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Merged
merged 47 commits into from
Apr 21, 2023

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thomasjpfan
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@thomasjpfan thomasjpfan commented Mar 23, 2023

Reference Issues/PRs

Follow up to #22554

What does this implement/fix? Explain your changes.

This PR adds PyTorch support to LinearDiscriminantAnalysis using the Array API mechanism. This quick benchmark shows that PyTorch on a GPU is 100x faster during training and 60x faster during prediction. On CPUs, PyTorch is 7x faster training and 2x faster predicting. Implementation-wise:

  1. This PR vendors https://github.com/data-apis/array-api-compat into sklearn/externals which implements the ArrayAPI specification for PyTorch, CuPy, and NumPy. This means we no longer need to wrap NumPy. With array_api_compat, cupy.array_api is not required anymore to use CuPy and cupy.ndarray can be passed in directly. A majority of the diff comes from vendoring array-api-compat.

  2. The _ArrayAPIWrapper is still required to support ArrayAPI arrays, because we require take and isdtype, which was added to the spec in 2022.12. We can remove the wrapper once libraries adopt the 2022.12 spec and we can set 2022.12 as the minimum version.

  3. isdtype is used through out utils/validation.py to check the dtypes. Note that the Array API specification only supports numerical dtypes.

  4. Because PyTorch can run on both CPU and GPU, the device needs to be passed during array creation so that attributes are on the proper device.

Any other comments?

PyTorch support will allow us to test the Array API code paths on CI because PyTorch Tensors can be on CPU.

On item 2, I can get behind removing _ArrayAPIWrapper all together and remove support for cupy.array_api and numpy.array_api. With array_api_compat, there is no need to use cupy.array_api because cupy.ndarray works already.

@glemaitre
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I am wondering if we should vendor or depend on the array-api-compat package.

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This is really promising! Thanks @thomasjpfan!

I am wondering if we should vendor or depend on the array-api-compat package.

Maybe we could make this an optional dependency for scikit-learn instead of vendoring?

Users would want to enable the Array API support would need to install this extra dependency first and if they don't we would raise an informative error message telling them to install it whenever they attempt to use an estimator with array api dispatch enabled.

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ogrisel commented Mar 24, 2023

On item 2, I can get behind removing _ArrayAPIWrapper all together and remove support for cupy.array_api and numpy.array_api. With array_api_compat, there is no need to use cupy.array_api because cupy.ndarray works already.

Would you mind working on a PR to this PR that does that to see the diff. I think I would also be in favor because I suspect that this will simplify the boilerplate greatly.

EDIT: at the drafting meeting we discussed that keeping _ArrayAPIWrapper could still be useful to allow us to deal with compat problems for other libraries in adhoc manner. So maybe we can keep it for now.

@asmeurer
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Feel free to CC me on array-api related issues/PRs.

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Thanks for addressing all my feedback. I confirm this LGTM!

@thomasjpfan
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@betatim I think this PR is ready for merging. When you are available, can you take another look?

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Mostly nits/for my education, some typos and one bigger question on _ArrayAPIWrapper and friends.

Otherwise looks good to me. (Even the questions I have could be done in a new PR?)

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betatim commented Apr 21, 2023

I think all discussions are resolved and enough people are happy with the change. Merging!

Thanks for the work and discussions!

@betatim betatim merged commit 66a3905 into scikit-learn:main Apr 21, 2023
@mtsokol mtsokol mentioned this pull request May 1, 2023
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MohitBurkule added a commit to MohitBurkule/scikit-learn that referenced this pull request May 7, 2023
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* MAINT Parameters validation for sklearn.datasets.load_diabetes (scikit-learn#26166)

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

* 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 <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr>

* 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 <git@jjerphan.xyz>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>

* 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 <g.lemaitre58@gmail.com>
Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

* 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 <g.lemaitre58@gmail.com>
Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr>

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

Co-authored-by: Tim Head <betatim@gmail.com>

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

Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>

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

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

Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: Tim Head <betatim@gmail.com>

* 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 <thomasjpfan@gmail.com>

* 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 <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

* 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 <34657725+jeremiedbb@users.noreply.github.com>

* 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 <34657725+jeremiedbb@users.noreply.github.com>

* 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 <jeremiedbb@yahoo.fr>

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

Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr>

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

Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: jeremie du boisberranger <jeremiedbb@yahoo.fr>

* 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 <34657725+jeremiedbb@users.noreply.github.com>

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

Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>

* 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 <betatim@gmail.com>
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>

* 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 <34657725+jeremiedbb@users.noreply.github.com>
Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>

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

Co-authored-by: ArturoAmorQ <arturo.amor-quiroz@polytechnique.edu>
Co-authored-by: Tim Head <betatim@gmail.com>

* 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 <olivier.grisel@ensta.org>

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

Co-authored-by: Aleksandr Kokhaniukov <alexander.kohanyukov@gmail.com>
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>

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

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

Co-authored-by: Loïc Estève <loic.esteve@ymail.com>
Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>

* 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 <g.lemaitre58@gmail.com>

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

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

Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com>
Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>

---------

Signed-off-by: Julien Jerphanion <git@jjerphan.xyz>
Co-authored-by: Jérémie du Boisberranger <34657725+jeremiedbb@users.noreply.github.com>
Co-authored-by: Meekail Zain <34613774+Micky774@users.noreply.github.com>
Co-authored-by: Julien Jerphanion <git@jjerphan.xyz>
Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: zeeshan lone <56621467+still-learning-ev@users.noreply.github.com>
Co-authored-by: jeremiedbb <jeremiedbb@yahoo.fr>
Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>
Co-authored-by: Shiva chauhan <103742975+Shivachauhan17@users.noreply.github.com>
Co-authored-by: AymericBasset <45051041+AymericBasset@users.noreply.github.com>
Co-authored-by: Maren Westermann <maren.westermann@gmail.com>
Co-authored-by: Nishu Choudhary <51842539+choudharynishu@users.noreply.github.com>
Co-authored-by: Guillaume Lemaitre <g.lemaitre58@gmail.com>
Co-authored-by: Loïc Estève <loic.esteve@ymail.com>
Co-authored-by: Benedek Harsanyi <80836204+hbenedek@users.noreply.github.com>
Co-authored-by: Pooja Subramaniam <poojas2086@gmail.com>
Co-authored-by: Rushil Desai <rushildesai01@gmail.com>
Co-authored-by: Xiao Yuan <yuanx749@gmail.com>
Co-authored-by: Omar Salman <omar.salman@arbisoft.com>
Co-authored-by: 2357juan <29247195+2357juan@users.noreply.github.com>
Co-authored-by: Théophile Baranger <39696928+tbaranger@users.noreply.github.com>
Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>
Co-authored-by: Andreas Mueller <t3kcit@gmail.com>
Co-authored-by: Jovan Stojanovic <62058944+jovan-stojanovic@users.noreply.github.com>
Co-authored-by: Rahil Parikh <75483881+rprkh@users.noreply.github.com>
Co-authored-by: Bharat Raghunathan <bharatraghunthan9767@gmail.com>
Co-authored-by: Sortofamudkip <wishyutp0328@gmail.com>
Co-authored-by: Gleb Levitski <36483986+glevv@users.noreply.github.com>
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Co-authored-by: Itay <itayvegh@gmail.com>
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Co-authored-by: Marc Torrellas Socastro <marc.torsoc@gmail.com>
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Co-authored-by: Boris Feld <lothiraldan@gmail.com>
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Co-authored-by: annegnx <64203599+annegnx@users.noreply.github.com>
Co-authored-by: Geoffrey <geoffrey.bolmier@gmail.com>
Co-authored-by: gbolmier <geoffrey.bolmier@volvocars.com>
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