Dask is a parallel computing library built on Python. Dask allows easy management of distributed workers and excels at handling large distributed data science workflows. The implementation in XGBoost originates from dask-xgboost with some extended functionalities and a different interface. Right now it is still under construction and may change (with proper warnings) in the future. The tutorial here focuses on basic usage of dask with CPU tree algorithms. For an overview of GPU based training and internal workings, see A New, Official Dask API for XGBoost.
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Dask can be installed using either pip or conda (see the dask installation documentation for more information). For accelerating XGBoost with GPUs, dask-cuda is recommended for creating GPU clusters.
A dask cluster consists of three different components: a centralized scheduler, one or more workers, and one or more clients which act as the user-facing entry point for submitting tasks to the cluster. When using XGBoost with dask, one needs to call the XGBoost dask interface from the client side. Below is a small example which illustrates basic usage of running XGBoost on a dask cluster:
import xgboost as xgb
import dask.array as da
import dask.distributed
cluster = dask.distributed.LocalCluster(n_workers=4, threads_per_worker=1)
client = dask.distributed.Client(cluster)
# X and y must be Dask dataframes or arrays
num_obs = 1e5
num_features = 20
X = da.random.random(
size=(num_obs, num_features)
)
y = da.random.choice(
a=[0, 1],
size=num_obs,
replace=True
)
dtrain = xgb.dask.DaskDMatrix(client, X, y)
output = xgb.dask.train(client,
{'verbosity': 2,
'tree_method': 'hist',
'objective': 'binary:logistic'
},
dtrain,
num_boost_round=4, evals=[(dtrain, 'train')])
Here we first create a cluster in single-node mode with dask.distributed.LocalCluster, then
connect a dask.distributed.Client to this cluster, setting up an environment for later computation.
We then create a DaskDMatrix object and pass it to train, along with some other parameters,
much like XGBoost’s normal, non-dask interface. Unlike that interface, data and label must
be either Dask DataFrame or
Dask Array instances.
The primary difference with XGBoost’s dask interface is
we pass our dask client as an additional argument for carrying out the computation. Note that if
client is set to None, XGBoost will use the default client returned by dask.
There are two sets of APIs implemented in XGBoost. The first set is functional API
illustrated in above example. Given the data and a set of parameters, the train function
returns a model and the computation history as a Python dictionary:
{'booster': Booster,
'history': dict}
For prediction, pass the output returned by train into xgb.dask.predict:
prediction = xgb.dask.predict(client, output, dtrain)
Or equivalently, pass output['booster']:
prediction = xgb.dask.predict(client, output['booster'], dtrain)
Here prediction is a dask Array object containing predictions from model.
Alternatively, XGBoost also implements the Scikit-Learn interface with DaskXGBClassifier
and DaskXGBRegressor. See xgboost/demo/dask for more examples.
In previous example we used DaskDMatrix as input to predict function. In
practice, it’s also possible to call predict function directly on dask collections
like Array and DataFrame and might have better prediction performance. When
DataFrame is used as prediction input, the result is a dask Series instead of
array. Also, there’s inplace predict support on dask interface, which can help reducing
both memory usage and prediction time.
# dtrain is the DaskDMatrix defined above.
prediction = xgb.dask.predict(client, booster, dtrain)
or equivalently:
# where X is a dask DataFrame or dask Array.
prediction = xgb.dask.predict(client, booster, X)
Also for inplace prediction:
booster.set_param({'predictor': 'gpu_predictor'})
# where X is a dask DataFrame or dask Array.
prediction = xgb.dask.inplace_predict(client, booster, X)
LocalCluster is mostly used for testing. In real world applications some other
clusters might be preferred. Examples are like LocalCUDACluster for single node
multi-GPU instance, manually launched cluster by using command line utilities like
dask-worker from distributed for not yet automated environments. Some special
clusters like KubeCluster from dask-kubernetes package are also possible. The
dask API in xgboost is orthogonal to the cluster type and can be used with any of them. A
typical testing workflow with KubeCluster looks like this:
from dask_kubernetes import KubeCluster # Need to install the ``dask-kubernetes`` package
from dask.distributed import Client
import xgboost as xgb
import dask
import dask.array as da
dask.config.set({"kubernetes.scheduler-service-type": "LoadBalancer",
"kubernetes.scheduler-service-wait-timeout": 360,
"distributed.comm.timeouts.connect": 360})
def main():
'''Connect to a remote kube cluster with GPU nodes and run training on it.'''
m = 1000
n = 10
kWorkers = 2 # assuming you have 2 GPU nodes on that cluster.
# You need to work out the worker-spec youself. See document in dask_kubernetes for
# its usage. Here we just want to show that XGBoost works on various clusters.
cluster = KubeCluster.from_yaml('worker-spec.yaml', deploy_mode='remote')
cluster.scale(kWorkers) # scale to use all GPUs
with Client(cluster) as client:
X = da.random.random(size=(m, n), chunks=100)
y = da.random.random(size=(m, ), chunks=100)
regressor = xgb.dask.DaskXGBRegressor(n_estimators=10, missing=0.0)
regressor.client = client
regressor.set_params(tree_method='gpu_hist')
regressor.fit(X, y, eval_set=[(X, y)])
if __name__ == '__main__':
# Launch the kube cluster on somewhere like GKE, then run this as client process.
# main function will connect to that cluster and start training xgboost model.
main()
However, these clusters might have their subtle differences like network configuration, or specific cluster implementation might contains bugs that we are not aware of. Open an issue if such case is found and there’s no documentation on how to resolve it in that cluster implementation.
XGBoost has built in support for parallel computation through threads by the setting
nthread parameter (n_jobs for scikit-learn). If these parameters are set, they
will override the configuration in Dask. For example:
with dask.distributed.LocalCluster(n_workers=7, threads_per_worker=4) as cluster:
There are 4 threads allocated for each dask worker. Then by default XGBoost will use 4
threads in each process for both training and prediction. But if nthread parameter is
set:
output = xgb.dask.train(client,
{'verbosity': 1,
'nthread': 8,
'tree_method': 'hist'},
dtrain,
num_boost_round=4, evals=[(dtrain, 'train')])
XGBoost will use 8 threads in each training process.
New in version 1.2.0.
XGBoost’s dask interface supports the new asyncio in Python and can be integrated into
asynchronous workflows. For using dask with asynchronous operations, please refer to
this dask example and document in
distributed. To use XGBoost’s
dask interface asynchronously, the client which is passed as an argument for training and
prediction must be operating in asynchronous mode by specifying asynchronous=True when the
client is created (example below). All functions (including DaskDMatrix) provided
by the functional interface will then return coroutines which can then be awaited to retrieve
their result.
Functional interface:
async with dask.distributed.Client(scheduler_address, asynchronous=True) as client:
X, y = generate_array()
m = await xgb.dask.DaskDMatrix(client, X, y)
output = await xgb.dask.train(client, {}, dtrain=m)
with_m = await xgb.dask.predict(client, output, m)
with_X = await xgb.dask.predict(client, output, X)
inplace = await xgb.dask.inplace_predict(client, output, X)
# Use `client.compute` instead of the `compute` method from dask collection
print(await client.compute(with_m))
While for the Scikit-Learn interface, trivial methods like set_params and accessing class
attributes like evals_result_ do not require await. Other methods involving
actual computation will return a coroutine and hence require awaiting:
async with dask.distributed.Client(scheduler_address, asynchronous=True) as client:
X, y = generate_array()
regressor = await xgb.dask.DaskXGBRegressor(verbosity=1, n_estimators=2)
regressor.set_params(tree_method='hist') # trivial method, synchronous operation
regressor.client = client # accessing attribute, synchronous operation
regressor = await regressor.fit(X, y, eval_set=[(X, y)])
prediction = await regressor.predict(X)
# Use `client.compute` instead of the `compute` method from dask collection
print(await client.compute(prediction))
DaskDMatrix so slow and throws weird errors¶The dask API in XGBoost requires construction of DaskDMatrix. With the Scikit-Learn
interface, DaskDMatrix is implicitly constructed for all input data during the fit or
predict steps. You might have observed that DaskDMatrix construction can take large amounts of time,
and sometimes throws errors that don’t seem to be relevant to DaskDMatrix. Here is a
brief explanation for why. By default most dask computations are lazily evaluated, which
means that computation is not carried out until you explicitly ask for a result by, for example,
calling compute(). See the previous link for details in dask, and this wiki for information on the general concept of lazy evaluation.
The DaskDMatrix constructor forces lazy computations to be evaluated, which means it’s
where all your earlier computation actually being carried out, including operations like
dd.read_csv(). To isolate the computation in DaskDMatrix from other lazy
computations, one can explicitly wait for results of input data before constructing a DaskDMatrix.
Also dask’s diagnostics dashboard can be used to
monitor what operations are currently being performed.
Here are some pratices on reducing memory usage with dask and xgboost.
In a distributed work flow, data is best loaded by dask collections directly instead of
loaded by client process. When loading with client process is unavoidable, use
client.scatter to distribute data from client process to workers. See [2] for a
nice summary.
When using GPU input, like dataframe loaded by dask_cudf, you can try
xgboost.dask.DaskDeviceQuantileDMatrix as a drop in replacement for DaskDMatrix
to reduce overall memory usage. See demo/dask/gpu_training.py for an example.
Use inplace prediction when possible.
References:
Basic functionality including model training and generating classification and regression predictions have been implemented. However, there are still some other limitations we haven’t addressed yet:
Label encoding for the DaskXGBClassifier classifier may not be supported. So users need
to encode their training labels into discrete values first.
Ranking is not yet supported.
Callback functions are not tested.