pycave 1.0.5

Well-Known Machine Learning Models in PyTorch with Strong GPU Acceleration.

PyCave

PyCave provides well-known machine learning models with strong GPU acceleration in PyTorch. Its goal is not to provide a comprehensive collection of models or neural network layers, but rather complement other open-source libraries.

Features

PyCave currently includes the following models to be run on the GPU:

• pycave.bayes.GMM: Gaussian Mixture Models, optionally trained via mini-batches if the GPU memory is too small to fit the data. Mini-batch training should not impact convergence. Initialization is performed using K-means, optionally on a subset of the data as it is comparatively slow.
• pycave.bayes.MarkovModel: Markov Models able to learn transition probabilities from a sequence of discrete states.

Roadmap

The following models are currently in development and will be published as soon as possible:

• pycave.bayes.HMM: Hidden Markov Models, similar to the Gaussian Mixture Models but trained on sequences of datapoints to additionally learn transition probabilities.

Installation

PyCave is available on PyPi and can simply be installed as follows:

pip install pycave

Quickstart

Using PyCave is really easy and is oriented towards Sklearn's interface. In order to train a GMM, you can initialize it as follows and fit it from a torch.Tensor as PyCave is fully implemented in PyTorch:

from pycave.bayes import GMM

gmm = GMM(num_components=100, num_features=32, covariance='spherical')
gmm.fit(data_tensor)

You can then use the GMM's instance methods for inference:

• gmm.evaluate computes the negative log-likelihood of some data.
• gmm.predict returns the indices of most likely components for some data.
• gmm.sample samples a given number of samples from the GMM.

Benchmarks

In order to demonstrate the potential of PyCave, we compared the runtime of PyCave both on CPU and GPU against the runtime of Sklearn's Gaussian Mixture Model.

We train on 100k 128-dimensional datapoints sampled from a "ground truth" GMM with 512 components. PyCave's GMM and Sklearn should then minimize the negative log-likelihood (NLL) of the data. While PyCave's GMM worked well with random initialization, Sklearn required (a single-pass) K-Means initialization to yield useful results. In both cases, the GMM converged when the per-datapoint NLL was below 1e-7.

Implementation	Training Time	Speedup Compared to Sklearn
Sklearn (CPU)	114.41s	x1
PyCave (CPU)	32.07s	x3.57
PyCave (GPU)	0.27s	x425.19

By moving to PyCave's GPU implementation of GMMs, you can therefore expects speedups by a factor of hundreds.

For huge datasets, PyCave's GMM also supports mini-batch training on a GPU. We run PyCave's GMM on the same kind of data as described above, yet on 100 million instead of 100k datapoints. We use a batch size of 750k to train on a GPU.

Implementation	Training Time
PyCave (GPU, mini-batch)	247.95s

Even on this huge dataset, PyCave is able to fit the GMM in just over 4 minutes.

We ran the benchmark on 8 Cores of an Intel Xeon E5-2630 with 2.2 GHz and a single GeForce GTX 1080 GPU with 11 GB of memory.

License

PyCave is licensed under the MIT License.