DOCS-2633: Add documentation for distributed XGBoost on Modin (#2640)

Signed-off-by: Alexey Prutskov <[email protected]>

docs/conf.py

@@ -10,7 +10,7 @@
 import modin
 
 project = u"Modin"
-copyright = u"2018-2020, Modin"
+copyright = u"2018-2021, Modin"
 author = u"Modin contributors"
 
 # The short X.Y version

docs/index.rst

@@ -127,6 +127,7 @@ nature, you get a fast DataFrame at 1MB and 1TB+.
 
    using_modin
    out_of_core
+   modin_xgboost
 
 .. toctree::
    :caption: Examples

docs/modin_xgboost.rst

@@ -0,0 +1,141 @@
+Distributed XGBoost on Modin (experimental)
+===========================================
+
+Modin provides an implementation of distributed XGBoost machine learning 
+algorithm on Modin DataFrames. Please note that this feature is experimental and behavior or 
+interfaces could be changed.
+
+Install XGBoost on Modin
+------------------------
+
+Modin comes with all the dependencies except ``xgboost`` package by default.
+Currently, distributed XGBoost on Modin is only supported on the Ray backend, therefore, see
+the :doc:`installation page </installation>` for more information on installing Modin with the Ray backend.
+To install ``xgboost`` package you can use ``pip``:
+
+.. code-block:: bash
+
+  pip install xgboost
+
+
+XGBoost Train and Predict
+-------------------------
+
+Distributed XGBoost functionality is placed in ``modin.experimental.xgboost`` module.
+``modin.experimental.xgboost`` provides a xgboost-like API for ``train`` and ``predict`` functions.
+
+``train`` has all arguments of ``xgboost.train`` function exclude the `evals_result`
+parameter which is returned as part of function return value instead of argument.
+
+``predict`` is separate function unlike ``xgboost.Booster.predict`` which uses an additional argument
+``model``. ``model`` could be ``xgboost.Booster`` or output of ``modin.experimental.xgboost`` function.
+
+Both functions have additional parameters ``nthread`` and ``evenly_data_distribution``.
+``nthread`` sets number of threads to use per node in cluster.
+``evenly_data_distribution`` sets rule of distribution data between nodes in cluster.
+
+
+ModinDMatrix
+------------
+
+Data is passed to ``modin.experimental.xgboost`` functions via a ``ModinDMatrix`` object.
+
+The ``ModinDMatrix`` stores data as Modin DataFrames internally. 
+
+Currently, the ``ModinDMatrix`` supports ``modin.pandas.DataFrame`` only as an input.
+
+
+A Single Node / Cluster setup
+-----------------------------
+
+The XGBoost part of Modin uses a Ray resources by similar way as all Modin functions.
+
+To start the Ray runtime on a single node:
+
+.. code-block:: python
+
+  import ray
+  ray.init()
+
+If you already had the Ray cluster you can connect to it by next way:
+
+.. code-block:: python
+
+  import ray
+  ray.init(address='auto')
+
+A detailed information about initializing the Ray runtime you can find in `starting ray`_  page.
+
+
+Usage example
+-------------
+
+In example below we train XGBoost model using `the Iris Dataset`_ and get prediction on the same data.
+All processing will be in a `single node` mode.
+
+.. code-block:: python
+
+  from sklearn import datasets
+  
+  import ray
+  ray.init() # Start the Ray runtime for single-node
+  
+  import modin.pandas as pd
+  import modin.experimental.xgboost as xgb
+  
+  # Load iris dataset from sklearn
+  iris = datasets.load_iris()
+  
+  # Create Modin DataFrames
+  X = pd.DataFrame(iris.data)
+  y = pd.DataFrame(iris.target)
+  
+  # Create ModinDMatrix
+  dtrain = xgb.ModinDMatrix(X, y)
+  dtest = xgb.ModinDMatrix(X, y)
+  
+  # Set training parameters
+  xgb_params = {
+      "eta": 0.3,
+      "max_depth": 3,
+      "objective": "multi:softprob",
+      "num_class": 3,
+      "eval_metric": "mlogloss",
+  }
+  steps = 20
+  
+  # Run training
+  model = xgb.train(
+      xgb_params,
+      dtrain,
+      steps,
+      evals=[(dtrain, "train")]
+  )
+  
+  # Save for some usage
+  evals_result = model["history"]
+  booster = model["booster"]
+  
+  # Predict results
+  prediction = xgb.predict(model, dtest)
+
+
+Modes of a data distribution
+----------------------------
+
+Modin XGBoost provides two approaches for an internal data ditribution which could be
+switched by `evenly_data_distribution` parameter of ``train/predict`` functions:
+
+* ``evenly_data_distribution = True``: in this case the input data of ``train/predict``
+  functions will be distributed evenly between nodes in a cluster to ensure evenly utilization of nodes (default behavior).
+
+* ``evenly_data_distribution = False`` :  in this case partitions of input data of ``train/predict``
+  functions will not transfer between nodes in cluster in case empty nodes is <10%,
+  if portion of empty nodes is ≥10% evenly data distribution will be applied.
+  This method provides minimal data transfers between nodes but doesn't guarantee effective utilization of nodes.
+  Most effective in case when all cluster nodes are occupied by data.
+
+
+.. _Dataframe: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.html
+.. _`starting ray`: https://docs.ray.io/en/master/starting-ray.html
+.. _`the Iris Dataset`: https://scikit-learn.org/stable/auto_examples/datasets/plot_iris_dataset.html