77 Commits

Author SHA1 Message Date
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
a99e939404
update config if n_estimators is modified (#225)
* update config if n_estimators is modified

* prediction as int

* handle the case n_estimators <= 0

* if trained and no budget to train more, return the trained model

* split_type=group for classification & regression
2021-09-27 21:30:49 -07:00
Chi Wang
f4529dfe89
package name in setup (#198)
* package name

* learning to rank example: close #200

* try import prophet #201
2021-09-11 21:19:18 -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
Qingyun Wu
a229a6112a
Support parallel and add random search (#167)
* non hashable value out of signature

* parallel trials

* add random in _search_parallel

* fix bug in retraining

* check memory constraint before training

* retrain_full

* log custom metric

* retraining budget check

* sample size check before retrain

* remove 'time2eval' from result

* report 'total_search_time' in result

* rename total_search_time to wall_clock_time

* rename train_loss boolean to log_training_metric

* set default train_loss to None

* exclude oom result

* log retrained model

* no subsample

* doc str

* notebook

* predicted value is NaN for sarimax

* version

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
2021-08-23 16:36:51 -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
Chi Wang
15fd8adac4
max_leaves (#138)
* max_leaf_nodes in rf and extra_tree

* preprocess numpy str

* free up mem after training
2021-07-27 18:02:49 -07:00
Chi Wang
b3bb00966d
coverage (#135)
* coverage

* readme

* timeout
2021-07-20 17:00:44 -07:00
Chi Wang
072e9e4588
constraint (#132)
* constraint

* ensemble
2021-07-10 09:02:17 -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
c26720c299
api doc for chacha (#105)
* api doc for chacha

* update params

* link to paper

* update dataset id

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
2021-06-11 10:25:45 -07:00
Chi Wang
f7cf2ea45a
Multiclass (#99)
* utility functions

* stepsize lower bound
2021-06-04 10:31:33 -07:00
Chi Wang
b206363c9a
metric constraint (#90)
* penalty change

* metric modification

* catboost init
2021-05-22 08:51:38 -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
Qingyun Wu
f4f3f4f17b
update image url (#71)
* update image url

* ArffException

* OpenMLError is ValueError

* CatBoostError

* reduce build on push

Co-authored-by: Chi Wang (MSR) <wang.chi@microsoft.com>
2021-04-21 01:36:06 -07:00
Qingyun Wu
06045703bf
Lgbm w customized obj (#64)
* add customized lgbm learner

* add comments

* fix format issue

* format

* OpenMLError

* add test

* add notebook

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-04-10 21:14:28 -04:00
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
Chi Wang
37d7518a4c
sample weight in xgboost (#54) 2021-03-31 22:11:56 -07:00
Chi Wang
f28d093522
v0.2.10 (#51)
* increase search space

* None check
2021-03-28 17:54:25 -07:00
Chi Wang
ae5f8e5426
data validation (#45)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* delta time

* reindex columns when dropping int-indexed columns

* test drop columns and small training data

* param set for ensemble builder

* fillna on copy

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
2021-03-19 09:50:47 -07:00
Chi Wang (MSR)
20ce01b33d criterion is categorical hp 2021-02-09 15:47:01 -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
Chi Wang (MSR)
492990655d v0.1.0 2020-12-04 09:40:27 -08:00