def shap_explain(booster,
datasource,
dataset,
summary_params,
result_table="",
is_pai=False,
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None):
tree_explainer = shap.TreeExplainer(booster)
shap_values = tree_explainer.shap_values(dataset)
if result_table:
if is_pai:
conn = PaiIOConnection.from_table(result_table)
else:
conn = db.connect_with_data_source(datasource)
# TODO(typhoonzero): the shap_values is may be a
# list of shape [3, num_samples, num_features],
# use the first dimension here, should find out
# when to use the other two. When shap_values is
# not a list it can be directly used.
if isinstance(shap_values, list):
to_write = shap_values[0]
else:
to_write = shap_values
columns = list(dataset.columns)
with db.buffered_db_writer(conn, result_table, columns) as w:
for row in to_write:
w.write(list(row))
conn.close()
if summary_params.get("plot_type") == "decision":
shap_interaction_values = tree_explainer.shap_interaction_values(
dataset)
expected_value = tree_explainer.expected_value
if isinstance(shap_interaction_values, list):
shap_interaction_values = shap_interaction_values[0]
if isinstance(expected_value, list):
expected_value = expected_value[0]
plot_func = lambda: shap.decision_plot( # noqa: E731
expected_value,
shap_interaction_values,
dataset,
show=False,
feature_display_range=slice(None, -40, -1),
alpha=1)
else:
plot_func = lambda: shap.summary_plot( # noqa: E731
shap_values, dataset, show=False, **summary_params)
explainer.plot_and_save(plot_func,
oss_dest=oss_dest,
oss_ak=oss_ak,
oss_sk=oss_sk,
oss_endpoint=oss_endpoint,
oss_bucket_name=oss_bucket_name,
filename='summary')
def pai_download_table_data_worker(dname, feature_metas, feature_column_names,
label_meta, pai_table, slice_id,
slice_count, feature_column_code,
raw_data_dir):
import runtime.xgboost as xgboost_extended
if isinstance(feature_column_code, dict):
# NOTE(typhoonzero): feature_column_code is a dict of
# runtime.feature.column in refactored step code.
feature_column_transformers = compile_ir_feature_columns(
feature_column_code, EstimatorType.XGBOOST)
transform_fn = \
xgboost_extended.feature_column.ComposedColumnTransformer(
feature_column_names,
*feature_column_transformers["feature_columns"])
else:
feature_column_transformers = eval('[{}]'.format(feature_column_code))
transform_fn = \
xgboost_extended.feature_column.ComposedColumnTransformer(
feature_column_names, *feature_column_transformers)
conn = PaiIOConnection.from_table(pai_table, slice_id, slice_count)
gen = db.db_generator(conn, None, label_meta=label_meta)()
selected_cols = db.selected_cols(conn, None)
filename = "{}/{}.txt".format(dname, slice_id)
dump_dmatrix(filename,
gen,
feature_column_names,
feature_metas,
label_meta,
selected_cols,
transform_fn=transform_fn,
raw_data_dir=raw_data_dir)
def evaluate(datasource,
estimator_string,
select,
result_table,
feature_columns,
feature_column_names,
feature_metas={},
label_meta={},
model_params={},
validation_metrics=["Accuracy"],
save="",
batch_size=1,
validation_steps=None,
verbose=0,
pai_table=""):
FLAGS = define_tf_flags()
set_oss_environs(FLAGS)
estimator_cls = import_model(estimator_string)
is_estimator = is_tf_estimator(estimator_cls)
set_log_level(verbose, is_estimator)
is_pai = True if pai_table else False
eval_dataset = get_dataset_fn(select,
datasource,
feature_column_names,
feature_metas,
label_meta,
is_pai=is_pai,
pai_table=pai_table,
batch_size=batch_size)
model_params.update(feature_columns)
pop_optimizer_and_loss(model_params)
if is_estimator:
with open("exported_path", "r") as fid:
exported_path = str(fid.read())
model_params["warm_start_from"] = exported_path
estimator = estimator_cls(**model_params)
result_metrics = estimator_evaluate(estimator, eval_dataset,
validation_metrics)
else:
keras_model = init_model_with_feature_column(estimator_cls,
model_params)
keras_model_pkg = sys.modules[estimator_cls.__module__]
result_metrics = keras_evaluate(keras_model, eval_dataset, save,
keras_model_pkg, validation_metrics)
if result_table:
metric_name_list = ["loss"] + validation_metrics
if is_pai:
conn = PaiIOConnection.from_table(result_table)
else:
conn = db.connect_with_data_source(datasource)
write_result_metrics(result_metrics, metric_name_list, result_table,
conn)
conn.close()
def shap_explain(datasource,
select,
feature_field_meta,
feature_column_names,
label_meta,
summary_params,
result_table="",
is_pai=False,
pai_explain_table="",
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None,
transform_fn=None,
feature_column_code=""):
x = xgb_shap_dataset(datasource,
select,
feature_column_names,
label_meta,
feature_field_meta,
is_pai,
pai_explain_table,
transform_fn=transform_fn,
feature_column_code=feature_column_code)
shap_values, shap_interaction_values, expected_value = xgb_shap_values(x)
if result_table != "":
if is_pai:
from runtime.dbapi.paiio import PaiIOConnection
conn = PaiIOConnection.from_table(result_table)
else:
conn = db.connect_with_data_source(datasource)
# TODO(typhoonzero): the shap_values is may be a
# list of shape [3, num_samples, num_features],
# use the first dimension here, should find out
# when to use the other two. When shap_values is
# not a list it can be directly used.
if isinstance(shap_values, list):
to_write = shap_values[0]
else:
to_write = shap_values
write_shap_values(to_write, conn, result_table, feature_column_names)
if summary_params.get("plot_type") == "decision":
explainer.plot_and_save(
lambda: shap.decision_plot(expected_value,
shap_interaction_values,
x,
show=False,
feature_display_range=slice(
None, -40, -1),
alpha=1), oss_dest, oss_ak, oss_sk,
oss_endpoint, oss_bucket_name)
else:
explainer.plot_and_save(
lambda: shap.summary_plot(
shap_values, x, show=False, **summary_params), oss_dest,
oss_ak, oss_sk, oss_endpoint, oss_bucket_name)
def pred_imp(datasource,
select,
feature_metas,
feature_column_names,
train_label_meta,
pred_label_meta,
result_table,
is_pai=False,
pai_table="",
model_params=None,
train_params=None,
transform_fn=None,
feature_column_code="",
rank=0,
nworkers=1):
print("rank={} nworkers={}".format(rank, nworkers))
if not is_pai:
conn = db.connect_with_data_source(datasource)
else:
conn = PaiIOConnection.from_table(pai_table)
dpred = xgb_dataset(
datasource=datasource,
fn='predict.txt',
dataset_sql=select,
feature_metas=feature_metas,
feature_column_names=feature_column_names,
label_meta=None,
is_pai=is_pai,
pai_table=pai_table,
pai_single_file=True,
cache=True,
batch_size=DEFAULT_PREDICT_BATCH_SIZE,
rank=rank,
nworkers=nworkers,
transform_fn=transform_fn,
feature_column_code=feature_column_code,
raw_data_dir="predict.raw.dir") # NOTE: default to use external memory
bst = xgb.Booster({'nthread': 4}) # init model
bst.load_model("my_model") # load data
print("{} Start predicting XGBoost model...".format(datetime.now()))
if not model_params:
model_params = load_metadata("model_meta.json")["attributes"]
selected_cols = db.selected_cols(conn, select)
feature_file_id = 0
train_label_name = train_label_meta["feature_name"]
pred_label_name = pred_label_meta["feature_name"]
for pred_dmatrix in dpred:
predict_and_store_result(bst, pred_dmatrix, feature_file_id,
model_params, selected_cols, train_label_name,
pred_label_name, feature_column_names,
feature_metas, is_pai, conn, result_table,
rank)
feature_file_id += 1
print("{} Done predicting. Predict table: {}".format(
datetime.now(), result_table))
def pred(datasource,
estimator_string,
select,
result_table,
feature_columns,
feature_column_names,
feature_column_names_map,
train_label_name,
result_col_name,
feature_metas={},
model_params={},
pred_params={},
save="",
batch_size=1,
pai_table=""):
estimator = import_model(estimator_string)
model_params.update(feature_columns)
is_estimator = is_tf_estimator(estimator)
if pai_table != "":
conn = PaiIOConnection.from_table(pai_table)
selected_cols = db.selected_cols(conn, None)
predict_generator = db.db_generator(conn, None)
else:
conn = db.connect_with_data_source(datasource)
selected_cols = db.selected_cols(conn, select)
predict_generator = db.db_generator(conn, select)
pop_optimizer_and_loss(model_params)
if pred_params is None:
extra_result_cols = []
else:
extra_result_cols = pred_params.get("extra_outputs", "")
extra_result_cols = [
c.strip() for c in extra_result_cols.split(",") if c.strip()
]
if not is_estimator:
if not issubclass(estimator, tf.keras.Model):
# functional model need field_metas parameter
model_params["field_metas"] = feature_metas
print("Start predicting using keras model...")
keras_predict(estimator, model_params, save, result_table,
feature_column_names, feature_metas, train_label_name,
result_col_name, conn, predict_generator, selected_cols,
extra_result_cols)
else:
# TODO(sneaxiy): support extra_result_cols for estimator
model_params['model_dir'] = save
print("Start predicting using estimator model...")
estimator_predict(result_table, feature_column_names, feature_metas,
train_label_name, result_col_name, conn,
predict_generator, selected_cols)
print("Done predicting. Predict table : %s" % result_table)
def explain(datasource,
select,
feature_field_meta,
feature_column_names,
label_meta,
summary_params,
explainer="TreeExplainer",
result_table="",
is_pai=False,
pai_explain_table="",
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None,
transform_fn=None,
feature_column_code=""):
if explainer == "XGBoostExplainer":
if result_table == "":
raise ValueError("""XGBoostExplainer must use with INTO to output
result to a table.""")
bst = xgb.Booster()
bst.load_model("my_model")
gain_map = bst.get_score(importance_type="gain")
fscore_map = bst.get_fscore()
if is_pai:
from runtime.dbapi.paiio import PaiIOConnection
conn = PaiIOConnection.from_table(result_table)
else:
conn = db.connect_with_data_source(datasource)
all_feature_keys = list(gain_map.keys())
all_feature_keys.sort()
with db.buffered_db_writer(conn, result_table,
["feature", "fscore", "gain"], 100) as w:
for fkey in all_feature_keys:
row = [fkey, fscore_map[fkey], gain_map[fkey]]
w.write(list(row))
else:
# when explainer is "" or "TreeExplainer" use SHAP by default.
shap_explain(datasource,
select,
feature_field_meta,
feature_column_names,
label_meta,
summary_params,
result_table=result_table,
is_pai=is_pai,
pai_explain_table=pai_explain_table,
oss_dest=oss_dest,
oss_ak=oss_ak,
oss_sk=oss_sk,
oss_endpoint=oss_endpoint,
oss_bucket_name=oss_bucket_name,
transform_fn=transform_fn,
feature_column_code=feature_column_code)
def pred(datasource,
select,
feature_metas,
feature_column_names,
train_label_meta,
pred_label_meta,
result_table,
is_pai=False,
hdfs_namenode_addr="",
hive_location="",
hdfs_user="",
hdfs_pass="",
pai_table="",
model_params=None,
train_params=None,
transform_fn=None,
feature_column_code=""):
if not is_pai:
conn = db.connect_with_data_source(datasource)
else:
conn = PaiIOConnection.from_table(pai_table)
dpred = xgb_dataset(
datasource=datasource,
fn='predict.txt',
dataset_sql=select,
feature_metas=feature_metas,
feature_column_names=feature_column_names,
label_meta=None,
is_pai=is_pai,
pai_table=pai_table,
pai_single_file=True,
cache=True,
batch_size=DEFAULT_PREDICT_BATCH_SIZE,
transform_fn=transform_fn,
feature_column_code=feature_column_code,
raw_data_dir="predict.raw.dir") # NOTE: default to use external memory
bst = xgb.Booster({'nthread': 4}) # init model
bst.load_model("my_model") # load data
print("Start predicting XGBoost model...")
selected_cols = db.selected_cols(conn, select)
feature_file_id = 0
train_label_name = train_label_meta["feature_name"]
pred_label_name = pred_label_meta["feature_name"]
for pred_dmatrix in dpred:
predict_and_store_result(bst, pred_dmatrix, feature_file_id,
model_params, selected_cols, train_label_name,
pred_label_name, feature_column_names,
feature_metas, is_pai, conn, result_table,
hdfs_namenode_addr, hive_location, hdfs_user,
hdfs_pass)
feature_file_id += 1
print("Done predicting. Predict table : %s" % result_table)
def _explain(datasource,
estimator_string,
select,
feature_columns,
feature_column_names,
feature_metas={},
label_meta={},
model_params={},
save="",
pai_table="",
plot_type='bar',
result_table="",
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None):
estimator_cls = import_model(estimator_string)
FLAGS = tf.app.flags.FLAGS
model_params["model_dir"] = FLAGS.checkpointDir
model_params.update(feature_columns)
def _input_fn():
dataset = input_fn("",
datasource,
feature_column_names,
feature_metas,
label_meta,
is_pai=True,
pai_table=pai_table)
return dataset.batch(1).cache()
estimator = init_model_with_feature_column(estimator_cls, model_params)
driver = "paiio"
conn = PaiIOConnection.from_table(result_table) if result_table else None
if estimator_cls in (tf.estimator.BoostedTreesClassifier,
tf.estimator.BoostedTreesRegressor):
explain_boosted_trees(datasource, estimator, _input_fn, plot_type,
result_table, feature_column_names, driver, conn,
"", "", "", "", oss_dest, oss_ak, oss_sk,
oss_endpoint, oss_bucket_name)
else:
shap_dataset = pd.DataFrame(columns=feature_column_names)
for i, (features, label) in enumerate(_input_fn()):
shap_dataset.loc[i] = [
item.numpy()[0][0] for item in features.values()
]
explain_dnns(datasource, estimator, shap_dataset, plot_type,
result_table, feature_column_names, driver, conn, "", "",
"", "", oss_dest, oss_ak, oss_sk, oss_endpoint,
oss_bucket_name)
def get_pai_table_slice_count(table, nworkers, batch_size):
if batch_size is None or batch_size <= 0:
batch_size = 4096 # default batch_size
row_cnt = PaiIOConnection.from_table(table).get_table_row_num()
assert row_cnt >= nworkers, "Data number {} should not " \
"less than worker number {}"\
.format(row_cnt, nworkers)
slice_num_per_worker = max(int(row_cnt / (nworkers * batch_size)), 1)
slice_count = slice_num_per_worker * nworkers
print('row_cnt = {}, slice_count = {}, nworkers = {}'.format(
row_cnt, slice_count, nworkers))
return slice_count
def _evaluate(datasource,
estimator_string,
select,
result_table,
feature_columns,
feature_column_names,
feature_metas={},
label_meta={},
model_params={},
validation_metrics=["Accuracy"],
save="",
batch_size=1,
validation_steps=None,
verbose=0,
pai_table=""):
estimator_cls = import_model(estimator_string)
is_estimator = is_tf_estimator(estimator_cls)
set_log_level(verbose, is_estimator)
eval_dataset = get_dataset_fn(select,
datasource,
feature_column_names,
feature_metas,
label_meta,
is_pai=True,
pai_table=pai_table,
batch_size=batch_size)
model_params.update(feature_columns)
pop_optimizer_and_loss(model_params)
if is_estimator:
FLAGS = tf.app.flags.FLAGS
model_params["model_dir"] = FLAGS.checkpointDir
estimator = estimator_cls(**model_params)
result_metrics = estimator_evaluate(estimator, eval_dataset,
validation_metrics)
else:
keras_model = init_model_with_feature_column(estimator, model_params)
keras_model_pkg = sys.modules[estimator_cls.__module__]
result_metrics = keras_evaluate(keras_model, eval_dataset, save,
keras_model_pkg, validation_metrics)
if result_table:
metric_name_list = ["loss"] + validation_metrics
write_result_metrics(result_metrics, metric_name_list, result_table,
PaiIOConnection.from_table(result_table))
def evaluate(datasource,
select,
feature_metas,
feature_column_names,
label_meta,
result_table,
validation_metrics=["accuracy_score"],
is_pai=False,
pai_table="",
model_params=None,
transform_fn=None,
feature_column_code=""):
if not is_pai:
conn = db.connect_with_data_source(datasource)
else:
conn = PaiIOConnection.from_table(pai_table)
dpred = xgb_dataset(datasource,
'predict.txt',
select,
feature_metas,
feature_column_names,
label_meta,
is_pai,
pai_table,
True,
True,
batch_size=DEFAULT_PREDICT_BATCH_SIZE,
transform_fn=transform_fn,
feature_column_code=feature_column_code
) # NOTE: default to use external memory
bst = xgb.Booster({'nthread': 4}) # init model
bst.load_model("my_model") # load model
if not model_params:
model_params = load_metadata("model_meta.json")["attributes"]
print("Start evaluating XGBoost model...")
feature_file_id = 0
for pred_dmatrix in dpred:
evaluate_and_store_result(bst, pred_dmatrix, feature_file_id,
validation_metrics, model_params,
feature_column_names, label_meta, is_pai,
conn, result_table)
feature_file_id += 1
print("Done evaluating. Result table : %s" % result_table)
def pai_download_table_data_worker(dname, feature_metas, feature_column_names,
label_meta, pai_table, slice_id,
slice_count, feature_column_code,
raw_data_dir):
import runtime.xgboost as xgboost_extended
feature_column_transformers = eval('[{}]'.format(feature_column_code))
transform_fn = xgboost_extended.feature_column.ComposedColumnTransformer(
feature_column_names, *feature_column_transformers)
conn = PaiIOConnection.from_table(pai_table, slice_id, slice_count)
gen = db.db_generator(conn, None, label_meta=label_meta)()
selected_cols = db.selected_cols(conn, None)
filename = "{}/{}.txt".format(dname, slice_id)
dump_dmatrix(filename,
gen,
feature_column_names,
feature_metas,
label_meta,
selected_cols,
transform_fn=transform_fn,
raw_data_dir=raw_data_dir)
def _predict(datasource,
estimator_string,
select,
result_table,
feature_columns,
feature_column_names,
feature_column_names_map,
train_label_name,
result_col_name,
feature_metas={},
model_params={},
save="",
batch_size=1,
pai_table=""):
estimator = import_model(estimator_string)
model_params.update(feature_columns)
is_estimator = is_tf_estimator(estimator)
conn = PaiIOConnection.from_table(pai_table)
selected_cols = db.selected_cols(conn, None)
predict_generator = db.db_generator(conn, None)
pop_optimizer_and_loss(model_params)
if not is_estimator:
if not issubclass(estimator, tf.keras.Model):
# functional model need field_metas parameter
model_params["field_metas"] = feature_metas
print("Start predicting using keras model...")
keras_predict(estimator, model_params, save, result_table,
feature_column_names, feature_metas, train_label_name,
result_col_name, conn, predict_generator, selected_cols)
else:
model_params['model_dir'] = save
print("Start predicting using estimator model...")
estimator_predict(result_table, feature_column_names, feature_metas,
train_label_name, result_col_name, conn,
predict_generator, selected_cols)
print("Done predicting. Predict table : %s" % result_table)
def xgb_shap_dataset(datasource,
select,
feature_column_names,
label_meta,
feature_metas,
is_pai,
pai_explain_table,
transform_fn=None,
feature_column_code=""):
if is_pai:
# (TODO: lhw) we may specify pai_explain_table in datasoure
# and discard the condition statement here
conn = PaiIOConnection.from_table(pai_explain_table)
stream = db.db_generator(conn, None, label_meta)
else:
conn = db.connect_with_data_source(datasource)
stream = db.db_generator(conn, select, label_meta)
selected_cols = db.selected_cols(conn, select)
if transform_fn:
feature_names = transform_fn.get_feature_column_names()
else:
feature_names = feature_column_names
xs = None
dtypes = []
sizes = []
offsets = []
i = 0
for row, label in stream():
features = db.read_features_from_row(row,
selected_cols,
feature_column_names,
feature_metas,
is_xgboost=True)
if transform_fn:
features = transform_fn(features)
flatten_features = []
for j, feature in enumerate(features):
if len(feature) == 3: # convert sparse to dense
col_indices, values, dense_shape = feature
size = int(np.prod(dense_shape))
row_indices = np.zeros(shape=[col_indices.size])
sparse_matrix = scipy.sparse.csr_matrix(
(values, (row_indices, col_indices)), shape=[1, size])
values = sparse_matrix.toarray()
else:
values = feature[0]
if isinstance(values, np.ndarray):
flatten_features.extend(values.flatten().tolist())
if i == 0:
sizes.append(values.size)
dtypes.append(infer_dtype(values))
else:
flatten_features.append(values)
if i == 0:
sizes.append(1)
dtypes.append(infer_dtype(values))
# Create the column name according to the feature number
# of each column.
#
# If the column "c" contains only 1 feature, the result
# column name would be "c" too.
#
# If the column "c" contains 3 features,
# the result column name would be "c_0", "c_1" and "c_2"
if i == 0:
offsets = np.cumsum([0] + sizes)
column_names = []
for j in six.moves.range(len(offsets) - 1):
start = offsets[j]
end = offsets[j + 1]
if end - start == 1:
column_names.append(feature_names[j])
else:
for k in six.moves.range(start, end):
column_names.append('{}_{}'.format(
feature_names[j], k))
xs = pd.DataFrame(columns=column_names)
xs.loc[i] = flatten_features
i += 1
# NOTE(typhoonzero): set dtype to the feature's actual type, or the dtype
# may be "object". Use below code to reproduce:
# import pandas as pd
# feature_column_names=["a", "b"]
# xs = pd.DataFrame(columns=feature_column_names)
# for i in range(10):
# xs.loc[i] = [int(j) for j in range(2)]
# print(xs.dtypes)
columns = xs.columns
for i, dtype in enumerate(dtypes):
for j in six.moves.range(offsets[i], offsets[i + 1]):
xs[columns[j]] = xs[columns[j]].astype(dtype)
return xs
def predict_step(datasource,
select,
result_table,
label_name,
model,
pai_table=None):
if isinstance(model, six.string_types):
model = Model.load_from_db(datasource, model)
else:
assert isinstance(model,
Model), "not supported model type %s" % type(model)
model_params = model.get_meta("attributes")
train_fc_map = model.get_meta("features")
label_meta = model.get_meta("label")
train_label_desc = label_meta.get_field_desc()[0] if label_meta else None
train_label_name = train_label_desc.name if train_label_desc else None
estimator_string = model.get_meta("class_name")
save = "model_save"
field_descs = get_ordered_field_descs(train_fc_map)
feature_column_names = [fd.name for fd in field_descs]
feature_metas = dict([(fd.name, fd.to_dict(dtype_to_string=True))
for fd in field_descs])
feature_columns = compile_ir_feature_columns(train_fc_map,
model.get_type())
is_pai = True if pai_table else False
if is_pai:
select = "SELECT * FROM %s" % pai_table
conn = db.connect_with_data_source(datasource)
result_column_names, train_label_idx = create_predict_table(
conn, select, result_table, train_label_desc, label_name)
if is_pai:
conn.close()
conn = PaiIOConnection.from_table(pai_table)
select = None
selected_cols = result_column_names[0:-1]
if train_label_idx >= 0:
selected_cols = selected_cols[0:train_label_idx] + [
train_label_name
] + selected_cols[train_label_idx:]
estimator = import_model(estimator_string)
model_params.update(feature_columns)
is_estimator = is_tf_estimator(estimator)
predict_generator = db.db_generator(conn, select)
pop_optimizer_and_loss(model_params)
if not is_estimator:
if not issubclass(estimator, tf.keras.Model):
# functional model need field_metas parameter
model_params["field_metas"] = feature_metas
print("Start predicting using keras model...")
keras_predict(estimator, model_params, save, result_table,
feature_column_names, feature_metas, train_label_name,
label_name, conn, predict_generator, selected_cols)
else:
model_params['model_dir'] = save
print("Start predicting using estimator model...")
estimator_predict(result_table, feature_column_names, feature_metas,
train_label_name, label_name, conn,
predict_generator, selected_cols)
print("Done predicting. Predict table : %s" % result_table)
conn.close()
def predict(datasource,
select,
result_table,
result_column_names,
train_label_idx,
model,
extra_result_cols=[],
pai_table=None):
"""TBD
"""
bst = xgb.Booster()
if isinstance(model, six.string_types):
# NOTE(typhoonzero): must run Model.load_from_db in a temp
# directory, calling pyodps in current directory on PAI
# workers will cause paiio fails.
with temp_file.TemporaryDirectory(as_cwd=True):
model = Model.load_from_db(datasource, model)
bst.load_model("my_model")
else:
assert isinstance(model,
Model), "not supported model type %s" % type(model)
bst.load_model("my_model")
model_params = model.get_meta("attributes")
fc_map_ir = model.get_meta("features")
feature_columns = compile_ir_feature_columns(fc_map_ir,
EstimatorType.XGBOOST)
field_descs = get_ordered_field_descs(fc_map_ir)
feature_column_names = [fd.name for fd in field_descs]
feature_metas = dict([(fd.name, fd.to_dict(dtype_to_string=True))
for fd in field_descs])
transform_fn = ComposedColumnTransformer(
feature_column_names, *feature_columns["feature_columns"])
is_pai = True if pai_table else False
if is_pai:
conn = PaiIOConnection.from_table(pai_table)
else:
conn = db.connect_with_data_source(datasource)
with temp_file.TemporaryDirectory() as tmp_dir_name:
pred_fn = os.path.join(tmp_dir_name, "predict.txt")
raw_data_dir = os.path.join(tmp_dir_name, "predict_raw_dir")
dpred = xgb_dataset(datasource=datasource,
fn=pred_fn,
dataset_sql=select,
feature_metas=feature_metas,
feature_column_names=feature_column_names,
label_meta=None,
cache=True,
batch_size=10000,
transform_fn=transform_fn,
raw_data_dir=raw_data_dir,
is_pai=is_pai,
pai_table=pai_table,
pai_single_file=True,
feature_column_code=fc_map_ir)
print("Start predicting XGBoost model...")
for idx, pred_dmatrix in enumerate(dpred):
if is_pai:
feature_file_name = os.path.join(tmp_dir_name,
"predict.txt.raw")
else:
feature_file_name = os.path.join(
tmp_dir_name, "predict_raw_dir/predict.txt_%d" % idx)
preds = _calc_predict_result(bst, pred_dmatrix, model_params)
_store_predict_result(preds, result_table, result_column_names,
train_label_idx, feature_file_name, conn)
print("Done predicting. Predict table : %s" % result_table)
conn.close()
def explain(datasource,
estimator_string,
select,
feature_columns,
feature_column_names,
feature_metas={},
label_meta={},
model_params={},
save="",
pai_table="",
plot_type='bar',
result_table="",
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None):
estimator_cls = import_model(estimator_string)
is_pai = True if pai_table else False
if is_pai:
FLAGS = tf.app.flags.FLAGS
model_params["model_dir"] = FLAGS.checkpointDir
select = ""
else:
if is_tf_estimator(estimator_cls):
model_params['model_dir'] = save
model_params.update(feature_columns)
pop_optimizer_and_loss(model_params)
def _input_fn():
dataset = input_fn(select,
datasource,
feature_column_names,
feature_metas,
label_meta,
is_pai=is_pai,
pai_table=pai_table)
return dataset.batch(1).cache()
estimator = init_model_with_feature_column(estimator_cls, model_params)
if not is_tf_estimator(estimator_cls):
load_keras_model_weights(estimator, save)
if is_pai:
conn = PaiIOConnection.from_table(
result_table) if result_table else None
else:
conn = connect_with_data_source(datasource)
if estimator_cls in (tf.estimator.BoostedTreesClassifier,
tf.estimator.BoostedTreesRegressor):
explain_boosted_trees(datasource, estimator, _input_fn, plot_type,
result_table, feature_column_names, conn,
oss_dest, oss_ak, oss_sk, oss_endpoint,
oss_bucket_name)
else:
shap_dataset = pd.DataFrame(columns=feature_column_names)
for i, (features, label) in enumerate(_input_fn()):
shap_dataset.loc[i] = [
item.numpy()[0][0] for item in features.values()
]
explain_dnns(datasource, estimator, shap_dataset, plot_type,
result_table, feature_column_names, conn, oss_dest,
oss_ak, oss_sk, oss_endpoint, oss_bucket_name)
if conn is not None:
conn.close()
def explain(datasource,
select,
feature_field_meta,
feature_column_names,
label_meta,
summary_params,
result_table="",
is_pai=False,
pai_explain_table="",
hdfs_namenode_addr="",
hive_location="",
hdfs_user="",
hdfs_pass="",
oss_dest=None,
oss_ak=None,
oss_sk=None,
oss_endpoint=None,
oss_bucket_name=None,
transform_fn=None,
feature_column_code=""):
x = xgb_shap_dataset(datasource,
select,
feature_column_names,
label_meta,
feature_field_meta,
is_pai,
pai_explain_table,
transform_fn=transform_fn,
feature_column_code=feature_column_code)
shap_values, shap_interaction_values, expected_value = xgb_shap_values(x)
if result_table != "":
if is_pai:
from runtime.dbapi.paiio import PaiIOConnection
conn = PaiIOConnection.from_table(result_table)
# TODO(typhoonzero): the shape of shap_values is
# (3, num_samples, num_features), use the first
# dimension here, should find out how to use
# the other two.
else:
conn = db.connect_with_data_source(datasource)
write_shap_values(shap_values[0], conn, result_table,
feature_column_names)
return
if summary_params.get("plot_type") == "decision":
explainer.plot_and_save(
lambda: shap.decision_plot(expected_value,
shap_interaction_values,
x,
show=False,
feature_display_range=slice(
None, -40, -1),
alpha=1), oss_dest, oss_ak, oss_sk,
oss_endpoint, oss_bucket_name)
else:
explainer.plot_and_save(
lambda: shap.summary_plot(
shap_values, x, show=False, **summary_params), oss_dest,
oss_ak, oss_sk, oss_endpoint, oss_bucket_name)
def evaluate(datasource,
select,
result_table,
model,
label_name=None,
model_params=None,
result_column_names=[],
pai_table=None):
"""TBD
"""
if model_params is None:
model_params = {}
validation_metrics = model_params.get("validation.metrics",
"accuracy_score")
validation_metrics = [m.strip() for m in validation_metrics.split(",")]
bst = xgb.Booster()
if isinstance(model, six.string_types):
with temp_file.TemporaryDirectory(as_cwd=True):
model = Model.load_from_db(datasource, model)
bst.load_model("my_model")
else:
assert isinstance(model,
Model), "not supported model type %s" % type(model)
bst.load_model("my_model")
model_params = model.get_meta("attributes")
fc_map_ir = model.get_meta("features")
train_label = model.get_meta("label")
train_label_desc = train_label.get_field_desc()[0]
if label_name:
train_label_desc.name = label_name
feature_columns = compile_ir_feature_columns(fc_map_ir,
EstimatorType.XGBOOST)
field_descs = get_ordered_field_descs(fc_map_ir)
feature_column_names = [fd.name for fd in field_descs]
feature_metas = dict([(fd.name, fd.to_dict(dtype_to_string=True))
for fd in field_descs])
transform_fn = ComposedColumnTransformer(
feature_column_names, *feature_columns["feature_columns"])
is_pai = True if pai_table else False
if is_pai:
conn = PaiIOConnection.from_table(pai_table)
else:
conn = db.connect_with_data_source(datasource)
with temp_file.TemporaryDirectory() as tmp_dir_name:
pred_fn = os.path.join(tmp_dir_name, "predict.txt")
dpred = xgb_dataset(
datasource=datasource,
fn=pred_fn,
dataset_sql=select,
feature_metas=feature_metas,
feature_column_names=feature_column_names,
label_meta=train_label_desc.to_dict(dtype_to_string=True),
cache=True,
batch_size=10000,
transform_fn=transform_fn,
is_pai=is_pai,
pai_table=pai_table,
pai_single_file=True,
feature_column_code=fc_map_ir)
for i, pred_dmatrix in enumerate(dpred):
if is_pai:
feature_file_name = pred_fn
else:
feature_file_name = pred_fn + "_%d" % i
preds = _calc_predict_result(bst, pred_dmatrix, model_params)
_store_evaluate_result(preds, feature_file_name, train_label_desc,
result_table, result_column_names,
validation_metrics, conn)
conn.close()
