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PERF Implement PairwiseDistancesReduction backend for KNeighbors.predict_proba #24076

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Merged
merged 73 commits into from
Mar 14, 2023

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Micky774
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@Micky774 Micky774 commented Aug 1, 2022

Reference Issues/PRs

Fixes #13783
Resolves #14543 (stalled)
Relates to #23721
Relates to #22587

What does this implement/fix? Explain your changes.

Implements a PairwiseDistancesReduction backend algorithm for KNeighbors.predict.

Any other comments?

Future PRs:

  • Support "distance" weighting
  • Support multioutput (y.ndim > 1)
  • Enable Euclidean specialization
  • Restudy heuristic

cc: @jjerphan

@Micky774 Micky774 changed the title ENH: Implement PairwiseDistancesReduction backend for KNeighbors.predict PERF: Implement PairwiseDistancesReduction backend for KNeighbors.predict Aug 1, 2022
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Thank you for starting this work, @Micky774.

Here is a first pass and comments regarding both the current implementation and potential path we could take for predict and predict_proba.

Regarding the TODO-list you wrote:

@jjerphan jjerphan changed the title PERF: Implement PairwiseDistancesReduction backend for KNeighbors.predict PERF Implement PairwiseDistancesReduction backend for KNeighbors.predict Aug 3, 2022
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Micky774 commented Aug 5, 2022

I tested whether it would be worth optionally passing labels as output through compute, attenuated with a keyword parameter return_labels since they're computed essentially for free in the same reduction loop. Seems to provide no real bonus, so I simplified compute to only returning the probabilities. The results are below:

Plot

3fc97ffd-5079-4a15-b87c-e81517244df6

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Micky774 commented Aug 5, 2022

It seems that the new implementation performs at least as well as the current one (for weights='uniform') except when parallelizing over Y. See plots:

Plot

0d848d0d-6f5b-4272-bd5e-ca8b65032f08

Will need to investigate a bit.

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Another pass on the new changes. I have not thought of factorising the common logic as done in weighted_histrogram_node. 👍

Regarding your comment:

It seems that the new implementation performs at least as well as the current one (for weights='uniform') except when parallelizing over Y.

I think this is not due to the logic of this PR, but rather to the current global heuristic for choosing between _parallel_on_X and _parallel_on_Y which is way sub-optimal (it does not take n_samples_Y into account!):

if strategy == 'auto':
# This is a simple heuristic whose constant for the
# comparison has been chosen based on experiments.
if 4 * self.chunk_size * self.effective_n_threads < self.n_samples_X:
strategy = 'parallel_on_X'
else:
strategy = 'parallel_on_Y'

#24043 aims at improving this heuristic, and we should probably treat before all the other PRs of this submodule.

Personally, I think I need to invest some time in coming up with a proper benchmarking suite for PairwiseDistancesReductions: I don't want us to messing our time around doing quick benchmark whose results might be misleading (this is want I have been doing until now thinking I could gain time but I in retrospective I think I've lost some).

Also, longer-term-wise, I would like us, our future selves and future maintainers to be able to easily and confidently perform benchmark between revisions in case changes need to be performed.

Hence I've opened #24120.

Also: I've changed the description of this PR to move the mentioned follow-up work in #22587 to avoid information duplication. I am in favour in treating multi-output in another PR (having PR be as small as possible as review and thus make the overall integration of their features faster).

What do you think?

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Micky774 commented Feb 24, 2023

@jjerphan Updated with your suggestions! Good catch on the extra sort -- it is a vestige from the original copy-and-paste :)

Edit: Still need to revisit validation and re-run benchmarks -- will get to it soon hopefully (sorry for slow turnaround)

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Turns out that most circumstances, parallel_on_X is more performant than parallel_on_Y. When adopting this, the performance gains are much more dramatic. I re-ran the benchmark configurations used by @jjerphan of

n_neighbors=500
n_features=30
n_classes=100

see gist

Plots

image

Running again with configuration
n_neighbors=5
n_features=100
n_classes=10
Plots

3656a586-2153-4ca4-ab38-f58d13792ede

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Thank you for the last commits and benchmarks, @Micky774!

I have just one last comment.

Moreover, I think we might want to list the rest of the work for this implementation and implement them in other small PRs. What do you think?

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jjerphan commented Mar 6, 2023

Small gentle up, @ogrisel and @thomasjpfan: do you think this PR is mergeable in this current state?

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Thanks for the benchmark. I wonder if the strategy="auto" heuristics should not be re-evaluated for other reducers (e.g. the generic argkmin) or if this effect is only specific to this PR.

Anyways, once the last batch of comments by Julien and the following comments are addressed, LGTM.

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We now have to qualify cdef interfaces with noexcept nogil (courtesy of @adam2392 with #25621). This allows anticipating Cython 3 release which changes the default behavior regarding exception: they will be propagated by default (see cython/cython#4670).

d13793d fixes the compilation and the problems on the CI.

This PR still LGTM. I will merge this PR by the end of the day if no one objects.

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jjerphan commented Mar 13, 2023

Do you have objections or suggestions, @thomasjpfan and @ogrisel? 🙂

@ogrisel ogrisel merged commit b6b6f63 into scikit-learn:main Mar 14, 2023
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ogrisel commented Mar 14, 2023

Merged!

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Thank you for this contribution, @Micky774!

Thank you @ogrisel and @thomasjpfan for the reviews.

Veghit pushed a commit to Veghit/scikit-learn that referenced this pull request Apr 15, 2023
…redict_proba` (scikit-learn#24076)

Signed-off-by: Julien Jerphanion <[email protected]>
Co-authored-by: Julien Jerphanion <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>
MohitBurkule added a commit to MohitBurkule/scikit-learn that referenced this pull request May 7, 2023
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* CI small cleanup of Cirrus CI test script (scikit-learn#26168)

* MAINT remove deprecated is_categorical_dtype (scikit-learn#26156)

* DOC Add skforecast to related projects page (scikit-learn#26133)

Co-authored-by: Thomas J. Fan <[email protected]>

* FIX Keeps namedtuple's class when transform returns a tuple (scikit-learn#26121)

* DOC corrected letter case for better readability in sklearn/metrics/_classification.py / (scikit-learn#26169)

* MAINT Parameters validation for sklearn.preprocessing.power_transform (scikit-learn#26142)

* FIX `roc_auc_score` now uses `y_prob` instead of `y_pred` (scikit-learn#26155)

* MAINT Parameters validation for sklearn.datasets.load_iris (scikit-learn#26177)

* MAINT Parameters validation for sklearn.datasets.load_diabetes (scikit-learn#26166)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.datasets.load_breast_cancer (scikit-learn#26165)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.metrics.cluster.entropy (scikit-learn#26162)

* MAINT Parameters validation for sklearn.datasets.fetch_species_distributions (scikit-learn#26161)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* ASV Fix tol in SGDRegressorBenchmark (scikit-learn#26146)

Co-authored-by: jeremie du boisberranger <[email protected]>

* MNT use api.openml.org URLs for fetch_openml (scikit-learn#26171)

* MAINT Parameters validation for sklearn.utils.resample (scikit-learn#26139)

* MAINT make it explicit that additive_chi2_kernel does not accept sparse matrix (scikit-learn#26178)

* MNT fix circleci link in README.rst (scikit-learn#26183)

* CI Fix circleci artifact redirector action (scikit-learn#26181)

* GOV introduce rights for groups as discussed in SLEP019 (scikit-learn#25753)

Co-authored-by: Julien <[email protected]>
Co-authored-by: Thomas J. Fan <[email protected]>

* MAINT Parameters validation for sklearn.neighbors.sort_graph_by_row_values (scikit-learn#26173)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* FIX improve convergence criterion for LogisticRegression(penalty="l1", solver='liblinear') (scikit-learn#25214)

Co-authored-by: Thomas J. Fan <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>

* MAINT Fix several typos in src and doc files (scikit-learn#26187)

* PERF fix overhead of _rescale_data in LinearRegression (scikit-learn#26207)

* ENH add Huber loss (scikit-learn#25966)

* MAINT Refactor GraphicalLasso and graphical_lasso (scikit-learn#26033)

Co-authored-by: Guillaume Lemaitre <[email protected]>
Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Cython linting (scikit-learn#25861)

* DOC Add JupyterLite button in example gallery (scikit-learn#25887)

* MAINT Parameters validation for sklearn.covariance.ledoit_wolf_shrinkage (scikit-learn#26200)

* MAINT Parameters validation for sklearn.datasets.load_linnerud (scikit-learn#26199)

* MAINT Parameters validation for sklearn.datasets.load_wine (scikit-learn#26196)

* DOC Added redirect to Provost paper + minor refactor (scikit-learn#26223)

* MAINT Parameter Validation for `covariance.graphical_lasso` (scikit-learn#25053)

Co-authored-by: Guillaume Lemaitre <[email protected]>
Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.datasets.load_digits (scikit-learn#26195)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.preprocessing.quantile_transform (scikit-learn#26144)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.model_selection.cross_validate (scikit-learn#26129)

Co-authored-by: jeremiedbb <[email protected]>

* DOC Adds TargetEncoder example explaining the internal CV (scikit-learn#26185)

Co-authored-by: Tim Head <[email protected]>

* spelling mistake corrected in documentation for script `plot_document_clustering.py` (scikit-learn#26228)

Co-authored-by: Olivier Grisel <[email protected]>

* FIX possible UnboundLocalError in fetch_openml (scikit-learn#26236)

* ENH Adds PyTorch support to LinearDiscriminantAnalysis (scikit-learn#25956)

Co-authored-by: Olivier Grisel <[email protected]>
Co-authored-by: Tim Head <[email protected]>

* MNT Use fixed version of Pyodide (scikit-learn#26247)

* MNT Reset transform_output default in example to fix doc build build (scikit-learn#26269)

* DOC Update example plot_nearest_centroid.py (scikit-learn#26263)

* MNT reduce JupyterLite build size (scikit-learn#26246)

* DOC term -> meth in GradientBoosting (scikit-learn#26225)

* MNT speed-up html-noplot build (scikit-learn#26245)

Co-authored-by: Thomas J. Fan <[email protected]>

* MNT Use copy=False when creating DataFrames (scikit-learn#26272)

* MAINT Parameters validation for sklearn.model_selection.permutation_test_score (scikit-learn#26230)

* MAINT Parameters validation for sklearn.datasets.clear_data_home (scikit-learn#26259)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.datasets.load_files (scikit-learn#26203)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.datasets.get_data_home (scikit-learn#26260)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* DOC Fix y-axis plot labels in permutation test score example (scikit-learn#26240)

* MAINT cython-lint ignores asv_benchmarks (scikit-learn#26282)

* MAINT Parameter validation for metrics.cluster._supervised (scikit-learn#26258)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* DOC Improve docstring for tol in SequentialFeatureSelector (scikit-learn#26271)

* MAINT Parameters validation for  sklearn.datasets.load_sample_image (scikit-learn#26226)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* DOC Consistent param type for pos_label (scikit-learn#26237)

* DOC Minor grammar fix to imputation docs (scikit-learn#26283)

* MAINT Parameters validation for sklearn.calibration.calibration_curve (scikit-learn#26198)

Co-authored-by: jeremie du boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.inspection.partial_dependence (scikit-learn#26209)

Co-authored-by: jeremie du boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.model_selection.validation_curve (scikit-learn#26229)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MAINT Parameters validation for sklearn.model_selection.learning_curve (scikit-learn#26227)

Co-authored-by: jeremie du boisberranger <[email protected]>

* MNT Remove deprecated pandas.api.types.is_sparse (scikit-learn#26287)

* CI Use Trusted Publishers for uploading wheels to PyPI (scikit-learn#26249)

* MAINT Parameters validation for sklearn.metrics.pairwise.manhattan_distances (scikit-learn#26122)

* PERF revert openmp use in csr_row_norms (scikit-learn#26275)

* MAINT Parameters validation for metrics.check_scoring (scikit-learn#26041)

Co-authored-by: Jérémie du Boisberranger <[email protected]>

* MNT Improve error message when checking classification target is of a non-regression type (scikit-learn#26281)

Co-authored-by: Adrin Jalali <[email protected]>
Co-authored-by: Thomas J. Fan <[email protected]>

* DOC fix link to User Guide encoder_infrequent_categories (scikit-learn#26309)

* MNT remove unused args in _predict_regression_tree_inplace_fast_dense (scikit-learn#26314)

* ENH Adds missing value support for trees (scikit-learn#23595)

Co-authored-by: Tim Head <[email protected]>
Co-authored-by: Julien Jerphanion <[email protected]>

* CLN Clean up logic in validate_data and cast_to_ndarray (scikit-learn#26300)

* MAINT refactor scorer using _get_response_values (scikit-learn#26037)

Co-authored-by: Jérémie du Boisberranger <[email protected]>
Co-authored-by: Adrin Jalali <[email protected]>

* DOC Add HGBDT to "see also" section of random forests (scikit-learn#26319)

Co-authored-by: ArturoAmorQ <[email protected]>
Co-authored-by: Tim Head <[email protected]>

* MNT Bump Github Action labeler version to use newer Node (scikit-learn#26302)

* FIX thresholds should not exceed 1.0 with probabilities in `roc_curve`  (scikit-learn#26194)

Co-authored-by: Olivier Grisel <[email protected]>

* ENH Allow for appropriate dtype us in `preprocessing.PolynomialFeatures` for sparse matrices (scikit-learn#23731)

Co-authored-by: Aleksandr Kokhaniukov <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>
Co-authored-by: Julien Jerphanion <[email protected]>
Co-authored-by: Thomas J. Fan <[email protected]>

* DOC Fix minor typo (scikit-learn#26327)

* MAINT bump minimum version for pytest (scikit-learn#26184)

Co-authored-by: Loïc Estève <[email protected]>
Co-authored-by: Adrin Jalali <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>

* DOC fix return type in isotonic_regression (scikit-learn#26332)

* FIX fix available_if for MultiOutputRegressor.partial_fit (scikit-learn#26333)

Co-authored-by: Guillaume Lemaitre <[email protected]>

* FIX make pipeline pass check_estimator (scikit-learn#26325)

* FEA Add multiclass support to `average_precision_score` (scikit-learn#24769)

Co-authored-by: Geoffrey <[email protected]>
Co-authored-by: gbolmier <[email protected]>
Co-authored-by: Guillaume Lemaitre <[email protected]>
Co-authored-by: Thomas J. Fan <[email protected]>

---------

Signed-off-by: Julien Jerphanion <[email protected]>
Co-authored-by: Jérémie du Boisberranger <[email protected]>
Co-authored-by: Meekail Zain <[email protected]>
Co-authored-by: Julien Jerphanion <[email protected]>
Co-authored-by: Olivier Grisel <[email protected]>
Co-authored-by: zeeshan lone <[email protected]>
Co-authored-by: jeremiedbb <[email protected]>
Co-authored-by: Adrin Jalali <[email protected]>
Co-authored-by: Shiva chauhan <[email protected]>
Co-authored-by: AymericBasset <[email protected]>
Co-authored-by: Maren Westermann <[email protected]>
Co-authored-by: Nishu Choudhary <[email protected]>
Co-authored-by: Guillaume Lemaitre <[email protected]>
Co-authored-by: Loïc Estève <[email protected]>
Co-authored-by: Benedek Harsanyi <[email protected]>
Co-authored-by: Pooja Subramaniam <[email protected]>
Co-authored-by: Rushil Desai <[email protected]>
Co-authored-by: Xiao Yuan <[email protected]>
Co-authored-by: Omar Salman <[email protected]>
Co-authored-by: 2357juan <[email protected]>
Co-authored-by: Théophile Baranger <[email protected]>
Co-authored-by: Thomas J. Fan <[email protected]>
Co-authored-by: Andreas Mueller <[email protected]>
Co-authored-by: Jovan Stojanovic <[email protected]>
Co-authored-by: Rahil Parikh <[email protected]>
Co-authored-by: Bharat Raghunathan <[email protected]>
Co-authored-by: Sortofamudkip <[email protected]>
Co-authored-by: Gleb Levitski <[email protected]>
Co-authored-by: Christian Lorentzen <[email protected]>
Co-authored-by: Ashwin Mathur <[email protected]>
Co-authored-by: Sahil Gupta <[email protected]>
Co-authored-by: Veghit <[email protected]>
Co-authored-by: Itay <[email protected]>
Co-authored-by: precondition <[email protected]>
Co-authored-by: Marc Torrellas Socastro <[email protected]>
Co-authored-by: Dominic Fox <[email protected]>
Co-authored-by: futurewarning <[email protected]>
Co-authored-by: Yao Xiao <[email protected]>
Co-authored-by: Joey Ortiz <[email protected]>
Co-authored-by: Tim Head <[email protected]>
Co-authored-by: Christian Veenhuis <[email protected]>
Co-authored-by: adienes <[email protected]>
Co-authored-by: Dave Berenbaum <[email protected]>
Co-authored-by: Lene Preuss <[email protected]>
Co-authored-by: A.H.Mansouri <[email protected]>
Co-authored-by: Boris Feld <[email protected]>
Co-authored-by: Carla J <[email protected]>
Co-authored-by: windiana42 <[email protected]>
Co-authored-by: mdarii <[email protected]>
Co-authored-by: murezzda <[email protected]>
Co-authored-by: Peter Piontek <[email protected]>
Co-authored-by: John Pangas <[email protected]>
Co-authored-by: Dmitry Nesterov <[email protected]>
Co-authored-by: Yuchen Zhou <[email protected]>
Co-authored-by: Ekaterina Butyugina <[email protected]>
Co-authored-by: Jiawei Zhang <[email protected]>
Co-authored-by: Ansam Zedan <[email protected]>
Co-authored-by: genvalen <[email protected]>
Co-authored-by: farhan khan <[email protected]>
Co-authored-by: Arturo Amor <[email protected]>
Co-authored-by: Jiawei Zhang <[email protected]>
Co-authored-by: Ralf Gommers <[email protected]>
Co-authored-by: Jessicakk0711 <[email protected]>
Co-authored-by: Ankur Singh <[email protected]>
Co-authored-by: Seoeun(Sun☀️) Hong <[email protected]>
Co-authored-by: Nightwalkx <[email protected]>
Co-authored-by: VIGNESH D <[email protected]>
Co-authored-by: Vincent-violet <[email protected]>
Co-authored-by: Elabonga Atuo <[email protected]>
Co-authored-by: Tom Dupré la Tour <[email protected]>
Co-authored-by: André Pedersen <[email protected]>
Co-authored-by: Ashish Dutt <[email protected]>
Co-authored-by: Phil <[email protected]>
Co-authored-by: Stanislav (Stanley) Modrak <[email protected]>
Co-authored-by: hujiahong726 <[email protected]>
Co-authored-by: James Dean <[email protected]>
Co-authored-by: ArturoAmorQ <[email protected]>
Co-authored-by: Aleksandr Kokhaniukov <[email protected]>
Co-authored-by: c-git <[email protected]>
Co-authored-by: annegnx <[email protected]>
Co-authored-by: Geoffrey <[email protected]>
Co-authored-by: gbolmier <[email protected]>
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knn predict unreasonably slow b/c of use of scipy.stats.mode
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