Performances and scikit-learn (4/4)

Pairwise Distances Reductions: extra notes on technical details, benchmarks and further work.

Published on the: 19.12.2021
Last modified on the: 27.03.2022
Estimated reading time: ~ 10 min.

Following up with this initial post on the design of PairwiseDistancesReductions, more details are given regarding experiments’ results for performance assessment and about future extensions’ design.

PairwiseDistancesArgKmin: Performances improvements

KNeighborsMixing.kneighbors is the de facto best proxy for accessing performances of the implementation used in most cases : FastEuclideanPairwiseDistancesArgKmin.

In what follows, experiments testing this interface are made on two aspects: hardware scalability and computational efficiency.

Hardware scalability

This is the hardware scalability of kneighbors in scikit-learn 1.0:

Scalability of argkmin reductions in scikit-learn 1.0

This is the hardware the scalability of kneighbors as proposed in sklearn#22134:

Scalability of argkmin reductions using the proposed PairwiseDistancesReductionArgKmin

The proposed implementation provides a better hardware scalability than the previous one.

The plateau after 64 cores can be explained by Amdahl’s law1: as the number of threads grows, the parallel portion of the algorithm becomes negligeable compared to its sequential portion, reaching a limit in term of computational time — the execution period of the sequential part — hence causing speed-up ratio to stop increasing. Moreover, the small drop in speed-up for 128 threads can be explained by the overhead of setting up threads which becomes non-negligeable compared to the actual computations made in each thread.

Computational efficiency of FastEuclideanPairwiseDistancesArgKmin

On distributions of GNU/Linux, perf(1) comes in handy to introspect a program execution in details2.

Here, we inspect where CPUs cycles are spent, as well as L3 caches misses and L3 caches hits using the following script on a machine having 20 physical cores3:

# kneighbors_perf.py

import numpy as np
import os
from sklearn.neighbors import NearestNeighbors


if __name__ == "__main__":

    n_train = 100_000
    n_test = 100_000
    n_features = 30

    rng = np.random.RandomState(0)

    # We persist datasets on disk so as to solely have
    # `perf(1)` introspect the events for the core
    # of the computations: `kneighbors`.

    X_train_file = "X_train.npy"
    X_test_file = "X_test.npy"

    if os.path.exists(X_train_file):
        X_train = np.load(X_train_file)
    else:
        X_train = rng.rand(n_train, n_features)
        np.save(X_train_file, X_train)

    if os.path.exists(X_test_file):
        X_test = np.load(X_test_file)
    else:
        X_test = rng.rand(n_test, n_features)
        np.save(X_test_file, X_test)

    est = NearestNeighbors(n_neighbors=10, algorithm="brute").fit(X=X_train)

    # FastEuclideanPairwiseDistancesArgKmin will be used under the hood.
    est.kneighbors(X_test)

And the following call to perf-record(1)4:

perf record -e \
    cycles,\                         # Record CPU cycles
    mem_load_uops_retired.llc_miss,\ # Record L3 caches' misses
    mem_load_uops_retired.llc_hit \  # Record L3 caches' hits
    python kneighbors_perf.py

this dumps a binary perf.data file which can be explored using perf-report(1):

perf report --hierarchical \ # to be able to see overhead hierarchically
            --inline         # to annotate with callgraph addresses

On CPUs cycles

This is the report for the cycles events.

Samples: 543K of event 'cycles:u', Event count (approx.): 335205056539

-  100.00%        python                                                       
   -   68.07%        libopenblasp-r0.3.18.so                                   
          57.45%        [.] dgemm_kernel_SANDYBRIDGE                           
           4.51%        [.] dgemm_beta_SANDYBRIDGE                             
           3.33%        [.] dgemm_incopy_SANDYBRIDGE                           
           2.59%        [.] dgemm_oncopy_SANDYBRIDGE                           
           0.09%        [.] dgemm_tn                                           
           0.04%        [.] blas_thread_server                                 
           0.01%        [.] dgemm_                                             
           0.01%        [.] ddot_kernel_8                                      
           0.01%        [.] blas_memory_free                                   
           0.01%        [.] blas_memory_alloc                                  
           0.00%        [.] dgemm_small_matrix_permit_SANDYBRIDGE              
           0.00%        [.] dot_compute                                        
           0.00%        [.] ddot_k_SANDYBRIDGE                                 
           0.00%        [.] ddot_                                              
   -   22.17%        _pairwise_distances_reduction.cpython-39-x86_64-linux-gnu.
          22.16%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
           0.00%        [.] __pyx_memoryview_slice_memviewslice                
           0.00%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
           0.00%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
           0.00%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
           0.00%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
   -    9.25%        _heap.cpython-39-x86_64-linux-gnu.so                      
           9.24%        [.] __pyx_fuse_1__pyx_f_7sklearn_5utils_5_heap_heap_pus
           0.01%        [.] __pyx_fuse_1__pyx_f_7sklearn_5utils_5_heap_simultan
   +    0.20%        python3.9                                                 
   -    0.15%        libgomp.so.1.0.0                                          
           0.15%        [.] do_wait                                            
           0.00%        [.] gomp_barrier_wait_end                              
           0.00%        [.] gomp_thread_start                                  
           0.00%        [.] gomp_team_barrier_wait_end                         
           0.00%        [.] futex_wake                                         

Most of the CPUs cycles are spent in GEMM. The rest of them are mainly used to iterate on the chunks of the distance matrix, pushing values and indices on the max-heaps.

Note that the calls of the parallelisation using OpenMP via Cython and of the CPython interpreter comes with negligeable overhead.

Assuming most readers are curious and like getting into details, we can actually look at the kind of CPU instructions which are being used in dgemm_kernel_SANDYBRIDGE5, the critical region.

Samples: 543K of event 'cycles:u', 4000 Hz, Event count (approx.): 335205056539
dgemm_kernel_SANDYBRIDGE
  0.94         vmulpd       %ymm1,%ymm3,%ymm7
  0.50         vpermilpd    $0x5,%ymm2,%ymm3
  0.52         vaddpd       %ymm14,%ymm6,%ymm14
  1.11         vaddpd       %ymm12,%ymm7,%ymm12
  1.55         vmulpd       %ymm0,%ymm4,%ymm6
  0.25         vmulpd       %ymm0,%ymm5,%ymm7
  0.51         vmovapd      0xc0(%rdi),%ymm0
  1.81         vaddpd       %ymm11,%ymm6,%ymm11
  1.65         vaddpd       %ymm9,%ymm7,%ymm9
  0.71         vmulpd       %ymm1,%ymm4,%ymm6
  0.33         vmulpd       %ymm1,%ymm5,%ymm7
  0.77         vaddpd       %ymm10,%ymm6,%ymm10
  2.08         vaddpd       %ymm8,%ymm7,%ymm8
  0.86         vmovapd      0xe0(%rdi),%ymm1
  0.85         vmulpd       %ymm0,%ymm2,%ymm6
  0.85         vperm2f128   $0x3,%ymm2,%ymm2,%ymm4
  0.97         vmulpd       %ymm0,%ymm3,%ymm7
  0.85         vperm2f128   $0x3,%ymm3,%ymm3,%ymm5
  0.22         add          $0x100,%rdi
  0.38         vaddpd       %ymm15,%ymm6,%ymm15
  1.62         vaddpd       %ymm13,%ymm7,%ymm13
  1.12         prefetcht0   0x2c0(%rdi)
  0.23         vmulpd       %ymm1,%ymm2,%ymm6
  0.80         vmovapd      (%rsi),%ymm2

Most of the instructions there are SIMD instructions.

If the reader is interested in knowing how those instructions are used, they can have a look at OpenBLAS/kernel/x84_64/dgemm_kernel_4x8_sandy.S which comes which a setup of compilers’ macros to define the computations at a high-level in assembly.

On L3 cache hits and L3 cache misses

One can inspect the report of the mem_load_uops_retired.llc_miss events for L3 cache misses6:

Samples: 88  of event 'mem_load_uops_retired.llc_miss:u', Event count (approx.):
543K cycles:u                                                                  
-  100.00%        python                                                       
   -   82.95%        libopenblasp-r0.3.18.so                                   
          81.82%        [.] dgemm_incopy_SANDYBRIDGE                           
           1.14%        [.] dgemm_kernel_SANDYBRIDGE                           
   +    7.95%        [unknown]                                                 
   -    6.82%        _pairwise_distances_reduction.cpython-39-x86_64-linux-gnu.
           6.82%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
   +    2.27%        python3.9                                                 
                                                                               

One can inspect the report of the mem_load_uops_retired.llc_hit events for L3 cache hits:

Samples: 984  of event 'mem_load_uops_retired.llc_hit:u', Event count (approx.):
543K cycles:u                                                                  
-  100.00%        python                                                       
   -   66.26%        libopenblasp-r0.3.18.so                                   
          31.00%        [.] dgemm_kernel_SANDYBRIDGE                           
          19.21%        [.] dgemm_incopy_SANDYBRIDGE                           
          10.16%        [.] dgemm_oncopy_SANDYBRIDGE                           
           3.66%        [.] dgemm_tn                                           
           1.12%        [.] blas_memory_alloc                                  
           0.51%        [.] dgemm_                                             
           0.41%        [.] blas_memory_free                                   
           0.20%        [.] dgemm_beta_SANDYBRIDGE                             
   +   16.36%        [unknown]                                                 
   +    8.84%        python3.9                                                 
   -    5.08%        _pairwise_distances_reduction.cpython-39-x86_64-linux-gnu.
           4.98%        [.] __pyx_f_7sklearn_7metrics_29_pairwise_distances_red
           0.10%        [.] __pyx_memoryview_slice_memviewslice                
   +    1.83%        _heap.cpython-39-x86_64-linux-gnu.so                      
   +    0.71%        libpthread-2.28.so                                        
   +    0.30%        ld-2.28.so                                                
   +    0.30%        libc-2.28.so                                              
   +    0.20%        _cython_blas.cpython-39-x86_64-linux-gnu.so               

The L3 cache hits and misses happens exactly where we ought them to — that is in the critical region computing chunks of the distance matrix with GEMM.

In the critical region, one instruction out of ten7 is missing the L3 cache, showing that the data-structures used to compute the chunks of the distance matrix generally stay the L3 caches as intended8.

Conclusion

In what we just have covered:

  • The computations scale linearly with respect to the number of threads used, reaching theoretical limits.
  • The interactions with CPython interpreter are minimized.
  • The L3 caches are properly used.
  • SIMD instructions are effectively used in critical sections.

Hence, this shows that the parallel execution of the algorithm is efficient9.

32bit datasets pairs support for PairwiseDistancesReduction

Design

The implementation whose details have been covered hereinbefore only address the case of pair of 64bit datasets pairs. The support for to 32bit datasets pairs can be addressed using Tempita so as to expand the previous interfaces support for 64bit to 32bit10. The full design proposal and performance assessement is given in sklearn#22590.

Hardware scalability

The current experimentations show that the port of PairwiseDistancesArgKmin for 32bit datasets also has a good hardware scalability:

Hardware scalability of PairwiseDistancesReductionArgKmin on 32bit datasets

Its integration first necessitates adapting the test suite for 32bit datasets.

PairwiseDistancesRadiusNeighborhood: a concrete PairwiseDistancesReductions for radius-based querying

Design

The reductions for the radius neighborhood queries can efficiently be implemented using resizable buffers. In Cython, this can easily be implemented using std::vectors, with some adaptation to return them as numpy arrays safely. This has been implemented in sklearn#22320.

Hardware scalability

The implementation offer a better hardware scalability than the previous one:

Hardware scalability of PairwiseDistancesRadiusNeighborhood without mimalloc

Yet, this new implementation suffers from concurrent reallocation in threads, namely when vectors’ buffers are being reallocated when new elemented are pushed-back. This concurrent reallocation causes some drops in performance as calls to malloc(3) (used under the hood for reallocations of std::vectors buffers) lock by default in the compilers’ standard libraries’ implementations11.

A simple alleviation for this is to use another implementation of malloc(3) such as mimalloc‘s12, which limits race conditions in threads and thus improve the hardware scalability:

Hardware scalability of PairwiseDistancesRadiusNeighborhood with mimalloc

Further work: some food for thoughts

Further work would treat the last requirements:

  • Support for the last fused \(\{\text{sparse}, \text{dense}\}^2\) datasets pairs, i.e.:
    • sparse \(\mathbf{X}\) and dense \(\mathbf{Y}\)
    • dense \(\mathbf{X}\) and sparse \(\mathbf{Y}\)
    • sparse \(\mathbf{X}\) and sparse \(\mathbf{Y}\)
  • Implement other reductions (aggregation for \(k\)-nn based estimators’ predictions, etc.)

The first point can be addressed by implementing new DatasetsPairs in addition to the current DenseDenseDatasetsPair and by extending DistanceMetric methods. As distance metrics are commutative, only one of the dense-sparse case or the sparse-dense case can be implemented: without loss of generality, we can define SparseDenseDatasetsPair entirely and have DenseSparseDatasetsPair be defined solely by having it wrap a SparseDenseDatasetsPair instance.

Finally, many things can be imagined for the second point. Some other and similar patterns using Gram matrices of positive definite kernels13 instead of distances matrices exist and could be optimised.


Notes

  1. Gene M. Amdahl. 1967. Validity of the single processor approach to achieving large scale computing capabilities. In Proceedings of the April 18-20, 1967, spring joint computer conference (AFIPS ‘67 (Spring)). Association for Computing Machinery, New York, NY, USA, 483–485. DOI: https://doi.org/10.1145/1465482.1465560
  2. If you are using another OS, perf(1) won’t be usable. Still, you should be able to perform similar inspections using dtrace.
  3. The CPUs used are: Intel(R) Xeon(R) CPU E5-2660 v2 @ 2.20GHz
  4. You might need to adapt the events because they change from one architecture to another. See perf-list(1).
  5. Unmangling dgemm_kernel_SANDYBRIDGE: this is the core (kernel) of the float64/double (d) implementation of GEMM for the Sandy Bridge architecture.
  6. "llc" in "llc_miss" stands for “last level cache”, which on most architectures is the L3 — i.e. third level — cache.
  7. This is a rough estimation based on the number of sampled events, namely 984 for L3 cache hits and 88 for L3 caches misses.
  8. For maximum performance, one can adapt \(\text{chunk_size}\) for the L3 cache size of the machine they use. This can be done changing the pairwise_dist_chunk_size option with sklearn.set_config.
  9. If this can be made more efficient, feel free to propose in another dedicated PR!
  10. Cython does not support templating but Tempita allows treating most cases needing it.
  11. This is for instance the case in malloc_state, one of the main C structures in the implementation of malloc(3) in glibc.
  12. For more information, see this gist.
  13. Hofmann, Thomas and Schölkopf, Bernhard and Smola, Alexander J., Kernel methods in machine learning. DOI: http://dx.doi.org/10.1214/009053607000000677