Introduction to a numpy API for ONNX: FunctionTransformer#

Links: notebook, html, PDF, python, slides, GitHub

This notebook shows how to write python functions similar functions as numpy offers and get a function which can be converted into ONNX.

from jyquickhelper import add_notebook_menu
add_notebook_menu()

A pipeline with FunctionTransformer
Use ONNX instead of numpy
Slightly more complex functions with a FunctionTransformer
Function transformer with FFT

%load_ext mlprodict

A pipeline with FunctionTransformer #

from sklearn.datasets import load_iris
from sklearn.model_selection import train_test_split
data = load_iris()
X, y = data.data, data.target
X_train, X_test, y_train, y_test = train_test_split(X, y)

import numpy
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import FunctionTransformer, StandardScaler
from sklearn.linear_model import LogisticRegression

pipe = make_pipeline(
            FunctionTransformer(numpy.log),
            StandardScaler(),
            LogisticRegression())
pipe.fit(X_train, y_train)

Pipeline(steps=[('functiontransformer',
                 FunctionTransformer(func=<ufunc 'log'>)),
                ('standardscaler', StandardScaler()),
                ('logisticregression', LogisticRegression())])

Let’s convert it into ONNX.

from mlprodict.onnx_conv import to_onnx
try:
    onx = to_onnx(pipe, X_train.astype(numpy.float64))
except (RuntimeError, TypeError) as e:
    print(e)

FunctionTransformer is not supported unless the transform function is None (= identity). You may raise an issue at https://github.com/onnx/sklearn-onnx/issues.

Use ONNX instead of numpy #

The pipeline cannot be converter because the converter does not know how to convert the function (numpy.log) held by FunctionTransformer into ONNX. One way to avoid that is to replace it by a function log defined with ONNX operators and executed with an ONNX runtime.

import mlprodict.npy.numpy_onnx_pyrt as npnxrt

pipe = make_pipeline(
            FunctionTransformer(npnxrt.log),
            StandardScaler(),
            LogisticRegression())
pipe.fit(X_train, y_train)

Pipeline(steps=[('functiontransformer',
                 FunctionTransformer(func=<mlprodict.npy.onnx_numpy_wrapper.onnxnumpy_nb_log_None_None object at 0x000002B02D5D7550>)),
                ('standardscaler', StandardScaler()),
                ('logisticregression', LogisticRegression())])

onx = to_onnx(pipe, X_train.astype(numpy.float64), rewrite_ops=True)

C:Python395_x64libsite-packagesxgboostcompat.py:36: FutureWarning: pandas.Int64Index is deprecated and will be removed from pandas in a future version. Use pandas.Index with the appropriate dtype instead.
  from pandas import MultiIndex, Int64Index

%onnxview onx

The operator Log is belongs to the graph. There is some overhead by using this function on small matrices. The gap is much less on big matrices.

%timeit numpy.log(X_train)

3.86 µs ± 177 ns per loop (mean ± std. dev. of 7 runs, 100,000 loops each)

%timeit npnxrt.log(X_train)

22.5 µs ± 1.66 µs per loop (mean ± std. dev. of 7 runs, 10,000 loops each)

Slightly more complex functions with a FunctionTransformer #

What about more complex functions? It is a bit more complicated too. The previous syntax does not work.

def custom_fct(x):
    return npnxrt.log(x + 1)

pipe = make_pipeline(
            FunctionTransformer(custom_fct),
            StandardScaler(),
            LogisticRegression())
pipe.fit(X_train, y_train)

Pipeline(steps=[('functiontransformer',
                 FunctionTransformer(func=<function custom_fct at 0x000002B02E5B24C0>)),
                ('standardscaler', StandardScaler()),
                ('logisticregression', LogisticRegression())])

try:
    onx = to_onnx(pipe, X_train.astype(numpy.float64), rewrite_ops=True)
except TypeError as e:
    print(e)

FunctionTransformer is not supported unless the transform function is of type <class 'function'> wrapped with onnxnumpy.

The syntax is different.

from typing import Any
from mlprodict.npy import onnxnumpy_default, NDArray
import mlprodict.npy.numpy_onnx_impl as npnx

@onnxnumpy_default
def custom_fct(x: NDArray[(None, None), numpy.float64]) -> NDArray[(None, None), numpy.float64]:
    return npnx.log(x + numpy.float64(1))

pipe = make_pipeline(
            FunctionTransformer(custom_fct),
            StandardScaler(),
            LogisticRegression())
pipe.fit(X_train, y_train)

Pipeline(steps=[('functiontransformer',
                 FunctionTransformer(func=<mlprodict.npy.onnx_numpy_wrapper.onnxnumpy_custom_fct_None_None object at 0x000002B02E63F6D0>)),
                ('standardscaler', StandardScaler()),
                ('logisticregression', LogisticRegression())])

onx = to_onnx(pipe, X_train.astype(numpy.float64), rewrite_ops=True)
%onnxview onx

Let’s compare the time to numpy.

def custom_numpy_fct(x):
    return numpy.log(x + numpy.float64(1))

%timeit custom_numpy_fct(X_train)

5.43 µs ± 99.3 ns per loop (mean ± std. dev. of 7 runs, 100,000 loops each)

%timeit custom_fct(X_train)

25 µs ± 1.13 µs per loop (mean ± std. dev. of 7 runs, 10,000 loops each)

The new function is slower but the gap is much less on bigger matrices. The default ONNX runtime has a significant cost compare to the cost of a couple of operations on small matrices.

bigx = numpy.random.rand(10000, X_train.shape[1])
%timeit custom_numpy_fct(bigx)

351 µs ± 41.4 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)

%timeit custom_fct(bigx)

334 µs ± 2.63 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)

Function transformer with FFT #

The following function is equivalent to the module of the output of a FFT transform. The matrix $M_{kn}$ is defined by $M_{kn}=(\exp(-2i\pi kn/N))_{kn}$ . Complex features are then obtained by computing $MX$ . Taking the module leads to real features: $\sqrt{Re(MX)^2 + Im(MX)^2}$ . That’s what the following function does.

numpy implementation #

def custom_fft_abs_py(x):
    "onnx fft + abs python"
    # see https://jakevdp.github.io/blog/
    # 2013/08/28/understanding-the-fft/
    dim = x.shape[1]
    n = numpy.arange(dim)
    k = n.reshape((-1, 1)).astype(numpy.float64)
    kn = k * n * (-numpy.pi * 2 / dim)
    kn_cos = numpy.cos(kn)
    kn_sin = numpy.sin(kn)
    ekn = numpy.empty((2,) + kn.shape, dtype=x.dtype)
    ekn[0, :, :] = kn_cos
    ekn[1, :, :] = kn_sin
    res = numpy.dot(ekn, x.T)
    tr = res ** 2
    mod = tr[0, :, :] + tr[1, :, :]
    return numpy.sqrt(mod).T

x = numpy.random.randn(3, 4).astype(numpy.float32)
custom_fft_abs_py(x)

array([[1.982739  , 1.1724371 , 3.4323769 , 1.172437  ],
       [2.764481  , 3.0285406 , 0.28028846, 3.0285406 ],
       [2.8741124 , 1.8547025 , 2.1338394 , 1.8547024 ]], dtype=float32)

ONNX implementation #

This function cannot be exported into ONNX unless it is written with ONNX operators. This is where the numpy API for ONNX helps speeding up the process.

from mlprodict.npy import onnxnumpy_default, onnxnumpy_np, NDArray
import mlprodict.npy.numpy_onnx_impl as nxnp


def _custom_fft_abs(x):
    dim = x.shape[1]
    n = nxnp.arange(0, dim).astype(numpy.float32)
    k = n.reshape((-1, 1))
    kn = (k * (n * numpy.float32(-numpy.pi * 2))) / dim.astype(numpy.float32)
    kn3 = nxnp.expand_dims(kn, 0)
    kn_cos = nxnp.cos(kn3)
    kn_sin = nxnp.sin(kn3)
    ekn = nxnp.vstack(kn_cos, kn_sin)
    res = nxnp.dot(ekn, x.T)
    tr = res ** 2
    mod = tr[0, :, :] + tr[1, :, :]
    return nxnp.sqrt(mod).T


@onnxnumpy_default
def custom_fft_abs(x: NDArray[Any, numpy.float32],
                   ) -> NDArray[Any, numpy.float32]:
    "onnx fft + abs"
    return _custom_fft_abs(x)


custom_fft_abs(x)

C:xavierdupre__home_GitHubmlprodictmlprodictnpynumpy_onnx_impl.py:253: UserWarning: npnx.dot is equivalent to npnx.matmul == numpy.matmul != numpy.dot with arrays with more than 3D dimensions.
  warnings.warn(

array([[1.982739  , 1.1724371 , 3.4323769 , 1.172437  ],
       [2.7644813 , 3.0285406 , 0.28028846, 3.0285406 ],
       [2.8741124 , 1.8547025 , 2.1338396 , 1.8547025 ]], dtype=float32)

custom_fft_abs is not a function a class holding an ONNX graph. A method __call__ executes the ONNX graph with a python runtime.

fonx = custom_fft_abs.to_onnx()
%onnxview fonx

Every intermediate output can be logged.

custom_fft_abs(x, verbose=1, fLOG=print)

-- OnnxInference: run 26 nodes
Onnx-Shape(x) -> out_sha_0    (name='_shape')
+kr='out_sha_0': (2,) (dtype=int64 min=3 max=4)
Onnx-Gather(out_sha_0, init) -> out_gat_0    (name='_gather')
+kr='out_gat_0': () (dtype=int64 min=4 max=4)
Onnx-Reshape(out_gat_0, init_1) -> out_res_0    (name='_reshape')
+kr='out_res_0': (1,) (dtype=int64 min=4 max=4)
Onnx-ConstantOfShape(out_res_0) -> out_con_0    (name='_constantofshape')
+kr='out_con_0': (4,) (dtype=int64 min=1 max=1)
Onnx-CumSum(out_con_0, init_2) -> out_cum_0    (name='_cumsum')
+kr='out_cum_0': (4,) (dtype=int64 min=1 max=4)
Onnx-Add(out_cum_0, init_1) -> out_add_0    (name='_add')
+kr='out_add_0': (4,) (dtype=int64 min=0 max=3)
Onnx-Cast(out_add_0) -> out_cas_0    (name='_cast')
+kr='out_cas_0': (4,) (dtype=float32 min=0.0 max=3.0)
Onnx-Mul(out_cas_0, init_4) -> out_mul_0    (name='_mul')
+kr='out_mul_0': (4,) (dtype=float32 min=-18.84955596923828 max=-0.0)
Onnx-Reshape(out_cas_0, init_5) -> out_res_0_1    (name='_reshape_1')
+kr='out_res_0_1': (4, 1) (dtype=float32 min=0.0 max=3.0)
Onnx-Cast(out_gat_0) -> out_cas_0_1    (name='_cast_1')
+kr='out_cas_0_1': () (dtype=float32 min=4.0 max=4.0)
Onnx-Mul(out_res_0_1, out_mul_0) -> out_mul_0_1    (name='_mul_1')
+kr='out_mul_0_1': (4, 4) (dtype=float32 min=-56.548667907714844 max=-0.0)
Onnx-Div(out_mul_0_1, out_cas_0_1) -> out_div_0    (name='_div')
+kr='out_div_0': (4, 4) (dtype=float32 min=-14.137166976928711 max=-0.0)
Onnx-Unsqueeze(out_div_0, init_2) -> out_uns_0    (name='_unsqueeze')
+kr='out_uns_0': (1, 4, 4) (dtype=float32 min=-14.137166976928711 max=-0.0)
Onnx-Sin(out_uns_0) -> out_sin_0    (name='_sin')
+kr='out_sin_0': (1, 4, 4) (dtype=float32 min=-1.0 max=1.0)
Onnx-Cos(out_uns_0) -> out_cos_0    (name='_cos')
+kr='out_cos_0': (1, 4, 4) (dtype=float32 min=-1.0 max=1.0)
Onnx-Transpose(x) -> out_tra_0    (name='_transpose')
+kr='out_tra_0': (4, 3) (dtype=float32 min=-2.118224620819092 max=2.176269054412842)
Onnx-Concat(out_cos_0, out_sin_0) -> out_con_0_1    (name='_concat')
+kr='out_con_0_1': (2, 4, 4) (dtype=float32 min=-1.0 max=1.0)
Onnx-MatMul(out_con_0_1, out_tra_0) -> out_mat_0    (name='_matmul')
+kr='out_mat_0': (2, 4, 3) (dtype=float32 min=-2.9943528175354004 max=3.4323768615722656)
Onnx-Pow(out_mat_0, init_7) -> out_pow_0    (name='_pow')
+kr='out_pow_0': (2, 4, 3) (dtype=float32 min=0.0 max=11.781210899353027)
Onnx-Slice(out_pow_0, init_8, init_7, init_2) -> out_sli_0    (name='_slice')
+kr='out_sli_0': (1, 4, 3) (dtype=float32 min=0.0 max=0.20590990781784058)
Onnx-Slice(out_pow_0, init_2, init_8, init_2) -> out_sli_0_1    (name='_slice_1')
+kr='out_sli_0_1': (1, 4, 3) (dtype=float32 min=0.07856161892414093 max=11.781210899353027)
Onnx-Squeeze(out_sli_0, init_2) -> out_squ_0    (name='_squeeze')
+kr='out_squ_0': (4, 3) (dtype=float32 min=0.0 max=0.20590990781784058)
Onnx-Squeeze(out_sli_0_1, init_2) -> out_squ_0_1    (name='_squeeze_1')
+kr='out_squ_0_1': (4, 3) (dtype=float32 min=0.07856161892414093 max=11.781210899353027)
Onnx-Add(out_squ_0_1, out_squ_0) -> out_add_0_1    (name='_add_1')
+kr='out_add_0_1': (4, 3) (dtype=float32 min=0.07856161892414093 max=11.781210899353027)
Onnx-Sqrt(out_add_0_1) -> out_sqr_0    (name='_sqrt')
+kr='out_sqr_0': (4, 3) (dtype=float32 min=0.2802884578704834 max=3.4323768615722656)
Onnx-Transpose(out_sqr_0) -> y    (name='_transpose_1')
+kr='y': (3, 4) (dtype=float32 min=0.2802884578704834 max=3.4323768615722656)

array([[1.982739  , 1.1724371 , 3.4323769 , 1.172437  ],
       [2.7644813 , 3.0285406 , 0.28028846, 3.0285406 ],
       [2.8741124 , 1.8547025 , 2.1338396 , 1.8547025 ]], dtype=float32)

%timeit custom_fft_abs_py(x)

18.6 µs ± 581 ns per loop (mean ± std. dev. of 7 runs, 10,000 loops each)

%timeit custom_fft_abs(x)

261 µs ± 8.92 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)

Again the gap is less on bigger matrices. It cannot be faster with the default runtime as it is also using numpy. That’s another story with onnxruntime (see below).

bigx = numpy.random.randn(10000, x.shape[1]).astype(numpy.float32)
%timeit custom_fft_abs_py(bigx)

1.64 ms ± 49.1 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)

%timeit custom_fft_abs(bigx)

3.69 ms ± 224 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)

Using onnxruntime #

The python runtime is using numpy but is usually quite slow as the runtime needs to go through the graph structure. onnxruntime is faster.

@onnxnumpy_np(runtime='onnxruntime')
def custom_fft_abs_ort(x: NDArray[Any, numpy.float32],
                       ) -> NDArray[Any, numpy.float32]:
    "onnx fft + abs"
    return _custom_fft_abs(x)


custom_fft_abs(x)

array([[1.982739  , 1.1724371 , 3.4323769 , 1.172437  ],
       [2.7644813 , 3.0285406 , 0.28028846, 3.0285406 ],
       [2.8741124 , 1.8547025 , 2.1338396 , 1.8547025 ]], dtype=float32)

%timeit custom_fft_abs_ort(x)

77.7 µs ± 44 µs per loop (mean ± std. dev. of 7 runs, 1 loop each)

onnxruntime is faster than numpy in this case.

%timeit custom_fft_abs_ort(bigx)

231 µs ± 48.8 µs per loop (mean ± std. dev. of 7 runs, 1,000 loops each)

Inside a FunctionTransformer #

The conversion to ONNX fails if the python function is used.

from mlprodict.onnx_conv import to_onnx

tr = FunctionTransformer(custom_fft_abs_py)
tr.fit(x)

try:
    onnx_model = to_onnx(tr, x)
except Exception as e:
    print(e)

FunctionTransformer is not supported unless the transform function is of type <class 'function'> wrapped with onnxnumpy.

Now with the onnx version but before, the converter for FunctionTransformer needs to be overwritten to handle this functionality not available in sklearn-onnx. These version are automatically called in function to_onnx from mlprodict.

tr = FunctionTransformer(custom_fft_abs)
tr.fit(x)

onnx_model = to_onnx(tr, x)

from mlprodict.onnxrt import OnnxInference

oinf = OnnxInference(onnx_model)
y_onx = oinf.run({'X': x})
y_onx['variable']

array([[1.982739  , 1.1724371 , 3.4323769 , 1.172437  ],
       [2.7644813 , 3.0285406 , 0.28028846, 3.0285406 ],
       [2.8741124 , 1.8547025 , 2.1338396 , 1.8547025 ]], dtype=float32)

Introduction to a numpy API for ONNX: CustomClassifier

Lightgbm, double, discrepencies