import logging
from functools import partial
from typing import Any, Callable, Dict, Optional, Union
import xgboost
from packaging.version import Version
import ray.train
from ray.train import Checkpoint
from ray.train.constants import TRAIN_DATASET_KEY
from ray.train.trainer import GenDataset
from ray.train.xgboost import RayTrainReportCallback, XGBoostConfig
from ray.train.xgboost.v2 import XGBoostTrainer as SimpleXGBoostTrainer
from ray.util.annotations import PublicAPI
logger = logging.getLogger(__name__)
LEGACY_XGBOOST_TRAINER_DEPRECATION_MESSAGE = (
"Passing in `xgboost.train` kwargs such as `params`, `num_boost_round`, "
"`label_column`, etc. to `XGBoostTrainer` is deprecated "
"in favor of the new API which accepts a ``train_loop_per_worker`` argument, "
"similar to the other DataParallelTrainer APIs (ex: TorchTrainer). "
"See this issue for more context: "
"https://github.com/ray-project/ray/issues/50042"
)
def _xgboost_train_fn_per_worker(
config: dict,
label_column: str,
num_boost_round: int,
dataset_keys: set,
xgboost_train_kwargs: dict,
):
checkpoint = ray.train.get_checkpoint()
starting_model = None
remaining_iters = num_boost_round
if checkpoint:
starting_model = RayTrainReportCallback.get_model(checkpoint)
starting_iter = starting_model.num_boosted_rounds()
remaining_iters = num_boost_round - starting_iter
logger.info(
f"Model loaded from checkpoint will train for "
f"additional {remaining_iters} iterations (trees) in order "
"to achieve the target number of iterations "
f"({num_boost_round=})."
)
train_ds_iter = ray.train.get_dataset_shard(TRAIN_DATASET_KEY)
train_df = train_ds_iter.materialize().to_pandas()
eval_ds_iters = {
k: ray.train.get_dataset_shard(k)
for k in dataset_keys
if k != TRAIN_DATASET_KEY
}
eval_dfs = {k: d.materialize().to_pandas() for k, d in eval_ds_iters.items()}
train_X, train_y = train_df.drop(label_column, axis=1), train_df[label_column]
dtrain = xgboost.DMatrix(train_X, label=train_y)
# NOTE: Include the training dataset in the evaluation datasets.
# This allows `train-*` metrics to be calculated and reported.
evals = [(dtrain, TRAIN_DATASET_KEY)]
for eval_name, eval_df in eval_dfs.items():
eval_X, eval_y = eval_df.drop(label_column, axis=1), eval_df[label_column]
evals.append((xgboost.DMatrix(eval_X, label=eval_y), eval_name))
evals_result = {}
xgboost.train(
config,
dtrain=dtrain,
evals=evals,
evals_result=evals_result,
num_boost_round=remaining_iters,
xgb_model=starting_model,
**xgboost_train_kwargs,
)
[docs]
@PublicAPI(stability="beta")
class XGBoostTrainer(SimpleXGBoostTrainer):
"""A Trainer for distributed data-parallel XGBoost training.
Example
-------
.. testcode::
import xgboost
import ray.data
import ray.train
from ray.train.xgboost import RayTrainReportCallback, XGBoostTrainer
def train_fn_per_worker(config: dict):
# (Optional) Add logic to resume training state from a checkpoint.
# ray.train.get_checkpoint()
# 1. Get the dataset shard for the worker and convert to a `xgboost.DMatrix`
train_ds_iter, eval_ds_iter = (
ray.train.get_dataset_shard("train"),
ray.train.get_dataset_shard("validation"),
)
train_ds, eval_ds = train_ds_iter.materialize(), eval_ds_iter.materialize()
train_df, eval_df = train_ds.to_pandas(), eval_ds.to_pandas()
train_X, train_y = train_df.drop("y", axis=1), train_df["y"]
eval_X, eval_y = eval_df.drop("y", axis=1), eval_df["y"]
dtrain = xgboost.DMatrix(train_X, label=train_y)
deval = xgboost.DMatrix(eval_X, label=eval_y)
params = {
"tree_method": "approx",
"objective": "reg:squarederror",
"eta": 1e-4,
"subsample": 0.5,
"max_depth": 2,
}
# 2. Do distributed data-parallel training.
# Ray Train sets up the necessary coordinator processes and
# environment variables for your workers to communicate with each other.
bst = xgboost.train(
params,
dtrain=dtrain,
evals=[(deval, "validation")],
num_boost_round=10,
callbacks=[RayTrainReportCallback()],
)
train_ds = ray.data.from_items([{"x": x, "y": x + 1} for x in range(32)])
eval_ds = ray.data.from_items([{"x": x, "y": x + 1} for x in range(16)])
trainer = XGBoostTrainer(
train_fn_per_worker,
datasets={"train": train_ds, "validation": eval_ds},
scaling_config=ray.train.ScalingConfig(num_workers=4),
)
result = trainer.fit()
booster = RayTrainReportCallback.get_model(result.checkpoint)
.. testoutput::
:hide:
...
Args:
train_loop_per_worker: The training function to execute on each worker.
This function can either take in zero arguments or a single ``Dict``
argument which is set by defining ``train_loop_config``.
Within this function you can use any of the
:ref:`Ray Train Loop utilities <train-loop-api>`.
train_loop_config: A configuration ``Dict`` to pass in as an argument to
``train_loop_per_worker``.
This is typically used for specifying hyperparameters.
xgboost_config: The configuration for setting up the distributed xgboost
backend. Defaults to using the "rabit" backend.
See :class:`~ray.train.xgboost.XGBoostConfig` for more info.
datasets: The Ray Datasets to use for training and validation.
dataset_config: The configuration for ingesting the input ``datasets``.
By default, all the Ray Datasets are split equally across workers.
See :class:`~ray.train.DataConfig` for more details.
scaling_config: The configuration for how to scale data parallel training.
``num_workers`` determines how many Python processes are used for training,
and ``use_gpu`` determines whether or not each process should use GPUs.
See :class:`~ray.train.ScalingConfig` for more info.
run_config: The configuration for the execution of the training run.
See :class:`~ray.train.RunConfig` for more info.
resume_from_checkpoint: A checkpoint to resume training from.
This checkpoint can be accessed from within ``train_loop_per_worker``
by calling ``ray.train.get_checkpoint()``.
metadata: Dict that should be made available via
`ray.train.get_context().get_metadata()` and in `checkpoint.get_metadata()`
for checkpoints saved from this Trainer. Must be JSON-serializable.
label_column: [Deprecated] Name of the label column. A column with this name
must be present in the training dataset.
params: [Deprecated] XGBoost training parameters.
Refer to `XGBoost documentation <https://xgboost.readthedocs.io/>`_
for a list of possible parameters.
num_boost_round: [Deprecated] Target number of boosting iterations (trees in the model).
Note that unlike in ``xgboost.train``, this is the target number
of trees, meaning that if you set ``num_boost_round=10`` and pass a model
that has already been trained for 5 iterations, it will be trained for 5
iterations more, instead of 10 more.
**train_kwargs: [Deprecated] Additional kwargs passed to ``xgboost.train()`` function.
"""
_handles_checkpoint_freq = True
_handles_checkpoint_at_end = True
def __init__(
self,
train_loop_per_worker: Optional[
Union[Callable[[], None], Callable[[Dict], None]]
] = None,
*,
train_loop_config: Optional[Dict] = None,
xgboost_config: Optional[XGBoostConfig] = None,
scaling_config: Optional[ray.train.ScalingConfig] = None,
run_config: Optional[ray.train.RunConfig] = None,
datasets: Optional[Dict[str, GenDataset]] = None,
dataset_config: Optional[ray.train.DataConfig] = None,
resume_from_checkpoint: Optional[Checkpoint] = None,
metadata: Optional[Dict[str, Any]] = None,
# TODO(justinvyu): [Deprecated] Legacy XGBoostTrainer API
label_column: Optional[str] = None,
params: Optional[Dict[str, Any]] = None,
num_boost_round: Optional[int] = None,
**train_kwargs,
):
if Version(xgboost.__version__) < Version("1.7.0"):
raise ImportError(
"`XGBoostTrainer` requires the `xgboost` version to be >= 1.7.0. "
'Upgrade with: `pip install -U "xgboost>=1.7"`'
)
# TODO(justinvyu): [Deprecated] Legacy XGBoostTrainer API
legacy_api = train_loop_per_worker is None
if legacy_api:
train_loop_per_worker = self._get_legacy_train_fn_per_worker(
xgboost_train_kwargs=train_kwargs,
run_config=run_config,
label_column=label_column,
num_boost_round=num_boost_round,
datasets=datasets,
)
train_loop_config = params or {}
# TODO(justinvyu): [Deprecated] Legacy XGBoostTrainer API
# elif train_kwargs:
# _log_deprecation_warning(
# "Passing `xgboost.train` kwargs to `XGBoostTrainer` is deprecated. "
# "Please pass in a `train_loop_per_worker` function instead, "
# "which has full flexibility on the call to `xgboost.train(**kwargs)`. "
# f"{LEGACY_XGBOOST_TRAINER_DEPRECATION_MESSAGE}"
# )
super(XGBoostTrainer, self).__init__(
train_loop_per_worker=train_loop_per_worker,
train_loop_config=train_loop_config,
xgboost_config=xgboost_config,
scaling_config=scaling_config,
run_config=run_config,
datasets=datasets,
dataset_config=dataset_config,
resume_from_checkpoint=resume_from_checkpoint,
metadata=metadata,
)
def _get_legacy_train_fn_per_worker(
self,
xgboost_train_kwargs: Dict,
run_config: Optional[ray.train.RunConfig],
datasets: Optional[Dict[str, GenDataset]],
label_column: Optional[str],
num_boost_round: Optional[int],
) -> Callable[[Dict], None]:
"""Get the training function for the legacy XGBoostTrainer API."""
datasets = datasets or {}
if not datasets.get(TRAIN_DATASET_KEY):
raise ValueError(
"`datasets` must be provided for the XGBoostTrainer API "
"if `train_loop_per_worker` is not provided. "
"This dict must contain the training dataset under the "
f"key: '{TRAIN_DATASET_KEY}'. "
f"Got keys: {list(datasets.keys())}"
)
if not label_column:
raise ValueError(
"`label_column` must be provided for the XGBoostTrainer API "
"if `train_loop_per_worker` is not provided. "
"This is the column name of the label in the dataset."
)
num_boost_round = num_boost_round or 10
# TODO(justinvyu): [Deprecated] Legacy XGBoostTrainer API
# _log_deprecation_warning(LEGACY_XGBOOST_TRAINER_DEPRECATION_MESSAGE)
# Initialize a default Ray Train metrics/checkpoint reporting callback if needed
callbacks = xgboost_train_kwargs.get("callbacks", [])
user_supplied_callback = any(
isinstance(callback, RayTrainReportCallback) for callback in callbacks
)
callback_kwargs = {}
if run_config:
checkpoint_frequency = run_config.checkpoint_config.checkpoint_frequency
checkpoint_at_end = run_config.checkpoint_config.checkpoint_at_end
callback_kwargs["frequency"] = checkpoint_frequency
# Default `checkpoint_at_end=True` unless the user explicitly sets it.
callback_kwargs["checkpoint_at_end"] = (
checkpoint_at_end if checkpoint_at_end is not None else True
)
if not user_supplied_callback:
callbacks.append(RayTrainReportCallback(**callback_kwargs))
xgboost_train_kwargs["callbacks"] = callbacks
train_fn_per_worker = partial(
_xgboost_train_fn_per_worker,
label_column=label_column,
num_boost_round=num_boost_round,
dataset_keys=set(datasets),
xgboost_train_kwargs=xgboost_train_kwargs,
)
return train_fn_per_worker
[docs]
@classmethod
def get_model(
cls,
checkpoint: Checkpoint,
) -> xgboost.Booster:
"""Retrieve the XGBoost model stored in this checkpoint."""
return RayTrainReportCallback.get_model(checkpoint)