
val spec = Window.orderBy(labelName)
val Array(train, test) = xgbInput
.withColumn("tmpClassName", dense_rank().over(spec) - 1)
.drop(labelName)
.withColumnRenamed("tmpClassName", labelName)
.randomSplit(Array(0.7, 0.3), seed = 1)
train.show(5)
.. code-block:: none
+------------+-----------+------------+-----------+-----+
|sepal length|sepal width|petal length|petal width|class|
+------------+-----------+------------+-----------+-----+
| 4.3| 3.0| 1.1| 0.1| 0|
| 4.4| 2.9| 1.4| 0.2| 0|
| 4.4| 3.0| 1.3| 0.2| 0|
| 4.4| 3.2| 1.3| 0.2| 0|
| 4.6| 3.2| 1.4| 0.2| 0|
+------------+-----------+------------+-----------+-----+
With window operations, we have mapped string column of labels to label indices.
Training
========
The GPU version of XGBoost-Spark supports both regression and classification
models. Although we use the Iris dataset in this tutorial to show how we use
``XGBoost/XGBoost4J-Spark-GPU`` to resolve a multi-classes classification problem, the
usage in Regression is very similar to classification.
To train a XGBoost model for classification, we need to claim a XGBoostClassifier first:
.. code-block:: scala
import ml.dmlc.xgboost4j.scala.spark.XGBoostClassifier
val xgbParam = Map(
"objective" -> "multi:softprob",
"num_class" -> 3,
"num_round" -> 100,
"tree_method" -> "gpu_hist",
"num_workers" -> 1)
val featuresNames = schema.fieldNames.filter(name => name != labelName)
val xgbClassifier = new XGBoostClassifier(xgbParam)
.setFeaturesCol(featuresNames)
.setLabelCol(labelName)
The available parameters for training a XGBoost model can be found in :doc:`here </parameter>`.
Similar to the XGBoost4J-Spark package, in addition to the default set of parameters,
XGBoost4J-Spark-GPU also supports the camel-case variant of these parameters to be
consistent with Spark's MLLIB naming convention.
Specifically, each parameter in :doc:`this page </parameter>` has its equivalent form in
XGBoost4J-Spark-GPU with camel case. For example, to set ``max_depth`` for each tree, you can pass
parameter just like what we did in the above code snippet (as ``max_depth`` wrapped in a Map), or
you can do it through setters in XGBoostClassifer:
.. code-block:: scala
val xgbClassifier = new XGBoostClassifier(xgbParam)
.setFeaturesCol(featuresNames)
.setLabelCol(labelName)
xgbClassifier.setMaxDepth(2)
.. note::
In contrast to the XGBoost4J-Spark package, which needs to first assemble the numeric
feature columns into one column with VectorUDF type by VectorAssembler, the
XGBoost4J-Spark-GPU does not require such transformation, it accepts an array of feature
column names by ``setFeaturesCol(value: Array[String])``.
After we set XGBoostClassifier parameters and feature/label columns, we can build a
transformer, XGBoostClassificationModel by fitting XGBoostClassifier with the input
DataFrame. This ``fit`` operation is essentially the training process and the generated
model can then be used in other tasks like prediction.
.. code-block:: scala
val xgbClassificationModel = xgbClassifier.fit(train)
Prediction
==========
When we get a model, either XGBoostClassificationModel or XGBoostRegressionModel, it takes a DataFrame,
read the column containing feature vectors, predict for each feature vector, and output a new DataFrame
with the following columns by default:
* XGBoostClassificationModel will output margins (``rawPredictionCol``), probabilities(``probabilityCol``) and the eventual prediction labels (``predictionCol``) for each possible label.
* XGBoostRegressionModel will output prediction label(``predictionCol``).
.. code-block:: scala
val xgbClassificationModel = xgbClassifier.fit(train)
val results = xgbClassificationModel.transform(test)
results.show()
With the above code snippet, we get a DataFrame as result, which contains the margin, probability for each class,
and the prediction for each instance
.. code-block:: none
+------------+-----------+------------------+-------------------+-----+--------------------+--------------------+----------+
|sepal length|sepal width| petal length| petal width|class| rawPrediction| probability|prediction|
+------------+-----------+------------------+-------------------+-----+--------------------+--------------------+----------+
| 4.5| 2.3| 1.3|0.30000000000000004| 0|[3.16666603088378...|[0.98853939771652...| 0.0|
| 4.6| 3.1| 1.5| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 4.8| 3.1| 1.6| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 4.8| 3.4| 1.6| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 4.8| 3.4|1.9000000000000001| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 4.9| 2.4| 3.3| 1.0| 1|[-2.1498908996582...|[0.00596602633595...| 1.0|
| 4.9| 2.5| 4.5| 1.7| 2|[-2.1498908996582...|[0.00596602633595...| 1.0|
| 5.0| 3.5| 1.3|0.30000000000000004| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.1| 2.5| 3.0| 1.1| 1|[3.16666603088378...|[0.98853939771652...| 0.0|
| 5.1| 3.3| 1.7| 0.5| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.1| 3.5| 1.4| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.1| 3.8| 1.6| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.2| 3.4| 1.4| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.2| 3.5| 1.5| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.2| 4.1| 1.5| 0.1| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.4| 3.9| 1.7| 0.4| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.5| 2.4| 3.8| 1.1| 1|[-2.1498908996582...|[0.00596602633595...| 1.0|
| 5.5| 4.2| 1.4| 0.2| 0|[3.25857257843017...|[0.98969423770904...| 0.0|
| 5.7| 2.5| 5.0| 2.0| 2|[-2.1498908996582...|[0.00280966912396...| 2.0|
| 5.7| 3.0| 4.2| 1.2| 1|[-2.1498908996582...|[0.00643939292058...| 1.0|
+------------+-----------+------------------+-------------------+-----+--------------------+--------------------+----------+
**********************
Submit the application
**********************
Take submitting the spark job to Spark Standalone cluster as an example, and assuming your application main class
is ``Iris`` and the application jar is ``iris-1.0.0.jar``
.. code-block:: bash
cudf_version=22.02.0
rapids_version=22.02.0
xgboost_version=1.6.0
main_class=Iris
app_jar=iris-1.0.0.jar
spark-submit \
--master $master \
--packages ai.rapids:cudf:${cudf_version},com.nvidia:rapids-4-spark_2.12:${rapids_version},ml.dmlc:xgboost4j-gpu_2.12:${xgboost_version},ml.dmlc:xgboost4j-spark-gpu_2.12:${xgboost_version} \
--conf spark.executor.cores=12 \
--conf spark.task.cpus=1 \
--conf spark.executor.resource.gpu.amount=1 \
--conf spark.task.resource.gpu.amount=0.08 \
--conf spark.rapids.sql.csv.read.double.enabled=true \
--conf spark.rapids.sql.hasNans=false \
--conf spark.plugins=com.nvidia.spark.SQLPlugin \
--class ${main_class} \
${app_jar}
* First, we need to specify the ``spark-rapids, cudf, xgboost4j-gpu, xgboost4j-spark-gpu`` packages by ``--packages``
* Second, ``spark-rapids`` is a Spark plugin, so we need to configure it by specifying ``spark.plugins=com.nvidia.spark.SQLPlugin``
For details about ``spark-rapids`` other configurations, please refer to `configuration <https://nvidia.github.io/spark-rapids/docs/configs.html>`_.
For ``spark-rapids Frequently Asked Questions``, please refer to
`frequently-asked-questions <https://nvidia.github.io/spark-rapids/docs/FAQ.html#frequently-asked-questions>`_.