pyspark and pytorch: unable to retrieve gradients on the driver - python-3.x

I'm new to pytorch and I'm trying to explore the feasibility of its usage with spark (for now I'm working in spark standalone).
As for now I'm struggling on a very specific topic.
Let's start with a very simple model:
# linmodel.py
import torch
import torch.nn as nn
import numpy as np
def standardize(x):
return (x - np.mean(x)) / np.std(x)
def add_noise(y):
rnd = np.random.randn(y.shape[0])
return y + rnd
def cost(target, predicted):
cost = torch.sum((torch.t(target) - predicted) ** 2)
return cost
class LinModel(nn.Module):
def __init__(self, in_size, out_size):
super(LinModel, self).__init__() # always call parent's init
self.linear = nn.Linear(in_size, out_size, bias=False) # layer parameters
def forward(self, x):
return self.linear(x)
Which instantiates a basic linear model, along with some utility functions.
The goal is to approximate a target matrix, and to keep track of how the
gradients behave.
I'm trying to achieve the following:
create my target matrix
split the inputs on the workers
instantiate models and optimizer on the workers
compute the approximation on subsets of input
retrieve the gradients for further analysis
And everything works fine until point 5.
Here's the code:
#test.py
import torch
import torch.nn as nn
import numpy as np
import torch.optim
from torch.autograd import Variable
from pyspark import SparkContext
import linmodel
def prepare_input(nsamples=400):
Xold = np.linspace(0, 1000, nsamples).reshape([nsamples, 1])
X = linmodel.standardize(Xold)
W = np.random.randint(1, 10, size=(5, 1))
Y = W.dot(X.T) # target
for i in range(Y.shape[1]):
Y[:, i] = linmodel.add_noise(Y[:, i])
x = Variable(torch.from_numpy(X), requires_grad=False).type(torch.FloatTensor)
y = Variable(torch.from_numpy(Y), requires_grad=False).type(torch.FloatTensor)
print("created torch variables {} {}".format(x.size(), y.size()))
return x, y, W
def initialize(tup):
x, y = tup[0] # data
m, o = tup[1] # model and optimizer
model, optimizer = torch_step(x, y, m, o)
# here we have the gradients
print('gradient: {}'.format([param.grad.data for param in model.parameters()]))
return (x, y), (model, optimizer)
def create_model():
model = linmodel.LinModel(1, 5)
optimizer = torch.optim.Adam(model.parameters(), lr=1e-2)
return model, optimizer
def torch_step(x, y, model, optimizer):
prediction = model(x)
loss = linmodel.cost(y, prediction)
optimizer.zero_grad()
loss.backward()
optimizer.step()
return model, optimizer
def main(sc, num_partitions=4):
x, y, W = prepare_input()
parts_x = list(torch.split(x, int(x.size()[0] / num_partitions)))
parts_y = list(torch.split(y, int(x.size()[0] / num_partitions), 1))
rdd_models = sc.parallelize([create_model() for _ in range(num_partitions)]).repartition(num_partitions)
rdd_x = sc.parallelize(parts_x).repartition(num_partitions)
rdd_y = sc.parallelize(parts_y).repartition(num_partitions)
parts = rdd_x.zip(rdd_y) # [((100x1), (5x100)), ...]
full = parts.zip(rdd_models).map(initialize).cache()
models_out = full.map(lambda x: x[1][0]).collect()
test_model = models_out[0]
print(type(test_model))
print('gradient: {}'.format([param.grad.data for param in test_model.parameters()]))
if __name__ == '__main__':
sc = SparkContext(appName='test')
main(sc)
As you can see in the comments , when the function initialize is mapped on the full rdd, if you inspect the logs of the executors you'll find the gradients to be computed.
When I collect the result and try to access the very same attribute on the driver I receive a AttributeError: 'NoneType' object has no attribute 'data'
meaning that all the model.grad attribute are set to None.
I'm sure I'm missing something big here, but I cannot see it.
Any hint is appreciated.
Thanks a lot.

There are two major mistakes in your approach (according to me):
Since you want a distributed training, your approach of instantiating the model separately in all of the executors is wrong. You should instantiate the model in the head node (node where spark driver is located) and then distribute that model to all the executors. So each executor independently does forward pass and calculates the gradients on its portion of data and passes the gradients to the head node for weight update (weight update has to be serialized). Then the updated network is again scattered to the executors for the next iteration.
A much bigger concern is that I am not very sure if the gradient buffers are copied to the head node from the executors when you perform .collect(). Due to which model.grad can be set to None. To begin debugging, I suggest you have only one executor (and 1 partition) and then perform a .collect() to see if the gradient buffers are being copied. Or if you are good at Java or Scala, you can look at the collect() method's implementation.
Hope this helps.....

Related

What should I think about when writing a custom loss function?

I'm trying to get my toy network to learn a sine wave.
I output (via tanh) a number between -1 and 1, and I want the network to minimise the following loss, where self(x) are the predictions.
loss = -torch.mean(self(x)*y)
This should be equivalent to trading a stock with a sinusoidal price, where self(x) is our desired position, and y are the returns of the next time step.
The issue I'm having is that the network doesn't learn anything. It does work if I change the loss function to be torch.mean((self(x)-y)**2) (MSE), but this isn't what I want. I'm trying to focus the network on 'making a profit', not making a prediction.
I think the issue may be related to the convexity of the loss function, but I'm not sure, and I'm not certain how to proceed. I've experimented with differing learning rates, but alas nothing works.
What should I be thinking about?
Actual code:
%load_ext tensorboard
import matplotlib.pyplot as plt; plt.rcParams["figure.figsize"] = (30,8)
import torch;from torch.utils.data import Dataset, DataLoader
import torch.nn.functional as F;import pytorch_lightning as pl
from torch import nn, tensor
def piecewise(x): return 2*(x>0)-1
class TsDs(torch.utils.data.Dataset):
def __init__(self, s, l=5): super().__init__();self.l,self.s=l,s
def __len__(self): return self.s.shape[0] - 1 - self.l
def __getitem__(self, i): return self.s[i:i+self.l], torch.log(self.s[i+self.l+1]/self.s[i+self.l])
def plt(self): plt.plot(self.s)
class TsDm(pl.LightningDataModule):
def __init__(self, length=5000, batch_size=1000): super().__init__();self.batch_size=batch_size;self.s = torch.sin(torch.arange(length)*0.2) + 5 + 0*torch.rand(length)
def train_dataloader(self): return DataLoader(TsDs(self.s[:3999]), batch_size=self.batch_size, shuffle=True)
def val_dataloader(self): return DataLoader(TsDs(self.s[4000:]), batch_size=self.batch_size)
dm = TsDm()
class MyModel(pl.LightningModule):
def __init__(self, learning_rate=0.01):
super().__init__();self.learning_rate = learning_rate
super().__init__();self.learning_rate = learning_rate
self.conv1 = nn.Conv1d(1,5,2)
self.lin1 = nn.Linear(20,3);self.lin2 = nn.Linear(3,1)
# self.network = nn.Sequential(nn.Conv1d(1,5,2),nn.ReLU(),nn.Linear(20,3),nn.ReLU(),nn.Linear(3,1), nn.Tanh())
# self.network = nn.Sequential(nn.Linear(5,5),nn.ReLU(),nn.Linear(5,3),nn.ReLU(),nn.Linear(3,1), nn.Tanh())
def forward(self, x):
out = x.unsqueeze(1)
out = self.conv1(out)
out = out.reshape(-1,20)
out = nn.ReLU()(out)
out = self.lin1(out)
out = nn.ReLU()(out)
out = self.lin2(out)
return nn.Tanh()(out)
def step(self, batch, batch_idx, stage):
x, y = batch
loss = -torch.mean(self(x)*y)
# loss = torch.mean((self(x)-y)**2)
print(loss)
self.log("loss", loss, prog_bar=True)
return loss
def training_step(self, batch, batch_idx): return self.step(batch, batch_idx, "train")
def validation_step(self, batch, batch_idx): return self.step(batch, batch_idx, "val")
def configure_optimizers(self): return torch.optim.SGD(self.parameters(), lr=self.learning_rate)
#logger = pl.loggers.TensorBoardLogger(save_dir="/content/")
mm = MyModel(0.1);trainer = pl.Trainer(max_epochs=10)
# trainer.tune(mm, dm)
trainer.fit(mm, datamodule=dm)
#
If I understand you correctly, I think that you were trying to maximize the unnormalized correlation between the network's prediction, self(x), and the target value y.
As you mention, the problem is the convexity of the loss wrt the model weights. One way to see the problem is to consider that the model is a simple linear predictor w'*x, where w is the model weights, w' it's transpose, and x the input feature vector (assume a scalar prediction for now). Then, if you look at the derivative of the loss wrt the weight vector (i.e., the gradient), you'll find that it no longer depends on w!
One way to fix this is change the loss to,
loss = -torch.mean(torch.square(self(x)*y))
or
loss = -torch.mean(torch.abs(self(x)*y))
You will have another big problem, however: these loss functions encourage unbound growth of the model weights. In the linear case, one solves this by a Lagrangian relaxation of a hard constraint on, for example, the norm of the model weight vector. I'm not sure how this would be done with neural networks as each layer would need it's own Lagrangian parameter...

pytorch simple custom recurrent layer extremely slow

I implemented a very simple custom recurrent layer in pytorch using PackedSequence. The layer slows down my network in the order of x20. I read about slow down on custom layers without using JIT, but in the order of x1.7, which is something I could live with.
I am simply indexing the packed sequences per sequence and performing a recursion.
I have the suspicion some of the code is not executed on the GPU?
I'm also grateful for any other tips how to implement this type of RNN (essentially not having a dense layer, without any mixing between features).
import torch
import torch.nn as nn
from torch.nn.utils.rnn import PackedSequence
def getPackedSequenceIndices(batch_sizes):
"""input: batch_sizes from PackedSequence object
requires length-sorted sequences!
"""
nBatches = batch_sizes[0]
seqIdx = []
for ii in range(nBatches):
seqLen = torch.sum((batch_sizes - ii) > 0).item()
idx = torch.LongTensor(seqLen)
idx[0] = ii
idx[1:] = batch_sizes[0:seqLen-1]
seqIdx.append( torch.cumsum(idx, dim=0) )
return seqIdx
class LinearRecursionLayer(nn.Module):
"""Linear recursive smoothing layer with trainable smoothing constants."""
def __init__(self, feat_dim, alpha_smooth=0.5):
super(LinearRecursionLayer, self).__init__()
self.feat_dim = feat_dim
# trainable parameters
self.alpha_smooth = nn.Parameter(alpha_smooth*torch.ones(self.feat_dim))
self.wx = nn.Parameter(torch.ones(self.feat_dim))
self.activ = nn.Tanh
def forward(self, x):
if isinstance(x, PackedSequence):
seqIdx = getPackedSequenceIndices(x.batch_sizes)
ydata = torch.zeros_like(x.data)
for idx in seqIdx:
y_frame = x.data[idx[0]] # init with first frame
# iterate over sequence
for nn in idx:
x_frame = x.data[nn]
y_frame = self.alpha_smooth*y_frame + (1-self.alpha_smooth)*x_frame # smoothing recurrence
ydata[nn,:] = self.activ(self.wx*(y_frame))
y = PackedSequence(ydata, x.batch_sizes) # pack
else: # tensor
raise ValueError('not implemented')
return y

how to get the real shape of batch_size which is none in keras

When implementing a custom layer in Keras, I need to know the real size of batch_size. my shape is (?,20).
questions:
1. What is the best way to change (?,20) to (batch_size,20).
I have looked into this but it can not adjust to my problem.
I can pass the batch_size to this layer. In that case, I need to reshape (?,20) to (batch_size,20), how can I do that?
2. Is it the best way to that, or is there any builtin function that can get the real batch_size while building and running the model?
This is my layer:
from scipy.stats import entropy
from keras.engine import Layer
import keras.backend as K
import numpy as np
class measure(Layer):
def __init__(self, beta, **kwargs):
self.beta = beta
self.uses_learning_phase = True
self.supports_masking = True
super(measure, self).__init__(**kwargs)
def call(self, x):
return K.in_train_phase(self.rev_entropy(x, self.beta), x)
def get_config(self):
config = {'beta': self.beta}
base_config = super(measure, self).get_config()
return dict(list(base_config.items()) + list(config.items()))
def rev_entropy(self, x, beta):
entropy_p_t_w = np.apply_along_axis(entropy, 1, x)
con = (beta / (1 + entropy_p_t_w)) ** 1.5
new_f_w_t = x * (con.reshape(con.shape[0], 1))
norm_const = 1e-30 + np.sum(new_f_w_t, axis=0)
for t in range(norm_const.shape[0]):
new_f_w_t[:, t] /= norm_const[t]
return new_f_w_t
And here is where I call this layer:
encoded = measure(beta=0.08)(encoded)
I am also using fit_generator if it can help at all:
autoencoder.fit_generator(train_gen, steps_per_epoch=num_train_steps, epochs=NUM_EPOCHS,
validation_data=test_gen, validation_steps=num_test_steps, callbacks=[checkpoint])
The dimension of the x passed to the layer is (?,20) and that's why I can not do my calculation.
Thanks:)

Implementing RNN and LSTM into DQN Pytorch code

I have some troubles finding some example on the great www to how i implement a recurrent neural network with LSTM layer into my current Deep q-network in Pytorch so it become a DRQN.. Bear with me i am just getting started..
Futhermore, I am NOT working with images processing, thereby CNN so do not worry about this. My states are purely temperatures values.
Here is my code that i am currently train my DQN with:
# Importing the libraries
import numpy as np
import random # random samples from different batches (experience replay)
import os # For loading and saving brain
import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim # for using stochastic gradient descent
import torch.autograd as autograd # Conversion from tensor (advanced arrays) to avoid all that contains a gradient
# We want to put the tensor into a varaible taht will also contain a
# gradient and to this we need:
from torch.autograd import Variable
# to convert this tensor into a variable containing the tensor and the gradient
# Creating the architecture of the Neural Network
class Network(nn.Module): #inherinting from nn.Module
#Self - refers to the object that will be created from this class
# - self here to specify that we're referring to the object
def __init__(self, input_size, nb_action): #[self,input neuroner, output neuroner]
super(Network, self).__init__() #inorder to use modules in torch.nn
# Input and output neurons
self.input_size = input_size
self.nb_action = nb_action
# Full connection between different layers of NN
# In this example its one input layer, one hidden layer and one output layer
# Using self here to specify that fc1 is a variable of my object
self.fc1 = nn.Linear(input_size, 40)
self.fc2 = nn.Linear(40, 30)
#Example of adding a hiddenlayer
# self.fcX = nn.Linear(30,30)
self.fc3 = nn.Linear(30, nb_action) # 30 neurons in hidden layer
# For function that will activate neurons and perform forward propagation
def forward(self, state):
# rectifier function
x = F.relu(self.fc1(state))
x = F.relu(self.fc2(x))
q_values = self.fc3(x)
return q_values
# Implementing Experience Replay
# We know that RL is based on MDP
# So going from one state(s_t) to the next state(s_t+1)
# We gonna put 100 transition between state into what we call the memory
# So we can use the distribution of experience to make a decision
class ReplayMemory(object):
def __init__(self, capacity):
self.capacity = capacity #100 transitions
self.memory = [] #memory to save transitions
# pushing transitions into memory with append
#event=transition
def push(self, event):
self.memory.append(event)
if len(self.memory) > self.capacity: #memory only contain 100 events
del self.memory[0] #delete first transition from memory if there is more that 100
# taking random sample
def sample(self, batch_size):
#Creating variable that will contain the samples of memory
#zip =reshape function if list = ((1,2,3),(4,5,6)) zip(*list)= (1,4),(2,5),(3,6)
# (state,action,reward),(state,action,reward)
samples = zip(*random.sample(self.memory, batch_size))
#This is to be able to differentiate with respect to a tensor
#and this will then contain the tensor and gradient
#so for state,action and reward we will store the seperately into some
#bytes which each one will get a gradient
#so that eventually we'll be able to differentiate each one of them
return map(lambda x: Variable(torch.cat(x, 0)), samples)
# Implementing Deep Q Learning
class Dqn():
def __init__(self, input_size, nb_action, gamma, lrate, T):
self.gamma = gamma #self.gamma gets assigned to input argument
self.T = T
# Sliding window of the evolving mean of the last 100 events/transitions
self.reward_window = []
#Creating network with network class
self.model = Network(input_size, nb_action)
#creating memory with memory class
#We gonna take 100000 samples into memory and then we will sample from this memory to
#to get a snakk number of random transitions
self.memory = ReplayMemory(100000)
#creating optimizer (stochastic gradient descent)
self.optimizer = optim.Adam(self.model.parameters(), lr = lrate) #learning rate
#input vector which is batch of input observations
#by unsqeeze we create a fake dimension to this is
#what the network expect for its inputs
#have to be the first dimension of the last_state
self.last_state = torch.Tensor(input_size).unsqueeze(0)
#Inilizing
self.last_action = 0
self.last_reward = 0
def select_action(self, state):
#Q value depends on state
#Temperature parameter T will be a positive number and the closer
#it is to ze the less sure the NN will when taking an action
#forexample
#softmax((1,2,3))={0.04,0.11,0.85} ==> softmax((1,2,3)*3)={0,0.02,0.98}
#to deactivate brain then set T=0, thereby it is full random
probs = F.softmax((self.model(Variable(state, volatile = True))*self.T),dim=1) # T=100
#create a random draw from the probability distribution created from softmax
action = probs.multinomial()
print(probs.multinomial())
return action.data[0,0]
# See section 5.3 in AI handbook
def learn(self, batch_state, batch_next_state, batch_reward, batch_action):
outputs = self.model(batch_state).gather(1, batch_action.unsqueeze(1)).squeeze(1)
#next input for target see page 7 in attached AI handbook
next_outputs = self.model(batch_next_state).detach().max(1)[0]
target = self.gamma*next_outputs + batch_reward
#Using hubble loss inorder to obtain loss
td_loss = F.smooth_l1_loss(outputs, target)
#using lass loss/error to perform stochastic gradient descent and update weights
self.optimizer.zero_grad() #reintialize the optimizer at each iteration of the loop
#This line of code that backward propagates the error into the NN
#td_loss.backward(retain_variables = True) #userwarning
td_loss.backward(retain_graph = True)
#And this line of code uses the optimizer to update the weights
self.optimizer.step()
def update(self, reward, new_signal):
#Updated one transition and we have dated the last element of the transition
#which is the new state
new_state = torch.Tensor(new_signal).float().unsqueeze(0)
self.memory.push((self.last_state, new_state, torch.LongTensor([int(self.last_action)]), torch.Tensor([self.last_reward])))
#After ending in a state its time to play a action
action = self.select_action(new_state)
if len(self.memory.memory) > 100:
batch_state, batch_next_state, batch_action, batch_reward = self.memory.sample(100)
self.learn(batch_state, batch_next_state, batch_reward, batch_action)
self.last_action = action
self.last_state = new_state
self.last_reward = reward
self.reward_window.append(reward)
if len(self.reward_window) > 1000:
del self.reward_window[0]
return action
def score(self):
return sum(self.reward_window)/(len(self.reward_window)+1.)
def save(self):
torch.save({'state_dict': self.model.state_dict(),
'optimizer' : self.optimizer.state_dict(),
}, 'last_brain.pth')
def load(self):
if os.path.isfile('last_brain.pth'):
print("=> loading checkpoint... ")
checkpoint = torch.load('last_brain.pth')
self.model.load_state_dict(checkpoint['state_dict'])
self.optimizer.load_state_dict(checkpoint['optimizer'])
print("done !")
else:
print("no checkpoint found...")
I hope there is someone out there that can help me and could implement a RNN and a LSTM layer into my code! I believe in you stackflow!
Best regards Søren Koch
From my point of view, I think you could add RNN, LSTM layer to the Network#__init__,Network#forward; shape of data should be reshaped into sequences...
For more detail, I think you should read these two following articles; after that implementing RNN, LSTM not hard as it seem to be.
http://pytorch.org/tutorials/beginner/nlp/sequence_models_tutorial.html#sphx-glr-beginner-nlp-sequence-models-tutorial-py
http://pytorch.org/tutorials/intermediate/char_rnn_classification_tutorial.html

Calibration with xgboost

I'm wondering if I can do calibration in xgboost. To be more specific, does xgboost come with an existing calibration implementation like in scikit-learn, or are there some ways to put the model from xgboost into a scikit-learn's CalibratedClassifierCV?
As far as I know in sklearn this is the common procedure:
# Train random forest classifier, calibrate on validation data and evaluate
# on test data
clf = RandomForestClassifier(n_estimators=25)
clf.fit(X_train, y_train)
clf_probs = clf.predict_proba(X_test)
sig_clf = CalibratedClassifierCV(clf, method="sigmoid", cv="prefit")
sig_clf.fit(X_valid, y_valid)
sig_clf_probs = sig_clf.predict_proba(X_test)
sig_score = log_loss(y_test, sig_clf_probs)
print "Calibrated score is ",sig_score
If I put an xgboost tree model into the CalibratedClassifierCV an error will be thrown (of course):
RuntimeError: classifier has no decision_function or predict_proba method.
Is there a way to integrate the excellent calibration module of scikit-learn with xgboost?
Appreciate your insightful ideas!
Answering to my own question, an xgboost GBT can be integrated with scikit-learn by writing a wrapper class like the case below.
class XGBoostClassifier():
def __init__(self, num_boost_round=10, **params):
self.clf = None
self.num_boost_round = num_boost_round
self.params = params
self.params.update({'objective': 'multi:softprob'})
def fit(self, X, y, num_boost_round=None):
num_boost_round = num_boost_round or self.num_boost_round
self.label2num = dict((label, i) for i, label in enumerate(sorted(set(y))))
dtrain = xgb.DMatrix(X, label=[self.label2num[label] for label in y])
self.clf = xgb.train(params=self.params, dtrain=dtrain, num_boost_round=num_boost_round)
def predict(self, X):
num2label = dict((i, label)for label, i in self.label2num.items())
Y = self.predict_proba(X)
y = np.argmax(Y, axis=1)
return np.array([num2label[i] for i in y])
def predict_proba(self, X):
dtest = xgb.DMatrix(X)
return self.clf.predict(dtest)
def score(self, X, y):
Y = self.predict_proba(X)
return 1 / logloss(y, Y)
def get_params(self, deep=True):
return self.params
def set_params(self, **params):
if 'num_boost_round' in params:
self.num_boost_round = params.pop('num_boost_round')
if 'objective' in params:
del params['objective']
self.params.update(params)
return self
See full example here.
Please don't hesitate to provide a smarter way of doing this!
A note from the hell scape that is July 2020:
You no longer need a wrapper class. The predict_proba method is built into the xgboost sklearn python apis. Not sure when they were added but they are there for v1.0.0 on for certain.
Note: this is of course only true for classes that would have the predict_proba method. Ex: The XGBRegressor doesn't. The XGBClassifier does.

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