Create train.py

cli/train.py

@@ -0,0 +1,44 @@
+# Copyright (c) Microsoft. All rights reserved.
+# Licensed under the MIT license.
+
+from sklearn.datasets import load_diabetes
+from sklearn.linear_model import Ridge
+from sklearn.metrics import mean_squared_error
+from sklearn.model_selection import train_test_split
+from azureml.core.run import Run
+from sklearn.externals import joblib
+import os
+import numpy as np
+
+os.makedirs('./outputs', exist_ok=True)
+
+X, y = load_diabetes(return_X_y=True)
+
+run = Run.get_submitted_run()
+
+X_train, X_test, y_train, y_test = train_test_split(X, y,
+                                                    test_size=0.2,
+                                                    random_state=0)
+data = {"train": {"X": X_train, "y": y_train},
+        "test": {"X": X_test, "y": y_test}}
+
+# list of numbers from 0.0 to 1.0 with a 0.05 interval
+alphas = np.arange(0.0, 1.0, 0.05)
+
+for alpha in alphas:
+    # Use Ridge algorithm to create a regression model
+    reg = Ridge(alpha=alpha)
+    reg.fit(data["train"]["X"], data["train"]["y"])
+
+    preds = reg.predict(data["test"]["X"])
+    mse = mean_squared_error(preds, data["test"]["y"])
+    run.log('alpha', alpha)
+    run.log('mse', mse)
+
+    model_file_name = 'ridge_{0:.2f}.pkl'.format(alpha)
+    # save model in the outputs folder so it automatically get uploaded
+    with open(model_file_name, "wb") as file:
+        joblib.dump(value=reg, filename=os.path.join('./outputs/',
+                                                     model_file_name))
+
+    print('alpha is {0:.2f}, and mse is {1:0.2f}'.format(alpha, mse))