mars.learn.contrib.xgboost.train 源代码

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# Licensed under the Apache License, Version 2.0 (the "License");
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#
#      http://www.apache.org/licenses/LICENSE-2.0
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import itertools
import pickle
from collections import OrderedDict, defaultdict

import numpy as np

from .... import opcodes as OperandDef
from ....core import OutputType
from ....core.context import get_context
from ....core.operand import MergeDictOperand
from ....serialization.serializables import FieldTypes, DictField, KeyField, ListField
from ....utils import ensure_own_data
from .start_tracker import StartTracker
from .dmatrix import ToDMatrix, to_dmatrix


def _on_serialize_evals(evals_val):
    if evals_val is None:
        return None
    return [list(x) for x in evals_val]


class XGBTrain(MergeDictOperand):
    _op_type_ = OperandDef.XGBOOST_TRAIN

    _params = DictField("params", key_type=FieldTypes.string)
    _dtrain = KeyField("dtrain")
    _evals = ListField("evals", on_serialize=_on_serialize_evals)
    _kwargs = DictField("kwargs", key_type=FieldTypes.string)
    _tracker = KeyField("tracker")

    def __init__(
        self,
        params=None,
        dtrain=None,
        evals=None,
        kwargs=None,
        tracker=None,
        gpu=None,
        **kw
    ):
        super().__init__(
            _params=params,
            _dtrain=dtrain,
            _evals=evals,
            _kwargs=kwargs,
            _tracker=tracker,
            gpu=gpu,
            **kw
        )
        if self.output_types is None:
            self.output_types = [OutputType.object]

    @property
    def params(self):
        return self._params

    @property
    def dtrain(self):
        return self._dtrain

    @property
    def evals(self):
        return self._evals

    @property
    def kwargs(self):
        return self._kwargs

    @property
    def tracker(self):
        return self._tracker

    def _set_inputs(self, inputs):
        super()._set_inputs(inputs)
        self._dtrain = self._inputs[0]
        rest = self._inputs[1:]
        if self._tracker is not None:
            self._tracker = self._inputs[-1]
            rest = rest[:-1]
        if self._evals is not None:
            evals_dict = OrderedDict(self._evals)
            new_evals_dict = OrderedDict()
            for new_key, val in zip(rest, evals_dict.values()):
                new_evals_dict[new_key] = val
            self._evals = list(new_evals_dict.items())

    def __call__(self):
        inputs = [self._dtrain]
        if self._evals is not None:
            inputs.extend(e[0] for e in self._evals)
        return self.new_tileable(inputs)

    @staticmethod
    def _get_dmatrix_chunks_workers(ctx, dmatrix):
        # dmatrix_chunk.inputs is concat, and concat's input is the coallocated chunks
        metas = ctx.get_chunks_meta(
            [c.inputs[0].inputs[0].key for c in dmatrix.chunks], fields=["bands"]
        )
        return [m["bands"][0][0] for m in metas]

    @classmethod
    def tile(cls, op):
        ctx = get_context()

        inp = op.inputs[0]
        in_chunks = inp.chunks
        workers = cls._get_dmatrix_chunks_workers(ctx, inp)
        worker_to_in_chunks = dict(zip(workers, in_chunks))
        n_chunk = len(in_chunks)
        out_chunks = []
        worker_to_evals = defaultdict(list)
        if op.evals is not None:
            for dm, ev in op.evals:
                ev_workers = cls._get_dmatrix_chunks_workers(ctx, dm)
                for ev_worker, ev_chunk in zip(ev_workers, dm.chunks):
                    worker_to_evals[ev_worker].append((ev_chunk, ev))

        all_workers = set(workers)
        all_workers.update(worker_to_evals)

        i = itertools.count(n_chunk)
        tracker_chunk = StartTracker(
            n_workers=len(all_workers), pure_depends=[True] * n_chunk
        ).new_chunk(in_chunks, shape=())
        for worker in all_workers:
            chunk_op = op.copy().reset_key()
            chunk_op.expect_worker = worker
            chunk_op._tracker = tracker_chunk
            if worker in worker_to_in_chunks:
                in_chunk = worker_to_in_chunks[worker]
            else:
                in_chunk_op = ToDMatrix(
                    data=None,
                    label=None,
                    weight=None,
                    base_margin=None,
                    missing=inp.op.missing,
                    feature_names=inp.op.feature_names,
                    feature_types=inp.op.feature_types,
                    _output_types=inp.op.output_types,
                )
                params = inp.params.copy()
                params["index"] = (next(i),)
                params["shape"] = (0, inp.shape[1])
                in_chunk = in_chunk_op.new_chunk(None, kws=[params])
            chunk_evals = list(worker_to_evals.get(worker, list()))
            chunk_op._evals = chunk_evals
            input_chunks = (
                [in_chunk] + [pair[0] for pair in chunk_evals] + [tracker_chunk]
            )
            out_chunk = chunk_op.new_chunk(
                input_chunks, shape=(np.nan,), index=in_chunk.index[:1]
            )
            out_chunks.append(out_chunk)

        new_op = op.copy()
        return new_op.new_tileables(
            op.inputs, chunks=out_chunks, nsplits=((np.nan for _ in out_chunks),)
        )

    @classmethod
    def execute(cls, ctx, op):
        if op.merge:
            return super().execute(ctx, op)

        from xgboost import train, rabit

        dtrain = ToDMatrix.get_xgb_dmatrix(ensure_own_data(ctx[op.dtrain.key]))
        evals = tuple()
        if op.evals is not None:
            eval_dmatrices = [
                ToDMatrix.get_xgb_dmatrix(ensure_own_data(ctx[t[0].key]))
                for t in op.evals
            ]
            evals = tuple((m, ev[1]) for m, ev in zip(eval_dmatrices, op.evals))
        params = op.params

        if op.tracker is None:
            # non distributed
            local_history = dict()
            kwargs = dict() if op.kwargs is None else op.kwargs
            bst = train(
                params, dtrain, evals=evals, evals_result=local_history, **kwargs
            )
            ctx[op.outputs[0].key] = {
                "booster": pickle.dumps(bst),
                "history": local_history,
            }
        else:
            # distributed
            rabit_args = ctx[op.tracker.key]
            rabit.init(
                [
                    arg.tobytes() if isinstance(arg, memoryview) else arg
                    for arg in rabit_args
                ]
            )
            try:
                local_history = dict()
                bst = train(
                    params, dtrain, evals=evals, evals_result=local_history, **op.kwargs
                )
                ret = {"booster": pickle.dumps(bst), "history": local_history}
                if rabit.get_rank() != 0:
                    ret = {}
                ctx[op.outputs[0].key] = ret
            finally:
                rabit.finalize()


[文档]def train(params, dtrain, evals=(), **kwargs): """ Train XGBoost model in Mars manner. Parameters ---------- Parameters are the same as `xgboost.train`. Returns ------- results: Booster """ evals_result = kwargs.pop("evals_result", dict()) session = kwargs.pop("session", None) run_kwargs = kwargs.pop("run_kwargs", dict()) processed_evals = [] if evals: for eval_dmatrix, name in evals: if not isinstance(name, str): raise TypeError("evals must a list of pairs (DMatrix, string)") if hasattr(eval_dmatrix, "op") and isinstance(eval_dmatrix.op, ToDMatrix): processed_evals.append((eval_dmatrix, name)) else: processed_evals.append((to_dmatrix(eval_dmatrix), name)) op = XGBTrain(params=params, dtrain=dtrain, evals=processed_evals, kwargs=kwargs) t = op() ret = t.execute(session=session, **run_kwargs).fetch(session=session) evals_result.update(ret["history"]) bst = pickle.loads(ret["booster"]) num_class = params.get("num_class") if num_class: bst.set_attr(num_class=str(num_class)) return bst