Prediction Latency

This is an example showing the prediction latency of various scikit-learn estimators.

The goal is to measure the latency one can expect when doing predictions either in bulk or atomic (i.e. one by one) mode.

The plots represent the distribution of the prediction latency as a boxplot.

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Out:

Benchmarking SGDRegressor(alpha=0.01, l1_ratio=0.25, penalty='elasticnet', tol=0.0001)
Benchmarking RandomForestRegressor()
Benchmarking SVR()
benchmarking with 100 features
benchmarking with 250 features
benchmarking with 500 features
example run in 9.76s

# Authors: Eustache Diemert <eustache@diemert.fr>
# License: BSD 3 clause

from collections import defaultdict

import time
import gc
import numpy as np
import matplotlib.pyplot as plt

from sklearn.preprocessing import StandardScaler
from sklearn.model_selection import train_test_split
from sklearn.datasets import make_regression
from sklearn.ensemble import RandomForestRegressor
from sklearn.linear_model import Ridge
from sklearn.linear_model import SGDRegressor
from sklearn.svm import SVR
from sklearn.utils import shuffle


def _not_in_sphinx():
    # Hack to detect whether we are running by the sphinx builder
    return "__file__" in globals()


def atomic_benchmark_estimator(estimator, X_test, verbose=False):
    """Measure runtime prediction of each instance."""
    n_instances = X_test.shape[0]
    runtimes = np.zeros(n_instances, dtype=float)
    for i in range(n_instances):
        instance = X_test[[i], :]
        start = time.time()
        estimator.predict(instance)
        runtimes[i] = time.time() - start
    if verbose:
        print(
            "atomic_benchmark runtimes:",
            min(runtimes),
            np.percentile(runtimes, 50),
            max(runtimes),
        )
    return runtimes


def bulk_benchmark_estimator(estimator, X_test, n_bulk_repeats, verbose):
    """Measure runtime prediction of the whole input."""
    n_instances = X_test.shape[0]
    runtimes = np.zeros(n_bulk_repeats, dtype=float)
    for i in range(n_bulk_repeats):
        start = time.time()
        estimator.predict(X_test)
        runtimes[i] = time.time() - start
    runtimes = np.array(list(map(lambda x: x / float(n_instances), runtimes)))
    if verbose:
        print(
            "bulk_benchmark runtimes:",
            min(runtimes),
            np.percentile(runtimes, 50),
            max(runtimes),
        )
    return runtimes


def benchmark_estimator(estimator, X_test, n_bulk_repeats=30, verbose=False):
    """
    Measure runtimes of prediction in both atomic and bulk mode.

    Parameters
    ----------
    estimator : already trained estimator supporting `predict()`
    X_test : test input
    n_bulk_repeats : how many times to repeat when evaluating bulk mode

    Returns
    -------
    atomic_runtimes, bulk_runtimes : a pair of `np.array` which contain the
    runtimes in seconds.

    """
    atomic_runtimes = atomic_benchmark_estimator(estimator, X_test, verbose)
    bulk_runtimes = bulk_benchmark_estimator(estimator, X_test, n_bulk_repeats, verbose)
    return atomic_runtimes, bulk_runtimes


def generate_dataset(n_train, n_test, n_features, noise=0.1, verbose=False):
    """Generate a regression dataset with the given parameters."""
    if verbose:
        print("generating dataset...")

    X, y, coef = make_regression(
        n_samples=n_train + n_test, n_features=n_features, noise=noise, coef=True
    )

    random_seed = 13
    X_train, X_test, y_train, y_test = train_test_split(
        X, y, train_size=n_train, test_size=n_test, random_state=random_seed
    )
    X_train, y_train = shuffle(X_train, y_train, random_state=random_seed)

    X_scaler = StandardScaler()
    X_train = X_scaler.fit_transform(X_train)
    X_test = X_scaler.transform(X_test)

    y_scaler = StandardScaler()
    y_train = y_scaler.fit_transform(y_train[:, None])[:, 0]
    y_test = y_scaler.transform(y_test[:, None])[:, 0]

    gc.collect()
    if verbose:
        print("ok")
    return X_train, y_train, X_test, y_test


def boxplot_runtimes(runtimes, pred_type, configuration):
    """
    Plot a new `Figure` with boxplots of prediction runtimes.

    Parameters
    ----------
    runtimes : list of `np.array` of latencies in micro-seconds
    cls_names : list of estimator class names that generated the runtimes
    pred_type : 'bulk' or 'atomic'

    """

    fig, ax1 = plt.subplots(figsize=(10, 6))
    bp = plt.boxplot(
        runtimes,
    )

    cls_infos = [
        "%s\n(%d %s)"
        % (
            estimator_conf["name"],
            estimator_conf["complexity_computer"](estimator_conf["instance"]),
            estimator_conf["complexity_label"],
        )
        for estimator_conf in configuration["estimators"]
    ]
    plt.setp(ax1, xticklabels=cls_infos)
    plt.setp(bp["boxes"], color="black")
    plt.setp(bp["whiskers"], color="black")
    plt.setp(bp["fliers"], color="red", marker="+")

    ax1.yaxis.grid(True, linestyle="-", which="major", color="lightgrey", alpha=0.5)

    ax1.set_axisbelow(True)
    ax1.set_title(
        "Prediction Time per Instance - %s, %d feats."
        % (pred_type.capitalize(), configuration["n_features"])
    )
    ax1.set_ylabel("Prediction Time (us)")

    plt.show()


def benchmark(configuration):
    """Run the whole benchmark."""
    X_train, y_train, X_test, y_test = generate_dataset(
        configuration["n_train"], configuration["n_test"], configuration["n_features"]
    )

    stats = {}
    for estimator_conf in configuration["estimators"]:
        print("Benchmarking", estimator_conf["instance"])
        estimator_conf["instance"].fit(X_train, y_train)
        gc.collect()
        a, b = benchmark_estimator(estimator_conf["instance"], X_test)
        stats[estimator_conf["name"]] = {"atomic": a, "bulk": b}

    cls_names = [
        estimator_conf["name"] for estimator_conf in configuration["estimators"]
    ]
    runtimes = [1e6 * stats[clf_name]["atomic"] for clf_name in cls_names]
    boxplot_runtimes(runtimes, "atomic", configuration)
    runtimes = [1e6 * stats[clf_name]["bulk"] for clf_name in cls_names]
    boxplot_runtimes(runtimes, "bulk (%d)" % configuration["n_test"], configuration)


def n_feature_influence(estimators, n_train, n_test, n_features, percentile):
    """
    Estimate influence of the number of features on prediction time.

    Parameters
    ----------

    estimators : dict of (name (str), estimator) to benchmark
    n_train : nber of training instances (int)
    n_test : nber of testing instances (int)
    n_features : list of feature-space dimensionality to test (int)
    percentile : percentile at which to measure the speed (int [0-100])

    Returns:
    --------

    percentiles : dict(estimator_name,
                       dict(n_features, percentile_perf_in_us))

    """
    percentiles = defaultdict(defaultdict)
    for n in n_features:
        print("benchmarking with %d features" % n)
        X_train, y_train, X_test, y_test = generate_dataset(n_train, n_test, n)
        for cls_name, estimator in estimators.items():
            estimator.fit(X_train, y_train)
            gc.collect()
            runtimes = bulk_benchmark_estimator(estimator, X_test, 30, False)
            percentiles[cls_name][n] = 1e6 * np.percentile(runtimes, percentile)
    return percentiles


def plot_n_features_influence(percentiles, percentile):
    fig, ax1 = plt.subplots(figsize=(10, 6))
    colors = ["r", "g", "b"]
    for i, cls_name in enumerate(percentiles.keys()):
        x = np.array(sorted([n for n in percentiles[cls_name].keys()]))
        y = np.array([percentiles[cls_name][n] for n in x])
        plt.plot(
            x,
            y,
            color=colors[i],
        )
    ax1.yaxis.grid(True, linestyle="-", which="major", color="lightgrey", alpha=0.5)
    ax1.set_axisbelow(True)
    ax1.set_title("Evolution of Prediction Time with #Features")
    ax1.set_xlabel("#Features")
    ax1.set_ylabel("Prediction Time at %d%%-ile (us)" % percentile)
    plt.show()


def benchmark_throughputs(configuration, duration_secs=0.1):
    """benchmark throughput for different estimators."""
    X_train, y_train, X_test, y_test = generate_dataset(
        configuration["n_train"], configuration["n_test"], configuration["n_features"]
    )
    throughputs = dict()
    for estimator_config in configuration["estimators"]:
        estimator_config["instance"].fit(X_train, y_train)
        start_time = time.time()
        n_predictions = 0
        while (time.time() - start_time) < duration_secs:
            estimator_config["instance"].predict(X_test[[0]])
            n_predictions += 1
        throughputs[estimator_config["name"]] = n_predictions / duration_secs
    return throughputs


def plot_benchmark_throughput(throughputs, configuration):
    fig, ax = plt.subplots(figsize=(10, 6))
    colors = ["r", "g", "b"]
    cls_infos = [
        "%s\n(%d %s)"
        % (
            estimator_conf["name"],
            estimator_conf["complexity_computer"](estimator_conf["instance"]),
            estimator_conf["complexity_label"],
        )
        for estimator_conf in configuration["estimators"]
    ]
    cls_values = [
        throughputs[estimator_conf["name"]]
        for estimator_conf in configuration["estimators"]
    ]
    plt.bar(range(len(throughputs)), cls_values, width=0.5, color=colors)
    ax.set_xticks(np.linspace(0.25, len(throughputs) - 0.75, len(throughputs)))
    ax.set_xticklabels(cls_infos, fontsize=10)
    ymax = max(cls_values) * 1.2
    ax.set_ylim((0, ymax))
    ax.set_ylabel("Throughput (predictions/sec)")
    ax.set_title(
        "Prediction Throughput for different estimators (%d features)"
        % configuration["n_features"]
    )
    plt.show()


# #############################################################################
# Main code

start_time = time.time()

# #############################################################################
# Benchmark bulk/atomic prediction speed for various regressors
configuration = {
    "n_train": int(1e3),
    "n_test": int(1e2),
    "n_features": int(1e2),
    "estimators": [
        {
            "name": "Linear Model",
            "instance": SGDRegressor(
                penalty="elasticnet", alpha=0.01, l1_ratio=0.25, tol=1e-4
            ),
            "complexity_label": "non-zero coefficients",
            "complexity_computer": lambda clf: np.count_nonzero(clf.coef_),
        },
        {
            "name": "RandomForest",
            "instance": RandomForestRegressor(),
            "complexity_label": "estimators",
            "complexity_computer": lambda clf: clf.n_estimators,
        },
        {
            "name": "SVR",
            "instance": SVR(kernel="rbf"),
            "complexity_label": "support vectors",
            "complexity_computer": lambda clf: len(clf.support_vectors_),
        },
    ],
}
benchmark(configuration)

# benchmark n_features influence on prediction speed
percentile = 90
percentiles = n_feature_influence(
    {"ridge": Ridge()},
    configuration["n_train"],
    configuration["n_test"],
    [100, 250, 500],
    percentile,
)
plot_n_features_influence(percentiles, percentile)

# benchmark throughput
throughputs = benchmark_throughputs(configuration)
plot_benchmark_throughput(throughputs, configuration)

stop_time = time.time()
print("example run in %.2fs" % (stop_time - start_time))