autogen/test/automl/test_notebook_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

185 lines
6.4 KiB
Python

import sys
from openml.exceptions import OpenMLServerException
from requests.exceptions import ChunkedEncodingError, SSLError
def test_automl(budget=5, dataset_format="dataframe", hpo_method=None):
from flaml.automl.data import load_openml_dataset
import urllib3
performance_check_budget = 600
if (
sys.platform == "darwin"
and budget < performance_check_budget
and dataset_format == "dataframe"
and "3.9" in sys.version
):
budget = performance_check_budget # revise the buget on macos
if budget == performance_check_budget:
budget = None
max_iter = 60
else:
max_iter = None
try:
X_train, X_test, y_train, y_test = load_openml_dataset(
dataset_id=1169, data_dir="test/", dataset_format=dataset_format
)
except (
OpenMLServerException,
ChunkedEncodingError,
urllib3.exceptions.ReadTimeoutError,
SSLError,
) as e:
print(e)
return
""" import AutoML class from flaml package """
from flaml import AutoML
automl = AutoML()
settings = {
"time_budget": budget, # total running time in seconds
"max_iter": max_iter, # maximum number of iterations
"metric": "accuracy", # primary metrics can be chosen from: ['accuracy','roc_auc','roc_auc_ovr','roc_auc_ovo','f1','log_loss','mae','mse','r2']
"task": "classification", # task type
"log_file_name": "airlines_experiment.log", # flaml log file
"seed": 7654321, # random seed
"hpo_method": hpo_method,
"log_type": "all",
"estimator_list": [
"lgbm",
"xgboost",
"xgb_limitdepth",
"rf",
"extra_tree",
], # list of ML learners
"eval_method": "holdout",
}
"""The main flaml automl API"""
automl.fit(X_train=X_train, y_train=y_train, **settings)
""" retrieve best config and best learner """
print("Best ML leaner:", automl.best_estimator)
print("Best hyperparmeter config:", automl.best_config)
print("Best accuracy on validation data: {0:.4g}".format(1 - automl.best_loss))
print(
"Training duration of best run: {0:.4g} s".format(automl.best_config_train_time)
)
print(automl.model.estimator)
print(automl.best_config_per_estimator)
print("time taken to find best model:", automl.time_to_find_best_model)
""" pickle and save the automl object """
import pickle
with open("automl.pkl", "wb") as f:
pickle.dump(automl, f, pickle.HIGHEST_PROTOCOL)
""" compute predictions of testing dataset """
y_pred = automl.predict(X_test)
print("Predicted labels", y_pred)
print("True labels", y_test)
y_pred_proba = automl.predict_proba(X_test)[:, 1]
""" compute different metric values on testing dataset """
from flaml.automl.ml import sklearn_metric_loss_score
accuracy = 1 - sklearn_metric_loss_score("accuracy", y_pred, y_test)
print("accuracy", "=", accuracy)
print(
"roc_auc", "=", 1 - sklearn_metric_loss_score("roc_auc", y_pred_proba, y_test)
)
print("log_loss", "=", sklearn_metric_loss_score("log_loss", y_pred_proba, y_test))
if budget is None:
assert accuracy >= 0.669, "the accuracy of flaml should be larger than 0.67"
from flaml.automl.data import get_output_from_log
(
time_history,
best_valid_loss_history,
valid_loss_history,
config_history,
metric_history,
) = get_output_from_log(filename=settings["log_file_name"], time_budget=6)
for config in config_history:
print(config)
print(automl.resource_attr)
print(automl.max_resource)
print(automl.min_resource)
print(automl.feature_names_in_)
print(automl.feature_importances_)
if budget is not None:
automl.fit(X_train=X_train, y_train=y_train, ensemble=True, **settings)
def test_automl_array():
test_automl(5, "array", "bs")
def _test_nobudget():
# needs large RAM to run this test
test_automl(-1)
def test_mlflow():
# subprocess.check_call([sys.executable, "-m", "pip", "install", "mlflow"])
import mlflow
from flaml.automl.data import load_openml_task
try:
X_train, X_test, y_train, y_test = load_openml_task(
task_id=7592, data_dir="test/"
)
except (OpenMLServerException, ChunkedEncodingError, SSLError) as e:
print(e)
return
""" import AutoML class from flaml package """
from flaml import AutoML
automl = AutoML()
settings = {
"time_budget": 5, # total running time in seconds
"metric": "accuracy", # primary metrics can be chosen from: ['accuracy','roc_auc','roc_auc_ovr','roc_auc_ovo','f1','log_loss','mae','mse','r2']
"estimator_list": ["lgbm", "rf", "xgboost"], # list of ML learners
"task": "classification", # task type
"sample": False, # whether to subsample training data
"log_file_name": "adult.log", # flaml log file
"learner_selector": "roundrobin",
}
mlflow.set_experiment("flaml")
with mlflow.start_run() as run:
automl.fit(X_train=X_train, y_train=y_train, **settings)
mlflow.sklearn.log_model(automl, "automl")
loaded_model = mlflow.pyfunc.load_model(f"{run.info.artifact_uri}/automl")
print(loaded_model.predict(X_test))
automl._mem_thres = 0
print(automl.trainable(automl.points_to_evaluate[0]))
settings["use_ray"] = True
try:
with mlflow.start_run() as run:
automl.fit(X_train=X_train, y_train=y_train, **settings)
mlflow.sklearn.log_model(automl, "automl")
automl = mlflow.sklearn.load_model(f"{run.info.artifact_uri}/automl")
print(automl.predict_proba(X_test))
except ImportError:
pass
def test_mlflow_iris():
from sklearn.datasets import load_iris
import mlflow
from flaml import AutoML
with mlflow.start_run():
automl = AutoML()
automl_settings = {
"time_budget": 2, # in seconds
"metric": "accuracy",
"task": "classification",
"log_file_name": "iris.log",
}
X_train, y_train = load_iris(return_X_y=True)
automl.fit(X_train=X_train, y_train=y_train, **automl_settings)
# subprocess.check_call([sys.executable, "-m", "pip", "uninstall", "mlflow"])
if __name__ == "__main__":
test_automl(600)