614 Commits

Author SHA1 Message Date
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
00da79a90b
empty search space (#295)
fix the error when an empty dictionary is passed to BlendSearch as the search space.
2021-11-20 20:05:28 -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
db1fb9b47b
datetime feature engineering (#285)
resolve #284
When transforming test data, keep a derived column as long as it is kept in the training data.
2021-11-18 11:19:53 -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
59083fbdcb
example update (#281)
* example update

* bump version to 0.7.2

* notebook update
2021-11-12 22:29:33 -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
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