RAPIDS – Open GPU-accelerated Data Science
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RAPIDS – Open GPU-accelerated Data Science RAPIDS is an initiative driven by NVIDIA to accelerate the complete end-to-end data science ecosystem with GPUs. It consists of several open source projects that expose familiar interfaces making it easy to accelerate the entire data science pipeline- from the ETL and data wrangling to feature engineering, statistical modeling, machine learning, and graph analysis. Corey J. Nolet Corey has a passion for understanding the world through the analysis of data. He is a developer on the RAPIDS open source project focused on accelerating machine learning algorithms with GPUs. Adam Thompson Adam Thompson is a Senior Solutions Architect at NVIDIA. With a background in signal processing, he has spent his career participating in and leading programs focused on deep learning for RF classification, data compression, high-performance computing, and managing and designing applications targeting large collection frameworks. His research interests include deep learning, high-performance computing, systems engineering, cloud architecture/integration, and statistical signal processing. He holds a Masters degree in Electrical & Computer Engineering from Georgia Tech and a Bachelors from Clemson University.
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RAPIDS – Open GPU-accelerated Data Science
- 1. Adam Thompson | adamt@nvidia.com | Senior Solutions Architect Corey Nolet | cnolet@nvidia.com | Data Scientist and Senior Engineer GPU Enabled Data Science
- 2. 2 About Us Adam Thompson @adamlikesai Senior Solutions Architect at NVIDIA, Signals/RF SME Research interests include applications of machine and deep learning to non- traditional data types, HPC, and large system integration Experience in programming GPUs for signal processing tasks since CUDA Toolkit 2 Roots for and Corey Nolet @cjnolet Data Scientist & Senior Engineer on the RAPIDS cuML team at NVIDIA Focuses on building and scaling machine learning algorithms to support extreme data loads at light-speed Over a decade experience building massive-scale exploratory data science & real- time analytics platforms for HPC environments in the defense industry Working towards PhD in Computer Science, focused on unsupervised ML
- 3. 3 1980 1990 2000 2010 2020 102 103 104 105 106 107 Single-threaded perf 1.5X per year 1.1X per year GPU-Computing perf 1.5X per year 1000X By 2025 REALITIES OF PERFORMANCE GPU Performance Grows
- 5. 5 ML Workflow Stifles Innovation It Requires Exploration and Iterations All Data ETL Manage Data Structured Data Store Data Preparation Training Model Training Visualization Evaluate Inference Deploy Accelerating just `Model Training` does have benefit but doesn’t address the whole problem End-to-End acceleration is needed Iterate … Cross Validate … Grid Search … Iterate some more.
- 6. 6
- 7. 7 GPU Adoption Barriers • Too much data movement • Too many makeshift data formats • Writing CUDA C/C++ is hard • No Python API for data manipulation Yes GPUs are fast but …
- 8. 8 APP A DATA MOVEMENT AND TRANSFORMATION The bane of productivity and performance CPU GPU APP B Read Data Copy & Convert Copy & Convert Copy & Convert Load Data APP A GPU Data APP B GPU Data APP A APP B
- 9. 9 APP A DATA MOVEMENT AND TRANSFORMATION What if we could keep data on the GPU? APP B Copy & Convert Copy & Convert Copy & Convert APP A GPU Data APP B GPU Data Read Data Load Data APP B CPU GPU APP A
- 10. 10 Learning from APACHE ARROW Source: Apache Arrow Home Page (https://arrow.apache.org/)
- 11. 11 Data Processing Evolution Faster Data Access Less Data Movement 25-100x Improvement Less code Language flexible Primarily In-Memory HDFS Read HDFS Write HDFS Read HDFS Write HDFS ReadQuery ETL ML Train HDFS Read Query ETL ML Train HDFS Read GPU Read Query CPU Write GPU Read ETL CPU Write GPU Read ML Train Arrow Read Query ETL ML Train 5-10x Improvement More code Language rigid Substantially on GPU 50-100x Improvement Same code Language flexible Primarily on GPU RAPIDS GPU/Spark In-Memory Processing Hadoop Processing, Reading from disk Spark In-Memory Processing
- 12. 12 APPLICATIONS SYSTEMS ALGORITHMS CUDA ARCHITECTURE • Learn what the data science community needs • Use best practices and standards • Build scalable systems and algorithms • Test Applications and workflows • Iterate
- 13. 13 cuDF Analytics GPU Memory Data Preparation VisualizationModel Training cuML Machine Learning cuGraph Graph Analytics PyTorch & Chainer Deep Learning Kepler.GL Visualization RAPIDS Open Source SOFTWARE
- 14. 14 RAPIDS: OPEN GPU DATA SCIENCE cuDF, cuML, and cuGraph mimic well-known libraries Data Preparation VisualizationModel Training CUDA PYTHON DASK DL FRAMEWORKS CUDNN RAPIDS CUMLCUDF CUGRAPH APACHE ARROW Pandas-like ScikitLearn-like NetworkX-like
- 15. 15 Dask What is Dask and why does RAPIDS use it for scaling out? • Dask is a distributed computation scheduler built to scale Python workloads from laptops to supercomputer clusters. • Extremely modular with scheduling, compute, data transfer, and out-of-core handling all being disjointed allowing us to plug in our own implementations. • Can easily run multiple Dask workers per node to allow for an easier development model of one worker per GPU regardless of single node or multi node environment.
- 16. 16 Dask Scale up and out with cuDF • Use cuDF primitives underneath in map-reduce style operations with the same high level API • Instead of using typical Dask data movement of pickling objects and sending via TCP sockets, take advantage of hardware advancements using a communications framework called OpenUCX: • For intranode data movement, utilize NVLink and PCIe peer-to-peer communications • For internode data movement, utilize GPU RDMA over Infiniband and RoCE https://github.com/rapidsai/dask_gdf
- 17. 17 Faster speeds, real world benefits 2,290 1,956 1,999 1,948 169 157 0 500 1,000 1,500 2,000 2,500 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 0 2,000 4,000 6,000 8,000 10,000 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 cuML — XGBoost 2,741 1,675 715 379 42 19 0 1,000 2,000 3,000 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 End-to-End cuIO/cuDF — Load and Data Preparation Benchmark 200GB CSV dataset; Data preparation includes joins, variable transformations. CPU Cluster Configuration CPU nodes (61 GiB of memory, 8 vCPUs, 64-bit platform), Apache Spark DGX Cluster Configuration 5x DGX-1 on InfiniBand network Time in seconds — Shorter is better cuIO / cuDF (Load and Data Preparation) Data Conversion XGBoost 8,762 6,148 3,925 3,221 322 213
- 18. 18 AI Libraries Accelerating more of the AI ecosystem Graph Analytics is fundamental to network analysis Machine Learning is fundamental to prediction, classification, clustering, anomaly detection and recommendations. Both can be accelerated with NVIDIA GPU 8x V100 20-90x faster than dual socket CPU Decisions Trees Random Forests Linear Regressions Logistics Regressions K-Means K-Nearest Neighbor DBSCAN Kalman Filtering Principal Components Single Value Decomposition Bayesian Inferencing PageRank BFS Jaccard Similarity Single Source Shortest Path Triangle Counting Louvain Modularity ARIMA Holt-Winters Machine Learning Graph Analytics Time Series XGBoost, Mortgage Dataset, 90x 3 Hours to 2 mins on 1 DGX-1 cuML & cuGraph
- 19. 19 cuDF
- 20. 20 RAPIDS: OPEN GPU DATA SCIENCE Following the Pandas API for optimal code reuse Data Preparation VisualizationModel Training CUDA PYTHON DASK DL FRAMEWORKS CUDNN RAPIDS CUMLCUDF CUGRAPH APACHE ARROW Pandas-like import pandas as pd import cudf … df = pd.read_csv('foo.csv', names=['index', 'A'], dtype=['date', 'float64']) gdf = cudf.read_csv('foo.csv', names=['index', 'A'], dtype=['date', 'float64’]) … # eventually majority of pandas features will be available in cudf
- 21. 21 cuDF GPU DataFrame library • Apache Arrow data format • Pandas-like API • Unary and Binary Operations • Joins / Merges • GroupBys • Filters • User-Defined Functions (UDFs) • Accelerated file readers • Much, much more
- 22. 22 CUDF Today CUDA With Python Bindings • Low level library containing function implementations and C/C++ API • Importing/exporting Apache Arrow using the CUDA IPC mechanism • CUDA kernels to perform element-wise math operations on GPU DataFrame columns • CUDA sort, join, groupby, and reduction operations on GPU DataFrames • A Python library for manipulating GPU DataFrames • Python interface to CUDA C++ with additional functionality • Creating Apache Arrow from Numpy arrays, Pandas DataFrames, and PyArrow Tables • JIT compilation of User-Defined Functions (UDFs) using Numba
- 23. 23 GPU-Accelerated string functions with a Pandas-like API cuString & NVSTring • API and functionality is following Pandas: https://pandas.pydata.org/pandas- docs/stable/api.html#string-handling • lower() • ~22x speedup • find() • ~40x speedup • slice() • ~100x speedup 0.00 100.00 200.00 300.00 400.00 500.00 600.00 700.00 800.00 lower() find(#) slice(1,15) milliseconds Pandas cudastrings
- 24. 24 Next few months GPU Dataframe • Continue improving performance and functionality • Single GPU • Single node, multi GPU • Multi node, multi GPU • String Support • Support for specific “string” dtype with GPU-accelerated functionality similar to Pandas • Accelerated Data Loading • File formats: CSV, Parquet, ORC – to start
- 25. 25 cuGraph
- 26. 26 CUGRAPH GPU-Accelerated Graph Analytics Library Coming Soon: Full NVGraph Integration Q1 2019
- 27. 27 Early cugraph benchmarks NVGRAPH methods (not currently in cuGraph) 100 billion TEPS (single GPU) Can reach 300 billion TEPS on MG (4 GPUs) with hand-tuning PageRank (SG) on graph with 5.5m edges and 51k nodes with RAPIDS CPU (GraphFrames, Spark) [576 GB memory, 384 vcores]: 172 seconds GPU (cuGraph, V100) [32 GB memory, 5120 CUDA cores]: 671 ms Speed-up of 256x For large graphs, there are huge parallelization benefits
- 28. 28 cuML
- 29. 29 Problem Data sizes continue to grow
- 30. 30 Problem Data sizes continue to grow
- 31. 31 Problem Data sizes continue to grow min(variance) min(bias)
- 32. 32 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling
- 33. 33 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Better to start with as much data as possible and explore / preprocess to scale to performance needs.
- 34. 34 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs.
- 35. 35 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs.
- 36. 36 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate.
- 37. 37 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate.
- 38. 38 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search.
- 39. 39 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search. Iterate some more.
- 40. 40 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search. Iterate some more. Meet reasonable speed vs accuracy tradeoff
- 41. 41 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search. Iterate some more. Meet reasonable speed vs accuracy tradeoff Time Increases
- 42. 42 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search. Iterate some more. Meet reasonable speed vs accuracy tradeoff Hours? Time Increases
- 43. 43 Problem Data sizes continue to grow Histograms / Distributions Dimension Reduction Feature Selection Remove Outliers Sampling Massive Dataset Better to start with as much data as possible and explore / preprocess to scale to performance needs. Iterate. Cross Validate & Grid Search. Iterate some more. Meet reasonable speed vs accuracy tradeoff Hours? Days? Time Increases
- 44. 44 “More data requires better approaches!” ~ Xavier Amatriain (CTO of Curai)
- 45. 45 cuML API Python Algorithms Primitives GPU-accelerated machine learning at every layer Scikit-learn-like interface for data scientists utilizing cuDF & Numpy C++ API for developers to utilize accelerated machine learning algorithms. Reusable building blocks for composing machine learning algorithms.
- 46. 46 Linear Algebra Primitives GPU-accelerated math optimized for feature matrices Statistics Sparse Random Distance / Metrics Optimizers More to come! • Element-wise operations • Matrix multiply • Norms • Eigen Decomposition • SVD/RSVD • Transpose • QR Decomposition
- 47. 47 Algorithms GPU-accelerated Scikit-Learn Classification / Regression Statistical Inference Clustering Decomposition & Dimensionality Reduction Timeseries Forecasting Recommendations Decision Trees / Random Forests Linear Regression Logistic Regression K-Nearest Neighbors Kalman Filtering Bayesian Inference Gaussian Mixture Models Hidden Markov Models K-Means DBSCAN Spectral Clustering Principal Components Singular Value Decomposition UMAP Spectral Embedding ARIMA Holt-Winters Implicit Matrix Factorization Cross Validation More to come! Hyper-parameter Tuning
- 48. 48 HIGH-LEVEL APIs CUDA/C++ Multi-Node & Multi-GPU Communications ML Primitives ML Algorithms Python Dask Multi-GPU ML Scikit-Learn-Like Host 2 GPU1 GPU3 GPU2 GPU4 Host 1 GPU1 GPU3 GPU2 GPU4
- 49. 49 HIGH-LEVEL APIs CUDA/C++ Multi-Node / Multi-GPU Communications ML Primitives ML Algorithms Python Dask Multi-GPU ML Scikit-Learn-Like Host 2 GPU1 GPU3 GPU2 GPU4 Host 1 GPU1 GPU3 GPU2 GPU4 Data Parallelism Model Parallelism
- 50. 50 ML Technology Stack Python Cython cuML Algorithms cuML Prims CUDA Libraries CUDA C++ C++ C++
- 51. 51 ML Technology Stack Dask cuML Dask cuDF cuDF Numpy Thrust Cub cuSolver nvGraph CUTLASS cuSparse cuRand cuBlas Python Cython cuML Algorithms cuML Prims CUDA Libraries CUDA C++ C++ C++
- 52. 52 Dimensionality Reduction Code Example import cudf df = cudf.read_csv("iris/iris.data") df.columns=['sepal_len', 'sepal_wid', 'petal_len', 'petal_wid', 'class'] df.dropna(how="all", inplace=True) labels = df["class"] df = df.drop(["class"], axis = 1).astype(np.float32) Load CSV & Preprocess
- 53. 53 Dimensionality Reduction Code Example import cudf df = cudf.read_csv("iris/iris.data") df.columns=['sepal_len', 'sepal_wid', 'petal_len', 'petal_wid', 'class'] df.dropna(how="all", inplace=True) labels = df["class"] df = df.drop(["class"], axis = 1).astype(np.float32) sepal_len sepal_wid petal_len petal_wid 0 5.1 3.5 1.4 0.2 1 4.9 3.0 1.4 0.2 2 4.7 3.2 1.3 0.2 3 4.6 3.1 1.5 0.2 4 5.0 3.6 1.4 0.2 Load CSV & Preprocess
- 54. 54 Dimensionality Reduction Code Example import cudf df = cudf.read_csv("iris/iris.data") df.columns=['sepal_len', 'sepal_wid', 'petal_len', 'petal_wid', 'class'] df.dropna(how="all", inplace=True) labels = df["class"] df = df.drop(["class"], axis = 1).astype(np.float32) from cuml import PCA pca = PCA(n_components=df.shape[1]) pca.fit(df) print("Explained var %: %s': " % pca.explained_variance_ratio_) first_two = sum(pca.explained_variance_ratio_[0:2]) print("nFirst two: %f" % first_two) sepal_len sepal_wid petal_len petal_wid 0 5.1 3.5 1.4 0.2 1 4.9 3.0 1.4 0.2 2 4.7 3.2 1.3 0.2 3 4.6 3.1 1.5 0.2 4 5.0 3.6 1.4 0.2 Load CSV & Preprocess Explore Variance
- 55. 55 Dimensionality Reduction Code Example import cudf df = cudf.read_csv("iris/iris.data") df.columns=['sepal_len', 'sepal_wid', 'petal_len', 'petal_wid', 'class'] df.dropna(how="all", inplace=True) labels = df["class"] df = df.drop(["class"], axis = 1).astype(np.float32) from cuml import PCA pca = PCA(n_components=df.shape[1]) pca.fit(df) print("Explained var %: %s': " % pca.explained_variance_ratio_) first_two = sum(pca.explained_variance_ratio_[0:2]) print("nFirst two: %f" % first_two) sepal_len sepal_wid petal_len petal_wid 0 5.1 3.5 1.4 0.2 1 4.9 3.0 1.4 0.2 2 4.7 3.2 1.3 0.2 3 4.6 3.1 1.5 0.2 4 5.0 3.6 1.4 0.2 Explained var %: 0 0.92461634 1 0.05301554 2 0.017185122 3 0.005183111 First two: 0.9776318781077862 Load CSV & Preprocess Explore Variance
- 56. 56 Dimensionality Reduction pca = PCA(n_components = 2) pca.fit(df) X = pca.transform(df) Code Example Reduce Dimensions
- 57. 57 Dimensionality Reduction pca = PCA(n_components = 2) pca.fit(df) X = pca.transform(df) Code Example uniq = set(labels.values) colors = [plt.cm.Spectral(each) for each in np.linspace(0, 1, len(uniq))] for k, col in zip(uniq, colors): c = X[l==k].as_gpu_matrix() plt.plot(c[:,0], c[:,1], '.', markerfacecolor=tuple(col)) Reduce Dimensions Chart Rotated Data
- 58. 58 Dimensionality Reduction pca = PCA(n_components = 2) pca.fit(df) X = pca.transform(df) Code Example uniq = set(labels.values) colors = [plt.cm.Spectral(each) for each in np.linspace(0, 1, len(uniq))] for k, col in zip(uniq, colors): c = X[l==k].as_gpu_matrix() plt.plot(c[:,0], c[:,1], '.', markerfacecolor=tuple(col)) Reduce Dimensions Chart Rotated Data
- 59. 59 Dimensionality Reduction pca = PCA(n_components = 2) pca.fit(df) X = pca.transform(df) Code Example uniq = set(labels.values) colors = [plt.cm.Spectral(each) for each in np.linspace(0, 1, len(uniq))] for k, col in zip(uniq, colors): c = X[l==k].as_gpu_matrix() plt.plot(c[:,0], c[:,1], '.', markerfacecolor=tuple(col)) Reduce Dimensions Chart Rotated Data
- 60. 60 Clustering Code Example X, y = make_moons(n_samples=int(1e2), noise=0.05, random_state=0) X_df = pd.DataFrame({'fea%d'%i: X[:, i] for i in range(X.shape[1])}) X = cudf.DataFrame.from_pandas(X_df) Load Moons Dataset and Preprocess
- 61. 61 Clustering Code Example X, y = make_moons(n_samples=int(1e2), noise=0.05, random_state=0) X_df = pd.DataFrame({'fea%d'%i: X[:, i] for i in range(X.shape[1])}) X = cudf.DataFrame.from_pandas(X_df) Load Moons Dataset and Preprocess
- 62. 62 Clustering Code Example X, y = make_moons(n_samples=int(1e2), noise=0.05, random_state=0) X_df = pd.DataFrame({'fea%d'%i: X[:, i] for i in range(X.shape[1])}) X = cudf.DataFrame.from_pandas(X_df) Load Moons Dataset and Preprocess
- 63. 63 Clustering from cuml import DBSCAN dbscan = DBSCAN(eps = 0.3, min_samples = 5) dbscan.fit(X) y_hat = db.fit_predict(X) Code Example Find Clusters X, y = make_moons(n_samples=int(1e2), noise=0.05, random_state=0) X_df = pd.DataFrame({'fea%d'%i: X[:, i] for i in range(X.shape[1])}) X = cudf.DataFrame.from_pandas(X_df) Load Moons Dataset and Preprocess
- 64. 64 Clustering from cuml import DBSCAN dbscan = DBSCAN(eps = 0.3, min_samples = 5) dbscan.fit(X) y_hat = db.fit_predict(X) Code Example Find Clusters X, y = make_moons(n_samples=int(1e2), noise=0.05, random_state=0) X_df = pd.DataFrame({'fea%d'%i: X[:, i] for i in range(X.shape[1])}) X = cudf.DataFrame.from_pandas(X_df) Load Moons Dataset and Preprocess
- 65. 65 cuML Benchmarks of initial algorithms
- 66. 66 cuDF + XGBoost DGX-2 vs Scale Out CPU Cluster • Full end to end pipeline • Leveraging Dask + cuDF • Store each GPU results in sys mem then read back in • Arrow to Dmatrix (CSR) for XGBoost
- 67. 67 cuDF + XGBoost Scale Out GPU Cluster vs DGX-2 0 50 100 150 200 250 300 350 5xDGX-1 DGX-2 Chart Title ETL+CSV (s) ML Prep (s) ML (s) • Full end to end pipeline • Leveraging Dask for multi-node + cuDF • Store each GPU results in sys mem then read back in • Arrow to Dmatrix (CSR) for XGBoost
- 68. 68 cuDF + XGBoost Fully In- GPU Benchmarks • Full end to end pipeline • Leveraging Dask cuDF • No Data Prep time all in memory • Arrow to Dmatrix (CSR) for XGBoost
- 70. 70 End-to-End Benchmarks 2,290 1,956 1,999 1,948 169 157 0 500 1,000 1,500 2,000 2,500 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 0 2,000 4,000 6,000 8,000 10,000 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 2,741 1,675 715 379 42 19 0 1,000 2,000 3,000 20 CPU Nodes 30 CPU Nodes 50 CPU Nodes 100 CPU Nodes DGX-2 5x DGX-1 End-to-End cuIO/cuDF — Load and Data Preparation Benchmark 200GB CSV dataset; Data preparation includes joins, variable transformations. CPU Cluster Configuration CPU nodes (61 GiB of memory, 8 vCPUs, 64-bit platform), Apache Spark DGX Cluster Configuration 5x DGX-1 on InfiniBand network cuIO / cuDF (Load and Data Preparation) Data Conversion XGBoost cuML — XGBoost Time in seconds - Shorter is better
- 71. 71 • https://ngc.nvidia.com/registry/nvidia- rapidsai-rapidsai • https://hub.docker.com/r/rapidsai/rapidsai/ • https://github.com/rapidsai • https://anaconda.org/rapidsai/ • WIP: • https://pypi.org/project/cudf • https://pypi.org/project/cuml RAPIDS How do I get the software?