xgboost/tests/python-gpu/test_gpu_with_sklearn.py

import json
import os
import sys
import tempfile
from concurrent.futures import ThreadPoolExecutor

import numpy as np
import pytest

import xgboost as xgb
from xgboost import testing as tm
from xgboost.testing.ranking import run_ranking_qid_df

sys.path.append("tests/python")
import test_with_sklearn as twskl  # noqa

pytestmark = pytest.mark.skipif(**tm.no_sklearn())

rng = np.random.RandomState(1994)


def test_gpu_binary_classification():
    from sklearn.datasets import load_digits
    from sklearn.model_selection import KFold

    digits = load_digits(n_class=2)
    y = digits["target"]
    X = digits["data"]
    kf = KFold(n_splits=2, shuffle=True, random_state=rng)
    for cls in (xgb.XGBClassifier, xgb.XGBRFClassifier):
        for train_index, test_index in kf.split(X, y):
            xgb_model = cls(
                random_state=42, tree_method="gpu_hist", n_estimators=4, gpu_id="0"
            ).fit(X[train_index], y[train_index])
            preds = xgb_model.predict(X[test_index])
            labels = y[test_index]
            err = sum(
                1 for i in range(len(preds)) if int(preds[i] > 0.5) != labels[i]
            ) / float(len(preds))
            assert err < 0.1


@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.skipif(**tm.no_cudf())
def test_boost_from_prediction_gpu_hist():
    import cudf
    import cupy as cp
    from sklearn.datasets import load_breast_cancer, load_digits

    tree_method = "gpu_hist"
    X, y = load_breast_cancer(return_X_y=True)
    X, y = cp.array(X), cp.array(y)

    twskl.run_boost_from_prediction_binary(tree_method, X, y, None)
    twskl.run_boost_from_prediction_binary(tree_method, X, y, cudf.DataFrame)

    X, y = load_digits(return_X_y=True)
    X, y = cp.array(X), cp.array(y)

    twskl.run_boost_from_prediction_multi_clasas(
        xgb.XGBClassifier, tree_method, X, y, None
    )
    twskl.run_boost_from_prediction_multi_clasas(
        xgb.XGBClassifier, tree_method, X, y, cudf.DataFrame
    )


def test_num_parallel_tree():
    twskl.run_housing_rf_regression("gpu_hist")


@pytest.mark.skipif(**tm.no_pandas())
@pytest.mark.skipif(**tm.no_cudf())
@pytest.mark.skipif(**tm.no_sklearn())
def test_categorical():
    import cudf
    import cupy as cp
    import pandas as pd
    from sklearn.datasets import load_svmlight_file

    data_dir = tm.data_dir(__file__)
    X, y = load_svmlight_file(os.path.join(data_dir, "agaricus.txt.train"))
    clf = xgb.XGBClassifier(
        tree_method="gpu_hist",
        enable_categorical=True,
        n_estimators=10,
    )
    X = pd.DataFrame(X.todense()).astype("category")
    clf.fit(X, y)

    with tempfile.TemporaryDirectory() as tempdir:
        model = os.path.join(tempdir, "categorial.json")
        clf.save_model(model)

        with open(model) as fd:
            categorical = json.load(fd)
            categories_sizes = np.array(
                categorical["learner"]["gradient_booster"]["model"]["trees"][0][
                    "categories_sizes"
                ]
            )
            assert categories_sizes.shape[0] != 0
            np.testing.assert_allclose(categories_sizes, 1)

    def check_predt(X, y):
        reg = xgb.XGBRegressor(
            tree_method="gpu_hist", enable_categorical=True, n_estimators=64
        )
        reg.fit(X, y)
        predts = reg.predict(X)
        booster = reg.get_booster()
        assert "c" in booster.feature_types
        assert len(booster.feature_types) == 1
        inp_predts = booster.inplace_predict(X)
        if isinstance(inp_predts, cp.ndarray):
            inp_predts = cp.asnumpy(inp_predts)
        np.testing.assert_allclose(predts, inp_predts)

    y = [1, 2, 3]
    X = pd.DataFrame({"f0": ["a", "b", "c"]})
    X["f0"] = X["f0"].astype("category")
    check_predt(X, y)

    X = cudf.DataFrame(X)
    check_predt(X, y)


@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.skipif(**tm.no_cudf())
def test_classififer():
    import cudf
    import cupy as cp
    from sklearn.datasets import load_digits

    X, y = load_digits(return_X_y=True)
    y *= 10

    clf = xgb.XGBClassifier(tree_method="hist", n_estimators=1, device="cuda")

    # numpy
    with pytest.raises(ValueError, match=r"Invalid classes.*"):
        clf.fit(X, y)

    # cupy
    X, y = cp.array(X), cp.array(y)
    with pytest.raises(ValueError, match=r"Invalid classes.*"):
        clf.fit(X, y)

    # cudf
    X, y = cudf.DataFrame(X), cudf.DataFrame(y)
    with pytest.raises(ValueError, match=r"Invalid classes.*"):
        clf.fit(X, y)

    # pandas
    X, y = load_digits(return_X_y=True, as_frame=True)
    y *= 10
    with pytest.raises(ValueError, match=r"Invalid classes.*"):
        clf.fit(X, y)


@pytest.mark.skipif(**tm.no_pandas())
def test_ranking_qid_df():
    import cudf

    run_ranking_qid_df(cudf, "gpu_hist")


@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.mgpu
def test_device_ordinal() -> None:
    import cupy as cp

    n_devices = 2

    def worker(ordinal: int, correct_ordinal: bool) -> None:
        if correct_ordinal:
            cp.cuda.runtime.setDevice(ordinal)
        else:
            cp.cuda.runtime.setDevice((ordinal + 1) % n_devices)

        X, y, w = tm.make_regression(4096, 12, use_cupy=True)
        reg = xgb.XGBRegressor(device=f"cuda:{ordinal}", tree_method="hist")

        if correct_ordinal:
            reg.fit(
                X, y, sample_weight=w, eval_set=[(X, y)], sample_weight_eval_set=[w]
            )
            assert tm.non_increasing(reg.evals_result()["validation_0"]["rmse"])
            return

        with pytest.raises(ValueError, match="Invalid device ordinal"):
            reg.fit(
                X, y, sample_weight=w, eval_set=[(X, y)], sample_weight_eval_set=[w]
            )

    with ThreadPoolExecutor(max_workers=os.cpu_count()) as executor:
        futures = []
        n_trials = 32
        for i in range(n_trials):
            fut = executor.submit(
                worker, ordinal=i % n_devices, correct_ordinal=i % 3 != 0
            )
            futures.append(fut)

        for fut in futures:
            fut.result()

    cp.cuda.runtime.setDevice(0)