SVMlight text files to scipy CSR

Many sparse datasets are distributed in a lightweight text format called svmlight. While simple and familiar, it's terribly slow to read in python even with C++ solutions due to serial processing. Instead, svm2csr loads by using a parallel Rust extension which chunks files into byte blocks, then seeks to different blocks to parse in parallel.

# benchmark dataset is kdda training set, 2.5GB flat text
# https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary.html

import sklearn.datasets
%timeit sklearn.datasets.load_svmlight_file('kdda')
1min 56s ± 1.72 s per loop (mean ± std. dev. of 7 runs, 1 loop each)

# https://github.com/mblondel/svmlight-loader
%timeit svmlight_loader.load_svmlight_file('kdda')
1min 52s ± 3.11 s per loop (mean ± std. dev. of 7 runs, 1 loop each)

import svm2csr
%timeit svm2csr.load_svmlight_file('kdda')
11.4 s ± 527 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)

Above micro-benchmark performed on my 8-core laptop.

Install

pip install svm2csr

Note this package is only available pre-built for pythons, operating systems, and machine architecture targets I can build wheels for (see Publishing). Settings other than the following need to install rust and compile from source (pip install should still work, but will compile for your platform).

• cp36-cp39, manylinux2010, x86_64

One important difference from SVMLight is this package allows for the default value of features. I.e., the line

3.2 3:-0.2 6 7 8:1.0 9

is parsed as having label 3.2 and sparse vector {3: -0.2, 6: 1.0, 7: 1.0, 8: 1.0, 9: 1.0}. This is just done so that Vowpal Wabbit style input data can be accepted without preprocessing.

Unsupported Features

• dtype (currently only doubles supported)
• an svmlight ranking mode where query ids are identified with qid
• comments in svmlight files (start with #)
• empty or blank lines
• multilabel extension
• reading from compressed files
• reading from multiple files and stacking
• reading from streams
• writing SVMlight files
• n_features option
• graceful client multiprocessing
• mac and windows wheels

All of these are fixable (even stream reading with parallel bridge). Let me know if you'd like to make PR.

Documentation

def load_svmlight_file(fname, zero_based="auto", min_chunk_size=(16 * 1024)):
    """
    Loads an SVMlight file into a CSR matrix.

    fname (str): the file name of the file to load.
    zero_based ("auto" or bool): whether the corresponding svmlight file uses
        zero based indexing; if false or all indices are nonzero, then
        shifts indices down uniformly by 1 for python's zero indexing.
    min_chunk_size (int): minimum chunk size in bytes per
        parallel processing task

    Returns (X, y) where X is a sparse CSR matrix and y is a numpy double array
    with length equal to the number of rows in X. Values of X are doubles.
    """

Dev Info

Install maturin and pytest first.

pip install maturin pytest

Local development.

cargo test # test rust only
maturin develop # create py bindings for rust code
pytest # test python bindings

Publishing

1. Fetch the most recent master.
2. Bump the version in Cargo.toml appropriately if needed. Commit these changes.
3. Tag the release. git tag -a -m "v<CURRENT VERSION>" "v<CURRENT VERSION>"
4. Push to github, triggering a Travis build that tests, packages, and uploads to pypi. git push --follow-tags

Every master travis build attempts to publish to pypi (but may fail if a build with the same version is already present).