File: converters.md

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# Converters

Using ONNX in production means the prediction function
of a model can be implemented with ONNX operators.
A runtime must be chosen, one available on the platform
the model is deployed. Discrepancies are checked
and finally, the latency is measured.
The first step of the model conversion can be easy
if there exists a converting library for this framework
supporting all the pieces of the model. If it is not the
case, the missing parts must be implemented in ONNX.
That may be very time consuming.

## What is a converting library?

[sklearn-onnx](https://onnx.ai/sklearn-onnx/) converts
[scikit-learn](https://scikit-learn.org/stable/) models
into ONNX. It rewrites the prediction function of a model,
whatever it is, with ONNX operators using the API introduced
above. It ensures that the predictions are equal or at least
very close to the expected predictions computed with the
original model.

Machine learning libraries usually have their own design.
That's why there exists a specific converting library for
each of them. Many of them are listed there:
[Converting to ONNX format](https://github.com/onnx/tutorials#converting-to-onnx-format).
Here is a short list:

- [sklearn-onnx](https://onnx.ai/sklearn-onnx/):
  converts models from [scikit-learn](https://scikit-learn.org/stable/),
- [tensorflow-onnx](https://github.com/onnx/tensorflow-onnx):
  converts models from [tensorflow](https://www.tensorflow.org/),
- [onnxmltools](https://github.com/onnx/onnxmltools):
  converts models from [lightgbm](https://lightgbm.readthedocs.io/),
  [xgboost](https://xgboost.readthedocs.io/en/stable/),
  [pyspark](https://spark.apache.org/docs/latest/api/python/),
  [libsvm](https://github.com/cjlin1/libsvm)
- [torch.onnx](https://pytorch.org/docs/master/onnx.html):
  converts model from [pytorch](https://pytorch.org/).

The main challenge for all these libraries is to keep up the rhythm.
They must be updated everytime ONNX or the library they support
have a new released version. That means three to five new releases
per year.

Converting libraries are not compatible among each others.
[tensorflow-onnx](https://github.com/onnx/tensorflow-onnx)
is dedicated to tensorflow and only tensorflow.
The same goes for sklearn-onnx specialized into scikit-learn.

One challenge is customization. It is difficult to support
custom pieces in a machine learned model.
They have to write the specific converter for this piece.
Somehow, it is like implementing
twice the prediction function. There is one easy case:
deep learning frameworks have their own primitives to ensure
the same code can be executed on different environments.
As long as a custom layer or a subpart is using pieces of
pytorch or tensorflow, there is not much to do.
It is a different story for scikit-learn. This package
does not have its own addition or multiplication, it relies
on numpy or scipy. The user must implement
its transformer or predictor with ONNX primitives, whether or
not it was implemented with numpy.

## Alternatives

One alternative for implementing ONNX export capability is to leverage standard protocols such as the [Array API standard](https://data-apis.org/array-api/latest/), which standardizes a common set of array operations. It enables code reuse across libraries like NumPy, JAX, PyTorch, CuPy and more. [ndonnx](https://github.com/Quantco/ndonnx) enables execution with an ONNX backend and instant ONNX export for Array API compliant code. This diminishes the need for dedicated converter library code since the same code used to implement most of a library can reused in ONNX conversion. It also provides a convenient primitive for converter authors looking for a NumPy-like experience when constructing ONNX graphs.

## Opsets

ONNX releases packages with version numbers like
`major.minor.fix`. Every minor update means the list of operators
is different or the signature has changed. It is also associated to
an opset, version `1.10` is opset 15, `1.11` will be opset 16.
Every ONNX graph should define the opset it follows. Changing this
version without updating the operators could make the graph invalid.
If the opset is left unspecified, ONNX will consider that the graph
is valid for the latest opset.

New opsets usually introduce new operators. A same inference function
could be implemented differently, usually in a more efficient way.
However, the runtime the model is running on may not
support newest opsets or at least not in the installed version.
That's why every converting library offers the
possibility to create an ONNX graph for a specific opset usually called
`target_opset`. ONNX language describes simple and complex operators.
Changing the opset is similar to upgrading a library. onnx
and onnx runtimes must support backward compatibility.

## Other API

Examples in previous sections show that onnx API is
very verbose. It is also difficult to get a whole picture of
a graph by reading the code unless it is a small one. Almost
every converting library has implemented a different API
to create a graph, usually more simple, less verbose
than the API of onnx package.
All API automate the addition of initializers, hide the creation
of a name of every intermediate result, deal with different
version for different opset.

### A class Graph with a method add_node

`tensorflow-onnx` implements a class graph.
It rewrites tensorflow function with ONNX operator when
ONNX does not have a similar function (see [Erf](https://github.com/onnx/tensorflow-onnx/blob/master/tf2onnx/onnx_opset/math.py#L414).

sklearn-onnx defines two different API. The first one
introduced in that example [Implement a converter](https://onnx.ai/sklearn-onnx/auto_tutorial/plot_jcustom_syntax.html)
follows a similar design that tensorflow-onnx follows.
The following lines are extracted from the converter of a linear
classifier.

```
# initializer

coef = scope.get_unique_variable_name('coef')
model_coef = np.array(
    classifier_attrs['coefficients'], dtype=np.float64)
model_coef = model_coef.reshape((number_of_classes, -1)).T
container.add_initializer(
    coef, proto_dtype, model_coef.shape, model_coef.ravel().tolist())

intercept = scope.get_unique_variable_name('intercept')
model_intercept = np.array(
    classifier_attrs['intercepts'], dtype=np.float64)
model_intercept = model_intercept.reshape((number_of_classes, -1)).T
container.add_initializer(
    intercept, proto_dtype, model_intercept.shape,
    model_intercept.ravel().tolist())

# add nodes

multiplied = scope.get_unique_variable_name('multiplied')
container.add_node(
    'MatMul', [operator.inputs[0].full_name, coef], multiplied,
    name=scope.get_unique_operator_name('MatMul'))

# [...]

argmax_output_name = scope.get_unique_variable_name('label')
container.add_node('ArgMax', raw_score_name, argmax_output_name,
                   name=scope.get_unique_operator_name('ArgMax'),
                   axis=1)
```

### Operator as function

The second API shown in [Implement a new converter](https://onnx.ai/sklearn-onnx/auto_tutorial/plot_icustom_converter.html)
is more compact and defines
every ONNX operator as composable functions.
The syntax looks like this for [KMeans](https://scikit-learn.org/stable/modules/generated/sklearn.cluster.KMeans.html),
less verbose and easier to read.

```
rs = OnnxReduceSumSquare(
    input_name, axes=[1], keepdims=1, op_version=opv)

gemm_out = OnnxMatMul(
    input_name, (C.T * (-2)).astype(dtype), op_version=opv)

z = OnnxAdd(rs, gemm_out, op_version=opv)
y2 = OnnxAdd(C2, z, op_version=opv)
ll = OnnxArgMin(y2, axis=1, keepdims=0, output_names=out[:1],
                op_version=opv)
y2s = OnnxSqrt(y2, output_names=out[1:], op_version=opv)
```

## Tricks learned from experience

### Discrepancies

ONNX is strongly typed and optimizes for float32, the most
common type in deep learning. Libraries in standard
machine learning use both float32 and float64. numpy
usually cast to the most generic type, float64. It has no significant
impact when the prediction function is contiguous.
When it is not, the right type must be used. Example
[Issues when switching to float](https://onnx.ai/sklearn-onnx/auto_tutorial/plot_ebegin_float_double.html)
gives more insights on that topic.

Parallelization changes the order of computation. It is usually
not significant but it may explain some weird discrepancies.
`1 + 1e17 - 1e17 = 0` but `1e17 - 1e17 + 1 = 1`. High order of
magnitude are rare but not so rare when a model uses the inverse
of a matrix.

### IsolationForest Trick

ONNX only implements a {ref}`TreeEnsembleRegressor
<l-onnx-docai-onnx-ml-TreeEnsembleRegressor>` but
it does not offer the possibility to retrieve any information
about the path the decision followed or statistics to the graph.
The trick is to used one forest to predict the leaf index and map
this leaf index one or multiple times with the information needed.

```{image} images/iff.png
```

### Discretization

Looking in which interval a feature falls into. That's easy to do
with numpy but not so easy to do efficiently with ONNX.
The fastest way is to use a TreeEnsembleRegressor, a binary search,
which outputs the interval index. That's what this example
implements: [Converter for WOE](https://onnx.ai/sklearn-onnx/auto_tutorial/plot_woe_transformer.html).

### Contribute

[onnx repository](https://github.com/onnx/onnx) must be forked and cloned.

### Build

The windows build requires conda. The following steps might not be up to date.
Folder [onnx/.github/workflows](https://github.com/onnx/onnx/tree/main/.github/workflows)
contains the latest instructions.

**Windows**

The build is easier with Anaconda. First: create an environment.
It must be done only once.

```
conda create --yes --quiet --name py3.9 python=3.9
conda install -n py3.9 -y -c conda-forge numpy libprotobuf=3.16.0
```

Then build the package:

```sh
git submodule update --init --recursive
set ONNX_BUILD_TESTS=1
set ONNX_ML=$(onnx_ml)
set CMAKE_ARGS=-DONNX_USE_PROTOBUF_SHARED_LIBS=ON -DONNX_USE_LITE_PROTO=ON -DONNX_WERROR=ON

python -m build --wheel
```

The package can now be installed.

**Linux**

After cloning the repository, the following instructions can be run:

```sh
python -m build --wheel
```

### Build the markdown documentation

The package must be built first (see previous section).

```
set ONNX_BUILD_TESTS=1
set ONNX_ML=$(onnx_ml)
set CMAKE_ARGS=-DONNX_USE_PROTOBUF_SHARED_LIBS=ON -DONNX_USE_LITE_PROTO=ON -DONNX_WERROR=ON

python onnx\gen_proto.py -l
python onnx\gen_proto.py -l --ml
pip install -e .
python onnx\backend\test\cmd_tools.py generate-data
python onnx\backend\test\stat_coverage.py
python onnx\defs\gen_doc.py
set ONNX_ML=0
python onnx\defs\gen_doc.py
set ONNX_ML=1
```

### Update an existing operator

All operators are defined in folder
[onnx/onnx/defs](https://github.com/onnx/onnx/tree/main/onnx/defs).
There are two files in every subfolder, one called `defs.cc` and another one
called `old.cc`.

- `defs.cc`: contains the most recent definition for every operator
- `old.cc`: contains the deprecated version of the operators in previous opset

Updating an operator means copying the definition from `defs.cc` to `old.cc`
and updating the existing one in `defs.cc`.

One file following the pattern `onnx/defs/operator_sets*.h`
must be modified. These headers registers the list
of existing operators.

File [onnx/defs/schema.h](https://github.com/onnx/onnx/blob/main/onnx/defs/schema.h)
contains the latest opset version. It must be updated too if one opset
was upgraded.

File [onnx/version_converter/convert.h](https://github.com/onnx/onnx/blob/main/onnx/version_converter/convert.h)
contains rules to apply when converter a node from an opset to the next one.
This file may be updated too.

The package must be compiled and the documentation must be generated
again to automatically update the markdown documentation and it must
be included in the PR.

Then unit test must be updated.

**Summary**

- Modify files `defs.cc`, `old.cc`, `onnx/defs/operator_sets*.h`,
  `onnx/defs/schema.h`
- Optional: modify file `onnx/version_converter/convert.h`
- Build onnx.
- Build the documentation.
- Update unit test.

The PR should include the modified files and the modified markdown documentation,
usually a subset of
`docs/docs/Changelog-ml.md`, `docs/Changelog.md`,
`docs/Operators-ml.md`, `docs/Operators.md`,
`docs/TestCoverage-ml.md`, `docs/TestCoverage.md`.