Update Ray Dataset with prediction example (#287)

Prediction with Ray Data doesn't work with distributed loading (see https://discuss.ray.io/t/raytaskerror-typeerror/11486/2). This PR adds a simple example on how to do batch inference with Ray Data.

Ideally we can convert this automatically to Ray Data-based batch inference in predict() in the short term. In the long term, we should discontinue all non-ray-data APIs and move data source support to ray data instead (except for petastorm, most of them should be supported anyways).

xgboost_ray/examples/simple_ray_dataset.py

@@ -3,11 +3,13 @@
 import numpy as np
 import pandas as pd
 import ray
+from xgboost import DMatrix
 
 from xgboost_ray import RayDMatrix, RayParams, train
 
 
 def main(cpus_per_actor, num_actors):
+    np.random.seed(1234)
     # Generate dataset
     x = np.repeat(range(8), 16).reshape((32, 4))
     # Even numbers --> 0, odd numbers --> 1
@@ -22,16 +24,7 @@ def main(cpus_per_actor, num_actors):
     data.columns = [str(c) for c in data.columns]
     data["label"] = y
 
-    # There was recent API change - the first clause covers the new
-    # and current Ray master API
-    if hasattr(ray.data, "from_pandas_refs"):
-        # Generate Ray dataset from 4 partitions
-        ray_ds = ray.data.from_pandas(data).repartition(num_actors)
-    else:
-        # Split into 4 partitions
-        partitions = [ray.put(part) for part in np.split(data, num_actors)]
-        ray_ds = ray.data.from_pandas(partitions)
-
+    ray_ds = ray.data.from_pandas(data)
     train_set = RayDMatrix(ray_ds, "label")
 
     evals_result = {}
@@ -62,6 +55,12 @@ def main(cpus_per_actor, num_actors):
     bst.save_model(model_path)
     print("Final training error: {:.4f}".format(evals_result["train"]["error"][-1]))
 
+    # Distributed prediction
+    scored = ray_ds.drop_columns(["label"]).map_batches(
+        lambda batch: {"pred": bst.predict(DMatrix(batch))}, batch_format="pandas"
+    )
+    print(scored.to_pandas())
+
 
 if __name__ == "__main__":
     parser = argparse.ArgumentParser()