Merge pull request 'mpi_grid' (#14) from mpi_grid into main

Reviewed-on: #14
This commit is contained in:
Ricardo Montañana Gómez 2023-12-18 09:05:55 +00:00
commit 9b9e91e856
7 changed files with 347 additions and 40 deletions

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@ -25,12 +25,18 @@ set(CMAKE_CXX_EXTENSIONS OFF)
set(CMAKE_EXPORT_COMPILE_COMMANDS ON)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${TORCH_CXX_FLAGS}")
SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -pthread")
# Options
# -------
option(ENABLE_CLANG_TIDY "Enable to add clang tidy." OFF)
option(ENABLE_TESTING "Unit testing build" OFF)
option(CODE_COVERAGE "Collect coverage from test library" OFF)
option(MPI_ENABLED "Enable MPI options" ON)
if (MPI_ENABLED)
find_package(MPI REQUIRED)
message("MPI_CXX_LIBRARIES=${MPI_CXX_LIBRARIES}")
message("MPI_CXX_INCLUDE_DIRS=${MPI_CXX_INCLUDE_DIRS}")
endif (MPI_ENABLED)
# Boost Library
set(Boost_USE_STATIC_LIBS OFF)

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@ -8,6 +8,20 @@ Bayesian Network Classifier with libtorch from scratch
Before compiling BayesNet.
### MPI
In Linux just install openmpi & openmpi-devel packages. Only cmake can't find openmpi install (like in Oracle Linux) set the following variable:
```bash
export MPI_HOME="/usr/lib64/openmpi"
```
In Mac OS X, install mpich with brew and if cmake doesn't find it, edit mpicxx wrapper to remove the ",-commons,use_dylibs" from final_ldflags
```bash
vi /opt/homebrew/bin/mpicx
```
### boost library
[Getting Started](<https://www.boost.org/doc/libs/1_83_0/more/getting_started/index.html>)

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@ -7,6 +7,7 @@ include_directories(${BayesNet_SOURCE_DIR}/lib/argparse/include)
include_directories(${BayesNet_SOURCE_DIR}/lib/json/include)
include_directories(${BayesNet_SOURCE_DIR}/lib/libxlsxwriter/include)
include_directories(${Python3_INCLUDE_DIRS})
include_directories(${MPI_CXX_INCLUDE_DIRS})
add_executable(b_best b_best.cc BestResults.cc Result.cc Statistics.cc BestResultsExcel.cc ReportExcel.cc ReportBase.cc Datasets.cc Dataset.cc ExcelFile.cc)
add_executable(b_grid b_grid.cc GridSearch.cc GridData.cc HyperParameters.cc Folding.cc Datasets.cc Dataset.cc)
@ -15,7 +16,7 @@ add_executable(b_main b_main.cc Folding.cc Experiment.cc Datasets.cc Dataset.cc
add_executable(b_manage b_manage.cc Results.cc ManageResults.cc CommandParser.cc Result.cc ReportConsole.cc ReportExcel.cc ReportBase.cc Datasets.cc Dataset.cc ExcelFile.cc)
target_link_libraries(b_best Boost::boost "${XLSXWRITER_LIB}" "${TORCH_LIBRARIES}" ArffFiles mdlp)
target_link_libraries(b_grid BayesNet PyWrap)
target_link_libraries(b_grid BayesNet PyWrap ${MPI_CXX_LIBRARIES})
target_link_libraries(b_list ArffFiles mdlp "${TORCH_LIBRARIES}")
target_link_libraries(b_main BayesNet ArffFiles mdlp "${TORCH_LIBRARIES}" PyWrap)
target_link_libraries(b_manage "${TORCH_LIBRARIES}" "${XLSXWRITER_LIB}" ArffFiles mdlp)

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@ -38,6 +38,39 @@ namespace platform {
}
return json();
}
vector<std::string> GridSearch::processDatasets(Datasets& datasets)
{
// Load datasets
auto datasets_names = datasets.getNames();
if (config.continue_from != NO_CONTINUE()) {
// Continue previous execution:
if (std::find(datasets_names.begin(), datasets_names.end(), config.continue_from) == datasets_names.end()) {
throw std::invalid_argument("Dataset " + config.continue_from + " not found");
}
// Remove datasets already processed
vector< string >::iterator it = datasets_names.begin();
while (it != datasets_names.end()) {
if (*it != config.continue_from) {
it = datasets_names.erase(it);
} else {
if (config.only)
++it;
else
break;
}
}
}
// Exclude datasets
for (const auto& name : config.excluded) {
auto dataset = name.get<std::string>();
auto it = std::find(datasets_names.begin(), datasets_names.end(), dataset);
if (it == datasets_names.end()) {
throw std::invalid_argument("Dataset " + dataset + " already excluded or doesn't exist!");
}
datasets_names.erase(it);
}
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;
@ -63,6 +96,257 @@ namespace platform {
return Colors::RESET();
}
}
json GridSearch::build_tasks_mpi()
{
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) {
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 },
{ "seed", seed },
{ "fold", n_fold}
};
tasks.push_back(task);
}
}
}
// It's important to 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 << "|";
for (int i = 0; i < tasks.size(); ++i) {
std::cout << (i + 1) % 10;
}
std::cout << "|" << std::endl << "|" << std::flush;
return tasks;
}
std::pair<int, int> GridSearch::part_range_mpi(int n_tasks, int nprocs, int rank)
{
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
Timer timer;
timer.start();
auto grid = GridData(Paths::grid_input(config.model));
auto dataset = task["dataset"].get<std::string>();
auto seed = task["seed"].get<int>();
auto n_fold = task["fold"].get<int>();
// Generate the hyperparamters combinations
auto combinations = grid.getGrid(dataset);
auto [X, y] = datasets.getTensors(dataset);
auto states = datasets.getStates(dataset);
auto features = datasets.getFeatures(dataset);
auto className = datasets.getClassName(dataset);
//
// Start working on task
//
Fold* fold;
if (config.stratified)
fold = new StratifiedKFold(config.n_folds, y, seed);
else
fold = new KFold(config.n_folds, y.size(0), seed);
auto [train, test] = fold->getFold(n_fold);
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;
double best_fold_score = 0.0;
json best_fold_hyper;
for (const auto& hyperparam_line : combinations) {
auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line);
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);
double score = 0.0;
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_nested_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 clf = Models::instance()->create(config.model);
auto valid = clf->getValidHyperparameters();
hyperparameters.check(valid, dataset);
clf->setHyperparameters(hyperparameters.get(dataset));
// Train model
clf->fit(X_nested_train, y_nested_train, features, className, states);
// Test model
score += clf->score(X_nested_test, y_nested_test);
}
delete nested_fold;
score /= config.nested;
if (score > best_fold_score) {
best_fold_score = score;
best_fold_hyper = hyperparam_line;
}
}
delete fold;
// Build Classifier with the best hyperparameters to obtain the best score
auto hyperparameters = platform::HyperParameters(datasets.getNames(), best_fold_hyper);
auto clf = Models::instance()->create(config.model);
auto valid = clf->getValidHyperparameters();
hyperparameters.check(valid, dataset);
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();
std::cout << get_color_rank(config_mpi.rank) << "*" << std::flush;
}
void GridSearch::go_mpi(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;
int tasks_size;
if (config_mpi.rank == config_mpi.manager) {
timer.start();
auto tasks = build_tasks_mpi();
auto tasks_str = tasks.dump();
tasks_size = tasks_str.size();
msg = new char[tasks_size + 1];
strcpy(msg, tasks_str.c_str());
}
//
// 1. Manager will broadcast the tasks to all the processes
//
MPI_Bcast(&tasks_size, 1, MPI_INT, config_mpi.manager, MPI_COMM_WORLD);
if (config_mpi.rank != config_mpi.manager) {
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);
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();
@ -271,39 +555,6 @@ namespace platform {
}
return { goatScore, goatHyperparameters };
}
vector<std::string> GridSearch::processDatasets(Datasets& datasets)
{
// Load datasets
auto datasets_names = datasets.getNames();
if (config.continue_from != NO_CONTINUE()) {
// Continue previous execution:
if (std::find(datasets_names.begin(), datasets_names.end(), config.continue_from) == datasets_names.end()) {
throw std::invalid_argument("Dataset " + config.continue_from + " not found");
}
// Remove datasets already processed
vector< string >::iterator it = datasets_names.begin();
while (it != datasets_names.end()) {
if (*it != config.continue_from) {
it = datasets_names.erase(it);
} else {
if (config.only)
++it;
else
break;
}
}
}
// Exclude datasets
for (const auto& name : config.excluded) {
auto dataset = name.get<std::string>();
auto it = std::find(datasets_names.begin(), datasets_names.end(), dataset);
if (it == datasets_names.end()) {
throw std::invalid_argument("Dataset " + dataset + " already excluded or doesn't exist!");
}
datasets_names.erase(it);
}
return datasets_names;
}
json GridSearch::initializeResults()
{
// Load previous results

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@ -2,6 +2,7 @@
#define GRIDSEARCH_H
#include <string>
#include <map>
#include <mpi.h>
#include <nlohmann/json.hpp>
#include "Datasets.h"
#include "HyperParameters.h"
@ -24,10 +25,16 @@ namespace platform {
json excluded;
std::vector<int> seeds;
};
struct ConfigMPI {
int rank;
int n_procs;
int manager;
};
class GridSearch {
public:
explicit GridSearch(struct ConfigGrid& config);
void go();
void go_mpi(struct ConfigMPI& config_mpi);
~GridSearch() = default;
json getResults();
static inline std::string NO_CONTINUE() { return "NO_CONTINUE"; }
@ -38,6 +45,9 @@ namespace platform {
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);
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);
Timer timer; // used to measure the time of the whole process
};
} /* namespace platform */

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@ -28,10 +28,14 @@ namespace platform {
std::string getDurationString(bool lapse = false)
{
double duration = lapse ? getLapse() : getDuration();
return translate2String(duration);
}
std::string translate2String(double duration)
{
double durationShow = duration > 3600 ? duration / 3600 : duration > 60 ? duration / 60 : duration;
std::string durationUnit = duration > 3600 ? "h" : duration > 60 ? "m" : "s";
std::stringstream ss;
ss << std::setw(7) << std::setprecision(2) << std::fixed << durationShow << " " << durationUnit << " ";
ss << std::setprecision(2) << std::fixed << durationShow << " " << durationUnit;
return ss.str();
}
};

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@ -2,6 +2,7 @@
#include <argparse/argparse.hpp>
#include <map>
#include <nlohmann/json.hpp>
#include <mpi.h>
#include "DotEnv.h"
#include "Models.h"
#include "modelRegister.h"
@ -31,6 +32,7 @@ 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());
@ -131,14 +133,13 @@ void list_results(json& results, std::string& model)
std::cout << color;
std::cout << std::setw(3) << std::right << index++ << " ";
std::cout << left << setw(spaces) << key << " " << value["date"].get<string>()
<< " " << setw(8) << value["duration"] << " " << setw(8) << setprecision(6)
<< " " << setw(8) << right << value["duration"].get<string>() << " " << setw(8) << setprecision(6)
<< fixed << right << value["score"].get<double>() << " " << value["hyperparameters"].dump() << std::endl;
odd = !odd;
}
std::cout << Colors::RESET() << std::endl;
}
/*
* Main
*/
@ -170,6 +171,11 @@ 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;
@ -189,8 +195,23 @@ int main(int argc, char** argv)
list_dump(config.model);
} else {
if (compute) {
grid_search.go();
std::cout << "Process took " << timer.getDurationString() << std::endl;
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();
std::cout << "Process took " << timer.getDurationString() << std::endl;
}
} else {
// List results
auto results = grid_search.getResults();