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skzhang1 2022-08-13 18:51:33 +00:00
parent e3c9da50da
commit fc633ef15e
1 changed files with 22 additions and 35 deletions
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57
flaml/ml.py
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@ -427,6 +427,20 @@ def get_val_loss(
train_time = time.time() - start
return val_loss, metric_for_logging, train_time, pred_time
def default_cv_score_agg_func(metrics_across_folds):
metric_to_minimize = sum([tem[0] for tem in metrics_across_folds])/len(metrics_across_folds)
metrics_to_log = None
for single_fold in metrics_across_folds:
if single_fold[1] is None:
break
elif metrics_to_log is None:
metrics_to_log = single_fold[1]
else:
metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold[1].items()}
if metrics_to_log:
n = len(metrics_across_folds)
metrics_to_log = {k: v / n for k, v in metrics_to_log.items()}
return metric_to_minimize, metrics_to_log
def evaluate_model_CV(
config,
@ -438,32 +452,18 @@ def evaluate_model_CV(
task,
eval_metric,
best_val_loss,
cv_score_agg_func,
cv_score_agg_func = None,
log_training_metric=False,
fit_kwargs={},
):
if cv_score_agg_func is None:
def cv_score_agg_func(metrics_across_folds):
metric_to_minimize = sum([tem[0] for tem in metrics_across_folds])/len(metrics_across_folds)
metrics_to_log = None
for single_fold in metrics_across_folds:
if single_fold[1] is None:
break
elif metrics_to_log is None:
metrics_to_log = single_fold[1]
else:
metrics_to_log = {k: metrics_to_log[k] + v for k, v in single_fold[1].items()}
if metrics_to_log:
n = len(metrics_across_folds)
metrics_to_log = {k: v / n for k, v in metrics_to_log.items()}
return metric_to_minimize, metrics_to_log
cv_score_agg_func = default_cv_score_agg_func
start_time = time.time()
val_loss_folds = []
log_metric_folds = []
total_metric = None
metric = None
train_time = pred_time = 0
valid_fold_num = total_fold_num = 0
total_fold_num = 0
n = kf.get_n_splits()
X_train_split, y_train_split = X_train_all, y_train_all
if task in CLASSIFICATION:
@ -485,7 +485,6 @@ def evaluate_model_CV(
else:
kf = kf.split(X_train_split)
rng = np.random.RandomState(2020)
val_loss_list = []
budget_per_train = budget / n
if "sample_weight" in fit_kwargs:
weight = fit_kwargs["sample_weight"]
@ -530,32 +529,20 @@ def evaluate_model_CV(
)
if weight is not None:
fit_kwargs["sample_weight"] = weight
valid_fold_num += 1
total_fold_num += 1
val_loss_folds.append(val_loss_i)
if log_training_metric or not isinstance(eval_metric, str):
if isinstance(metric_i, dict):
log_metric_folds.append(metric_i)
elif total_metric is not None:
total_metric += metric_i
else:
total_metric = metric_i
train_time += train_time_i
pred_time += pred_time_i
if valid_fold_num == n:
val_loss_list.append(cv_score_agg_func(list(zip(val_loss_folds,[None]*len(val_loss_folds))))[0])
valid_fold_num = 0
val_loss_folds = []
elif time.time() - start_time >= budget:
val_loss_list.append(cv_score_agg_func(list(zip(val_loss_folds,[None]*len(val_loss_folds))))[0])
if time.time() - start_time >= budget:
break
val_loss = np.max(val_loss_list)
n = total_fold_num
if log_training_metric or not isinstance(eval_metric, str):
if len(log_metric_folds):
metric = cv_score_agg_func(list(zip([0]*len(log_metric_folds),log_metric_folds)))[1]
else:
metric = total_metric / n
val_loss, metric = cv_score_agg_func(list(zip([0]*len(log_metric_folds),log_metric_folds)))
else:
val_loss, metric = cv_score_agg_func(list(zip(val_loss_folds,[None]*len(val_loss_folds))))
n = total_fold_num
pred_time /= n
return val_loss, metric, train_time, pred_time