[tests][cli] distributed training

.gitignore

@@ -430,6 +430,11 @@ miktex*.zip
 **/lgb.Dataset.data
 **/model.txt
 **/lgb-model.txt
+tests/distributed/mlist.txt
+tests/distributed/train*
+tests/distributed/model*
+tests/distributed/predict*
+
 
 # Files from interactive R sessions
 .Rproj.user

tests/distributed/_test_distributed.py

@@ -0,0 +1,198 @@
+import copy
+import io
+import os
+import socket
+import subprocess
+from concurrent.futures import ThreadPoolExecutor
+from typing import Any, Dict, Generator, List
+
+import numpy as np
+import pytest
+from sklearn.datasets import make_blobs, make_regression
+from sklearn.metrics import accuracy_score
+
+TESTS_DIR = os.path.abspath(os.path.dirname(__file__))
+
+
+@pytest.fixture(scope='module')
+def executable(pytestconfig) -> str:
+    """Returns the path to the lightgbm executable."""
+    return pytestconfig.getoption('execfile')
+
+
+def _find_random_open_port() -> int:
+    """Find a random open port on localhost."""
+    with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
+        s.bind(('', 0))
+        port = s.getsockname()[1]
+    return port
+
+
+def _generate_n_ports(n: int) -> Generator[int, None, None]:
+    return (_find_random_open_port() for _ in range(n))
+
+
+def _write_dict(d: Dict, file: io.TextIOWrapper) -> None:
+    for k, v in d.items():
+        file.write(f'{k} = {v}\n')
+
+
+def create_data(task: str, n_samples: int = 1_000) -> np.ndarray:
+    """Create the appropriate data for the task.
+
+    The data is returned as a numpy array with the label as the first column.
+    """
+    if task == 'binary-classification':
+        centers = [[-4, -4], [4, 4]]
+        X, y = make_blobs(n_samples, centers=centers, random_state=42)
+    elif task == 'regression':
+        X, y = make_regression(n_samples, n_features=4, n_informative=2, random_state=42)
+    dataset = np.hstack([y.reshape(-1, 1), X])
+    return dataset
+
+
+class DistributedMockup:
+    """Simulate distributed training."""
+
+    default_train_config = {
+        'task': 'train',
+        'pre_partition': True,
+        'machine_list_file': os.path.join(TESTS_DIR, 'mlist.txt'),
+        'tree_learner': 'data',
+        'force_row_wise': True,
+        'verbose': 0,
+        'num_boost_round': 20,
+        'num_leaves': 15,
+        'num_threads': 2,
+    }
+
+    default_predict_config = {
+        'task': 'predict',
+        'data': os.path.join(TESTS_DIR, 'train.txt'),
+        'input_model': os.path.join(TESTS_DIR, 'model0.txt'),
+        'output_result': os.path.join(TESTS_DIR, 'predictions.txt'),
+    }
+
+    def __init__(self, executable: str):
+        self.executable = executable
+
+    def worker_train(self, i: int) -> subprocess.CompletedProcess:
+        """Start the training process on the `i`-th worker."""
+        config_path = os.path.join(TESTS_DIR, f'train{i}.conf')
+        cmd = [self.executable, f'config={config_path}']
+        return subprocess.run(cmd)
+
+    def _set_ports(self) -> None:
+        """Randomly assign a port for training to each worker and save all ports to mlist.txt."""
+        ports = set(_generate_n_ports(self.n_workers))
+        i = 0
+        max_tries = 100
+        while i < max_tries and len(ports) < self.n_workers:
+            n_ports_left = self.n_workers - len(ports)
+            candidates = _generate_n_ports(n_ports_left)
+            ports.update(candidates)
+            i += 1
+        if i == max_tries:
+            raise RuntimeError('Unable to find non-colliding ports.')
+        self.listen_ports = list(ports)
+        with open(os.path.join(TESTS_DIR, 'mlist.txt'), 'wt') as f:
+            for port in self.listen_ports:
+                f.write(f'127.0.0.1 {port}\n')
+
+    def _write_data(self, partitions: List[np.ndarray]) -> None:
+        """Write all training data as train.txt and each training partition as train{i}.txt."""
+        all_data = np.vstack(partitions)
+        np.savetxt(os.path.join(TESTS_DIR, 'train.txt'), all_data, delimiter=',')
+        for i, partition in enumerate(partitions):
+            np.savetxt(os.path.join(TESTS_DIR, f'train{i}.txt'), partition, delimiter=',')
+
+    def fit(self, partitions: List[np.ndarray], train_config: Dict = {}) -> None:
+        """Run the distributed training process on a single machine.
+
+        For each worker i:
+            1. The i-th partition is saved as train{i}.txt.
+            2. A random port is assigned for training.
+            3. A configuration file train{i}.conf is created.
+            4. The lightgbm binary is called with config=train{i}.conf in another thread.
+            5. The trained model is saved as model{i}.txt. Each model file only differs in data and local_listen_port.
+        The whole training set is saved as train.txt.
+        """
+        self.train_config = copy.deepcopy(self.default_train_config)
+        self.train_config.update(train_config)
+        self.n_workers = self.train_config['num_machines']
+        self._set_ports()
+        self._write_data(partitions)
+        self.label_ = np.hstack([partition[:, 0] for partition in partitions])
+        futures = []
+        with ThreadPoolExecutor(max_workers=self.n_workers) as executor:
+            for i in range(self.n_workers):
+                self.write_train_config(i)
+                train_future = executor.submit(self.worker_train, i)
+                futures.append(train_future)
+            results = [f.result() for f in futures]
+        for result in results:
+            if result.returncode != 0:
+                raise RuntimeError('Error in training')
+
+    def predict(self, predict_config: Dict[str, Any] = {}) -> np.ndarray:
+        """Compute the predictions using the model created in the fit step.
+
+        predict_config is used to predict the training set train.txt
+        The predictions are saved as predictions.txt and are then loaded to return them as a numpy array.
+        """
+        self.predict_config = copy.deepcopy(self.default_predict_config)
+        self.predict_config.update(predict_config)
+        config_path = os.path.join(TESTS_DIR, 'predict.conf')
+        with open(config_path, 'wt') as file:
+            _write_dict(self.predict_config, file)
+        cmd = [self.executable, f'config={config_path}']
+        result = subprocess.run(cmd)
+        if result.returncode != 0:
+            raise RuntimeError
+        y_pred = np.loadtxt(os.path.join(TESTS_DIR, 'predictions.txt'))
+        return y_pred
+
+    def write_train_config(self, i: int) -> None:
+        """Create a file train{i}.conf with the required configuration to train.
+
+        Each worker gets a different port and piece of the data, the rest are the
+        model parameters contained in `self.config`.
+        """
+        with open(os.path.join(TESTS_DIR, f'train{i}.conf'), 'wt') as file:
+            output_model = os.path.join(TESTS_DIR, f'model{i}.txt')
+            data = os.path.join(TESTS_DIR, f'train{i}.txt')
+            file.write(f'output_model = {output_model}\n')
+            file.write(f'local_listen_port = {self.listen_ports[i]}\n')
+            file.write(f'data = {data}\n')
+            _write_dict(self.train_config, file)
+
+
+def test_classifier(executable):
+    """Test the classification task."""
+    num_machines = 2
+    data = create_data(task='binary-classification')
+    partitions = np.array_split(data, num_machines)
+    train_params = {
+        'objective': 'binary',
+        'num_machines': num_machines,
+    }
+    clf = DistributedMockup(executable)
+    clf.fit(partitions, train_params)
+    y_probas = clf.predict()
+    y_pred = y_probas > 0.5
+    assert accuracy_score(clf.label_, y_pred) == 1.
+
+
+def test_regressor(executable):
+    """Test the regression task."""
+    num_machines = 2
+    data = create_data(task='regression')
+    partitions = np.array_split(data, num_machines)
+    train_params = {
+        'objective': 'regression',
+        'num_machines': num_machines,
+    }
+    reg = DistributedMockup(executable)
+    reg.fit(partitions, train_params)
+    y_pred = reg.predict()
+    np.testing.assert_allclose(y_pred, reg.label_, rtol=0.2, atol=50.)

tests/distributed/conftest.py

@@ -0,0 +1,8 @@
+import os
+
+TESTS_DIR = os.path.dirname(__file__)
+default_exec_file = os.path.abspath(os.path.join(TESTS_DIR, '..', '..', 'lightgbm'))
+
+
+def pytest_addoption(parser):
+    parser.addoption('--execfile', action='store', default=default_exec_file)