ray-project--ray/python/ray/train/v2/xgboost/xgboost_trainer.py

import logging
from typing import TYPE_CHECKING, Any, Callable, Dict, Optional, Union

import ray.train
from ray.train import Checkpoint
from ray.train.trainer import GenDataset
from ray.train.v2.api.config import RunConfig, ScalingConfig
from ray.train.v2.api.data_parallel_trainer import DataParallelTrainer
from ray.train.v2.api.validation_config import ValidationConfig
from ray.util.annotations import Deprecated

if TYPE_CHECKING:
    from ray.train.xgboost import XGBoostConfig

logger = logging.getLogger(__name__)


class XGBoostTrainer(DataParallelTrainer):
    """A Trainer for distributed data-parallel XGBoost training.

    Example:

        .. testcode::

            import xgboost

            import ray.data
            import ray.train
            from ray.train.xgboost import RayTrainReportCallback
            from ray.train.xgboost import XGBoostTrainer

            def train_fn_per_worker(config: dict):
                # (Optional) Add logic to resume training state from a checkpoint.
                # ray.train.get_checkpoint()

                # 1. Get the dataset shard for the worker and convert to a `xgboost.DMatrix`
                train_ds_iter, eval_ds_iter = (
                    ray.train.get_dataset_shard("train"),
                    ray.train.get_dataset_shard("validation"),
                )
                train_ds, eval_ds = train_ds_iter.materialize(), eval_ds_iter.materialize()

                train_df, eval_df = train_ds.to_pandas(), eval_ds.to_pandas()
                train_X, train_y = train_df.drop("y", axis=1), train_df["y"]
                eval_X, eval_y = eval_df.drop("y", axis=1), eval_df["y"]

                dtrain = xgboost.DMatrix(train_X, label=train_y)
                deval = xgboost.DMatrix(eval_X, label=eval_y)

                params = {
                    "tree_method": "approx",
                    "objective": "reg:squarederror",
                    "eta": 1e-4,
                    "subsample": 0.5,
                    "max_depth": 2,
                }

                # 2. Do distributed data-parallel training.
                # Ray Train sets up the necessary coordinator processes and
                # environment variables for your workers to communicate with each other.
                bst = xgboost.train(
                    params,
                    dtrain=dtrain,
                    evals=[(deval, "validation")],
                    num_boost_round=1,
                    callbacks=[RayTrainReportCallback()],
                )

            train_ds = ray.data.from_items([{"x": x, "y": x + 1} for x in range(32)])
            eval_ds = ray.data.from_items([{"x": x, "y": x + 1} for x in range(16)])
            trainer = XGBoostTrainer(
                train_fn_per_worker,
                datasets={"train": train_ds, "validation": eval_ds},
                scaling_config=ray.train.ScalingConfig(num_workers=2),
            )
            result = trainer.fit()
            booster = RayTrainReportCallback.get_model(result.checkpoint)

    Args:
        train_loop_per_worker: The training function to execute on each worker.
            This function can either take in zero arguments or a single ``Dict``
            argument which is set by defining ``train_loop_config``.
            Within this function you can use any of the
            :ref:`Ray Train Loop utilities <train-loop-api>`.
        train_loop_config: A configuration ``Dict`` to pass in as an argument to
            ``train_loop_per_worker``.
            This is typically used for specifying hyperparameters.
        xgboost_config: The configuration for setting up the distributed xgboost
            backend. Defaults to using the "rabit" backend.
            See :class:`~ray.train.xgboost.XGBoostConfig` for more info.
        scaling_config: The configuration for how to scale data parallel training.
            ``num_workers`` determines how many Python processes are used for training,
            and ``use_gpu`` determines whether or not each process should use GPUs.
            See :class:`~ray.train.ScalingConfig` for more info.
        run_config: The configuration for the execution of the training run.
            See :class:`~ray.train.RunConfig` for more info.
        datasets: The Ray Datasets to ingest for training.
            Datasets are keyed by name (``{name: dataset}``).
            Each dataset can be accessed from within the ``train_loop_per_worker``
            by calling ``ray.train.get_dataset_shard(name)``.
            Sharding and additional configuration can be done by
            passing in a ``dataset_config``.
        dataset_config: The configuration for ingesting the input ``datasets``.
            By default, all the Ray Dataset are split equally across workers.
            See :class:`~ray.train.DataConfig` for more details.
        validation_config: [Alpha] Configuration for checkpoint validation.
            If provided and ``ray.train.report`` is called with the ``validation``
            argument, Ray Train will validate the reported checkpoint using
            the validation function specified in this config.
        metadata: [Deprecated]
        resume_from_checkpoint: [Deprecated]
        label_column: [Deprecated] Legacy XGBoostTrainer API.
        params: [Deprecated] Legacy XGBoostTrainer API.
        num_boost_round: [Deprecated] Legacy XGBoostTrainer API.
    """

    def __init__(
        self,
        train_loop_per_worker: Union[Callable[[], Any], Callable[[Dict], Any]],
        *,
        train_loop_config: Optional[Dict] = None,
        xgboost_config: Optional["XGBoostConfig"] = None,
        scaling_config: Optional[ScalingConfig] = None,
        run_config: Optional[RunConfig] = None,
        datasets: Optional[Dict[str, GenDataset]] = None,
        dataset_config: Optional[ray.train.DataConfig] = None,
        validation_config: Optional[ValidationConfig] = None,
        # TODO: [Deprecated]
        metadata: Optional[Dict[str, Any]] = None,
        resume_from_checkpoint: Optional[Checkpoint] = None,
        # TODO(justinvyu): [Deprecated] Legacy XGBoostTrainer API
        label_column: Optional[str] = None,
        params: Optional[Dict[str, Any]] = None,
        num_boost_round: Optional[int] = None,
    ):
        if (
            label_column is not None
            or params is not None
            or num_boost_round is not None
        ):
            raise DeprecationWarning(
                "The legacy XGBoostTrainer API is deprecated. "
                "Please switch to passing in a custom `train_loop_per_worker` "
                "function instead. "
                "See this issue for more context: "
                "https://github.com/ray-project/ray/issues/50042"
            )

        from ray.train.xgboost import XGBoostConfig

        super(XGBoostTrainer, self).__init__(
            train_loop_per_worker=train_loop_per_worker,
            train_loop_config=train_loop_config,
            backend_config=xgboost_config or XGBoostConfig(),
            scaling_config=scaling_config,
            dataset_config=dataset_config,
            run_config=run_config,
            datasets=datasets,
            resume_from_checkpoint=resume_from_checkpoint,
            metadata=metadata,
            validation_config=validation_config,
        )

    @classmethod
    @Deprecated
    def get_model(cls, checkpoint: Checkpoint):
        """[Deprecated] Retrieve the XGBoost model stored in this checkpoint."""
        raise DeprecationWarning(
            "`XGBoostTrainer.get_model` is deprecated. "
            "Use `RayTrainReportCallback.get_model` instead."
        )