.. figure:: https://github.com/Ibotta/sk-dist/blob/master/doc/images/skdist.png :alt: sk-dist

sk-dist: Distributed scikit-learn meta-estimators in PySpark

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What is it?

sk-dist is a Python package for machine learning built on top of scikit-learn <https://scikit-learn.org/stable/index.html>__ and is distributed under the Apache 2.0 software license <https://github.com/Ibotta/sk-dist/blob/master/LICENSE>. The sk-dist module can be thought of as "distributed scikit-learn" as its core functionality is to extend the scikit-learn built-in joblib parallelization of meta-estimator training to spark <https://spark.apache.org/>. A popular use case is the parallelization of grid search as shown here:

.. figure:: https://github.com/Ibotta/sk-dist/blob/master/doc/images/grid_search.png :alt: sk-dist

Check out the blog post <https://medium.com/building-ibotta/train-sklearn-100x-faster-bec530fc1f45>__ for more information on the motivation and use cases of sk-dist.

Main Features

• Distributed Training - sk-dist parallelizes the training of scikit-learn meta-estimators with PySpark. This allows distributed training of these estimators without any constraint on the physical resources of any one machine. In all cases, spark artifacts are automatically stripped from the fitted estimator. These estimators can then be pickled and un-pickled for prediction tasks, operating identically at predict time to their scikit-learn counterparts. Supported tasks are:

  • Grid Search: Hyperparameter optimization techniques <https://scikit-learn.org/stable/modules/grid_search.html>, particularly GridSearchCV <https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.GridSearchCV.html#sklearn.model_selection.GridSearchCV> and RandomizedSeachCV <https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.RandomizedSearchCV.html#sklearn.model_selection.RandomizedSearchCV>__, are distributed such that each parameter set candidate is trained in parallel.
  • Multiclass Strategies: Multiclass classification strategies <https://scikit-learn.org/stable/modules/multiclass.html>, particularly OneVsRestClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.multiclass.OneVsRestClassifier.html#sklearn.multiclass.OneVsRestClassifier> and OneVsOneClassifier <https://scikit-learn.org/stable/modules/generated/sklearn.multiclass.OneVsOneClassifier.html#sklearn.multiclass.OneVsOneClassifier>__, are distributed such that each binary probelm is trained in parallel.
  • Tree Ensembles: Decision tree ensembles <https://scikit-learn.org/stable/modules/ensemble.html#forests-of-randomized-trees>__ for classification and regression, particularly RandomForest <https://scikit-learn.org/stable/modules/ensemble.html#random-forests>__ and ExtraTrees <https://scikit-learn.org/stable/modules/ensemble.html#extremely-randomized-trees>__, are distributed such that each tree is trained in parallel.

• Distributed Prediction - sk-dist provides a prediction module which builds vectorized UDFs <https://spark.apache.org/docs/latest/sql-pyspark-pandas-with-arrow.html#pandas-udfs-aka-vectorized-udfs>__ for PySpark <https://spark.apache.org/docs/latest/api/python/index.html>__ DataFrames <https://spark.apache.org/docs/latest/api/python/pyspark.sql.html#pyspark.sql.DataFrame>__ using fitted scikit-learn estimators. This distributes the predict and predict_proba methods of scikit-learn estimators, enabling large scale prediction with scikit-learn.

• Feature Encoding - sk-dist provides a flexible feature encoding utility called Encoderizer which encodes mix-typed feature spaces using either default behavior or user defined customizable settings. It is particularly aimed at text features, but it additionally handles numeric and dictionary type feature spaces.

Installation

Dependencies

``sk-dist`` requires:

-  `Python <https://www.python.org/>`__ (>= 3.5)
-  `scikit-learn <https://scikit-learn.org/stable/>`__ (>=0.20.0,<0.23.2)
-  `pandas <https://pandas.pydata.org/>`__ (>=0.17.0)
-  `numpy <https://www.numpy.org/>`__ 
-  `scipy <https://www.scipy.org/>`__ 
-  `joblib <https://joblib.readthedocs.io/en/latest/>`__ 

Dependency Notes

• versions of numpy, scipy and joblib that are compatible with any supported version of scikit-learn should be sufficient for sk-dist
• sk-dist is not supported with Python 2

Spark Dependencies

Most ``sk-dist`` functionality requires a spark installation as well as
PySpark. Some functionality can run without spark, so spark related
dependencies are not required. The connection between sk-dist and spark
relies solely on a ``sparkContext`` as an argument to various
``sk-dist`` classes upon instantiation.

A variety of spark configurations and setups will work. It is left up to
the user to configure their own spark setup. The testing suite runs
``spark 2.4`` and ``spark 3.0``, though any ``spark 2.0+`` versions 
are expected to work.

Additional spark related dependecies are ``pyarrow``, which is used only
for ``skdist.predict`` functions. This uses vectorized pandas UDFs which
require ``pyarrow>=0.8.0``, tested with ``pyarrow==0.16.0``. 
Depending on the spark version, it may be necessary to set
``spark.conf.set("spark.sql.execution.arrow.enabled", "true")`` in the
spark configuration.

User Installation
~~~~~~~~~~~~~~~~~

The easiest way to install ``sk-dist`` is with ``pip``:

::

    pip install --upgrade sk-dist

You can also download the source code:

::

    git clone https://github.com/Ibotta/sk-dist.git

Testing
~~~~~~~

With ``pytest`` installed, you can run tests locally:

::

    pytest sk-dist

Examples
--------

The package contains numerous 
`examples <https://github.com/Ibotta/sk-dist/tree/master/examples>`__ 
on how to use ``sk-dist`` in practice. Examples of note are:

-  `Grid Search with XGBoost <https://github.com/Ibotta/sk-dist/blob/master/examples/search/xgb.py>`__
-  `Spark ML Benchmark Comparison <https://github.com/Ibotta/sk-dist/blob/master/examples/search/spark_ml.py>`__
-  `Encoderizer with 20 Newsgroups <https://github.com/Ibotta/sk-dist/blob/master/examples/encoder/basic_usage.py>`__
-  `One-Vs-Rest vs One-Vs-One <https://github.com/Ibotta/sk-dist/blob/master/examples/multiclass/basic_usage.py>`__
-  `Large Scale Sklearn Prediction with PySpark UDFs <https://github.com/Ibotta/sk-dist/blob/master/examples/predict/basic_usage.py>`_

Gradient Boosting
-----------------

``sk-dist`` has been tested with a number of popular gradient boosting packages that conform to the ``scikit-learn`` API. This 
includes ``xgboost`` and ``catboost``. These will need to be installed in addition to ``sk-dist`` on all nodes of the spark 
cluster via a node bootstrap script. Version compatibility is left up to the user.

Support for ``lightgbm`` is not guaranteed, as it requires `additional installations <https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html#linux>`__ on all 
nodes of the spark cluster. This may work given proper installation but has not beed tested with ``sk-dist``.

Background
----------

The project was started at `Ibotta
Inc. <https://medium.com/building-ibotta>`__ on the machine learning
team and open sourced in 2019.

It is currently maintained by the machine learning team at Ibotta. Special
thanks to those who contributed to ``sk-dist`` while it was initially
in development at Ibotta:

-  `Evan Harris <https://github.com/denver1117>`__
-  `Nicole Woytarowicz <https://github.com/nicolele>`__
-  `Mike Lewis <https://github.com/Mikelew88>`__
-  `Bobby Crimi <https://github.com/rpcrimi>`__

Thanks to `James Foley <https://github.com/chadfoley36>`__ for logo artwork.

.. figure:: https://github.com/Ibotta/sk-dist/blob/master/doc/images/ibottaml.png
   :alt: IbottaML

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