Note
Click here to download the full example code
Benchmark Linear Regression#
The script compares different implementations for the operator LinearRegression.
baseline: LinearRegression from scikit-learn
ort: onnxruntime,
mlprodict: an implementation based on an array of structures, every structure describes a node,
Import#
import warnings
from time import perf_counter as time
from multiprocessing import cpu_count
import numpy
from numpy.random import rand
from numpy.testing import assert_almost_equal
import matplotlib.pyplot as plt
import pandas
from onnxruntime import InferenceSession
from sklearn import config_context
from sklearn.linear_model import LinearRegression
from sklearn.utils._testing import ignore_warnings
from skl2onnx import convert_sklearn
from skl2onnx.common.data_types import FloatTensorType
from mlprodict.onnxrt import OnnxInference
Available optimisation on this machine.
from mlprodict.testing.experimental_c_impl.experimental_c import code_optimisation
print(code_optimisation())
Out:
AVX-omp=8
Versions#
def version():
from datetime import datetime
import sklearn
import numpy
import onnx
import onnxruntime
import skl2onnx
import mlprodict
df = pandas.DataFrame([
{"name": "date", "version": str(datetime.now())},
{"name": "numpy", "version": numpy.__version__},
{"name": "scikit-learn", "version": sklearn.__version__},
{"name": "onnx", "version": onnx.__version__},
{"name": "onnxruntime", "version": onnxruntime.__version__},
{"name": "skl2onnx", "version": skl2onnx.__version__},
{"name": "mlprodict", "version": mlprodict.__version__},
])
return df
version()
Implementations to benchmark#
def fcts_model(X, y, n_jobs):
"LinearRegression."
model = LinearRegression(n_jobs=n_jobs)
model.fit(X, y)
initial_types = [('X', FloatTensorType([None, X.shape[1]]))]
onx = convert_sklearn(model, initial_types=initial_types)
sess = InferenceSession(onx.SerializeToString())
outputs = [o.name for o in sess.get_outputs()]
oinf = OnnxInference(onx, runtime="python")
def predict_skl_predict(X, model=model):
return model.predict(X)
def predict_onnxrt_predict(X, sess=sess):
return sess.run(outputs[:1], {'X': X})[0]
def predict_onnx_inference(X, oinf=oinf):
return oinf.run({'X': X})["variable"]
return {'predict': (
predict_skl_predict, predict_onnxrt_predict,
predict_onnx_inference)}
Benchmarks#
def allow_configuration(**kwargs):
return True
def bench(n_obs, n_features, n_jobss,
methods, repeat=10, verbose=False):
res = []
for nfeat in n_features:
ntrain = 50000
X_train = numpy.empty((ntrain, nfeat)).astype(numpy.float32)
X_train[:, :] = rand(ntrain, nfeat)[:, :]
eps = rand(ntrain) - 0.5
y_train = X_train.sum(axis=1) + eps
for n_jobs in n_jobss:
fcts = fcts_model(X_train, y_train, n_jobs)
for n in n_obs:
for method in methods:
fct1, fct2, fct3 = fcts[method]
if not allow_configuration(n=n, nfeat=nfeat,
n_jobs=n_jobs, method=method):
continue
obs = dict(n_obs=n, nfeat=nfeat, method=method,
n_jobs=n_jobs)
# creates different inputs to avoid caching in any ways
Xs = []
for r in range(repeat):
x = numpy.empty((n, nfeat))
x[:, :] = rand(n, nfeat)[:, :]
Xs.append(x.astype(numpy.float32))
# measures the baseline
with config_context(assume_finite=True):
st = time()
repeated = 0
for X in Xs:
p1 = fct1(X)
repeated += 1
if time() - st >= 1:
break # stops if longer than a second
end = time()
obs["time_skl"] = (end - st) / repeated
# measures the new implementation
st = time()
r2 = 0
for X in Xs:
p2 = fct2(X)
r2 += 1
if r2 >= repeated:
break
end = time()
obs["time_ort"] = (end - st) / r2
# measures the other new implementation
st = time()
r2 = 0
for X in Xs:
p2 = fct3(X)
r2 += 1
if r2 >= repeated:
break
end = time()
obs["time_mlprodict"] = (end - st) / r2
# final
res.append(obs)
if verbose and (len(res) % 1 == 0 or n >= 10000):
print("bench", len(res), ":", obs)
# checks that both produce the same outputs
if n <= 10000:
if len(p1.shape) == 1 and len(p2.shape) == 2:
p2 = p2.ravel()
try:
assert_almost_equal(
p1.ravel(), p2.ravel(), decimal=5)
except AssertionError as e:
warnings.warn(str(e))
return res
Graphs#
def plot_rf_models(dfr):
def autolabel(ax, rects):
for rect in rects:
height = rect.get_height()
ax.annotate('%1.1fx' % height,
xy=(rect.get_x() + rect.get_width() / 2, height),
xytext=(0, 3), # 3 points vertical offset
textcoords="offset points",
ha='center', va='bottom',
fontsize=8)
engines = [_.split('_')[-1] for _ in dfr.columns if _.startswith("time_")]
engines = [_ for _ in engines if _ != 'skl']
for engine in engines:
dfr["speedup_%s" % engine] = dfr["time_skl"] / dfr["time_%s" % engine]
print(dfr.tail().T)
ncols = 2
fig, axs = plt.subplots(len(engines), ncols, figsize=(
14, 4 * len(engines)), sharey=True)
row = 0
for row, engine in enumerate(engines):
pos = 0
name = "LinearRegression - %s" % engine
for nf in sorted(set(dfr.nfeat)):
for n_jobs in sorted(set(dfr.n_jobs)):
sub = dfr[(dfr.nfeat == nf) & (dfr.n_jobs == n_jobs)]
ax = axs[row, pos]
labels = sub.n_obs
means = sub["speedup_%s" % engine]
x = numpy.arange(len(labels))
width = 0.90
rects1 = ax.bar(x, means, width, label='Speedup')
if pos == 0:
ax.set_yscale('log')
ax.set_ylim([0.1, max(dfr["speedup_%s" % engine])])
if pos == 0:
ax.set_ylabel('Speedup')
ax.set_title('%s\n%d features\n%d jobs' % (name, nf, n_jobs))
if row == len(engines) - 1:
ax.set_xlabel('batch size')
ax.set_xticks(x)
ax.set_xticklabels(labels)
autolabel(ax, rects1)
for tick in ax.xaxis.get_major_ticks():
tick.label.set_fontsize(8)
for tick in ax.yaxis.get_major_ticks():
tick.label.set_fontsize(8)
pos += 1
fig.tight_layout()
return fig, ax
Run benchs#
@ignore_warnings(category=FutureWarning)
def run_bench(repeat=250, verbose=False):
n_obs = [1, 10, 100, 1000, 10000]
methods = ['predict']
n_features = [10, 50]
n_jobss = [cpu_count()]
start = time()
results = bench(n_obs, n_features, n_jobss,
methods, repeat=repeat, verbose=verbose)
end = time()
results_df = pandas.DataFrame(results)
print("Total time = %0.3f sec cpu=%d\n" % (end - start, cpu_count()))
# plot the results
return results_df
name = "plot_linear_regression"
df = run_bench(verbose=True)
df.to_csv("%s.csv" % name, index=False)
df.to_excel("%s.xlsx" % name, index=False)
fig, ax = plot_rf_models(df)
fig.savefig("%s.png" % name)
plt.show()
Out:
bench 1 : {'n_obs': 1, 'nfeat': 10, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.00014458743200520985, 'time_ort': 4.391458799364045e-05, 'time_mlprodict': 5.9672703995602205e-05}
bench 2 : {'n_obs': 10, 'nfeat': 10, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.00014571406002505683, 'time_ort': 4.2034448008053e-05, 'time_mlprodict': 5.934246801189147e-05}
bench 3 : {'n_obs': 100, 'nfeat': 10, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.0001489344279980287, 'time_ort': 4.807526801596396e-05, 'time_mlprodict': 6.108728802064434e-05}
bench 4 : {'n_obs': 1000, 'nfeat': 10, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.00016691691600135528, 'time_ort': 0.00010021896800026298, 'time_mlprodict': 7.783675999962724e-05}
bench 5 : {'n_obs': 10000, 'nfeat': 10, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.0002574567479896359, 'time_ort': 0.0005362908359966241, 'time_mlprodict': 0.00015361914000823162}
bench 6 : {'n_obs': 1, 'nfeat': 50, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.0002241565320000518, 'time_ort': 4.210248400340788e-05, 'time_mlprodict': 6.09612520202063e-05}
bench 7 : {'n_obs': 10, 'nfeat': 50, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.0001473059639974963, 'time_ort': 4.4122623978182677e-05, 'time_mlprodict': 6.037102002301253e-05}
bench 8 : {'n_obs': 100, 'nfeat': 50, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.00015300014399690552, 'time_ort': 6.606343999737874e-05, 'time_mlprodict': 6.494489201577381e-05}
bench 9 : {'n_obs': 1000, 'nfeat': 50, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.0003971664319979027, 'time_ort': 0.00038184050799463875, 'time_mlprodict': 9.134578000521287e-05}
bench 10 : {'n_obs': 10000, 'nfeat': 50, 'method': 'predict', 'n_jobs': 8, 'time_skl': 0.00048270702801528386, 'time_ort': 0.001016293096006848, 'time_mlprodict': 0.0005315673279983458}
Total time = 6.377 sec cpu=8
5 6 7 8 9
n_obs 1 10 100 1000 10000
nfeat 50 50 50 50 50
method predict predict predict predict predict
n_jobs 8 8 8 8 8
time_skl 0.000224 0.000147 0.000153 0.000397 0.000483
time_ort 0.000042 0.000044 0.000066 0.000382 0.001016
time_mlprodict 0.000061 0.00006 0.000065 0.000091 0.000532
speedup_ort 5.324069 3.338559 2.315958 1.040137 0.474968
speedup_mlprodict 3.677033 2.440011 2.355846 4.347945 0.908083
Total running time of the script: ( 0 minutes 9.001 seconds)