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roc_auc_weighted metric addition (#827)
* Pending changes exported from your codespace * Update flaml/automl.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Update flaml/automl.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Update flaml/ml.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Update flaml/ml.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Update website/docs/Examples/Integrate - Scikit-learn Pipeline.md Co-authored-by: Chi Wang <wang.chi@microsoft.com> * added documentation for new metric * Update flaml/ml.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * minor notebook changes * Update Integrate - Scikit-learn Pipeline.md * Update notebook/automl_classification.ipynb Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Update integrate_azureml.ipynb Co-authored-by: Chi Wang <wang.chi@microsoft.com>
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@@ -318,6 +318,34 @@ class TestMultiClass(unittest.TestCase):
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X_train, y_train = load_iris(return_X_y=True)
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automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
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def test_roc_auc_ovr_weighted(self):
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automl_experiment = AutoML()
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automl_settings = {
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"time_budget": 1,
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"metric": "roc_auc_ovr_weighted",
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"task": "classification",
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"log_file_name": "test/roc_auc_weighted.log",
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"log_training_metric": True,
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"n_jobs": 1,
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"model_history": True,
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}
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X_train, y_train = load_iris(return_X_y=True)
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automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
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def test_roc_auc_ovo_weighted(self):
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automl_experiment = AutoML()
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automl_settings = {
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"time_budget": 1,
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"metric": "roc_auc_ovo_weighted",
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"task": "classification",
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"log_file_name": "test/roc_auc_weighted.log",
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"log_training_metric": True,
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"n_jobs": 1,
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"model_history": True,
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}
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X_train, y_train = load_iris(return_X_y=True)
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automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
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def test_sparse_matrix_classification(self):
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automl_experiment = AutoML()
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automl_settings = {
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