ray/doc/source/using-ray-with-tensorflow.md

Using Ray with TensorFlow

This document describes best practices for using Ray with TensorFlow. If you are training a deep network in the distributed setting, you may need to ship your deep network between processes (or machines). For example, you may update your model on one machine and then use that model to compute a gradient on another machine. However, shipping the model is not always straightforward.

For example, a straightforward attempt to pickle a TensorFlow graph gives mixed results. Some examples fail, and some succeed (but produce very large strings). The results are similar with other pickling libraries as well.

Furthermore, creating a TensorFlow graph can take tens of seconds, and so serializing a graph and recreating it in another process will be inefficient. The better solution is to create the same TensorFlow graph on each worker once at the beginning and then to ship only the weights between the workers.

Suppose we have a simple network definition (this one is modified from the TensorFlow documentation).

import tensorflow as tf
import numpy as np

x_data = tf.placeholder(tf.float32, shape=[100])
y_data = tf.placeholder(tf.float32, shape=[100])

w = tf.Variable(tf.random_uniform([1], -1.0, 1.0))
b = tf.Variable(tf.zeros([1]))
y = w * x_data + b

loss = tf.reduce_mean(tf.square(y - y_data))
optimizer = tf.train.GradientDescentOptimizer(0.5)
grads = optimizer.compute_gradients(loss)
train = optimizer.apply_gradients(grads)

init = tf.global_variables_initializer()
sess = tf.Session()

To extract the weights and set the weights, you can use the following helper method.

import ray
variables = ray.experimental.TensorFlowVariables(loss, sess)

The TensorFlowVariables object provides methods for getting and setting the weights as well as collecting all of the variables in the model.

Now we can use these methods to extract the weights, and place them back in the network as follows.

# First initialize the weights.
sess.run(init)
# Get the weights
weights = variables.get_weights()  # Returns a dictionary of numpy arrays
# Set the weights
variables.set_weights(weights)

Note: If we were to set the weights using the assign method like below, each call to assign would add a node to the graph, and the graph would grow unmanageably large over time.

w.assign(np.zeros(1))  # This adds a node to the graph every time you call it.
b.assign(np.zeros(1))  # This adds a node to the graph every time you call it.

Complete Example

Putting this all together, we would first create the graph on each worker using environment variables. Within the environment variables, we would use the get_weights and set_weights methods of the TensorFlowVariables class. We would then use those methods to ship the weights (as a dictionary of variable names mapping to tensorflow tensors) between the processes without shipping the actual TensorFlow graphs, which are much more complex Python objects. Note that to avoid namespace collision with already created variables on the workers, we use a separate graph for each network.

import tensorflow as tf
import numpy as np
import ray

ray.init(num_workers=5)

BATCH_SIZE = 100
NUM_BATCHES = 1
NUM_ITERS = 201

def net_vars_initializer():
  # Use a separate graph for each network.
  with tf.Graph().as_default():
    # Seed TensorFlow to make the script deterministic.
    tf.set_random_seed(0)
    # Define the inputs.
    x_data = tf.placeholder(tf.float32, shape=[BATCH_SIZE])
    y_data = tf.placeholder(tf.float32, shape=[BATCH_SIZE])
    # Define the weights and computation.
    w = tf.Variable(tf.random_uniform([1], -1.0, 1.0))
    b = tf.Variable(tf.zeros([1]))
    y = w * x_data + b
    # Define the loss.
    loss = tf.reduce_mean(tf.square(y - y_data))
    optimizer = tf.train.GradientDescentOptimizer(0.5)
    grads = optimizer.compute_gradients(loss)
    train = optimizer.apply_gradients(grads)
    # Define the weight initializer and session.
    init = tf.global_variables_initializer()
    sess = tf.Session()
    # Additional code for setting and getting the weights
    variables = ray.experimental.TensorFlowVariables(loss, sess)
    # Return all of the data needed to use the network.
  return variables, sess, grads, train, loss, x_data, y_data, init

def net_vars_reinitializer(net_vars):
  return net_vars

# Define an environment variable for the network variables.
ray.env.net_vars = ray.EnvironmentVariable(net_vars_initializer, net_vars_reinitializer)

# Define a remote function that trains the network for one step and returns the
# new weights.
@ray.remote
def step(weights, x, y):
  variables, sess, _, train, _, x_data, y_data, _ = ray.env.net_vars
  # Set the weights in the network.
  variables.set_weights(weights)
  # Do one step of training.
  sess.run(train, feed_dict={x_data: x, y_data: y})
  # Return the new weights.
  return variables.get_weights()

variables, sess, _, train, loss, x_data, y_data, init = ray.env.net_vars
# Initialize the network weights.
sess.run(init)
# Get the weights as a dictionary of numpy arrays.
weights = variables.get_weights()

# Define a remote function for generating fake data.
@ray.remote(num_return_vals=2)
def generate_fake_x_y_data(num_data, seed=0):
  # Seed numpy to make the script deterministic.
  np.random.seed(seed)
  x = np.random.rand(num_data)
  y = x * 0.1 + 0.3
  return x, y

# Generate some training data.
batch_ids = [generate_fake_x_y_data.remote(BATCH_SIZE, seed=i) for i in range(NUM_BATCHES)]
x_ids = [x_id for x_id, y_id in batch_ids]
y_ids = [y_id for x_id, y_id in batch_ids]
# Generate some test data.
x_test, y_test = ray.get(generate_fake_x_y_data.remote(BATCH_SIZE, seed=NUM_BATCHES))

# Do some steps of training.
for iteration in range(NUM_ITERS):
  # Put the weights in the object store. This is optional. We could instead pass
  # the variable weights directly into step.remote, in which case it would be
  # placed in the object store under the hood. However, in that case multiple
  # copies of the weights would be put in the object store, so this approach is
  # more efficient.
  weights_id = ray.put(weights)
  # Call the remote function multiple times in parallel.
  new_weights_ids = [step.remote(weights_id, x_ids[i], y_ids[i]) for i in range(NUM_BATCHES)]
  # Get all of the weights.
  new_weights_list = ray.get(new_weights_ids)
  # Add up all the different weights. Each element of new_weights_list is a dict
  # of weights, and we want to add up these dicts component wise using the keys
  # of the first dict.
  weights = {variable: sum(weight_dict[variable] for weight_dict in new_weights_list) / NUM_BATCHES for variable in new_weights_list[0]}
  # Print the current weights. They should converge to roughly to the values 0.1
  # and 0.3 used in generate_fake_x_y_data.
  if iteration % 20 == 0:
    print("Iteration {}: weights are {}".format(iteration, weights))

How to Train in Parallel using Ray

In some cases, you may want to do data-parallel training on your network. We use the network above to illustrate how to do this in Ray. The only differences are in the remote function step and the driver code.

In the function step, we run the grad operation rather than the train operation to get the gradients. Since Tensorflow pairs the gradients with the variables in a tuple, we extract the gradients to avoid needless computation.

Extracting numerical gradients

Code like the following can be used in a remote function to compute numerical gradients.

x_values = [1] * 100
y_values = [2] * 100
numerical_grads = sess.run([grad[0] for grad in grads], feed_dict={x_data: x_values, y_data: y_values})

Using the returned gradients to train the network

By pairing the symbolic gradients with the numerical gradients in a feed_dict, we can update the network.

# We can feed the gradient values in using the associated symbolic gradient
# operation defined in tensorflow.
feed_dict = {grad[0]: numerical_grad for (grad, numerical_grad) in zip(grads, numerical_grads)}
sess.run(train, feed_dict=feed_dict)

You can then run variables.get_weights() to see the updated weights of the network.

For reference, the full code is below:

import tensorflow as tf
import numpy as np
import ray

ray.init(num_workers=5)

BATCH_SIZE = 100
NUM_BATCHES = 1
NUM_ITERS = 201

def net_vars_initializer():
  # Use a separate graph for each network.
  with tf.Graph().as_default():
    # Seed TensorFlow to make the script deterministic.
    tf.set_random_seed(0)
    # Define the inputs.
    x_data = tf.placeholder(tf.float32, shape=[BATCH_SIZE])
    y_data = tf.placeholder(tf.float32, shape=[BATCH_SIZE])
    # Define the weights and computation.
    w = tf.Variable(tf.random_uniform([1], -1.0, 1.0))
    b = tf.Variable(tf.zeros([1]))
    y = w * x_data + b
    # Define the loss.
    loss = tf.reduce_mean(tf.square(y - y_data))
    optimizer = tf.train.GradientDescentOptimizer(0.5)
    grads = optimizer.compute_gradients(loss)
    train = optimizer.apply_gradients(grads)

    # Define the weight initializer and session.
    init = tf.global_variables_initializer()
    sess = tf.Session()
    # Additional code for setting and getting the weights
    variables = ray.experimental.TensorFlowVariables(loss, sess)
    # Return all of the data needed to use the network.
  return variables, sess, grads, train, loss, x_data, y_data, init

def net_vars_reinitializer(net_vars):
  return net_vars

# Define an environment variable for the network variables.
ray.env.net_vars = ray.EnvironmentVariable(net_vars_initializer, net_vars_reinitializer)

# Define a remote function that trains the network for one step and returns the
# new weights.
@ray.remote
def step(weights, x, y):
  variables, sess, grads, _, _, x_data, y_data, _ = ray.env.net_vars
  # Set the weights in the network.
  variables.set_weights(weights)
  # Do one step of training. We only need the actual gradients so we filter over the list.
  actual_grads = sess.run([grad[0] for grad in grads], feed_dict={x_data: x, y_data: y})
  return actual_grads


variables, sess, grads, train, loss, x_data, y_data, init = ray.env.net_vars
# Initialize the network weights.
sess.run(init)
# Get the weights as a dictionary of numpy arrays.
weights = variables.get_weights()

# Define a remote function for generating fake data.
@ray.remote(num_return_vals=2)
def generate_fake_x_y_data(num_data, seed=0):
  # Seed numpy to make the script deterministic.
  np.random.seed(seed)
  x = np.random.rand(num_data)
  y = x * 0.1 + 0.3
  return x, y

# Generate some training data.
batch_ids = [generate_fake_x_y_data.remote(BATCH_SIZE, seed=i) for i in range(NUM_BATCHES)]
x_ids = [x_id for x_id, y_id in batch_ids]
y_ids = [y_id for x_id, y_id in batch_ids]
# Generate some test data.
x_test, y_test = ray.get(generate_fake_x_y_data.remote(BATCH_SIZE, seed=NUM_BATCHES))


# Do some steps of training.
for iteration in range(NUM_ITERS):
  # Put the weights in the object store. This is optional. We could instead pass
  # the variable weights directly into step.remote, in which case it would be
  # placed in the object store under the hood. However, in that case multiple
  # copies of the weights would be put in the object store, so this approach is
  # more efficient.
  weights_id = ray.put(weights)
  # Call the remote function multiple times in parallel.
  gradients_ids = [step.remote(weights_id, x_ids[i], y_ids[i]) for i in range(NUM_BATCHES)]
  # Get all of the weights.
  gradients_list = ray.get(gradients_ids)

  # Take the mean of the different gradients. Each element of gradients_list is a list
  # of gradients, and we want to take the mean of each one.
  mean_grads = [sum([gradients[i] for gradients in gradients_list]) / len(gradients_list) for i in range(len(gradients_list[0]))]

  feed_dict = {grad[0]: mean_grad for (grad, mean_grad) in zip(grads, mean_grads)}
  sess.run(train, feed_dict=feed_dict)
  weights = variables.get_weights()

  # Print the current weights. They should converge to roughly to the values 0.1
  # and 0.3 used in generate_fake_x_y_data.
  if iteration % 20 == 0:
    print("Iteration {}: weights are {}".format(iteration, weights))