43 Commits

Author SHA1 Message Date
Chi Wang
0b25e89f29
reproducibility for random sampling (#349)
* reproducibility for random sampling #236

* doc update
2021-12-22 12:12:25 -08:00
Chi Wang
efd85b4c86
Deploy a new doc website (#338)
A new documentation website. And:

* add actions for doc

* update docstr

* installation instructions for doc dev

* unify README and Getting Started

* rename notebook

* doc about best_model_for_estimator #340

* docstr for keep_search_state #340

* DNN

Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
Co-authored-by: Z.sk <shaokunzhang@psu.edu>
2021-12-16 17:11:33 -08:00
Z.sk
7b24662dca
Makes the evaluation_function could receive the incumbent best result as input in Tune (#339)
* update tune function

* pass incumbent result to the training function

* Update test/tune/test_record_incumbent.py

* Update flaml/searcher/search_thread.py

* Update flaml/searcher/blendsearch.py

* Update flaml/tune/tune.py

* add constant variable

Co-authored-by: 张少坤 <zhangshaokun@fuzhi.ai>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-12-15 21:12:47 -08:00
Qingyun Wu
17b17d084f
tune api for schedulers (#322)
* revise api and tests

* rename prune_attr

* update finetune notebook

* add scheduler test and notebook

* update tune api for scheduler

* remove scheduler notebook

* Update flaml/tune/tune.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* docstr

* fix imports

* clear notebook output

* fix ray import

* Update flaml/tune/tune.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* improve docstr

* Update flaml/searcher/blendsearch.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* remove redundant import

Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-12-04 21:52:20 -05:00
Chi Wang
00da79a90b
empty search space (#295)
fix the error when an empty dictionary is passed to BlendSearch as the search space.
2021-11-20 20:05:28 -08:00
Chi Wang
0d9439212f update docstr 2021-11-06 09:37:33 -07:00
Antoni Baum
e0155c2339
Fix exception in CFO's _create_condition if all candidate start points didn't return yet (#263)
* Fix exception if first trial returns None

* Add test
2021-10-29 11:44:16 -07:00
Chi Wang
524f22bcc5
fix bug in hierarchical search space (#248); optional dependency on lgbm and xgb (#250)
* close #249

* admissible region

* best_config can be None

* optional dependency on lgbm and xgb
resolve #252
2021-10-15 21:36:42 -07:00
Chi Wang
f48ca2618f
warning -> info for low cost partial config (#231)
* warning -> info for low cost partial config
#195, #110

* when n_estimators < 0, use trained_estimator's

* log debug info

* test random seed

* remove "objective"; avoid ZeroDivisionError

* hp config to estimator params

* check type of searcher

* default n_jobs

* try import

* Update searchalgo_auto.py

* CLASSIFICATION

* auto_augment flag

* min_sample_size

* make catboost optional
2021-10-08 16:09:43 -07:00
Chi Wang
f3e50136e8
random search (#213)
* random search as a child class of CFO

* random search in sequential search of AutoML

* time to find best model as a property of AutoML
2021-09-19 11:19:23 -07:00
Chi Wang
0ba58e0ace
accommodate nni usage pattern (#209) 2021-09-14 23:16:28 -07:00
Chi Wang
a9d39b71da
consider num_samples in bs thread priority (#207)
* consider num_samples in bs thread priority

* continue search for bs
2021-09-14 18:36:10 -07:00
Chi Wang
71219df6c6
notebook example (#189)
* config in result

* value can be float

* pytorch notebook example

* docker, pre-commit

* max_failure (#192); early_stop

* extend starting_points (#196)

Co-authored-by: Chi Wang (MSR) <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qw2ky@virginia.edu>
2021-09-10 16:39:16 -07:00
Chi Wang
e46573a01d
warmstart blendsearch (#186)
* increase test coverage

* use define by run only when needed

* warmstart bs

* classification -> binary, multi

* warm start with evaluated rewards

* data transformer; resource attr for gs

* BlendSearchTuner bug fix and unittest

* bug fix

* docstr and import

* task type
2021-09-04 01:42:21 -07:00
Chi Wang
6ab0730793
remove catboost training dir; ensemble api; blendsearch for hierarchical space; ranking task; forecast improvement (#178)
* remove catboost training dir

* close #48

* bs for hierarchical space. close #85

* retrain for hierarchical space

* clean ml (#180)

Co-authored-by: Qingyun Wu <qxw5138@psu.edu>

* support ranking task

* examples

* cv shuffle

* forecast api and implementation cleaner

* period constraints

* delete groups after fit
2021-09-01 16:25:04 -07:00
Kevin Chen
3d0a3d26a2
Forecast (#162)
* added 'forecast' task with estimators ['fbprophet', 'arima', 'sarimax']

* update setup.py

* add TimeSeriesSplit to 'regression' and 'classification' task

* add 'time' split_type for 'classification' and 'regression' task

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* feature importance

* variable name

* Update test/test_split.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* Update test/test_forecast.py

Co-authored-by: Chi Wang <wang.chi@microsoft.com>

* prophet installation fail in windows

* upload flaml_forecast.ipynb

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2021-08-23 13:26:46 -07:00
Qingyun Wu
10082b9262
v0.5.12 (#150)
* remove extra comma

* exclusive bound

* log file name

* add cost to space

* dataset_format

* add load_openml_dataset test

* docstr

* revise test format

* simplify restore

* order categories

* openml server exception in test

* process space

* add warning

* log format

* reduce n_cpu

* nested space

* hierarchical search space for CFO

* non hierarchical for bs

* unflatten hierarchical config

* connection error

* random sample

* config signature

* check ray version

* preprocess numpy array

* catboost preprocess

* time budget

* seed, verbose, hpo_method

* test cfocat

* shallow copy in flatten_dict
prevent lgbm model duplication

* match estimator name

* quantize and log

* test qloguniform and qrandint

* test qlograndint

* thread.running

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qingyunwu@Qingyuns-MacBook-Pro-2.local>
2021-08-11 23:02:22 -07:00
Xueqing Liu
eeaf5b5963
space -> main (#148)
* subspace in flow2

* search space and trainable from AutoML

* experimental features: multivariate TPE, grouping, add_evaluated_points

* test experimental features

* readme

* define by run

* set time_budget_s for bs

Co-authored-by: liususan091219 <Xqq630517>

* version

* acl

* test define_by_run_func

* size

* constraints

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-08-02 16:10:26 -07:00
Qingyun Wu
e24265ee5d
automl fit with starting points (#141)
* add starting point in fit

* add estimator best config

* add test

* add doc string

* when there are multiple points_to_evaluate in CFO, use the best one to start local search; after that use low cost partial config as the start point; then, remove the points whose performance is worse than the converged, and start local search from the remaining ones ordered by their performance.

Co-authored-by: Qingyun Wu <qingyunwu@Qingyuns-MacBook-Pro-2.local>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-07-31 13:39:31 -07:00
Chi Wang
b3bb00966d
coverage (#135)
* coverage

* readme

* timeout
2021-07-20 17:00:44 -07:00
Qingyun Wu
b04b00dc9d
V0.5.6 (#128)
* recover ConcurrencyLimiter

* cost attribute

* update notebooks

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
2021-07-06 08:32:20 -07:00
Qingyun Wu
a291abfab9
Cha cha (#127)
* unordered categorical

* allow cost attribute to be None

* tensorboardX version

* quote

* cfo cat

* trunc

* Update version.py

* incumbent is normalized

* python 3.9

* remove ConcurrencyLimiter

* seed

* estimator

* update autovw notebook

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
2021-07-05 18:17:26 -07:00
Chi Wang
2dbf38da0a
discount running thread (#121)
* discount running thread

* version

* limit dir

* report result

* catch

* remove handler
2021-06-25 14:24:46 -07:00
Xueqing Liu
d40993d920
apidoc (#116)
* fixing apidoc errors

Co-authored-by: Chi Wang (MSR) <wang.chi@microsoft.com>
Co-authored-by: liususan091219 <Xqq630517>
2021-06-19 19:09:49 -07:00
Qingyun Wu
e031c2eb7d
Test restore (#103)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* sync

* version number

* update gitignore

* delta time

* reindex columns when dropping int-indexed columns

* add seed

* add seed in Args

* merge

* stabilize SearchThread speed

* add seed

* fix import

* use except

* add restore test for CFO

* remove test_restore

* remove inspect

* remove print

* change to SearchThread._esp

* add _eps lower bound

* _eps in SearchThread

* add test_restore

* 1<<32

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
2021-06-07 19:49:45 -04:00
Chi Wang
f7cf2ea45a
Multiclass (#99)
* utility functions

* stepsize lower bound
2021-06-04 10:31:33 -07:00
Qingyun Wu
0d3a0bfab6
Add ChaCha (#92)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* sync

* version number

* update gitignore

* delta time

* reindex columns when dropping int-indexed columns

* add seed

* add seed in Args

* merge

* init upload of ChaCha

* remove redundancy

* add back catboost

* improve AutoVW API

* set min_resource_lease in VWOnlineTrial

* docstr

* rename

* docstr

* add docstr

* improve API and documentation

* fix name

* docstr

* naming

* remove max_resource in scheduler

* add TODO in flow2

* remove redundancy in rearcher

* add input type

* adapt code from ray.tune

* move files

* naming

* documentation

* fix import error

* fix format issues

* remove cb in worse than test

* improve _generate_all_comb

* remove ray tune

* naming

* VowpalWabbitTrial

* import error

* import error

* merge test code

* scheduler import

* fix import

* remove

* import, minor bug and version

* Float or Categorical

* fix default

* add test_autovw.py

* add vowpalwabbit and openml

* lint

* reorg

* lint

* indent

* add autovw notebook

* update notebook

* update log msg and autovw notebook

* update autovw notebook

* update autovw notebook

* add available strings for model_select_policy

* string for metric

* Update vw format in flaml/onlineml/trial.py

Co-authored-by: olgavrou <olgavrou@gmail.com>

* make init_config optional

* add _setup_trial_runner and update notebook

* space

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
Chi Wang
b206363c9a
metric constraint (#90)
* penalty change

* metric modification

* catboost init
2021-05-22 08:51:38 -07:00
Chi Wang
0925e2b308
constraints (#88)
* pre-training constraints

* metric constraints after training
2021-05-18 15:57:42 -07:00
Chi Wang
0b23c3a028
stepsize (#86)
* decrease step size in suggest

* initialization of the counters

* increase step size

* init phase

* check converge in suggest
2021-05-06 21:29:38 -07:00
Chi Wang
97a7c114ee
Issue58 (#59)
* iter per learner

* code cleanup
2021-04-08 09:29:55 -07:00
Chi Wang
b7a91e0385
V0.3.0 (#55)
* flaml v0.3

* low cost partial config
2021-04-06 11:37:52 -07:00
Qingyun Wu
b058e0e041
add seed argument in BlendSearch (#50)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* sync

* version number

* update gitignore

* delta time

* reindex columns when dropping int-indexed columns

* add seed

* add seed in Args

* merge

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-03-19 23:31:35 -04:00
Iman Hosseini
bf95d7c455
nni example + bugfix in blendsearch (#44)
* nni example + bugfix in blendsearch

re: https://github.com/microsoft/FLAML/issues/36
2021-03-18 22:35:23 -07:00
Antoni Baum
b8736bc600
Normalize config in _valid (#42) 2021-03-17 09:51:23 -07:00
Chi Wang
4a8110c87b
pickle the AutoML object (#37)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* Add Gitter badge (#41)

* prevent divide by zero

* test roberta

* BlendSearchTuner

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: The Gitter Badger <badger@gitter.im>
2021-03-16 22:13:35 -07:00
liuzhe-lz
840e3fc104
Fix bug in NNI tuner (#34)
* fix bug in nni tuner

* Update version.py

Co-authored-by: liuzhe <zhe.liu@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-03-06 10:38:33 -08:00
Chi Wang
1560a6e52a
V0.2.7 (#35)
* bug fix

* admissible region

* use CFO's init point as backup

* step lower bound

* test electra
2021-03-05 23:39:14 -08:00
Chi Wang
7bd231e497
v0.2.6 (#32)
* xgboost notebook

* finetuning notebook

* finetuning test

* experimental nni support

* support nested search space

* log file name

* record training_iteration

* eps

* reset times

* std set to default step size if 0
2021-02-28 12:43:43 -08:00
Chi Wang
6ff0ed434b
v0.2.5 (#30)
* test distillbert

* import check

* complete partial config

* None check

* init config is not suggested by bo

* badge

* notebook for lightgbm
2021-02-22 22:10:41 -08:00
Chi Wang (MSR)
71acb5140b None check 2021-02-05 23:42:28 -08:00
Chi Wang (MSR)
14d59effbe bug fix 2021-02-05 22:45:02 -08:00
Chi Wang
776aa55189
V0.2.2 (#19)
* v0.2.2

separate the HPO part into the module flaml.tune
enhanced implementation of FLOW^2, CFO and BlendSearch
support parallel tuning using ray tune
add support for sample_weight and generic fit arguments
enable mlflow logging

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: qingyun-wu <qw2ky@virginia.edu>
2021-02-05 21:41:14 -08:00