Skip to main content
Join the official 2019 Python Developers SurveyStart the survey!

Experimental, numba-based Gradient Boosting Machines

Project description

pygbm Build Status codecov python versions

Experimental Gradient Boosting Machines in Python.

The goal of this project is to evaluate whether it's possible to implement a pure Python yet efficient version histogram-binning of Gradient Boosting Trees (possibly with all the LightGBM optimizations) while staying in pure Python 3.6+ using the numba jit compiler.

pygbm provides a set of scikit-learn compatible estimator classes that should play well with the scikit-learn Pipeline and model selection tools (grid search and randomized hyperparameter search).

Longer term plans include integration with dask and dask-ml for out-of-core and distributed fitting on a cluster.

Installation

The project is available on PyPI and can be installed with pip:

pip install pygbm

You'll need Python 3.6 at least.

Documentation

The API documentation is available at:

https://pygbm.readthedocs.io/

You might also want to have a look at the examples/ folder of this repo.

Status

The project is experimental. The API is subject to change without deprecation notice. Use at your own risk.

We welcome any feedback in the github issue tracker:

https://github.com/ogrisel/pygbm/issues

Running the development version

Use pip to install in "editable" mode:

git clone https://github.com/ogrisel/pygbm.git
cd pygbm
pip install -r requirements.txt
pip install --editable .

Run the tests with pytest:

pip install -r requirements.txt
pytest

Benchmarking

The benchmarks folder contains some scripts to evaluate the computation performance of various parts of pygbm. Keep in mind that numba's JIT compilation takes time!

Profiling

To profile the benchmarks, you can use snakeviz to get an interactive HTML report:

pip install snakeviz
python -m cProfile -o bench_higgs_boson.prof benchmarks/bench_higgs_boson.py
snakeviz bench_higgs_boson.prof

Debugging numba type inference

To introspect the results of type inference steps in the numba sections called by a given benchmarking script:

numba --annotate-html bench_higgs_boson.html benchmarks/bench_higgs_boson.py

In particular it is interesting to check that the numerical variables in the hot loops highlighted by the snakeviz profiling report have the expected precision level (e.g. float32 for loss computation, uint8 for binned feature values, ...).

Impact of thread-based parallelism

Some benchmarks can call numba functions that leverage the built-in thread-based parallelism with @njit(parallel=True) and prange loops. On a multicore machine you can evaluate how the thread-based parallelism scales by explicitly setting the NUMBA_NUM_THREAD environment variable. For instance try:

NUMBA_NUM_THREADS=1 python benchmarks/bench_binning.py

vs:

NUMBA_NUM_THREADS=4 python benchmarks/bench_binning.py

Acknowledgements

The work from Nicolas Hug is supported by the National Science Foundation under Grant No. 1740305 and by DARPA under Grant No. DARPA-BAA-16-51

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for pygbm, version 0.1.0
Filename, size File type Python version Upload date Hashes
Filename, size pygbm-0.1.0-py3-none-any.whl (32.5 kB) File type Wheel Python version py3 Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page