Using Torch Models with GPUs and TPUs¶
This section was written for Darts 0.17.0 and later.
We assume that you already know about Torch Forecasting Models in Darts. If you’re new to the topic we recommend you to read the guide on Torch Forecasting Models first. This guide also contains a section about performance recommendations, which we recommend reading first. Finally, here is also an Recurrent Neural Network (RNN) Model example, on which this section is going to be based on.
Use CPU¶
By default all models will run on CPU. As shown in the RNN example above, we’ll import the Air Passenger dataset, as well as other necessary modules.
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from darts.dataprocessing.transformers import Scaler
from darts.models import RNNModel
from darts.metrics import mape
from darts.datasets import AirPassengersDataset
Now we read and scale the data like this:
# Read data:
series = AirPassengersDataset().load()
series = series.astype(np.float32)
# Create training and validation sets:
train, val = series.split_after(pd.Timestamp("19590101"))
# Normalize the time series (note: we avoid fitting the transformer on the validation set)
transformer = Scaler()
train_transformed = transformer.fit_transform(train)
val_transformed = transformer.transform(val)
series_transformed = transformer.transform(series)
Next we will create our RNN like this:
my_model = RNNModel(
model="RNN",
hidden_dim=20,
dropout=0,
batch_size=16,
n_epochs=300,
optimizer_kwargs={"lr": 1e-3},
model_name="Air_RNN",
log_tensorboard=True,
random_state=42,
training_length=20,
input_chunk_length=14,
force_reset=True,
)
and fit it to the data:
my_model.fit(train_transformed, val_series=val_transformed)
where in the output we can see that no other processing unit is used to train our model:
GPU available: False, used: False
TPU available: False, using: 0 TPU cores
IPU available: False, using: 0 IPUs
| Name | Type | Params
--------------------------------------
0 | criterion | MSELoss | 0
1 | rnn | RNN | 460
2 | V | Linear | 21
--------------------------------------
481 Trainable params
0 Non-trainable params
481 Total params
0.004 Total estimated model params size (MB)
Epoch 299: 100% 8/8 [00:00<00:00, 42.49it/s, loss=0.00285, v_num=logs]
<darts.models.forecasting.rnn_model.RNNModel at 0x7fc75901cb10>
Now the model is ready to start predicting, which won’t be shown here since it’s included in the example linked in the start of this guide.
Use a GPU¶
GPUs can dramatically improve the performance of your model in terms of processing time. By using an Accelerator in the Pytorch Lightning Trainer, we can enjoy the benefits of a GPU. We only need to instruct our model to use our machine’s GPU through PyTorch Lightning Trainer parameters, which are expressed as the pl_trainer_kwargs dictionary, like this:
my_model = RNNModel(
model="RNN",
...
force_reset=True,
pl_trainer_kwargs={
"accelerator": "gpu",
"devices": [0]
},
)
which now outputs:
GPU available: True, used: True
TPU available: False, using: 0 TPU cores
IPU available: False, using: 0 IPUs
LOCAL_RANK: 0 - CUDA_VISIBLE_DEVICES: [0]
| Name | Type | Params
--------------------------------------
0 | criterion | MSELoss | 0
1 | rnn | RNN | 460
2 | V | Linear | 21
--------------------------------------
481 Trainable params
0 Non-trainable params
481 Total params
0.004 Total estimated model params size (MB)
Epoch 299: 100% 8/8 [00:00<00:00, 39.81it/s, loss=0.00285, v_num=logs]
<darts.models.forecasting.rnn_model.RNNModel at 0x7ff1b5e4d4d0>
From the output we can see that the GPU is both available and used. The rest of the code doesn’t require any change, i.e. it’s irrelevant if we are using a GPU or CPU.
Multi GPU support¶
Darts utilizes Lightning’s multi GPU capabilities to be able to capitalize on scalable hardware.
Multiple parallelization strategies exist for multiple GPU training, which - because of different strategies for multiprocessing and data handling - interact strongly with the execution environment.
Currently in Darts the ddp_spawn distribution strategy is tested.
As per the description of the Lightning documentation has some noteworthy limitations, eg. it can not run in:
Jupyter Notebook, Google COLAB, Kaggle, etc.
In case you have a nested script without a root package
This in practice means, that execution has to happen in a separate .py script, that has the following general context around the code executing the training:
import torch
if __name__ == '__main__':
torch.multiprocessing.freeze_support()
The main pattern is necessary (see this) even when your execution does not happen in a windows environment.
Beyond this, no other major modification to your models is necessary other than allowing multi GPU training in the pl_trainer_args for example like
pl_trainer_kwargs = {"accelerator": "gpu", "devices": -1, "auto_select_gpus": True}
This method automatically selects all available GPUs for training. Manual setting of the number of devices is also possible.
The ddp family of strategies creates indiviual subprocesses for each GPU, so contents of the memory (notably the Dataloder) gets copied over. Thus, as per the description of lightning docs caution is advised in setting the Dataloader(num_workers=N) too high, since according to it:
“Dataloader(num_workers=N), where N is large, bottlenecks training with DDP… ie: it will be VERY slow or won’t work at all. This is a PyTorch limitation.”
Usage of other distribution strategies with Darts currently might very well work, but are yet untested and subject to individual setup / experimentation.
Use a TPU¶
Tensor Processing Unit (TPU) is an AI accelerator application-specific integrated circuit (ASIC) developed by Google specifically for neural network machine learning.
There are three main ways to get access to a TPU:
Google Colab
Google Cloud (GCP)
Kaggle
If you are using a TPU in the Google Colab kind of notebook, then you should first install these:
!pip install cloud-tpu-client==0.10 https://storage.googleapis.com/tpu-pytorch/wheels/torch_xla-1.9-cp37-cp37m-linux_x86_64.whl
!pip install torch==1.9.0+cu111 torchvision==0.10.0+cu111 torchtext==0.10.0 -f https://download.pytorch.org/whl/cu111/torch_stable.html
!pip install pyyaml==5.4.1
and then instruct our model to use a TPU or more. In our example we are using four TPUs, like this:
my_model = RNNModel(
model="RNN",
...
force_reset=True,
pl_trainer_kwargs={
"accelerator": "tpu",
"tpu_cores": [4]
},
)
which outputs:
WARNING:root:TPU has started up successfully with version pytorch-1.9
GPU available: False, used: False
TPU available: True, using: [4] TPU cores
IPU available: False, using: 0 IPUs
| Name | Type | Params
--------------------------------------
0 | criterion | MSELoss | 0
1 | rnn | RNN | 460
2 | V | Linear | 21
--------------------------------------
481 Trainable params
0 Non-trainable params
481 Total params
0.002 Total estimated model params size (MB)
Epoch 299: 100% 8/8 [00:00<00:00, 8.52it/s, loss=0.00285, v_num=logs]
<darts.models.forecasting.rnn_model.RNNModel at 0x7ff1b5e4d4d0>
From the output we can see that our model is using 4 TPUs.