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Default-Flamlized.md 3.8 kB

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>
3 years ago
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>
3 years ago
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>
3 years ago
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>
3 years ago
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  1. # Default - Flamlized Estimator
  2. Flamlized estimators automatically use data-dependent default hyperparameter configurations for each estimator, offering a unique zero-shot AutoML capability, or "no tuning" AutoML.
  3. This example requires openml==0.10.2.
  4. ## Flamlized LGBMRegressor
  5. ### Zero-shot AutoML
  6. ```python
  7. from flaml.automl.data import load_openml_dataset
  8. from flaml.default import LGBMRegressor
  9. from flaml.automl.ml import sklearn_metric_loss_score
  10. X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=537, data_dir="./")
  11. lgbm = LGBMRegressor()
  12. lgbm.fit(X_train, y_train)
  13. y_pred = lgbm.predict(X_test)
  14. print("flamlized lgbm r2", "=", 1 - sklearn_metric_loss_score("r2", y_pred, y_test))
  15. print(lgbm)
  16. ```
  17. #### Sample output
  18. ```
  19. load dataset from ./openml_ds537.pkl
  20. Dataset name: houses
  21. X_train.shape: (15480, 8), y_train.shape: (15480,);
  22. X_test.shape: (5160, 8), y_test.shape: (5160,)
  23. flamlized lgbm r2 = 0.8537444671194614
  24. LGBMRegressor(colsample_bytree=0.7019911744574896,
  25. learning_rate=0.022635758411078528, max_bin=511,
  26. min_child_samples=2, n_estimators=4797, num_leaves=122,
  27. reg_alpha=0.004252223402511765, reg_lambda=0.11288241427227624,
  28. verbose=-1)
  29. ```
  30. ### Suggest hyperparameters without training
  31. ```
  32. from flaml.data import load_openml_dataset
  33. from flaml.default import LGBMRegressor
  34. from flaml.ml import sklearn_metric_loss_score
  35. X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=537, data_dir="./")
  36. lgbm = LGBMRegressor()
  37. hyperparams, estimator_name, X_transformed, y_transformed = lgbm.suggest_hyperparams(X_train, y_train)
  38. print(hyperparams)
  39. ```
  40. #### Sample output
  41. ```
  42. load dataset from ./openml_ds537.pkl
  43. Dataset name: houses
  44. X_train.shape: (15480, 8), y_train.shape: (15480,);
  45. X_test.shape: (5160, 8), y_test.shape: (5160,)
  46. {'n_estimators': 4797, 'num_leaves': 122, 'min_child_samples': 2, 'learning_rate': 0.022635758411078528, 'colsample_bytree': 0.7019911744574896, 'reg_alpha': 0.004252223402511765, 'reg_lambda': 0.11288241427227624, 'max_bin': 511, 'verbose': -1}
  47. ```
  48. [Link to notebook](https://github.com/microsoft/FLAML/blob/main/notebook/zeroshot_lightgbm.ipynb) | [Open in colab](https://colab.research.google.com/github/microsoft/FLAML/blob/main/notebook/zeroshot_lightgbm.ipynb)
  49. ## Flamlized XGBClassifier
  50. ### Zero-shot AutoML
  51. ```python
  52. from flaml.automl.data import load_openml_dataset
  53. from flaml.default import XGBClassifier
  54. from flaml.automl.ml import sklearn_metric_loss_score
  55. X_train, X_test, y_train, y_test = load_openml_dataset(dataset_id=1169, data_dir="./")
  56. xgb = XGBClassifier()
  57. xgb.fit(X_train, y_train)
  58. y_pred = xgb.predict(X_test)
  59. print("flamlized xgb accuracy", "=", 1 - sklearn_metric_loss_score("accuracy", y_pred, y_test))
  60. print(xgb)
  61. ```
  62. #### Sample output
  63. ```
  64. load dataset from ./openml_ds1169.pkl
  65. Dataset name: airlines
  66. X_train.shape: (404537, 7), y_train.shape: (404537,);
  67. X_test.shape: (134846, 7), y_test.shape: (134846,)
  68. flamlized xgb accuracy = 0.6729009388487608
  69. XGBClassifier(base_score=0.5, booster='gbtree',
  70. colsample_bylevel=0.4601573737792679, colsample_bynode=1,
  71. colsample_bytree=1.0, gamma=0, gpu_id=-1, grow_policy='lossguide',
  72. importance_type='gain', interaction_constraints='',
  73. learning_rate=0.04039771837785377, max_delta_step=0, max_depth=0,
  74. max_leaves=159, min_child_weight=0.3396294979905001, missing=nan,
  75. monotone_constraints='()', n_estimators=540, n_jobs=4,
  76. num_parallel_tree=1, random_state=0,
  77. reg_alpha=0.0012362430984376035, reg_lambda=3.093428791531145,
  78. scale_pos_weight=1, subsample=1.0, tree_method='hist',
  79. use_label_encoder=False, validate_parameters=1, verbosity=0)
  80. ```