12 Commits

Author SHA1 Message Date
Mark Harley
27b2712016
Extract task class from automl (#857)
* Refactor into automl subpackage

Moved some of the packages into an automl subpackage to tidy before the
task-based refactor. This is in response to discussions with the group
and a comment on the first task-based PR.

Only changes here are moving subpackages and modules into the new
automl, fixing imports to work with this structure and fixing some
dependencies in setup.py.

* Fix doc building post automl subpackage refactor

* Fix broken links in website post automl subpackage refactor

* Fix broken links in website post automl subpackage refactor

* Remove vw from test deps as this is breaking the build

* Move default back to the top-level

I'd moved this to automl as that's where it's used internally, but had
missed that this is actually part of the public interface so makes sense
to live where it was.

* Re-add top level modules with deprecation warnings

flaml.data, flaml.ml and flaml.model are re-added to the top level,
being re-exported from flaml.automl for backwards compatability. Adding
a deprecation warning so that we can have a planned removal later.

* Fix model.py line-endings

* WIP

* WIP - Notes below

Got to the point where the methods from AutoML are pulled to
GenericTask. Started removing private markers and removing the passing
of automl to these methods. Done with decide_split_type, started on
prepare_data. Need to do the others after

* Re-add generic_task

* Fix tests: add Task.__str__

* Fix tests: test for ray.ObjectRef

* Hotwire TS_Sklearn wrapper to fix test fail

* Remove unused data size field from Task

* Fix import for CLASSIFICATION in notebook

* Update flaml/automl/data.py

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

* Fix review comments

* Fix task -> str in custom learner constructor

* Remove unused CLASSIFICATION imports

* Hotwire TS_Sklearn wrapper to fix test fail by setting
optimizer_for_horizon == False

* Revert changes to the automl_classification and pin FLAML version

* Fix imports in reverted notebook

* Fix FLAML version in automl notebooks

* Fix ml.py line endings

* Fix CLASSIFICATION task import in automl_classification notebook

* Uncomment pip install in notebook and revert import

Not convinced this will work because of installing an older version of
the package into the environment in which we're running the tests, but
let's see.

* Revert c6a5dd1a0

* Revert "Revert c6a5dd1a0"

This reverts commit e55e35adea03993de87b23f092b14c6af623d487.

* Black format model.py

* Bump version to 1.1.2 in automl_xgboost

* Add docstrings to the Task ABC

* Fix import in custom_learner

* fix 'optimize_for_horizon' for ts_sklearn

* remove debugging print statements

* Check for is_forecast() before is_classification() in decide_split_type

* Attempt to fix formatting fail

* Another attempt to fix formatting fail

* And another attempt to fix formatting fail

* Add type annotations for task arg in signatures and docstrings

* Fix formatting

* Fix linting

---------

Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
Co-authored-by: EgorKraevTransferwise <egor.kraev@transferwise.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: Kevin Chen <chenkevin.8787@gmail.com>
2023-03-11 02:39:08 +00:00
Jirka Borovec
2ff1035733
precommit: end-of-file-fixer (#929)
* precommit: end-of-file-fixer

* exclude .gitignore

* apply

---------

Co-authored-by: Shaokun <shaokunzhang529@gmail.com>
2023-02-28 16:27:14 +00:00
shreyas36
cb3402052f
added the models used for forecasting in documentation (#811) 2022-11-14 15:29:36 -05:00
Jing Dong
9a7a9ef1c6
Added a link to documentation webpage in notebook time_series_forcast (#791)
* added a link to documentation webpage in notebook time_series_forcast

* added a link to documentation webpage in notebook time_series_forcast

* Update notebook/automl_time_series_forecast.ipynb

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

* complete output

* added all cell output

Co-authored-by: Chi Wang <wang.chi@microsoft.com>
Co-authored-by: zsk <shaokunzhang529@gmail.com>
Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
2022-11-12 18:36:06 -08:00
Kevin Chen
2e8e3937ef
update time series forecast notebook (#682)
* update forecasting with exogeneous variables example

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update forecasting with exogeneous variables example on website

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* rerun automl_time_series_forecast with new predict function for tft

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* correct spelling error

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-08-13 18:58:45 -07:00
Kevin Chen
f718d18b5e
time series forecasting with panel datasets (#541)
* time series forecasting with panel datasets
- integrate Temporal Fusion Transformer as a learner based on pytorchforecasting

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py and test_forecast.py
- remove blank lines

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py to prevent errors

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py and data.py
- change forecast task name
- update documentation for fit() method

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py
- add performance test
- use 'fit_kwargs_by_estimator'

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* add time index function

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py performance test

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update data.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update data.py to prevent type error

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update setup.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update for pytorch forecasting tft on panel datasets

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* - rename estimator
- add 'gpu_per_trial' for tft estimator

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update test_forecast.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* include ts panel forecasting as an example

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl_time_series_forecast.ipynb

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update documentations

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* "weights_summary" argument deprecated and removed for pl.Trainer()

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py tft estimator prediction method

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update model.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update `fit_kwargs` documentation

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

* update automl.py

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
Co-authored-by: Chi Wang <wang.chi@microsoft.com>
2022-08-12 08:39:22 -07:00
Chi Wang
c45741a67b
support latest xgboost version (#599)
* support latest xgboost version

* Update test_classification.py

* Update 

Exists problems when installing xgb1.6.1 in py3.6

* cleanup

* xgboost version

* remove time_budget_s in test

* remove redundancy

* stop support of python 3.6

Co-authored-by: zsk <shaokunzhang529@gmail.com>
Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
2022-06-21 18:59:07 -07:00
Chi Wang
0642b6e7bb
init value type match (#575)
* init value type match

* bump version to 1.0.6

* add a note about flaml version in notebook

* add note about mismatched ITER_HP

* catch SSLError when accessing OpenML data

* catch errors in autovw test

Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
2022-06-09 08:11:15 -07:00
Chi Wang
e877de6414 use ffill in forecasting example 2022-04-01 09:23:23 -07:00
Kevin Chen
f9eda0cc40
update documentation for time series forecasting (#472)
* update automl.py
- documentation update

* update test_forecast.py

* update model.py

* update automl_time_series_forecast.ipynb

* update time series forecast website examples

Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com>
2022-03-08 11:21:18 -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
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