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test_gpu_with_dask.py
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test_gpu_with_dask.py
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import sys
import os
from typing import Type, TypeVar, Any, Dict, List
import pytest
import numpy as np
import asyncio
import xgboost
import subprocess
from collections import OrderedDict
from inspect import signature
from hypothesis import given, strategies, settings, note
from hypothesis._settings import duration
from test_gpu_updaters import parameter_strategy
if sys.platform.startswith("win"):
pytest.skip("Skipping dask tests on Windows", allow_module_level=True)
sys.path.append("tests/python")
from test_with_dask import run_empty_dmatrix_reg # noqa
from test_with_dask import run_empty_dmatrix_auc # noqa
from test_with_dask import run_auc # noqa
from test_with_dask import run_boost_from_prediction # noqa
from test_with_dask import run_dask_classifier # noqa
from test_with_dask import run_empty_dmatrix_cls # noqa
from test_with_dask import _get_client_workers # noqa
from test_with_dask import generate_array # noqa
from test_with_dask import kCols as random_cols # noqa
from test_with_dask import suppress # noqa
import testing as tm # noqa
try:
import dask.dataframe as dd
from xgboost import dask as dxgb
import xgboost as xgb
from dask.distributed import Client
from dask import array as da
from dask_cuda import LocalCUDACluster
import cudf
except ImportError:
pass
def run_with_dask_dataframe(DMatrixT: Type, client: Client) -> None:
import cupy as cp
cp.cuda.runtime.setDevice(0)
X, y, _ = generate_array()
X = dd.from_dask_array(X)
y = dd.from_dask_array(y)
X = X.map_partitions(cudf.from_pandas)
y = y.map_partitions(cudf.from_pandas)
dtrain = DMatrixT(client, X, y)
out = dxgb.train(client, {'tree_method': 'gpu_hist',
'debug_synchronize': True},
dtrain=dtrain,
evals=[(dtrain, 'X')],
num_boost_round=4)
assert isinstance(out['booster'], dxgb.Booster)
assert len(out['history']['X']['rmse']) == 4
predictions = dxgb.predict(client, out, dtrain).compute()
assert isinstance(predictions, np.ndarray)
series_predictions = dxgb.inplace_predict(client, out, X)
assert isinstance(series_predictions, dd.Series)
series_predictions = series_predictions.compute()
single_node = out['booster'].predict(
xgboost.DMatrix(X.compute()))
cp.testing.assert_allclose(single_node, predictions)
np.testing.assert_allclose(single_node,
series_predictions.to_array())
predt = dxgb.predict(client, out, X)
assert isinstance(predt, dd.Series)
T = TypeVar('T')
def is_df(part: T) -> T:
assert isinstance(part, cudf.DataFrame), part
return part
predt.map_partitions(
is_df,
meta=dd.utils.make_meta({'prediction': 'f4'}))
cp.testing.assert_allclose(
predt.values.compute(), single_node)
def run_with_dask_array(DMatrixT: Type, client: Client) -> None:
import cupy as cp
cp.cuda.runtime.setDevice(0)
X, y, _ = generate_array()
X = X.map_blocks(cp.asarray)
y = y.map_blocks(cp.asarray)
dtrain = DMatrixT(client, X, y)
out = dxgb.train(client, {'tree_method': 'gpu_hist',
'debug_synchronize': True},
dtrain=dtrain,
evals=[(dtrain, 'X')],
num_boost_round=2)
from_dmatrix = dxgb.predict(client, out, dtrain).compute()
inplace_predictions = dxgb.inplace_predict(
client, out, X).compute()
single_node = out['booster'].predict(
xgboost.DMatrix(X.compute()))
np.testing.assert_allclose(single_node, from_dmatrix)
device = cp.cuda.runtime.getDevice()
assert device == inplace_predictions.device.id
single_node = cp.array(single_node)
assert device == single_node.device.id
cp.testing.assert_allclose(
single_node,
inplace_predictions)
def to_cp(x: Any, DMatrixT: Type) -> Any:
import cupy
if isinstance(x, np.ndarray) and \
DMatrixT is dxgb.DaskDeviceQuantileDMatrix:
X = cupy.array(x)
else:
X = x
return X
def run_gpu_hist(
params: Dict,
num_rounds: int,
dataset: tm.TestDataset,
DMatrixT: Type,
client: Client,
) -> None:
params["tree_method"] = "gpu_hist"
params = dataset.set_params(params)
# It doesn't make sense to distribute a completely
# empty dataset.
if dataset.X.shape[0] == 0:
return
chunk = 128
X = to_cp(dataset.X, DMatrixT)
X = da.from_array(X, chunks=(chunk, dataset.X.shape[1]))
y = to_cp(dataset.y, DMatrixT)
y = da.from_array(y, chunks=(chunk,))
if dataset.w is not None:
w = to_cp(dataset.w, DMatrixT)
w = da.from_array(w, chunks=(chunk,))
else:
w = None
if DMatrixT is dxgb.DaskDeviceQuantileDMatrix:
m = DMatrixT(
client, data=X, label=y, weight=w, max_bin=params.get("max_bin", 256)
)
else:
m = DMatrixT(client, data=X, label=y, weight=w)
history = dxgb.train(
client,
params=params,
dtrain=m,
num_boost_round=num_rounds,
evals=[(m, "train")],
)["history"]
note(history)
assert tm.non_increasing(history["train"][dataset.metric])
def test_boost_from_prediction(local_cuda_cluster: LocalCUDACluster) -> None:
import cudf
from sklearn.datasets import load_breast_cancer
with Client(local_cuda_cluster) as client:
X_, y_ = load_breast_cancer(return_X_y=True)
X = dd.from_array(X_, chunksize=100).map_partitions(cudf.from_pandas)
y = dd.from_array(y_, chunksize=100).map_partitions(cudf.from_pandas)
run_boost_from_prediction(X, y, "gpu_hist", client)
class TestDistributedGPU:
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_cudf())
@pytest.mark.skipif(**tm.no_dask_cudf())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
def test_dask_dataframe(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
run_with_dask_dataframe(dxgb.DaskDMatrix, client)
run_with_dask_dataframe(dxgb.DaskDeviceQuantileDMatrix, client)
@given(
params=parameter_strategy,
num_rounds=strategies.integers(1, 20),
dataset=tm.dataset_strategy,
)
@settings(deadline=duration(seconds=120), suppress_health_check=suppress)
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.parametrize(
"local_cuda_cluster", [{"n_workers": 2}], indirect=["local_cuda_cluster"]
)
@pytest.mark.mgpu
def test_gpu_hist(
self,
params: Dict,
num_rounds: int,
dataset: tm.TestDataset,
local_cuda_cluster: LocalCUDACluster,
) -> None:
with Client(local_cuda_cluster) as client:
run_gpu_hist(params, num_rounds, dataset, dxgb.DaskDMatrix, client)
run_gpu_hist(
params, num_rounds, dataset, dxgb.DaskDeviceQuantileDMatrix, client
)
@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
def test_dask_array(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
run_with_dask_array(dxgb.DaskDMatrix, client)
run_with_dask_array(dxgb.DaskDeviceQuantileDMatrix, client)
@pytest.mark.skipif(**tm.no_cupy())
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
def test_early_stopping(self, local_cuda_cluster: LocalCUDACluster) -> None:
from sklearn.datasets import load_breast_cancer
with Client(local_cuda_cluster) as client:
X, y = load_breast_cancer(return_X_y=True)
X, y = da.from_array(X), da.from_array(y)
m = dxgb.DaskDMatrix(client, X, y)
valid = dxgb.DaskDMatrix(client, X, y)
early_stopping_rounds = 5
booster = dxgb.train(client, {'objective': 'binary:logistic',
'eval_metric': 'error',
'tree_method': 'gpu_hist'}, m,
evals=[(valid, 'Valid')],
num_boost_round=1000,
early_stopping_rounds=early_stopping_rounds)[
'booster']
assert hasattr(booster, 'best_score')
dump = booster.get_dump(dump_format='json')
assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
valid_X = X
valid_y = y
cls = dxgb.DaskXGBClassifier(objective='binary:logistic',
tree_method='gpu_hist',
n_estimators=100)
cls.client = client
cls.fit(X, y, early_stopping_rounds=early_stopping_rounds,
eval_set=[(valid_X, valid_y)])
booster = cls.get_booster()
dump = booster.get_dump(dump_format='json')
assert len(dump) - booster.best_iteration == early_stopping_rounds + 1
@pytest.mark.skipif(**tm.no_cudf())
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.parametrize("model", ["boosting"])
def test_dask_classifier(self, model, local_cuda_cluster: LocalCUDACluster) -> None:
import dask_cudf
with Client(local_cuda_cluster) as client:
X_, y_, w_ = generate_array(with_weights=True)
y_ = (y_ * 10).astype(np.int32)
X = dask_cudf.from_dask_dataframe(dd.from_dask_array(X_))
y = dask_cudf.from_dask_dataframe(dd.from_dask_array(y_))
w = dask_cudf.from_dask_dataframe(dd.from_dask_array(w_))
run_dask_classifier(X, y, w, model, client)
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
def test_empty_dmatrix(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
parameters = {'tree_method': 'gpu_hist',
'debug_synchronize': True}
run_empty_dmatrix_reg(client, parameters)
run_empty_dmatrix_cls(client, parameters)
def test_empty_dmatrix_auc(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
n_workers = len(_get_client_workers(client))
run_empty_dmatrix_auc(client, "gpu_hist", n_workers)
def test_auc(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
run_auc(client, "gpu_hist")
def test_data_initialization(self, local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
X, y, _ = generate_array()
fw = da.random.random((random_cols, ))
fw = fw - fw.min()
m = dxgb.DaskDMatrix(client, X, y, feature_weights=fw)
workers = _get_client_workers(client)
rabit_args = client.sync(dxgb._get_rabit_args, len(workers), client)
def worker_fn(worker_addr: str, data_ref: Dict) -> None:
with dxgb.RabitContext(rabit_args):
local_dtrain = dxgb._dmatrix_from_list_of_parts(**data_ref)
fw_rows = local_dtrain.get_float_info("feature_weights").shape[0]
assert fw_rows == local_dtrain.num_col()
futures = []
for i in range(len(workers)):
futures.append(
client.submit(
worker_fn,
workers[i],
m._create_fn_args(workers[i]),
pure=False,
workers=[workers[i]]
)
)
client.gather(futures)
def test_interface_consistency(self) -> None:
sig = OrderedDict(signature(dxgb.DaskDMatrix).parameters)
del sig["client"]
ddm_names = list(sig.keys())
sig = OrderedDict(signature(dxgb.DaskDeviceQuantileDMatrix).parameters)
del sig["client"]
del sig["max_bin"]
ddqdm_names = list(sig.keys())
assert len(ddm_names) == len(ddqdm_names)
# between dask
for i in range(len(ddm_names)):
assert ddm_names[i] == ddqdm_names[i]
sig = OrderedDict(signature(xgb.DMatrix).parameters)
del sig["nthread"] # no nthread in dask
dm_names = list(sig.keys())
sig = OrderedDict(signature(xgb.DeviceQuantileDMatrix).parameters)
del sig["nthread"]
del sig["max_bin"]
dqdm_names = list(sig.keys())
# between single node
assert len(dm_names) == len(dqdm_names)
for i in range(len(dm_names)):
assert dm_names[i] == dqdm_names[i]
# ddm <-> dm
for i in range(len(ddm_names)):
assert ddm_names[i] == dm_names[i]
# dqdm <-> ddqdm
for i in range(len(ddqdm_names)):
assert ddqdm_names[i] == dqdm_names[i]
sig = OrderedDict(signature(xgb.XGBRanker.fit).parameters)
ranker_names = list(sig.keys())
sig = OrderedDict(signature(xgb.dask.DaskXGBRanker.fit).parameters)
dranker_names = list(sig.keys())
for rn, drn in zip(ranker_names, dranker_names):
assert rn == drn
def run_quantile(self, name: str, local_cuda_cluster: LocalCUDACluster) -> None:
if sys.platform.startswith("win"):
pytest.skip("Skipping dask tests on Windows")
exe = None
for possible_path in {'./testxgboost', './build/testxgboost',
'../build/testxgboost', '../gpu-build/testxgboost'}:
if os.path.exists(possible_path):
exe = possible_path
assert exe, 'No testxgboost executable found.'
test = "--gtest_filter=GPUQuantile." + name
def runit(
worker_addr: str, rabit_args: List[bytes]
) -> subprocess.CompletedProcess:
port_env = ''
# setup environment for running the c++ part.
for arg in rabit_args:
if arg.decode('utf-8').startswith('DMLC_TRACKER_PORT'):
port_env = arg.decode('utf-8')
port = port_env.split('=')
env = os.environ.copy()
env[port[0]] = port[1]
return subprocess.run([str(exe), test], env=env, stdout=subprocess.PIPE)
with Client(local_cuda_cluster) as client:
workers = _get_client_workers(client)
rabit_args = client.sync(dxgb._get_rabit_args, workers, client)
futures = client.map(runit,
workers,
pure=False,
workers=workers,
rabit_args=rabit_args)
results = client.gather(futures)
for ret in results:
msg = ret.stdout.decode('utf-8')
assert msg.find('1 test from GPUQuantile') != -1, msg
assert ret.returncode == 0, msg
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
@pytest.mark.gtest
def test_quantile_basic(self, local_cuda_cluster: LocalCUDACluster) -> None:
self.run_quantile('AllReduceBasic', local_cuda_cluster)
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
@pytest.mark.gtest
def test_quantile_same_on_all_workers(
self, local_cuda_cluster: LocalCUDACluster
) -> None:
self.run_quantile('SameOnAllWorkers', local_cuda_cluster)
async def run_from_dask_array_asyncio(scheduler_address: str) -> dxgb.TrainReturnT:
async with Client(scheduler_address, asynchronous=True) as client:
import cupy as cp
X, y, _ = generate_array()
X = X.map_blocks(cp.array)
y = y.map_blocks(cp.array)
m = await xgboost.dask.DaskDeviceQuantileDMatrix(client, X, y)
output = await xgboost.dask.train(client, {'tree_method': 'gpu_hist'},
dtrain=m)
with_m = await xgboost.dask.predict(client, output, m)
with_X = await xgboost.dask.predict(client, output, X)
inplace = await xgboost.dask.inplace_predict(client, output, X)
assert isinstance(with_m, da.Array)
assert isinstance(with_X, da.Array)
assert isinstance(inplace, da.Array)
cp.testing.assert_allclose(await client.compute(with_m),
await client.compute(with_X))
cp.testing.assert_allclose(await client.compute(with_m),
await client.compute(inplace))
client.shutdown()
return output
@pytest.mark.skipif(**tm.no_dask())
@pytest.mark.skipif(**tm.no_dask_cuda())
@pytest.mark.mgpu
def test_with_asyncio(local_cuda_cluster: LocalCUDACluster) -> None:
with Client(local_cuda_cluster) as client:
address = client.scheduler.address
output = asyncio.run(run_from_dask_array_asyncio(address))
assert isinstance(output['booster'], xgboost.Booster)
assert isinstance(output['history'], dict)