import unittest import numpy as np from sklearn.datasets import load_iris from flaml import AutoML from flaml.model import LGBMEstimator from flaml import tune class TestWarmStart(unittest.TestCase): def test_fit_w_freezinghp_starting_point(self, as_frame=True): automl_experiment = AutoML() automl_settings = { "time_budget": 1, "metric": "accuracy", "task": "classification", "estimator_list": ["lgbm"], "log_file_name": "test/iris.log", "log_training_metric": True, "n_jobs": 1, "model_history": True, } X_train, y_train = load_iris(return_X_y=True, as_frame=as_frame) if as_frame: # test drop column X_train.columns = range(X_train.shape[1]) X_train[X_train.shape[1]] = np.zeros(len(y_train)) automl_experiment.fit(X_train=X_train, y_train=y_train, **automl_settings) automl_val_accuracy = 1.0 - automl_experiment.best_loss print("Best ML leaner:", automl_experiment.best_estimator) print("Best hyperparmeter config:", automl_experiment.best_config) print("Best accuracy on validation data: {0:.4g}".format(automl_val_accuracy)) print( "Training duration of best run: {0:.4g} s".format( automl_experiment.best_config_train_time ) ) # 1. Get starting points from previous experiments. starting_points = automl_experiment.best_config_per_estimator print("starting_points", starting_points) print("loss of the starting_points", automl_experiment.best_loss_per_estimator) starting_point = starting_points["lgbm"] hps_to_freeze = ["colsample_bytree", "reg_alpha", "reg_lambda", "log_max_bin"] # 2. Constrct a new class: # a. write the hps you want to freeze as hps with constant 'domain'; # b. specify the new search space of the other hps accrodingly. class MyPartiallyFreezedLargeLGBM(LGBMEstimator): @classmethod def search_space(cls, **params): # (1) Get the hps in the original search space space = LGBMEstimator.search_space(**params) # (2) Set up the fixed value from hps from the starting point for hp_name in hps_to_freeze: # if an hp is specifed to be freezed, use tine value provided in the starting_point # otherwise use the setting from the original search space if hp_name in starting_point: space[hp_name] = {"domain": starting_point[hp_name]} # (3.1) Configure the search space for hps that are in the original search space # but you want to change something, for example the range. revised_hps_to_search = { "n_estimators": { "domain": tune.lograndint(lower=10, upper=32768), "init_value": starting_point.get("n_estimators") or space["n_estimators"].get("init_value", 10), "low_cost_init_value": space["n_estimators"].get( "low_cost_init_value", 10 ), }, "num_leaves": { "domain": tune.lograndint(lower=10, upper=3276), "init_value": starting_point.get("num_leaves") or space["num_leaves"].get("init_value", 10), "low_cost_init_value": space["num_leaves"].get( "low_cost_init_value", 10 ), }, # (3.2) Add a new hp which is not in the original search space "subsample": { "domain": tune.uniform(lower=0.1, upper=1.0), "init_value": 0.1, }, } space.update(revised_hps_to_search) return space new_estimator_name = "large_lgbm" new_automl_experiment = AutoML() new_automl_experiment.add_learner( learner_name=new_estimator_name, learner_class=MyPartiallyFreezedLargeLGBM ) automl_settings_resume = { "time_budget": 3, "metric": "accuracy", "task": "classification", "estimator_list": [new_estimator_name], "log_file_name": "test/iris_resume.log", "log_training_metric": True, "n_jobs": 1, "model_history": True, "log_type": "all", "starting_points": {new_estimator_name: starting_point}, } new_automl_experiment.fit( X_train=X_train, y_train=y_train, **automl_settings_resume ) new_automl_val_accuracy = 1.0 - new_automl_experiment.best_loss print("Best ML leaner:", new_automl_experiment.best_estimator) print("Best hyperparmeter config:", new_automl_experiment.best_config) print( "Best accuracy on validation data: {0:.4g}".format(new_automl_val_accuracy) ) print( "Training duration of best run: {0:.4g} s".format( new_automl_experiment.best_config_train_time ) ) if __name__ == "__main__": unittest.main()