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Merge pull request 'Refactor mpi grid search process using the producer consumer pattern' (#15) from producer_consumer into main

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Reviewed-on: #15
This commit is contained in:
Ricardo Montañana Gómez 2024-01-04 15:24:48 +00:00
commit 4364317411
4 changed files with 269 additions and 405 deletions
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14
README.md
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@ -8,9 +8,21 @@ Bayesian Network Classifier with libtorch from scratch
Before compiling BayesNet.
### Miniconda
To be able to run Python Classifiers such as STree, ODTE, SVC, etc. it is needed to install Miniconda. To do so, download the installer from [Miniconda](https://docs.conda.io/en/latest/miniconda.html) and run it. It is recommended to install it in the home folder.
In Linux sometimes the library libstdc++ is mistaken from the miniconda installation and produces the next message when running the b_xxxx executables:
```bash
libstdc++.so.6: version `GLIBCXX_3.4.32' not found (required by b_xxxx)
```
The solution is to erase the libstdc++ library from the miniconda installation:
### MPI
In Linux just install openmpi & openmpi-devel packages. Only cmake can't find openmpi install (like in Oracle Linux) set the following variable:
In Linux just install openmpi & openmpi-devel packages. Only if cmake can't find openmpi installation (like in Oracle Linux) set the following variable:
```bash
export MPI_HOME="/usr/lib64/openmpi"

578
src/Platform/GridSearch.cc
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@ -1,4 +1,5 @@
#include <iostream>
#include <cstddef>
#include <torch/torch.h>
#include "GridSearch.h"
#include "Models.h"
@ -27,10 +28,15 @@ namespace platform {
oss << std::put_time(timeinfo, "%H:%M:%S");
return oss.str();
}
std::string get_color_rank(int rank)
{
auto colors = { Colors::WHITE(), Colors::RED(), Colors::GREEN(), Colors::BLUE(), Colors::MAGENTA(), Colors::CYAN() };
return *(colors.begin() + rank % colors.size());
}
GridSearch::GridSearch(struct ConfigGrid& config) : config(config)
{
}
json GridSearch::getResults()
json GridSearch::loadResults()
{
std::ifstream file(Paths::grid_output(config.model));
if (file.is_open()) {
@ -38,7 +44,7 @@ namespace platform {
}
return json();
}
vector<std::string> GridSearch::processDatasets(Datasets& datasets)
std::vector<std::string> GridSearch::filterDatasets(Datasets& datasets) const
{
// Load datasets
auto datasets_names = datasets.getNames();
@ -48,7 +54,7 @@ namespace platform {
throw std::invalid_argument("Dataset " + config.continue_from + " not found");
}
// Remove datasets already processed
vector< string >::iterator it = datasets_names.begin();
std::vector<string>::iterator it = datasets_names.begin();
while (it != datasets_names.end()) {
if (*it != config.continue_from) {
it = datasets_names.erase(it);
@ -71,54 +77,32 @@ namespace platform {
}
return datasets_names;
}
void showProgressComb(const int num, const int n_folds, const int total, const std::string& color)
{
int spaces = int(log(total) / log(10)) + 1;
int magic = n_folds * 3 + 22 + 2 * spaces;
std::string prefix = num == 1 ? "" : string(magic, '\b') + string(magic + 1, ' ') + string(magic + 1, '\b');
std::cout << prefix << color << "(" << setw(spaces) << num << "/" << setw(spaces) << total << ") " << Colors::RESET() << flush;
}
void showProgressFold(int fold, const std::string& color, const std::string& phase)
{
std::string prefix = phase == "a" ? "" : "\b\b\b\b";
std::cout << prefix << color << fold << Colors::RESET() << "(" << color << phase << Colors::RESET() << ")" << flush;
}
std::string getColor(bayesnet::status_t status)
{
switch (status) {
case bayesnet::NORMAL:
return Colors::GREEN();
case bayesnet::WARNING:
return Colors::YELLOW();
case bayesnet::ERROR:
return Colors::RED();
default:
return Colors::RESET();
}
}
json GridSearch::build_tasks_mpi()
json GridSearch::build_tasks_mpi(int rank)
{
auto tasks = json::array();
auto grid = GridData(Paths::grid_input(config.model));
auto datasets = Datasets(false, Paths::datasets());
auto datasets_names = processDatasets(datasets);
for (const auto& dataset : datasets_names) {
auto all_datasets = datasets.getNames();
auto datasets_names = filterDatasets(datasets);
for (int idx_dataset = 0; idx_dataset < datasets_names.size(); ++idx_dataset) {
auto dataset = datasets_names[idx_dataset];
for (const auto& seed : config.seeds) {
auto combinations = grid.getGrid(dataset);
for (int n_fold = 0; n_fold < config.n_folds; n_fold++) {
json task = {
{ "dataset", dataset },
{ "idx_dataset", idx_dataset},
{ "seed", seed },
{ "fold", n_fold}
{ "fold", n_fold},
};
tasks.push_back(task);
}
}
}
// It's important to shuffle the array so heavy datasets are spread across the Workers
// Shuffle the array so heavy datasets are spread across the workers
std::mt19937 g{ 271 }; // Use fixed seed to obtain the same shuffle
std::shuffle(tasks.begin(), tasks.end(), g);
std::cout << "Tasks size: " << tasks.size() << std::endl;
std::cout << get_color_rank(rank) << "* Number of tasks: " << tasks.size() << std::endl;
std::cout << "|";
for (int i = 0; i < tasks.size(); ++i) {
std::cout << (i + 1) % 10;
@ -126,38 +110,19 @@ namespace platform {
std::cout << "|" << std::endl << "|" << std::flush;
return tasks;
}
std::pair<int, int> GridSearch::part_range_mpi(int n_tasks, int nprocs, int rank)
void process_task_mpi_consumer(struct ConfigGrid& config, struct ConfigMPI& config_mpi, json& tasks, int n_task, Datasets& datasets, Task_Result* result)
{
int assigned = 0;
int remainder = n_tasks % nprocs;
int start = 0;
if (rank < remainder) {
assigned = n_tasks / nprocs + 1;
} else {
assigned = n_tasks / nprocs;
start = remainder;
}
start += rank * assigned;
int end = start + assigned;
if (rank == nprocs - 1) {
end = n_tasks;
}
return { start, end };
}
std::string get_color_rank(int rank)
{
auto colors = { Colors::RED(), Colors::GREEN(), Colors::BLUE(), Colors::MAGENTA(), Colors::CYAN() };
return *(colors.begin() + rank % colors.size());
}
void GridSearch::process_task_mpi(struct ConfigMPI& config_mpi, json& task, Datasets& datasets, json& results)
{
// Process the task and store the result in the results json
// initialize
Timer timer;
timer.start();
auto grid = GridData(Paths::grid_input(config.model));
json task = tasks[n_task];
auto model = config.model;
auto grid = GridData(Paths::grid_input(model));
auto dataset = task["dataset"].get<std::string>();
auto idx_dataset = task["idx_dataset"].get<int>();
auto seed = task["seed"].get<int>();
auto n_fold = task["fold"].get<int>();
bool stratified = config.stratified;
// Generate the hyperparamters combinations
auto combinations = grid.getGrid(dataset);
auto [X, y] = datasets.getTensors(dataset);
@ -168,7 +133,7 @@ namespace platform {
// Start working on task
//
Fold* fold;
if (config.stratified)
if (stratified)
fold = new StratifiedKFold(config.n_folds, y, seed);
else
fold = new KFold(config.n_folds, y.size(0), seed);
@ -179,10 +144,11 @@ namespace platform {
auto y_train = y.index({ train_t });
auto X_test = X.index({ "...", test_t });
auto y_test = y.index({ test_t });
auto num = 0;
double best_fold_score = 0.0;
int best_idx_combination = -1;
json best_fold_hyper;
for (const auto& hyperparam_line : combinations) {
for (int idx_combination = 0; idx_combination < combinations.size(); ++idx_combination) {
auto hyperparam_line = combinations[idx_combination];
auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line);
Fold* nested_fold;
if (config.stratified)
@ -213,6 +179,7 @@ namespace platform {
score /= config.nested;
if (score > best_fold_score) {
best_fold_score = score;
best_idx_combination = idx_combination;
best_fold_hyper = hyperparam_line;
}
}
@ -225,43 +192,172 @@ namespace platform {
clf->setHyperparameters(best_fold_hyper);
clf->fit(X_train, y_train, features, className, states);
best_fold_score = clf->score(X_test, y_test);
// Save results
results[dataset][std::to_string(n_fold)]["score"] = best_fold_score;
results[dataset][std::to_string(n_fold)]["hyperparameters"] = best_fold_hyper;
results[dataset][std::to_string(n_fold)]["seed"] = seed;
results[dataset][std::to_string(n_fold)]["duration"] = timer.getDuration();
// Return the result
result->idx_dataset = task["idx_dataset"].get<int>();
result->idx_combination = best_idx_combination;
result->score = best_fold_score;
result->n_fold = n_fold;
result->time = timer.getDuration();
// Update progress bar
std::cout << get_color_rank(config_mpi.rank) << "*" << std::flush;
}
void GridSearch::go_mpi(struct ConfigMPI& config_mpi)
json store_result(std::vector<std::string>& names, Task_Result& result, json& results)
{
json json_result = {
{ "score", result.score },
{ "combination", result.idx_combination },
{ "fold", result.n_fold },
{ "time", result.time },
{ "dataset", result.idx_dataset }
};
auto name = names[result.idx_dataset];
if (!results.contains(name)) {
results[name] = json::array();
}
results[name].push_back(json_result);
return results;
}
json producer(std::vector<std::string>& names, json& tasks, struct ConfigMPI& config_mpi, MPI_Datatype& MPI_Result)
{
Task_Result result;
json results;
int num_tasks = tasks.size();
//
// 2a.1 Producer will loop to send all the tasks to the consumers and receive the results
//
for (int i = 0; i < num_tasks; ++i) {
MPI_Status status;
MPI_Recv(&result, 1, MPI_Result, MPI_ANY_SOURCE, MPI_ANY_TAG, MPI_COMM_WORLD, &status);
if (status.MPI_TAG == TAG_RESULT) {
//Store result
store_result(names, result, results);
}
MPI_Send(&i, 1, MPI_INT, status.MPI_SOURCE, TAG_TASK, MPI_COMM_WORLD);
}
//
// 2a.2 Producer will send the end message to all the consumers
//
for (int i = 0; i < config_mpi.n_procs - 1; ++i) {
MPI_Status status;
MPI_Recv(&result, 1, MPI_Result, MPI_ANY_SOURCE, MPI_ANY_TAG, MPI_COMM_WORLD, &status);
if (status.MPI_TAG == TAG_RESULT) {
//Store result
store_result(names, result, results);
}
MPI_Send(&i, 1, MPI_INT, status.MPI_SOURCE, TAG_END, MPI_COMM_WORLD);
}
return results;
}
void select_best_results_folds(json& results, json& all_results, std::string& model)
{
Timer timer;
auto grid = GridData(Paths::grid_input(model));
//
// Select the best result of the computed outer folds
//
for (const auto& result : all_results.items()) {
// each result has the results of all the outer folds as each one were a different task
double best_score = 0.0;
json best;
for (const auto& result_fold : result.value()) {
double score = result_fold["score"].get<double>();
if (score > best_score) {
best_score = score;
best = result_fold;
}
}
auto dataset = result.key();
auto combinations = grid.getGrid(dataset);
json json_best = {
{ "score", best_score },
{ "hyperparameters", combinations[best["combination"].get<int>()] },
{ "date", get_date() + " " + get_time() },
{ "grid", grid.getInputGrid(dataset) },
{ "duration", timer.translate2String(best["time"].get<double>()) }
};
results[dataset] = json_best;
}
}
void consumer(Datasets& datasets, json& tasks, struct ConfigGrid& config, struct ConfigMPI& config_mpi, MPI_Datatype& MPI_Result)
{
Task_Result result;
//
// 2b.1 Consumers announce to the producer that they are ready to receive a task
//
MPI_Send(&result, 1, MPI_Result, config_mpi.manager, TAG_QUERY, MPI_COMM_WORLD);
int task;
while (true) {
MPI_Status status;
//
// 2b.2 Consumers receive the task from the producer and process it
//
MPI_Recv(&task, 1, MPI_INT, config_mpi.manager, MPI_ANY_TAG, MPI_COMM_WORLD, &status);
if (status.MPI_TAG == TAG_END) {
break;
}
process_task_mpi_consumer(config, config_mpi, tasks, task, datasets, &result);
//
// 2b.3 Consumers send the result to the producer
//
MPI_Send(&result, 1, MPI_Result, config_mpi.manager, TAG_RESULT, MPI_COMM_WORLD);
}
}
void GridSearch::go(struct ConfigMPI& config_mpi)
{
/*
* Each task is a json object with the following structure:
* {
* "dataset": "dataset_name",
* "seed": # of seed to use,
* "model": "model_name",
* "Fold": # of fold to process
* }
*
* The overall process consists in these steps:
* 1. Manager will broadcast the tasks to all the processes
* 1.1 Broadcast the number of tasks
* 1.2 Broadcast the length of the following string
* 1.2 Broadcast the tasks as a char* string
* 2. Workers will receive the tasks and start the process
* 2.1 A method will tell each worker the range of tasks to process
* 2.2 Each worker will process the tasks and generate the best score for each task
* 3. Manager gather the scores from all the workers and find out the best hyperparameters for each dataset
* 3.1 Obtain the maximum size of the results message of all the workers
* 3.2 Gather all the results from the workers into the manager
* 3.3 Compile the results from all the workers
* 3.4 Filter the best hyperparameters for each dataset
*/
char* msg;
* Each task is a json object with the following structure:
* {
* "dataset": "dataset_name",
* "idx_dataset": idx_dataset, // used to identify the dataset in the results
* // this index is relative to the used datasets in the actual run not to the whole datasets
* "seed": # of seed to use,
* "Fold": # of fold to process
* }
*
* The overall process consists in these steps:
* 0. Create the MPI result type & tasks
* 0.1 Create the MPI result type
* 0.2 Manager creates the tasks
* 1. Manager will broadcast the tasks to all the processes
* 1.1 Broadcast the number of tasks
* 1.2 Broadcast the length of the following string
* 1.2 Broadcast the tasks as a char* string
* 2a. Producer delivers the tasks to the consumers
* 2a.1 Producer will loop to send all the tasks to the consumers and receive the results
* 2a.2 Producer will send the end message to all the consumers
* 2b. Consumers process the tasks and send the results to the producer
* 2b.1 Consumers announce to the producer that they are ready to receive a task
* 2b.2 Consumers receive the task from the producer and process it
* 2b.3 Consumers send the result to the producer
* 3. Manager select the bests sccores for each dataset
* 3.1 Loop thru all the results obtained from each outer fold (task) and select the best
* 3.2 Save the results
*/
//
// 0.1 Create the MPI result type
//
Task_Result result;
int tasks_size;
MPI_Datatype MPI_Result;
MPI_Datatype type[5] = { MPI_UNSIGNED, MPI_UNSIGNED, MPI_INT, MPI_DOUBLE, MPI_DOUBLE };
int blocklen[5] = { 1, 1, 1, 1, 1 };
MPI_Aint disp[5];
disp[0] = offsetof(Task_Result, idx_dataset);
disp[1] = offsetof(Task_Result, idx_combination);
disp[2] = offsetof(Task_Result, n_fold);
disp[3] = offsetof(Task_Result, score);
disp[4] = offsetof(Task_Result, time);
MPI_Type_create_struct(5, blocklen, disp, type, &MPI_Result);
MPI_Type_commit(&MPI_Result);
//
// 0.2 Manager creates the tasks
//
char* msg;
json tasks;
if (config_mpi.rank == config_mpi.manager) {
timer.start();
auto tasks = build_tasks_mpi();
tasks = build_tasks_mpi(config_mpi.rank);
auto tasks_str = tasks.dump();
tasks_size = tasks_str.size();
msg = new char[tasks_size + 1];
@ -275,289 +371,35 @@ namespace platform {
msg = new char[tasks_size + 1];
}
MPI_Bcast(msg, tasks_size + 1, MPI_CHAR, config_mpi.manager, MPI_COMM_WORLD);
json tasks = json::parse(msg);
tasks = json::parse(msg);
delete[] msg;
//
// 2. All Workers will receive the tasks and start the process
//
int num_tasks = tasks.size();
// 2.1 A method will tell each worker the range of tasks to process
auto [start, end] = part_range_mpi(num_tasks, config_mpi.n_procs, config_mpi.rank);
// 2.2 Each worker will process the tasks and return the best scores obtained
auto datasets = Datasets(config.discretize, Paths::datasets());
json results;
for (int i = start; i < end; ++i) {
// Process task
process_task_mpi(config_mpi, tasks[i], datasets, results);
}
int size = results.dump().size() + 1;
int max_size = 0;
//
// 3. Manager gather the scores from all the workers and find out the best hyperparameters for each dataset
//
//3.1 Obtain the maximum size of the results message of all the workers
MPI_Allreduce(&size, &max_size, 1, MPI_INT, MPI_MAX, MPI_COMM_WORLD);
// Assign the memory to the message and initialize it to 0s
char* total = NULL;
msg = new char[max_size];
strncpy(msg, results.dump().c_str(), size);
if (config_mpi.rank == config_mpi.manager) {
total = new char[max_size * config_mpi.n_procs];
}
// 3.2 Gather all the results from the workers into the manager
MPI_Gather(msg, max_size, MPI_CHAR, total, max_size, MPI_CHAR, config_mpi.manager, MPI_COMM_WORLD);
delete[] msg;
if (config_mpi.rank == config_mpi.manager) {
std::cout << Colors::RESET() << "|" << std::endl;
json total_results;
json best_results;
// 3.3 Compile the results from all the workers
for (int i = 0; i < config_mpi.n_procs; ++i) {
json partial_results = json::parse(total + i * max_size);
for (auto& [dataset, folds] : partial_results.items()) {
for (auto& [fold, result] : folds.items()) {
total_results[dataset][fold] = result;
}
}
}
delete[] total;
// 3.4 Filter the best hyperparameters for each dataset
auto grid = GridData(Paths::grid_input(config.model));
for (auto& [dataset, folds] : total_results.items()) {
double best_score = 0.0;
double duration = 0.0;
json best_hyper;
for (auto& [fold, result] : folds.items()) {
duration += result["duration"].get<double>();
if (result["score"] > best_score) {
best_score = result["score"];
best_hyper = result["hyperparameters"];
}
}
auto timer = Timer();
json result = {
{ "score", best_score },
{ "hyperparameters", best_hyper },
{ "date", get_date() + " " + get_time() },
{ "grid", grid.getInputGrid(dataset) },
{ "duration", timer.translate2String(duration) }
};
best_results[dataset] = result;
}
save(best_results);
}
}
void GridSearch::go()
{
timer.start();
auto grid_type = config.nested == 0 ? "Single" : "Nested";
auto datasets = Datasets(config.discretize, Paths::datasets());
auto datasets_names = processDatasets(datasets);
json results = initializeResults();
std::cout << "***************** Starting " << grid_type << " Gridsearch *****************" << std::endl;
std::cout << "input file=" << Paths::grid_input(config.model) << std::endl;
auto grid = GridData(Paths::grid_input(config.model));
Timer timer_dataset;
double bestScore = 0;
json bestHyperparameters;
for (const auto& dataset : datasets_names) {
if (!config.quiet)
std::cout << "- " << setw(20) << left << dataset << " " << right << flush;
auto combinations = grid.getGrid(dataset);
timer_dataset.start();
if (config.nested == 0)
// for dataset // for hyperparameters // for seed // for fold
tie(bestScore, bestHyperparameters) = processFileSingle(dataset, datasets, combinations);
else
// for dataset // for seed // for fold // for hyperparameters // for nested fold
tie(bestScore, bestHyperparameters) = processFileNested(dataset, datasets, combinations);
if (!config.quiet) {
std::cout << "end." << " Score: " << Colors::IBLUE() << setw(9) << setprecision(7) << fixed
<< bestScore << Colors::BLUE() << " [" << bestHyperparameters.dump() << "]"
<< Colors::RESET() << ::endl;
}
json result = {
{ "score", bestScore },
{ "hyperparameters", bestHyperparameters },
{ "date", get_date() + " " + get_time() },
{ "grid", grid.getInputGrid(dataset) },
{ "duration", timer_dataset.getDurationString() }
};
results[dataset] = result;
// Save partial results
//
// 2a. Producer delivers the tasks to the consumers
//
auto datasets_names = filterDatasets(datasets);
json all_results = producer(datasets_names, tasks, config_mpi, MPI_Result);
std::cout << get_color_rank(config_mpi.rank) << "|" << std::endl;
//
// 3. Manager select the bests sccores for each dataset
//
auto results = initializeResults();
select_best_results_folds(results, all_results, config.model);
//
// 3.2 Save the results
//
save(results);
} else {
//
// 2b. Consumers process the tasks and send the results to the producer
//
consumer(datasets, tasks, config, config_mpi, MPI_Result);
}
// Save final results
save(results);
std::cout << "***************** Ending " << grid_type << " Gridsearch *******************" << std::endl;
}
pair<double, json> GridSearch::processFileSingle(std::string fileName, Datasets& datasets, vector<json>& combinations)
{
int num = 0;
double bestScore = 0.0;
json bestHyperparameters;
auto totalComb = combinations.size();
for (const auto& hyperparam_line : combinations) {
if (!config.quiet)
showProgressComb(++num, config.n_folds, totalComb, Colors::CYAN());
auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line);
// Get dataset
auto [X, y] = datasets.getTensors(fileName);
auto states = datasets.getStates(fileName);
auto features = datasets.getFeatures(fileName);
auto className = datasets.getClassName(fileName);
double totalScore = 0.0;
int numItems = 0;
for (const auto& seed : config.seeds) {
if (!config.quiet)
std::cout << "(" << seed << ") doing Fold: " << flush;
Fold* fold;
if (config.stratified)
fold = new StratifiedKFold(config.n_folds, y, seed);
else
fold = new KFold(config.n_folds, y.size(0), seed);
for (int nfold = 0; nfold < config.n_folds; nfold++) {
auto clf = Models::instance()->create(config.model);
auto valid = clf->getValidHyperparameters();
hyperparameters.check(valid, fileName);
clf->setHyperparameters(hyperparameters.get(fileName));
auto [train, test] = fold->getFold(nfold);
auto train_t = torch::tensor(train);
auto test_t = torch::tensor(test);
auto X_train = X.index({ "...", train_t });
auto y_train = y.index({ train_t });
auto X_test = X.index({ "...", test_t });
auto y_test = y.index({ test_t });
// Train model
if (!config.quiet)
showProgressFold(nfold + 1, getColor(clf->getStatus()), "a");
clf->fit(X_train, y_train, features, className, states);
// Test model
if (!config.quiet)
showProgressFold(nfold + 1, getColor(clf->getStatus()), "b");
totalScore += clf->score(X_test, y_test);
numItems++;
if (!config.quiet)
std::cout << "\b\b\b, \b" << flush;
}
delete fold;
}
double score = numItems == 0 ? 0.0 : totalScore / numItems;
if (score > bestScore) {
bestScore = score;
bestHyperparameters = hyperparam_line;
}
}
return { bestScore, bestHyperparameters };
}
pair<double, json> GridSearch::processFileNested(std::string fileName, Datasets& datasets, vector<json>& combinations)
{
// Get dataset
auto [X, y] = datasets.getTensors(fileName);
auto states = datasets.getStates(fileName);
auto features = datasets.getFeatures(fileName);
auto className = datasets.getClassName(fileName);
int spcs_combinations = int(log(combinations.size()) / log(10)) + 1;
double goatScore = 0.0;
json goatHyperparameters;
// for dataset // for seed // for fold // for hyperparameters // for nested fold
for (const auto& seed : config.seeds) {
Fold* fold;
if (config.stratified)
fold = new StratifiedKFold(config.n_folds, y, seed);
else
fold = new KFold(config.n_folds, y.size(0), seed);
double bestScore = 0.0;
json bestHyperparameters;
std::cout << "(" << seed << ") doing Fold: " << flush;
for (int nfold = 0; nfold < config.n_folds; nfold++) {
if (!config.quiet)
std::cout << Colors::GREEN() << nfold + 1 << " " << flush;
// First level fold
auto [train, test] = fold->getFold(nfold);
auto train_t = torch::tensor(train);
auto test_t = torch::tensor(test);
auto X_train = X.index({ "...", train_t });
auto y_train = y.index({ train_t });
auto X_test = X.index({ "...", test_t });
auto y_test = y.index({ test_t });
auto num = 0;
json result_fold;
double hypScore = 0.0;
double bestHypScore = 0.0;
json bestHypHyperparameters;
for (const auto& hyperparam_line : combinations) {
std::cout << "[" << setw(spcs_combinations) << ++num << "/" << setw(spcs_combinations)
<< combinations.size() << "] " << std::flush;
Fold* nested_fold;
if (config.stratified)
nested_fold = new StratifiedKFold(config.nested, y_train, seed);
else
nested_fold = new KFold(config.nested, y_train.size(0), seed);
for (int n_nested_fold = 0; n_nested_fold < config.nested; n_nested_fold++) {
// Nested level fold
auto [train_nested, test_nested] = nested_fold->getFold(n_nested_fold);
auto train_nested_t = torch::tensor(train_nested);
auto test_nested_t = torch::tensor(test_nested);
auto X_nexted_train = X_train.index({ "...", train_nested_t });
auto y_nested_train = y_train.index({ train_nested_t });
auto X_nested_test = X_train.index({ "...", test_nested_t });
auto y_nested_test = y_train.index({ test_nested_t });
// Build Classifier with selected hyperparameters
auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line);
auto clf = Models::instance()->create(config.model);
auto valid = clf->getValidHyperparameters();
hyperparameters.check(valid, fileName);
clf->setHyperparameters(hyperparameters.get(fileName));
// Train model
if (!config.quiet)
showProgressFold(n_nested_fold + 1, getColor(clf->getStatus()), "a");
clf->fit(X_nexted_train, y_nested_train, features, className, states);
// Test model
if (!config.quiet)
showProgressFold(n_nested_fold + 1, getColor(clf->getStatus()), "b");
hypScore += clf->score(X_nested_test, y_nested_test);
if (!config.quiet)
std::cout << "\b\b\b, \b" << flush;
}
int magic = 3 * config.nested + 2 * spcs_combinations + 4;
std::cout << string(magic, '\b') << string(magic, ' ') << string(magic, '\b') << flush;
delete nested_fold;
hypScore /= config.nested;
if (hypScore > bestHypScore) {
bestHypScore = hypScore;
bestHypHyperparameters = hyperparam_line;
}
}
// Build Classifier with selected hyperparameters
auto clf = Models::instance()->create(config.model);
clf->setHyperparameters(bestHypHyperparameters);
// Train model
if (!config.quiet)
showProgressFold(nfold + 1, getColor(clf->getStatus()), "a");
clf->fit(X_train, y_train, features, className, states);
// Test model
if (!config.quiet)
showProgressFold(nfold + 1, getColor(clf->getStatus()), "b");
double score = clf->score(X_test, y_test);
if (!config.quiet)
std::cout << string(2 * config.nested - 1, '\b') << "," << string(2 * config.nested, ' ') << string(2 * config.nested - 1, '\b') << flush;
if (score > bestScore) {
bestScore = score;
bestHyperparameters = bestHypHyperparameters;
}
}
if (bestScore > goatScore) {
goatScore = bestScore;
goatHyperparameters = bestHyperparameters;
}
delete fold;
}
return { goatScore, goatHyperparameters };
}
json GridSearch::initializeResults()
{
// Load previous results
// Load previous results if continue is set
json results;
if (config.continue_from != NO_CONTINUE()) {
if (!config.quiet)

24
src/Platform/GridSearch.h
View File

@ -30,24 +30,30 @@ namespace platform {
int n_procs;
int manager;
};
typedef struct {
uint idx_dataset;
uint idx_combination;
int n_fold;
double score;
double time;
} Task_Result;
const int TAG_QUERY = 1;
const int TAG_RESULT = 2;
const int TAG_TASK = 3;
const int TAG_END = 4;
class GridSearch {
public:
explicit GridSearch(struct ConfigGrid& config);
void go();
void go_mpi(struct ConfigMPI& config_mpi);
void go(struct ConfigMPI& config_mpi);
~GridSearch() = default;
json getResults();
json loadResults();
static inline std::string NO_CONTINUE() { return "NO_CONTINUE"; }
private:
void save(json& results);
json initializeResults();
vector<std::string> processDatasets(Datasets& datasets);
pair<double, json> processFileSingle(std::string fileName, Datasets& datasets, std::vector<json>& combinations);
pair<double, json> processFileNested(std::string fileName, Datasets& datasets, std::vector<json>& combinations);
std::vector<std::string> filterDatasets(Datasets& datasets) const;
struct ConfigGrid config;
pair<int, int> part_range_mpi(int n_tasks, int nprocs, int rank);
json build_tasks_mpi();
void process_task_mpi(struct ConfigMPI& config_mpi, json& task, Datasets& datasets, json& results);
json build_tasks_mpi(int rank);
Timer timer; // used to measure the time of the whole process
};
} /* namespace platform */

58
src/Platform/b_grid.cc
View File

@ -32,13 +32,25 @@ void manageArguments(argparse::ArgumentParser& program)
group.add_argument("--report").help("Report the computed hyperparameters").default_value(false).implicit_value(true);
group.add_argument("--compute").help("Perform computation of the grid output hyperparameters").default_value(false).implicit_value(true);
program.add_argument("--discretize").help("Discretize input datasets").default_value((bool)stoi(env.get("discretize"))).implicit_value(true);
program.add_argument("--mpi").help("Use MPI computing grid").default_value(false).implicit_value(true);
program.add_argument("--stratified").help("If Stratified KFold is to be done").default_value((bool)stoi(env.get("stratified"))).implicit_value(true);
program.add_argument("--quiet").help("Don't display detailed progress").default_value(false).implicit_value(true);
program.add_argument("--continue").help("Continue computing from that dataset").default_value(platform::GridSearch::NO_CONTINUE());
program.add_argument("--only").help("Used with continue to compute that dataset only").default_value(false).implicit_value(true);
program.add_argument("--exclude").default_value("[]").help("Datasets to exclude in json format, e.g. [\"dataset1\", \"dataset2\"]");
program.add_argument("--nested").help("Do a double/nested cross validation with n folds").default_value(0).scan<'i', int>();
program.add_argument("--nested").help("Set the double/nested cross validation number of folds").default_value(5).scan<'i', int>().action([](const std::string& value) {
try {
auto k = stoi(value);
if (k < 2) {
throw std::runtime_error("Number of nested folds must be greater than 1");
}
return k;
}
catch (const runtime_error& err) {
throw std::runtime_error(err.what());
}
catch (...) {
throw std::runtime_error("Number of nested folds must be an integer");
}});
program.add_argument("--score").help("Score used in gridsearch").default_value("accuracy");
program.add_argument("-f", "--folds").help("Number of folds").default_value(stoi(env.get("n_folds"))).scan<'i', int>().action([](const std::string& value) {
try {
@ -108,8 +120,8 @@ void list_results(json& results, std::string& model)
+ " Nested: " + (results["nested"].get<int>() == 0 ? "False" : to_string(results["nested"].get<int>()))
);
std::cout << std::string(MAXL, '*') << std::endl;
int spaces = 0;
int hyperparameters_spaces = 0;
int spaces = 7;
int hyperparameters_spaces = 15;
for (const auto& item : results["results"].items()) {
auto key = item.key();
auto value = item.value();
@ -128,11 +140,10 @@ void list_results(json& results, std::string& model)
int index = 0;
for (const auto& item : results["results"].items()) {
auto color = odd ? Colors::CYAN() : Colors::BLUE();
auto key = item.key();
auto value = item.value();
std::cout << color;
std::cout << std::setw(3) << std::right << index++ << " ";
std::cout << left << setw(spaces) << key << " " << value["date"].get<string>()
std::cout << left << setw(spaces) << item.key() << " " << value["date"].get<string>()
<< " " << setw(8) << right << value["duration"].get<string>() << " " << setw(8) << setprecision(6)
<< fixed << right << value["score"].get<double>() << " " << value["hyperparameters"].dump() << std::endl;
odd = !odd;
@ -171,11 +182,6 @@ int main(int argc, char** argv)
}
auto excluded = program.get<std::string>("exclude");
config.excluded = json::parse(excluded);
if (program.get<bool>("mpi")) {
if (!compute || config.nested == 0) {
throw std::runtime_error("Cannot use --mpi without --compute or without --nested");
}
}
}
catch (const exception& err) {
cerr << err.what() << std::endl;
@ -195,26 +201,24 @@ int main(int argc, char** argv)
list_dump(config.model);
} else {
if (compute) {
if (program.get<bool>("mpi")) {
struct platform::ConfigMPI mpi_config;
mpi_config.manager = 0; // which process is the manager
MPI_Init(&argc, &argv);
MPI_Comm_rank(MPI_COMM_WORLD, &mpi_config.rank);
MPI_Comm_size(MPI_COMM_WORLD, &mpi_config.n_procs);
grid_search.go_mpi(mpi_config);
if (mpi_config.rank == mpi_config.manager) {
auto results = grid_search.getResults();
list_results(results, config.model);
std::cout << "Process took " << timer.getDurationString() << std::endl;
}
MPI_Finalize();
} else {
grid_search.go();
struct platform::ConfigMPI mpi_config;
mpi_config.manager = 0; // which process is the manager
MPI_Init(&argc, &argv);
MPI_Comm_rank(MPI_COMM_WORLD, &mpi_config.rank);
MPI_Comm_size(MPI_COMM_WORLD, &mpi_config.n_procs);
if (mpi_config.n_procs < 2) {
throw std::runtime_error("Cannot use --compute with less than 2 mpi processes, try mpirun -np 2 ...");
}
grid_search.go(mpi_config);
if (mpi_config.rank == mpi_config.manager) {
auto results = grid_search.loadResults();
list_results(results, config.model);
std::cout << "Process took " << timer.getDurationString() << std::endl;
}
MPI_Finalize();
} else {
// List results
auto results = grid_search.getResults();
auto results = grid_search.loadResults();
if (results.empty()) {
std::cout << "** No results found" << std::endl;
} else {