803 Commits

Author SHA1 Message Date
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
5b0932e442
Unify regression and classification for XGBoost (#276)
* scikit-learn API for XGBoostRegressor
2021-11-09 21:23:54 -08:00
Z.sk
3f09c694a3
Merge pull request #274 from microsoft/docstr
update docstr
2021-11-08 09:59:23 +08:00
Chi Wang
5b68f556dc bump version to 0.7.1 2021-11-07 08:05:13 -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
Qingyun Wu
09e75c9b9c fix onlineaml docstr 2021-11-07 02:46:27 +00:00
Chi Wang
03bc62363f add periods 2021-11-06 12:44:10 -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
Chia-Chi Hsu
6c66cd67f7
Update Dockerfile (#269) 2021-11-02 12:24:43 -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
Antoni Baum
e0155c2339
Fix exception in CFO's _create_condition if all candidate start points didn't return yet (#263)
* Fix exception if first trial returns None

* Add test
2021-10-29 11:44:16 -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
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