Incremental training of large datasets

We can train models on large datasets one batch at a time. Many Scikit-Learn estimators implement a partial_fit method to enable incremental learning in batches.

est = SGDClassifier(...)
est.partial_fit(X_train_1, y_train_1)
est.partial_fit(X_train_2, y_train_2)
...

The Scikit-Learn documentation discusses this approach in more depth in their user guide.

This notebook demonstrates the use of Dask-ML's Incremental meta-estimator, which automates the use of Scikit-Learn's partial_fit over Dask arrays and dataframes. Scikit-Learn handles all of the computation while Dask handles the data management, loading and moving batches of data as necessary. This allows scaling to large datasets distributed across many machines, or to datasets that do not fit in memory, all with a familiar workflow.

This example shows ...

  • wrapping a Scikit-Learn estimator that implements partial_fit with the Dask-ML Incremental meta-estimator
  • training, predicting, and scoring on this wrapped estimator

Although this example uses Scikit-Learn's SGDClassifer, the Incremental meta-estimator will work for any class that implements partial_fit and the scikit-learn base estimator API.

Setup Dask

We first start a Dask client in order to get access to the Dask dashboard, which will provide progress and performance metrics.

You can view the dashboard by clicking on the dashboard link after you run the cell

In [ ]:
from dask.distributed import Client
client = Client(n_workers=4, threads_per_worker=1)
client

Create Data

We create a synthetic dataset that is large enough to be interesting, but small enough to run quickly.

Our dataset has 1,000,000 examples and 100 features.

In [ ]:
import dask
import dask.array as da
from dask_ml.datasets import make_classification


n, d = 100000, 100

X, y = make_classification(n_samples=n, n_features=d,
                           chunks=n // 10, flip_y=0.2)
X

For more information on creating dask arrays and dataframes from real data, see documentation on Dask arrays and Dask dataframes.

Split data for training and testing

We split our dataset into training and testing data to aid evaluation by making sure we have a fair test:

In [ ]:
from dask_ml.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y)
X_train

Persist data in memory

This dataset is small enough to fit in distributed memory, so we call dask.persist to ask Dask to execute the computations above and keep the results in memory.

In [ ]:
X_train, X_test, y_train, y_test = dask.persist(X_train, X_test, y_train, y_test)

If you are working in a situation where your dataset does not fit in memory then you should skip this step. Everything will still work, but will be slower and use less memory.

Calling dask.persist will preserve our data in memory, so no computation will be needed as we pass over our data many times. For example if our data came from CSV files and was not persisted, then the CSV files would have to be re-read on each pass. This is desirable if the data does not fit in RAM, but not slows down our computation otherwise.

Precompute classes

We pre-compute the classes from our training data, which is required for this classification example:

In [ ]:
classes = da.unique(y_train).compute()
classes

Create Scikit-Learn model

We make the underlying Scikit-Learn estimator, an SGDClassifier:

In [ ]:
from sklearn.linear_model import SGDClassifier

est = SGDClassifier(loss='log', penalty='l2', tol=1e-3)

Here we use SGDClassifier, but any estimator that implements the partial_fit method will work. A list of Scikit-Learn models that implement this API is available here.

Wrap with Dask-ML's Incremental meta-estimator

We now wrap our SGDClassifer with the dask_ml.wrappers.Incremental meta-estimator.

In [ ]:
from dask_ml.wrappers import Incremental

inc = Incremental(est, scoring='accuracy')

Recall that Incremental only does data management while leaving the actual algorithm to the underlying Scikit-Learn estimator.

Note: We set the scoring parameter above in the Dask estimator to tell it to handle scoring. This works better when using Dask arrays for test data.

Model training

Incremental implements a fit method, which will perform one loop over the dataset, calling partial_fit over each chunk in the Dask array.

You may want to watch the dashboard during this fit process to see the sequential fitting of many batches.

In [ ]:
inc.fit(X_train, y_train, classes=classes)
In [ ]:
inc.score(X_test, y_test)

Pass over the training data many times

Calling .fit passes over all chunks our data once. However, in many cases we may want to pass over the training data many times. To do this we can use the Incremental.partial_fit method and a for loop.

In [ ]:
est = SGDClassifier(loss='log', penalty='l2', tol=0e-3)
inc = Incremental(est, scoring='accuracy')
In [ ]:
for _ in range(10):
    inc.partial_fit(X_train, y_train, classes=classes)
    print('Score:', inc.score(X_test, y_test))    

Predict and Score

Finally we can also call Incremental.predict and Incremental.score on our testing data

In [ ]:
inc.predict(X_test)  # Predict produces lazy dask arrays
In [ ]:
inc.predict(X_test)[:100].compute()  # call compute to get results
In [ ]:
inc.score(X_test, y_test)

Learn more

In this notebook we went over using Dask-ML's Incremental meta-estimator to automate the process of incremental training with Scikit-Learn estimators that implement the partial_fit method. If you want to learn more about this process you might want to investigate the following documentation:

  1. http://scikit-learn.org/stable/modules/scaling_strategies.html
  2. Dask-ML Incremental API documentation
  3. List of Scikit-Learn estimators compatible with Dask-ML's Incremental
  4. For more info on the train-test split for model evaluation, see Hyperparameters and Model Validation.