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https://issues.apache.org/jira/browse/SPARK-22126?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16283982#comment-16283982
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Tomas Nykodym commented on SPARK-22126:
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I think Weichen's API is more flexible and, at least to me, simpler to use as
it has a simple contract. I like the fact that the callables you get back are
(or at least should be) independent on each other so there is no need to worry
about deadlocking or cpu utilization in case of large number of smaller jobs.
As for not running big jobs in parallel - I don't like the fact that this would
be left to the user. In my experience this is gonna be misused. I also think
that is quite limiting for the future. I understand we don't want to
over-optimize but at the same time changing API later on is hard and working
around an API which is not flexible enough equally so.
> Fix model-specific optimization support for ML tuning
> -----------------------------------------------------
>
> Key: SPARK-22126
> URL: https://issues.apache.org/jira/browse/SPARK-22126
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 2.3.0
> Reporter: Weichen Xu
>
> Fix model-specific optimization support for ML tuning. This is discussed in
> SPARK-19357
> more discussion is here
> https://gist.github.com/MrBago/f501b9e7712dc6a67dc9fea24e309bf0
> I copy discussion from gist to here:
> I propose to design API as:
> {code}
> def fitCallables(dataset: Dataset[_], paramMaps: Array[ParamMap]):
> Array[Callable[Map[Int, M]]]
> {code}
> Let me use an example to explain the API:
> {quote}
> It could be possible to still use the current parallelism and still allow
> for model-specific optimizations. For example, if we doing cross validation
> and have a param map with regParam = (0.1, 0.3) and maxIter = (5, 10). Lets
> say that the cross validator could know that maxIter is optimized for the
> model being evaluated (e.g. a new method in Estimator that return such
> params). It would then be straightforward for the cross validator to remove
> maxIter from the param map that will be parallelized over and use it to
> create 2 arrays of paramMaps: ((regParam=0.1, maxIter=5), (regParam=0.1,
> maxIter=10)) and ((regParam=0.3, maxIter=5), (regParam=0.3, maxIter=10)).
> {quote}
> In this example, we can see that, models computed from ((regParam=0.1,
> maxIter=5), (regParam=0.1, maxIter=10)) can only be computed in one thread
> code, models computed from ((regParam=0.3, maxIter=5), (regParam=0.3,
> maxIter=10)) in another thread. In this example, there're 4 paramMaps, but
> we can at most generate two threads to compute the models for them.
> The API above allow "callable.call()" to return multiple models, and return
> type is {code}Map[Int, M]{code}, key is integer, used to mark the paramMap
> index for corresponding model. Use the example above, there're 4 paramMaps,
> but only return 2 callable objects, one callable object for ((regParam=0.1,
> maxIter=5), (regParam=0.1, maxIter=10)), another one for ((regParam=0.3,
> maxIter=5), (regParam=0.3, maxIter=10)).
> and the default "fitCallables/fit with paramMaps" can be implemented as
> following:
> {code}
> def fitCallables(dataset: Dataset[_], paramMaps: Array[ParamMap]):
> Array[Callable[Map[Int, M]]] = {
> paramMaps.zipWithIndex.map { case (paramMap: ParamMap, index: Int) =>
> new Callable[Map[Int, M]] {
> override def call(): Map[Int, M] = Map(index -> fit(dataset, paramMap))
> }
> }
> }
> def fit(dataset: Dataset[_], paramMaps: Array[ParamMap]): Seq[M] = {
> fitCallables(dataset, paramMaps).map { _.call().toSeq }
> .flatMap(_).sortBy(_._1).map(_._2)
> }
> {code}
> If use the API I proposed above, the code in
> [CrossValidation|https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/tuning/CrossValidator.scala#L149-L159]
> can be changed to:
> {code}
> val trainingDataset = sparkSession.createDataFrame(training,
> schema).cache()
> val validationDataset = sparkSession.createDataFrame(validation,
> schema).cache()
> // Fit models in a Future for training in parallel
> val modelMapFutures = fitCallables(trainingDataset, paramMaps).map {
> callable =>
> Future[Map[Int, Model[_]]] {
> val modelMap = callable.call()
> if (collectSubModelsParam) {
> ...
> }
> modelMap
> } (executionContext)
> }
> // Unpersist training data only when all models have trained
> Future.sequence[Model[_], Iterable](modelMapFutures)(implicitly,
> executionContext)
> .onComplete { _ => trainingDataset.unpersist() } (executionContext)
> // Evaluate models in a Future that will calulate a metric and allow
> model to be cleaned up
> val foldMetricMapFutures = modelMapFutures.map { modelMapFuture =>
> modelMapFuture.map { modelMap =>
> modelMap.map { case (index: Int, model: Model[_]) =>
> val metric = eval.evaluate(model.transform(validationDataset,
> paramMaps(index)))
> (index, metric)
> }
> } (executionContext)
> }
> // Wait for metrics to be calculated before unpersisting validation
> dataset
> val foldMetrics = foldMetricMapFutures.map(ThreadUtils.awaitResult(_,
> Duration.Inf))
> .map(_.toSeq).sortBy(_._1).map(_._2)
> {code}
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