class FixedEffectLRModelLBFGS(Model):
"""
Linear model with scipy LBFGS + TF.
Support logistic regression by default and plain linear regression if parameter "self.model_type='linear_regression'".
"""
# TF all reduce op group identifier
TF_ALL_REDUCE_GROUP_KEY = 0
def __init__(self, raw_model_params, base_training_params: Params):
self.model_params: FixedLRParams = self._parse_parameters(
raw_model_params)
self.training_output_dir = base_training_params.training_score_dir
self.validation_output_dir = base_training_params.validation_score_dir
self.model_type = base_training_params.model_type
self.local_training_input_dir = "local_training_input_dir"
self.lbfgs_iteration = 0
self.training_data_dir = self.model_params.training_data_dir
self.validation_data_dir = self.model_params.validation_data_dir
self.metadata_file = self.model_params.metadata_file
self.checkpoint_path = self.model_params.output_model_dir
self.data_format = self.model_params.data_format
self.offset_column_name = self.model_params.offset_column_name
self.feature_bag_name = self.model_params.feature_bag
self.feature_file = self.model_params.feature_file if self.feature_bag_name else None
self.batch_size = int(self.model_params.batch_size)
self.copy_to_local = self.model_params.copy_to_local
self.num_correction_pairs = self.model_params.num_of_lbfgs_curvature_pairs
self.factor = self.model_params.lbfgs_tolerance / np.finfo(float).eps
self.has_intercept = self.model_params.has_intercept
self.is_regularize_bias = self.model_params.regularize_bias
self.max_iteration = self.model_params.num_of_lbfgs_iterations
self.l2_reg_weight = self.model_params.l2_reg_weight
self.sparsity_threshold = self.model_params.sparsity_threshold
if self.model_type == constants.LOGISTIC_REGRESSION:
self.disable_fixed_effect_scoring_after_training = self.model_params.disable_fixed_effect_scoring_after_training
else:
# disable inference after training for plain linear regression
self.disable_fixed_effect_scoring_after_training = True
self.metadata = self._load_metadata()
self.tensor_metadata = DatasetMetadata(self.metadata_file)
self.num_features = self._get_num_features()
self.model_coefficients = None
self.num_server_creation_retries = self.model_params.num_server_creation_retries
self.retry_interval = self.model_params.retry_interval
self.delayed_exit_in_seconds = self.model_params.delayed_exit_in_seconds
self.server = None
self.fixed_effect_variance_mode = self.model_params.fixed_effect_variance_mode
self.epsilon = 1.0e-12
# validate parameters:
assert self.feature_file is None or (
self.feature_file and tf.io.gfile.exists(self.feature_file)
), f"feature file {self.feature_file} doesn't exist."
# validate only support compute variance for logistic regression model
if self.fixed_effect_variance_mode is not None:
assert self.model_type == constants.LOGISTIC_REGRESSION, f"doesn't support variance computation for model type {self.mdoel_type}."
def _create_local_cache(self):
""" Create a local cache directory to store temporary files. """
os.makedirs(self.local_training_input_dir, exist_ok=True)
def _remove_local_cache(self):
""" Clean up the local cache. """
shutil.rmtree(self.local_training_input_dir)
def _load_metadata(self):
""" Read metadata file from json format. """
assert tf.io.gfile.exists(
self.metadata_file
), "metadata file %s does not exist" % self.metadata_file
return read_json_file(self.metadata_file)
@staticmethod
def _get_assigned_files(input_data_path, num_shards, shard_index):
"""
Get the assigned files from the shard
:param input_data_path:
:return: a list of assigned file names.
"""
assigned_files, sample_level_shard = shard_input_files(
input_data_path, num_shards, shard_index)
assert not sample_level_shard, "Doesn't support sample level sharding," \
"number of files must >= number of workers"
return assigned_files
def _get_num_features(self):
""" Get number of features from metadata. """
if self.feature_bag_name is None:
# intercept only model, we pad one dummy feature of zero value.
num_features = 1
else:
num_features = self.tensor_metadata.get_feature_shape(
self.feature_bag_name)[0]
assert num_features > 0, "number of features must > 0"
return num_features
def _has_feature(self, feature_column_name):
""" Check if tensor schema has the provided feature field. """
return feature_column_name in self.tensor_metadata.get_feature_names()
@staticmethod
def _get_feature_bag_tensor(all_features, feature_bag, batch_size):
"""
Method to get feature tensor. If feature exists, it will return the feature tensor.
If this is an intercept only model, e.g. no feature exists, it will return a all zero tensor.
:param all_features: a dict with all features.
:param feature_bag: feature bag name
:param batch_size: batch size
:return: feature tensor
"""
if feature_bag:
feature_tensor = all_features[feature_bag]
else:
feature_tensor = tf.sparse.SparseTensor(
indices=[[0, 0]], values=[0.0], dense_shape=[batch_size, 1])
return feature_tensor
def _has_label(self, label_column_name):
""" Check if tensor schema has the provided label field. """
return label_column_name in self.tensor_metadata.get_label_names()
def _create_server(self, execution_context):
if self.server:
return
cluster_spec = execution_context[constants.CLUSTER_SPEC]
task_index = execution_context[constants.TASK_INDEX]
config = tf1.ConfigProto()
config.experimental.collective_group_leader = '/job:worker/replica:0/task:0'
exception = None
for i in range(self.num_server_creation_retries):
try:
logging(f"No. {i + 1} attempt to create a TF Server, "
f"max {self.num_server_creation_retries} attempts")
self.server = tf1.distribute.Server(cluster_spec,
config=config,
job_name='worker',
task_index=task_index)
return
except Exception as e:
exception = e
# sleep for retry_interval seconds before next retry
time.sleep(self.retry_interval)
raise exception
def _scoring_fn(self, diter, x_placeholder, num_workers, num_iterations,
schema_params: SchemaParams):
""" Implement the forward pass to get logit. """
sample_id_list = tf.constant([], tf.int64)
label_list = tf.constant([], tf.float32)
weight_list = tf.constant([], tf.float32)
prediction_score_list = tf.constant([], tf.float64)
prediction_score_per_coordinate_list = tf.constant([], tf.float64)
# for variance computation
variances_dimension = self.num_features + 1 if self.has_intercept else self.num_features
H = tf.zeros([variances_dimension, variances_dimension])
if self.fixed_effect_variance_mode == constants.SIMPLE:
H = tf.zeros(variances_dimension)
feature_bag_name = self.feature_bag_name
sample_id_column_name = schema_params.uid_column_name
label_column_name = schema_params.label_column_name
sample_weight_column_name = schema_params.weight_column_name
offset_column_name = self.offset_column_name
has_offset = self._has_feature(offset_column_name)
has_label = self._has_label(label_column_name)
has_weight = self._has_feature(sample_weight_column_name)
i = tf.constant(0, tf.int64)
def cond(i, sample_id_list, label_list, weight_list,
prediction_score_list, prediction_score_per_coordinate_list,
H):
return tf.less(i, num_iterations)
def body(i, sample_id_list, label_list, weight_list,
prediction_score_list, prediction_score_per_coordinate_list,
H):
i += 1
all_features, all_labels = diter.get_next()
sample_ids = all_features[sample_id_column_name]
current_batch_size = tf.shape(sample_ids)[0]
features = self._get_feature_bag_tensor(all_features,
feature_bag_name,
current_batch_size)
offsets = all_features[
offset_column_name] if has_offset else tf.zeros(
current_batch_size, tf.float64)
weights = all_features[
sample_weight_column_name] if has_weight else tf.ones(
current_batch_size)
labels = tf.cast(
all_labels[label_column_name],
tf.float32) if has_label else tf.zeros(current_batch_size)
sample_id_list = tf.concat([sample_id_list, sample_ids], axis=0)
weight_list = tf.concat([weight_list, weights], axis=0)
label_list = tf.concat([label_list, labels], axis=0)
if self.has_intercept:
w = x_placeholder[:-1]
b = x_placeholder[-1]
else:
w = x_placeholder
logits_no_bias = tf.sparse.sparse_dense_matmul(
tf.cast(features, tf.float64),
tf.cast(tf.expand_dims(w, 1), tf.float64))
if self.has_intercept:
logits = logits_no_bias + tf.expand_dims(
tf.ones(current_batch_size, tf.float64) *
tf.cast(b, tf.float64), 1)
else:
logits = logits_no_bias
prediction_score_per_coordinate_list = tf.concat([
prediction_score_per_coordinate_list,
tf.reshape(logits, [-1])
],
axis=0)
logits_with_offsets = logits + tf.expand_dims(
tf.cast(offsets, tf.float64), 1)
prediction_score_list = tf.concat(
[prediction_score_list,
tf.reshape(logits_with_offsets, [-1])],
axis=0)
# Compute variance for training data
if self.fixed_effect_variance_mode is not None:
rho = tf.cast(
tf.math.sigmoid(tf.reshape(logits_with_offsets, [-1])),
tf.float32)
d = rho * (tf.ones(tf.shape(rho)) - rho)
if has_weight:
d = d * tf.cast(weights, tf.float32)
features_to_dense = tf.sparse.to_dense(features)
if self.has_intercept:
# add intercept column
intercept_column = tf.expand_dims(
tf.ones(current_batch_size), 1)
features_for_variance_compute = tf.concat(
[features_to_dense, intercept_column], axis=1)
else:
features_for_variance_compute = features_to_dense
# # compute X^t * D * X
dx = features_for_variance_compute * tf.expand_dims(d, axis=1)
batched_H = tf.matmul(features_for_variance_compute,
dx,
transpose_a=True,
a_is_sparse=True,
b_is_sparse=True)
if self.fixed_effect_variance_mode == constants.SIMPLE:
H += tf.linalg.diag_part(batched_H)
elif self.fixed_effect_variance_mode == constants.FULL:
H += batched_H
return i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list, H
_, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list, H\
= tf.while_loop(cond, body,
loop_vars=[i, sample_id_list, label_list, weight_list,
prediction_score_list, prediction_score_per_coordinate_list, H],
shape_invariants=[i.get_shape()] + [tf.TensorShape([None])] * 5 + [H.get_shape()])
if self.fixed_effect_variance_mode is not None and num_workers > 1:
H = collective_ops.all_reduce(
H,
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
2,
merge_op='Add',
final_op='Id')
return sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list, H
def _train_model_fn(self, diter, x_placeholder, num_workers, num_features,
num_iterations, schema_params: SchemaParams):
""" The training objective function and the gradients. """
value = tf.constant(0.0, tf.float64)
if self.has_intercept:
# Add intercept
gradients = tf.constant(np.zeros(num_features + 1))
else:
gradients = tf.constant(np.zeros(num_features))
feature_bag_name = self.feature_bag_name
label_column_name = schema_params.label_column_name
sample_weight_column_name = schema_params.weight_column_name
offset_column_name = self.offset_column_name
is_regularize_bias = self.is_regularize_bias
has_weight = self._has_feature(sample_weight_column_name)
has_offset = self._has_feature(offset_column_name)
has_intercept = self.has_intercept
i = 0
def cond(i, value, gradients):
return i < num_iterations
def body(i, value, gradients):
i += 1
all_features, all_labels = diter.get_next()
labels = all_labels[label_column_name]
current_batch_size = tf.shape(labels)[0]
features = self._get_feature_bag_tensor(all_features,
feature_bag_name,
current_batch_size)
weights = all_features[
sample_weight_column_name] if has_weight else tf.ones(
current_batch_size, tf.float64)
offsets = all_features[
offset_column_name] if has_offset else tf.zeros(
current_batch_size, tf.float64)
if self.has_intercept:
w = x_placeholder[:-1]
b = x_placeholder[-1]
else:
w = x_placeholder
logits_no_bias = tf.sparse.sparse_dense_matmul(
tf.cast(features, tf.float64),
tf.cast(tf.expand_dims(w, 1), tf.float64)) + tf.expand_dims(
tf.cast(offsets, tf.float64), 1)
if self.has_intercept:
logits = logits_no_bias + tf.expand_dims(
tf.ones(current_batch_size, tf.float64) *
tf.cast(b, tf.float64), 1)
else:
logits = logits_no_bias
if self.model_type == constants.LOGISTIC_REGRESSION:
loss = tf.nn.sigmoid_cross_entropy_with_logits(
labels=tf.cast(labels, tf.float64),
logits=tf.reshape(tf.cast(logits, tf.float64), [-1]))
else:
loss = tf.math.squared_difference(
tf.cast(labels, tf.float64),
tf.reshape(tf.cast(logits, tf.float64), [-1]))
weighted_loss = tf.cast(weights, tf.float64) * loss
# regularzer has the option to include or exclude bias
# Note: The L2 is computed on the entire weight vector, this is fine if the dataset has
# all the features. In some cases, e.g incremental learning, the incremental dataset
# may only have a subset of the entire features, so the L2 should not be applied to those
# weights that are not in the dataset. Revisit it when we implement incremental learning.
# Alternatively, the features that are in the prior models but not the current dataset
# should not be copied to initial coefficients for warm-start, but needed for inference.
batch_value = tf.reduce_sum(weighted_loss)
batch_gradients = tf.gradients(batch_value, x_placeholder)[0]
value += batch_value
gradients += batch_gradients
return i, value, gradients
_, value, gradients = tf.while_loop(cond, body, [i, value, gradients])
regularizer = tf.nn.l2_loss(x_placeholder) if (is_regularize_bias or not has_intercept)\
else tf.nn.l2_loss(x_placeholder[:-1])
# Divide the regularizer by number of workers because we will sum the contribution of each worker
# in the all reduce step.
loss_reg = regularizer * self.l2_reg_weight / float(num_workers)
value += loss_reg
gradients += tf.gradients(loss_reg, x_placeholder)[0]
if num_workers > 1:
# sum all reduce
reduced_value = collective_ops.all_reduce(
value,
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
0,
merge_op='Add',
final_op='Id')
reduced_gradients = collective_ops.all_reduce(
gradients,
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
1,
merge_op='Add',
final_op='Id')
return reduced_value, reduced_gradients
else:
return value, gradients
def _compute_loss_and_gradients(self, x, tf_session, x_placeholder, ops,
task_index):
""" Compute loss and gradients, invoked by Scipy LBFGS solver. """
self.lbfgs_iteration += 1
start_time = time.time()
init_dataset_op, value_op, gradients_op = ops
tf_session.run(init_dataset_op)
value, gradients = tf_session.run([value_op, gradients_op],
feed_dict={x_placeholder: x})
logging(
f"Funcall #{self.lbfgs_iteration:4}, total loss = {value}, "
f"memory used: {self._check_memory()} GB, took {time.time() - start_time} seconds"
)
return value, gradients
def _write_inference_result(self, sample_ids, labels, weights,
prediction_score,
prediction_score_per_coordinate, task_index,
schema_params: SchemaParams, output_dir):
""" Write inference results. """
output_avro_schema = get_inference_output_avro_schema(
self.metadata,
True,
schema_params,
has_weight=self._has_feature(schema_params.weight_column_name))
parsed_schema = parse_schema(output_avro_schema)
records = []
for rec_id, rec_label, rec_weight, rec_prediction_score, rec_prediction_score_per_coordinate in \
zip(sample_ids, labels, weights, prediction_score, prediction_score_per_coordinate):
rec = {
schema_params.uid_column_name:
int(rec_id),
schema_params.prediction_score_column_name:
float(rec_prediction_score),
schema_params.prediction_score_per_coordinate_column_name:
float(rec_prediction_score_per_coordinate)
}
if self._has_label(schema_params.label_column_name):
rec[schema_params.label_column_name] = float(rec_label)
if self._has_feature(schema_params.weight_column_name):
rec[schema_params.weight_column_name] = int(rec_weight)
records.append(rec)
# Write to a local file then copy to the destination directory
remote_is_hdfs = output_dir.startswith("hdfs://")
local_file_name = f"part-{task_index:05d}.avro"
output_file = local_file_name if remote_is_hdfs else os.path.join(
output_dir, local_file_name)
error_msg = f"worker {task_index} encountered error in writing inference results"
with open(output_file, 'wb') as f:
try_write_avro_blocks(f, parsed_schema, records, None, error_msg)
logging(
f"Worker {task_index} has written inference result to local file {output_file}"
)
if remote_is_hdfs:
copy_files([output_file], output_dir)
os.remove(output_file)
logging(
f"Worker {task_index} has copied inference result to directory {output_dir}"
)
def _scoring(self,
x,
tf_session,
x_placeholder,
ops,
task_index,
schema_params,
output_dir,
compute_training_variance=False):
""" Run scoring on training or validation dataset. """
start_time = time.time()
if compute_training_variance:
sample_ids_op, labels_op, weights_op, prediction_score_op, prediction_score_per_coordinate_op, variances_op = ops
sample_ids, labels, weights, prediction_score, prediction_score_per_coordinate, H = tf_session.run(
[
sample_ids_op, labels_op, weights_op, prediction_score_op,
prediction_score_per_coordinate_op, variances_op
],
feed_dict={x_placeholder: x})
if self.fixed_effect_variance_mode == constants.SIMPLE:
H += self.l2_reg_weight
if self.has_intercept and not self.is_regularize_bias:
# The last element corresponds to the intercept, subtract the l2_reg_weight for the intercept
H[-1] -= self.l2_reg_weight
self.variances = 1.0 / (H + self.epsilon)
elif self.fixed_effect_variance_mode == constants.FULL:
H += np.diag([self.l2_reg_weight + self.epsilon] * H.shape[0])
if self.has_intercept and not self.is_regularize_bias:
# The last element corresponds to the intercept, subtract the l2_reg_weight for the intercept
H[-1][-1] -= self.l2_reg_weight
V = np.linalg.inv(H)
self.variances = np.diagonal(V)
else:
sample_ids_op, labels_op, weights_op, prediction_score_op, prediction_score_per_coordinate_op = ops
sample_ids, labels, weights, prediction_score, prediction_score_per_coordinate = tf_session.run(
[
sample_ids_op, labels_op, weights_op, prediction_score_op,
prediction_score_per_coordinate_op
],
feed_dict={x_placeholder: x})
self._write_inference_result(sample_ids, labels, weights,
prediction_score,
prediction_score_per_coordinate,
task_index, schema_params, output_dir)
logging(f"Inference --- {time.time() - start_time} seconds ---")
def _check_memory(self):
""" Check memory usage. """
process = psutil.Process(os.getpid())
return process.memory_info().rss / 1e9
def _get_num_iterations(self, input_files, metadata_file):
""" Get the number of samples each worker assigned.
This works for tfrecord only.
:param input_files: a list of TFRecord files.
:param metadata_file: the metadata associated with the TFRecord files.
:return: number of iterations
"""
start_time = time.time()
assert (self.data_format == constants.TFRECORD)
# reset the default graph, so it has been called before the main graph is built.
tf1.reset_default_graph()
num_iterations = 0
dataset = per_record_input_fn(input_files,
metadata_file,
1,
0,
self.batch_size,
self.data_format,
build_features=False)
data_iterator = tf1.data.make_initializable_iterator(dataset)
next_item = data_iterator.get_next()
with tf1.device('device:CPU:0'), tf1.Session() as sess:
sess.run(data_iterator.initializer)
while True:
try:
sess.run(next_item)
num_iterations += 1
except tf.errors.OutOfRangeError:
break
end_time = time.time()
logging(
f'It took {end_time - start_time} seconds to count {num_iterations} batches '
f'with batch size {self.batch_size}.')
return num_iterations
def train(self, training_data_dir, validation_data_dir, metadata_file,
checkpoint_path, execution_context, schema_params):
""" Overwrite train method from parent class. """
logging("Kicking off fixed effect LR LBFGS training")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
is_chief = execution_context[constants.IS_CHIEF]
self._create_server(execution_context)
assigned_training_files = self._get_assigned_files(
training_data_dir, num_workers, task_index)
if self.copy_to_local:
training_input_dir = self.local_training_input_dir
self._create_local_cache()
actual_training_files = copy_files(assigned_training_files,
training_input_dir)
# After copy the worker's shard to local, we don't shard the local files any more.
training_data_num_shards = 1
training_data_shard_index = 0
else:
training_input_dir = training_data_dir
actual_training_files = assigned_training_files
training_data_num_shards = num_workers
training_data_shard_index = task_index
# Compute the number of iterations before the main graph is built.
training_data_num_iterations = self._get_num_iterations(
actual_training_files, metadata_file)
if validation_data_dir:
assigned_validation_files = self._get_assigned_files(
validation_data_dir, num_workers, task_index)
validation_data_num_iterations = self._get_num_iterations(
assigned_validation_files, metadata_file)
# Define the graph here, keep session open to let scipy L-BFGS solver repeatedly call
# _compute_loss_and_gradients
# Reset the graph.
tf1.reset_default_graph()
with tf1.variable_scope('worker{}'.format(task_index)), \
tf1.device('job:worker/task:{}/device:CPU:0'.format(task_index)):
# Define ops for training
training_dataset = per_record_input_fn(
training_input_dir, metadata_file, training_data_num_shards,
training_data_shard_index, self.batch_size, self.data_format)
training_data_iterator = tf1.data.make_initializable_iterator(
training_dataset)
init_training_dataset_op = training_data_iterator.initializer
training_x_placeholder = tf1.placeholder(tf.float64, shape=[None])
value_op, gradients_op = self._train_model_fn(
training_data_iterator, training_x_placeholder, num_workers,
self.num_features, training_data_num_iterations, schema_params)
training_ops = (init_training_dataset_op, value_op, gradients_op)
# Define ops for inference
inference_x_placeholder = tf1.placeholder(tf.float64, shape=[None])
if not self.disable_fixed_effect_scoring_after_training or self.fixed_effect_variance_mode is not None:
inference_training_data_iterator = tf1.data.make_one_shot_iterator(
training_dataset)
training_sample_ids_op, training_labels_op, training_weights_op, training_prediction_score_op, \
training_prediction_score_per_coordinate_op, H_op = self._scoring_fn(
inference_training_data_iterator,
inference_x_placeholder,
num_workers,
training_data_num_iterations,
schema_params)
if validation_data_dir:
valid_dataset = per_record_input_fn(validation_data_dir,
metadata_file, num_workers,
task_index,
self.batch_size,
self.data_format)
inference_validation_data_iterator = tf1.data.make_one_shot_iterator(
valid_dataset)
valid_sample_ids_op, valid_labels_op, valid_weights_op, valid_prediction_score_op, valid_prediction_score_per_coordinate_op, _ = \
self._scoring_fn(
inference_validation_data_iterator,
inference_x_placeholder,
num_workers,
validation_data_num_iterations,
schema_params)
if num_workers > 1:
all_reduce_sync_op = collective_ops.all_reduce(
tf.constant(0.0, tf.float64),
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
0,
merge_op='Add',
final_op='Id')
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(
master=self.server.target)
tf_session = tf1.train.MonitoredSession(
session_creator=session_creator)
tf_session.run(init_variables_op)
# load existing model if available
logging("Try to load initial model coefficients...")
prev_model = self._load_model(catch_exception=True)
expected_model_size = self.num_features + 1 if self.has_intercept else self.num_features
if prev_model is None:
logging("No initial model found, use all zeros instead.")
use_zero = True
elif len(prev_model) != expected_model_size:
logging(f"Initial model size is {len(prev_model)},"
f"expected {expected_model_size}, use all zeros instead.")
use_zero = True
else:
use_zero = False
if use_zero:
x0 = np.zeros(expected_model_size)
else:
logging(
"Found a previous model, loaded as the initial point for training"
)
x0 = prev_model
# Run all reduce warm up
logging("All-reduce-warmup starts...")
if num_workers > 1:
start_time = time.time()
tf_session.run([all_reduce_sync_op])
logging("All-reduce-warmup --- {} seconds ---".format(time.time() -
start_time))
# Start training
logging("Training starts...")
start_time = time.time()
self.model_coefficients, f_min, info = fmin_l_bfgs_b(
func=self._compute_loss_and_gradients,
x0=x0,
approx_grad=False,
m=self.
num_correction_pairs, # number of variable metrics corrections. default is 10.
factr=self.factor, # control precision, smaller the better.
maxiter=self.max_iteration,
args=(tf_session, training_x_placeholder, training_ops,
task_index),
disp=0)
logging("Training --- {} seconds ---".format(time.time() - start_time))
logging(
"\n------------------------------\nf_min: {}\nnum of funcalls: {}\ntask msg:"
"{}\n------------------------------".format(
f_min, info['funcalls'], info['task']))
logging(
f"Zeroing coefficients equal to or below {self.sparsity_threshold}"
)
self.model_coefficients = threshold_coefficients(
self.model_coefficients, self.sparsity_threshold)
if not self.disable_fixed_effect_scoring_after_training or self.fixed_effect_variance_mode is not None:
logging("Inference training data starts...")
inference_training_data_ops = (
training_sample_ids_op, training_labels_op,
training_weights_op, training_prediction_score_op,
training_prediction_score_per_coordinate_op)
if self.fixed_effect_variance_mode is not None:
inference_training_data_ops = inference_training_data_ops + (
H_op, )
self._scoring(self.model_coefficients, tf_session,
inference_x_placeholder, inference_training_data_ops,
task_index, schema_params, self.training_output_dir,
self.fixed_effect_variance_mode is not None)
if validation_data_dir:
logging("Inference validation data starts...")
inference_validation_data_ops = (
valid_sample_ids_op, valid_labels_op, valid_weights_op,
valid_prediction_score_op,
valid_prediction_score_per_coordinate_op)
self._scoring(self.model_coefficients, tf_session,
inference_x_placeholder,
inference_validation_data_ops, task_index,
schema_params, self.validation_output_dir)
# Final sync up and then reliably terminate all workers
if (num_workers > 1):
tf_session.run([all_reduce_sync_op])
snooze_after_tf_session_closure(tf_session,
self.delayed_exit_in_seconds)
if is_chief:
self._save_model()
# remove the cached training input files
if self.copy_to_local:
self._remove_local_cache()
def _save_model(self):
""" Save the trained linear model in avro format. """
compute_training_variance = self.fixed_effect_variance_mode is not None
if self.has_intercept:
if compute_training_variance:
bias = (self.model_coefficients[-1], self.variances[-1])
else:
bias = self.model_coefficients[-1]
else:
bias = None
expanded_bias = None if bias is None else [bias]
if self.feature_bag_name is None:
# intercept only model
list_of_weight_indices = None
list_of_weight_values = None
else:
if self.has_intercept:
weights = self.model_coefficients[:-1]
variances = self.variances[:
-1] if compute_training_variance else None
else:
weights = self.model_coefficients
variances = self.variances if compute_training_variance else None
indices = np.arange(weights.shape[0])
list_of_weight_values = [weights] if variances is None else [
(weights, variances)
]
list_of_weight_indices = [indices]
output_file = os.path.join(self.checkpoint_path, "part-00000.avro")
if self.model_type == constants.LOGISTIC_REGRESSION:
model_class = "com.linkedin.photon.ml.supervised.classification.LogisticRegressionModel"
else:
model_class = "com.linkedin.photon.ml.supervised.regression.LinearRegressionModel"
export_linear_model_to_avro(
model_ids=["global model"],
list_of_weight_indices=list_of_weight_indices,
list_of_weight_values=list_of_weight_values,
biases=expanded_bias,
feature_file=self.feature_file,
output_file=output_file,
model_class=model_class,
sparsity_threshold=self.sparsity_threshold)
def _load_model(self, catch_exception=False):
""" Load model from avro file. """
model = None
logging("Loading model from {}".format(self.checkpoint_path))
model_exist = self.checkpoint_path and tf.io.gfile.exists(
self.checkpoint_path)
if model_exist:
model_file = low_rpc_call_glob("{}/*.avro".format(
self.checkpoint_path))
if len(model_file) == 1:
model = load_linear_models_from_avro(model_file[0],
self.feature_file)[0]
elif not catch_exception:
raise ValueError(
"Load model failed, no model file or multiple model"
" files found in the model diretory {}".format(
self.checkpoint))
elif not catch_exception:
raise FileNotFoundError("checkpoint path {} doesn't exist".format(
self.checkpoint_path))
if self.feature_bag_name is None and model is not None:
# intercept only model, add a dummy weight.
model = add_dummy_weight(model)
return model
def export(self, output_model_dir):
logging("No need model export for LR model. ")
def predict(self, output_dir, input_data_path, metadata_file,
checkpoint_path, execution_context, schema_params):
# Overwrite predict method from parent class.
logging("Kicking off fixed effect LR predict")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
# Prediction uses local server
self.server = tf1.train.Server.create_local_server()
# Compute the number of iterations before the main graph is built.
assigned_files = self._get_assigned_files(input_data_path, num_workers,
task_index)
data_num_iterations = self._get_num_iterations(assigned_files,
metadata_file)
# Define the graph here, keep session open to let scipy L-BFGS solver repeatedly call
# _compute_loss_and_gradients
# Inference is conducted in local mode.
# Reset the default graph.
tf1.reset_default_graph()
with tf1.variable_scope(
'worker{}'.format(task_index)), tf1.device('device:CPU:0'):
dataset = per_record_input_fn(input_data_path, metadata_file,
num_workers, task_index,
self.batch_size, self.data_format)
x_placeholder = tf1.placeholder(tf.float64, shape=[None])
data_iterator = tf1.data.make_one_shot_iterator(dataset)
sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op, _ = self._scoring_fn(
data_iterator, x_placeholder, num_workers, data_num_iterations,
schema_params)
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(
master=self.server.target)
tf_session = tf1.train.MonitoredSession(
session_creator=session_creator)
tf_session.run(init_variables_op)
predict_ops = (sample_ids_op, labels_op, weights_op, scores_op,
scores_and_offsets_op)
model_coefficients = self._load_model()
self._scoring(model_coefficients, tf_session, x_placeholder,
predict_ops, task_index, schema_params, output_dir)
logging("Snooze before closing the session")
snooze_after_tf_session_closure(tf_session,
self.delayed_exit_in_seconds)
logging("Closed the session")
def _parse_parameters(self, raw_model_parameters):
params = FixedLRParams.__from_argv__(raw_model_parameters,
error_on_unknown=False)
logging(params)
return params
class FixedEffectLRModelLBFGS(Model):
"""
Logistic regression model with scipy LBFGS + TF.
"""
# TF all reduce op group identifier
TF_ALL_REDUCE_GROUP_KEY = 0
def __init__(self, raw_model_params, base_training_params: Params):
self.model_params: FixedLRParams = self._parse_parameters(raw_model_params)
self.training_output_dir = base_training_params.training_score_dir
self.validation_output_dir = base_training_params.validation_score_dir
self.local_training_input_dir = "local_training_input_dir"
self.lbfgs_iteration = 0
self.training_data_dir = self.model_params.training_data_dir
self.validation_data_dir = self.model_params.validation_data_dir
self.metadata_file = self.model_params.metadata_file
self.checkpoint_path = self.model_params.output_model_dir
self.data_format = self.model_params.data_format
self.offset_column_name = self.model_params.offset
self.feature_bag_name = self.model_params.feature_bag
self.feature_file = self.model_params.feature_file if self.feature_bag_name else None
self.batch_size = int(self.model_params.batch_size)
self.copy_to_local = self.model_params.copy_to_local
self.num_correction_pairs = self.model_params.num_of_lbfgs_curvature_pairs
self.factor = self.model_params.lbfgs_tolerance / np.finfo(float).eps
self.is_regularize_bias = self.model_params.regularize_bias
self.max_iteration = self.model_params.num_of_lbfgs_iterations
self.l2_reg_weight = self.model_params.l2_reg_weight
self.metadata = self._load_metadata()
self.tensor_metadata = DatasetMetadata(self.metadata_file)
self.global_num_samples = self.tensor_metadata.get_number_of_training_samples()
self.num_features = self._get_num_features()
self.model_coefficients = None
self.num_server_creation_retries = self.model_params.num_server_creation_retries
self.retry_interval = self.model_params.retry_interval
self.delayed_exit_in_seconds = self.model_params.delayed_exit_in_seconds
self.server = None
# validate parameters:
assert self.global_num_samples > 0, \
"Number of training samples must be set in the metadata and be positive"
assert self.feature_file is None or \
(self.feature_file and tf1.io.gfile.exists(self.feature_file)), \
"feature file {} doesn't exist".format(self.feature_file)
def _load_metadata(self):
""" Read metadata file from json format. """
assert tf1.io.gfile.exists(self.metadata_file), "metadata file %s does not exist" % self.metadata_file
return read_json_file(self.metadata_file)
@staticmethod
def _get_assigned_files(input_data_path, num_shards, shard_index):
"""
Get the assigned files from the shard
:param input_data_path:
:return: a list of assigned file names.
"""
assigned_files, sample_level_shard = shard_input_files(input_data_path, num_shards, shard_index)
assert not sample_level_shard, "Doesn't support sample level sharding," \
"number of files must >= number of workers"
return assigned_files
def _get_num_features(self):
""" Get number of features from metadata. """
if self.feature_bag_name is None:
# intercept only model, we pad one dummy feature of zero value.
num_features = 1
else:
num_features = self.tensor_metadata.get_feature_shape(self.feature_bag_name)[0]
assert num_features > 0, "number of features must > 0"
return num_features
def _has_feature(self, feature_column_name):
""" Check if tensor schema has the provided feature field. """
return feature_column_name in self.tensor_metadata.get_feature_names()
@staticmethod
def _get_feature_bag_tensor(all_features, feature_bag, batch_size):
"""
Method to get feature tensor. If feature exists, it will return the feature tensor.
If this is an intercept only model, e.g. no feature exists, it will return a all zero tensor.
:param all_features: a dict with all features.
:param feature_bag: feature bag name
:param batch_size: batch size
:return: feature tensor
"""
if feature_bag:
feature_tensor = all_features[feature_bag]
else:
feature_tensor = tf1.sparse.SparseTensor(indices=[[0, 0]], values=[0.0], dense_shape=[batch_size, 1])
return feature_tensor
def _has_label(self, label_column_name):
""" Check if tensor schema has the provided label field. """
return label_column_name in self.tensor_metadata.get_label_names()
def _create_server(self, execution_context):
if self.server:
return
cluster_spec = execution_context[constants.CLUSTER_SPEC]
task_index = execution_context[constants.TASK_INDEX]
config = tf1.ConfigProto()
config.experimental.collective_group_leader = '/job:worker/replica:0/task:0'
exception = None
for i in range(self.num_server_creation_retries):
try:
logging(f"No. {i+1} attempt to create a TF Server, "
f"max {self.num_server_creation_retries} attempts")
self.server = tf1.distribute.Server(cluster_spec,
config=config,
job_name='worker',
task_index=task_index)
return
except Exception as e:
exception = e
# sleep for retry_interval seconds before next retry
time.sleep(self.retry_interval)
raise exception
def _inference_model_fn(self, diter, x_placeholder, num_iterations, schema_params: SchemaParams):
""" Implement the forward pass to get logit. """
sample_id_list = tf1.constant([], tf1.int64)
label_list = tf1.constant([], tf1.int64)
weight_list = tf1.constant([], tf1.float32)
prediction_score_list = tf1.constant([], tf1.float64)
prediction_score_per_coordinate_list = tf1.constant([], tf1.float64)
feature_bag_name = self.feature_bag_name
sample_id_column_name = schema_params.uid_column_name
label_column_name = schema_params.label_column_name
sample_weight_column_name = schema_params.weight_column_name
offset_column_name = self.offset_column_name
has_offset = self._has_feature(offset_column_name)
has_label = self._has_label(label_column_name)
has_weight = self._has_feature(sample_weight_column_name)
i = tf1.constant(0, tf1.int64)
def cond(i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list):
return tf1.less(i, num_iterations)
def body(i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list):
i += 1
all_features, all_labels = diter.get_next()
sample_ids = all_features[sample_id_column_name]
current_batch_size = tf1.shape(sample_ids)[0]
features = self._get_feature_bag_tensor(all_features, feature_bag_name, current_batch_size)
offsets = all_features[offset_column_name] if has_offset else tf1.zeros(current_batch_size, tf1.float64)
weights = all_features[sample_weight_column_name] if has_weight \
else tf1.ones(current_batch_size, tf1.float32)
labels = all_labels[label_column_name] if has_label else tf1.zeros(current_batch_size, tf1.int64)
sample_id_list = tf1.concat([sample_id_list, sample_ids], axis=0)
weight_list = tf1.concat([weight_list, weights], axis=0)
label_list = tf1.concat([label_list, labels], axis=0)
w = x_placeholder[:-1]
b = x_placeholder[-1]
logits = tf1.sparse.sparse_dense_matmul(tf1.cast(features, tf1.float64),
tf1.cast(tf1.expand_dims(w, 1), tf1.float64))\
+ tf1.expand_dims(tf1.ones(current_batch_size, tf1.float64) * tf1.cast(b, tf1.float64), 1)
prediction_score_per_coordinate_list = tf1.concat([prediction_score_per_coordinate_list,
tf1.reshape(logits, [-1])], axis=0)
logits_with_offsets = logits + tf1.expand_dims(tf1.cast(offsets, tf1.float64), 1)
prediction_score_list = tf1.concat([prediction_score_list, tf1.reshape(logits_with_offsets, [-1])], axis=0)
return i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list
_, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list \
= tf1.while_loop(cond, body,
loop_vars=[i, sample_id_list, label_list, weight_list,
prediction_score_list, prediction_score_per_coordinate_list],
shape_invariants=[i.get_shape()] + [tf1.TensorShape([None])] * 5)
return sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list
def _train_model_fn(self, diter, x_placeholder, num_workers, num_features, global_num_samples, num_iterations,
schema_params: SchemaParams):
""" The training objective function and the gradients. """
value = tf1.constant(0.0, tf1.float64)
# Add bias
gradients = tf1.constant(np.zeros(num_features + 1))
feature_bag_name = self.feature_bag_name
label_column_name = schema_params.label_column_name
sample_weight_column_name = schema_params.weight_column_name
offset_column_name = self.offset_column_name
is_regularize_bias = self.is_regularize_bias
has_weight = self._has_feature(sample_weight_column_name)
has_offset = self._has_feature(offset_column_name)
i = 0
def cond(i, value, gradients):
return i < num_iterations
def body(i, value, gradients):
i += 1
all_features, all_labels = diter.get_next()
labels = all_labels[label_column_name]
current_batch_size = tf1.shape(labels)[0]
features = self._get_feature_bag_tensor(all_features, feature_bag_name, current_batch_size)
weights = all_features[sample_weight_column_name] if has_weight else tf1.ones(current_batch_size,
tf1.float64)
offsets = all_features[offset_column_name] if has_offset else tf1.zeros(current_batch_size, tf1.float64)
w = x_placeholder[:-1]
b = x_placeholder[-1]
logits = tf1.sparse.sparse_dense_matmul(tf1.cast(features, tf1.float64),
tf1.cast(tf1.expand_dims(w, 1), tf1.float64)) \
+ tf1.expand_dims(tf1.ones(current_batch_size, tf1.float64) * tf1.cast(b, tf1.float64), 1) \
+ tf1.expand_dims(tf1.cast(offsets, tf1.float64), 1)
loss = tf1.nn.sigmoid_cross_entropy_with_logits(labels=tf1.cast(labels, tf1.float64),
logits=tf1.reshape(tf1.cast(logits, tf1.float64), [-1]))
weighted_loss = tf1.cast(weights, tf1.float64) * loss
# regularzer has the option to include or exclude bias
regularizer = tf1.nn.l2_loss(x_placeholder) if is_regularize_bias else tf1.nn.l2_loss(w)
batch_value = tf1.reduce_sum(weighted_loss) + regularizer * self.l2_reg_weight \
* tf1.cast(current_batch_size, tf1.float64) / global_num_samples
batch_gradients = tf1.gradients(batch_value, x_placeholder)[0]
value += batch_value
gradients += batch_gradients
return i, value, gradients
_, value, gradients = tf1.while_loop(cond, body, [i, value, gradients])
if num_workers > 1:
# sum all reduce
reduced_value = collective_ops.all_reduce(
value, num_workers, FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY, 0,
merge_op='Add', final_op='Id')
reduced_gradients = collective_ops.all_reduce(
gradients, num_workers, FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY, 1,
merge_op='Add', final_op='Id')
return reduced_value, reduced_gradients
else:
return value, gradients
def _compute_loss_and_gradients(self, x, tf_session, x_placeholder, ops, task_index):
""" Compute loss and gradients, invoked by Scipy LBFGS solver. """
self.lbfgs_iteration += 1
start_time = time.time()
init_dataset_op, value_op, gradients_op = ops
tf_session.run(init_dataset_op)
value, gradients = tf_session.run([value_op, gradients_op], feed_dict={x_placeholder: x})
logging(f"Funcall #{self.lbfgs_iteration:4}, total lose = {value}, "
f"memory used: {self._check_memory()} GB, took {time.time() - start_time} seconds")
return value, gradients
def _write_inference_result(self, sample_ids, labels, weights, prediction_score,
prediction_score_per_coordinate, task_index, schema_params: SchemaParams, output_dir):
""" Write inference results. """
output_avro_schema = get_inference_output_avro_schema(
self.metadata,
True,
schema_params,
has_weight=self._has_feature(schema_params.weight_column_name))
parsed_schema = parse_schema(output_avro_schema)
records = []
for rec_id, rec_label, rec_weight, rec_prediction_score, rec_prediction_score_per_coordinate in \
zip(sample_ids, labels, weights, prediction_score, prediction_score_per_coordinate):
rec = {schema_params.uid_column_name: int(rec_id),
schema_params.prediction_score_column_name: float(rec_prediction_score),
schema_params.prediction_score_per_coordinate_column_name: float(rec_prediction_score_per_coordinate)}
if self._has_label(schema_params.label_column_name):
rec[schema_params.label_column_name] = int(rec_label)
if self._has_feature(schema_params.weight_column_name):
rec[schema_params.weight_column_name] = int(rec_weight)
records.append(rec)
output_file = os.path.join(output_dir, f"part-{task_index:05d}.avro")
error_msg = f"worker {task_index} encountered error in writing inference results"
with tf1.gfile.GFile(output_file, 'wb') as f:
try_write_avro_blocks(f, parsed_schema, records, None, error_msg)
logging(f"Worker {task_index} saved inference result to {output_file}")
# TODO(mizhou): All inference results are saved to memory and then write once, give the observation
# of small inference result size (each sample size is only 24 bytes), may need revisiting.
def _run_inference(self, x, tf_session, x_placeholder, ops, task_index, schema_params, output_dir):
""" Run inference on training or validation dataset. """
start_time = time.time()
sample_ids_op, labels_op, weights_op, prediction_score_op, prediction_score_per_coordinate_op = ops
sample_ids, labels, weights, prediction_score, prediction_score_per_coordinate = tf_session.run(
[sample_ids_op, labels_op, weights_op, prediction_score_op, prediction_score_per_coordinate_op],
feed_dict={x_placeholder: x})
self._write_inference_result(sample_ids, labels, weights, prediction_score,
prediction_score_per_coordinate, task_index,
schema_params, output_dir)
logging(f"Inference --- {time.time() - start_time} seconds ---")
def _check_memory(self):
""" Check memory usage. """
process = psutil.Process(os.getpid())
return process.memory_info().rss / 1e9
def _get_num_iterations(self, input_files):
""" Get the number of samples each worker assigned.
This works for tfrecord only.
"""
local_num_samples = 0
for fname in input_files:
local_num_samples += sum(1 for _ in tf1.python_io.tf_record_iterator(fname))
num_iterations = int(local_num_samples / self.batch_size) + (1 if local_num_samples % self.batch_size else 0)
return num_iterations
def train(self, training_data_dir, validation_data_dir, metadata_file, checkpoint_path,
execution_context, schema_params):
""" Overwrite train method from parent class. """
logging("Kicking off fixed effect LR LBFGS training")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
is_chief = execution_context[constants.IS_CHIEF]
self._create_server(execution_context)
assigned_train_files = self._get_assigned_files(training_data_dir, num_workers, task_index)
if self.copy_to_local:
train_input_dir = self.local_training_input_dir
actual_train_files = copy_files(assigned_train_files, train_input_dir)
# After copy the worker's shard to local, we don't shard the local files any more.
train_num_shards = 1
train_shard_index = 0
else:
train_input_dir = self.training_data_dir
actual_train_files = assigned_train_files
train_num_shards = num_workers
train_shard_index = task_index
# Define the graph here, keep session open to let scipy L-BFGS solver repeatly call _compute_loss_and_gradients
with tf1.variable_scope('worker{}'.format(task_index)), \
tf1.device('job:worker/task:{}/device:CPU:0'.format(task_index)):
# Define ops for training
train_dataset = per_record_input_fn(train_input_dir,
metadata_file,
train_num_shards,
train_shard_index,
self.batch_size,
self.data_format)
train_diter = tf1.data.make_initializable_iterator(train_dataset)
init_train_dataset_op = train_diter.initializer
train_x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
train_num_iterations = self._get_num_iterations(actual_train_files)
value_op, gradients_op = self._train_model_fn(train_diter,
train_x_placeholder,
num_workers,
self.num_features,
self.global_num_samples,
train_num_iterations,
schema_params)
train_ops = (init_train_dataset_op, value_op, gradients_op)
# Define ops for inference
valid_dataset = per_record_input_fn(validation_data_dir,
metadata_file,
num_workers,
task_index,
self.batch_size,
self.data_format)
inference_x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
inference_train_data_diter = tf1.data.make_one_shot_iterator(train_dataset)
train_sample_ids_op, train_labels_op, train_weights_op, train_prediction_score_op, \
train_prediction_score_per_coordinate_op = self._inference_model_fn(
inference_train_data_diter,
inference_x_placeholder,
train_num_iterations,
schema_params)
inference_validation_data_diter = tf1.data.make_one_shot_iterator(valid_dataset)
assigned_validation_files = self._get_assigned_files(validation_data_dir, num_workers, task_index)
validation_data_num_iterations = self._get_num_iterations(assigned_validation_files)
valid_sample_ids_op, valid_labels_op, valid_weights_op, valid_prediction_score_op, \
valid_prediction_score_per_coordinate_op = self._inference_model_fn(
inference_validation_data_diter,
inference_x_placeholder,
validation_data_num_iterations,
schema_params)
if num_workers > 1:
all_reduce_sync_op = collective_ops.all_reduce(
tf1.constant(0.0, tf1.float64),
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
0,
merge_op='Add',
final_op='Id')
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(master=self.server.target)
tf_session = tf1.train.MonitoredSession(session_creator=session_creator)
tf_session.run(init_variables_op)
# load existing model if available
logging("Try to load initial model coefficients...")
prev_model = self._load_model(catch_exception=True)
if prev_model is None or len(prev_model) != self.num_features + 1:
logging("No initial model found, use all zeros instead.")
x0 = np.zeros(self.num_features + 1)
else:
logging("Found a previous model, loaded as the initial point for training")
x0 = prev_model
# Run all reduce warm up
logging("All-reduce-warmup starts...")
if num_workers > 1:
start_time = time.time()
tf_session.run([all_reduce_sync_op])
logging("All-reduce-warmup --- {} seconds ---".format(time.time() - start_time))
# Start training
logging("Training starts...")
start_time = time.time()
self.model_coefficients, f_min, info = fmin_l_bfgs_b(
func=self._compute_loss_and_gradients,
x0=x0,
approx_grad=False,
m=self.num_correction_pairs, # number of variable metrics corrections. default is 10.
factr=self.factor, # control precision, smaller the better.
maxiter=self.max_iteration,
args=(tf_session, train_x_placeholder, train_ops, task_index),
disp=0)
logging("Training --- {} seconds ---".format(time.time() - start_time))
logging("\n------------------------------\nf_min: {}\nnum of funcalls: {}\ntask msg:"
"{}\n------------------------------".format(f_min, info['funcalls'], info['task']))
logging("Inference training data starts...")
inference_training_data_ops = (train_sample_ids_op, train_labels_op, train_weights_op,
train_prediction_score_op, train_prediction_score_per_coordinate_op)
self._run_inference(self.model_coefficients,
tf_session,
inference_x_placeholder,
inference_training_data_ops,
task_index,
schema_params,
self.training_output_dir)
logging("Inference validation data starts...")
inference_validation_data_ops = (valid_sample_ids_op, valid_labels_op, valid_weights_op,
valid_prediction_score_op, valid_prediction_score_per_coordinate_op)
self._run_inference(self.model_coefficients,
tf_session,
inference_x_placeholder,
inference_validation_data_ops,
task_index,
schema_params,
self.validation_output_dir)
# Final sync up and then reliably terminate all workers
if (num_workers > 1):
tf_session.run([all_reduce_sync_op])
snooze_after_tf_session_closure(tf_session, self.delayed_exit_in_seconds)
if is_chief:
self._save_model()
# remove the cached training input files
if self.copy_to_local:
tf1.gfile.DeleteRecursively(self.local_training_input_dir)
def _save_model(self):
""" Save the trained linear model in avro format. """
bias = self.model_coefficients[-1]
if self.feature_bag_name is None:
# intercept only model
list_of_weight_indices = None
list_of_weight_values = None
else:
weights = self.model_coefficients[:-1]
indices = np.arange(weights.shape[0])
list_of_weight_values = np.expand_dims(weights, axis=0)
list_of_weight_indices = np.expand_dims(indices, axis=0)
output_file = os.path.join(self.checkpoint_path, "part-00000.avro")
export_linear_model_to_avro(model_ids=["global model"],
list_of_weight_indices=list_of_weight_indices,
list_of_weight_values=list_of_weight_values,
biases=np.expand_dims(bias, axis=0),
feature_file=self.feature_file,
output_file=output_file)
def _load_model(self, catch_exception=False):
""" Load model from avro file. """
model = None
logging("Loading model from {}".format(self.checkpoint_path))
model_exist = self.checkpoint_path and tf1.io.gfile.exists(self.checkpoint_path)
if model_exist:
model_file = tf1.io.gfile.glob("{}/*.avro".format(self.checkpoint_path))
if len(model_file) == 1:
model = load_linear_models_from_avro(model_file[0], self.feature_file)[0]
elif not catch_exception:
raise ValueError("Load model failed, no model file or multiple model"
" files found in the model diretory {}".format(self.checkpoint))
elif not catch_exception:
raise FileNotFoundError("checkpoint path {} doesn't exist".format(self.checkpoint_path))
if self.feature_bag_name is None and model is not None:
# intercept only model, add a dummy weight.
model = add_dummy_weight(model)
return model
def export(self, output_model_dir):
logging("No need model export for LR model. ")
def predict(self,
output_dir,
input_data_path,
metadata_file,
checkpoint_path,
execution_context,
schema_params):
# Overwrite predict method from parent class.
logging("Kicking off fixed effect LR predict")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
# Prediction uses local server
self.server = tf1.train.Server.create_local_server()
# Define the graph here, keep session open to let scipy L-BFGS solver repeatly call _compute_loss_and_gradients
# Inference is conducted in local mode.
with tf1.variable_scope('worker{}'.format(task_index)), tf1.device('device:CPU:0'):
dataset = per_record_input_fn(input_data_path,
metadata_file,
num_workers,
task_index,
self.batch_size,
self.data_format)
x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
data_diter = tf1.data.make_one_shot_iterator(dataset)
assigned_files = self._get_assigned_files(input_data_path, num_workers, task_index)
data_num_iterations = self._get_num_iterations(assigned_files)
sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op = self._inference_model_fn(
data_diter,
x_placeholder,
data_num_iterations,
schema_params)
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(master=self.server.target)
tf_session = tf1.train.MonitoredSession(session_creator=session_creator)
tf_session.run(init_variables_op)
predict_ops = (sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op)
model_coefficients = self._load_model()
self._run_inference(model_coefficients,
tf_session,
x_placeholder,
predict_ops,
task_index,
schema_params,
output_dir)
logging("Snooze before closing the session")
snooze_after_tf_session_closure(tf_session, self.delayed_exit_in_seconds)
logging("Closed the session")
def _parse_parameters(self, raw_model_parameters):
return FixedLRParams.__from_argv__(raw_model_parameters, error_on_unknown=False)
class FixedEffectLRModelLBFGS(Model):
"""
Logstic regression model with scipy LBFGS + TF.
"""
# TF all reduce op group identifier
TF_ALL_REDUCE_GROUP_KEY = 0
def __init__(self, raw_model_params, base_training_params):
self.model_params = self._parse_parameters(raw_model_params)
self.training_output_dir = base_training_params[constants.TRAINING_OUTPUT_DIR]
self.validation_output_dir = base_training_params[constants.VALIDATION_OUTPUT_DIR]
self.local_training_input_dir = "local_training_input_dir"
self.model_params[constants.FEATURE_BAGS] = list(self.model_params[constants.FEATURE_BAGS].split(','))
self.lbfgs_iteration = 0
self.training_data_path = self.model_params[constants.TRAIN_DATA_PATH]
self.validation_data_path = self.model_params[constants.VALIDATION_DATA_PATH]
self.metadata_file = self.model_params[constants.METADATA_FILE]
self.feature_file = self.model_params[constants.FEATURE_FILE]
self.checkpoint_path = self.model_params[constants.MODEL_OUTPUT_DIR]
self.data_format = self.model_params[constants.DATA_FORMAT]
self.feature_bag_name = self.model_params[constants.FEATURE_BAGS][0]
self.offset_column_name = self.model_params[constants.OFFSET]
self.batch_size = int(self.model_params[constants.BATCH_SIZE])
self.copy_to_local = self.model_params[constants.COPY_TO_LOCAL]
self.num_correction_pairs = self.model_params[constants.NUM_OF_LBFGS_CURVATURE_PAIRS]
self.factor = self.model_params[constants.LBFGS_TOLERANCE] / np.finfo(float).eps
self.is_regularize_bias = self.model_params[constants.REGULARIZE_BIAS]
self.max_iteration = self.model_params[constants.NUM_OF_LBFGS_ITERATIONS]
self.l2_reg_weight = self.model_params[constants.L2_REG_WEIGHT]
self.metadata = self._load_metadata()
self.tensor_metadata = DatasetMetadata(self.metadata_file)
self.global_num_samples = self.tensor_metadata.get_number_of_training_samples()
self.num_features = self._get_num_features()
self.model_coefficients = None
self.server = None
# validate parameters:
assert len(self.model_params[constants.FEATURE_BAGS]) == 1, "Only support one feature bag"
assert self.global_num_samples > 0,\
"Number of training samples must be set in the metadata and be positive"
assert self.feature_file and tf1.io.gfile.exists(self.feature_file), \
"feature file {} doesn't exist".format(self.feature_file)
def _load_metadata(self):
""" Read metadata file from json format. """
assert tf1.io.gfile.exists(self.metadata_file), "metadata file %s does not exist" % self.metadata_file
return read_json_file(self.metadata_file)
@staticmethod
def _get_assigned_files(input_data_path, num_shards, shard_index):
"""
Get the assigned files from the shard
:param input_data_path:
:return: a list of assigned file names.
"""
assigned_files, sample_level_shard = shard_input_files(input_data_path, num_shards, shard_index)
assert not sample_level_shard, "Doesn't support sample level sharding," \
"number of files must >= number of workers"
return assigned_files
def _get_num_features(self):
""" Get number of features from metadata. """
num_features = next(filter(lambda x: x.name == self.feature_bag_name,
self.tensor_metadata.get_features())).shape[0]
assert num_features > 0, "number of features must > 0"
return num_features
def _has_feature(self, feature_column_name):
""" Check if tensor schema has the provided feature field. """
return feature_column_name in self.tensor_metadata.get_feature_names()
def _has_label(self, label_column_name):
""" Check if tensor schema has the provided label field. """
return label_column_name in self.tensor_metadata.get_label_names()
def _create_server(self, execution_context):
if self.server:
return
cluster_spec = execution_context[constants.CLUSTER_SPEC]
task_index = execution_context[constants.TASK_INDEX]
config = tf1.ConfigProto()
config.experimental.collective_group_leader = '/job:worker/replica:0/task:0'
self.server = tf1.distribute.Server(cluster_spec,
config=config,
job_name='worker',
task_index=task_index)
def _inference_model_fn(self, diter, x_placeholder, num_iterations, schema_params):
""" Implement the forward pass to get logit. """
sample_id_list = tf1.constant([], tf1.int64)
label_list = tf1.constant([], tf1.int64)
weight_list = tf1.constant([], tf1.float32)
prediction_score_list = tf1.constant([], tf1.float64)
prediction_score_per_coordinate_list = tf1.constant([], tf1.float64)
feature_bag_name = self.feature_bag_name
sample_id_column_name = schema_params[constants.SAMPLE_ID]
label_column_name = schema_params[constants.LABEL]
sample_weight_column_name = schema_params[constants.SAMPLE_WEIGHT]
offset_column_name = self.offset_column_name
has_offset = self._has_feature(offset_column_name)
has_label = self._has_label(label_column_name)
has_weight = self._has_feature(sample_weight_column_name)
i = tf1.constant(0, tf1.int64)
def cond(i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list):
return tf1.less(i, num_iterations)
def body(i, sample_id_list, label_list, weight_list, prediction_score_list, prediction_score_per_coordinate_list):
i += 1
all_features, all_labels = diter.get_next()
features = all_features[feature_bag_name]
sample_ids = all_features[sample_id_column_name]
current_batch_size = tf1.shape(sample_ids)[0]
offsets = all_features[offset_column_name] if has_offset else tf1.zeros(current_batch_size, tf1.float64)
weights = all_features[sample_weight_column_name] if has_weight \
else tf1.ones(current_batch_size, tf1.float32)
labels = all_labels[label_column_name] if has_label else tf1.zeros(current_batch_size, tf1.int64)
sample_id_list = tf1.concat([sample_id_list, sample_ids], axis=0)
weight_list = tf1.concat([weight_list, weights], axis=0)
label_list = tf1.concat([label_list, labels], axis=0)
w = x_placeholder[:-1]
b = x_placeholder[-1]
logits = tf1.sparse.sparse_dense_matmul(tf1.cast(features, tf1.float64),
tf1.cast(tf1.expand_dims(w, 1), tf1.float64))\
+ tf1.expand_dims(tf1.ones(current_batch_size, tf1.float64) * tf1.cast(b, tf1.float64), 1)
prediction_score_per_coordinate_list = tf1.concat([prediction_score_per_coordinate_list,
tf1.reshape(logits, [-1])], axis=0)
logits_with_offsets = logits + tf1.expand_dims(tf1.cast(offsets, tf1.float64), 1)
prediction_score_list = tf1.concat([prediction_score_list, tf1.reshape(logits_with_offsets, [-1])], axis=0)
return i, sample_id_list, label_list, weight_list, prediction_score_per_coordinate_list, prediction_score_list
_, sample_id_list, label_list, weight_list, prediction_score_per_coordinate_list, prediction_score_list \
= tf1.while_loop(cond, body,
loop_vars=[i, sample_id_list, label_list, weight_list,
prediction_score_per_coordinate_list, prediction_score_list],
shape_invariants=[i.get_shape()] + [tf1.TensorShape([None])] * 5)
return sample_id_list, label_list, weight_list, prediction_score_per_coordinate_list, prediction_score_list
def _train_model_fn(self, diter, x_placeholder, num_workers, num_features, global_num_samples, num_iterations,
schema_params):
""" The training objective function and the gradients. """
value = tf1.constant(0.0, tf1.float64)
# Add bias
gradients = tf1.constant(np.zeros(num_features + 1))
feature_bag_name = self.feature_bag_name
label_column_name = schema_params[constants.LABEL]
sample_weight_column_name = schema_params[constants.SAMPLE_WEIGHT]
offset_column_name = self.offset_column_name
is_regularize_bias = self.is_regularize_bias
has_weight = self._has_feature(sample_weight_column_name)
has_offset = self._has_feature(offset_column_name)
i = 0
def cond(i, value, gradients):
return i < num_iterations
def body(i, value, gradients):
i += 1
all_features, all_labels = diter.get_next()
features = all_features[feature_bag_name]
labels = all_labels[label_column_name]
current_batch_size = tf1.shape(labels)[0]
weights = all_features[sample_weight_column_name] if has_weight else tf1.ones(current_batch_size,
tf1.float64)
offsets = all_features[offset_column_name] if has_offset else tf1.zeros(current_batch_size, tf1.float64)
w = x_placeholder[:-1]
b = x_placeholder[-1]
logits = tf1.sparse.sparse_dense_matmul(tf1.cast(features, tf1.float64),
tf1.cast(tf1.expand_dims(w, 1), tf1.float64)) \
+ tf1.expand_dims(tf1.ones(current_batch_size, tf1.float64) * tf1.cast(b, tf1.float64), 1) \
+ tf1.expand_dims(tf1.cast(offsets, tf1.float64), 1)
loss = tf1.nn.sigmoid_cross_entropy_with_logits(labels=tf1.cast(labels, tf1.float64),
logits=tf1.reshape(tf1.cast(logits, tf1.float64), [-1]))
weighted_loss = tf1.cast(weights, tf1.float64) * loss
# regularzer has the option to include or exclude bias
regularizer = tf1.nn.l2_loss(x_placeholder) if is_regularize_bias else tf1.nn.l2_loss(w)
batch_value = tf1.reduce_sum(weighted_loss) + regularizer * self.l2_reg_weight \
* tf1.cast(current_batch_size, tf1.float64) / global_num_samples
batch_gradients = tf1.gradients(batch_value, x_placeholder)[0]
value += batch_value
gradients += batch_gradients
return i, value, gradients
_, value, gradients = tf1.while_loop(cond, body, [i, value, gradients])
if num_workers > 1:
# sum all reduce
reduced_value = collective_ops.all_reduce(
value, num_workers, FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY, 0,
merge_op='Add', final_op='Id')
reduced_gradients = collective_ops.all_reduce(
gradients, num_workers, FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY, 1,
merge_op='Add', final_op='Id')
return reduced_value, reduced_gradients
else:
return value, gradients
def _compute_loss_and_gradients(self, x, tf_session, x_placeholder, ops, task_index):
""" Compute loss and gradients, invoked by Scipy LBFGS solver. """
self.lbfgs_iteration += 1
start_time = time.time()
init_dataset_op, value_op, gradients_op = ops
tf_session.run(init_dataset_op)
value, gradients = tf_session.run([value_op, gradients_op], feed_dict={x_placeholder: x})
logging("Iteration {}: value = {}".format(self.lbfgs_iteration, value))
logging("Iteration {}: memory used: {} GB".format(self.lbfgs_iteration, self._check_memory()))
logging("Iteration {}: --- {} seconds ---".format(self.lbfgs_iteration, time.time() - start_time))
return value, gradients
def _write_inference_result(self, sample_ids, labels, weights, scores,
scores_and_offsets, task_index, schema_params, output_dir):
""" Write inference results. """
photon_ml_writer = PhotonMLWriter(schema_params=schema_params)
output_avro_schema = photon_ml_writer.get_inference_output_avro_schema(
self.metadata,
self._has_label(schema_params[constants.LABEL]),
True,
has_weight=self._has_feature(schema_params[constants.SAMPLE_WEIGHT]))
parsed_schema = parse_schema(output_avro_schema)
records = []
for rec_id, rec_label, rec_weight, rec_score, rec_score_and_offset in \
zip(sample_ids, labels, weights, scores, scores_and_offsets):
rec = {schema_params[constants.SAMPLE_ID]: int(rec_id),
schema_params[constants.PREDICTION_SCORE]: float(rec_score),
schema_params[constants.PREDICTION_SCORE_PER_COORDINATE]: float(rec_score_and_offset)
}
if self._has_label(schema_params[constants.LABEL]):
rec[schema_params[constants.LABEL]] = int(rec_label)
if self._has_feature(schema_params[constants.SAMPLE_WEIGHT]):
rec[schema_params[constants.SAMPLE_WEIGHT]] = int(rec_weight)
records.append(rec)
output_file = os.path.join(output_dir, "part-{0:05d}.avro".format(task_index))
error_msg = "worker {} encountered error in writing inference results".format(task_index)
with tf1.gfile.GFile(output_file, 'wb') as f:
try_write_avro_blocks(f, parsed_schema, records, None, error_msg)
logging("Worker {} saved inference result to {}".format(task_index, output_file))
# TODO(mizhou): All inference results are saved to memory and then write once, give the observation
# of samll inference result size (each sample size is only 24 bytes), may need revisiting.
def _run_inference(self, x, tf_session, x_placeholder, ops, task_index, schema_params, output_dir):
""" Run inference on training or validation dataset. """
start_time = time.time()
sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op = ops
sample_ids, labels, weights, scores, scores_and_offsets = tf_session.run(
[sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op],
feed_dict={x_placeholder: x})
self._write_inference_result(sample_ids, labels, weights, scores, scores_and_offsets, task_index,
schema_params, output_dir)
logging("Inference --- {} seconds ---".format(time.time()-start_time))
def _check_memory(self):
""" Check memory usage. """
process = psutil.Process(os.getpid())
return process.memory_info().rss / 1e9
def _get_num_iterations(self, input_files):
""" Get the number of samples each worker assigned.
This works for tfrecord only.
"""
local_num_samples = 0
for fname in input_files:
local_num_samples += sum(1 for _ in tf1.python_io.tf_record_iterator(fname))
num_iterations = int(local_num_samples / self.batch_size) + (1 if local_num_samples % self.batch_size else 0)
return num_iterations
def train(self, training_data_path, validation_data_path, metadata_file, checkpoint_path,
execution_context, schema_params):
""" Overwrite train method from parent class. """
logging("Kicking off fixed effect LR LBFGS training")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
is_chief = execution_context[constants.IS_CHIEF]
self._create_server(execution_context)
assigned_train_files = self._get_assigned_files(training_data_path, num_workers, task_index)
if self.copy_to_local:
train_input_dir = self.local_training_input_dir
actual_train_files = copy_files(assigned_train_files, train_input_dir)
# After copy the worker's shard to local, we don't shard the local files any more.
train_num_shards = 1
train_shard_index = 0
else:
train_input_dir = self.training_data_path
actual_train_files = assigned_train_files
train_num_shards = num_workers
train_shard_index = task_index
# Define the graph here, keep session open to let scipy L-BFGS solver repeatly call _compute_loss_and_gradients
with tf1.variable_scope('worker{}'.format(task_index)), \
tf1.device('job:worker/task:{}/device:CPU:0'.format(task_index)):
# Define ops for training
train_dataset = per_record_input_fn(train_input_dir,
metadata_file,
train_num_shards,
train_shard_index,
self.batch_size,
self.data_format)
train_diter = tf1.data.make_initializable_iterator(train_dataset)
init_train_dataset_op = train_diter.initializer
train_x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
train_num_iterations = self._get_num_iterations(actual_train_files)
value_op, gradients_op = self._train_model_fn(train_diter,
train_x_placeholder,
num_workers,
self.num_features,
self.global_num_samples,
train_num_iterations,
schema_params)
train_ops = (init_train_dataset_op, value_op, gradients_op)
# Define ops for inference
valid_dataset = per_record_input_fn(validation_data_path,
metadata_file,
num_workers,
task_index,
self.batch_size,
self.data_format)
inference_x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
inference_train_data_diter = tf1.data.make_one_shot_iterator(train_dataset)
train_sample_ids_op, train_labels_op, train_weights_op, train_scores_op, train_scores_and_offsets_op = self._inference_model_fn(
inference_train_data_diter,
inference_x_placeholder,
train_num_iterations,
schema_params)
inference_validation_data_diter = tf1.data.make_one_shot_iterator(valid_dataset)
assigned_validation_files = self._get_assigned_files(validation_data_path, num_workers, task_index)
validation_data_num_iterations = self._get_num_iterations(assigned_validation_files)
valid_sample_ids_op, valid_labels_op, valid_weights_op, valid_scores_op, valid_scores_and_offsets_op = self._inference_model_fn(
inference_validation_data_diter,
inference_x_placeholder,
validation_data_num_iterations,
schema_params)
if num_workers > 1:
all_reduce_sync_op = collective_ops.all_reduce(
tf1.constant(0.0, tf1.float64),
num_workers,
FixedEffectLRModelLBFGS.TF_ALL_REDUCE_GROUP_KEY,
0,
merge_op='Add',
final_op='Id')
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(master=self.server.target)
tf_session = tf1.train.MonitoredSession(session_creator=session_creator)
tf_session.run(init_variables_op)
# Run all reduce warm up
logging("All-reduce-warmup starts...")
if num_workers > 1:
start_time = time.time()
tf_session.run([all_reduce_sync_op])
logging("All-reduce-warmup --- {} seconds ---".format(time.time() - start_time))
# Start training
logging("Training starts...")
start_time = time.time()
self.model_coefficients, f_min, info = fmin_l_bfgs_b(
func=self._compute_loss_and_gradients,
x0=np.zeros(self.num_features + 1),
approx_grad=False,
m=self.num_correction_pairs, # number of variable metrics corrections. default is 10.
factr=self.factor, # control precision, smaller the better.
maxiter=self.max_iteration,
args=(tf_session, train_x_placeholder, train_ops, task_index),
disp=0)
logging("Training --- {} seconds ---".format(time.time() - start_time))
logging("\n------------------------------\nf_min: {}\nnum of funcalls: {}\ntask msg:"
"{}\n------------------------------".format(f_min, info['funcalls'], info['task']))
logging("Inference training data starts...")
inference_training_data_ops = (train_sample_ids_op, train_labels_op, train_weights_op, train_scores_op, train_scores_and_offsets_op)
self._run_inference(self.model_coefficients,
tf_session,
inference_x_placeholder,
inference_training_data_ops,
task_index,
schema_params,
self.training_output_dir)
logging("Inference validation data starts...")
inference_validation_data_ops = (valid_sample_ids_op, valid_labels_op, valid_weights_op, valid_scores_op, valid_scores_and_offsets_op)
self._run_inference(self.model_coefficients,
tf_session,
inference_x_placeholder,
inference_validation_data_ops,
task_index,
schema_params,
self.validation_output_dir)
# Final sync up and then reliably terminate all workers
if (num_workers > 1):
tf_session.run([all_reduce_sync_op])
tf_session.close()
if is_chief:
self._save_model()
# remove the cached training input files
if self.copy_to_local:
tf1.gfile.DeleteRecursively(self.local_training_input_dir)
def _save_model(self):
""" Save the trained linear model in avro format. """
weights = self.model_coefficients[:-1]
bias = self.model_coefficients[-1]
list_of_weight_indices = np.arange(weights.shape[0])
output_file = os.path.join(self.checkpoint_path, "global_model.avro")
export_scipy_lr_model_to_avro(model_ids=["global model"],
list_of_weight_indices=np.expand_dims(list_of_weight_indices, axis=0),
list_of_weight_values=np.expand_dims(weights, axis=0),
biases=np.expand_dims(bias, axis=0),
feature_file=self.feature_file,
output_file=output_file)
def _load_model(self):
""" Load model from avro file. """
logging("Loading model from {}".format(self.checkpoint_path))
assert self.checkpoint_path and tf1.io.gfile.exists(self.checkpoint_path), "checkpoint path {} doesn't exist".format(self.checkpoint_path)
model_file = tf1.io.gfile.glob("{}/*.avro".format(self.checkpoint_path))
assert len(model_file) == 1, "Load model failed, no model file or multiple model files found in the model diretory {}".format(self.checkpoint)
models = load_scipy_models_from_avro(model_file[0])
return models[0]
def export(self, output_model_dir):
logging("No need model export for LR model. ")
def predict(self,
output_dir,
input_data_path,
metadata_file,
checkpoint_path,
execution_context,
schema_params):
# Overwrite predict method from parent class.
logging("Kicking off fixed effect LR predict")
task_index = execution_context[constants.TASK_INDEX]
num_workers = execution_context[constants.NUM_WORKERS]
# Prediction uses local server
self.server = tf1.train.Server.create_local_server()
# Define the graph here, keep session open to let scipy L-BFGS solver repeatly call _compute_loss_and_gradients
# Inference is conducted in local mode.
with tf1.variable_scope('worker{}'.format(task_index)), tf1.device('device:CPU:0'):
dataset = per_record_input_fn(input_data_path,
metadata_file,
num_workers,
task_index,
self.batch_size,
self.data_format)
x_placeholder = tf1.placeholder(tf1.float64, shape=[None])
data_diter = tf1.data.make_one_shot_iterator(dataset)
assigned_files = self._get_assigned_files(input_data_path, num_workers, task_index)
data_num_iterations = self._get_num_iterations(assigned_files)
sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op = self._inference_model_fn(
data_diter,
x_placeholder,
data_num_iterations,
schema_params)
init_variables_op = tf1.global_variables_initializer()
session_creator = tf1.train.ChiefSessionCreator(master=self.server.target)
tf_session = tf1.train.MonitoredSession(session_creator=session_creator)
tf_session.run(init_variables_op)
predict_ops = (sample_ids_op, labels_op, weights_op, scores_op, scores_and_offsets_op)
model_coefficients = self._load_model()
self._run_inference(model_coefficients,
tf_session,
x_placeholder,
predict_ops,
task_index,
schema_params,
output_dir)
tf_session.close()
def _parse_parameters(self, raw_model_parameters):
parser = argparse.ArgumentParser(parents=[lr_parser])
# Training parameters
parser.add_argument("--" + constants.COPY_TO_LOCAL, type=str2bool, nargs='?', const=True, required=False, default=True,
help="Boolean for copying data to local or not.")
model_params, other_args = parser.parse_known_args(raw_model_parameters)
model_params_dict = vars(model_params)
"""validate the parameters"""
assert int(model_params_dict[constants.BATCH_SIZE]) > 0, "Batch size must be positive number"
return model_params_dict