ONNX Inference on Spark

In this example, you train a LightGBM model and convert the model to ONNX format. Once converted, you use the model to infer some testing data on Spark.

This example uses the following Python packages and versions:

• onnxmltools==1.7.0
• lightgbm==3.2.1

Load the example data

To load the example data, add the following code examples to cells in your notebook and then run the cells:

%pip install lightgbm onnxmltools==1.7.0

df = (
    spark.read.format("csv")
    .option("header", True)
    .option("inferSchema", True)
    .load(
        "wasbs://publicwasb@mmlspark.blob.core.windows.net/company_bankruptcy_prediction_data.csv"
    )
)

display(df)

The output should look similar to the following table, though the values and number of rows may differ:

Interest Coverage Ratio	Net Income Flag	Equity to Liability
0.5641	1.0	0.0165
0.5702	1.0	0.0208
0.5673	1.0	0.0165

Use LightGBM to train a model

from pyspark.ml.feature import VectorAssembler
from synapse.ml.lightgbm import LightGBMClassifier

feature_cols = df.columns[1:]
featurizer = VectorAssembler(inputCols=feature_cols, outputCol="features")

train_data = featurizer.transform(df)["Bankrupt?", "features"]

model = (
    LightGBMClassifier(featuresCol="features", labelCol="Bankrupt?")
    .setEarlyStoppingRound(300)
    .setLambdaL1(0.5)
    .setNumIterations(1000)
    .setNumThreads(-1)
    .setMaxDeltaStep(0.5)
    .setNumLeaves(31)
    .setMaxDepth(-1)
    .setBaggingFraction(0.7)
    .setFeatureFraction(0.7)
    .setBaggingFreq(2)
    .setObjective("binary")
    .setIsUnbalance(True)
    .setMinSumHessianInLeaf(20)
    .setMinGainToSplit(0.01)
)

model = model.fit(train_data)

Convert the model to ONNX format

The following code exports the trained model to a LightGBM booster and then converts it to ONNX format:

from synapse.ml.core.platform import running_on_binder

if running_on_binder():
    from IPython import get_ipython

import lightgbm as lgb
from lightgbm import Booster, LGBMClassifier


def convertModel(lgbm_model: LGBMClassifier or Booster, input_size: int) -> bytes:
    from onnxmltools.convert import convert_lightgbm
    from onnxconverter_common.data_types import FloatTensorType

    initial_types = [("input", FloatTensorType([-1, input_size]))]
    onnx_model = convert_lightgbm(
        lgbm_model, initial_types=initial_types, target_opset=9
    )
    return onnx_model.SerializeToString()


booster_model_str = model.getLightGBMBooster().modelStr().get()
booster = lgb.Booster(model_str=booster_model_str)
model_payload_ml = convertModel(booster, len(feature_cols))

After conversion, load the ONNX payload into an ONNXModel and inspect the model inputs and outputs:

from synapse.ml.onnx import ONNXModel

onnx_ml = ONNXModel().setModelPayload(model_payload_ml)

print("Model inputs:" + str(onnx_ml.getModelInputs()))
print("Model outputs:" + str(onnx_ml.getModelOutputs()))

Map the model input to the input dataframe's column name (FeedDict), and map the output dataframe's column names to the model outputs (FetchDict).

onnx_ml = (
    onnx_ml.setDeviceType("CPU")
    .setFeedDict({"input": "features"})
    .setFetchDict({"probability": "probabilities", "prediction": "label"})
    .setMiniBatchSize(5000)
)

Use the model for inference

To perform inference with the model, the following code creates testing data and transforms the data through the ONNX model.

from pyspark.ml.feature import VectorAssembler
import pandas as pd
import numpy as np

n = 1000 * 1000
m = 95
test = np.random.rand(n, m)
testPdf = pd.DataFrame(test)
cols = list(map(str, testPdf.columns))
testDf = spark.createDataFrame(testPdf)
testDf = testDf.union(testDf).repartition(200)
testDf = (
    VectorAssembler()
    .setInputCols(cols)
    .setOutputCol("features")
    .transform(testDf)
    .drop(*cols)
    .cache()
)

display(onnx_ml.transform(testDf))

The output should look similar to the following table, though the values and number of rows may differ:

Index	Features	Prediction	Probability
1	"{"type":1,"values":[0.105...	0	"{"0":0.835...
2	"{"type":1,"values":[0.814...	0	"{"0":0.658...