Intel® Extension for Scikit-learn Lasso Regression for YearPredictionMSD dataset

from timeit import default_timer as timer
from sklearn import metrics
from sklearn.model_selection import train_test_split
import pandas as pd
import numpy as np
import requests
import warnings
import os
from IPython.display import HTML

warnings.filterwarnings("ignore")

Download the data

dataset_dir = "data"
dataset_name = "year_prediction_msd"
url = "https://archive.ics.uci.edu/ml/machine-learning-databases/00203/YearPredictionMSD.txt.zip"

os.makedirs(dataset_dir, exist_ok=True)
local_url = os.path.join(dataset_dir, os.path.basename(url))

if not os.path.isfile(local_url):
    response = requests.get(url, stream=True)
    with open(local_url, "wb+") as file:
        for data in response.iter_content(8192):
            file.write(data)

year = pd.read_csv(local_url, header=None)
x = year.iloc[:, 1:].to_numpy(dtype=np.float32)
y = year.iloc[:, 0].to_numpy(dtype=np.float32)

Split the data into train and test sets

x_train, x_test, y_train, y_test = train_test_split(x, y, test_size=0.1, random_state=0)
x_train.shape, x_test.shape, y_train.shape, y_test.shape

((463810, 90), (51535, 90), (463810,), (51535,))

Normalize the data

from sklearn.preprocessing import MinMaxScaler, StandardScaler

scaler_x = MinMaxScaler()
scaler_y = StandardScaler()

scaler_x.fit(x_train)
x_train = scaler_x.transform(x_train)
x_test = scaler_x.transform(x_test)

scaler_y.fit(y_train.reshape(-1, 1))
y_train = scaler_y.transform(y_train.reshape(-1, 1)).ravel()
y_test = scaler_y.transform(y_test.reshape(-1, 1)).ravel()

Patch original Scikit-learn with Intel® Extension for Scikit-learn

Intel® Extension for Scikit-learn (previously known as daal4py) contains drop-in replacement functionality for the stock Scikit-learn package. You can take advantage of the performance optimizations of Intel® Extension for Scikit-learn by adding just two lines of code before the usual Scikit-learn imports:

from sklearnex import patch_sklearn

patch_sklearn()

Intel(R) Extension for Scikit-learn* enabled (https://github.com/intel/scikit-learn-intelex)

Intel® Extension for Scikit-learn patching affects performance of specific Scikit-learn functionality. Refer to the list of supported algorithms and parameters for details. In cases when unsupported parameters are used, the package fallbacks into original Scikit-learn. If the patching does not cover your scenarios, submit an issue on GitHub.

Training of the Lasso algorithm with Intel® Extension for Scikit-learn for YearPredictionMSD dataset

from sklearn.linear_model import Lasso

params = {
    "alpha": 0.01,
    "fit_intercept": False,
    "random_state": 0,
    "copy_X": False,
}
start = timer()
model = Lasso(**params).fit(x_train, y_train)
train_patched = timer() - start
f"Intel® extension for Scikit-learn time: {train_patched:.2f} s"

'Intel® extension for Scikit-learn time: 0.06 s'

Predict and get a result of the Lasso algorithm with Intel® Extension for Scikit-learn

y_predict = model.predict(x_test)
mse_metric_opt = metrics.mean_squared_error(y_test, y_predict)
f"Patched Scikit-learn MSE: {mse_metric_opt}"

'Patched Scikit-learn MSE: 0.9676607251167297'

Train the same algorithm with original Scikit-learn

In order to cancel optimizations, we use unpatch_sklearn and reimport the class Lasso

from sklearnex import unpatch_sklearn

unpatch_sklearn()

Training of the Lasso algorithm with original Scikit-learn library for YearPredictionMSD dataset

from sklearn.linear_model import Lasso

start = timer()
model = Lasso(**params).fit(x_train, y_train)
train_unpatched = timer() - start
f"Original Scikit-learn time: {train_unpatched:.2f} s"

'Original Scikit-learn time: 0.83 s'

Predict and get a result of the Lasso algorithm with original Scikit-learn

y_predict = model.predict(x_test)
mse_metric_original = metrics.mean_squared_error(y_test, y_predict)
f"Original Scikit-learn MSE: {mse_metric_original}"

'Original Scikit-learn MSE: 0.9676599502563477'

HTML(
    f"<h3>Compare MSE metric of patched Scikit-learn and original</h3>"
    f"MSE metric of patched Scikit-learn: {mse_metric_opt} <br>"
    f"MSE metric of unpatched Scikit-learn: {mse_metric_original} <br>"
    f"Metrics ratio: {mse_metric_opt/mse_metric_original} <br>"
    f"<h3>With Scikit-learn-intelex patching you can:</h3>"
    f"<ul>"
    f"<li>Use your Scikit-learn code for training and prediction with minimal changes (a couple of lines of code);</li>"
    f"<li>Fast execution training and prediction of Scikit-learn models;</li>"
    f"<li>Get the similar quality</li>"
    f"<li>Get speedup in <strong>{(train_unpatched/train_patched):.1f}</strong> times.</li>"
    f"</ul>"
)

Compare MSE metric of patched Scikit-learn and original

MSE metric of patched Scikit-learn: 0.9676607251167297
MSE metric of unpatched Scikit-learn: 0.9676599502563477
Metrics ratio: 1.0000008344650269

With Scikit-learn-intelex patching you can:

• Use your Scikit-learn code for training and prediction with minimal changes (a couple of lines of code);
• Fast execution training and prediction of Scikit-learn models;
• Get the similar quality
• Get speedup in 13.7 times.