20 Commits

Author SHA1 Message Date
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
Kevin Chen
c75f97b475
Change the upper bound for "lags" hyperparameter for sklearn forecast models (#437)
* update model.py
- change upper bound for "lags" hyperparameter

* update test_forecast.py
- add a test for a large dataset

* update sample.py
- pre-commit changes
2022-01-30 07:30:30 -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
Chi Wang
38ad31ea25
remove FLAML sample size from config (#418) 2022-01-22 22:59:44 -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
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
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
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
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
晓宇
5dc948da18
Update test_regression.py (#306)
* Update test_regression.py

There is a another way for mutioutput-model-trian.
RegressorChain is more adapting to the targets which are relavant.
2021-11-25 08:18:22 -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
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
Qingyun Wu
49f9e9f86b
add warmstart test (#298)
* add warmstart test

* remove redundancy

* add more types of hps

* revise comments

* simplify name

* reduce redundancy
2021-11-20 20:23:54 -05:00
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