Álv*_*eta 5 python parallel-processing multiprocessing python-2.7
我创建了一个python代码,解决了一个组套索惩罚线性模型.对于那些不习惯使用这些模型的人来说,基本的想法是你输入数据集(x)和响应变量(y),以及参数(lambda1)的值,改变值此参数更改模型的解决方案.所以我决定使用多处理库并解决不同的模型(与不同的参数值相关联).我创建了一个名为"model.py"的python文件,其中包含以下函数:
# -*- coding: utf-8 -*-
from __future__ import division
import functools
import multiprocessing as mp
import numpy as np
from cvxpy import *
def lm_gl_preprocessing(x, y, index, lambda1=None):
lambda_vector = [lambda1]
m = x.shape[1]
n = x.shape[0]
lambda_param = Parameter(sign="positive")
m = m+1
index = np.append(0, index)
x = np.c_[np.ones(n), x]
group_sizes = []
beta_var = []
unique_index = np.unique(index)
for idx in unique_index:
group_sizes.append(len(np.where(index == idx)[0]))
beta_var.append(Variable(len(np.where(index == idx)[0])))
num_groups = len(group_sizes)
group_lasso_penalization = 0
model_prediction = x[:, np.where(index == unique_index[0])[0]] * beta_var[0]
for i in range(1, num_groups):
model_prediction += x[:, np.where(index == unique_index[i])[0]] * beta_var[i]
group_lasso_penalization += sqrt(group_sizes[i]) * norm(beta_var[i], 2)
lm_penalization = (1.0/n) * sum_squares(y - model_prediction)
objective = Minimize(lm_penalization + (lambda_param * group_lasso_penalization))
problem = Problem(objective)
response = {'problem': problem, 'beta_var': beta_var, 'lambda_param': lambda_param, 'lambda_vector': lambda_vector}
return response
def solver(problem, beta_var, lambda_param, lambda_vector):
beta_sol_list = []
for i in range(len(lambda_vector)):
lambda_param.value = lambda_vector[i]
problem.solve(solver=ECOS)
beta_sol = np.asarray(np.row_stack([b.value for b in beta_var])).flatten()
beta_sol_list.append(beta_sol)
return beta_sol_list
def parallel_solver(problem, beta_var, lambda_param, lambda_vector):
# Divide parameter vector into chunks to be executed in parallel
num_chunks = mp.cpu_count()
chunks = np.array_split(lambda_vector, num_chunks)
# Solve problem in parallel
pool = mp.Pool(num_chunks)
global_results = pool.map(functools.partial(solver, problem, beta_var, lambda_param), chunks)
pool.close()
pool.join()
return global_results
如果在python控制台中,我开始运行并行求解器,它就会给出一个解决方案.该解决方案与顺序求解器提供的解决方案不同.如果我重新启动python控制台并开始运行顺序求解器,然后运行并行求解器,则并行求解器提供与顺序求解器相同的解决方案.我会说:
from __future__ import division
from sklearn.datasets import load_boston
import numpy as np
import model as t
boston = load_boston()
x = boston.data
y = boston.target
index = np.array([1, 1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 5])
lambda1 = 1e-3
r1 = t.lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_parallel_1 = t.parallel_solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_parallel_1)
[[array([ 4.61648376e+01, -1.22394832e-04, 0.00000000e+00,
0.00000000e+00, 1.37065733e-04, 1.51910696e-03,
0.00000000e+00, 1.51910696e-03, 0.00000000e+00,
7.00079603e-03, 1.52776114e-03, -8.67357376e-01,
7.16429750e-03, -8.67357376e-01])], [], [], []]
s_1 = t.solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_1)
[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02,
1.97112192e-02, 2.68475527e+00, -1.75142155e+01,
3.80741843e+00, 5.14842823e-04, -1.47105323e+00,
3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])]
#####################################################
r1 = t.lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_1 = t.solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_1)
[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02,
1.97112192e-02, 2.68475527e+00, -1.75142155e+01,
3.80741843e+00, 5.14842823e-04, -1.47105323e+00,
3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])]
s_parallel_1 = t.parallel_solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_parallel_1)
[[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02,
1.97112192e-02, 2.68475527e+00, -1.75142155e+01,
3.80741843e+00, 5.14842823e-04, -1.47105323e+00,
3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])], [], [], []]
PS:我知道在这个例子中我使用并行编程只是为了解决一个具有一个可能参数值的模型,但这只是一个小例子,旨在显示顺序和并行编程提供的解决方案的差异.我会感谢任何提示,因为我完全迷失在这里.
如果我执行你的代码，在所有情况下都会得到相同的结果。这是我正在运行的代码（我合并了两个文件）：
from __future__ import division
import functools
import multiprocessing as mp
import numpy as np
from cvxpy import *
from sklearn.datasets import load_boston
def lm_gl_preprocessing(x, y, index, lambda1=None):
lambda_vector = [lambda1]
m = x.shape[1]
n = x.shape[0]
lambda_param = Parameter(sign="positive")
m = m+1
index = np.append(0, index)
x = np.c_[np.ones(n), x]
group_sizes = []
beta_var = []
unique_index = np.unique(index)
for idx in unique_index:
group_sizes.append(len(np.where(index == idx)[0]))
beta_var.append(Variable(len(np.where(index == idx)[0])))
num_groups = len(group_sizes)
group_lasso_penalization = 0
model_prediction = x[:, np.where(index == unique_index[0])[0]] * beta_var[0]
for i in range(1, num_groups):
model_prediction += x[:, np.where(index == unique_index[i])[0]] * beta_var[i]
group_lasso_penalization += sqrt(group_sizes[i]) * norm(beta_var[i], 2)
lm_penalization = (1.0/n) * sum_squares(y - model_prediction)
objective = Minimize(lm_penalization + (lambda_param * group_lasso_penalization))
problem = Problem(objective)
response = {'problem': problem, 'beta_var': beta_var, 'lambda_param': lambda_param, 'lambda_vector': lambda_vector}
return response
def solver(problem, beta_var, lambda_param, lambda_vector):
beta_sol_list = []
for i in range(len(lambda_vector)):
lambda_param.value = lambda_vector[i]
problem.solve(solver=ECOS)
beta_sol = np.asarray(np.row_stack([b.value for b in beta_var])).flatten()
beta_sol_list.append(beta_sol)
return beta_sol_list
def parallel_solver(problem, beta_var, lambda_param, lambda_vector):
# Divide parameter vector into chunks to be executed in parallel
num_chunks = mp.cpu_count()
chunks = np.array_split(lambda_vector, num_chunks)
# Solve problem in parallel
pool = mp.Pool(num_chunks)
global_results = pool.map(functools.partial(solver, problem, beta_var, lambda_param), chunks)
pool.close()
pool.join()
return global_results
if __name__ == "__main__":
boston = load_boston()
x = boston.data
y = boston.target
index = np.array([1, 1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4, 5])
lambda1 = 1e-3
r1 = lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_parallel_1 = parallel_solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_parallel_1)
r1 = lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_1 = solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_1)
print ("#####################################################")
r1 = lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_1 = solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_1)
r1 = lm_gl_preprocessing(x=x, y=y, index=index, lambda1=lambda1)
s_parallel_1 = parallel_solver(problem=r1['problem'], beta_var=r1['beta_var'], lambda_param=r1['lambda_param'], lambda_vector=r1['lambda_vector'])
print(s_parallel_1)
和输出：
[[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02, 1.97112192e-02,
2.68475527e+00, -1.75142155e+01, 3.80741843e+00, 5.14842823e-04,
-1.47105323e+00, 3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])], [], [], []]
[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02, 1.97112192e-02,
2.68475527e+00, -1.75142155e+01, 3.80741843e+00, 5.14842823e-04,
-1.47105323e+00, 3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])]
#####################################################
[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02, 1.97112192e-02,
2.68475527e+00, -1.75142155e+01, 3.80741843e+00, 5.14842823e-04,
-1.47105323e+00, 3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])]
[[array([ 3.62813738e+01, -1.06995338e-01, 4.64210526e-02, 1.97112192e-02,
2.68475527e+00, -1.75142155e+01, 3.80741843e+00, 5.14842823e-04,
-1.47105323e+00, 3.04949407e-01, -1.23508259e-02, -9.50143293e-01,
9.40708993e-03, -5.25758097e-01])], [], [], []]
如您所见，我有相同数量的 CPU (4)。
我的环境是Linux上的Python2.7，这些是相关包的版本：
>>> import sklearn
>>> sklearn.__version__
'0.19.2'
>>> import scipy
>>> scipy.__version__
'1.1.0'
>>> import numpy
>>> numpy.__version__
'1.15.2'
>>> import cvxpy
>>> cvxpy.__version__
'0.4.0'
>>> import multiprocessing
>>> multiprocessing.__version__
'0.70a1'