98 Commits

Author SHA1 Message Date
Chi Wang
df01031cfe
Zero-shot AutoML (#468)
* Prepare for release

Co-authored-by: Moe Kayali <t-moekayali@microsoft.com>

* bug fix

* improve doc and code quality

Co-authored-by: Qingyun Wu
2022-03-01 15:39:09 -08:00
Chi Wang
e3e737c71a
make AutoML.classes_ an array (#467)
* remove .tolist()

* docstr
2022-02-25 22:13:41 -08:00
Qingyun Wu
05f9065ade
Docstr update (#460)
* parallel tuning docstr

* update n_concurrent_trials docstr

* n_jobs default

* parallel tuning in tune docstr
2022-02-15 09:41:53 -08:00
Chi Wang
9e88f22167
fix a bug when using ray & update ray on aml (#455)
* fix a bug when using ray & update ray on aml
When using with_parameters(), the config argument must be the first argument in the trainable function.
* make training function runnable standalone
2022-02-11 20:14:10 -08:00
Chi Wang
8a44dd4318
data in csv (#430)
* data in csv

* support ray ObjectRef #365

* use object store to store data when using ray

* make lgbm tuning example a test

* homepage title
2022-01-30 19:36:41 -08:00
Chi Wang
6960a833ec
Gpu support for xgboost (#442)
* xgboost gpu support

* test xgboost gpu

* test sparse data

* add xgboost test

* remove ray.init to avoid pytest error
2022-01-30 13:02:18 -08:00
Kevin Chen
81f54026c9
Support time series forecasting for discrete target variable (#416)
* support 'ts_forecast_classification' task to forecast discrete values

* update test_forecast.py
- add test for forecasting discrete values

* update test_model.py

* pre-commit changes
2022-01-24 18:39:36 -08:00
Chi Wang
6a7caa6a3d
max_iter < 2 -> no search; sign in metric constraints; test and example for forecasting (#415)
* max_iter < 2 -> no search

* use_ray in test

* eval_method in ts example

* check sign of constraints

* test metric constraint sign
2022-01-23 01:24:15 -08:00
Xueqing Liu
47d2295fb7
Set use_ray to True for logging to databricks (#414)
* fixing use_ray bug
2022-01-18 18:37:35 -08:00
MichaelMarien
1c911da9f8
Sklearn api x (#405)
* changed signature of automl.predict and automl.predict_proba to X

* XGBoostEstimator

* changed signature of Prophet predict to X

* changed signature of ARIMA predict to X

* changed signature of TS_SKLearn_Regressor predict to X
2022-01-16 14:37:56 -08:00
Chi Wang
569908fbe6
fix issues in logging, bug in space.py, constraint sign, and improve code coverage (#388)
* console log handler

* version update

* doc

* skippable steps

* notebook update

* constraint sign

* doc for constraints

* bug fix: define-by-run and unflatten_hierarchical

* const

* handle nested space in indexof()

* test grid search

* test suggestion

* model test

* >1 ckpts

* always increase iter count

* log total # iterations

* security patch

* make iter_per_learner consistent
2022-01-14 13:39:09 -08:00
Xueqing Liu
c1b5cb5348
fixing default metric for regression + change verbosity for transformers (#397)
* fixing default metric for regression + change verbosity for transformers

* fixing per_device_train_batch_size

* Update flaml/automl.py for gpu_per_trial
2022-01-13 21:08:51 -08:00
Xueqing Liu
f41f1c2198
Logging multiple checkpoints (#394) 2022-01-12 19:50:39 -08:00
Kevin Chen
99667dad5f
Regression forecast debug (#391)
* update automl.py
- fix bug with removing "catboost"
2022-01-11 13:16:59 -08:00
Xueqing Liu
c54c1246c6
fixing auto metric bug (#387) 2022-01-07 16:25:58 -08:00
Kevin Chen
d4273669e6
Time series forecasting with sklearn regressors (#362)
* add sklearn regressors as learners for ts_forecast task

* add direct forecasting strategy
warnings and errors for duplicate rows and missing values

- add preprocess for sklearn time series forecast
 update automl.py
 update test/test_forecast.py

* update model.py and test_forecast.py for cv eval_method

* add "hcrystalball" dependency in setup.py

* update automl.py
- add _validate_ts_data function for abstraction
- include xgb_limitdepth as a learner

* update model.py
- update search space for sklearn ts regressors

* update automl.py and test_forecast.py for numpy array inputs

* add documentations to model.py

* add documentation for removing catboost regressor

* update automl.py
- _validate_ts_data() function

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-01-06 23:12:38 -08:00
Chi Wang
612668e8ed
serialize TransformerEstimator (#381)
* serialize TransformerEstimator

* check has_attr

* custom metric needs trainer

* skip test on mac
2022-01-06 10:28:19 -08:00
Chi Wang
cd9740f022
Fix several issues for nlp tasks (#380)
* num cpu issue #378;
* temp fix for ray issue #379;
* transformers version.
2022-01-05 13:49:12 -08:00
Xueqing Liu
207b6935d9
adding token classification (#376)
* adding ner
2022-01-03 13:44:10 -05:00
Chi Wang
8602def1c4
logging (#371)
* query logged runs

* mlflow log when using ray

* key check for newer version of ray #363

* catch importerror

* log and load AutoML model

* retrain if necessary when ensemble fails
2022-01-02 21:37:19 -08:00
Chi Wang
2f5d6169d3
example update (#359)
update some examples for consistencies with others.
2021-12-25 16:13:39 -08:00
Chi Wang
baa0359324
doc update (#352)
* custom splitter
* NLP
* version number
2021-12-22 14:35:13 -08:00
Chi Wang
0b25e89f29
reproducibility for random sampling (#349)
* reproducibility for random sampling #236

* doc update
2021-12-22 12:12:25 -08:00
Xueqing Liu
ee3162e232
Adding the NLP task summarization (#346)
* Add test_autohf_summarization.py

* adding seq2seq

* Update flaml/nlp/huggingface/trainer.py

* rouge metrics

Co-authored-by: XinZofStevens <xzhao4346@gmail.com>
Co-authored-by: JinzhuoWu <wujinzhuo0105@gmail.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-12-20 14:19:32 -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
Chia-Chi Hsu
671ccbbe3f
support for customized splitters (#333)
* add support for customized splitters

* use the param split_type for feeding generators

* use single API for customized splitter and add test

* when task==TS_FORCAST, always set shuffle=False

* update docstr

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-12-16 16:13:04 -08:00
Xueqing Liu
1a3e01c352
adding HF metrics (#335)
* adding nlp metrics

* fix ndcg
2021-12-10 12:32:49 -05:00
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
7d269435ae add save_best_config() 2021-12-04 16:29:52 -08:00
Chi Wang
18230ed22f
pred_time_limit clarification and logging (#319)
* pred_time_limit clarification

* log prediction time

* handle ChunkedEncodingError in test
2021-12-03 16:02:00 -08:00
Chi Wang
c57954fbbd
include default value in rf search space (#317)
* include default value in rf search space

* init _mem_per_iter with -1

* bump version to 0.8.2

* docstr for search space's arguments
2021-12-03 09:15:21 -08:00
Chi Wang
1545d5a6d2
skip cv preparation if eval_method is holdout (#314)
* skip cv preparation if eval_method is holdout

* bump version to 0.8.1
2021-11-28 11:18:55 -08:00
Xueqing Liu
fd136b02d1
bug fix for TransformerEstimator (#293)
* fix checkpoint naming + trial id for non-ray mode, fix the bug in running test mode, delete all the checkpoints in non-ray mode

* finished testing for checkpoint naming, delete checkpoint, ray, max iter = 1

* adding predict_proba, address PR 293's comments

close #293 #291
2021-11-23 11:26:39 -08:00
Chi Wang
85e21864ce
test -> val; docstr (#300)
* rename test -> val in custom metric function
* add an example in docstr
resolve #299
2021-11-22 22:17:29 -08:00
Chi Wang
ea6d28d7bd
add max_depth to xgboost search space (#282)
* add max_depth to xgboost search space

* notebook update

* two learners for xgboost (max_depth or max_leaves)
2021-11-22 21:17:48 -08:00
Chi Wang
d937b03e42
multioutput regression (#292)
* make AutoML inherit sklearn.base.BaseEstimator such that it can be wrapped in sklearn.multioutput.MultiOutputRegressor for multi-output regression.

* moved and simplified preprocessing code in AutoML.predictI() to _preprocess()
2021-11-22 06:59:42 -08:00
Chi Wang
72caa2172d
model_history, ITER_HP, settings in AutoML(), checkpoint bug fix (#283)
if save_best_model_per_estimator is False and retrain_final is True, unfit the model after evaluation in HPO.
retrain if using ray.
update ITER_HP in config after a trial is finished.
change prophet logging level.
example and notebook update.
allow settings to be passed to AutoML constructor. Are you planning to add multi-output-regression capability to FLAML #192 Is multi-tasking allowed? #277 can pass the auotml setting to the constructor instead of requiring a derived class.
remove model_history.
checkpoint bug fix.

* model_history meaning save_best_model_per_estimator

* ITER_HP

* example update

* prophet logging level

* comment update in forecast notebook

* print format improvement

* allow settings to be passed to AutoML constructor

* checkpoint bug fix

* time limit for autohf regression test

* skip slow test on macos

* cleanup before del
2021-11-18 09:39:45 -08:00
Qingyun Wu
e9551de3cc add best_loss_per_estimator 2021-11-17 22:43:20 -08:00
Xueqing Liu
42de3075e9
Make NLP tasks available from AutoML.fit() (#210)
Sequence classification and regression: "seq-classification" and "seq-regression"

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-11-16 11:06:20 -08:00
Chi Wang
92ebd1f7f9
when max_iter=1, skip search only if retrain_final (#280)
* when max_iter=1, skip search only if retrain_final

* remove nlp
redesign in #210

* minor change in readme example
2021-11-09 21:51:23 -08:00
Chi Wang
0c7bf7219f
Merge branch 'main' into docstr 2021-11-06 21:58:26 -07:00
Chi Wang
62a31704ee
default to cfo for single estimator (#273)
* default to cfo for single estimator

* use bs for parallel tuning

* comment about overhead
2021-11-06 21:58:05 -07:00
Chi Wang
c4d5986ee8 no retraining when max_iter=0 and not retrain_full 2021-11-06 11:37:57 -07:00
Chi Wang
0d9439212f update docstr 2021-11-06 09:37:33 -07:00
Chi Wang
fc32eca24b
make default verbose level > 0 when using ray (#272)
* make default verbose level > 0 when using ray

* default hpo method when using ray

* bug fix: == -> =
2021-11-04 22:06:19 -07:00
Chi Wang
549a0dfb53
limit time and memory consumption (#264)
* limit time and memory

* separate tests

* lrl1 can't be limited by limit_resource

* free memory when possible

* passthrough=False when ensemble fails;
retrain when trained_estimator is None

* use callback to for resource limit

* handle lower version of xgb with no callback

* free mem ratio

* reduce verbosity

* retrain_final when max_iter==1

* remove trained_estimator from result

* model_history

* wheel

* retrain time as best_config_train_time

* ci: libomp version for xgboost on macos

* limit_resource not working in windows

* test pickle load

* mute forecaster

* notebook update

* check hard

* preventive callback

* add use_ray
2021-11-03 19:08:23 -07:00
Kevin Chen
519bfc2a18
Integrate multivariate time series forecasting (#254)
* Integrate multivariate time series forecasting, now supports
continuous and categorical variables

- update data.py to transform time series data
- update search space
- update documentations to reflect changes
- update test_forecast.py
- rename 'forecast' task to 'ts_forecast' task

* update automl.py and test_forecast.py

* update forecast notebook

* update README.md and setup.py

* update ml.py and test_forecast.py

- make "ds" and "y" constant variables

* replace constants with constant variables

* bump version to 0.7.0

* update setup.py
- support 'forecast' and 'ts_forecast'

* update automl.py and data.py
- support 'forecast' and 'ts_forecast' tasks
2021-10-30 09:48:57 -07:00
Qingyun Wu
94a81a95ad
Add documentation for warm-start (#255)
* add documentation for warm-start

* fix typo

* fix typo

* Update flaml/tune/tune.py

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

* Update automl.py

Co-authored-by: Qingyun Wu <qxw5138@psu.edu>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2021-10-19 16:39:28 -04:00
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