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Distributed XGBoost with PySpark

Starting from version 1.7.0, xgboost supports pyspark estimator APIs.

Note

The feature is still experimental and not yet ready for production use.

XGBoost PySpark Estimator

SparkXGBRegressor

SparkXGBRegressor is a PySpark ML estimator. It implements the XGBoost classification algorithm based on XGBoost python library, and it can be used in PySpark Pipeline and PySpark ML meta algorithms like CrossValidator/TrainValidationSplit/OneVsRest.

We can create a SparkXGBRegressor estimator like:

from xgboost.spark import SparkXGBRegressor
xgb_regressor = SparkXGBRegressor(
  features_col="features",
  label_col="label",
  num_workers=2,
)

The above snippet creates a spark estimator which can fit on a spark dataset, and return a spark model that can transform a spark dataset and generate dataset with prediction column. We can set almost all of xgboost sklearn estimator parameters as SparkXGBRegressor parameters, but some parameter such as nthread is forbidden in spark estimator, and some parameters are replaced with pyspark specific parameters such as weight_col, validation_indicator_col, for details please see SparkXGBRegressor doc.

The following code snippet shows how to train a spark xgboost regressor model, first we need to prepare a training dataset as a spark dataframe contains "label" column and "features" column(s), the "features" column(s) must be pyspark.ml.linalg.Vector type or spark array type or a list of feature column names.

xgb_regressor_model = xgb_regressor.fit(train_spark_dataframe)

The following code snippet shows how to predict test data using a spark xgboost regressor model, first we need to prepare a test dataset as a spark dataframe contains "features" and "label" column, the "features" column must be pyspark.ml.linalg.Vector type or spark array type.

transformed_test_spark_dataframe = xgb_regressor_model.transform(test_spark_dataframe)

The above snippet code returns a transformed_test_spark_dataframe that contains the input dataset columns and an appended column "prediction" representing the prediction results.

SparkXGBClassifier

SparkXGBClassifier estimator has similar API with SparkXGBRegressor, but it has some pyspark classifier specific params, e.g. raw_prediction_col and probability_col parameters. Correspondingly, by default, SparkXGBClassifierModel transforming test dataset will generate result dataset with 3 new columns:

  • "prediction": represents the predicted label.
  • "raw_prediction": represents the output margin values.
  • "probability": represents the prediction probability on each label.

XGBoost PySpark GPU support

XGBoost PySpark fully supports GPU acceleration. Users are not only able to enable efficient training but also utilize their GPUs for the whole PySpark pipeline including ETL and inference. In below sections, we will walk through an example of training on a Spark standalone cluster with GPU support. To get started, first we need to install some additional packages, then we can set the device parameter to cuda or gpu.

Prepare the necessary packages

Aside from the PySpark and XGBoost modules, we also need the cuDF package for handling Spark dataframe. We recommend using either Conda or Virtualenv to manage python dependencies for PySpark jobs. Please refer to How to Manage Python Dependencies in PySpark for more details on PySpark dependency management.

In short, to create a Python environment that can be sent to a remote cluster using virtualenv and pip:

python -m venv xgboost_env
source xgboost_env/bin/activate
pip install pyarrow pandas venv-pack xgboost
# https://docs.rapids.ai/install#pip-install
pip install cudf-cu11 --extra-index-url=https://pypi.nvidia.com
venv-pack -o xgboost_env.tar.gz

With Conda:

conda create -y -n xgboost_env -c conda-forge conda-pack python=3.9
conda activate xgboost_env
# use conda when the supported version of xgboost (1.7) is released on conda-forge
pip install xgboost
conda install cudf pyarrow pandas -c rapids -c nvidia -c conda-forge
conda pack -f -o xgboost_env.tar.gz

Write your PySpark application

Below snippet is a small example for training xgboost model with PySpark. Notice that we are using a list of feature names instead of vector type as the input. The parameter "device=cuda" specifically indicates that the training will be performed on a GPU.

from xgboost.spark import SparkXGBRegressor
spark = SparkSession.builder.getOrCreate()

# read data into spark dataframe
train_data_path = "xxxx/train"
train_df = spark.read.parquet(data_path)

test_data_path = "xxxx/test"
test_df = spark.read.parquet(test_data_path)

# assume the label column is named "class"
label_name = "class"

# get a list with feature column names
feature_names = [x.name for x in train_df.schema if x.name != label_name]

# create a xgboost pyspark regressor estimator and set device="cuda"
regressor = SparkXGBRegressor(
  features_col=feature_names,
  label_col=label_name,
  num_workers=2,
  device="cuda",
)

# train and return the model
model = regressor.fit(train_df)

# predict on test data
predict_df = model.transform(test_df)
predict_df.show()

Like other distributed interfaces, the device parameter doesn't support specifying ordinal as GPUs are managed by Spark instead of XGBoost (good: device=cuda, bad: device=cuda:0).

Submit the PySpark application

Assuming you have configured the Spark standalone cluster with GPU support. Otherwise, please refer to spark standalone configuration with GPU support.

Starting from XGBoost 2.0.1, stage-level scheduling is automatically enabled. Therefore, if you are using Spark standalone cluster version 3.4.0 or higher, we strongly recommend configuring the "spark.task.resource.gpu.amount" as a fractional value. This will enable running multiple tasks in parallel during the ETL phase. An example configuration would be "spark.task.resource.gpu.amount=1/spark.executor.cores". However, if you are using a XGBoost version earlier than 2.0.1 or a Spark standalone cluster version below 3.4.0, you still need to set "spark.task.resource.gpu.amount" equal to "spark.executor.resource.gpu.amount".

Note

As of now, the stage-level scheduling feature in XGBoost is limited to the Spark standalone cluster mode. However, we have plans to expand its compatibility to YARN and Kubernetes once Spark 3.5.1 is officially released.

export PYSPARK_DRIVER_PYTHON=python
export PYSPARK_PYTHON=./environment/bin/python

spark-submit \
  --master spark://<master-ip>:7077 \
  --conf spark.executor.cores=12 \
  --conf spark.task.cpus=1 \
  --conf spark.executor.resource.gpu.amount=1 \
  --conf spark.task.resource.gpu.amount=0.08 \
  --archives xgboost_env.tar.gz#environment \
  xgboost_app.py

The above command submits the xgboost pyspark application with the python environment created by pip or conda, specifying a request for 1 GPU and 12 CPUs per executor. So you can see, a total of 12 tasks per executor will be executed concurrently during the ETL phase.

Model Persistence

Similar to standard PySpark ml estimators, one can persist and reuse the model with save and load methods:

regressor = SparkXGBRegressor()
model = regressor.fit(train_df)
# save the model
model.save("/tmp/xgboost-pyspark-model")
# load the model
model2 = SparkXGBRankerModel.load("/tmp/xgboost-pyspark-model")

To export the underlying booster model used by XGBoost:

regressor = SparkXGBRegressor()
model = regressor.fit(train_df)
# the same booster object returned by xgboost.train
booster: xgb.Booster = model.get_booster()
booster.predict(...)
booster.save_model("model.json") # or model.ubj, depending on your choice of format.

This booster is not only shared by other Python interfaces but also used by all the XGBoost bindings including the C, Java, and the R package. Lastly, one can extract the booster file directly from a saved spark estimator without going through the getter:

import xgboost as xgb
bst = xgb.Booster()
# Loading the model saved in previous snippet
bst.load_model("/tmp/xgboost-pyspark-model/model/part-00000")

Accelerate the whole pipeline for xgboost pyspark

With RAPIDS Accelerator for Apache Spark, you can leverage GPUs to accelerate the whole pipeline (ETL, Train, Transform) for xgboost pyspark without the need for any code modifications. Likewise, you have the option to configure the "spark.task.resource.gpu.amount" setting as a fractional value, enabling a higher number of tasks to be executed in parallel during the ETL phase. please refer to :ref:`stage-level-scheduling` for more details.

An example submit command is shown below with additional spark configurations and dependencies:

export PYSPARK_DRIVER_PYTHON=python
export PYSPARK_PYTHON=./environment/bin/python

spark-submit \
  --master spark://<master-ip>:7077 \
  --conf spark.executor.cores=12 \
  --conf spark.task.cpus=1 \
  --conf spark.executor.resource.gpu.amount=1 \
  --conf spark.task.resource.gpu.amount=0.08 \
  --packages com.nvidia:rapids-4-spark_2.12:24.04.1 \
  --conf spark.plugins=com.nvidia.spark.SQLPlugin \
  --conf spark.sql.execution.arrow.maxRecordsPerBatch=1000000 \
  --archives xgboost_env.tar.gz#environment \
  xgboost_app.py

When rapids plugin is enabled, both of the JVM rapids plugin and the cuDF Python package are required. More configuration options can be found in the RAPIDS link above along with details on the plugin.

Advanced Usage

XGBoost needs to repartition the input dataset to the num_workers to ensure there will be num_workers training tasks running at the same time. However, repartition is a costly operation.

If there is a scenario where reading the data from source and directly fitting it to XGBoost without introducing the shuffle stage, users can avoid the need for repartitioning by setting the Spark configuration parameters spark.sql.files.maxPartitionNum and spark.sql.files.minPartitionNum to num_workers. This tells Spark to automatically partition the dataset into the desired number of partitions.

However, if the input dataset is skewed (i.e. the data is not evenly distributed), setting the partition number to num_workers may not be efficient. In this case, users can set the force_repartition=true option to explicitly force XGBoost to repartition the dataset, even if the partition number is already equal to num_workers. This ensures the data is evenly distributed across the workers.