wehub-resource-sync
357 lines
12 KiB
ReStructuredText
357 lines
12 KiB
ReStructuredText
.. _train-xgboost:
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Get Started with Distributed Training using XGBoost
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===================================================
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This tutorial walks through the process of converting an existing XGBoost script to use Ray Train.
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Learn how to:
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1. Configure a :ref:`training function <train-overview-training-function>` to report metrics and save checkpoints.
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2. Configure :ref:`scaling <train-overview-scaling-config>` and CPU or GPU resource requirements for a training job.
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3. Launch a distributed training job with a :class:`~ray.train.xgboost.XGBoostTrainer`.
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Quickstart
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----------
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For reference, the final code will look something like this:
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.. testcode::
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:skipif: True
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import ray.train
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from ray.train.xgboost import XGBoostTrainer
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def train_func():
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# Your XGBoost training code here.
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...
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scaling_config = ray.train.ScalingConfig(num_workers=2, resources_per_worker={"CPU": 4})
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trainer = XGBoostTrainer(train_func, scaling_config=scaling_config)
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result = trainer.fit()
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1. `train_func` is the Python code that executes on each distributed training worker.
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2. :class:`~ray.train.ScalingConfig` defines the number of distributed training workers and whether to use GPUs.
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3. :class:`~ray.train.xgboost.XGBoostTrainer` launches the distributed training job.
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Compare a XGBoost training script with and without Ray Train.
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.. tab-set::
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.. tab-item:: XGBoost + Ray Train
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.. literalinclude:: ./doc_code/xgboost_quickstart.py
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:emphasize-lines: 3-4, 7-8, 11, 15-16, 19-20, 48, 53, 56-64
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:language: python
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:start-after: __xgboost_ray_start__
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:end-before: __xgboost_ray_end__
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.. tab-item:: XGBoost
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.. literalinclude:: ./doc_code/xgboost_quickstart.py
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:language: python
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:start-after: __xgboost_start__
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:end-before: __xgboost_end__
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Set up a training function
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--------------------------
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First, update your training code to support distributed training.
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Begin by wrapping your `native <https://xgboost.readthedocs.io/en/latest/python/python_intro.html>`_
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or `scikit-learn estimator <https://xgboost.readthedocs.io/en/latest/python/sklearn_estimator.html>`_
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XGBoost training code in a :ref:`training function <train-overview-training-function>`:
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.. testcode::
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:skipif: True
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def train_func():
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# Your native XGBoost training code here.
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dmatrix = ...
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xgboost.train(...)
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Each distributed training worker executes this function.
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You can also specify the input argument for `train_func` as a dictionary via the Trainer's `train_loop_config`. For example:
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.. testcode:: python
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:skipif: True
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def train_func(config):
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label_column = config["label_column"]
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num_boost_round = config["num_boost_round"]
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...
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config = {"label_column": "y", "num_boost_round": 10}
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trainer = ray.train.xgboost.XGBoostTrainer(train_func, train_loop_config=config, ...)
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.. warning::
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Avoid passing large data objects through `train_loop_config` to reduce the
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serialization and deserialization overhead. Instead,
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initialize large objects (e.g. datasets, models) directly in `train_func`.
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.. code-block:: diff
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def load_dataset():
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# Return a large in-memory dataset
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...
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def load_model():
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# Return a large in-memory model instance
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...
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-config = {"data": load_dataset(), "model": load_model()}
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def train_func(config):
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- data = config["data"]
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- model = config["model"]
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+ data = load_dataset()
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+ model = load_model()
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...
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trainer = ray.train.xgboost.XGBoostTrainer(train_func, train_loop_config=config, ...)
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Ray Train automatically performs the worker communication setup that is needed to do distributed xgboost training.
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Report metrics and save checkpoints
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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To persist your checkpoints and monitor training progress, add a
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:class:`ray.train.xgboost.RayTrainReportCallback` utility callback to your Trainer:
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.. testcode:: python
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:skipif: True
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import xgboost
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from ray.train.xgboost import RayTrainReportCallback
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def train_func():
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...
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bst = xgboost.train(
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...,
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callbacks=[
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RayTrainReportCallback(
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metrics=["eval-logloss"], frequency=1
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)
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],
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)
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...
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Reporting metrics and checkpoints to Ray Train enables :ref:`fault-tolerant training <train-fault-tolerance>` and the integration with Ray Tune.
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Loading data
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------------
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When running distributed XGBoost training, each worker should use a different shard of the dataset.
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.. testcode:: python
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:skipif: True
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def get_train_dataset(world_rank: int) -> xgboost.DMatrix:
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# Define logic to get the DMatrix shard for this worker rank
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...
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def get_eval_dataset(world_rank: int) -> xgboost.DMatrix:
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# Define logic to get the DMatrix for each worker
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...
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def train_func():
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rank = ray.train.get_world_rank()
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dtrain = get_train_dataset(rank)
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deval = get_eval_dataset(rank)
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...
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A common way to do this is to pre-shard the dataset and then assign each worker a different set of files to read.
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Pre-sharding the dataset is not very flexible to changes in the number of workers, since some workers may be assigned more data than others. For more flexibility, Ray Data provides a solution for sharding the dataset at runtime.
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Use Ray Data to shard the dataset
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^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
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:ref:`Ray Data <data>` is a distributed data processing library that allows you to easily shard and distribute your data across multiple workers.
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First, load your **entire** dataset as a Ray Data Dataset.
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Reference the :ref:`Ray Data Quickstart <data_quickstart>` for more details on how to load and preprocess data from different sources.
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.. testcode:: python
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:skipif: True
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train_dataset = ray.data.read_parquet("s3://path/to/entire/train/dataset/dir")
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eval_dataset = ray.data.read_parquet("s3://path/to/entire/eval/dataset/dir")
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In the training function, you can access the dataset shards for this worker using :meth:`ray.train.get_dataset_shard`.
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Convert this into a native `xgboost.DMatrix <https://xgboost.readthedocs.io/en/stable/python/python_api.html#xgboost.DMatrix>`_.
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.. testcode:: python
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:skipif: True
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def get_dmatrix(dataset_name: str) -> xgboost.DMatrix:
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shard = ray.train.get_dataset_shard(dataset_name)
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df = shard.materialize().to_pandas()
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X, y = df.drop("target", axis=1), df["target"]
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return xgboost.DMatrix(X, label=y)
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def train_func():
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dtrain = get_dmatrix("train")
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deval = get_dmatrix("eval")
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...
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Finally, pass the dataset to the Trainer. This will automatically shard the dataset across the workers. These keys must match the keys used when calling ``get_dataset_shard`` in the training function.
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.. testcode:: python
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:skipif: True
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trainer = XGBoostTrainer(..., datasets={"train": train_dataset, "eval": eval_dataset})
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trainer.fit()
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For more details, see :ref:`data-ingest-torch`.
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Configure scale and GPUs
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------------------------
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Outside of your training function, create a :class:`~ray.train.ScalingConfig` object to configure:
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1. :class:`num_workers <ray.train.ScalingConfig>` - The number of distributed training worker processes.
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2. :class:`use_gpu <ray.train.ScalingConfig>` - Whether each worker should use a GPU (or CPU).
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3. :class:`resources_per_worker <ray.train.ScalingConfig>` - The number of CPUs or GPUs per worker.
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.. testcode::
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from ray.train import ScalingConfig
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# 4 nodes with 8 CPUs each.
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scaling_config = ScalingConfig(num_workers=4, resources_per_worker={"CPU": 8})
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.. note::
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When using Ray Data with Ray Train, be careful not to request all available CPUs in your cluster with the `resources_per_worker` parameter.
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Ray Data needs CPU resources to execute data preprocessing operations in parallel.
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If all CPUs are allocated to training workers, Ray Data operations may be bottlenecked, leading to reduced performance.
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A good practice is to leave some portion of CPU resources available for Ray Data operations.
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For example, if your cluster has 8 CPUs per node, you might allocate 6 CPUs to training workers and leave 2 CPUs for Ray Data:
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.. testcode::
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# Allocate 6 CPUs per worker, leaving resources for Ray Data operations
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scaling_config = ScalingConfig(num_workers=4, resources_per_worker={"CPU": 6})
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In order to use GPUs, you will need to set the `use_gpu` parameter to `True` in your :class:`~ray.train.ScalingConfig` object.
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This will request and assign a single GPU per worker.
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.. testcode::
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# 1 node with 8 CPUs and 4 GPUs each.
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scaling_config = ScalingConfig(num_workers=4, use_gpu=True)
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# 4 nodes with 8 CPUs and 4 GPUs each.
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scaling_config = ScalingConfig(num_workers=16, use_gpu=True)
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When using GPUs, you will also need to update your training function to use the assigned GPU.
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This can be done by setting the `"device"` parameter as `"cuda"`.
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For more details on XGBoost's GPU support, see the `XGBoost GPU documentation <https://xgboost.readthedocs.io/en/stable/gpu/index.html>`__.
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.. code-block:: diff
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def train_func():
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...
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params = {
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...,
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+ "device": "cuda",
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}
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bst = xgboost.train(
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params,
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...
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)
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Configure persistent storage
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----------------------------
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Create a :class:`~ray.train.RunConfig` object to specify the path where results
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(including checkpoints and artifacts) will be saved.
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.. testcode::
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from ray.train import RunConfig
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# Local path (/some/local/path/unique_run_name)
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run_config = RunConfig(storage_path="/some/local/path", name="unique_run_name")
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# Shared cloud storage URI (s3://bucket/unique_run_name)
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run_config = RunConfig(storage_path="s3://bucket", name="unique_run_name")
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# Shared NFS path (/mnt/nfs/unique_run_name)
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run_config = RunConfig(storage_path="/mnt/nfs", name="unique_run_name")
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.. warning::
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Specifying a *shared storage location* (such as cloud storage or NFS) is
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*optional* for single-node clusters, but it is **required for multi-node clusters.**
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Using a local path will :ref:`raise an error <multinode-local-storage-warning>`
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during checkpointing for multi-node clusters.
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For more details, see :ref:`persistent-storage-guide`.
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Launch a training job
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---------------------
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Tying this all together, you can now launch a distributed training job
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with a :class:`~ray.train.xgboost.XGBoostTrainer`.
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.. testcode::
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:hide:
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from ray.train import ScalingConfig
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train_func = lambda: None
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scaling_config = ScalingConfig(num_workers=1)
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run_config = None
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.. testcode::
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from ray.train.xgboost import XGBoostTrainer
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trainer = XGBoostTrainer(
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train_func, scaling_config=scaling_config, run_config=run_config
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)
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result = trainer.fit()
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Access training results
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-----------------------
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After training completes, a :class:`~ray.train.Result` object is returned which contains
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information about the training run, including the metrics and checkpoints reported during training.
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.. testcode::
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result.metrics # The metrics reported during training.
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result.checkpoint # The latest checkpoint reported during training.
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result.path # The path where logs are stored.
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result.error # The exception that was raised, if training failed.
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For more usage examples, see :ref:`train-inspect-results`.
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Next steps
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----------
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After you have converted your XGBoost training script to use Ray Train:
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* See :ref:`User Guides <train-user-guides>` to learn more about how to perform specific tasks.
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* Browse the :doc:`Examples <examples>` for end-to-end examples of how to use Ray Train.
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* Consult the :ref:`API Reference <train-api>` for more details on the classes and methods from this tutorial. |