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FLAML/flaml/automl/model.py
Li Jiang 1285700d7a Update readme, bump version to 2.4.0, fix CI errors (#1466)
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2837 lines
105 KiB
Python

# !
# * Copyright (c) FLAML authors. All rights reserved.
# * Licensed under the MIT License. See LICENSE file in the
# * project root for license information.
import inspect
import logging
import math
import os
import shutil
import signal
import sys
import threading
import time
import warnings
from contextlib import contextmanager
from functools import partial
from typing import Callable, List, Union
import numpy as np
import sklearn
from sklearn.dummy import DummyClassifier, DummyRegressor
from sklearn.ensemble import ExtraTreesClassifier, ExtraTreesRegressor, RandomForestClassifier, RandomForestRegressor
from sklearn.exceptions import ConvergenceWarning
from sklearn.linear_model import ElasticNet, LassoLars, LogisticRegression, SGDClassifier, SGDRegressor
from sklearn.preprocessing import Normalizer
from sklearn.svm import LinearSVC
from xgboost import __version__ as xgboost_version
from flaml import tune
from flaml.automl.data import group_counts
from flaml.automl.spark import ERROR as SPARK_ERROR
from flaml.automl.spark import DataFrame, Series, psDataFrame, psSeries, sparkDataFrame
from flaml.automl.spark.utils import len_labels, to_pandas_on_spark
from flaml.automl.task.factory import task_factory
from flaml.automl.task.task import NLG_TASKS, SEQCLASSIFICATION, SEQREGRESSION, SUMMARIZATION, TOKENCLASSIFICATION, Task
SKLEARN_VERSION = sklearn.__version__
warnings.filterwarnings("ignore", category=ConvergenceWarning)
try:
from scipy.sparse import issparse
except ImportError:
def issparse(x):
return False
if DataFrame is not None:
from pandas import to_datetime
try:
import psutil
except ImportError:
psutil = None
try:
import resource
except ImportError:
resource = None
try:
from lightgbm import LGBMClassifier, LGBMRanker, LGBMRegressor
except ImportError:
LGBMClassifier = LGBMRegressor = LGBMRanker = None
xgb_callback = False
try:
from xgboost.callback import TrainingCallback
xgb_callback = True
except ImportError: # for xgboost<1.3
TrainingCallback = object
logger = logging.getLogger("flaml.automl")
# FREE_MEM_RATIO = 0.2
def TimeoutHandler(sig, frame):
raise TimeoutError(sig, frame)
@contextmanager
def limit_resource(memory_limit, time_limit):
if memory_limit > 0:
soft, hard = resource.getrlimit(resource.RLIMIT_AS)
if soft < 0 and (hard < 0 or memory_limit <= hard) or memory_limit < soft:
try:
resource.setrlimit(resource.RLIMIT_AS, (int(memory_limit), hard))
except ValueError:
# According to https://bugs.python.org/issue40518, it's a mac-specific error.
pass
alarm_set = False
if time_limit is not None and threading.current_thread() is threading.main_thread():
try:
signal.signal(signal.SIGALRM, TimeoutHandler)
signal.alarm(int(time_limit) or 1)
alarm_set = True
except ValueError:
pass
try:
yield
finally:
if alarm_set:
signal.alarm(0)
if memory_limit > 0:
try:
resource.setrlimit(resource.RLIMIT_AS, (soft, hard))
except ValueError:
pass
class BaseEstimator(sklearn.base.ClassifierMixin, sklearn.base.BaseEstimator):
"""The abstract class for all learners.
Typical examples:
* XGBoostEstimator: for regression.
* XGBoostSklearnEstimator: for classification.
* LGBMEstimator, RandomForestEstimator, LRL1Classifier, LRL2Classifier:
for both regression and classification.
"""
def __init__(self, task="binary", **config):
"""Constructor.
Args:
task: A string of the task type, one of
'binary', 'multiclass', 'regression', 'rank', 'seq-classification',
'seq-regression', 'token-classification', 'multichoice-classification',
'summarization', 'ts_forecast', 'ts_forecast_classification'.
config: A dictionary containing the hyperparameter names, 'n_jobs' as keys.
n_jobs is the number of parallel threads.
"""
self._task = task if isinstance(task, Task) else task_factory(task, None, None)
self.params = self.config2params(config)
self.estimator_class = self._model = None
if "_estimator_type" in self.params:
self._estimator_type = self.params.pop("_estimator_type")
else:
self._estimator_type = "classifier" if self._task.is_classification() else "regressor"
def get_params(self, deep=False):
params = self.params.copy()
params["task"] = self._task
if hasattr(self, "_estimator_type"):
params["_estimator_type"] = self._estimator_type
return params
@property
def classes_(self):
return self._model.classes_
@property
def n_features_in_(self):
return self._model.n_features_in_
@property
def model(self):
"""Trained model after fit() is called, or None before fit() is called."""
return self._model
@property
def estimator(self):
"""
Get the best trained estimator model.
Returns:
object or None: The trained model obtained after calling the `fit()` method,
representing the best estimator found during the training process. If `fit()` has
not been called yet, it returns `None`.
Examples:
>>> from flaml import AutoML
>>> automl = AutoML()
>>> automl.fit(X_train, y_train)
>>> best_estimator = automl.model.estimator
>>> print(best_estimator)
RandomForestClassifier()
Note:
To access the best estimator, use `automl.model.estimator`.
"""
return self._model
@property
def feature_names_in_(self):
"""
if self._model has attribute feature_names_in_, return it.
otherwise, if self._model has attribute feature_name_, return it.
otherwise, if self._model has attribute feature_names, return it.
otherwise, if self._model has method get_booster, return the feature names.
otherwise, return None.
"""
if hasattr(self._model, "feature_names_in_"): # for sklearn, xgboost>=1.6
return self._model.feature_names_in_
if hasattr(self._model, "feature_name_"): # for lightgbm
return self._model.feature_name_
if hasattr(self._model, "feature_names"): # for XGBoostEstimator
return self._model.feature_names
if hasattr(self._model, "get_booster"):
# get feature names for xgboost<1.6
# https://xgboost.readthedocs.io/en/latest/python/python_api.html#xgboost.Booster.feature_names
booster = self._model.get_booster()
return booster.feature_names
return None
@property
def feature_importances_(self):
"""
if self._model has attribute feature_importances_, return it.
otherwise, if self._model has attribute coef_, return it.
otherwise, return None.
"""
if hasattr(self._model, "feature_importances_"):
# for sklearn, lightgbm, catboost, xgboost
return self._model.feature_importances_
elif hasattr(self._model, "coef_"): # for linear models
return self._model.coef_
else:
return None
def _preprocess(self, X):
return X
def _fit(self, X_train, y_train, **kwargs):
current_time = time.time()
if "groups" in kwargs:
kwargs = kwargs.copy()
groups = kwargs.pop("groups")
if self._task == "rank":
kwargs["group"] = group_counts(groups)
# groups_val = kwargs.get('groups_val')
# if groups_val is not None:
# kwargs['eval_group'] = [group_counts(groups_val)]
# kwargs['eval_set'] = [
# (kwargs['X_val'], kwargs['y_val'])]
# kwargs['verbose'] = False
# del kwargs['groups_val'], kwargs['X_val'], kwargs['y_val']
X_train = self._preprocess(X_train)
model = self.estimator_class(**self.params)
if logger.level == logging.DEBUG:
# xgboost 1.6 doesn't display all the params in the model str
logger.debug(f"flaml.automl.model - {model} fit started with params {self.params}")
model.fit(X_train, y_train, **kwargs)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit finished")
train_time = time.time() - current_time
self._model = model
return train_time
def fit(self, X_train, y_train, budget=None, free_mem_ratio=0, **kwargs):
"""Train the model from given training data.
Args:
X_train: A numpy array or a dataframe of training data in shape n*m.
y_train: A numpy array or a series of labels in shape n*1.
budget: A float of the time budget in seconds.
free_mem_ratio: A float between 0 and 1 for the free memory ratio to keep during training.
Returns:
train_time: A float of the training time in seconds.
"""
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
if (
getattr(self, "limit_resource", None)
and resource is not None
and (budget is not None or psutil is not None)
):
start_time = time.time()
mem = psutil.virtual_memory() if psutil is not None else None
try:
with limit_resource(
(
mem.available * (1 - free_mem_ratio) + psutil.Process(os.getpid()).memory_info().rss
if mem is not None
else -1
),
budget,
):
train_time = self._fit(X_train, y_train, **kwargs)
except (MemoryError, TimeoutError) as e:
logger.warning(f"{e.__class__} {e}")
if self._task.is_classification():
model = DummyClassifier()
else:
model = DummyRegressor()
X_train = self._preprocess(X_train)
model.fit(X_train, y_train)
self._model = model
train_time = time.time() - start_time
else:
train_time = self._fit(X_train, y_train, **kwargs)
return train_time
def predict(self, X, **kwargs):
"""Predict label from features.
Args:
X: A numpy array or a dataframe of featurized instances, shape n*m.
Returns:
A numpy array of shape n*1.
Each element is the label for a instance.
"""
if self._model is not None:
X = self._preprocess(X)
return self._model.predict(X, **kwargs)
else:
logger.warning("Estimator is not fit yet. Please run fit() before predict().")
return np.ones(X.shape[0])
def predict_proba(self, X, **kwargs):
"""Predict the probability of each class from features.
Only works for classification problems
Args:
X: A numpy array of featurized instances, shape n*m.
Returns:
A numpy array of shape n*c. c is the # classes.
Each element at (i,j) is the probability for instance i to be in
class j.
"""
assert self._task.is_classification(), "predict_proba() only for classification."
X = self._preprocess(X)
return self._model.predict_proba(X, **kwargs)
def score(self, X_val: DataFrame, y_val: Series, **kwargs):
"""Report the evaluation score of a trained estimator.
Args:
X_val: A pandas dataframe of the validation input data.
y_val: A pandas series of the validation label.
kwargs: keyword argument of the evaluation function, for example:
- metric: A string of the metric name or a function
e.g., 'accuracy', 'roc_auc', 'roc_auc_ovr', 'roc_auc_ovo',
'f1', 'micro_f1', 'macro_f1', 'log_loss', 'mae', 'mse', 'r2',
'mape'. Default is 'auto'.
If metric is given, the score will report the user specified metric.
If metric is not given, the metric is set to accuracy for classification and r2
for regression.
You can also pass a customized metric function, for examples on how to pass a
customized metric function, please check
[test/nlp/test_autohf_custom_metric.py](https://github.com/microsoft/FLAML/blob/main/test/nlp/test_autohf_custom_metric.py) and
[test/automl/test_multiclass.py](https://github.com/microsoft/FLAML/blob/main/test/automl/test_multiclass.py).
Returns:
The evaluation score on the validation dataset.
"""
from .ml import is_min_metric, metric_loss_score
if self._model is not None:
if self._task == "rank":
raise NotImplementedError("AutoML.score() is not implemented for ranking")
else:
X_val = self._preprocess(X_val)
metric = kwargs.pop("metric", None)
if metric:
y_pred = self.predict(X_val, **kwargs)
if is_min_metric(metric):
return metric_loss_score(metric, y_pred, y_val)
else:
return 1.0 - metric_loss_score(metric, y_pred, y_val)
else:
return self._model.score(X_val, y_val, **kwargs)
else:
logger.warning("Estimator is not fit yet. Please run fit() before predict().")
return 0.0
def cleanup(self):
del self._model
self._model = None
@classmethod
def search_space(cls, data_size, task, **params):
"""[required method] search space.
Args:
data_size: A tuple of two integers, number of rows and columns.
task: A str of the task type, e.g., "binary", "multiclass", "regression".
Returns:
A dictionary of the search space.
Each key is the name of a hyperparameter, and value is a dict with
its domain (required) and low_cost_init_value, init_value,
cat_hp_cost (if applicable).
e.g., ```{'domain': tune.randint(lower=1, upper=10), 'init_value': 1}```.
"""
return {}
@classmethod
def size(cls, config: dict) -> float:
"""[optional method] memory size of the estimator in bytes.
Args:
config: A dict of the hyperparameter config.
Returns:
A float of the memory size required by the estimator to train the
given config.
"""
return 1.0
@classmethod
def cost_relative2lgbm(cls) -> float:
"""[optional method] relative cost compared to lightgbm."""
return 1.0
@classmethod
def init(cls):
"""[optional method] initialize the class."""
pass
def config2params(self, config: dict) -> dict:
"""[optional method] config dict to params dict
Args:
config: A dict of the hyperparameter config.
Returns:
A dict that will be passed to self.estimator_class's constructor.
"""
params = config.copy()
if "FLAML_sample_size" in params:
params.pop("FLAML_sample_size")
return params
class SparkEstimator(BaseEstimator):
"""The base class for fine-tuning spark models, using pyspark.ml and SynapseML API."""
def __init__(self, task="binary", **config):
if SPARK_ERROR:
raise SPARK_ERROR
super().__init__(task, **config)
self.df_train = None
def _preprocess(
self,
X_train: Union[psDataFrame, sparkDataFrame],
y_train: psSeries = None,
index_col: str = "tmp_index_col",
return_label: bool = False,
):
# TODO: optimize this, support pyspark.sql.DataFrame
if y_train is not None:
self.df_train = X_train.join(y_train)
else:
self.df_train = X_train
if isinstance(self.df_train, psDataFrame):
self.df_train = self.df_train.to_spark(index_col=index_col)
if return_label:
return self.df_train, y_train.name
else:
return self.df_train
def fit(
self,
X_train: psDataFrame,
y_train: psSeries = None,
budget=None,
free_mem_ratio=0,
index_col: str = "tmp_index_col",
**kwargs,
):
"""Train the model from given training data.
Args:
X_train: A pyspark.pandas DataFrame of training data in shape n*m.
y_train: A pyspark.pandas Series in shape n*1. None if X_train is a pyspark.pandas
Dataframe contains y_train.
budget: A float of the time budget in seconds.
free_mem_ratio: A float between 0 and 1 for the free memory ratio to keep during training.
Returns:
train_time: A float of the training time in seconds.
"""
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
df_train, label_col = self._preprocess(X_train, y_train, index_col=index_col, return_label=True)
kwargs["labelCol"] = label_col
train_time = self._fit(df_train, **kwargs)
return train_time
def _fit(self, df_train: sparkDataFrame, **kwargs):
current_time = time.time()
pipeline_model = self.estimator_class(**self.params, **kwargs)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {pipeline_model} fit started with params {self.params}")
self._model = pipeline_model.fit(df_train)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {pipeline_model} fit finished")
train_time = time.time() - current_time
return train_time
def predict(self, X, index_col="tmp_index_col", return_all=False, **kwargs):
"""Predict label from features.
Args:
X: A pyspark or pyspark.pandas dataframe of featurized instances, shape n*m.
index_col: A str of the index column name. Default to "tmp_index_col".
return_all: A bool of whether to return all the prediction results. Default to False.
Returns:
A pyspark.pandas series of shape n*1 if return_all is False. Otherwise, a pyspark.pandas dataframe.
"""
if self._model is not None:
X = self._preprocess(X, index_col=index_col)
predictions = to_pandas_on_spark(self._model.transform(X), index_col=index_col)
predictions.index.name = None
pred_y = predictions["prediction"]
if return_all:
return predictions
else:
return pred_y
else:
logger.warning("Estimator is not fit yet. Please run fit() before predict().")
return np.ones(X.shape[0])
def predict_proba(self, X, index_col="tmp_index_col", return_all=False, **kwargs):
"""Predict the probability of each class from features.
Only works for classification problems
Args:
X: A pyspark or pyspark.pandas dataframe of featurized instances, shape n*m.
index_col: A str of the index column name. Default to "tmp_index_col".
return_all: A bool of whether to return all the prediction results. Default to False.
Returns:
A pyspark.pandas dataframe of shape n*c. c is the # classes.
Each element at (i,j) is the probability for instance i to be in
class j.
"""
assert self._task.is_classification(), "predict_proba() only for classification."
if self._model is not None:
X = self._preprocess(X, index_col=index_col)
predictions = to_pandas_on_spark(self._model.transform(X), index_col=index_col)
predictions.index.name = None
pred_y = predictions["probability"]
if return_all:
return predictions
else:
return pred_y
else:
logger.warning("Estimator is not fit yet. Please run fit() before predict().")
return np.ones(X.shape[0])
@property
def estimator_params(self):
if hasattr(self, "estimator_class") and self.estimator_class is not None:
return list(inspect.signature(self.estimator_class).parameters.keys())
else:
return []
class SparkLGBMEstimator(SparkEstimator):
"""The class for fine-tuning spark version lightgbm models, using SynapseML API."""
ITER_HP = "numIterations"
DEFAULT_ITER = 100
@classmethod
def search_space(cls, data_size, **params):
upper = max(5, min(32768, int(data_size[0]))) # upper must be larger than lower
# https://github.com/microsoft/SynapseML/blob/master/lightgbm/src/main/scala/com/microsoft/azure/synapse/ml/lightgbm/LightGBMBase.scala
return {
"numIterations": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"numLeaves": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"minDataInLeaf": {
"domain": tune.lograndint(lower=2, upper=2**7 + 1),
"init_value": 20,
},
"learningRate": {
"domain": tune.loguniform(lower=1 / 1024, upper=1.0),
"init_value": 0.1,
},
"log_max_bin": { # log transformed with base 2
"domain": tune.lograndint(lower=3, upper=11),
"init_value": 8,
},
"featureFraction": {
"domain": tune.uniform(lower=0.01, upper=1.0),
"init_value": 1.0,
},
"lambdaL1": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1 / 1024,
},
"lambdaL2": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1.0,
},
}
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
if "n_jobs" in params:
params.pop("n_jobs")
if "log_max_bin" in params:
params["maxBin"] = (1 << params.pop("log_max_bin")) - 1
return params
@classmethod
def size(cls, config):
num_leaves = int(round(config.get("numLeaves") or 1 << config.get("maxDepth", 16)))
n_estimators = int(round(config["numIterations"]))
return (num_leaves * 3 + (num_leaves - 1) * 4 + 1.0) * n_estimators * 8
def __init__(self, task="binary", **config):
super().__init__(task, **config)
err_msg = (
"SynapseML is not installed. Please refer to [SynapseML]"
+ "(https://github.com/microsoft/SynapseML) for installation instructions."
)
if "regression" == task:
try:
from synapse.ml.lightgbm import LightGBMRegressor
except ImportError:
raise ImportError(err_msg)
self.estimator_class = LightGBMRegressor
elif "rank" == task:
try:
from synapse.ml.lightgbm import LightGBMRanker
except ImportError:
raise ImportError(err_msg)
self.estimator_class = LightGBMRanker
else:
try:
from synapse.ml.lightgbm import LightGBMClassifier
except ImportError:
raise ImportError(err_msg)
self.estimator_class = LightGBMClassifier
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.model_classes_ = None
self.model_n_classes_ = None
def fit(
self,
X_train,
y_train=None,
budget=None,
free_mem_ratio=0,
index_col="tmp_index_col",
**kwargs,
):
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
start_time = time.time()
if self.model_n_classes_ is None and self._task not in ["regression", "rank"]:
self.model_n_classes_, self.model_classes_ = len_labels(y_train, return_labels=True)
df_train, label_col = self._preprocess(X_train, y_train, index_col=index_col, return_label=True)
# n_iter = self.params.get(self.ITER_HP, self.DEFAULT_ITER)
# trained = False
# mem0 = psutil.virtual_memory().available if psutil is not None else 1
_kwargs = kwargs.copy()
if self._task not in ["regression", "rank"] and "objective" not in _kwargs:
_kwargs["objective"] = "binary" if self.model_n_classes_ == 2 else "multiclass"
for k in list(_kwargs.keys()):
if k not in self.estimator_params:
logger.warning(f"[SparkLGBMEstimator] [Warning] Ignored unknown parameter: {k}")
_kwargs.pop(k)
# TODO: find a better estimation of early stopping
# if (
# (not self._time_per_iter or abs(self._train_size - df_train.count()) > 4)
# and budget is not None
# or self._mem_per_iter < 0
# and psutil is not None
# ) and n_iter > 1:
# self.params[self.ITER_HP] = 1
# self._t1 = self._fit(df_train, **_kwargs)
# if budget is not None and self._t1 >= budget or n_iter == 1:
# return self._t1
# mem1 = psutil.virtual_memory().available if psutil is not None else 1
# self._mem1 = mem0 - mem1
# self.params[self.ITER_HP] = min(n_iter, 4)
# self._t2 = self._fit(df_train, **_kwargs)
# mem2 = psutil.virtual_memory().available if psutil is not None else 1
# self._mem2 = max(mem0 - mem2, self._mem1)
# self._mem_per_iter = min(self._mem1, self._mem2 / self.params[self.ITER_HP])
# self._time_per_iter = (
# (self._t2 - self._t1) / (self.params[self.ITER_HP] - 1)
# if self._t2 > self._t1
# else self._t1
# if self._t1
# else 0.001
# )
# self._train_size = df_train.count()
# if (
# budget is not None
# and self._t1 + self._t2 >= budget
# or n_iter == self.params[self.ITER_HP]
# ):
# # self.params[self.ITER_HP] = n_iter
# return time.time() - start_time
# trained = True
# if n_iter > 1:
# max_iter = min(
# n_iter,
# int(
# (budget - time.time() + start_time - self._t1) / self._time_per_iter
# + 1
# )
# if budget is not None
# else n_iter,
# )
# if trained and max_iter <= self.params[self.ITER_HP]:
# return time.time() - start_time
# # when not trained, train at least one iter
# self.params[self.ITER_HP] = max(max_iter, 1)
_kwargs["labelCol"] = label_col
self._fit(df_train, **_kwargs)
train_time = time.time() - start_time
return train_time
def _fit(self, df_train: sparkDataFrame, **kwargs):
current_time = time.time()
if "dataTransferMode" not in kwargs:
kwargs["dataTransferMode"] = "bulk"
model = self.estimator_class(**self.params, **kwargs)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit started with params {self.params}")
self._model = model.fit(df_train)
self._model.classes_ = self.model_classes_
self._model.n_classes_ = self.model_n_classes_
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit finished")
train_time = time.time() - current_time
return train_time
class SparkRandomForestEstimator(SparkEstimator):
"""The SparkEstimator class for Random Forest."""
nrows = 101
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
SparkRandomForestEstimator.nrows = int(data_size[0])
upper = min(2048, SparkRandomForestEstimator.nrows)
init = 1 / np.sqrt(data_size[1]) if task.is_classification() else 1
lower = min(0.1, init)
# upper = max(5, min(32768, int(data_size[0]))) # upper must be larger than lower
space = {
"numTrees": {
"domain": tune.lograndint(lower=4, upper=max(5, upper)),
"init_value": 4,
"low_cost_init_value": 4,
},
"featureSubsetStrategy": {
"domain": tune.loguniform(lower=lower, upper=1.0),
"init_value": init,
},
"maxDepth": {
"domain": tune.lograndint(
lower=4,
upper=max(5, min(32768, SparkRandomForestEstimator.nrows >> 1)), #
),
"init_value": 4,
"low_cost_init_value": 4,
},
}
if task.is_classification():
space["impurity"] = {
"domain": tune.choice(["gini", "entropy"]),
# "init_value": "gini",
}
return space
def __init__(self, task="classification", **config):
super().__init__(task, **config)
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
if self._task.is_classification():
from pyspark.ml.classification import RandomForestClassifier
self.estimator_class = RandomForestClassifier
else:
from pyspark.ml.regression import RandomForestRegressor
self.estimator_class = RandomForestRegressor
self._task = task
self._model = None
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.model_classes_ = None
self.model_n_classes_ = None
def fit(
self,
X_train,
y_train=None,
budget=None,
free_mem_ratio=0,
index_col="tmp_index_col",
**kwargs,
):
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
start_time = time.time()
if self.model_n_classes_ is None and self._task not in ["regression", "rank"]:
self.model_n_classes_, self.model_classes_ = len_labels(y_train, return_labels=True)
df_train, label_col = self._preprocess(X_train, y_train, index_col=index_col, return_label=True)
_kwargs = kwargs.copy()
# TODO: update regression model and rank model, update ParamList_LightGBM_
if self._task not in ["regression", "rank"]:
if "objective" not in _kwargs:
_kwargs["objective"] = "binary" if self.model_n_classes_ == 2 else "multiclass"
for k in list(_kwargs.keys()):
if k not in self.estimator_params:
_kwargs.pop(k)
self.params["featureSubsetStrategy"] = str(self.params["featureSubsetStrategy"])
_kwargs["labelCol"] = label_col
self._fit(df_train, **_kwargs)
train_time = time.time() - start_time
return train_time
def _fit(self, df_train: sparkDataFrame, **kwargs):
current_time = time.time()
model = self.estimator_class(**self.params, **kwargs)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit started with params {self.params}")
self._model = model.fit(df_train)
self._model.classes_ = self.model_classes_
self._model.n_classes_ = self.model_n_classes_
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit finished")
train_time = time.time() - current_time
return train_time
def predict(self, X, index_col="tmp_index_col", return_all=False, **kwargs):
"""Predict label from features.
Args:
X: A pyspark or pyspark.pandas dataframe of featurized instances, shape n*m.
index_col: A str of the index column name. Default to "tmp_index_col".
return_all: A bool of whether to return all the prediction results. Default to False.
Returns:
A pyspark.pandas series of shape n*1 if return_all is False. Otherwise, a pyspark.pandas dataframe.
"""
if self._model is not None:
X = self._preprocess(X, index_col=index_col)
pred = self._model.transform(X)
predictions = to_pandas_on_spark(pred, index_col=index_col)
predictions.index.name = None
pred_y = predictions["prediction"]
if return_all:
return predictions
else:
return pred_y
else:
logger.warning("Estimator is not fit yet. Please run fit() before predict().")
return np.ones(X.shape[0])
class TransformersEstimator(BaseEstimator):
"""The class for fine-tuning language models, using huggingface transformers API."""
ITER_HP = "global_max_steps"
def __init__(self, task="seq-classification", **config):
super().__init__(task, **config)
import uuid
self.trial_id = str(uuid.uuid1().hex)[:8]
if task not in NLG_TASKS: # TODO: not in NLG_TASKS
from .nlp.huggingface.training_args import TrainingArgumentsForAuto as TrainingArguments
else:
from .nlp.huggingface.training_args import Seq2SeqTrainingArgumentsForAuto as TrainingArguments
self._TrainingArguments = TrainingArguments
@classmethod
def search_space(cls, data_size, task, **params):
search_space_dict = {
"learning_rate": {
"domain": tune.loguniform(1e-6, 1e-4),
"init_value": 1e-5,
},
"num_train_epochs": {
"domain": tune.choice([1, 2, 3, 4, 5]),
"init_value": 3, # to be consistent with roberta
"low_cost_init_value": 1,
},
"per_device_train_batch_size": {
"domain": tune.choice([4, 8, 16, 32, 64]),
"init_value": 32,
"low_cost_init_value": 64,
},
"seed": {
"domain": tune.choice(range(1, 40)),
"init_value": 20,
},
"global_max_steps": {
"domain": sys.maxsize,
"init_value": sys.maxsize,
},
}
return search_space_dict
@property
def fp16(self):
return self._kwargs.get("gpu_per_trial") and self._training_args.fp16
@property
def no_cuda(self):
return not self._kwargs.get("gpu_per_trial")
def _set_training_args(self, **kwargs):
from .nlp.utils import Counter, date_str
for key, val in kwargs.items():
assert key not in self.params, (
"Since {} is in the search space, it cannot exist in 'custom_fit_kwargs' at the same time."
"If you need to fix the value of {} to {}, the only way is to add a single-value domain in the search "
"space by adding:\n '{}': {{ 'domain': {} }} to 'custom_hp'. For example:"
'automl_settings["custom_hp"] = {{ "transformer": {{ "model_path": {{ "domain" : '
'"google/electra-small-discriminator" }} }} }}'.format(key, key, val, key, val)
)
"""
If use has specified any custom args for TrainingArguments, update these arguments
"""
self._training_args = self._TrainingArguments(**kwargs)
"""
Update the attributes in TrainingArguments with self.params values
"""
for key, val in self.params.items():
if hasattr(self._training_args, key):
setattr(self._training_args, key, val)
"""
Update the attributes in TrainingArguments that depends on the values of self.params
"""
local_dir = os.path.join(self._training_args.output_dir, f"train_{date_str()}")
if self._use_ray is True:
import ray
self._training_args.output_dir = ray.tune.get_trial_dir()
else:
self._training_args.output_dir = Counter.get_trial_fold_name(local_dir, self.params, self.trial_id)
self._training_args.fp16 = self.fp16
self._training_args.no_cuda = self.no_cuda
if self._task == TOKENCLASSIFICATION and self._training_args.max_seq_length is not None:
logger.warning(
"For token classification task, FLAML currently does not support customizing the max_seq_length, max_seq_length will be reset to None."
)
setattr(self._training_args, "max_seq_length", None)
def _tokenize_text(self, X, y=None, **kwargs):
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_list_of_str = is_a_list_of_str(X[list(X.keys())[0]].to_list()[0])
if is_str or is_list_of_str:
return tokenize_text(
X=X,
Y=y,
task=self._task,
hf_args=self._training_args,
tokenizer=self.tokenizer,
)
else:
return X, y
def _model_init(self):
from .nlp.huggingface.utils import load_model
this_model = load_model(
checkpoint_path=self._training_args.model_path,
task=self._task,
num_labels=self.num_labels,
)
return this_model
def _preprocess_data(self, X, y):
from datasets import Dataset
processed_X, processed_y_df = self._tokenize_text(X=X, y=y, **self._kwargs)
# convert y from pd.DataFrame back to pd.Series
processed_y = processed_y_df.iloc[:, 0]
processed_dataset = Dataset.from_pandas(processed_X.join(processed_y_df))
return processed_dataset, processed_X, processed_y
@property
def num_labels(self):
if self._task == SEQREGRESSION:
return 1
elif self._task == SEQCLASSIFICATION:
return len(set(self._y_train))
elif self._task == TOKENCLASSIFICATION:
return len(self._training_args.label_list)
else:
return None
@property
def tokenizer(self):
from transformers import AutoTokenizer
if self._task == SUMMARIZATION:
return AutoTokenizer.from_pretrained(
pretrained_model_name_or_path=self._training_args.model_path,
cache_dir=None,
use_fast=True,
revision="main",
use_auth_token=None,
)
else:
return AutoTokenizer.from_pretrained(
self._training_args.model_path,
use_fast=True,
add_prefix_space=self._add_prefix_space,
)
@property
def data_collator(self):
from flaml.automl.nlp.huggingface.data_collator import task_to_datacollator_class
from flaml.automl.task.task import Task
data_collator_class = task_to_datacollator_class.get(
self._task.name if isinstance(self._task, Task) else self._task
)
if data_collator_class:
kwargs = {
"model": self._model_init(),
# need to set model, or there's ValueError: Expected input batch_size (..) to match target batch_size (..)
"label_pad_token_id": -100, # pad with token id -100
"pad_to_multiple_of": 8,
# pad to multiple of 8 because quote Transformers: "This is especially useful to enable the use of Tensor Cores on NVIDIA hardware with compute capability >= 7.5 (Volta)"
"tokenizer": self.tokenizer,
}
for key in list(kwargs.keys()):
if key not in data_collator_class.__dict__.keys() and key != "tokenizer":
del kwargs[key]
return data_collator_class(**kwargs)
else:
return None
def fit(
self,
X_train: DataFrame,
y_train: Series,
budget=None,
free_mem_ratio=0,
X_val=None,
y_val=None,
gpu_per_trial=None,
metric=None,
**kwargs,
):
import transformers
transformers.logging.set_verbosity_error()
from transformers import TrainerCallback
from transformers.trainer_utils import set_seed
from .nlp.huggingface.trainer import TrainerForAuto
try:
from ray.tune import is_session_enabled
self._use_ray = is_session_enabled()
except ImportError:
self._use_ray = False
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
this_params = self.params
self._kwargs = kwargs
self._X_train, self._y_train = X_train, y_train
self._set_training_args(**kwargs)
self._add_prefix_space = (
"roberta" in self._training_args.model_path
) # If using roberta model, must set add_prefix_space to True to avoid the assertion error at
# https://github.com/huggingface/transformers/blob/main/src/transformers/models/roberta/tokenization_roberta_fast.py#L249
train_dataset, self._X_train, self._y_train = self._preprocess_data(X_train, y_train)
if X_val is not None:
eval_dataset, self._X_val, self._y_val = self._preprocess_data(X_val, y_val)
else:
eval_dataset, self._X_val, self._y_val = None, None, None
set_seed(self.params.get("seed", self._training_args.seed))
self._metric = metric
class EarlyStoppingCallbackForAuto(TrainerCallback):
def on_train_begin(self, args, state, control, **callback_kwargs):
self.train_begin_time = time.time()
def on_step_begin(self, args, state, control, **callback_kwargs):
self.step_begin_time = time.time()
def on_step_end(self, args, state, control, **callback_kwargs):
if state.global_step == 1:
self.time_per_iter = time.time() - self.step_begin_time
if (
budget
and (time.time() + self.time_per_iter > self.train_begin_time + budget)
or state.global_step >= this_params[TransformersEstimator.ITER_HP]
):
control.should_training_stop = True
control.should_save = True
control.should_evaluate = True
return control
def on_epoch_end(self, args, state, control, **callback_kwargs):
if control.should_training_stop or state.epoch + 1 >= args.num_train_epochs:
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],
)
if self._task in NLG_TASKS:
setattr(self._trainer, "_is_seq2seq", True)
"""
When not using ray for tuning, set the limit of CUDA_VISIBLE_DEVICES to math.ceil(gpu_per_trial),
so each estimator does not see all the GPUs
"""
if gpu_per_trial is not None:
tmp_cuda_visible_devices = os.environ.get("CUDA_VISIBLE_DEVICES", "")
self._trainer.args._n_gpu = gpu_per_trial
# if gpu_per_trial == 0:
# os.environ["CUDA_VISIBLE_DEVICES"] = ""
if tmp_cuda_visible_devices.count(",") != math.ceil(gpu_per_trial) - 1:
os.environ["CUDA_VISIBLE_DEVICES"] = ",".join([str(x) for x in range(math.ceil(gpu_per_trial))])
import time
start_time = time.time()
self._trainer.train()
if gpu_per_trial is not None:
os.environ["CUDA_VISIBLE_DEVICES"] = tmp_cuda_visible_devices
self.params[self.ITER_HP] = self._trainer.state.global_step
self._checkpoint_path = self._select_checkpoint(self._trainer)
self._ckpt_remains = list(self._trainer.ckpt_to_metric.keys())
if hasattr(self._trainer, "intermediate_results"):
self.intermediate_results = [
x[1] for x in sorted(self._trainer.intermediate_results.items(), key=lambda x: x[0])
]
self._model = {
"model": self._trainer.model,
"tokenizer": self.tokenizer,
}
self._trainer = None
return time.time() - start_time
def _delete_one_ckpt(self, ckpt_location):
if self._use_ray is False:
if os.path.exists(ckpt_location):
shutil.rmtree(ckpt_location)
def cleanup(self):
super().cleanup()
if hasattr(self, "_ckpt_remains"):
for each_ckpt in self._ckpt_remains:
self._delete_one_ckpt(each_ckpt)
def _select_checkpoint(self, trainer):
from transformers.trainer_utils import PREFIX_CHECKPOINT_DIR
if trainer.ckpt_to_metric:
best_ckpt, _ = min(trainer.ckpt_to_metric.items(), key=lambda x: x[1]["eval_automl_metric"])
best_ckpt_global_step = trainer.ckpt_to_global_step[best_ckpt]
for each_ckpt in list(trainer.ckpt_to_metric):
if each_ckpt != best_ckpt:
del trainer.ckpt_to_metric[each_ckpt]
del trainer.ckpt_to_global_step[each_ckpt]
self._delete_one_ckpt(each_ckpt)
else:
best_ckpt_global_step = trainer.state.global_step
best_ckpt = os.path.join(
trainer.args.output_dir,
f"{PREFIX_CHECKPOINT_DIR}-{best_ckpt_global_step}",
)
self.params[self.ITER_HP] = best_ckpt_global_step
logger.debug(trainer.state.global_step)
logger.debug(trainer.ckpt_to_global_step)
return best_ckpt
def _compute_metrics_by_dataset_name(self, eval_pred):
# TODO: call self._metric(eval_pred, self)
if isinstance(self._metric, str):
from .ml import metric_loss_score
from .nlp.huggingface.utils import postprocess_prediction_and_true
predictions, y_true = eval_pred
# postprocess the matrix prediction and ground truth into user readable format, e.g., for summarization, decode into text
processed_predictions, processed_y_true = postprocess_prediction_and_true(
task=self._task,
y_pred=predictions,
tokenizer=self.tokenizer,
hf_args=self._training_args,
y_true=y_true,
)
metric_dict = {
"automl_metric": metric_loss_score(
metric_name=self._metric,
y_processed_predict=processed_predictions,
y_processed_true=processed_y_true,
labels=self._training_args.label_list,
)
}
else:
# TODO: debug to see how custom metric can take both tokenized (here) and untokenized input (ml.py)
loss, metric_dict = self._metric(
X_test=self._X_val,
y_test=self._y_val,
estimator=self,
labels=None,
X_train=self._X_train,
y_train=self._y_train,
)
metric_dict["automl_metric"] = loss
return metric_dict
def _init_model_for_predict(self):
from .nlp.huggingface.trainer import TrainerForAuto
"""
Need to reinit training_args because of a bug in deepspeed: if not reinit, the deepspeed config will be inconsistent
with HF config https://github.com/huggingface/transformers/blob/main/src/transformers/training_args.py#L947
"""
training_args = self._TrainingArguments(local_rank=-1, model_path=self._checkpoint_path, fp16=self.fp16)
for key, val in self._training_args.__dict__.items():
if key not in ("local_rank", "model_path", "fp16"):
setattr(training_args, key, val)
self._training_args = training_args
new_trainer = TrainerForAuto(
model=self._model_init(),
args=self._training_args,
data_collator=self.data_collator,
compute_metrics=self._compute_metrics_by_dataset_name,
)
if self._task in NLG_TASKS:
setattr(new_trainer, "_is_seq2seq", True)
return new_trainer
def predict_proba(self, X, **pred_kwargs):
from datasets import Dataset
if pred_kwargs:
for key, val in pred_kwargs.items():
setattr(self._training_args, key, val)
assert self._task.is_classification(), "predict_proba() only for classification tasks."
X_test, _ = self._tokenize_text(X, **self._kwargs)
test_dataset = Dataset.from_pandas(X_test)
new_trainer = self._init_model_for_predict()
try:
predictions = new_trainer.predict(test_dataset).predictions
except ZeroDivisionError:
logger.warning("Zero division error appeared in HuggingFace Transformers.")
predictions = None
return predictions
def score(self, X_val: DataFrame, y_val: Series, **kwargs):
import transformers
transformers.logging.set_verbosity_error()
self._metric = kwargs["metric"]
eval_dataset, X_val, y_val = self._preprocess_data(X_val, y_val)
new_trainer = self._init_model_for_predict()
return new_trainer.evaluate(eval_dataset)
def predict(self, X, **pred_kwargs):
import transformers
from datasets import Dataset
from .nlp.huggingface.utils import postprocess_prediction_and_true
transformers.logging.set_verbosity_error()
if pred_kwargs:
for key, val in pred_kwargs.items():
setattr(self._training_args, key, val)
X_test, _ = self._tokenize_text(X, **self._kwargs)
test_dataset = Dataset.from_pandas(X_test)
new_trainer = self._init_model_for_predict()
kwargs = {} if self._task not in NLG_TASKS else {"metric_key_prefix": "predict"}
try:
predictions = new_trainer.predict(test_dataset, **kwargs).predictions
except ZeroDivisionError:
logger.warning("Zero division error appeared in HuggingFace Transformers.")
predictions = None
post_y_pred, _ = postprocess_prediction_and_true(
task=self._task,
y_pred=predictions,
tokenizer=self.tokenizer,
hf_args=self._training_args,
X=X,
)
return post_y_pred
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params[TransformersEstimator.ITER_HP] = params.get(TransformersEstimator.ITER_HP, sys.maxsize)
return params
class TransformersEstimatorModelSelection(TransformersEstimator):
def __init__(self, task="seq-classification", **config):
super().__init__(task, **config)
@classmethod
def search_space(cls, data_size, task, **params):
search_space_dict = TransformersEstimator.search_space(data_size, task, **params)
"""
For model selection, use the same search space regardless of memory constraint
If OOM, user should change the search space themselves
"""
search_space_dict["model_path"] = {
"domain": tune.choice(
[
"google/electra-base-discriminator",
"bert-base-uncased",
"roberta-base",
"facebook/muppet-roberta-base",
"google/electra-small-discriminator",
]
),
"init_value": "facebook/muppet-roberta-base",
}
return search_space_dict
class SKLearnEstimator(BaseEstimator):
"""
The base class for tuning scikit-learn estimators.
Subclasses can modify the function signature of ``__init__`` to
ignore the values in ``config`` that are not relevant to the constructor
of their underlying estimator. For example, some regressors in ``scikit-learn``
don't accept the ``n_jobs`` parameter contained in ``config``. For these,
one can add ``n_jobs=None,`` before ``**config`` to make sure ``config`` doesn't
contain an ``n_jobs`` key.
"""
def __init__(self, task="binary", **config):
super().__init__(task, **config)
def _preprocess(self, X):
if isinstance(X, DataFrame):
cat_columns = X.select_dtypes(include=["category"]).columns
if not cat_columns.empty:
X = X.copy()
X[cat_columns] = X[cat_columns].apply(lambda x: x.cat.codes)
elif isinstance(X, np.ndarray) and X.dtype.kind not in "buif":
# numpy array is not of numeric dtype
X = DataFrame(X)
for col in X.columns:
if isinstance(X[col][0], str):
X[col] = X[col].astype("category").cat.codes
X = X.to_numpy()
return X
class LGBMEstimator(BaseEstimator):
"""The class for tuning LGBM, using sklearn API."""
ITER_HP = "n_estimators"
HAS_CALLBACK = True
DEFAULT_ITER = 100
@classmethod
def search_space(cls, data_size, **params):
upper = max(5, min(32768, int(data_size[0]))) # upper must be larger than lower
return {
"n_estimators": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"num_leaves": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"min_child_samples": {
"domain": tune.lograndint(lower=2, upper=2**7 + 1),
"init_value": 20,
},
"learning_rate": {
"domain": tune.loguniform(lower=1 / 1024, upper=1.0),
"init_value": 0.1,
},
"log_max_bin": { # log transformed with base 2
"domain": tune.lograndint(lower=3, upper=11),
"init_value": 8,
},
"colsample_bytree": {
"domain": tune.uniform(lower=0.01, upper=1.0),
"init_value": 1.0,
},
"reg_alpha": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1 / 1024,
},
"reg_lambda": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1.0,
},
}
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
if "log_max_bin" in params:
params["max_bin"] = (1 << params.pop("log_max_bin")) - 1
return params
@classmethod
def size(cls, config):
num_leaves = int(
round(config.get("num_leaves") or config.get("max_leaves") or 1 << config.get("max_depth", 16))
)
n_estimators = int(round(config["n_estimators"]))
return (num_leaves * 3 + (num_leaves - 1) * 4 + 1.0) * n_estimators * 8
def __init__(self, task="binary", **config):
super().__init__(task, **config)
if "verbose" not in self.params:
self.params["verbose"] = -1
if self._task.is_classification():
self.estimator_class = LGBMClassifier
elif task == "rank":
self.estimator_class = LGBMRanker
else:
self.estimator_class = LGBMRegressor
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.HAS_CALLBACK = self.HAS_CALLBACK and self._callbacks(0, 0, 0) is not None
def _preprocess(self, X):
if not isinstance(X, DataFrame) and issparse(X) and np.issubdtype(X.dtype, np.integer):
X = X.astype(float)
elif isinstance(X, np.ndarray) and X.dtype.kind not in "buif":
# numpy array is not of numeric dtype
X = DataFrame(X)
for col in X.columns:
if isinstance(X[col][0], str):
X[col] = X[col].astype("category").cat.codes
X = X.to_numpy()
return X
def fit(self, X_train, y_train, budget=None, free_mem_ratio=0, **kwargs):
if "is_retrain" in kwargs:
is_retrain = kwargs.pop("is_retrain")
else:
is_retrain = False
start_time = time.time()
deadline = start_time + budget if budget else np.inf
n_iter = self.params.get(self.ITER_HP, self.DEFAULT_ITER)
trained = False
if not self.HAS_CALLBACK:
mem0 = psutil.virtual_memory().available if psutil is not None else 1
if (
(
(not self._time_per_iter or abs(self._train_size - X_train.shape[0]) > 4)
and budget is not None
or self._mem_per_iter < 0
and psutil is not None
)
and n_iter > 1
and not is_retrain
):
self.params[self.ITER_HP] = 1
self._t1 = self._fit(X_train, y_train, **kwargs)
if budget is not None and self._t1 >= budget or n_iter == 1:
return self._t1
mem1 = psutil.virtual_memory().available if psutil is not None else 1
self._mem1 = mem0 - mem1
self.params[self.ITER_HP] = min(n_iter, 4)
self._t2 = self._fit(X_train, y_train, **kwargs)
mem2 = psutil.virtual_memory().available if psutil is not None else 1
self._mem2 = max(mem0 - mem2, self._mem1)
# if self._mem1 <= 0:
# self._mem_per_iter = self._mem2 / (self.params[self.ITER_HP] + 1)
# elif self._mem2 <= 0:
# self._mem_per_iter = self._mem1
# else:
self._mem_per_iter = min(self._mem1, self._mem2 / self.params[self.ITER_HP])
# if self._mem_per_iter <= 1 and psutil is not None:
# n_iter = self.params[self.ITER_HP]
self._time_per_iter = (
(self._t2 - self._t1) / (self.params[self.ITER_HP] - 1)
if self._t2 > self._t1
else self._t1
if self._t1
else 0.001
)
self._train_size = X_train.shape[0]
if budget is not None and self._t1 + self._t2 >= budget or n_iter == self.params[self.ITER_HP]:
# self.params[self.ITER_HP] = n_iter
return time.time() - start_time
trained = True
# logger.debug(mem0)
# logger.debug(self._mem_per_iter)
if n_iter > 1:
max_iter = min(
n_iter,
(
int((budget - time.time() + start_time - self._t1) / self._time_per_iter + 1)
if budget is not None
else n_iter
),
(
int((1 - free_mem_ratio) * mem0 / self._mem_per_iter)
if psutil is not None and self._mem_per_iter > 0
else n_iter
),
)
if trained and max_iter <= self.params[self.ITER_HP]:
return time.time() - start_time
# when not trained, train at least one iter
self.params[self.ITER_HP] = max(max_iter, 1)
if self.HAS_CALLBACK:
kwargs_callbacks = kwargs.get("callbacks")
if kwargs_callbacks:
callbacks = kwargs_callbacks + self._callbacks(start_time, deadline, free_mem_ratio)
kwargs.pop("callbacks")
else:
callbacks = self._callbacks(start_time, deadline, free_mem_ratio)
if isinstance(self, XGBoostSklearnEstimator):
from xgboost import __version__
if __version__ >= "1.6.0":
# since xgboost>=1.6.0, callbacks can't be passed in fit()
self.params["callbacks"] = callbacks
callbacks = None
if callbacks is None:
self._fit(X_train, y_train, **kwargs)
# for xgboost>=1.6.0, pop callbacks to enable pickle
callbacks = self.params.pop("callbacks")
self._model.set_params(callbacks=callbacks[:-1])
else:
self._fit(X_train, y_train, callbacks=callbacks, **kwargs)
best_iteration = (
getattr(self._model.get_booster(), "best_iteration", None)
if isinstance(self, XGBoostSklearnEstimator)
else self._model.best_iteration_
)
if best_iteration is not None and best_iteration > 0:
self._model.set_params(n_estimators=best_iteration + 1)
else:
self._fit(X_train, y_train, **kwargs)
train_time = time.time() - start_time
return train_time
def _callbacks(self, start_time, deadline, free_mem_ratio) -> List[Callable]:
return [partial(self._callback, start_time, deadline, free_mem_ratio)]
def _callback(self, start_time, deadline, free_mem_ratio, env) -> None:
from lightgbm.callback import EarlyStopException
now = time.time()
if env.iteration == 0:
self._time_per_iter = now - start_time
if now + self._time_per_iter > deadline:
raise EarlyStopException(env.iteration, env.evaluation_result_list)
if psutil is not None:
mem = psutil.virtual_memory()
if mem.available / mem.total < free_mem_ratio:
raise EarlyStopException(env.iteration, env.evaluation_result_list)
class XGBoostEstimator(SKLearnEstimator):
"""The class for tuning XGBoost regressor, not using sklearn API."""
DEFAULT_ITER = 10
@classmethod
def search_space(cls, data_size, **params):
upper = max(5, min(32768, int(data_size[0]))) # upper must be larger than lower
return {
"n_estimators": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"max_leaves": {
"domain": tune.lograndint(lower=4, upper=upper),
"init_value": 4,
"low_cost_init_value": 4,
},
"max_depth": {
"domain": tune.choice([0, 6, 12]),
"init_value": 0,
},
"min_child_weight": {
"domain": tune.loguniform(lower=0.001, upper=128),
"init_value": 1.0,
},
"learning_rate": {
"domain": tune.loguniform(lower=1 / 1024, upper=1.0),
"init_value": 0.1,
},
"subsample": {
"domain": tune.uniform(lower=0.1, upper=1.0),
"init_value": 1.0,
},
"colsample_bylevel": {
"domain": tune.uniform(lower=0.01, upper=1.0),
"init_value": 1.0,
},
"colsample_bytree": {
"domain": tune.uniform(lower=0.01, upper=1.0),
"init_value": 1.0,
},
"reg_alpha": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1 / 1024,
},
"reg_lambda": {
"domain": tune.loguniform(lower=1 / 1024, upper=1024),
"init_value": 1.0,
},
}
@classmethod
def size(cls, config):
return LGBMEstimator.size(config)
@classmethod
def cost_relative2lgbm(cls):
return 1.6
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
max_depth = params["max_depth"] = params.get("max_depth", 0)
if max_depth == 0:
params["grow_policy"] = params.get("grow_policy", "lossguide")
params["tree_method"] = params.get("tree_method", "hist")
# params["booster"] = params.get("booster", "gbtree")
# use_label_encoder is deprecated in 1.7.
if xgboost_version < "1.7.0":
params["use_label_encoder"] = params.get("use_label_encoder", False)
if "n_jobs" in params:
params["nthread"] = params.pop("n_jobs")
return params
def __init__(
self,
task="regression",
**config,
):
super().__init__(task, **config)
self.params["verbosity"] = 0
def fit(self, X_train, y_train, budget=None, free_mem_ratio=0, **kwargs):
import xgboost as xgb
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
start_time = time.time()
deadline = start_time + budget if budget else np.inf
if issparse(X_train):
if xgb.__version__ < "1.6.0":
# "auto" fails for sparse input since xgboost 1.6.0
self.params["tree_method"] = "auto"
else:
X_train = self._preprocess(X_train)
if "sample_weight" in kwargs:
dtrain = xgb.DMatrix(X_train, label=y_train, weight=kwargs["sample_weight"])
else:
dtrain = xgb.DMatrix(X_train, label=y_train)
objective = self.params.get("objective")
if isinstance(objective, str):
obj = None
else:
obj = objective
if "objective" in self.params:
del self.params["objective"]
_n_estimators = self.params.pop("n_estimators")
callbacks = XGBoostEstimator._callbacks(start_time, deadline, free_mem_ratio)
if callbacks:
self._model = xgb.train(
self.params,
dtrain,
_n_estimators,
obj=obj,
callbacks=callbacks,
)
self.params["n_estimators"] = getattr(self._model, "best_iteration", _n_estimators - 1) + 1
else:
self._model = xgb.train(self.params, dtrain, _n_estimators, obj=obj)
self.params["n_estimators"] = _n_estimators
self.params["objective"] = objective
del dtrain
train_time = time.time() - start_time
return train_time
def predict(self, X, **kwargs):
import xgboost as xgb
if not issparse(X):
X = self._preprocess(X)
dtest = xgb.DMatrix(X)
return super().predict(dtest, **kwargs)
@classmethod
def _callbacks(cls, start_time, deadline, free_mem_ratio):
if xgb_callback:
return [XGBoostResourceLimit(start_time, deadline, free_mem_ratio)]
else:
return None
class XGBoostSklearnEstimator(SKLearnEstimator, LGBMEstimator):
"""The class for tuning XGBoost with unlimited depth, using sklearn API."""
DEFAULT_ITER = 10
@classmethod
def search_space(cls, data_size, **params):
space = XGBoostEstimator.search_space(data_size)
space.pop("max_depth")
return space
@classmethod
def cost_relative2lgbm(cls):
return XGBoostEstimator.cost_relative2lgbm()
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
max_depth = params["max_depth"] = params.get("max_depth", 0)
if max_depth == 0:
params["grow_policy"] = params.get("grow_policy", "lossguide")
params["tree_method"] = params.get("tree_method", "hist")
# use_label_encoder is deprecated in 1.7.
if xgboost_version < "1.7.0":
params["use_label_encoder"] = params.get("use_label_encoder", False)
return params
def __init__(
self,
task="binary",
**config,
):
super().__init__(task, **config)
del self.params["verbose"]
self.params["verbosity"] = 0
import xgboost as xgb
if "rank" == task:
self.estimator_class = xgb.XGBRanker
elif self._task.is_classification():
self.estimator_class = xgb.XGBClassifier
else:
self.estimator_class = xgb.XGBRegressor
self._xgb_version = xgb.__version__
def fit(self, X_train, y_train, budget=None, free_mem_ratio=0, **kwargs):
if "is_retrain" in kwargs:
kwargs.pop("is_retrain")
if issparse(X_train) and self._xgb_version < "1.6.0":
# "auto" fails for sparse input since xgboost 1.6.0
self.params["tree_method"] = "auto"
if kwargs.get("gpu_per_trial"):
self.params["tree_method"] = "gpu_hist"
kwargs.pop("gpu_per_trial")
return super().fit(X_train, y_train, budget, free_mem_ratio, **kwargs)
def _callbacks(self, start_time, deadline, free_mem_ratio) -> List[Callable]:
return XGBoostEstimator._callbacks(start_time, deadline, free_mem_ratio)
class XGBoostLimitDepthEstimator(XGBoostSklearnEstimator):
"""The class for tuning XGBoost with limited depth, using sklearn API."""
@classmethod
def search_space(cls, data_size, **params):
space = XGBoostEstimator.search_space(data_size)
space.pop("max_leaves")
upper = max(6, int(np.log2(data_size[0])))
space["max_depth"] = {
"domain": tune.randint(lower=1, upper=min(upper, 16)),
"init_value": 6,
"low_cost_init_value": 1,
}
space["learning_rate"]["init_value"] = 0.3
space["n_estimators"]["init_value"] = 10
return space
@classmethod
def cost_relative2lgbm(cls):
return 64
class RandomForestEstimator(SKLearnEstimator, LGBMEstimator):
"""The class for tuning Random Forest."""
HAS_CALLBACK = False
nrows = 101
@classmethod
def search_space(cls, data_size, task, **params):
RandomForestEstimator.nrows = int(data_size[0])
upper = min(2048, RandomForestEstimator.nrows)
init = 1 / np.sqrt(data_size[1]) if task.is_classification() else 1
lower = min(0.1, init)
space = {
"n_estimators": {
"domain": tune.lograndint(lower=4, upper=max(5, upper)),
"init_value": 4,
"low_cost_init_value": 4,
},
"max_features": {
"domain": tune.loguniform(lower=lower, upper=1.0),
"init_value": init,
},
"max_leaves": {
"domain": tune.lograndint(
lower=4,
upper=max(5, min(32768, RandomForestEstimator.nrows >> 1)), #
),
"init_value": 4,
"low_cost_init_value": 4,
},
}
if task.is_classification():
space["criterion"] = {
"domain": tune.choice(["gini", "entropy"]),
# "init_value": "gini",
}
return space
@classmethod
def cost_relative2lgbm(cls):
return 2
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
if "max_leaves" in params:
params["max_leaf_nodes"] = params.get("max_leaf_nodes", params.pop("max_leaves"))
if not self._task.is_classification() and "criterion" in params:
params.pop("criterion")
if "random_state" not in params:
params["random_state"] = 12032022
return params
def __init__(
self,
task: Task,
**params,
):
super().__init__(task, **params)
self.params["verbose"] = 0
if self._task.is_classification():
self.estimator_class = RandomForestClassifier
else:
self.estimator_class = RandomForestRegressor
class ExtraTreesEstimator(RandomForestEstimator):
"""The class for tuning Extra Trees."""
@classmethod
def cost_relative2lgbm(cls):
return 1.9
def __init__(self, task="binary", **params):
if isinstance(task, str):
from flaml.automl.task.factory import task_factory
task = task_factory(task)
super().__init__(task, **params)
if task.is_regression():
self.estimator_class = ExtraTreesRegressor
else:
self.estimator_class = ExtraTreesClassifier
class LRL1Classifier(SKLearnEstimator):
"""The class for tuning Logistic Regression with L1 regularization."""
@classmethod
def search_space(cls, **params):
return {
"C": {
"domain": tune.loguniform(lower=0.03125, upper=32768.0),
"init_value": 1.0,
},
}
@classmethod
def cost_relative2lgbm(cls):
return 160
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["tol"] = params.get("tol", 0.0001)
params["solver"] = params.get("solver", "saga")
params["penalty"] = params.get("penalty", "l1")
return params
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_classification(), "LogisticRegression for classification task only"
self.estimator_class = LogisticRegression
class LRL2Classifier(SKLearnEstimator):
"""The class for tuning Logistic Regression with L2 regularization."""
limit_resource = True
@classmethod
def search_space(cls, **params):
return LRL1Classifier.search_space(**params)
@classmethod
def cost_relative2lgbm(cls):
return 25
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["tol"] = params.get("tol", 0.0001)
params["solver"] = params.get("solver", "lbfgs")
params["penalty"] = params.get("penalty", "l2")
return params
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_classification(), "LogisticRegression for classification task only"
self.estimator_class = LogisticRegression
class CatBoostEstimator(BaseEstimator):
"""The class for tuning CatBoost."""
ITER_HP = "n_estimators"
DEFAULT_ITER = 1000
@classmethod
def search_space(cls, data_size, **params):
upper = max(min(round(1500000 / data_size[0]), 150), 12)
return {
"early_stopping_rounds": {
"domain": tune.lograndint(lower=10, upper=upper),
"init_value": 10,
"low_cost_init_value": 10,
},
"learning_rate": {
"domain": tune.loguniform(lower=0.005, upper=0.2),
"init_value": 0.1,
},
"n_estimators": {
"domain": 8192,
"init_value": 8192,
},
}
@classmethod
def size(cls, config):
n_estimators = config.get("n_estimators", 8192)
max_leaves = 64
return (max_leaves * 3 + (max_leaves - 1) * 4 + 1.0) * n_estimators * 8
@classmethod
def cost_relative2lgbm(cls):
return 15
def _preprocess(self, X):
if isinstance(X, DataFrame):
cat_columns = X.select_dtypes(include=["category"]).columns
if not cat_columns.empty:
X = X.copy()
X[cat_columns] = X[cat_columns].apply(
lambda x: x.cat.rename_categories([str(c) if isinstance(c, float) else c for c in x.cat.categories])
)
elif isinstance(X, np.ndarray) and X.dtype.kind not in "buif":
# numpy array is not of numeric dtype
X = DataFrame(X)
for col in X.columns:
if isinstance(X[col][0], str):
X[col] = X[col].astype("category").cat.codes
X = X.to_numpy()
return X
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["n_estimators"] = params.get("n_estimators", 8192)
if "n_jobs" in params:
params["thread_count"] = params.pop("n_jobs")
return params
def __init__(
self,
task="binary",
**config,
):
super().__init__(task, **config)
self.params.update(
{
"verbose": config.get("verbose", False),
"random_seed": config.get("random_seed", 10242048),
}
)
if self._task.is_classification():
from catboost import CatBoostClassifier
self.estimator_class = CatBoostClassifier
else:
from catboost import CatBoostRegressor
self.estimator_class = CatBoostRegressor
def fit(self, X_train, y_train, budget=None, free_mem_ratio=0, **kwargs):
kwargs.pop("is_retrain", None)
kwargs.pop("groups", None)
start_time = time.time()
deadline = start_time + budget if budget else np.inf
train_dir = f"catboost_{str(start_time)}"
X_train = self._preprocess(X_train)
if isinstance(X_train, DataFrame):
cat_features = list(X_train.select_dtypes(include="category").columns)
else:
cat_features = []
use_best_model = kwargs.get("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]
from catboost import Pool, __version__
eval_set = Pool(data=X_train[n:], label=y_train[n:], cat_features=cat_features) if use_best_model else None
if "sample_weight" in kwargs:
weight = kwargs["sample_weight"]
if weight is not None:
kwargs["sample_weight"] = weight[:n]
else:
weight = None
model = self.estimator_class(train_dir=train_dir, **self.params)
if __version__ >= "0.26":
model.fit(
X_tr,
y_tr,
cat_features=cat_features,
eval_set=eval_set,
callbacks=CatBoostEstimator._callbacks(
start_time, deadline, free_mem_ratio if use_best_model else None
),
**kwargs,
)
else:
model.fit(
X_tr,
y_tr,
cat_features=cat_features,
eval_set=eval_set,
**kwargs,
)
shutil.rmtree(train_dir, ignore_errors=True)
if weight is not None:
kwargs["sample_weight"] = weight
self._model = model
# Commented-out line below incorrectly assigned n_estimators - see https://github.com/microsoft/FLAML/pull/1364
# self.params[self.ITER_HP] = self._model.tree_count_
train_time = time.time() - start_time
return train_time
@classmethod
def _callbacks(cls, start_time, deadline, free_mem_ratio):
return [CatBoostResourceLimit(start_time, deadline, free_mem_ratio)]
class KNeighborsEstimator(BaseEstimator):
@classmethod
def search_space(cls, data_size, **params):
upper = min(512, int(data_size[0] / 2))
return {
"n_neighbors": {
"domain": tune.lograndint(lower=1, upper=max(2, upper)),
"init_value": 5,
"low_cost_init_value": 1,
},
}
@classmethod
def cost_relative2lgbm(cls):
return 30
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["weights"] = params.get("weights", "distance")
return params
def __init__(self, task="binary", **config):
super().__init__(task, **config)
if self._task.is_classification():
from sklearn.neighbors import KNeighborsClassifier
self.estimator_class = KNeighborsClassifier
else:
from sklearn.neighbors import KNeighborsRegressor
self.estimator_class = KNeighborsRegressor
def _preprocess(self, X):
if isinstance(X, DataFrame):
cat_columns = X.select_dtypes(["category"]).columns
if X.shape[1] == len(cat_columns):
raise ValueError("kneighbor requires at least one numeric feature")
X = X.drop(cat_columns, axis=1)
elif isinstance(X, np.ndarray) and X.dtype.kind not in "buif":
# drop categocial columns if any
X = DataFrame(X)
cat_columns = []
for col in X.columns:
if isinstance(X[col][0], str):
cat_columns.append(col)
X = X.drop(cat_columns, axis=1)
X = X.to_numpy()
return X
class SVCEstimator(SKLearnEstimator):
"""The class for tuning Linear Support Vector Machine Classifier."""
"""Reference: https://scikit-learn.org/stable/modules/generated/sklearn.svm.LinearSVC.html"""
ITER_HP = "max_iter"
@classmethod
def search_space(cls, **params):
return {
"C": {
"domain": tune.loguniform(lower=0.03125, upper=32768.0),
"init_value": 1.0,
},
"penalty": {
"domain": tune.choice(["l1", "l2"]),
"init_value": "l2",
},
}
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["tol"] = params.get("tol", 0.0001)
if params.get("penalty", "l2") == "l1":
params["dual"] = False
params["loss"] = "squared_hinge"
else:
params["dual"] = False
params["loss"] = params.get("loss", "squared_hinge")
if "n_jobs" in params:
params.pop("n_jobs")
return params
def __init__(self, task="binary", **config):
super().__init__(task, **config)
self.params.update(
{
"random_state": config.get("random_seed", 10242048),
}
)
assert self._task.is_classification(), "LinearSVC for classification task only"
self.estimator_class = LinearSVC
def predict_proba(self, X, **kwargs):
"""Predict the probability of each class from features.
Only works for classification problems
Args:
X: A numpy array of featurized instances, shape n*m.
Returns:
A numpy array of shape n*c. c is the # classes.
Each element at (i,j) is the probability for instance i to be in
class j.
"""
assert self._task.is_classification(), "predict_proba() only for classification."
X = self._preprocess(X)
return self._model._predict_proba_lr(X, **kwargs)
class SparkNaiveBayesEstimator(SparkEstimator):
"""The class for tuning Naive Bayes Classifier."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.classification.NaiveBayes.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
space = {
"smoothing": {
"domain": tune.loguniform(0.01, 2.0),
"init_value": 1.0,
},
"modelType": {
# Not using multinomial since it only support binary features
"domain": tune.choice(["multinomial", "gaussian"]),
},
}
return space
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_classification(), "Naive Bayes for classification task only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
from pyspark.ml.classification import NaiveBayes
self.estimator_class = NaiveBayes
self._task = task
self._model = None
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.model_classes_ = None
self.model_n_classes_ = None
class SGDEstimator(SKLearnEstimator):
"""The class for tuning Stoachastic Gradient Descent model."""
"""Reference: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.SGDClassifier.html"""
"""Reference: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.SGDRegressor.html"""
ITER_HP = "max_iter"
@classmethod
def search_space(cls, task, **params):
if task.is_classification():
loss_func_space = [
"log_loss" if SKLEARN_VERSION >= "1.1" else "log",
"modified_huber",
]
eps_init = 0.1
power_t_init = 0.5
else:
loss_func_space = ["squared_error", "huber", "epsilon_insensitive", "squared_epsilon_insensitive"]
eps_init = 0.1
power_t_init = 0.25
space = {
"loss": {
"domain": tune.choice(loss_func_space),
},
"penalty": {
"domain": tune.choice(["l1", "l2", "elasticnet", "None"]),
"init_value": "l2",
},
"alpha": {
"domain": tune.loguniform(lower=1e-7, upper=1e-1),
"init_value": 0.0001,
},
"l1_ratio": {
"domain": tune.loguniform(lower=1e-9, upper=1),
"init_value": 0.15,
},
"epsilon": {
"domain": tune.loguniform(lower=1e-5, upper=1e-1),
"init_value": eps_init,
},
"learning_rate": {
"domain": tune.choice(["optimal", "invscaling", "constant"]),
"init_value": "invscaling",
},
"eta0": {
"domain": tune.loguniform(lower=1e-7, upper=1e-1),
"init_value": 0.01,
},
"power_t": {
"domain": tune.uniform(lower=1e-5, upper=1),
"init_value": power_t_init,
},
"average": {
"domain": tune.choice([False, True]),
"init_value": False,
},
}
return space
def config2params(self, config: dict) -> dict:
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 not self._task.is_classification() and "n_jobs" in params:
params.pop("n_jobs")
if params.get("penalty") != "elasticnet":
if "l1_ratio" in params:
params.pop("l1_ratio")
# loss = "modified_huber" -> requires epsilon
if params.get("loss") != "modified_huber":
if "epsilon" in params:
params.pop("epsilon")
# learning_rate = "invscaling" -> requires power_t
if params.get("learning_rate") != "invscaling":
if "power_t" in params:
params.pop("power_t")
# learning_rate in ["invscaling", "constant"] -> requires eta0
if params.get("learning_rate") not in ["invscaling", "constant"]:
if "eta0" in params:
params.pop("eta0")
return params
def __init__(self, task="binary", **config):
super().__init__(task, **config)
if self._task.is_classification():
self.estimator_class = SGDClassifier
elif self._task.is_regression():
self.estimator_class = SGDRegressor
else:
raise ValueError("SGD only supports classification and regression tasks")
self.normalizer = Normalizer()
def _fit(self, X_train, y_train, **kwargs):
current_time = time.time()
if "groups" in kwargs:
kwargs = kwargs.copy()
groups = kwargs.pop("groups")
if self._task == "rank":
kwargs["group"] = group_counts(groups)
X_train = self._preprocess(X_train)
params = self.params.copy()
if params.get("penalty") == "None":
params["penalty"] = None
model = self.estimator_class(**params)
if logger.level == logging.DEBUG:
# xgboost 1.6 doesn't display all the params in the model str
logger.debug(f"flaml.automl.model - {model} fit started with params {self.params}")
model.fit(X_train, y_train, **kwargs)
if logger.level == logging.DEBUG:
logger.debug(f"flaml.automl.model - {model} fit finished")
train_time = time.time() - current_time
self._model = model
return train_time
def predict_proba(self, X, **kwargs):
"""Predict the probability of each class from features.
Only works for classification problems
Args:
X: A numpy array of featurized instances, shape n*m.
Returns:
A numpy array of shape n*c. c is the # classes.
Each element at (i,j) is the probability for instance i to be in
class j.
"""
assert self._task.is_classification(), "predict_proba() only for classification."
X = self._preprocess(X)
return self._model.predict_proba(X)
def _preprocess(self, X):
X = super()._preprocess(X)
X = self.normalizer.fit_transform(X)
return X
class ElasticNetEstimator(SKLearnEstimator):
"""The class for tuning Elastic Net regression model."""
"""Reference: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.ElasticNet.html"""
ITER_HP = "max_iter"
@classmethod
def search_space(cls, **params):
return {
"alpha": {
"domain": tune.loguniform(lower=0.0001, upper=1.0),
"init_value": 0.1,
},
"l1_ratio": {
"domain": tune.uniform(lower=0.0, upper=1.0),
"init_value": 0.5,
},
"selection": {
"domain": tune.choice(["cyclic", "random"]),
"init_value": "cyclic",
},
}
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
params["tol"] = params.get("tol", 0.0001)
if "n_jobs" in params:
params.pop("n_jobs")
return params
def __init__(self, task="regression", **config):
super().__init__(task, **config)
self.params.update(
{
"random_state": config.get("random_seed", 10242048),
}
)
assert self._task.is_regression(), "ElasticNet for regression task only"
self.estimator_class = ElasticNet
class LassoLarsEstimator(SKLearnEstimator):
"""The class for tuning Lasso model fit with Least Angle Regression a.k.a. Lars."""
"""Reference: https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LassoLars.html"""
ITER_HP = "max_iter"
@classmethod
def search_space(cls, task=None, **params):
return {
"alpha": {
"domain": tune.loguniform(lower=1e-4, upper=1.0),
"init_value": 0.1,
},
"fit_intercept": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"eps": {
"domain": tune.loguniform(lower=1e-16, upper=1e-4),
"init_value": 2.220446049250313e-16,
},
}
def config2params(self, config: dict) -> dict:
params = super().config2params(config)
if "n_jobs" in params:
params.pop("n_jobs")
return params
def __init__(self, task="regression", **config):
super().__init__(task, **config)
assert self._task.is_regression(), "LassoLars for regression task only"
self.estimator_class = LassoLars
def predict(self, X, **kwargs):
X = self._preprocess(X)
return self._model.predict(X, **kwargs)
class SparkGLREstimator(SparkEstimator):
"""The class for tuning Generalized Linear Regression PySpark model."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.regression.GeneralizedLinearRegression.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
rules = {
"gaussian": ["identity", "log", "inverse"],
"binomial": ["logit", "probit", "cloglog"],
"poisson": ["log", "identity", "sqrt"],
"gamma": ["inverse", "identity", "log"],
}
space = {
"regParam": {
"domain": tune.loguniform(0.01, 1.0),
"init_value": 0.1,
},
}
familyLinks = []
for family, members in rules.items():
for member in members:
familyLinks.append({"family": family, "link": member})
familyLinks.append({"family": "tweedie", "link": None})
space["familyLinks"] = {"domain": tune.choice(familyLinks), "init_value": familyLinks[0]}
return space
def config2params(self, config):
config = super().config2params(config)
for k, v in config["familyLinks"].items():
config[k] = v
del config["familyLinks"]
return config
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_regression(), "Generalized Linear Regression for regression task only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
from pyspark.ml.regression import GeneralizedLinearRegression
self.estimator_class = GeneralizedLinearRegression
self._task = task
self._model = None
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.model_classes_ = None
self.model_n_classes_ = None
class SparkLinearRegressionEstimator(SparkEstimator):
"""The class for tuning Linear Regression PySpark model."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.regression.LinearRegression.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
space = {
"regParam": {
"domain": tune.loguniform(0.01, 1.0),
"init_value": 0.1,
},
"elasticNetParam": {
"domain": tune.uniform(0.0, 1.0),
"init_value": 0.0,
},
"fitIntercept": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"standardization": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"aggregationDepth": {
"domain": tune.randint(2, 10),
"init_value": 2,
},
"loss": {
"domain": tune.choice(["squaredError", "huber"]),
"init_value": "squaredError",
},
"epsilon": {
"domain": tune.uniform(1.0001, 2),
"init_value": 1.35,
},
}
return space
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_regression(), "Linear Regression for regression task only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
from pyspark.ml.regression import LinearRegression
self.estimator_class = LinearRegression
self._task = task
self._model = None
self._time_per_iter = None
self._train_size = 0
self._mem_per_iter = -1
self.model_classes_ = None
self.model_n_classes_ = None
def config2params(self, config):
config = super().config2params(config)
if config["loss"] == "huber":
config.pop("elasticNetParam")
return config
class SparkLinearSVCEstimator(SparkEstimator):
"""The class for tuning Linear SVC PySpark model."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.classification.LinearSVC.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
space = {
"aggregationDepth": {
"domain": tune.randint(2, 10),
"init_value": 2,
},
"regParam": {
"domain": tune.uniform(0, 1.0),
"init_value": 0,
},
"fitIntercept": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"standardization": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"threshold": {
"domain": tune.uniform(0, 1.0),
"init_value": 0,
},
}
return space
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_binary(), "Linear SVC for binary classification task only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
from pyspark.ml.classification import LinearSVC
self.estimator_class = LinearSVC
class SparkGBTEstimator(SparkEstimator):
"""The class for tuning GBT PySpark model."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.classification.GBTClassifier.html"""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.regression.GBTRegressor.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
space = {
"maxDepth": {
"domain": tune.randint(3, 10),
"init_value": 5,
},
"maxBins": {
"domain": tune.randint(10, 100),
"init_value": 32,
},
"stepSize": {
"domain": tune.loguniform(0.01, 1.0),
"init_value": 0.1,
},
"subsamplingRate": {
"domain": tune.uniform(0.0001, 1.0),
"init_value": 1.0,
},
"minInstancesPerNode": {
"domain": tune.randint(1, 10),
"init_value": 1,
},
"minWeightFractionPerNode": {
"domain": tune.uniform(0.0, 0.4999),
"init_value": 0.0,
},
"minInfoGain": {
"domain": tune.uniform(0.0, 0.1),
"init_value": 0.0,
},
}
return space
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert (
self._task.is_binary() or self._task.is_regression()
), "GBT for binary classification task or regression only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
if self._task.is_binary():
from pyspark.ml.classification import GBTClassifier
self.estimator_class = GBTClassifier
else:
from pyspark.ml.regression import GBTRegressor
self.estimator_class = GBTRegressor
class SparkAFTSurvivalRegressionEstimator(SparkEstimator):
"""The class for tuning AFTSurvivalRegression PySpark model."""
"""Reference: https://spark.apache.org/docs/latest/api/python/reference/api/pyspark.ml.regression.AFTSurvivalRegression.html"""
ITER_HP = "maxIter"
@classmethod
def search_space(cls, data_size, task, **params):
space = {
"fitIntercept": {
"domain": tune.choice([True, False]),
"init_value": True,
},
"aggregationDepth": {
"domain": tune.randint(2, 10),
"init_value": 2,
},
}
return space
def __init__(self, task="binary", **config):
super().__init__(task, **config)
assert self._task.is_regression(), "AFTSurvivalRegression for regression task only"
if "verbose" in self.params:
self.params.pop("verbose")
if "n_jobs" in self.params:
self.params.pop("n_jobs")
from pyspark.ml.regression import AFTSurvivalRegression
self.estimator_class = AFTSurvivalRegression
class BaseResourceLimit:
def __init__(self, start_time, deadline, free_mem_ratio):
self.start_time = start_time
self.deadline = deadline
self.free_mem_ratio = free_mem_ratio
self._time_per_iter = None
def check_resource_limits(self, current_time, current_iteration, mllib):
if (mllib == "xgb" and current_iteration == 0) or (mllib == "cat" and current_iteration == 1):
self._time_per_iter = current_time - self.start_time
if mllib != "cat" and current_time + self._time_per_iter > self.deadline:
return False
if psutil is not None and self.free_mem_ratio is not None:
mem = psutil.virtual_memory()
if mem.available / mem.total < self.free_mem_ratio:
return False
return True
def after_iteration(self, *args, **kwargs) -> bool:
raise NotImplementedError
class XGBoostResourceLimit(BaseResourceLimit, TrainingCallback):
def after_iteration(self, model, epoch, evals_log) -> bool:
now = time.time()
return not self.check_resource_limits(now, epoch, "xgb")
class CatBoostResourceLimit(BaseResourceLimit):
def after_iteration(self, info) -> bool:
now = time.time()
return self.check_resource_limits(now, info.iteration, "cat")
class suppress_stdout_stderr:
def __init__(self):
# 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)]
def __enter__(self):
# Assign the null pointers to stdout and stderr.
os.dup2(self.null_fds[0], 1)
os.dup2(self.null_fds[1], 2)
def __exit__(self, *_):
# Re-assign the real stdout/stderr back to (1) and (2)
os.dup2(self.save_fds[0], 1)
os.dup2(self.save_fds[1], 2)
# Close the null files
for fd in self.null_fds + self.save_fds:
os.close(fd)