initial support for fit size reduction

Author: jeremyrcoyle

R/Lrnr_base.R

@@ -151,6 +151,9 @@ Lrnr_base <- R6Class(
       }
       new_object <- self$clone() # copy parameters, and whatever else
       new_object$set_train(fit_object, task)
+      if (getOption("sl3.reduce_fit")) {
+        new_object$reduce_fit(check_preds = FALSE)
+      }
       return(new_object)
     },
     set_train = function(fit_object, training_task) {
@@ -335,6 +338,53 @@ Lrnr_base <- R6Class(
       } else {
         return(task)
       }
+    },
+    reduce_fit = function(fit_object = NULL, check_preds = TRUE, set_train = TRUE) {
+      if (is.null(fit_object)) {
+        fit_object <- self$fit_object
+      }
+      if (check_preds) {
+        preds_full <- self$predict(task)
+      }
+
+
+      # try reducing the size
+      size_full <- true_obj_size(fit_object)
+
+      # see what's taking up the space
+      # element_sizes <- sapply(fo, true_obj_size)
+      # ranked <- sort(element_sizes/size_full, decreasing = TRUE)
+
+      # by default, drop out call
+      # within(fit_object, rm(private$.fit_can_remove))
+      keep <- setdiff(names(fit_object), private$.fit_can_remove)
+
+      # gotta preserve the attributes (not sure why they're getting dropped)
+      attrs <- attributes(fit_object)
+      attrs$names <- keep
+      reduced <- fit_object[keep]
+      attributes(reduced) <- attrs
+      fit_object <- reduced
+      size_reduced <- true_obj_size(fit_object)
+      reduction_percent <- 1 - size_reduced / size_full
+
+      if (getOption("sl3.verbose")) {
+        message(sprintf("Fit object size reduced %0.0f%%", 100 * reduction_percent))
+      }
+
+
+      if (set_train) {
+        self$set_train(fit_object, self$training_task)
+      }
+
+
+      # verify prediction still works
+      if (check_preds) {
+        preds_reduced <- self$predict(task)
+        assert_that(all.equal(preds_full, preds_reduced))
+      }
+
+      return(fit_object)
     }
   ),
   active = list(
@@ -399,6 +449,7 @@ Lrnr_base <- R6Class(
     .required_packages = NULL,
     .properties = list(),
     .custom_chain = NULL,
+    .fit_can_remove = c("call"),
     .train_sublearners = function(task) {
       # train sublearners here
       return(NULL)

R/Lrnr_glm_fast.R

@@ -157,6 +157,7 @@ Lrnr_glm_fast <- R6Class(
       }
       return(predictions)
     },
+    .fit_can_remove = c("XTX"),
     .required_packages = c("speedglm")
   )
 )

R/Lrnr_hal9001.R

@@ -99,7 +99,6 @@ Lrnr_hal9001 <- R6Class(
 
       return(fit_object)
     },
-
     .predict = function(task = NULL) {
       predictions <- stats::predict(
         self$fit_object,
@@ -111,7 +110,7 @@ Lrnr_hal9001 <- R6Class(
       }
       return(predictions)
     },
-
+    .fit_can_remove = c("lasso_fit", "x_basis"),
     .required_packages = c("hal9001", "glmnet")
   )
 )

R/Lrnr_xgboost.R

@@ -194,6 +194,7 @@ Lrnr_xgboost <- R6Class(
 
       return(predictions)
     },
+    .fit_can_remove = c("raw", "call"),
     .required_packages = c("xgboost")
   )
 )

R/utils.R

@@ -155,6 +155,16 @@ true_obj_size <- function(obj) {
   length(serialize(obj, NULL))
 }
 
+#' @keywords internal
+check_fit_sizes <- function(fit) {
+  fo <- fit$fit_object
+  # see what's taking up the space
+  element_sizes <- sapply(fo, true_obj_size)
+  ranked <- sort(element_sizes / sum(element_sizes), decreasing = TRUE)
+
+  return(ranked)
+}
+
 ################################################################################
 
 #' Drop components from learner fits

R/zzz.R

@@ -38,8 +38,7 @@ sl3Options <- function(o, value) {
     }
     if (is.null(value)) {
       res[o] <- list(NULL)
-    }
-    else {
+    } else {
       res[[o]] <- value
     }
     options(res[o])
@@ -62,7 +61,8 @@ sl3Options <- function(o, value) {
     "sl3.pcontinuous" = 0.05,
     "sl3.max_p_missing" = 0.5,
     "sl3.transform.offset" = TRUE,
-    "sl3.enable.future" = TRUE
+    "sl3.enable.future" = TRUE,
+    "sl3.reduce_fit" = FALSE
   )
   # for (i in setdiff(names(opts),names(options()))) {
   #   browser()

tests/testthat/test-reduce_fit.R

@@ -0,0 +1,44 @@
+
+set.seed(1234)
+
+# TODO: maybe check storage at different n to get rate
+n <- 1e3
+p <- 100
+# these two define the DGP (randomly)
+p_X <- runif(p, 0.2, 0.8)
+beta <- rnorm(p)
+
+# simulate from the DGP
+X <- sapply(p_X, function(p_Xi) rbinom(n, 1, p_Xi))
+p_Yx <- plogis(X %*% beta)
+Y <- rbinom(n, 1, p_Yx)
+data <- data.table(X, Y)
+
+# generate the sl3 task and learner
+outcome <- "Y"
+covariates <- setdiff(names(data), outcome)
+task <- make_sl3_Task(data, covariates, outcome)
+
+options(sl3.verbose = TRUE)
+options(sl3.reduce_fit = TRUE)
+test_reduce_fit <- function(learner) {
+  fit <- learner$train(task)
+  print(sl3:::check_fit_sizes(fit))
+  if (!getOption("sl3.reduce_fit")) {
+    # if we aren't automatically reducing, do it manually
+    fit_object <- fit$reduce_fit()
+  }
+
+  still_present <- intersect(
+    names(fit$fit_object),
+    fit$.__enclos_env__$private$.fit_can_remove
+  )
+
+  expect_equal(length(still_present), 0)
+}
+
+test_reduce_fit(make_learner(Lrnr_glmnet))
+test_reduce_fit(make_learner(Lrnr_ranger))
+test_reduce_fit(make_learner(Lrnr_glm_fast))
+test_reduce_fit(make_learner(Lrnr_xgboost))
+test_reduce_fit(make_learner(Lrnr_hal9001))