117 Commits

Author SHA1 Message Date
Chi Wang
29fac8807b fix bug in subspace identification 2021-10-19 11:52:41 -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
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
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
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
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
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
Gian Pio Domiziani
63bba92fd0
Fix decide_split_type bug. (#184)
* Fix decide_split_type bug.
2021-09-02 08:50:22 -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
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
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
Xueqing Liu
6133db84e8
remove learning_rate and weight_decay (#113)
* remove varying_arg1, varying_args
2021-06-19 09:27:51 -07:00
Chi Wang
e039861ab0
multiple logged metrics in cv (#114) 2021-06-18 21:19:59 -07:00
Xueqing Liu
cd4be9c0e5
add notebook (#109)
* added support for transformers==3.4.0

* updating error message

* adding arxiv
2021-06-17 21:42:26 -07:00
Chi Wang
183b867856
groups (#107)
* groups

* version

* developer's guide
2021-06-15 18:52:57 -07:00
Xueqing Liu
a5a5a4bc20
fixed API doc and import (#108)
* removed run_analysis.py, run_autohf.py, test_jupyter.py
2021-06-15 09:55:23 -07:00
Xueqing Liu
926589bdda
exception, coverage for autohf (#106)
* increase coverage

* fixing exception messages

* fixing import
2021-06-14 14:11:40 -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
Xueqing Liu
a4049ad9b6
autohf (#43)
automate huggingface transformer
2021-06-09 08:37:03 -07:00
Qingyun Wu
e031c2eb7d
Test restore (#103)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* sync

* version number

* update gitignore

* delta time

* reindex columns when dropping int-indexed columns

* add seed

* add seed in Args

* merge

* stabilize SearchThread speed

* add seed

* fix import

* use except

* add restore test for CFO

* remove test_restore

* remove inspect

* remove print

* change to SearchThread._esp

* add _eps lower bound

* _eps in SearchThread

* add test_restore

* 1<<32

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
2021-06-07 19:49:45 -04:00
Chi Wang
f7cf2ea45a
Multiclass (#99)
* utility functions

* stepsize lower bound
2021-06-04 10:31:33 -07:00
Qingyun Wu
0d3a0bfab6
Add ChaCha (#92)
* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* pickle the AutoML object

* get best model per estimator

* test deberta

* stateless API

* prevent divide by zero

* test roberta

* BlendSearchTuner

* sync

* version number

* update gitignore

* delta time

* reindex columns when dropping int-indexed columns

* add seed

* add seed in Args

* merge

* init upload of ChaCha

* remove redundancy

* add back catboost

* improve AutoVW API

* set min_resource_lease in VWOnlineTrial

* docstr

* rename

* docstr

* add docstr

* improve API and documentation

* fix name

* docstr

* naming

* remove max_resource in scheduler

* add TODO in flow2

* remove redundancy in rearcher

* add input type

* adapt code from ray.tune

* move files

* naming

* documentation

* fix import error

* fix format issues

* remove cb in worse than test

* improve _generate_all_comb

* remove ray tune

* naming

* VowpalWabbitTrial

* import error

* import error

* merge test code

* scheduler import

* fix import

* remove

* import, minor bug and version

* Float or Categorical

* fix default

* add test_autovw.py

* add vowpalwabbit and openml

* lint

* reorg

* lint

* indent

* add autovw notebook

* update notebook

* update log msg and autovw notebook

* update autovw notebook

* update autovw notebook

* add available strings for model_select_policy

* string for metric

* Update vw format in flaml/onlineml/trial.py

Co-authored-by: olgavrou <olgavrou@gmail.com>

* make init_config optional

* add _setup_trial_runner and update notebook

* space

Co-authored-by: Chi Wang (MSR) <chiw@microsoft.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Qingyun Wu <qiw@microsoft.com>
Co-authored-by: olgavrou <olgavrou@gmail.com>
2021-06-02 22:08:24 -04:00
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
0925e2b308
constraints (#88)
* pre-training constraints

* metric constraints after training
2021-05-18 15:57:42 -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
Gian Pio Domiziani
068fb9f5c2
X.copy() in the process method (#78)
* X.copy() in the transformer method.

* update version 0.3.4
2021-04-23 17:14:29 -07:00
Gian Pio Domiziani
ad42889a3b
datetime columns preprocess for validation data fixed. (#73)
* datetime columns preprocess for validation data fixed.

* code line formatted.
2021-04-21 10:22:54 -04:00
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