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@ -1706,7 +1706,11 @@ class AutoML(BaseEstimator):
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self._state.fit_kwargs = fit_kwargs
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self._state.custom_hp = custom_hp or self._settings.get("custom_hp")
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self._skip_transform = self._settings.get("skip_transform") if skip_transform is None else skip_transform
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self._skip_transform = (
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self._settings.get("skip_transform")
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if skip_transform is None
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else skip_transform
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)
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self._state.fit_kwargs_by_estimator = (
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fit_kwargs_by_estimator or self._settings.get("fit_kwargs_by_estimator")
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)
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@ -2357,28 +2361,27 @@ class AutoML(BaseEstimator):
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have the following signature:
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```python
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def cv_score_agg_func(metrics_across_folds):
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def cv_score_agg_func(val_loss_folds, log_metrics_folds):
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return metric_to_minimize, metrics_to_log
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```
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The input "metrics_across_folds" is a list of 2-tuples. Each tuple records the loss and metrics information of the corresponding fold.
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On each tuple, the first element is a float number that represents the loss score to minimize, and the second is a dict of all the metrics to log or None.
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It returns the final aggregate result of all folds. A float number of the minimization objective, and a dictionary as the metrics to log or None.
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“val_loss_folds” - list of float, it records the loss scores of each ford; “log_metrics_folds” - list of dict/float, it records the metrics of each fords to log.
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This function should return the final aggregate result of all folds. A float number of the minimization objective, and a dictionary as the metrics to log or None.
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E.g.,
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```python
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def cv_score_agg_func(metrics_across_folds):
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metric_to_minimize = sum([tem[0] for tem in metrics_across_folds])/len(metrics_across_folds)
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def cv_score_agg_func(val_loss_folds, log_metrics_folds):
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metric_to_minimize = sum(val_loss_folds)/len(val_loss_folds)
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metrics_to_log = None
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for single_fold in metrics_across_folds:
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if single_fold[1] is None:
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break
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elif metrics_to_log is None:
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metrics_to_log = single_fold[1]
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for single_fold in log_metrics_folds:
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if metrics_to_log is None:
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metrics_to_log = single_fold
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elif isinstance(metrics_to_log, dict):
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metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold.items()}
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else:
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metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold[1].items()}
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metrics_to_log += single_fold
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if metrics_to_log:
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n = len(metrics_across_folds)
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metrics_to_log = {k: v / n for k, v in metrics_to_log.items()}
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n = len(val_loss_folds)
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metrics_to_log = {k: v / n for k, v in metrics_to_log.items()} if isinstance(metrics_to_log, dict) else metrics_to_log/n
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return metric_to_minimize, metrics_to_log
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```
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@ -2549,7 +2552,11 @@ class AutoML(BaseEstimator):
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self._state.fit_kwargs = fit_kwargs
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custom_hp = custom_hp or self._settings.get("custom_hp")
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self._skip_transform = self._settings.get("skip_transform") if skip_transform is None else skip_transform
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self._skip_transform = (
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self._settings.get("skip_transform")
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if skip_transform is None
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else skip_transform
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)
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fit_kwargs_by_estimator = fit_kwargs_by_estimator or self._settings.get(
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"fit_kwargs_by_estimator"
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)
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@ -2579,7 +2586,9 @@ class AutoML(BaseEstimator):
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eval_method = self._decide_eval_method(eval_method, time_budget)
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self._state.eval_method = eval_method
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logger.info("Evaluation method: {}".format(eval_method))
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self._state.cv_score_agg_func = cv_score_agg_func or self._settings.get("cv_score_agg_func")
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self._state.cv_score_agg_func = cv_score_agg_func or self._settings.get(
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"cv_score_agg_func"
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)
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self._retrain_in_budget = retrain_full == "budget" and (
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eval_method == "holdout" and self._state.X_val is None
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33
flaml/ml.py
33
flaml/ml.py
@ -430,21 +430,27 @@ def get_val_loss(
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train_time = time.time() - start
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return val_loss, metric_for_logging, train_time, pred_time
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def default_cv_score_agg_func(metrics_across_folds):
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metric_to_minimize = sum([tem[0] for tem in metrics_across_folds])/len(metrics_across_folds)
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def default_cv_score_agg_func(val_loss_folds, log_metrics_folds):
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metric_to_minimize = sum(val_loss_folds) / len(val_loss_folds)
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metrics_to_log = None
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for single_fold in metrics_across_folds:
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if single_fold[1] is None:
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break
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elif metrics_to_log is None:
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metrics_to_log = single_fold[1]
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for single_fold in log_metrics_folds:
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if metrics_to_log is None:
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metrics_to_log = single_fold
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elif isinstance(metrics_to_log, dict):
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metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold.items()}
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else:
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metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold[1].items()}
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metrics_to_log += single_fold
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if metrics_to_log:
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n = len(metrics_across_folds)
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metrics_to_log = {k: v / n for k, v in metrics_to_log.items()}
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n = len(val_loss_folds)
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metrics_to_log = (
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{k: v / n for k, v in metrics_to_log.items()}
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if isinstance(metrics_to_log, dict)
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else metrics_to_log / n
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)
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return metric_to_minimize, metrics_to_log
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def evaluate_model_CV(
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config,
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estimator,
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@ -455,7 +461,7 @@ def evaluate_model_CV(
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task,
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eval_metric,
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best_val_loss,
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cv_score_agg_func = None,
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cv_score_agg_func=None,
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log_training_metric=False,
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fit_kwargs={},
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):
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@ -541,10 +547,7 @@ def evaluate_model_CV(
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pred_time += pred_time_i
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if time.time() - start_time >= budget:
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break
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if log_training_metric or not isinstance(eval_metric, str):
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val_loss, metric = cv_score_agg_func(list(zip([0]*len(log_metric_folds),log_metric_folds)))
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else:
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val_loss, metric = cv_score_agg_func(list(zip(val_loss_folds,[None]*len(val_loss_folds))))
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val_loss, metric = cv_score_agg_func(val_loss_folds, log_metric_folds)
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n = total_fold_num
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pred_time /= n
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return val_loss, metric, train_time, pred_time
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