15 Commits

Author SHA1 Message Date
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
すずまる
6270353458
support ROC and AUC for multi-class classification (#170)
* support ROC and AUC for multi-class classification

* add a test case to cover ROC and AUC for multi-class classification
2021-08-22 15:16:10 -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
072e9e4588
constraint (#132)
* constraint

* ensemble
2021-07-10 09:02:17 -07:00
Chi Wang
e039861ab0
multiple logged metrics in cv (#114) 2021-06-18 21:19:59 -07:00
Chi Wang
183b867856
groups (#107)
* groups

* version

* developer's guide
2021-06-15 18:52:57 -07:00
Chi Wang
f7cf2ea45a
Multiclass (#99)
* utility functions

* stepsize lower bound
2021-06-04 10:31:33 -07:00
Gian Pio Domiziani
c4c15f533f
datetime feature engineering added. (#89)
* datetime feature engineering added.

* check if datetime in columns moved after drop check. Check if the new columns do not already exist.

* check the drop condition before to add new_column. In transform, check directly if new columns are present in num_column.

* check if new_column is in X.columns.

* fixed lint issue. update version to 0.4.1.
2021-05-25 08:30:08 -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
Gian Pio Domiziani
730fd14ef6
micro/macro f1 metrics added. (#80)
* micro/macro f1 metrics added.

* format lines.
2021-04-26 14:50:41 -04:00
Chi Wang
97a7c114ee
Issue58 (#59)
* iter per learner

* code cleanup
2021-04-08 09:29:55 -07:00
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
Eric Zhu
4ce908f42e
Fix #11; add tests for training log and python logger (#12) 2020-12-14 23:10:03 -08:00
Chi Wang (MSR)
492990655d v0.1.0 2020-12-04 09:40:27 -08:00