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@@ -1,5 +1,7 @@
|
||||
[run]
|
||||
branch = True
|
||||
source = flaml
|
||||
source =
|
||||
flaml
|
||||
omit =
|
||||
*test*
|
||||
*/test/*
|
||||
*/flaml/autogen/*
|
||||
|
||||
243
.github/copilot-instructions.md
vendored
Normal file
243
.github/copilot-instructions.md
vendored
Normal file
@@ -0,0 +1,243 @@
|
||||
# GitHub Copilot Instructions for FLAML
|
||||
|
||||
## Project Overview
|
||||
|
||||
FLAML (Fast Library for Automated Machine Learning & Tuning) is a lightweight Python library for efficient automation of machine learning and AI operations. It automates workflow based on large language models, machine learning models, etc. and optimizes their performance.
|
||||
|
||||
**Key Components:**
|
||||
|
||||
- `flaml/automl/`: AutoML functionality for classification and regression
|
||||
- `flaml/tune/`: Generic hyperparameter tuning
|
||||
- `flaml/default/`: Zero-shot AutoML with default configurations
|
||||
- `flaml/autogen/`: Legacy autogen code (note: AutoGen has moved to a separate repository)
|
||||
- `flaml/fabric/`: Microsoft Fabric integration
|
||||
- `test/`: Comprehensive test suite
|
||||
|
||||
## Build and Test Commands
|
||||
|
||||
### Installation
|
||||
|
||||
```bash
|
||||
# Basic installation
|
||||
pip install -e .
|
||||
|
||||
# Install with test dependencies
|
||||
pip install -e .[test]
|
||||
|
||||
# Install with automl dependencies
|
||||
pip install -e .[automl]
|
||||
|
||||
# Install with forecast dependencies (Linux only)
|
||||
pip install -e .[forecast]
|
||||
```
|
||||
|
||||
### Running Tests
|
||||
|
||||
```bash
|
||||
# Run all tests (excluding autogen)
|
||||
pytest test/ --ignore=test/autogen --reruns 2 --reruns-delay 10
|
||||
|
||||
# Run tests with coverage
|
||||
coverage run -a -m pytest test --ignore=test/autogen --reruns 2 --reruns-delay 10
|
||||
coverage xml
|
||||
|
||||
# Check dependencies
|
||||
python test/check_dependency.py
|
||||
```
|
||||
|
||||
### Linting and Formatting
|
||||
|
||||
```bash
|
||||
# Run pre-commit hooks
|
||||
pre-commit run --all-files
|
||||
|
||||
# Format with black (line length: 120)
|
||||
black . --line-length 120
|
||||
|
||||
# Run ruff for linting and auto-fix
|
||||
ruff check . --fix
|
||||
```
|
||||
|
||||
## Code Style and Formatting
|
||||
|
||||
### Python Style
|
||||
|
||||
- **Line length:** 120 characters (configured in both Black and Ruff)
|
||||
- **Formatter:** Black (v23.3.0+)
|
||||
- **Linter:** Ruff with Pyflakes and pycodestyle rules
|
||||
- **Import sorting:** Use isort (via Ruff)
|
||||
- **Python version:** Supports Python >= 3.10 (full support for 3.10, 3.11, 3.12 and 3.13)
|
||||
|
||||
### Code Quality Rules
|
||||
|
||||
- Follow Black formatting conventions
|
||||
- Keep imports sorted and organized
|
||||
- Avoid unused imports (F401) - these are flagged but not auto-fixed
|
||||
- Avoid wildcard imports (F403) where possible
|
||||
- Complexity: Max McCabe complexity of 10
|
||||
- Use type hints where appropriate
|
||||
- Write clear docstrings for public APIs
|
||||
|
||||
### Pre-commit Hooks
|
||||
|
||||
The repository uses pre-commit hooks for:
|
||||
|
||||
- Checking for large files, AST syntax, YAML/TOML/JSON validity
|
||||
- Detecting merge conflicts and private keys
|
||||
- Trailing whitespace and end-of-file fixes
|
||||
- pyupgrade for Python 3.8+ syntax
|
||||
- Black formatting
|
||||
- Markdown formatting (mdformat with GFM and frontmatter support)
|
||||
- Ruff linting with auto-fix
|
||||
|
||||
## Testing Strategy
|
||||
|
||||
### Test Organization
|
||||
|
||||
- Tests are in the `test/` directory, organized by module
|
||||
- `test/automl/`: AutoML feature tests
|
||||
- `test/tune/`: Hyperparameter tuning tests
|
||||
- `test/default/`: Zero-shot AutoML tests
|
||||
- `test/nlp/`: NLP-related tests
|
||||
- `test/spark/`: Spark integration tests
|
||||
|
||||
### Test Requirements
|
||||
|
||||
- Write tests for new functionality
|
||||
- Ensure tests pass on multiple Python versions (3.10, 3.11, 3.12 and 3.13)
|
||||
- Tests should work on both Ubuntu and Windows
|
||||
- Use pytest markers for platform-specific tests (e.g., `@pytest.mark.spark`)
|
||||
- Tests should be idempotent and not depend on external state
|
||||
- Use `--reruns 2 --reruns-delay 10` for flaky tests
|
||||
|
||||
### Coverage
|
||||
|
||||
- Aim for good test coverage on new code
|
||||
- Coverage reports are generated for Python 3.11 builds
|
||||
- Coverage reports are uploaded to Codecov
|
||||
|
||||
## Git Workflow and Best Practices
|
||||
|
||||
### Branching
|
||||
|
||||
- Main branch: `main`
|
||||
- Create feature branches from `main`
|
||||
- PR reviews are required before merging
|
||||
|
||||
### Commit Messages
|
||||
|
||||
- Use clear, descriptive commit messages
|
||||
- Reference issue numbers when applicable
|
||||
- ALWAYS run `pre-commit run --all-files` before each commit to avoid formatting issues
|
||||
|
||||
### Pull Requests
|
||||
|
||||
- Ensure all tests pass before requesting review
|
||||
- Update documentation if adding new features
|
||||
- Follow the PR template in `.github/PULL_REQUEST_TEMPLATE.md`
|
||||
- ALWAYS run `pre-commit run --all-files` before each commit to avoid formatting issues
|
||||
|
||||
## Project Structure
|
||||
|
||||
```
|
||||
flaml/
|
||||
├── automl/ # AutoML functionality
|
||||
├── tune/ # Hyperparameter tuning
|
||||
├── default/ # Zero-shot AutoML
|
||||
├── autogen/ # Legacy autogen (deprecated, moved to separate repo)
|
||||
├── fabric/ # Microsoft Fabric integration
|
||||
├── onlineml/ # Online learning
|
||||
└── version.py # Version information
|
||||
|
||||
test/ # Test suite
|
||||
├── automl/
|
||||
├── tune/
|
||||
├── default/
|
||||
├── nlp/
|
||||
└── spark/
|
||||
|
||||
notebook/ # Example notebooks
|
||||
website/ # Documentation website
|
||||
```
|
||||
|
||||
## Dependencies and Package Management
|
||||
|
||||
### Core Dependencies
|
||||
|
||||
- NumPy >= 1.17
|
||||
- Python >= 3.10 (officially supported: 3.10, 3.11, 3.12 and 3.13)
|
||||
|
||||
### Optional Dependencies
|
||||
|
||||
- `[automl]`: lightgbm, xgboost, scipy, pandas, scikit-learn
|
||||
- `[test]`: Full test suite dependencies
|
||||
- `[spark]`: PySpark and joblib dependencies
|
||||
- `[forecast]`: holidays, prophet, statsmodels, hcrystalball, pytorch-forecasting, pytorch-lightning, tensorboardX
|
||||
- `[hf]`: Hugging Face transformers and datasets
|
||||
- See `setup.py` for complete list
|
||||
|
||||
### Version Constraints
|
||||
|
||||
- Be mindful of Python version-specific dependencies (check setup.py)
|
||||
- XGBoost versions differ based on Python version
|
||||
- NumPy 2.0+ only for Python >= 3.13
|
||||
- Some features (like vowpalwabbit) only work with older Python versions
|
||||
|
||||
## Boundaries and Restrictions
|
||||
|
||||
### Do NOT Modify
|
||||
|
||||
- `.git/` directory and Git configuration
|
||||
- `LICENSE` file
|
||||
- Version information in `flaml/version.py` (unless explicitly updating version)
|
||||
- GitHub Actions workflows without careful consideration
|
||||
- Existing test files unless fixing bugs or adding coverage
|
||||
|
||||
### Be Cautious With
|
||||
|
||||
- `setup.py`: Changes to dependencies should be carefully reviewed
|
||||
- `pyproject.toml`: Linting and testing configuration
|
||||
- `.pre-commit-config.yaml`: Pre-commit hook configuration
|
||||
- Backward compatibility: FLAML is a library with external users
|
||||
|
||||
### Security Considerations
|
||||
|
||||
- Never commit secrets or API keys
|
||||
- Be careful with external data sources in tests
|
||||
- Validate user inputs in public APIs
|
||||
- Follow secure coding practices for ML operations
|
||||
|
||||
## Special Notes
|
||||
|
||||
### AutoGen Migration
|
||||
|
||||
- AutoGen has moved to a separate repository: https://github.com/microsoft/autogen
|
||||
- The `flaml/autogen/` directory contains legacy code
|
||||
- Tests in `test/autogen/` are ignored in the main test suite
|
||||
- Direct users to the new AutoGen repository for AutoGen-related issues
|
||||
|
||||
### Platform-Specific Considerations
|
||||
|
||||
- Some tests only run on Linux (e.g., forecast tests with prophet)
|
||||
- Windows and Ubuntu are the primary supported platforms
|
||||
- macOS support exists but requires special libomp setup for lgbm/xgboost
|
||||
|
||||
### Performance
|
||||
|
||||
- FLAML focuses on efficient automation and tuning
|
||||
- Consider computational cost when adding new features
|
||||
- Optimize for low resource usage where possible
|
||||
|
||||
## Documentation
|
||||
|
||||
- Main documentation: https://microsoft.github.io/FLAML/
|
||||
- Update documentation when adding new features
|
||||
- Provide clear examples in docstrings
|
||||
- Add notebook examples for significant new features
|
||||
|
||||
## Contributing
|
||||
|
||||
- Follow the contributing guide: https://microsoft.github.io/FLAML/docs/Contribute
|
||||
- Sign the Microsoft CLA when making your first contribution
|
||||
- Be respectful and follow the Microsoft Open Source Code of Conduct
|
||||
- Join the Discord community for discussions: https://discord.gg/Cppx2vSPVP
|
||||
2
.github/workflows/CD.yml
vendored
2
.github/workflows/CD.yml
vendored
@@ -13,7 +13,7 @@ jobs:
|
||||
strategy:
|
||||
matrix:
|
||||
os: ["ubuntu-latest"]
|
||||
python-version: ["3.10"]
|
||||
python-version: ["3.12"]
|
||||
runs-on: ${{ matrix.os }}
|
||||
environment: package
|
||||
steps:
|
||||
|
||||
8
.github/workflows/deploy-website.yml
vendored
8
.github/workflows/deploy-website.yml
vendored
@@ -37,11 +37,11 @@ jobs:
|
||||
- name: setup python
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.10"
|
||||
python-version: "3.12"
|
||||
- name: pydoc-markdown install
|
||||
run: |
|
||||
python -m pip install --upgrade pip
|
||||
pip install pydoc-markdown==4.7.0
|
||||
pip install pydoc-markdown==4.7.0 setuptools
|
||||
- name: pydoc-markdown run
|
||||
run: |
|
||||
pydoc-markdown
|
||||
@@ -73,11 +73,11 @@ jobs:
|
||||
- name: setup python
|
||||
uses: actions/setup-python@v4
|
||||
with:
|
||||
python-version: "3.10"
|
||||
python-version: "3.12"
|
||||
- name: pydoc-markdown install
|
||||
run: |
|
||||
python -m pip install --upgrade pip
|
||||
pip install pydoc-markdown==4.7.0
|
||||
pip install pydoc-markdown==4.7.0 setuptools
|
||||
- name: pydoc-markdown run
|
||||
run: |
|
||||
pydoc-markdown
|
||||
|
||||
17
.github/workflows/openai.yml
vendored
17
.github/workflows/openai.yml
vendored
@@ -4,14 +4,15 @@
|
||||
name: OpenAI
|
||||
|
||||
on:
|
||||
pull_request:
|
||||
branches: ['main']
|
||||
paths:
|
||||
- 'flaml/autogen/**'
|
||||
- 'test/autogen/**'
|
||||
- 'notebook/autogen_openai_completion.ipynb'
|
||||
- 'notebook/autogen_chatgpt_gpt4.ipynb'
|
||||
- '.github/workflows/openai.yml'
|
||||
workflow_dispatch:
|
||||
# pull_request:
|
||||
# branches: ['main']
|
||||
# paths:
|
||||
# - 'flaml/autogen/**'
|
||||
# - 'test/autogen/**'
|
||||
# - 'notebook/autogen_openai_completion.ipynb'
|
||||
# - 'notebook/autogen_chatgpt_gpt4.ipynb'
|
||||
# - '.github/workflows/openai.yml'
|
||||
|
||||
permissions: {}
|
||||
|
||||
|
||||
4
.github/workflows/pre-commit.yml
vendored
4
.github/workflows/pre-commit.yml
vendored
@@ -1,9 +1,7 @@
|
||||
name: Code formatting
|
||||
|
||||
# see: https://help.github.com/en/actions/reference/events-that-trigger-workflows
|
||||
on: # Trigger the workflow on push or pull request, but only for the main branch
|
||||
push:
|
||||
branches: [main]
|
||||
on:
|
||||
pull_request: {}
|
||||
|
||||
defaults:
|
||||
|
||||
110
.github/workflows/python-package.yml
vendored
110
.github/workflows/python-package.yml
vendored
@@ -22,8 +22,12 @@ on:
|
||||
- 'setup.py'
|
||||
merge_group:
|
||||
types: [checks_requested]
|
||||
schedule:
|
||||
# Every other day at 02:00 UTC
|
||||
- cron: '0 2 */2 * *'
|
||||
|
||||
permissions: {}
|
||||
permissions:
|
||||
contents: write
|
||||
concurrency:
|
||||
group: ${{ github.workflow }}-${{ github.ref }}-${{ github.head_ref }}
|
||||
cancel-in-progress: ${{ github.ref != 'refs/heads/main' }}
|
||||
@@ -35,8 +39,8 @@ jobs:
|
||||
strategy:
|
||||
fail-fast: false
|
||||
matrix:
|
||||
os: [ubuntu-latest, macos-latest, windows-2019]
|
||||
python-version: ["3.9", "3.10", "3.11"]
|
||||
os: [ubuntu-latest, windows-latest]
|
||||
python-version: ["3.10", "3.11", "3.12", "3.13"]
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
- name: Set up Python ${{ matrix.python-version }}
|
||||
@@ -44,7 +48,7 @@ jobs:
|
||||
with:
|
||||
python-version: ${{ matrix.python-version }}
|
||||
- name: On mac, install libomp to facilitate lgbm and xgboost install
|
||||
if: matrix.os == 'macOS-latest'
|
||||
if: matrix.os == 'macos-latest'
|
||||
run: |
|
||||
brew update
|
||||
brew install libomp
|
||||
@@ -60,72 +64,78 @@ jobs:
|
||||
pip install -e .
|
||||
python -c "import flaml"
|
||||
pip install -e .[test]
|
||||
- name: On Ubuntu python 3.10, install pyspark 3.4.1
|
||||
if: matrix.python-version == '3.10' && matrix.os == 'ubuntu-latest'
|
||||
run: |
|
||||
pip install pyspark==3.4.1
|
||||
pip list | grep "pyspark"
|
||||
- name: On Ubuntu python 3.11, install pyspark 3.5.1
|
||||
if: matrix.python-version == '3.11' && matrix.os == 'ubuntu-latest'
|
||||
run: |
|
||||
pip install pyspark==3.5.1
|
||||
pip list | grep "pyspark"
|
||||
- name: If linux and python<3.11, install ray 2
|
||||
if: matrix.os == 'ubuntu-latest' && matrix.python-version != '3.11'
|
||||
- name: On Ubuntu python 3.12, install pyspark 4.0.1
|
||||
if: matrix.python-version == '3.12' && matrix.os == 'ubuntu-latest'
|
||||
run: |
|
||||
pip install "ray[tune]<2.5.0"
|
||||
- name: If mac and python 3.10, install ray and xgboost 1
|
||||
if: matrix.os == 'macOS-latest' && matrix.python-version == '3.10'
|
||||
pip install pyspark==4.0.1
|
||||
pip list | grep "pyspark"
|
||||
- name: On Ubuntu python 3.13, install pyspark 4.1.0
|
||||
if: matrix.python-version == '3.13' && matrix.os == 'ubuntu-latest'
|
||||
run: |
|
||||
pip install -e .[ray]
|
||||
# use macOS to test xgboost 1, but macOS also supports xgboost 2
|
||||
pip install "xgboost<2"
|
||||
- name: If linux, install prophet on python < 3.9
|
||||
if: matrix.os == 'ubuntu-latest' && matrix.python-version == '3.8'
|
||||
pip install pyspark==4.1.0
|
||||
pip list | grep "pyspark"
|
||||
# # TODO: support ray
|
||||
# - name: If linux and python<3.11, install ray 2
|
||||
# if: matrix.os == 'ubuntu-latest' && matrix.python-version < '3.11'
|
||||
# run: |
|
||||
# pip install "ray[tune]<2.5.0"
|
||||
- name: Install prophet when on linux
|
||||
if: matrix.os == 'ubuntu-latest'
|
||||
run: |
|
||||
pip install -e .[forecast]
|
||||
- name: Install vw on python < 3.10
|
||||
if: matrix.python-version == '3.8' || matrix.python-version == '3.9'
|
||||
# TODO: support vw for python 3.10+
|
||||
- name: If linux and python<3.10, install vw
|
||||
if: matrix.os == 'ubuntu-latest' && matrix.python-version < '3.10'
|
||||
run: |
|
||||
pip install -e .[vw]
|
||||
- name: Test with pytest
|
||||
if: matrix.python-version != '3.10'
|
||||
- name: Pip freeze
|
||||
run: |
|
||||
pytest test/
|
||||
pip freeze
|
||||
- name: Check dependencies
|
||||
run: |
|
||||
python test/check_dependency.py
|
||||
- name: Clear pip cache
|
||||
run: |
|
||||
pip cache purge
|
||||
- name: Test with pytest
|
||||
timeout-minutes: 120
|
||||
if: matrix.python-version != '3.11'
|
||||
run: |
|
||||
pytest test/ --ignore=test/autogen --reruns 2 --reruns-delay 10
|
||||
- name: Coverage
|
||||
if: matrix.python-version == '3.10'
|
||||
timeout-minutes: 120
|
||||
if: matrix.python-version == '3.11'
|
||||
run: |
|
||||
pip install coverage
|
||||
coverage run -a -m pytest test
|
||||
coverage run -a -m pytest test --ignore=test/autogen --reruns 2 --reruns-delay 10
|
||||
coverage xml
|
||||
- name: Upload coverage to Codecov
|
||||
if: matrix.python-version == '3.10'
|
||||
if: matrix.python-version == '3.11'
|
||||
uses: codecov/codecov-action@v3
|
||||
with:
|
||||
file: ./coverage.xml
|
||||
flags: unittests
|
||||
- name: Save dependencies
|
||||
if: github.ref == 'refs/heads/main'
|
||||
shell: bash
|
||||
run: |
|
||||
git config --global user.name 'github-actions[bot]'
|
||||
git config --global user.email 'github-actions[bot]@users.noreply.github.com'
|
||||
git config advice.addIgnoredFile false
|
||||
|
||||
# docs:
|
||||
BRANCH=unit-tests-installed-dependencies
|
||||
git fetch origin
|
||||
git checkout -B "$BRANCH" "origin/$BRANCH"
|
||||
|
||||
# runs-on: ubuntu-latest
|
||||
|
||||
# steps:
|
||||
# - uses: actions/checkout@v3
|
||||
# - name: Setup Python
|
||||
# uses: actions/setup-python@v4
|
||||
# with:
|
||||
# python-version: '3.8'
|
||||
# - name: Compile documentation
|
||||
# run: |
|
||||
# pip install -e .
|
||||
# python -m pip install sphinx sphinx_rtd_theme
|
||||
# cd docs
|
||||
# make html
|
||||
# - name: Deploy to GitHub pages
|
||||
# if: ${{ github.ref == 'refs/heads/main' }}
|
||||
# uses: JamesIves/github-pages-deploy-action@3.6.2
|
||||
# with:
|
||||
# GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
|
||||
# BRANCH: gh-pages
|
||||
# FOLDER: docs/_build/html
|
||||
# CLEAN: true
|
||||
pip freeze > installed_all_dependencies_${{ matrix.python-version }}_${{ matrix.os }}.txt
|
||||
python test/check_dependency.py > installed_first_tier_dependencies_${{ matrix.python-version }}_${{ matrix.os }}.txt
|
||||
git add installed_*dependencies*.txt
|
||||
mv coverage.xml ./coverage_${{ matrix.python-version }}_${{ matrix.os }}.xml || true
|
||||
git add -f ./coverage_${{ matrix.python-version }}_${{ matrix.os }}.xml || true
|
||||
git commit -m "Update installed dependencies for Python ${{ matrix.python-version }} on ${{ matrix.os }}" || exit 0
|
||||
git push origin "$BRANCH" --force
|
||||
|
||||
7
.gitignore
vendored
7
.gitignore
vendored
@@ -60,6 +60,7 @@ coverage.xml
|
||||
.hypothesis/
|
||||
.pytest_cache/
|
||||
cover/
|
||||
junit
|
||||
|
||||
# Translations
|
||||
*.mo
|
||||
@@ -172,7 +173,7 @@ test/default
|
||||
test/housing.json
|
||||
test/nlp/default/transformer_ms/seq-classification.json
|
||||
|
||||
flaml/fabric/fanova/_fanova.c
|
||||
flaml/fabric/fanova/*fanova.c
|
||||
# local config files
|
||||
*.config.local
|
||||
|
||||
@@ -184,3 +185,7 @@ notebook/lightning_logs/
|
||||
lightning_logs/
|
||||
flaml/autogen/extensions/tmp/
|
||||
test/autogen/my_tmp/
|
||||
catboost_*
|
||||
|
||||
# Internal configs
|
||||
.pypirc
|
||||
|
||||
@@ -36,7 +36,7 @@ repos:
|
||||
- id: black
|
||||
|
||||
- repo: https://github.com/executablebooks/mdformat
|
||||
rev: 0.7.17
|
||||
rev: 0.7.22
|
||||
hooks:
|
||||
- id: mdformat
|
||||
additional_dependencies:
|
||||
|
||||
@@ -4,8 +4,8 @@ This repository incorporates material as listed below or described in the code.
|
||||
|
||||
## Component. Ray.
|
||||
|
||||
Code in tune/\[analysis.py, sample.py, trial.py, result.py\],
|
||||
searcher/\[suggestion.py, variant_generator.py\], and scheduler/trial_scheduler.py is adapted from
|
||||
Code in tune/[analysis.py, sample.py, trial.py, result.py],
|
||||
searcher/[suggestion.py, variant_generator.py], and scheduler/trial_scheduler.py is adapted from
|
||||
https://github.com/ray-project/ray/blob/master/python/ray/tune/
|
||||
|
||||
## Open Source License/Copyright Notice.
|
||||
|
||||
56
README.md
56
README.md
@@ -14,15 +14,9 @@
|
||||
<br>
|
||||
</p>
|
||||
|
||||
:fire: FLAML supports AutoML and Hyperparameter Tuning in [Microsoft Fabric Data Science](https://learn.microsoft.com/en-us/fabric/data-science/automated-machine-learning-fabric). In addition, we've introduced Python 3.11 support, along with a range of new estimators, and comprehensive integration with MLflow—thanks to contributions from the Microsoft Fabric product team.
|
||||
:fire: FLAML supports AutoML and Hyperparameter Tuning in [Microsoft Fabric Data Science](https://learn.microsoft.com/en-us/fabric/data-science/automated-machine-learning-fabric). In addition, we've introduced Python 3.11 and 3.12 support, along with a range of new estimators, and comprehensive integration with MLflow—thanks to contributions from the Microsoft Fabric product team.
|
||||
|
||||
:fire: Heads-up: We have migrated [AutoGen](https://microsoft.github.io/autogen/) into a dedicated [github repository](https://github.com/microsoft/autogen). Alongside this move, we have also launched a dedicated [Discord](https://discord.gg/pAbnFJrkgZ) server and a [website](https://microsoft.github.io/autogen/) for comprehensive documentation.
|
||||
|
||||
:fire: The automated multi-agent chat framework in [AutoGen](https://microsoft.github.io/autogen/) is in preview from v2.0.0.
|
||||
|
||||
:fire: FLAML is highlighted in OpenAI's [cookbook](https://github.com/openai/openai-cookbook#related-resources-from-around-the-web).
|
||||
|
||||
:fire: [autogen](https://microsoft.github.io/autogen/) is released with support for ChatGPT and GPT-4, based on [Cost-Effective Hyperparameter Optimization for Large Language Model Generation Inference](https://arxiv.org/abs/2303.04673).
|
||||
:fire: Heads-up: [AutoGen](https://microsoft.github.io/autogen/) has moved to a dedicated [GitHub repository](https://github.com/microsoft/autogen). FLAML no longer includes the `autogen` module—please use AutoGen directly.
|
||||
|
||||
## What is FLAML
|
||||
|
||||
@@ -30,7 +24,7 @@ FLAML is a lightweight Python library for efficient automation of machine
|
||||
learning and AI operations. It automates workflow based on large language models, machine learning models, etc.
|
||||
and optimizes their performance.
|
||||
|
||||
- FLAML enables building next-gen GPT-X applications based on multi-agent conversations with minimal effort. It simplifies the orchestration, automation and optimization of a complex GPT-X workflow. It maximizes the performance of GPT-X models and augments their weakness.
|
||||
- FLAML enables economical automation and tuning for ML/AI workflows, including model selection and hyperparameter optimization under resource constraints.
|
||||
- For common machine learning tasks like classification and regression, it quickly finds quality models for user-provided data with low computational resources. It is easy to customize or extend. Users can find their desired customizability from a smooth range.
|
||||
- It supports fast and economical automatic tuning (e.g., inference hyperparameters for foundation models, configurations in MLOps/LMOps workflows, pipelines, mathematical/statistical models, algorithms, computing experiments, software configurations), capable of handling large search space with heterogeneous evaluation cost and complex constraints/guidance/early stopping.
|
||||
|
||||
@@ -40,16 +34,16 @@ FLAML has a .NET implementation in [ML.NET](http://dot.net/ml), an open-source,
|
||||
|
||||
## Installation
|
||||
|
||||
FLAML requires **Python version >= 3.9**. It can be installed from pip:
|
||||
The latest version of FLAML requires **Python >= 3.10 and < 3.14**. While other Python versions may work for core components, full model support is not guaranteed. FLAML can be installed via `pip`:
|
||||
|
||||
```bash
|
||||
pip install flaml
|
||||
```
|
||||
|
||||
Minimal dependencies are installed without extra options. You can install extra options based on the feature you need. For example, use the following to install the dependencies needed by the [`autogen`](https://microsoft.github.io/autogen/) package.
|
||||
Minimal dependencies are installed without extra options. You can install extra options based on the feature you need. For example, use the following to install the dependencies needed by the [`automl`](https://microsoft.github.io/FLAML/docs/Use-Cases/Task-Oriented-AutoML) module.
|
||||
|
||||
```bash
|
||||
pip install "flaml[autogen]"
|
||||
pip install "flaml[automl]"
|
||||
```
|
||||
|
||||
Find more options in [Installation](https://microsoft.github.io/FLAML/docs/Installation).
|
||||
@@ -57,39 +51,6 @@ Each of the [`notebook examples`](https://github.com/microsoft/FLAML/tree/main/n
|
||||
|
||||
## Quickstart
|
||||
|
||||
- (New) The [autogen](https://microsoft.github.io/autogen/) package enables the next-gen GPT-X applications with a generic multi-agent conversation framework.
|
||||
It offers customizable and conversable agents which integrate LLMs, tools and human.
|
||||
By automating chat among multiple capable agents, one can easily make them collectively perform tasks autonomously or with human feedback, including tasks that require using tools via code. For example,
|
||||
|
||||
```python
|
||||
from flaml import autogen
|
||||
|
||||
assistant = autogen.AssistantAgent("assistant")
|
||||
user_proxy = autogen.UserProxyAgent("user_proxy")
|
||||
user_proxy.initiate_chat(
|
||||
assistant,
|
||||
message="Show me the YTD gain of 10 largest technology companies as of today.",
|
||||
)
|
||||
# This initiates an automated chat between the two agents to solve the task
|
||||
```
|
||||
|
||||
Autogen also helps maximize the utility out of the expensive LLMs such as ChatGPT and GPT-4. It offers a drop-in replacement of `openai.Completion` or `openai.ChatCompletion` with powerful functionalites like tuning, caching, templating, filtering. For example, you can optimize generations by LLM with your own tuning data, success metrics and budgets.
|
||||
|
||||
```python
|
||||
# perform tuning
|
||||
config, analysis = autogen.Completion.tune(
|
||||
data=tune_data,
|
||||
metric="success",
|
||||
mode="max",
|
||||
eval_func=eval_func,
|
||||
inference_budget=0.05,
|
||||
optimization_budget=3,
|
||||
num_samples=-1,
|
||||
)
|
||||
# perform inference for a test instance
|
||||
response = autogen.Completion.create(context=test_instance, **config)
|
||||
```
|
||||
|
||||
- With three lines of code, you can start using this economical and fast
|
||||
AutoML engine as a [scikit-learn style estimator](https://microsoft.github.io/FLAML/docs/Use-Cases/Task-Oriented-AutoML).
|
||||
|
||||
@@ -111,7 +72,10 @@ automl.fit(X_train, y_train, task="classification", estimator_list=["lgbm"])
|
||||
|
||||
```python
|
||||
from flaml import tune
|
||||
tune.run(evaluation_function, config={…}, low_cost_partial_config={…}, time_budget_s=3600)
|
||||
|
||||
tune.run(
|
||||
evaluation_function, config={…}, low_cost_partial_config={…}, time_budget_s=3600
|
||||
)
|
||||
```
|
||||
|
||||
- [Zero-shot AutoML](https://microsoft.github.io/FLAML/docs/Use-Cases/Zero-Shot-AutoML) allows using the existing training API from lightgbm, xgboost etc. while getting the benefit of AutoML in choosing high-performance hyperparameter configurations per task.
|
||||
|
||||
@@ -12,7 +12,7 @@ If you believe you have found a security vulnerability in any Microsoft-owned re
|
||||
|
||||
Instead, please report them to the Microsoft Security Response Center (MSRC) at [https://msrc.microsoft.com/create-report](https://msrc.microsoft.com/create-report).
|
||||
|
||||
If you prefer to submit without logging in, send email to [secure@microsoft.com](mailto:secure@microsoft.com). If possible, encrypt your message with our PGP key; please download it from the [Microsoft Security Response Center PGP Key page](https://www.microsoft.com/en-us/msrc/pgp-key-msrc).
|
||||
If you prefer to submit without logging in, send email to [secure@microsoft.com](mailto:secure@microsoft.com). If possible, encrypt your message with our PGP key; please download it from the [Microsoft Security Response Center PGP Key page](https://www.microsoft.com/en-us/msrc/pgp-key-msrc).
|
||||
|
||||
You should receive a response within 24 hours. If for some reason you do not, please follow up via email to ensure we received your original message. Additional information can be found at [microsoft.com/msrc](https://www.microsoft.com/msrc).
|
||||
|
||||
|
||||
@@ -1,3 +1,12 @@
|
||||
import warnings
|
||||
|
||||
from .agentchat import *
|
||||
from .code_utils import DEFAULT_MODEL, FAST_MODEL
|
||||
from .oai import *
|
||||
|
||||
warnings.warn(
|
||||
"The `flaml.autogen` module is deprecated and will be removed in a future release. "
|
||||
"Please refer to `https://github.com/microsoft/autogen` for latest usage.",
|
||||
DeprecationWarning,
|
||||
stacklevel=2,
|
||||
)
|
||||
|
||||
@@ -4,6 +4,7 @@
|
||||
# * project root for license information.
|
||||
from __future__ import annotations
|
||||
|
||||
import inspect
|
||||
import json
|
||||
import logging
|
||||
import os
|
||||
@@ -117,6 +118,8 @@ class AutoML(BaseEstimator):
|
||||
e.g., 'accuracy', 'roc_auc', 'roc_auc_ovr', 'roc_auc_ovo', 'roc_auc_weighted',
|
||||
'roc_auc_ovo_weighted', 'roc_auc_ovr_weighted', 'f1', 'micro_f1', 'macro_f1',
|
||||
'log_loss', 'mae', 'mse', 'r2', 'mape'. Default is 'auto'.
|
||||
For a full list of supported built-in metrics, please refer to
|
||||
https://microsoft.github.io/FLAML/docs/Use-Cases/Task-Oriented-AutoML#optimization-metric
|
||||
If passing a customized metric function, the function needs to
|
||||
have the following input arguments:
|
||||
|
||||
@@ -153,6 +156,10 @@ class AutoML(BaseEstimator):
|
||||
"pred_time": pred_time,
|
||||
}
|
||||
```
|
||||
**Note:** When passing a custom metric function, pass the function itself
|
||||
(e.g., `metric=custom_metric`), not the result of calling it
|
||||
(e.g., `metric=custom_metric(...)`). FLAML will call your function
|
||||
internally during the training process.
|
||||
task: A string of the task type, e.g.,
|
||||
'classification', 'regression', 'ts_forecast', 'rank',
|
||||
'seq-classification', 'seq-regression', 'summarization',
|
||||
@@ -173,14 +180,20 @@ class AutoML(BaseEstimator):
|
||||
and 'final_estimator' to specify the passthrough and
|
||||
final_estimator in the stacker. The dict can also contain
|
||||
'n_jobs' as the key to specify the number of jobs for the stacker.
|
||||
Note: The hyperparameters of a custom 'final_estimator' are NOT
|
||||
automatically tuned. If you provide an estimator instance (e.g.,
|
||||
CatBoostClassifier()), it will use the parameters you specified
|
||||
or their defaults. If 'final_estimator' is not provided, the best
|
||||
model found during the search will be used as the final estimator.
|
||||
eval_method: A string of resampling strategy, one of
|
||||
['auto', 'cv', 'holdout'].
|
||||
split_ratio: A float of the valiation data percentage for holdout.
|
||||
n_splits: An integer of the number of folds for cross - validation.
|
||||
log_type: A string of the log type, one of
|
||||
['better', 'all'].
|
||||
'better' only logs configs with better loss than previos iters
|
||||
'all' logs all the tried configs.
|
||||
log_type: Specifies which logs to save. One of ['better', 'all']. Default is 'better'.
|
||||
- 'better': Logs configs and models (if `model_history` is True) only when the loss improves,
|
||||
to `log_file_name` and MLflow, respectively.
|
||||
- 'all': Logs all configs and models (if `model_history` is True), regardless of performance.
|
||||
Note: Configs are always logged to MLflow if MLflow logging is enabled.
|
||||
model_history: A boolean of whether to keep the best
|
||||
model per estimator. Make sure memory is large enough if setting to True. Default False.
|
||||
log_training_metric: A boolean of whether to log the training
|
||||
@@ -330,6 +343,12 @@ class AutoML(BaseEstimator):
|
||||
}
|
||||
```
|
||||
skip_transform: boolean, default=False | Whether to pre-process data prior to modeling.
|
||||
allow_label_overlap: boolean, default=True | For classification tasks with holdout evaluation,
|
||||
whether to allow label overlap between train and validation sets. When True (default),
|
||||
uses a fast strategy that adds the first instance of missing labels to the set that is
|
||||
missing them, which may create some overlap. When False, uses a precise but slower
|
||||
strategy that intelligently re-splits instances to avoid overlap when possible.
|
||||
Only affects classification tasks with holdout evaluation method.
|
||||
fit_kwargs_by_estimator: dict, default=None | The user specified keywords arguments, grouped by estimator name.
|
||||
e.g.,
|
||||
|
||||
@@ -360,7 +379,10 @@ class AutoML(BaseEstimator):
|
||||
settings["split_ratio"] = settings.get("split_ratio", SPLIT_RATIO)
|
||||
settings["n_splits"] = settings.get("n_splits", N_SPLITS)
|
||||
settings["auto_augment"] = settings.get("auto_augment", True)
|
||||
settings["allow_label_overlap"] = settings.get("allow_label_overlap", True)
|
||||
settings["metric"] = settings.get("metric", "auto")
|
||||
# Validate that custom metric is callable if not a string
|
||||
self._validate_metric_parameter(settings["metric"], allow_auto=True)
|
||||
settings["estimator_list"] = settings.get("estimator_list", "auto")
|
||||
settings["log_file_name"] = settings.get("log_file_name", "")
|
||||
settings["max_iter"] = settings.get("max_iter") # no budget by default
|
||||
@@ -401,6 +423,80 @@ class AutoML(BaseEstimator):
|
||||
self._estimator_type = "classifier" if settings["task"] in CLASSIFICATION else "regressor"
|
||||
self.best_run_id = None
|
||||
|
||||
def __getstate__(self):
|
||||
"""Customize pickling to avoid serializing runtime-only objects.
|
||||
|
||||
MLflow's sklearn flavor serializes estimators via (cloud)pickle. During
|
||||
AutoML fitting we may attach an internal mlflow integration instance
|
||||
which holds `concurrent.futures.Future` objects and executors containing
|
||||
thread locks, which are not picklable.
|
||||
"""
|
||||
|
||||
state = self.__dict__.copy()
|
||||
# Keep mlflow_integration for post-load visualization (e.g., infos), but
|
||||
# strip non-picklable runtime-only members (thread futures, clients).
|
||||
mlflow_integration = state.get("mlflow_integration", None)
|
||||
if mlflow_integration is not None:
|
||||
import copy
|
||||
|
||||
mi = copy.copy(mlflow_integration)
|
||||
# These are runtime-only and often contain locks / threads.
|
||||
if hasattr(mi, "futures"):
|
||||
mi.futures = {}
|
||||
if hasattr(mi, "futures_log_model"):
|
||||
mi.futures_log_model = {}
|
||||
if hasattr(mi, "train_func"):
|
||||
mi.train_func = None
|
||||
if hasattr(mi, "mlflow_client"):
|
||||
mi.mlflow_client = None
|
||||
state["mlflow_integration"] = mi
|
||||
# MLflow signature objects may hold references to Spark/pandas-on-Spark
|
||||
# inputs and can indirectly capture SparkContext, which is not picklable.
|
||||
state.pop("estimator_signature", None)
|
||||
state.pop("pipeline_signature", None)
|
||||
return state
|
||||
|
||||
def __setstate__(self, state):
|
||||
self.__dict__.update(state)
|
||||
# Ensure mlflow_integration runtime members exist post-unpickle.
|
||||
mi = getattr(self, "mlflow_integration", None)
|
||||
if mi is not None:
|
||||
if not hasattr(mi, "futures") or mi.futures is None:
|
||||
mi.futures = {}
|
||||
if not hasattr(mi, "futures_log_model") or mi.futures_log_model is None:
|
||||
mi.futures_log_model = {}
|
||||
if not hasattr(mi, "train_func"):
|
||||
mi.train_func = None
|
||||
if not hasattr(mi, "mlflow_client") or mi.mlflow_client is None:
|
||||
try:
|
||||
import mlflow as _mlflow
|
||||
|
||||
mi.mlflow_client = _mlflow.tracking.MlflowClient()
|
||||
except Exception:
|
||||
mi.mlflow_client = None
|
||||
|
||||
@staticmethod
|
||||
def _validate_metric_parameter(metric, allow_auto=True):
|
||||
"""Validate that the metric parameter is either a string or a callable function.
|
||||
|
||||
Args:
|
||||
metric: The metric parameter to validate.
|
||||
allow_auto: Whether to allow "auto" as a valid string value.
|
||||
|
||||
Raises:
|
||||
ValueError: If metric is not a string or callable function.
|
||||
"""
|
||||
if allow_auto and metric == "auto":
|
||||
return
|
||||
if not isinstance(metric, str) and not callable(metric):
|
||||
raise ValueError(
|
||||
f"The 'metric' parameter must be either a string or a callable function, "
|
||||
f"but got {type(metric).__name__}. "
|
||||
f"If you defined a custom_metric function, make sure to pass the function itself "
|
||||
f"(e.g., metric=custom_metric) and not the result of calling it "
|
||||
f"(e.g., metric=custom_metric(...))."
|
||||
)
|
||||
|
||||
def get_params(self, deep: bool = False) -> dict:
|
||||
return self._settings.copy()
|
||||
|
||||
@@ -449,18 +545,135 @@ class AutoML(BaseEstimator):
|
||||
|
||||
@property
|
||||
def best_config(self):
|
||||
"""A dictionary of the best configuration."""
|
||||
"""A dictionary of the best configuration.
|
||||
|
||||
The returned config dictionary can be used to:
|
||||
1. Pass as `starting_points` to a new AutoML run.
|
||||
2. Initialize the corresponding FLAML estimator directly.
|
||||
3. Initialize the original model (e.g., LightGBM, XGBoost) after converting
|
||||
FLAML-specific parameters.
|
||||
|
||||
Note:
|
||||
The config contains FLAML's search space parameters, which may differ from
|
||||
the original model's parameters. For example, FLAML uses `log_max_bin` for
|
||||
LightGBM instead of `max_bin`. Use the FLAML estimator's `config2params()`
|
||||
method to convert to the original model's parameters.
|
||||
|
||||
Example:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
from lightgbm import LGBMClassifier
|
||||
from sklearn.datasets import load_iris
|
||||
|
||||
X, y = load_iris(return_X_y=True)
|
||||
|
||||
# Train with AutoML
|
||||
automl = AutoML()
|
||||
automl.fit(X, y, task="classification", time_budget=10)
|
||||
|
||||
# Get the best config
|
||||
best_config = automl.best_config
|
||||
print("Best config:", best_config)
|
||||
# Example output: {'n_estimators': 4, 'num_leaves': 4, 'min_child_samples': 20,
|
||||
# 'learning_rate': 0.1, 'log_max_bin': 8, ...}
|
||||
|
||||
# Option 1: Use FLAML estimator directly (handles parameter conversion internally)
|
||||
flaml_estimator = LGBMEstimator(task="classification", **best_config)
|
||||
flaml_estimator.fit(X, y)
|
||||
|
||||
# Option 2: Convert to original model parameters using config2params()
|
||||
# This converts FLAML-specific params (e.g., log_max_bin -> max_bin)
|
||||
original_params = flaml_estimator.params # or use flaml_estimator.config2params(best_config)
|
||||
print("Original model params:", original_params)
|
||||
# Example output: {'n_estimators': 4, 'num_leaves': 4, 'min_child_samples': 20,
|
||||
# 'learning_rate': 0.1, 'max_bin': 255, ...} # log_max_bin converted to max_bin
|
||||
|
||||
# Now use with original LightGBM
|
||||
lgbm_model = LGBMClassifier(**original_params)
|
||||
lgbm_model.fit(X, y)
|
||||
```
|
||||
"""
|
||||
state = self._search_states.get(self._best_estimator)
|
||||
config = state and getattr(state, "best_config", None)
|
||||
return config and AutoMLState.sanitize(config)
|
||||
|
||||
@property
|
||||
def best_config_per_estimator(self):
|
||||
"""A dictionary of all estimators' best configuration."""
|
||||
return {
|
||||
e: e_search_state.best_config and AutoMLState.sanitize(e_search_state.best_config)
|
||||
for e, e_search_state in self._search_states.items()
|
||||
}
|
||||
"""A dictionary of all estimators' best configuration.
|
||||
|
||||
Returns a dictionary where keys are estimator names (e.g., 'lgbm', 'xgboost')
|
||||
and values are the best hyperparameter configurations found for each estimator.
|
||||
The config may include `FLAML_sample_size` which indicates the sample size used
|
||||
during training.
|
||||
|
||||
This is useful for:
|
||||
1. Passing as `starting_points` to a new AutoML run for warm-starting.
|
||||
2. Comparing the best configurations across different estimators.
|
||||
3. Initializing the original models after converting FLAML-specific parameters.
|
||||
|
||||
Note:
|
||||
The configs contain FLAML's search space parameters, which may differ from
|
||||
the original models' parameters. Use each estimator's `config2params()` method
|
||||
to convert to the original model's parameters.
|
||||
|
||||
Example:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from flaml.automl.model import LGBMEstimator, XGBoostEstimator
|
||||
from lightgbm import LGBMClassifier
|
||||
from xgboost import XGBClassifier
|
||||
from sklearn.datasets import load_iris
|
||||
|
||||
X, y = load_iris(return_X_y=True)
|
||||
|
||||
# Train with AutoML
|
||||
automl = AutoML()
|
||||
automl.fit(X, y, task="classification", time_budget=30,
|
||||
estimator_list=['lgbm', 'xgboost'])
|
||||
|
||||
# Get best configs for all estimators
|
||||
configs = automl.best_config_per_estimator
|
||||
print(configs)
|
||||
# Example output: {'lgbm': {'n_estimators': 4, 'num_leaves': 4, 'log_max_bin': 8, ...},
|
||||
# 'xgboost': {'n_estimators': 4, 'max_leaves': 4, ...}}
|
||||
|
||||
# Use as starting points for a new AutoML run (warm start)
|
||||
new_automl = AutoML()
|
||||
new_automl.fit(X, y, task="classification", time_budget=30,
|
||||
starting_points=configs)
|
||||
|
||||
# Or convert to original model parameters for direct use
|
||||
if configs.get('lgbm'):
|
||||
lgbm_config = configs['lgbm'].copy()
|
||||
lgbm_config.pop('FLAML_sample_size', None) # Remove FLAML internal param
|
||||
flaml_lgbm = LGBMEstimator(task="classification", **lgbm_config)
|
||||
original_lgbm_params = flaml_lgbm.params # Converted params (log_max_bin -> max_bin), or use flaml_lgbm.config2params(lgbm_config)
|
||||
lgbm_model = LGBMClassifier(**original_lgbm_params)
|
||||
lgbm_model.fit(X, y)
|
||||
|
||||
if configs.get('xgboost'):
|
||||
xgb_config = configs['xgboost'].copy()
|
||||
xgb_config.pop('FLAML_sample_size', None) # Remove FLAML internal param
|
||||
flaml_xgb = XGBoostEstimator(task="classification", **xgb_config)
|
||||
original_xgb_params = flaml_xgb.params # Converted params
|
||||
xgb_model = XGBClassifier(**original_xgb_params)
|
||||
xgb_model.fit(X, y)
|
||||
```
|
||||
"""
|
||||
result = {}
|
||||
for e, e_search_state in self._search_states.items():
|
||||
if e_search_state.best_config:
|
||||
config = e_search_state.best_config.get("ml", e_search_state.best_config).copy()
|
||||
# Remove internal keys that are not needed for starting_points, but keep FLAML_sample_size
|
||||
config.pop("learner", None)
|
||||
config.pop("_choice_", None)
|
||||
result[e] = config
|
||||
else:
|
||||
result[e] = None
|
||||
return result
|
||||
|
||||
@property
|
||||
def best_loss_per_estimator(self):
|
||||
@@ -576,7 +789,7 @@ class AutoML(BaseEstimator):
|
||||
|
||||
def predict(
|
||||
self,
|
||||
X: np.array | DataFrame | list[str] | list[list[str]] | psDataFrame,
|
||||
X: np.ndarray | DataFrame | list[str] | list[list[str]] | psDataFrame,
|
||||
**pred_kwargs,
|
||||
):
|
||||
"""Predict label from features.
|
||||
@@ -642,6 +855,50 @@ class AutoML(BaseEstimator):
|
||||
proba = self._trained_estimator.predict_proba(X, **pred_kwargs)
|
||||
return proba
|
||||
|
||||
def preprocess(
|
||||
self,
|
||||
X: np.ndarray | DataFrame | list[str] | list[list[str]] | psDataFrame,
|
||||
):
|
||||
"""Preprocess data using task-level preprocessing.
|
||||
|
||||
This method applies task-level preprocessing transformations to the input data,
|
||||
including handling of data types, sparse matrices, and feature transformations
|
||||
that were learned during the fit phase. This should be called before any
|
||||
estimator-level preprocessing.
|
||||
|
||||
Args:
|
||||
X: A numpy array or pandas dataframe or pyspark.pandas dataframe
|
||||
of featurized instances, shape n * m,
|
||||
or for time series forecast tasks:
|
||||
a pandas dataframe with the first column containing
|
||||
timestamp values (datetime type) or an integer n for
|
||||
the predict steps (only valid when the estimator is
|
||||
arima or sarimax). Other columns in the dataframe
|
||||
are assumed to be exogenous variables (categorical
|
||||
or numeric).
|
||||
|
||||
Returns:
|
||||
Preprocessed data in the same format as input (numpy array, DataFrame, etc.).
|
||||
|
||||
Raises:
|
||||
AttributeError: If the model has not been fitted yet.
|
||||
|
||||
Example:
|
||||
```python
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="classification")
|
||||
|
||||
# Apply task-level preprocessing to new data
|
||||
X_test_preprocessed = automl.preprocess(X_test)
|
||||
```
|
||||
"""
|
||||
if not hasattr(self, "_state") or self._state is None:
|
||||
raise AttributeError("AutoML instance has not been fitted yet. Please call fit() first.")
|
||||
if not hasattr(self, "_transformer"):
|
||||
raise AttributeError("Transformer not initialized. Please call fit() first.")
|
||||
|
||||
return self._state.task.preprocess(X, self._transformer)
|
||||
|
||||
def add_learner(self, learner_name, learner_class):
|
||||
"""Add a customized learner.
|
||||
|
||||
@@ -800,6 +1057,14 @@ class AutoML(BaseEstimator):
|
||||
the searched learners, such as sample_weight. Below are a few examples of
|
||||
estimator-specific parameters:
|
||||
period: int | forecast horizon for all time series forecast tasks.
|
||||
This is the number of time steps ahead to forecast (e.g., period=12 means
|
||||
forecasting 12 steps into the future). This represents the forecast horizon
|
||||
used during model training. Note: during prediction, the output length
|
||||
equals the length of X_test. FLAML automatically handles feature
|
||||
engineering for you - sklearn-based models (lgbm, rf, xgboost, etc.) will have
|
||||
lagged features created automatically, while time series native models (prophet,
|
||||
arima, sarimax) use their built-in forecasting capabilities. You do NOT need
|
||||
to manually create lagged features of the target variable.
|
||||
gpu_per_trial: float, default = 0 | A float of the number of gpus per trial,
|
||||
only used by TransformersEstimator, XGBoostSklearnEstimator, and
|
||||
TemporalFusionTransformerEstimator.
|
||||
@@ -907,6 +1172,7 @@ class AutoML(BaseEstimator):
|
||||
eval_method = self._decide_eval_method(eval_method, time_budget)
|
||||
self.modelcount = 0
|
||||
self._auto_augment = auto_augment
|
||||
self._allow_label_overlap = self._settings.get("allow_label_overlap", True)
|
||||
self._prepare_data(eval_method, split_ratio, n_splits)
|
||||
self._state.time_budget = -1
|
||||
self._state.free_mem_ratio = 0
|
||||
@@ -1094,17 +1360,344 @@ class AutoML(BaseEstimator):
|
||||
return self._state.data_size[0] if self._sample else None
|
||||
|
||||
def pickle(self, output_file_name):
|
||||
"""Serialize the AutoML instance to a pickle file.
|
||||
|
||||
Notes:
|
||||
When the trained estimator(s) are Spark-based, they may hold references
|
||||
to SparkContext/SparkSession via Spark ML objects. Such objects are not
|
||||
safely picklable and can cause pickling/broadcast errors.
|
||||
|
||||
This method externalizes Spark ML models into an adjacent artifact
|
||||
directory and stores only lightweight metadata in the pickle.
|
||||
"""
|
||||
|
||||
import os
|
||||
import pickle
|
||||
import re
|
||||
|
||||
def _safe_name(name: str) -> str:
|
||||
return re.sub(r"[^A-Za-z0-9_.-]+", "_", name)
|
||||
|
||||
def _iter_trained_estimators():
|
||||
trained = getattr(self, "_trained_estimator", None)
|
||||
if trained is not None:
|
||||
yield "_trained_estimator", trained
|
||||
for est_name in getattr(self, "estimator_list", []) or []:
|
||||
ss = getattr(self, "_search_states", {}).get(est_name)
|
||||
te = ss and getattr(ss, "trained_estimator", None)
|
||||
if te is not None:
|
||||
yield f"_search_states.{est_name}.trained_estimator", te
|
||||
|
||||
def _scrub_pyspark_refs(root_obj):
|
||||
"""Best-effort removal of pyspark objects prior to pickling.
|
||||
|
||||
SparkContext/SparkSession and Spark DataFrame objects are not picklable.
|
||||
This function finds such objects within common containers and instance
|
||||
attributes and replaces them with None, returning a restore mapping.
|
||||
"""
|
||||
|
||||
try:
|
||||
import pyspark
|
||||
from pyspark.broadcast import Broadcast
|
||||
from pyspark.sql import DataFrame as SparkDataFrame
|
||||
from pyspark.sql import SparkSession
|
||||
|
||||
try:
|
||||
import pyspark.pandas as ps
|
||||
|
||||
psDataFrameType = getattr(ps, "DataFrame", None)
|
||||
psSeriesType = getattr(ps, "Series", None)
|
||||
except Exception:
|
||||
psDataFrameType = None
|
||||
psSeriesType = None
|
||||
|
||||
bad_types = [
|
||||
pyspark.SparkContext,
|
||||
SparkSession,
|
||||
SparkDataFrame,
|
||||
Broadcast,
|
||||
]
|
||||
if psDataFrameType is not None:
|
||||
bad_types.append(psDataFrameType)
|
||||
if psSeriesType is not None:
|
||||
bad_types.append(psSeriesType)
|
||||
bad_types = tuple(t for t in bad_types if t is not None)
|
||||
except Exception:
|
||||
return {}
|
||||
|
||||
restore = {}
|
||||
visited = set()
|
||||
|
||||
def _mark(parent, key, value, path):
|
||||
restore[(id(parent), key)] = (parent, key, value)
|
||||
try:
|
||||
if isinstance(parent, dict):
|
||||
parent[key] = None
|
||||
elif isinstance(parent, list):
|
||||
parent[key] = None
|
||||
elif isinstance(parent, tuple):
|
||||
# tuples are immutable; we can't modify in-place
|
||||
pass
|
||||
else:
|
||||
setattr(parent, key, None)
|
||||
except Exception:
|
||||
# Best-effort.
|
||||
pass
|
||||
|
||||
def _walk(obj, depth, parent=None, key=None, path="self"):
|
||||
if obj is None:
|
||||
return
|
||||
oid = id(obj)
|
||||
if oid in visited:
|
||||
return
|
||||
visited.add(oid)
|
||||
|
||||
if isinstance(obj, bad_types):
|
||||
if parent is not None:
|
||||
_mark(parent, key, obj, path)
|
||||
return
|
||||
if depth <= 0:
|
||||
return
|
||||
|
||||
if isinstance(obj, dict):
|
||||
for k, v in list(obj.items()):
|
||||
_walk(v, depth - 1, parent=obj, key=k, path=f"{path}[{k!r}]")
|
||||
return
|
||||
if isinstance(obj, list):
|
||||
for i, v in enumerate(list(obj)):
|
||||
_walk(v, depth - 1, parent=obj, key=i, path=f"{path}[{i}]")
|
||||
return
|
||||
if isinstance(obj, tuple):
|
||||
# Can't scrub inside tuples safely; but still inspect for diagnostics.
|
||||
for i, v in enumerate(obj):
|
||||
_walk(v, depth - 1, parent=None, key=None, path=f"{path}[{i}]")
|
||||
return
|
||||
if isinstance(obj, set):
|
||||
for v in list(obj):
|
||||
_walk(v, depth - 1, parent=None, key=None, path=f"{path}{{...}}")
|
||||
return
|
||||
|
||||
d = getattr(obj, "__dict__", None)
|
||||
if isinstance(d, dict):
|
||||
for attr, v in list(d.items()):
|
||||
_walk(v, depth - 1, parent=obj, key=attr, path=f"{path}.{attr}")
|
||||
|
||||
_walk(root_obj, depth=6)
|
||||
return restore
|
||||
|
||||
# Temporarily remove non-picklable pieces (e.g., SparkContext-backed objects)
|
||||
# and externalize spark models.
|
||||
estimator_to_training_function = {}
|
||||
spark_restore = []
|
||||
artifact_dir = None
|
||||
state_restore = {}
|
||||
automl_restore = {}
|
||||
scrub_restore = {}
|
||||
|
||||
try:
|
||||
# Signatures are only used for MLflow logging; they are not required
|
||||
# for inference and can capture SparkContext via pyspark objects.
|
||||
for attr in ("estimator_signature", "pipeline_signature"):
|
||||
if hasattr(self, attr):
|
||||
automl_restore[attr] = getattr(self, attr)
|
||||
setattr(self, attr, None)
|
||||
|
||||
for estimator in self.estimator_list:
|
||||
search_state = self._search_states[estimator]
|
||||
if hasattr(search_state, "training_function"):
|
||||
estimator_to_training_function[estimator] = search_state.training_function
|
||||
del search_state.training_function
|
||||
|
||||
# AutoMLState may keep Spark / pandas-on-Spark dataframes which are not picklable.
|
||||
# They are not required for inference, so strip them for serialization.
|
||||
state = getattr(self, "_state", None)
|
||||
if state is not None:
|
||||
for attr in (
|
||||
"X_train",
|
||||
"y_train",
|
||||
"X_train_all",
|
||||
"y_train_all",
|
||||
"X_val",
|
||||
"y_val",
|
||||
"weight_val",
|
||||
"groups_val",
|
||||
"sample_weight_all",
|
||||
"groups",
|
||||
"groups_all",
|
||||
"kf",
|
||||
):
|
||||
if hasattr(state, attr):
|
||||
state_restore[attr] = getattr(state, attr)
|
||||
setattr(state, attr, None)
|
||||
|
||||
for key, est in _iter_trained_estimators():
|
||||
if getattr(est, "estimator_baseclass", None) != "spark":
|
||||
continue
|
||||
|
||||
# Drop training data reference (Spark DataFrame / pandas-on-Spark).
|
||||
old_df_train = getattr(est, "df_train", None)
|
||||
old_model = getattr(est, "_model", None)
|
||||
|
||||
model_meta = None
|
||||
if old_model is not None:
|
||||
if artifact_dir is None:
|
||||
artifact_dir = output_file_name + ".flaml_artifacts"
|
||||
os.makedirs(artifact_dir, exist_ok=True)
|
||||
# store relative dirname so the pickle+folder can be moved together
|
||||
self._flaml_pickle_artifacts_dirname = os.path.basename(artifact_dir)
|
||||
|
||||
model_dir = os.path.join(artifact_dir, _safe_name(key))
|
||||
# Spark ML models are saved as directories.
|
||||
try:
|
||||
writer = old_model.write()
|
||||
writer.overwrite().save(model_dir)
|
||||
except Exception as e:
|
||||
raise RuntimeError(
|
||||
"Failed to externalize Spark model for pickling. "
|
||||
"Please ensure the Spark ML model supports write().overwrite().save(path)."
|
||||
) from e
|
||||
|
||||
model_meta = {
|
||||
"path": os.path.relpath(model_dir, os.path.dirname(output_file_name) or "."),
|
||||
"class": old_model.__class__.__module__ + "." + old_model.__class__.__name__,
|
||||
}
|
||||
# Replace in-memory Spark model with metadata only.
|
||||
est._model = None
|
||||
est._flaml_spark_model_meta = model_meta
|
||||
|
||||
est.df_train = None
|
||||
spark_restore.append((est, old_model, old_df_train, model_meta))
|
||||
|
||||
with open(output_file_name, "wb") as f:
|
||||
try:
|
||||
pickle.dump(self, f, pickle.HIGHEST_PROTOCOL)
|
||||
except Exception:
|
||||
# Some pyspark objects can still be captured indirectly.
|
||||
scrub_restore = _scrub_pyspark_refs(self)
|
||||
if scrub_restore:
|
||||
f.seek(0)
|
||||
f.truncate()
|
||||
pickle.dump(self, f, pickle.HIGHEST_PROTOCOL)
|
||||
else:
|
||||
raise
|
||||
finally:
|
||||
# Restore training_function and Spark models so current object remains usable.
|
||||
for estimator, tf in estimator_to_training_function.items():
|
||||
self._search_states[estimator].training_function = tf
|
||||
|
||||
for attr, val in automl_restore.items():
|
||||
setattr(self, attr, val)
|
||||
|
||||
state = getattr(self, "_state", None)
|
||||
if state is not None and state_restore:
|
||||
for attr, val in state_restore.items():
|
||||
setattr(state, attr, val)
|
||||
|
||||
for est, old_model, old_df_train, model_meta in spark_restore:
|
||||
est._model = old_model
|
||||
est.df_train = old_df_train
|
||||
if model_meta is not None and hasattr(est, "_flaml_spark_model_meta"):
|
||||
delattr(est, "_flaml_spark_model_meta")
|
||||
|
||||
if scrub_restore:
|
||||
for _, (parent, key, value) in scrub_restore.items():
|
||||
try:
|
||||
if isinstance(parent, dict):
|
||||
parent[key] = value
|
||||
elif isinstance(parent, list):
|
||||
parent[key] = value
|
||||
else:
|
||||
setattr(parent, key, value)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
@classmethod
|
||||
def load_pickle(cls, input_file_name: str, load_spark_models: bool = True):
|
||||
"""Load an AutoML instance saved by :meth:`pickle`.
|
||||
|
||||
Args:
|
||||
input_file_name: Path to the pickle file created by :meth:`pickle`.
|
||||
load_spark_models: Whether to load externalized Spark ML models back
|
||||
into the estimator objects. If False, Spark estimators will remain
|
||||
without their underlying Spark model and cannot be used for predict.
|
||||
|
||||
Returns:
|
||||
The deserialized AutoML instance.
|
||||
"""
|
||||
import importlib
|
||||
import os
|
||||
import pickle
|
||||
|
||||
estimator_to_training_function = {}
|
||||
for estimator in self.estimator_list:
|
||||
search_state = self._search_states[estimator]
|
||||
if hasattr(search_state, "training_function"):
|
||||
estimator_to_training_function[estimator] = search_state.training_function
|
||||
del search_state.training_function
|
||||
with open(input_file_name, "rb") as f:
|
||||
automl = pickle.load(f)
|
||||
|
||||
with open(output_file_name, "wb") as f:
|
||||
pickle.dump(self, f, pickle.HIGHEST_PROTOCOL)
|
||||
# Recreate per-estimator training_function if it was removed for pickling.
|
||||
try:
|
||||
for est_name, ss in getattr(automl, "_search_states", {}).items():
|
||||
if not hasattr(ss, "training_function"):
|
||||
ss.training_function = partial(
|
||||
AutoMLState._compute_with_config_base,
|
||||
state=automl._state,
|
||||
estimator=est_name,
|
||||
)
|
||||
except Exception:
|
||||
# Best-effort; training_function is only needed for re-searching.
|
||||
pass
|
||||
|
||||
if not load_spark_models:
|
||||
return automl
|
||||
|
||||
base_dir = os.path.dirname(input_file_name) or "."
|
||||
|
||||
def _iter_trained_estimators_loaded():
|
||||
trained = getattr(automl, "_trained_estimator", None)
|
||||
if trained is not None:
|
||||
yield trained
|
||||
for ss in getattr(automl, "_search_states", {}).values():
|
||||
te = ss and getattr(ss, "trained_estimator", None)
|
||||
if te is not None:
|
||||
yield te
|
||||
|
||||
for est in _iter_trained_estimators_loaded():
|
||||
meta = getattr(est, "_flaml_spark_model_meta", None)
|
||||
if not meta:
|
||||
continue
|
||||
model_path = meta.get("path")
|
||||
model_class = meta.get("class")
|
||||
if not model_path or not model_class:
|
||||
continue
|
||||
|
||||
abs_model_path = os.path.join(base_dir, model_path)
|
||||
|
||||
module_name, _, class_name = model_class.rpartition(".")
|
||||
try:
|
||||
module = importlib.import_module(module_name)
|
||||
model_cls = getattr(module, class_name)
|
||||
except Exception as e:
|
||||
raise RuntimeError(f"Failed to import Spark model class '{model_class}'") from e
|
||||
|
||||
# Most Spark ML models support either Class.load(path) or Class.read().load(path).
|
||||
if hasattr(model_cls, "load"):
|
||||
est._model = model_cls.load(abs_model_path)
|
||||
elif hasattr(model_cls, "read"):
|
||||
est._model = model_cls.read().load(abs_model_path)
|
||||
else:
|
||||
try:
|
||||
from pyspark.ml.pipeline import PipelineModel
|
||||
|
||||
loaded_model = PipelineModel.load(abs_model_path)
|
||||
if not isinstance(loaded_model, model_cls):
|
||||
raise RuntimeError(
|
||||
f"Loaded model type '{type(loaded_model).__name__}' does not match expected type '{model_class}'."
|
||||
)
|
||||
est._model = loaded_model
|
||||
except Exception as e:
|
||||
raise RuntimeError(
|
||||
f"Spark model class '{model_class}' does not support load/read(). "
|
||||
"Unable to restore Spark model from artifacts."
|
||||
) from e
|
||||
|
||||
return automl
|
||||
|
||||
@property
|
||||
def trainable(self) -> Callable[[dict], float | None]:
|
||||
@@ -1183,6 +1776,7 @@ class AutoML(BaseEstimator):
|
||||
n_splits,
|
||||
self._df,
|
||||
self._sample_weight_full,
|
||||
self._allow_label_overlap,
|
||||
)
|
||||
self.data_size_full = self._state.data_size_full
|
||||
|
||||
@@ -1239,6 +1833,7 @@ class AutoML(BaseEstimator):
|
||||
time_col=None,
|
||||
cv_score_agg_func=None,
|
||||
skip_transform=None,
|
||||
allow_label_overlap=True,
|
||||
mlflow_logging=None,
|
||||
fit_kwargs_by_estimator=None,
|
||||
mlflow_exp_name=None,
|
||||
@@ -1267,6 +1862,8 @@ class AutoML(BaseEstimator):
|
||||
e.g., 'accuracy', 'roc_auc', 'roc_auc_ovr', 'roc_auc_ovo', 'roc_auc_weighted',
|
||||
'roc_auc_ovo_weighted', 'roc_auc_ovr_weighted', 'f1', 'micro_f1', 'macro_f1',
|
||||
'log_loss', 'mae', 'mse', 'r2', 'mape'. Default is 'auto'.
|
||||
For a full list of supported built-in metrics, please refer to
|
||||
https://microsoft.github.io/FLAML/docs/Use-Cases/Task-Oriented-AutoML#optimization-metric
|
||||
If passing a customized metric function, the function needs to
|
||||
have the following input arguments:
|
||||
|
||||
@@ -1303,6 +1900,10 @@ class AutoML(BaseEstimator):
|
||||
"pred_time": pred_time,
|
||||
}
|
||||
```
|
||||
**Note:** When passing a custom metric function, pass the function itself
|
||||
(e.g., `metric=custom_metric`), not the result of calling it
|
||||
(e.g., `metric=custom_metric(...)`). FLAML will call your function
|
||||
internally during the training process.
|
||||
task: A string of the task type, e.g.,
|
||||
'classification', 'regression', 'ts_forecast_regression',
|
||||
'ts_forecast_classification', 'rank', 'seq-classification',
|
||||
@@ -1325,6 +1926,11 @@ class AutoML(BaseEstimator):
|
||||
and 'final_estimator' to specify the passthrough and
|
||||
final_estimator in the stacker. The dict can also contain
|
||||
'n_jobs' as the key to specify the number of jobs for the stacker.
|
||||
Note: The hyperparameters of a custom 'final_estimator' are NOT
|
||||
automatically tuned. If you provide an estimator instance (e.g.,
|
||||
CatBoostClassifier()), it will use the parameters you specified
|
||||
or their defaults. If 'final_estimator' is not provided, the best
|
||||
model found during the search will be used as the final estimator.
|
||||
eval_method: A string of resampling strategy, one of
|
||||
['auto', 'cv', 'holdout'].
|
||||
split_ratio: A float of the valiation data percentage for holdout.
|
||||
@@ -1514,6 +2120,12 @@ class AutoML(BaseEstimator):
|
||||
```
|
||||
|
||||
skip_transform: boolean, default=False | Whether to pre-process data prior to modeling.
|
||||
allow_label_overlap: boolean, default=True | For classification tasks with holdout evaluation,
|
||||
whether to allow label overlap between train and validation sets. When True (default),
|
||||
uses a fast strategy that adds the first instance of missing labels to the set that is
|
||||
missing them, which may create some overlap. When False, uses a precise but slower
|
||||
strategy that intelligently re-splits instances to avoid overlap when possible.
|
||||
Only affects classification tasks with holdout evaluation method.
|
||||
mlflow_logging: boolean, default=None | Whether to log the training results to mlflow.
|
||||
Default value is None, which means the logging decision is made based on
|
||||
AutoML.__init__'s mlflow_logging argument. Not valid if mlflow is not installed.
|
||||
@@ -1547,6 +2159,14 @@ class AutoML(BaseEstimator):
|
||||
the searched learners, such as sample_weight. Below are a few examples of
|
||||
estimator-specific parameters:
|
||||
period: int | forecast horizon for all time series forecast tasks.
|
||||
This is the number of time steps ahead to forecast (e.g., period=12 means
|
||||
forecasting 12 steps into the future). This represents the forecast horizon
|
||||
used during model training. Note: during prediction, the output length
|
||||
equals the length of X_test. FLAML automatically handles feature
|
||||
engineering for you - sklearn-based models (lgbm, rf, xgboost, etc.) will have
|
||||
lagged features created automatically, while time series native models (prophet,
|
||||
arima, sarimax) use their built-in forecasting capabilities. You do NOT need
|
||||
to manually create lagged features of the target variable.
|
||||
gpu_per_trial: float, default = 0 | A float of the number of gpus per trial,
|
||||
only used by TransformersEstimator, XGBoostSklearnEstimator, and
|
||||
TemporalFusionTransformerEstimator.
|
||||
@@ -1583,7 +2203,10 @@ class AutoML(BaseEstimator):
|
||||
split_ratio = split_ratio or self._settings.get("split_ratio")
|
||||
n_splits = n_splits or self._settings.get("n_splits")
|
||||
auto_augment = self._settings.get("auto_augment") if auto_augment is None else auto_augment
|
||||
metric = metric or self._settings.get("metric")
|
||||
allow_label_overlap = (
|
||||
self._settings.get("allow_label_overlap") if allow_label_overlap is None else allow_label_overlap
|
||||
)
|
||||
metric = self._settings.get("metric") if metric is None else metric
|
||||
estimator_list = estimator_list or self._settings.get("estimator_list")
|
||||
log_file_name = self._settings.get("log_file_name") if log_file_name is None else log_file_name
|
||||
max_iter = self._settings.get("max_iter") if max_iter is None else max_iter
|
||||
@@ -1765,6 +2388,7 @@ class AutoML(BaseEstimator):
|
||||
|
||||
self._retrain_in_budget = retrain_full == "budget" and (eval_method == "holdout" and self._state.X_val is None)
|
||||
self._auto_augment = auto_augment
|
||||
self._allow_label_overlap = allow_label_overlap
|
||||
|
||||
_sample_size_from_starting_points = {}
|
||||
if isinstance(starting_points, dict):
|
||||
@@ -1822,6 +2446,9 @@ class AutoML(BaseEstimator):
|
||||
and (self._min_sample_size * SAMPLE_MULTIPLY_FACTOR < self._state.data_size[0])
|
||||
)
|
||||
|
||||
# Validate metric parameter before processing
|
||||
self._validate_metric_parameter(metric, allow_auto=True)
|
||||
|
||||
metric = task.default_metric(metric)
|
||||
self._state.metric = metric
|
||||
|
||||
@@ -2156,7 +2783,7 @@ class AutoML(BaseEstimator):
|
||||
use_spark=True,
|
||||
force_cancel=self._force_cancel,
|
||||
mlflow_exp_name=self._mlflow_exp_name,
|
||||
automl_info=(mlflow_log_latency,), # pass automl info to tune.run
|
||||
automl_info=(mlflow_log_latency, self._log_type), # pass automl info to tune.run
|
||||
extra_tag=self.autolog_extra_tag,
|
||||
# raise_on_failed_trial=False,
|
||||
# keep_checkpoints_num=1,
|
||||
@@ -2219,7 +2846,9 @@ class AutoML(BaseEstimator):
|
||||
if better or self._log_type == "all":
|
||||
self._log_trial(search_state, estimator)
|
||||
if self.mlflow_integration:
|
||||
self.mlflow_integration.record_state(self, search_state, estimator)
|
||||
self.mlflow_integration.record_state(
|
||||
self, search_state, estimator, better or self._log_type == "all"
|
||||
)
|
||||
|
||||
def _log_trial(self, search_state, estimator):
|
||||
if self._training_log:
|
||||
@@ -2461,10 +3090,12 @@ class AutoML(BaseEstimator):
|
||||
if better or self._log_type == "all":
|
||||
self._log_trial(search_state, estimator)
|
||||
if self.mlflow_integration:
|
||||
self.mlflow_integration.record_state(self, search_state, estimator)
|
||||
self.mlflow_integration.record_state(
|
||||
self, search_state, estimator, better or self._log_type == "all"
|
||||
)
|
||||
|
||||
logger.info(
|
||||
" at {:.1f}s,\testimator {}'s best error={:.4f},\tbest estimator {}'s best error={:.4f}".format(
|
||||
" at {:.1f}s,\testimator {}'s best error={:.4e},\tbest estimator {}'s best error={:.4e}".format(
|
||||
self._state.time_from_start,
|
||||
estimator,
|
||||
search_state.best_loss,
|
||||
@@ -2641,6 +3272,10 @@ class AutoML(BaseEstimator):
|
||||
# the total degree of parallelization = parallelization degree per estimator * parallelization degree of ensemble
|
||||
)
|
||||
if isinstance(self._ensemble, dict):
|
||||
# Note: If a custom final_estimator is provided, it is used as-is without
|
||||
# hyperparameter tuning. The user is responsible for setting appropriate
|
||||
# parameters or using defaults. If not provided, the best model found
|
||||
# during the search (self._trained_estimator) is used.
|
||||
final_estimator = self._ensemble.get("final_estimator", self._trained_estimator)
|
||||
passthrough = self._ensemble.get("passthrough", True)
|
||||
ensemble_n_jobs = self._ensemble.get("n_jobs", ensemble_n_jobs)
|
||||
|
||||
@@ -5,6 +5,7 @@
|
||||
import json
|
||||
import os
|
||||
import random
|
||||
import re
|
||||
import uuid
|
||||
from datetime import datetime, timedelta
|
||||
from decimal import ROUND_HALF_UP, Decimal
|
||||
@@ -50,7 +51,10 @@ def load_openml_dataset(dataset_id, data_dir=None, random_state=0, dataset_forma
|
||||
"""
|
||||
import pickle
|
||||
|
||||
import openml
|
||||
try:
|
||||
import openml
|
||||
except ImportError:
|
||||
openml = None
|
||||
from sklearn.model_selection import train_test_split
|
||||
|
||||
filename = "openml_ds" + str(dataset_id) + ".pkl"
|
||||
@@ -61,15 +65,15 @@ def load_openml_dataset(dataset_id, data_dir=None, random_state=0, dataset_forma
|
||||
dataset = pickle.load(f)
|
||||
else:
|
||||
print("download dataset from openml")
|
||||
dataset = openml.datasets.get_dataset(dataset_id)
|
||||
dataset = openml.datasets.get_dataset(dataset_id) if openml else None
|
||||
if not os.path.exists(data_dir):
|
||||
os.makedirs(data_dir)
|
||||
with open(filepath, "wb") as f:
|
||||
pickle.dump(dataset, f, pickle.HIGHEST_PROTOCOL)
|
||||
print("Dataset name:", dataset.name)
|
||||
print("Dataset name:", dataset.name) if dataset else None
|
||||
try:
|
||||
X, y, *__ = dataset.get_data(target=dataset.default_target_attribute, dataset_format=dataset_format)
|
||||
except ValueError:
|
||||
except (ValueError, AttributeError, TypeError):
|
||||
from sklearn.datasets import fetch_openml
|
||||
|
||||
X, y = fetch_openml(data_id=dataset_id, return_X_y=True)
|
||||
@@ -705,6 +709,14 @@ def auto_convert_dtypes_pandas(
|
||||
"""
|
||||
if na_values is None:
|
||||
na_values = {"NA", "na", "NULL", "null", ""}
|
||||
# Remove the empty string separately (handled by the regex `^\s*$`)
|
||||
vals = [re.escape(v) for v in na_values if v != ""]
|
||||
# Build inner alternation group
|
||||
inner = "|".join(vals) if vals else ""
|
||||
if inner:
|
||||
pattern = re.compile(rf"^\s*(?:{inner})?\s*$")
|
||||
else:
|
||||
pattern = re.compile(r"^\s*$")
|
||||
|
||||
df_converted = df.convert_dtypes()
|
||||
schema = {}
|
||||
@@ -718,7 +730,11 @@ def auto_convert_dtypes_pandas(
|
||||
for col in df.columns:
|
||||
series = df[col]
|
||||
# Replace NA-like values if string
|
||||
series_cleaned = series.map(lambda x: np.nan if isinstance(x, str) and x.strip() in na_values else x)
|
||||
if series.dtype == object:
|
||||
mask = series.astype(str).str.match(pattern)
|
||||
series_cleaned = series.where(~mask, np.nan)
|
||||
else:
|
||||
series_cleaned = series
|
||||
|
||||
# Skip conversion if already non-object data type, except bool which can potentially be categorical
|
||||
if (
|
||||
|
||||
@@ -127,9 +127,21 @@ def metric_loss_score(
|
||||
import datasets
|
||||
|
||||
datasets_metric_name = huggingface_submetric_to_metric.get(metric_name, metric_name.split(":")[0])
|
||||
metric = datasets.load_metric(datasets_metric_name, trust_remote_code=True)
|
||||
metric_mode = huggingface_metric_to_mode[datasets_metric_name]
|
||||
|
||||
# datasets>=3 removed load_metric; prefer evaluate if available
|
||||
try:
|
||||
import evaluate
|
||||
|
||||
metric = evaluate.load(datasets_metric_name, trust_remote_code=True)
|
||||
except Exception:
|
||||
if hasattr(datasets, "load_metric"):
|
||||
metric = datasets.load_metric(datasets_metric_name, trust_remote_code=True)
|
||||
else:
|
||||
from datasets import load_metric as _load_metric # older datasets
|
||||
|
||||
metric = _load_metric(datasets_metric_name, trust_remote_code=True)
|
||||
|
||||
if metric_name.startswith("seqeval"):
|
||||
y_processed_true = [[labels[tr] for tr in each_list] for each_list in y_processed_true]
|
||||
elif metric in ("pearsonr", "spearmanr"):
|
||||
@@ -299,14 +311,14 @@ def get_y_pred(estimator, X, eval_metric, task: Task):
|
||||
else:
|
||||
y_pred = estimator.predict(X)
|
||||
|
||||
if isinstance(y_pred, Series) or isinstance(y_pred, DataFrame):
|
||||
if isinstance(y_pred, (Series, DataFrame)):
|
||||
y_pred = y_pred.values
|
||||
|
||||
return y_pred
|
||||
|
||||
|
||||
def to_numpy(x):
|
||||
if isinstance(x, Series or isinstance(x, DataFrame)):
|
||||
if isinstance(x, (Series, DataFrame)):
|
||||
x = x.values
|
||||
else:
|
||||
x = np.ndarray(x)
|
||||
@@ -574,7 +586,7 @@ def _eval_estimator(
|
||||
|
||||
# TODO: why are integer labels being cast to str in the first place?
|
||||
|
||||
if isinstance(val_pred_y, Series) or isinstance(val_pred_y, DataFrame) or isinstance(val_pred_y, np.ndarray):
|
||||
if isinstance(val_pred_y, (Series, DataFrame, np.ndarray)):
|
||||
test = val_pred_y if isinstance(val_pred_y, np.ndarray) else val_pred_y.values
|
||||
if not np.issubdtype(test.dtype, np.number):
|
||||
# some NLP models return a list
|
||||
@@ -604,7 +616,12 @@ def _eval_estimator(
|
||||
logger.warning(f"ValueError {e} happened in `metric_loss_score`, set `val_loss` to `np.inf`")
|
||||
metric_for_logging = {"pred_time": pred_time}
|
||||
if log_training_metric:
|
||||
train_pred_y = get_y_pred(estimator, X_train, eval_metric, task)
|
||||
# For time series forecasting, X_train may be a sampled dataset whose
|
||||
# test partition can be empty. Use the training partition from X_val
|
||||
# (which is the dataset used to define y_train above) to keep shapes
|
||||
# aligned and avoid empty prediction inputs.
|
||||
X_train_for_metric = X_val.X_train if isinstance(X_val, TimeSeriesDataset) else X_train
|
||||
train_pred_y = get_y_pred(estimator, X_train_for_metric, eval_metric, task)
|
||||
metric_for_logging["train_loss"] = metric_loss_score(
|
||||
eval_metric,
|
||||
train_pred_y,
|
||||
|
||||
@@ -26,6 +26,13 @@ from sklearn.preprocessing import Normalizer
|
||||
from sklearn.svm import LinearSVC
|
||||
from xgboost import __version__ as xgboost_version
|
||||
|
||||
try:
|
||||
from sklearn.utils._tags import ClassifierTags, RegressorTags
|
||||
|
||||
SKLEARN_TAGS_AVAILABLE = True
|
||||
except ImportError:
|
||||
SKLEARN_TAGS_AVAILABLE = False
|
||||
|
||||
from flaml import tune
|
||||
from flaml.automl.data import group_counts
|
||||
from flaml.automl.spark import ERROR as SPARK_ERROR
|
||||
@@ -111,7 +118,7 @@ def limit_resource(memory_limit, time_limit):
|
||||
pass
|
||||
|
||||
|
||||
class BaseEstimator:
|
||||
class BaseEstimator(sklearn.base.ClassifierMixin, sklearn.base.BaseEstimator):
|
||||
"""The abstract class for all learners.
|
||||
|
||||
Typical examples:
|
||||
@@ -135,6 +142,7 @@ class BaseEstimator:
|
||||
self._task = task if isinstance(task, Task) else task_factory(task, None, None)
|
||||
self.params = self.config2params(config)
|
||||
self.estimator_class = self._model = None
|
||||
self.estimator_baseclass = "sklearn"
|
||||
if "_estimator_type" in self.params:
|
||||
self._estimator_type = self.params.pop("_estimator_type")
|
||||
else:
|
||||
@@ -147,6 +155,25 @@ class BaseEstimator:
|
||||
params["_estimator_type"] = self._estimator_type
|
||||
return params
|
||||
|
||||
def __sklearn_tags__(self):
|
||||
"""Override sklearn tags to respect the _estimator_type attribute.
|
||||
|
||||
This is needed for sklearn 1.7+ which uses get_tags() instead of
|
||||
checking _estimator_type directly. Since BaseEstimator inherits from
|
||||
ClassifierMixin, it would otherwise always be tagged as a classifier.
|
||||
"""
|
||||
tags = super().__sklearn_tags__()
|
||||
if hasattr(self, "_estimator_type") and SKLEARN_TAGS_AVAILABLE:
|
||||
if self._estimator_type == "regressor":
|
||||
tags.estimator_type = "regressor"
|
||||
tags.regressor_tags = RegressorTags()
|
||||
tags.classifier_tags = None
|
||||
elif self._estimator_type == "classifier":
|
||||
tags.estimator_type = "classifier"
|
||||
tags.classifier_tags = ClassifierTags()
|
||||
tags.regressor_tags = None
|
||||
return tags
|
||||
|
||||
@property
|
||||
def classes_(self):
|
||||
return self._model.classes_
|
||||
@@ -294,6 +321,35 @@ class BaseEstimator:
|
||||
train_time = self._fit(X_train, y_train, **kwargs)
|
||||
return train_time
|
||||
|
||||
def preprocess(self, X):
|
||||
"""Preprocess data using estimator-level preprocessing.
|
||||
|
||||
This method applies estimator-specific preprocessing transformations to the input data.
|
||||
This is the second level of preprocessing that should be applied after task-level
|
||||
preprocessing (automl.preprocess()). Different estimator types may apply different
|
||||
preprocessing steps (e.g., sparse matrix conversion, dataframe handling).
|
||||
|
||||
Args:
|
||||
X: A numpy array or a dataframe of featurized instances, shape n*m.
|
||||
|
||||
Returns:
|
||||
Preprocessed data ready for the estimator's predict/fit methods.
|
||||
|
||||
Example:
|
||||
```python
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="classification")
|
||||
|
||||
# First apply task-level preprocessing
|
||||
X_test_task = automl.preprocess(X_test)
|
||||
|
||||
# Then apply estimator-level preprocessing
|
||||
estimator = automl.model
|
||||
X_test_estimator = estimator.preprocess(X_test_task)
|
||||
```
|
||||
"""
|
||||
return self._preprocess(X)
|
||||
|
||||
def predict(self, X, **kwargs):
|
||||
"""Predict label from features.
|
||||
|
||||
@@ -439,6 +495,7 @@ class SparkEstimator(BaseEstimator):
|
||||
raise SPARK_ERROR
|
||||
super().__init__(task, **config)
|
||||
self.df_train = None
|
||||
self.estimator_baseclass = "spark"
|
||||
|
||||
def _preprocess(
|
||||
self,
|
||||
@@ -974,7 +1031,7 @@ class TransformersEstimator(BaseEstimator):
|
||||
from .nlp.huggingface.utils import tokenize_text
|
||||
from .nlp.utils import is_a_list_of_str
|
||||
|
||||
is_str = str(X.dtypes[0]) in ("string", "str")
|
||||
is_str = str(X.dtypes.iloc[0]) in ("string", "str")
|
||||
is_list_of_str = is_a_list_of_str(X[list(X.keys())[0]].to_list()[0])
|
||||
|
||||
if is_str or is_list_of_str:
|
||||
@@ -1139,16 +1196,31 @@ class TransformersEstimator(BaseEstimator):
|
||||
control.should_save = True
|
||||
control.should_evaluate = True
|
||||
|
||||
self._trainer = TrainerForAuto(
|
||||
args=self._training_args,
|
||||
model_init=self._model_init,
|
||||
train_dataset=train_dataset,
|
||||
eval_dataset=eval_dataset,
|
||||
tokenizer=self.tokenizer,
|
||||
data_collator=self.data_collator,
|
||||
compute_metrics=self._compute_metrics_by_dataset_name,
|
||||
callbacks=[EarlyStoppingCallbackForAuto],
|
||||
)
|
||||
# Use processing_class for transformers >= 4.44.0, tokenizer for older versions
|
||||
trainer_kwargs = {
|
||||
"args": self._training_args,
|
||||
"model_init": self._model_init,
|
||||
"train_dataset": train_dataset,
|
||||
"eval_dataset": eval_dataset,
|
||||
"data_collator": self.data_collator,
|
||||
"compute_metrics": self._compute_metrics_by_dataset_name,
|
||||
"callbacks": [EarlyStoppingCallbackForAuto],
|
||||
}
|
||||
|
||||
# Check if processing_class parameter is supported (transformers >= 4.44.0)
|
||||
try:
|
||||
import transformers
|
||||
from packaging import version
|
||||
|
||||
if version.parse(transformers.__version__) >= version.parse("4.44.0"):
|
||||
trainer_kwargs["processing_class"] = self.tokenizer
|
||||
else:
|
||||
trainer_kwargs["tokenizer"] = self.tokenizer
|
||||
except (ImportError, AttributeError, ValueError):
|
||||
# Fallback to tokenizer if version check fails
|
||||
trainer_kwargs["tokenizer"] = self.tokenizer
|
||||
|
||||
self._trainer = TrainerForAuto(**trainer_kwargs)
|
||||
|
||||
if self._task in NLG_TASKS:
|
||||
setattr(self._trainer, "_is_seq2seq", True)
|
||||
@@ -2347,8 +2419,11 @@ class SGDEstimator(SKLearnEstimator):
|
||||
params = super().config2params(config)
|
||||
params["tol"] = params.get("tol", 0.0001)
|
||||
params["loss"] = params.get("loss", None)
|
||||
if params["loss"] is None and self._task.is_classification():
|
||||
params["loss"] = "log_loss" if SKLEARN_VERSION >= "1.1" else "log"
|
||||
if params["loss"] is None:
|
||||
if self._task.is_classification():
|
||||
params["loss"] = "log_loss" if SKLEARN_VERSION >= "1.1" else "log"
|
||||
else:
|
||||
params["loss"] = "squared_error"
|
||||
if not self._task.is_classification() and "n_jobs" in params:
|
||||
params.pop("n_jobs")
|
||||
|
||||
@@ -2820,7 +2895,7 @@ class suppress_stdout_stderr:
|
||||
# Open a pair of null files
|
||||
self.null_fds = [os.open(os.devnull, os.O_RDWR) for x in range(2)]
|
||||
# Save the actual stdout (1) and stderr (2) file descriptors.
|
||||
self.save_fds = (os.dup(1), os.dup(2))
|
||||
self.save_fds = [os.dup(1), os.dup(2)]
|
||||
|
||||
def __enter__(self):
|
||||
# Assign the null pointers to stdout and stderr.
|
||||
@@ -2832,5 +2907,5 @@ class suppress_stdout_stderr:
|
||||
os.dup2(self.save_fds[0], 1)
|
||||
os.dup2(self.save_fds[1], 2)
|
||||
# Close the null files
|
||||
os.close(self.null_fds[0])
|
||||
os.close(self.null_fds[1])
|
||||
for fd in self.null_fds + self.save_fds:
|
||||
os.close(fd)
|
||||
|
||||
@@ -5,7 +5,7 @@ from typing import List, Optional
|
||||
from flaml.automl.task.task import NLG_TASKS
|
||||
|
||||
try:
|
||||
from transformers import TrainingArguments
|
||||
from transformers import Seq2SeqTrainingArguments as TrainingArguments
|
||||
except ImportError:
|
||||
TrainingArguments = object
|
||||
|
||||
@@ -77,6 +77,14 @@ class TrainingArgumentsForAuto(TrainingArguments):
|
||||
|
||||
logging_steps: int = field(default=500, metadata={"help": "Log every X updates steps."})
|
||||
|
||||
# Newer versions of HuggingFace Transformers may access `TrainingArguments.generation_config`
|
||||
# (e.g., in generation-aware trainers/callbacks). Keep this attribute to remain compatible
|
||||
# while defaulting to None for non-generation tasks.
|
||||
generation_config: Optional[object] = field(
|
||||
default=None,
|
||||
metadata={"help": "Optional generation config (or path) used by generation-aware trainers."},
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def load_args_from_console():
|
||||
from dataclasses import fields
|
||||
|
||||
@@ -211,29 +211,28 @@ def tokenize_onedataframe(
|
||||
hf_args=None,
|
||||
prefix_str=None,
|
||||
):
|
||||
with tokenizer.as_target_tokenizer():
|
||||
_, tokenized_column_names = tokenize_row(
|
||||
dict(X.iloc[0]),
|
||||
_, tokenized_column_names = tokenize_row(
|
||||
dict(X.iloc[0]),
|
||||
tokenizer,
|
||||
prefix=(prefix_str,) if task is SUMMARIZATION else None,
|
||||
task=task,
|
||||
hf_args=hf_args,
|
||||
return_column_name=True,
|
||||
)
|
||||
d = X.apply(
|
||||
lambda x: tokenize_row(
|
||||
x,
|
||||
tokenizer,
|
||||
prefix=(prefix_str,) if task is SUMMARIZATION else None,
|
||||
task=task,
|
||||
hf_args=hf_args,
|
||||
return_column_name=True,
|
||||
)
|
||||
d = X.apply(
|
||||
lambda x: tokenize_row(
|
||||
x,
|
||||
tokenizer,
|
||||
prefix=(prefix_str,) if task is SUMMARIZATION else None,
|
||||
task=task,
|
||||
hf_args=hf_args,
|
||||
),
|
||||
axis=1,
|
||||
result_type="expand",
|
||||
)
|
||||
X_tokenized = pd.DataFrame(columns=tokenized_column_names)
|
||||
X_tokenized[tokenized_column_names] = d
|
||||
return X_tokenized
|
||||
),
|
||||
axis=1,
|
||||
result_type="expand",
|
||||
)
|
||||
X_tokenized = pd.DataFrame(columns=tokenized_column_names)
|
||||
X_tokenized[tokenized_column_names] = d
|
||||
return X_tokenized
|
||||
|
||||
|
||||
def tokenize_row(
|
||||
@@ -396,7 +395,7 @@ def load_model(checkpoint_path, task, num_labels=None):
|
||||
|
||||
if task in (SEQCLASSIFICATION, SEQREGRESSION):
|
||||
return AutoModelForSequenceClassification.from_pretrained(
|
||||
checkpoint_path, config=model_config, ignore_mismatched_sizes=True
|
||||
checkpoint_path, config=model_config, ignore_mismatched_sizes=True, trust_remote_code=True
|
||||
)
|
||||
elif task == TOKENCLASSIFICATION:
|
||||
return AutoModelForTokenClassification.from_pretrained(checkpoint_path, config=model_config)
|
||||
|
||||
@@ -25,9 +25,7 @@ def load_default_huggingface_metric_for_task(task):
|
||||
|
||||
|
||||
def is_a_list_of_str(this_obj):
|
||||
return (isinstance(this_obj, list) or isinstance(this_obj, np.ndarray)) and all(
|
||||
isinstance(x, str) for x in this_obj
|
||||
)
|
||||
return isinstance(this_obj, (list, np.ndarray)) and all(isinstance(x, str) for x in this_obj)
|
||||
|
||||
|
||||
def _clean_value(value: Any) -> str:
|
||||
|
||||
@@ -1,3 +1,5 @@
|
||||
import atexit
|
||||
import logging
|
||||
import os
|
||||
|
||||
os.environ["PYARROW_IGNORE_TIMEZONE"] = "1"
|
||||
@@ -10,13 +12,14 @@ try:
|
||||
from pyspark.pandas import Series as psSeries
|
||||
from pyspark.pandas import set_option
|
||||
from pyspark.sql import DataFrame as sparkDataFrame
|
||||
from pyspark.sql import SparkSession
|
||||
from pyspark.util import VersionUtils
|
||||
except ImportError:
|
||||
|
||||
class psDataFrame:
|
||||
pass
|
||||
|
||||
F = T = ps = sparkDataFrame = psSeries = psDataFrame
|
||||
F = T = ps = sparkDataFrame = SparkSession = psSeries = psDataFrame
|
||||
_spark_major_minor_version = set_option = None
|
||||
ERROR = ImportError(
|
||||
"""Please run pip install flaml[spark]
|
||||
@@ -32,3 +35,60 @@ try:
|
||||
from pandas import DataFrame, Series
|
||||
except ImportError:
|
||||
DataFrame = Series = pd = None
|
||||
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def disable_spark_ansi_mode():
|
||||
"""Disable Spark ANSI mode if it is enabled."""
|
||||
spark = SparkSession.getActiveSession() if hasattr(SparkSession, "getActiveSession") else None
|
||||
adjusted = False
|
||||
try:
|
||||
ps_conf = ps.get_option("compute.fail_on_ansi_mode")
|
||||
except Exception:
|
||||
ps_conf = None
|
||||
ansi_conf = [None, ps_conf] # ansi_conf and ps_conf original values
|
||||
# Spark may store the config as string 'true'/'false' (or boolean in some contexts)
|
||||
if spark is not None:
|
||||
ansi_conf[0] = spark.conf.get("spark.sql.ansi.enabled")
|
||||
ansi_enabled = (
|
||||
(isinstance(ansi_conf[0], str) and ansi_conf[0].lower() == "true")
|
||||
or (isinstance(ansi_conf[0], bool) and ansi_conf[0] is True)
|
||||
or ansi_conf[0] is None
|
||||
)
|
||||
try:
|
||||
if ansi_enabled:
|
||||
logger.debug("Adjusting spark.sql.ansi.enabled to false")
|
||||
spark.conf.set("spark.sql.ansi.enabled", "false")
|
||||
adjusted = True
|
||||
except Exception:
|
||||
# If reading/setting options fail for some reason, keep going and let
|
||||
# pandas-on-Spark raise a meaningful error later.
|
||||
logger.exception("Failed to set spark.sql.ansi.enabled")
|
||||
|
||||
if ansi_conf[1]:
|
||||
logger.debug("Adjusting pandas-on-Spark compute.fail_on_ansi_mode to False")
|
||||
ps.set_option("compute.fail_on_ansi_mode", False)
|
||||
adjusted = True
|
||||
|
||||
return spark, ansi_conf, adjusted
|
||||
|
||||
|
||||
def restore_spark_ansi_mode(spark, ansi_conf, adjusted):
|
||||
"""Restore Spark ANSI mode to its original setting."""
|
||||
# Restore the original spark.sql.ansi.enabled to avoid persistent side-effects.
|
||||
if adjusted and spark and ansi_conf[0] is not None:
|
||||
try:
|
||||
logger.debug(f"Restoring spark.sql.ansi.enabled to {ansi_conf[0]}")
|
||||
spark.conf.set("spark.sql.ansi.enabled", ansi_conf[0])
|
||||
except Exception:
|
||||
logger.exception("Failed to restore spark.sql.ansi.enabled")
|
||||
|
||||
if adjusted and ansi_conf[1]:
|
||||
logger.debug(f"Restoring pandas-on-Spark compute.fail_on_ansi_mode to {ansi_conf[1]}")
|
||||
ps.set_option("compute.fail_on_ansi_mode", ansi_conf[1])
|
||||
|
||||
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
@@ -59,17 +59,29 @@ def to_pandas_on_spark(
|
||||
```
|
||||
"""
|
||||
set_option("compute.default_index_type", default_index_type)
|
||||
if isinstance(df, (DataFrame, Series)):
|
||||
return ps.from_pandas(df)
|
||||
elif isinstance(df, sparkDataFrame):
|
||||
if _spark_major_minor_version[0] == 3 and _spark_major_minor_version[1] < 3:
|
||||
return df.to_pandas_on_spark(index_col=index_col)
|
||||
try:
|
||||
orig_ps_conf = ps.get_option("compute.fail_on_ansi_mode")
|
||||
except Exception:
|
||||
orig_ps_conf = None
|
||||
if orig_ps_conf:
|
||||
ps.set_option("compute.fail_on_ansi_mode", False)
|
||||
|
||||
try:
|
||||
if isinstance(df, (DataFrame, Series)):
|
||||
return ps.from_pandas(df)
|
||||
elif isinstance(df, sparkDataFrame):
|
||||
if _spark_major_minor_version[0] == 3 and _spark_major_minor_version[1] < 3:
|
||||
return df.to_pandas_on_spark(index_col=index_col)
|
||||
else:
|
||||
return df.pandas_api(index_col=index_col)
|
||||
elif isinstance(df, (psDataFrame, psSeries)):
|
||||
return df
|
||||
else:
|
||||
return df.pandas_api(index_col=index_col)
|
||||
elif isinstance(df, (psDataFrame, psSeries)):
|
||||
return df
|
||||
else:
|
||||
raise TypeError(f"{type(df)} is not one of pandas.DataFrame, pandas.Series and pyspark.sql.DataFrame")
|
||||
raise TypeError(f"{type(df)} is not one of pandas.DataFrame, pandas.Series and pyspark.sql.DataFrame")
|
||||
finally:
|
||||
# Restore original config
|
||||
if orig_ps_conf:
|
||||
ps.set_option("compute.fail_on_ansi_mode", orig_ps_conf)
|
||||
|
||||
|
||||
def train_test_split_pyspark(
|
||||
|
||||
@@ -37,10 +37,9 @@ class SearchState:
|
||||
if isinstance(domain_one_dim, sample.Domain):
|
||||
renamed_type = list(inspect.signature(domain_one_dim.is_valid).parameters.values())[0].annotation
|
||||
type_match = (
|
||||
renamed_type == Any
|
||||
renamed_type is Any
|
||||
or isinstance(value_one_dim, renamed_type)
|
||||
or isinstance(value_one_dim, int)
|
||||
and renamed_type is float
|
||||
or (renamed_type is float and isinstance(value_one_dim, int))
|
||||
)
|
||||
if not (type_match and domain_one_dim.is_valid(value_one_dim)):
|
||||
return False
|
||||
|
||||
@@ -365,6 +365,465 @@ class GenericTask(Task):
|
||||
X_train, X_val, y_train, y_val = GenericTask._split_pyspark(state, X, y, split_ratio, stratify)
|
||||
return X_train, X_val, y_train, y_val
|
||||
|
||||
def _handle_missing_labels_fast(
|
||||
self,
|
||||
state,
|
||||
X_train,
|
||||
X_val,
|
||||
y_train,
|
||||
y_val,
|
||||
X_train_all,
|
||||
y_train_all,
|
||||
is_spark_dataframe,
|
||||
data_is_df,
|
||||
):
|
||||
"""Handle missing labels by adding first instance to the set with missing label.
|
||||
|
||||
This is the faster version that may create some overlap but ensures all labels
|
||||
are present in both sets. If a label is missing from train, it adds the first
|
||||
instance to train. If a label is missing from val, it adds the first instance to val.
|
||||
If no labels are missing, no instances are duplicated.
|
||||
|
||||
Args:
|
||||
state: The state object containing fit parameters
|
||||
X_train, X_val: Training and validation features
|
||||
y_train, y_val: Training and validation labels
|
||||
X_train_all, y_train_all: Complete dataset
|
||||
is_spark_dataframe: Whether data is pandas_on_spark
|
||||
data_is_df: Whether data is DataFrame/Series
|
||||
|
||||
Returns:
|
||||
Tuple of (X_train, X_val, y_train, y_val) with missing labels added
|
||||
"""
|
||||
# Check which labels are present in train and val sets
|
||||
if is_spark_dataframe:
|
||||
label_set_train, _ = unique_pandas_on_spark(y_train)
|
||||
label_set_val, _ = unique_pandas_on_spark(y_val)
|
||||
label_set_all, first = unique_value_first_index(y_train_all)
|
||||
else:
|
||||
label_set_all, first = unique_value_first_index(y_train_all)
|
||||
label_set_train = np.unique(y_train)
|
||||
label_set_val = np.unique(y_val)
|
||||
|
||||
# Find missing labels
|
||||
missing_in_train = np.setdiff1d(label_set_all, label_set_train)
|
||||
missing_in_val = np.setdiff1d(label_set_all, label_set_val)
|
||||
|
||||
# Add first instance of missing labels to train set
|
||||
if len(missing_in_train) > 0:
|
||||
missing_train_indices = []
|
||||
for label in missing_in_train:
|
||||
label_matches = np.where(label_set_all == label)[0]
|
||||
if len(label_matches) > 0 and label_matches[0] < len(first):
|
||||
missing_train_indices.append(first[label_matches[0]])
|
||||
|
||||
if len(missing_train_indices) > 0:
|
||||
X_missing_train = (
|
||||
iloc_pandas_on_spark(X_train_all, missing_train_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[missing_train_indices]
|
||||
if data_is_df
|
||||
else X_train_all[missing_train_indices]
|
||||
)
|
||||
y_missing_train = (
|
||||
iloc_pandas_on_spark(y_train_all, missing_train_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[missing_train_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[missing_train_indices]
|
||||
)
|
||||
X_train = concat(X_missing_train, X_train)
|
||||
y_train = concat(y_missing_train, y_train) if data_is_df else np.concatenate([y_missing_train, y_train])
|
||||
|
||||
# Handle sample_weight if present
|
||||
if "sample_weight" in state.fit_kwargs:
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and max(missing_train_indices) < len(sample_weight_source):
|
||||
missing_weights = (
|
||||
sample_weight_source[missing_train_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[missing_train_indices]
|
||||
)
|
||||
state.fit_kwargs["sample_weight"] = concat(missing_weights, state.fit_kwargs["sample_weight"])
|
||||
|
||||
# Add first instance of missing labels to val set
|
||||
if len(missing_in_val) > 0:
|
||||
missing_val_indices = []
|
||||
for label in missing_in_val:
|
||||
label_matches = np.where(label_set_all == label)[0]
|
||||
if len(label_matches) > 0 and label_matches[0] < len(first):
|
||||
missing_val_indices.append(first[label_matches[0]])
|
||||
|
||||
if len(missing_val_indices) > 0:
|
||||
X_missing_val = (
|
||||
iloc_pandas_on_spark(X_train_all, missing_val_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[missing_val_indices]
|
||||
if data_is_df
|
||||
else X_train_all[missing_val_indices]
|
||||
)
|
||||
y_missing_val = (
|
||||
iloc_pandas_on_spark(y_train_all, missing_val_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[missing_val_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[missing_val_indices]
|
||||
)
|
||||
X_val = concat(X_missing_val, X_val)
|
||||
y_val = concat(y_missing_val, y_val) if data_is_df else np.concatenate([y_missing_val, y_val])
|
||||
|
||||
# Handle sample_weight if present
|
||||
if (
|
||||
"sample_weight" in state.fit_kwargs
|
||||
and hasattr(state, "weight_val")
|
||||
and state.weight_val is not None
|
||||
):
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and max(missing_val_indices) < len(sample_weight_source):
|
||||
missing_weights = (
|
||||
sample_weight_source[missing_val_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[missing_val_indices]
|
||||
)
|
||||
state.weight_val = concat(missing_weights, state.weight_val)
|
||||
|
||||
return X_train, X_val, y_train, y_val
|
||||
|
||||
def _handle_missing_labels_no_overlap(
|
||||
self,
|
||||
state,
|
||||
X_train,
|
||||
X_val,
|
||||
y_train,
|
||||
y_val,
|
||||
X_train_all,
|
||||
y_train_all,
|
||||
is_spark_dataframe,
|
||||
data_is_df,
|
||||
split_ratio,
|
||||
):
|
||||
"""Handle missing labels intelligently to avoid overlap when possible.
|
||||
|
||||
This is the slower but more precise version that:
|
||||
- For single-instance classes: Adds to both sets (unavoidable overlap)
|
||||
- For multi-instance classes: Re-splits them properly to avoid overlap
|
||||
|
||||
Args:
|
||||
state: The state object containing fit parameters
|
||||
X_train, X_val: Training and validation features
|
||||
y_train, y_val: Training and validation labels
|
||||
X_train_all, y_train_all: Complete dataset
|
||||
is_spark_dataframe: Whether data is pandas_on_spark
|
||||
data_is_df: Whether data is DataFrame/Series
|
||||
split_ratio: The ratio for splitting
|
||||
|
||||
Returns:
|
||||
Tuple of (X_train, X_val, y_train, y_val) with missing labels handled
|
||||
"""
|
||||
# Check which labels are present in train and val sets
|
||||
if is_spark_dataframe:
|
||||
label_set_train, _ = unique_pandas_on_spark(y_train)
|
||||
label_set_val, _ = unique_pandas_on_spark(y_val)
|
||||
label_set_all, first = unique_value_first_index(y_train_all)
|
||||
else:
|
||||
label_set_all, first = unique_value_first_index(y_train_all)
|
||||
label_set_train = np.unique(y_train)
|
||||
label_set_val = np.unique(y_val)
|
||||
|
||||
# Find missing labels
|
||||
missing_in_train = np.setdiff1d(label_set_all, label_set_train)
|
||||
missing_in_val = np.setdiff1d(label_set_all, label_set_val)
|
||||
|
||||
# Handle missing labels intelligently
|
||||
# For classes with only 1 instance: add to both sets (unavoidable overlap)
|
||||
# For classes with multiple instances: move/split them properly to avoid overlap
|
||||
|
||||
if len(missing_in_train) > 0:
|
||||
# Process missing labels in training set
|
||||
for label in missing_in_train:
|
||||
# Find all indices for this label in the original data
|
||||
if is_spark_dataframe:
|
||||
label_indices = np.where(y_train_all.to_numpy() == label)[0].tolist()
|
||||
else:
|
||||
label_indices = np.where(np.asarray(y_train_all) == label)[0].tolist()
|
||||
|
||||
num_instances = len(label_indices)
|
||||
|
||||
if num_instances == 1:
|
||||
# Single instance: must add to both train and val (unavoidable overlap)
|
||||
X_single = (
|
||||
iloc_pandas_on_spark(X_train_all, label_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[label_indices]
|
||||
if data_is_df
|
||||
else X_train_all[label_indices]
|
||||
)
|
||||
y_single = (
|
||||
iloc_pandas_on_spark(y_train_all, label_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[label_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[label_indices]
|
||||
)
|
||||
X_train = concat(X_single, X_train)
|
||||
y_train = concat(y_single, y_train) if data_is_df else np.concatenate([y_single, y_train])
|
||||
|
||||
# Handle sample_weight
|
||||
if "sample_weight" in state.fit_kwargs:
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and label_indices[0] < len(sample_weight_source):
|
||||
single_weight = (
|
||||
sample_weight_source[label_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[label_indices]
|
||||
)
|
||||
state.fit_kwargs["sample_weight"] = concat(single_weight, state.fit_kwargs["sample_weight"])
|
||||
else:
|
||||
# Multiple instances: move some from val to train (no overlap needed)
|
||||
# Calculate how many to move to train (leave at least 1 in val)
|
||||
num_to_train = max(1, min(num_instances - 1, int(num_instances * (1 - split_ratio))))
|
||||
indices_to_move = label_indices[:num_to_train]
|
||||
|
||||
X_to_move = (
|
||||
iloc_pandas_on_spark(X_train_all, indices_to_move)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[indices_to_move]
|
||||
if data_is_df
|
||||
else X_train_all[indices_to_move]
|
||||
)
|
||||
y_to_move = (
|
||||
iloc_pandas_on_spark(y_train_all, indices_to_move)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[indices_to_move]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[indices_to_move]
|
||||
)
|
||||
|
||||
# Add to train
|
||||
X_train = concat(X_to_move, X_train)
|
||||
y_train = concat(y_to_move, y_train) if data_is_df else np.concatenate([y_to_move, y_train])
|
||||
|
||||
# Remove from val (they are currently all in val)
|
||||
if is_spark_dataframe:
|
||||
val_mask = ~y_val.isin([label])
|
||||
X_val = X_val[val_mask]
|
||||
y_val = y_val[val_mask]
|
||||
else:
|
||||
val_mask = np.asarray(y_val) != label
|
||||
if data_is_df:
|
||||
X_val = X_val[val_mask]
|
||||
y_val = y_val[val_mask]
|
||||
else:
|
||||
X_val = X_val[val_mask]
|
||||
y_val = y_val[val_mask]
|
||||
|
||||
# Add remaining instances back to val
|
||||
remaining_indices = label_indices[num_to_train:]
|
||||
if len(remaining_indices) > 0:
|
||||
X_remaining = (
|
||||
iloc_pandas_on_spark(X_train_all, remaining_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[remaining_indices]
|
||||
if data_is_df
|
||||
else X_train_all[remaining_indices]
|
||||
)
|
||||
y_remaining = (
|
||||
iloc_pandas_on_spark(y_train_all, remaining_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[remaining_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[remaining_indices]
|
||||
)
|
||||
X_val = concat(X_remaining, X_val)
|
||||
y_val = concat(y_remaining, y_val) if data_is_df else np.concatenate([y_remaining, y_val])
|
||||
|
||||
# Handle sample_weight
|
||||
if "sample_weight" in state.fit_kwargs:
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and max(indices_to_move) < len(sample_weight_source):
|
||||
weights_to_move = (
|
||||
sample_weight_source[indices_to_move]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[indices_to_move]
|
||||
)
|
||||
state.fit_kwargs["sample_weight"] = concat(
|
||||
weights_to_move, state.fit_kwargs["sample_weight"]
|
||||
)
|
||||
|
||||
if (
|
||||
len(remaining_indices) > 0
|
||||
and hasattr(state, "weight_val")
|
||||
and state.weight_val is not None
|
||||
):
|
||||
# Remove and re-add weights for val
|
||||
if isinstance(state.weight_val, np.ndarray):
|
||||
state.weight_val = state.weight_val[val_mask]
|
||||
else:
|
||||
state.weight_val = state.weight_val[val_mask]
|
||||
|
||||
if max(remaining_indices) < len(sample_weight_source):
|
||||
remaining_weights = (
|
||||
sample_weight_source[remaining_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[remaining_indices]
|
||||
)
|
||||
state.weight_val = concat(remaining_weights, state.weight_val)
|
||||
|
||||
if len(missing_in_val) > 0:
|
||||
# Process missing labels in validation set
|
||||
for label in missing_in_val:
|
||||
# Find all indices for this label in the original data
|
||||
if is_spark_dataframe:
|
||||
label_indices = np.where(y_train_all.to_numpy() == label)[0].tolist()
|
||||
else:
|
||||
label_indices = np.where(np.asarray(y_train_all) == label)[0].tolist()
|
||||
|
||||
num_instances = len(label_indices)
|
||||
|
||||
if num_instances == 1:
|
||||
# Single instance: must add to both train and val (unavoidable overlap)
|
||||
X_single = (
|
||||
iloc_pandas_on_spark(X_train_all, label_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[label_indices]
|
||||
if data_is_df
|
||||
else X_train_all[label_indices]
|
||||
)
|
||||
y_single = (
|
||||
iloc_pandas_on_spark(y_train_all, label_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[label_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[label_indices]
|
||||
)
|
||||
X_val = concat(X_single, X_val)
|
||||
y_val = concat(y_single, y_val) if data_is_df else np.concatenate([y_single, y_val])
|
||||
|
||||
# Handle sample_weight
|
||||
if "sample_weight" in state.fit_kwargs and hasattr(state, "weight_val"):
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and label_indices[0] < len(sample_weight_source):
|
||||
single_weight = (
|
||||
sample_weight_source[label_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[label_indices]
|
||||
)
|
||||
if state.weight_val is not None:
|
||||
state.weight_val = concat(single_weight, state.weight_val)
|
||||
else:
|
||||
# Multiple instances: move some from train to val (no overlap needed)
|
||||
# Calculate how many to move to val (leave at least 1 in train)
|
||||
num_to_val = max(1, min(num_instances - 1, int(num_instances * split_ratio)))
|
||||
indices_to_move = label_indices[:num_to_val]
|
||||
|
||||
X_to_move = (
|
||||
iloc_pandas_on_spark(X_train_all, indices_to_move)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[indices_to_move]
|
||||
if data_is_df
|
||||
else X_train_all[indices_to_move]
|
||||
)
|
||||
y_to_move = (
|
||||
iloc_pandas_on_spark(y_train_all, indices_to_move)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[indices_to_move]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[indices_to_move]
|
||||
)
|
||||
|
||||
# Add to val
|
||||
X_val = concat(X_to_move, X_val)
|
||||
y_val = concat(y_to_move, y_val) if data_is_df else np.concatenate([y_to_move, y_val])
|
||||
|
||||
# Remove from train (they are currently all in train)
|
||||
if is_spark_dataframe:
|
||||
train_mask = ~y_train.isin([label])
|
||||
X_train = X_train[train_mask]
|
||||
y_train = y_train[train_mask]
|
||||
else:
|
||||
train_mask = np.asarray(y_train) != label
|
||||
if data_is_df:
|
||||
X_train = X_train[train_mask]
|
||||
y_train = y_train[train_mask]
|
||||
else:
|
||||
X_train = X_train[train_mask]
|
||||
y_train = y_train[train_mask]
|
||||
|
||||
# Add remaining instances back to train
|
||||
remaining_indices = label_indices[num_to_val:]
|
||||
if len(remaining_indices) > 0:
|
||||
X_remaining = (
|
||||
iloc_pandas_on_spark(X_train_all, remaining_indices)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[remaining_indices]
|
||||
if data_is_df
|
||||
else X_train_all[remaining_indices]
|
||||
)
|
||||
y_remaining = (
|
||||
iloc_pandas_on_spark(y_train_all, remaining_indices)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[remaining_indices]
|
||||
if isinstance(y_train_all, (pd.Series, psSeries))
|
||||
else y_train_all[remaining_indices]
|
||||
)
|
||||
X_train = concat(X_remaining, X_train)
|
||||
y_train = concat(y_remaining, y_train) if data_is_df else np.concatenate([y_remaining, y_train])
|
||||
|
||||
# Handle sample_weight
|
||||
if "sample_weight" in state.fit_kwargs:
|
||||
sample_weight_source = (
|
||||
state.sample_weight_all
|
||||
if hasattr(state, "sample_weight_all")
|
||||
else state.fit_kwargs.get("sample_weight")
|
||||
)
|
||||
if sample_weight_source is not None and max(indices_to_move) < len(sample_weight_source):
|
||||
weights_to_move = (
|
||||
sample_weight_source[indices_to_move]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[indices_to_move]
|
||||
)
|
||||
if hasattr(state, "weight_val") and state.weight_val is not None:
|
||||
state.weight_val = concat(weights_to_move, state.weight_val)
|
||||
|
||||
if len(remaining_indices) > 0:
|
||||
# Remove and re-add weights for train
|
||||
if isinstance(state.fit_kwargs["sample_weight"], np.ndarray):
|
||||
state.fit_kwargs["sample_weight"] = state.fit_kwargs["sample_weight"][train_mask]
|
||||
else:
|
||||
state.fit_kwargs["sample_weight"] = state.fit_kwargs["sample_weight"][train_mask]
|
||||
|
||||
if max(remaining_indices) < len(sample_weight_source):
|
||||
remaining_weights = (
|
||||
sample_weight_source[remaining_indices]
|
||||
if isinstance(sample_weight_source, np.ndarray)
|
||||
else sample_weight_source.iloc[remaining_indices]
|
||||
)
|
||||
state.fit_kwargs["sample_weight"] = concat(
|
||||
remaining_weights, state.fit_kwargs["sample_weight"]
|
||||
)
|
||||
|
||||
return X_train, X_val, y_train, y_val
|
||||
|
||||
def prepare_data(
|
||||
self,
|
||||
state,
|
||||
@@ -377,6 +836,7 @@ class GenericTask(Task):
|
||||
n_splits,
|
||||
data_is_df,
|
||||
sample_weight_full,
|
||||
allow_label_overlap=True,
|
||||
) -> int:
|
||||
X_val, y_val = state.X_val, state.y_val
|
||||
if issparse(X_val):
|
||||
@@ -505,59 +965,46 @@ class GenericTask(Task):
|
||||
elif self.is_classification():
|
||||
# for classification, make sure the labels are complete in both
|
||||
# training and validation data
|
||||
label_set, first = unique_value_first_index(y_train_all)
|
||||
rest = []
|
||||
last = 0
|
||||
first.sort()
|
||||
for i in range(len(first)):
|
||||
rest.extend(range(last, first[i]))
|
||||
last = first[i] + 1
|
||||
rest.extend(range(last, len(y_train_all)))
|
||||
X_first = X_train_all.iloc[first] if data_is_df else X_train_all[first]
|
||||
if len(first) < len(y_train_all) / 2:
|
||||
# Get X_rest and y_rest with drop, sparse matrix can't apply np.delete
|
||||
X_rest = (
|
||||
np.delete(X_train_all, first, axis=0)
|
||||
if isinstance(X_train_all, np.ndarray)
|
||||
else X_train_all.drop(first.tolist())
|
||||
if data_is_df
|
||||
else X_train_all[rest]
|
||||
)
|
||||
y_rest = (
|
||||
np.delete(y_train_all, first, axis=0)
|
||||
if isinstance(y_train_all, np.ndarray)
|
||||
else y_train_all.drop(first.tolist())
|
||||
if data_is_df
|
||||
else y_train_all[rest]
|
||||
stratify = y_train_all if split_type == "stratified" else None
|
||||
X_train, X_val, y_train, y_val = self._train_test_split(
|
||||
state, X_train_all, y_train_all, split_ratio=split_ratio, stratify=stratify
|
||||
)
|
||||
|
||||
# Handle missing labels using the appropriate strategy
|
||||
if allow_label_overlap:
|
||||
# Fast version: adds first instance to set with missing label (may create overlap)
|
||||
X_train, X_val, y_train, y_val = self._handle_missing_labels_fast(
|
||||
state,
|
||||
X_train,
|
||||
X_val,
|
||||
y_train,
|
||||
y_val,
|
||||
X_train_all,
|
||||
y_train_all,
|
||||
is_spark_dataframe,
|
||||
data_is_df,
|
||||
)
|
||||
else:
|
||||
X_rest = (
|
||||
iloc_pandas_on_spark(X_train_all, rest)
|
||||
if is_spark_dataframe
|
||||
else X_train_all.iloc[rest]
|
||||
if data_is_df
|
||||
else X_train_all[rest]
|
||||
# Precise version: avoids overlap when possible (slower)
|
||||
X_train, X_val, y_train, y_val = self._handle_missing_labels_no_overlap(
|
||||
state,
|
||||
X_train,
|
||||
X_val,
|
||||
y_train,
|
||||
y_val,
|
||||
X_train_all,
|
||||
y_train_all,
|
||||
is_spark_dataframe,
|
||||
data_is_df,
|
||||
split_ratio,
|
||||
)
|
||||
y_rest = (
|
||||
iloc_pandas_on_spark(y_train_all, rest)
|
||||
if is_spark_dataframe
|
||||
else y_train_all.iloc[rest]
|
||||
if data_is_df
|
||||
else y_train_all[rest]
|
||||
)
|
||||
stratify = y_rest if split_type == "stratified" else None
|
||||
X_train, X_val, y_train, y_val = self._train_test_split(
|
||||
state, X_rest, y_rest, first, rest, split_ratio, stratify
|
||||
)
|
||||
X_train = concat(X_first, X_train)
|
||||
y_train = concat(label_set, y_train) if data_is_df else np.concatenate([label_set, y_train])
|
||||
X_val = concat(X_first, X_val)
|
||||
y_val = concat(label_set, y_val) if data_is_df else np.concatenate([label_set, y_val])
|
||||
|
||||
if isinstance(y_train, (psDataFrame, pd.DataFrame)) and y_train.shape[1] == 1:
|
||||
y_train = y_train[y_train.columns[0]]
|
||||
y_val = y_val[y_val.columns[0]]
|
||||
y_train.name = y_val.name = y_rest.name
|
||||
# Only set name if y_train_all is a Series (not a DataFrame)
|
||||
if isinstance(y_train_all, (pd.Series, psSeries)):
|
||||
y_train.name = y_val.name = y_train_all.name
|
||||
|
||||
elif self.is_regression():
|
||||
X_train, X_val, y_train, y_val = self._train_test_split(
|
||||
@@ -746,7 +1193,10 @@ class GenericTask(Task):
|
||||
elif isinstance(kf, TimeSeriesSplit):
|
||||
kf = kf.split(X_train_split, y_train_split)
|
||||
else:
|
||||
kf = kf.split(X_train_split)
|
||||
try:
|
||||
kf = kf.split(X_train_split)
|
||||
except TypeError:
|
||||
kf = kf.split(X_train_split, y_train_split)
|
||||
|
||||
for train_index, val_index in kf:
|
||||
if shuffle:
|
||||
|
||||
@@ -151,7 +151,7 @@ class TimeSeriesTask(Task):
|
||||
raise ValueError("Must supply either X_train_all and y_train_all, or dataframe and label")
|
||||
|
||||
try:
|
||||
dataframe[self.time_col] = pd.to_datetime(dataframe[self.time_col])
|
||||
dataframe.loc[:, self.time_col] = pd.to_datetime(dataframe[self.time_col])
|
||||
except Exception:
|
||||
raise ValueError(
|
||||
f"For '{TS_FORECAST}' task, time column {self.time_col} must contain timestamp values."
|
||||
@@ -386,9 +386,8 @@ class TimeSeriesTask(Task):
|
||||
return X
|
||||
|
||||
def preprocess(self, X, transformer=None):
|
||||
if isinstance(X, pd.DataFrame) or isinstance(X, np.ndarray) or isinstance(X, pd.Series):
|
||||
X = X.copy()
|
||||
X = normalize_ts_data(X, self.target_names, self.time_col)
|
||||
if isinstance(X, (pd.DataFrame, np.ndarray, pd.Series)):
|
||||
X = normalize_ts_data(X.copy(), self.target_names, self.time_col)
|
||||
return self._preprocess(X, transformer)
|
||||
elif isinstance(X, int):
|
||||
return X
|
||||
@@ -529,7 +528,7 @@ def remove_ts_duplicates(
|
||||
duplicates = X.duplicated()
|
||||
|
||||
if any(duplicates):
|
||||
logger.warning("Duplicate timestamp values found in timestamp column. " f"\n{X.loc[duplicates, X][time_col]}")
|
||||
logger.warning("Duplicate timestamp values found in timestamp column. " f"\n{X.loc[duplicates, time_col]}")
|
||||
X = X.drop_duplicates()
|
||||
logger.warning("Removed duplicate rows based on all columns")
|
||||
assert (
|
||||
|
||||
@@ -17,24 +17,30 @@ from sklearn.preprocessing import StandardScaler
|
||||
|
||||
|
||||
def make_lag_features(X: pd.DataFrame, y: pd.Series, lags: int):
|
||||
"""Transform input data X, y into autoregressive form - shift
|
||||
them appropriately based on horizon and create `lags` columns.
|
||||
"""Transform input data X, y into autoregressive form by creating `lags` columns.
|
||||
|
||||
This function is called automatically by FLAML during the training process
|
||||
to convert time series data into a format suitable for sklearn-based regression
|
||||
models (e.g., lgbm, rf, xgboost). Users do NOT need to manually call this function
|
||||
or create lagged features themselves.
|
||||
|
||||
Parameters
|
||||
----------
|
||||
X : pandas.DataFrame
|
||||
Input features.
|
||||
Input feature DataFrame, which may contain temporal features and/or exogenous variables.
|
||||
|
||||
y : array_like, (1d)
|
||||
Target vector.
|
||||
Target vector (time series values to forecast).
|
||||
|
||||
horizon : int
|
||||
length of X for `predict` method
|
||||
lags : int
|
||||
Number of lagged time steps to use as features.
|
||||
|
||||
Returns
|
||||
-------
|
||||
pandas.DataFrame
|
||||
shifted dataframe with `lags` columns
|
||||
Shifted dataframe with `lags` columns for each original feature.
|
||||
The target variable y is also lagged to prevent data leakage
|
||||
(i.e., we use y(t-1), y(t-2), ..., y(t-lags) to predict y(t)).
|
||||
"""
|
||||
lag_features = []
|
||||
|
||||
@@ -55,6 +61,17 @@ def make_lag_features(X: pd.DataFrame, y: pd.Series, lags: int):
|
||||
|
||||
|
||||
class SklearnWrapper:
|
||||
"""Wrapper class for using sklearn-based models for time series forecasting.
|
||||
|
||||
This wrapper automatically handles the transformation of time series data into
|
||||
a supervised learning format by creating lagged features. It trains separate
|
||||
models for each step in the forecast horizon.
|
||||
|
||||
Users typically don't interact with this class directly - it's used internally
|
||||
by FLAML when sklearn-based estimators (lgbm, rf, xgboost, etc.) are selected
|
||||
for time series forecasting tasks.
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
model_class: type,
|
||||
@@ -76,6 +93,8 @@ class SklearnWrapper:
|
||||
self.pca = None
|
||||
|
||||
def fit(self, X: pd.DataFrame, y: pd.Series, **kwargs):
|
||||
if "is_retrain" in kwargs:
|
||||
kwargs.pop("is_retrain")
|
||||
self._X = X
|
||||
self._y = y
|
||||
|
||||
@@ -92,7 +111,14 @@ class SklearnWrapper:
|
||||
|
||||
for i, model in enumerate(self.models):
|
||||
offset = i + self.lags
|
||||
model.fit(X_trans[: len(X) - offset], y[offset:], **fit_params)
|
||||
if len(X) - offset > 2:
|
||||
# series with length 2 will meet All features are either constant or ignored.
|
||||
# TODO: see why the non-constant features are ignored. Selector?
|
||||
model.fit(X_trans[: len(X) - offset], y[offset:], **fit_params)
|
||||
elif len(X) > offset and "catboost" not in str(model).lower():
|
||||
model.fit(X_trans[: len(X) - offset], y[offset:], **fit_params)
|
||||
else:
|
||||
print("[INFO]: Length of data should longer than period + lags.")
|
||||
return self
|
||||
|
||||
def predict(self, X, X_train=None, y_train=None):
|
||||
|
||||
@@ -264,7 +264,8 @@ class TCNEstimator(TimeSeriesEstimator):
|
||||
def predict(self, X):
|
||||
X = self.enrich(X)
|
||||
if isinstance(X, TimeSeriesDataset):
|
||||
df = X.X_val
|
||||
# Use X_train if X_val is empty (e.g., when computing training metrics)
|
||||
df = X.X_val if len(X.test_data) > 0 else X.X_train
|
||||
else:
|
||||
df = X
|
||||
dataset = DataframeDataset(
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import inspect
|
||||
import time
|
||||
|
||||
try:
|
||||
@@ -106,12 +107,17 @@ class TemporalFusionTransformerEstimator(TimeSeriesEstimator):
|
||||
def fit(self, X_train, y_train, budget=None, **kwargs):
|
||||
import warnings
|
||||
|
||||
import pytorch_lightning as pl
|
||||
try:
|
||||
import lightning.pytorch as pl
|
||||
from lightning.pytorch.callbacks import EarlyStopping, LearningRateMonitor
|
||||
from lightning.pytorch.loggers import TensorBoardLogger
|
||||
except ImportError:
|
||||
import pytorch_lightning as pl
|
||||
from pytorch_lightning.callbacks import EarlyStopping, LearningRateMonitor
|
||||
from pytorch_lightning.loggers import TensorBoardLogger
|
||||
import torch
|
||||
from pytorch_forecasting import TemporalFusionTransformer
|
||||
from pytorch_forecasting.metrics import QuantileLoss
|
||||
from pytorch_lightning.callbacks import EarlyStopping, LearningRateMonitor
|
||||
from pytorch_lightning.loggers import TensorBoardLogger
|
||||
|
||||
# a bit of monkey patching to fix the MacOS test
|
||||
# all the log_prediction method appears to do is plot stuff, which ?breaks github tests
|
||||
@@ -132,12 +138,26 @@ class TemporalFusionTransformerEstimator(TimeSeriesEstimator):
|
||||
lr_logger = LearningRateMonitor() # log the learning rate
|
||||
logger = TensorBoardLogger(kwargs.get("log_dir", "lightning_logs")) # logging results to a tensorboard
|
||||
default_trainer_kwargs = dict(
|
||||
gpus=self._kwargs.get("gpu_per_trial", [0]) if torch.cuda.is_available() else None,
|
||||
max_epochs=max_epochs,
|
||||
gradient_clip_val=gradient_clip_val,
|
||||
callbacks=[lr_logger, early_stop_callback],
|
||||
logger=logger,
|
||||
)
|
||||
|
||||
# PyTorch Lightning >=2.0 replaced `gpus` with `accelerator`/`devices`.
|
||||
# Also, passing `gpus=None` is not accepted on newer versions.
|
||||
trainer_sig_params = inspect.signature(pl.Trainer.__init__).parameters
|
||||
if torch.cuda.is_available() and "gpus" in trainer_sig_params:
|
||||
gpus = self._kwargs.get("gpu_per_trial", None)
|
||||
if gpus is not None:
|
||||
default_trainer_kwargs["gpus"] = gpus
|
||||
elif torch.cuda.is_available() and "devices" in trainer_sig_params:
|
||||
devices = self._kwargs.get("gpu_per_trial", None)
|
||||
if devices == -1:
|
||||
devices = "auto"
|
||||
if devices is not None:
|
||||
default_trainer_kwargs["accelerator"] = "gpu"
|
||||
default_trainer_kwargs["devices"] = devices
|
||||
trainer = pl.Trainer(
|
||||
**default_trainer_kwargs,
|
||||
)
|
||||
@@ -157,7 +177,14 @@ class TemporalFusionTransformerEstimator(TimeSeriesEstimator):
|
||||
val_dataloaders=val_dataloader,
|
||||
)
|
||||
best_model_path = trainer.checkpoint_callback.best_model_path
|
||||
best_tft = TemporalFusionTransformer.load_from_checkpoint(best_model_path)
|
||||
# PyTorch 2.6 changed `torch.load` default `weights_only` from False -> True.
|
||||
# Some Lightning checkpoints (including those produced here) can require full unpickling.
|
||||
# This path is generated locally during training, so it's trusted.
|
||||
load_sig_params = inspect.signature(TemporalFusionTransformer.load_from_checkpoint).parameters
|
||||
if "weights_only" in load_sig_params:
|
||||
best_tft = TemporalFusionTransformer.load_from_checkpoint(best_model_path, weights_only=False)
|
||||
else:
|
||||
best_tft = TemporalFusionTransformer.load_from_checkpoint(best_model_path)
|
||||
train_time = time.time() - current_time
|
||||
self._model = best_tft
|
||||
return train_time
|
||||
@@ -170,7 +197,11 @@ class TemporalFusionTransformerEstimator(TimeSeriesEstimator):
|
||||
last_data_cols = self.group_ids.copy()
|
||||
last_data_cols.append(self.target_names[0])
|
||||
last_data = self.data[lambda x: x.time_idx == x.time_idx.max()][last_data_cols]
|
||||
decoder_data = X.X_val if isinstance(X, TimeSeriesDataset) else X
|
||||
# Use X_train if test_data is empty (e.g., when computing training metrics)
|
||||
if isinstance(X, TimeSeriesDataset):
|
||||
decoder_data = X.X_val if len(X.test_data) > 0 else X.X_train
|
||||
else:
|
||||
decoder_data = X
|
||||
if "time_idx" not in decoder_data:
|
||||
decoder_data = add_time_idx_col(decoder_data)
|
||||
decoder_data["time_idx"] += encoder_data["time_idx"].max() + 1 - decoder_data["time_idx"].min()
|
||||
|
||||
@@ -9,6 +9,7 @@ import numpy as np
|
||||
try:
|
||||
import pandas as pd
|
||||
from pandas import DataFrame, Series, to_datetime
|
||||
from pandas.api.types import is_datetime64_any_dtype
|
||||
from scipy.sparse import issparse
|
||||
from sklearn.compose import ColumnTransformer
|
||||
from sklearn.impute import SimpleImputer
|
||||
@@ -120,7 +121,12 @@ class TimeSeriesDataset:
|
||||
|
||||
@property
|
||||
def X_all(self) -> pd.DataFrame:
|
||||
return pd.concat([self.X_train, self.X_val], axis=0)
|
||||
# Remove empty or all-NA columns before concatenation
|
||||
X_train_filtered = self.X_train.dropna(axis=1, how="all")
|
||||
X_val_filtered = self.X_val.dropna(axis=1, how="all")
|
||||
|
||||
# Concatenate the filtered DataFrames
|
||||
return pd.concat([X_train_filtered, X_val_filtered], axis=0)
|
||||
|
||||
@property
|
||||
def y_train(self) -> pd.DataFrame:
|
||||
@@ -392,6 +398,15 @@ class DataTransformerTS:
|
||||
assert len(self.num_columns) == 0, "Trying to call fit() twice, something is wrong"
|
||||
|
||||
for column in X.columns:
|
||||
# Never treat the time column as a feature for sklearn preprocessing
|
||||
if column == self.time_col:
|
||||
continue
|
||||
|
||||
# Robust datetime detection (covers datetime64[ms/us/ns], tz-aware, etc.)
|
||||
if is_datetime64_any_dtype(X[column]):
|
||||
self.datetime_columns.append(column)
|
||||
continue
|
||||
|
||||
# sklearn/utils/validation.py needs int/float values
|
||||
if X[column].dtype.name in ("object", "category", "string"):
|
||||
if (
|
||||
@@ -462,7 +477,7 @@ class DataTransformerTS:
|
||||
if "__NAN__" not in X[col].cat.categories:
|
||||
X[col] = X[col].cat.add_categories("__NAN__").fillna("__NAN__")
|
||||
else:
|
||||
X[col] = X[col].fillna("__NAN__")
|
||||
X[col] = X[col].fillna("__NAN__").infer_objects(copy=False)
|
||||
X[col] = X[col].astype("category")
|
||||
|
||||
for column in self.num_columns:
|
||||
@@ -531,14 +546,12 @@ def normalize_ts_data(X_train_all, target_names, time_col, y_train_all=None):
|
||||
|
||||
|
||||
def validate_data_basic(X_train_all, y_train_all):
|
||||
assert isinstance(X_train_all, np.ndarray) or issparse(X_train_all) or isinstance(X_train_all, pd.DataFrame), (
|
||||
"X_train_all must be a numpy array, a pandas dataframe, " "or Scipy sparse matrix."
|
||||
)
|
||||
assert isinstance(X_train_all, (np.ndarray, DataFrame)) or issparse(
|
||||
X_train_all
|
||||
), "X_train_all must be a numpy array, a pandas dataframe, or Scipy sparse matrix."
|
||||
|
||||
assert (
|
||||
isinstance(y_train_all, np.ndarray)
|
||||
or isinstance(y_train_all, pd.Series)
|
||||
or isinstance(y_train_all, pd.DataFrame)
|
||||
assert isinstance(
|
||||
y_train_all, (np.ndarray, pd.Series, pd.DataFrame)
|
||||
), "y_train_all must be a numpy array or a pandas series or DataFrame."
|
||||
|
||||
assert X_train_all.size != 0 and y_train_all.size != 0, "Input data must not be empty, use None if no data"
|
||||
|
||||
@@ -194,7 +194,13 @@ class Orbit(TimeSeriesEstimator):
|
||||
|
||||
elif isinstance(X, TimeSeriesDataset):
|
||||
data = X
|
||||
X = data.test_data[[self.time_col] + X.regressors]
|
||||
# By default we predict on the dataset's test partition.
|
||||
# Some internal call paths (e.g., training-metric logging) may pass a
|
||||
# dataset whose test partition is empty; fall back to train partition.
|
||||
if data.test_data is not None and len(data.test_data):
|
||||
X = data.test_data[data.regressors + [data.time_col]]
|
||||
else:
|
||||
X = data.train_data[data.regressors + [data.time_col]]
|
||||
|
||||
if self._model is not None:
|
||||
forecast = self._model.predict(X, **kwargs)
|
||||
@@ -301,7 +307,13 @@ class Prophet(TimeSeriesEstimator):
|
||||
|
||||
if isinstance(X, TimeSeriesDataset):
|
||||
data = X
|
||||
X = data.test_data[data.regressors + [data.time_col]]
|
||||
# By default we predict on the dataset's test partition.
|
||||
# Some internal call paths (e.g., training-metric logging) may pass a
|
||||
# dataset whose test partition is empty; fall back to train partition.
|
||||
if data.test_data is not None and len(data.test_data):
|
||||
X = data.test_data[data.regressors + [data.time_col]]
|
||||
else:
|
||||
X = data.train_data[data.regressors + [data.time_col]]
|
||||
|
||||
X = X.rename(columns={self.time_col: "ds"})
|
||||
if self._model is not None:
|
||||
@@ -327,11 +339,19 @@ class StatsModelsEstimator(TimeSeriesEstimator):
|
||||
|
||||
if isinstance(X, TimeSeriesDataset):
|
||||
data = X
|
||||
X = data.test_data[data.regressors + [data.time_col]]
|
||||
# By default we predict on the dataset's test partition.
|
||||
# Some internal call paths (e.g., training-metric logging) may pass a
|
||||
# dataset whose test partition is empty; fall back to train partition.
|
||||
if data.test_data is not None and len(data.test_data):
|
||||
X = data.test_data[data.regressors + [data.time_col]]
|
||||
else:
|
||||
X = data.train_data[data.regressors + [data.time_col]]
|
||||
else:
|
||||
X = X[self.regressors + [self.time_col]]
|
||||
|
||||
if isinstance(X, DataFrame):
|
||||
if X.shape[0] == 0:
|
||||
return pd.Series([], name=self.target_names[0], dtype=float)
|
||||
start = X[self.time_col].iloc[0]
|
||||
end = X[self.time_col].iloc[-1]
|
||||
if len(self.regressors):
|
||||
@@ -829,6 +849,13 @@ class TS_SKLearn(TimeSeriesEstimator):
|
||||
if isinstance(X, TimeSeriesDataset):
|
||||
data = X
|
||||
X = data.test_data
|
||||
# By default we predict on the dataset's test partition.
|
||||
# Some internal call paths (e.g., training-metric logging) may pass a
|
||||
# dataset whose test partition is empty; fall back to train partition.
|
||||
if data.test_data is not None and len(data.test_data):
|
||||
X = data.test_data
|
||||
else:
|
||||
X = data.train_data
|
||||
|
||||
if self._model is not None:
|
||||
X = X[self.regressors]
|
||||
|
||||
@@ -95,6 +95,27 @@ def flamlize_estimator(super_class, name: str, task: str, alternatives=None):
|
||||
def fit(self, X, y, *args, **params):
|
||||
hyperparams, estimator_name, X, y_transformed = self.suggest_hyperparams(X, y)
|
||||
self.set_params(**hyperparams)
|
||||
|
||||
# Transform eval_set if present
|
||||
if "eval_set" in params and params["eval_set"] is not None:
|
||||
transformed_eval_set = []
|
||||
for eval_X, eval_y in params["eval_set"]:
|
||||
# Transform features
|
||||
eval_X_transformed = self._feature_transformer.transform(eval_X)
|
||||
# Transform labels if applicable
|
||||
if self._label_transformer and estimator_name in [
|
||||
"rf",
|
||||
"extra_tree",
|
||||
"xgboost",
|
||||
"xgb_limitdepth",
|
||||
"choose_xgb",
|
||||
]:
|
||||
eval_y_transformed = self._label_transformer.transform(eval_y)
|
||||
transformed_eval_set.append((eval_X_transformed, eval_y_transformed))
|
||||
else:
|
||||
transformed_eval_set.append((eval_X_transformed, eval_y))
|
||||
params["eval_set"] = transformed_eval_set
|
||||
|
||||
if self._label_transformer and estimator_name in [
|
||||
"rf",
|
||||
"extra_tree",
|
||||
|
||||
@@ -32,6 +32,7 @@ def construct_portfolio(regret_matrix, meta_features, regret_bound):
|
||||
if meta_features is not None:
|
||||
scaler = RobustScaler()
|
||||
meta_features = meta_features.loc[tasks]
|
||||
meta_features = meta_features.astype(float)
|
||||
meta_features.loc[:, :] = scaler.fit_transform(meta_features)
|
||||
nearest_task = {}
|
||||
for t in tasks:
|
||||
|
||||
@@ -26,6 +26,7 @@ def config_predictor_tuple(tasks, configs, meta_features, regret_matrix):
|
||||
# pre-processing
|
||||
scaler = RobustScaler()
|
||||
meta_features_norm = meta_features.loc[tasks] # this makes a copy
|
||||
meta_features_norm = meta_features_norm.astype(float)
|
||||
meta_features_norm.loc[:, :] = scaler.fit_transform(meta_features_norm)
|
||||
|
||||
proc = {
|
||||
|
||||
@@ -567,7 +567,7 @@ class MLflowIntegration:
|
||||
try:
|
||||
with open(pickle_fpath, "wb") as f:
|
||||
pickle.dump(obj, f)
|
||||
mlflow.log_artifact(pickle_fpath, artifact_name, run_id)
|
||||
self.mlflow_client.log_artifact(run_id, pickle_fpath, artifact_name)
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.debug(f"Failed to pickle and log {artifact_name}, error: {e}")
|
||||
@@ -652,7 +652,7 @@ class MLflowIntegration:
|
||||
return f"Successfully pickle_and_log_automl_artifacts {estimator} to run_id {run_id}"
|
||||
|
||||
@time_it
|
||||
def record_state(self, automl, search_state, estimator):
|
||||
def record_state(self, automl, search_state, estimator, is_log_model=True):
|
||||
_st = time.time()
|
||||
automl_metric_name = (
|
||||
automl._state.metric if isinstance(automl._state.metric, str) else automl._state.error_metric
|
||||
@@ -727,7 +727,7 @@ class MLflowIntegration:
|
||||
self.futures[future] = f"iter_{automl._track_iter}_log_info_to_run"
|
||||
future = executor.submit(lambda: self._log_automl_configurations(child_run.info.run_id))
|
||||
self.futures[future] = f"iter_{automl._track_iter}_log_automl_configurations"
|
||||
if automl._state.model_history:
|
||||
if automl._state.model_history and is_log_model:
|
||||
if estimator.endswith("_spark"):
|
||||
future = executor.submit(
|
||||
lambda: self.log_model(
|
||||
@@ -797,8 +797,10 @@ class MLflowIntegration:
|
||||
conf = automl._config_history[automl._best_iteration][1].copy()
|
||||
if "ml" in conf.keys():
|
||||
conf = conf["ml"]
|
||||
|
||||
mlflow.log_params({**conf, "best_learner": automl._best_estimator}, run_id=self.parent_run_id)
|
||||
params_arr = [
|
||||
Param(key, str(value)) for key, value in {**conf, "best_learner": automl._best_estimator}.items()
|
||||
]
|
||||
self.mlflow_client.log_batch(run_id=self.parent_run_id, metrics=[], params=params_arr, tags=[])
|
||||
if not self.has_summary:
|
||||
logger.info(f"logging best model {automl.best_estimator}")
|
||||
future = executor.submit(lambda: self.copy_mlflow_run(best_mlflow_run_id, self.parent_run_id))
|
||||
@@ -894,6 +896,7 @@ class MLflowIntegration:
|
||||
),
|
||||
)
|
||||
self.child_counter = 0
|
||||
num_infos = len(self.infos)
|
||||
|
||||
# From latest to earliest, remove duplicate cross-validation runs
|
||||
_exist_child_run_params = [] # for deduplication of cross-validation child runs
|
||||
@@ -958,22 +961,37 @@ class MLflowIntegration:
|
||||
)
|
||||
self.mlflow_client.set_tag(child_run_id, "flaml.child_counter", self.child_counter)
|
||||
|
||||
# merge autolog child run and corresponding manual run
|
||||
flaml_info = self.infos[self.child_counter]
|
||||
child_run = self.mlflow_client.get_run(child_run_id)
|
||||
self._log_info_to_run(flaml_info, child_run_id, log_params=False)
|
||||
# Merge autolog child run and corresponding FLAML trial info (if available).
|
||||
# In nested scenarios (e.g., Tune -> AutoML -> MLflow autolog), MLflow can create
|
||||
# more child runs than the number of FLAML trials recorded in self.infos.
|
||||
# TODO: need more tests in nested scenarios.
|
||||
flaml_info = None
|
||||
child_run = None
|
||||
if self.child_counter < num_infos:
|
||||
flaml_info = self.infos[self.child_counter]
|
||||
child_run = self.mlflow_client.get_run(child_run_id)
|
||||
self._log_info_to_run(flaml_info, child_run_id, log_params=False)
|
||||
|
||||
if self.experiment_type == "automl":
|
||||
if "learner" not in child_run.data.params:
|
||||
self.mlflow_client.log_param(child_run_id, "learner", flaml_info["params"]["learner"])
|
||||
if "sample_size" not in child_run.data.params:
|
||||
self.mlflow_client.log_param(
|
||||
child_run_id, "sample_size", flaml_info["params"]["sample_size"]
|
||||
)
|
||||
if self.experiment_type == "automl":
|
||||
if "learner" not in child_run.data.params:
|
||||
self.mlflow_client.log_param(child_run_id, "learner", flaml_info["params"]["learner"])
|
||||
if "sample_size" not in child_run.data.params:
|
||||
self.mlflow_client.log_param(
|
||||
child_run_id, "sample_size", flaml_info["params"]["sample_size"]
|
||||
)
|
||||
else:
|
||||
logger.debug(
|
||||
"No corresponding FLAML info for MLflow child run %s (child_counter=%s, infos=%s); skipping merge.",
|
||||
child_run_id,
|
||||
self.child_counter,
|
||||
num_infos,
|
||||
)
|
||||
|
||||
if self.child_counter == best_iteration:
|
||||
if flaml_info is not None and self.child_counter == best_iteration:
|
||||
self.mlflow_client.set_tag(child_run_id, "flaml.best_run", True)
|
||||
if result is not None:
|
||||
if child_run is None:
|
||||
child_run = self.mlflow_client.get_run(child_run_id)
|
||||
result.best_run_id = child_run_id
|
||||
result.best_run_name = child_run.info.run_name
|
||||
self.best_run_id = child_run_id
|
||||
@@ -997,7 +1015,7 @@ class MLflowIntegration:
|
||||
self.resume_mlflow()
|
||||
|
||||
|
||||
def register_automl_pipeline(automl, model_name=None, signature=None):
|
||||
def register_automl_pipeline(automl, model_name=None, signature=None, artifact_path="model"):
|
||||
pipeline = automl.automl_pipeline
|
||||
if pipeline is None:
|
||||
logger.warning("pipeline not found, cannot register it")
|
||||
@@ -1007,7 +1025,7 @@ def register_automl_pipeline(automl, model_name=None, signature=None):
|
||||
if automl.best_run_id is None:
|
||||
mlflow.sklearn.log_model(
|
||||
pipeline,
|
||||
"automl_pipeline",
|
||||
artifact_path,
|
||||
registered_model_name=model_name,
|
||||
signature=automl.pipeline_signature if signature is None else signature,
|
||||
)
|
||||
@@ -1017,5 +1035,5 @@ def register_automl_pipeline(automl, model_name=None, signature=None):
|
||||
return mvs[0]
|
||||
else:
|
||||
best_run = mlflow.get_run(automl.best_run_id)
|
||||
model_uri = f"runs:/{best_run.info.run_id}/automl_pipeline"
|
||||
model_uri = f"runs:/{best_run.info.run_id}/{artifact_path}"
|
||||
return mlflow.register_model(model_uri, model_name)
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
# ChaCha for Online AutoML
|
||||
|
||||
FLAML includes *ChaCha* which is an automatic hyperparameter tuning solution for online machine learning. Online machine learning has the following properties: (1) data comes in sequential order; and (2) the performance of the machine learning model is evaluated online, i.e., at every iteration. *ChaCha* performs online AutoML respecting the aforementioned properties of online learning, and at the same time respecting the following constraints: (1) only a small constant number of 'live' models are allowed to perform online learning at the same time; and (2) no model persistence or offline training is allowed, which means that once we decide to replace a 'live' model with a new one, the replaced model can no longer be retrieved.
|
||||
FLAML includes *ChaCha* which is an automatic hyperparameter tuning solution for online machine learning. Online machine learning has the following properties: (1) data comes in sequential order; and (2) the performance of the machine learning model is evaluated online, i.e., at every iteration. *ChaCha* performs online AutoML respecting the aforementioned properties of online learning, and at the same time respecting the following constraints: (1) only a small constant number of 'live' models are allowed to perform online learning at the same time; and (2) no model persistence or offline training is allowed, which means that once we decide to replace a 'live' model with a new one, the replaced model can no longer be retrieved.
|
||||
|
||||
For more technical details about *ChaCha*, please check our paper.
|
||||
|
||||
|
||||
@@ -217,7 +217,24 @@ class BlendSearch(Searcher):
|
||||
if global_search_alg is not None:
|
||||
self._gs = global_search_alg
|
||||
elif getattr(self, "__name__", None) != "CFO":
|
||||
if space and self._ls.hierarchical:
|
||||
# Use define-by-run for OptunaSearch when needed:
|
||||
# - Hierarchical/conditional spaces are best supported via define-by-run.
|
||||
# - Ray Tune domain/grid specs can trigger an "unresolved search space" warning
|
||||
# unless we switch to define-by-run.
|
||||
use_define_by_run = bool(getattr(self._ls, "hierarchical", False))
|
||||
if (not use_define_by_run) and isinstance(space, dict) and space:
|
||||
try:
|
||||
from .variant_generator import parse_spec_vars
|
||||
|
||||
_, domain_vars, grid_vars = parse_spec_vars(space)
|
||||
use_define_by_run = bool(domain_vars or grid_vars)
|
||||
except Exception:
|
||||
# Be conservative: if we can't determine whether the space is
|
||||
# unresolved, fall back to the original behavior.
|
||||
use_define_by_run = False
|
||||
|
||||
self._use_define_by_run = use_define_by_run
|
||||
if use_define_by_run:
|
||||
from functools import partial
|
||||
|
||||
gs_space = partial(define_by_run_func, space=space)
|
||||
@@ -244,13 +261,32 @@ class BlendSearch(Searcher):
|
||||
evaluated_rewards=evaluated_rewards,
|
||||
)
|
||||
except (AssertionError, ValueError):
|
||||
self._gs = GlobalSearch(
|
||||
space=gs_space,
|
||||
metric=metric,
|
||||
mode=mode,
|
||||
seed=gs_seed,
|
||||
sampler=sampler,
|
||||
)
|
||||
try:
|
||||
self._gs = GlobalSearch(
|
||||
space=gs_space,
|
||||
metric=metric,
|
||||
mode=mode,
|
||||
seed=gs_seed,
|
||||
sampler=sampler,
|
||||
)
|
||||
except ValueError:
|
||||
# Ray Tune's OptunaSearch converts Tune domains into Optuna
|
||||
# distributions. Optuna disallows integer log distributions
|
||||
# with step != 1 (e.g., qlograndint with q>1), which can
|
||||
# raise here. Fall back to FLAML's OptunaSearch wrapper,
|
||||
# which handles these spaces more permissively.
|
||||
if getattr(GlobalSearch, "__module__", "").startswith("ray.tune"):
|
||||
from .suggestion import OptunaSearch as _FallbackOptunaSearch
|
||||
|
||||
self._gs = _FallbackOptunaSearch(
|
||||
space=gs_space,
|
||||
metric=metric,
|
||||
mode=mode,
|
||||
seed=gs_seed,
|
||||
sampler=sampler,
|
||||
)
|
||||
else:
|
||||
raise
|
||||
self._gs.space = space
|
||||
else:
|
||||
self._gs = None
|
||||
@@ -468,7 +504,7 @@ class BlendSearch(Searcher):
|
||||
self._ls_bound_max,
|
||||
self._subspace.get(trial_id, self._ls.space),
|
||||
)
|
||||
if self._gs is not None and self._experimental and (not self._ls.hierarchical):
|
||||
if self._gs is not None and self._experimental and (not getattr(self, "_use_define_by_run", False)):
|
||||
self._gs.add_evaluated_point(flatten_dict(config), objective)
|
||||
# TODO: recover when supported
|
||||
# converted = convert_key(config, self._gs.space)
|
||||
|
||||
@@ -641,8 +641,10 @@ class FLOW2(Searcher):
|
||||
else:
|
||||
# key must be in space
|
||||
domain = space[key]
|
||||
if self.hierarchical and not (
|
||||
domain is None or type(domain) in (str, int, float) or isinstance(domain, sample.Domain)
|
||||
if (
|
||||
self.hierarchical
|
||||
and domain is not None
|
||||
and not isinstance(domain, (str, int, float, sample.Domain))
|
||||
):
|
||||
# not domain or hashable
|
||||
# get rid of list type for hierarchical search space.
|
||||
|
||||
@@ -207,7 +207,7 @@ class ChampionFrontierSearcher(BaseSearcher):
|
||||
hyperparameter_config_groups.append(partial_new_configs)
|
||||
# does not have searcher_trial_ids
|
||||
searcher_trial_ids_groups.append([])
|
||||
elif isinstance(config_domain, Float) or isinstance(config_domain, Categorical):
|
||||
elif isinstance(config_domain, (Float, Categorical)):
|
||||
# otherwise we need to deal with them in group
|
||||
nonpoly_config[k] = v
|
||||
if k not in self._space_of_nonpoly_hp:
|
||||
|
||||
@@ -25,6 +25,31 @@ from .flow2 import FLOW2
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def _recursive_dict_update(target: Dict, source: Dict) -> None:
|
||||
"""Recursively update target dictionary with source dictionary.
|
||||
|
||||
Unlike dict.update(), this function merges nested dictionaries instead of
|
||||
replacing them entirely. This is crucial for configurations with nested
|
||||
structures (e.g., XGBoost params).
|
||||
|
||||
Args:
|
||||
target: The dictionary to be updated (modified in place).
|
||||
source: The dictionary containing values to merge into target.
|
||||
|
||||
Example:
|
||||
>>> target = {'params': {'eta': 0.1, 'max_depth': 3}}
|
||||
>>> source = {'params': {'verbosity': 0}}
|
||||
>>> _recursive_dict_update(target, source)
|
||||
>>> target
|
||||
{'params': {'eta': 0.1, 'max_depth': 3, 'verbosity': 0}}
|
||||
"""
|
||||
for key, value in source.items():
|
||||
if isinstance(value, dict) and key in target and isinstance(target[key], dict):
|
||||
_recursive_dict_update(target[key], value)
|
||||
else:
|
||||
target[key] = value
|
||||
|
||||
|
||||
class SearchThread:
|
||||
"""Class of global or local search thread."""
|
||||
|
||||
@@ -65,7 +90,7 @@ class SearchThread:
|
||||
try:
|
||||
config = self._search_alg.suggest(trial_id)
|
||||
if isinstance(self._search_alg._space, dict):
|
||||
config.update(self._const)
|
||||
_recursive_dict_update(config, self._const)
|
||||
else:
|
||||
# define by run
|
||||
config, self.space = unflatten_hierarchical(config, self._space)
|
||||
|
||||
@@ -35,6 +35,73 @@ from ..sample import (
|
||||
Quantized,
|
||||
Uniform,
|
||||
)
|
||||
|
||||
# If Ray is installed, flaml.tune may re-export Ray Tune sampling functions.
|
||||
# In that case, the search space contains Ray Tune Domain/Sampler objects,
|
||||
# which should be accepted by our Optuna search-space conversion.
|
||||
try:
|
||||
from ray import __version__ as _ray_version # type: ignore
|
||||
|
||||
if str(_ray_version).startswith("1."):
|
||||
from ray.tune.sample import ( # type: ignore
|
||||
Categorical as _RayCategorical,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
Domain as _RayDomain,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
Float as _RayFloat,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
Integer as _RayInteger,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
LogUniform as _RayLogUniform,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
Quantized as _RayQuantized,
|
||||
)
|
||||
from ray.tune.sample import (
|
||||
Uniform as _RayUniform,
|
||||
)
|
||||
else:
|
||||
from ray.tune.search.sample import ( # type: ignore
|
||||
Categorical as _RayCategorical,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
Domain as _RayDomain,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
Float as _RayFloat,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
Integer as _RayInteger,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
LogUniform as _RayLogUniform,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
Quantized as _RayQuantized,
|
||||
)
|
||||
from ray.tune.search.sample import (
|
||||
Uniform as _RayUniform,
|
||||
)
|
||||
|
||||
_FLOAT_TYPES = (Float, _RayFloat)
|
||||
_INTEGER_TYPES = (Integer, _RayInteger)
|
||||
_CATEGORICAL_TYPES = (Categorical, _RayCategorical)
|
||||
_DOMAIN_TYPES = (Domain, _RayDomain)
|
||||
_QUANTIZED_TYPES = (Quantized, _RayQuantized)
|
||||
_UNIFORM_TYPES = (Uniform, _RayUniform)
|
||||
_LOGUNIFORM_TYPES = (LogUniform, _RayLogUniform)
|
||||
except Exception: # pragma: no cover
|
||||
_FLOAT_TYPES = (Float,)
|
||||
_INTEGER_TYPES = (Integer,)
|
||||
_CATEGORICAL_TYPES = (Categorical,)
|
||||
_DOMAIN_TYPES = (Domain,)
|
||||
_QUANTIZED_TYPES = (Quantized,)
|
||||
_UNIFORM_TYPES = (Uniform,)
|
||||
_LOGUNIFORM_TYPES = (LogUniform,)
|
||||
from ..trial import flatten_dict, unflatten_dict
|
||||
from .variant_generator import parse_spec_vars
|
||||
|
||||
@@ -850,19 +917,22 @@ class OptunaSearch(Searcher):
|
||||
def resolve_value(domain: Domain) -> ot.distributions.BaseDistribution:
|
||||
quantize = None
|
||||
|
||||
sampler = domain.get_sampler()
|
||||
if isinstance(sampler, Quantized):
|
||||
# Ray Tune Domains and FLAML Domains both provide get_sampler(), but
|
||||
# fall back to the .sampler attribute for robustness.
|
||||
sampler = domain.get_sampler() if hasattr(domain, "get_sampler") else getattr(domain, "sampler", None)
|
||||
|
||||
if isinstance(sampler, _QUANTIZED_TYPES) or type(sampler).__name__ == "Quantized":
|
||||
quantize = sampler.q
|
||||
sampler = sampler.sampler
|
||||
if isinstance(sampler, LogUniform):
|
||||
sampler = getattr(sampler, "sampler", None) or sampler.get_sampler()
|
||||
if isinstance(sampler, _LOGUNIFORM_TYPES) or type(sampler).__name__ == "LogUniform":
|
||||
logger.warning(
|
||||
"Optuna does not handle quantization in loguniform "
|
||||
"sampling. The parameter will be passed but it will "
|
||||
"probably be ignored."
|
||||
)
|
||||
|
||||
if isinstance(domain, Float):
|
||||
if isinstance(sampler, LogUniform):
|
||||
if isinstance(domain, _FLOAT_TYPES) or type(domain).__name__ == "Float":
|
||||
if isinstance(sampler, _LOGUNIFORM_TYPES) or type(sampler).__name__ == "LogUniform":
|
||||
if quantize:
|
||||
logger.warning(
|
||||
"Optuna does not support both quantization and "
|
||||
@@ -870,17 +940,17 @@ class OptunaSearch(Searcher):
|
||||
)
|
||||
return ot.distributions.LogUniformDistribution(domain.lower, domain.upper)
|
||||
|
||||
elif isinstance(sampler, Uniform):
|
||||
elif isinstance(sampler, _UNIFORM_TYPES) or type(sampler).__name__ == "Uniform":
|
||||
if quantize:
|
||||
return ot.distributions.DiscreteUniformDistribution(domain.lower, domain.upper, quantize)
|
||||
return ot.distributions.UniformDistribution(domain.lower, domain.upper)
|
||||
|
||||
elif isinstance(domain, Integer):
|
||||
if isinstance(sampler, LogUniform):
|
||||
elif isinstance(domain, _INTEGER_TYPES) or type(domain).__name__ == "Integer":
|
||||
if isinstance(sampler, _LOGUNIFORM_TYPES) or type(sampler).__name__ == "LogUniform":
|
||||
# ``step`` argument Deprecated in v2.0.0. ``step`` argument should be 1 in Log Distribution
|
||||
# The removal of this feature is currently scheduled for v4.0.0,
|
||||
return ot.distributions.IntLogUniformDistribution(domain.lower, domain.upper - 1, step=1)
|
||||
elif isinstance(sampler, Uniform):
|
||||
elif isinstance(sampler, _UNIFORM_TYPES) or type(sampler).__name__ == "Uniform":
|
||||
# Upper bound should be inclusive for quantization and
|
||||
# exclusive otherwise
|
||||
return ot.distributions.IntUniformDistribution(
|
||||
@@ -888,16 +958,16 @@ class OptunaSearch(Searcher):
|
||||
domain.upper - int(bool(not quantize)),
|
||||
step=quantize or 1,
|
||||
)
|
||||
elif isinstance(domain, Categorical):
|
||||
if isinstance(sampler, Uniform):
|
||||
elif isinstance(domain, _CATEGORICAL_TYPES) or type(domain).__name__ == "Categorical":
|
||||
if isinstance(sampler, _UNIFORM_TYPES) or type(sampler).__name__ == "Uniform":
|
||||
return ot.distributions.CategoricalDistribution(domain.categories)
|
||||
|
||||
raise ValueError(
|
||||
"Optuna search does not support parameters of type "
|
||||
"`{}` with samplers of type `{}`".format(type(domain).__name__, type(domain.sampler).__name__)
|
||||
"`{}` with samplers of type `{}`".format(type(domain).__name__, type(sampler).__name__)
|
||||
)
|
||||
|
||||
# Parameter name is e.g. "a/b/c" for nested dicts
|
||||
values = {"/".join(path): resolve_value(domain) for path, domain in domain_vars}
|
||||
|
||||
return values
|
||||
return values
|
||||
|
||||
@@ -261,7 +261,7 @@ def add_cost_to_space(space: Dict, low_cost_point: Dict, choice_cost: Dict):
|
||||
low_cost[i] = point
|
||||
if len(low_cost) > len(domain.categories):
|
||||
if domain.ordered:
|
||||
low_cost[-1] = int(np.where(ind == low_cost[-1])[0])
|
||||
low_cost[-1] = int(np.where(ind == low_cost[-1])[0].item())
|
||||
domain.low_cost_point = low_cost[-1]
|
||||
return
|
||||
if low_cost:
|
||||
|
||||
@@ -776,7 +776,7 @@ def run(
|
||||
and (num_samples < 0 or num_trials < num_samples)
|
||||
and num_failures < upperbound_num_failures
|
||||
):
|
||||
if automl_info and automl_info[0] > 0 and time_budget_s < np.inf:
|
||||
if automl_info and automl_info[1] == "all" and automl_info[0] > 0 and time_budget_s < np.inf:
|
||||
time_budget_s -= automl_info[0] * n_concurrent_trials
|
||||
logger.debug(f"Remaining time budget with mlflow log latency: {time_budget_s} seconds.")
|
||||
while len(_runner.running_trials) < n_concurrent_trials:
|
||||
@@ -802,9 +802,17 @@ def run(
|
||||
)
|
||||
results = None
|
||||
with PySparkOvertimeMonitor(time_start, time_budget_s, force_cancel, parallel=parallel):
|
||||
results = parallel(
|
||||
delayed(evaluation_function)(trial_to_run.config) for trial_to_run in trials_to_run
|
||||
)
|
||||
try:
|
||||
results = parallel(
|
||||
delayed(evaluation_function)(trial_to_run.config) for trial_to_run in trials_to_run
|
||||
)
|
||||
except RuntimeError as e:
|
||||
logger.warning(f"RuntimeError: {e}")
|
||||
results = None
|
||||
logger.info(
|
||||
"Encountered RuntimeError. Waiting 10 seconds for Spark cluster to recover before retrying."
|
||||
)
|
||||
time.sleep(10)
|
||||
# results = [evaluation_function(trial_to_run.config) for trial_to_run in trials_to_run]
|
||||
while results:
|
||||
result = results.pop(0)
|
||||
|
||||
@@ -1 +1 @@
|
||||
__version__ = "2.3.5"
|
||||
__version__ = "2.5.0"
|
||||
|
||||
@@ -2,7 +2,6 @@
|
||||
license_file = "LICENSE"
|
||||
description-file = "README.md"
|
||||
|
||||
|
||||
[tool.pytest.ini_options]
|
||||
addopts = '-m "not conda"'
|
||||
markers = [
|
||||
|
||||
79
setup.py
79
setup.py
@@ -51,60 +51,59 @@ setuptools.setup(
|
||||
"joblib<=1.3.2",
|
||||
],
|
||||
"test": [
|
||||
"numpy>=1.17,<2.0.0; python_version<'3.13'",
|
||||
"numpy>=1.17; python_version>='3.13'",
|
||||
"jupyter",
|
||||
"lightgbm>=2.3.1",
|
||||
"xgboost>=0.90,<2.0.0",
|
||||
"xgboost>=0.90,<2.0.0; python_version<'3.11'",
|
||||
"xgboost>=2.0.0; python_version>='3.11'",
|
||||
"scipy>=1.4.1",
|
||||
"pandas>=1.1.4,<2.0.0; python_version<'3.10'",
|
||||
"pandas>=1.1.4; python_version>='3.10'",
|
||||
"scikit-learn>=1.0.0",
|
||||
"scikit-learn>=1.2.0",
|
||||
"thop",
|
||||
"pytest>=6.1.1",
|
||||
"pytest-rerunfailures>=13.0",
|
||||
"coverage>=5.3",
|
||||
"pre-commit",
|
||||
"torch",
|
||||
"torchvision",
|
||||
"catboost>=0.26,<1.2; python_version<'3.11'",
|
||||
"catboost>=0.26; python_version>='3.11'",
|
||||
"catboost>=0.26",
|
||||
"rgf-python",
|
||||
"optuna>=2.8.0,<=3.6.1",
|
||||
"openml",
|
||||
"statsmodels>=0.12.2",
|
||||
"psutil==5.8.0",
|
||||
"psutil",
|
||||
"dataclasses",
|
||||
"transformers[torch]==4.26",
|
||||
"datasets<=3.5.0",
|
||||
"nltk<=3.8.1", # 3.8.2 doesn't work with mlflow
|
||||
"transformers[torch]",
|
||||
"datasets",
|
||||
"evaluate",
|
||||
"nltk!=3.8.2", # 3.8.2 doesn't work with mlflow
|
||||
"rouge_score",
|
||||
"hcrystalball==0.1.10",
|
||||
"hcrystalball",
|
||||
"seqeval",
|
||||
"pytorch-forecasting>=0.9.0,<=0.10.1; python_version<'3.11'",
|
||||
# "pytorch-forecasting==0.10.1; python_version=='3.11'",
|
||||
"mlflow==2.15.1",
|
||||
"pytorch-forecasting",
|
||||
"mlflow-skinny<=2.22.1", # Refer to https://mvnrepository.com/artifact/org.mlflow/mlflow-spark
|
||||
"joblibspark>=0.5.0",
|
||||
"joblib<=1.3.2",
|
||||
"nbconvert",
|
||||
"nbformat",
|
||||
"ipykernel",
|
||||
"pytorch-lightning<1.9.1", # test_forecast_panel
|
||||
"tensorboardX==2.6", # test_forecast_panel
|
||||
"requests<2.29.0", # https://github.com/docker/docker-py/issues/3113
|
||||
"pytorch-lightning", # test_forecast_panel
|
||||
"tensorboardX", # test_forecast_panel
|
||||
"requests", # https://github.com/docker/docker-py/issues/3113
|
||||
"packaging",
|
||||
"pydantic==1.10.9",
|
||||
"sympy",
|
||||
"wolframalpha",
|
||||
"dill", # a drop in replacement of pickle
|
||||
],
|
||||
"catboost": [
|
||||
"catboost>=0.26,<1.2; python_version<'3.11'",
|
||||
"catboost>=0.26,<=1.2.5; python_version>='3.11'",
|
||||
"catboost>=0.26",
|
||||
],
|
||||
"blendsearch": [
|
||||
"optuna>=2.8.0,<=3.6.1",
|
||||
"packaging",
|
||||
],
|
||||
"ray": [
|
||||
"ray[tune]~=1.13",
|
||||
"ray[tune]>=1.13,<2.5.0",
|
||||
],
|
||||
"azureml": [
|
||||
"azureml-mlflow",
|
||||
@@ -117,47 +116,35 @@ setuptools.setup(
|
||||
"scikit-learn",
|
||||
],
|
||||
"hf": [
|
||||
"transformers[torch]==4.26",
|
||||
"transformers[torch]>=4.26",
|
||||
"datasets",
|
||||
"nltk<=3.8.1",
|
||||
"rouge_score",
|
||||
"seqeval",
|
||||
],
|
||||
"nlp": [ # for backward compatibility; hf is the new option name
|
||||
"transformers[torch]==4.26",
|
||||
"transformers[torch]>=4.26",
|
||||
"datasets",
|
||||
"nltk<=3.8.1",
|
||||
"rouge_score",
|
||||
"seqeval",
|
||||
],
|
||||
"ts_forecast": [
|
||||
"holidays<0.14", # to prevent installation error for prophet
|
||||
"prophet>=1.0.1",
|
||||
"holidays",
|
||||
"prophet>=1.1.5",
|
||||
"statsmodels>=0.12.2",
|
||||
"hcrystalball==0.1.10",
|
||||
"hcrystalball>=0.1.10",
|
||||
],
|
||||
"forecast": [
|
||||
"holidays<0.14", # to prevent installation error for prophet
|
||||
"prophet>=1.0.1",
|
||||
"holidays",
|
||||
"prophet>=1.1.5",
|
||||
"statsmodels>=0.12.2",
|
||||
"hcrystalball==0.1.10",
|
||||
"pytorch-forecasting>=0.9.0; python_version<'3.11'",
|
||||
# "pytorch-forecasting==0.10.1; python_version=='3.11'",
|
||||
"pytorch-lightning==1.9.0",
|
||||
"tensorboardX==2.6",
|
||||
"hcrystalball>=0.1.10",
|
||||
"pytorch-forecasting>=0.10.4",
|
||||
"pytorch-lightning>=1.9.0",
|
||||
"tensorboardX>=2.6",
|
||||
],
|
||||
"benchmark": ["catboost>=0.26", "psutil==5.8.0", "xgboost==1.3.3", "pandas==1.1.4"],
|
||||
"openai": ["openai==0.27.8", "diskcache"],
|
||||
"autogen": ["openai==0.27.8", "diskcache", "termcolor"],
|
||||
"mathchat": ["openai==0.27.8", "diskcache", "termcolor", "sympy", "pydantic==1.10.9", "wolframalpha"],
|
||||
"retrievechat": [
|
||||
"openai==0.27.8",
|
||||
"diskcache",
|
||||
"termcolor",
|
||||
"chromadb",
|
||||
"tiktoken",
|
||||
"sentence_transformers",
|
||||
],
|
||||
"synapse": [
|
||||
"joblibspark>=0.5.0",
|
||||
"optuna>=2.8.0,<=3.6.1",
|
||||
@@ -170,9 +157,9 @@ setuptools.setup(
|
||||
"Operating System :: OS Independent",
|
||||
# Specify the Python versions you support here.
|
||||
"Programming Language :: Python :: 3",
|
||||
"Programming Language :: Python :: 3.9",
|
||||
"Programming Language :: Python :: 3.10",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Programming Language :: Python :: 3.12",
|
||||
],
|
||||
python_requires=">=3.9",
|
||||
python_requires=">=3.10",
|
||||
)
|
||||
|
||||
@@ -4,8 +4,17 @@ import pytest
|
||||
|
||||
from flaml import AutoML, tune
|
||||
|
||||
try:
|
||||
import transformers
|
||||
|
||||
@pytest.mark.skipif(sys.platform == "darwin", reason="do not run on mac os")
|
||||
_transformers_installed = True
|
||||
except ImportError:
|
||||
_transformers_installed = False
|
||||
|
||||
|
||||
@pytest.mark.skipif(
|
||||
sys.platform == "darwin" or not _transformers_installed, reason="do not run on mac os or transformers not installed"
|
||||
)
|
||||
def test_custom_hp_nlp():
|
||||
from test.nlp.utils import get_automl_settings, get_toy_data_seqclassification
|
||||
|
||||
@@ -63,5 +72,39 @@ def test_custom_hp():
|
||||
print(automl.best_config_per_estimator)
|
||||
|
||||
|
||||
def test_lgbm_objective():
|
||||
"""Test that objective parameter can be set via custom_hp for LGBMEstimator"""
|
||||
import numpy as np
|
||||
|
||||
# Create a simple regression dataset
|
||||
np.random.seed(42)
|
||||
X_train = np.random.rand(100, 5)
|
||||
y_train = np.random.rand(100) * 100 # Scale to avoid division issues with MAPE
|
||||
|
||||
automl = AutoML()
|
||||
settings = {
|
||||
"time_budget": 3,
|
||||
"metric": "mape",
|
||||
"task": "regression",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
"custom_hp": {"lgbm": {"objective": {"domain": "mape"}}}, # Fixed value, not tuned
|
||||
}
|
||||
|
||||
automl.fit(X_train, y_train, **settings)
|
||||
|
||||
# Verify that objective was set correctly
|
||||
assert "objective" in automl.best_config, "objective should be in best_config"
|
||||
assert automl.best_config["objective"] == "mape", "objective should be 'mape'"
|
||||
|
||||
# Verify the model has the correct objective
|
||||
if hasattr(automl.model, "estimator") and hasattr(automl.model.estimator, "get_params"):
|
||||
model_params = automl.model.estimator.get_params()
|
||||
assert model_params.get("objective") == "mape", "Model should use 'mape' objective"
|
||||
|
||||
print("Test passed: objective parameter works correctly with LGBMEstimator")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_custom_hp()
|
||||
test_lgbm_objective()
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import atexit
|
||||
import os
|
||||
import sys
|
||||
import unittest
|
||||
@@ -15,8 +16,16 @@ from sklearn.model_selection import train_test_split
|
||||
|
||||
from flaml import AutoML
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
from flaml.automl.spark import disable_spark_ansi_mode, restore_spark_ansi_mode
|
||||
from flaml.tune.spark.utils import check_spark
|
||||
|
||||
try:
|
||||
import pytorch_lightning
|
||||
|
||||
_pl_installed = True
|
||||
except ImportError:
|
||||
_pl_installed = False
|
||||
|
||||
pytestmark = pytest.mark.spark
|
||||
|
||||
leaderboard = defaultdict(dict)
|
||||
@@ -39,7 +48,7 @@ else:
|
||||
.config(
|
||||
"spark.jars.packages",
|
||||
(
|
||||
"com.microsoft.azure:synapseml_2.12:1.0.2,"
|
||||
"com.microsoft.azure:synapseml_2.12:1.1.0,"
|
||||
"org.apache.hadoop:hadoop-azure:3.3.5,"
|
||||
"com.microsoft.azure:azure-storage:8.6.6,"
|
||||
f"org.mlflow:mlflow-spark_2.12:{mlflow.__version__}"
|
||||
@@ -63,6 +72,9 @@ else:
|
||||
except ImportError:
|
||||
skip_spark = True
|
||||
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
|
||||
def _test_regular_models(estimator_list, task):
|
||||
if isinstance(estimator_list, str):
|
||||
@@ -176,7 +188,11 @@ def _test_sparse_matrix_classification(estimator):
|
||||
"n_jobs": 1,
|
||||
"model_history": True,
|
||||
}
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=int)
|
||||
# NOTE: Avoid `dtype=int` here. On some NumPy/SciPy combinations (notably
|
||||
# Windows + Python 3.13), `scipy.sparse.random(..., dtype=int)` may trigger
|
||||
# integer sampling paths which raise "low is out of bounds for int32".
|
||||
# A float sparse matrix is sufficient to validate sparse-input support.
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=np.float32)
|
||||
y_train = np.random.randint(3, size=1554)
|
||||
automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
|
||||
@@ -271,7 +287,11 @@ class TestExtraModel(unittest.TestCase):
|
||||
|
||||
@unittest.skipIf(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_default_spark(self):
|
||||
_test_spark_models(None, "classification")
|
||||
# TODO: remove the estimator assignment once SynapseML supports spark 4+.
|
||||
from flaml.automl.spark.utils import _spark_major_minor_version
|
||||
|
||||
estimator_list = ["rf_spark"] if _spark_major_minor_version[0] >= 4 else None
|
||||
_test_spark_models(estimator_list, "classification")
|
||||
|
||||
def test_svc(self):
|
||||
_test_regular_models("svc", "classification")
|
||||
@@ -302,7 +322,7 @@ class TestExtraModel(unittest.TestCase):
|
||||
def test_avg(self):
|
||||
_test_forecast("avg")
|
||||
|
||||
@unittest.skipIf(skip_spark, reason="Skip on Mac or Windows")
|
||||
@unittest.skipIf(skip_spark or not _pl_installed, reason="Skip on Mac or Windows or no pytorch_lightning.")
|
||||
def test_tcn(self):
|
||||
_test_forecast("tcn")
|
||||
|
||||
|
||||
@@ -10,7 +10,7 @@ from flaml import AutoML
|
||||
from flaml.automl.task.time_series_task import TimeSeriesTask
|
||||
|
||||
|
||||
def test_forecast_automl(budget=10, estimators_when_no_prophet=["arima", "sarimax", "holt-winters"]):
|
||||
def test_forecast_automl(budget=20, estimators_when_no_prophet=["arima", "sarimax", "holt-winters"]):
|
||||
# using dataframe
|
||||
import statsmodels.api as sm
|
||||
|
||||
@@ -510,8 +510,12 @@ def get_stalliion_data():
|
||||
"3.11" in sys.version,
|
||||
reason="do not run on py 3.11",
|
||||
)
|
||||
def test_forecast_panel(budget=5):
|
||||
data, special_days = get_stalliion_data()
|
||||
def test_forecast_panel(budget=30):
|
||||
try:
|
||||
data, special_days = get_stalliion_data()
|
||||
except ImportError:
|
||||
print("pytorch_forecasting not installed")
|
||||
return
|
||||
time_horizon = 6 # predict six months
|
||||
training_cutoff = data["time_idx"].max() - time_horizon
|
||||
data["time_idx"] = data["time_idx"].astype("int")
|
||||
@@ -677,11 +681,55 @@ def test_cv_step():
|
||||
print("yahoo!")
|
||||
|
||||
|
||||
def test_log_training_metric_ts_models():
|
||||
"""Test that log_training_metric=True works with time series models (arima, sarimax, holt-winters)."""
|
||||
import statsmodels.api as sm
|
||||
|
||||
from flaml.automl.task.time_series_task import TimeSeriesTask
|
||||
|
||||
estimators_all = TimeSeriesTask("forecast").estimators.keys()
|
||||
estimators_to_test = ["xgboost", "arima", "lassolars", "tcn", "snaive", "prophet", "orbit"]
|
||||
estimators = [
|
||||
est for est in estimators_to_test if est in estimators_all
|
||||
] # not all estimators available in current python env
|
||||
print(f"Testing estimators: {estimators}")
|
||||
|
||||
# Prepare data
|
||||
data = sm.datasets.co2.load_pandas().data["co2"]
|
||||
data = data.resample("MS").mean()
|
||||
data = data.bfill().ffill()
|
||||
data = data.to_frame().reset_index()
|
||||
data = data.rename(columns={"index": "ds", "co2": "y"})
|
||||
num_samples = data.shape[0]
|
||||
time_horizon = 12
|
||||
split_idx = num_samples - time_horizon
|
||||
df = data[:split_idx]
|
||||
|
||||
# Test each time series model with log_training_metric=True
|
||||
for estimator in estimators:
|
||||
print(f"\nTesting {estimator} with log_training_metric=True")
|
||||
automl = AutoML()
|
||||
settings = {
|
||||
"time_budget": 3,
|
||||
"metric": "mape",
|
||||
"task": "forecast",
|
||||
"eval_method": "holdout",
|
||||
"label": "y",
|
||||
"log_training_metric": True, # This should not cause errors
|
||||
"estimator_list": [estimator],
|
||||
}
|
||||
automl.fit(dataframe=df, **settings, period=time_horizon, force_cancel=True)
|
||||
print(f" ✅ {estimator} SUCCESS with log_training_metric=True")
|
||||
if automl.best_estimator:
|
||||
assert automl.best_estimator == estimator
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# test_forecast_automl(60)
|
||||
# test_multivariate_forecast_num(5)
|
||||
# test_multivariate_forecast_cat(5)
|
||||
test_numpy()
|
||||
# test_numpy()
|
||||
# test_forecast_classification(5)
|
||||
# test_forecast_panel(5)
|
||||
# test_cv_step()
|
||||
test_log_training_metric_ts_models()
|
||||
|
||||
@@ -181,6 +181,49 @@ class TestMultiClass(unittest.TestCase):
|
||||
}
|
||||
automl.fit(X_train=X_train, y_train=y_train, **settings)
|
||||
|
||||
def test_ensemble_final_estimator_params_not_tuned(self):
|
||||
"""Test that final_estimator parameters in ensemble are not automatically tuned.
|
||||
|
||||
This test verifies that when a custom final_estimator is provided with specific
|
||||
parameters, those parameters are used as-is without any hyperparameter tuning.
|
||||
"""
|
||||
from sklearn.linear_model import LogisticRegression
|
||||
|
||||
automl = AutoML()
|
||||
X_train, y_train = load_wine(return_X_y=True)
|
||||
|
||||
# Create a LogisticRegression with specific non-default parameters
|
||||
custom_params = {
|
||||
"C": 0.5, # Non-default value
|
||||
"max_iter": 50, # Non-default value
|
||||
"random_state": 42,
|
||||
}
|
||||
final_est = LogisticRegression(**custom_params)
|
||||
|
||||
settings = {
|
||||
"time_budget": 5,
|
||||
"estimator_list": ["rf", "lgbm"],
|
||||
"task": "classification",
|
||||
"ensemble": {
|
||||
"final_estimator": final_est,
|
||||
"passthrough": False,
|
||||
},
|
||||
"n_jobs": 1,
|
||||
}
|
||||
automl.fit(X_train=X_train, y_train=y_train, **settings)
|
||||
|
||||
# Verify that the final estimator in the stacker uses the exact parameters we specified
|
||||
if hasattr(automl.model, "final_estimator_"):
|
||||
# The model is a StackingClassifier
|
||||
fitted_final_estimator = automl.model.final_estimator_
|
||||
assert (
|
||||
abs(fitted_final_estimator.C - custom_params["C"]) < 1e-9
|
||||
), f"Expected C={custom_params['C']}, but got {fitted_final_estimator.C}"
|
||||
assert (
|
||||
fitted_final_estimator.max_iter == custom_params["max_iter"]
|
||||
), f"Expected max_iter={custom_params['max_iter']}, but got {fitted_final_estimator.max_iter}"
|
||||
print("✓ Final estimator parameters were preserved (not tuned)")
|
||||
|
||||
def test_dataframe(self):
|
||||
self.test_classification(True)
|
||||
|
||||
@@ -235,6 +278,34 @@ class TestMultiClass(unittest.TestCase):
|
||||
except ImportError:
|
||||
pass
|
||||
|
||||
def test_invalid_custom_metric(self):
|
||||
"""Test that proper error is raised when custom_metric is called instead of passed."""
|
||||
from sklearn.datasets import load_iris
|
||||
|
||||
X_train, y_train = load_iris(return_X_y=True)
|
||||
|
||||
# Test with non-callable metric in __init__
|
||||
with self.assertRaises(ValueError) as context:
|
||||
automl = AutoML(metric=123) # passing an int instead of function
|
||||
self.assertIn("must be either a string or a callable function", str(context.exception))
|
||||
self.assertIn("but got int", str(context.exception))
|
||||
|
||||
# Test with non-callable metric in fit
|
||||
automl = AutoML()
|
||||
with self.assertRaises(ValueError) as context:
|
||||
automl.fit(X_train=X_train, y_train=y_train, metric=[], task="classification", time_budget=1)
|
||||
self.assertIn("must be either a string or a callable function", str(context.exception))
|
||||
self.assertIn("but got list", str(context.exception))
|
||||
|
||||
# Test with tuple (simulating result of calling a function that returns tuple)
|
||||
with self.assertRaises(ValueError) as context:
|
||||
automl = AutoML()
|
||||
automl.fit(
|
||||
X_train=X_train, y_train=y_train, metric=(0.5, {"loss": 0.5}), task="classification", time_budget=1
|
||||
)
|
||||
self.assertIn("must be either a string or a callable function", str(context.exception))
|
||||
self.assertIn("but got tuple", str(context.exception))
|
||||
|
||||
def test_classification(self, as_frame=False):
|
||||
automl_experiment = AutoML()
|
||||
automl_settings = {
|
||||
@@ -368,7 +439,11 @@ class TestMultiClass(unittest.TestCase):
|
||||
"n_jobs": 1,
|
||||
"model_history": True,
|
||||
}
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=int)
|
||||
# NOTE: Avoid `dtype=int` here. On some NumPy/SciPy combinations (notably
|
||||
# Windows + Python 3.13), `scipy.sparse.random(..., dtype=int)` may trigger
|
||||
# integer sampling paths which raise "low is out of bounds for int32".
|
||||
# A float sparse matrix is sufficient to validate sparse-input support.
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=np.float32)
|
||||
y_train = np.random.randint(3, size=1554)
|
||||
automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
print(automl_experiment.classes_)
|
||||
@@ -531,6 +606,32 @@ class TestMultiClass(unittest.TestCase):
|
||||
print(f"Best accuracy on validation data: {new_automl_val_accuracy:.4g}")
|
||||
# print('Training duration of best run: {0:.4g} s'.format(new_automl_experiment.best_config_train_time))
|
||||
|
||||
def test_starting_points_should_improve_performance(self):
|
||||
N = 10000 # a large N is needed to see the improvement
|
||||
X_train, y_train = load_iris(return_X_y=True)
|
||||
X_train = np.concatenate([X_train + 0.1 * i for i in range(N)], axis=0)
|
||||
y_train = np.concatenate([y_train] * N, axis=0)
|
||||
|
||||
am1 = AutoML()
|
||||
am1.fit(X_train, y_train, estimator_list=["lgbm"], time_budget=3, seed=11)
|
||||
|
||||
am2 = AutoML()
|
||||
am2.fit(
|
||||
X_train,
|
||||
y_train,
|
||||
estimator_list=["lgbm"],
|
||||
time_budget=2,
|
||||
seed=11,
|
||||
starting_points=am1.best_config_per_estimator,
|
||||
)
|
||||
|
||||
print(f"am1.best_loss: {am1.best_loss:.4f}")
|
||||
print(f"am2.best_loss: {am2.best_loss:.4f}")
|
||||
|
||||
assert np.round(am2.best_loss, 4) <= np.round(
|
||||
am1.best_loss, 4
|
||||
), "Starting points should help improve the performance!"
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
272
test/automl/test_no_overlap.py
Normal file
272
test/automl/test_no_overlap.py
Normal file
@@ -0,0 +1,272 @@
|
||||
"""Test to ensure correct label overlap handling for classification tasks"""
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from sklearn.datasets import load_iris, make_classification
|
||||
|
||||
from flaml import AutoML
|
||||
|
||||
|
||||
def test_allow_label_overlap_true():
|
||||
"""Test with allow_label_overlap=True (fast mode, default)"""
|
||||
# Load iris dataset
|
||||
dic_data = load_iris(as_frame=True)
|
||||
iris_data = dic_data["frame"]
|
||||
|
||||
# Prepare data
|
||||
x_train = iris_data[["sepal length (cm)", "sepal width (cm)", "petal length (cm)", "petal width (cm)"]].to_numpy()
|
||||
y_train = iris_data["target"]
|
||||
|
||||
# Train with fast mode (default)
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"metric": "accuracy",
|
||||
"task": "classification",
|
||||
"estimator_list": ["lgbm"],
|
||||
"eval_method": "holdout",
|
||||
"split_type": "stratified",
|
||||
"keep_search_state": True,
|
||||
"retrain_full": False,
|
||||
"auto_augment": False,
|
||||
"verbose": 0,
|
||||
"allow_label_overlap": True, # Fast mode
|
||||
}
|
||||
automl.fit(x_train, y_train, **automl_settings)
|
||||
|
||||
# Check results
|
||||
input_size = len(x_train)
|
||||
train_size = len(automl._state.X_train)
|
||||
val_size = len(automl._state.X_val)
|
||||
|
||||
# With stratified split on balanced data, fast mode may have no overlap
|
||||
assert (
|
||||
train_size + val_size >= input_size
|
||||
), f"Inconsistent sizes. Input: {input_size}, Train: {train_size}, Val: {val_size}"
|
||||
|
||||
# Verify all classes are represented in both sets
|
||||
train_labels = set(np.unique(automl._state.y_train))
|
||||
val_labels = set(np.unique(automl._state.y_val))
|
||||
all_labels = set(np.unique(y_train))
|
||||
|
||||
assert train_labels == all_labels, f"Not all labels in train. All: {all_labels}, Train: {train_labels}"
|
||||
assert val_labels == all_labels, f"Not all labels in val. All: {all_labels}, Val: {val_labels}"
|
||||
|
||||
print(
|
||||
f"✓ Test passed (fast mode): Input: {input_size}, Train: {train_size}, Val: {val_size}, "
|
||||
f"Overlap: {train_size + val_size - input_size}"
|
||||
)
|
||||
|
||||
|
||||
def test_allow_label_overlap_false():
|
||||
"""Test with allow_label_overlap=False (precise mode)"""
|
||||
# Load iris dataset
|
||||
dic_data = load_iris(as_frame=True)
|
||||
iris_data = dic_data["frame"]
|
||||
|
||||
# Prepare data
|
||||
x_train = iris_data[["sepal length (cm)", "sepal width (cm)", "petal length (cm)", "petal width (cm)"]].to_numpy()
|
||||
y_train = iris_data["target"]
|
||||
|
||||
# Train with precise mode
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"metric": "accuracy",
|
||||
"task": "classification",
|
||||
"estimator_list": ["lgbm"],
|
||||
"eval_method": "holdout",
|
||||
"split_type": "stratified",
|
||||
"keep_search_state": True,
|
||||
"retrain_full": False,
|
||||
"auto_augment": False,
|
||||
"verbose": 0,
|
||||
"allow_label_overlap": False, # Precise mode
|
||||
}
|
||||
automl.fit(x_train, y_train, **automl_settings)
|
||||
|
||||
# Check that there's no overlap (or minimal overlap for single-instance classes)
|
||||
input_size = len(x_train)
|
||||
train_size = len(automl._state.X_train)
|
||||
val_size = len(automl._state.X_val)
|
||||
|
||||
# Verify all classes are represented
|
||||
all_labels = set(np.unique(y_train))
|
||||
|
||||
# Should have no overlap or minimal overlap
|
||||
overlap = train_size + val_size - input_size
|
||||
assert overlap <= len(all_labels), f"Excessive overlap: {overlap}"
|
||||
|
||||
# Verify all classes are represented
|
||||
train_labels = set(np.unique(automl._state.y_train))
|
||||
val_labels = set(np.unique(automl._state.y_val))
|
||||
|
||||
combined_labels = train_labels.union(val_labels)
|
||||
assert combined_labels == all_labels, f"Not all labels present. All: {all_labels}, Combined: {combined_labels}"
|
||||
|
||||
print(
|
||||
f"✓ Test passed (precise mode): Input: {input_size}, Train: {train_size}, Val: {val_size}, "
|
||||
f"Overlap: {overlap}"
|
||||
)
|
||||
|
||||
|
||||
def test_uniform_split_with_overlap_control():
|
||||
"""Test with uniform split and both overlap modes"""
|
||||
# Load iris dataset
|
||||
dic_data = load_iris(as_frame=True)
|
||||
iris_data = dic_data["frame"]
|
||||
|
||||
# Prepare data
|
||||
x_train = iris_data[["sepal length (cm)", "sepal width (cm)", "petal length (cm)", "petal width (cm)"]].to_numpy()
|
||||
y_train = iris_data["target"]
|
||||
|
||||
# Test precise mode with uniform split
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"metric": "accuracy",
|
||||
"task": "classification",
|
||||
"estimator_list": ["lgbm"],
|
||||
"eval_method": "holdout",
|
||||
"split_type": "uniform",
|
||||
"keep_search_state": True,
|
||||
"retrain_full": False,
|
||||
"auto_augment": False,
|
||||
"verbose": 0,
|
||||
"allow_label_overlap": False, # Precise mode
|
||||
}
|
||||
automl.fit(x_train, y_train, **automl_settings)
|
||||
|
||||
input_size = len(x_train)
|
||||
train_size = len(automl._state.X_train)
|
||||
val_size = len(automl._state.X_val)
|
||||
|
||||
# Verify all classes are represented
|
||||
train_labels = set(np.unique(automl._state.y_train))
|
||||
val_labels = set(np.unique(automl._state.y_val))
|
||||
all_labels = set(np.unique(y_train))
|
||||
|
||||
combined_labels = train_labels.union(val_labels)
|
||||
assert combined_labels == all_labels, "Not all labels present with uniform split"
|
||||
|
||||
print(f"✓ Test passed (uniform split): Input: {input_size}, Train: {train_size}, Val: {val_size}")
|
||||
|
||||
|
||||
def test_with_sample_weights():
|
||||
"""Test label overlap handling with sample weights"""
|
||||
# Create a simple dataset
|
||||
X, y = make_classification(
|
||||
n_samples=200,
|
||||
n_features=10,
|
||||
n_informative=5,
|
||||
n_redundant=2,
|
||||
n_classes=3,
|
||||
n_clusters_per_class=1,
|
||||
random_state=42,
|
||||
)
|
||||
|
||||
# Create sample weights (giving more weight to some samples)
|
||||
sample_weight = np.random.uniform(0.5, 2.0, size=len(y))
|
||||
|
||||
# Test fast mode with sample weights
|
||||
automl_fast = AutoML()
|
||||
automl_fast.fit(
|
||||
X,
|
||||
y,
|
||||
task="classification",
|
||||
metric="accuracy",
|
||||
estimator_list=["lgbm"],
|
||||
eval_method="holdout",
|
||||
split_type="stratified",
|
||||
max_iter=3,
|
||||
keep_search_state=True,
|
||||
retrain_full=False,
|
||||
auto_augment=False,
|
||||
verbose=0,
|
||||
allow_label_overlap=True, # Fast mode
|
||||
sample_weight=sample_weight,
|
||||
)
|
||||
|
||||
# Verify all labels present
|
||||
train_labels_fast = set(np.unique(automl_fast._state.y_train))
|
||||
val_labels_fast = set(np.unique(automl_fast._state.y_val))
|
||||
all_labels = set(np.unique(y))
|
||||
|
||||
assert train_labels_fast == all_labels, "Not all labels in train (fast mode with weights)"
|
||||
assert val_labels_fast == all_labels, "Not all labels in val (fast mode with weights)"
|
||||
|
||||
# Test precise mode with sample weights
|
||||
automl_precise = AutoML()
|
||||
automl_precise.fit(
|
||||
X,
|
||||
y,
|
||||
task="classification",
|
||||
metric="accuracy",
|
||||
estimator_list=["lgbm"],
|
||||
eval_method="holdout",
|
||||
split_type="stratified",
|
||||
max_iter=3,
|
||||
keep_search_state=True,
|
||||
retrain_full=False,
|
||||
auto_augment=False,
|
||||
verbose=0,
|
||||
allow_label_overlap=False, # Precise mode
|
||||
sample_weight=sample_weight,
|
||||
)
|
||||
|
||||
# Verify all labels present
|
||||
train_labels_precise = set(np.unique(automl_precise._state.y_train))
|
||||
val_labels_precise = set(np.unique(automl_precise._state.y_val))
|
||||
|
||||
combined_labels = train_labels_precise.union(val_labels_precise)
|
||||
assert combined_labels == all_labels, "Not all labels present (precise mode with weights)"
|
||||
|
||||
print("✓ Test passed with sample weights (fast and precise modes)")
|
||||
|
||||
|
||||
def test_single_instance_class():
|
||||
"""Test handling of single-instance classes"""
|
||||
# Create imbalanced dataset where one class has only 1 instance
|
||||
X = np.random.randn(50, 4)
|
||||
y = np.array([0] * 40 + [1] * 9 + [2] * 1) # Class 2 has only 1 instance
|
||||
|
||||
# Test precise mode - should add single instance to both sets
|
||||
automl = AutoML()
|
||||
automl.fit(
|
||||
X,
|
||||
y,
|
||||
task="classification",
|
||||
metric="accuracy",
|
||||
estimator_list=["lgbm"],
|
||||
eval_method="holdout",
|
||||
split_type="uniform",
|
||||
max_iter=3,
|
||||
keep_search_state=True,
|
||||
retrain_full=False,
|
||||
auto_augment=False,
|
||||
verbose=0,
|
||||
allow_label_overlap=False, # Precise mode
|
||||
)
|
||||
|
||||
# Verify all labels present
|
||||
train_labels = set(np.unique(automl._state.y_train))
|
||||
val_labels = set(np.unique(automl._state.y_val))
|
||||
all_labels = set(np.unique(y))
|
||||
|
||||
# Single-instance class should be in both sets
|
||||
combined_labels = train_labels.union(val_labels)
|
||||
assert combined_labels == all_labels, "Not all labels present with single-instance class"
|
||||
|
||||
# Check that single-instance class (label 2) is in both sets
|
||||
assert 2 in train_labels, "Single-instance class not in train"
|
||||
assert 2 in val_labels, "Single-instance class not in val"
|
||||
|
||||
print("✓ Test passed with single-instance class")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_allow_label_overlap_true()
|
||||
test_allow_label_overlap_false()
|
||||
test_uniform_split_with_overlap_control()
|
||||
test_with_sample_weights()
|
||||
test_single_instance_class()
|
||||
print("\n✓ All tests passed!")
|
||||
@@ -1,8 +1,23 @@
|
||||
import sys
|
||||
|
||||
import pytest
|
||||
from minio.error import ServerError
|
||||
from openml.exceptions import OpenMLServerException
|
||||
|
||||
try:
|
||||
from minio.error import ServerError
|
||||
except ImportError:
|
||||
|
||||
class ServerError(Exception):
|
||||
pass
|
||||
|
||||
|
||||
try:
|
||||
from openml.exceptions import OpenMLServerException
|
||||
except ImportError:
|
||||
|
||||
class OpenMLServerException(Exception):
|
||||
pass
|
||||
|
||||
|
||||
from requests.exceptions import ChunkedEncodingError, SSLError
|
||||
|
||||
|
||||
@@ -64,6 +79,9 @@ def test_automl(budget=5, dataset_format="dataframe", hpo_method=None):
|
||||
automl.fit(X_train=X_train, y_train=y_train, **settings)
|
||||
""" retrieve best config and best learner """
|
||||
print("Best ML leaner:", automl.best_estimator)
|
||||
if not automl.best_estimator:
|
||||
print("Training budget is not sufficient")
|
||||
return
|
||||
print("Best hyperparmeter config:", automl.best_config)
|
||||
print(f"Best accuracy on validation data: {1 - automl.best_loss:.4g}")
|
||||
print(f"Training duration of best run: {automl.best_config_train_time:.4g} s")
|
||||
|
||||
236
test/automl/test_preprocess_api.py
Normal file
236
test/automl/test_preprocess_api.py
Normal file
@@ -0,0 +1,236 @@
|
||||
"""Tests for the public preprocessor APIs."""
|
||||
import unittest
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from sklearn.datasets import load_breast_cancer, load_diabetes
|
||||
|
||||
from flaml import AutoML
|
||||
|
||||
|
||||
class TestPreprocessAPI(unittest.TestCase):
|
||||
"""Test cases for the public preprocess() API methods."""
|
||||
|
||||
def test_automl_preprocess_before_fit(self):
|
||||
"""Test that calling preprocess before fit raises an error."""
|
||||
automl = AutoML()
|
||||
X_test = np.array([[1, 2, 3], [4, 5, 6]])
|
||||
|
||||
with self.assertRaises(AttributeError) as context:
|
||||
automl.preprocess(X_test)
|
||||
# Check that an error is raised about not being fitted
|
||||
self.assertIn("fit()", str(context.exception))
|
||||
|
||||
def test_automl_preprocess_classification(self):
|
||||
"""Test task-level preprocessing for classification."""
|
||||
# Load dataset
|
||||
X, y = load_breast_cancer(return_X_y=True)
|
||||
X_train, y_train = X[:400], y[:400]
|
||||
X_test = X[400:450]
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "classification",
|
||||
"metric": "accuracy",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Test task-level preprocessing
|
||||
X_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Verify the output is not None and has the right shape
|
||||
self.assertIsNotNone(X_preprocessed)
|
||||
self.assertEqual(X_preprocessed.shape[0], X_test.shape[0])
|
||||
|
||||
def test_automl_preprocess_regression(self):
|
||||
"""Test task-level preprocessing for regression."""
|
||||
# Load dataset
|
||||
X, y = load_diabetes(return_X_y=True)
|
||||
X_train, y_train = X[:300], y[:300]
|
||||
X_test = X[300:350]
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "regression",
|
||||
"metric": "r2",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Test task-level preprocessing
|
||||
X_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Verify the output
|
||||
self.assertIsNotNone(X_preprocessed)
|
||||
self.assertEqual(X_preprocessed.shape[0], X_test.shape[0])
|
||||
|
||||
def test_automl_preprocess_with_dataframe(self):
|
||||
"""Test task-level preprocessing with pandas DataFrame."""
|
||||
# Create a simple dataset
|
||||
X_train = pd.DataFrame(
|
||||
{
|
||||
"feature1": [1, 2, 3, 4, 5] * 20,
|
||||
"feature2": [5, 4, 3, 2, 1] * 20,
|
||||
"category": ["a", "b", "a", "b", "a"] * 20,
|
||||
}
|
||||
)
|
||||
y_train = pd.Series([0, 1, 0, 1, 0] * 20)
|
||||
|
||||
X_test = pd.DataFrame(
|
||||
{
|
||||
"feature1": [6, 7, 8],
|
||||
"feature2": [1, 2, 3],
|
||||
"category": ["a", "b", "a"],
|
||||
}
|
||||
)
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "classification",
|
||||
"metric": "accuracy",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Test preprocessing
|
||||
X_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Verify the output - check the number of rows matches
|
||||
self.assertIsNotNone(X_preprocessed)
|
||||
preprocessed_len = len(X_preprocessed) if hasattr(X_preprocessed, "__len__") else X_preprocessed.shape[0]
|
||||
self.assertEqual(preprocessed_len, len(X_test))
|
||||
|
||||
def test_estimator_preprocess(self):
|
||||
"""Test estimator-level preprocessing."""
|
||||
# Load dataset
|
||||
X, y = load_breast_cancer(return_X_y=True)
|
||||
X_train, y_train = X[:400], y[:400]
|
||||
X_test = X[400:450]
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "classification",
|
||||
"metric": "accuracy",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Get the trained estimator
|
||||
estimator = automl.model
|
||||
self.assertIsNotNone(estimator)
|
||||
|
||||
# First apply task-level preprocessing
|
||||
X_task_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Then apply estimator-level preprocessing
|
||||
X_estimator_preprocessed = estimator.preprocess(X_task_preprocessed)
|
||||
|
||||
# Verify the output
|
||||
self.assertIsNotNone(X_estimator_preprocessed)
|
||||
self.assertEqual(X_estimator_preprocessed.shape[0], X_test.shape[0])
|
||||
|
||||
def test_preprocess_pipeline(self):
|
||||
"""Test the complete preprocessing pipeline (task-level then estimator-level)."""
|
||||
# Load dataset
|
||||
X, y = load_breast_cancer(return_X_y=True)
|
||||
X_train, y_train = X[:400], y[:400]
|
||||
X_test = X[400:450]
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "classification",
|
||||
"metric": "accuracy",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Apply the complete preprocessing pipeline
|
||||
X_task_preprocessed = automl.preprocess(X_test)
|
||||
X_final = automl.model.preprocess(X_task_preprocessed)
|
||||
|
||||
# Verify predictions work with preprocessed data
|
||||
# The internal predict already does this preprocessing,
|
||||
# but we verify our manual preprocessing gives consistent results
|
||||
y_pred_manual = automl.model._model.predict(X_final)
|
||||
y_pred_auto = automl.predict(X_test)
|
||||
|
||||
# Both should give the same predictions
|
||||
np.testing.assert_array_equal(y_pred_manual, y_pred_auto)
|
||||
|
||||
def test_preprocess_with_mixed_types(self):
|
||||
"""Test preprocessing with mixed data types."""
|
||||
# Create dataset with mixed types
|
||||
X_train = pd.DataFrame(
|
||||
{
|
||||
"numeric1": np.random.rand(100),
|
||||
"numeric2": np.random.randint(0, 100, 100),
|
||||
"categorical": np.random.choice(["cat", "dog", "bird"], 100),
|
||||
"boolean": np.random.choice([True, False], 100),
|
||||
}
|
||||
)
|
||||
y_train = pd.Series(np.random.randint(0, 2, 100))
|
||||
|
||||
X_test = pd.DataFrame(
|
||||
{
|
||||
"numeric1": np.random.rand(10),
|
||||
"numeric2": np.random.randint(0, 100, 10),
|
||||
"categorical": np.random.choice(["cat", "dog", "bird"], 10),
|
||||
"boolean": np.random.choice([True, False], 10),
|
||||
}
|
||||
)
|
||||
|
||||
# Train AutoML
|
||||
automl = AutoML()
|
||||
automl_settings = {
|
||||
"max_iter": 5,
|
||||
"task": "classification",
|
||||
"metric": "accuracy",
|
||||
"estimator_list": ["lgbm"],
|
||||
"verbose": 0,
|
||||
}
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
# Test preprocessing
|
||||
X_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Verify the output
|
||||
self.assertIsNotNone(X_preprocessed)
|
||||
|
||||
def test_estimator_preprocess_without_automl(self):
|
||||
"""Test that estimator.preprocess() can be used independently."""
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
|
||||
# Create a simple estimator
|
||||
X_train = np.random.rand(100, 5)
|
||||
y_train = np.random.randint(0, 2, 100)
|
||||
|
||||
estimator = LGBMEstimator(task="classification")
|
||||
estimator.fit(X_train, y_train)
|
||||
|
||||
# Test preprocessing
|
||||
X_test = np.random.rand(10, 5)
|
||||
X_preprocessed = estimator.preprocess(X_test)
|
||||
|
||||
# Verify the output
|
||||
self.assertIsNotNone(X_preprocessed)
|
||||
self.assertEqual(X_preprocessed.shape, X_test.shape)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -38,7 +38,7 @@ class TestLogging(unittest.TestCase):
|
||||
"keep_search_state": True,
|
||||
"learner_selector": "roundrobin",
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
n = len(y_train) >> 1
|
||||
print(automl.model, automl.classes_, automl.predict(X_train))
|
||||
automl.fit(
|
||||
|
||||
@@ -47,7 +47,7 @@ class TestRegression(unittest.TestCase):
|
||||
"n_jobs": 1,
|
||||
"model_history": True,
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
n = int(len(y_train) * 9 // 10)
|
||||
automl.fit(X_train=X_train[:n], y_train=y_train[:n], X_val=X_train[n:], y_val=y_train[n:], **automl_settings)
|
||||
assert automl._state.eval_method == "holdout"
|
||||
@@ -130,7 +130,7 @@ class TestRegression(unittest.TestCase):
|
||||
)
|
||||
automl.fit(X_train=X_train, y_train=y_train, X_val=X_val, y_val=y_val, **settings)
|
||||
|
||||
def test_parallel(self, hpo_method=None):
|
||||
def test_parallel_and_pickle(self, hpo_method=None):
|
||||
automl_experiment = AutoML()
|
||||
automl_settings = {
|
||||
"time_budget": 10,
|
||||
@@ -141,7 +141,7 @@ class TestRegression(unittest.TestCase):
|
||||
"n_concurrent_trials": 10,
|
||||
"hpo_method": hpo_method,
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
try:
|
||||
automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
print(automl_experiment.predict(X_train))
|
||||
@@ -153,6 +153,18 @@ class TestRegression(unittest.TestCase):
|
||||
except ImportError:
|
||||
return
|
||||
|
||||
# test pickle and load_pickle, should work for prediction
|
||||
automl_experiment.pickle("automl_xgboost_spark.pkl")
|
||||
automl_loaded = AutoML().load_pickle("automl_xgboost_spark.pkl")
|
||||
assert automl_loaded.best_estimator == automl_experiment.best_estimator
|
||||
assert automl_loaded.best_loss == automl_experiment.best_loss
|
||||
automl_loaded.predict(X_train)
|
||||
|
||||
import shutil
|
||||
|
||||
shutil.rmtree("automl_xgboost_spark.pkl", ignore_errors=True)
|
||||
shutil.rmtree("automl_xgboost_spark.pkl.flaml_artifacts", ignore_errors=True)
|
||||
|
||||
def test_sparse_matrix_regression_holdout(self):
|
||||
X_train = scipy.sparse.random(8, 100)
|
||||
y_train = np.random.uniform(size=8)
|
||||
@@ -268,7 +280,7 @@ def test_reproducibility_of_regression_models(estimator: str):
|
||||
"skip_transform": True,
|
||||
"retrain_full": True,
|
||||
}
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
automl.fit(X_train=X, y_train=y, **automl_settings)
|
||||
best_model = automl.model
|
||||
assert best_model is not None
|
||||
@@ -314,7 +326,7 @@ def test_reproducibility_of_catboost_regression_model():
|
||||
"skip_transform": True,
|
||||
"retrain_full": True,
|
||||
}
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
automl.fit(X_train=X, y_train=y, **automl_settings)
|
||||
best_model = automl.model
|
||||
assert best_model is not None
|
||||
@@ -360,7 +372,7 @@ def test_reproducibility_of_lgbm_regression_model():
|
||||
"skip_transform": True,
|
||||
"retrain_full": True,
|
||||
}
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
automl.fit(X_train=X, y_train=y, **automl_settings)
|
||||
best_model = automl.model
|
||||
assert best_model is not None
|
||||
@@ -424,7 +436,7 @@ def test_reproducibility_of_underlying_regression_models(estimator: str):
|
||||
"skip_transform": True,
|
||||
"retrain_full": False,
|
||||
}
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X, y = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
automl.fit(X_train=X, y_train=y, **automl_settings)
|
||||
best_model = automl.model
|
||||
assert best_model is not None
|
||||
|
||||
@@ -142,7 +142,7 @@ class TestScore:
|
||||
def test_regression(self):
|
||||
automl_experiment = AutoML()
|
||||
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
n = int(len(y_train) * 9 // 10)
|
||||
|
||||
for each_estimator in [
|
||||
|
||||
89
test/automl/test_sklearn_17_compat.py
Normal file
89
test/automl/test_sklearn_17_compat.py
Normal file
@@ -0,0 +1,89 @@
|
||||
"""Test sklearn 1.7+ compatibility for estimator type detection.
|
||||
|
||||
This test ensures that FLAML estimators are properly recognized as
|
||||
regressors or classifiers by sklearn's is_regressor() and is_classifier()
|
||||
functions, which is required for sklearn 1.7+ ensemble methods.
|
||||
"""
|
||||
|
||||
import pytest
|
||||
from sklearn.base import is_classifier, is_regressor
|
||||
|
||||
from flaml.automl.model import (
|
||||
ExtraTreesEstimator,
|
||||
LGBMEstimator,
|
||||
RandomForestEstimator,
|
||||
XGBoostSklearnEstimator,
|
||||
)
|
||||
|
||||
|
||||
def test_extra_trees_regressor_type():
|
||||
"""Test that ExtraTreesEstimator with regression task is recognized as regressor."""
|
||||
est = ExtraTreesEstimator(task="regression")
|
||||
assert is_regressor(est), "ExtraTreesEstimator(task='regression') should be recognized as a regressor"
|
||||
assert not is_classifier(est), "ExtraTreesEstimator(task='regression') should not be recognized as a classifier"
|
||||
|
||||
|
||||
def test_extra_trees_classifier_type():
|
||||
"""Test that ExtraTreesEstimator with classification task is recognized as classifier."""
|
||||
est = ExtraTreesEstimator(task="binary")
|
||||
assert is_classifier(est), "ExtraTreesEstimator(task='binary') should be recognized as a classifier"
|
||||
assert not is_regressor(est), "ExtraTreesEstimator(task='binary') should not be recognized as a regressor"
|
||||
|
||||
est = ExtraTreesEstimator(task="multiclass")
|
||||
assert is_classifier(est), "ExtraTreesEstimator(task='multiclass') should be recognized as a classifier"
|
||||
assert not is_regressor(est), "ExtraTreesEstimator(task='multiclass') should not be recognized as a regressor"
|
||||
|
||||
|
||||
def test_random_forest_regressor_type():
|
||||
"""Test that RandomForestEstimator with regression task is recognized as regressor."""
|
||||
est = RandomForestEstimator(task="regression")
|
||||
assert is_regressor(est), "RandomForestEstimator(task='regression') should be recognized as a regressor"
|
||||
assert not is_classifier(est), "RandomForestEstimator(task='regression') should not be recognized as a classifier"
|
||||
|
||||
|
||||
def test_random_forest_classifier_type():
|
||||
"""Test that RandomForestEstimator with classification task is recognized as classifier."""
|
||||
est = RandomForestEstimator(task="binary")
|
||||
assert is_classifier(est), "RandomForestEstimator(task='binary') should be recognized as a classifier"
|
||||
assert not is_regressor(est), "RandomForestEstimator(task='binary') should not be recognized as a regressor"
|
||||
|
||||
|
||||
def test_lgbm_regressor_type():
|
||||
"""Test that LGBMEstimator with regression task is recognized as regressor."""
|
||||
est = LGBMEstimator(task="regression")
|
||||
assert is_regressor(est), "LGBMEstimator(task='regression') should be recognized as a regressor"
|
||||
assert not is_classifier(est), "LGBMEstimator(task='regression') should not be recognized as a classifier"
|
||||
|
||||
|
||||
def test_lgbm_classifier_type():
|
||||
"""Test that LGBMEstimator with classification task is recognized as classifier."""
|
||||
est = LGBMEstimator(task="binary")
|
||||
assert is_classifier(est), "LGBMEstimator(task='binary') should be recognized as a classifier"
|
||||
assert not is_regressor(est), "LGBMEstimator(task='binary') should not be recognized as a regressor"
|
||||
|
||||
|
||||
def test_xgboost_regressor_type():
|
||||
"""Test that XGBoostSklearnEstimator with regression task is recognized as regressor."""
|
||||
est = XGBoostSklearnEstimator(task="regression")
|
||||
assert is_regressor(est), "XGBoostSklearnEstimator(task='regression') should be recognized as a regressor"
|
||||
assert not is_classifier(est), "XGBoostSklearnEstimator(task='regression') should not be recognized as a classifier"
|
||||
|
||||
|
||||
def test_xgboost_classifier_type():
|
||||
"""Test that XGBoostSklearnEstimator with classification task is recognized as classifier."""
|
||||
est = XGBoostSklearnEstimator(task="binary")
|
||||
assert is_classifier(est), "XGBoostSklearnEstimator(task='binary') should be recognized as a classifier"
|
||||
assert not is_regressor(est), "XGBoostSklearnEstimator(task='binary') should not be recognized as a regressor"
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# Run all tests
|
||||
test_extra_trees_regressor_type()
|
||||
test_extra_trees_classifier_type()
|
||||
test_random_forest_regressor_type()
|
||||
test_random_forest_classifier_type()
|
||||
test_lgbm_regressor_type()
|
||||
test_lgbm_classifier_type()
|
||||
test_xgboost_regressor_type()
|
||||
test_xgboost_classifier_type()
|
||||
print("All sklearn 1.7+ compatibility tests passed!")
|
||||
@@ -30,7 +30,7 @@ class TestTrainingLog(unittest.TestCase):
|
||||
"keep_search_state": True,
|
||||
"estimator_list": estimator_list,
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
automl.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
# Check if the training log file is populated.
|
||||
self.assertTrue(os.path.exists(filename))
|
||||
|
||||
@@ -108,7 +108,14 @@ class TestWarmStart(unittest.TestCase):
|
||||
|
||||
def test_FLAML_sample_size_in_starting_points(self):
|
||||
from minio.error import ServerError
|
||||
from openml.exceptions import OpenMLServerException
|
||||
|
||||
try:
|
||||
from openml.exceptions import OpenMLServerException
|
||||
except ImportError:
|
||||
|
||||
class OpenMLServerException(Exception):
|
||||
pass
|
||||
|
||||
from requests.exceptions import ChunkedEncodingError, SSLError
|
||||
|
||||
from flaml import AutoML
|
||||
|
||||
BIN
test/cal_housing_py3.pkz
Normal file
BIN
test/cal_housing_py3.pkz
Normal file
Binary file not shown.
60
test/check_dependency.py
Normal file
60
test/check_dependency.py
Normal file
@@ -0,0 +1,60 @@
|
||||
import subprocess
|
||||
from importlib.metadata import distributions
|
||||
|
||||
installed_libs = sorted(f"{dist.metadata['Name']}=={dist.version}" for dist in distributions())
|
||||
|
||||
first_tier_dependencies = [
|
||||
"numpy",
|
||||
"jupyter",
|
||||
"lightgbm",
|
||||
"xgboost",
|
||||
"scipy",
|
||||
"pandas",
|
||||
"scikit-learn",
|
||||
"thop",
|
||||
"pytest",
|
||||
"pytest-rerunfailures",
|
||||
"coverage",
|
||||
"pre-commit",
|
||||
"torch",
|
||||
"torchvision",
|
||||
"catboost",
|
||||
"rgf-python",
|
||||
"optuna",
|
||||
"openml",
|
||||
"statsmodels",
|
||||
"psutil",
|
||||
"dataclasses",
|
||||
"transformers[torch]",
|
||||
"transformers",
|
||||
"datasets",
|
||||
"evaluate",
|
||||
"nltk",
|
||||
"rouge_score",
|
||||
"hcrystalball",
|
||||
"seqeval",
|
||||
"pytorch-forecasting",
|
||||
"mlflow-skinny",
|
||||
"joblibspark",
|
||||
"joblib",
|
||||
"nbconvert",
|
||||
"nbformat",
|
||||
"ipykernel",
|
||||
"pytorch-lightning",
|
||||
"tensorboardX",
|
||||
"requests",
|
||||
"packaging",
|
||||
"dill",
|
||||
"ray",
|
||||
"prophet",
|
||||
]
|
||||
|
||||
|
||||
for lib in installed_libs:
|
||||
lib_name = lib.split("==")[0]
|
||||
if lib_name in first_tier_dependencies:
|
||||
print(lib)
|
||||
|
||||
# print current commit hash
|
||||
commit_hash = subprocess.check_output(["git", "rev-parse", "HEAD"]).decode("utf-8").strip()
|
||||
print(f"Current commit hash: {commit_hash}")
|
||||
@@ -2,11 +2,24 @@ from typing import Any, Dict, List, Union
|
||||
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from catboost import CatBoostClassifier, CatBoostRegressor, Pool
|
||||
import pytest
|
||||
from sklearn.metrics import f1_score, r2_score
|
||||
|
||||
try:
|
||||
from catboost import CatBoostClassifier, CatBoostRegressor, Pool
|
||||
except ImportError: # pragma: no cover
|
||||
CatBoostClassifier = None
|
||||
CatBoostRegressor = None
|
||||
Pool = None
|
||||
|
||||
def evaluate_cv_folds_with_underlying_model(X_train_all, y_train_all, kf, model: Any, task: str) -> pd.DataFrame:
|
||||
|
||||
def _is_catboost_model_type(model_type: type) -> bool:
|
||||
if CatBoostClassifier is not None and CatBoostRegressor is not None:
|
||||
return model_type is CatBoostClassifier or model_type is CatBoostRegressor
|
||||
return getattr(model_type, "__module__", "").startswith("catboost")
|
||||
|
||||
|
||||
def evaluate_cv_folds_with_underlying_model(X_train_all, y_train_all, kf, model: Any, task: str) -> List[float]:
|
||||
"""Mimic the FLAML CV process to calculate the metrics across each fold.
|
||||
|
||||
:param X_train_all: X training data
|
||||
@@ -17,7 +30,7 @@ def evaluate_cv_folds_with_underlying_model(X_train_all, y_train_all, kf, model:
|
||||
:return: An array containing the metrics
|
||||
"""
|
||||
rng = np.random.RandomState(2020)
|
||||
all_fold_metrics: List[Dict[str, Union[int, float]]] = []
|
||||
all_fold_metrics: List[float] = []
|
||||
for train_index, val_index in kf.split(X_train_all, y_train_all):
|
||||
X_train_split, y_train_split = X_train_all, y_train_all
|
||||
train_index = rng.permutation(train_index)
|
||||
@@ -25,9 +38,11 @@ def evaluate_cv_folds_with_underlying_model(X_train_all, y_train_all, kf, model:
|
||||
X_val = X_train_split.iloc[val_index]
|
||||
y_train, y_val = y_train_split[train_index], y_train_split[val_index]
|
||||
model_type = type(model)
|
||||
if model_type is not CatBoostClassifier and model_type is not CatBoostRegressor:
|
||||
if not _is_catboost_model_type(model_type):
|
||||
model.fit(X_train, y_train)
|
||||
else:
|
||||
if Pool is None:
|
||||
pytest.skip("catboost is not installed")
|
||||
use_best_model = True
|
||||
n = max(int(len(y_train) * 0.9), len(y_train) - 1000) if use_best_model else len(y_train)
|
||||
X_tr, y_tr = (X_train)[:n], y_train[:n]
|
||||
@@ -38,5 +53,5 @@ def evaluate_cv_folds_with_underlying_model(X_train_all, y_train_all, kf, model:
|
||||
reproduced_metric = 1 - f1_score(y_val, y_pred_classes)
|
||||
else:
|
||||
reproduced_metric = 1 - r2_score(y_val, y_pred_classes)
|
||||
all_fold_metrics.append(reproduced_metric)
|
||||
all_fold_metrics.append(float(reproduced_metric))
|
||||
return all_fold_metrics
|
||||
|
||||
@@ -60,7 +60,7 @@ def test_housing(as_frame=True):
|
||||
"starting_points": "data",
|
||||
"max_iter": 0,
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=as_frame)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=as_frame, data_home="test")
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
|
||||
|
||||
@@ -115,7 +115,7 @@ def test_suggest_classification():
|
||||
|
||||
def test_suggest_regression():
|
||||
location = "test/default"
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
suggested = suggest_hyperparams("regression", X_train, y_train, "lgbm", location=location)
|
||||
print(suggested)
|
||||
suggested = preprocess_and_suggest_hyperparams("regression", X_train, y_train, "xgboost", location=location)
|
||||
@@ -137,7 +137,7 @@ def test_rf():
|
||||
print(rf)
|
||||
|
||||
location = "test/default"
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
rf = RandomForestRegressor(default_location=location)
|
||||
rf.fit(X_train[:100], y_train[:100])
|
||||
rf.predict(X_train)
|
||||
@@ -155,7 +155,7 @@ def test_extratrees():
|
||||
print(classifier)
|
||||
|
||||
location = "test/default"
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
regressor = ExtraTreesRegressor(default_location=location)
|
||||
regressor.fit(X_train[:100], y_train[:100])
|
||||
regressor.predict(X_train)
|
||||
@@ -175,7 +175,7 @@ def test_lgbm():
|
||||
print(classifier.classes_)
|
||||
|
||||
location = "test/default"
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
regressor = LGBMRegressor(default_location=location)
|
||||
regressor.fit(X_train, y_train)
|
||||
regressor.predict(X_train)
|
||||
@@ -183,6 +183,8 @@ def test_lgbm():
|
||||
|
||||
|
||||
def test_xgboost():
|
||||
import numpy as np
|
||||
|
||||
from flaml.default import XGBClassifier, XGBRegressor
|
||||
|
||||
X_train, y_train = load_breast_cancer(return_X_y=True, as_frame=True)
|
||||
@@ -194,12 +196,71 @@ def test_xgboost():
|
||||
print(classifier.classes_)
|
||||
|
||||
location = "test/default"
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
regressor = XGBRegressor(default_location=location)
|
||||
regressor.fit(X_train[:100], y_train[:100])
|
||||
regressor.predict(X_train)
|
||||
print(regressor)
|
||||
|
||||
# Test eval_set with categorical features (Issue: eval_set not preprocessed)
|
||||
np.random.seed(42)
|
||||
n = 500
|
||||
df = pd.DataFrame(
|
||||
{
|
||||
"num1": np.random.randn(n),
|
||||
"num2": np.random.rand(n) * 10,
|
||||
"cat1": np.random.choice(["A", "B", "C"], size=n),
|
||||
"cat2": np.random.choice(["X", "Y"], size=n),
|
||||
"target": np.random.choice([0, 1], size=n),
|
||||
}
|
||||
)
|
||||
|
||||
X = df.drop(columns="target")
|
||||
y = df["target"]
|
||||
|
||||
X_train_cat, X_valid_cat, y_train_cat, y_valid_cat = train_test_split(X, y, test_size=0.2, random_state=0)
|
||||
|
||||
# Convert categorical columns to pandas 'category' dtype
|
||||
for col in X_train_cat.select_dtypes(include="object").columns:
|
||||
X_train_cat[col] = X_train_cat[col].astype("category")
|
||||
X_valid_cat[col] = X_valid_cat[col].astype("category")
|
||||
|
||||
# Test XGBClassifier with eval_set
|
||||
classifier_eval = XGBClassifier(
|
||||
tree_method="hist",
|
||||
enable_categorical=True,
|
||||
eval_metric="logloss",
|
||||
use_label_encoder=False,
|
||||
early_stopping_rounds=10,
|
||||
random_state=0,
|
||||
n_estimators=10,
|
||||
)
|
||||
classifier_eval.fit(X_train_cat, y_train_cat, eval_set=[(X_valid_cat, y_valid_cat)], verbose=False)
|
||||
y_pred = classifier_eval.predict(X_valid_cat)
|
||||
assert len(y_pred) == len(y_valid_cat)
|
||||
|
||||
# Test XGBRegressor with eval_set
|
||||
y_reg = df["num1"] # Use num1 as target for regression
|
||||
X_reg = df.drop(columns=["num1", "target"])
|
||||
|
||||
X_train_reg, X_valid_reg, y_train_reg, y_valid_reg = train_test_split(X_reg, y_reg, test_size=0.2, random_state=0)
|
||||
|
||||
for col in X_train_reg.select_dtypes(include="object").columns:
|
||||
X_train_reg[col] = X_train_reg[col].astype("category")
|
||||
X_valid_reg[col] = X_valid_reg[col].astype("category")
|
||||
|
||||
regressor_eval = XGBRegressor(
|
||||
tree_method="hist",
|
||||
enable_categorical=True,
|
||||
eval_metric="rmse",
|
||||
early_stopping_rounds=10,
|
||||
random_state=0,
|
||||
n_estimators=10,
|
||||
)
|
||||
regressor_eval.fit(X_train_reg, y_train_reg, eval_set=[(X_valid_reg, y_valid_reg)], verbose=False)
|
||||
y_pred = regressor_eval.predict(X_valid_reg)
|
||||
assert len(y_pred) == len(y_valid_reg)
|
||||
|
||||
|
||||
def test_nobudget():
|
||||
X_train, y_train = load_breast_cancer(return_X_y=True, as_frame=True)
|
||||
|
||||
@@ -3,6 +3,12 @@ import shutil
|
||||
import sys
|
||||
|
||||
import pytest
|
||||
|
||||
try:
|
||||
import transformers
|
||||
except ImportError:
|
||||
pytest.skip("transformers not installed", allow_module_level=True)
|
||||
|
||||
from utils import (
|
||||
get_automl_settings,
|
||||
get_toy_data_binclassification,
|
||||
|
||||
@@ -5,10 +5,20 @@ import sys
|
||||
import pytest
|
||||
from utils import get_automl_settings, get_toy_data_seqclassification
|
||||
|
||||
try:
|
||||
import transformers
|
||||
|
||||
_transformers_installed = True
|
||||
except ImportError:
|
||||
_transformers_installed = False
|
||||
|
||||
pytestmark = pytest.mark.spark # set to spark as parallel testing raised MlflowException of changing parameter
|
||||
|
||||
|
||||
@pytest.mark.skipif(sys.platform in ["darwin", "win32"], reason="do not run on mac os or windows")
|
||||
@pytest.mark.skipif(
|
||||
sys.platform in ["darwin", "win32"] or not _transformers_installed,
|
||||
reason="do not run on mac os or windows or transformers not installed",
|
||||
)
|
||||
def test_cv():
|
||||
import requests
|
||||
|
||||
|
||||
@@ -5,8 +5,18 @@ import sys
|
||||
import pytest
|
||||
from utils import get_automl_settings, get_toy_data_multiplechoiceclassification
|
||||
|
||||
try:
|
||||
import transformers
|
||||
|
||||
@pytest.mark.skipif(sys.platform in ["darwin", "win32"], reason="do not run on mac os or windows")
|
||||
_transformers_installed = True
|
||||
except ImportError:
|
||||
_transformers_installed = False
|
||||
|
||||
|
||||
@pytest.mark.skipif(
|
||||
sys.platform in ["darwin", "win32"] or not _transformers_installed,
|
||||
reason="do not run on mac os or windows or transformers not installed",
|
||||
)
|
||||
def test_mcc():
|
||||
import requests
|
||||
|
||||
|
||||
@@ -7,8 +7,20 @@ from utils import get_automl_settings, get_toy_data_seqclassification
|
||||
|
||||
from flaml.default import portfolio
|
||||
|
||||
if sys.platform.startswith("darwin") and sys.version_info[0] == 3 and sys.version_info[1] == 11:
|
||||
pytest.skip("skipping Python 3.11 on MacOS", allow_module_level=True)
|
||||
try:
|
||||
import transformers
|
||||
|
||||
_transformers_installed = True
|
||||
except ImportError:
|
||||
_transformers_installed = False
|
||||
|
||||
if (
|
||||
sys.platform.startswith("darwin")
|
||||
and sys.version_info >= (3, 11)
|
||||
or not _transformers_installed
|
||||
or sys.platform == "win32"
|
||||
):
|
||||
pytest.skip("skipping Python 3.11 on MacOS or without transformers or on Windows", allow_module_level=True)
|
||||
|
||||
pytestmark = (
|
||||
pytest.mark.spark
|
||||
@@ -28,23 +40,34 @@ def test_build_portfolio(path="./test/nlp/default", strategy="greedy"):
|
||||
portfolio.main()
|
||||
|
||||
|
||||
@pytest.mark.skipif(sys.platform == "win32", reason="do not run on windows")
|
||||
def test_starting_point_not_in_search_space():
|
||||
from flaml import AutoML
|
||||
"""Regression test for invalid starting points and custom_hp.
|
||||
|
||||
This test must not require network access to Hugging Face.
|
||||
"""
|
||||
|
||||
"""
|
||||
test starting_points located outside of the search space, and custom_hp is not set
|
||||
"""
|
||||
from flaml.automl.state import SearchState
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
this_estimator_name = "transformer"
|
||||
X_train, y_train, X_val, y_val, _ = get_toy_data_seqclassification()
|
||||
X_train, y_train, _, _, _ = get_toy_data_seqclassification()
|
||||
task = task_factory("seq-classification", X_train, y_train)
|
||||
estimator_class = task.estimator_class_from_str(this_estimator_name)
|
||||
estimator_class.init()
|
||||
|
||||
automl = AutoML()
|
||||
automl_settings = get_automl_settings(estimator_name=this_estimator_name)
|
||||
|
||||
automl_settings["starting_points"] = {this_estimator_name: [{"learning_rate": 2e-3}]}
|
||||
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
assert automl._search_states[this_estimator_name].init_config[0]["learning_rate"] != 2e-3
|
||||
# SearchState is where invalid starting points are filtered out when max_iter > 1.
|
||||
search_state = SearchState(
|
||||
learner_class=estimator_class,
|
||||
data=X_train,
|
||||
task=task,
|
||||
starting_point={"learning_rate": 2e-3},
|
||||
max_iter=3,
|
||||
budget=10,
|
||||
)
|
||||
assert search_state.init_config and search_state.init_config[0].get("learning_rate") != 2e-3
|
||||
|
||||
"""
|
||||
test starting_points located outside of the search space, and custom_hp is set
|
||||
@@ -52,39 +75,60 @@ def test_starting_point_not_in_search_space():
|
||||
|
||||
from flaml import tune
|
||||
|
||||
X_train, y_train, X_val, y_val, _ = get_toy_data_seqclassification()
|
||||
X_train, y_train, _, _, _ = get_toy_data_seqclassification()
|
||||
|
||||
this_estimator_name = "transformer_ms"
|
||||
automl = AutoML()
|
||||
automl_settings = get_automl_settings(estimator_name=this_estimator_name)
|
||||
task = task_factory("seq-classification", X_train, y_train)
|
||||
estimator_class = task.estimator_class_from_str(this_estimator_name)
|
||||
estimator_class.init()
|
||||
|
||||
automl_settings["custom_hp"] = {
|
||||
this_estimator_name: {
|
||||
"model_path": {
|
||||
"domain": "albert-base-v2",
|
||||
},
|
||||
"learning_rate": {
|
||||
"domain": tune.choice([1e-4, 1e-5]),
|
||||
},
|
||||
"per_device_train_batch_size": {
|
||||
"domain": 2,
|
||||
},
|
||||
}
|
||||
custom_hp = {
|
||||
"model_path": {
|
||||
"domain": "albert-base-v2",
|
||||
},
|
||||
"learning_rate": {
|
||||
"domain": tune.choice([1e-4, 1e-5]),
|
||||
},
|
||||
"per_device_train_batch_size": {
|
||||
"domain": 2,
|
||||
},
|
||||
}
|
||||
automl_settings["starting_points"] = "data:test/nlp/default/"
|
||||
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
assert len(automl._search_states[this_estimator_name].init_config[0]) == len(
|
||||
automl._search_states[this_estimator_name]._search_space_domain
|
||||
) - len(automl_settings["custom_hp"][this_estimator_name]), (
|
||||
# Simulate a suggested starting point (e.g. from portfolio) which becomes invalid
|
||||
# after custom_hp constrains the space.
|
||||
invalid_starting_points = [
|
||||
{
|
||||
"learning_rate": 1e-5,
|
||||
"num_train_epochs": 1.0,
|
||||
"per_device_train_batch_size": 8,
|
||||
"seed": 43,
|
||||
"global_max_steps": 100,
|
||||
"model_path": "google/electra-base-discriminator",
|
||||
}
|
||||
]
|
||||
|
||||
search_state = SearchState(
|
||||
learner_class=estimator_class,
|
||||
data=X_train,
|
||||
task=task,
|
||||
starting_point=invalid_starting_points,
|
||||
custom_hp=custom_hp,
|
||||
max_iter=3,
|
||||
budget=10,
|
||||
)
|
||||
|
||||
assert search_state.init_config, "Expected a non-empty init_config list"
|
||||
init_config0 = search_state.init_config[0]
|
||||
assert init_config0 is not None
|
||||
assert len(init_config0) == len(search_state._search_space_domain) - len(custom_hp), (
|
||||
"The search space is updated with the custom_hp on {} hyperparameters of "
|
||||
"the specified estimator without an initial value. Thus a valid init config "
|
||||
"should only contain the cardinality of the search space minus {}".format(
|
||||
len(automl_settings["custom_hp"][this_estimator_name]),
|
||||
len(automl_settings["custom_hp"][this_estimator_name]),
|
||||
len(custom_hp),
|
||||
len(custom_hp),
|
||||
)
|
||||
)
|
||||
assert automl._search_states[this_estimator_name].search_space["model_path"] == "albert-base-v2"
|
||||
assert search_state.search_space["model_path"] == "albert-base-v2"
|
||||
|
||||
if os.path.exists("test/data/output/"):
|
||||
try:
|
||||
@@ -93,7 +137,6 @@ def test_starting_point_not_in_search_space():
|
||||
print("PermissionError when deleting test/data/output/")
|
||||
|
||||
|
||||
@pytest.mark.skipif(sys.platform == "win32", reason="do not run on windows")
|
||||
def test_points_to_evaluate():
|
||||
from flaml import AutoML
|
||||
|
||||
@@ -106,7 +149,13 @@ def test_points_to_evaluate():
|
||||
|
||||
automl_settings["custom_hp"] = {"transformer_ms": {"model_path": {"domain": "google/electra-small-discriminator"}}}
|
||||
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
try:
|
||||
automl.fit(X_train, y_train, **automl_settings)
|
||||
except OSError as e:
|
||||
message = str(e)
|
||||
if "Too Many Requests" in message or "rate limit" in message.lower():
|
||||
pytest.skip(f"Skipping HF model load/training: {message}")
|
||||
raise
|
||||
|
||||
if os.path.exists("test/data/output/"):
|
||||
try:
|
||||
@@ -116,7 +165,6 @@ def test_points_to_evaluate():
|
||||
|
||||
|
||||
# TODO: implement _test_zero_shot_model
|
||||
@pytest.mark.skipif(sys.platform == "win32", reason="do not run on windows")
|
||||
def test_zero_shot_nomodel():
|
||||
from flaml.default import preprocess_and_suggest_hyperparams
|
||||
|
||||
@@ -141,7 +189,14 @@ def test_zero_shot_nomodel():
|
||||
fit_kwargs = automl_settings.pop("fit_kwargs_by_estimator", {}).get(estimator_name)
|
||||
fit_kwargs.update(automl_settings)
|
||||
pop_args(fit_kwargs)
|
||||
model.fit(X_train, y_train, **fit_kwargs)
|
||||
|
||||
try:
|
||||
model.fit(X_train, y_train, **fit_kwargs)
|
||||
except OSError as e:
|
||||
message = str(e)
|
||||
if "Too Many Requests" in message or "rate limit" in message.lower():
|
||||
pytest.skip(f"Skipping HF model load/training: {message}")
|
||||
raise
|
||||
|
||||
if os.path.exists("test/data/output/"):
|
||||
try:
|
||||
|
||||
@@ -7,7 +7,7 @@ from sklearn.model_selection import train_test_split
|
||||
from flaml import tune
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
|
||||
data = fetch_california_housing(return_X_y=False, as_frame=True)
|
||||
data = fetch_california_housing(return_X_y=False, as_frame=True, data_home="test")
|
||||
X, y = data.data, data.target
|
||||
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=42)
|
||||
X_train_ref = ray.put(X_train)
|
||||
|
||||
@@ -11,7 +11,7 @@ automl_settings = {
|
||||
"task": "regression",
|
||||
"log_file_name": "test/california.log",
|
||||
}
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
# Train with labeled input data
|
||||
automl.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
print(automl.model)
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import atexit
|
||||
import os
|
||||
import sys
|
||||
import warnings
|
||||
@@ -10,6 +11,7 @@ from packaging.version import Version
|
||||
|
||||
from flaml import AutoML
|
||||
from flaml.automl.data import auto_convert_dtypes_pandas, auto_convert_dtypes_spark, get_random_dataframe
|
||||
from flaml.automl.spark import disable_spark_ansi_mode, restore_spark_ansi_mode
|
||||
from flaml.tune.spark.utils import check_spark
|
||||
|
||||
warnings.simplefilter(action="ignore")
|
||||
@@ -29,7 +31,7 @@ else:
|
||||
.config(
|
||||
"spark.jars.packages",
|
||||
(
|
||||
"com.microsoft.azure:synapseml_2.12:1.0.4,"
|
||||
"com.microsoft.azure:synapseml_2.12:1.1.0,"
|
||||
"org.apache.hadoop:hadoop-azure:3.3.5,"
|
||||
"com.microsoft.azure:azure-storage:8.6.6,"
|
||||
f"org.mlflow:mlflow-spark_2.12:{mlflow.__version__}"
|
||||
@@ -55,6 +57,9 @@ else:
|
||||
except ImportError:
|
||||
skip_spark = True
|
||||
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
if sys.version_info >= (3, 11):
|
||||
skip_py311 = True
|
||||
else:
|
||||
@@ -64,6 +69,13 @@ pytestmark = [pytest.mark.skipif(skip_spark, reason="Spark is not installed. Ski
|
||||
|
||||
|
||||
def _test_spark_synapseml_lightgbm(spark=None, task="classification"):
|
||||
# TODO: remove the estimator assignment once SynapseML supports spark 4+.
|
||||
from flaml.automl.spark.utils import _spark_major_minor_version
|
||||
|
||||
if _spark_major_minor_version[0] >= 4:
|
||||
# skip synapseml lightgbm test for spark 4+
|
||||
return
|
||||
|
||||
if task == "classification":
|
||||
metric = "accuracy"
|
||||
X_train, y_train = skds.load_iris(return_X_y=True, as_frame=True)
|
||||
@@ -153,27 +165,32 @@ def test_spark_synapseml_rank():
|
||||
_test_spark_synapseml_lightgbm(spark, "rank")
|
||||
|
||||
|
||||
def test_spark_input_df():
|
||||
df = (
|
||||
spark.read.format("csv")
|
||||
.option("header", True)
|
||||
.option("inferSchema", True)
|
||||
.load("wasbs://publicwasb@mmlspark.blob.core.windows.net/company_bankruptcy_prediction_data.csv")
|
||||
)
|
||||
def test_spark_input_df_and_pickle():
|
||||
import pandas as pd
|
||||
|
||||
file_url = "https://mmlspark.blob.core.windows.net/publicwasb/company_bankruptcy_prediction_data.csv"
|
||||
df = pd.read_csv(file_url)
|
||||
df = spark.createDataFrame(df)
|
||||
train, test = df.randomSplit([0.8, 0.2], seed=1)
|
||||
feature_cols = df.columns[1:]
|
||||
featurizer = VectorAssembler(inputCols=feature_cols, outputCol="features")
|
||||
train_data = featurizer.transform(train)["Bankrupt?", "features"]
|
||||
test_data = featurizer.transform(test)["Bankrupt?", "features"]
|
||||
automl = AutoML()
|
||||
|
||||
# TODO: remove the estimator assignment once SynapseML supports spark 4+.
|
||||
from flaml.automl.spark.utils import _spark_major_minor_version
|
||||
|
||||
estimator_list = ["rf_spark"] if _spark_major_minor_version[0] >= 4 else None
|
||||
|
||||
settings = {
|
||||
"time_budget": 30, # total running time in seconds
|
||||
"metric": "roc_auc",
|
||||
# "estimator_list": ["lgbm_spark"], # list of ML learners; we tune lightgbm in this example
|
||||
"task": "classification", # task type
|
||||
"log_file_name": "flaml_experiment.log", # flaml log file
|
||||
"seed": 7654321, # random seed
|
||||
"eval_method": "holdout",
|
||||
"estimator_list": estimator_list, # TODO: remove once SynapseML supports spark 4+
|
||||
}
|
||||
df = to_pandas_on_spark(to_pandas_on_spark(train_data).to_spark(index_col="index"))
|
||||
|
||||
@@ -184,6 +201,22 @@ def test_spark_input_df():
|
||||
**settings,
|
||||
)
|
||||
|
||||
# test pickle and load_pickle, should work for prediction
|
||||
automl.pickle("automl_spark.pkl")
|
||||
automl_loaded = AutoML().load_pickle("automl_spark.pkl")
|
||||
assert automl_loaded.best_estimator == automl.best_estimator
|
||||
assert automl_loaded.best_loss == automl.best_loss
|
||||
automl_loaded.predict(df)
|
||||
automl_loaded.model.estimator.transform(test_data)
|
||||
|
||||
import shutil
|
||||
|
||||
shutil.rmtree("automl_spark.pkl", ignore_errors=True)
|
||||
shutil.rmtree("automl_spark.pkl.flaml_artifacts", ignore_errors=True)
|
||||
|
||||
if estimator_list == ["rf_spark"]:
|
||||
return
|
||||
|
||||
try:
|
||||
model = automl.model.estimator
|
||||
predictions = model.transform(test_data)
|
||||
@@ -373,13 +406,13 @@ def test_auto_convert_dtypes_spark():
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_spark_synapseml_classification()
|
||||
test_spark_synapseml_regression()
|
||||
test_spark_synapseml_rank()
|
||||
test_spark_input_df()
|
||||
test_get_random_dataframe()
|
||||
test_auto_convert_dtypes_pandas()
|
||||
test_auto_convert_dtypes_spark()
|
||||
# test_spark_synapseml_classification()
|
||||
# test_spark_synapseml_regression()
|
||||
# test_spark_synapseml_rank()
|
||||
test_spark_input_df_and_pickle()
|
||||
# test_get_random_dataframe()
|
||||
# test_auto_convert_dtypes_pandas()
|
||||
# test_auto_convert_dtypes_spark()
|
||||
|
||||
# import cProfile
|
||||
# import pstats
|
||||
|
||||
@@ -28,10 +28,10 @@ skip_spark = not spark_available
|
||||
pytestmark = [pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests."), pytest.mark.spark]
|
||||
|
||||
|
||||
def test_parallel_xgboost(hpo_method=None, data_size=1000):
|
||||
def test_parallel_xgboost_and_pickle(hpo_method=None, data_size=1000):
|
||||
automl_experiment = AutoML()
|
||||
automl_settings = {
|
||||
"time_budget": 10,
|
||||
"time_budget": 30,
|
||||
"metric": "ap",
|
||||
"task": "classification",
|
||||
"log_file_name": "test/sparse_classification.log",
|
||||
@@ -53,15 +53,27 @@ def test_parallel_xgboost(hpo_method=None, data_size=1000):
|
||||
print(automl_experiment.best_iteration)
|
||||
print(automl_experiment.best_estimator)
|
||||
|
||||
# test pickle and load_pickle, should work for prediction
|
||||
automl_experiment.pickle("automl_xgboost_spark.pkl")
|
||||
automl_loaded = AutoML().load_pickle("automl_xgboost_spark.pkl")
|
||||
assert automl_loaded.best_estimator == automl_experiment.best_estimator
|
||||
assert automl_loaded.best_loss == automl_experiment.best_loss
|
||||
automl_loaded.predict(X_train)
|
||||
|
||||
import shutil
|
||||
|
||||
shutil.rmtree("automl_xgboost_spark.pkl", ignore_errors=True)
|
||||
shutil.rmtree("automl_xgboost_spark.pkl.flaml_artifacts", ignore_errors=True)
|
||||
|
||||
|
||||
def test_parallel_xgboost_others():
|
||||
# use random search as the hpo_method
|
||||
test_parallel_xgboost(hpo_method="random")
|
||||
test_parallel_xgboost_and_pickle(hpo_method="random")
|
||||
|
||||
|
||||
@pytest.mark.skip(reason="currently not supporting too large data, will support spark dataframe in the future")
|
||||
def test_large_dataset():
|
||||
test_parallel_xgboost(data_size=90000000)
|
||||
test_parallel_xgboost_and_pickle(data_size=90000000)
|
||||
|
||||
|
||||
@pytest.mark.skipif(
|
||||
@@ -95,10 +107,10 @@ def test_custom_learner(data_size=1000):
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_parallel_xgboost()
|
||||
test_parallel_xgboost_others()
|
||||
# test_large_dataset()
|
||||
if skip_my_learner:
|
||||
print("please run pytest in the root directory of FLAML, i.e., the directory that contains the setup.py file")
|
||||
else:
|
||||
test_custom_learner()
|
||||
test_parallel_xgboost_and_pickle()
|
||||
# test_parallel_xgboost_others()
|
||||
# # test_large_dataset()
|
||||
# if skip_my_learner:
|
||||
# print("please run pytest in the root directory of FLAML, i.e., the directory that contains the setup.py file")
|
||||
# else:
|
||||
# test_custom_learner()
|
||||
|
||||
@@ -22,7 +22,7 @@ def base_automl(n_concurrent_trials=1, use_ray=False, use_spark=False, verbose=0
|
||||
except (ServerError, Exception):
|
||||
from sklearn.datasets import fetch_california_housing
|
||||
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True)
|
||||
X_train, y_train = fetch_california_housing(return_X_y=True, data_home="test")
|
||||
automl = AutoML()
|
||||
settings = {
|
||||
"time_budget": 3, # total running time in seconds
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import atexit
|
||||
import importlib
|
||||
import os
|
||||
import sys
|
||||
@@ -13,6 +14,7 @@ from sklearn.metrics import r2_score
|
||||
from sklearn.model_selection import train_test_split
|
||||
|
||||
import flaml
|
||||
from flaml.automl.spark import disable_spark_ansi_mode, restore_spark_ansi_mode
|
||||
from flaml.automl.spark.utils import to_pandas_on_spark
|
||||
|
||||
try:
|
||||
@@ -120,6 +122,29 @@ def _check_mlflow_logging(possible_num_runs, metric, is_parent_run, experiment_i
|
||||
# mlflow.delete_experiment(experiment_id)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_automl_nonsparkdata_noautolog_noparentrun():
|
||||
experiment_id = _test_automl_nonsparkdata(is_autolog=False, is_parent_run=False)
|
||||
_check_mlflow_logging(0, "r2", False, experiment_id, is_automl=True) # no logging
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_automl_sparkdata_noautolog_noparentrun():
|
||||
experiment_id = _test_automl_sparkdata(is_autolog=False, is_parent_run=False)
|
||||
_check_mlflow_logging(0, "mse", False, experiment_id, is_automl=True) # no logging
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_tune_noautolog_noparentrun_parallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=False, is_parallel=True)
|
||||
_check_mlflow_logging(0, "r2", False, experiment_id)
|
||||
|
||||
|
||||
def test_tune_noautolog_noparentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=False, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", False, experiment_id, skip_tags=True)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_tune_autolog_parentrun_parallel():
|
||||
experiment_id = _test_tune(is_autolog=True, is_parent_run=True, is_parallel=True)
|
||||
@@ -131,6 +156,16 @@ def test_tune_autolog_parentrun_nonparallel():
|
||||
_check_mlflow_logging(3, "r2", True, experiment_id)
|
||||
|
||||
|
||||
def test_tune_autolog_noparentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=True, is_parent_run=False, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", False, experiment_id)
|
||||
|
||||
|
||||
def test_tune_noautolog_parentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=True, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", True, experiment_id)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_tune_autolog_noparentrun_parallel():
|
||||
experiment_id = _test_tune(is_autolog=True, is_parent_run=False, is_parallel=True)
|
||||
@@ -143,28 +178,12 @@ def test_tune_noautolog_parentrun_parallel():
|
||||
_check_mlflow_logging([4, 3], "r2", True, experiment_id)
|
||||
|
||||
|
||||
def test_tune_autolog_noparentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=True, is_parent_run=False, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", False, experiment_id)
|
||||
|
||||
|
||||
def test_tune_noautolog_parentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=True, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", True, experiment_id)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_tune_noautolog_noparentrun_parallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=False, is_parallel=True)
|
||||
_check_mlflow_logging(0, "r2", False, experiment_id)
|
||||
|
||||
|
||||
def test_tune_noautolog_noparentrun_nonparallel():
|
||||
experiment_id = _test_tune(is_autolog=False, is_parent_run=False, is_parallel=False)
|
||||
_check_mlflow_logging(3, "r2", False, experiment_id, skip_tags=True)
|
||||
|
||||
|
||||
def _test_automl_sparkdata(is_autolog, is_parent_run):
|
||||
# TODO: remove the estimator assignment once SynapseML supports spark 4+.
|
||||
from flaml.automl.spark.utils import _spark_major_minor_version
|
||||
|
||||
estimator_list = ["rf_spark"] if _spark_major_minor_version[0] >= 4 else None
|
||||
|
||||
mlflow.end_run()
|
||||
mlflow_exp_name = f"test_mlflow_integration_{int(time.time())}"
|
||||
mlflow_experiment = mlflow.set_experiment(mlflow_exp_name)
|
||||
@@ -175,6 +194,9 @@ def _test_automl_sparkdata(is_autolog, is_parent_run):
|
||||
if is_parent_run:
|
||||
mlflow.start_run(run_name=f"automl_sparkdata_autolog_{is_autolog}")
|
||||
spark = pyspark.sql.SparkSession.builder.getOrCreate()
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
pd_df = load_diabetes(as_frame=True).frame
|
||||
df = spark.createDataFrame(pd_df)
|
||||
df = df.repartition(4).cache()
|
||||
@@ -193,6 +215,7 @@ def _test_automl_sparkdata(is_autolog, is_parent_run):
|
||||
"log_type": "all",
|
||||
"n_splits": 2,
|
||||
"model_history": True,
|
||||
"estimator_list": estimator_list,
|
||||
}
|
||||
df = to_pandas_on_spark(to_pandas_on_spark(train_data).to_spark(index_col="index"))
|
||||
automl.fit(
|
||||
@@ -252,12 +275,6 @@ def test_automl_sparkdata_noautolog_parentrun():
|
||||
_check_mlflow_logging(3, "mse", True, experiment_id, is_automl=True)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_automl_sparkdata_noautolog_noparentrun():
|
||||
experiment_id = _test_automl_sparkdata(is_autolog=False, is_parent_run=False)
|
||||
_check_mlflow_logging(0, "mse", False, experiment_id, is_automl=True) # no logging
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_automl_nonsparkdata_autolog_parentrun():
|
||||
experiment_id = _test_automl_nonsparkdata(is_autolog=True, is_parent_run=True)
|
||||
@@ -276,12 +293,6 @@ def test_automl_nonsparkdata_noautolog_parentrun():
|
||||
_check_mlflow_logging([4, 3], "r2", True, experiment_id, is_automl=True)
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_automl_nonsparkdata_noautolog_noparentrun():
|
||||
experiment_id = _test_automl_nonsparkdata(is_autolog=False, is_parent_run=False)
|
||||
_check_mlflow_logging(0, "r2", False, experiment_id, is_automl=True) # no logging
|
||||
|
||||
|
||||
@pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests.")
|
||||
def test_exit_pyspark_autolog():
|
||||
import pyspark
|
||||
@@ -319,6 +330,9 @@ def _init_spark_for_main():
|
||||
"https://mmlspark.blob.core.windows.net/publicwasb/log_model_allowlist.txt",
|
||||
)
|
||||
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
_init_spark_for_main()
|
||||
|
||||
@@ -262,7 +262,11 @@ class TestMultiClass(unittest.TestCase):
|
||||
"n_concurrent_trials": 2,
|
||||
"use_spark": True,
|
||||
}
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=int)
|
||||
# NOTE: Avoid `dtype=int` here. On some NumPy/SciPy combinations (notably
|
||||
# Windows + Python 3.13), `scipy.sparse.random(..., dtype=int)` may trigger
|
||||
# integer sampling paths which raise "low is out of bounds for int32".
|
||||
# A float sparse matrix is sufficient to validate sparse-input support.
|
||||
X_train = scipy.sparse.random(1554, 21, dtype=np.float32)
|
||||
y_train = np.random.randint(3, size=1554)
|
||||
automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings)
|
||||
print(automl_experiment.classes_)
|
||||
|
||||
@@ -2,8 +2,23 @@ import os
|
||||
import sys
|
||||
|
||||
import pytest
|
||||
from minio.error import ServerError
|
||||
from openml.exceptions import OpenMLServerException
|
||||
|
||||
try:
|
||||
from minio.error import ServerError
|
||||
except ImportError:
|
||||
|
||||
class ServerError(Exception):
|
||||
pass
|
||||
|
||||
|
||||
try:
|
||||
from openml.exceptions import OpenMLServerException
|
||||
except ImportError:
|
||||
|
||||
class OpenMLServerException(Exception):
|
||||
pass
|
||||
|
||||
|
||||
from requests.exceptions import ChunkedEncodingError, SSLError
|
||||
|
||||
from flaml.tune.spark.utils import check_spark
|
||||
@@ -16,14 +31,14 @@ pytestmark = [pytest.mark.skipif(skip_spark, reason="Spark is not installed. Ski
|
||||
os.environ["FLAML_MAX_CONCURRENT"] = "2"
|
||||
|
||||
|
||||
def run_automl(budget=3, dataset_format="dataframe", hpo_method=None):
|
||||
def run_automl(budget=30, dataset_format="dataframe", hpo_method=None):
|
||||
import urllib3
|
||||
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
|
||||
performance_check_budget = 3600
|
||||
if sys.platform == "darwin" or "nt" in os.name or "3.10" not in sys.version:
|
||||
budget = 3 # revise the buget if the platform is not linux + python 3.10
|
||||
budget = 30 # revise the buget if the platform is not linux + python 3.10
|
||||
if budget >= performance_check_budget:
|
||||
max_iter = 60
|
||||
performance_check_budget = None
|
||||
@@ -76,6 +91,11 @@ def run_automl(budget=3, dataset_format="dataframe", hpo_method=None):
|
||||
print("Best ML leaner:", automl.best_estimator)
|
||||
print("Best hyperparmeter config:", automl.best_config)
|
||||
print(f"Best accuracy on validation data: {1 - automl.best_loss:.4g}")
|
||||
if performance_check_budget is not None and automl.best_estimator is None:
|
||||
# skip the performance check if no model is trained
|
||||
# this happens sometimes in github actions ubuntu python 3.12 environment
|
||||
print("Warning: no model is trained, skip performance check")
|
||||
return
|
||||
print(f"Training duration of best run: {automl.best_config_train_time:.4g} s")
|
||||
print(automl.model.estimator)
|
||||
print(automl.best_config_per_estimator)
|
||||
|
||||
@@ -1,3 +1,4 @@
|
||||
import atexit
|
||||
import os
|
||||
from functools import partial
|
||||
from timeit import timeit
|
||||
@@ -14,6 +15,7 @@ try:
|
||||
from pyspark.sql import SparkSession
|
||||
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
from flaml.automl.spark import disable_spark_ansi_mode, restore_spark_ansi_mode
|
||||
from flaml.automl.spark.metrics import spark_metric_loss_score
|
||||
from flaml.automl.spark.utils import (
|
||||
iloc_pandas_on_spark,
|
||||
@@ -24,6 +26,7 @@ try:
|
||||
unique_value_first_index,
|
||||
)
|
||||
from flaml.tune.spark.utils import (
|
||||
_spark_major_minor_version,
|
||||
check_spark,
|
||||
get_broadcast_data,
|
||||
get_n_cpus,
|
||||
@@ -35,10 +38,41 @@ try:
|
||||
except ImportError:
|
||||
print("Spark is not installed. Skip all spark tests.")
|
||||
skip_spark = True
|
||||
_spark_major_minor_version = (0, 0)
|
||||
|
||||
|
||||
pytestmark = [pytest.mark.skipif(skip_spark, reason="Spark is not installed. Skip all spark tests."), pytest.mark.spark]
|
||||
|
||||
|
||||
@pytest.mark.skipif(_spark_major_minor_version[0] < 4, reason="Requires Spark 4.0+")
|
||||
def test_to_pandas_on_spark_temp_override():
|
||||
import pyspark.pandas as ps
|
||||
from pyspark.sql import Row
|
||||
|
||||
from flaml.automl.spark.utils import to_pandas_on_spark
|
||||
|
||||
spark_session = SparkSession.builder.getOrCreate()
|
||||
spark, ansi_conf, adjusted = disable_spark_ansi_mode()
|
||||
atexit.register(restore_spark_ansi_mode, spark, ansi_conf, adjusted)
|
||||
|
||||
# Ensure we can toggle options
|
||||
orig = ps.get_option("compute.fail_on_ansi_mode")
|
||||
|
||||
try:
|
||||
spark_session.conf.set("spark.sql.ansi.enabled", "true")
|
||||
ps.set_option("compute.fail_on_ansi_mode", True)
|
||||
|
||||
# create tiny spark df
|
||||
sdf = spark_session.createDataFrame([Row(a=1, b=2)])
|
||||
# Should not raise as our function temporarily disables fail_on_ansi_mode
|
||||
pds = to_pandas_on_spark(sdf)
|
||||
assert "a" in pds.columns
|
||||
finally:
|
||||
# restore test environment
|
||||
ps.set_option("compute.fail_on_ansi_mode", orig)
|
||||
spark_session.conf.set("spark.sql.ansi.enabled", "false")
|
||||
|
||||
|
||||
def test_with_parameters_spark():
|
||||
def train(config, data=None):
|
||||
if isinstance(data, pyspark.broadcast.Broadcast):
|
||||
|
||||
@@ -5,17 +5,38 @@ import sys
|
||||
import unittest
|
||||
|
||||
import numpy as np
|
||||
import openml
|
||||
|
||||
try:
|
||||
import openml
|
||||
except ImportError:
|
||||
openml = None
|
||||
import pandas as pd
|
||||
import pytest
|
||||
import scipy.sparse
|
||||
from minio.error import ServerError
|
||||
|
||||
try:
|
||||
from minio.error import ServerError
|
||||
except ImportError:
|
||||
|
||||
class ServerError(Exception):
|
||||
pass
|
||||
|
||||
|
||||
from requests.exceptions import SSLError
|
||||
from sklearn.metrics import mean_absolute_error, mean_squared_error
|
||||
|
||||
from flaml import AutoVW
|
||||
from flaml.tune import loguniform, polynomial_expansion_set
|
||||
|
||||
try:
|
||||
from vowpalwabbit import pyvw
|
||||
except ImportError:
|
||||
skip_vw_test = True
|
||||
else:
|
||||
skip_vw_test = False
|
||||
|
||||
pytest.skip("skipping if no openml", allow_module_level=True) if openml is None else None
|
||||
|
||||
VW_DS_DIR = "test/data/"
|
||||
NS_LIST = list(string.ascii_lowercase) + list(string.ascii_uppercase)
|
||||
logger = logging.getLogger(__name__)
|
||||
@@ -351,14 +372,9 @@ def get_vw_tuning_problem(tuning_hp="NamesapceInteraction"):
|
||||
return vw_oml_problem_args, vw_online_aml_problem
|
||||
|
||||
|
||||
@pytest.mark.skipif(
|
||||
"3.10" in sys.version or "3.11" in sys.version,
|
||||
reason="do not run on py >= 3.10",
|
||||
)
|
||||
@pytest.mark.skipif(skip_vw_test, reason="vowpalwabbit not installed")
|
||||
class TestAutoVW(unittest.TestCase):
|
||||
def test_vw_oml_problem_and_vanilla_vw(self):
|
||||
from vowpalwabbit import pyvw
|
||||
|
||||
try:
|
||||
vw_oml_problem_args, vw_online_aml_problem = get_vw_tuning_problem()
|
||||
except (SSLError, ServerError, Exception) as e:
|
||||
|
||||
@@ -4,10 +4,17 @@ from collections import defaultdict
|
||||
|
||||
import numpy as np
|
||||
import pytest
|
||||
import thop
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
import torch.nn.functional as F
|
||||
|
||||
try:
|
||||
import thop
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
import torch.nn.functional as F
|
||||
except ImportError:
|
||||
thop = None
|
||||
torch = None
|
||||
nn = None
|
||||
F = None
|
||||
|
||||
try:
|
||||
import torchvision
|
||||
@@ -16,6 +23,11 @@ except ImportError:
|
||||
|
||||
from flaml import tune
|
||||
|
||||
if thop is None or torch is None or nn is None or F is None or torchvision is None:
|
||||
pytest.skip(
|
||||
"skipping test_lexiflow.py because torch, torchvision or thop is not installed.", allow_module_level=True
|
||||
)
|
||||
|
||||
DEVICE = torch.device("cpu")
|
||||
BATCHSIZE = 128
|
||||
N_TRAIN_EXAMPLES = BATCHSIZE * 30
|
||||
|
||||
99
test/tune/test_search_thread.py
Normal file
99
test/tune/test_search_thread.py
Normal file
@@ -0,0 +1,99 @@
|
||||
"""Tests for SearchThread nested dictionary update fix."""
|
||||
|
||||
import pytest
|
||||
|
||||
from flaml.tune.searcher.search_thread import _recursive_dict_update
|
||||
|
||||
|
||||
def test_recursive_dict_update_simple():
|
||||
"""Test simple non-nested dictionary update."""
|
||||
target = {"a": 1, "b": 2}
|
||||
source = {"c": 3}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 1, "b": 2, "c": 3}
|
||||
|
||||
|
||||
def test_recursive_dict_update_override():
|
||||
"""Test that source values override target values for non-dict values."""
|
||||
target = {"a": 1, "b": 2}
|
||||
source = {"b": 3}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 1, "b": 3}
|
||||
|
||||
|
||||
def test_recursive_dict_update_nested():
|
||||
"""Test nested dictionary merge (the main use case for XGBoost params)."""
|
||||
target = {
|
||||
"num_boost_round": 10,
|
||||
"params": {
|
||||
"max_depth": 12,
|
||||
"eta": 0.020168455186106736,
|
||||
"min_child_weight": 1.4504723523894132,
|
||||
"scale_pos_weight": 3.794258636185337,
|
||||
"gamma": 0.4985070123025904,
|
||||
},
|
||||
}
|
||||
source = {
|
||||
"params": {
|
||||
"verbosity": 3,
|
||||
"booster": "gbtree",
|
||||
"eval_metric": "auc",
|
||||
"tree_method": "hist",
|
||||
"objective": "binary:logistic",
|
||||
}
|
||||
}
|
||||
_recursive_dict_update(target, source)
|
||||
|
||||
# Check that sampled params are preserved
|
||||
assert target["params"]["max_depth"] == 12
|
||||
assert target["params"]["eta"] == 0.020168455186106736
|
||||
assert target["params"]["min_child_weight"] == 1.4504723523894132
|
||||
assert target["params"]["scale_pos_weight"] == 3.794258636185337
|
||||
assert target["params"]["gamma"] == 0.4985070123025904
|
||||
|
||||
# Check that const params are added
|
||||
assert target["params"]["verbosity"] == 3
|
||||
assert target["params"]["booster"] == "gbtree"
|
||||
assert target["params"]["eval_metric"] == "auc"
|
||||
assert target["params"]["tree_method"] == "hist"
|
||||
assert target["params"]["objective"] == "binary:logistic"
|
||||
|
||||
# Check top-level param is preserved
|
||||
assert target["num_boost_round"] == 10
|
||||
|
||||
|
||||
def test_recursive_dict_update_deeply_nested():
|
||||
"""Test deeply nested dictionary merge."""
|
||||
target = {"a": {"b": {"c": 1, "d": 2}}}
|
||||
source = {"a": {"b": {"e": 3}}}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": {"b": {"c": 1, "d": 2, "e": 3}}}
|
||||
|
||||
|
||||
def test_recursive_dict_update_mixed_types():
|
||||
"""Test that non-dict values in source replace dict values in target."""
|
||||
target = {"a": {"b": 1}}
|
||||
source = {"a": 2}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 2}
|
||||
|
||||
|
||||
def test_recursive_dict_update_empty_dicts():
|
||||
"""Test with empty dictionaries."""
|
||||
target = {}
|
||||
source = {"a": 1}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 1}
|
||||
|
||||
target = {"a": 1}
|
||||
source = {}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 1}
|
||||
|
||||
|
||||
def test_recursive_dict_update_none_values():
|
||||
"""Test that None values are properly handled."""
|
||||
target = {"a": 1, "b": None}
|
||||
source = {"b": 2, "c": None}
|
||||
_recursive_dict_update(target, source)
|
||||
assert target == {"a": 1, "b": 2, "c": None}
|
||||
@@ -324,3 +324,26 @@ def test_no_optuna():
|
||||
import flaml.tune.searcher.suggestion
|
||||
|
||||
subprocess.check_call([sys.executable, "-m", "pip", "install", "optuna==2.8.0"])
|
||||
|
||||
|
||||
def test_unresolved_search_space(caplog):
|
||||
import logging
|
||||
|
||||
from flaml import tune
|
||||
from flaml.tune.searcher.blendsearch import BlendSearch
|
||||
|
||||
if caplog is not None:
|
||||
caplog.set_level(logging.INFO)
|
||||
|
||||
BlendSearch(metric="loss", mode="min", space={"lr": tune.uniform(0.001, 0.1), "depth": tune.randint(1, 10)})
|
||||
try:
|
||||
text = caplog.text
|
||||
except AttributeError:
|
||||
text = ""
|
||||
assert (
|
||||
"unresolved search space" not in text and text
|
||||
), "BlendSearch should not produce warning about unresolved search space"
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
test_unresolved_search_space(None)
|
||||
|
||||
@@ -53,6 +53,11 @@ def _easy_objective(config):
|
||||
|
||||
|
||||
def test_nested_run():
|
||||
"""
|
||||
nested tuning example: Tune -> AutoML -> MLflow autolog
|
||||
mlflow logging is complicated in nested tuning. It's better to turn off mlflow autologging to avoid
|
||||
potential issues in FLAML's mlflow_integration.adopt_children() function.
|
||||
"""
|
||||
from flaml import AutoML, tune
|
||||
|
||||
data, labels = sklearn.datasets.load_breast_cancer(return_X_y=True)
|
||||
|
||||
@@ -6,12 +6,12 @@ from sklearn.model_selection import train_test_split
|
||||
from flaml import tune
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
|
||||
data = fetch_california_housing(return_X_y=False, as_frame=True)
|
||||
data = fetch_california_housing(return_X_y=False, as_frame=True, data_home="test")
|
||||
df, X, y = data.frame, data.data, data.target
|
||||
df_train, _, X_train, X_test, _, y_test = train_test_split(df, X, y, test_size=0.33, random_state=42)
|
||||
csv_file_name = "test/housing.csv"
|
||||
df_train.to_csv(csv_file_name, index=False)
|
||||
# X, y = fetch_california_housing(return_X_y=True, as_frame=True)
|
||||
# X, y = fetch_california_housing(return_X_y=True, as_frame=True, data_home="test")
|
||||
# X_train, X_test, y_train, y_test = train_test_split(
|
||||
# X, y, test_size=0.33, random_state=42
|
||||
# )
|
||||
|
||||
@@ -4,7 +4,7 @@
|
||||
|
||||
**Date and Time**: 09.09.2024, 15:30-17:00
|
||||
|
||||
Location: Sorbonne University, 4 place Jussieu, 75005 Paris
|
||||
Location: Sorbonne University, 4 place Jussieu, 75005 Paris
|
||||
|
||||
Duration: 1.5 hours
|
||||
|
||||
|
||||
@@ -4,7 +4,7 @@
|
||||
|
||||
**Date and Time**: 04-26, 09:00–10:30 PT.
|
||||
|
||||
Location: Microsoft Conference Center, Seattle, WA.
|
||||
Location: Microsoft Conference Center, Seattle, WA.
|
||||
|
||||
Duration: 1.5 hours
|
||||
|
||||
|
||||
159
website/docs/Best-Practices.md
Normal file
159
website/docs/Best-Practices.md
Normal file
@@ -0,0 +1,159 @@
|
||||
# Best Practices
|
||||
|
||||
This page collects practical guidance for using FLAML effectively across common tasks.
|
||||
|
||||
## General tips
|
||||
|
||||
- Start simple: set `task`, `time_budget`, and keep `metric="auto"` unless you have a strong reason to override.
|
||||
- Prefer correct splits: ensure your evaluation strategy matches your data (time series vs i.i.d., grouped data, etc.).
|
||||
- Keep estimator lists explicit when debugging: start with a small `estimator_list` and expand.
|
||||
- Use built-in discovery helpers to avoid stale hardcoded lists:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
automl = AutoML()
|
||||
print("Built-in sklearn metrics:", sorted(automl.supported_metrics[0]))
|
||||
print(
|
||||
"classification estimators:",
|
||||
sorted(task_factory("classification").estimators.keys()),
|
||||
)
|
||||
```
|
||||
|
||||
## Classification
|
||||
|
||||
- **Metric**: for binary classification, `metric="roc_auc"` is common; for multiclass, `metric="log_loss"` is often robust.
|
||||
- **Imbalanced data**:
|
||||
- pass `sample_weight` to `AutoML.fit()`;
|
||||
- consider setting class weights via `custom_hp` / `fit_kwargs_by_estimator` for specific estimators (see [FAQ](FAQ)).
|
||||
- **Probability vs label metrics**: use `roc_auc` / `log_loss` when you care about calibrated probabilities.
|
||||
- **Label overlap control** (holdout evaluation only):
|
||||
- By default, FLAML uses a fast strategy (`allow_label_overlap=True`) that ensures all labels are present in both training and validation sets by adding missing labels' first instances to both sets. This is efficient but may create minor overlap.
|
||||
- For strict no-overlap validation, use `allow_label_overlap=False`. This slower but more precise strategy intelligently re-splits multi-instance classes to avoid overlap while maintaining label completeness.
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
|
||||
# Fast version (default): allows overlap for efficiency
|
||||
automl_fast = AutoML()
|
||||
automl_fast.fit(
|
||||
X_train,
|
||||
y_train,
|
||||
task="classification",
|
||||
eval_method="holdout",
|
||||
allow_label_overlap=True,
|
||||
) # default
|
||||
|
||||
# Precise version: avoids overlap when possible
|
||||
automl_precise = AutoML()
|
||||
automl_precise.fit(
|
||||
X_train,
|
||||
y_train,
|
||||
task="classification",
|
||||
eval_method="holdout",
|
||||
allow_label_overlap=False,
|
||||
) # slower but more precise
|
||||
```
|
||||
|
||||
Note: This only affects holdout evaluation. CV and custom validation sets are unaffected.
|
||||
|
||||
## Regression
|
||||
|
||||
- **Default metric**: `metric="r2"` (minimizes `1 - r2`).
|
||||
- If your target scale matters (e.g., dollar error), consider `mae`/`rmse`.
|
||||
|
||||
## Learning to rank
|
||||
|
||||
- Use `task="rank"` with group information (`groups` / `groups_val`) so metrics like `ndcg` and `ndcg@k` are meaningful.
|
||||
- If you pass `metric="ndcg@10"`, also pass `groups` so FLAML can compute group-aware NDCG.
|
||||
|
||||
## Time series forecasting
|
||||
|
||||
- Use time-aware splitting. For holdout validation, set `eval_method="holdout"` and use a time-ordered dataset.
|
||||
- Prefer supplying a DataFrame with a clear time column when possible.
|
||||
- Optional time-series estimators depend on optional dependencies. To list what is available in your environment:
|
||||
|
||||
```python
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
print("forecast:", sorted(task_factory("forecast").estimators.keys()))
|
||||
```
|
||||
|
||||
## NLP (Transformers)
|
||||
|
||||
- Install the optional dependency: `pip install "flaml[hf]"`.
|
||||
- When you provide a custom metric, ensure it returns `(metric_to_minimize, metrics_to_log)` with stable keys.
|
||||
|
||||
## Speed, stability, and tricky settings
|
||||
|
||||
- **Time budget vs convergence**: if you see warnings about not all estimators converging, increase `time_budget` or reduce `estimator_list`.
|
||||
- **Memory pressure / OOM**:
|
||||
- set `free_mem_ratio` (e.g., `0.2`) to keep free memory above a threshold;
|
||||
- set `model_history=False` to reduce stored artifacts;
|
||||
- **Reproducibility**: set `seed` and keep `n_jobs` fixed; expect some runtime variance.
|
||||
|
||||
## Persisting models
|
||||
|
||||
FLAML supports **both** MLflow logging and pickle-based persistence. For production deployment, MLflow logging is typically the most important option because it plugs into the MLflow ecosystem (tracking, model registry, serving, governance). For quick local reuse, persisting the whole `AutoML` object via pickle is often the most convenient.
|
||||
|
||||
### Option 1: MLflow logging (recommended for production)
|
||||
|
||||
When you run `AutoML.fit()` inside an MLflow run, FLAML can log metrics/params automatically (disable via `mlflow_logging=False` if needed). To persist the trained `AutoML` object as a model artifact and reuse MLflow tooling end-to-end:
|
||||
|
||||
```python
|
||||
import mlflow
|
||||
import numpy as np
|
||||
from sklearn.datasets import load_iris
|
||||
from sklearn.model_selection import train_test_split
|
||||
from flaml import AutoML
|
||||
|
||||
X, y = load_iris(return_X_y=True, as_frame=True)
|
||||
X_train, X_test, y_train, y_test = train_test_split(
|
||||
X, y, test_size=0.2, random_state=42
|
||||
)
|
||||
|
||||
automl = AutoML()
|
||||
mlflow.set_experiment("flaml")
|
||||
with mlflow.start_run(run_name="flaml_run") as run:
|
||||
automl.fit(X_train, y_train, task="classification", time_budget=3)
|
||||
|
||||
run_id = run.info.run_id
|
||||
|
||||
# Later (or in a different process)
|
||||
automl2 = mlflow.sklearn.load_model(f"runs:/{run_id}/model")
|
||||
assert np.array_equal(automl2.predict(X_test), automl.predict(X_test))
|
||||
```
|
||||
|
||||
### Option 2: Pickle the full `AutoML` instance (convenient)
|
||||
|
||||
Pickling stores the *entire* `AutoML` instance (not just the best estimator). This is useful when you prefer not to rely on MLflow or when you want to reuse additional attributes of the AutoML object without retraining.
|
||||
|
||||
In Microsoft Fabric scenarios, additional attributes is particularly important for re-plotting visualization figures without requiring model retraining.
|
||||
|
||||
```python
|
||||
import mlflow
|
||||
import numpy as np
|
||||
from sklearn.datasets import load_iris
|
||||
from sklearn.model_selection import train_test_split
|
||||
from flaml import AutoML
|
||||
|
||||
X, y = load_iris(return_X_y=True, as_frame=True)
|
||||
X_train, X_test, y_train, y_test = train_test_split(
|
||||
X, y, test_size=0.2, random_state=42
|
||||
)
|
||||
|
||||
automl = AutoML()
|
||||
mlflow.set_experiment("flaml")
|
||||
with mlflow.start_run(run_name="flaml_run") as run:
|
||||
automl.fit(X_train, y_train, task="classification", time_budget=3)
|
||||
|
||||
automl.pickle("automl.pkl")
|
||||
automl2 = AutoML.load_pickle("automl.pkl")
|
||||
assert np.array_equal(automl2.predict(X_test), automl.predict(X_test))
|
||||
assert automl.best_config == automl2.best_config
|
||||
assert automl.best_loss == automl2.best_loss
|
||||
assert automl.mlflow_integration.infos == automl2.mlflow_integration.infos
|
||||
```
|
||||
|
||||
See also: [Task-Oriented AutoML](Use-Cases/Task-Oriented-AutoML) and [FAQ](FAQ).
|
||||
@@ -49,7 +49,7 @@ print(flaml.__version__)
|
||||
```
|
||||
|
||||
- Please ensure all **code snippets and error messages are formatted in
|
||||
appropriate code blocks**. See [Creating and highlighting code blocks](https://help.github.com/articles/creating-and-highlighting-code-blocks)
|
||||
appropriate code blocks**. See [Creating and highlighting code blocks](https://help.github.com/articles/creating-and-highlighting-code-blocks)
|
||||
for more details.
|
||||
|
||||
## Becoming a Reviewer
|
||||
@@ -62,10 +62,10 @@ There is currently no formal reviewer solicitation process. Current reviewers id
|
||||
|
||||
```bash
|
||||
git clone https://github.com/microsoft/FLAML.git
|
||||
pip install -e FLAML[notebook,autogen]
|
||||
pip install -e ".[notebook]"
|
||||
```
|
||||
|
||||
In case the `pip install` command fails, try escaping the brackets such as `pip install -e FLAML\[notebook,autogen\]`.
|
||||
In case the `pip install` command fails, try escaping the brackets such as `pip install -e .\[notebook\]`.
|
||||
|
||||
### Docker
|
||||
|
||||
@@ -88,7 +88,7 @@ Run `pre-commit install` to install pre-commit into your git hooks. Before you c
|
||||
|
||||
### Coverage
|
||||
|
||||
Any code you commit should not decrease coverage. To run all unit tests, install the \[test\] option under FLAML/:
|
||||
Any code you commit should not decrease coverage. To run all unit tests, install the [test] option under FLAML/:
|
||||
|
||||
```bash
|
||||
pip install -e."[test]"
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl]"
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Requirements
|
||||
|
||||
This example requires GPU. Install the \[automl,hf\] option:
|
||||
This example requires GPU. Install the [automl,hf] option:
|
||||
|
||||
```python
|
||||
pip install "flaml[automl,hf]"
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl]"
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl]"
|
||||
|
||||
@@ -2,12 +2,31 @@
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl,ts_forecast\] option.
|
||||
Install the [automl,ts_forecast] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl,ts_forecast]"
|
||||
```
|
||||
|
||||
### Understanding the `period` Parameter
|
||||
|
||||
The `period` parameter (also called **horizon** in the code) specifies the **forecast horizon** - the number of future time steps the model is trained to predict. For example:
|
||||
|
||||
- `period=12` means you want to forecast 12 time steps ahead (e.g., 12 months, 12 days)
|
||||
- `period=7` means you want to forecast 7 time steps ahead
|
||||
|
||||
**Important Note on Prediction**: During the prediction stage, the output length equals the length of `X_test`. This means you can generate predictions for any number of time steps by providing the corresponding timestamps in `X_test`, regardless of the `period` value used during training.
|
||||
|
||||
#### Automatic Feature Engineering
|
||||
|
||||
**Important**: You do NOT need to manually lag the target variable before training. FLAML handles this automatically:
|
||||
|
||||
- **For sklearn-based models** (lgbm, rf, xgboost, extra_tree, catboost): FLAML automatically creates lagged features of both the target variable and any exogenous variables. This transforms the time series forecasting problem into a supervised learning regression problem.
|
||||
|
||||
- **For time series native models** (prophet, arima, sarimax, holt-winters): These models have built-in time series forecasting capabilities and handle temporal dependencies natively.
|
||||
|
||||
The automatic lagging is implemented internally when you call `automl.fit()` with `task="ts_forecast"` or `task="ts_forecast_classification"`, so you can focus on providing clean input data without worrying about feature engineering.
|
||||
|
||||
### Simple NumPy Example
|
||||
|
||||
```python
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Prerequisites for this example
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl] matplotlib openml"
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
### Prerequisites for this example
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl] matplotlib openml"
|
||||
|
||||
@@ -6,7 +6,7 @@ Flamlized estimators automatically use data-dependent default hyperparameter con
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the \[autozero\] option.
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] lightgbm openml
|
||||
@@ -67,6 +67,82 @@ X_test.shape: (5160, 8), y_test.shape: (5160,)
|
||||
|
||||
[Link to notebook](https://github.com/microsoft/FLAML/blob/main/notebook/zeroshot_lightgbm.ipynb) | [Open in colab](https://colab.research.google.com/github/microsoft/FLAML/blob/main/notebook/zeroshot_lightgbm.ipynb)
|
||||
|
||||
## Flamlized LGBMClassifier
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] lightgbm openml
|
||||
```
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import LGBMClassifier
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=1169, data_dir="./")
|
||||
lgbm = LGBMClassifier()
|
||||
lgbm.fit(X_train, y_train)
|
||||
y_pred = lgbm.predict(X_test)
|
||||
print(
|
||||
"flamlized lgbm accuracy",
|
||||
"=",
|
||||
1 - sklearn_metric_loss_score("accuracy", y_pred, y_test),
|
||||
)
|
||||
print(lgbm)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds1169.pkl
|
||||
Dataset name: airlines
|
||||
X_train.shape: (404537, 7), y_train.shape: (404537,);
|
||||
X_test.shape: (134846, 7), y_test.shape: (134846,)
|
||||
flamlized lgbm accuracy = 0.6745
|
||||
LGBMClassifier(colsample_bytree=0.85, learning_rate=0.05, max_bin=255,
|
||||
min_child_samples=20, n_estimators=500, num_leaves=31,
|
||||
reg_alpha=0.01, reg_lambda=0.1, verbose=-1)
|
||||
```
|
||||
|
||||
## Flamlized XGBRegressor
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires xgboost, sklearn, openml==0.10.2.
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import XGBRegressor
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=537, data_dir="./")
|
||||
xgb = XGBRegressor()
|
||||
xgb.fit(X_train, y_train)
|
||||
y_pred = xgb.predict(X_test)
|
||||
print("flamlized xgb r2", "=", 1 - sklearn_metric_loss_score("r2", y_pred, y_test))
|
||||
print(xgb)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds537.pkl
|
||||
Dataset name: houses
|
||||
X_train.shape: (15480, 8), y_train.shape: (15480,);
|
||||
X_test.shape: (5160, 8), y_test.shape: (5160,)
|
||||
flamlized xgb r2 = 0.8542
|
||||
XGBRegressor(colsample_bylevel=1, colsample_bytree=0.85, learning_rate=0.05,
|
||||
max_depth=6, n_estimators=500, reg_alpha=0.01, reg_lambda=1.0,
|
||||
subsample=0.9)
|
||||
```
|
||||
|
||||
## Flamlized XGBClassifier
|
||||
|
||||
### Prerequisites
|
||||
@@ -112,3 +188,159 @@ XGBClassifier(base_score=0.5, booster='gbtree',
|
||||
scale_pos_weight=1, subsample=1.0, tree_method='hist',
|
||||
use_label_encoder=False, validate_parameters=1, verbosity=0)
|
||||
```
|
||||
|
||||
## Flamlized RandomForestRegressor
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] scikit-learn openml
|
||||
```
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import RandomForestRegressor
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=537, data_dir="./")
|
||||
rf = RandomForestRegressor()
|
||||
rf.fit(X_train, y_train)
|
||||
y_pred = rf.predict(X_test)
|
||||
print("flamlized rf r2", "=", 1 - sklearn_metric_loss_score("r2", y_pred, y_test))
|
||||
print(rf)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds537.pkl
|
||||
Dataset name: houses
|
||||
X_train.shape: (15480, 8), y_train.shape: (15480,);
|
||||
X_test.shape: (5160, 8), y_test.shape: (5160,)
|
||||
flamlized rf r2 = 0.8521
|
||||
RandomForestRegressor(max_features=0.8, min_samples_leaf=2, min_samples_split=5,
|
||||
n_estimators=500)
|
||||
```
|
||||
|
||||
## Flamlized RandomForestClassifier
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] scikit-learn openml
|
||||
```
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import RandomForestClassifier
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=1169, data_dir="./")
|
||||
rf = RandomForestClassifier()
|
||||
rf.fit(X_train, y_train)
|
||||
y_pred = rf.predict(X_test)
|
||||
print(
|
||||
"flamlized rf accuracy",
|
||||
"=",
|
||||
1 - sklearn_metric_loss_score("accuracy", y_pred, y_test),
|
||||
)
|
||||
print(rf)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds1169.pkl
|
||||
Dataset name: airlines
|
||||
X_train.shape: (404537, 7), y_train.shape: (404537,);
|
||||
X_test.shape: (134846, 7), y_test.shape: (134846,)
|
||||
flamlized rf accuracy = 0.6701
|
||||
RandomForestClassifier(max_features=0.7, min_samples_leaf=3, min_samples_split=5,
|
||||
n_estimators=500)
|
||||
```
|
||||
|
||||
## Flamlized ExtraTreesRegressor
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] scikit-learn openml
|
||||
```
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import ExtraTreesRegressor
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=537, data_dir="./")
|
||||
et = ExtraTreesRegressor()
|
||||
et.fit(X_train, y_train)
|
||||
y_pred = et.predict(X_test)
|
||||
print("flamlized et r2", "=", 1 - sklearn_metric_loss_score("r2", y_pred, y_test))
|
||||
print(et)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds537.pkl
|
||||
Dataset name: houses
|
||||
X_train.shape: (15480, 8), y_train.shape: (15480,);
|
||||
X_test.shape: (5160, 8), y_test.shape: (5160,)
|
||||
flamlized et r2 = 0.8534
|
||||
ExtraTreesRegressor(max_features=0.75, min_samples_leaf=2, min_samples_split=5,
|
||||
n_estimators=500)
|
||||
```
|
||||
|
||||
## Flamlized ExtraTreesClassifier
|
||||
|
||||
### Prerequisites
|
||||
|
||||
This example requires the [autozero] option.
|
||||
|
||||
```bash
|
||||
pip install flaml[autozero] scikit-learn openml
|
||||
```
|
||||
|
||||
### Zero-shot AutoML
|
||||
|
||||
```python
|
||||
from flaml.automl.data import load_openml_dataset
|
||||
from flaml.default import ExtraTreesClassifier
|
||||
from flaml.automl.ml import sklearn_metric_loss_score
|
||||
|
||||
X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=1169, data_dir="./")
|
||||
et = ExtraTreesClassifier()
|
||||
et.fit(X_train, y_train)
|
||||
y_pred = et.predict(X_test)
|
||||
print(
|
||||
"flamlized et accuracy",
|
||||
"=",
|
||||
1 - sklearn_metric_loss_score("accuracy", y_pred, y_test),
|
||||
)
|
||||
print(et)
|
||||
```
|
||||
|
||||
#### Sample output
|
||||
|
||||
```
|
||||
load dataset from ./openml_ds1169.pkl
|
||||
Dataset name: airlines
|
||||
X_train.shape: (404537, 7), y_train.shape: (404537,);
|
||||
X_test.shape: (134846, 7), y_test.shape: (134846,)
|
||||
flamlized et accuracy = 0.6698
|
||||
ExtraTreesClassifier(max_features=0.7, min_samples_leaf=3, min_samples_split=5,
|
||||
n_estimators=500)
|
||||
```
|
||||
|
||||
@@ -2,7 +2,7 @@ FLAML can be used together with AzureML. On top of that, using mlflow and ray is
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl,azureml\] option.
|
||||
Install the [automl,azureml] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl,azureml]"
|
||||
|
||||
@@ -2,7 +2,7 @@ As FLAML's AutoML module can be used a transformer in the Sklearn's pipeline we
|
||||
|
||||
### Prerequisites
|
||||
|
||||
Install the \[automl\] option.
|
||||
Install the [automl] option.
|
||||
|
||||
```bash
|
||||
pip install "flaml[automl] openml"
|
||||
|
||||
@@ -8,13 +8,114 @@
|
||||
|
||||
### About `low_cost_partial_config` in `tune`.
|
||||
|
||||
- Definition and purpose: The `low_cost_partial_config` is a dictionary of subset of the hyperparameter coordinates whose value corresponds to a configuration with known low-cost (i.e., low computation cost for training the corresponding model). The concept of low/high-cost is meaningful in the case where a subset of the hyperparameters to tune directly affects the computation cost for training the model. For example, `n_estimators` and `max_leaves` are known to affect the training cost of tree-based learners. We call this subset of hyperparameters, *cost-related hyperparameters*. In such scenarios, if you are aware of low-cost configurations for the cost-related hyperparameters, you are recommended to set them as the `low_cost_partial_config`. Using the tree-based method example again, since we know that small `n_estimators` and `max_leaves` generally correspond to simpler models and thus lower cost, we set `{'n_estimators': 4, 'max_leaves': 4}` as the `low_cost_partial_config` by default (note that `4` is the lower bound of search space for these two hyperparameters), e.g., in [LGBM](https://github.com/microsoft/FLAML/blob/main/flaml/model.py#L215). Configuring `low_cost_partial_config` helps the search algorithms make more cost-efficient choices.
|
||||
- Definition and purpose: The `low_cost_partial_config` is a dictionary of subset of the hyperparameter coordinates whose value corresponds to a configuration with known low-cost (i.e., low computation cost for training the corresponding model). The concept of low/high-cost is meaningful in the case where a subset of the hyperparameters to tune directly affects the computation cost for training the model. For example, `n_estimators` and `max_leaves` are known to affect the training cost of tree-based learners. We call this subset of hyperparameters, *cost-related hyperparameters*. In such scenarios, if you are aware of low-cost configurations for the cost-related hyperparameters, you are recommended to set them as the `low_cost_partial_config`. Using the tree-based method example again, since we know that small `n_estimators` and `max_leaves` generally correspond to simpler models and thus lower cost, we set `{'n_estimators': 4, 'max_leaves': 4}` as the `low_cost_partial_config` by default (note that `4` is the lower bound of search space for these two hyperparameters), e.g., in [LGBM](https://github.com/microsoft/FLAML/blob/main/flaml/model.py#L215). Configuring `low_cost_partial_config` helps the search algorithms make more cost-efficient choices.
|
||||
In AutoML, the `low_cost_init_value` in `search_space()` function for each estimator serves the same role.
|
||||
|
||||
- Usage in practice: It is recommended to configure it if there are cost-related hyperparameters in your tuning task and you happen to know the low-cost values for them, but it is not required (It is fine to leave it the default value, i.e., `None`).
|
||||
|
||||
- How does it work: `low_cost_partial_config` if configured, will be used as an initial point of the search. It also affects the search trajectory. For more details about how does it play a role in the search algorithms, please refer to the papers about the search algorithms used: Section 2 of [Frugal Optimization for Cost-related Hyperparameters (CFO)](https://arxiv.org/pdf/2005.01571.pdf) and Section 3 of [Economical Hyperparameter Optimization with Blended Search Strategy (BlendSearch)](https://openreview.net/pdf?id=VbLH04pRA3).
|
||||
|
||||
### How does FLAML handle missing values?
|
||||
|
||||
FLAML automatically preprocesses missing values in the input data through its `DataTransformer` class (for classification/regression tasks) and `DataTransformerTS` class (for time series tasks). The preprocessing behavior differs based on the column type:
|
||||
|
||||
**Automatic Missing Value Preprocessing:**
|
||||
|
||||
FLAML performs the following preprocessing automatically when you call `AutoML.fit()`:
|
||||
|
||||
1. **Numerical/Continuous Columns**: Missing values (NaN) in numerical columns are imputed using `sklearn.impute.SimpleImputer` with the **median strategy**. This preprocessing is applied in the `DataTransformer.fit_transform()` method (see `flaml/automl/data.py` lines 357-369 and `flaml/automl/time_series/ts_data.py` lines 429-440).
|
||||
|
||||
1. **Categorical Columns**: Missing values in categorical columns (object, category, or string dtypes) are filled with a special placeholder value `"__NAN__"`, which is treated as a distinct category.
|
||||
|
||||
**Example of automatic preprocessing:**
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
|
||||
# Data with missing values
|
||||
X_train = pd.DataFrame(
|
||||
{
|
||||
"num_feature": [1.0, 2.0, np.nan, 4.0, 5.0],
|
||||
"cat_feature": ["A", "B", None, "A", "B"],
|
||||
}
|
||||
)
|
||||
y_train = [0, 1, 0, 1, 0]
|
||||
|
||||
# FLAML automatically handles missing values
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="classification", time_budget=60)
|
||||
# Numerical NaNs are imputed with median, categorical None becomes "__NAN__"
|
||||
```
|
||||
|
||||
**Estimator-Specific Native Handling:**
|
||||
|
||||
After FLAML's preprocessing, some estimators have additional native missing value handling capabilities:
|
||||
|
||||
- **`lgbm`** (LightGBM): After preprocessing, can still handle any remaining NaN values natively by learning optimal split directions.
|
||||
- **`xgboost`** (XGBoost): After preprocessing, can handle remaining NaN values by learning the best direction during training.
|
||||
- **`xgb_limitdepth`** (XGBoost with depth limit): Same as `xgboost`.
|
||||
- **`catboost`** (CatBoost): After preprocessing, has additional sophisticated missing value handling strategies. See [CatBoost documentation](https://catboost.ai/en/docs/concepts/algorithm-missing-values-processing).
|
||||
- **`histgb`** (HistGradientBoosting): After preprocessing, can still handle NaN values natively.
|
||||
|
||||
**Estimators that rely on preprocessing:**
|
||||
|
||||
These estimators rely on FLAML's automatic preprocessing since they cannot handle missing values directly:
|
||||
|
||||
- **`rf`** (RandomForest): Requires preprocessing (automatically done by FLAML).
|
||||
- **`extra_tree`** (ExtraTrees): Requires preprocessing (automatically done by FLAML).
|
||||
- **`lrl1`**, **`lrl2`** (LogisticRegression): Require preprocessing (automatically done by FLAML).
|
||||
- **`kneighbor`** (KNeighbors): Requires preprocessing (automatically done by FLAML).
|
||||
- **`sgd`** (SGDClassifier/Regressor): Require preprocessing (automatically done by FLAML).
|
||||
|
||||
**Advanced: Customizing Missing Value Handling**
|
||||
|
||||
In most cases, FLAML's automatic preprocessing (median imputation for numerical, "__NAN__" for categorical) works well. However, if you need custom preprocessing:
|
||||
|
||||
1. **Skip automatic preprocessing** using the `skip_transform` parameter:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from sklearn.impute import SimpleImputer
|
||||
import numpy as np
|
||||
|
||||
# Custom preprocessing with different strategy
|
||||
imputer = SimpleImputer(strategy="mean") # Use mean instead of median
|
||||
X_train_preprocessed = imputer.fit_transform(X_train)
|
||||
X_test_preprocessed = imputer.transform(X_test)
|
||||
|
||||
# Skip FLAML's automatic preprocessing
|
||||
automl = AutoML()
|
||||
automl.fit(
|
||||
X_train_preprocessed,
|
||||
y_train,
|
||||
task="classification",
|
||||
time_budget=60,
|
||||
skip_transform=True, # Skip automatic preprocessing
|
||||
)
|
||||
```
|
||||
|
||||
2. **Use sklearn Pipeline** for integrated custom preprocessing:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from sklearn.pipeline import Pipeline
|
||||
from sklearn.impute import SimpleImputer, KNNImputer
|
||||
|
||||
# Custom pipeline with KNN imputation
|
||||
pipeline = Pipeline(
|
||||
[
|
||||
("imputer", KNNImputer(n_neighbors=5)), # Custom imputation strategy
|
||||
("automl", AutoML()),
|
||||
]
|
||||
)
|
||||
|
||||
pipeline.fit(X_train, y_train)
|
||||
```
|
||||
|
||||
**Note on time series forecasting**: For time series tasks (`ts_forecast`, `ts_forecast_panel`), the `DataTransformerTS` class applies the same preprocessing approach (median imputation for numerical columns, "__NAN__" for categorical). Missing values handling in the time dimension may require additional consideration depending on your specific forecasting model.
|
||||
|
||||
### How does FLAML handle imbalanced data (unequal distribution of target classes in classification task)?
|
||||
|
||||
Currently FLAML does several things for imbalanced data.
|
||||
@@ -73,18 +174,170 @@ Optimization history can be checked from the [log](Use-Cases/Task-Oriented-AutoM
|
||||
|
||||
### How to get the best config of an estimator and use it to train the original model outside FLAML?
|
||||
|
||||
When you finished training an AutoML estimator, you may want to use it in other code w/o depending on FLAML. You can get the `automl.best_config` and convert it to the parameters of the original model with below code:
|
||||
When you finished training an AutoML estimator, you may want to use it in other code w/o depending on FLAML. The `automl.best_config` contains FLAML's search space parameters, which may differ from the original model's parameters (e.g., FLAML uses `log_max_bin` for LightGBM instead of `max_bin`). You need to convert them using the `config2params()` method.
|
||||
|
||||
**Method 1: Using the trained model instance**
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from sklearn.datasets import load_iris
|
||||
|
||||
X, y = load_iris(return_X_y=True)
|
||||
|
||||
automl = AutoML(settings={"time_budget": 3})
|
||||
settings = {"time_budget": 3}
|
||||
automl = AutoML(**settings)
|
||||
automl.fit(X, y)
|
||||
|
||||
print(f"{automl.best_estimator=}")
|
||||
print(f"{automl.best_config=}")
|
||||
print(f"params for best estimator: {automl.model.config2params(automl.best_config)}")
|
||||
# Example: {'n_estimators': 4, 'num_leaves': 4, 'min_child_samples': 20,
|
||||
# 'learning_rate': 0.1, 'log_max_bin': 8, ...}
|
||||
|
||||
# Convert to original model parameters
|
||||
best_params = automl.model.config2params(automl.best_config)
|
||||
print(f"params for best estimator: {best_params}")
|
||||
# Example: {'n_estimators': 4, 'num_leaves': 4, 'min_child_samples': 20,
|
||||
# 'learning_rate': 0.1, 'max_bin': 255, ...} # log_max_bin -> max_bin
|
||||
```
|
||||
|
||||
**Method 2: Using FLAML estimator classes directly**
|
||||
|
||||
If the automl instance is not accessible and you only have the `best_config`, you can convert it with below code:
|
||||
|
||||
```python
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
|
||||
best_config = {
|
||||
"n_estimators": 4,
|
||||
"num_leaves": 4,
|
||||
"min_child_samples": 20,
|
||||
"learning_rate": 0.1,
|
||||
"log_max_bin": 8, # FLAML-specific parameter
|
||||
"colsample_bytree": 1.0,
|
||||
"reg_alpha": 0.0009765625,
|
||||
"reg_lambda": 1.0,
|
||||
}
|
||||
|
||||
# Create FLAML estimator - this automatically converts parameters
|
||||
flaml_estimator = LGBMEstimator(task="classification", **best_config)
|
||||
best_params = flaml_estimator.params # Converted params ready for original model
|
||||
print(f"Converted params: {best_params}")
|
||||
# Example: {'n_estimators': 4, 'num_leaves': 4, 'min_child_samples': 20,
|
||||
# 'learning_rate': 0.1, 'max_bin': 255, 'verbose': -1, ...}
|
||||
```
|
||||
|
||||
**Method 3: Using task_factory (for any estimator type)**
|
||||
|
||||
```python
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
task = "classification"
|
||||
best_estimator = "rf"
|
||||
best_config = {
|
||||
"n_estimators": 15,
|
||||
"max_features": 0.35807183923834934,
|
||||
"max_leaves": 12,
|
||||
"criterion": "gini",
|
||||
}
|
||||
|
||||
model_class = task_factory(task).estimator_class_from_str(best_estimator)(task=task)
|
||||
best_params = model_class.config2params(best_config)
|
||||
```
|
||||
|
||||
Then you can use it to train the sklearn/lightgbm/xgboost estimators directly:
|
||||
|
||||
```python
|
||||
from lightgbm import LGBMClassifier
|
||||
|
||||
# Using LightGBM directly with converted parameters
|
||||
model = LGBMClassifier(**best_params)
|
||||
model.fit(X, y)
|
||||
```
|
||||
|
||||
**Using best_config_per_estimator for multiple estimators**
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
from flaml.automl.model import LGBMEstimator, XGBoostEstimator
|
||||
from lightgbm import LGBMClassifier
|
||||
from xgboost import XGBClassifier
|
||||
|
||||
automl = AutoML()
|
||||
automl.fit(
|
||||
X, y, task="classification", time_budget=30, estimator_list=["lgbm", "xgboost"]
|
||||
)
|
||||
|
||||
# Get configs for all estimators
|
||||
configs = automl.best_config_per_estimator
|
||||
# Example: {'lgbm': {'n_estimators': 4, 'log_max_bin': 8, ...},
|
||||
# 'xgboost': {'n_estimators': 4, 'max_leaves': 4, ...}}
|
||||
|
||||
# Convert and use LightGBM config
|
||||
if configs.get("lgbm"):
|
||||
lgbm_config = configs["lgbm"].copy()
|
||||
lgbm_config.pop("FLAML_sample_size", None) # Remove FLAML internal param if present
|
||||
flaml_lgbm = LGBMEstimator(task="classification", **lgbm_config)
|
||||
lgbm_model = LGBMClassifier(**flaml_lgbm.params)
|
||||
lgbm_model.fit(X, y)
|
||||
|
||||
# Convert and use XGBoost config
|
||||
if configs.get("xgboost"):
|
||||
xgb_config = configs["xgboost"].copy()
|
||||
xgb_config.pop("FLAML_sample_size", None) # Remove FLAML internal param if present
|
||||
flaml_xgb = XGBoostEstimator(task="classification", **xgb_config)
|
||||
xgb_model = XGBClassifier(**flaml_xgb.params)
|
||||
xgb_model.fit(X, y)
|
||||
```
|
||||
|
||||
### How to save and load an AutoML object? (`pickle` / `load_pickle`)
|
||||
|
||||
FLAML provides `AutoML.pickle()` / `AutoML.load_pickle()` as a convenient and robust way to persist an AutoML run.
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="classification", time_budget=60)
|
||||
|
||||
# Save
|
||||
automl.pickle("automl.pkl")
|
||||
|
||||
# Load
|
||||
automl_loaded = AutoML.load_pickle("automl.pkl")
|
||||
pred = automl_loaded.predict(X_test)
|
||||
```
|
||||
|
||||
Notes:
|
||||
|
||||
- If you used Spark estimators, `AutoML.pickle()` externalizes Spark ML models into an adjacent artifact folder and keeps
|
||||
the pickle itself lightweight.
|
||||
- If you want to skip re-loading externalized Spark models (e.g., in an environment without Spark), use:
|
||||
|
||||
```python
|
||||
automl_loaded = AutoML.load_pickle("automl.pkl", load_spark_models=False)
|
||||
```
|
||||
|
||||
### How to list all available estimators for a task?
|
||||
|
||||
The available estimator set is task-dependent and can vary with optional dependencies. You can list the estimator keys
|
||||
that FLAML currently has registered in your environment:
|
||||
|
||||
```python
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
print(sorted(task_factory("classification").estimators.keys()))
|
||||
print(sorted(task_factory("regression").estimators.keys()))
|
||||
print(sorted(task_factory("forecast").estimators.keys()))
|
||||
print(sorted(task_factory("rank").estimators.keys()))
|
||||
```
|
||||
|
||||
### How to list supported built-in metrics?
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
|
||||
automl = AutoML()
|
||||
sklearn_metrics, hf_metrics, spark_metrics = automl.supported_metrics
|
||||
print(sorted(sklearn_metrics))
|
||||
print(sorted(hf_metrics))
|
||||
print(spark_metrics)
|
||||
```
|
||||
|
||||
@@ -8,7 +8,6 @@ and optimizes their performance.
|
||||
|
||||
### Main Features
|
||||
|
||||
- FLAML enables building next-gen GPT-X applications based on multi-agent conversations with minimal effort. It simplifies the orchestration, automation and optimization of a complex GPT-X workflow. It maximizes the performance of GPT-X models and augments their weakness.
|
||||
- For common machine learning tasks like classification and regression, it quickly finds quality models for user-provided data with low computational resources. It is easy to customize or extend.
|
||||
- It supports fast and economical automatic tuning, capable of handling large search space with heterogeneous evaluation cost and complex constraints/guidance/early stopping.
|
||||
|
||||
@@ -16,45 +15,10 @@ FLAML is powered by a series of [research studies](/docs/Research) from Microsof
|
||||
|
||||
### Quickstart
|
||||
|
||||
Install FLAML from pip: `pip install flaml`. Find more options in [Installation](/docs/Installation).
|
||||
Install FLAML from pip: `pip install flaml` (**requires Python >= 3.10**). Find more options in [Installation](/docs/Installation).
|
||||
|
||||
There are several ways of using flaml:
|
||||
|
||||
#### (New) [AutoGen](https://microsoft.github.io/autogen/)
|
||||
|
||||
Autogen enables the next-gen GPT-X applications with a generic multi-agent conversation framework.
|
||||
It offers customizable and conversable agents which integrate LLMs, tools and human.
|
||||
By automating chat among multiple capable agents, one can easily make them collectively perform tasks autonomously or with human feedback, including tasks that require using tools via code. For example,
|
||||
|
||||
```python
|
||||
from flaml import autogen
|
||||
|
||||
assistant = autogen.AssistantAgent("assistant")
|
||||
user_proxy = autogen.UserProxyAgent("user_proxy")
|
||||
user_proxy.initiate_chat(
|
||||
assistant,
|
||||
message="Show me the YTD gain of 10 largest technology companies as of today.",
|
||||
)
|
||||
# This initiates an automated chat between the two agents to solve the task
|
||||
```
|
||||
|
||||
Autogen also helps maximize the utility out of the expensive LLMs such as ChatGPT and GPT-4. It offers a drop-in replacement of `openai.Completion` or `openai.ChatCompletion` with powerful functionalites like tuning, caching, error handling, templating. For example, you can optimize generations by LLM with your own tuning data, success metrics and budgets.
|
||||
|
||||
```python
|
||||
# perform tuning
|
||||
config, analysis = autogen.Completion.tune(
|
||||
data=tune_data,
|
||||
metric="success",
|
||||
mode="max",
|
||||
eval_func=eval_func,
|
||||
inference_budget=0.05,
|
||||
optimization_budget=3,
|
||||
num_samples=-1,
|
||||
)
|
||||
# perform inference for a test instance
|
||||
response = autogen.Completion.create(context=test_instance, **config)
|
||||
```
|
||||
|
||||
#### [Task-oriented AutoML](/docs/Use-Cases/task-oriented-automl)
|
||||
|
||||
With three lines of code, you can start using this economical and fast AutoML engine as a scikit-learn style estimator.
|
||||
@@ -140,9 +104,10 @@ Then, you can use it just like you use the original `LGMBClassifier`. Your other
|
||||
|
||||
### Where to Go Next?
|
||||
|
||||
- Understand the use cases for [AutoGen](https://microsoft.github.io/autogen/), [Task-oriented AutoML](/docs/Use-Cases/Task-Oriented-Automl), [Tune user-defined function](/docs/Use-Cases/Tune-User-Defined-Function) and [Zero-shot AutoML](/docs/Use-Cases/Zero-Shot-AutoML).
|
||||
- Find code examples under "Examples": from [AutoGen - AgentChat](/docs/Examples/AutoGen-AgentChat) to [Tune - PyTorch](/docs/Examples/Tune-PyTorch).
|
||||
- Understand the use cases for [Task-oriented AutoML](/docs/Use-Cases/Task-Oriented-Automl), [Tune user-defined function](/docs/Use-Cases/Tune-User-Defined-Function) and [Zero-shot AutoML](/docs/Use-Cases/Zero-Shot-AutoML).
|
||||
- Find code examples under "Examples": from [AutoML - Classification](/docs/Examples/AutoML-Classification) to [Tune - PyTorch](/docs/Examples/Tune-PyTorch).
|
||||
- Learn about [research](/docs/Research) around FLAML and check [blogposts](/blog).
|
||||
- Apply practical guidance in [Best Practices](/docs/Best-Practices).
|
||||
- Chat on [Discord](https://discord.gg/Cppx2vSPVP).
|
||||
|
||||
If you like our project, please give it a [star](https://github.com/microsoft/FLAML/stargazers) on GitHub. If you are interested in contributing, please read [Contributor's Guide](/docs/Contribute).
|
||||
|
||||
@@ -2,7 +2,7 @@
|
||||
|
||||
## Python
|
||||
|
||||
FLAML requires **Python version >= 3.7**. It can be installed from pip:
|
||||
FLAML requires **Python version >= 3.10**. It can be installed from pip:
|
||||
|
||||
```bash
|
||||
pip install flaml
|
||||
@@ -16,12 +16,6 @@ conda install flaml -c conda-forge
|
||||
|
||||
### Optional Dependencies
|
||||
|
||||
#### [Autogen](Use-Cases/Autogen)
|
||||
|
||||
```bash
|
||||
pip install "flaml[autogen]"
|
||||
```
|
||||
|
||||
#### [Task-oriented AutoML](Use-Cases/Task-Oriented-AutoML)
|
||||
|
||||
```bash
|
||||
@@ -63,7 +57,7 @@ pip install "flaml[hf]"
|
||||
#### Notebook
|
||||
|
||||
To run the [notebook examples](https://github.com/microsoft/FLAML/tree/main/notebook),
|
||||
install flaml with the \[notebook\] option:
|
||||
install flaml with the [notebook] option:
|
||||
|
||||
```bash
|
||||
pip install "flaml[notebook]"
|
||||
|
||||
@@ -32,15 +32,16 @@ from flaml import AutoML
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="regression", time_budget=60, **other_settings)
|
||||
# Save the model
|
||||
with open("automl.pkl", "wb") as f:
|
||||
pickle.dump(automl, f, pickle.HIGHEST_PROTOCOL)
|
||||
automl.pickle("automl.pkl")
|
||||
|
||||
# At prediction time
|
||||
with open("automl.pkl", "rb") as f:
|
||||
automl = pickle.load(f)
|
||||
automl = AutoML.load_pickle("automl.pkl")
|
||||
pred = automl.predict(X_test)
|
||||
```
|
||||
|
||||
FLAML also supports plain `pickle.dump()` / `pickle.load()`, but `automl.pickle()` / `AutoML.load_pickle()` is recommended,
|
||||
especially when Spark estimators are involved.
|
||||
|
||||
If users provide the minimal inputs only, `AutoML` uses the default settings for optimization metric, estimator list etc.
|
||||
|
||||
## Customize AutoML.fit()
|
||||
@@ -50,6 +51,7 @@ If users provide the minimal inputs only, `AutoML` uses the default settings for
|
||||
The optimization metric is specified via the `metric` argument. It can be either a string which refers to a built-in metric, or a user-defined function.
|
||||
|
||||
- Built-in metric.
|
||||
|
||||
- 'accuracy': 1 - accuracy as the corresponding metric to minimize.
|
||||
- 'log_loss': default metric for multiclass classification.
|
||||
- 'r2': 1 - r2_score as the corresponding metric to minimize. Default metric for regression.
|
||||
@@ -69,6 +71,40 @@ The optimization metric is specified via the `metric` argument. It can be either
|
||||
- 'ap': minimize 1 - average_precision_score.
|
||||
- 'ndcg': minimize 1 - ndcg_score.
|
||||
- 'ndcg@k': minimize 1 - ndcg_score@k. k is an integer.
|
||||
- 'pr_auc': minimize 1 - precision-recall AUC score. (Spark-specific)
|
||||
- 'var': minimize variance. (Spark-specific)
|
||||
|
||||
- Built-in HuggingFace metrics (for NLP tasks).
|
||||
|
||||
- 'accuracy': minimize 1 - accuracy.
|
||||
- 'bertscore': minimize 1 - BERTScore.
|
||||
- 'bleu': minimize 1 - BLEU score.
|
||||
- 'bleurt': minimize 1 - BLEURT score.
|
||||
- 'cer': minimize character error rate.
|
||||
- 'chrf': minimize ChrF score.
|
||||
- 'code_eval': minimize 1 - code evaluation score.
|
||||
- 'comet': minimize 1 - COMET score.
|
||||
- 'competition_math': minimize 1 - competition math score.
|
||||
- 'coval': minimize 1 - CoVal score.
|
||||
- 'cuad': minimize 1 - CUAD score.
|
||||
- 'f1': minimize 1 - F1 score.
|
||||
- 'gleu': minimize 1 - GLEU score.
|
||||
- 'google_bleu': minimize 1 - Google BLEU score.
|
||||
- 'matthews_correlation': minimize 1 - Matthews correlation coefficient.
|
||||
- 'meteor': minimize 1 - METEOR score.
|
||||
- 'pearsonr': minimize 1 - Pearson correlation coefficient.
|
||||
- 'precision': minimize 1 - precision.
|
||||
- 'recall': minimize 1 - recall.
|
||||
- 'rouge': minimize 1 - ROUGE score.
|
||||
- 'rouge1': minimize 1 - ROUGE-1 score.
|
||||
- 'rouge2': minimize 1 - ROUGE-2 score.
|
||||
- 'sacrebleu': minimize 1 - SacreBLEU score.
|
||||
- 'sari': minimize 1 - SARI score.
|
||||
- 'seqeval': minimize 1 - SeqEval score.
|
||||
- 'spearmanr': minimize 1 - Spearman correlation coefficient.
|
||||
- 'ter': minimize translation error rate.
|
||||
- 'wer': minimize word error rate.
|
||||
|
||||
- User-defined function.
|
||||
A customized metric function that requires the following (input) signature, and returns the input config’s value in terms of the metric you want to minimize, and a dictionary of auxiliary information at your choice:
|
||||
|
||||
@@ -122,6 +158,18 @@ def custom_metric(
|
||||
|
||||
It returns the validation loss penalized by the gap between validation and training loss as the metric to minimize, and three metrics to log: val_loss, train_loss and pred_time. The arguments `config`, `groups_val` and `groups_train` are not used in the function.
|
||||
|
||||
You can also inspect what FLAML recognizes as built-in metrics at runtime:
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
|
||||
automl = AutoML()
|
||||
sklearn_metrics, hf_metrics, spark_metrics = automl.supported_metrics
|
||||
print(sorted(sklearn_metrics))
|
||||
print(sorted(hf_metrics))
|
||||
print(spark_metrics)
|
||||
```
|
||||
|
||||
### Estimator and search space
|
||||
|
||||
The estimator list can contain one or more estimator names, each corresponding to a built-in estimator or a custom estimator. Each estimator has a search space for hyperparameter configurations. FLAML supports both classical machine learning models and deep neural networks.
|
||||
@@ -131,7 +179,7 @@ The estimator list can contain one or more estimator names, each corresponding t
|
||||
- Built-in estimator.
|
||||
- 'lgbm': LGBMEstimator for task "classification", "regression", "rank", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, num_leaves, min_child_samples, learning_rate, log_max_bin (logarithm of (max_bin + 1) with base 2), colsample_bytree, reg_alpha, reg_lambda.
|
||||
- 'xgboost': XGBoostSkLearnEstimator for task "classification", "regression", "rank", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, max_leaves, min_child_weight, learning_rate, subsample, colsample_bylevel, colsample_bytree, reg_alpha, reg_lambda.
|
||||
- 'xgb_limitdepth': XGBoostLimitDepthEstimator for task "classification", "regression", "rank", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, max_depth, min_child_weight, learning_rate, subsample, colsample_bylevel, colsample_bytree, reg_alpha, reg_lambda.
|
||||
- 'xgb_limitdepth': XGBoostLimitDepthEstimator for task "classification", "regression", "rank", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, max_depth, min_child_weight, learning_rate, subsample, colsample_bylevel, colsample_bytree, reg_alpha, reg_lambda.
|
||||
- 'rf': RandomForestEstimator for task "classification", "regression", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, max_features, max_leaves, criterion (for classification only). Starting from v1.1.0,
|
||||
it uses a fixed random_state by default.
|
||||
- 'extra_tree': ExtraTreesEstimator for task "classification", "regression", "ts_forecast" and "ts_forecast_classification". Hyperparameters: n_estimators, max_features, max_leaves, criterion (for classification only). Starting from v1.1.0,
|
||||
@@ -146,11 +194,45 @@ The estimator list can contain one or more estimator names, each corresponding t
|
||||
- 'sarimax': SARIMAX for task "ts_forecast". Hyperparameters: p, d, q, P, D, Q, s.
|
||||
- 'holt-winters': Holt-Winters (triple exponential smoothing) model for task "ts_forecast". Hyperparameters: seasonal_perdiods, seasonal, use_boxcox, trend, damped_trend.
|
||||
- 'transformer': Huggingface transformer models for task "seq-classification", "seq-regression", "multichoice-classification", "token-classification" and "summarization". Hyperparameters: learning_rate, num_train_epochs, per_device_train_batch_size, warmup_ratio, weight_decay, adam_epsilon, seed.
|
||||
- 'temporal_fusion_transformer': TemporalFusionTransformerEstimator for task "ts_forecast_panel". Hyperparameters: gradient_clip_val, hidden_size, hidden_continuous_size, attention_head_size, dropout, learning_rate. There is a [known issue](https://github.com/jdb78/pytorch-forecasting/issues/1145) with pytorch-forecast logging.
|
||||
- 'tft': TemporalFusionTransformerEstimator for task "ts_forecast_panel". Hyperparameters: gradient_clip_val, hidden_size, hidden_continuous_size, attention_head_size, dropout, learning_rate.
|
||||
- 'tcn': Temporal Convolutional Network (TCN) estimator for task "ts_forecast" (requires optional deep learning dependencies, e.g., `torch` and `pytorch_lightning`).
|
||||
- Spark estimators (for Spark / pandas-on-Spark DataFrames; the exact set depends on your Spark runtime and installed packages):
|
||||
- 'lgbm_spark': Spark LightGBM models via [SynapseML](https://microsoft.github.io/SynapseML/docs/features/lightgbm/about/).
|
||||
- 'rf_spark': Spark MLlib RandomForestClassifier/Regressor.
|
||||
- 'gbt_spark': Spark MLlib GBTClassifier/GBTRegressor.
|
||||
- 'lr_spark': Spark MLlib LinearRegression.
|
||||
- 'glr_spark': Spark MLlib GeneralizedLinearRegression.
|
||||
- 'svc_spark': Spark MLlib LinearSVC (binary classification only).
|
||||
- 'nb_spark': Spark MLlib NaiveBayes (classification only).
|
||||
- 'aft_spark': Spark MLlib AFTSurvivalRegression.
|
||||
- Custom estimator. Use custom estimator for:
|
||||
- tuning an estimator that is not built-in;
|
||||
- customizing search space for a built-in estimator.
|
||||
|
||||
#### List all available estimators (recommended)
|
||||
|
||||
The exact set of available estimators depends on the `task` and optional dependencies (e.g., Prophet/Orbit/PyTorch).
|
||||
To list the estimator keys available in your environment:
|
||||
|
||||
```python
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
print("classification:", sorted(task_factory("classification").estimators.keys()))
|
||||
print("regression:", sorted(task_factory("regression").estimators.keys()))
|
||||
print("forecast:", sorted(task_factory("forecast").estimators.keys()))
|
||||
print("rank:", sorted(task_factory("rank").estimators.keys()))
|
||||
```
|
||||
|
||||
For reference, the built-in estimator keys included in the codebase are:
|
||||
|
||||
- Tabular / ranking / NLP tasks (GenericTask):
|
||||
`['aft_spark', 'catboost', 'enet', 'extra_tree', 'gbt_spark', 'glr_spark', 'histgb', 'kneighbor', 'lassolars', 'lgbm', 'lgbm_spark', 'lr_spark', 'lrl1', 'lrl2', 'nb_spark', 'rf', 'rf_spark', 'sgd', 'svc', 'svc_spark', 'transformer', 'transformer_ms', 'xgb_limitdepth', 'xgboost']`
|
||||
- Time series tasks (TimeSeriesTask):
|
||||
`['arima', 'avg', 'catboost', 'extra_tree', 'holt-winters', 'lassolars', 'lgbm', 'naive', 'prophet', 'rf', 'sarimax', 'savg', 'snaive', 'tcn', 'tft', 'xgb_limitdepth', 'xgboost', 'orbit']`
|
||||
|
||||
Some of the time series estimators (e.g., `prophet`, `orbit`, `tcn`, `tft`) are only available when the corresponding
|
||||
optional dependencies are installed.
|
||||
|
||||
#### Guidelines on tuning a custom estimator
|
||||
|
||||
To tune a custom estimator that is not built-in, you need to:
|
||||
@@ -160,6 +242,7 @@ To tune a custom estimator that is not built-in, you need to:
|
||||
|
||||
```python
|
||||
from flaml.automl.model import SKLearnEstimator
|
||||
|
||||
# SKLearnEstimator is derived from BaseEstimator
|
||||
import rgf
|
||||
|
||||
@@ -168,31 +251,44 @@ class MyRegularizedGreedyForest(SKLearnEstimator):
|
||||
def __init__(self, task="binary", **config):
|
||||
super().__init__(task, **config)
|
||||
|
||||
if task in CLASSIFICATION:
|
||||
from rgf.sklearn import RGFClassifier
|
||||
if isinstance(task, str):
|
||||
from flaml.automl.task.factory import task_factory
|
||||
|
||||
self.estimator_class = RGFClassifier
|
||||
task = task_factory(task)
|
||||
|
||||
if task.is_classification():
|
||||
from rgf.sklearn import RGFClassifier
|
||||
|
||||
self.estimator_class = RGFClassifier
|
||||
else:
|
||||
from rgf.sklearn import RGFRegressor
|
||||
from rgf.sklearn import RGFRegressor
|
||||
|
||||
self.estimator_class = RGFRegressor
|
||||
self.estimator_class = RGFRegressor
|
||||
|
||||
@classmethod
|
||||
def search_space(cls, data_size, task):
|
||||
space = {
|
||||
"max_leaf": {
|
||||
"domain": tune.lograndint(lower=4, upper=data_size),
|
||||
"low_cost_init_value": 4,
|
||||
},
|
||||
"n_iter": {
|
||||
"domain": tune.lograndint(lower=1, upper=data_size),
|
||||
"low_cost_init_value": 1,
|
||||
},
|
||||
"learning_rate": {"domain": tune.loguniform(lower=0.01, upper=20.0)},
|
||||
"min_samples_leaf": {
|
||||
"domain": tune.lograndint(lower=1, upper=20),
|
||||
"init_value": 20,
|
||||
},
|
||||
"max_leaf": {
|
||||
"domain": tune.lograndint(lower=4, upper=data_size[0]),
|
||||
"init_value": 4,
|
||||
},
|
||||
"n_iter": {
|
||||
"domain": tune.lograndint(lower=1, upper=data_size[0]),
|
||||
"init_value": 1,
|
||||
},
|
||||
"n_tree_search": {
|
||||
"domain": tune.lograndint(lower=1, upper=32768),
|
||||
"init_value": 1,
|
||||
},
|
||||
"opt_interval": {
|
||||
"domain": tune.lograndint(lower=1, upper=10000),
|
||||
"init_value": 100,
|
||||
},
|
||||
"learning_rate": {"domain": tune.loguniform(lower=0.01, upper=20.0)},
|
||||
"min_samples_leaf": {
|
||||
"domain": tune.lograndint(lower=1, upper=20),
|
||||
"init_value": 20,
|
||||
},
|
||||
}
|
||||
return space
|
||||
```
|
||||
@@ -373,18 +469,40 @@ To use stacked ensemble after the model search, set `ensemble=True` or a dict. W
|
||||
- "final_estimator": an instance of the final estimator in the stacker.
|
||||
- "passthrough": True (default) or False, whether to pass the original features to the stacker.
|
||||
|
||||
**Important Note:** The hyperparameters of a custom `final_estimator` are **NOT automatically tuned**. If you provide an estimator instance (e.g., `CatBoostClassifier()`), it will use the parameters you specified or their defaults. To use specific hyperparameters, you must set them when creating the estimator instance. If `final_estimator` is not provided, the best model found during the search will be used as the final estimator (recommended for best performance).
|
||||
|
||||
For example,
|
||||
|
||||
```python
|
||||
automl.fit(
|
||||
X_train, y_train, task="classification",
|
||||
"ensemble": {
|
||||
"final_estimator": LogisticRegression(),
|
||||
X_train,
|
||||
y_train,
|
||||
task="classification",
|
||||
ensemble={
|
||||
"final_estimator": LogisticRegression(), # Uses default LogisticRegression parameters
|
||||
"passthrough": False,
|
||||
},
|
||||
)
|
||||
```
|
||||
|
||||
Or with custom parameters:
|
||||
|
||||
```python
|
||||
from catboost import CatBoostClassifier
|
||||
|
||||
automl.fit(
|
||||
X_train,
|
||||
y_train,
|
||||
task="classification",
|
||||
ensemble={
|
||||
"final_estimator": CatBoostClassifier(
|
||||
iterations=100, depth=6, learning_rate=0.1
|
||||
),
|
||||
"passthrough": True,
|
||||
},
|
||||
)
|
||||
```
|
||||
|
||||
### Resampling strategy
|
||||
|
||||
By default, flaml decides the resampling automatically according to the data size and the time budget. If you would like to enforce a certain resampling strategy, you can set `eval_method` to be "holdout" or "cv" for holdout or cross-validation.
|
||||
@@ -415,7 +533,7 @@ For both classification and regression tasks more advanced split configurations
|
||||
|
||||
More in general, `split_type` can also be set as a custom splitter object, when `eval_method="cv"`. It needs to be an instance of a derived class of scikit-learn
|
||||
[KFold](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.KFold.html#sklearn.model_selection.KFold)
|
||||
and have `split` and `get_n_splits` methods with the same signatures. To disable shuffling, the splitter instance must contain the attribute `shuffle=False`.
|
||||
and have `split` and `get_n_splits` methods with the same signatures. To disable shuffling, the splitter instance must contain the attribute `shuffle=False`.
|
||||
|
||||
### Parallel tuning
|
||||
|
||||
@@ -505,6 +623,8 @@ automl2.fit(
|
||||
|
||||
`starting_points` is a dictionary or a str to specify the starting hyperparameter config. (1) When it is a dictionary, the keys are the estimator names. If you do not need to specify starting points for an estimator, exclude its name from the dictionary. The value for each key can be either a dictionary of a list of dictionaries, corresponding to one hyperparameter configuration, or multiple hyperparameter configurations, respectively. (2) When it is a str: if "data", use data-dependent defaults; if "data:path", use data-dependent defaults which are stored at path; if "static", use data-independent defaults. Please find more details about data-dependent defaults in [zero shot AutoML](Zero-Shot-AutoML#combine-zero-shot-automl-and-hyperparameter-tuning).
|
||||
|
||||
**Note on sample size preservation**: When using `best_config_per_estimator` as starting points, the configurations now preserve `FLAML_sample_size` (if subsampling was used during the search). This ensures that the warm-started run continues optimization with the same sample sizes that produced the best results in the previous run, leading to more effective warm-starting.
|
||||
|
||||
### Log the trials
|
||||
|
||||
The trials are logged in a file if a `log_file_name` is passed.
|
||||
@@ -606,6 +726,64 @@ plt.barh(
|
||||
|
||||

|
||||
|
||||
### Preprocess data
|
||||
|
||||
FLAML provides two levels of preprocessing that can be accessed as public APIs:
|
||||
|
||||
1. **Task-level preprocessing** (`automl.preprocess()`): This applies transformations that are specific to the task type, such as handling data types, sparse matrices, and feature transformations learned during training.
|
||||
|
||||
1. **Estimator-level preprocessing** (`estimator.preprocess()`): This applies transformations specific to the estimator type (e.g., LightGBM, XGBoost).
|
||||
|
||||
The task-level preprocessing should be applied before the estimator-level preprocessing.
|
||||
|
||||
#### Task-level preprocessing
|
||||
|
||||
```python
|
||||
from flaml import AutoML
|
||||
import numpy as np
|
||||
|
||||
# Train the model
|
||||
automl = AutoML()
|
||||
automl.fit(X_train, y_train, task="classification", time_budget=60)
|
||||
|
||||
# Apply task-level preprocessing to new data
|
||||
X_test_preprocessed = automl.preprocess(X_test)
|
||||
|
||||
# Now you can use this with the estimator
|
||||
predictions = automl.model.predict(X_test_preprocessed)
|
||||
```
|
||||
|
||||
#### Estimator-level preprocessing
|
||||
|
||||
```python
|
||||
# Get the trained estimator
|
||||
estimator = automl.model
|
||||
|
||||
# Apply task-level preprocessing first
|
||||
X_test_task = automl.preprocess(X_test)
|
||||
|
||||
# Then apply estimator-level preprocessing
|
||||
X_test_estimator = estimator.preprocess(X_test_task)
|
||||
|
||||
# Use the fully preprocessed data with the underlying model
|
||||
predictions = estimator._model.predict(X_test_estimator)
|
||||
```
|
||||
|
||||
#### Complete preprocessing pipeline
|
||||
|
||||
For most use cases, the `predict()` method already handles both levels of preprocessing internally. However, if you need to apply preprocessing separately (e.g., for custom inference pipelines or debugging), you can use:
|
||||
|
||||
```python
|
||||
# Complete preprocessing pipeline
|
||||
X_task_preprocessed = automl.preprocess(X_test)
|
||||
X_final = automl.model.preprocess(X_task_preprocessed)
|
||||
|
||||
# This is equivalent to what happens internally in:
|
||||
predictions = automl.predict(X_test)
|
||||
```
|
||||
|
||||
**Note**: The `preprocess()` methods can only be called after `fit()` has been executed, as they rely on the transformations learned during training.
|
||||
|
||||
### Get best configuration
|
||||
|
||||
We can find the best estimator's name and best configuration by:
|
||||
@@ -617,6 +795,25 @@ print(automl.best_config)
|
||||
# {'n_estimators': 148, 'num_leaves': 18, 'min_child_samples': 3, 'learning_rate': 0.17402065726724145, 'log_max_bin': 8, 'colsample_bytree': 0.6649148062238498, 'reg_alpha': 0.0009765625, 'reg_lambda': 0.0067613624509965}
|
||||
```
|
||||
|
||||
**Note**: The config contains FLAML's search space parameters, which may differ from the original model's parameters. For example, FLAML uses `log_max_bin` for LightGBM instead of `max_bin`. To convert to the original model's parameters, use the `config2params()` method:
|
||||
|
||||
```python
|
||||
from flaml.automl.model import LGBMEstimator
|
||||
|
||||
# Convert FLAML config to original model parameters
|
||||
flaml_estimator = LGBMEstimator(task="classification", **automl.best_config)
|
||||
original_params = flaml_estimator.params
|
||||
print(original_params)
|
||||
# {'n_estimators': 148, 'num_leaves': 18, 'min_child_samples': 3, 'learning_rate': 0.17402065726724145, 'max_bin': 255, ...}
|
||||
# Note: 'log_max_bin': 8 is converted to 'max_bin': 255 (2^8 - 1)
|
||||
|
||||
# Now you can use original LightGBM directly
|
||||
from lightgbm import LGBMClassifier
|
||||
|
||||
lgbm_model = LGBMClassifier(**original_params)
|
||||
lgbm_model.fit(X_train, y_train)
|
||||
```
|
||||
|
||||
We can also find the best configuration per estimator.
|
||||
|
||||
```python
|
||||
@@ -626,6 +823,40 @@ print(automl.best_config_per_estimator)
|
||||
|
||||
The `None` value corresponds to the estimators which have not been tried.
|
||||
|
||||
**Converting configs for all estimators to original model parameters:**
|
||||
|
||||
```python
|
||||
from flaml.automl.model import LGBMEstimator, XGBoostEstimator
|
||||
from lightgbm import LGBMClassifier
|
||||
from xgboost import XGBClassifier
|
||||
|
||||
configs = automl.best_config_per_estimator
|
||||
|
||||
# Convert and use LightGBM config
|
||||
if configs.get("lgbm"):
|
||||
lgbm_config = configs["lgbm"].copy()
|
||||
lgbm_config.pop("FLAML_sample_size", None) # Remove FLAML internal param if present
|
||||
flaml_lgbm = LGBMEstimator(task="classification", **lgbm_config)
|
||||
lgbm_model = LGBMClassifier(**flaml_lgbm.params)
|
||||
lgbm_model.fit(X_train, y_train)
|
||||
|
||||
# Convert and use XGBoost config
|
||||
if configs.get("xgboost"):
|
||||
xgb_config = configs["xgboost"].copy()
|
||||
xgb_config.pop("FLAML_sample_size", None) # Remove FLAML internal param if present
|
||||
flaml_xgb = XGBoostEstimator(task="classification", **xgb_config)
|
||||
xgb_model = XGBClassifier(**flaml_xgb.params)
|
||||
xgb_model.fit(X_train, y_train)
|
||||
```
|
||||
|
||||
**Note**: When subsampling is used during the search (e.g., with large datasets), the configurations may also include `FLAML_sample_size` to indicate the sample size used. For example:
|
||||
|
||||
```python
|
||||
# {'lgbm': {'n_estimators': 729, 'num_leaves': 21, ..., 'FLAML_sample_size': 45000}, ...}
|
||||
```
|
||||
|
||||
This information is preserved in `best_config_per_estimator` and is important for warm-starting subsequent runs with the correct sample sizes.
|
||||
|
||||
Other useful information:
|
||||
|
||||
```python
|
||||
@@ -693,7 +924,7 @@ If you want to get a sense of how much time is needed to find the best model, yo
|
||||
|
||||
> INFO - Estimated sufficient time budget=145194s. Estimated necessary time budget=2118s.
|
||||
|
||||
> INFO - at 2.6s, estimator lgbm's best error=0.4459, best estimator lgbm's best error=0.4459
|
||||
> INFO - at 2.6s, estimator lgbm's best error=0.4459, best estimator lgbm's best error=0.4459
|
||||
|
||||
You will see that the time to finish the first and cheapest trial is 2.6 seconds. The estimated necessary time budget is 2118 seconds, and the estimated sufficient time budget is 145194 seconds. Note that this is only an estimated range to help you decide your budget.
|
||||
|
||||
|
||||
@@ -23,13 +23,13 @@ Related arguments:
|
||||
|
||||
- `evaluation_function`: A user-defined evaluation function.
|
||||
- `metric`: A string of the metric name to optimize for.
|
||||
- `mode`: A string in \['min', 'max'\] to specify the objective as minimization or maximization.
|
||||
- `mode`: A string in ['min', 'max'] to specify the objective as minimization or maximization.
|
||||
|
||||
The first step is to specify your tuning objective.
|
||||
To do it, you should first specify your evaluation procedure (e.g., perform a machine learning model training and validation) with respect to the hyperparameters in a user-defined function `evaluation_function`.
|
||||
The function requires a hyperparameter configuration as input, and can simply return a metric value in a scalar or return a dictionary of metric name and metric value pairs.
|
||||
|
||||
In the following code, we define an evaluation function with respect to two hyperparameters named `x` and `y` according to $obj := (x-85000)^2 - x/y$. Note that we use this toy example here for more accessible demonstration purposes. In real use cases, the evaluation function usually cannot be written in this closed form, but instead involves a black-box and expensive evaluation procedure. Please check out [Tune HuggingFace](/docs/Examples/Tune-HuggingFace), [Tune PyTorch](/docs/Examples/Tune-PyTorch) and [Tune LightGBM](/docs/Getting-Started#tune-user-defined-function) for real examples of tuning tasks.
|
||||
In the following code, we define an evaluation function with respect to two hyperparameters named `x` and `y` according to $obj := (x-85000)^2 - x/y$. Note that we use this toy example here for more accessible demonstration purposes. In real use cases, the evaluation function usually cannot be written in this closed form, but instead involves a black-box and expensive evaluation procedure. Please check out [Tune HuggingFace](/docs/Examples/Tune-HuggingFace), [Tune PyTorch](/docs/Examples/Tune-PyTorch) and [Tune LightGBM](/docs/Getting-Started#tune-user-defined-function) for real examples of tuning tasks.
|
||||
|
||||
```python
|
||||
import time
|
||||
@@ -72,7 +72,7 @@ Related arguments:
|
||||
|
||||
The second step is to specify a search space of the hyperparameters through the argument `config`. In the search space, you need to specify valid values for your hyperparameters and can specify how these values are sampled (e.g., from a uniform distribution or a log-uniform distribution).
|
||||
|
||||
In the following code example, we include a search space for the two hyperparameters `x` and `y` as introduced above. The valid values for both are integers in the range of \[1, 100000\]. The values for `x` are sampled uniformly in the specified range (using `tune.randint(lower=1, upper=100000)`), and the values for `y` are sampled uniformly in logarithmic space of the specified range (using `tune.lograndit(lower=1, upper=100000)`).
|
||||
In the following code example, we include a search space for the two hyperparameters `x` and `y` as introduced above. The valid values for both are integers in the range of [1, 100000]. The values for `x` are sampled uniformly in the specified range (using `tune.randint(lower=1, upper=100000)`), and the values for `y` are sampled uniformly in logarithmic space of the specified range (using `tune.lograndit(lower=1, upper=100000)`).
|
||||
|
||||
```python
|
||||
from flaml import tune
|
||||
@@ -181,15 +181,171 @@ config = {
|
||||
|
||||
<!-- Please refer to [ray.tune](https://docs.ray.io/en/latest/tune/api_docs/search_space.html#overview) for a more comprehensive introduction about possible choices of the domain. -->
|
||||
|
||||
#### Hierarchical search space
|
||||
|
||||
A hierarchical (or conditional) search space allows you to define hyperparameters that depend on the value of other hyperparameters. This is useful when different choices for a categorical hyperparameter require different sets of hyperparameters.
|
||||
|
||||
For example, if you're tuning a machine learning pipeline where different models require different hyperparameters, or when the choice of an optimizer determines which optimizer-specific hyperparameters are relevant.
|
||||
|
||||
**Syntax**: To create a hierarchical search space, use `tune.choice()` with a list where some elements are dictionaries containing nested hyperparameter definitions.
|
||||
|
||||
**Example 1: Model selection with model-specific hyperparameters**
|
||||
|
||||
In this example, we have two model types (linear and tree-based), each with their own specific hyperparameters:
|
||||
|
||||
```python
|
||||
from flaml import tune
|
||||
|
||||
search_space = {
|
||||
"model": tune.choice(
|
||||
[
|
||||
{
|
||||
"model_type": "linear",
|
||||
"learning_rate": tune.loguniform(1e-4, 1e-1),
|
||||
"regularization": tune.uniform(0, 1),
|
||||
},
|
||||
{
|
||||
"model_type": "tree",
|
||||
"n_estimators": tune.randint(10, 100),
|
||||
"max_depth": tune.randint(3, 10),
|
||||
},
|
||||
]
|
||||
),
|
||||
# Common hyperparameters for all models
|
||||
"batch_size": tune.choice([32, 64, 128]),
|
||||
}
|
||||
|
||||
|
||||
def evaluate_config(config):
|
||||
model_config = config["model"]
|
||||
if model_config["model_type"] == "linear":
|
||||
# Use learning_rate and regularization
|
||||
# train_linear_model() is a placeholder for your actual training code
|
||||
score = train_linear_model(
|
||||
lr=model_config["learning_rate"],
|
||||
reg=model_config["regularization"],
|
||||
batch_size=config["batch_size"],
|
||||
)
|
||||
else: # tree
|
||||
# Use n_estimators and max_depth
|
||||
# train_tree_model() is a placeholder for your actual training code
|
||||
score = train_tree_model(
|
||||
n_est=model_config["n_estimators"],
|
||||
depth=model_config["max_depth"],
|
||||
batch_size=config["batch_size"],
|
||||
)
|
||||
return {"score": score}
|
||||
|
||||
|
||||
# Run tuning
|
||||
analysis = tune.run(
|
||||
evaluate_config,
|
||||
config=search_space,
|
||||
metric="score",
|
||||
mode="min",
|
||||
num_samples=20,
|
||||
)
|
||||
```
|
||||
|
||||
**Example 2: Mixed choices with constants and nested spaces**
|
||||
|
||||
You can also mix constant values with nested hyperparameter spaces in `tune.choice()`:
|
||||
|
||||
```python
|
||||
search_space = {
|
||||
"optimizer": tune.choice(
|
||||
[
|
||||
"sgd", # constant value
|
||||
{
|
||||
"optimizer_type": "adam",
|
||||
"beta1": tune.uniform(0.8, 0.99),
|
||||
"beta2": tune.uniform(0.9, 0.999),
|
||||
},
|
||||
{
|
||||
"optimizer_type": "rmsprop",
|
||||
"decay": tune.loguniform(1e-3, 1e-1),
|
||||
"momentum": tune.uniform(0, 0.99),
|
||||
},
|
||||
]
|
||||
),
|
||||
"learning_rate": tune.loguniform(1e-5, 1e-1),
|
||||
}
|
||||
|
||||
|
||||
def evaluate_config(config):
|
||||
optimizer_config = config["optimizer"]
|
||||
if optimizer_config == "sgd":
|
||||
optimizer = create_sgd_optimizer(lr=config["learning_rate"])
|
||||
elif optimizer_config["optimizer_type"] == "adam":
|
||||
optimizer = create_adam_optimizer(
|
||||
lr=config["learning_rate"],
|
||||
beta1=optimizer_config["beta1"],
|
||||
beta2=optimizer_config["beta2"],
|
||||
)
|
||||
else: # rmsprop
|
||||
optimizer = create_rmsprop_optimizer(
|
||||
lr=config["learning_rate"],
|
||||
decay=optimizer_config["decay"],
|
||||
momentum=optimizer_config["momentum"],
|
||||
)
|
||||
# train_model() is a placeholder for your actual training code
|
||||
return train_model(optimizer)
|
||||
```
|
||||
|
||||
**Example 3: Nested hierarchical spaces**
|
||||
|
||||
You can also nest dictionaries within the search space for organizing related hyperparameters:
|
||||
|
||||
```python
|
||||
search_space = {
|
||||
"preprocessing": {
|
||||
"normalize": tune.choice([True, False]),
|
||||
"feature_selection": tune.choice(["none", "pca", "lda"]),
|
||||
},
|
||||
"model": tune.choice(
|
||||
[
|
||||
{
|
||||
"type": "neural_net",
|
||||
"layers": tune.randint(1, 5),
|
||||
"units_per_layer": tune.randint(32, 256),
|
||||
},
|
||||
{
|
||||
"type": "ensemble",
|
||||
"n_models": tune.randint(3, 10),
|
||||
},
|
||||
]
|
||||
),
|
||||
}
|
||||
|
||||
|
||||
def evaluate_config(config):
|
||||
# Access nested hyperparameters
|
||||
normalize = config["preprocessing"]["normalize"]
|
||||
feature_selection = config["preprocessing"]["feature_selection"]
|
||||
model_config = config["model"]
|
||||
|
||||
# Use the hyperparameters accordingly
|
||||
# train_with_config() is a placeholder for your actual training code
|
||||
score = train_with_config(normalize, feature_selection, model_config)
|
||||
return {"score": score}
|
||||
```
|
||||
|
||||
**Notes:**
|
||||
|
||||
- When a configuration is sampled, only the selected branch of the hierarchical space will be active.
|
||||
- The evaluation function should check which choice was selected and use the corresponding nested hyperparameters.
|
||||
- Hierarchical search spaces work with all FLAML search algorithms (CFO, BlendSearch).
|
||||
- You can specify `low_cost_partial_config` for hierarchical spaces as well by providing the path to the nested parameters.
|
||||
|
||||
#### Cost-related hyperparameters
|
||||
|
||||
Cost-related hyperparameters are a subset of the hyperparameters which directly affect the computation cost incurred in the evaluation of any hyperparameter configuration. For example, the number of estimators (`n_estimators`) and the maximum number of leaves (`max_leaves`) are known to affect the training cost of tree-based learners. So they are cost-related hyperparameters for tree-based learners.
|
||||
|
||||
When cost-related hyperparameters exist, the evaluation cost in the search space is heterogeneous.
|
||||
In this case, designing a search space with proper ranges of the hyperparameter values is highly non-trivial. Classical tuning algorithms such as Bayesian optimization and random search are typically sensitive to such ranges. It may take them a very high cost to find a good choice if the ranges are too large. And if the ranges are too small, the optimal choice(s) may not be included and thus not possible to be found. With our method, you can use a search space with larger ranges in the case of heterogeneous cost.
|
||||
In this case, designing a search space with proper ranges of the hyperparameter values is highly non-trivial. Classical tuning algorithms such as Bayesian optimization and random search are typically sensitive to such ranges. It may take them a very high cost to find a good choice if the ranges are too large. And if the ranges are too small, the optimal choice(s) may not be included and thus not possible to be found. With our method, you can use a search space with larger ranges in the case of heterogeneous cost.
|
||||
|
||||
Our search algorithms are designed to finish the tuning process at a low total cost when the evaluation cost in the search space is heterogeneous.
|
||||
So in such scenarios, if you are aware of low-cost configurations for the cost-related hyperparameters, you are encouraged to set them as the `low_cost_partial_config`, which is a dictionary of a subset of the hyperparameter coordinates whose value corresponds to a configuration with known low cost. Using the example of the tree-based methods again, since we know that small `n_estimators` and `max_leaves` generally correspond to simpler models and thus lower cost, we set `{'n_estimators': 4, 'max_leaves': 4}` as the `low_cost_partial_config` by default (note that 4 is the lower bound of search space for these two hyperparameters), e.g., in LGBM. Please find more details on how the algorithm works [here](#cfo-frugal-optimization-for-cost-related-hyperparameters).
|
||||
So in such scenarios, if you are aware of low-cost configurations for the cost-related hyperparameters, you are encouraged to set them as the `low_cost_partial_config`, which is a dictionary of a subset of the hyperparameter coordinates whose value corresponds to a configuration with known low cost. Using the example of the tree-based methods again, since we know that small `n_estimators` and `max_leaves` generally correspond to simpler models and thus lower cost, we set `{'n_estimators': 4, 'max_leaves': 4}` as the `low_cost_partial_config` by default (note that 4 is the lower bound of search space for these two hyperparameters), e.g., in LGBM. Please find more details on how the algorithm works [here](#cfo-frugal-optimization-for-cost-related-hyperparameters).
|
||||
|
||||
In addition, if you are aware of the cost relationship between different categorical hyperparameter choices, you are encouraged to provide this information through `cat_hp_cost`. It also helps the search algorithm to reduce the total cost.
|
||||
|
||||
@@ -202,7 +358,7 @@ Related arguments:
|
||||
- `config_constraints` (optional): A list of config constraints to be satisfied.
|
||||
- `metric_constraints` (optional): A list of metric constraints to be satisfied. e.g., `['precision', '>=', 0.9]`.
|
||||
|
||||
The third step is to specify constraints of the tuning task. One notable property of `flaml.tune` is that it is able to finish the tuning process (obtaining good results) within a required resource constraint. A user can either provide the resource constraint in terms of wall-clock time (in seconds) through the argument `time_budget_s`, or in terms of the number of trials through the argument `num_samples`. The following example shows three use cases:
|
||||
The third step is to specify constraints of the tuning task. One notable property of `flaml.tune` is that it is able to finish the tuning process (obtaining good results) within a required resource constraint. A user can either provide the resource constraint in terms of wall-clock time (in seconds) through the argument `time_budget_s`, or in terms of the number of trials through the argument `num_samples`. The following example shows three use cases:
|
||||
|
||||
```python
|
||||
# Set a resource constraint of 60 seconds wall-clock time for the tuning.
|
||||
@@ -295,8 +451,8 @@ Related arguments:
|
||||
|
||||
Details about parallel tuning with Spark could be found [here](/docs/Examples/Integrate%20-%20Spark#parallel-spark-jobs).
|
||||
|
||||
You can perform parallel tuning by specifying `use_ray=True` (requiring flaml\[ray\] option installed) or `use_spark=True`
|
||||
(requiring flaml\[spark\] option installed). You can also limit the amount of resources allocated per trial by specifying `resources_per_trial`,
|
||||
You can perform parallel tuning by specifying `use_ray=True` (requiring flaml[ray] option installed) or `use_spark=True`
|
||||
(requiring flaml[spark] option installed). You can also limit the amount of resources allocated per trial by specifying `resources_per_trial`,
|
||||
e.g., `resources_per_trial={'cpu': 2}` when `use_ray=True`.
|
||||
|
||||
```python
|
||||
@@ -409,11 +565,11 @@ analysis = tune.run(
|
||||
|
||||
You can find more details about this scheduler in [this paper](https://arxiv.org/pdf/1911.04706.pdf).
|
||||
|
||||
#### 2. A scheduler of the [`TrialScheduler`](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#tune-schedulers) class from `ray.tune`.
|
||||
#### 2. A scheduler of the [`TrialScheduler`](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#tune-schedulers) class from `ray.tune`.
|
||||
|
||||
There is a handful of schedulers of this type implemented in `ray.tune`, for example, [ASHA](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#asha-tune-schedulers-ashascheduler), [HyperBand](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#tune-original-hyperband), [BOHB](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#tune-scheduler-bohb), etc.
|
||||
|
||||
To use this type of scheduler you can either (1) set `scheduler='asha'`, which will automatically create an [ASHAScheduler](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#asha-tune-schedulers-ashascheduler) instance using the provided inputs (`resource_attr`, `min_resource`, `max_resource`, and `reduction_factor`); or (2) create an instance by yourself and provided it via `scheduler`, as shown in the following code example,
|
||||
To use this type of scheduler you can either (1) set `scheduler='asha'`, which will automatically create an [ASHAScheduler](https://docs.ray.io/en/latest/tune/api_docs/schedulers.html#asha-tune-schedulers-ashascheduler) instance using the provided inputs (`resource_attr`, `min_resource`, `max_resource`, and `reduction_factor`); or (2) create an instance by yourself and provided it via `scheduler`, as shown in the following code example,
|
||||
|
||||
```python
|
||||
# require: pip install flaml[ray]
|
||||
@@ -589,7 +745,7 @@ NOTE:
|
||||
|
||||
## Hyperparameter Optimization Algorithm
|
||||
|
||||
To tune the hyperparameters toward your objective, you will want to use a hyperparameter optimization algorithm which can help suggest hyperparameters with better performance (regarding your objective). `flaml` offers two HPO methods: CFO and BlendSearch. `flaml.tune` uses BlendSearch by default when the option \[blendsearch\] is installed.
|
||||
To tune the hyperparameters toward your objective, you will want to use a hyperparameter optimization algorithm which can help suggest hyperparameters with better performance (regarding your objective). `flaml` offers two HPO methods: CFO and BlendSearch. `flaml.tune` uses BlendSearch by default when the option [blendsearch] is installed.
|
||||
|
||||
<!--  | 
|
||||
:---:|:---: -->
|
||||
|
||||
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Reference in New Issue
Block a user