autogen/test/tune_example.py
Mark Harley 44ddf9e104
Refactor into automl subpackage (#809)
* 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

* Pin pytorch-lightning to less than 1.8.0

We're seeing strange lightning related bugs from pytorch-forecasting
since the release of lightning 1.8.0. Going to try constraining this to
see if we have a fix.

* Fix the lightning version pin

Was optimistic with setting it in the 1.7.x range, but that isn't
compatible with python 3.6

* Remove lightning version pin

* Revert dependency version changes

* Minor change to retrigger the build

* Fix line endings in ml.py and model.py

Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu>
Co-authored-by: EgorKraevTransferwise <egor.kraev@transferwise.com>
2022-12-06 15:46:08 -05:00

75 lines
2.6 KiB
Python

from flaml import tune
from flaml.automl.model import LGBMEstimator
import lightgbm
from sklearn.model_selection import train_test_split
from sklearn.datasets import fetch_california_housing
from sklearn.metrics import mean_squared_error
data = fetch_california_housing(return_X_y=False, as_frame=True)
df, X, y = data.frame, data.data, data.target
df_train, _, X_train, X_test, _, y_test = train_test_split(
df, X, y, test_size=0.33, random_state=42
)
csv_file_name = "test/housing.csv"
df_train.to_csv(csv_file_name, index=False)
# X, y = fetch_california_housing(return_X_y=True, as_frame=True)
# X_train, X_test, y_train, y_test = train_test_split(
# X, y, test_size=0.33, random_state=42
# )
def train_lgbm(config: dict) -> dict:
# convert config dict to lgbm params
params = LGBMEstimator(**config).params
# train the model
# train_set = lightgbm.Dataset(X_train, y_train)
# LightGBM only accepts the csv with valid number format, if even these string columns are set to ignore.
train_set = lightgbm.Dataset(
csv_file_name, params={"label_column": "name:MedHouseVal", "header": True}
)
model = lightgbm.train(params, train_set)
# evaluate the model
pred = model.predict(X_test)
mse = mean_squared_error(y_test, pred)
# return eval results as a dictionary
return {"mse": mse}
def test_tune_lgbm_csv():
# load a built-in search space from flaml
flaml_lgbm_search_space = LGBMEstimator.search_space(X_train.shape)
# specify the search space as a dict from hp name to domain; you can define your own search space same way
config_search_space = {
hp: space["domain"] for hp, space in flaml_lgbm_search_space.items()
}
# give guidance about hp values corresponding to low training cost, i.e., {"n_estimators": 4, "num_leaves": 4}
low_cost_partial_config = {
hp: space["low_cost_init_value"]
for hp, space in flaml_lgbm_search_space.items()
if "low_cost_init_value" in space
}
# initial points to evaluate
points_to_evaluate = [
{
hp: space["init_value"]
for hp, space in flaml_lgbm_search_space.items()
if "init_value" in space
}
]
# run the tuning, minimizing mse, with total time budget 3 seconds
analysis = tune.run(
train_lgbm,
metric="mse",
mode="min",
config=config_search_space,
low_cost_partial_config=low_cost_partial_config,
points_to_evaluate=points_to_evaluate,
time_budget_s=3,
num_samples=-1,
)
print(analysis.best_result)
if __name__ == "__main__":
test_tune_lgbm_csv()