887 Commits

Author SHA1 Message Date
Chi Wang
7809ec15ac catch import error 2021-10-19 11:52:41 -07:00
Chi Wang
29fac8807b fix bug in subspace identification 2021-10-19 11:52:41 -07:00
Chi Wang
46cfb76863 bump version to 0.6.9 2021-10-18 21:56:21 -07:00
Chi Wang
b3715e1e34 cleanup 2021-10-18 21:56:21 -07:00
Chi Wang
7d6e860102 n_estimators for catboost 2021-10-18 21:56:21 -07:00
Chi Wang
9e9356f436 time budget in state 2021-10-18 21:56:21 -07:00
Chi Wang
b2d8b097d7 check n_iter == 1 2021-10-18 21:56:21 -07:00
Chi Wang
46b29e05c7 .params 2021-10-18 21:56:21 -07:00
Chi Wang
b03a87e737 no search when max_iter < 2 2021-10-18 21:56:21 -07:00
Michal
5fb843234f Add conda forge badge 2021-10-16 23:05:58 -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
fe65fa143d
v0.6.8 (#247) 2021-10-12 15:08:40 -07:00
Chi Wang
ddc1a63a76
Package (#244)
* build and upload pypi package

* pandas in dependency
2021-10-10 22:57:22 -07:00
Christoph Deil
948f688742
Consistent California (#245) 2021-10-09 07:52:07 -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
7d9e28f02d
seed for hpo method (#224)
set the seed for hpo method according to the seed passed to AutoML.fit()
2021-09-25 19:23:08 -07:00
Chi Wang
16a97bec76
set converge flag when no trial can be sampled (#217)
* set converge flag when no trial can be sampled

* require custom_metric to return dict for logging
close #218

* estimate time budget needed

* log info per iteration
2021-09-23 10:49:02 -07:00
Qingyun Wu
b1115d5347
add consistency test (#216)
* add consistency test

* test_consistency and format

* add results attribute

* skip when ray is not installed

* Update flaml/tune/analysis.py

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

Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-09-19 20:44:25 -04:00
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
ea6c6ded2f
clean up forecast notebook (#202) 2021-09-13 21:16:42 -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
8f9f08cebc
try import catboost (#197) 2021-09-10 20:09:08 -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
339eb80f44
variable name (#187) 2021-09-04 20:28:37 -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
Qingyun Wu
5fdfa2559b
Cleanml (#185)
* reorg ml

* return y_pred in eval_estimator

* add train loss into metric_for_logging dict
2021-09-02 13:07:30 -07:00
Gian Pio Domiziani
63bba92fd0
Fix decide_split_type bug. (#184)
* Fix decide_split_type bug.
2021-09-02 08:50:22 -07:00
Kevin Chen
ec34427ca8
Forecast v2 (#182)
* update flaml_forecast.ipynb

* visualize predictions for comparison

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2021-09-01 18:06:37 -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
Chi Wang
1bc8786dcb
remove big objects after fit (#176)
* remove big objects after fit

* xgboost>1.3.3 has a weird auc socre on:
kr-vs-kp, fold 5, 1h1c

* keep_search_state
2021-08-26 13:45:13 -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
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
Naga Budigam
2fb888e64e
Tutorial on using AutoML in sklearn pipeline (#157)
* tutorial on using AutoML in sklearn pipeline
2021-08-11 17:46:46 -07:00
Jeff
68733314f3
None type object cannot call close (#143)
* Fix AttributeError in file.close
2021-08-03 11:28:03 -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
Eduardo Büll
46752083a2
fix UnboundLocalError in tune.run (#142) (#145)
Fix UnboundLocalError exception in tune.run when training_function returns a value.

Resolves #142
2021-08-01 17:55:38 -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
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
Qingyun Wu
58c0ec959d
Update readme for flaml.tune (#137)
* add time_budget_s for bs in readme

* version update

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-07-24 17:10:43 -07:00
Chi Wang
95aa719b01
version (#136) 2021-07-20 17:45:02 -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
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
Xueqing Liu
e41b42842a
fixing "discount running thread " (#122)
* add tf to test dependency

Co-authored-by: liususan091219 <Xqq630517>
2021-06-25 22:26:47 -07:00