Scikit-learn-speed: An overview on the final day

This summer, I was granted the project called scikit-learn-speed, consisting of developing a benchmarking platform for scikit-learn and using it to find potential speedups, and in the end, make the library go faster wherever I can.

On the official closing day of this work, I’d like to take a moment and recall the accomplishments and failures of this project, and all the lessons to be learned.

The scikit-learn-speed benchmark platform

[][]
[Scikit-learn-speed][] is a continuous benchmark suite for the scikit-learn library. It has the following features:

  • vbench-powered integration with Git
  • Easily triggered build and report generation: just type make
  • Easily readable and writeable template for benchmarks:

    [sourcecode lang=”python”]
    {
    ‘obj’: ‘LogisticRegression’,
    ‘init_params’: {‘C’: 1e5},
    ‘datasets’: (‘arcene’, ‘madelon’),
    ‘statements’: (‘fit’, ‘predict’)
    }, …
     [/sourcecode]

  • Many attributes recorded: time (w/ estimated standard deviation), memory usage, cProfiler output, line_profiler output, tracebacks
  • Multi-step benchmarks: i.e. fit followed by predict

What were the lessons I learned here?

Make your work reusable: the trade-off between good design and get-it-working-now

For the task of rolling out a continuous benchmarking platform, we decided pretty early in the project to adopt Wes McKinney’s vbench. If my goal would’ve been to maintain vbench and extend it into a multi-purpose, reusable benchmarking framework, the work would’ve been structured differently. It also would have been very open-ended and difficult to quantify.

The way things have been, I came up with features that we need in scikit-learn-speed, and tried to implement them in vbench without refactoring too much, but still by trying to make them as reusable as possible.

The result? I got all the features for scikit-learn-speed, but the implementation is not yet clean enough to be merged into vbench. This is fine for a project with a tight deadline such as this one: after it’s done, I will just spend another weekend on cleaning the work up and making sure it’s appreciated upstream. This will be easier because of the constraint to keep compatibility with scikit-learn-speed.

Never work quietly (unless you’re a ninja)

I know some students who prefer that the professor doesn’t even know they exist until the final, when they would score an A, and (supposedly) leave the professor amazed. In real life, plenty of people would be interested in what you are doing, as long as they know about it. The PSF goes a long way to help this, with the “blog weekly” rule. In the end, however, it’s all up to you to make sure that everybody who should know finds out about your work. It will spare the world the duplicated work, the abandoned projects, but most importantly, those people could point you to things you have missed. Try to mingle in real-life as well, attend conferences, meetups, coding sprints.

I was able to slightly “join forces” with a couple of people who contacted me about my new vbench features (Hi Jon and Joel!), I have shaped my design slightly towards their requirements as well, and hopefully the result will be a more general vbench.

The speedups

Once scikit-learn-speed was up and running, I couldn’t believe how useful it is to be able to scroll, catch slow code and jump straight at the profiler output with one click. I jumped on the following speed-ups:

  • Multiple outputs in linear models. (PR)

    Some of them proved trickier than expected, so I didn’t implement it for all the module yet, but it is ready for some estimators.

  • Less callable functions passed around in FastICA (merged)
  • Speed up euclidean_distances by rewriting in Cython. (PR)

    This meant making more operations support an out argument, for passing preallocated memory. This touches many
    different objects in the codebase: clustering, manifold learning, nearest neighbour methods.

  • Insight into inverse and pseudoinverse computation, new pinvh function for inverting symmetric/hermitian matrices. (PR)

    This speeds up the covariance module (especially MinCovDet), ARDRegression and the mixture models. It also lead to an [upstream contribution to Scipy][]

  • OrthogonalMatchingPursuit forward stepwise path for cross-validation (PR)

    This is only halfway finished, but it will lead to faster and easier optimization of the OMP sparsity parameter.

Lessons? These will be pretty obvious.

Write tests, tests, tests!

This is a no-brainer, but it still didn’t stick. In that one case out of 10 that I didn’t explicitly test, a bug was obviously hiding. When you want to add a new feature, it’s best to start by writing a failing test, and then making it pass. Sure, you will miss tricky bugs, but you will never have embarrassing, obvious bugs in your code :)

Optimization doesn’t have to be ugly

Developers often shun optimization. It’s true, you should profile first, and you shouldn’t focus on speeding up stuff that is dominated by other computations that are orders of magnitude slower. However, there is an elephant in the room: the assumption that making code faster invariably makes it less clear, and takes a lot of effort.

The following code is a part of scipy’s pinv2 function as it currently is written:
[sourcecode lang=”python”]
cutoff = cond*np.maximum.reduce(s)
psigma = np.zeros((m, n), t)
for i in range(len(s)):
if s[i] > cutoff:
psigma[i,i] = 1.0/np.conjugate(s[i])
return np.transpose(np.conjugate(np.dot(np.dot(u,psigma),vh)))
 [/sourcecode]

psigma is a diagonal matrix, and some time and memory can be saved with simple vectorization. However, this part of the code dominated by an above call to svd. The profiler output would say that we shouldn’t bother, but is it really a bother? Look at Jake’s new version:

[sourcecode lang=”python”]
above_cutoff = (s > cond * np.max(s))
psigma_diag = np.zeros_like(s)
psigma_diag[above_cutoff] = 1.0 / s[above_cutoff]

return np.transpose(np.conjugate(np.dot(u * psigma_diag, vh)))
 [/sourcecode]

It’s shorter, more elegant, easier to read, and nevertheless faster. I would say it is worth it.

Small speed-ups can propagate

Sure, it’s great if you can compute an inverse two times faster, say in 0.5s instead of 1s. But if some algorithm calls this function in a loop that might iterate 100, 300, or 1000 times, this small speed-up seems much more important, doesn’t it?

What I’m trying to say with this is that in a well-engineered system, a performance improvement to a relatively small component (such as the function that computes a pseudoinverse) can lead to multiple spread out improvements. Be careful of the double edge of this sword, a bug introduced in a small part can cause multiple failures downstream. But you are fully covered by your test suite, aren’t you?

Overall it has been a fruitful project that may have not resulted in a large number of speed-ups, but a few considerable ones nonetheless. And I venture the claim that the scikit-learn-speed tool will prove useful over time, and that the efforts deployed during this project have stretched beyond the boundary of the scikit-learn.

[]: http://jenkins-scikit-learn.github.com/scikit-learn-speed/

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