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29
Dockerfiles/1.0.10/Dockerfile
Normal file
29
Dockerfiles/1.0.10/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.10"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.10" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.15/Dockerfile
Normal file
29
Dockerfiles/1.0.15/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.15"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.15" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.17/Dockerfile
Normal file
29
Dockerfiles/1.0.17/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.17"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.17" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.18/Dockerfile
Normal file
29
Dockerfiles/1.0.18/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.18"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.18" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.2/Dockerfile
Normal file
29
Dockerfiles/1.0.2/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.2"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.2" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.21/Dockerfile
Normal file
29
Dockerfiles/1.0.21/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.21"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.21" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.23/Dockerfile
Normal file
29
Dockerfiles/1.0.23/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.23"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.23" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.30/Dockerfile
Normal file
29
Dockerfiles/1.0.30/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.30"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.30" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.33/Dockerfile
Normal file
29
Dockerfiles/1.0.33/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.33"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.33" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.41/Dockerfile
Normal file
29
Dockerfiles/1.0.41/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.41"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.41" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.43/Dockerfile
Normal file
29
Dockerfiles/1.0.43/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.43"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.43" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.6/Dockerfile
Normal file
29
Dockerfiles/1.0.6/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.6"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.6" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
29
Dockerfiles/1.0.8/Dockerfile
Normal file
29
Dockerfiles/1.0.8/Dockerfile
Normal file
@@ -0,0 +1,29 @@
|
|||||||
|
FROM continuumio/miniconda:4.5.11
|
||||||
|
|
||||||
|
# install git
|
||||||
|
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
|
||||||
|
|
||||||
|
# create a new conda environment named azureml
|
||||||
|
RUN conda create -n azureml -y -q Python=3.6
|
||||||
|
|
||||||
|
# install additional packages used by sample notebooks. this is optional
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
|
||||||
|
|
||||||
|
# install azurmel-sdk components
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.8"]
|
||||||
|
|
||||||
|
# clone Azure ML GitHub sample notebooks
|
||||||
|
RUN cd /home && git clone -b "azureml-sdk-1.0.8" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# generate jupyter configuration file
|
||||||
|
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
|
||||||
|
|
||||||
|
# set an emtpy token for Jupyter to remove authentication.
|
||||||
|
# this is NOT recommended for production environment
|
||||||
|
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
|
||||||
|
|
||||||
|
# open up port 8887 on the container
|
||||||
|
EXPOSE 8887
|
||||||
|
|
||||||
|
# start Jupyter notebook server on port 8887 when the container starts
|
||||||
|
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"
|
||||||
@@ -1,3 +1,4 @@
|
|||||||
|
|
||||||
This software is made available to you on the condition that you agree to
|
This software is made available to you on the condition that you agree to
|
||||||
[your agreement][1] governing your use of Azure.
|
[your agreement][1] governing your use of Azure.
|
||||||
If you do not have an existing agreement governing your use of Azure, you agree that
|
If you do not have an existing agreement governing your use of Azure, you agree that
|
||||||
99
NBSETUP.md
99
NBSETUP.md
@@ -1,34 +1,95 @@
|
|||||||
# Notebook setup
|
# Set up your notebook environment for Azure Machine Learning
|
||||||
|
|
||||||
---
|
To run the notebooks in this repository use one of following options.
|
||||||
|
|
||||||
To run the notebooks in this repository use one of these methods:
|
## **Option 1: Use Azure Notebooks**
|
||||||
|
Azure Notebooks is a hosted Jupyter-based notebook service in the Azure cloud. Azure Machine Learning Python SDK is already pre-installed in the Azure Notebooks `Python 3.6` kernel.
|
||||||
## Use Azure Notebooks - Jupyter based notebooks in the Azure cloud
|
|
||||||
|
|
||||||
1. [](https://aka.ms/aml-clone-azure-notebooks)
|
1. [](https://aka.ms/aml-clone-azure-notebooks)
|
||||||
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks
|
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks
|
||||||
1. Follow the instructions in the [Configuration](configuration.ipynb) notebook to create and connect to a workspace
|
1. Follow the instructions in the [Configuration](configuration.ipynb) notebook to create and connect to a workspace
|
||||||
1. Open one of the sample notebooks
|
1. Open one of the sample notebooks
|
||||||
|
|
||||||
**Make sure the Azure Notebook kernel is set to `Python 3.6`** when you open a notebook
|
**Make sure the Azure Notebook kernel is set to `Python 3.6`** when you open a notebook by choosing Kernel > Change Kernel > Python 3.6 from the menus.
|
||||||
|
|
||||||

|
## **Option 2: Use your own notebook server**
|
||||||
|
|
||||||
## **Use your own notebook server**
|
### Quick installation
|
||||||
|
We recommend you create a Python virtual environment ([Miniconda](https://conda.io/miniconda.html) preferred but [virtualenv](https://virtualenv.pypa.io/en/latest/) works too) and install the SDK in it.
|
||||||
|
```sh
|
||||||
|
# install just the base SDK
|
||||||
|
pip install azureml-sdk
|
||||||
|
|
||||||
Video walkthrough:
|
# clone the sample repoistory
|
||||||
|
git clone https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
[](https://youtu.be/VIsXeTuW3FU)
|
# below steps are optional
|
||||||
|
# install the base SDK, Jupyter notebook server and tensorboard
|
||||||
|
pip install azureml-sdk[notebooks,tensorboard]
|
||||||
|
|
||||||
1. Setup a Jupyter Notebook server and [install the Azure Machine Learning SDK](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-create-workspace-with-python)
|
# install model explainability component
|
||||||
1. Clone [this repository](https://aka.ms/aml-notebooks)
|
pip install azureml-sdk[explain]
|
||||||
1. You may need to install other packages for specific notebook
|
|
||||||
- For example, to run the Azure Machine Learning Data Prep notebooks, install the extra dataprep SDK:
|
# install automated ml components
|
||||||
```bash
|
pip install azureml-sdk[automl]
|
||||||
pip install azureml-dataprep
|
|
||||||
|
# install experimental features (not ready for production use)
|
||||||
|
pip install azureml-sdk[contrib]
|
||||||
```
|
```
|
||||||
|
|
||||||
1. Start your notebook server
|
Note the _extras_ (the keywords inside the square brackets) can be combined. For example:
|
||||||
1. Follow the instructions in the [Configuration](configuration.ipynb) notebook to create and connect to a workspace
|
```sh
|
||||||
1. Open one of the sample notebooks
|
# install base SDK, Jupyter notebook and automated ml components
|
||||||
|
pip install azureml-sdk[notebooks,automl]
|
||||||
|
```
|
||||||
|
|
||||||
|
### Full instructions
|
||||||
|
[Install the Azure Machine Learning SDK](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-create-workspace-with-python)
|
||||||
|
|
||||||
|
Please make sure you start with the [Configuration](configuration.ipynb) notebook to create and connect to a workspace.
|
||||||
|
|
||||||
|
|
||||||
|
### Video walkthrough:
|
||||||
|
|
||||||
|
[!VIDEO https://youtu.be/VIsXeTuW3FU]
|
||||||
|
|
||||||
|
## **Option 3: Use Docker**
|
||||||
|
|
||||||
|
You need to have Docker engine installed locally and running. Open a command line window and type the following command.
|
||||||
|
|
||||||
|
__Note:__ We use version `1.0.10` below as an exmaple, but you can replace that with any available version number you like.
|
||||||
|
|
||||||
|
```sh
|
||||||
|
# clone the sample repoistory
|
||||||
|
git clone https://github.com/Azure/MachineLearningNotebooks.git
|
||||||
|
|
||||||
|
# change current directory to the folder
|
||||||
|
# where Dockerfile of the specific SDK version is located.
|
||||||
|
cd MachineLearningNotebooks/Dockerfiles/1.0.10
|
||||||
|
|
||||||
|
# build a Docker image with the a name (azuremlsdk for example)
|
||||||
|
# and a version number tag (1.0.10 for example).
|
||||||
|
# this can take several minutes depending on your computer speed and network bandwidth.
|
||||||
|
docker build . -t azuremlsdk:1.0.10
|
||||||
|
|
||||||
|
# launch the built Docker container which also automatically starts
|
||||||
|
# a Jupyter server instance listening on port 8887 of the host machine
|
||||||
|
docker run -it -p 8887:8887 azuremlsdk:1.0.10
|
||||||
|
```
|
||||||
|
|
||||||
|
Now you can point your browser to http://localhost:8887. We recommend that you start from the `configuration.ipynb` notebook at the root directory.
|
||||||
|
|
||||||
|
If you need additional Azure ML SDK components, you can either modify the Docker files before you build the Docker images to add additional steps, or install them through command line in the live container after you build the Docker image. For example:
|
||||||
|
|
||||||
|
```sh
|
||||||
|
# install the core SDK and automated ml components
|
||||||
|
pip install azureml-sdk[automl]
|
||||||
|
|
||||||
|
# install the core SDK and model explainability component
|
||||||
|
pip install azureml-sdk[explain]
|
||||||
|
|
||||||
|
# install the core SDK and experimental components
|
||||||
|
pip install azureml-sdk[contrib]
|
||||||
|
```
|
||||||
|
Drag and Drop
|
||||||
|
The image will be downloaded by Fatkun
|
||||||
80
README.md
80
README.md
@@ -1,40 +1,76 @@
|
|||||||
# Azure Machine Learning service sample notebooks
|
# Azure Machine Learning service example notebooks
|
||||||
|
|
||||||
---
|
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/en-us/services/machine-learning-service/) Python SDK which allows you to build, train, deploy and manage machine learning solutions using Azure. The AML SDK allows you the choice of using local or cloud compute resources, while managing and maintaining the complete data science workflow from the cloud.
|
||||||
|
|
||||||
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/en-us/services/machine-learning-service/) Python SDK
|

|
||||||
which allows you to build, train, deploy and manage machine learning solutions using Azure. The AML SDK
|
|
||||||
allows you the choice of using local or cloud compute resources, while managing
|
|
||||||
and maintaining the complete data science workflow from the cloud.
|
|
||||||
|
|
||||||
You can find instructions on setting up notebooks [here](./NBSETUP.md)
|
|
||||||
|
|
||||||
You can find full documentation for Azure Machine Learning [here](https://aka.ms/aml-docs)
|
## Quick installation
|
||||||
|
```sh
|
||||||
|
pip install azureml-sdk
|
||||||
|
```
|
||||||
|
Read more detailed instructions on [how to set up your environment](./NBSETUP.md) using Azure Notebook service, your own Jupyter notebook server, or Docker.
|
||||||
|
|
||||||
## Getting Started
|
## How to navigate and use the example notebooks?
|
||||||
|
If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, you should always run the [Configuration](./configuration.ipynb) notebook first when setting up a notebook library on a new machine or in a new environment. It configures your notebook library to connect to an Azure Machine Learning workspace, and sets up your workspace and compute to be used by many of the other examples.
|
||||||
|
|
||||||
These examples will provide you with an effective way to get started using AML. Once you're familiar with
|
If you want to...
|
||||||
some of the capabilities, explore the repository for specific topics.
|
|
||||||
|
|
||||||
- [Configuration](./configuration.ipynb) configures your notebook library to easily connect to an
|
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/img-classification-part2-deploy.ipynb).
|
||||||
Azure Machine Learning workspace, and sets up your workspace to be used by many of the other examples. You should
|
* ...prepare your data and do automated machine learning, start with regression tutorials: [Part 1 (Data Prep)](./tutorials/regression-part1-data-prep.ipynb) and [Part 2 (Automated ML)](./tutorials/regression-part2-automated-ml.ipynb).
|
||||||
always run this first when setting up a notebook library on a new machine or in a new environment
|
* ...learn about experimentation and tracking run history, first [train within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then try [training on remote VM](./how-to-use-azureml/training/train-on-remote-vm/train-on-remote-vm.ipynb) and [using logging APIs](./how-to-use-azureml/training/logging-api/logging-api.ipynb).
|
||||||
- [Train in notebook](./how-to-use-azureml/training/train-within-notebook) shows how to create a model directly in a notebook while recording
|
* ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/training-with-deep-learning/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/training-with-deep-learning/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
|
||||||
metrics and deploy that model to a test service
|
* ...deploy models as a realtime scoring service, first learn the basics by [training within Notebook and deploying to Azure Container Instance](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then learn how to [register and manage models, and create Docker images](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), and [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
|
||||||
- [Train on remote](./how-to-use-azureml/training/train-on-remote-vm) takes the previous example and shows how to create the model on a cloud compute target
|
* ...deploy models as a batch scoring service, first [train a model within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), learn how to [register and manage models](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), then [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
|
||||||
- [Production deploy to AKS](./how-to-use-azureml/deployment/production-deploy-to-aks) shows how to create a production grade inferencing webservice
|
* ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb) and [model data collection](./how-to-use-azureml/deployment/enable-data-collection-for-models-in-aks/enable-data-collection-for-models-in-aks.ipynb).
|
||||||
|
|
||||||
## Tutorials
|
## Tutorials
|
||||||
|
|
||||||
The [Tutorials](./tutorials) folder contains notebooks for the tutorials described in the [Azure Machine Learning documentation](https://aka.ms/aml-docs)
|
The [Tutorials](./tutorials) folder contains notebooks for the tutorials described in the [Azure Machine Learning documentation](https://aka.ms/aml-docs).
|
||||||
|
|
||||||
## How to use AML
|
## How to use Azure ML
|
||||||
|
|
||||||
The [How to use AML](./how-to-use-azureml) folder contains specific examples demonstrating the features of the Azure Machine Learning SDK
|
The [How to use Azure ML](./how-to-use-azureml) folder contains specific examples demonstrating the features of the Azure Machine Learning SDK
|
||||||
|
|
||||||
- [Training](./how-to-use-azureml/training) - Examples of how to build models using Azure ML's logging and execution capabilities on local and remote compute targets.
|
- [Training](./how-to-use-azureml/training) - Examples of how to build models using Azure ML's logging and execution capabilities on local and remote compute targets
|
||||||
- [Training with Deep Learning](./how-to-use-azureml/training-with-deep-learning) - Examples demonstrating how to build deep learning models using estimators and parameter sweeps
|
- [Training with Deep Learning](./how-to-use-azureml/training-with-deep-learning) - Examples demonstrating how to build deep learning models using estimators and parameter sweeps
|
||||||
|
- [Manage Azure ML Service](./how-to-use-azureml/manage-azureml-service) - Examples how to perform tasks, such as authenticate against Azure ML service in different ways.
|
||||||
- [Automated Machine Learning](./how-to-use-azureml/automated-machine-learning) - Examples using Automated Machine Learning to automatically generate optimal machine learning pipelines and models
|
- [Automated Machine Learning](./how-to-use-azureml/automated-machine-learning) - Examples using Automated Machine Learning to automatically generate optimal machine learning pipelines and models
|
||||||
- [Machine Learning Pipelines](./how-to-use-azureml/machine-learning-pipelines) - Examples showing how to create and use reusable pipelines for training and batch scoring
|
- [Machine Learning Pipelines](./how-to-use-azureml/machine-learning-pipelines) - Examples showing how to create and use reusable pipelines for training and batch scoring
|
||||||
- [Deployment](./how-to-use-azureml/deployment) - Examples showing how to deploy and manage machine learning models and solutions
|
- [Deployment](./how-to-use-azureml/deployment) - Examples showing how to deploy and manage machine learning models and solutions
|
||||||
- [Azure Databricks](./how-to-use-azureml/azure-databricks) - Examples showing how to use Azure ML with Azure Databricks
|
- [Azure Databricks](./how-to-use-azureml/azure-databricks) - Examples showing how to use Azure ML with Azure Databricks
|
||||||
|
- [Monitor Models](./how-to-use-azureml/monitor-models) - Examples showing how to enable model monitoring services such as DataDrift
|
||||||
|
|
||||||
|
---
|
||||||
|
## Documentation
|
||||||
|
|
||||||
|
* Quickstarts, end-to-end tutorials, and how-tos on the [official documentation site for Azure Machine Learning service](https://docs.microsoft.com/en-us/azure/machine-learning/service/).
|
||||||
|
* [Python SDK reference](https://docs.microsoft.com/en-us/python/api/overview/azure/ml/intro?view=azure-ml-py)
|
||||||
|
* Azure ML Data Prep SDK [overview](https://aka.ms/data-prep-sdk), [Python SDK reference](https://aka.ms/aml-data-prep-apiref), and [tutorials and how-tos](https://aka.ms/aml-data-prep-notebooks).
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
|
||||||
|
## Community Repository
|
||||||
|
Visit this [community repository](https://github.com/microsoft/MLOps/tree/master/examples) to find useful end-to-end sample notebooks. Also, please follow these [contribution guidelines](https://github.com/microsoft/MLOps/blob/master/contributing.md) when contributing to this repository.
|
||||||
|
|
||||||
|
## Projects using Azure Machine Learning
|
||||||
|
|
||||||
|
Visit following repos to see projects contributed by Azure ML users:
|
||||||
|
- [AMLSamples](https://github.com/Azure/AMLSamples) Number of end-to-end examples, including face recognition, predictive maintenance, customer churn and sentiment analysis.
|
||||||
|
- [Learn about Natural Language Processing best practices using Azure Machine Learning service](https://github.com/microsoft/nlp)
|
||||||
|
- [Pre-Train BERT models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
|
||||||
|
- [Fashion MNIST with Azure ML SDK](https://github.com/amynic/azureml-sdk-fashion)
|
||||||
|
- [UMass Amherst Student Samples](https://github.com/katiehouse3/microsoft-azure-ml-notebooks) - A number of end-to-end machine learning notebooks, including machine translation, image classification, and customer churn, created by students in the 696DS course at UMass Amherst.
|
||||||
|
|
||||||
|
## Data/Telemetry
|
||||||
|
This repository collects usage data and sends it to Mircosoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
|
||||||
|
|
||||||
|
To opt out of tracking, please go to the raw markdown or .ipynb files and remove the following line of code:
|
||||||
|
|
||||||
|
```sh
|
||||||
|
""
|
||||||
|
```
|
||||||
|
This URL will be slightly different depending on the file.
|
||||||
|
|
||||||
|

|
||||||
|
|||||||
@@ -9,6 +9,13 @@
|
|||||||
"Licensed under the MIT License."
|
"Licensed under the MIT License."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
@@ -51,7 +58,7 @@
|
|||||||
"\n",
|
"\n",
|
||||||
"### What is an Azure Machine Learning workspace\n",
|
"### What is an Azure Machine Learning workspace\n",
|
||||||
"\n",
|
"\n",
|
||||||
"An Azure ML Workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows. In particular, an Azure ML Workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, deployment, inferencing, and the monitoring of deployed models."
|
"An Azure ML Workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows. In particular, an Azure ML Workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, deployment, inference, and the monitoring of deployed models."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -96,7 +103,7 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"\n",
|
"\n",
|
||||||
"print(\"This notebook was created using version 1.0.2 of the Azure ML SDK\")\n",
|
"print(\"This notebook was created using version 1.0.69 of the Azure ML SDK\")\n",
|
||||||
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
|
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -251,7 +258,7 @@
|
|||||||
"```shell\n",
|
"```shell\n",
|
||||||
"az vm list-skus -o tsv\n",
|
"az vm list-skus -o tsv\n",
|
||||||
"```\n",
|
"```\n",
|
||||||
"* min_nodes - this sets the minimum size of the cluster. If you set the minimum to 0 the cluster will shut down all nodes while note in use. Setting this number to a value higher than 0 will allow for faster start-up times, but you will also be billed when the cluster is not in use.\n",
|
"* min_nodes - this sets the minimum size of the cluster. If you set the minimum to 0 the cluster will shut down all nodes while not in use. Setting this number to a value higher than 0 will allow for faster start-up times, but you will also be billed when the cluster is not in use.\n",
|
||||||
"* max_nodes - this sets the maximum size of the cluster. Setting this to a larger number allows for more concurrency and a greater distributed processing of scale-out jobs.\n",
|
"* max_nodes - this sets the maximum size of the cluster. Setting this to a larger number allows for more concurrency and a greater distributed processing of scale-out jobs.\n",
|
||||||
"\n",
|
"\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -268,14 +275,14 @@
|
|||||||
"from azureml.core.compute_target import ComputeTargetException\n",
|
"from azureml.core.compute_target import ComputeTargetException\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Choose a name for your CPU cluster\n",
|
"# Choose a name for your CPU cluster\n",
|
||||||
"cpu_cluster_name = \"cpucluster\"\n",
|
"cpu_cluster_name = \"cpu-cluster\"\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Verify that cluster does not exist already\n",
|
"# Verify that cluster does not exist already\n",
|
||||||
"try:\n",
|
"try:\n",
|
||||||
" cpu_cluster = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
|
" cpu_cluster = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
|
||||||
" print(\"Found existing cpucluster\")\n",
|
" print(\"Found existing cpu-cluster\")\n",
|
||||||
"except ComputeTargetException:\n",
|
"except ComputeTargetException:\n",
|
||||||
" print(\"Creating new cpucluster\")\n",
|
" print(\"Creating new cpu-cluster\")\n",
|
||||||
" \n",
|
" \n",
|
||||||
" # Specify the configuration for the new cluster\n",
|
" # Specify the configuration for the new cluster\n",
|
||||||
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_D2_V2\",\n",
|
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_D2_V2\",\n",
|
||||||
@@ -306,14 +313,14 @@
|
|||||||
"from azureml.core.compute_target import ComputeTargetException\n",
|
"from azureml.core.compute_target import ComputeTargetException\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Choose a name for your GPU cluster\n",
|
"# Choose a name for your GPU cluster\n",
|
||||||
"gpu_cluster_name = \"gpucluster\"\n",
|
"gpu_cluster_name = \"gpu-cluster\"\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Verify that cluster does not exist already\n",
|
"# Verify that cluster does not exist already\n",
|
||||||
"try:\n",
|
"try:\n",
|
||||||
" gpu_cluster = ComputeTarget(workspace=ws, name=gpu_cluster_name)\n",
|
" gpu_cluster = ComputeTarget(workspace=ws, name=gpu_cluster_name)\n",
|
||||||
" print(\"Found existing gpu cluster\")\n",
|
" print(\"Found existing gpu cluster\")\n",
|
||||||
"except ComputeTargetException:\n",
|
"except ComputeTargetException:\n",
|
||||||
" print(\"Creating new gpucluster\")\n",
|
" print(\"Creating new gpu-cluster\")\n",
|
||||||
" \n",
|
" \n",
|
||||||
" # Specify the configuration for the new cluster\n",
|
" # Specify the configuration for the new cluster\n",
|
||||||
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_NC6\",\n",
|
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_NC6\",\n",
|
||||||
@@ -336,7 +343,7 @@
|
|||||||
"\n",
|
"\n",
|
||||||
"In this notebook you configured this notebook library to connect easily to an Azure ML workspace. You can copy this notebook to your own libraries to connect them to you workspace, or use it to bootstrap new workspaces completely.\n",
|
"In this notebook you configured this notebook library to connect easily to an Azure ML workspace. You can copy this notebook to your own libraries to connect them to you workspace, or use it to bootstrap new workspaces completely.\n",
|
||||||
"\n",
|
"\n",
|
||||||
"If you came here from another notebook, you can return there and complete that exercise, or you can try out the [Tutorials](./tutorials) or jump into \"how-to\" notebooks and start creating and deploying models. A good place to start is the [train in notebook](./how-to-use-azureml/training/train-in-notebook) example that walks through a simplified but complete end to end machine learning process."
|
"If you came here from another notebook, you can return there and complete that exercise, or you can try out the [Tutorials](./tutorials) or jump into \"how-to\" notebooks and start creating and deploying models. A good place to start is the [train within notebook](./how-to-use-azureml/training/train-within-notebook) example that walks through a simplified but complete end to end machine learning process."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -368,7 +375,7 @@
|
|||||||
"name": "python",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.6.7"
|
"version": "3.6.5"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
|
|||||||
4
configuration.yml
Normal file
4
configuration.yml
Normal file
@@ -0,0 +1,4 @@
|
|||||||
|
name: configuration
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
554
contrib/RAPIDS/azure-ml-with-nvidia-rapids.ipynb
Normal file
554
contrib/RAPIDS/azure-ml-with-nvidia-rapids.ipynb
Normal file
@@ -0,0 +1,554 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# NVIDIA RAPIDS in Azure Machine Learning"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The [RAPIDS](https://www.developer.nvidia.com/rapids) suite of software libraries from NVIDIA enables the execution of end-to-end data science and analytics pipelines entirely on GPUs. In many machine learning projects, a significant portion of the model training time is spent in setting up the data; this stage of the process is known as Extraction, Transformation and Loading, or ETL. By using the DataFrame API for ETL\u00c2\u00a0and GPU-capable ML algorithms in RAPIDS, data preparation and training models can be done in GPU-accelerated end-to-end pipelines without incurring serialization costs between the pipeline stages. This notebook demonstrates how to use NVIDIA RAPIDS to prepare data and train model\u00c3\u201a\u00c2\u00a0in Azure.\n",
|
||||||
|
" \n",
|
||||||
|
"In this notebook, we will do the following:\n",
|
||||||
|
" \n",
|
||||||
|
"* Create an Azure Machine Learning Workspace\n",
|
||||||
|
"* Create an AMLCompute target\n",
|
||||||
|
"* Use a script to process our data and train a model\n",
|
||||||
|
"* Obtain the data required to run this sample\n",
|
||||||
|
"* Create an AML run configuration to launch a machine learning job\n",
|
||||||
|
"* Run the script to prepare data for training and train the model\n",
|
||||||
|
" \n",
|
||||||
|
"Prerequisites:\n",
|
||||||
|
"* An Azure subscription to create a Machine Learning Workspace\n",
|
||||||
|
"* Familiarity with the Azure ML SDK (refer to [notebook samples](https://github.com/Azure/MachineLearningNotebooks))\n",
|
||||||
|
"* A Jupyter notebook environment with Azure Machine Learning SDK installed. Refer to instructions to [setup the environment](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#local)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Verify if Azure ML SDK is installed"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import azureml.core\n",
|
||||||
|
"print(\"SDK version:\", azureml.core.VERSION)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import os\n",
|
||||||
|
"from azureml.core import Workspace, Experiment\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"from azureml.core.compute import AmlCompute, ComputeTarget\n",
|
||||||
|
"from azureml.data.data_reference import DataReference\n",
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core import ScriptRunConfig\n",
|
||||||
|
"from azureml.widgets import RunDetails"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create Azure ML Workspace"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The following step is optional if you already have a workspace. If you want to use an existing workspace, then\n",
|
||||||
|
"skip this workspace creation step and move on to the next step to load the workspace.\n",
|
||||||
|
" \n",
|
||||||
|
"<font color='red'>Important</font>: in the code cell below, be sure to set the correct values for the subscription_id, \n",
|
||||||
|
"resource_group, workspace_name, region before executing this code cell."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"subscription_id = os.environ.get(\"SUBSCRIPTION_ID\", \"<subscription_id>\")\n",
|
||||||
|
"resource_group = os.environ.get(\"RESOURCE_GROUP\", \"<resource_group>\")\n",
|
||||||
|
"workspace_name = os.environ.get(\"WORKSPACE_NAME\", \"<workspace_name>\")\n",
|
||||||
|
"workspace_region = os.environ.get(\"WORKSPACE_REGION\", \"<region>\")\n",
|
||||||
|
"\n",
|
||||||
|
"ws = Workspace.create(workspace_name, subscription_id=subscription_id, resource_group=resource_group, location=workspace_region)\n",
|
||||||
|
"\n",
|
||||||
|
"# write config to a local directory for future use\n",
|
||||||
|
"ws.write_config()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Load existing Workspace"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# if a locally-saved configuration file for the workspace is not available, use the following to load workspace\n",
|
||||||
|
"# ws = Workspace(subscription_id=subscription_id, resource_group=resource_group, workspace_name=workspace_name)\n",
|
||||||
|
"\n",
|
||||||
|
"print('Workspace name: ' + ws.name, \n",
|
||||||
|
" 'Azure region: ' + ws.location, \n",
|
||||||
|
" 'Subscription id: ' + ws.subscription_id, \n",
|
||||||
|
" 'Resource group: ' + ws.resource_group, sep = '\\n')\n",
|
||||||
|
"\n",
|
||||||
|
"scripts_folder = \"scripts_folder\"\n",
|
||||||
|
"\n",
|
||||||
|
"if not os.path.isdir(scripts_folder):\n",
|
||||||
|
" os.mkdir(scripts_folder)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create AML Compute Target"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Because NVIDIA RAPIDS requires P40 or V100 GPUs, the user needs to specify compute targets from one of [NC_v3](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv3-series), [NC_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv2-series), [ND](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#nd-series) or [ND_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ndv2-series-preview) virtual machine types in Azure; these are the families of virtual machines in Azure that are provisioned with these GPUs.\n",
|
||||||
|
" \n",
|
||||||
|
"Pick one of the supported VM SKUs based on the number of GPUs you want to use for ETL and training in RAPIDS.\n",
|
||||||
|
" \n",
|
||||||
|
"The script in this notebook is implemented for single-machine scenarios. An example supporting multiple nodes will be published later."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"gpu_cluster_name = \"gpucluster\"\n",
|
||||||
|
"\n",
|
||||||
|
"if gpu_cluster_name in ws.compute_targets:\n",
|
||||||
|
" gpu_cluster = ws.compute_targets[gpu_cluster_name]\n",
|
||||||
|
" if gpu_cluster and type(gpu_cluster) is AmlCompute:\n",
|
||||||
|
" print('Found compute target. Will use {0} '.format(gpu_cluster_name))\n",
|
||||||
|
"else:\n",
|
||||||
|
" print(\"creating new cluster\")\n",
|
||||||
|
" # vm_size parameter below could be modified to one of the RAPIDS-supported VM types\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"Standard_NC6s_v2\", min_nodes=1, max_nodes = 1)\n",
|
||||||
|
"\n",
|
||||||
|
" # create the cluster\n",
|
||||||
|
" gpu_cluster = ComputeTarget.create(ws, gpu_cluster_name, provisioning_config)\n",
|
||||||
|
" gpu_cluster.wait_for_completion(show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Script to process data and train model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The _process_data.py_ script used in the step below is a slightly modified implementation of [RAPIDS Mortgage E2E example](https://github.com/rapidsai/notebooks-contrib/blob/master/intermediate_notebooks/E2E/mortgage/mortgage_e2e.ipynb)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# copy process_data.py into the script folder\n",
|
||||||
|
"import shutil\n",
|
||||||
|
"shutil.copy('./process_data.py', os.path.join(scripts_folder, 'process_data.py'))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Data required to run this sample"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"This sample uses [Fannie Mae's Single-Family Loan Performance Data](http://www.fanniemae.com/portal/funding-the-market/data/loan-performance-data.html). Once you obtain access to the data, you will need to make this data available in an [Azure Machine Learning Datastore](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-access-data), for use in this sample. The following code shows how to do that."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Downloading Data"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import tarfile\n",
|
||||||
|
"import hashlib\n",
|
||||||
|
"from urllib.request import urlretrieve\n",
|
||||||
|
"\n",
|
||||||
|
"def validate_downloaded_data(path):\n",
|
||||||
|
" if(os.path.isdir(path) and os.path.exists(path + '//names.csv')) :\n",
|
||||||
|
" if(os.path.isdir(path + '//acq' ) and len(os.listdir(path + '//acq')) == 8):\n",
|
||||||
|
" if(os.path.isdir(path + '//perf' ) and len(os.listdir(path + '//perf')) == 11):\n",
|
||||||
|
" print(\"Data has been downloaded and decompressed at: {0}\".format(path))\n",
|
||||||
|
" return True\n",
|
||||||
|
" print(\"Data has not been downloaded and decompressed\")\n",
|
||||||
|
" return False\n",
|
||||||
|
"\n",
|
||||||
|
"def show_progress(count, block_size, total_size):\n",
|
||||||
|
" global pbar\n",
|
||||||
|
" global processed\n",
|
||||||
|
" \n",
|
||||||
|
" if count == 0:\n",
|
||||||
|
" pbar = ProgressBar(maxval=total_size)\n",
|
||||||
|
" processed = 0\n",
|
||||||
|
" \n",
|
||||||
|
" processed += block_size\n",
|
||||||
|
" processed = min(processed,total_size)\n",
|
||||||
|
" pbar.update(processed)\n",
|
||||||
|
"\n",
|
||||||
|
" \n",
|
||||||
|
"def download_file(fileroot):\n",
|
||||||
|
" filename = fileroot + '.tgz'\n",
|
||||||
|
" if(not os.path.exists(filename) or hashlib.md5(open(filename, 'rb').read()).hexdigest() != '82dd47135053303e9526c2d5c43befd5' ):\n",
|
||||||
|
" url_format = 'http://rapidsai-data.s3-website.us-east-2.amazonaws.com/notebook-mortgage-data/{0}.tgz'\n",
|
||||||
|
" url = url_format.format(fileroot)\n",
|
||||||
|
" print(\"...Downloading file :{0}\".format(filename))\n",
|
||||||
|
" urlretrieve(url, filename)\n",
|
||||||
|
" pbar.finish()\n",
|
||||||
|
" print(\"...File :{0} finished downloading\".format(filename))\n",
|
||||||
|
" else:\n",
|
||||||
|
" print(\"...File :{0} has been downloaded already\".format(filename))\n",
|
||||||
|
" return filename\n",
|
||||||
|
"\n",
|
||||||
|
"def decompress_file(filename,path):\n",
|
||||||
|
" tar = tarfile.open(filename)\n",
|
||||||
|
" print(\"...Getting information from {0} about files to decompress\".format(filename))\n",
|
||||||
|
" members = tar.getmembers()\n",
|
||||||
|
" numFiles = len(members)\n",
|
||||||
|
" so_far = 0\n",
|
||||||
|
" for member_info in members:\n",
|
||||||
|
" tar.extract(member_info,path=path)\n",
|
||||||
|
" so_far += 1\n",
|
||||||
|
" print(\"...All {0} files have been decompressed\".format(numFiles))\n",
|
||||||
|
" tar.close()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"fileroot = 'mortgage_2000-2001'\n",
|
||||||
|
"path = '.\\\\{0}'.format(fileroot)\n",
|
||||||
|
"pbar = None\n",
|
||||||
|
"processed = 0\n",
|
||||||
|
"\n",
|
||||||
|
"if(not validate_downloaded_data(path)):\n",
|
||||||
|
" print(\"Downloading and Decompressing Input Data\")\n",
|
||||||
|
" filename = download_file(fileroot)\n",
|
||||||
|
" decompress_file(filename,path)\n",
|
||||||
|
" print(\"Input Data has been Downloaded and Decompressed\")"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Uploading Data to Workspace"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ds = ws.get_default_datastore()\n",
|
||||||
|
"\n",
|
||||||
|
"# download and uncompress data in a local directory before uploading to data store\n",
|
||||||
|
"# directory specified in src_dir parameter below should have the acq, perf directories with data and names.csv file\n",
|
||||||
|
"\n",
|
||||||
|
"# ---->>>> UNCOMMENT THE BELOW LINE TO UPLOAD YOUR DATA IF NOT DONE SO ALREADY <<<<----\n",
|
||||||
|
"# ds.upload(src_dir=path, target_path=fileroot, overwrite=True, show_progress=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# data already uploaded to the datastore\n",
|
||||||
|
"data_ref = DataReference(data_reference_name='data', datastore=ds, path_on_datastore=fileroot)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create AML run configuration to launch a machine learning job"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"RunConfiguration is used to submit jobs to Azure Machine Learning service. When creating RunConfiguration for a job, users can either \n",
|
||||||
|
"1. specify a Docker image with prebuilt conda environment and use it without any modifications to run the job, or \n",
|
||||||
|
"2. specify a Docker image as the base image and conda or pip packages as dependnecies to let AML build a new Docker image with a conda environment containing specified dependencies to use in the job\n",
|
||||||
|
"\n",
|
||||||
|
"The second option is the recommended option in AML. \n",
|
||||||
|
"The following steps have code for both options. You can pick the one that is more appropriate for your requirements. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Specify prebuilt conda environment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The following code shows how to install RAPIDS using conda. The `rapids.yml` file contains the list of packages necessary to run this tutorial. **NOTE:** Initial build of the image might take up to 20 minutes as the service needs to build and cache the new image; once the image is built the subequent runs use the cached image and the overhead is minimal."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"cd = CondaDependencies(conda_dependencies_file_path='rapids.yml')\n",
|
||||||
|
"run_config = RunConfiguration(conda_dependencies=cd)\n",
|
||||||
|
"run_config.framework = 'python'\n",
|
||||||
|
"run_config.target = gpu_cluster_name\n",
|
||||||
|
"run_config.environment.docker.enabled = True\n",
|
||||||
|
"run_config.environment.docker.gpu_support = True\n",
|
||||||
|
"run_config.environment.docker.base_image = \"mcr.microsoft.com/azureml/base-gpu:intelmpi2018.3-cuda10.0-cudnn7-ubuntu16.04\"\n",
|
||||||
|
"run_config.environment.spark.precache_packages = False\n",
|
||||||
|
"run_config.data_references={'data':data_ref.to_config()}"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Using Docker"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Alternatively, you can specify RAPIDS Docker image."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# run_config = RunConfiguration()\n",
|
||||||
|
"# run_config.framework = 'python'\n",
|
||||||
|
"# run_config.environment.python.user_managed_dependencies = True\n",
|
||||||
|
"# run_config.environment.python.interpreter_path = '/conda/envs/rapids/bin/python'\n",
|
||||||
|
"# run_config.target = gpu_cluster_name\n",
|
||||||
|
"# run_config.environment.docker.enabled = True\n",
|
||||||
|
"# run_config.environment.docker.gpu_support = True\n",
|
||||||
|
"# run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
|
||||||
|
"# # run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
|
||||||
|
"# # run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
|
||||||
|
"# # run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
|
||||||
|
"# run_config.environment.spark.precache_packages = False\n",
|
||||||
|
"# run_config.data_references={'data':data_ref.to_config()}"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Wrapper function to submit Azure Machine Learning experiment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# parameter cpu_predictor indicates if training should be done on CPU. If set to true, GPUs are used *only* for ETL and *not* for training\n",
|
||||||
|
"# parameter num_gpu indicates number of GPUs to use among the GPUs available in the VM for ETL and if cpu_predictor is false, for training as well \n",
|
||||||
|
"def run_rapids_experiment(cpu_training, gpu_count, part_count):\n",
|
||||||
|
" # any value between 1-4 is allowed here depending the type of VMs available in gpu_cluster\n",
|
||||||
|
" if gpu_count not in [1, 2, 3, 4]:\n",
|
||||||
|
" raise Exception('Value specified for the number of GPUs to use {0} is invalid'.format(gpu_count))\n",
|
||||||
|
"\n",
|
||||||
|
" # following data partition mapping is empirical (specific to GPUs used and current data partitioning scheme) and may need to be tweaked\n",
|
||||||
|
" max_gpu_count_data_partition_mapping = {1: 3, 2: 4, 3: 6, 4: 8}\n",
|
||||||
|
" \n",
|
||||||
|
" if part_count > max_gpu_count_data_partition_mapping[gpu_count]:\n",
|
||||||
|
" print(\"Too many partitions for the number of GPUs, exceeding memory threshold\")\n",
|
||||||
|
" \n",
|
||||||
|
" if part_count > 11:\n",
|
||||||
|
" print(\"Warning: Maximum number of partitions available is 11\")\n",
|
||||||
|
" part_count = 11\n",
|
||||||
|
" \n",
|
||||||
|
" end_year = 2000\n",
|
||||||
|
" \n",
|
||||||
|
" if part_count > 4:\n",
|
||||||
|
" end_year = 2001 # use more data with more GPUs\n",
|
||||||
|
"\n",
|
||||||
|
" src = ScriptRunConfig(source_directory=scripts_folder, \n",
|
||||||
|
" script='process_data.py', \n",
|
||||||
|
" arguments = ['--num_gpu', gpu_count, '--data_dir', str(data_ref),\n",
|
||||||
|
" '--part_count', part_count, '--end_year', end_year,\n",
|
||||||
|
" '--cpu_predictor', cpu_training\n",
|
||||||
|
" ],\n",
|
||||||
|
" run_config=run_config\n",
|
||||||
|
" )\n",
|
||||||
|
"\n",
|
||||||
|
" exp = Experiment(ws, 'rapidstest')\n",
|
||||||
|
" run = exp.submit(config=src)\n",
|
||||||
|
" RunDetails(run).show()\n",
|
||||||
|
" return run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Submit experiment (ETL & training on GPU)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"cpu_predictor = False\n",
|
||||||
|
"# the value for num_gpu should be less than or equal to the number of GPUs available in the VM\n",
|
||||||
|
"num_gpu = 1\n",
|
||||||
|
"data_part_count = 1\n",
|
||||||
|
"# train using CPU, use GPU for both ETL and training\n",
|
||||||
|
"run = run_rapids_experiment(cpu_predictor, num_gpu, data_part_count)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Submit experiment (ETL on GPU, training on CPU)\n",
|
||||||
|
"\n",
|
||||||
|
"To observe performance difference between GPU-accelerated RAPIDS based training with CPU-only training, set 'cpu_predictor' predictor to 'True' and rerun the experiment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"cpu_predictor = True\n",
|
||||||
|
"# the value for num_gpu should be less than or equal to the number of GPUs available in the VM\n",
|
||||||
|
"num_gpu = 1\n",
|
||||||
|
"data_part_count = 1\n",
|
||||||
|
"# train using CPU, use GPU for ETL\n",
|
||||||
|
"run = run_rapids_experiment(cpu_predictor, num_gpu, data_part_count)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete cluster"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# delete the cluster\n",
|
||||||
|
"# gpu_cluster.delete()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "ksivas"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.8"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 4
|
||||||
|
}
|
||||||
470
contrib/RAPIDS/process_data.py
Normal file
470
contrib/RAPIDS/process_data.py
Normal file
@@ -0,0 +1,470 @@
|
|||||||
|
import numpy as np
|
||||||
|
import datetime
|
||||||
|
import dask_xgboost as dxgb_gpu
|
||||||
|
import dask
|
||||||
|
import dask_cudf
|
||||||
|
from dask_cuda import LocalCUDACluster
|
||||||
|
from dask.delayed import delayed
|
||||||
|
from dask.distributed import Client, wait
|
||||||
|
import xgboost as xgb
|
||||||
|
import cudf
|
||||||
|
from cudf.dataframe import DataFrame
|
||||||
|
from collections import OrderedDict
|
||||||
|
import gc
|
||||||
|
from glob import glob
|
||||||
|
import os
|
||||||
|
import argparse
|
||||||
|
|
||||||
|
def run_dask_task(func, **kwargs):
|
||||||
|
task = func(**kwargs)
|
||||||
|
return task
|
||||||
|
|
||||||
|
def process_quarter_gpu(client, col_names_path, acq_data_path, year=2000, quarter=1, perf_file=""):
|
||||||
|
dask_client = client
|
||||||
|
ml_arrays = run_dask_task(delayed(run_gpu_workflow),
|
||||||
|
col_path=col_names_path,
|
||||||
|
acq_path=acq_data_path,
|
||||||
|
quarter=quarter,
|
||||||
|
year=year,
|
||||||
|
perf_file=perf_file)
|
||||||
|
return dask_client.compute(ml_arrays,
|
||||||
|
optimize_graph=False,
|
||||||
|
fifo_timeout="0ms")
|
||||||
|
|
||||||
|
def null_workaround(df, **kwargs):
|
||||||
|
for column, data_type in df.dtypes.items():
|
||||||
|
if str(data_type) == "category":
|
||||||
|
df[column] = df[column].astype('int32').fillna(-1)
|
||||||
|
if str(data_type) in ['int8', 'int16', 'int32', 'int64', 'float32', 'float64']:
|
||||||
|
df[column] = df[column].fillna(-1)
|
||||||
|
return df
|
||||||
|
|
||||||
|
def run_gpu_workflow(col_path, acq_path, quarter=1, year=2000, perf_file="", **kwargs):
|
||||||
|
names = gpu_load_names(col_path=col_path)
|
||||||
|
acq_gdf = gpu_load_acquisition_csv(acquisition_path= acq_path + "/Acquisition_"
|
||||||
|
+ str(year) + "Q" + str(quarter) + ".txt")
|
||||||
|
acq_gdf = acq_gdf.merge(names, how='left', on=['seller_name'])
|
||||||
|
acq_gdf.drop_column('seller_name')
|
||||||
|
acq_gdf['seller_name'] = acq_gdf['new']
|
||||||
|
acq_gdf.drop_column('new')
|
||||||
|
perf_df_tmp = gpu_load_performance_csv(perf_file)
|
||||||
|
gdf = perf_df_tmp
|
||||||
|
everdf = create_ever_features(gdf)
|
||||||
|
delinq_merge = create_delinq_features(gdf)
|
||||||
|
everdf = join_ever_delinq_features(everdf, delinq_merge)
|
||||||
|
del(delinq_merge)
|
||||||
|
joined_df = create_joined_df(gdf, everdf)
|
||||||
|
testdf = create_12_mon_features(joined_df)
|
||||||
|
joined_df = combine_joined_12_mon(joined_df, testdf)
|
||||||
|
del(testdf)
|
||||||
|
perf_df = final_performance_delinquency(gdf, joined_df)
|
||||||
|
del(gdf, joined_df)
|
||||||
|
final_gdf = join_perf_acq_gdfs(perf_df, acq_gdf)
|
||||||
|
del(perf_df)
|
||||||
|
del(acq_gdf)
|
||||||
|
final_gdf = last_mile_cleaning(final_gdf)
|
||||||
|
return final_gdf
|
||||||
|
|
||||||
|
def gpu_load_performance_csv(performance_path, **kwargs):
|
||||||
|
""" Loads performance data
|
||||||
|
|
||||||
|
Returns
|
||||||
|
-------
|
||||||
|
GPU DataFrame
|
||||||
|
"""
|
||||||
|
|
||||||
|
cols = [
|
||||||
|
"loan_id", "monthly_reporting_period", "servicer", "interest_rate", "current_actual_upb",
|
||||||
|
"loan_age", "remaining_months_to_legal_maturity", "adj_remaining_months_to_maturity",
|
||||||
|
"maturity_date", "msa", "current_loan_delinquency_status", "mod_flag", "zero_balance_code",
|
||||||
|
"zero_balance_effective_date", "last_paid_installment_date", "foreclosed_after",
|
||||||
|
"disposition_date", "foreclosure_costs", "prop_preservation_and_repair_costs",
|
||||||
|
"asset_recovery_costs", "misc_holding_expenses", "holding_taxes", "net_sale_proceeds",
|
||||||
|
"credit_enhancement_proceeds", "repurchase_make_whole_proceeds", "other_foreclosure_proceeds",
|
||||||
|
"non_interest_bearing_upb", "principal_forgiveness_upb", "repurchase_make_whole_proceeds_flag",
|
||||||
|
"foreclosure_principal_write_off_amount", "servicing_activity_indicator"
|
||||||
|
]
|
||||||
|
|
||||||
|
dtypes = OrderedDict([
|
||||||
|
("loan_id", "int64"),
|
||||||
|
("monthly_reporting_period", "date"),
|
||||||
|
("servicer", "category"),
|
||||||
|
("interest_rate", "float64"),
|
||||||
|
("current_actual_upb", "float64"),
|
||||||
|
("loan_age", "float64"),
|
||||||
|
("remaining_months_to_legal_maturity", "float64"),
|
||||||
|
("adj_remaining_months_to_maturity", "float64"),
|
||||||
|
("maturity_date", "date"),
|
||||||
|
("msa", "float64"),
|
||||||
|
("current_loan_delinquency_status", "int32"),
|
||||||
|
("mod_flag", "category"),
|
||||||
|
("zero_balance_code", "category"),
|
||||||
|
("zero_balance_effective_date", "date"),
|
||||||
|
("last_paid_installment_date", "date"),
|
||||||
|
("foreclosed_after", "date"),
|
||||||
|
("disposition_date", "date"),
|
||||||
|
("foreclosure_costs", "float64"),
|
||||||
|
("prop_preservation_and_repair_costs", "float64"),
|
||||||
|
("asset_recovery_costs", "float64"),
|
||||||
|
("misc_holding_expenses", "float64"),
|
||||||
|
("holding_taxes", "float64"),
|
||||||
|
("net_sale_proceeds", "float64"),
|
||||||
|
("credit_enhancement_proceeds", "float64"),
|
||||||
|
("repurchase_make_whole_proceeds", "float64"),
|
||||||
|
("other_foreclosure_proceeds", "float64"),
|
||||||
|
("non_interest_bearing_upb", "float64"),
|
||||||
|
("principal_forgiveness_upb", "float64"),
|
||||||
|
("repurchase_make_whole_proceeds_flag", "category"),
|
||||||
|
("foreclosure_principal_write_off_amount", "float64"),
|
||||||
|
("servicing_activity_indicator", "category")
|
||||||
|
])
|
||||||
|
|
||||||
|
print(performance_path)
|
||||||
|
|
||||||
|
return cudf.read_csv(performance_path, names=cols, delimiter='|', dtype=list(dtypes.values()), skiprows=1)
|
||||||
|
|
||||||
|
def gpu_load_acquisition_csv(acquisition_path, **kwargs):
|
||||||
|
""" Loads acquisition data
|
||||||
|
|
||||||
|
Returns
|
||||||
|
-------
|
||||||
|
GPU DataFrame
|
||||||
|
"""
|
||||||
|
|
||||||
|
cols = [
|
||||||
|
'loan_id', 'orig_channel', 'seller_name', 'orig_interest_rate', 'orig_upb', 'orig_loan_term',
|
||||||
|
'orig_date', 'first_pay_date', 'orig_ltv', 'orig_cltv', 'num_borrowers', 'dti', 'borrower_credit_score',
|
||||||
|
'first_home_buyer', 'loan_purpose', 'property_type', 'num_units', 'occupancy_status', 'property_state',
|
||||||
|
'zip', 'mortgage_insurance_percent', 'product_type', 'coborrow_credit_score', 'mortgage_insurance_type',
|
||||||
|
'relocation_mortgage_indicator'
|
||||||
|
]
|
||||||
|
|
||||||
|
dtypes = OrderedDict([
|
||||||
|
("loan_id", "int64"),
|
||||||
|
("orig_channel", "category"),
|
||||||
|
("seller_name", "category"),
|
||||||
|
("orig_interest_rate", "float64"),
|
||||||
|
("orig_upb", "int64"),
|
||||||
|
("orig_loan_term", "int64"),
|
||||||
|
("orig_date", "date"),
|
||||||
|
("first_pay_date", "date"),
|
||||||
|
("orig_ltv", "float64"),
|
||||||
|
("orig_cltv", "float64"),
|
||||||
|
("num_borrowers", "float64"),
|
||||||
|
("dti", "float64"),
|
||||||
|
("borrower_credit_score", "float64"),
|
||||||
|
("first_home_buyer", "category"),
|
||||||
|
("loan_purpose", "category"),
|
||||||
|
("property_type", "category"),
|
||||||
|
("num_units", "int64"),
|
||||||
|
("occupancy_status", "category"),
|
||||||
|
("property_state", "category"),
|
||||||
|
("zip", "int64"),
|
||||||
|
("mortgage_insurance_percent", "float64"),
|
||||||
|
("product_type", "category"),
|
||||||
|
("coborrow_credit_score", "float64"),
|
||||||
|
("mortgage_insurance_type", "float64"),
|
||||||
|
("relocation_mortgage_indicator", "category")
|
||||||
|
])
|
||||||
|
|
||||||
|
print(acquisition_path)
|
||||||
|
|
||||||
|
return cudf.read_csv(acquisition_path, names=cols, delimiter='|', dtype=list(dtypes.values()), skiprows=1)
|
||||||
|
|
||||||
|
def gpu_load_names(col_path):
|
||||||
|
""" Loads names used for renaming the banks
|
||||||
|
|
||||||
|
Returns
|
||||||
|
-------
|
||||||
|
GPU DataFrame
|
||||||
|
"""
|
||||||
|
|
||||||
|
cols = [
|
||||||
|
'seller_name', 'new'
|
||||||
|
]
|
||||||
|
|
||||||
|
dtypes = OrderedDict([
|
||||||
|
("seller_name", "category"),
|
||||||
|
("new", "category"),
|
||||||
|
])
|
||||||
|
|
||||||
|
return cudf.read_csv(col_path, names=cols, delimiter='|', dtype=list(dtypes.values()), skiprows=1)
|
||||||
|
|
||||||
|
def create_ever_features(gdf, **kwargs):
|
||||||
|
everdf = gdf[['loan_id', 'current_loan_delinquency_status']]
|
||||||
|
everdf = everdf.groupby('loan_id', method='hash').max().reset_index()
|
||||||
|
del(gdf)
|
||||||
|
everdf['ever_30'] = (everdf['current_loan_delinquency_status'] >= 1).astype('int8')
|
||||||
|
everdf['ever_90'] = (everdf['current_loan_delinquency_status'] >= 3).astype('int8')
|
||||||
|
everdf['ever_180'] = (everdf['current_loan_delinquency_status'] >= 6).astype('int8')
|
||||||
|
everdf.drop_column('current_loan_delinquency_status')
|
||||||
|
return everdf
|
||||||
|
|
||||||
|
def create_delinq_features(gdf, **kwargs):
|
||||||
|
delinq_gdf = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status']]
|
||||||
|
del(gdf)
|
||||||
|
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
|
||||||
|
delinq_30['delinquency_30'] = delinq_30['monthly_reporting_period']
|
||||||
|
delinq_30.drop_column('monthly_reporting_period')
|
||||||
|
delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
|
||||||
|
delinq_90['delinquency_90'] = delinq_90['monthly_reporting_period']
|
||||||
|
delinq_90.drop_column('monthly_reporting_period')
|
||||||
|
delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
|
||||||
|
delinq_180['delinquency_180'] = delinq_180['monthly_reporting_period']
|
||||||
|
delinq_180.drop_column('monthly_reporting_period')
|
||||||
|
del(delinq_gdf)
|
||||||
|
delinq_merge = delinq_30.merge(delinq_90, how='left', on=['loan_id'], type='hash')
|
||||||
|
delinq_merge['delinquency_90'] = delinq_merge['delinquency_90'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
|
||||||
|
delinq_merge = delinq_merge.merge(delinq_180, how='left', on=['loan_id'], type='hash')
|
||||||
|
delinq_merge['delinquency_180'] = delinq_merge['delinquency_180'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
|
||||||
|
del(delinq_30)
|
||||||
|
del(delinq_90)
|
||||||
|
del(delinq_180)
|
||||||
|
return delinq_merge
|
||||||
|
|
||||||
|
def join_ever_delinq_features(everdf_tmp, delinq_merge, **kwargs):
|
||||||
|
everdf = everdf_tmp.merge(delinq_merge, on=['loan_id'], how='left', type='hash')
|
||||||
|
del(everdf_tmp)
|
||||||
|
del(delinq_merge)
|
||||||
|
everdf['delinquency_30'] = everdf['delinquency_30'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
|
||||||
|
everdf['delinquency_90'] = everdf['delinquency_90'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
|
||||||
|
everdf['delinquency_180'] = everdf['delinquency_180'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
|
||||||
|
return everdf
|
||||||
|
|
||||||
|
def create_joined_df(gdf, everdf, **kwargs):
|
||||||
|
test = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status', 'current_actual_upb']]
|
||||||
|
del(gdf)
|
||||||
|
test['timestamp'] = test['monthly_reporting_period']
|
||||||
|
test.drop_column('monthly_reporting_period')
|
||||||
|
test['timestamp_month'] = test['timestamp'].dt.month
|
||||||
|
test['timestamp_year'] = test['timestamp'].dt.year
|
||||||
|
test['delinquency_12'] = test['current_loan_delinquency_status']
|
||||||
|
test.drop_column('current_loan_delinquency_status')
|
||||||
|
test['upb_12'] = test['current_actual_upb']
|
||||||
|
test.drop_column('current_actual_upb')
|
||||||
|
test['upb_12'] = test['upb_12'].fillna(999999999)
|
||||||
|
test['delinquency_12'] = test['delinquency_12'].fillna(-1)
|
||||||
|
|
||||||
|
joined_df = test.merge(everdf, how='left', on=['loan_id'], type='hash')
|
||||||
|
del(everdf)
|
||||||
|
del(test)
|
||||||
|
|
||||||
|
joined_df['ever_30'] = joined_df['ever_30'].fillna(-1)
|
||||||
|
joined_df['ever_90'] = joined_df['ever_90'].fillna(-1)
|
||||||
|
joined_df['ever_180'] = joined_df['ever_180'].fillna(-1)
|
||||||
|
joined_df['delinquency_30'] = joined_df['delinquency_30'].fillna(-1)
|
||||||
|
joined_df['delinquency_90'] = joined_df['delinquency_90'].fillna(-1)
|
||||||
|
joined_df['delinquency_180'] = joined_df['delinquency_180'].fillna(-1)
|
||||||
|
|
||||||
|
joined_df['timestamp_year'] = joined_df['timestamp_year'].astype('int32')
|
||||||
|
joined_df['timestamp_month'] = joined_df['timestamp_month'].astype('int32')
|
||||||
|
|
||||||
|
return joined_df
|
||||||
|
|
||||||
|
def create_12_mon_features(joined_df, **kwargs):
|
||||||
|
testdfs = []
|
||||||
|
n_months = 12
|
||||||
|
|
||||||
|
for y in range(1, n_months + 1):
|
||||||
|
tmpdf = joined_df[['loan_id', 'timestamp_year', 'timestamp_month', 'delinquency_12', 'upb_12']]
|
||||||
|
tmpdf['josh_months'] = tmpdf['timestamp_year'] * 12 + tmpdf['timestamp_month']
|
||||||
|
tmpdf['josh_mody_n'] = ((tmpdf['josh_months'].astype('float64') - 24000 - y) / 12).floor()
|
||||||
|
tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'}).reset_index()
|
||||||
|
tmpdf['delinquency_12'] = (tmpdf['delinquency_12']>3).astype('int32')
|
||||||
|
tmpdf['delinquency_12'] +=(tmpdf['upb_12']==0).astype('int32')
|
||||||
|
tmpdf['upb_12'] = tmpdf['upb_12']
|
||||||
|
tmpdf['timestamp_year'] = (((tmpdf['josh_mody_n'] * n_months) + 24000 + (y - 1)) / 12).floor().astype('int16')
|
||||||
|
tmpdf['timestamp_month'] = np.int8(y)
|
||||||
|
tmpdf.drop_column('josh_mody_n')
|
||||||
|
testdfs.append(tmpdf)
|
||||||
|
del(tmpdf)
|
||||||
|
del(joined_df)
|
||||||
|
|
||||||
|
return cudf.concat(testdfs)
|
||||||
|
|
||||||
|
def combine_joined_12_mon(joined_df, testdf, **kwargs):
|
||||||
|
joined_df.drop_column('delinquency_12')
|
||||||
|
joined_df.drop_column('upb_12')
|
||||||
|
joined_df['timestamp_year'] = joined_df['timestamp_year'].astype('int16')
|
||||||
|
joined_df['timestamp_month'] = joined_df['timestamp_month'].astype('int8')
|
||||||
|
return joined_df.merge(testdf, how='left', on=['loan_id', 'timestamp_year', 'timestamp_month'], type='hash')
|
||||||
|
|
||||||
|
def final_performance_delinquency(gdf, joined_df, **kwargs):
|
||||||
|
merged = null_workaround(gdf)
|
||||||
|
joined_df = null_workaround(joined_df)
|
||||||
|
merged['timestamp_month'] = merged['monthly_reporting_period'].dt.month
|
||||||
|
merged['timestamp_month'] = merged['timestamp_month'].astype('int8')
|
||||||
|
merged['timestamp_year'] = merged['monthly_reporting_period'].dt.year
|
||||||
|
merged['timestamp_year'] = merged['timestamp_year'].astype('int16')
|
||||||
|
merged = merged.merge(joined_df, how='left', on=['loan_id', 'timestamp_year', 'timestamp_month'], type='hash')
|
||||||
|
merged.drop_column('timestamp_year')
|
||||||
|
merged.drop_column('timestamp_month')
|
||||||
|
return merged
|
||||||
|
|
||||||
|
def join_perf_acq_gdfs(perf, acq, **kwargs):
|
||||||
|
perf = null_workaround(perf)
|
||||||
|
acq = null_workaround(acq)
|
||||||
|
return perf.merge(acq, how='left', on=['loan_id'], type='hash')
|
||||||
|
|
||||||
|
def last_mile_cleaning(df, **kwargs):
|
||||||
|
drop_list = [
|
||||||
|
'loan_id', 'orig_date', 'first_pay_date', 'seller_name',
|
||||||
|
'monthly_reporting_period', 'last_paid_installment_date', 'maturity_date', 'ever_30', 'ever_90', 'ever_180',
|
||||||
|
'delinquency_30', 'delinquency_90', 'delinquency_180', 'upb_12',
|
||||||
|
'zero_balance_effective_date','foreclosed_after', 'disposition_date','timestamp'
|
||||||
|
]
|
||||||
|
|
||||||
|
for column in drop_list:
|
||||||
|
df.drop_column(column)
|
||||||
|
for col, dtype in df.dtypes.iteritems():
|
||||||
|
if str(dtype)=='category':
|
||||||
|
df[col] = df[col].cat.codes
|
||||||
|
df[col] = df[col].astype('float32')
|
||||||
|
df['delinquency_12'] = df['delinquency_12'] > 0
|
||||||
|
df['delinquency_12'] = df['delinquency_12'].fillna(False).astype('int32')
|
||||||
|
for column in df.columns:
|
||||||
|
df[column] = df[column].fillna(-1)
|
||||||
|
return df.to_arrow(preserve_index=False)
|
||||||
|
|
||||||
|
def main():
|
||||||
|
parser = argparse.ArgumentParser("rapidssample")
|
||||||
|
parser.add_argument("--data_dir", type=str, help="location of data")
|
||||||
|
parser.add_argument("--num_gpu", type=int, help="Number of GPUs to use", default=1)
|
||||||
|
parser.add_argument("--part_count", type=int, help="Number of data files to train against", default=2)
|
||||||
|
parser.add_argument("--end_year", type=int, help="Year to end the data load", default=2000)
|
||||||
|
parser.add_argument("--cpu_predictor", type=str, help="Flag to use CPU for prediction", default='False')
|
||||||
|
parser.add_argument('-f', type=str, default='') # added for notebook execution scenarios
|
||||||
|
args = parser.parse_args()
|
||||||
|
data_dir = args.data_dir
|
||||||
|
num_gpu = args.num_gpu
|
||||||
|
part_count = args.part_count
|
||||||
|
end_year = args.end_year
|
||||||
|
cpu_predictor = args.cpu_predictor.lower() in ('yes', 'true', 't', 'y', '1')
|
||||||
|
|
||||||
|
if cpu_predictor:
|
||||||
|
print('Training with CPUs require num gpu = 1')
|
||||||
|
num_gpu = 1
|
||||||
|
|
||||||
|
print('data_dir = {0}'.format(data_dir))
|
||||||
|
print('num_gpu = {0}'.format(num_gpu))
|
||||||
|
print('part_count = {0}'.format(part_count))
|
||||||
|
print('end_year = {0}'.format(end_year))
|
||||||
|
print('cpu_predictor = {0}'.format(cpu_predictor))
|
||||||
|
|
||||||
|
import subprocess
|
||||||
|
|
||||||
|
cmd = "hostname --all-ip-addresses"
|
||||||
|
process = subprocess.Popen(cmd.split(), stdout=subprocess.PIPE)
|
||||||
|
output, error = process.communicate()
|
||||||
|
IPADDR = str(output.decode()).split()[0]
|
||||||
|
|
||||||
|
cluster = LocalCUDACluster(ip=IPADDR,n_workers=num_gpu)
|
||||||
|
client = Client(cluster)
|
||||||
|
client
|
||||||
|
print(client.ncores())
|
||||||
|
|
||||||
|
# to download data for this notebook, visit https://rapidsai.github.io/demos/datasets/mortgage-data and update the following paths accordingly
|
||||||
|
acq_data_path = "{0}/acq".format(data_dir) #"/rapids/data/mortgage/acq"
|
||||||
|
perf_data_path = "{0}/perf".format(data_dir) #"/rapids/data/mortgage/perf"
|
||||||
|
col_names_path = "{0}/names.csv".format(data_dir) # "/rapids/data/mortgage/names.csv"
|
||||||
|
start_year = 2000
|
||||||
|
|
||||||
|
client
|
||||||
|
print('--->>> Workers used: {0}'.format(client.ncores()))
|
||||||
|
|
||||||
|
# NOTE: The ETL calculates additional features which are then dropped before creating the XGBoost DMatrix.
|
||||||
|
# This can be optimized to avoid calculating the dropped features.
|
||||||
|
print("Reading ...")
|
||||||
|
t1 = datetime.datetime.now()
|
||||||
|
gpu_dfs = []
|
||||||
|
gpu_time = 0
|
||||||
|
quarter = 1
|
||||||
|
year = start_year
|
||||||
|
count = 0
|
||||||
|
while year <= end_year:
|
||||||
|
for file in glob(os.path.join(perf_data_path + "/Performance_" + str(year) + "Q" + str(quarter) + "*")):
|
||||||
|
if count < part_count:
|
||||||
|
gpu_dfs.append(process_quarter_gpu(client, col_names_path, acq_data_path, year=year, quarter=quarter, perf_file=file))
|
||||||
|
count += 1
|
||||||
|
print('file: {0}'.format(file))
|
||||||
|
print('count: {0}'.format(count))
|
||||||
|
quarter += 1
|
||||||
|
if quarter == 5:
|
||||||
|
year += 1
|
||||||
|
quarter = 1
|
||||||
|
|
||||||
|
wait(gpu_dfs)
|
||||||
|
t2 = datetime.datetime.now()
|
||||||
|
print("Reading time: {0}".format(str(t2-t1)))
|
||||||
|
print('--->>> Number of data parts: {0}'.format(len(gpu_dfs)))
|
||||||
|
|
||||||
|
dxgb_gpu_params = {
|
||||||
|
'nround': 100,
|
||||||
|
'max_depth': 8,
|
||||||
|
'max_leaves': 2**8,
|
||||||
|
'alpha': 0.9,
|
||||||
|
'eta': 0.1,
|
||||||
|
'gamma': 0.1,
|
||||||
|
'learning_rate': 0.1,
|
||||||
|
'subsample': 1,
|
||||||
|
'reg_lambda': 1,
|
||||||
|
'scale_pos_weight': 2,
|
||||||
|
'min_child_weight': 30,
|
||||||
|
'tree_method': 'gpu_hist',
|
||||||
|
'n_gpus': 1,
|
||||||
|
'distributed_dask': True,
|
||||||
|
'loss': 'ls',
|
||||||
|
'objective': 'reg:squarederror',
|
||||||
|
'max_features': 'auto',
|
||||||
|
'criterion': 'friedman_mse',
|
||||||
|
'grow_policy': 'lossguide',
|
||||||
|
'verbose': True
|
||||||
|
}
|
||||||
|
|
||||||
|
if cpu_predictor:
|
||||||
|
print('\n---->>>> Training using CPUs <<<<----\n')
|
||||||
|
dxgb_gpu_params['predictor'] = 'cpu_predictor'
|
||||||
|
dxgb_gpu_params['tree_method'] = 'hist'
|
||||||
|
dxgb_gpu_params['objective'] = 'reg:linear'
|
||||||
|
|
||||||
|
else:
|
||||||
|
print('\n---->>>> Training using GPUs <<<<----\n')
|
||||||
|
|
||||||
|
print('Training parameters are {0}'.format(dxgb_gpu_params))
|
||||||
|
|
||||||
|
gpu_dfs = [delayed(DataFrame.from_arrow)(gpu_df) for gpu_df in gpu_dfs[:part_count]]
|
||||||
|
gpu_dfs = [gpu_df for gpu_df in gpu_dfs]
|
||||||
|
wait(gpu_dfs)
|
||||||
|
|
||||||
|
tmp_map = [(gpu_df, list(client.who_has(gpu_df).values())[0]) for gpu_df in gpu_dfs]
|
||||||
|
new_map = {}
|
||||||
|
for key, value in tmp_map:
|
||||||
|
if value not in new_map:
|
||||||
|
new_map[value] = [key]
|
||||||
|
else:
|
||||||
|
new_map[value].append(key)
|
||||||
|
|
||||||
|
del(tmp_map)
|
||||||
|
gpu_dfs = []
|
||||||
|
for list_delayed in new_map.values():
|
||||||
|
gpu_dfs.append(delayed(cudf.concat)(list_delayed))
|
||||||
|
|
||||||
|
del(new_map)
|
||||||
|
gpu_dfs = [(gpu_df[['delinquency_12']], gpu_df[delayed(list)(gpu_df.columns.difference(['delinquency_12']))]) for gpu_df in gpu_dfs]
|
||||||
|
gpu_dfs = [(gpu_df[0].persist(), gpu_df[1].persist()) for gpu_df in gpu_dfs]
|
||||||
|
|
||||||
|
gpu_dfs = [dask.delayed(xgb.DMatrix)(gpu_df[1], gpu_df[0]) for gpu_df in gpu_dfs]
|
||||||
|
gpu_dfs = [gpu_df.persist() for gpu_df in gpu_dfs]
|
||||||
|
gc.collect()
|
||||||
|
wait(gpu_dfs)
|
||||||
|
|
||||||
|
# TRAIN THE MODEL
|
||||||
|
labels = None
|
||||||
|
t1 = datetime.datetime.now()
|
||||||
|
bst = dxgb_gpu.train(client, dxgb_gpu_params, gpu_dfs, labels, num_boost_round=dxgb_gpu_params['nround'])
|
||||||
|
t2 = datetime.datetime.now()
|
||||||
|
print('\n---->>>> Training time: {0} <<<<----\n'.format(str(t2-t1)))
|
||||||
|
print('Exiting script')
|
||||||
|
|
||||||
|
if __name__ == '__main__':
|
||||||
|
main()
|
||||||
@@ -5,11 +5,13 @@ Learn how to use Azure Machine Learning services for experimentation and model m
|
|||||||
As a pre-requisite, run the [configuration Notebook](../configuration.ipynb) notebook first to set up your Azure ML Workspace. Then, run the notebooks in following recommended order.
|
As a pre-requisite, run the [configuration Notebook](../configuration.ipynb) notebook first to set up your Azure ML Workspace. Then, run the notebooks in following recommended order.
|
||||||
|
|
||||||
* [train-within-notebook](./training/train-within-notebook): Train a model hile tracking run history, and learn how to deploy the model as web service to Azure Container Instance.
|
* [train-within-notebook](./training/train-within-notebook): Train a model hile tracking run history, and learn how to deploy the model as web service to Azure Container Instance.
|
||||||
* [train-on-local](./training/train-on-local): Learn how to submit a run and use Azure ML managed run configuration.
|
* [train-on-local](./training/train-on-local): Learn how to submit a run to local computer and use Azure ML managed run configuration.
|
||||||
|
* [train-on-amlcompute](./training/train-on-amlcompute): Use a 1-n node Azure ML managed compute cluster for remote runs on Azure CPU or GPU infrastructure.
|
||||||
* [train-on-remote-vm](./training/train-on-remote-vm): Use Data Science Virtual Machine as a target for remote runs.
|
* [train-on-remote-vm](./training/train-on-remote-vm): Use Data Science Virtual Machine as a target for remote runs.
|
||||||
* [logging-api](./training/logging-api): Learn about the details of logging metrics to run history.
|
* [logging-api](./track-and-monitor-experiments/logging-api): Learn about the details of logging metrics to run history.
|
||||||
* [register-model-create-image-deploy-service](./deployment/register-model-create-image-deploy-service): Learn about the details of model management.
|
* [register-model-create-image-deploy-service](./deployment/register-model-create-image-deploy-service): Learn about the details of model management.
|
||||||
* [production-deploy-to-aks](./deployment/production-deploy-to-aks) Deploy a model to production at scale on Azure Kubernetes Service.
|
* [production-deploy-to-aks](./deployment/production-deploy-to-aks) Deploy a model to production at scale on Azure Kubernetes Service.
|
||||||
* [enable-data-collection-for-models-in-aks](./deployment/enable-data-collection-for-models-in-aks) Learn about data collection APIs for deployed model.
|
* [enable-data-collection-for-models-in-aks](./deployment/enable-data-collection-for-models-in-aks) Learn about data collection APIs for deployed model.
|
||||||
* [enable-app-insights-in-production-service](./deployment/enable-app-insights-in-production-service) Learn how to use App Insights with production web service.
|
* [enable-app-insights-in-production-service](./deployment/enable-app-insights-in-production-service) Learn how to use App Insights with production web service.
|
||||||
|
|
||||||
|
Find quickstarts, end-to-end tutorials, and how-tos on the [official documentation site for Azure Machine Learning service](https://docs.microsoft.com/en-us/azure/machine-learning/service/).
|
||||||
|
|||||||
@@ -1,8 +1,8 @@
|
|||||||
# Table of Contents
|
# Table of Contents
|
||||||
1. [Automated ML Introduction](#introduction)
|
1. [Automated ML Introduction](#introduction)
|
||||||
1. [Running samples in Azure Notebooks](#jupyter)
|
1. [Setup using Azure Notebooks](#jupyter)
|
||||||
1. [Running samples in Azure Databricks](#databricks)
|
1. [Setup using Azure Databricks](#databricks)
|
||||||
1. [Running samples in a Local Conda environment](#localconda)
|
1. [Setup using a Local Conda environment](#localconda)
|
||||||
1. [Automated ML SDK Sample Notebooks](#samples)
|
1. [Automated ML SDK Sample Notebooks](#samples)
|
||||||
1. [Documentation](#documentation)
|
1. [Documentation](#documentation)
|
||||||
1. [Running using python command](#pythoncommand)
|
1. [Running using python command](#pythoncommand)
|
||||||
@@ -13,60 +13,51 @@
|
|||||||
Automated machine learning (automated ML) builds high quality machine learning models for you by automating model and hyperparameter selection. Bring a labelled dataset that you want to build a model for, automated ML will give you a high quality machine learning model that you can use for predictions.
|
Automated machine learning (automated ML) builds high quality machine learning models for you by automating model and hyperparameter selection. Bring a labelled dataset that you want to build a model for, automated ML will give you a high quality machine learning model that you can use for predictions.
|
||||||
|
|
||||||
|
|
||||||
If you are new to Data Science, AutoML will help you get jumpstarted by simplifying machine learning model building. It abstracts you from needing to perform model selection, hyperparameter selection and in one step creates a high quality trained model for you to use.
|
If you are new to Data Science, automated ML will help you get jumpstarted by simplifying machine learning model building. It abstracts you from needing to perform model selection, hyperparameter selection and in one step creates a high quality trained model for you to use.
|
||||||
|
|
||||||
If you are an experienced data scientist, AutoML will help increase your productivity by intelligently performing the model and hyperparameter selection for your training and generates high quality models much quicker than manually specifying several combinations of the parameters and running training jobs. AutoML provides visibility and access to all the training jobs and the performance characteristics of the models to help you further tune the pipeline if you desire.
|
If you are an experienced data scientist, automated ML will help increase your productivity by intelligently performing the model and hyperparameter selection for your training and generates high quality models much quicker than manually specifying several combinations of the parameters and running training jobs. Automated ML provides visibility and access to all the training jobs and the performance characteristics of the models to help you further tune the pipeline if you desire.
|
||||||
|
|
||||||
Below are the three execution environments supported by AutoML.
|
Below are the three execution environments supported by automated ML.
|
||||||
|
|
||||||
|
|
||||||
<a name="jupyter"></a>
|
<a name="jupyter"></a>
|
||||||
## Running samples in Azure Notebooks - Jupyter based notebooks in the Azure cloud
|
## Setup using Azure Notebooks - Jupyter based notebooks in the Azure cloud
|
||||||
|
|
||||||
1. [](https://aka.ms/aml-clone-azure-notebooks)
|
1. [](https://aka.ms/aml-clone-azure-notebooks)
|
||||||
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks.
|
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks.
|
||||||
1. Follow the instructions in the [configuration](configuration.ipynb) notebook to create and connect to a workspace.
|
1. Follow the instructions in the [configuration](../../configuration.ipynb) notebook to create and connect to a workspace.
|
||||||
1. Open one of the sample notebooks.
|
1. Open one of the sample notebooks.
|
||||||
|
|
||||||
<a name="databricks"></a>
|
<a name="databricks"></a>
|
||||||
## Running samples in Azure Databricks
|
## Setup using Azure Databricks
|
||||||
|
|
||||||
**NOTE**: Please create your Azure Databricks cluster as v4.x (high concurrency preferred) with **Python 3** (dropdown).
|
**NOTE**: Please create your Azure Databricks cluster as v4.x (high concurrency preferred) with **Python 3** (dropdown).
|
||||||
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
|
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
|
||||||
- Please remove the previous SDK version if there is any and install the latest SDK by installing **azureml-sdk[automl_databricks]** as a PyPi library in Azure Databricks workspace.
|
- Please remove the previous SDK version if there is any and install the latest SDK by installing **azureml-sdk[automl_databricks]** as a PyPi library in Azure Databricks workspace.
|
||||||
- Download the sample notebook 16a.auto-ml-classification-local-azuredatabricks from [GitHub](https://github.com/Azure/MachineLearningNotebooks) and import into the Azure databricks workspace.
|
- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks).
|
||||||
|
- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks) and import into the Azure databricks workspace.
|
||||||
- Attach the notebook to the cluster.
|
- Attach the notebook to the cluster.
|
||||||
|
|
||||||
<a name="localconda"></a>
|
<a name="localconda"></a>
|
||||||
## Running samples in a Local Conda environment
|
## Setup using a Local Conda environment
|
||||||
|
|
||||||
To run these notebook on your own notebook server, use these installation instructions.
|
To run these notebook on your own notebook server, use these installation instructions.
|
||||||
|
The instructions below will install everything you need and then start a Jupyter notebook.
|
||||||
|
|
||||||
The instructions below will install everything you need and then start a Jupyter notebook. To start your Jupyter notebook manually, use:
|
### 1. Install mini-conda from [here](https://conda.io/miniconda.html), choose 64-bit Python 3.7 or higher.
|
||||||
|
|
||||||
```
|
|
||||||
conda activate azure_automl
|
|
||||||
jupyter notebook
|
|
||||||
```
|
|
||||||
|
|
||||||
or on Mac:
|
|
||||||
|
|
||||||
```
|
|
||||||
source activate azure_automl
|
|
||||||
jupyter notebook
|
|
||||||
```
|
|
||||||
|
|
||||||
|
|
||||||
### 1. Install mini-conda from [here](https://conda.io/miniconda.html), choose Python 3.7 or higher.
|
|
||||||
- **Note**: if you already have conda installed, you can keep using it but it should be version 4.4.10 or later (as shown by: conda -V). If you have a previous version installed, you can update it using the command: conda update conda.
|
- **Note**: if you already have conda installed, you can keep using it but it should be version 4.4.10 or later (as shown by: conda -V). If you have a previous version installed, you can update it using the command: conda update conda.
|
||||||
There's no need to install mini-conda specifically.
|
There's no need to install mini-conda specifically.
|
||||||
|
|
||||||
### 2. Downloading the sample notebooks
|
### 2. Downloading the sample notebooks
|
||||||
- Download the sample notebooks from [GitHub](https://github.com/Azure/MachineLearningNotebooks) as zip and extract the contents to a local directory. The AutoML sample notebooks are in the "automl" folder.
|
- Download the sample notebooks from [GitHub](https://github.com/Azure/MachineLearningNotebooks) as zip and extract the contents to a local directory. The automated ML sample notebooks are in the "automated-machine-learning" folder.
|
||||||
|
|
||||||
### 3. Setup a new conda environment
|
### 3. Setup a new conda environment
|
||||||
The **automl/automl_setup** script creates a new conda environment, installs the necessary packages, configures the widget and starts a jupyter notebook.
|
The **automl_setup** script creates a new conda environment, installs the necessary packages, configures the widget and starts a jupyter notebook. It takes the conda environment name as an optional parameter. The default conda environment name is azure_automl. The exact command depends on the operating system. See the specific sections below for Windows, Mac and Linux. It can take about 10 minutes to execute.
|
||||||
It takes the conda environment name as an optional parameter. The default conda environment name is azure_automl. The exact command depends on the operating system. See the specific sections below for Windows, Mac and Linux. It can take about 10 minutes to execute.
|
|
||||||
|
Packages installed by the **automl_setup** script:
|
||||||
|
<ul><li>python</li><li>nb_conda</li><li>matplotlib</li><li>numpy</li><li>cython</li><li>urllib3</li><li>scipy</li><li>scikit-learn</li><li>pandas</li><li>tensorflow</li><li>py-xgboost</li><li>azureml-sdk</li><li>azureml-widgets</li><li>pandas-ml</li></ul>
|
||||||
|
|
||||||
|
For more details refer to the [automl_env.yml](./automl_env.yml)
|
||||||
## Windows
|
## Windows
|
||||||
Start an **Anaconda Prompt** window, cd to the **how-to-use-azureml/automated-machine-learning** folder where the sample notebooks were extracted and then run:
|
Start an **Anaconda Prompt** window, cd to the **how-to-use-azureml/automated-machine-learning** folder where the sample notebooks were extracted and then run:
|
||||||
```
|
```
|
||||||
@@ -89,52 +80,49 @@ bash automl_setup_linux.sh
|
|||||||
```
|
```
|
||||||
|
|
||||||
### 4. Running configuration.ipynb
|
### 4. Running configuration.ipynb
|
||||||
- Before running any samples you next need to run the configuration notebook. Click on configuration.ipynb notebook
|
- Before running any samples you next need to run the configuration notebook. Click on [configuration](../../configuration.ipynb) notebook
|
||||||
- Execute the cells in the notebook to Register Machine Learning Services Resource Provider and create a workspace. (*instructions in notebook*)
|
- Execute the cells in the notebook to Register Machine Learning Services Resource Provider and create a workspace. (*instructions in notebook*)
|
||||||
|
|
||||||
### 5. Running Samples
|
### 5. Running Samples
|
||||||
- Please make sure you use the Python [conda env:azure_automl] kernel when trying the sample Notebooks.
|
- Please make sure you use the Python [conda env:azure_automl] kernel when trying the sample Notebooks.
|
||||||
- Follow the instructions in the individual notebooks to explore various features in AutoML
|
- Follow the instructions in the individual notebooks to explore various features in automated ML.
|
||||||
|
|
||||||
|
### 6. Starting jupyter notebook manually
|
||||||
|
To start your Jupyter notebook manually, use:
|
||||||
|
|
||||||
|
```
|
||||||
|
conda activate azure_automl
|
||||||
|
jupyter notebook
|
||||||
|
```
|
||||||
|
|
||||||
|
or on Mac or Linux:
|
||||||
|
|
||||||
|
```
|
||||||
|
source activate azure_automl
|
||||||
|
jupyter notebook
|
||||||
|
```
|
||||||
|
|
||||||
<a name="samples"></a>
|
<a name="samples"></a>
|
||||||
# Automated ML SDK Sample Notebooks
|
# Automated ML SDK Sample Notebooks
|
||||||
- [configuration.ipynb](configuration.ipynb)
|
|
||||||
- Create new Azure ML Workspace
|
|
||||||
- Save Workspace configuration file
|
|
||||||
|
|
||||||
- [auto-ml-classification.ipynb](classification/auto-ml-classification.ipynb)
|
- [auto-ml-classification.ipynb](classification/auto-ml-classification.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
||||||
- Simple example of using Auto ML for classification
|
- Simple example of using automated ML for classification
|
||||||
- Uses local compute for training
|
- Uses local compute for training
|
||||||
|
|
||||||
- [auto-ml-regression.ipynb](regression/auto-ml-regression.ipynb)
|
- [auto-ml-regression.ipynb](regression/auto-ml-regression.ipynb)
|
||||||
- Dataset: scikit learn's [diabetes dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html)
|
- Dataset: scikit learn's [diabetes dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html)
|
||||||
- Simple example of using Auto ML for regression
|
- Simple example of using automated ML for regression
|
||||||
- Uses local compute for training
|
- Uses local compute for training
|
||||||
|
|
||||||
- [auto-ml-remote-execution.ipynb](remote-execution/auto-ml-remote-execution.ipynb)
|
- [auto-ml-remote-amlcompute.ipynb](remote-amlcompute/auto-ml-remote-amlcompute.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
||||||
- Example of using Auto ML for classification using a remote linux DSVM for training
|
- Example of using automated ML for classification using remote AmlCompute for training
|
||||||
- Parallel execution of iterations
|
- Parallel execution of iterations
|
||||||
- Async tracking of progress
|
- Async tracking of progress
|
||||||
- Cancelling individual iterations or entire run
|
- Cancelling individual iterations or entire run
|
||||||
- Retrieving models for any iteration or logged metric
|
- Retrieving models for any iteration or logged metric
|
||||||
- Specify automl settings as kwargs
|
- Specify automated ML settings as kwargs
|
||||||
|
|
||||||
- [auto-ml-remote-batchai.ipynb](remote-batchai/auto-ml-remote-batchai.ipynb)
|
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
|
||||||
- Example of using automated ML for classification using a remote Batch AI compute for training
|
|
||||||
- Parallel execution of iterations
|
|
||||||
- Async tracking of progress
|
|
||||||
- Cancelling individual iterations or entire run
|
|
||||||
- Retrieving models for any iteration or logged metric
|
|
||||||
- Specify automl settings as kwargs
|
|
||||||
|
|
||||||
- [auto-ml-remote-attach.ipynb](remote-attach/auto-ml-remote-attach.ipynb)
|
|
||||||
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
|
|
||||||
- handling text data with preprocess flag
|
|
||||||
- Reading data from a blob store for remote executions
|
|
||||||
- using pandas dataframes for reading data
|
|
||||||
|
|
||||||
- [auto-ml-missing-data-blacklist-early-termination.ipynb](missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.ipynb)
|
- [auto-ml-missing-data-blacklist-early-termination.ipynb](missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
||||||
@@ -149,17 +137,13 @@ bash automl_setup_linux.sh
|
|||||||
|
|
||||||
- [auto-ml-exploring-previous-runs.ipynb](exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb)
|
- [auto-ml-exploring-previous-runs.ipynb](exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb)
|
||||||
- List all projects for the workspace
|
- List all projects for the workspace
|
||||||
- List all AutoML Runs for a given project
|
- List all automated ML Runs for a given project
|
||||||
- Get details for a AutoML Run. (Automl settings, run widget & all metrics)
|
- Get details for a automated ML Run. (automated ML settings, run widget & all metrics)
|
||||||
- Download fitted pipeline for any iteration
|
- Download fitted pipeline for any iteration
|
||||||
|
|
||||||
- [auto-ml-remote-execution-with-datastore.ipynb](remote-execution-with-datastore/auto-ml-remote-execution-with-datastore.ipynb)
|
|
||||||
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
|
|
||||||
- Download the data and store it in DataStore.
|
|
||||||
|
|
||||||
- [auto-ml-classification-with-deployment.ipynb](classification-with-deployment/auto-ml-classification-with-deployment.ipynb)
|
- [auto-ml-classification-with-deployment.ipynb](classification-with-deployment/auto-ml-classification-with-deployment.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
||||||
- Simple example of using Auto ML for classification
|
- Simple example of using automated ML for classification
|
||||||
- Registering the model
|
- Registering the model
|
||||||
- Creating Image and creating aci service
|
- Creating Image and creating aci service
|
||||||
- Testing the aci service
|
- Testing the aci service
|
||||||
@@ -168,124 +152,64 @@ bash automl_setup_linux.sh
|
|||||||
- How to specifying sample_weight
|
- How to specifying sample_weight
|
||||||
- The difference that it makes to test results
|
- The difference that it makes to test results
|
||||||
|
|
||||||
- [auto-ml-dataprep.ipynb](dataprep/auto-ml-dataprep.ipynb)
|
- [auto-ml-subsampling-local.ipynb](subsampling/auto-ml-subsampling-local.ipynb)
|
||||||
- Using DataPrep for reading data
|
- How to enable subsampling
|
||||||
|
|
||||||
- [auto-ml-dataprep-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataprep-remote-execution.ipynb)
|
- [auto-ml-dataset.ipynb](dataprep/auto-ml-dataset.ipynb)
|
||||||
- Using DataPrep for reading data with remote execution
|
- Using Dataset for reading data
|
||||||
|
|
||||||
- [auto-ml-classification-local-azuredatabricks.ipynb](classification-local-azuredatabricks/auto-ml-classification-local-azuredatabricks.ipynb)
|
- [auto-ml-dataset-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataset-remote-execution.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](https://innovate.burningman.org/datasets-page/)
|
- Using Dataset for reading data with remote execution
|
||||||
- Example of using AutoML for classification using Azure Databricks as the platform for training
|
|
||||||
|
|
||||||
- [auto-ml-classification_with_tensorflow.ipynb](classification_with_tensorflow/auto-ml-classification_with_tensorflow.ipynb)
|
- [auto-ml-classification-with-whitelisting.ipynb](classification-with-whitelisting/auto-ml-classification-with-whitelisting.ipynb)
|
||||||
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
|
||||||
- Simple example of using Auto ML for classification with whitelisting tensorflow models.checkout
|
- Simple example of using automated ML for classification with whitelisting tensorflow models.
|
||||||
- Uses local compute for training
|
- Uses local compute for training
|
||||||
|
|
||||||
- [auto-ml-forecasting-a.ipynb](forecasting-a/auto-ml-forecasting-a.ipynb)
|
- [auto-ml-forecasting-energy-demand.ipynb](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)
|
||||||
- Dataset: [NYC energy demand data](forecasting-a/nyc_energy.csv)
|
- Dataset: [NYC energy demand data](forecasting-a/nyc_energy.csv)
|
||||||
- Example of using AutoML for training a forecasting model
|
- Example of using automated ML for training a forecasting model
|
||||||
|
|
||||||
- [auto-ml-forecasting-b.ipynb](forecasting-b/auto-ml-forecasting-b.ipynb)
|
- [auto-ml-forecasting-orange-juice-sales.ipynb](forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb)
|
||||||
- Dataset: [Dominick's grocery sales of orange juice](forecasting-b/dominicks_OJ.csv)
|
- Dataset: [Dominick's grocery sales of orange juice](forecasting-b/dominicks_OJ.csv)
|
||||||
- Example of training an AutoML forecasting model on multiple time-series
|
- Example of training an automated ML forecasting model on multiple time-series
|
||||||
|
|
||||||
|
- [auto-ml-classification-with-onnx.ipynb](classification-with-onnx/auto-ml-classification-with-onnx.ipynb)
|
||||||
|
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
|
||||||
|
- Simple example of using automated ML for classification with ONNX models
|
||||||
|
- Uses local compute for training
|
||||||
|
|
||||||
|
- [auto-ml-remote-amlcompute-with-onnx.ipynb](remote-amlcompute-with-onnx/auto-ml-remote-amlcompute-with-onnx.ipynb)
|
||||||
|
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
|
||||||
|
- Example of using automated ML for classification using remote AmlCompute for training
|
||||||
|
- Train the models with ONNX compatible config on
|
||||||
|
- Parallel execution of iterations
|
||||||
|
- Async tracking of progress
|
||||||
|
- Cancelling individual iterations or entire run
|
||||||
|
- Retrieving the ONNX models and do the inference with them
|
||||||
|
|
||||||
|
- [auto-ml-bank-marketing-subscribers-with-deployment.ipynb](bank-marketing-subscribers-with-deployment/auto-ml-bank-marketing-with-deployment.ipynb)
|
||||||
|
- Dataset: UCI's [bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
|
||||||
|
- Simple example of using automated ML for classification to predict term deposit subscriptions for a bank
|
||||||
|
- Uses azure compute for training
|
||||||
|
|
||||||
|
- [auto-ml-creditcard-with-deployment.ipynb](credit-card-fraud-detection-with-deployment/auto-ml-creditcard-with-deployment.ipynb)
|
||||||
|
- Dataset: Kaggle's [credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
|
||||||
|
- Simple example of using automated ML for classification to fraudulent credit card transactions
|
||||||
|
- Uses azure compute for training
|
||||||
|
|
||||||
|
- [auto-ml-hardware-performance-with-deployment.ipynb](hardware-performance-prediction-with-deployment/auto-ml-hardware-performance-with-deployment.ipynb)
|
||||||
|
- Dataset: UCI's [computer hardware dataset](https://archive.ics.uci.edu/ml/datasets/Computer+Hardware)
|
||||||
|
- Simple example of using automated ML for regression to predict the performance of certain combinations of hardware components
|
||||||
|
- Uses azure compute for training
|
||||||
|
|
||||||
|
- [auto-ml-concrete-strength-with-deployment.ipynb](predicting-concrete-strength-with-deployment/auto-ml-concrete-strength-with-deployment.ipynb)
|
||||||
|
- Dataset: UCI's [concrete compressive strength dataset](https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set)
|
||||||
|
- Simple example of using automated ML for regression to predict the strength predict the compressive strength of concrete based off of different ingredient combinations and quantities of those ingredients
|
||||||
|
- Uses azure compute for training
|
||||||
|
|
||||||
<a name="documentation"></a>
|
<a name="documentation"></a>
|
||||||
# Documentation
|
See [Configure automated machine learning experiments](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-auto-train) to learn how more about the the settings and features available for automated machine learning experiments.
|
||||||
## Table of Contents
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|
||||||
1. [Automated ML Settings ](#automlsettings)
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|
||||||
1. [Cross validation split options](#cvsplits)
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|
||||||
1. [Get Data Syntax](#getdata)
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|
||||||
1. [Data pre-processing and featurization](#preprocessing)
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|
||||||
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|
||||||
<a name="automlsettings"></a>
|
|
||||||
## Automated ML Settings
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|
||||||
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|
||||||
|Property|Description|Default|
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|
||||||
|-|-|-|
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|
||||||
|**primary_metric**|This is the metric that you want to optimize.<br><br> Classification supports the following primary metrics <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i><br><br> Regression supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i><br><i>normalized_root_mean_squared_log_error</i>| Classification: accuracy <br><br> Regression: spearman_correlation
|
|
||||||
|**iteration_timeout_minutes**|Time limit in minutes for each iteration|None|
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|
||||||
|**iterations**|Number of iterations. In each iteration trains the data with a specific pipeline. To get the best result, use at least 100. |100|
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|
||||||
|**n_cross_validations**|Number of cross validation splits|None|
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|
||||||
|**validation_size**|Size of validation set as percentage of all training samples|None|
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|
||||||
|**max_concurrent_iterations**|Max number of iterations that would be executed in parallel|1|
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|
||||||
|**preprocess**|*True/False* <br>Setting this to *True* enables preprocessing <br>on the input to handle missing data, and perform some common feature extraction<br>*Note: If input data is Sparse you cannot use preprocess=True*|False|
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|
||||||
|**max_cores_per_iteration**| Indicates how many cores on the compute target would be used to train a single pipeline.<br> You can set it to *-1* to use all cores|1|
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|
||||||
|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br> Once the target is surpassed the run terminates|None|
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|
||||||
|**blacklist_models**|*Array* of *strings* indicating models to ignore for Auto ML from the list of models.|None|
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|
||||||
|**whitelist_models**|*Array* of *strings* use only models listed for Auto ML from the list of models..|None|
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|
||||||
<a name="cvsplits"></a>
|
|
||||||
## List of models for white list/blacklist
|
|
||||||
**Classification**
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|
||||||
<br><i>LogisticRegression</i>
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|
||||||
<br><i>SGD</i>
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|
||||||
<br><i>MultinomialNaiveBayes</i>
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|
||||||
<br><i>BernoulliNaiveBayes</i>
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|
||||||
<br><i>SVM</i>
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|
||||||
<br><i>LinearSVM</i>
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|
||||||
<br><i>KNN</i>
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|
||||||
<br><i>DecisionTree</i>
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|
||||||
<br><i>RandomForest</i>
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|
||||||
<br><i>ExtremeRandomTrees</i>
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|
||||||
<br><i>LightGBM</i>
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|
||||||
<br><i>GradientBoosting</i>
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|
||||||
<br><i>TensorFlowDNN</i>
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|
||||||
<br><i>TensorFlowLinearClassifier</i>
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|
||||||
<br><br>**Regression**
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|
||||||
<br><i>ElasticNet</i>
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|
||||||
<br><i>GradientBoosting</i>
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|
||||||
<br><i>DecisionTree</i>
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|
||||||
<br><i>KNN</i>
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|
||||||
<br><i>LassoLars</i>
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|
||||||
<br><i>SGD</i>
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|
||||||
<br><i>RandomForest</i>
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|
||||||
<br><i>ExtremeRandomTrees</i>
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|
||||||
<br><i>LightGBM</i>
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|
||||||
<br><i>TensorFlowLinearRegressor</i>
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|
||||||
<br><i>TensorFlowDNN</i>
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|
||||||
|
|
||||||
## Cross validation split options
|
|
||||||
### K-Folds Cross Validation
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|
||||||
Use *n_cross_validations* setting to specify the number of cross validations. The training data set will be randomly split into *n_cross_validations* folds of equal size. During each cross validation round, one of the folds will be used for validation of the model trained on the remaining folds. This process repeats for *n_cross_validations* rounds until each fold is used once as validation set. Finally, the average scores accross all *n_cross_validations* rounds will be reported, and the corresponding model will be retrained on the whole training data set.
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|
||||||
|
|
||||||
### Monte Carlo Cross Validation (a.k.a. Repeated Random Sub-Sampling)
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|
||||||
Use *validation_size* to specify the percentage of the training data set that should be used for validation, and use *n_cross_validations* to specify the number of cross validations. During each cross validation round, a subset of size *validation_size* will be randomly selected for validation of the model trained on the remaining data. Finally, the average scores accross all *n_cross_validations* rounds will be reported, and the corresponding model will be retrained on the whole training data set.
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|
||||||
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|
||||||
### Custom train and validation set
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|
||||||
You can specify seperate train and validation set either through the get_data() or directly to the fit method.
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|
||||||
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|
||||||
<a name="getdata"></a>
|
|
||||||
## get_data() syntax
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|
||||||
The *get_data()* function can be used to return a dictionary with these values:
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|
||||||
|
|
||||||
|Key|Type|Dependency|Mutually Exclusive with|Description|
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|
||||||
|:-|:-|:-|:-|:-|
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|
||||||
|X|Pandas Dataframe or Numpy Array|y|data_train, label, columns|All features to train with|
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|
||||||
|y|Pandas Dataframe or Numpy Array|X|label|Label data to train with. For classification, this should be an array of integers. |
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|
||||||
|X_valid|Pandas Dataframe or Numpy Array|X, y, y_valid|data_train, label|*Optional* All features to validate with. If this is not specified, X is split between train and validate|
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|
||||||
|y_valid|Pandas Dataframe or Numpy Array|X, y, X_valid|data_train, label|*Optional* The label data to validate with. If this is not specified, y is split between train and validate|
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|
||||||
|sample_weight|Pandas Dataframe or Numpy Array|y|data_train, label, columns|*Optional* A weight value for each label. Higher values indicate that the sample is more important.|
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|
||||||
|sample_weight_valid|Pandas Dataframe or Numpy Array|y_valid|data_train, label, columns|*Optional* A weight value for each validation label. Higher values indicate that the sample is more important. If this is not specified, sample_weight is split between train and validate|
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|
||||||
|data_train|Pandas Dataframe|label|X, y, X_valid, y_valid|All data (features+label) to train with|
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|
||||||
|label|string|data_train|X, y, X_valid, y_valid|Which column in data_train represents the label|
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|
||||||
|columns|Array of strings|data_train||*Optional* Whitelist of columns to use for features|
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|
||||||
|cv_splits_indices|Array of integers|data_train||*Optional* List of indexes to split the data for cross validation|
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|
||||||
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|
||||||
<a name="preprocessing"></a>
|
|
||||||
## Data pre-processing and featurization
|
|
||||||
If you use `preprocess=True`, the following data preprocessing steps are performed automatically for you:
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|
||||||
|
|
||||||
1. Dropping high cardinality or no variance features
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|
||||||
- Features with no useful information are dropped from training and validation sets. These include features with all values missing, same value across all rows or with extremely high cardinality (e.g., hashes, IDs or GUIDs).
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|
||||||
2. Missing value imputation
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|
||||||
- For numerical features, missing values are imputed with average of values in the column.
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|
||||||
- For categorical features, missing values are imputed with most frequent value.
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|
||||||
3. Generating additional features
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|
||||||
- For DateTime features: Year, Month, Day, Day of week, Day of year, Quarter, Week of the year, Hour, Minute, Second.
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|
||||||
- For Text features: Term frequency based on bi-grams and tri-grams, Count vectorizer.
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|
||||||
4. Transformations and encodings
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|
||||||
- Numeric features with very few unique values are transformed into categorical features.
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|
||||||
|
|
||||||
<a name="pythoncommand"></a>
|
<a name="pythoncommand"></a>
|
||||||
# Running using python command
|
# Running using python command
|
||||||
@@ -301,9 +225,18 @@ The main code of the file must be indented so that it is under this condition.
|
|||||||
<a name="troubleshooting"></a>
|
<a name="troubleshooting"></a>
|
||||||
# Troubleshooting
|
# Troubleshooting
|
||||||
## automl_setup fails
|
## automl_setup fails
|
||||||
1. On windows, make sure that you are running automl_setup from an Anconda Prompt window rather than a regular cmd window. You can launch the "Anaconda Prompt" window by hitting the Start button and typing "Anaconda Prompt". If you don't see the application "Anaconda Prompt", you might not have conda or mini conda installed. In that case, you can install it [here](https://conda.io/miniconda.html)
|
1. On Windows, make sure that you are running automl_setup from an Anconda Prompt window rather than a regular cmd window. You can launch the "Anaconda Prompt" window by hitting the Start button and typing "Anaconda Prompt". If you don't see the application "Anaconda Prompt", you might not have conda or mini conda installed. In that case, you can install it [here](https://conda.io/miniconda.html)
|
||||||
2. Check that you have conda 4.4.10 or later. You can check the version with the command `conda -V`. If you have a previous version installed, you can update it using the command: `conda update conda`.
|
2. Check that you have conda 64-bit installed rather than 32-bit. You can check this with the command `conda info`. The `platform` should be `win-64` for Windows or `osx-64` for Mac.
|
||||||
3. Pass a new name as the first parameter to automl_setup so that it creates a new conda environment. You can view existing conda environments using `conda env list` and remove them with `conda env remove -n <environmentname>`.
|
3. Check that you have conda 4.4.10 or later. You can check the version with the command `conda -V`. If you have a previous version installed, you can update it using the command: `conda update conda`.
|
||||||
|
4. On Linux, if the error is `gcc: error trying to exec 'cc1plus': execvp: No such file or directory`, install build essentials using the command `sudo apt-get install build-essential`.
|
||||||
|
5. Pass a new name as the first parameter to automl_setup so that it creates a new conda environment. You can view existing conda environments using `conda env list` and remove them with `conda env remove -n <environmentname>`.
|
||||||
|
|
||||||
|
## automl_setup_linux.sh fails
|
||||||
|
If automl_setup_linux.sh fails on Ubuntu Linux with the error: `unable to execute 'gcc': No such file or directory`
|
||||||
|
1. Make sure that outbound ports 53 and 80 are enabled. On an Azure VM, you can do this from the Azure Portal by selecting the VM and clicking on Networking.
|
||||||
|
2. Run the command: `sudo apt-get update`
|
||||||
|
3. Run the command: `sudo apt-get install build-essential --fix-missing`
|
||||||
|
4. Run `automl_setup_linux.sh` again.
|
||||||
|
|
||||||
## configuration.ipynb fails
|
## configuration.ipynb fails
|
||||||
1) For local conda, make sure that you have susccessfully run automl_setup first.
|
1) For local conda, make sure that you have susccessfully run automl_setup first.
|
||||||
@@ -324,13 +257,23 @@ If a sample notebook fails with an error that property, method or library does n
|
|||||||
1) Check that you have selected correct kernel in jupyter notebook. The kernel is displayed in the top right of the notebook page. It can be changed using the `Kernel | Change Kernel` menu option. For Azure Notebooks, it should be `Python 3.6`. For local conda environments, it should be the conda envioronment name that you specified in automl_setup. The default is azure_automl. Note that the kernel is saved as part of the notebook. So, if you switch to a new conda environment, you will have to select the new kernel in the notebook.
|
1) Check that you have selected correct kernel in jupyter notebook. The kernel is displayed in the top right of the notebook page. It can be changed using the `Kernel | Change Kernel` menu option. For Azure Notebooks, it should be `Python 3.6`. For local conda environments, it should be the conda envioronment name that you specified in automl_setup. The default is azure_automl. Note that the kernel is saved as part of the notebook. So, if you switch to a new conda environment, you will have to select the new kernel in the notebook.
|
||||||
2) Check that the notebook is for the SDK version that you are using. You can check the SDK version by executing `azureml.core.VERSION` in a jupyter notebook cell. You can download previous version of the sample notebooks from GitHub by clicking the `Branch` button, selecting the `Tags` tab and then selecting the version.
|
2) Check that the notebook is for the SDK version that you are using. You can check the SDK version by executing `azureml.core.VERSION` in a jupyter notebook cell. You can download previous version of the sample notebooks from GitHub by clicking the `Branch` button, selecting the `Tags` tab and then selecting the version.
|
||||||
|
|
||||||
|
## Numpy import fails on Windows
|
||||||
|
Some Windows environments see an error loading numpy with the latest Python version 3.6.8. If you see this issue, try with Python version 3.6.7.
|
||||||
|
|
||||||
|
## Numpy import fails
|
||||||
|
Check the tensorflow version in the automated ml conda environment. Supported versions are < 1.13. Uninstall tensorflow from the environment if version is >= 1.13
|
||||||
|
You may check the version of tensorflow and uninstall as follows
|
||||||
|
1) start a command shell, activate conda environment where automated ml packages are installed
|
||||||
|
2) enter `pip freeze` and look for `tensorflow` , if found, the version listed should be < 1.13
|
||||||
|
3) If the listed version is a not a supported version, `pip uninstall tensorflow` in the command shell and enter y for confirmation.
|
||||||
|
|
||||||
## Remote run: DsvmCompute.create fails
|
## Remote run: DsvmCompute.create fails
|
||||||
There are several reasons why the DsvmCompute.create can fail. The reason is usually in the error message but you have to look at the end of the error message for the detailed reason. Some common reasons are:
|
There are several reasons why the DsvmCompute.create can fail. The reason is usually in the error message but you have to look at the end of the error message for the detailed reason. Some common reasons are:
|
||||||
1) `Compute name is invalid, it should start with a letter, be between 2 and 16 character, and only include letters (a-zA-Z), numbers (0-9) and \'-\'.` Note that underscore is not allowed in the name.
|
1) `Compute name is invalid, it should start with a letter, be between 2 and 16 character, and only include letters (a-zA-Z), numbers (0-9) and \'-\'.` Note that underscore is not allowed in the name.
|
||||||
2) `The requested VM size xxxxx is not available in the current region.` You can select a different region or vm_size.
|
2) `The requested VM size xxxxx is not available in the current region.` You can select a different region or vm_size.
|
||||||
|
|
||||||
## Remote run: Unable to establish SSH connection
|
## Remote run: Unable to establish SSH connection
|
||||||
AutoML uses the SSH protocol to communicate with remote DSVMs. This defaults to port 22. Possible causes for this error are:
|
Automated ML uses the SSH protocol to communicate with remote DSVMs. This defaults to port 22. Possible causes for this error are:
|
||||||
1) The DSVM is not ready for SSH connections. When DSVM creation completes, the DSVM might still not be ready to acceept SSH connections. The sample notebooks have a one minute delay to allow for this.
|
1) The DSVM is not ready for SSH connections. When DSVM creation completes, the DSVM might still not be ready to acceept SSH connections. The sample notebooks have a one minute delay to allow for this.
|
||||||
2) Your Azure Subscription may restrict the IP address ranges that can access the DSVM on port 22. You can check this in the Azure Portal by selecting the Virtual Machine and then clicking Networking. The Virtual Machine name is the name that you provided in the notebook plus 10 alpha numeric characters to make the name unique. The Inbound Port Rules define what can access the VM on specific ports. Note that there is a priority priority order. So, a Deny entry with a low priority number will override a Allow entry with a higher priority number.
|
2) Your Azure Subscription may restrict the IP address ranges that can access the DSVM on port 22. You can check this in the Azure Portal by selecting the Virtual Machine and then clicking Networking. The Virtual Machine name is the name that you provided in the notebook plus 10 alpha numeric characters to make the name unique. The Inbound Port Rules define what can access the VM on specific ports. Note that there is a priority priority order. So, a Deny entry with a low priority number will override a Allow entry with a higher priority number.
|
||||||
|
|
||||||
@@ -341,13 +284,13 @@ This is often an issue with the `get_data` method.
|
|||||||
3) You can get to the error log for the setup iteration by clicking the `Click here to see the run in Azure portal` link, click `Back to Experiment`, click on the highest run number and then click on Logs.
|
3) You can get to the error log for the setup iteration by clicking the `Click here to see the run in Azure portal` link, click `Back to Experiment`, click on the highest run number and then click on Logs.
|
||||||
|
|
||||||
## Remote run: disk full
|
## Remote run: disk full
|
||||||
AutoML creates files under /tmp/azureml_runs for each iteration that it runs. It creates a folder with the iteration id. For example: AutoML_9a038a18-77cc-48f1-80fb-65abdbc33abe_93. Under this, there is a azureml-logs folder, which contains logs. If you run too many iterations on the same DSVM, these files can fill the disk.
|
Automated ML creates files under /tmp/azureml_runs for each iteration that it runs. It creates a folder with the iteration id. For example: AutoML_9a038a18-77cc-48f1-80fb-65abdbc33abe_93. Under this, there is a azureml-logs folder, which contains logs. If you run too many iterations on the same DSVM, these files can fill the disk.
|
||||||
You can delete the files under /tmp/azureml_runs or just delete the VM and create a new one.
|
You can delete the files under /tmp/azureml_runs or just delete the VM and create a new one.
|
||||||
If your get_data downloads files, make sure the delete them or they can use disk space as well.
|
If your get_data downloads files, make sure the delete them or they can use disk space as well.
|
||||||
When using DataStore, it is good to specify an absolute path for the files so that they are downloaded just once. If you specify a relative path, it will download a file for each iteration.
|
When using DataStore, it is good to specify an absolute path for the files so that they are downloaded just once. If you specify a relative path, it will download a file for each iteration.
|
||||||
|
|
||||||
## Remote run: Iterations fail and the log contains "MemoryError"
|
## Remote run: Iterations fail and the log contains "MemoryError"
|
||||||
This can be caused by insufficient memory on the DSVM. AutoML loads all training data into memory. So, the available memory should be more than the training data size.
|
This can be caused by insufficient memory on the DSVM. Automated ML loads all training data into memory. So, the available memory should be more than the training data size.
|
||||||
If you are using a remote DSVM, memory is needed for each concurrent iteration. The max_concurrent_iterations setting specifies the maximum concurrent iterations. For example, if the training data size is 8Gb and max_concurrent_iterations is set to 10, the minimum memory required is at least 80Gb.
|
If you are using a remote DSVM, memory is needed for each concurrent iteration. The max_concurrent_iterations setting specifies the maximum concurrent iterations. For example, if the training data size is 8Gb and max_concurrent_iterations is set to 10, the minimum memory required is at least 80Gb.
|
||||||
To resolve this issue, allocate a DSVM with more memory or reduce the value specified for max_concurrent_iterations.
|
To resolve this issue, allocate a DSVM with more memory or reduce the value specified for max_concurrent_iterations.
|
||||||
|
|
||||||
|
|||||||
@@ -2,31 +2,26 @@ name: azure_automl
|
|||||||
dependencies:
|
dependencies:
|
||||||
# The python interpreter version.
|
# The python interpreter version.
|
||||||
# Currently Azure ML only supports 3.5.2 and later.
|
# Currently Azure ML only supports 3.5.2 and later.
|
||||||
- python=3.6
|
- pip
|
||||||
|
- python>=3.5.2,<3.6.8
|
||||||
- nb_conda
|
- nb_conda
|
||||||
- matplotlib==2.1.0
|
- matplotlib==2.1.0
|
||||||
- numpy>=1.11.0,<1.15.0
|
- numpy>=1.16.0,<=1.16.2
|
||||||
- cython
|
- cython
|
||||||
- urllib3<1.24
|
- urllib3<1.24
|
||||||
- scipy>=1.0.0,<=1.1.0
|
- scipy>=1.0.0,<=1.1.0
|
||||||
- scikit-learn>=0.18.0,<=0.19.1
|
- scikit-learn>=0.19.0,<=0.20.3
|
||||||
- pandas>=0.22.0,<0.23.0
|
- pandas>=0.22.0,<=0.23.4
|
||||||
- tensorflow>=1.12.0
|
- py-xgboost<=0.80
|
||||||
|
- pyarrow>=0.11.0
|
||||||
# Required for azuremlftk
|
- conda-forge::fbprophet==0.5
|
||||||
- dill
|
|
||||||
- pyodbc
|
|
||||||
- statsmodels
|
|
||||||
- numexpr
|
|
||||||
- keras
|
|
||||||
- distributed>=1.21.5,<1.24
|
|
||||||
|
|
||||||
- pip:
|
- pip:
|
||||||
|
|
||||||
# Required for azuremlftk
|
|
||||||
- https://azuremlpackages.blob.core.windows.net/forecasting/azuremlftk-0.1.18323.5a1-py3-none-any.whl
|
|
||||||
|
|
||||||
# Required packages for AzureML execution, history, and data preparation.
|
# Required packages for AzureML execution, history, and data preparation.
|
||||||
- azureml-sdk[automl,notebooks,explain]
|
- azureml-defaults
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-contrib-interpret
|
||||||
- pandas_ml
|
- pandas_ml
|
||||||
|
|
||||||
|
|||||||
@@ -2,32 +2,27 @@ name: azure_automl
|
|||||||
dependencies:
|
dependencies:
|
||||||
# The python interpreter version.
|
# The python interpreter version.
|
||||||
# Currently Azure ML only supports 3.5.2 and later.
|
# Currently Azure ML only supports 3.5.2 and later.
|
||||||
- python=3.6
|
- pip
|
||||||
|
- nomkl
|
||||||
|
- python>=3.5.2,<3.6.8
|
||||||
- nb_conda
|
- nb_conda
|
||||||
- matplotlib==2.1.0
|
- matplotlib==2.1.0
|
||||||
- numpy>=1.15.3
|
- numpy>=1.16.0,<=1.16.2
|
||||||
- cython
|
- cython
|
||||||
- urllib3<1.24
|
- urllib3<1.24
|
||||||
- scipy>=1.0.0,<=1.1.0
|
- scipy>=1.0.0,<=1.1.0
|
||||||
- scikit-learn>=0.18.0,<=0.19.1
|
- scikit-learn>=0.19.0,<=0.20.3
|
||||||
- pandas>=0.22.0,<0.23.0
|
- pandas>=0.22.0,<0.23.0
|
||||||
- tensorflow>=1.12.0
|
- py-xgboost<=0.80
|
||||||
|
- pyarrow>=0.11.0
|
||||||
# Required for azuremlftk
|
- conda-forge::fbprophet==0.5
|
||||||
- dill
|
|
||||||
- pyodbc
|
|
||||||
- statsmodels
|
|
||||||
- numexpr
|
|
||||||
- keras
|
|
||||||
- distributed>=1.21.5,<1.24
|
|
||||||
|
|
||||||
- pip:
|
- pip:
|
||||||
|
|
||||||
# Required for azuremlftk
|
|
||||||
- https://azuremlpackages.blob.core.windows.net/forecasting/azuremlftk-0.1.18323.5a1-py3-none-any.whl
|
|
||||||
|
|
||||||
# Required packages for AzureML execution, history, and data preparation.
|
# Required packages for AzureML execution, history, and data preparation.
|
||||||
- azureml-sdk[automl,notebooks,explain]
|
- azureml-defaults
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-contrib-interpret
|
||||||
- pandas_ml
|
- pandas_ml
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -1,6 +1,7 @@
|
|||||||
@echo off
|
@echo off
|
||||||
set conda_env_name=%1
|
set conda_env_name=%1
|
||||||
set automl_env_file=%2
|
set automl_env_file=%2
|
||||||
|
set options=%3
|
||||||
set PIP_NO_WARN_SCRIPT_LOCATION=0
|
set PIP_NO_WARN_SCRIPT_LOCATION=0
|
||||||
|
|
||||||
IF "%conda_env_name%"=="" SET conda_env_name="azure_automl"
|
IF "%conda_env_name%"=="" SET conda_env_name="azure_automl"
|
||||||
@@ -8,6 +9,8 @@ IF "%automl_env_file%"=="" SET automl_env_file="automl_env.yml"
|
|||||||
|
|
||||||
IF NOT EXIST %automl_env_file% GOTO YmlMissing
|
IF NOT EXIST %automl_env_file% GOTO YmlMissing
|
||||||
|
|
||||||
|
IF "%CONDA_EXE%"=="" GOTO CondaMissing
|
||||||
|
|
||||||
call conda activate %conda_env_name% 2>nul:
|
call conda activate %conda_env_name% 2>nul:
|
||||||
|
|
||||||
if not errorlevel 1 (
|
if not errorlevel 1 (
|
||||||
@@ -21,28 +24,35 @@ if not errorlevel 1 (
|
|||||||
call conda activate %conda_env_name% 2>nul:
|
call conda activate %conda_env_name% 2>nul:
|
||||||
if errorlevel 1 goto ErrorExit
|
if errorlevel 1 goto ErrorExit
|
||||||
|
|
||||||
call pip install psutil
|
|
||||||
|
|
||||||
call python -m ipykernel install --user --name %conda_env_name% --display-name "Python (%conda_env_name%)"
|
call python -m ipykernel install --user --name %conda_env_name% --display-name "Python (%conda_env_name%)"
|
||||||
|
|
||||||
call jupyter nbextension install --py azureml.widgets --user
|
REM azureml.widgets is now installed as part of the pip install under the conda env.
|
||||||
if errorlevel 1 goto ErrorExit
|
REM Removing the old user install so that the notebooks will use the latest widget.
|
||||||
|
call jupyter nbextension uninstall --user --py azureml.widgets
|
||||||
call jupyter nbextension enable --py azureml.widgets --user
|
|
||||||
if errorlevel 1 goto ErrorExit
|
|
||||||
|
|
||||||
echo.
|
echo.
|
||||||
echo.
|
echo.
|
||||||
echo ***************************************
|
echo ***************************************
|
||||||
echo * AutoML setup completed successfully *
|
echo * AutoML setup completed successfully *
|
||||||
echo ***************************************
|
echo ***************************************
|
||||||
|
IF NOT "%options%"=="nolaunch" (
|
||||||
echo.
|
echo.
|
||||||
echo Starting jupyter notebook - please run the configuration notebook
|
echo Starting jupyter notebook - please run the configuration notebook
|
||||||
echo.
|
echo.
|
||||||
jupyter notebook --log-level=50
|
jupyter notebook --log-level=50 --notebook-dir='..\..'
|
||||||
|
)
|
||||||
|
|
||||||
goto End
|
goto End
|
||||||
|
|
||||||
|
:CondaMissing
|
||||||
|
echo Please run this script from an Anaconda Prompt window.
|
||||||
|
echo You can start an Anaconda Prompt window by
|
||||||
|
echo typing Anaconda Prompt on the Start menu.
|
||||||
|
echo If you don't see the Anaconda Prompt app, install Miniconda.
|
||||||
|
echo If you are running an older version of Miniconda or Anaconda,
|
||||||
|
echo you can upgrade using the command: conda update conda
|
||||||
|
goto End
|
||||||
|
|
||||||
:YmlMissing
|
:YmlMissing
|
||||||
echo File %automl_env_file% not found.
|
echo File %automl_env_file% not found.
|
||||||
|
|
||||||
|
|||||||
@@ -2,6 +2,7 @@
|
|||||||
|
|
||||||
CONDA_ENV_NAME=$1
|
CONDA_ENV_NAME=$1
|
||||||
AUTOML_ENV_FILE=$2
|
AUTOML_ENV_FILE=$2
|
||||||
|
OPTIONS=$3
|
||||||
PIP_NO_WARN_SCRIPT_LOCATION=0
|
PIP_NO_WARN_SCRIPT_LOCATION=0
|
||||||
|
|
||||||
if [ "$CONDA_ENV_NAME" == "" ]
|
if [ "$CONDA_ENV_NAME" == "" ]
|
||||||
@@ -22,22 +23,25 @@ fi
|
|||||||
if source activate $CONDA_ENV_NAME 2> /dev/null
|
if source activate $CONDA_ENV_NAME 2> /dev/null
|
||||||
then
|
then
|
||||||
echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
|
echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
|
||||||
pip install --upgrade azureml-sdk[automl,notebooks,explain]
|
pip install --upgrade azureml-sdk[automl,notebooks,explain] &&
|
||||||
|
jupyter nbextension uninstall --user --py azureml.widgets
|
||||||
else
|
else
|
||||||
conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
|
conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
|
||||||
source activate $CONDA_ENV_NAME &&
|
source activate $CONDA_ENV_NAME &&
|
||||||
python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
|
python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
|
||||||
jupyter nbextension install --py azureml.widgets --user &&
|
jupyter nbextension uninstall --user --py azureml.widgets &&
|
||||||
jupyter nbextension enable --py azureml.widgets --user &&
|
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "***************************************" &&
|
echo "***************************************" &&
|
||||||
echo "* AutoML setup completed successfully *" &&
|
echo "* AutoML setup completed successfully *" &&
|
||||||
echo "***************************************" &&
|
echo "***************************************" &&
|
||||||
|
if [ "$OPTIONS" != "nolaunch" ]
|
||||||
|
then
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "Starting jupyter notebook - please run the configuration notebook" &&
|
echo "Starting jupyter notebook - please run the configuration notebook" &&
|
||||||
echo "" &&
|
echo "" &&
|
||||||
jupyter notebook --log-level=50
|
jupyter notebook --log-level=50 --notebook-dir '../..'
|
||||||
|
fi
|
||||||
fi
|
fi
|
||||||
|
|
||||||
if [ $? -gt 0 ]
|
if [ $? -gt 0 ]
|
||||||
|
|||||||
@@ -2,6 +2,7 @@
|
|||||||
|
|
||||||
CONDA_ENV_NAME=$1
|
CONDA_ENV_NAME=$1
|
||||||
AUTOML_ENV_FILE=$2
|
AUTOML_ENV_FILE=$2
|
||||||
|
OPTIONS=$3
|
||||||
PIP_NO_WARN_SCRIPT_LOCATION=0
|
PIP_NO_WARN_SCRIPT_LOCATION=0
|
||||||
|
|
||||||
if [ "$CONDA_ENV_NAME" == "" ]
|
if [ "$CONDA_ENV_NAME" == "" ]
|
||||||
@@ -22,24 +23,26 @@ fi
|
|||||||
if source activate $CONDA_ENV_NAME 2> /dev/null
|
if source activate $CONDA_ENV_NAME 2> /dev/null
|
||||||
then
|
then
|
||||||
echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
|
echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
|
||||||
pip install --upgrade azureml-sdk[automl,notebooks,explain]
|
pip install --upgrade azureml-sdk[automl,notebooks,explain] &&
|
||||||
|
jupyter nbextension uninstall --user --py azureml.widgets
|
||||||
else
|
else
|
||||||
conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
|
conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
|
||||||
source activate $CONDA_ENV_NAME &&
|
source activate $CONDA_ENV_NAME &&
|
||||||
conda install lightgbm -c conda-forge -y &&
|
conda install lightgbm -c conda-forge -y &&
|
||||||
python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
|
python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
|
||||||
jupyter nbextension install --py azureml.widgets --user &&
|
jupyter nbextension uninstall --user --py azureml.widgets &&
|
||||||
jupyter nbextension enable --py azureml.widgets --user &&
|
|
||||||
pip install numpy==1.15.3
|
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "***************************************" &&
|
echo "***************************************" &&
|
||||||
echo "* AutoML setup completed successfully *" &&
|
echo "* AutoML setup completed successfully *" &&
|
||||||
echo "***************************************" &&
|
echo "***************************************" &&
|
||||||
|
if [ "$OPTIONS" != "nolaunch" ]
|
||||||
|
then
|
||||||
echo "" &&
|
echo "" &&
|
||||||
echo "Starting jupyter notebook - please run the configuration notebook" &&
|
echo "Starting jupyter notebook - please run the configuration notebook" &&
|
||||||
echo "" &&
|
echo "" &&
|
||||||
jupyter notebook --log-level=50
|
jupyter notebook --log-level=50 --notebook-dir '../..'
|
||||||
|
fi
|
||||||
fi
|
fi
|
||||||
|
|
||||||
if [ $? -gt 0 ]
|
if [ $? -gt 0 ]
|
||||||
|
|||||||
@@ -0,0 +1,655 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification with Deployment using a Bank Marketing Dataset**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Deploy](#Deploy)\n",
|
||||||
|
"1. [Test](#Test)\n",
|
||||||
|
"1. [Acknowledgements](#Acknowledgements)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the UCI Bank Marketing dataset to showcase how you can use AutoML for a classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if the client will subscribe to a term deposit with the bank.\n",
|
||||||
|
"\n",
|
||||||
|
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an experiment using an existing workspace.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Register the model.\n",
|
||||||
|
"6. Create a container image.\n",
|
||||||
|
"7. Create an Azure Container Instance (ACI) service.\n",
|
||||||
|
"8. Test the ACI service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import os\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for experiment\n",
|
||||||
|
"experiment_name = 'automl-classification-bmarketing'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment=Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
|
||||||
|
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
|
||||||
|
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlcl\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
" \n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
" \n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
" \n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Data\n",
|
||||||
|
"\n",
|
||||||
|
"Create a run configuration for the remote run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Load Data\n",
|
||||||
|
"\n",
|
||||||
|
"Load the bank marketing dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**training_data**|Input dataset, containing both features and label column.|\n",
|
||||||
|
"|**label_column_name**|The name of the label column.|\n",
|
||||||
|
"\n",
|
||||||
|
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 5,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 2,\n",
|
||||||
|
" \"primary_metric\": 'AUC_weighted',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO,\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" training_data = dataset,\n",
|
||||||
|
" label_column_name = 'y',\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Deploy\n",
|
||||||
|
"\n",
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Register the Fitted Model for Deployment\n",
|
||||||
|
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
|
||||||
|
"tags = None\n",
|
||||||
|
"model = remote_run.register_model(description = description, tags = tags)\n",
|
||||||
|
"\n",
|
||||||
|
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create Scoring Script\n",
|
||||||
|
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%writefile score.py\n",
|
||||||
|
"import pickle\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy\n",
|
||||||
|
"import azureml.train.automl\n",
|
||||||
|
"from sklearn.externals import joblib\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"def init():\n",
|
||||||
|
" global model\n",
|
||||||
|
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
|
||||||
|
" # deserialize the model file back into a sklearn model\n",
|
||||||
|
" model = joblib.load(model_path)\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata):\n",
|
||||||
|
" try:\n",
|
||||||
|
" data = json.loads(rawdata)['data']\n",
|
||||||
|
" data = np.array(data)\n",
|
||||||
|
" result = model.predict(data)\n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" return json.dumps({\"result\":result.tolist()})"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create a YAML File for the Environment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
|
" print('{}\\t{}'.format(p, dependencies[p]))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
|
||||||
|
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
|
"\n",
|
||||||
|
"conda_env_file_name = 'myenv.yml'\n",
|
||||||
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Substitute the actual version number in the environment file.\n",
|
||||||
|
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
|
||||||
|
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual model id in the script file.\n",
|
||||||
|
"\n",
|
||||||
|
"script_file_name = 'score.py'\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Deploy the model as a Web Service on Azure Container Instance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
|
" memory_gb = 1, \n",
|
||||||
|
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
|
||||||
|
" description = 'sample service for Automl Classification')\n",
|
||||||
|
"\n",
|
||||||
|
"aci_service_name = 'automl-sample-bankmarketing'\n",
|
||||||
|
"print(aci_service_name)\n",
|
||||||
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
|
"print(aci_service.state)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete a Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Deletes the specified web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.delete()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Get Logs from a Deployed Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Gets logs from a deployed web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.get_logs()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"Now that the model is trained split our data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Load the bank marketing datasets.\n",
|
||||||
|
"from numpy import array"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"X_test = dataset.drop_columns(columns=['y'])\n",
|
||||||
|
"y_test = dataset.keep_columns(columns=['y'], validate=True)\n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_test = X_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = y_test.to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_pred = fitted_model.predict(X_test)\n",
|
||||||
|
"actual = array(y_test)\n",
|
||||||
|
"actual = actual[:,0]\n",
|
||||||
|
"print(y_pred.shape, \" \", actual.shape)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Calculate metrics for the prediction\n",
|
||||||
|
"\n",
|
||||||
|
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
|
||||||
|
"from the trained model that was returned."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%matplotlib notebook\n",
|
||||||
|
"test_pred = plt.scatter(actual, y_pred, color='b')\n",
|
||||||
|
"test_test = plt.scatter(actual, actual, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Acknowledgements"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
|
||||||
|
"\n",
|
||||||
|
"_**Acknowledgements**_\n",
|
||||||
|
"This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
|
||||||
|
"\n",
|
||||||
|
"[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "v-rasav"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.7"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-classification-bank-marketing
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -0,0 +1,648 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification with Deployment using Credit Card Dataset**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Deploy](#Deploy)\n",
|
||||||
|
"1. [Test](#Test)\n",
|
||||||
|
"1. [Acknowledgements](#Acknowledgements)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if a creditcard transaction is or is not considered a fraudulent charge.\n",
|
||||||
|
"\n",
|
||||||
|
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an experiment using an existing workspace.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Register the model.\n",
|
||||||
|
"6. Create a container image.\n",
|
||||||
|
"7. Create an Azure Container Instance (ACI) service.\n",
|
||||||
|
"8. Test the ACI service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import os\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for experiment\n",
|
||||||
|
"experiment_name = 'automl-classification-ccard'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment=Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
|
||||||
|
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
|
||||||
|
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlcl\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
" \n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
" \n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
"\n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Data\n",
|
||||||
|
"\n",
|
||||||
|
"Create a run configuration for the remote run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Load Data\n",
|
||||||
|
"\n",
|
||||||
|
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
|
||||||
|
"label_column_name = 'Class'\n",
|
||||||
|
"X_test = validation_data.drop_columns(columns=[label_column_name])\n",
|
||||||
|
"y_test = validation_data.keep_columns(columns=[label_column_name], validate=True)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**training_data**|Input dataset, containing both features and label column.|\n",
|
||||||
|
"|**label_column_name**|The name of the label column.|\n",
|
||||||
|
"\n",
|
||||||
|
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 5,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 2,\n",
|
||||||
|
" \"primary_metric\": 'average_precision_score_weighted',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO,\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" training_data = training_data,\n",
|
||||||
|
" label_column_name = label_column_name,\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Deploy\n",
|
||||||
|
"\n",
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Register the Fitted Model for Deployment\n",
|
||||||
|
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"description = 'AutoML Model'\n",
|
||||||
|
"tags = None\n",
|
||||||
|
"model = remote_run.register_model(description = description, tags = tags)\n",
|
||||||
|
"\n",
|
||||||
|
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create Scoring Script\n",
|
||||||
|
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%writefile score.py\n",
|
||||||
|
"import pickle\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy\n",
|
||||||
|
"import azureml.train.automl\n",
|
||||||
|
"from sklearn.externals import joblib\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"def init():\n",
|
||||||
|
" global model\n",
|
||||||
|
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
|
||||||
|
" # deserialize the model file back into a sklearn model\n",
|
||||||
|
" model = joblib.load(model_path)\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata):\n",
|
||||||
|
" try:\n",
|
||||||
|
" data = json.loads(rawdata)['data']\n",
|
||||||
|
" data = numpy.array(data)\n",
|
||||||
|
" result = model.predict(data)\n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" return json.dumps({\"result\":result.tolist()})"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create a YAML File for the Environment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
|
" print('{}\\t{}'.format(p, dependencies[p]))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
|
||||||
|
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
|
"\n",
|
||||||
|
"conda_env_file_name = 'myenv.yml'\n",
|
||||||
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Substitute the actual version number in the environment file.\n",
|
||||||
|
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
|
||||||
|
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual model id in the script file.\n",
|
||||||
|
"\n",
|
||||||
|
"script_file_name = 'score.py'\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Deploy the model as a Web Service on Azure Container Instance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
|
" memory_gb = 1, \n",
|
||||||
|
" tags = {'area': \"cards\", 'type': \"automl_classification\"}, \n",
|
||||||
|
" description = 'sample service for Automl Classification')\n",
|
||||||
|
"\n",
|
||||||
|
"aci_service_name = 'automl-sample-creditcard'\n",
|
||||||
|
"print(aci_service_name)\n",
|
||||||
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
|
"print(aci_service.state)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete a Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Deletes the specified web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.delete()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Get Logs from a Deployed Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Gets logs from a deployed web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.get_logs()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#Randomly select and test\n",
|
||||||
|
"X_test = X_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = y_test.to_pandas_dataframe()\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_pred = fitted_model.predict(X_test)\n",
|
||||||
|
"y_pred"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Calculate metrics for the prediction\n",
|
||||||
|
"\n",
|
||||||
|
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
|
||||||
|
"from the trained model that was returned."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#Randomly select and test\n",
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"%matplotlib notebook\n",
|
||||||
|
"test_pred = plt.scatter(y_test, y_pred, color='b')\n",
|
||||||
|
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()\n",
|
||||||
|
"\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Acknowledgements"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection. More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
|
||||||
|
"Please cite the following works: \n",
|
||||||
|
"\u00e2\u20ac\u00a2\tAndrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
|
||||||
|
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
|
||||||
|
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
|
||||||
|
"o\tDal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
|
||||||
|
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
|
||||||
|
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "v-rasav"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.7"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-classification-credit-card-fraud
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -1,568 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Classification local on Azure DataBricks\n",
|
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create Azure Machine Learning Workspace object and initialize your notebook directory to easily reload this object from a configuration file.\n",
|
|
||||||
"2. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"3. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"4. Train the model using AzureDataBricks.\n",
|
|
||||||
"5. Explore the results.\n",
|
|
||||||
"6. Test the best fitted model.\n",
|
|
||||||
"\n",
|
|
||||||
"Prerequisites:\n",
|
|
||||||
"Before running this notebook, run the install instructions described in README.md."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Register Machine Learning Services Resource Provider\n",
|
|
||||||
"Microsoft.MachineLearningServices only needs to be registed once in the subscription. To register it:\n",
|
|
||||||
"Start the Azure portal.\n",
|
|
||||||
"Select your All services and then Subscription.\n",
|
|
||||||
"Select the subscription that you want to use.\n",
|
|
||||||
"Click on Resource providers\n",
|
|
||||||
"Click the Register link next to Microsoft.MachineLearningServices"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Check the Azure ML Core SDK Version to Validate Your Installation"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import azureml.core\n",
|
|
||||||
"\n",
|
|
||||||
"print(\"SDK Version:\", azureml.core.VERSION)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Initialize an Azure ML Workspace\n",
|
|
||||||
"### What is an Azure ML Workspace and Why Do I Need One?\n",
|
|
||||||
"\n",
|
|
||||||
"An Azure ML workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows. In particular, an Azure ML workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, operationalization, and the monitoring of operationalized models.\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"### What do I Need?\n",
|
|
||||||
"\n",
|
|
||||||
"To create or access an Azure ML workspace, you will need to import the Azure ML library and specify following information:\n",
|
|
||||||
"* A name for your workspace. You can choose one.\n",
|
|
||||||
"* Your subscription id. Use the `id` value from the `az account show` command output above.\n",
|
|
||||||
"* The resource group name. The resource group organizes Azure resources and provides a default region for the resources in the group. The resource group will be created if it doesn't exist. Resource groups can be created and viewed in the [Azure portal](https://portal.azure.com)\n",
|
|
||||||
"* Supported regions include `eastus2`, `eastus`,`westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"subscription_id = \"<SubscriptionId>\"\n",
|
|
||||||
"resource_group = \"myrg\"\n",
|
|
||||||
"workspace_name = \"myws\"\n",
|
|
||||||
"workspace_region = \"eastus2\""
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Creating a Workspace\n",
|
|
||||||
"If you already have access to an Azure ML workspace you want to use, you can skip this cell. Otherwise, this cell will create an Azure ML workspace for you in the specified subscription, provided you have the correct permissions for the given `subscription_id`.\n",
|
|
||||||
"\n",
|
|
||||||
"This will fail when:\n",
|
|
||||||
"1. The workspace already exists.\n",
|
|
||||||
"2. You do not have permission to create a workspace in the resource group.\n",
|
|
||||||
"3. You are not a subscription owner or contributor and no Azure ML workspaces have ever been created in this subscription.\n",
|
|
||||||
"\n",
|
|
||||||
"If workspace creation fails for any reason other than already existing, please work with your IT administrator to provide you with the appropriate permissions or to provision the required resources.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** Creation of a new workspace can take several minutes."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Import the Workspace class and check the Azure ML SDK version.\n",
|
|
||||||
"from azureml.core import Workspace\n",
|
|
||||||
"\n",
|
|
||||||
"ws = Workspace.create(name = workspace_name,\n",
|
|
||||||
" subscription_id = subscription_id,\n",
|
|
||||||
" resource_group = resource_group, \n",
|
|
||||||
" location = workspace_region,\n",
|
|
||||||
" exist_ok=True)\n",
|
|
||||||
"ws.get_details()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configuring Your Local Environment\n",
|
|
||||||
"You can validate that you have access to the specified workspace and write a configuration file to the default configuration location, `./aml_config/config.json`."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core import Workspace\n",
|
|
||||||
"\n",
|
|
||||||
"ws = Workspace(workspace_name = workspace_name,\n",
|
|
||||||
" subscription_id = subscription_id,\n",
|
|
||||||
" resource_group = resource_group)\n",
|
|
||||||
"\n",
|
|
||||||
"# Persist the subscription id, resource group name, and workspace name in aml_config/config.json.\n",
|
|
||||||
"ws.write_config()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create a Folder to Host Sample Projects\n",
|
|
||||||
"Finally, create a folder where all the sample projects will be hosted."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import os\n",
|
|
||||||
"\n",
|
|
||||||
"sample_projects_folder = './sample_projects'\n",
|
|
||||||
"\n",
|
|
||||||
"if not os.path.isdir(sample_projects_folder):\n",
|
|
||||||
" os.mkdir(sample_projects_folder)\n",
|
|
||||||
" \n",
|
|
||||||
"print('Sample projects will be created in {}.'.format(sample_projects_folder))"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"import time\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for the experiment and specify the project folder.\n",
|
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-classification'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Load Training Data Using DataPrep\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import azureml.dataprep as dprep\n",
|
|
||||||
"# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
|
|
||||||
"# The data referenced here was pulled from `sklearn.datasets.load_digits()`.\n",
|
|
||||||
"simple_example_data_root = 'https://dprepdata.blob.core.windows.net/automl-notebook-data/'\n",
|
|
||||||
"X = dprep.auto_read_file(simple_example_data_root + 'X.csv').skip(1) # Remove the header row.\n",
|
|
||||||
"\n",
|
|
||||||
"# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
|
|
||||||
"# and convert column types manually.\n",
|
|
||||||
"# Here we read a comma delimited file and convert all columns to integers.\n",
|
|
||||||
"y = dprep.read_csv(simple_example_data_root + 'y.csv').to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"## Review the Data Preparation Result\n",
|
|
||||||
"You can peek the result of a Dataflow at any range using skip(i) and head(j). Doing so evaluates only j records for all the steps in the Dataflow, which makes it fast even against large datasets."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"X.skip(1).head(5)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**task**|classification or regression|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**spark_context**|Spark Context object.|\n",
|
|
||||||
"|**max_cuncurrent_iterations**|Maximum number of iterations to execute in parallel. This should be less than the number of cores on the ADB..|\n",
|
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\": 10,\n",
|
|
||||||
" \"iterations\": 10,\n",
|
|
||||||
" \"n_cross_validations\": 5,\n",
|
|
||||||
" \"primary_metric\": 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\": False,\n",
|
|
||||||
" \"max_concurrent_iterations\": 2,\n",
|
|
||||||
" \"verbosity\": logging.INFO,\n",
|
|
||||||
" \"spark_context\": sc\n",
|
|
||||||
"}\n",
|
|
||||||
" \n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" path = project_folder, \n",
|
|
||||||
" X = X, \n",
|
|
||||||
" y = y,\n",
|
|
||||||
" **automl_settings\n",
|
|
||||||
" )\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run = experiment.submit(automl_config, show_output = False)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Portal URL for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The following will provide a link to the web interface to explore individual run details and status."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"print(local_run.get_portal_url())"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"The following will show the child runs and waits for the parent run to complete."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run.wait_for_completion(show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(local_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)} \n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = local_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model that has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the third iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 3\n",
|
|
||||||
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
|
|
||||||
"print(third_run)\n",
|
|
||||||
"print(third_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Testing Our Best Fitted Model\n",
|
|
||||||
"We will try to predict 2 digits and see how our model works."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Randomly select digits and test.\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize = (3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" display(fig)"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python [conda env:AutoML_ADB]",
|
|
||||||
"language": "python",
|
|
||||||
"name": "conda-env-AutoML_ADB-py"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
},
|
|
||||||
"name": "auto-ml-classification-local-adb",
|
|
||||||
"notebookId": 3742842704905931
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 1
|
|
||||||
}
|
|
||||||
@@ -13,11 +13,33 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Classification with Deployment\n",
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification with Deployment**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Deploy](#Deploy)\n",
|
||||||
|
"1. [Test](#Test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
"\n",
|
"\n",
|
||||||
"In this example we use the scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI).\n",
|
"In this example we use the scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI).\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
"\n",
|
"\n",
|
||||||
"In this notebook you will learn how to:\n",
|
"In this notebook you will learn how to:\n",
|
||||||
"1. Create an experiment using an existing workspace.\n",
|
"1. Create an experiment using an existing workspace.\n",
|
||||||
@@ -27,14 +49,14 @@
|
|||||||
"5. Register the model.\n",
|
"5. Register the model.\n",
|
||||||
"6. Create a container image.\n",
|
"6. Create a container image.\n",
|
||||||
"7. Create an Azure Container Instance (ACI) service.\n",
|
"7. Create an Azure Container Instance (ACI) service.\n",
|
||||||
"8. Test the ACI service.\n"
|
"8. Test the ACI service."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -47,11 +69,8 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"import json\n",
|
"import json\n",
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
"from matplotlib import pyplot as plt\n",
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
"import numpy as np\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
"from sklearn import datasets\n",
|
||||||
@@ -72,9 +91,7 @@
|
|||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# choose a name for experiment\n",
|
"# choose a name for experiment\n",
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
"experiment_name = 'automl-classification-deployment'\n",
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-classification'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment=Experiment(ws, experiment_name)\n",
|
"experiment=Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -84,36 +101,17 @@
|
|||||||
"output['Workspace'] = ws.name\n",
|
"output['Workspace'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Train\n",
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -125,8 +123,7 @@
|
|||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|"
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -145,19 +142,15 @@
|
|||||||
" primary_metric = 'AUC_weighted',\n",
|
" primary_metric = 'AUC_weighted',\n",
|
||||||
" iteration_timeout_minutes = 20,\n",
|
" iteration_timeout_minutes = 20,\n",
|
||||||
" iterations = 10,\n",
|
" iterations = 10,\n",
|
||||||
" n_cross_validations = 2,\n",
|
|
||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train)"
|
||||||
" path = project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -171,10 +164,21 @@
|
|||||||
"local_run = experiment.submit(automl_config, show_output = True)"
|
"local_run = experiment.submit(automl_config, show_output = True)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
|
"## Deploy\n",
|
||||||
|
"\n",
|
||||||
"### Retrieve the Best Model\n",
|
"### Retrieve the Best Model\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
@@ -206,7 +210,8 @@
|
|||||||
"description = 'AutoML Model'\n",
|
"description = 'AutoML Model'\n",
|
||||||
"tags = None\n",
|
"tags = None\n",
|
||||||
"model = local_run.register_model(description = description, tags = tags)\n",
|
"model = local_run.register_model(description = description, tags = tags)\n",
|
||||||
"local_run.model_id # This will be written to the script file later in the notebook."
|
"\n",
|
||||||
|
"print(local_run.model_id) # This will be written to the script file later in the notebook."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -259,7 +264,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
|
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. The following cells create a file, myenv.yml, which specifies the dependencies from the run."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -268,8 +273,6 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"ml_run = AutoMLRun(experiment = experiment, run_id = local_run.id)"
|
"ml_run = AutoMLRun(experiment = experiment, run_id = local_run.id)"
|
||||||
]
|
]
|
||||||
@@ -289,7 +292,7 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"for p in ['azureml-train-automl', 'azureml-sdk', 'azureml-core']:\n",
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
" print('{}\\t{}'.format(p, dependencies[p]))"
|
" print('{}\\t{}'.format(p, dependencies[p]))"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -301,7 +304,8 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
"\n",
|
"\n",
|
||||||
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn'], pip_packages=['azureml-sdk[automl]'])\n",
|
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
|
||||||
|
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
"\n",
|
"\n",
|
||||||
"conda_env_file_name = 'myenv.yml'\n",
|
"conda_env_file_name = 'myenv.yml'\n",
|
||||||
"myenv.save_to_file('.', conda_env_file_name)"
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
@@ -321,7 +325,7 @@
|
|||||||
" content = cefr.read()\n",
|
" content = cefr.read()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"with open(conda_env_file_name, 'w') as cefw:\n",
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-sdk']))\n",
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Substitute the actual model id in the script file.\n",
|
"# Substitute the actual model id in the script file.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -338,40 +342,9 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Create a Container Image"
|
"### Deploy the model as a Web Service on Azure Container Instance\n",
|
||||||
]
|
"\n",
|
||||||
},
|
"Create the configuration needed for deploying the model as a web service service."
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.image import Image, ContainerImage\n",
|
|
||||||
"\n",
|
|
||||||
"image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
|
|
||||||
" execution_script = script_file_name,\n",
|
|
||||||
" conda_file = conda_env_file_name,\n",
|
|
||||||
" tags = {'area': \"digits\", 'type': \"automl_classification\"},\n",
|
|
||||||
" description = \"Image for automl classification sample\")\n",
|
|
||||||
"\n",
|
|
||||||
"image = Image.create(name = \"automlsampleimage\",\n",
|
|
||||||
" # this is the model object \n",
|
|
||||||
" models = [model],\n",
|
|
||||||
" image_config = image_config, \n",
|
|
||||||
" workspace = ws)\n",
|
|
||||||
"\n",
|
|
||||||
"image.wait_for_creation(show_output = True)\n",
|
|
||||||
"\n",
|
|
||||||
"if image.creation_state == 'Failed':\n",
|
|
||||||
" print(\"Image build log at: \" + image.image_build_log_uri)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Deploy the Image as a Web Service on Azure Container Instance"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -380,8 +353,13 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
"from azureml.core.webservice import AciWebservice\n",
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
"\n",
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
" memory_gb = 1, \n",
|
" memory_gb = 1, \n",
|
||||||
" tags = {'area': \"digits\", 'type': \"automl_classification\"}, \n",
|
" tags = {'area': \"digits\", 'type': \"automl_classification\"}, \n",
|
||||||
@@ -395,17 +373,33 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from azureml.core.webservice import Webservice\n",
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
"\n",
|
"\n",
|
||||||
"aci_service_name = 'automl-sample-01'\n",
|
"aci_service_name = 'automl-sample-01'\n",
|
||||||
"print(aci_service_name)\n",
|
"print(aci_service_name)\n",
|
||||||
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
" image = image,\n",
|
|
||||||
" name = aci_service_name,\n",
|
|
||||||
" workspace = ws)\n",
|
|
||||||
"aci_service.wait_for_deployment(True)\n",
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
"print(aci_service.state)"
|
"print(aci_service.state)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Get the logs from service deployment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"if aci_service.state != 'Healthy':\n",
|
||||||
|
" # run this command for debugging.\n",
|
||||||
|
" print(aci_service.get_logs())"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
@@ -426,23 +420,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Get Logs from a Deployed Web Service"
|
"## Test"
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"#aci_service.get_logs()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test a Web Service"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-classification-with-deployment
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -0,0 +1,375 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification with Local Compute**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the scikit-learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use AutoML for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute with ONNX compatible config on.\n",
|
||||||
|
"4. Explore the results and save the ONNX model.\n",
|
||||||
|
"5. Inference with the ONNX model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"from sklearn import datasets\n",
|
||||||
|
"from sklearn.model_selection import train_test_split\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig, constants"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for the experiment.\n",
|
||||||
|
"experiment_name = 'automl-classification-onnx'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"\n",
|
||||||
|
"This uses scikit-learn's [load_iris](https://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) method."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iris = datasets.load_iris()\n",
|
||||||
|
"X_train, X_test, y_train, y_test = train_test_split(iris.data, \n",
|
||||||
|
" iris.target, \n",
|
||||||
|
" test_size=0.2, \n",
|
||||||
|
" random_state=0)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Ensure the x_train and x_test are pandas DataFrame."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Convert the X_train and X_test to pandas DataFrame and set column names,\n",
|
||||||
|
"# This is needed for initializing the input variable names of ONNX model, \n",
|
||||||
|
"# and the prediction with the ONNX model using the inference helper.\n",
|
||||||
|
"X_train = pd.DataFrame(X_train, columns=['c1', 'c2', 'c3', 'c4'])\n",
|
||||||
|
"X_test = pd.DataFrame(X_test, columns=['c1', 'c2', 'c3', 'c4'])"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** Set the parameter enable_onnx_compatible_models=True, if you also want to generate the ONNX compatible models. Please note, the forecasting task and TensorFlow models are not ONNX compatible yet.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
|
||||||
|
"|**enable_onnx_compatible_models**|Enable the ONNX compatible models in the experiment.|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Set the preprocess=True, currently the InferenceHelper only supports this mode."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" primary_metric = 'AUC_weighted',\n",
|
||||||
|
" iteration_timeout_minutes = 60,\n",
|
||||||
|
" iterations = 10,\n",
|
||||||
|
" verbosity = logging.INFO, \n",
|
||||||
|
" X = X_train, \n",
|
||||||
|
" y = y_train,\n",
|
||||||
|
" preprocess=True,\n",
|
||||||
|
" enable_onnx_compatible_models=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(local_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best ONNX Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
|
||||||
|
"\n",
|
||||||
|
"Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, onnx_mdl = local_run.get_output(return_onnx_model=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Save the best ONNX model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.automl.core.onnx_convert import OnnxConverter\n",
|
||||||
|
"onnx_fl_path = \"./best_model.onnx\"\n",
|
||||||
|
"OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Predict with the ONNX model, using onnxruntime package"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import sys\n",
|
||||||
|
"import json\n",
|
||||||
|
"from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
|
||||||
|
"\n",
|
||||||
|
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
|
||||||
|
" python_version_compatible = True\n",
|
||||||
|
"else:\n",
|
||||||
|
" python_version_compatible = False\n",
|
||||||
|
"\n",
|
||||||
|
"try:\n",
|
||||||
|
" import onnxruntime\n",
|
||||||
|
" from azureml.automl.core.onnx_convert import OnnxInferenceHelper \n",
|
||||||
|
" onnxrt_present = True\n",
|
||||||
|
"except ImportError:\n",
|
||||||
|
" onnxrt_present = False\n",
|
||||||
|
"\n",
|
||||||
|
"def get_onnx_res(run):\n",
|
||||||
|
" res_path = 'onnx_resource.json'\n",
|
||||||
|
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
|
||||||
|
" with open(res_path) as f:\n",
|
||||||
|
" onnx_res = json.load(f)\n",
|
||||||
|
" return onnx_res\n",
|
||||||
|
"\n",
|
||||||
|
"if onnxrt_present and python_version_compatible: \n",
|
||||||
|
" mdl_bytes = onnx_mdl.SerializeToString()\n",
|
||||||
|
" onnx_res = get_onnx_res(best_run)\n",
|
||||||
|
"\n",
|
||||||
|
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
|
||||||
|
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(X_test)\n",
|
||||||
|
"\n",
|
||||||
|
" print(pred_onnx)\n",
|
||||||
|
" print(pred_prob_onnx)\n",
|
||||||
|
"else:\n",
|
||||||
|
" if not python_version_compatible:\n",
|
||||||
|
" print('Please use Python version 3.6 or 3.7 to run the inference helper.') \n",
|
||||||
|
" if not onnxrt_present:\n",
|
||||||
|
" print('Please install the onnxruntime package to do the prediction with ONNX model.')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": []
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.6"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: auto-ml-classification-with-onnx
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- onnxruntime
|
||||||
@@ -0,0 +1,395 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification using whitelist models**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"This notebooks shows how can automl can be trained on a selected list of models, see the readme.md for the models.\n",
|
||||||
|
"This trains the model exclusively on tensorflow based models.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model on a whilelisted models using local compute. \n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Test the best fitted model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#Note: This notebook will install tensorflow if not already installed in the enviornment..\n",
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"from sklearn import datasets\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"import sys\n",
|
||||||
|
"whitelist_models=[\"LightGBM\"]\n",
|
||||||
|
"if \"3.7\" != sys.version[0:3]:\n",
|
||||||
|
" try:\n",
|
||||||
|
" import tensorflow as tf1\n",
|
||||||
|
" except ImportError:\n",
|
||||||
|
" from pip._internal import main\n",
|
||||||
|
" main(['install', 'tensorflow>=1.10.0,<=1.12.0'])\n",
|
||||||
|
" logging.getLogger().setLevel(logging.ERROR)\n",
|
||||||
|
" whitelist_models=[\"TensorFlowLinearClassifier\", \"TensorFlowDNN\"]\n",
|
||||||
|
"\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for the experiment.\n",
|
||||||
|
"experiment_name = 'automl-local-whitelist'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"\n",
|
||||||
|
"This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"digits = datasets.load_digits()\n",
|
||||||
|
"\n",
|
||||||
|
"# Exclude the first 100 rows from training so that they can be used for test.\n",
|
||||||
|
"X_train = digits.data[100:,:]\n",
|
||||||
|
"y_train = digits.target[100:]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>balanced_accuracy</i><br><i>average_precision_score_weighted</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
|
||||||
|
"|**whitelist_models**|List of models that AutoML should use. The possible values are listed [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#configure-your-experiment-settings).|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" primary_metric = 'AUC_weighted',\n",
|
||||||
|
" iteration_timeout_minutes = 60,\n",
|
||||||
|
" iterations = 10,\n",
|
||||||
|
" verbosity = logging.INFO,\n",
|
||||||
|
" X = X_train, \n",
|
||||||
|
" y = y_train,\n",
|
||||||
|
" enable_tf=True,\n",
|
||||||
|
" whitelist_models=whitelist_models)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(local_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"\n",
|
||||||
|
"#### Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(local_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
"\n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = local_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model that has the smallest `log_loss` value:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"log_loss\"\n",
|
||||||
|
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Model from a Specific Iteration\n",
|
||||||
|
"Show the run and the model from the third iteration:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 3\n",
|
||||||
|
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
|
||||||
|
"print(third_run)\n",
|
||||||
|
"print(third_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"#### Load Test Data"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"digits = datasets.load_digits()\n",
|
||||||
|
"X_test = digits.data[:10, :]\n",
|
||||||
|
"y_test = digits.target[:10]\n",
|
||||||
|
"images = digits.images[:10]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Testing Our Best Fitted Model\n",
|
||||||
|
"We will try to predict 2 digits and see how our model works."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Randomly select digits and test.\n",
|
||||||
|
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
||||||
|
" print(index)\n",
|
||||||
|
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
||||||
|
" label = y_test[index]\n",
|
||||||
|
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
||||||
|
" fig = plt.figure(1, figsize = (3,3))\n",
|
||||||
|
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
||||||
|
" ax1.set_title(title)\n",
|
||||||
|
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
||||||
|
" plt.show()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.6"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-classification-with-whitelisting
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -13,25 +13,49 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Classification with Local Compute\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"3. Train the model using local compute.\n",
|
|
||||||
"4. Explore the results.\n",
|
|
||||||
"5. Test the best fitted model.\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Classification with Local Compute**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n",
|
||||||
|
"\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Test the best fitted model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -43,11 +67,8 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
"from matplotlib import pyplot as plt\n",
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
"import numpy as np\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
"from sklearn import datasets\n",
|
||||||
@@ -55,8 +76,33 @@
|
|||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Accessing the Azure ML workspace requires authentication with Azure.\n",
|
||||||
|
"\n",
|
||||||
|
"The default authentication is interactive authentication using the default tenant. Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
|
||||||
|
"\n",
|
||||||
|
"If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
|
||||||
|
"\n",
|
||||||
|
"```\n",
|
||||||
|
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
|
||||||
|
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
|
||||||
|
"ws = Workspace.from_config(auth = auth)\n",
|
||||||
|
"```\n",
|
||||||
|
"\n",
|
||||||
|
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
|
||||||
|
"\n",
|
||||||
|
"```\n",
|
||||||
|
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
|
||||||
|
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
|
||||||
|
"ws = Workspace.from_config(auth = auth)\n",
|
||||||
|
"```\n",
|
||||||
|
"For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -67,9 +113,8 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Choose a name for the experiment and specify the project folder.\n",
|
"# Choose a name for the experiment.\n",
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
"experiment_name = 'automl-classification'\n",
|
||||||
"project_folder = './sample_projects/automl-local-classification'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -79,36 +124,17 @@
|
|||||||
"output['Workspace Name'] = ws.name\n",
|
"output['Workspace Name'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Data\n",
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Load Training Data\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
"This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
||||||
]
|
]
|
||||||
@@ -119,8 +145,6 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"digits = datasets.load_digits()\n",
|
"digits = datasets.load_digits()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Exclude the first 100 rows from training so that they can be used for test.\n",
|
"# Exclude the first 100 rows from training so that they can be used for test.\n",
|
||||||
@@ -132,7 +156,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Configure AutoML\n",
|
"## Train\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -140,12 +164,17 @@
|
|||||||
"|-|-|\n",
|
"|-|-|\n",
|
||||||
"|**task**|classification or regression|\n",
|
"|**task**|classification or regression|\n",
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|\n",
|
||||||
|
"\n",
|
||||||
|
"Automated machine learning trains multiple machine learning pipelines. Each pipelines training is known as an iteration.\n",
|
||||||
|
"* You can specify a maximum number of iterations using the `iterations` parameter.\n",
|
||||||
|
"* You can specify a maximum time for the run using the `experiment_timeout_minutes` parameter.\n",
|
||||||
|
"* If you specify neither the `iterations` nor the `experiment_timeout_minutes`, automated ML keeps running iterations while it continues to see improvements in the scores.\n",
|
||||||
|
"\n",
|
||||||
|
"The following example doesn't specify `iterations` or `experiment_timeout_minutes` and so runs until the scores stop improving.\n"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -155,23 +184,16 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" primary_metric = 'AUC_weighted',\n",
|
" primary_metric = 'AUC_weighted',\n",
|
||||||
" iteration_timeout_minutes = 60,\n",
|
|
||||||
" iterations = 25,\n",
|
|
||||||
" n_cross_validations = 3,\n",
|
|
||||||
" verbosity = logging.INFO,\n",
|
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train,\n",
|
||||||
" path = project_folder)"
|
" n_cross_validations = 3)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -213,20 +235,11 @@
|
|||||||
" iterations = 5)"
|
" iterations = 5)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Explore the Results"
|
"## Results"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -243,7 +256,11 @@
|
|||||||
{
|
{
|
||||||
"cell_type": "code",
|
"cell_type": "code",
|
||||||
"execution_count": null,
|
"execution_count": null,
|
||||||
"metadata": {},
|
"metadata": {
|
||||||
|
"tags": [
|
||||||
|
"widget-rundetails-sample"
|
||||||
|
]
|
||||||
|
},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from azureml.widgets import RunDetails\n",
|
"from azureml.widgets import RunDetails\n",
|
||||||
@@ -292,8 +309,45 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"best_run, fitted_model = local_run.get_output()\n",
|
"best_run, fitted_model = local_run.get_output()\n",
|
||||||
"print(best_run)\n",
|
"print(best_run)"
|
||||||
"print(fitted_model)"
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Print the properties of the model\n",
|
||||||
|
"The fitted_model is a python object and you can read the different properties of the object.\n",
|
||||||
|
"The following shows printing hyperparameters for each step in the pipeline."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from pprint import pprint\n",
|
||||||
|
"\n",
|
||||||
|
"def print_model(model, prefix=\"\"):\n",
|
||||||
|
" for step in model.steps:\n",
|
||||||
|
" print(prefix + step[0])\n",
|
||||||
|
" if hasattr(step[1], 'estimators') and hasattr(step[1], 'weights'):\n",
|
||||||
|
" pprint({'estimators': list(e[0] for e in step[1].estimators), 'weights': step[1].weights})\n",
|
||||||
|
" print()\n",
|
||||||
|
" for estimator in step[1].estimators:\n",
|
||||||
|
" print_model(estimator[1], estimator[0]+ ' - ')\n",
|
||||||
|
" elif hasattr(step[1], '_base_learners') and hasattr(step[1], '_meta_learner'):\n",
|
||||||
|
" print(\"\\nMeta Learner\")\n",
|
||||||
|
" pprint(step[1]._meta_learner)\n",
|
||||||
|
" print()\n",
|
||||||
|
" for estimator in step[1]._base_learners:\n",
|
||||||
|
" print_model(estimator[1], estimator[0]+ ' - ')\n",
|
||||||
|
" else:\n",
|
||||||
|
" pprint(step[1].get_params())\n",
|
||||||
|
" print()\n",
|
||||||
|
" \n",
|
||||||
|
"print_model(fitted_model)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -312,8 +366,16 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"lookup_metric = \"log_loss\"\n",
|
"lookup_metric = \"log_loss\"\n",
|
||||||
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
||||||
"print(best_run)\n",
|
"print(best_run)"
|
||||||
"print(fitted_model)"
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print_model(fitted_model)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -332,15 +394,23 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"iteration = 3\n",
|
"iteration = 3\n",
|
||||||
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
|
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
|
||||||
"print(third_run)\n",
|
"print(third_run)"
|
||||||
"print(third_model)"
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print_model(third_model)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Test the Best Fitted Model\n",
|
"## Test \n",
|
||||||
"\n",
|
"\n",
|
||||||
"#### Load Test Data"
|
"#### Load Test Data"
|
||||||
]
|
]
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-classification
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -1,390 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Classification with Local Compute with Tensorflow DNNClassifier and LinearClassifier using whitelist models\n",
|
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"This notebooks shows how can automl can be trained on a a selected list of models,see the readme.md for the models.\n",
|
|
||||||
"This trains the model exclusively on tensorflow based models.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"3. Train the model on a whilelisted models using local compute. \n",
|
|
||||||
"4. Explore the results.\n",
|
|
||||||
"5. Test the best fitted model.\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for the experiment and specify the project folder.\n",
|
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-classification'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Load Training Data\n",
|
|
||||||
"\n",
|
|
||||||
"This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"\n",
|
|
||||||
"# Exclude the first 100 rows from training so that they can be used for test.\n",
|
|
||||||
"X_train = digits.data[100:,:]\n",
|
|
||||||
"y_train = digits.target[100:]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**task**|classification or regression|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>balanced_accuracy</i><br><i>average_precision_score_weighted</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" primary_metric = 'AUC_weighted',\n",
|
|
||||||
" iteration_timeout_minutes = 60,\n",
|
|
||||||
" iterations = 10,\n",
|
|
||||||
" n_cross_validations = 3,\n",
|
|
||||||
" verbosity = logging.INFO,\n",
|
|
||||||
" X = X_train, \n",
|
|
||||||
" y = y_train,\n",
|
|
||||||
" enable_tf=True,\n",
|
|
||||||
" whitelist_models=[\"TensorFlowLinearClassifier\", \"TensorFlowDNN\"],\n",
|
|
||||||
" path = project_folder)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run = experiment.submit(automl_config, show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(local_run).show() "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(local_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = local_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model that has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the third iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 3\n",
|
|
||||||
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
|
|
||||||
"print(third_run)\n",
|
|
||||||
"print(third_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Testing Our Best Fitted Model\n",
|
|
||||||
"We will try to predict 2 digits and see how our model works."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Randomly select digits and test.\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize = (3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" plt.show()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,154 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning Configuration\n",
|
|
||||||
"\n",
|
|
||||||
"In this example you will create an Azure Machine Learning `Workspace` object and initialize your notebook directory to easily reload this object from a configuration file. Typically you will only need to run this once per notebook directory, and all other notebooks in this directory or any sub-directories will automatically use the settings you indicate here.\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Check the Azure ML Core SDK Version to Validate Your Installation"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import azureml.core\n",
|
|
||||||
"\n",
|
|
||||||
"print(\"SDK Version:\", azureml.core.VERSION)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Initialize an Azure ML Workspace\n",
|
|
||||||
"### What is an Azure ML Workspace and Why Do I Need One?\n",
|
|
||||||
"\n",
|
|
||||||
"An Azure ML workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows. In particular, an Azure ML workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, operationalization, and the monitoring of operationalized models.\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"### What do I Need?\n",
|
|
||||||
"\n",
|
|
||||||
"To create or access an Azure ML workspace, you will need to import the Azure ML library and specify following information:\n",
|
|
||||||
"* A name for your workspace. You can choose one.\n",
|
|
||||||
"* Your subscription id. Use the `id` value from the `az account show` command output above.\n",
|
|
||||||
"* The resource group name. The resource group organizes Azure resources and provides a default region for the resources in the group. The resource group will be created if it doesn't exist. Resource groups can be created and viewed in the [Azure portal](https://portal.azure.com)\n",
|
|
||||||
"* Supported regions include `eastus2`, `eastus`,`westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"subscription_id = \"<subscription_id>\"\n",
|
|
||||||
"resource_group = \"myrg\"\n",
|
|
||||||
"workspace_name = \"myws\"\n",
|
|
||||||
"workspace_region = \"eastus2\""
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Creating a Workspace\n",
|
|
||||||
"If you already have access to an Azure ML workspace you want to use, you can skip this cell. Otherwise, this cell will create an Azure ML workspace for you in the specified subscription, provided you have the correct permissions for the given `subscription_id`.\n",
|
|
||||||
"\n",
|
|
||||||
"This will fail when:\n",
|
|
||||||
"1. The workspace already exists.\n",
|
|
||||||
"2. You do not have permission to create a workspace in the resource group.\n",
|
|
||||||
"3. You are not a subscription owner or contributor and no Azure ML workspaces have ever been created in this subscription.\n",
|
|
||||||
"\n",
|
|
||||||
"If workspace creation fails for any reason other than already existing, please work with your IT administrator to provide you with the appropriate permissions or to provision the required resources.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** Creation of a new workspace can take several minutes."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Import the Workspace class and check the Azure ML SDK version.\n",
|
|
||||||
"from azureml.core import Workspace\n",
|
|
||||||
"\n",
|
|
||||||
"ws = Workspace.create(name = workspace_name,\n",
|
|
||||||
" subscription_id = subscription_id,\n",
|
|
||||||
" resource_group = resource_group, \n",
|
|
||||||
" location = workspace_region)\n",
|
|
||||||
"ws.get_details()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configuring Your Local Environment\n",
|
|
||||||
"You can validate that you have access to the specified workspace and write a configuration file to the default configuration location, `./aml_config/config.json`."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core import Workspace\n",
|
|
||||||
"\n",
|
|
||||||
"ws = Workspace(workspace_name = workspace_name,\n",
|
|
||||||
" subscription_id = subscription_id,\n",
|
|
||||||
" resource_group = resource_group)\n",
|
|
||||||
"\n",
|
|
||||||
"# Persist the subscription id, resource group name, and workspace name in aml_config/config.json.\n",
|
|
||||||
"ws.write_config()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,506 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Prepare Data using `azureml.dataprep` for Remote Execution (DSVM)\n",
|
|
||||||
"In this example we showcase how you can use the `azureml.dataprep` SDK to load and prepare data for AutoML. `azureml.dataprep` can also be used standalone; full documentation can be found [here](https://github.com/Microsoft/PendletonDocs).\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Define data loading and preparation steps in a `Dataflow` using `azureml.dataprep`.\n",
|
|
||||||
"2. Pass the `Dataflow` to AutoML for a local run.\n",
|
|
||||||
"3. Pass the `Dataflow` to AutoML for a remote run."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Compatibility\n",
|
|
||||||
"\n",
|
|
||||||
"Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import time\n",
|
|
||||||
"\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.compute import DsvmCompute\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"import azureml.dataprep as dprep\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
" \n",
|
|
||||||
"# choose a name for experiment\n",
|
|
||||||
"experiment_name = 'automl-dataprep-remote-dsvm'\n",
|
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-dataprep-remote-dsvm'\n",
|
|
||||||
" \n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
" \n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Loading Data using DataPrep"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
|
|
||||||
"# The data referenced here was pulled from `sklearn.datasets.load_digits()`.\n",
|
|
||||||
"simple_example_data_root = 'https://dprepdata.blob.core.windows.net/automl-notebook-data/'\n",
|
|
||||||
"X = dprep.auto_read_file(simple_example_data_root + 'X.csv').skip(1) # Remove the header row.\n",
|
|
||||||
"\n",
|
|
||||||
"# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
|
|
||||||
"# and convert column types manually.\n",
|
|
||||||
"# Here we read a comma delimited file and convert all columns to integers.\n",
|
|
||||||
"y = dprep.read_csv(simple_example_data_root + 'y.csv').to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Review the Data Preparation Result\n",
|
|
||||||
"\n",
|
|
||||||
"You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only `j` records for all the steps in the Dataflow, which makes it fast even against large datasets."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"X.skip(1).head(5)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"This creates a general AutoML settings object applicable for both local and remote runs."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\" : 10,\n",
|
|
||||||
" \"iterations\" : 2,\n",
|
|
||||||
" \"primary_metric\" : 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\" : False,\n",
|
|
||||||
" \"verbosity\" : logging.INFO,\n",
|
|
||||||
" \"n_cross_validations\": 3\n",
|
|
||||||
"}"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Remote Run"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Create or Attach a Remote Linux DSVM"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"dsvm_name = 'mydsvmc'\n",
|
|
||||||
"\n",
|
|
||||||
"try:\n",
|
|
||||||
" while ws.compute_targets[dsvm_name].provisioning_state == 'Creating':\n",
|
|
||||||
" time.sleep(1)\n",
|
|
||||||
" \n",
|
|
||||||
" dsvm_compute = DsvmCompute(ws, dsvm_name)\n",
|
|
||||||
" print('Found existing DVSM.')\n",
|
|
||||||
"except:\n",
|
|
||||||
" print('Creating a new DSVM.')\n",
|
|
||||||
" dsvm_config = DsvmCompute.provisioning_configuration(vm_size = \"Standard_D2_v2\")\n",
|
|
||||||
" dsvm_compute = DsvmCompute.create(ws, name = dsvm_name, provisioning_configuration = dsvm_config)\n",
|
|
||||||
" dsvm_compute.wait_for_completion(show_output = True)\n",
|
|
||||||
" print(\"Waiting one minute for ssh to be accessible\")\n",
|
|
||||||
" time.sleep(60) # Wait for ssh to be accessible"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import RunConfiguration\n",
|
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
|
||||||
"\n",
|
|
||||||
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
|
||||||
"\n",
|
|
||||||
"conda_run_config.target = dsvm_compute\n",
|
|
||||||
"\n",
|
|
||||||
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy'])\n",
|
|
||||||
"conda_run_config.environment.python.conda_dependencies = cd"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Pass Data with `Dataflow` Objects\n",
|
|
||||||
"\n",
|
|
||||||
"The `Dataflow` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `Dataflow` object and send it to the remote compute target. The `Dataflow` will not be evaluated locally."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" path = project_folder,\n",
|
|
||||||
" run_configuration=conda_run_config,\n",
|
|
||||||
" X = X,\n",
|
|
||||||
" y = y,\n",
|
|
||||||
" **automl_settings)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run = experiment.submit(automl_config, show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(remote_run).show()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(remote_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
" \n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = remote_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model that has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the first iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 0\n",
|
|
||||||
"best_run, fitted_model = remote_run.get_output(iteration = iteration)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Testing Our Best Fitted Model\n",
|
|
||||||
"We will try to predict 2 digits and see how our model works."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"#Randomly select digits and test\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import random\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize=(3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" plt.show()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Appendix"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Capture the `Dataflow` Objects for Later Use in AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"`Dataflow` objects are immutable and are composed of a list of data preparation steps. A `Dataflow` object can be branched at any point for further usage."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# sklearn.digits.data + target\n",
|
|
||||||
"digits_complete = dprep.auto_read_file('https://dprepdata.blob.core.windows.net/automl-notebook-data/digits-complete.csv')"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"`digits_complete` (sourced from `sklearn.datasets.load_digits()`) is forked into `dflow_X` to capture all the feature columns and `dflow_y` to capture the label column."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits_complete.to_pandas_dataframe().shape\n",
|
|
||||||
"labels_column = 'Column64'\n",
|
|
||||||
"dflow_X = digits_complete.drop_columns(columns = [labels_column])\n",
|
|
||||||
"dflow_y = digits_complete.keep_columns(columns = [labels_column])"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.5"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,455 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Prepare Data using `azureml.dataprep` for Local Execution\n",
|
|
||||||
"In this example we showcase how you can use the `azureml.dataprep` SDK to load and prepare data for AutoML. `azureml.dataprep` can also be used standalone; full documentation can be found [here](https://github.com/Microsoft/PendletonDocs).\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Define data loading and preparation steps in a `Dataflow` using `azureml.dataprep`.\n",
|
|
||||||
"2. Pass the `Dataflow` to AutoML for a local run.\n",
|
|
||||||
"3. Pass the `Dataflow` to AutoML for a remote run."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Compatibility\n",
|
|
||||||
"\n",
|
|
||||||
"Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"import azureml.dataprep as dprep\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
" \n",
|
|
||||||
"# choose a name for experiment\n",
|
|
||||||
"experiment_name = 'automl-dataprep-local'\n",
|
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-dataprep-local'\n",
|
|
||||||
" \n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
" \n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Loading Data using DataPrep"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
|
|
||||||
"# The data referenced here was pulled from `sklearn.datasets.load_digits()`.\n",
|
|
||||||
"simple_example_data_root = 'https://dprepdata.blob.core.windows.net/automl-notebook-data/'\n",
|
|
||||||
"X = dprep.auto_read_file(simple_example_data_root + 'X.csv').skip(1) # Remove the header row.\n",
|
|
||||||
"\n",
|
|
||||||
"# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
|
|
||||||
"# and convert column types manually.\n",
|
|
||||||
"# Here we read a comma delimited file and convert all columns to integers.\n",
|
|
||||||
"y = dprep.read_csv(simple_example_data_root + 'y.csv').to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Review the Data Preparation Result\n",
|
|
||||||
"\n",
|
|
||||||
"You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only `j` records for all the steps in the Dataflow, which makes it fast even against large datasets."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"X.skip(1).head(5)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"This creates a general AutoML settings object applicable for both local and remote runs."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\" : 10,\n",
|
|
||||||
" \"iterations\" : 2,\n",
|
|
||||||
" \"primary_metric\" : 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\" : False,\n",
|
|
||||||
" \"verbosity\" : logging.INFO,\n",
|
|
||||||
" \"n_cross_validations\": 3\n",
|
|
||||||
"}"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Local Run"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Pass Data with `Dataflow` Objects\n",
|
|
||||||
"\n",
|
|
||||||
"The `Dataflow` objects captured above can be passed to the `submit` method for a local run. AutoML will retrieve the results from the `Dataflow` for model training."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" X = X,\n",
|
|
||||||
" y = y,\n",
|
|
||||||
" **automl_settings)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run = experiment.submit(automl_config, show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(local_run).show()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(local_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
" \n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = local_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model that has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the first iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 0\n",
|
|
||||||
"best_run, fitted_model = local_run.get_output(iteration = iteration)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Testing Our Best Fitted Model\n",
|
|
||||||
"We will try to predict 2 digits and see how our model works."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"#Randomly select digits and test\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import random\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize=(3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" plt.show()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Appendix"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Capture the `Dataflow` Objects for Later Use in AutoML\n",
|
|
||||||
"\n",
|
|
||||||
"`Dataflow` objects are immutable and are composed of a list of data preparation steps. A `Dataflow` object can be branched at any point for further usage."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# sklearn.digits.data + target\n",
|
|
||||||
"digits_complete = dprep.auto_read_file('https://dprepdata.blob.core.windows.net/automl-notebook-data/digits-complete.csv')"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"`digits_complete` (sourced from `sklearn.datasets.load_digits()`) is forked into `dflow_X` to capture all the feature columns and `dflow_y` to capture the label column."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits_complete.to_pandas_dataframe().shape\n",
|
|
||||||
"labels_column = 'Column64'\n",
|
|
||||||
"dflow_X = digits_complete.drop_columns(columns = [labels_column])\n",
|
|
||||||
"dflow_y = digits_complete.keep_columns(columns = [labels_column])"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.5"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,505 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Load Data using `TabularDataset` for Remote Execution (AmlCompute)**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create a `TabularDataset` pointing to the training data.\n",
|
||||||
|
"2. Pass the `TabularDataset` to AutoML for a remote run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for experiment\n",
|
||||||
|
"experiment_name = 'automl-dataset-remote-bai'\n",
|
||||||
|
" \n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
" \n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
|
||||||
|
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Review the data\n",
|
||||||
|
"\n",
|
||||||
|
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
|
||||||
|
"\n",
|
||||||
|
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
|
||||||
|
"label_column_name = 'Primary Type'"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"This creates a general AutoML settings object applicable for both local and remote runs."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\" : 10,\n",
|
||||||
|
" \"iterations\" : 2,\n",
|
||||||
|
" \"primary_metric\" : 'AUC_weighted',\n",
|
||||||
|
" \"preprocess\" : True,\n",
|
||||||
|
" \"verbosity\" : logging.INFO\n",
|
||||||
|
"}"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create or Attach an AmlCompute cluster"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlc2\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
"\n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\\n\",\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
"\n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
"\n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Pass Data with `TabularDataset` Objects\n",
|
||||||
|
"\n",
|
||||||
|
"The `TabularDataset` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `TabularDataset` object and send it to the remote compute target. The `TabularDataset` will not be evaluated locally."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" training_data = training_data,\n",
|
||||||
|
" label_column_name = label_column_name,\n",
|
||||||
|
" **automl_settings)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Pre-process cache cleanup\n",
|
||||||
|
"The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run.clean_preprocessor_cache()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Cancelling Runs\n",
|
||||||
|
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
||||||
|
"# remote_run.cancel()\n",
|
||||||
|
"\n",
|
||||||
|
"# Cancel iteration 1 and move onto iteration 2.\n",
|
||||||
|
"# remote_run.cancel_iteration(1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(remote_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
" \n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model that has the smallest `log_loss` value:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"log_loss\"\n",
|
||||||
|
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Model from a Specific Iteration\n",
|
||||||
|
"Show the run and the model from the first iteration:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 0\n",
|
||||||
|
"best_run, fitted_model = remote_run.get_output(iteration = iteration)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"#### Load Test Data\n",
|
||||||
|
"For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
|
||||||
|
"\n",
|
||||||
|
"df_test = dataset_test.to_pandas_dataframe()\n",
|
||||||
|
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
|
||||||
|
"\n",
|
||||||
|
"y_test = df_test[['Primary Type']]\n",
|
||||||
|
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Testing Our Best Fitted Model\n",
|
||||||
|
"We will use confusion matrix to see how our model works."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from pandas_ml import ConfusionMatrix\n",
|
||||||
|
"\n",
|
||||||
|
"ypred = fitted_model.predict(X_test)\n",
|
||||||
|
"\n",
|
||||||
|
"cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
|
||||||
|
"\n",
|
||||||
|
"print(cm)\n",
|
||||||
|
"\n",
|
||||||
|
"cm.plot()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.5"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-dataset-remote-execution
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -0,0 +1,399 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Load Data using `TabularDataset` for Local Execution**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create a `TabularDataset` pointing to the training data.\n",
|
||||||
|
"2. Pass the `TabularDataset` to AutoML for a local run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
" \n",
|
||||||
|
"# choose a name for experiment\n",
|
||||||
|
"experiment_name = 'automl-dataset-local'\n",
|
||||||
|
" \n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
" \n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
|
||||||
|
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Review the data\n",
|
||||||
|
"\n",
|
||||||
|
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
|
||||||
|
"\n",
|
||||||
|
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
|
||||||
|
"label_column_name = 'Primary Type'"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"This creates a general AutoML settings object applicable for both local and remote runs."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\" : 10,\n",
|
||||||
|
" \"iterations\" : 2,\n",
|
||||||
|
" \"primary_metric\" : 'AUC_weighted',\n",
|
||||||
|
" \"preprocess\" : True,\n",
|
||||||
|
" \"verbosity\" : logging.INFO\n",
|
||||||
|
"}"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Pass Data with `TabularDataset` Objects\n",
|
||||||
|
"\n",
|
||||||
|
"The `TabularDataset` objects captured above can be passed to the `submit` method for a local run. AutoML will retrieve the results from the `TabularDataset` for model training."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" training_data = training_data,\n",
|
||||||
|
" label_column_name = label_column_name,\n",
|
||||||
|
" **automl_settings)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(local_run).show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(local_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
" \n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = local_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model that has the smallest `log_loss` value:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"log_loss\"\n",
|
||||||
|
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Model from a Specific Iteration\n",
|
||||||
|
"Show the run and the model from the first iteration:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 0\n",
|
||||||
|
"best_run, fitted_model = local_run.get_output(iteration = iteration)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"#### Load Test Data\n",
|
||||||
|
"For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
|
||||||
|
"\n",
|
||||||
|
"df_test = dataset_test.to_pandas_dataframe()\n",
|
||||||
|
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
|
||||||
|
"\n",
|
||||||
|
"y_test = df_test[['Primary Type']]\n",
|
||||||
|
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Testing Our Best Fitted Model\n",
|
||||||
|
"We will use confusion matrix to see how our model works."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from pandas_ml import ConfusionMatrix\n",
|
||||||
|
"\n",
|
||||||
|
"ypred = fitted_model.predict(X_test)\n",
|
||||||
|
"\n",
|
||||||
|
"cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
|
||||||
|
"\n",
|
||||||
|
"print(cm)\n",
|
||||||
|
"\n",
|
||||||
|
"cm.plot()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.5"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: auto-ml-dataset
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- azureml-dataprep[pandas]
|
||||||
@@ -13,24 +13,45 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Exploring Previous Runs\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we present some examples on navigating previously executed runs. We also show how you can download a fitted model for any previous run.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. List all experiments in a workspace.\n",
|
|
||||||
"2. List all AutoML runs in an experiment.\n",
|
|
||||||
"3. Get details for an AutoML run, including settings, run widget, and all metrics.\n",
|
|
||||||
"4. Download a fitted pipeline for any iteration.\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# List all AutoML Experiments in a Workspace"
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Exploring Previous Runs**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Explore](#Explore)\n",
|
||||||
|
"1. [Download](#Download)\n",
|
||||||
|
"1. [Register](#Register)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we present some examples on navigating previously executed runs. We also show how you can download a fitted model for any previous run.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. List all experiments in a workspace.\n",
|
||||||
|
"2. List all AutoML runs in an experiment.\n",
|
||||||
|
"3. Get details for an AutoML run, including settings, run widget, and all metrics.\n",
|
||||||
|
"4. Download a fitted pipeline for any iteration."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -39,22 +60,11 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"import re\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
"import json\n",
|
||||||
"\n",
|
"\n",
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.run import Run\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
"from azureml.train.automl.run import AutoMLRun"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -64,17 +74,34 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Explore"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### List Experiments"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
"experiment_list = Experiment.list(workspace=ws)\n",
|
"experiment_list = Experiment.list(workspace=ws)\n",
|
||||||
"\n",
|
"\n",
|
||||||
"summary_df = pd.DataFrame(index = ['No of Runs'])\n",
|
"summary_df = pd.DataFrame(index = ['No of Runs'])\n",
|
||||||
"pattern = re.compile('^AutoML_[^_]*$')\n",
|
|
||||||
"for experiment in experiment_list:\n",
|
"for experiment in experiment_list:\n",
|
||||||
" all_runs = list(experiment.get_runs())\n",
|
" automl_runs = list(experiment.get_runs(type='automl'))\n",
|
||||||
" automl_runs = []\n",
|
|
||||||
" for run in all_runs:\n",
|
|
||||||
" if(pattern.match(run.id)):\n",
|
|
||||||
" automl_runs.append(run) \n",
|
|
||||||
" summary_df[experiment.name] = [len(automl_runs)]\n",
|
" summary_df[experiment.name] = [len(automl_runs)]\n",
|
||||||
" \n",
|
" \n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
@@ -85,26 +112,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"### List runs for an experiment\n",
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# List AutoML runs for an experiment\n",
|
|
||||||
"Set `experiment_name` to any experiment name from the result of the Experiment.list cell to load the AutoML runs."
|
"Set `experiment_name` to any experiment name from the result of the Experiment.list cell to load the AutoML runs."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -118,14 +126,12 @@
|
|||||||
"\n",
|
"\n",
|
||||||
"proj = ws.experiments[experiment_name]\n",
|
"proj = ws.experiments[experiment_name]\n",
|
||||||
"summary_df = pd.DataFrame(index = ['Type', 'Status', 'Primary Metric', 'Iterations', 'Compute', 'Name'])\n",
|
"summary_df = pd.DataFrame(index = ['Type', 'Status', 'Primary Metric', 'Iterations', 'Compute', 'Name'])\n",
|
||||||
"pattern = re.compile('^AutoML_[^_]*$')\n",
|
"automl_runs = list(proj.get_runs(type='automl'))\n",
|
||||||
"all_runs = list(proj.get_runs(properties={'azureml.runsource': 'automl'}))\n",
|
|
||||||
"automl_runs_project = []\n",
|
"automl_runs_project = []\n",
|
||||||
"for run in all_runs:\n",
|
"for run in automl_runs:\n",
|
||||||
" if(pattern.match(run.id)):\n",
|
|
||||||
" properties = run.get_properties()\n",
|
" properties = run.get_properties()\n",
|
||||||
" tags = run.get_tags()\n",
|
" tags = run.get_tags()\n",
|
||||||
" amlsettings = eval(properties['RawAMLSettingsString'])\n",
|
" amlsettings = json.loads(properties['AMLSettingsJsonString'])\n",
|
||||||
" if 'iterations' in tags:\n",
|
" if 'iterations' in tags:\n",
|
||||||
" iterations = tags['iterations']\n",
|
" iterations = tags['iterations']\n",
|
||||||
" else:\n",
|
" else:\n",
|
||||||
@@ -146,7 +152,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Get details for an AutoML run\n",
|
"### Get details for a run\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Copy the project name and run id from the previous cell output to find more details on a particular run."
|
"Copy the project name and run id from the previous cell output to find more details on a particular run."
|
||||||
]
|
]
|
||||||
@@ -169,7 +175,7 @@
|
|||||||
"properties = ml_run.get_properties()\n",
|
"properties = ml_run.get_properties()\n",
|
||||||
"tags = ml_run.get_tags()\n",
|
"tags = ml_run.get_tags()\n",
|
||||||
"status = ml_run.get_details()\n",
|
"status = ml_run.get_details()\n",
|
||||||
"amlsettings = eval(properties['RawAMLSettingsString'])\n",
|
"amlsettings = json.loads(properties['AMLSettingsJsonString'])\n",
|
||||||
"if 'iterations' in tags:\n",
|
"if 'iterations' in tags:\n",
|
||||||
" iterations = tags['iterations']\n",
|
" iterations = tags['iterations']\n",
|
||||||
"else:\n",
|
"else:\n",
|
||||||
@@ -191,12 +197,12 @@
|
|||||||
"display(HTML('<h3>Iterations</h3>'))\n",
|
"display(HTML('<h3>Iterations</h3>'))\n",
|
||||||
"RunDetails(ml_run).show() \n",
|
"RunDetails(ml_run).show() \n",
|
||||||
"\n",
|
"\n",
|
||||||
"children = list(ml_run.get_children())\n",
|
"all_metrics = ml_run.get_metrics(recursive=True)\n",
|
||||||
"metricslist = {}\n",
|
"metricslist = {}\n",
|
||||||
"for run in children:\n",
|
"for run_id, metrics in all_metrics.items():\n",
|
||||||
" properties = run.get_properties()\n",
|
" iteration = int(run_id.split('_')[-1])\n",
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
" float_metrics = {k: v for k, v in metrics.items() if isinstance(v, float)}\n",
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
" metricslist[iteration] = float_metrics\n",
|
||||||
"\n",
|
"\n",
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
"display(HTML('<h3>Metrics</h3>'))\n",
|
"display(HTML('<h3>Metrics</h3>'))\n",
|
||||||
@@ -207,14 +213,14 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Download fitted models"
|
"## Download"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Download the Best Model for Any Given Metric"
|
"### Download the Best Model for Any Given Metric"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -232,7 +238,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Download the Model for Any Given Iteration"
|
"### Download the Model for Any Given Iteration"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -250,7 +256,14 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Register fitted model for deployment\n",
|
"## Register"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Register fitted model for deployment\n",
|
||||||
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
|
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -263,14 +276,14 @@
|
|||||||
"description = 'AutoML Model'\n",
|
"description = 'AutoML Model'\n",
|
||||||
"tags = None\n",
|
"tags = None\n",
|
||||||
"ml_run.register_model(description = description, tags = tags)\n",
|
"ml_run.register_model(description = description, tags = tags)\n",
|
||||||
"ml_run.model_id # Use this id to deploy the model as a web service in Azure."
|
"print(ml_run.model_id) # Use this id to deploy the model as a web service in Azure."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Register the Best Model for Any Given Metric"
|
"### Register the Best Model for Any Given Metric"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -290,7 +303,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Register the Model for Any Given Iteration"
|
"### Register the Model for Any Given Iteration"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-exploring-previous-runs
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -1,398 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Energy Demand Forecasting\n",
|
|
||||||
"\n",
|
|
||||||
"In this example, we show how AutoML can be used for energy demand forecasting.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you would see\n",
|
|
||||||
"1. Creating an Experiment in an existing Workspace\n",
|
|
||||||
"2. Instantiating AutoMLConfig with new task type \"forecasting\" for timeseries data training, and other timeseries related settings: for this dataset we use the basic one: \"time_column_name\" \n",
|
|
||||||
"3. Training the Model using local compute\n",
|
|
||||||
"4. Exploring the results\n",
|
|
||||||
"5. Testing the fitted model"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import azureml.core\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import os\n",
|
|
||||||
"import logging\n",
|
|
||||||
"import warnings\n",
|
|
||||||
"# Squash warning messages for cleaner output in the notebook\n",
|
|
||||||
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# choose a name for the run history container in the workspace\n",
|
|
||||||
"experiment_name = 'automl-energydemandforecasting'\n",
|
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-energydemandforecasting'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Run History Name'] = experiment_name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Read Data\n",
|
|
||||||
"Read energy demanding data from file, and preview data."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"data = pd.read_csv(\"nyc_energy.csv\", parse_dates=['timeStamp'])\n",
|
|
||||||
"data.head()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Split the data to train and test\n",
|
|
||||||
"\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"train = data[data['timeStamp'] < '2017-02-01']\n",
|
|
||||||
"test = data[data['timeStamp'] >= '2017-02-01']\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Prepare the test data, we will feed X_test to the fitted model and get prediction"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"y_test = test.pop('demand').values\n",
|
|
||||||
"X_test = test"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Split the train data to train and valid\n",
|
|
||||||
"\n",
|
|
||||||
"Use one month's data as valid data\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"X_train = train[train['timeStamp'] < '2017-01-01']\n",
|
|
||||||
"X_valid = train[train['timeStamp'] >= '2017-01-01']\n",
|
|
||||||
"y_train = X_train.pop('demand').values\n",
|
|
||||||
"y_valid = X_valid.pop('demand').values\n",
|
|
||||||
"print(X_train.shape)\n",
|
|
||||||
"print(y_train.shape)\n",
|
|
||||||
"print(X_valid.shape)\n",
|
|
||||||
"print(y_valid.shape)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Instantiate Auto ML Config\n",
|
|
||||||
"\n",
|
|
||||||
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**task**|forecasting|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers. |\n",
|
|
||||||
"|**X_valid**|Data used to evaluate a model in a iteration. (sparse) array-like, shape = [n_samples, n_features]|\n",
|
|
||||||
"|**y_valid**|Data used to evaluate a model in a iteration. (sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers. |\n",
|
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"time_column_name = 'timeStamp'\n",
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"time_column_name\": time_column_name,\n",
|
|
||||||
"}\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'forecasting',\n",
|
|
||||||
" debug_log = 'automl_nyc_energy_errors.log',\n",
|
|
||||||
" primary_metric='normalized_root_mean_squared_error',\n",
|
|
||||||
" iterations = 10,\n",
|
|
||||||
" iteration_timeout_minutes = 5,\n",
|
|
||||||
" X = X_train,\n",
|
|
||||||
" y = y_train,\n",
|
|
||||||
" X_valid = X_valid,\n",
|
|
||||||
" y_valid = y_valid,\n",
|
|
||||||
" path=project_folder,\n",
|
|
||||||
" verbosity = logging.INFO,\n",
|
|
||||||
" **automl_settings)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Training the Model\n",
|
|
||||||
"\n",
|
|
||||||
"You can call the submit method on the experiment object and pass the run configuration. For Local runs the execution is synchronous. Depending on the data and number of iterations this can run for while.\n",
|
|
||||||
"You will see the currently running iterations printing to the console."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run = experiment.submit(automl_config, show_output=True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = local_run.get_output()\n",
|
|
||||||
"fitted_model.steps"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model\n",
|
|
||||||
"\n",
|
|
||||||
"Predict on training and test set, and calculate residual values."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"y_pred = fitted_model.predict(X_test)\n",
|
|
||||||
"y_pred"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Define a Check Data Function\n",
|
|
||||||
"\n",
|
|
||||||
"Remove the nan values from y_test to avoid error when calculate metrics "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"def _check_calc_input(y_true, y_pred, rm_na=True):\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" Check that 'y_true' and 'y_pred' are non-empty and\n",
|
|
||||||
" have equal length.\n",
|
|
||||||
"\n",
|
|
||||||
" :param y_true: Vector of actual values\n",
|
|
||||||
" :type y_true: array-like\n",
|
|
||||||
"\n",
|
|
||||||
" :param y_pred: Vector of predicted values\n",
|
|
||||||
" :type y_pred: array-like\n",
|
|
||||||
"\n",
|
|
||||||
" :param rm_na:\n",
|
|
||||||
" If rm_na=True, remove entries where y_true=NA and y_pred=NA.\n",
|
|
||||||
" :type rm_na: boolean\n",
|
|
||||||
"\n",
|
|
||||||
" :return:\n",
|
|
||||||
" Tuple (y_true, y_pred). if rm_na=True,\n",
|
|
||||||
" the returned vectors may differ from their input values.\n",
|
|
||||||
" :rtype: Tuple with 2 entries\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" if len(y_true) != len(y_pred):\n",
|
|
||||||
" raise ValueError(\n",
|
|
||||||
" 'the true values and prediction values do not have equal length.')\n",
|
|
||||||
" elif len(y_true) == 0:\n",
|
|
||||||
" raise ValueError(\n",
|
|
||||||
" 'y_true and y_pred are empty.')\n",
|
|
||||||
" # if there is any non-numeric element in the y_true or y_pred,\n",
|
|
||||||
" # the ValueError exception will be thrown.\n",
|
|
||||||
" y_true = np.array(y_true).astype(float)\n",
|
|
||||||
" y_pred = np.array(y_pred).astype(float)\n",
|
|
||||||
" if rm_na:\n",
|
|
||||||
" # remove entries both in y_true and y_pred where at least\n",
|
|
||||||
" # one element in y_true or y_pred is missing\n",
|
|
||||||
" y_true_rm_na = y_true[~(np.isnan(y_true) | np.isnan(y_pred))]\n",
|
|
||||||
" y_pred_rm_na = y_pred[~(np.isnan(y_true) | np.isnan(y_pred))]\n",
|
|
||||||
" return (y_true_rm_na, y_pred_rm_na)\n",
|
|
||||||
" else:\n",
|
|
||||||
" return y_true, y_pred"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Use the Check Data Function to remove the nan values from y_test to avoid error when calculate metrics "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"y_test,y_pred = _check_calc_input(y_test,y_pred)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Calculate metrics for the prediction\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % np.sqrt(mean_squared_error(y_test, y_pred)))\n",
|
|
||||||
"# Explained variance score: 1 is perfect prediction\n",
|
|
||||||
"print('mean_absolute_error score: %.2f' % mean_absolute_error(y_test, y_pred))\n",
|
|
||||||
"print('R2 score: %.2f' % r2_score(y_test, y_pred))\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"# Plot outputs\n",
|
|
||||||
"%matplotlib notebook\n",
|
|
||||||
"test_pred = plt.scatter(y_test, y_pred, color='b')\n",
|
|
||||||
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
|
||||||
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
|
||||||
"plt.show()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "xiaga"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,394 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Orange Juice Sales Forecasting\n",
|
|
||||||
"\n",
|
|
||||||
"In this example, we use AutoML to find and tune a time-series forecasting model.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration notebook](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook, you will:\n",
|
|
||||||
"1. Create an Experiment in an existing Workspace\n",
|
|
||||||
"2. Instantiate an AutoMLConfig \n",
|
|
||||||
"3. Find and train a forecasting model using local compute\n",
|
|
||||||
"4. Evaluate the performance of the model\n",
|
|
||||||
"\n",
|
|
||||||
"## Sample Data\n",
|
|
||||||
"The examples in the follow code samples use the [University of Chicago's Dominick's Finer Foods dataset](https://research.chicagobooth.edu/kilts/marketing-databases/dominicks) to forecast orange juice sales. Dominick's was a grocery chain in the Chicago metropolitan area."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment is a named object in a Workspace which represents a predictive task, the output of which is a trained model and a set of evaluation metrics for the model. "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import azureml.core\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import os\n",
|
|
||||||
"import logging\n",
|
|
||||||
"import warnings\n",
|
|
||||||
"# Squash warning messages for cleaner output in the notebook\n",
|
|
||||||
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
|
||||||
"\n",
|
|
||||||
"\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun\n",
|
|
||||||
"from sklearn.metrics import mean_absolute_error, mean_squared_error"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# choose a name for the run history container in the workspace\n",
|
|
||||||
"experiment_name = 'automl-ojsalesforecasting'\n",
|
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-ojsalesforecasting'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Run History Name'] = experiment_name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Read Data\n",
|
|
||||||
"You are now ready to load the historical orange juice sales data. We will load the CSV file into a plain pandas DataFrame; the time column in the CSV is called _WeekStarting_, so it will be specially parsed into the datetime type."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"time_column_name = 'WeekStarting'\n",
|
|
||||||
"data = pd.read_csv(\"dominicks_OJ.csv\", parse_dates=[time_column_name])\n",
|
|
||||||
"data.head()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Each row in the DataFrame holds a quantity of weekly sales for an OJ brand at a single store. The data also includes the sales price, a flag indicating if the OJ brand was advertised in the store that week, and some customer demographic information based on the store location. For historical reasons, the data also include the logarithm of the sales quantity. The Dominick's grocery data is commonly used to illustrate econometric modeling techniques where logarithms of quantities are generally preferred. \n",
|
|
||||||
"\n",
|
|
||||||
"The task is now to build a time-series model for the _Quantity_ column. It is important to note that this dataset is comprised of many individual time-series - one for each unique combination of _Store_ and _Brand_. To distinguish the individual time-series, we thus define the **grain** - the columns whose values determine the boundaries between time-series: "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"grain_column_names = ['Store', 'Brand']\n",
|
|
||||||
"nseries = data.groupby(grain_column_names).ngroups\n",
|
|
||||||
"print('Data contains {0} individual time-series.'.format(nseries))"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Data Splitting\n",
|
|
||||||
"For the purposes of demonstration and later forecast evaluation, we now split the data into a training and a testing set. The test set will contain the final 20 weeks of observed sales for each time-series."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ntest_periods = 20\n",
|
|
||||||
"\n",
|
|
||||||
"def split_last_n_by_grain(df, n):\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" Group df by grain and split on last n rows for each group\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" df_grouped = (df.sort_values(time_column_name) # Sort by ascending time\n",
|
|
||||||
" .groupby(grain_column_names, group_keys=False))\n",
|
|
||||||
" df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-n])\n",
|
|
||||||
" df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-n:])\n",
|
|
||||||
" return df_head, df_tail\n",
|
|
||||||
"\n",
|
|
||||||
"X_train, X_test = split_last_n_by_grain(data, ntest_periods)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Modeling\n",
|
|
||||||
"\n",
|
|
||||||
"For forecasting tasks, AutoML uses pre-processing and estimation steps that are specific to time-series. AutoML will undertake the following pre-processing steps:\n",
|
|
||||||
"* Detect time-series sample frequency (e.g. hourly, daily, weekly) and create new records for absent time points to make the series regular. A regular time series has a well-defined frequency and has a value at every sample point in a contiguous time span \n",
|
|
||||||
"* Impute missing values in the target (via forward-fill) and feature columns (using median column values) \n",
|
|
||||||
"* Create grain-based features to enable fixed effects across different series\n",
|
|
||||||
"* Create time-based features to assist in learning seasonal patterns\n",
|
|
||||||
"* Encode categorical variables to numeric quantities\n",
|
|
||||||
"\n",
|
|
||||||
"AutoML will currently train a single, regression-type model across **all** time-series in a given training set. This allows the model to generalize across related series.\n",
|
|
||||||
"\n",
|
|
||||||
"You are almost ready to start an AutoML training job. We will first need to create a validation set from the existing training set (i.e. for hyper-parameter tuning): "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"nvalidation_periods = 20\n",
|
|
||||||
"X_train, X_validate = split_last_n_by_grain(X_train, nvalidation_periods)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"We also need to separate the target column from the rest of the DataFrame: "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"target_column_name = 'Quantity'\n",
|
|
||||||
"y_train = X_train.pop(target_column_name).values\n",
|
|
||||||
"y_validate = X_validate.pop(target_column_name).values "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an AutoMLConfig\n",
|
|
||||||
"\n",
|
|
||||||
"The AutoMLConfig object defines the settings and data for an AutoML training job. Here, we set necessary inputs like the task type, the number of AutoML iterations to try, and the training and validation data. \n",
|
|
||||||
"\n",
|
|
||||||
"For forecasting tasks, there are some additional parameters that can be set: the name of the column holding the date/time and the grain column names. A time column is required for forecasting, while the grain is optional. If a grain is not given, the forecaster assumes that the whole dataset is a single time-series. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak. \n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**task**|forecasting|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
|
|
||||||
"|**X**|Training matrix of features, shape = [n_training_samples, n_features]|\n",
|
|
||||||
"|**y**|Target values, shape = [n_training_samples, ]|\n",
|
|
||||||
"|**X_valid**|Validation matrix of features, shape = [n_validation_samples, n_features]|\n",
|
|
||||||
"|**y_valid**|Target values for validation, shape = [n_validation_samples, ]\n",
|
|
||||||
"|**enable_ensembling**|Allow AutoML to create ensembles of the best performing models\n",
|
|
||||||
"|**debug_log**|Log file path for writing debugging information\n",
|
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" 'time_column_name': time_column_name,\n",
|
|
||||||
" 'grain_column_names': grain_column_names,\n",
|
|
||||||
" 'drop_column_names': ['logQuantity']\n",
|
|
||||||
"}\n",
|
|
||||||
"\n",
|
|
||||||
"automl_config = AutoMLConfig(task='forecasting',\n",
|
|
||||||
" debug_log='automl_oj_sales_errors.log',\n",
|
|
||||||
" primary_metric='normalized_root_mean_squared_error',\n",
|
|
||||||
" iterations=10,\n",
|
|
||||||
" X=X_train,\n",
|
|
||||||
" y=y_train,\n",
|
|
||||||
" X_valid=X_validate,\n",
|
|
||||||
" y_valid=y_validate,\n",
|
|
||||||
" enable_ensembling=False,\n",
|
|
||||||
" path=project_folder,\n",
|
|
||||||
" verbosity=logging.INFO,\n",
|
|
||||||
" **automl_settings)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Training the Model\n",
|
|
||||||
"\n",
|
|
||||||
"You can now submit a new training run. For local runs, the execution is synchronous. Depending on the data and number of iterations this operation may take several minutes.\n",
|
|
||||||
"Information from each iteration will be printed to the console."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"local_run = experiment.submit(automl_config, show_output=True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"Each run within an Experiment stores serialized (i.e. pickled) pipelines from the AutoML iterations. We can now retrieve the pipeline with the best performance on the validation dataset:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_pipeline = local_run.get_output()\n",
|
|
||||||
"fitted_pipeline.steps"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Make Predictions from the Best Fitted Model\n",
|
|
||||||
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. First, we remove the target values from the test set:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"y_test = X_test.pop(target_column_name).values"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"X_test.head()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"To produce predictions on the test set, we need to know the feature values at all dates in the test set. This requirement is somewhat reasonable for the OJ sales data since the features mainly consist of price, which is usually set in advance, and customer demographics which are approximately constant for each store over the 20 week forecast horizon in the testing data. \n",
|
|
||||||
"\n",
|
|
||||||
"The target predictions can be retrieved by calling the `predict` method on the best model:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"y_pred = fitted_pipeline.predict(X_test)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Calculate evaluation metrics for the prediction\n",
|
|
||||||
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE)."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"def MAPE(actual, pred):\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" Calculate mean absolute percentage error.\n",
|
|
||||||
" Remove NA and values where actual is close to zero\n",
|
|
||||||
" \"\"\"\n",
|
|
||||||
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
|
|
||||||
" not_zero = ~np.isclose(actual, 0.0)\n",
|
|
||||||
" actual_safe = actual[not_na & not_zero]\n",
|
|
||||||
" pred_safe = pred[not_na & not_zero]\n",
|
|
||||||
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
|
|
||||||
" return np.mean(APE)\n",
|
|
||||||
"\n",
|
|
||||||
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % np.sqrt(mean_squared_error(y_test, y_pred)))\n",
|
|
||||||
"print('mean_absolute_error score: %.2f' % mean_absolute_error(y_test, y_pred))\n",
|
|
||||||
"print('MAPE: %.2f' % MAPE(y_test, y_pred))"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "erwright"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -0,0 +1,605 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"**BikeShare Demand Forecasting**\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Evaluate](#Evaluate)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"This notebook demonstrates demand forecasting for a bike-sharing service using AutoML.\n",
|
||||||
|
"\n",
|
||||||
|
"AutoML highlights here include built-in holiday featurization, accessing engineered feature names, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"Notebook synopsis:\n",
|
||||||
|
"1. Creating an Experiment in an existing Workspace\n",
|
||||||
|
"2. Configuration and local run of AutoML for a time-series model with lag and holiday features \n",
|
||||||
|
"3. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
|
||||||
|
"4. Evaluating the fitted model using a rolling test "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import azureml.core\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import logging\n",
|
||||||
|
"import warnings\n",
|
||||||
|
"\n",
|
||||||
|
"from pandas.tseries.frequencies import to_offset\n",
|
||||||
|
"\n",
|
||||||
|
"# Squash warning messages for cleaner output in the notebook\n",
|
||||||
|
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
||||||
|
"\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"from sklearn.metrics import mean_absolute_error, mean_squared_error"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for the run history container in the workspace\n",
|
||||||
|
"experiment_name = 'automl-bikeshareforecasting'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Run History Name'] = experiment_name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"Read bike share demand data from file, and preview data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = pd.read_csv('bike-no.csv', parse_dates=['date'])\n",
|
||||||
|
"data.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Let's set up what we know about the dataset. \n",
|
||||||
|
"\n",
|
||||||
|
"**Target column** is what we want to forecast.\n",
|
||||||
|
"\n",
|
||||||
|
"**Time column** is the time axis along which to predict.\n",
|
||||||
|
"\n",
|
||||||
|
"**Grain** is another word for an individual time series in your dataset. Grains are identified by values of the columns listed `grain_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
|
||||||
|
"\n",
|
||||||
|
"This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"target_column_name = 'cnt'\n",
|
||||||
|
"time_column_name = 'date'\n",
|
||||||
|
"grain_column_names = []"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Split the data\n",
|
||||||
|
"\n",
|
||||||
|
"The first split we make is into train and test sets. Note we are splitting on time."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"train = data[data[time_column_name] < '2012-09-01']\n",
|
||||||
|
"test = data[data[time_column_name] >= '2012-09-01']\n",
|
||||||
|
"\n",
|
||||||
|
"X_train = train.copy()\n",
|
||||||
|
"y_train = X_train.pop(target_column_name).values\n",
|
||||||
|
"\n",
|
||||||
|
"X_test = test.copy()\n",
|
||||||
|
"y_test = X_test.pop(target_column_name).values\n",
|
||||||
|
"\n",
|
||||||
|
"print(X_train.shape)\n",
|
||||||
|
"print(y_train.shape)\n",
|
||||||
|
"print(X_test.shape)\n",
|
||||||
|
"print(y_test.shape)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Setting forecaster maximum horizon \n",
|
||||||
|
"\n",
|
||||||
|
"The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 14 periods (i.e. 14 days). Notice that this is much shorter than the number of days in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand). "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"max_horizon = 14"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|forecasting|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**training_data**|Input dataset, containing both features and label column.|\n",
|
||||||
|
"|**label_column_name**|The name of the label column.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**country_or_region**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
|
||||||
|
"\n",
|
||||||
|
"This notebook uses the blacklist_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blacklist_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" 'time_column_name': time_column_name,\n",
|
||||||
|
" 'max_horizon': max_horizon,\n",
|
||||||
|
" # knowing the country/region allows Automated ML to bring in holidays\n",
|
||||||
|
" 'country_or_region': 'US',\n",
|
||||||
|
" 'target_lags': 1,\n",
|
||||||
|
" # these columns are a breakdown of the total and therefore a leak\n",
|
||||||
|
" 'drop_column_names': ['casual', 'registered']\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task='forecasting', \n",
|
||||||
|
" primary_metric='normalized_root_mean_squared_error',\n",
|
||||||
|
" blacklist_models = ['ExtremeRandomTrees'],\n",
|
||||||
|
" iterations=10,\n",
|
||||||
|
" iteration_timeout_minutes=5,\n",
|
||||||
|
" training_data=train,\n",
|
||||||
|
" label_column_name=target_column_name,\n",
|
||||||
|
" n_cross_validations=3, \n",
|
||||||
|
" verbosity=logging.INFO,\n",
|
||||||
|
" **automl_settings)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We will now run the experiment, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. You will see the currently running iterations printing to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = local_run.get_output()\n",
|
||||||
|
"fitted_model.steps"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### View the engineered names for featurized data\n",
|
||||||
|
"\n",
|
||||||
|
"You can accees the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"fitted_model.named_steps['timeseriestransformer'].get_engineered_feature_names()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### View the featurization summary\n",
|
||||||
|
"\n",
|
||||||
|
"You can also see what featurization steps were performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:\n",
|
||||||
|
"\n",
|
||||||
|
"- Raw feature name\n",
|
||||||
|
"- Number of engineered features formed out of this raw feature\n",
|
||||||
|
"- Type detected\n",
|
||||||
|
"- If feature was dropped\n",
|
||||||
|
"- List of feature transformations for the raw feature"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Get the featurization summary as a list of JSON\n",
|
||||||
|
"featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
|
||||||
|
"# View the featurization summary as a pandas dataframe\n",
|
||||||
|
"pd.DataFrame.from_records(featurization_summary)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Evaluate"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. \n",
|
||||||
|
"\n",
|
||||||
|
"We always score on the original dataset whose schema matches the training set schema."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_test.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We now define some functions for aligning output to input and for producing rolling forecasts over the full test set. As previously stated, the forecast horizon of 14 days is shorter than the length of the test set - which is about 120 days. To get predictions over the full test set, we iterate over the test set, making forecasts 14 days at a time and combining the results. We also make sure that each 14-day forecast uses up-to-date actuals - the current context - to construct lag features. \n",
|
||||||
|
"\n",
|
||||||
|
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name='predicted',\n",
|
||||||
|
" horizon_colname='horizon_origin'):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Demonstrates how to get the output aligned to the inputs\n",
|
||||||
|
" using pandas indexes. Helps understand what happened if\n",
|
||||||
|
" the output's shape differs from the input shape, or if\n",
|
||||||
|
" the data got re-sorted by time and grain during forecasting.\n",
|
||||||
|
" \n",
|
||||||
|
" Typical causes of misalignment are:\n",
|
||||||
|
" * we predicted some periods that were missing in actuals -> drop from eval\n",
|
||||||
|
" * model was asked to predict past max_horizon -> increase max horizon\n",
|
||||||
|
" * data at start of X_test was needed for lags -> provide previous periods\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted,\n",
|
||||||
|
" horizon_colname: X_trans[horizon_colname]})\n",
|
||||||
|
" # y and X outputs are aligned by forecast() function contract\n",
|
||||||
|
" df_fcst.index = X_trans.index\n",
|
||||||
|
" \n",
|
||||||
|
" # align original X_test to y_test \n",
|
||||||
|
" X_test_full = X_test.copy()\n",
|
||||||
|
" X_test_full[target_column_name] = y_test\n",
|
||||||
|
"\n",
|
||||||
|
" # X_test_full's index does not include origin, so reset for merge\n",
|
||||||
|
" df_fcst.reset_index(inplace=True)\n",
|
||||||
|
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
|
||||||
|
" together = df_fcst.merge(X_test_full, how='right')\n",
|
||||||
|
" \n",
|
||||||
|
" # drop rows where prediction or actuals are nan \n",
|
||||||
|
" # happens because of missing actuals \n",
|
||||||
|
" # or at edges of time due to lags/rolling windows\n",
|
||||||
|
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
|
||||||
|
" return(clean)\n",
|
||||||
|
"\n",
|
||||||
|
"def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Produce forecasts on a rolling origin over the given test set.\n",
|
||||||
|
" \n",
|
||||||
|
" Each iteration makes a forecast for the next 'max_horizon' periods \n",
|
||||||
|
" with respect to the current origin, then advances the origin by the horizon time duration. \n",
|
||||||
|
" The prediction context for each forecast is set so that the forecaster uses \n",
|
||||||
|
" the actual target values prior to the current origin time for constructing lag features.\n",
|
||||||
|
" \n",
|
||||||
|
" This function returns a concatenated DataFrame of rolling forecasts.\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" df_list = []\n",
|
||||||
|
" origin_time = X_test[time_column_name].min()\n",
|
||||||
|
" while origin_time <= X_test[time_column_name].max():\n",
|
||||||
|
" # Set the horizon time - end date of the forecast\n",
|
||||||
|
" horizon_time = origin_time + max_horizon * to_offset(freq)\n",
|
||||||
|
" \n",
|
||||||
|
" # Extract test data from an expanding window up-to the horizon \n",
|
||||||
|
" expand_wind = (X_test[time_column_name] < horizon_time)\n",
|
||||||
|
" X_test_expand = X_test[expand_wind]\n",
|
||||||
|
" y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)\n",
|
||||||
|
" y_query_expand.fill(np.NaN)\n",
|
||||||
|
" \n",
|
||||||
|
" if origin_time != X_test[time_column_name].min():\n",
|
||||||
|
" # Set the context by including actuals up-to the origin time\n",
|
||||||
|
" test_context_expand_wind = (X_test[time_column_name] < origin_time)\n",
|
||||||
|
" context_expand_wind = (X_test_expand[time_column_name] < origin_time)\n",
|
||||||
|
" y_query_expand[context_expand_wind] = y_test[test_context_expand_wind]\n",
|
||||||
|
" \n",
|
||||||
|
" # Make a forecast out to the maximum horizon\n",
|
||||||
|
" y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)\n",
|
||||||
|
" \n",
|
||||||
|
" # Align forecast with test set for dates within the current rolling window \n",
|
||||||
|
" trans_tindex = X_trans.index.get_level_values(time_column_name)\n",
|
||||||
|
" trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)\n",
|
||||||
|
" test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)\n",
|
||||||
|
" df_list.append(align_outputs(y_fcst[trans_roll_wind], X_trans[trans_roll_wind],\n",
|
||||||
|
" X_test[test_roll_wind], y_test[test_roll_wind]))\n",
|
||||||
|
" \n",
|
||||||
|
" # Advance the origin time\n",
|
||||||
|
" origin_time = horizon_time\n",
|
||||||
|
" \n",
|
||||||
|
" return pd.concat(df_list, ignore_index=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"df_all = do_rolling_forecast(fitted_model, X_test, y_test, max_horizon)\n",
|
||||||
|
"df_all"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We now calculate some error metrics for the forecasts and vizualize the predictions vs. the actuals."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def APE(actual, pred):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Calculate absolute percentage error.\n",
|
||||||
|
" Returns a vector of APE values with same length as actual/pred.\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" return 100*np.abs((actual - pred)/actual)\n",
|
||||||
|
"\n",
|
||||||
|
"def MAPE(actual, pred):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Calculate mean absolute percentage error.\n",
|
||||||
|
" Remove NA and values where actual is close to zero\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
|
||||||
|
" not_zero = ~np.isclose(actual, 0.0)\n",
|
||||||
|
" actual_safe = actual[not_na & not_zero]\n",
|
||||||
|
" pred_safe = pred[not_na & not_zero]\n",
|
||||||
|
" return np.mean(APE(actual_safe, pred_safe))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print(\"Simple forecasting model\")\n",
|
||||||
|
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
|
||||||
|
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
|
||||||
|
"print('mean_absolute_error score: %.2f' % mae)\n",
|
||||||
|
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
|
||||||
|
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The MAPE seems high; it is being skewed by an actual with a small absolute value. For a more informative evaluation, we can calculate the metrics by forecast horizon:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"df_all.groupby('horizon_origin').apply(\n",
|
||||||
|
" lambda df: pd.Series({'MAPE': MAPE(df[target_column_name], df['predicted']),\n",
|
||||||
|
" 'RMSE': np.sqrt(mean_squared_error(df[target_column_name], df['predicted'])),\n",
|
||||||
|
" 'MAE': mean_absolute_error(df[target_column_name], df['predicted'])}))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"It's also interesting to see the distributions of APE (absolute percentage error) by horizon. On a log scale, the outlying APE in the horizon-3 group is clear."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, max_horizon + 1)]\n",
|
||||||
|
"\n",
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"plt.boxplot(APEs)\n",
|
||||||
|
"plt.yscale('log')\n",
|
||||||
|
"plt.xlabel('horizon')\n",
|
||||||
|
"plt.ylabel('APE (%)')\n",
|
||||||
|
"plt.title('Absolute Percentage Errors by Forecast Horizon')\n",
|
||||||
|
"\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "erwright"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.8"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: auto-ml-forecasting-bike-share
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- statsmodels
|
||||||
@@ -0,0 +1,732 @@
|
|||||||
|
instant,date,season,yr,mnth,weekday,weathersit,temp,atemp,hum,windspeed,casual,registered,cnt
|
||||||
|
1,1/1/2011,1,0,1,6,2,0.344167,0.363625,0.805833,0.160446,331,654,985
|
||||||
|
2,1/2/2011,1,0,1,0,2,0.363478,0.353739,0.696087,0.248539,131,670,801
|
||||||
|
3,1/3/2011,1,0,1,1,1,0.196364,0.189405,0.437273,0.248309,120,1229,1349
|
||||||
|
4,1/4/2011,1,0,1,2,1,0.2,0.212122,0.590435,0.160296,108,1454,1562
|
||||||
|
5,1/5/2011,1,0,1,3,1,0.226957,0.22927,0.436957,0.1869,82,1518,1600
|
||||||
|
6,1/6/2011,1,0,1,4,1,0.204348,0.233209,0.518261,0.0895652,88,1518,1606
|
||||||
|
7,1/7/2011,1,0,1,5,2,0.196522,0.208839,0.498696,0.168726,148,1362,1510
|
||||||
|
8,1/8/2011,1,0,1,6,2,0.165,0.162254,0.535833,0.266804,68,891,959
|
||||||
|
9,1/9/2011,1,0,1,0,1,0.138333,0.116175,0.434167,0.36195,54,768,822
|
||||||
|
10,1/10/2011,1,0,1,1,1,0.150833,0.150888,0.482917,0.223267,41,1280,1321
|
||||||
|
11,1/11/2011,1,0,1,2,2,0.169091,0.191464,0.686364,0.122132,43,1220,1263
|
||||||
|
12,1/12/2011,1,0,1,3,1,0.172727,0.160473,0.599545,0.304627,25,1137,1162
|
||||||
|
13,1/13/2011,1,0,1,4,1,0.165,0.150883,0.470417,0.301,38,1368,1406
|
||||||
|
14,1/14/2011,1,0,1,5,1,0.16087,0.188413,0.537826,0.126548,54,1367,1421
|
||||||
|
15,1/15/2011,1,0,1,6,2,0.233333,0.248112,0.49875,0.157963,222,1026,1248
|
||||||
|
16,1/16/2011,1,0,1,0,1,0.231667,0.234217,0.48375,0.188433,251,953,1204
|
||||||
|
17,1/17/2011,1,0,1,1,2,0.175833,0.176771,0.5375,0.194017,117,883,1000
|
||||||
|
18,1/18/2011,1,0,1,2,2,0.216667,0.232333,0.861667,0.146775,9,674,683
|
||||||
|
19,1/19/2011,1,0,1,3,2,0.292174,0.298422,0.741739,0.208317,78,1572,1650
|
||||||
|
20,1/20/2011,1,0,1,4,2,0.261667,0.25505,0.538333,0.195904,83,1844,1927
|
||||||
|
21,1/21/2011,1,0,1,5,1,0.1775,0.157833,0.457083,0.353242,75,1468,1543
|
||||||
|
22,1/22/2011,1,0,1,6,1,0.0591304,0.0790696,0.4,0.17197,93,888,981
|
||||||
|
23,1/23/2011,1,0,1,0,1,0.0965217,0.0988391,0.436522,0.2466,150,836,986
|
||||||
|
24,1/24/2011,1,0,1,1,1,0.0973913,0.11793,0.491739,0.15833,86,1330,1416
|
||||||
|
25,1/25/2011,1,0,1,2,2,0.223478,0.234526,0.616957,0.129796,186,1799,1985
|
||||||
|
26,1/26/2011,1,0,1,3,3,0.2175,0.2036,0.8625,0.29385,34,472,506
|
||||||
|
27,1/27/2011,1,0,1,4,1,0.195,0.2197,0.6875,0.113837,15,416,431
|
||||||
|
28,1/28/2011,1,0,1,5,2,0.203478,0.223317,0.793043,0.1233,38,1129,1167
|
||||||
|
29,1/29/2011,1,0,1,6,1,0.196522,0.212126,0.651739,0.145365,123,975,1098
|
||||||
|
30,1/30/2011,1,0,1,0,1,0.216522,0.250322,0.722174,0.0739826,140,956,1096
|
||||||
|
31,1/31/2011,1,0,1,1,2,0.180833,0.18625,0.60375,0.187192,42,1459,1501
|
||||||
|
32,2/1/2011,1,0,2,2,2,0.192174,0.23453,0.829565,0.053213,47,1313,1360
|
||||||
|
33,2/2/2011,1,0,2,3,2,0.26,0.254417,0.775417,0.264308,72,1454,1526
|
||||||
|
34,2/3/2011,1,0,2,4,1,0.186957,0.177878,0.437826,0.277752,61,1489,1550
|
||||||
|
35,2/4/2011,1,0,2,5,2,0.211304,0.228587,0.585217,0.127839,88,1620,1708
|
||||||
|
36,2/5/2011,1,0,2,6,2,0.233333,0.243058,0.929167,0.161079,100,905,1005
|
||||||
|
37,2/6/2011,1,0,2,0,1,0.285833,0.291671,0.568333,0.1418,354,1269,1623
|
||||||
|
38,2/7/2011,1,0,2,1,1,0.271667,0.303658,0.738333,0.0454083,120,1592,1712
|
||||||
|
39,2/8/2011,1,0,2,2,1,0.220833,0.198246,0.537917,0.36195,64,1466,1530
|
||||||
|
40,2/9/2011,1,0,2,3,2,0.134783,0.144283,0.494783,0.188839,53,1552,1605
|
||||||
|
41,2/10/2011,1,0,2,4,1,0.144348,0.149548,0.437391,0.221935,47,1491,1538
|
||||||
|
42,2/11/2011,1,0,2,5,1,0.189091,0.213509,0.506364,0.10855,149,1597,1746
|
||||||
|
43,2/12/2011,1,0,2,6,1,0.2225,0.232954,0.544167,0.203367,288,1184,1472
|
||||||
|
44,2/13/2011,1,0,2,0,1,0.316522,0.324113,0.457391,0.260883,397,1192,1589
|
||||||
|
45,2/14/2011,1,0,2,1,1,0.415,0.39835,0.375833,0.417908,208,1705,1913
|
||||||
|
46,2/15/2011,1,0,2,2,1,0.266087,0.254274,0.314348,0.291374,140,1675,1815
|
||||||
|
47,2/16/2011,1,0,2,3,1,0.318261,0.3162,0.423478,0.251791,218,1897,2115
|
||||||
|
48,2/17/2011,1,0,2,4,1,0.435833,0.428658,0.505,0.230104,259,2216,2475
|
||||||
|
49,2/18/2011,1,0,2,5,1,0.521667,0.511983,0.516667,0.264925,579,2348,2927
|
||||||
|
50,2/19/2011,1,0,2,6,1,0.399167,0.391404,0.187917,0.507463,532,1103,1635
|
||||||
|
51,2/20/2011,1,0,2,0,1,0.285217,0.27733,0.407826,0.223235,639,1173,1812
|
||||||
|
52,2/21/2011,1,0,2,1,2,0.303333,0.284075,0.605,0.307846,195,912,1107
|
||||||
|
53,2/22/2011,1,0,2,2,1,0.182222,0.186033,0.577778,0.195683,74,1376,1450
|
||||||
|
54,2/23/2011,1,0,2,3,1,0.221739,0.245717,0.423043,0.094113,139,1778,1917
|
||||||
|
55,2/24/2011,1,0,2,4,2,0.295652,0.289191,0.697391,0.250496,100,1707,1807
|
||||||
|
56,2/25/2011,1,0,2,5,2,0.364348,0.350461,0.712174,0.346539,120,1341,1461
|
||||||
|
57,2/26/2011,1,0,2,6,1,0.2825,0.282192,0.537917,0.186571,424,1545,1969
|
||||||
|
58,2/27/2011,1,0,2,0,1,0.343478,0.351109,0.68,0.125248,694,1708,2402
|
||||||
|
59,2/28/2011,1,0,2,1,2,0.407273,0.400118,0.876364,0.289686,81,1365,1446
|
||||||
|
60,3/1/2011,1,0,3,2,1,0.266667,0.263879,0.535,0.216425,137,1714,1851
|
||||||
|
61,3/2/2011,1,0,3,3,1,0.335,0.320071,0.449583,0.307833,231,1903,2134
|
||||||
|
62,3/3/2011,1,0,3,4,1,0.198333,0.200133,0.318333,0.225754,123,1562,1685
|
||||||
|
63,3/4/2011,1,0,3,5,2,0.261667,0.255679,0.610417,0.203346,214,1730,1944
|
||||||
|
64,3/5/2011,1,0,3,6,2,0.384167,0.378779,0.789167,0.251871,640,1437,2077
|
||||||
|
65,3/6/2011,1,0,3,0,2,0.376522,0.366252,0.948261,0.343287,114,491,605
|
||||||
|
66,3/7/2011,1,0,3,1,1,0.261739,0.238461,0.551304,0.341352,244,1628,1872
|
||||||
|
67,3/8/2011,1,0,3,2,1,0.2925,0.3024,0.420833,0.12065,316,1817,2133
|
||||||
|
68,3/9/2011,1,0,3,3,2,0.295833,0.286608,0.775417,0.22015,191,1700,1891
|
||||||
|
69,3/10/2011,1,0,3,4,3,0.389091,0.385668,0,0.261877,46,577,623
|
||||||
|
70,3/11/2011,1,0,3,5,2,0.316522,0.305,0.649565,0.23297,247,1730,1977
|
||||||
|
71,3/12/2011,1,0,3,6,1,0.329167,0.32575,0.594583,0.220775,724,1408,2132
|
||||||
|
72,3/13/2011,1,0,3,0,1,0.384348,0.380091,0.527391,0.270604,982,1435,2417
|
||||||
|
73,3/14/2011,1,0,3,1,1,0.325217,0.332,0.496957,0.136926,359,1687,2046
|
||||||
|
74,3/15/2011,1,0,3,2,2,0.317391,0.318178,0.655652,0.184309,289,1767,2056
|
||||||
|
75,3/16/2011,1,0,3,3,2,0.365217,0.36693,0.776522,0.203117,321,1871,2192
|
||||||
|
76,3/17/2011,1,0,3,4,1,0.415,0.410333,0.602917,0.209579,424,2320,2744
|
||||||
|
77,3/18/2011,1,0,3,5,1,0.54,0.527009,0.525217,0.231017,884,2355,3239
|
||||||
|
78,3/19/2011,1,0,3,6,1,0.4725,0.466525,0.379167,0.368167,1424,1693,3117
|
||||||
|
79,3/20/2011,1,0,3,0,1,0.3325,0.32575,0.47375,0.207721,1047,1424,2471
|
||||||
|
80,3/21/2011,2,0,3,1,2,0.430435,0.409735,0.737391,0.288783,401,1676,2077
|
||||||
|
81,3/22/2011,2,0,3,2,1,0.441667,0.440642,0.624583,0.22575,460,2243,2703
|
||||||
|
82,3/23/2011,2,0,3,3,2,0.346957,0.337939,0.839565,0.234261,203,1918,2121
|
||||||
|
83,3/24/2011,2,0,3,4,2,0.285,0.270833,0.805833,0.243787,166,1699,1865
|
||||||
|
84,3/25/2011,2,0,3,5,1,0.264167,0.256312,0.495,0.230725,300,1910,2210
|
||||||
|
85,3/26/2011,2,0,3,6,1,0.265833,0.257571,0.394167,0.209571,981,1515,2496
|
||||||
|
86,3/27/2011,2,0,3,0,2,0.253043,0.250339,0.493913,0.1843,472,1221,1693
|
||||||
|
87,3/28/2011,2,0,3,1,1,0.264348,0.257574,0.302174,0.212204,222,1806,2028
|
||||||
|
88,3/29/2011,2,0,3,2,1,0.3025,0.292908,0.314167,0.226996,317,2108,2425
|
||||||
|
89,3/30/2011,2,0,3,3,2,0.3,0.29735,0.646667,0.172888,168,1368,1536
|
||||||
|
90,3/31/2011,2,0,3,4,3,0.268333,0.257575,0.918333,0.217646,179,1506,1685
|
||||||
|
91,4/1/2011,2,0,4,5,2,0.3,0.283454,0.68625,0.258708,307,1920,2227
|
||||||
|
92,4/2/2011,2,0,4,6,2,0.315,0.315637,0.65375,0.197146,898,1354,2252
|
||||||
|
93,4/3/2011,2,0,4,0,1,0.378333,0.378767,0.48,0.182213,1651,1598,3249
|
||||||
|
94,4/4/2011,2,0,4,1,1,0.573333,0.542929,0.42625,0.385571,734,2381,3115
|
||||||
|
95,4/5/2011,2,0,4,2,2,0.414167,0.39835,0.642083,0.388067,167,1628,1795
|
||||||
|
96,4/6/2011,2,0,4,3,1,0.390833,0.387608,0.470833,0.263063,413,2395,2808
|
||||||
|
97,4/7/2011,2,0,4,4,1,0.4375,0.433696,0.602917,0.162312,571,2570,3141
|
||||||
|
98,4/8/2011,2,0,4,5,2,0.335833,0.324479,0.83625,0.226992,172,1299,1471
|
||||||
|
99,4/9/2011,2,0,4,6,2,0.3425,0.341529,0.8775,0.133083,879,1576,2455
|
||||||
|
100,4/10/2011,2,0,4,0,2,0.426667,0.426737,0.8575,0.146767,1188,1707,2895
|
||||||
|
101,4/11/2011,2,0,4,1,2,0.595652,0.565217,0.716956,0.324474,855,2493,3348
|
||||||
|
102,4/12/2011,2,0,4,2,2,0.5025,0.493054,0.739167,0.274879,257,1777,2034
|
||||||
|
103,4/13/2011,2,0,4,3,2,0.4125,0.417283,0.819167,0.250617,209,1953,2162
|
||||||
|
104,4/14/2011,2,0,4,4,1,0.4675,0.462742,0.540417,0.1107,529,2738,3267
|
||||||
|
105,4/15/2011,2,0,4,5,1,0.446667,0.441913,0.67125,0.226375,642,2484,3126
|
||||||
|
106,4/16/2011,2,0,4,6,3,0.430833,0.425492,0.888333,0.340808,121,674,795
|
||||||
|
107,4/17/2011,2,0,4,0,1,0.456667,0.445696,0.479583,0.303496,1558,2186,3744
|
||||||
|
108,4/18/2011,2,0,4,1,1,0.5125,0.503146,0.5425,0.163567,669,2760,3429
|
||||||
|
109,4/19/2011,2,0,4,2,2,0.505833,0.489258,0.665833,0.157971,409,2795,3204
|
||||||
|
110,4/20/2011,2,0,4,3,1,0.595,0.564392,0.614167,0.241925,613,3331,3944
|
||||||
|
111,4/21/2011,2,0,4,4,1,0.459167,0.453892,0.407083,0.325258,745,3444,4189
|
||||||
|
112,4/22/2011,2,0,4,5,2,0.336667,0.321954,0.729583,0.219521,177,1506,1683
|
||||||
|
113,4/23/2011,2,0,4,6,2,0.46,0.450121,0.887917,0.230725,1462,2574,4036
|
||||||
|
114,4/24/2011,2,0,4,0,2,0.581667,0.551763,0.810833,0.192175,1710,2481,4191
|
||||||
|
115,4/25/2011,2,0,4,1,1,0.606667,0.5745,0.776667,0.185333,773,3300,4073
|
||||||
|
116,4/26/2011,2,0,4,2,1,0.631667,0.594083,0.729167,0.3265,678,3722,4400
|
||||||
|
117,4/27/2011,2,0,4,3,2,0.62,0.575142,0.835417,0.3122,547,3325,3872
|
||||||
|
118,4/28/2011,2,0,4,4,2,0.6175,0.578929,0.700833,0.320908,569,3489,4058
|
||||||
|
119,4/29/2011,2,0,4,5,1,0.51,0.497463,0.457083,0.240063,878,3717,4595
|
||||||
|
120,4/30/2011,2,0,4,6,1,0.4725,0.464021,0.503333,0.235075,1965,3347,5312
|
||||||
|
121,5/1/2011,2,0,5,0,2,0.451667,0.448204,0.762083,0.106354,1138,2213,3351
|
||||||
|
122,5/2/2011,2,0,5,1,2,0.549167,0.532833,0.73,0.183454,847,3554,4401
|
||||||
|
123,5/3/2011,2,0,5,2,2,0.616667,0.582079,0.697083,0.342667,603,3848,4451
|
||||||
|
124,5/4/2011,2,0,5,3,2,0.414167,0.40465,0.737083,0.328996,255,2378,2633
|
||||||
|
125,5/5/2011,2,0,5,4,1,0.459167,0.441917,0.444167,0.295392,614,3819,4433
|
||||||
|
126,5/6/2011,2,0,5,5,1,0.479167,0.474117,0.59,0.228246,894,3714,4608
|
||||||
|
127,5/7/2011,2,0,5,6,1,0.52,0.512621,0.54125,0.16045,1612,3102,4714
|
||||||
|
128,5/8/2011,2,0,5,0,1,0.528333,0.518933,0.631667,0.0746375,1401,2932,4333
|
||||||
|
129,5/9/2011,2,0,5,1,1,0.5325,0.525246,0.58875,0.176,664,3698,4362
|
||||||
|
130,5/10/2011,2,0,5,2,1,0.5325,0.522721,0.489167,0.115671,694,4109,4803
|
||||||
|
131,5/11/2011,2,0,5,3,1,0.5425,0.5284,0.632917,0.120642,550,3632,4182
|
||||||
|
132,5/12/2011,2,0,5,4,1,0.535,0.523363,0.7475,0.189667,695,4169,4864
|
||||||
|
133,5/13/2011,2,0,5,5,2,0.5125,0.4943,0.863333,0.179725,692,3413,4105
|
||||||
|
134,5/14/2011,2,0,5,6,2,0.520833,0.500629,0.9225,0.13495,902,2507,3409
|
||||||
|
135,5/15/2011,2,0,5,0,2,0.5625,0.536,0.867083,0.152979,1582,2971,4553
|
||||||
|
136,5/16/2011,2,0,5,1,1,0.5775,0.550512,0.787917,0.126871,773,3185,3958
|
||||||
|
137,5/17/2011,2,0,5,2,2,0.561667,0.538529,0.837917,0.277354,678,3445,4123
|
||||||
|
138,5/18/2011,2,0,5,3,2,0.55,0.527158,0.87,0.201492,536,3319,3855
|
||||||
|
139,5/19/2011,2,0,5,4,2,0.530833,0.510742,0.829583,0.108213,735,3840,4575
|
||||||
|
140,5/20/2011,2,0,5,5,1,0.536667,0.529042,0.719583,0.125013,909,4008,4917
|
||||||
|
141,5/21/2011,2,0,5,6,1,0.6025,0.571975,0.626667,0.12065,2258,3547,5805
|
||||||
|
142,5/22/2011,2,0,5,0,1,0.604167,0.5745,0.749583,0.148008,1576,3084,4660
|
||||||
|
143,5/23/2011,2,0,5,1,2,0.631667,0.590296,0.81,0.233842,836,3438,4274
|
||||||
|
144,5/24/2011,2,0,5,2,2,0.66,0.604813,0.740833,0.207092,659,3833,4492
|
||||||
|
145,5/25/2011,2,0,5,3,1,0.660833,0.615542,0.69625,0.154233,740,4238,4978
|
||||||
|
146,5/26/2011,2,0,5,4,1,0.708333,0.654688,0.6775,0.199642,758,3919,4677
|
||||||
|
147,5/27/2011,2,0,5,5,1,0.681667,0.637008,0.65375,0.240679,871,3808,4679
|
||||||
|
148,5/28/2011,2,0,5,6,1,0.655833,0.612379,0.729583,0.230092,2001,2757,4758
|
||||||
|
149,5/29/2011,2,0,5,0,1,0.6675,0.61555,0.81875,0.213938,2355,2433,4788
|
||||||
|
150,5/30/2011,2,0,5,1,1,0.733333,0.671092,0.685,0.131225,1549,2549,4098
|
||||||
|
151,5/31/2011,2,0,5,2,1,0.775,0.725383,0.636667,0.111329,673,3309,3982
|
||||||
|
152,6/1/2011,2,0,6,3,2,0.764167,0.720967,0.677083,0.207092,513,3461,3974
|
||||||
|
153,6/2/2011,2,0,6,4,1,0.715,0.643942,0.305,0.292287,736,4232,4968
|
||||||
|
154,6/3/2011,2,0,6,5,1,0.62,0.587133,0.354167,0.253121,898,4414,5312
|
||||||
|
155,6/4/2011,2,0,6,6,1,0.635,0.594696,0.45625,0.123142,1869,3473,5342
|
||||||
|
156,6/5/2011,2,0,6,0,2,0.648333,0.616804,0.6525,0.138692,1685,3221,4906
|
||||||
|
157,6/6/2011,2,0,6,1,1,0.678333,0.621858,0.6,0.121896,673,3875,4548
|
||||||
|
158,6/7/2011,2,0,6,2,1,0.7075,0.65595,0.597917,0.187808,763,4070,4833
|
||||||
|
159,6/8/2011,2,0,6,3,1,0.775833,0.727279,0.622083,0.136817,676,3725,4401
|
||||||
|
160,6/9/2011,2,0,6,4,2,0.808333,0.757579,0.568333,0.149883,563,3352,3915
|
||||||
|
161,6/10/2011,2,0,6,5,1,0.755,0.703292,0.605,0.140554,815,3771,4586
|
||||||
|
162,6/11/2011,2,0,6,6,1,0.725,0.678038,0.654583,0.15485,1729,3237,4966
|
||||||
|
163,6/12/2011,2,0,6,0,1,0.6925,0.643325,0.747917,0.163567,1467,2993,4460
|
||||||
|
164,6/13/2011,2,0,6,1,1,0.635,0.601654,0.494583,0.30535,863,4157,5020
|
||||||
|
165,6/14/2011,2,0,6,2,1,0.604167,0.591546,0.507083,0.269283,727,4164,4891
|
||||||
|
166,6/15/2011,2,0,6,3,1,0.626667,0.587754,0.471667,0.167912,769,4411,5180
|
||||||
|
167,6/16/2011,2,0,6,4,2,0.628333,0.595346,0.688333,0.206471,545,3222,3767
|
||||||
|
168,6/17/2011,2,0,6,5,1,0.649167,0.600383,0.735833,0.143029,863,3981,4844
|
||||||
|
169,6/18/2011,2,0,6,6,1,0.696667,0.643954,0.670417,0.119408,1807,3312,5119
|
||||||
|
170,6/19/2011,2,0,6,0,2,0.699167,0.645846,0.666667,0.102,1639,3105,4744
|
||||||
|
171,6/20/2011,2,0,6,1,2,0.635,0.595346,0.74625,0.155475,699,3311,4010
|
||||||
|
172,6/21/2011,3,0,6,2,2,0.680833,0.637646,0.770417,0.171025,774,4061,4835
|
||||||
|
173,6/22/2011,3,0,6,3,1,0.733333,0.693829,0.7075,0.172262,661,3846,4507
|
||||||
|
174,6/23/2011,3,0,6,4,2,0.728333,0.693833,0.703333,0.238804,746,4044,4790
|
||||||
|
175,6/24/2011,3,0,6,5,1,0.724167,0.656583,0.573333,0.222025,969,4022,4991
|
||||||
|
176,6/25/2011,3,0,6,6,1,0.695,0.643313,0.483333,0.209571,1782,3420,5202
|
||||||
|
177,6/26/2011,3,0,6,0,1,0.68,0.637629,0.513333,0.0945333,1920,3385,5305
|
||||||
|
178,6/27/2011,3,0,6,1,2,0.6825,0.637004,0.658333,0.107588,854,3854,4708
|
||||||
|
179,6/28/2011,3,0,6,2,1,0.744167,0.692558,0.634167,0.144283,732,3916,4648
|
||||||
|
180,6/29/2011,3,0,6,3,1,0.728333,0.654688,0.497917,0.261821,848,4377,5225
|
||||||
|
181,6/30/2011,3,0,6,4,1,0.696667,0.637008,0.434167,0.185312,1027,4488,5515
|
||||||
|
182,7/1/2011,3,0,7,5,1,0.7225,0.652162,0.39625,0.102608,1246,4116,5362
|
||||||
|
183,7/2/2011,3,0,7,6,1,0.738333,0.667308,0.444583,0.115062,2204,2915,5119
|
||||||
|
184,7/3/2011,3,0,7,0,2,0.716667,0.668575,0.6825,0.228858,2282,2367,4649
|
||||||
|
185,7/4/2011,3,0,7,1,2,0.726667,0.665417,0.637917,0.0814792,3065,2978,6043
|
||||||
|
186,7/5/2011,3,0,7,2,1,0.746667,0.696338,0.590417,0.126258,1031,3634,4665
|
||||||
|
187,7/6/2011,3,0,7,3,1,0.72,0.685633,0.743333,0.149883,784,3845,4629
|
||||||
|
188,7/7/2011,3,0,7,4,1,0.75,0.686871,0.65125,0.1592,754,3838,4592
|
||||||
|
189,7/8/2011,3,0,7,5,2,0.709167,0.670483,0.757917,0.225129,692,3348,4040
|
||||||
|
190,7/9/2011,3,0,7,6,1,0.733333,0.664158,0.609167,0.167912,1988,3348,5336
|
||||||
|
191,7/10/2011,3,0,7,0,1,0.7475,0.690025,0.578333,0.183471,1743,3138,4881
|
||||||
|
192,7/11/2011,3,0,7,1,1,0.7625,0.729804,0.635833,0.282337,723,3363,4086
|
||||||
|
193,7/12/2011,3,0,7,2,1,0.794167,0.739275,0.559167,0.200254,662,3596,4258
|
||||||
|
194,7/13/2011,3,0,7,3,1,0.746667,0.689404,0.631667,0.146133,748,3594,4342
|
||||||
|
195,7/14/2011,3,0,7,4,1,0.680833,0.635104,0.47625,0.240667,888,4196,5084
|
||||||
|
196,7/15/2011,3,0,7,5,1,0.663333,0.624371,0.59125,0.182833,1318,4220,5538
|
||||||
|
197,7/16/2011,3,0,7,6,1,0.686667,0.638263,0.585,0.208342,2418,3505,5923
|
||||||
|
198,7/17/2011,3,0,7,0,1,0.719167,0.669833,0.604167,0.245033,2006,3296,5302
|
||||||
|
199,7/18/2011,3,0,7,1,1,0.746667,0.703925,0.65125,0.215804,841,3617,4458
|
||||||
|
200,7/19/2011,3,0,7,2,1,0.776667,0.747479,0.650417,0.1306,752,3789,4541
|
||||||
|
201,7/20/2011,3,0,7,3,1,0.768333,0.74685,0.707083,0.113817,644,3688,4332
|
||||||
|
202,7/21/2011,3,0,7,4,2,0.815,0.826371,0.69125,0.222021,632,3152,3784
|
||||||
|
203,7/22/2011,3,0,7,5,1,0.848333,0.840896,0.580417,0.1331,562,2825,3387
|
||||||
|
204,7/23/2011,3,0,7,6,1,0.849167,0.804287,0.5,0.131221,987,2298,3285
|
||||||
|
205,7/24/2011,3,0,7,0,1,0.83,0.794829,0.550833,0.169171,1050,2556,3606
|
||||||
|
206,7/25/2011,3,0,7,1,1,0.743333,0.720958,0.757083,0.0908083,568,3272,3840
|
||||||
|
207,7/26/2011,3,0,7,2,1,0.771667,0.696979,0.540833,0.200258,750,3840,4590
|
||||||
|
208,7/27/2011,3,0,7,3,1,0.775,0.690667,0.402917,0.183463,755,3901,4656
|
||||||
|
209,7/28/2011,3,0,7,4,1,0.779167,0.7399,0.583333,0.178479,606,3784,4390
|
||||||
|
210,7/29/2011,3,0,7,5,1,0.838333,0.785967,0.5425,0.174138,670,3176,3846
|
||||||
|
211,7/30/2011,3,0,7,6,1,0.804167,0.728537,0.465833,0.168537,1559,2916,4475
|
||||||
|
212,7/31/2011,3,0,7,0,1,0.805833,0.729796,0.480833,0.164813,1524,2778,4302
|
||||||
|
213,8/1/2011,3,0,8,1,1,0.771667,0.703292,0.550833,0.156717,729,3537,4266
|
||||||
|
214,8/2/2011,3,0,8,2,1,0.783333,0.707071,0.49125,0.20585,801,4044,4845
|
||||||
|
215,8/3/2011,3,0,8,3,2,0.731667,0.679937,0.6575,0.135583,467,3107,3574
|
||||||
|
216,8/4/2011,3,0,8,4,2,0.71,0.664788,0.7575,0.19715,799,3777,4576
|
||||||
|
217,8/5/2011,3,0,8,5,1,0.710833,0.656567,0.630833,0.184696,1023,3843,4866
|
||||||
|
218,8/6/2011,3,0,8,6,2,0.716667,0.676154,0.755,0.22825,1521,2773,4294
|
||||||
|
219,8/7/2011,3,0,8,0,1,0.7425,0.715292,0.752917,0.201487,1298,2487,3785
|
||||||
|
220,8/8/2011,3,0,8,1,1,0.765,0.703283,0.592083,0.192175,846,3480,4326
|
||||||
|
221,8/9/2011,3,0,8,2,1,0.775,0.724121,0.570417,0.151121,907,3695,4602
|
||||||
|
222,8/10/2011,3,0,8,3,1,0.766667,0.684983,0.424167,0.200258,884,3896,4780
|
||||||
|
223,8/11/2011,3,0,8,4,1,0.7175,0.651521,0.42375,0.164796,812,3980,4792
|
||||||
|
224,8/12/2011,3,0,8,5,1,0.708333,0.654042,0.415,0.125621,1051,3854,4905
|
||||||
|
225,8/13/2011,3,0,8,6,2,0.685833,0.645858,0.729583,0.211454,1504,2646,4150
|
||||||
|
226,8/14/2011,3,0,8,0,2,0.676667,0.624388,0.8175,0.222633,1338,2482,3820
|
||||||
|
227,8/15/2011,3,0,8,1,1,0.665833,0.616167,0.712083,0.208954,775,3563,4338
|
||||||
|
228,8/16/2011,3,0,8,2,1,0.700833,0.645837,0.578333,0.236329,721,4004,4725
|
||||||
|
229,8/17/2011,3,0,8,3,1,0.723333,0.666671,0.575417,0.143667,668,4026,4694
|
||||||
|
230,8/18/2011,3,0,8,4,1,0.711667,0.662258,0.654583,0.233208,639,3166,3805
|
||||||
|
231,8/19/2011,3,0,8,5,2,0.685,0.633221,0.722917,0.139308,797,3356,4153
|
||||||
|
232,8/20/2011,3,0,8,6,1,0.6975,0.648996,0.674167,0.104467,1914,3277,5191
|
||||||
|
233,8/21/2011,3,0,8,0,1,0.710833,0.675525,0.77,0.248754,1249,2624,3873
|
||||||
|
234,8/22/2011,3,0,8,1,1,0.691667,0.638254,0.47,0.27675,833,3925,4758
|
||||||
|
235,8/23/2011,3,0,8,2,1,0.640833,0.606067,0.455417,0.146763,1281,4614,5895
|
||||||
|
236,8/24/2011,3,0,8,3,1,0.673333,0.630692,0.605,0.253108,949,4181,5130
|
||||||
|
237,8/25/2011,3,0,8,4,2,0.684167,0.645854,0.771667,0.210833,435,3107,3542
|
||||||
|
238,8/26/2011,3,0,8,5,1,0.7,0.659733,0.76125,0.0839625,768,3893,4661
|
||||||
|
239,8/27/2011,3,0,8,6,2,0.68,0.635556,0.85,0.375617,226,889,1115
|
||||||
|
240,8/28/2011,3,0,8,0,1,0.707059,0.647959,0.561765,0.304659,1415,2919,4334
|
||||||
|
241,8/29/2011,3,0,8,1,1,0.636667,0.607958,0.554583,0.159825,729,3905,4634
|
||||||
|
242,8/30/2011,3,0,8,2,1,0.639167,0.594704,0.548333,0.125008,775,4429,5204
|
||||||
|
243,8/31/2011,3,0,8,3,1,0.656667,0.611121,0.597917,0.0833333,688,4370,5058
|
||||||
|
244,9/1/2011,3,0,9,4,1,0.655,0.614921,0.639167,0.141796,783,4332,5115
|
||||||
|
245,9/2/2011,3,0,9,5,2,0.643333,0.604808,0.727083,0.139929,875,3852,4727
|
||||||
|
246,9/3/2011,3,0,9,6,1,0.669167,0.633213,0.716667,0.185325,1935,2549,4484
|
||||||
|
247,9/4/2011,3,0,9,0,1,0.709167,0.665429,0.742083,0.206467,2521,2419,4940
|
||||||
|
248,9/5/2011,3,0,9,1,2,0.673333,0.625646,0.790417,0.212696,1236,2115,3351
|
||||||
|
249,9/6/2011,3,0,9,2,3,0.54,0.5152,0.886957,0.343943,204,2506,2710
|
||||||
|
250,9/7/2011,3,0,9,3,3,0.599167,0.544229,0.917083,0.0970208,118,1878,1996
|
||||||
|
251,9/8/2011,3,0,9,4,3,0.633913,0.555361,0.939565,0.192748,153,1689,1842
|
||||||
|
252,9/9/2011,3,0,9,5,2,0.65,0.578946,0.897917,0.124379,417,3127,3544
|
||||||
|
253,9/10/2011,3,0,9,6,1,0.66,0.607962,0.75375,0.153608,1750,3595,5345
|
||||||
|
254,9/11/2011,3,0,9,0,1,0.653333,0.609229,0.71375,0.115054,1633,3413,5046
|
||||||
|
255,9/12/2011,3,0,9,1,1,0.644348,0.60213,0.692174,0.088913,690,4023,4713
|
||||||
|
256,9/13/2011,3,0,9,2,1,0.650833,0.603554,0.7125,0.141804,701,4062,4763
|
||||||
|
257,9/14/2011,3,0,9,3,1,0.673333,0.6269,0.697083,0.1673,647,4138,4785
|
||||||
|
258,9/15/2011,3,0,9,4,2,0.5775,0.553671,0.709167,0.271146,428,3231,3659
|
||||||
|
259,9/16/2011,3,0,9,5,2,0.469167,0.461475,0.590417,0.164183,742,4018,4760
|
||||||
|
260,9/17/2011,3,0,9,6,2,0.491667,0.478512,0.718333,0.189675,1434,3077,4511
|
||||||
|
261,9/18/2011,3,0,9,0,1,0.5075,0.490537,0.695,0.178483,1353,2921,4274
|
||||||
|
262,9/19/2011,3,0,9,1,2,0.549167,0.529675,0.69,0.151742,691,3848,4539
|
||||||
|
263,9/20/2011,3,0,9,2,2,0.561667,0.532217,0.88125,0.134954,438,3203,3641
|
||||||
|
264,9/21/2011,3,0,9,3,2,0.595,0.550533,0.9,0.0964042,539,3813,4352
|
||||||
|
265,9/22/2011,3,0,9,4,2,0.628333,0.554963,0.902083,0.128125,555,4240,4795
|
||||||
|
266,9/23/2011,4,0,9,5,2,0.609167,0.522125,0.9725,0.0783667,258,2137,2395
|
||||||
|
267,9/24/2011,4,0,9,6,2,0.606667,0.564412,0.8625,0.0783833,1776,3647,5423
|
||||||
|
268,9/25/2011,4,0,9,0,2,0.634167,0.572637,0.845,0.0503792,1544,3466,5010
|
||||||
|
269,9/26/2011,4,0,9,1,2,0.649167,0.589042,0.848333,0.1107,684,3946,4630
|
||||||
|
270,9/27/2011,4,0,9,2,2,0.636667,0.574525,0.885417,0.118171,477,3643,4120
|
||||||
|
271,9/28/2011,4,0,9,3,2,0.635,0.575158,0.84875,0.148629,480,3427,3907
|
||||||
|
272,9/29/2011,4,0,9,4,1,0.616667,0.574512,0.699167,0.172883,653,4186,4839
|
||||||
|
273,9/30/2011,4,0,9,5,1,0.564167,0.544829,0.6475,0.206475,830,4372,5202
|
||||||
|
274,10/1/2011,4,0,10,6,2,0.41,0.412863,0.75375,0.292296,480,1949,2429
|
||||||
|
275,10/2/2011,4,0,10,0,2,0.356667,0.345317,0.791667,0.222013,616,2302,2918
|
||||||
|
276,10/3/2011,4,0,10,1,2,0.384167,0.392046,0.760833,0.0833458,330,3240,3570
|
||||||
|
277,10/4/2011,4,0,10,2,1,0.484167,0.472858,0.71,0.205854,486,3970,4456
|
||||||
|
278,10/5/2011,4,0,10,3,1,0.538333,0.527138,0.647917,0.17725,559,4267,4826
|
||||||
|
279,10/6/2011,4,0,10,4,1,0.494167,0.480425,0.620833,0.134954,639,4126,4765
|
||||||
|
280,10/7/2011,4,0,10,5,1,0.510833,0.504404,0.684167,0.0223917,949,4036,4985
|
||||||
|
281,10/8/2011,4,0,10,6,1,0.521667,0.513242,0.70125,0.0454042,2235,3174,5409
|
||||||
|
282,10/9/2011,4,0,10,0,1,0.540833,0.523983,0.7275,0.06345,2397,3114,5511
|
||||||
|
283,10/10/2011,4,0,10,1,1,0.570833,0.542925,0.73375,0.0423042,1514,3603,5117
|
||||||
|
284,10/11/2011,4,0,10,2,2,0.566667,0.546096,0.80875,0.143042,667,3896,4563
|
||||||
|
285,10/12/2011,4,0,10,3,3,0.543333,0.517717,0.90625,0.24815,217,2199,2416
|
||||||
|
286,10/13/2011,4,0,10,4,2,0.589167,0.551804,0.896667,0.141787,290,2623,2913
|
||||||
|
287,10/14/2011,4,0,10,5,2,0.550833,0.529675,0.71625,0.223883,529,3115,3644
|
||||||
|
288,10/15/2011,4,0,10,6,1,0.506667,0.498725,0.483333,0.258083,1899,3318,5217
|
||||||
|
289,10/16/2011,4,0,10,0,1,0.511667,0.503154,0.486667,0.281717,1748,3293,5041
|
||||||
|
290,10/17/2011,4,0,10,1,1,0.534167,0.510725,0.579583,0.175379,713,3857,4570
|
||||||
|
291,10/18/2011,4,0,10,2,2,0.5325,0.522721,0.701667,0.110087,637,4111,4748
|
||||||
|
292,10/19/2011,4,0,10,3,3,0.541739,0.513848,0.895217,0.243339,254,2170,2424
|
||||||
|
293,10/20/2011,4,0,10,4,1,0.475833,0.466525,0.63625,0.422275,471,3724,4195
|
||||||
|
294,10/21/2011,4,0,10,5,1,0.4275,0.423596,0.574167,0.221396,676,3628,4304
|
||||||
|
295,10/22/2011,4,0,10,6,1,0.4225,0.425492,0.629167,0.0926667,1499,2809,4308
|
||||||
|
296,10/23/2011,4,0,10,0,1,0.421667,0.422333,0.74125,0.0995125,1619,2762,4381
|
||||||
|
297,10/24/2011,4,0,10,1,1,0.463333,0.457067,0.772083,0.118792,699,3488,4187
|
||||||
|
298,10/25/2011,4,0,10,2,1,0.471667,0.463375,0.622917,0.166658,695,3992,4687
|
||||||
|
299,10/26/2011,4,0,10,3,2,0.484167,0.472846,0.720417,0.148642,404,3490,3894
|
||||||
|
300,10/27/2011,4,0,10,4,2,0.47,0.457046,0.812917,0.197763,240,2419,2659
|
||||||
|
301,10/28/2011,4,0,10,5,2,0.330833,0.318812,0.585833,0.229479,456,3291,3747
|
||||||
|
302,10/29/2011,4,0,10,6,3,0.254167,0.227913,0.8825,0.351371,57,570,627
|
||||||
|
303,10/30/2011,4,0,10,0,1,0.319167,0.321329,0.62375,0.176617,885,2446,3331
|
||||||
|
304,10/31/2011,4,0,10,1,1,0.34,0.356063,0.703333,0.10635,362,3307,3669
|
||||||
|
305,11/1/2011,4,0,11,2,1,0.400833,0.397088,0.68375,0.135571,410,3658,4068
|
||||||
|
306,11/2/2011,4,0,11,3,1,0.3775,0.390133,0.71875,0.0820917,370,3816,4186
|
||||||
|
307,11/3/2011,4,0,11,4,1,0.408333,0.405921,0.702083,0.136817,318,3656,3974
|
||||||
|
308,11/4/2011,4,0,11,5,2,0.403333,0.403392,0.6225,0.271779,470,3576,4046
|
||||||
|
309,11/5/2011,4,0,11,6,1,0.326667,0.323854,0.519167,0.189062,1156,2770,3926
|
||||||
|
310,11/6/2011,4,0,11,0,1,0.348333,0.362358,0.734583,0.0920542,952,2697,3649
|
||||||
|
311,11/7/2011,4,0,11,1,1,0.395,0.400871,0.75875,0.057225,373,3662,4035
|
||||||
|
312,11/8/2011,4,0,11,2,1,0.408333,0.412246,0.721667,0.0690375,376,3829,4205
|
||||||
|
313,11/9/2011,4,0,11,3,1,0.4,0.409079,0.758333,0.0621958,305,3804,4109
|
||||||
|
314,11/10/2011,4,0,11,4,2,0.38,0.373721,0.813333,0.189067,190,2743,2933
|
||||||
|
315,11/11/2011,4,0,11,5,1,0.324167,0.306817,0.44625,0.314675,440,2928,3368
|
||||||
|
316,11/12/2011,4,0,11,6,1,0.356667,0.357942,0.552917,0.212062,1275,2792,4067
|
||||||
|
317,11/13/2011,4,0,11,0,1,0.440833,0.43055,0.458333,0.281721,1004,2713,3717
|
||||||
|
318,11/14/2011,4,0,11,1,1,0.53,0.524612,0.587083,0.306596,595,3891,4486
|
||||||
|
319,11/15/2011,4,0,11,2,2,0.53,0.507579,0.68875,0.199633,449,3746,4195
|
||||||
|
320,11/16/2011,4,0,11,3,3,0.456667,0.451988,0.93,0.136829,145,1672,1817
|
||||||
|
321,11/17/2011,4,0,11,4,2,0.341667,0.323221,0.575833,0.305362,139,2914,3053
|
||||||
|
322,11/18/2011,4,0,11,5,1,0.274167,0.272721,0.41,0.168533,245,3147,3392
|
||||||
|
323,11/19/2011,4,0,11,6,1,0.329167,0.324483,0.502083,0.224496,943,2720,3663
|
||||||
|
324,11/20/2011,4,0,11,0,2,0.463333,0.457058,0.684583,0.18595,787,2733,3520
|
||||||
|
325,11/21/2011,4,0,11,1,3,0.4475,0.445062,0.91,0.138054,220,2545,2765
|
||||||
|
326,11/22/2011,4,0,11,2,3,0.416667,0.421696,0.9625,0.118792,69,1538,1607
|
||||||
|
327,11/23/2011,4,0,11,3,2,0.440833,0.430537,0.757917,0.335825,112,2454,2566
|
||||||
|
328,11/24/2011,4,0,11,4,1,0.373333,0.372471,0.549167,0.167304,560,935,1495
|
||||||
|
329,11/25/2011,4,0,11,5,1,0.375,0.380671,0.64375,0.0988958,1095,1697,2792
|
||||||
|
330,11/26/2011,4,0,11,6,1,0.375833,0.385087,0.681667,0.0684208,1249,1819,3068
|
||||||
|
331,11/27/2011,4,0,11,0,1,0.459167,0.4558,0.698333,0.208954,810,2261,3071
|
||||||
|
332,11/28/2011,4,0,11,1,1,0.503478,0.490122,0.743043,0.142122,253,3614,3867
|
||||||
|
333,11/29/2011,4,0,11,2,2,0.458333,0.451375,0.830833,0.258092,96,2818,2914
|
||||||
|
334,11/30/2011,4,0,11,3,1,0.325,0.311221,0.613333,0.271158,188,3425,3613
|
||||||
|
335,12/1/2011,4,0,12,4,1,0.3125,0.305554,0.524583,0.220158,182,3545,3727
|
||||||
|
336,12/2/2011,4,0,12,5,1,0.314167,0.331433,0.625833,0.100754,268,3672,3940
|
||||||
|
337,12/3/2011,4,0,12,6,1,0.299167,0.310604,0.612917,0.0957833,706,2908,3614
|
||||||
|
338,12/4/2011,4,0,12,0,1,0.330833,0.3491,0.775833,0.0839583,634,2851,3485
|
||||||
|
339,12/5/2011,4,0,12,1,2,0.385833,0.393925,0.827083,0.0622083,233,3578,3811
|
||||||
|
340,12/6/2011,4,0,12,2,3,0.4625,0.4564,0.949583,0.232583,126,2468,2594
|
||||||
|
341,12/7/2011,4,0,12,3,3,0.41,0.400246,0.970417,0.266175,50,655,705
|
||||||
|
342,12/8/2011,4,0,12,4,1,0.265833,0.256938,0.58,0.240058,150,3172,3322
|
||||||
|
343,12/9/2011,4,0,12,5,1,0.290833,0.317542,0.695833,0.0827167,261,3359,3620
|
||||||
|
344,12/10/2011,4,0,12,6,1,0.275,0.266412,0.5075,0.233221,502,2688,3190
|
||||||
|
345,12/11/2011,4,0,12,0,1,0.220833,0.253154,0.49,0.0665417,377,2366,2743
|
||||||
|
346,12/12/2011,4,0,12,1,1,0.238333,0.270196,0.670833,0.06345,143,3167,3310
|
||||||
|
347,12/13/2011,4,0,12,2,1,0.2825,0.301138,0.59,0.14055,155,3368,3523
|
||||||
|
348,12/14/2011,4,0,12,3,2,0.3175,0.338362,0.66375,0.0609583,178,3562,3740
|
||||||
|
349,12/15/2011,4,0,12,4,2,0.4225,0.412237,0.634167,0.268042,181,3528,3709
|
||||||
|
350,12/16/2011,4,0,12,5,2,0.375,0.359825,0.500417,0.260575,178,3399,3577
|
||||||
|
351,12/17/2011,4,0,12,6,2,0.258333,0.249371,0.560833,0.243167,275,2464,2739
|
||||||
|
352,12/18/2011,4,0,12,0,1,0.238333,0.245579,0.58625,0.169779,220,2211,2431
|
||||||
|
353,12/19/2011,4,0,12,1,1,0.276667,0.280933,0.6375,0.172896,260,3143,3403
|
||||||
|
354,12/20/2011,4,0,12,2,2,0.385833,0.396454,0.595417,0.0615708,216,3534,3750
|
||||||
|
355,12/21/2011,1,0,12,3,2,0.428333,0.428017,0.858333,0.2214,107,2553,2660
|
||||||
|
356,12/22/2011,1,0,12,4,2,0.423333,0.426121,0.7575,0.047275,227,2841,3068
|
||||||
|
357,12/23/2011,1,0,12,5,1,0.373333,0.377513,0.68625,0.274246,163,2046,2209
|
||||||
|
358,12/24/2011,1,0,12,6,1,0.3025,0.299242,0.5425,0.190304,155,856,1011
|
||||||
|
359,12/25/2011,1,0,12,0,1,0.274783,0.279961,0.681304,0.155091,303,451,754
|
||||||
|
360,12/26/2011,1,0,12,1,1,0.321739,0.315535,0.506957,0.239465,430,887,1317
|
||||||
|
361,12/27/2011,1,0,12,2,2,0.325,0.327633,0.7625,0.18845,103,1059,1162
|
||||||
|
362,12/28/2011,1,0,12,3,1,0.29913,0.279974,0.503913,0.293961,255,2047,2302
|
||||||
|
363,12/29/2011,1,0,12,4,1,0.248333,0.263892,0.574167,0.119412,254,2169,2423
|
||||||
|
364,12/30/2011,1,0,12,5,1,0.311667,0.318812,0.636667,0.134337,491,2508,2999
|
||||||
|
365,12/31/2011,1,0,12,6,1,0.41,0.414121,0.615833,0.220154,665,1820,2485
|
||||||
|
366,1/1/2012,1,1,1,0,1,0.37,0.375621,0.6925,0.192167,686,1608,2294
|
||||||
|
367,1/2/2012,1,1,1,1,1,0.273043,0.252304,0.381304,0.329665,244,1707,1951
|
||||||
|
368,1/3/2012,1,1,1,2,1,0.15,0.126275,0.44125,0.365671,89,2147,2236
|
||||||
|
369,1/4/2012,1,1,1,3,2,0.1075,0.119337,0.414583,0.1847,95,2273,2368
|
||||||
|
370,1/5/2012,1,1,1,4,1,0.265833,0.278412,0.524167,0.129987,140,3132,3272
|
||||||
|
371,1/6/2012,1,1,1,5,1,0.334167,0.340267,0.542083,0.167908,307,3791,4098
|
||||||
|
372,1/7/2012,1,1,1,6,1,0.393333,0.390779,0.531667,0.174758,1070,3451,4521
|
||||||
|
373,1/8/2012,1,1,1,0,1,0.3375,0.340258,0.465,0.191542,599,2826,3425
|
||||||
|
374,1/9/2012,1,1,1,1,2,0.224167,0.247479,0.701667,0.0989,106,2270,2376
|
||||||
|
375,1/10/2012,1,1,1,2,1,0.308696,0.318826,0.646522,0.187552,173,3425,3598
|
||||||
|
376,1/11/2012,1,1,1,3,2,0.274167,0.282821,0.8475,0.131221,92,2085,2177
|
||||||
|
377,1/12/2012,1,1,1,4,2,0.3825,0.381938,0.802917,0.180967,269,3828,4097
|
||||||
|
378,1/13/2012,1,1,1,5,1,0.274167,0.249362,0.5075,0.378108,174,3040,3214
|
||||||
|
379,1/14/2012,1,1,1,6,1,0.18,0.183087,0.4575,0.187183,333,2160,2493
|
||||||
|
380,1/15/2012,1,1,1,0,1,0.166667,0.161625,0.419167,0.251258,284,2027,2311
|
||||||
|
381,1/16/2012,1,1,1,1,1,0.19,0.190663,0.5225,0.231358,217,2081,2298
|
||||||
|
382,1/17/2012,1,1,1,2,2,0.373043,0.364278,0.716087,0.34913,127,2808,2935
|
||||||
|
383,1/18/2012,1,1,1,3,1,0.303333,0.275254,0.443333,0.415429,109,3267,3376
|
||||||
|
384,1/19/2012,1,1,1,4,1,0.19,0.190038,0.4975,0.220158,130,3162,3292
|
||||||
|
385,1/20/2012,1,1,1,5,2,0.2175,0.220958,0.45,0.20275,115,3048,3163
|
||||||
|
386,1/21/2012,1,1,1,6,2,0.173333,0.174875,0.83125,0.222642,67,1234,1301
|
||||||
|
387,1/22/2012,1,1,1,0,2,0.1625,0.16225,0.79625,0.199638,196,1781,1977
|
||||||
|
388,1/23/2012,1,1,1,1,2,0.218333,0.243058,0.91125,0.110708,145,2287,2432
|
||||||
|
389,1/24/2012,1,1,1,2,1,0.3425,0.349108,0.835833,0.123767,439,3900,4339
|
||||||
|
390,1/25/2012,1,1,1,3,1,0.294167,0.294821,0.64375,0.161071,467,3803,4270
|
||||||
|
391,1/26/2012,1,1,1,4,2,0.341667,0.35605,0.769583,0.0733958,244,3831,4075
|
||||||
|
392,1/27/2012,1,1,1,5,2,0.425,0.415383,0.74125,0.342667,269,3187,3456
|
||||||
|
393,1/28/2012,1,1,1,6,1,0.315833,0.326379,0.543333,0.210829,775,3248,4023
|
||||||
|
394,1/29/2012,1,1,1,0,1,0.2825,0.272721,0.31125,0.24005,558,2685,3243
|
||||||
|
395,1/30/2012,1,1,1,1,1,0.269167,0.262625,0.400833,0.215792,126,3498,3624
|
||||||
|
396,1/31/2012,1,1,1,2,1,0.39,0.381317,0.416667,0.261817,324,4185,4509
|
||||||
|
397,2/1/2012,1,1,2,3,1,0.469167,0.466538,0.507917,0.189067,304,4275,4579
|
||||||
|
398,2/2/2012,1,1,2,4,2,0.399167,0.398971,0.672917,0.187187,190,3571,3761
|
||||||
|
399,2/3/2012,1,1,2,5,1,0.313333,0.309346,0.526667,0.178496,310,3841,4151
|
||||||
|
400,2/4/2012,1,1,2,6,2,0.264167,0.272725,0.779583,0.121896,384,2448,2832
|
||||||
|
401,2/5/2012,1,1,2,0,2,0.265833,0.264521,0.687917,0.175996,318,2629,2947
|
||||||
|
402,2/6/2012,1,1,2,1,1,0.282609,0.296426,0.622174,0.1538,206,3578,3784
|
||||||
|
403,2/7/2012,1,1,2,2,1,0.354167,0.361104,0.49625,0.147379,199,4176,4375
|
||||||
|
404,2/8/2012,1,1,2,3,2,0.256667,0.266421,0.722917,0.133721,109,2693,2802
|
||||||
|
405,2/9/2012,1,1,2,4,1,0.265,0.261988,0.562083,0.194037,163,3667,3830
|
||||||
|
406,2/10/2012,1,1,2,5,2,0.280833,0.293558,0.54,0.116929,227,3604,3831
|
||||||
|
407,2/11/2012,1,1,2,6,3,0.224167,0.210867,0.73125,0.289796,192,1977,2169
|
||||||
|
408,2/12/2012,1,1,2,0,1,0.1275,0.101658,0.464583,0.409212,73,1456,1529
|
||||||
|
409,2/13/2012,1,1,2,1,1,0.2225,0.227913,0.41125,0.167283,94,3328,3422
|
||||||
|
410,2/14/2012,1,1,2,2,2,0.319167,0.333946,0.50875,0.141179,135,3787,3922
|
||||||
|
411,2/15/2012,1,1,2,3,1,0.348333,0.351629,0.53125,0.1816,141,4028,4169
|
||||||
|
412,2/16/2012,1,1,2,4,2,0.316667,0.330162,0.752917,0.091425,74,2931,3005
|
||||||
|
413,2/17/2012,1,1,2,5,1,0.343333,0.351629,0.634583,0.205846,349,3805,4154
|
||||||
|
414,2/18/2012,1,1,2,6,1,0.346667,0.355425,0.534583,0.190929,1435,2883,4318
|
||||||
|
415,2/19/2012,1,1,2,0,2,0.28,0.265788,0.515833,0.253112,618,2071,2689
|
||||||
|
416,2/20/2012,1,1,2,1,1,0.28,0.273391,0.507826,0.229083,502,2627,3129
|
||||||
|
417,2/21/2012,1,1,2,2,1,0.287826,0.295113,0.594348,0.205717,163,3614,3777
|
||||||
|
418,2/22/2012,1,1,2,3,1,0.395833,0.392667,0.567917,0.234471,394,4379,4773
|
||||||
|
419,2/23/2012,1,1,2,4,1,0.454167,0.444446,0.554583,0.190913,516,4546,5062
|
||||||
|
420,2/24/2012,1,1,2,5,2,0.4075,0.410971,0.7375,0.237567,246,3241,3487
|
||||||
|
421,2/25/2012,1,1,2,6,1,0.290833,0.255675,0.395833,0.421642,317,2415,2732
|
||||||
|
422,2/26/2012,1,1,2,0,1,0.279167,0.268308,0.41,0.205229,515,2874,3389
|
||||||
|
423,2/27/2012,1,1,2,1,1,0.366667,0.357954,0.490833,0.268033,253,4069,4322
|
||||||
|
424,2/28/2012,1,1,2,2,1,0.359167,0.353525,0.395833,0.193417,229,4134,4363
|
||||||
|
425,2/29/2012,1,1,2,3,2,0.344348,0.34847,0.804783,0.179117,65,1769,1834
|
||||||
|
426,3/1/2012,1,1,3,4,1,0.485833,0.475371,0.615417,0.226987,325,4665,4990
|
||||||
|
427,3/2/2012,1,1,3,5,2,0.353333,0.359842,0.657083,0.144904,246,2948,3194
|
||||||
|
428,3/3/2012,1,1,3,6,2,0.414167,0.413492,0.62125,0.161079,956,3110,4066
|
||||||
|
429,3/4/2012,1,1,3,0,1,0.325833,0.303021,0.403333,0.334571,710,2713,3423
|
||||||
|
430,3/5/2012,1,1,3,1,1,0.243333,0.241171,0.50625,0.228858,203,3130,3333
|
||||||
|
431,3/6/2012,1,1,3,2,1,0.258333,0.255042,0.456667,0.200875,221,3735,3956
|
||||||
|
432,3/7/2012,1,1,3,3,1,0.404167,0.3851,0.513333,0.345779,432,4484,4916
|
||||||
|
433,3/8/2012,1,1,3,4,1,0.5275,0.524604,0.5675,0.441563,486,4896,5382
|
||||||
|
434,3/9/2012,1,1,3,5,2,0.410833,0.397083,0.407083,0.4148,447,4122,4569
|
||||||
|
435,3/10/2012,1,1,3,6,1,0.2875,0.277767,0.350417,0.22575,968,3150,4118
|
||||||
|
436,3/11/2012,1,1,3,0,1,0.361739,0.35967,0.476957,0.222587,1658,3253,4911
|
||||||
|
437,3/12/2012,1,1,3,1,1,0.466667,0.459592,0.489167,0.207713,838,4460,5298
|
||||||
|
438,3/13/2012,1,1,3,2,1,0.565,0.542929,0.6175,0.23695,762,5085,5847
|
||||||
|
439,3/14/2012,1,1,3,3,1,0.5725,0.548617,0.507083,0.115062,997,5315,6312
|
||||||
|
440,3/15/2012,1,1,3,4,1,0.5575,0.532825,0.579583,0.149883,1005,5187,6192
|
||||||
|
441,3/16/2012,1,1,3,5,2,0.435833,0.436229,0.842083,0.113192,548,3830,4378
|
||||||
|
442,3/17/2012,1,1,3,6,2,0.514167,0.505046,0.755833,0.110704,3155,4681,7836
|
||||||
|
443,3/18/2012,1,1,3,0,2,0.4725,0.464,0.81,0.126883,2207,3685,5892
|
||||||
|
444,3/19/2012,1,1,3,1,1,0.545,0.532821,0.72875,0.162317,982,5171,6153
|
||||||
|
445,3/20/2012,1,1,3,2,1,0.560833,0.538533,0.807917,0.121271,1051,5042,6093
|
||||||
|
446,3/21/2012,2,1,3,3,2,0.531667,0.513258,0.82125,0.0895583,1122,5108,6230
|
||||||
|
447,3/22/2012,2,1,3,4,1,0.554167,0.531567,0.83125,0.117562,1334,5537,6871
|
||||||
|
448,3/23/2012,2,1,3,5,2,0.601667,0.570067,0.694167,0.1163,2469,5893,8362
|
||||||
|
449,3/24/2012,2,1,3,6,2,0.5025,0.486733,0.885417,0.192783,1033,2339,3372
|
||||||
|
450,3/25/2012,2,1,3,0,2,0.4375,0.437488,0.880833,0.220775,1532,3464,4996
|
||||||
|
451,3/26/2012,2,1,3,1,1,0.445833,0.43875,0.477917,0.386821,795,4763,5558
|
||||||
|
452,3/27/2012,2,1,3,2,1,0.323333,0.315654,0.29,0.187192,531,4571,5102
|
||||||
|
453,3/28/2012,2,1,3,3,1,0.484167,0.47095,0.48125,0.291671,674,5024,5698
|
||||||
|
454,3/29/2012,2,1,3,4,1,0.494167,0.482304,0.439167,0.31965,834,5299,6133
|
||||||
|
455,3/30/2012,2,1,3,5,2,0.37,0.375621,0.580833,0.138067,796,4663,5459
|
||||||
|
456,3/31/2012,2,1,3,6,2,0.424167,0.421708,0.738333,0.250617,2301,3934,6235
|
||||||
|
457,4/1/2012,2,1,4,0,2,0.425833,0.417287,0.67625,0.172267,2347,3694,6041
|
||||||
|
458,4/2/2012,2,1,4,1,1,0.433913,0.427513,0.504348,0.312139,1208,4728,5936
|
||||||
|
459,4/3/2012,2,1,4,2,1,0.466667,0.461483,0.396667,0.100133,1348,5424,6772
|
||||||
|
460,4/4/2012,2,1,4,3,1,0.541667,0.53345,0.469583,0.180975,1058,5378,6436
|
||||||
|
461,4/5/2012,2,1,4,4,1,0.435,0.431163,0.374167,0.219529,1192,5265,6457
|
||||||
|
462,4/6/2012,2,1,4,5,1,0.403333,0.390767,0.377083,0.300388,1807,4653,6460
|
||||||
|
463,4/7/2012,2,1,4,6,1,0.4375,0.426129,0.254167,0.274871,3252,3605,6857
|
||||||
|
464,4/8/2012,2,1,4,0,1,0.5,0.492425,0.275833,0.232596,2230,2939,5169
|
||||||
|
465,4/9/2012,2,1,4,1,1,0.489167,0.476638,0.3175,0.358196,905,4680,5585
|
||||||
|
466,4/10/2012,2,1,4,2,1,0.446667,0.436233,0.435,0.249375,819,5099,5918
|
||||||
|
467,4/11/2012,2,1,4,3,1,0.348696,0.337274,0.469565,0.295274,482,4380,4862
|
||||||
|
468,4/12/2012,2,1,4,4,1,0.3975,0.387604,0.46625,0.290429,663,4746,5409
|
||||||
|
469,4/13/2012,2,1,4,5,1,0.4425,0.431808,0.408333,0.155471,1252,5146,6398
|
||||||
|
470,4/14/2012,2,1,4,6,1,0.495,0.487996,0.502917,0.190917,2795,4665,7460
|
||||||
|
471,4/15/2012,2,1,4,0,1,0.606667,0.573875,0.507917,0.225129,2846,4286,7132
|
||||||
|
472,4/16/2012,2,1,4,1,1,0.664167,0.614925,0.561667,0.284829,1198,5172,6370
|
||||||
|
473,4/17/2012,2,1,4,2,1,0.608333,0.598487,0.390417,0.273629,989,5702,6691
|
||||||
|
474,4/18/2012,2,1,4,3,2,0.463333,0.457038,0.569167,0.167912,347,4020,4367
|
||||||
|
475,4/19/2012,2,1,4,4,1,0.498333,0.493046,0.6125,0.0659292,846,5719,6565
|
||||||
|
476,4/20/2012,2,1,4,5,1,0.526667,0.515775,0.694583,0.149871,1340,5950,7290
|
||||||
|
477,4/21/2012,2,1,4,6,1,0.57,0.542921,0.682917,0.283587,2541,4083,6624
|
||||||
|
478,4/22/2012,2,1,4,0,3,0.396667,0.389504,0.835417,0.344546,120,907,1027
|
||||||
|
479,4/23/2012,2,1,4,1,2,0.321667,0.301125,0.766667,0.303496,195,3019,3214
|
||||||
|
480,4/24/2012,2,1,4,2,1,0.413333,0.405283,0.454167,0.249383,518,5115,5633
|
||||||
|
481,4/25/2012,2,1,4,3,1,0.476667,0.470317,0.427917,0.118792,655,5541,6196
|
||||||
|
482,4/26/2012,2,1,4,4,2,0.498333,0.483583,0.756667,0.176625,475,4551,5026
|
||||||
|
483,4/27/2012,2,1,4,5,1,0.4575,0.452637,0.400833,0.347633,1014,5219,6233
|
||||||
|
484,4/28/2012,2,1,4,6,2,0.376667,0.377504,0.489583,0.129975,1120,3100,4220
|
||||||
|
485,4/29/2012,2,1,4,0,1,0.458333,0.450121,0.587083,0.116908,2229,4075,6304
|
||||||
|
486,4/30/2012,2,1,4,1,2,0.464167,0.457696,0.57,0.171638,665,4907,5572
|
||||||
|
487,5/1/2012,2,1,5,2,2,0.613333,0.577021,0.659583,0.156096,653,5087,5740
|
||||||
|
488,5/2/2012,2,1,5,3,1,0.564167,0.537896,0.797083,0.138058,667,5502,6169
|
||||||
|
489,5/3/2012,2,1,5,4,2,0.56,0.537242,0.768333,0.133696,764,5657,6421
|
||||||
|
490,5/4/2012,2,1,5,5,1,0.6275,0.590917,0.735417,0.162938,1069,5227,6296
|
||||||
|
491,5/5/2012,2,1,5,6,2,0.621667,0.584608,0.756667,0.152992,2496,4387,6883
|
||||||
|
492,5/6/2012,2,1,5,0,2,0.5625,0.546737,0.74,0.149879,2135,4224,6359
|
||||||
|
493,5/7/2012,2,1,5,1,2,0.5375,0.527142,0.664167,0.230721,1008,5265,6273
|
||||||
|
494,5/8/2012,2,1,5,2,2,0.581667,0.557471,0.685833,0.296029,738,4990,5728
|
||||||
|
495,5/9/2012,2,1,5,3,2,0.575,0.553025,0.744167,0.216412,620,4097,4717
|
||||||
|
496,5/10/2012,2,1,5,4,1,0.505833,0.491783,0.552083,0.314063,1026,5546,6572
|
||||||
|
497,5/11/2012,2,1,5,5,1,0.533333,0.520833,0.360417,0.236937,1319,5711,7030
|
||||||
|
498,5/12/2012,2,1,5,6,1,0.564167,0.544817,0.480417,0.123133,2622,4807,7429
|
||||||
|
499,5/13/2012,2,1,5,0,1,0.6125,0.585238,0.57625,0.225117,2172,3946,6118
|
||||||
|
500,5/14/2012,2,1,5,1,2,0.573333,0.5499,0.789583,0.212692,342,2501,2843
|
||||||
|
501,5/15/2012,2,1,5,2,2,0.611667,0.576404,0.794583,0.147392,625,4490,5115
|
||||||
|
502,5/16/2012,2,1,5,3,1,0.636667,0.595975,0.697917,0.122512,991,6433,7424
|
||||||
|
503,5/17/2012,2,1,5,4,1,0.593333,0.572613,0.52,0.229475,1242,6142,7384
|
||||||
|
504,5/18/2012,2,1,5,5,1,0.564167,0.551121,0.523333,0.136817,1521,6118,7639
|
||||||
|
505,5/19/2012,2,1,5,6,1,0.6,0.566908,0.45625,0.083975,3410,4884,8294
|
||||||
|
506,5/20/2012,2,1,5,0,1,0.620833,0.583967,0.530417,0.254367,2704,4425,7129
|
||||||
|
507,5/21/2012,2,1,5,1,2,0.598333,0.565667,0.81125,0.233204,630,3729,4359
|
||||||
|
508,5/22/2012,2,1,5,2,2,0.615,0.580825,0.765833,0.118167,819,5254,6073
|
||||||
|
509,5/23/2012,2,1,5,3,2,0.621667,0.584612,0.774583,0.102,766,4494,5260
|
||||||
|
510,5/24/2012,2,1,5,4,1,0.655,0.6067,0.716667,0.172896,1059,5711,6770
|
||||||
|
511,5/25/2012,2,1,5,5,1,0.68,0.627529,0.747083,0.14055,1417,5317,6734
|
||||||
|
512,5/26/2012,2,1,5,6,1,0.6925,0.642696,0.7325,0.198992,2855,3681,6536
|
||||||
|
513,5/27/2012,2,1,5,0,1,0.69,0.641425,0.697083,0.215171,3283,3308,6591
|
||||||
|
514,5/28/2012,2,1,5,1,1,0.7125,0.6793,0.67625,0.196521,2557,3486,6043
|
||||||
|
515,5/29/2012,2,1,5,2,1,0.7225,0.672992,0.684583,0.2954,880,4863,5743
|
||||||
|
516,5/30/2012,2,1,5,3,2,0.656667,0.611129,0.67,0.134329,745,6110,6855
|
||||||
|
517,5/31/2012,2,1,5,4,1,0.68,0.631329,0.492917,0.195279,1100,6238,7338
|
||||||
|
518,6/1/2012,2,1,6,5,2,0.654167,0.607962,0.755417,0.237563,533,3594,4127
|
||||||
|
519,6/2/2012,2,1,6,6,1,0.583333,0.566288,0.549167,0.186562,2795,5325,8120
|
||||||
|
520,6/3/2012,2,1,6,0,1,0.6025,0.575133,0.493333,0.184087,2494,5147,7641
|
||||||
|
521,6/4/2012,2,1,6,1,1,0.5975,0.578283,0.487083,0.284833,1071,5927,6998
|
||||||
|
522,6/5/2012,2,1,6,2,2,0.540833,0.525892,0.613333,0.209575,968,6033,7001
|
||||||
|
523,6/6/2012,2,1,6,3,1,0.554167,0.542292,0.61125,0.077125,1027,6028,7055
|
||||||
|
524,6/7/2012,2,1,6,4,1,0.6025,0.569442,0.567083,0.15735,1038,6456,7494
|
||||||
|
525,6/8/2012,2,1,6,5,1,0.649167,0.597862,0.467917,0.175383,1488,6248,7736
|
||||||
|
526,6/9/2012,2,1,6,6,1,0.710833,0.648367,0.437083,0.144287,2708,4790,7498
|
||||||
|
527,6/10/2012,2,1,6,0,1,0.726667,0.663517,0.538333,0.133721,2224,4374,6598
|
||||||
|
528,6/11/2012,2,1,6,1,2,0.720833,0.659721,0.587917,0.207713,1017,5647,6664
|
||||||
|
529,6/12/2012,2,1,6,2,2,0.653333,0.597875,0.833333,0.214546,477,4495,4972
|
||||||
|
530,6/13/2012,2,1,6,3,1,0.655833,0.611117,0.582083,0.343279,1173,6248,7421
|
||||||
|
531,6/14/2012,2,1,6,4,1,0.648333,0.624383,0.569583,0.253733,1180,6183,7363
|
||||||
|
532,6/15/2012,2,1,6,5,1,0.639167,0.599754,0.589583,0.176617,1563,6102,7665
|
||||||
|
533,6/16/2012,2,1,6,6,1,0.631667,0.594708,0.504167,0.166667,2963,4739,7702
|
||||||
|
534,6/17/2012,2,1,6,0,1,0.5925,0.571975,0.59875,0.144904,2634,4344,6978
|
||||||
|
535,6/18/2012,2,1,6,1,2,0.568333,0.544842,0.777917,0.174746,653,4446,5099
|
||||||
|
536,6/19/2012,2,1,6,2,1,0.688333,0.654692,0.69,0.148017,968,5857,6825
|
||||||
|
537,6/20/2012,2,1,6,3,1,0.7825,0.720975,0.592083,0.113812,872,5339,6211
|
||||||
|
538,6/21/2012,3,1,6,4,1,0.805833,0.752542,0.567917,0.118787,778,5127,5905
|
||||||
|
539,6/22/2012,3,1,6,5,1,0.7775,0.724121,0.57375,0.182842,964,4859,5823
|
||||||
|
540,6/23/2012,3,1,6,6,1,0.731667,0.652792,0.534583,0.179721,2657,4801,7458
|
||||||
|
541,6/24/2012,3,1,6,0,1,0.743333,0.674254,0.479167,0.145525,2551,4340,6891
|
||||||
|
542,6/25/2012,3,1,6,1,1,0.715833,0.654042,0.504167,0.300383,1139,5640,6779
|
||||||
|
543,6/26/2012,3,1,6,2,1,0.630833,0.594704,0.373333,0.347642,1077,6365,7442
|
||||||
|
544,6/27/2012,3,1,6,3,1,0.6975,0.640792,0.36,0.271775,1077,6258,7335
|
||||||
|
545,6/28/2012,3,1,6,4,1,0.749167,0.675512,0.4225,0.17165,921,5958,6879
|
||||||
|
546,6/29/2012,3,1,6,5,1,0.834167,0.786613,0.48875,0.165417,829,4634,5463
|
||||||
|
547,6/30/2012,3,1,6,6,1,0.765,0.687508,0.60125,0.161071,1455,4232,5687
|
||||||
|
548,7/1/2012,3,1,7,0,1,0.815833,0.750629,0.51875,0.168529,1421,4110,5531
|
||||||
|
549,7/2/2012,3,1,7,1,1,0.781667,0.702038,0.447083,0.195267,904,5323,6227
|
||||||
|
550,7/3/2012,3,1,7,2,1,0.780833,0.70265,0.492083,0.126237,1052,5608,6660
|
||||||
|
551,7/4/2012,3,1,7,3,1,0.789167,0.732337,0.53875,0.13495,2562,4841,7403
|
||||||
|
552,7/5/2012,3,1,7,4,1,0.8275,0.761367,0.457917,0.194029,1405,4836,6241
|
||||||
|
553,7/6/2012,3,1,7,5,1,0.828333,0.752533,0.450833,0.146142,1366,4841,6207
|
||||||
|
554,7/7/2012,3,1,7,6,1,0.861667,0.804913,0.492083,0.163554,1448,3392,4840
|
||||||
|
555,7/8/2012,3,1,7,0,1,0.8225,0.790396,0.57375,0.125629,1203,3469,4672
|
||||||
|
556,7/9/2012,3,1,7,1,2,0.710833,0.654054,0.683333,0.180975,998,5571,6569
|
||||||
|
557,7/10/2012,3,1,7,2,2,0.720833,0.664796,0.6675,0.151737,954,5336,6290
|
||||||
|
558,7/11/2012,3,1,7,3,1,0.716667,0.650271,0.633333,0.151733,975,6289,7264
|
||||||
|
559,7/12/2012,3,1,7,4,1,0.715833,0.654683,0.529583,0.146775,1032,6414,7446
|
||||||
|
560,7/13/2012,3,1,7,5,2,0.731667,0.667933,0.485833,0.08085,1511,5988,7499
|
||||||
|
561,7/14/2012,3,1,7,6,2,0.703333,0.666042,0.699167,0.143679,2355,4614,6969
|
||||||
|
562,7/15/2012,3,1,7,0,1,0.745833,0.705196,0.717917,0.166667,1920,4111,6031
|
||||||
|
563,7/16/2012,3,1,7,1,1,0.763333,0.724125,0.645,0.164187,1088,5742,6830
|
||||||
|
564,7/17/2012,3,1,7,2,1,0.818333,0.755683,0.505833,0.114429,921,5865,6786
|
||||||
|
565,7/18/2012,3,1,7,3,1,0.793333,0.745583,0.577083,0.137442,799,4914,5713
|
||||||
|
566,7/19/2012,3,1,7,4,1,0.77,0.714642,0.600417,0.165429,888,5703,6591
|
||||||
|
567,7/20/2012,3,1,7,5,2,0.665833,0.613025,0.844167,0.208967,747,5123,5870
|
||||||
|
568,7/21/2012,3,1,7,6,3,0.595833,0.549912,0.865417,0.2133,1264,3195,4459
|
||||||
|
569,7/22/2012,3,1,7,0,2,0.6675,0.623125,0.7625,0.0939208,2544,4866,7410
|
||||||
|
570,7/23/2012,3,1,7,1,1,0.741667,0.690017,0.694167,0.138683,1135,5831,6966
|
||||||
|
571,7/24/2012,3,1,7,2,1,0.750833,0.70645,0.655,0.211454,1140,6452,7592
|
||||||
|
572,7/25/2012,3,1,7,3,1,0.724167,0.654054,0.45,0.1648,1383,6790,8173
|
||||||
|
573,7/26/2012,3,1,7,4,1,0.776667,0.739263,0.596667,0.284813,1036,5825,6861
|
||||||
|
574,7/27/2012,3,1,7,5,1,0.781667,0.734217,0.594583,0.152992,1259,5645,6904
|
||||||
|
575,7/28/2012,3,1,7,6,1,0.755833,0.697604,0.613333,0.15735,2234,4451,6685
|
||||||
|
576,7/29/2012,3,1,7,0,1,0.721667,0.667933,0.62375,0.170396,2153,4444,6597
|
||||||
|
577,7/30/2012,3,1,7,1,1,0.730833,0.684987,0.66875,0.153617,1040,6065,7105
|
||||||
|
578,7/31/2012,3,1,7,2,1,0.713333,0.662896,0.704167,0.165425,968,6248,7216
|
||||||
|
579,8/1/2012,3,1,8,3,1,0.7175,0.667308,0.6775,0.141179,1074,6506,7580
|
||||||
|
580,8/2/2012,3,1,8,4,1,0.7525,0.707088,0.659583,0.129354,983,6278,7261
|
||||||
|
581,8/3/2012,3,1,8,5,2,0.765833,0.722867,0.6425,0.215792,1328,5847,7175
|
||||||
|
582,8/4/2012,3,1,8,6,1,0.793333,0.751267,0.613333,0.257458,2345,4479,6824
|
||||||
|
583,8/5/2012,3,1,8,0,1,0.769167,0.731079,0.6525,0.290421,1707,3757,5464
|
||||||
|
584,8/6/2012,3,1,8,1,2,0.7525,0.710246,0.654167,0.129354,1233,5780,7013
|
||||||
|
585,8/7/2012,3,1,8,2,2,0.735833,0.697621,0.70375,0.116908,1278,5995,7273
|
||||||
|
586,8/8/2012,3,1,8,3,2,0.75,0.707717,0.672917,0.1107,1263,6271,7534
|
||||||
|
587,8/9/2012,3,1,8,4,1,0.755833,0.699508,0.620417,0.1561,1196,6090,7286
|
||||||
|
588,8/10/2012,3,1,8,5,2,0.715833,0.667942,0.715833,0.238813,1065,4721,5786
|
||||||
|
589,8/11/2012,3,1,8,6,2,0.6925,0.638267,0.732917,0.206479,2247,4052,6299
|
||||||
|
590,8/12/2012,3,1,8,0,1,0.700833,0.644579,0.530417,0.122512,2182,4362,6544
|
||||||
|
591,8/13/2012,3,1,8,1,1,0.720833,0.662254,0.545417,0.136212,1207,5676,6883
|
||||||
|
592,8/14/2012,3,1,8,2,1,0.726667,0.676779,0.686667,0.169158,1128,5656,6784
|
||||||
|
593,8/15/2012,3,1,8,3,1,0.706667,0.654037,0.619583,0.169771,1198,6149,7347
|
||||||
|
594,8/16/2012,3,1,8,4,1,0.719167,0.654688,0.519167,0.141796,1338,6267,7605
|
||||||
|
595,8/17/2012,3,1,8,5,1,0.723333,0.2424,0.570833,0.231354,1483,5665,7148
|
||||||
|
596,8/18/2012,3,1,8,6,1,0.678333,0.618071,0.603333,0.177867,2827,5038,7865
|
||||||
|
597,8/19/2012,3,1,8,0,2,0.635833,0.603554,0.711667,0.08645,1208,3341,4549
|
||||||
|
598,8/20/2012,3,1,8,1,2,0.635833,0.595967,0.734167,0.129979,1026,5504,6530
|
||||||
|
599,8/21/2012,3,1,8,2,1,0.649167,0.601025,0.67375,0.0727708,1081,5925,7006
|
||||||
|
600,8/22/2012,3,1,8,3,1,0.6675,0.621854,0.677083,0.0702833,1094,6281,7375
|
||||||
|
601,8/23/2012,3,1,8,4,1,0.695833,0.637008,0.635833,0.0845958,1363,6402,7765
|
||||||
|
602,8/24/2012,3,1,8,5,2,0.7025,0.6471,0.615,0.0721458,1325,6257,7582
|
||||||
|
603,8/25/2012,3,1,8,6,2,0.661667,0.618696,0.712917,0.244408,1829,4224,6053
|
||||||
|
604,8/26/2012,3,1,8,0,2,0.653333,0.595996,0.845833,0.228858,1483,3772,5255
|
||||||
|
605,8/27/2012,3,1,8,1,1,0.703333,0.654688,0.730417,0.128733,989,5928,6917
|
||||||
|
606,8/28/2012,3,1,8,2,1,0.728333,0.66605,0.62,0.190925,935,6105,7040
|
||||||
|
607,8/29/2012,3,1,8,3,1,0.685,0.635733,0.552083,0.112562,1177,6520,7697
|
||||||
|
608,8/30/2012,3,1,8,4,1,0.706667,0.652779,0.590417,0.0771167,1172,6541,7713
|
||||||
|
609,8/31/2012,3,1,8,5,1,0.764167,0.6894,0.5875,0.168533,1433,5917,7350
|
||||||
|
610,9/1/2012,3,1,9,6,2,0.753333,0.702654,0.638333,0.113187,2352,3788,6140
|
||||||
|
611,9/2/2012,3,1,9,0,2,0.696667,0.649,0.815,0.0640708,2613,3197,5810
|
||||||
|
612,9/3/2012,3,1,9,1,1,0.7075,0.661629,0.790833,0.151121,1965,4069,6034
|
||||||
|
613,9/4/2012,3,1,9,2,1,0.725833,0.686888,0.755,0.236321,867,5997,6864
|
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|
614,9/5/2012,3,1,9,3,1,0.736667,0.708983,0.74125,0.187808,832,6280,7112
|
||||||
|
615,9/6/2012,3,1,9,4,2,0.696667,0.655329,0.810417,0.142421,611,5592,6203
|
||||||
|
616,9/7/2012,3,1,9,5,1,0.703333,0.657204,0.73625,0.171646,1045,6459,7504
|
||||||
|
617,9/8/2012,3,1,9,6,2,0.659167,0.611121,0.799167,0.281104,1557,4419,5976
|
||||||
|
618,9/9/2012,3,1,9,0,1,0.61,0.578925,0.5475,0.224496,2570,5657,8227
|
||||||
|
619,9/10/2012,3,1,9,1,1,0.583333,0.565654,0.50375,0.258713,1118,6407,7525
|
||||||
|
620,9/11/2012,3,1,9,2,1,0.5775,0.554292,0.52,0.0920542,1070,6697,7767
|
||||||
|
621,9/12/2012,3,1,9,3,1,0.599167,0.570075,0.577083,0.131846,1050,6820,7870
|
||||||
|
622,9/13/2012,3,1,9,4,1,0.6125,0.579558,0.637083,0.0827208,1054,6750,7804
|
||||||
|
623,9/14/2012,3,1,9,5,1,0.633333,0.594083,0.6725,0.103863,1379,6630,8009
|
||||||
|
624,9/15/2012,3,1,9,6,1,0.608333,0.585867,0.501667,0.247521,3160,5554,8714
|
||||||
|
625,9/16/2012,3,1,9,0,1,0.58,0.563125,0.57,0.0901833,2166,5167,7333
|
||||||
|
626,9/17/2012,3,1,9,1,2,0.580833,0.55305,0.734583,0.151742,1022,5847,6869
|
||||||
|
627,9/18/2012,3,1,9,2,2,0.623333,0.565067,0.8725,0.357587,371,3702,4073
|
||||||
|
628,9/19/2012,3,1,9,3,1,0.5525,0.540404,0.536667,0.215175,788,6803,7591
|
||||||
|
629,9/20/2012,3,1,9,4,1,0.546667,0.532192,0.618333,0.118167,939,6781,7720
|
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|
630,9/21/2012,3,1,9,5,1,0.599167,0.571971,0.66875,0.154229,1250,6917,8167
|
||||||
|
631,9/22/2012,3,1,9,6,1,0.65,0.610488,0.646667,0.283583,2512,5883,8395
|
||||||
|
632,9/23/2012,4,1,9,0,1,0.529167,0.518933,0.467083,0.223258,2454,5453,7907
|
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|
633,9/24/2012,4,1,9,1,1,0.514167,0.502513,0.492917,0.142404,1001,6435,7436
|
||||||
|
634,9/25/2012,4,1,9,2,1,0.55,0.544179,0.57,0.236321,845,6693,7538
|
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|
635,9/26/2012,4,1,9,3,1,0.635,0.596613,0.630833,0.2444,787,6946,7733
|
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|
636,9/27/2012,4,1,9,4,2,0.65,0.607975,0.690833,0.134342,751,6642,7393
|
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|
637,9/28/2012,4,1,9,5,2,0.619167,0.585863,0.69,0.164179,1045,6370,7415
|
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|
638,9/29/2012,4,1,9,6,1,0.5425,0.530296,0.542917,0.227604,2589,5966,8555
|
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|
639,9/30/2012,4,1,9,0,1,0.526667,0.517663,0.583333,0.134958,2015,4874,6889
|
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|
640,10/1/2012,4,1,10,1,2,0.520833,0.512,0.649167,0.0908042,763,6015,6778
|
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|
641,10/2/2012,4,1,10,2,3,0.590833,0.542333,0.871667,0.104475,315,4324,4639
|
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|
642,10/3/2012,4,1,10,3,2,0.6575,0.599133,0.79375,0.0665458,728,6844,7572
|
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|
643,10/4/2012,4,1,10,4,2,0.6575,0.607975,0.722917,0.117546,891,6437,7328
|
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|
644,10/5/2012,4,1,10,5,1,0.615,0.580187,0.6275,0.10635,1516,6640,8156
|
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|
645,10/6/2012,4,1,10,6,1,0.554167,0.538521,0.664167,0.268025,3031,4934,7965
|
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|
646,10/7/2012,4,1,10,0,2,0.415833,0.419813,0.708333,0.141162,781,2729,3510
|
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|
647,10/8/2012,4,1,10,1,2,0.383333,0.387608,0.709583,0.189679,874,4604,5478
|
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|
648,10/9/2012,4,1,10,2,2,0.446667,0.438112,0.761667,0.1903,601,5791,6392
|
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|
649,10/10/2012,4,1,10,3,1,0.514167,0.503142,0.630833,0.187821,780,6911,7691
|
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|
650,10/11/2012,4,1,10,4,1,0.435,0.431167,0.463333,0.181596,834,6736,7570
|
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|
651,10/12/2012,4,1,10,5,1,0.4375,0.433071,0.539167,0.235092,1060,6222,7282
|
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|
652,10/13/2012,4,1,10,6,1,0.393333,0.391396,0.494583,0.146142,2252,4857,7109
|
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|
653,10/14/2012,4,1,10,0,1,0.521667,0.508204,0.640417,0.278612,2080,4559,6639
|
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|
654,10/15/2012,4,1,10,1,2,0.561667,0.53915,0.7075,0.296037,760,5115,5875
|
||||||
|
655,10/16/2012,4,1,10,2,1,0.468333,0.460846,0.558333,0.182221,922,6612,7534
|
||||||
|
656,10/17/2012,4,1,10,3,1,0.455833,0.450108,0.692917,0.101371,979,6482,7461
|
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|
657,10/18/2012,4,1,10,4,2,0.5225,0.512625,0.728333,0.236937,1008,6501,7509
|
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|
658,10/19/2012,4,1,10,5,2,0.563333,0.537896,0.815,0.134954,753,4671,5424
|
||||||
|
659,10/20/2012,4,1,10,6,1,0.484167,0.472842,0.572917,0.117537,2806,5284,8090
|
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|
660,10/21/2012,4,1,10,0,1,0.464167,0.456429,0.51,0.166054,2132,4692,6824
|
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|
661,10/22/2012,4,1,10,1,1,0.4875,0.482942,0.568333,0.0814833,830,6228,7058
|
||||||
|
662,10/23/2012,4,1,10,2,1,0.544167,0.530304,0.641667,0.0945458,841,6625,7466
|
||||||
|
663,10/24/2012,4,1,10,3,1,0.5875,0.558721,0.63625,0.0727792,795,6898,7693
|
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|
664,10/25/2012,4,1,10,4,2,0.55,0.529688,0.800417,0.124375,875,6484,7359
|
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|
665,10/26/2012,4,1,10,5,2,0.545833,0.52275,0.807083,0.132467,1182,6262,7444
|
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|
666,10/27/2012,4,1,10,6,2,0.53,0.515133,0.72,0.235692,2643,5209,7852
|
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|
667,10/28/2012,4,1,10,0,2,0.4775,0.467771,0.694583,0.398008,998,3461,4459
|
||||||
|
668,10/29/2012,4,1,10,1,3,0.44,0.4394,0.88,0.3582,2,20,22
|
||||||
|
669,10/30/2012,4,1,10,2,2,0.318182,0.309909,0.825455,0.213009,87,1009,1096
|
||||||
|
670,10/31/2012,4,1,10,3,2,0.3575,0.3611,0.666667,0.166667,419,5147,5566
|
||||||
|
671,11/1/2012,4,1,11,4,2,0.365833,0.369942,0.581667,0.157346,466,5520,5986
|
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|
672,11/2/2012,4,1,11,5,1,0.355,0.356042,0.522083,0.266175,618,5229,5847
|
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|
673,11/3/2012,4,1,11,6,2,0.343333,0.323846,0.49125,0.270529,1029,4109,5138
|
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|
674,11/4/2012,4,1,11,0,1,0.325833,0.329538,0.532917,0.179108,1201,3906,5107
|
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|
675,11/5/2012,4,1,11,1,1,0.319167,0.308075,0.494167,0.236325,378,4881,5259
|
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|
676,11/6/2012,4,1,11,2,1,0.280833,0.281567,0.567083,0.173513,466,5220,5686
|
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|
677,11/7/2012,4,1,11,3,2,0.295833,0.274621,0.5475,0.304108,326,4709,5035
|
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|
678,11/8/2012,4,1,11,4,1,0.352174,0.341891,0.333478,0.347835,340,4975,5315
|
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|
679,11/9/2012,4,1,11,5,1,0.361667,0.355413,0.540833,0.214558,709,5283,5992
|
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|
680,11/10/2012,4,1,11,6,1,0.389167,0.393937,0.645417,0.0578458,2090,4446,6536
|
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|
681,11/11/2012,4,1,11,0,1,0.420833,0.421713,0.659167,0.1275,2290,4562,6852
|
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|
682,11/12/2012,4,1,11,1,1,0.485,0.475383,0.741667,0.173517,1097,5172,6269
|
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|
683,11/13/2012,4,1,11,2,2,0.343333,0.323225,0.662917,0.342046,327,3767,4094
|
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|
684,11/14/2012,4,1,11,3,1,0.289167,0.281563,0.552083,0.199625,373,5122,5495
|
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|
685,11/15/2012,4,1,11,4,2,0.321667,0.324492,0.620417,0.152987,320,5125,5445
|
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|
686,11/16/2012,4,1,11,5,1,0.345,0.347204,0.524583,0.171025,484,5214,5698
|
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|
687,11/17/2012,4,1,11,6,1,0.325,0.326383,0.545417,0.179729,1313,4316,5629
|
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|
688,11/18/2012,4,1,11,0,1,0.3425,0.337746,0.692917,0.227612,922,3747,4669
|
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|
689,11/19/2012,4,1,11,1,2,0.380833,0.375621,0.623333,0.235067,449,5050,5499
|
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|
690,11/20/2012,4,1,11,2,2,0.374167,0.380667,0.685,0.082725,534,5100,5634
|
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|
691,11/21/2012,4,1,11,3,1,0.353333,0.364892,0.61375,0.103246,615,4531,5146
|
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|
692,11/22/2012,4,1,11,4,1,0.34,0.350371,0.580417,0.0528708,955,1470,2425
|
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|
693,11/23/2012,4,1,11,5,1,0.368333,0.378779,0.56875,0.148021,1603,2307,3910
|
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|
694,11/24/2012,4,1,11,6,1,0.278333,0.248742,0.404583,0.376871,532,1745,2277
|
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|
695,11/25/2012,4,1,11,0,1,0.245833,0.257583,0.468333,0.1505,309,2115,2424
|
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|
696,11/26/2012,4,1,11,1,1,0.313333,0.339004,0.535417,0.04665,337,4750,5087
|
||||||
|
697,11/27/2012,4,1,11,2,2,0.291667,0.281558,0.786667,0.237562,123,3836,3959
|
||||||
|
698,11/28/2012,4,1,11,3,1,0.296667,0.289762,0.50625,0.210821,198,5062,5260
|
||||||
|
699,11/29/2012,4,1,11,4,1,0.28087,0.298422,0.555652,0.115522,243,5080,5323
|
||||||
|
700,11/30/2012,4,1,11,5,1,0.298333,0.323867,0.649583,0.0584708,362,5306,5668
|
||||||
|
701,12/1/2012,4,1,12,6,2,0.298333,0.316904,0.806667,0.0597042,951,4240,5191
|
||||||
|
702,12/2/2012,4,1,12,0,2,0.3475,0.359208,0.823333,0.124379,892,3757,4649
|
||||||
|
703,12/3/2012,4,1,12,1,1,0.4525,0.455796,0.7675,0.0827208,555,5679,6234
|
||||||
|
704,12/4/2012,4,1,12,2,1,0.475833,0.469054,0.73375,0.174129,551,6055,6606
|
||||||
|
705,12/5/2012,4,1,12,3,1,0.438333,0.428012,0.485,0.324021,331,5398,5729
|
||||||
|
706,12/6/2012,4,1,12,4,1,0.255833,0.258204,0.50875,0.174754,340,5035,5375
|
||||||
|
707,12/7/2012,4,1,12,5,2,0.320833,0.321958,0.764167,0.1306,349,4659,5008
|
||||||
|
708,12/8/2012,4,1,12,6,2,0.381667,0.389508,0.91125,0.101379,1153,4429,5582
|
||||||
|
709,12/9/2012,4,1,12,0,2,0.384167,0.390146,0.905417,0.157975,441,2787,3228
|
||||||
|
710,12/10/2012,4,1,12,1,2,0.435833,0.435575,0.925,0.190308,329,4841,5170
|
||||||
|
711,12/11/2012,4,1,12,2,2,0.353333,0.338363,0.596667,0.296037,282,5219,5501
|
||||||
|
712,12/12/2012,4,1,12,3,2,0.2975,0.297338,0.538333,0.162937,310,5009,5319
|
||||||
|
713,12/13/2012,4,1,12,4,1,0.295833,0.294188,0.485833,0.174129,425,5107,5532
|
||||||
|
714,12/14/2012,4,1,12,5,1,0.281667,0.294192,0.642917,0.131229,429,5182,5611
|
||||||
|
715,12/15/2012,4,1,12,6,1,0.324167,0.338383,0.650417,0.10635,767,4280,5047
|
||||||
|
716,12/16/2012,4,1,12,0,2,0.3625,0.369938,0.83875,0.100742,538,3248,3786
|
||||||
|
717,12/17/2012,4,1,12,1,2,0.393333,0.4015,0.907083,0.0982583,212,4373,4585
|
||||||
|
718,12/18/2012,4,1,12,2,1,0.410833,0.409708,0.66625,0.221404,433,5124,5557
|
||||||
|
719,12/19/2012,4,1,12,3,1,0.3325,0.342162,0.625417,0.184092,333,4934,5267
|
||||||
|
720,12/20/2012,4,1,12,4,2,0.33,0.335217,0.667917,0.132463,314,3814,4128
|
||||||
|
721,12/21/2012,1,1,12,5,2,0.326667,0.301767,0.556667,0.374383,221,3402,3623
|
||||||
|
722,12/22/2012,1,1,12,6,1,0.265833,0.236113,0.44125,0.407346,205,1544,1749
|
||||||
|
723,12/23/2012,1,1,12,0,1,0.245833,0.259471,0.515417,0.133083,408,1379,1787
|
||||||
|
724,12/24/2012,1,1,12,1,2,0.231304,0.2589,0.791304,0.0772304,174,746,920
|
||||||
|
725,12/25/2012,1,1,12,2,2,0.291304,0.294465,0.734783,0.168726,440,573,1013
|
||||||
|
726,12/26/2012,1,1,12,3,3,0.243333,0.220333,0.823333,0.316546,9,432,441
|
||||||
|
727,12/27/2012,1,1,12,4,2,0.254167,0.226642,0.652917,0.350133,247,1867,2114
|
||||||
|
728,12/28/2012,1,1,12,5,2,0.253333,0.255046,0.59,0.155471,644,2451,3095
|
||||||
|
729,12/29/2012,1,1,12,6,2,0.253333,0.2424,0.752917,0.124383,159,1182,1341
|
||||||
|
730,12/30/2012,1,1,12,0,1,0.255833,0.2317,0.483333,0.350754,364,1432,1796
|
||||||
|
731,12/31/2012,1,1,12,1,2,0.215833,0.223487,0.5775,0.154846,439,2290,2729
|
||||||
|
@@ -0,0 +1,684 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Energy Demand Forecasting**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example, we show how AutoML can be used to forecast a single time-series in the energy demand application area. \n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"Notebook synopsis:\n",
|
||||||
|
"1. Creating an Experiment in an existing Workspace\n",
|
||||||
|
"2. Configuration and local run of AutoML for a simple time-series model\n",
|
||||||
|
"3. View engineered features and prediction results\n",
|
||||||
|
"4. Configuration and local run of AutoML for a time-series model with lag and rolling window features\n",
|
||||||
|
"5. Estimate feature importance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import azureml.core\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import logging\n",
|
||||||
|
"import warnings\n",
|
||||||
|
"\n",
|
||||||
|
"# Squash warning messages for cleaner output in the notebook\n",
|
||||||
|
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
||||||
|
"\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for the run history container in the workspace\n",
|
||||||
|
"experiment_name = 'automl-energydemandforecasting'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Run History Name'] = experiment_name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"We will use energy consumption data from New York City for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. Pandas CSV reader is used to read the file into memory. Special attention is given to the \"timeStamp\" column in the data since it contains text which should be parsed as datetime-type objects. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = pd.read_csv(\"nyc_energy.csv\", parse_dates=['timeStamp'])\n",
|
||||||
|
"data.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We must now define the schema of this dataset. Every time-series must have a time column and a target. The target quantity is what will be eventually forecasted by a trained model. In this case, the target is the \"demand\" column. The other columns, \"temp\" and \"precip,\" are implicitly designated as features."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Dataset schema\n",
|
||||||
|
"time_column_name = 'timeStamp'\n",
|
||||||
|
"target_column_name = 'demand'"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Forecast Horizon\n",
|
||||||
|
"\n",
|
||||||
|
"In addition to the data schema, we must also specify the forecast horizon. A forecast horizon is a time span into the future (or just beyond the latest date in the training data) where forecasts of the target quantity are needed. Choosing a forecast horizon is application specific, but a rule-of-thumb is that **the horizon should be the time-frame where you need actionable decisions based on the forecast.** The horizon usually has a strong relationship with the frequency of the time-series data, that is, the sampling interval of the target quantity and the features. For instance, the NYC energy demand data has an hourly frequency. A decision that requires a demand forecast to the hour is unlikely to be made weeks or months in advance, particularly if we expect weather to be a strong determinant of demand. We may have fairly accurate meteorological forecasts of the hourly temperature and precipitation on a the time-scale of a day or two, however.\n",
|
||||||
|
"\n",
|
||||||
|
"Given the above discussion, we generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so the user should consider carefully how they set this value. If a long horizon forecast really is necessary, it may be good practice to aggregate the series to a coarser time scale. \n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"Forecast horizons in AutoML are given as integer multiples of the time-series frequency. In this example, we set the horizon to 48 hours."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"max_horizon = 48"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Split the data into train and test sets\n",
|
||||||
|
"We now split the data into a train and a test set so that we may evaluate model performance. We note that the tail of the dataset contains a large number of NA values in the target column, so we designate the test set as the 48 hour window ending on the latest date of known energy demand. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Find time point to split on\n",
|
||||||
|
"latest_known_time = data[~pd.isnull(data[target_column_name])][time_column_name].max()\n",
|
||||||
|
"split_time = latest_known_time - pd.Timedelta(hours=max_horizon)\n",
|
||||||
|
"\n",
|
||||||
|
"# Split into train/test sets\n",
|
||||||
|
"X_train = data[data[time_column_name] <= split_time]\n",
|
||||||
|
"X_test = data[(data[time_column_name] > split_time) & (data[time_column_name] <= latest_known_time)]\n",
|
||||||
|
"\n",
|
||||||
|
"# Move the target values into their own arrays \n",
|
||||||
|
"y_train = X_train.pop(target_column_name).values\n",
|
||||||
|
"y_test = X_test.pop(target_column_name).values"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"We now instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. For forecasting tasks, we must provide extra configuration related to the time-series data schema and forecasting context. Here, only the name of the time column and the maximum forecast horizon are needed. Other settings are described below:\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|forecasting|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way.|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"time_series_settings = {\n",
|
||||||
|
" 'time_column_name': time_column_name,\n",
|
||||||
|
" 'max_horizon': max_horizon\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task='forecasting',\n",
|
||||||
|
" debug_log='automl_nyc_energy_errors.log',\n",
|
||||||
|
" primary_metric='normalized_root_mean_squared_error',\n",
|
||||||
|
" blacklist_models = ['ExtremeRandomTrees', 'AutoArima'],\n",
|
||||||
|
" iterations=10,\n",
|
||||||
|
" iteration_timeout_minutes=5,\n",
|
||||||
|
" X=X_train,\n",
|
||||||
|
" y=y_train,\n",
|
||||||
|
" n_cross_validations=3,\n",
|
||||||
|
" verbosity = logging.INFO,\n",
|
||||||
|
" **time_series_settings)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Submitting the configuration will start a new run in this experiment. For local runs, the execution is synchronous. Depending on the data and number of iterations, this can run for a while. Parameters controlling concurrency may speed up the process, depending on your hardware.\n",
|
||||||
|
"\n",
|
||||||
|
"You will see the currently running iterations printing to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = local_run.get_output()\n",
|
||||||
|
"fitted_model.steps"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### View the engineered names for featurized data\n",
|
||||||
|
"Below we display the engineered feature names generated for the featurized data using the time-series featurization."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"fitted_model.named_steps['timeseriestransformer'].get_engineered_feature_names()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Test the Best Fitted Model\n",
|
||||||
|
"\n",
|
||||||
|
"For forecasting, we will use the `forecast` function instead of the `predict` function. There are two reasons for this.\n",
|
||||||
|
"\n",
|
||||||
|
"We need to pass the recent values of the target variable `y`, whereas the scikit-compatible `predict` function only takes the non-target variables `X`. In our case, the test data immediately follows the training data, and we fill the `y` variable with `NaN`. The `NaN` serves as a question mark for the forecaster to fill with the actuals. Using the forecast function will produce forecasts using the shortest possible forecast horizon. The last time at which a definite (non-NaN) value is seen is the _forecast origin_ - the last time when the value of the target is known. \n",
|
||||||
|
"\n",
|
||||||
|
"Using the `predict` method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Replace ALL values in y_pred by NaN. \n",
|
||||||
|
"# The forecast origin will be at the beginning of the first forecast period\n",
|
||||||
|
"# (which is the same time as the end of the last training period).\n",
|
||||||
|
"y_query = y_test.copy().astype(np.float)\n",
|
||||||
|
"y_query.fill(np.nan)\n",
|
||||||
|
"# The featurized data, aligned to y, will also be returned.\n",
|
||||||
|
"# This contains the assumptions that were made in the forecast\n",
|
||||||
|
"# and helps align the forecast to the original data\n",
|
||||||
|
"y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# limit the evaluation to data where y_test has actuals\n",
|
||||||
|
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Demonstrates how to get the output aligned to the inputs\n",
|
||||||
|
" using pandas indexes. Helps understand what happened if\n",
|
||||||
|
" the output's shape differs from the input shape, or if\n",
|
||||||
|
" the data got re-sorted by time and grain during forecasting.\n",
|
||||||
|
" \n",
|
||||||
|
" Typical causes of misalignment are:\n",
|
||||||
|
" * we predicted some periods that were missing in actuals -> drop from eval\n",
|
||||||
|
" * model was asked to predict past max_horizon -> increase max horizon\n",
|
||||||
|
" * data at start of X_test was needed for lags -> provide previous periods\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
|
||||||
|
" # y and X outputs are aligned by forecast() function contract\n",
|
||||||
|
" df_fcst.index = X_trans.index\n",
|
||||||
|
" \n",
|
||||||
|
" # align original X_test to y_test \n",
|
||||||
|
" X_test_full = X_test.copy()\n",
|
||||||
|
" X_test_full[target_column_name] = y_test\n",
|
||||||
|
"\n",
|
||||||
|
" # X_test_full's does not include origin, so reset for merge\n",
|
||||||
|
" df_fcst.reset_index(inplace=True)\n",
|
||||||
|
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
|
||||||
|
" together = df_fcst.merge(X_test_full, how='right')\n",
|
||||||
|
" \n",
|
||||||
|
" # drop rows where prediction or actuals are nan \n",
|
||||||
|
" # happens because of missing actuals \n",
|
||||||
|
" # or at edges of time due to lags/rolling windows\n",
|
||||||
|
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
|
||||||
|
" return(clean)\n",
|
||||||
|
"\n",
|
||||||
|
"df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n",
|
||||||
|
"df_all.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Looking at `X_trans` is also useful to see what featurization happened to the data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_trans"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Calculate accuracy metrics\n",
|
||||||
|
"Finally, we calculate some accuracy metrics for the forecast and plot the predictions vs. the actuals over the time range in the test set."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def MAPE(actual, pred):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Calculate mean absolute percentage error.\n",
|
||||||
|
" Remove NA and values where actual is close to zero\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
|
||||||
|
" not_zero = ~np.isclose(actual, 0.0)\n",
|
||||||
|
" actual_safe = actual[not_na & not_zero]\n",
|
||||||
|
" pred_safe = pred[not_na & not_zero]\n",
|
||||||
|
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
|
||||||
|
" return np.mean(APE)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print(\"Simple forecasting model\")\n",
|
||||||
|
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
|
||||||
|
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
|
||||||
|
"print('mean_absolute_error score: %.2f' % mae)\n",
|
||||||
|
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"pred, = plt.plot(df_all[time_column_name], df_all['predicted'], color='b')\n",
|
||||||
|
"actual, = plt.plot(df_all[time_column_name], df_all[target_column_name], color='g')\n",
|
||||||
|
"plt.xticks(fontsize=8)\n",
|
||||||
|
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.title('Prediction vs. Actual Time-Series')\n",
|
||||||
|
"\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"The distribution looks a little heavy tailed: we underestimate the excursions of the extremes. A normal-quantile transform of the target might help, but let's first try using some past data with the lags and rolling window transforms.\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Using lags and rolling window features"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation.\n",
|
||||||
|
"\n",
|
||||||
|
"Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must still specify the `max_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features.\n",
|
||||||
|
"\n",
|
||||||
|
"This notebook uses the blacklist_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blacklist_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"time_series_settings_with_lags = {\n",
|
||||||
|
" 'time_column_name': time_column_name,\n",
|
||||||
|
" 'max_horizon': max_horizon,\n",
|
||||||
|
" 'target_lags': 12,\n",
|
||||||
|
" 'target_rolling_window_size': 4\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config_lags = AutoMLConfig(task='forecasting',\n",
|
||||||
|
" debug_log='automl_nyc_energy_errors.log',\n",
|
||||||
|
" primary_metric='normalized_root_mean_squared_error',\n",
|
||||||
|
" blacklist_models=['ElasticNet','ExtremeRandomTrees','GradientBoosting','XGBoostRegressor'],\n",
|
||||||
|
" iterations=10,\n",
|
||||||
|
" iteration_timeout_minutes=10,\n",
|
||||||
|
" X=X_train,\n",
|
||||||
|
" y=y_train,\n",
|
||||||
|
" n_cross_validations=3,\n",
|
||||||
|
" verbosity=logging.INFO,\n",
|
||||||
|
" **time_series_settings_with_lags)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"We now start a new local run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run_lags = experiment.submit(automl_config_lags, show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run_lags, fitted_model_lags = local_run_lags.get_output()\n",
|
||||||
|
"y_fcst_lags, X_trans_lags = fitted_model_lags.forecast(X_test, y_query)\n",
|
||||||
|
"df_lags = align_outputs(y_fcst_lags, X_trans_lags, X_test, y_test)\n",
|
||||||
|
"df_lags.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_trans_lags"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print(\"Forecasting model with lags\")\n",
|
||||||
|
"rmse = np.sqrt(mean_squared_error(df_lags[target_column_name], df_lags['predicted']))\n",
|
||||||
|
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
|
||||||
|
"mae = mean_absolute_error(df_lags[target_column_name], df_lags['predicted'])\n",
|
||||||
|
"print('mean_absolute_error score: %.2f' % mae)\n",
|
||||||
|
"print('MAPE: %.2f' % MAPE(df_lags[target_column_name], df_lags['predicted']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"pred, = plt.plot(df_lags[time_column_name], df_lags['predicted'], color='b')\n",
|
||||||
|
"actual, = plt.plot(df_lags[time_column_name], df_lags[target_column_name], color='g')\n",
|
||||||
|
"plt.xticks(fontsize=8)\n",
|
||||||
|
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### What features matter for the forecast?\n",
|
||||||
|
"The following steps will allow you to compute and visualize engineered feature importance based on your test data for forecasting. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Setup the model explanations for AutoML models\n",
|
||||||
|
"The *fitted_model* can generate the following which will be used for getting the engineered and raw feature explanations using *automl_setup_model_explanations*:-\n",
|
||||||
|
"1. Featurized data from train samples/test samples \n",
|
||||||
|
"2. Gather engineered and raw feature name lists\n",
|
||||||
|
"3. Find the classes in your labeled column in classification scenarios\n",
|
||||||
|
"\n",
|
||||||
|
"The *automl_explainer_setup_obj* contains all the structures from above list. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
|
||||||
|
"automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, X=X_train.copy(), \n",
|
||||||
|
" X_test=X_test.copy(), y=y_train, \n",
|
||||||
|
" task='forecasting')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Initialize the Mimic Explainer for feature importance\n",
|
||||||
|
"For explaining the AutoML models, use the *MimicWrapper* from *azureml.explain.model* package. The *MimicWrapper* can be initialized with fields in *automl_explainer_setup_obj*, your workspace and a LightGBM model which acts as a surrogate model to explain the AutoML model (*fitted_model* here). The *MimicWrapper* also takes the *best_run* object where the raw and engineered explanations will be uploaded."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel\n",
|
||||||
|
"from azureml.explain.model.mimic_wrapper import MimicWrapper\n",
|
||||||
|
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel, \n",
|
||||||
|
" init_dataset=automl_explainer_setup_obj.X_transform, run=best_run,\n",
|
||||||
|
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
|
||||||
|
" feature_maps=[automl_explainer_setup_obj.feature_map])"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Use Mimic Explainer for computing and visualizing engineered feature importance\n",
|
||||||
|
"The *explain()* method in *MimicWrapper* can be called with the transformed test samples to get the feature importance for the generated engineered features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the generated engineered features by AutoML featurizers."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
|
||||||
|
"print(engineered_explanations.get_feature_importance_dict())\n",
|
||||||
|
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
|
||||||
|
"ExplanationDashboard(engineered_explanations, automl_explainer_setup_obj.automl_estimator, automl_explainer_setup_obj.X_test_transform)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
|
||||||
|
"The *explain()* method in *MimicWrapper* can be again called with the transformed test samples and setting *get_raw* to *True* to get the feature importance for the raw features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the raw features."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"raw_explanations = explainer.explain(['local', 'global'], get_raw=True, \n",
|
||||||
|
" raw_feature_names=automl_explainer_setup_obj.raw_feature_names,\n",
|
||||||
|
" eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
|
||||||
|
"print(raw_explanations.get_feature_importance_dict())\n",
|
||||||
|
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
|
||||||
|
"ExplanationDashboard(raw_explanations, automl_explainer_setup_obj.automl_pipeline, automl_explainer_setup_obj.X_test_raw)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Please go to the Azure Portal's best run to see the top features chart.\n",
|
||||||
|
"\n",
|
||||||
|
"The informative features make all sorts of intuitive sense. Temperature is a strong driver of heating and cooling demand in NYC. Apart from that, the daily life cycle, expressed by `hour`, and the weekly cycle, expressed by `wday` drives people's energy use habits."
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "erwright"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.8"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,12 @@
|
|||||||
|
name: auto-ml-forecasting-energy-demand
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- statsmodels
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-contrib-interpret
|
||||||
|
Can't render this file because it is too large.
|
@@ -0,0 +1,615 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"\n",
|
||||||
|
"## Forecasting away from training data\n",
|
||||||
|
"\n",
|
||||||
|
"This notebook demonstrates the full interface to the `forecast()` function. \n",
|
||||||
|
"\n",
|
||||||
|
"The best known and most frequent usage of `forecast` enables forecasting on test sets that immediately follows training data. \n",
|
||||||
|
"\n",
|
||||||
|
"However, in many use cases it is necessary to continue using the model for some time before retraining it. This happens especially in **high frequency forecasting** when forecasts need to be made more frequently than the model can be retrained. Examples are in Internet of Things and predictive cloud resource scaling.\n",
|
||||||
|
"\n",
|
||||||
|
"Here we show how to use the `forecast()` function when a time gap exists between training data and prediction period.\n",
|
||||||
|
"\n",
|
||||||
|
"Terminology:\n",
|
||||||
|
"* forecast origin: the last period when the target value is known\n",
|
||||||
|
"* forecast periods(s): the period(s) for which the value of the target is desired.\n",
|
||||||
|
"* forecast horizon: the number of forecast periods\n",
|
||||||
|
"* lookback: how many past periods (before forecast origin) the model function depends on. The larger of number of lags and length of rolling window.\n",
|
||||||
|
"* prediction context: `lookback` periods immediately preceding the forecast origin\n",
|
||||||
|
"\n",
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Please make sure you have followed the `configuration.ipynb` notebook so that your ML workspace information is saved in the config file."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import logging\n",
|
||||||
|
"import warnings\n",
|
||||||
|
"\n",
|
||||||
|
"from pandas.tseries.frequencies import to_offset\n",
|
||||||
|
"\n",
|
||||||
|
"# Squash warning messages for cleaner output in the notebook\n",
|
||||||
|
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
||||||
|
"\n",
|
||||||
|
"np.set_printoptions(precision=4, suppress=True, linewidth=120)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
|
"\n",
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for the run history container in the workspace\n",
|
||||||
|
"experiment_name = 'automl-forecast-function-demo'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Run History Name'] = experiment_name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"For the demonstration purposes we will generate the data artificially and use them for the forecasting."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"TIME_COLUMN_NAME = 'date'\n",
|
||||||
|
"GRAIN_COLUMN_NAME = 'grain'\n",
|
||||||
|
"TARGET_COLUMN_NAME = 'y'\n",
|
||||||
|
"\n",
|
||||||
|
"def get_timeseries(train_len: int,\n",
|
||||||
|
" test_len: int,\n",
|
||||||
|
" time_column_name: str,\n",
|
||||||
|
" target_column_name: str,\n",
|
||||||
|
" grain_column_name: str,\n",
|
||||||
|
" grains: int = 1,\n",
|
||||||
|
" freq: str = 'H'):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Return the time series of designed length.\n",
|
||||||
|
"\n",
|
||||||
|
" :param train_len: The length of training data (one series).\n",
|
||||||
|
" :type train_len: int\n",
|
||||||
|
" :param test_len: The length of testing data (one series).\n",
|
||||||
|
" :type test_len: int\n",
|
||||||
|
" :param time_column_name: The desired name of a time column.\n",
|
||||||
|
" :type time_column_name: str\n",
|
||||||
|
" :param\n",
|
||||||
|
" :param grains: The number of grains.\n",
|
||||||
|
" :type grains: int\n",
|
||||||
|
" :param freq: The frequency string representing pandas offset.\n",
|
||||||
|
" see https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html\n",
|
||||||
|
" :type freq: str\n",
|
||||||
|
" :returns: the tuple of train and test data sets.\n",
|
||||||
|
" :rtype: tuple\n",
|
||||||
|
"\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" data_train = [] # type: List[pd.DataFrame]\n",
|
||||||
|
" data_test = [] # type: List[pd.DataFrame]\n",
|
||||||
|
" data_length = train_len + test_len\n",
|
||||||
|
" for i in range(grains):\n",
|
||||||
|
" X = pd.DataFrame({\n",
|
||||||
|
" time_column_name: pd.date_range(start='2000-01-01',\n",
|
||||||
|
" periods=data_length,\n",
|
||||||
|
" freq=freq),\n",
|
||||||
|
" target_column_name: np.arange(data_length).astype(float) + np.random.rand(data_length) + i*5,\n",
|
||||||
|
" 'ext_predictor': np.asarray(range(42, 42 + data_length)),\n",
|
||||||
|
" grain_column_name: np.repeat('g{}'.format(i), data_length)\n",
|
||||||
|
" })\n",
|
||||||
|
" data_train.append(X[:train_len])\n",
|
||||||
|
" data_test.append(X[train_len:])\n",
|
||||||
|
" X_train = pd.concat(data_train)\n",
|
||||||
|
" y_train = X_train.pop(target_column_name).values\n",
|
||||||
|
" X_test = pd.concat(data_test)\n",
|
||||||
|
" y_test = X_test.pop(target_column_name).values\n",
|
||||||
|
" return X_train, y_train, X_test, y_test\n",
|
||||||
|
"\n",
|
||||||
|
"n_test_periods = 6\n",
|
||||||
|
"n_train_periods = 30\n",
|
||||||
|
"X_train, y_train, X_test, y_test = get_timeseries(train_len=n_train_periods,\n",
|
||||||
|
" test_len=n_test_periods,\n",
|
||||||
|
" time_column_name=TIME_COLUMN_NAME,\n",
|
||||||
|
" target_column_name=TARGET_COLUMN_NAME,\n",
|
||||||
|
" grain_column_name=GRAIN_COLUMN_NAME,\n",
|
||||||
|
" grains=2)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Let's see what the training data looks like."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_train.tail()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# plot the example time series\n",
|
||||||
|
"import matplotlib.pyplot as plt\n",
|
||||||
|
"whole_data = X_train.copy()\n",
|
||||||
|
"whole_data['y'] = y_train\n",
|
||||||
|
"for g in whole_data.groupby('grain'): \n",
|
||||||
|
" plt.plot(g[1]['date'].values, g[1]['y'].values, label=g[0])\n",
|
||||||
|
"plt.legend()\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Create the configuration and train a forecaster\n",
|
||||||
|
"First generate the configuration, in which we:\n",
|
||||||
|
"* Set metadata columns: target, time column and grain column names.\n",
|
||||||
|
"* Ask for 10 iterations through models, last of which will represent the Ensemble of previous ones.\n",
|
||||||
|
"* Validate our data using cross validation with rolling window method.\n",
|
||||||
|
"* Set normalized root mean squared error as a metric to select the best model.\n",
|
||||||
|
"\n",
|
||||||
|
"* Finally, we set the task to be forecasting.\n",
|
||||||
|
"* By default, we apply the lag lead operator and rolling window to the target value i.e. we use the previous values as a predictor for the future ones."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lags = [1,2,3]\n",
|
||||||
|
"rolling_window_length = 0 # don't do rolling windows\n",
|
||||||
|
"max_horizon = n_test_periods\n",
|
||||||
|
"time_series_settings = { \n",
|
||||||
|
" 'time_column_name': TIME_COLUMN_NAME,\n",
|
||||||
|
" 'grain_column_names': [ GRAIN_COLUMN_NAME ],\n",
|
||||||
|
" 'max_horizon': max_horizon,\n",
|
||||||
|
" 'target_lags': lags\n",
|
||||||
|
"}"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Run the model selection and training process."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task='forecasting',\n",
|
||||||
|
" debug_log='automl_forecasting_function.log',\n",
|
||||||
|
" primary_metric='normalized_root_mean_squared_error', \n",
|
||||||
|
" iterations=10, \n",
|
||||||
|
" X=X_train,\n",
|
||||||
|
" y=y_train,\n",
|
||||||
|
" n_cross_validations=3,\n",
|
||||||
|
" verbosity = logging.INFO,\n",
|
||||||
|
" **time_series_settings)\n",
|
||||||
|
"\n",
|
||||||
|
"local_run = experiment.submit(automl_config, show_output=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# Retrieve the best model to use it further.\n",
|
||||||
|
"_, fitted_model = local_run.get_output()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Forecasting from the trained model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"In this section we will review the `forecast` interface for two main scenarios: forecasting right after the training data, and the more complex interface for forecasting when there is a gap (in the time sense) between training and testing data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### X_train is directly followed by the X_test\n",
|
||||||
|
"\n",
|
||||||
|
"Let's first consider the case when the prediction period immediately follows the training data. This is typical in scenarios where we have the time to retrain the model every time we wish to forecast. Forecasts that are made on daily and slower cadence typically fall into this category. Retraining the model every time benefits the accuracy because the most recent data is often the most informative.\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"The `X_test` and `y_query` below, taken together, form the **forecast request**. The two are interpreted as aligned - `y_query` could actally be a column in `X_test`. `NaN`s in `y_query` are the question marks. These will be filled with the forecasts.\n",
|
||||||
|
"\n",
|
||||||
|
"When the forecast period immediately follows the training period, the models retain the last few points of data. You can simply fill `y_query` filled with question marks - the model has the data for the lookback already.\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Typical path: X_test is known, forecast all upcoming periods"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# The data set contains hourly data, the training set ends at 01/02/2000 at 05:00\n",
|
||||||
|
"\n",
|
||||||
|
"# These are predictions we are asking the model to make (does not contain thet target column y),\n",
|
||||||
|
"# for 6 periods beginning with 2000-01-02 06:00, which immediately follows the training data\n",
|
||||||
|
"X_test"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_query = np.repeat(np.NaN, X_test.shape[0])\n",
|
||||||
|
"y_pred_no_gap, xy_nogap = fitted_model.forecast(X_test, y_query)\n",
|
||||||
|
"\n",
|
||||||
|
"# xy_nogap contains the predictions in the _automl_target_col column.\n",
|
||||||
|
"# Those same numbers are output in y_pred_no_gap\n",
|
||||||
|
"xy_nogap"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Distribution forecasts\n",
|
||||||
|
"\n",
|
||||||
|
"Often the figure of interest is not just the point prediction, but the prediction at some quantile of the distribution. \n",
|
||||||
|
"This arises when the forecast is used to control some kind of inventory, for example of grocery items of virtual machines for a cloud service. In such case, the control point is usually something like \"we want the item to be in stock and not run out 99% of the time\". This is called a \"service level\". Here is how you get quantile forecasts."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# specify which quantiles you would like \n",
|
||||||
|
"fitted_model.quantiles = [0.01, 0.5, 0.95]\n",
|
||||||
|
"# use forecast_quantiles function, not the forecast() one\n",
|
||||||
|
"y_pred_quantiles = fitted_model.forecast_quantiles(X_test, y_query)\n",
|
||||||
|
"\n",
|
||||||
|
"# it all nicely aligns column-wise\n",
|
||||||
|
"pd.concat([X_test.reset_index(), pd.DataFrame({'query' : y_query}), y_pred_quantiles], axis=1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Destination-date forecast: \"just do something\"\n",
|
||||||
|
"\n",
|
||||||
|
"In some scenarios, the X_test is not known. The forecast is likely to be weak, becaus eit is missing contemporaneous predictors, which we will need to impute. If you still wish to predict forward under the assumption that the last known values will be carried forward, you can forecast out to \"destination date\". The destination date still needs to fit within the maximum horizon from training."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# We will take the destination date as a last date in the test set.\n",
|
||||||
|
"dest = max(X_test[TIME_COLUMN_NAME])\n",
|
||||||
|
"y_pred_dest, xy_dest = fitted_model.forecast(forecast_destination=dest)\n",
|
||||||
|
"\n",
|
||||||
|
"# This form also shows how we imputed the predictors which were not given. (Not so well! Use with caution!)\n",
|
||||||
|
"xy_dest"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Forecasting away from training data\n",
|
||||||
|
"\n",
|
||||||
|
"Suppose we trained a model, some time passed, and now we want to apply the model without re-training. If the model \"looks back\" -- uses previous values of the target -- then we somehow need to provide those values to the model.\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"The notion of forecast origin comes into play: the forecast origin is **the last period for which we have seen the target value**. This applies per grain, so each grain can have a different forecast origin. \n",
|
||||||
|
"\n",
|
||||||
|
"The part of data before the forecast origin is the **prediction context**. To provide the context values the model needs when it looks back, we pass definite values in `y_test` (aligned with corresponding times in `X_test`)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# generate the same kind of test data we trained on, \n",
|
||||||
|
"# but now make the train set much longer, so that the test set will be in the future\n",
|
||||||
|
"X_context, y_context, X_away, y_away = get_timeseries(train_len=42, # train data was 30 steps long\n",
|
||||||
|
" test_len=4,\n",
|
||||||
|
" time_column_name=TIME_COLUMN_NAME,\n",
|
||||||
|
" target_column_name=TARGET_COLUMN_NAME,\n",
|
||||||
|
" grain_column_name=GRAIN_COLUMN_NAME,\n",
|
||||||
|
" grains=2)\n",
|
||||||
|
"\n",
|
||||||
|
"# end of the data we trained on\n",
|
||||||
|
"print(X_train.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].max())\n",
|
||||||
|
"# start of the data we want to predict on\n",
|
||||||
|
"print(X_away.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].min())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"There is a gap of 12 hours between end of training and beginning of `X_away`. (It looks like 13 because all timestamps point to the start of the one hour periods.) Using only `X_away` will fail without adding context data for the model to consume."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"try: \n",
|
||||||
|
" y_query = y_away.copy()\n",
|
||||||
|
" y_query.fill(np.NaN)\n",
|
||||||
|
" y_pred_away, xy_away = fitted_model.forecast(X_away, y_query)\n",
|
||||||
|
" xy_away\n",
|
||||||
|
"except Exception as e:\n",
|
||||||
|
" print(e)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"How should we read that eror message? The forecast origin is at the last time themodel saw an actual values of `y` (the target). That was at the end of the training data! Because the model received all `NaN` (and not an actual target value), it is attempting to forecast from the end of training data. But the requested forecast periods are past the maximum horizon. We need to provide a define `y` value to establish the forecast origin.\n",
|
||||||
|
"\n",
|
||||||
|
"We will use this helper function to take the required amount of context from the data preceding the testing data. It's definition is intentionally simplified to keep the idea in the clear."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def make_forecasting_query(fulldata, time_column_name, target_column_name, forecast_origin, horizon, lookback):\n",
|
||||||
|
"\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" This function will take the full dataset, and create the query\n",
|
||||||
|
" to predict all values of the grain from the `forecast_origin`\n",
|
||||||
|
" forward for the next `horizon` horizons. Context from previous\n",
|
||||||
|
" `lookback` periods will be included.\n",
|
||||||
|
"\n",
|
||||||
|
" \n",
|
||||||
|
"\n",
|
||||||
|
" fulldata: pandas.DataFrame a time series dataset. Needs to contain X and y.\n",
|
||||||
|
" time_column_name: string which column (must be in fulldata) is the time axis\n",
|
||||||
|
" target_column_name: string which column (must be in fulldata) is to be forecast\n",
|
||||||
|
" forecast_origin: datetime type the last time we (pretend to) have target values \n",
|
||||||
|
" horizon: timedelta how far forward, in time units (not periods)\n",
|
||||||
|
" lookback: timedelta how far back does the model look?\n",
|
||||||
|
"\n",
|
||||||
|
" Example:\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
" ```\n",
|
||||||
|
"\n",
|
||||||
|
" forecast_origin = pd.to_datetime('2012-09-01') + pd.DateOffset(days=5) # forecast 5 days after end of training\n",
|
||||||
|
" print(forecast_origin)\n",
|
||||||
|
"\n",
|
||||||
|
" X_query, y_query = make_forecasting_query(data, \n",
|
||||||
|
" forecast_origin = forecast_origin,\n",
|
||||||
|
" horizon = pd.DateOffset(days=7), # 7 days into the future\n",
|
||||||
|
" lookback = pd.DateOffset(days=1), # model has lag 1 period (day)\n",
|
||||||
|
" )\n",
|
||||||
|
"\n",
|
||||||
|
" ```\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
"\n",
|
||||||
|
" X_past = fulldata[ (fulldata[ time_column_name ] > forecast_origin - lookback) &\n",
|
||||||
|
" (fulldata[ time_column_name ] <= forecast_origin)\n",
|
||||||
|
" ]\n",
|
||||||
|
"\n",
|
||||||
|
" X_future = fulldata[ (fulldata[ time_column_name ] > forecast_origin) &\n",
|
||||||
|
" (fulldata[ time_column_name ] <= forecast_origin + horizon)\n",
|
||||||
|
" ]\n",
|
||||||
|
"\n",
|
||||||
|
" y_past = X_past.pop(target_column_name).values.astype(np.float)\n",
|
||||||
|
" y_future = X_future.pop(target_column_name).values.astype(np.float)\n",
|
||||||
|
"\n",
|
||||||
|
" # Now take y_future and turn it into question marks\n",
|
||||||
|
" y_query = y_future.copy().astype(np.float) # because sometimes life hands you an int\n",
|
||||||
|
" y_query.fill(np.NaN)\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
" print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
|
||||||
|
" print(\"X_future is \" + str(X_future.shape) + \" - shaped\")\n",
|
||||||
|
" print(\"y_past is \" + str(y_past.shape) + \" - shaped\")\n",
|
||||||
|
" print(\"y_query is \" + str(y_query.shape) + \" - shaped\")\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
" X_pred = pd.concat([X_past, X_future])\n",
|
||||||
|
" y_pred = np.concatenate([y_past, y_query])\n",
|
||||||
|
" return X_pred, y_pred"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Let's see where the context data ends - it ends, by construction, just before the testing data starts."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print(X_context.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
|
||||||
|
"print( X_away.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
|
||||||
|
"X_context.tail(5)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Since the length of the lookback is 3, \n",
|
||||||
|
"# we need to add 3 periods from the context to the request\n",
|
||||||
|
"# so that the model has the data it needs\n",
|
||||||
|
"\n",
|
||||||
|
"# Put the X and y back together for a while. \n",
|
||||||
|
"# They like each other and it makes them happy.\n",
|
||||||
|
"X_context[TARGET_COLUMN_NAME] = y_context\n",
|
||||||
|
"X_away[TARGET_COLUMN_NAME] = y_away\n",
|
||||||
|
"fulldata = pd.concat([X_context, X_away])\n",
|
||||||
|
"\n",
|
||||||
|
"# forecast origin is the last point of data, which is one 1-hr period before test\n",
|
||||||
|
"forecast_origin = X_away[TIME_COLUMN_NAME].min() - pd.DateOffset(hours=1)\n",
|
||||||
|
"# it is indeed the last point of the context\n",
|
||||||
|
"assert forecast_origin == X_context[TIME_COLUMN_NAME].max()\n",
|
||||||
|
"print(\"Forecast origin: \" + str(forecast_origin))\n",
|
||||||
|
" \n",
|
||||||
|
"# the model uses lags and rolling windows to look back in time\n",
|
||||||
|
"n_lookback_periods = max(max(lags), rolling_window_length)\n",
|
||||||
|
"lookback = pd.DateOffset(hours=n_lookback_periods)\n",
|
||||||
|
"\n",
|
||||||
|
"horizon = pd.DateOffset(hours=max_horizon)\n",
|
||||||
|
"\n",
|
||||||
|
"# now make the forecast query from context (refer to figure)\n",
|
||||||
|
"X_pred, y_pred = make_forecasting_query(fulldata, TIME_COLUMN_NAME, TARGET_COLUMN_NAME,\n",
|
||||||
|
" forecast_origin, horizon, lookback)\n",
|
||||||
|
"\n",
|
||||||
|
"# show the forecast request aligned\n",
|
||||||
|
"X_show = X_pred.copy()\n",
|
||||||
|
"X_show[TARGET_COLUMN_NAME] = y_pred\n",
|
||||||
|
"X_show"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Note that the forecast origin is at 17:00 for both grains, and periods from 18:00 are to be forecast."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Now everything works\n",
|
||||||
|
"y_pred_away, xy_away = fitted_model.forecast(X_pred, y_pred)\n",
|
||||||
|
"\n",
|
||||||
|
"# show the forecast aligned\n",
|
||||||
|
"X_show = xy_away.reset_index()\n",
|
||||||
|
"# without the generated features\n",
|
||||||
|
"X_show[['date', 'grain', 'ext_predictor', '_automl_target_col']]\n",
|
||||||
|
"# prediction is in _automl_target_col"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "erwright, nirovins"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.7"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: automl-forecasting-function
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- pandas_ml
|
||||||
|
- statsmodels
|
||||||
|
- matplotlib
|
||||||
@@ -0,0 +1,813 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Orange Juice Sales Forecasting**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Predict](#Predict)\n",
|
||||||
|
"1. [Operationalize](#Operationalize)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example, we use AutoML to train, select, and operationalize a time-series forecasting model for multiple time-series.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"The examples in the follow code samples use the University of Chicago's Dominick's Finer Foods dataset to forecast orange juice sales. Dominick's was a grocery chain in the Chicago metropolitan area."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import azureml.core\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import logging\n",
|
||||||
|
"import warnings\n",
|
||||||
|
"\n",
|
||||||
|
"# Squash warning messages for cleaner output in the notebook\n",
|
||||||
|
"warnings.showwarning = lambda *args, **kwargs: None\n",
|
||||||
|
"\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
|
"from sklearn.metrics import mean_absolute_error, mean_squared_error"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for the run history container in the workspace\n",
|
||||||
|
"experiment_name = 'automl-ojforecasting'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Run History Name'] = experiment_name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"You are now ready to load the historical orange juice sales data. We will load the CSV file into a plain pandas DataFrame; the time column in the CSV is called _WeekStarting_, so it will be specially parsed into the datetime type."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"time_column_name = 'WeekStarting'\n",
|
||||||
|
"data = pd.read_csv(\"dominicks_OJ.csv\", parse_dates=[time_column_name])\n",
|
||||||
|
"data.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Each row in the DataFrame holds a quantity of weekly sales for an OJ brand at a single store. The data also includes the sales price, a flag indicating if the OJ brand was advertised in the store that week, and some customer demographic information based on the store location. For historical reasons, the data also include the logarithm of the sales quantity. The Dominick's grocery data is commonly used to illustrate econometric modeling techniques where logarithms of quantities are generally preferred. \n",
|
||||||
|
"\n",
|
||||||
|
"The task is now to build a time-series model for the _Quantity_ column. It is important to note that this dataset is comprised of many individual time-series - one for each unique combination of _Store_ and _Brand_. To distinguish the individual time-series, we thus define the **grain** - the columns whose values determine the boundaries between time-series: "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"grain_column_names = ['Store', 'Brand']\n",
|
||||||
|
"nseries = data.groupby(grain_column_names).ngroups\n",
|
||||||
|
"print('Data contains {0} individual time-series.'.format(nseries))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"For demonstration purposes, we extract sales time-series for just a few of the stores:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"use_stores = [2, 5, 8]\n",
|
||||||
|
"data_subset = data[data.Store.isin(use_stores)]\n",
|
||||||
|
"nseries = data_subset.groupby(grain_column_names).ngroups\n",
|
||||||
|
"print('Data subset contains {0} individual time-series.'.format(nseries))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Data Splitting\n",
|
||||||
|
"We now split the data into a training and a testing set for later forecast evaluation. The test set will contain the final 20 weeks of observed sales for each time-series. The splits should be stratified by series, so we use a group-by statement on the grain columns."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"n_test_periods = 20\n",
|
||||||
|
"\n",
|
||||||
|
"def split_last_n_by_grain(df, n):\n",
|
||||||
|
" \"\"\"Group df by grain and split on last n rows for each group.\"\"\"\n",
|
||||||
|
" df_grouped = (df.sort_values(time_column_name) # Sort by ascending time\n",
|
||||||
|
" .groupby(grain_column_names, group_keys=False))\n",
|
||||||
|
" df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-n])\n",
|
||||||
|
" df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-n:])\n",
|
||||||
|
" return df_head, df_tail\n",
|
||||||
|
"\n",
|
||||||
|
"X_train, X_test = split_last_n_by_grain(data_subset, n_test_periods)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Modeling\n",
|
||||||
|
"\n",
|
||||||
|
"For forecasting tasks, AutoML uses pre-processing and estimation steps that are specific to time-series. AutoML will undertake the following pre-processing steps:\n",
|
||||||
|
"* Detect time-series sample frequency (e.g. hourly, daily, weekly) and create new records for absent time points to make the series regular. A regular time series has a well-defined frequency and has a value at every sample point in a contiguous time span \n",
|
||||||
|
"* Impute missing values in the target (via forward-fill) and feature columns (using median column values) \n",
|
||||||
|
"* Create grain-based features to enable fixed effects across different series\n",
|
||||||
|
"* Create time-based features to assist in learning seasonal patterns\n",
|
||||||
|
"* Encode categorical variables to numeric quantities\n",
|
||||||
|
"\n",
|
||||||
|
"AutoML will currently train a single, regression-type model across **all** time-series in a given training set. This allows the model to generalize across related series.\n",
|
||||||
|
"\n",
|
||||||
|
"You are almost ready to start an AutoML training job. First, we need to separate the target column from the rest of the DataFrame: "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"target_column_name = 'Quantity'\n",
|
||||||
|
"y_train = X_train.pop(target_column_name).values"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"The AutoMLConfig object defines the settings and data for an AutoML training job. Here, we set necessary inputs like the task type, the number of AutoML iterations to try, the training data, and cross-validation parameters. \n",
|
||||||
|
"\n",
|
||||||
|
"For forecasting tasks, there are some additional parameters that can be set: the name of the column holding the date/time, the grain column names, and the maximum forecast horizon. A time column is required for forecasting, while the grain is optional. If a grain is not given, AutoML assumes that the whole dataset is a single time-series. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak.\n",
|
||||||
|
"\n",
|
||||||
|
"The forecast horizon is given in units of the time-series frequency; for instance, the OJ series frequency is weekly, so a horizon of 20 means that a trained model will estimate sales up-to 20 weeks beyond the latest date in the training data for each series. In this example, we set the maximum horizon to the number of samples per series in the test set (n_test_periods). Generally, the value of this parameter will be dictated by business needs. For example, a demand planning organizaion that needs to estimate the next month of sales would set the horizon accordingly. Please see the [energy_demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) for more discussion of forecast horizon.\n",
|
||||||
|
"\n",
|
||||||
|
"Finally, a note about the cross-validation (CV) procedure for time-series data. AutoML uses out-of-sample error estimates to select a best pipeline/model, so it is important that the CV fold splitting is done correctly. Time-series can violate the basic statistical assumptions of the canonical K-Fold CV strategy, so AutoML implements a [rolling origin validation](https://robjhyndman.com/hyndsight/tscv/) procedure to create CV folds for time-series data. To use this procedure, you just need to specify the desired number of CV folds in the AutoMLConfig object. It is also possible to bypass CV and use your own validation set by setting the *X_valid* and *y_valid* parameters of AutoMLConfig.\n",
|
||||||
|
"\n",
|
||||||
|
"Here is a summary of AutoMLConfig parameters used for training the OJ model:\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|forecasting|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
|
||||||
|
"|**X**|Training matrix of features as a pandas DataFrame, shape = [n_training_samples, n_features]|\n",
|
||||||
|
"|**y**|Target values as a numpy.ndarray, shape = [n_training_samples, ]|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection|\n",
|
||||||
|
"|**enable_voting_ensemble**|Allow AutoML to create a Voting ensemble of the best performing models\n",
|
||||||
|
"|**enable_stack_ensemble**|Allow AutoML to create a Stack ensemble of the best performing models\n",
|
||||||
|
"|**debug_log**|Log file path for writing debugging information\n",
|
||||||
|
"|**time_column_name**|Name of the datetime column in the input data|\n",
|
||||||
|
"|**grain_column_names**|Name(s) of the columns defining individual series in the input data|\n",
|
||||||
|
"|**drop_column_names**|Name(s) of columns to drop prior to modeling|\n",
|
||||||
|
"|**max_horizon**|Maximum desired forecast horizon in units of time-series frequency|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"time_series_settings = {\n",
|
||||||
|
" 'time_column_name': time_column_name,\n",
|
||||||
|
" 'grain_column_names': grain_column_names,\n",
|
||||||
|
" 'drop_column_names': ['logQuantity'],\n",
|
||||||
|
" 'max_horizon': n_test_periods\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task='forecasting',\n",
|
||||||
|
" debug_log='automl_oj_sales_errors.log',\n",
|
||||||
|
" primary_metric='normalized_mean_absolute_error',\n",
|
||||||
|
" iterations=10,\n",
|
||||||
|
" X=X_train,\n",
|
||||||
|
" y=y_train,\n",
|
||||||
|
" n_cross_validations=3,\n",
|
||||||
|
" enable_voting_ensemble=False,\n",
|
||||||
|
" enable_stack_ensemble=False,\n",
|
||||||
|
" verbosity=logging.INFO,\n",
|
||||||
|
" **time_series_settings)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"You can now submit a new training run. For local runs, the execution is synchronous. Depending on the data and number of iterations this operation may take several minutes.\n",
|
||||||
|
"Information from each iteration will be printed to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run = experiment.submit(automl_config, show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"Each run within an Experiment stores serialized (i.e. pickled) pipelines from the AutoML iterations. We can now retrieve the pipeline with the best performance on the validation dataset:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_pipeline = local_run.get_output()\n",
|
||||||
|
"fitted_pipeline.steps"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Forecasting\n",
|
||||||
|
"\n",
|
||||||
|
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. First, we remove the target values from the test set:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_test = X_test.pop(target_column_name).values"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_test.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"To produce predictions on the test set, we need to know the feature values at all dates in the test set. This requirement is somewhat reasonable for the OJ sales data since the features mainly consist of price, which is usually set in advance, and customer demographics which are approximately constant for each store over the 20 week forecast horizon in the testing data. \n",
|
||||||
|
"\n",
|
||||||
|
"We will first create a query `y_query`, which is aligned index-for-index to `X_test`. This is a vector of target values where each `NaN` serves the function of the question mark to be replaced by forecast. Passing definite values in the `y` argument allows the `forecast` function to make predictions on data that does not immediately follow the train data which contains `y`. In each grain, the last time point where the model sees a definite value of `y` is that grain's _forecast origin_."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Replace ALL values in y_pred by NaN.\n",
|
||||||
|
"# The forecast origin will be at the beginning of the first forecast period.\n",
|
||||||
|
"# (Which is the same time as the end of the last training period.)\n",
|
||||||
|
"y_query = y_test.copy().astype(np.float)\n",
|
||||||
|
"y_query.fill(np.nan)\n",
|
||||||
|
"# The featurized data, aligned to y, will also be returned.\n",
|
||||||
|
"# This contains the assumptions that were made in the forecast\n",
|
||||||
|
"# and helps align the forecast to the original data\n",
|
||||||
|
"y_pred, X_trans = fitted_pipeline.forecast(X_test, y_query)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"If you are used to scikit pipelines, perhaps you expected `predict(X_test)`. However, forecasting requires a more general interface that also supplies the past target `y` values. Please use `forecast(X,y)` as `predict(X)` is reserved for internal purposes on forecasting models.\n",
|
||||||
|
"\n",
|
||||||
|
"The [energy demand forecasting notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) demonstrates the use of the forecast function in more detail in the context of using lags and rolling window features. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Evaluate\n",
|
||||||
|
"\n",
|
||||||
|
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE). \n",
|
||||||
|
"\n",
|
||||||
|
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Demonstrates how to get the output aligned to the inputs\n",
|
||||||
|
" using pandas indexes. Helps understand what happened if\n",
|
||||||
|
" the output's shape differs from the input shape, or if\n",
|
||||||
|
" the data got re-sorted by time and grain during forecasting.\n",
|
||||||
|
" \n",
|
||||||
|
" Typical causes of misalignment are:\n",
|
||||||
|
" * we predicted some periods that were missing in actuals -> drop from eval\n",
|
||||||
|
" * model was asked to predict past max_horizon -> increase max horizon\n",
|
||||||
|
" * data at start of X_test was needed for lags -> provide previous periods in y\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" \n",
|
||||||
|
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
|
||||||
|
" # y and X outputs are aligned by forecast() function contract\n",
|
||||||
|
" df_fcst.index = X_trans.index\n",
|
||||||
|
" \n",
|
||||||
|
" # align original X_test to y_test \n",
|
||||||
|
" X_test_full = X_test.copy()\n",
|
||||||
|
" X_test_full[target_column_name] = y_test\n",
|
||||||
|
"\n",
|
||||||
|
" # X_test_full's index does not include origin, so reset for merge\n",
|
||||||
|
" df_fcst.reset_index(inplace=True)\n",
|
||||||
|
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
|
||||||
|
" together = df_fcst.merge(X_test_full, how='right')\n",
|
||||||
|
" \n",
|
||||||
|
" # drop rows where prediction or actuals are nan \n",
|
||||||
|
" # happens because of missing actuals \n",
|
||||||
|
" # or at edges of time due to lags/rolling windows\n",
|
||||||
|
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
|
||||||
|
" return(clean)\n",
|
||||||
|
"\n",
|
||||||
|
"df_all = align_outputs(y_pred, X_trans, X_test, y_test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def MAPE(actual, pred):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Calculate mean absolute percentage error.\n",
|
||||||
|
" Remove NA and values where actual is close to zero\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
|
||||||
|
" not_zero = ~np.isclose(actual, 0.0)\n",
|
||||||
|
" actual_safe = actual[not_na & not_zero]\n",
|
||||||
|
" pred_safe = pred[not_na & not_zero]\n",
|
||||||
|
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
|
||||||
|
" return np.mean(APE)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"print(\"Simple forecasting model\")\n",
|
||||||
|
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
|
||||||
|
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
|
||||||
|
"print('mean_absolute_error score: %.2f' % mae)\n",
|
||||||
|
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"import matplotlib.pyplot as plt\n",
|
||||||
|
"\n",
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
|
||||||
|
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Operationalize"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"_Operationalization_ means getting the model into the cloud so that other can run it after you close the notebook. We will create a docker running on Azure Container Instances with the model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"description = 'AutoML OJ forecaster'\n",
|
||||||
|
"tags = None\n",
|
||||||
|
"model = local_run.register_model(description = description, tags = tags)\n",
|
||||||
|
"\n",
|
||||||
|
"print(local_run.model_id)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Develop the scoring script\n",
|
||||||
|
"\n",
|
||||||
|
"Serializing and deserializing complex data frames may be tricky. We first develop the `run()` function of the scoring script locally, then write it into a scoring script. It is much easier to debug any quirks of the scoring function without crossing two compute environments. For this exercise, we handle a common quirk of how pandas dataframes serialize time stamp values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# this is where we test the run function of the scoring script interactively\n",
|
||||||
|
"# before putting it in the scoring script\n",
|
||||||
|
"\n",
|
||||||
|
"timestamp_columns = ['WeekStarting']\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata, test_model = None):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Intended to process 'rawdata' string produced by\n",
|
||||||
|
" \n",
|
||||||
|
" {'X': X_test.to_json(), y' : y_test.to_json()}\n",
|
||||||
|
" \n",
|
||||||
|
" Don't convert the X payload to numpy.array, use it as pandas.DataFrame\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" try:\n",
|
||||||
|
" # unpack the data frame with timestamp \n",
|
||||||
|
" rawobj = json.loads(rawdata) # rawobj is now a dict of strings \n",
|
||||||
|
" X_pred = pd.read_json(rawobj['X'], convert_dates=False) # load the pandas DF from a json string\n",
|
||||||
|
" for col in timestamp_columns: # fix timestamps\n",
|
||||||
|
" X_pred[col] = pd.to_datetime(X_pred[col], unit='ms') \n",
|
||||||
|
" \n",
|
||||||
|
" y_pred = np.array(rawobj['y']) # reconstitute numpy array from serialized list\n",
|
||||||
|
" \n",
|
||||||
|
" if test_model is None:\n",
|
||||||
|
" result = model.forecast(X_pred, y_pred) # use the global model from init function\n",
|
||||||
|
" else:\n",
|
||||||
|
" result = test_model.forecast(X_pred, y_pred) # use the model on which we are testing\n",
|
||||||
|
" \n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" \n",
|
||||||
|
" forecast_as_list = result[0].tolist()\n",
|
||||||
|
" index_as_df = result[1].index.to_frame().reset_index(drop=True)\n",
|
||||||
|
" \n",
|
||||||
|
" return json.dumps({\"forecast\": forecast_as_list, # return the minimum over the wire: \n",
|
||||||
|
" \"index\": index_as_df.to_json() # no forecast and its featurized values\n",
|
||||||
|
" })"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# test the run function here before putting in the scoring script\n",
|
||||||
|
"import json\n",
|
||||||
|
"\n",
|
||||||
|
"test_sample = json.dumps({'X': X_test.to_json(), 'y' : y_query.tolist()})\n",
|
||||||
|
"response = run(test_sample, fitted_pipeline)\n",
|
||||||
|
"\n",
|
||||||
|
"# unpack the response, dealing with the timestamp serialization again\n",
|
||||||
|
"res_dict = json.loads(response)\n",
|
||||||
|
"y_fcst_all = pd.read_json(res_dict['index'])\n",
|
||||||
|
"y_fcst_all[time_column_name] = pd.to_datetime(y_fcst_all[time_column_name], unit = 'ms')\n",
|
||||||
|
"y_fcst_all['forecast'] = res_dict['forecast']\n",
|
||||||
|
"y_fcst_all.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Now that the function works locally in the notebook, let's write it down into the scoring script. The scoring script is authored by the data scientist. Adjust it to taste, adding inputs, outputs and processing as needed."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%writefile score_fcast.py\n",
|
||||||
|
"import pickle\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import azureml.train.automl\n",
|
||||||
|
"from sklearn.externals import joblib\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"\n",
|
||||||
|
"def init():\n",
|
||||||
|
" global model\n",
|
||||||
|
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
|
||||||
|
" # deserialize the model file back into a sklearn model\n",
|
||||||
|
" model = joblib.load(model_path)\n",
|
||||||
|
"\n",
|
||||||
|
"timestamp_columns = ['WeekStarting']\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata, test_model = None):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" Intended to process 'rawdata' string produced by\n",
|
||||||
|
" \n",
|
||||||
|
" {'X': X_test.to_json(), y' : y_test.to_json()}\n",
|
||||||
|
" \n",
|
||||||
|
" Don't convert the X payload to numpy.array, use it as pandas.DataFrame\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" try:\n",
|
||||||
|
" # unpack the data frame with timestamp \n",
|
||||||
|
" rawobj = json.loads(rawdata) # rawobj is now a dict of strings \n",
|
||||||
|
" X_pred = pd.read_json(rawobj['X'], convert_dates=False) # load the pandas DF from a json string\n",
|
||||||
|
" for col in timestamp_columns: # fix timestamps\n",
|
||||||
|
" X_pred[col] = pd.to_datetime(X_pred[col], unit='ms') \n",
|
||||||
|
" \n",
|
||||||
|
" y_pred = np.array(rawobj['y']) # reconstitute numpy array from serialized list\n",
|
||||||
|
" \n",
|
||||||
|
" if test_model is None:\n",
|
||||||
|
" result = model.forecast(X_pred, y_pred) # use the global model from init function\n",
|
||||||
|
" else:\n",
|
||||||
|
" result = test_model.forecast(X_pred, y_pred) # use the model on which we are testing\n",
|
||||||
|
" \n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" \n",
|
||||||
|
" # prepare to send over wire as json\n",
|
||||||
|
" forecast_as_list = result[0].tolist()\n",
|
||||||
|
" index_as_df = result[1].index.to_frame().reset_index(drop=True)\n",
|
||||||
|
" \n",
|
||||||
|
" return json.dumps({\"forecast\": forecast_as_list, # return the minimum over the wire: \n",
|
||||||
|
" \"index\": index_as_df.to_json() # no forecast and its featurized values\n",
|
||||||
|
" })"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# get the model\n",
|
||||||
|
"from azureml.train.automl.run import AutoMLRun\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"ml_run = AutoMLRun(experiment = experiment, run_id = local_run.id)\n",
|
||||||
|
"best_iteration = int(str.split(best_run.id,'_')[-1]) # the iteration number is a postfix of the run ID."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# get the best model's dependencies and write them into this file\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"\n",
|
||||||
|
"conda_env_file_name = 'fcast_env.yml'\n",
|
||||||
|
"\n",
|
||||||
|
"dependencies = ml_run.get_run_sdk_dependencies(iteration = best_iteration)\n",
|
||||||
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
|
" print('{}\\t{}'.format(p, dependencies[p]))\n",
|
||||||
|
"\n",
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['numpy>=1.16.0,<=1.16.2','scikit-learn','fbprophet==0.5'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
|
"\n",
|
||||||
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# this is the script file name we wrote a few cells above\n",
|
||||||
|
"script_file_name = 'score_fcast.py'\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual version number in the environment file.\n",
|
||||||
|
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
|
||||||
|
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual model id in the script file.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace('<<modelid>>', local_run.model_id))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Deploy the model as a Web Service on Azure Container Instance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
|
" memory_gb = 2, \n",
|
||||||
|
" tags = {'type': \"automl-forecasting\"},\n",
|
||||||
|
" description = \"Automl forecasting sample service\")\n",
|
||||||
|
"\n",
|
||||||
|
"aci_service_name = 'automl-forecast-01'\n",
|
||||||
|
"print(aci_service_name)\n",
|
||||||
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
|
"print(aci_service.state)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Call the service"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# we send the data to the service serialized into a json string\n",
|
||||||
|
"test_sample = json.dumps({'X':X_test.to_json(), 'y' : y_query.tolist()})\n",
|
||||||
|
"response = aci_service.run(input_data = test_sample)\n",
|
||||||
|
"\n",
|
||||||
|
"# translate from networkese to datascientese\n",
|
||||||
|
"try: \n",
|
||||||
|
" res_dict = json.loads(response)\n",
|
||||||
|
" y_fcst_all = pd.read_json(res_dict['index'])\n",
|
||||||
|
" y_fcst_all[time_column_name] = pd.to_datetime(y_fcst_all[time_column_name], unit = 'ms')\n",
|
||||||
|
" y_fcst_all['forecast'] = res_dict['forecast'] \n",
|
||||||
|
"except:\n",
|
||||||
|
" print(res_dict)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_fcst_all.head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete the web service if desired"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"serv = Webservice(ws, 'automl-forecast-01')\n",
|
||||||
|
"# serv.delete() # don't do it accidentally"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "erwright"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.7"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: auto-ml-forecasting-orange-juice-sales
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- statsmodels
|
||||||
|
Can't render this file because it is too large.
|
@@ -13,30 +13,53 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Blacklisting Models, Early Termination, and Handling Missing Data\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for handling missing values in data. We also provide a stopping metric indicating a target for the primary metrics so that AutoML can terminate the run without necessarly going through all the iterations. Finally, if you want to avoid a certain pipeline, we allow you to specify a blacklist of algorithms that AutoML will ignore for this run.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"4. Train the model.\n",
|
|
||||||
"5. Explore the results.\n",
|
|
||||||
"6. Test the best fitted model.\n",
|
|
||||||
"\n",
|
|
||||||
"In addition this notebook showcases the following features\n",
|
|
||||||
"- **Blacklisting** certain pipelines\n",
|
|
||||||
"- Specifying **target metrics** to indicate stopping criteria\n",
|
|
||||||
"- Handling **missing data** in the input\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Blacklisting Models, Early Termination, and Handling Missing Data**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for handling missing values in data. We also provide a stopping metric indicating a target for the primary metrics so that AutoML can terminate the run without necessarly going through all the iterations. Finally, if you want to avoid a certain pipeline, we allow you to specify a blacklist of algorithms that AutoML will ignore for this run.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Viewing the engineered names for featurized data and featurization summary for all raw features.\n",
|
||||||
|
"6. Test the best fitted model.\n",
|
||||||
|
"\n",
|
||||||
|
"In addition this notebook showcases the following features\n",
|
||||||
|
"- **Blacklisting** certain pipelines\n",
|
||||||
|
"- Specifying **target metrics** to indicate stopping criteria\n",
|
||||||
|
"- Handling **missing data** in the input"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -48,11 +71,8 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
"from matplotlib import pyplot as plt\n",
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
"import numpy as np\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
"from sklearn import datasets\n",
|
||||||
@@ -60,8 +80,7 @@
|
|||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -74,7 +93,6 @@
|
|||||||
"\n",
|
"\n",
|
||||||
"# Choose a name for the experiment.\n",
|
"# Choose a name for the experiment.\n",
|
||||||
"experiment_name = 'automl-local-missing-data'\n",
|
"experiment_name = 'automl-local-missing-data'\n",
|
||||||
"project_folder = './sample_projects/automl-local-missing-data'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -84,19 +102,17 @@
|
|||||||
"output['Workspace'] = ws.name\n",
|
"output['Workspace'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Data"
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -105,25 +121,6 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Creating missing data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from scipy import sparse\n",
|
|
||||||
"\n",
|
|
||||||
"digits = datasets.load_digits()\n",
|
"digits = datasets.load_digits()\n",
|
||||||
"X_train = digits.data[10:,:]\n",
|
"X_train = digits.data[10:,:]\n",
|
||||||
"y_train = digits.target[10:]\n",
|
"y_train = digits.target[10:]\n",
|
||||||
@@ -153,7 +150,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Configure AutoML\n",
|
"## Train\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment. This includes setting `experiment_exit_score`, which should cause the run to complete before the `iterations` count is reached.\n",
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment. This includes setting `experiment_exit_score`, which should cause the run to complete before the `iterations` count is reached.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -163,13 +160,11 @@
|
|||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
|
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
|
||||||
"|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
|
"|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
|
||||||
"|**blacklist_models**|*List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run.<br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i>|\n",
|
"|**blacklist_models**|*List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run.<br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i>|\n",
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|"
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -183,22 +178,18 @@
|
|||||||
" primary_metric = 'AUC_weighted',\n",
|
" primary_metric = 'AUC_weighted',\n",
|
||||||
" iteration_timeout_minutes = 60,\n",
|
" iteration_timeout_minutes = 60,\n",
|
||||||
" iterations = 20,\n",
|
" iterations = 20,\n",
|
||||||
" n_cross_validations = 5,\n",
|
|
||||||
" preprocess = True,\n",
|
" preprocess = True,\n",
|
||||||
" experiment_exit_score = 0.9984,\n",
|
" experiment_exit_score = 0.9984,\n",
|
||||||
" blacklist_models = ['KNN','LinearSVM'],\n",
|
" blacklist_models = ['KNN','LinearSVM'],\n",
|
||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train)"
|
||||||
" path = project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -212,11 +203,20 @@
|
|||||||
"local_run = experiment.submit(automl_config, show_output = True)"
|
"local_run = experiment.submit(automl_config, show_output = True)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Explore the Results"
|
"## Results"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -324,7 +324,49 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Testing the best Fitted Model"
|
"#### View the engineered names for featurized data\n",
|
||||||
|
"Below we display the engineered feature names generated for the featurized data using the preprocessing featurization."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"fitted_model.named_steps['datatransformer'].get_engineered_feature_names()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### View the featurization summary\n",
|
||||||
|
"Below we display the featurization that was performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:-\n",
|
||||||
|
"- Raw feature name\n",
|
||||||
|
"- Number of engineered features formed out of this raw feature\n",
|
||||||
|
"- Type detected\n",
|
||||||
|
"- If feature was dropped\n",
|
||||||
|
"- List of feature transformations for the raw feature"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Get the featurization summary as a list of JSON\n",
|
||||||
|
"featurization_summary = fitted_model.named_steps['datatransformer'].get_featurization_summary()\n",
|
||||||
|
"# View the featurization summary as a pandas dataframe\n",
|
||||||
|
"pd.DataFrame.from_records(featurization_summary)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-missing-data-blacklist-early-termination
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -0,0 +1,593 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Regression on remote compute using Computer Hardware dataset with model explanations**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Explanations](#Explanations)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"\n",
|
||||||
|
"In this example we use the Hardware Performance Dataset to showcase how you can use AutoML for a simple regression problem. After training AutoML models for this regression data set, we show how you can compute model explanations on your remote compute using a sample explainer script.\n",
|
||||||
|
"\n",
|
||||||
|
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using remote compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Setup remote compute for computing the model explanations for a given AutoML model.\n",
|
||||||
|
"6. Start an AzureML experiment on your remote compute to compute explanations for an AutoML model.\n",
|
||||||
|
"7. Download the feature importance for engineered features and visualize the explanations for engineered features. \n",
|
||||||
|
"8. Download the feature importance for raw features and visualize the explanations for raw features. \n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import os\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# choose a name for experiment\n",
|
||||||
|
"experiment_name = 'automl-regression-computer-hardware'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment=Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
|
||||||
|
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
|
||||||
|
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlcl\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
" \n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
" \n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
" \n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Conda Dependecies for AutoML training experiment\n",
|
||||||
|
"\n",
|
||||||
|
"Create the conda dependencies for running AutoML experiment on remote compute."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Setup Training and Test Data for AutoML experiment\n",
|
||||||
|
"\n",
|
||||||
|
"Here we create the train and test datasets for hardware performance dataset. We also register the datasets in your workspace using a name so that these datasets may be accessed from the remote compute."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Data source\n",
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
|
||||||
|
"\n",
|
||||||
|
"# Create dataset from the url\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"\n",
|
||||||
|
"# Split the dataset into train and test datasets\n",
|
||||||
|
"train_dataset, test_dataset = dataset.random_split(percentage=0.8, seed=223)\n",
|
||||||
|
"\n",
|
||||||
|
"# Register the train dataset with your workspace\n",
|
||||||
|
"train_dataset.register(workspace = ws, name = 'hardware_performance_train_dataset',\n",
|
||||||
|
" description = 'hardware performance training data',\n",
|
||||||
|
" create_new_version=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# Register the test dataset with your workspace\n",
|
||||||
|
"test_dataset.register(workspace = ws, name = 'hardware_performance_test_dataset',\n",
|
||||||
|
" description = 'hardware performance test data',\n",
|
||||||
|
" create_new_version=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# Drop the labeled column from the train dataset\n",
|
||||||
|
"X_train = train_dataset.drop_columns(columns=['ERP'])\n",
|
||||||
|
"y_train = train_dataset.keep_columns(columns=['ERP'], validate=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# Drop the labeled column from the test dataset\n",
|
||||||
|
"X_test = test_dataset.drop_columns(columns=['ERP']) \n",
|
||||||
|
"\n",
|
||||||
|
"# Display the top rows in the train dataset\n",
|
||||||
|
"X_train.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
|
||||||
|
"\n",
|
||||||
|
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 5,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 2,\n",
|
||||||
|
" \"primary_metric\": 'spearman_correlation',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 1,\n",
|
||||||
|
" \"verbosity\": logging.INFO,\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'regression',\n",
|
||||||
|
" debug_log = 'automl_errors_model_exp.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" X = X_train,\n",
|
||||||
|
" y = y_train,\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Explanations\n",
|
||||||
|
"This section will walk you through the workflow to compute model explanations for an AutoML model on your remote compute.\n",
|
||||||
|
"\n",
|
||||||
|
"### Retrieve any AutoML Model for explanations\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the some AutoML pipeline from our iterations. The `get_output` method returns the a AutoML run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_run, fitted_model = remote_run.get_output(iteration=5)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Setup model explanation run on the remote compute\n",
|
||||||
|
"The following section provides details on how to setup an AzureML experiment to run model explanations for an AutoML model on your remote compute."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Sample script used for computing explanations\n",
|
||||||
|
"View the sample script for computing the model explanations for your AutoML model on remote compute."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"with open('train_explainer.py', 'r') as cefr:\n",
|
||||||
|
" print(cefr.read())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Substitute values in your sample script\n",
|
||||||
|
"The following cell shows how you change the values in the sample script so that you can change the sample script according to your experiment and dataset."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import shutil\n",
|
||||||
|
"\n",
|
||||||
|
"# create script folder\n",
|
||||||
|
"script_folder = './sample_projects/automl-regression-computer-hardware'\n",
|
||||||
|
"if not os.path.exists(script_folder):\n",
|
||||||
|
" os.makedirs(script_folder)\n",
|
||||||
|
"\n",
|
||||||
|
"# Copy the sample script to script folder.\n",
|
||||||
|
"shutil.copy('train_explainer.py', script_folder)\n",
|
||||||
|
"\n",
|
||||||
|
"# Create the explainer script that will run on the remote compute.\n",
|
||||||
|
"script_file_name = script_folder + '/train_explainer.py'\n",
|
||||||
|
"\n",
|
||||||
|
"# Open the sample script for modification\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"# Replace the values in train_explainer.py file with the appropriate values\n",
|
||||||
|
"content = content.replace('<<experimnet_name>>', automl_run.experiment.name) # your experiment name.\n",
|
||||||
|
"content = content.replace('<<run_id>>', automl_run.id) # Run-id of the AutoML run for which you want to explain the model.\n",
|
||||||
|
"content = content.replace('<<target_column_name>>', 'ERP') # Your target column name\n",
|
||||||
|
"content = content.replace('<<task>>', 'regression') # Training task type\n",
|
||||||
|
"# Name of your training dataset register with your workspace\n",
|
||||||
|
"content = content.replace('<<train_dataset_name>>', 'hardware_performance_train_dataset') \n",
|
||||||
|
"# Name of your test dataset register with your workspace\n",
|
||||||
|
"content = content.replace('<<test_dataset_name>>', 'hardware_performance_test_dataset')\n",
|
||||||
|
"\n",
|
||||||
|
"# Write sample file into your script folder.\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Create conda configuration for model explanations experiment\n",
|
||||||
|
"We need `azureml-explain-model`, `azureml-train-automl` and `azureml-core` packages for computing model explanations for your AutoML model on remote compute."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"azureml_pip_packages = [\n",
|
||||||
|
" 'azureml-train-automl', 'azureml-core', 'azureml-explain-model'\n",
|
||||||
|
"]\n",
|
||||||
|
"\n",
|
||||||
|
"# specify CondaDependencies obj\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = CondaDependencies.create(\n",
|
||||||
|
" conda_packages=['scikit-learn', 'numpy','py-xgboost<=0.80'],\n",
|
||||||
|
" pip_packages=azureml_pip_packages)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Submit the experiment for model explanations\n",
|
||||||
|
"Submit the experiment with the above `run_config` and the sample script for computing explanations."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Now submit a run on AmlCompute for model explanations\n",
|
||||||
|
"from azureml.core.script_run_config import ScriptRunConfig\n",
|
||||||
|
"\n",
|
||||||
|
"script_run_config = ScriptRunConfig(source_directory=script_folder,\n",
|
||||||
|
" script='train_explainer.py',\n",
|
||||||
|
" run_config=conda_run_config)\n",
|
||||||
|
"\n",
|
||||||
|
"run = experiment.submit(script_run_config)\n",
|
||||||
|
"\n",
|
||||||
|
"# Show run details\n",
|
||||||
|
"run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%time\n",
|
||||||
|
"# Shows output of the run on stdout.\n",
|
||||||
|
"run.wait_for_completion(show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Feature importance and explanation dashboard\n",
|
||||||
|
"In this section we describe how you can download the explanation results from the explanations experiment and visualize the feature importance for your AutoML model. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Setup for visualizing the model explanation results\n",
|
||||||
|
"For visualizing the explanation results for the *fitted_model* we need to perform the following steps:-\n",
|
||||||
|
"1. Featurize test data samples.\n",
|
||||||
|
"\n",
|
||||||
|
"The *automl_explainer_setup_obj* contains all the structures from above list. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
|
||||||
|
"explainer_setup_class = automl_setup_model_explanations(fitted_model, 'regression', X_test=X_test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Download engineered feature importance from artifact store\n",
|
||||||
|
"You can use *ExplanationClient* to download the engineered feature explanations from the artifact store of the *automl_run*. You can also use ExplanationDashboard to view the dash board visualization of the feature importance values of the engineered features."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.explain.model._internal.explanation_client import ExplanationClient\n",
|
||||||
|
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
|
||||||
|
"client = ExplanationClient.from_run(automl_run)\n",
|
||||||
|
"engineered_explanations = client.download_model_explanation(raw=False)\n",
|
||||||
|
"print(engineered_explanations.get_feature_importance_dict())\n",
|
||||||
|
"ExplanationDashboard(engineered_explanations, explainer_setup_class.automl_estimator, explainer_setup_class.X_test_transform)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Download raw feature importance from artifact store\n",
|
||||||
|
"You can use *ExplanationClient* to download the raw feature explanations from the artifact store of the *automl_run*. You can also use ExplanationDashboard to view the dash board visualization of the feature importance values of the raw features."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"raw_explanations = client.download_model_explanation(raw=True)\n",
|
||||||
|
"print(raw_explanations.get_feature_importance_dict())\n",
|
||||||
|
"ExplanationDashboard(raw_explanations, explainer_setup_class.automl_pipeline, explainer_setup_class.X_test_raw)"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "v-rasav"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.7"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-model-explanations-remote-compute
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-contrib-interpret
|
||||||
@@ -0,0 +1,64 @@
|
|||||||
|
# Copyright (c) Microsoft. All rights reserved.
|
||||||
|
# Licensed under the MIT license.
|
||||||
|
import os
|
||||||
|
|
||||||
|
from azureml.core.run import Run
|
||||||
|
from azureml.core.experiment import Experiment
|
||||||
|
from sklearn.externals import joblib
|
||||||
|
from azureml.core.dataset import Dataset
|
||||||
|
from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations
|
||||||
|
from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel
|
||||||
|
from azureml.explain.model.mimic_wrapper import MimicWrapper
|
||||||
|
from automl.client.core.common.constants import MODEL_PATH
|
||||||
|
|
||||||
|
|
||||||
|
OUTPUT_DIR = './outputs/'
|
||||||
|
os.makedirs(OUTPUT_DIR, exist_ok=True)
|
||||||
|
|
||||||
|
# Get workspace from the run context
|
||||||
|
run = Run.get_context()
|
||||||
|
ws = run.experiment.workspace
|
||||||
|
|
||||||
|
# Get the AutoML run object from the experiment name and the workspace
|
||||||
|
experiment = Experiment(ws, '<<experimnet_name>>')
|
||||||
|
automl_run = Run(experiment=experiment, run_id='<<run_id>>')
|
||||||
|
|
||||||
|
# Download the best model from the artifact store
|
||||||
|
automl_run.download_file(name=MODEL_PATH, output_file_path='model.pkl')
|
||||||
|
|
||||||
|
# Load the AutoML model into memory
|
||||||
|
fitted_model = joblib.load('model.pkl')
|
||||||
|
|
||||||
|
# Get the train dataset from the workspace
|
||||||
|
train_dataset = Dataset.get_by_name(workspace=ws, name='<<train_dataset_name>>')
|
||||||
|
# Drop the lablled column to get the training set.
|
||||||
|
X_train = train_dataset.drop_columns(columns=['<<target_column_name>>'])
|
||||||
|
y_train = train_dataset.keep_columns(columns=['<<target_column_name>>'], validate=True)
|
||||||
|
|
||||||
|
# Get the train dataset from the workspace
|
||||||
|
test_dataset = Dataset.get_by_name(workspace=ws, name='<<test_dataset_name>>')
|
||||||
|
# Drop the lablled column to get the testing set.
|
||||||
|
X_test = test_dataset.drop_columns(columns=['<<target_column_name>>'])
|
||||||
|
|
||||||
|
# Setup the class for explaining the AtuoML models
|
||||||
|
automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, '<<task>>',
|
||||||
|
X=X_train, X_test=X_test,
|
||||||
|
y=y_train)
|
||||||
|
|
||||||
|
# Initialize the Mimic Explainer
|
||||||
|
explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel,
|
||||||
|
init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,
|
||||||
|
features=automl_explainer_setup_obj.engineered_feature_names,
|
||||||
|
feature_maps=[automl_explainer_setup_obj.feature_map],
|
||||||
|
classes=automl_explainer_setup_obj.classes)
|
||||||
|
|
||||||
|
# Compute the engineered explanations
|
||||||
|
engineered_explanations = explainer.explain(['local', 'global'],
|
||||||
|
eval_dataset=automl_explainer_setup_obj.X_test_transform)
|
||||||
|
|
||||||
|
# Compute the raw explanations
|
||||||
|
raw_explanations = explainer.explain(['local', 'global'], get_raw=True,
|
||||||
|
raw_feature_names=automl_explainer_setup_obj.raw_feature_names,
|
||||||
|
eval_dataset=automl_explainer_setup_obj.X_test_transform)
|
||||||
|
|
||||||
|
print("Engineered and raw explanations computed successfully")
|
||||||
@@ -13,25 +13,49 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Explain classification model and visualize the explanation\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we use the sklearn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use the AutoML Classifier for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you would see\n",
|
|
||||||
"1. Creating an Experiment in an existing Workspace\n",
|
|
||||||
"2. Instantiating AutoMLConfig\n",
|
|
||||||
"3. Training the Model using local compute and explain the model\n",
|
|
||||||
"4. Visualization model's feature importance in widget\n",
|
|
||||||
"5. Explore best model's explanation\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create Experiment\n",
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Explain classification model, visualize the explanation and operationalize the explainer along with AutoML model**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Explanations](#Explanations)\n",
|
||||||
|
"1. [Operationailze](#Operationailze)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the sklearn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use the AutoML Classifier for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you would see\n",
|
||||||
|
"1. Creating an Experiment in an existing Workspace\n",
|
||||||
|
"2. Instantiating AutoMLConfig\n",
|
||||||
|
"3. Training the Model using local compute and explain the model\n",
|
||||||
|
"4. Visualization model's feature importance in widget\n",
|
||||||
|
"5. Explore any model's explanation\n",
|
||||||
|
"6. Operationalize the AutoML model and the explaination model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
|
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -43,15 +67,14 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig\n",
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.explain.model._internal.explanation_client import ExplanationClient"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -63,9 +86,7 @@
|
|||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# choose a name for experiment\n",
|
"# choose a name for experiment\n",
|
||||||
"experiment_name = 'automl-local-classification'\n",
|
"experiment_name = 'automl-model-explanation'\n",
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-classification-model-explanation'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment=Experiment(ws, experiment_name)\n",
|
"experiment=Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -75,19 +96,24 @@
|
|||||||
"output['Workspace Name'] = ws.name\n",
|
"output['Workspace Name'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Data"
|
||||||
"\n",
|
]
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases"
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Training Data"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -96,15 +122,17 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
"train_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
|
||||||
"set_diagnostics_collection(send_diagnostics=True)"
|
"train_dataset = Dataset.Tabular.from_delimited_files(train_data)\n",
|
||||||
|
"X_train = train_dataset.drop_columns(columns=['y']).to_pandas_dataframe()\n",
|
||||||
|
"y_train = train_dataset.keep_columns(columns=['y'], validate=True).to_pandas_dataframe()"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Load Iris Data Set"
|
"### Test Data"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -113,30 +141,17 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from sklearn import datasets\n",
|
"test_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_test.csv\"\n",
|
||||||
"\n",
|
"test_dataset = Dataset.Tabular.from_delimited_files(test_data)\n",
|
||||||
"iris = datasets.load_iris()\n",
|
"X_test = test_dataset.drop_columns(columns=['y']).to_pandas_dataframe()\n",
|
||||||
"y = iris.target\n",
|
"y_test = test_dataset.keep_columns(columns=['y'], validate=True).to_pandas_dataframe()"
|
||||||
"X = iris.data\n",
|
|
||||||
"\n",
|
|
||||||
"features = iris.feature_names\n",
|
|
||||||
"\n",
|
|
||||||
"from sklearn.model_selection import train_test_split\n",
|
|
||||||
"X_train, X_test, y_train, y_test = train_test_split(X,\n",
|
|
||||||
" y,\n",
|
|
||||||
" test_size=0.1,\n",
|
|
||||||
" random_state=100,\n",
|
|
||||||
" stratify=y)\n",
|
|
||||||
"\n",
|
|
||||||
"X_train = pd.DataFrame(X_train, columns=features)\n",
|
|
||||||
"X_test = pd.DataFrame(X_test, columns=features)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Instantiate Auto ML Config\n",
|
"## Train\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -147,11 +162,8 @@
|
|||||||
"|**max_time_sec**|Time limit in minutes for each iterations|\n",
|
"|**max_time_sec**|Time limit in minutes for each iterations|\n",
|
||||||
"|**iterations**|Number of iterations. In each iteration Auto ML trains the data with a specific pipeline|\n",
|
"|**iterations**|Number of iterations. In each iteration Auto ML trains the data with a specific pipeline|\n",
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers. |\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
|
||||||
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**model_explainability**|Indicate to explain each trained pipeline or not |"
|
||||||
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]|\n",
|
|
||||||
"|**model_explainability**|Indicate to explain each trained pipeline or not |\n",
|
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. |"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -166,20 +178,17 @@
|
|||||||
" iteration_timeout_minutes = 200,\n",
|
" iteration_timeout_minutes = 200,\n",
|
||||||
" iterations = 10,\n",
|
" iterations = 10,\n",
|
||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
|
" preprocess = True,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train,\n",
|
||||||
" X_valid = X_test,\n",
|
" n_cross_validations = 5,\n",
|
||||||
" y_valid = y_test,\n",
|
" model_explainability=True)"
|
||||||
" model_explainability=True,\n",
|
|
||||||
" path=project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Training the Model\n",
|
|
||||||
"\n",
|
|
||||||
"You can call the submit method on the experiment object and pass the run configuration. For Local runs the execution is synchronous. Depending on the data and number of iterations this can run for while.\n",
|
"You can call the submit method on the experiment object and pass the run configuration. For Local runs the execution is synchronous. Depending on the data and number of iterations this can run for while.\n",
|
||||||
"You will see the currently running iterations printing to the console."
|
"You will see the currently running iterations printing to the console."
|
||||||
]
|
]
|
||||||
@@ -193,11 +202,20 @@
|
|||||||
"local_run = experiment.submit(automl_config, show_output=True)"
|
"local_run = experiment.submit(automl_config, show_output=True)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Exploring the results"
|
"## Results"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -247,53 +265,15 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"### Best Model 's explanation\n",
|
"### Best Model 's explanation\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Retrieve the explanation from the best_run. And explanation information includes:\n",
|
"Retrieve the explanation from the *best_run* which includes explanations for engineered features and raw features."
|
||||||
"\n",
|
|
||||||
"1.\tshap_values: The explanation information generated by shap lib\n",
|
|
||||||
"2.\texpected_values: The expected value of the model applied to set of X_train data.\n",
|
|
||||||
"3.\toverall_summary: The model level feature importance values sorted in descending order\n",
|
|
||||||
"4.\toverall_imp: The feature names sorted in the same order as in overall_summary\n",
|
|
||||||
"5.\tper_class_summary: The class level feature importance values sorted in descending order. Only available for the classification case\n",
|
|
||||||
"6.\tper_class_imp: The feature names sorted in the same order as in per_class_summary. Only available for the classification case"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.train.automl.automlexplainer import retrieve_model_explanation\n",
|
|
||||||
"\n",
|
|
||||||
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
|
|
||||||
" retrieve_model_explanation(best_run)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"print(overall_summary)\n",
|
|
||||||
"print(overall_imp)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"print(per_class_summary)\n",
|
|
||||||
"print(per_class_imp)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"Beside retrieve the existed model explanation information, explain the model with different train/test data"
|
"#### Download engineered feature importance from artifact store\n",
|
||||||
|
"You can use *ExplanationClient* to download the engineered feature explanations from the artifact store of the *best_run*."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -302,10 +282,65 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"from azureml.train.automl.automlexplainer import explain_model\n",
|
"client = ExplanationClient.from_run(best_run)\n",
|
||||||
|
"engineered_explanations = client.download_model_explanation(raw=False)\n",
|
||||||
|
"print(engineered_explanations.get_feature_importance_dict())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Download raw feature importance from artifact store\n",
|
||||||
|
"You can use *ExplanationClient* to download the raw feature explanations from the artifact store of the *best_run*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"client = ExplanationClient.from_run(best_run)\n",
|
||||||
|
"raw_explanations = client.download_model_explanation(raw=True)\n",
|
||||||
|
"print(raw_explanations.get_feature_importance_dict())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Explanations\n",
|
||||||
|
"In this section, we will show how to compute model explanations and visualize the explanations using azureml-explain-model package. Besides retrieving an existing model explanation for an AutoML model, you can also explain your AutoML model with different test data. The following steps will allow you to compute and visualize engineered feature importance and raw feature importance based on your test data. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Retrieve any other AutoML model from training"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_run, fitted_model = local_run.get_output(iteration=0)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Setup the model explanations for AutoML models\n",
|
||||||
|
"The *fitted_model* can generate the following which will be used for getting the engineered and raw feature explanations using *automl_setup_model_explanations*:-\n",
|
||||||
|
"1. Featurized data from train samples/test samples \n",
|
||||||
|
"2. Gather engineered and raw feature name lists\n",
|
||||||
|
"3. Find the classes in your labeled column in classification scenarios\n",
|
||||||
"\n",
|
"\n",
|
||||||
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
|
"The *automl_explainer_setup_obj* contains all the structures from above list. "
|
||||||
" explain_model(fitted_model, X_train, X_test)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -314,8 +349,257 @@
|
|||||||
"metadata": {},
|
"metadata": {},
|
||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"print(overall_summary)\n",
|
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
|
||||||
"print(overall_imp)"
|
"\n",
|
||||||
|
"automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, X=X_train, \n",
|
||||||
|
" X_test=X_test, y=y_train, \n",
|
||||||
|
" task='classification')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Initialize the Mimic Explainer for feature importance\n",
|
||||||
|
"For explaining the AutoML models, use the *MimicWrapper* from *azureml.explain.model* package. The *MimicWrapper* can be initialized with fields in *automl_explainer_setup_obj*, your workspace and a LightGBM model which acts as a surrogate model to explain the AutoML model (*fitted_model* here). The *MimicWrapper* also takes the *automl_run* object where the raw and engineered explanations will be uploaded."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel\n",
|
||||||
|
"from azureml.explain.model.mimic_wrapper import MimicWrapper\n",
|
||||||
|
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel, \n",
|
||||||
|
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,\n",
|
||||||
|
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
|
||||||
|
" feature_maps=[automl_explainer_setup_obj.feature_map],\n",
|
||||||
|
" classes=automl_explainer_setup_obj.classes)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Use Mimic Explainer for computing and visualizing engineered feature importance\n",
|
||||||
|
"The *explain()* method in *MimicWrapper* can be called with the transformed test samples to get the feature importance for the generated engineered features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the generated engineered features by AutoML featurizers."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
|
||||||
|
"print(engineered_explanations.get_feature_importance_dict())\n",
|
||||||
|
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
|
||||||
|
"ExplanationDashboard(engineered_explanations, automl_explainer_setup_obj.automl_estimator, automl_explainer_setup_obj.X_test_transform)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
|
||||||
|
"The *explain()* method in *MimicWrapper* can be again called with the transformed test samples and setting *get_raw* to *True* to get the feature importance for the raw features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the raw features."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"raw_explanations = explainer.explain(['local', 'global'], get_raw=True, \n",
|
||||||
|
" raw_feature_names=automl_explainer_setup_obj.raw_feature_names,\n",
|
||||||
|
" eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
|
||||||
|
"print(raw_explanations.get_feature_importance_dict())\n",
|
||||||
|
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
|
||||||
|
"ExplanationDashboard(raw_explanations, automl_explainer_setup_obj.automl_pipeline, automl_explainer_setup_obj.X_test_raw)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Operationailze\n",
|
||||||
|
"In this section we will show how you can operationalize an AutoML model and the explainer which was used to compute the explanations in the previous section.\n",
|
||||||
|
"\n",
|
||||||
|
"#### Register the AutoML model and the scoring explainer\n",
|
||||||
|
"We use the *TreeScoringExplainer* from *azureml.explain.model* package to create the scoring explainer which will be used to compute the raw and engineered feature importances at the inference time. Note that, we initialize the scoring explainer with the *feature_map* that was computed previously. The *feature_map* will be used by the scoring explainer to return the raw feature importance.\n",
|
||||||
|
"\n",
|
||||||
|
"In the cell below, we pickle the scoring explainer and register the AutoML model and the scoring explainer with the Model Management Service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.explain.model.scoring.scoring_explainer import TreeScoringExplainer, save\n",
|
||||||
|
"\n",
|
||||||
|
"# Initialize the ScoringExplainer\n",
|
||||||
|
"scoring_explainer = TreeScoringExplainer(explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map])\n",
|
||||||
|
"\n",
|
||||||
|
"# Pickle scoring explainer locally\n",
|
||||||
|
"save(scoring_explainer, exist_ok=True)\n",
|
||||||
|
"\n",
|
||||||
|
"# Register trained automl model present in the 'outputs' folder in the artifacts\n",
|
||||||
|
"original_model = automl_run.register_model(model_name='automl_model', \n",
|
||||||
|
" model_path='outputs/model.pkl')\n",
|
||||||
|
"\n",
|
||||||
|
"# Register scoring explainer\n",
|
||||||
|
"automl_run.upload_file('scoring_explainer.pkl', 'scoring_explainer.pkl')\n",
|
||||||
|
"scoring_explainer_model = automl_run.register_model(model_name='scoring_explainer', model_path='scoring_explainer.pkl')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Create the conda dependencies for setting up the service\n",
|
||||||
|
"We need to create the conda dependencies comprising of the *azureml-explain-model*, *azureml-train-automl* and *azureml-defaults* packages. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies \n",
|
||||||
|
"\n",
|
||||||
|
"azureml_pip_packages = [\n",
|
||||||
|
" 'azureml-explain-model', 'azureml-train-automl', 'azureml-defaults'\n",
|
||||||
|
"]\n",
|
||||||
|
" \n",
|
||||||
|
"\n",
|
||||||
|
"# specify CondaDependencies obj\n",
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['scikit-learn', 'pandas', 'numpy', 'py-xgboost<=0.80'],\n",
|
||||||
|
" pip_packages=azureml_pip_packages,\n",
|
||||||
|
" pin_sdk_version=True)\n",
|
||||||
|
"\n",
|
||||||
|
"with open(\"myenv.yml\",\"w\") as f:\n",
|
||||||
|
" f.write(myenv.serialize_to_string())\n",
|
||||||
|
"\n",
|
||||||
|
"with open(\"myenv.yml\",\"r\") as f:\n",
|
||||||
|
" print(f.read())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### View your scoring file"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"with open(\"score_local_explain.py\",\"r\") as f:\n",
|
||||||
|
" print(f.read())"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Deploy the service\n",
|
||||||
|
"In the cell below, we deploy the service using the conda file and the scoring file from the previous steps. "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
|
||||||
|
" memory_gb=1, \n",
|
||||||
|
" tags={\"data\": \"Bank Marketing\", \n",
|
||||||
|
" \"method\" : \"local_explanation\"}, \n",
|
||||||
|
" description='Get local explanations for Bank marketing test data')\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime= \"python\", \n",
|
||||||
|
" entry_script=\"score_local_explain.py\",\n",
|
||||||
|
" conda_file=\"myenv.yml\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Use configs and models generated above\n",
|
||||||
|
"service = Model.deploy(ws, 'model-scoring', [scoring_explainer_model, original_model], inference_config, aciconfig)\n",
|
||||||
|
"service.wait_for_deployment(show_output=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### View the service logs"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"service.get_logs()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Inference using some test data\n",
|
||||||
|
"Inference using some test data to see the predicted value from autml model, view the engineered feature importance for the predicted value and raw feature importance for the predicted value."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"if service.state == 'Healthy':\n",
|
||||||
|
" # Serialize the first row of the test data into json\n",
|
||||||
|
" X_test_json = X_test[:1].to_json(orient='records')\n",
|
||||||
|
" print(X_test_json)\n",
|
||||||
|
" # Call the service to get the predictions and the engineered and raw explanations\n",
|
||||||
|
" output = service.run(X_test_json)\n",
|
||||||
|
" # Print the predicted value\n",
|
||||||
|
" print(output['predictions'])\n",
|
||||||
|
" # Print the engineered feature importances for the predicted value\n",
|
||||||
|
" print(output['engineered_local_importance_values'])\n",
|
||||||
|
" # Print the raw feature importances for the predicted value\n",
|
||||||
|
" print(output['raw_local_importance_values'])"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Delete the service\n",
|
||||||
|
"Delete the service once you have finished inferencing."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"service.delete()"
|
||||||
]
|
]
|
||||||
}
|
}
|
||||||
],
|
],
|
||||||
@@ -340,7 +624,7 @@
|
|||||||
"name": "python",
|
"name": "python",
|
||||||
"nbconvert_exporter": "python",
|
"nbconvert_exporter": "python",
|
||||||
"pygments_lexer": "ipython3",
|
"pygments_lexer": "ipython3",
|
||||||
"version": "3.6.6"
|
"version": "3.6.7"
|
||||||
}
|
}
|
||||||
},
|
},
|
||||||
"nbformat": 4,
|
"nbformat": 4,
|
||||||
|
|||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-model-explanation
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-contrib-interpret
|
||||||
@@ -0,0 +1,42 @@
|
|||||||
|
import json
|
||||||
|
import numpy as np
|
||||||
|
import pandas as pd
|
||||||
|
import os
|
||||||
|
import pickle
|
||||||
|
import azureml.train.automl
|
||||||
|
import azureml.explain.model
|
||||||
|
from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations
|
||||||
|
from sklearn.externals import joblib
|
||||||
|
from azureml.core.model import Model
|
||||||
|
|
||||||
|
|
||||||
|
def init():
|
||||||
|
|
||||||
|
global automl_model
|
||||||
|
global scoring_explainer
|
||||||
|
|
||||||
|
# Retrieve the path to the model file using the model name
|
||||||
|
# Assume original model is named original_prediction_model
|
||||||
|
automl_model_path = Model.get_model_path('automl_model')
|
||||||
|
scoring_explainer_path = Model.get_model_path('scoring_explainer')
|
||||||
|
|
||||||
|
automl_model = joblib.load(automl_model_path)
|
||||||
|
scoring_explainer = joblib.load(scoring_explainer_path)
|
||||||
|
|
||||||
|
|
||||||
|
def run(raw_data):
|
||||||
|
# Get predictions and explanations for each data point
|
||||||
|
data = pd.read_json(raw_data, orient='records')
|
||||||
|
# Make prediction
|
||||||
|
predictions = automl_model.predict(data)
|
||||||
|
# Setup for inferencing explanations
|
||||||
|
automl_explainer_setup_obj = automl_setup_model_explanations(automl_model,
|
||||||
|
X_test=data, task='classification')
|
||||||
|
# Retrieve model explanations for engineered explanations
|
||||||
|
engineered_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform)
|
||||||
|
# Retrieve model explanations for raw explanations
|
||||||
|
raw_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform, get_raw=True)
|
||||||
|
# You can return any data type as long as it is JSON-serializable
|
||||||
|
return {'predictions': predictions.tolist(),
|
||||||
|
'engineered_local_importance_values': engineered_local_importance_values,
|
||||||
|
'raw_local_importance_values': raw_local_importance_values}
|
||||||
@@ -0,0 +1,736 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Regression with Deployment using Hardware Performance Dataset**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n",
|
||||||
|
"1. [Acknowledgements](#Acknowledgements)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the Predicting Compressive Strength of Concrete Dataset to showcase how you can use AutoML for a regression problem. The regression goal is to predict the compressive strength of concrete based off of different ingredient combinations and the quantities of those ingredients.\n",
|
||||||
|
"\n",
|
||||||
|
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Test the best fitted model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"As part of the setup you have already created an Azure ML Workspace object. For AutoML you will need to create an Experiment object, which is a named object in a Workspace used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import os\n",
|
||||||
|
" \n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for the experiment.\n",
|
||||||
|
"experiment_name = 'automl-regression-concrete'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
|
||||||
|
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
|
||||||
|
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlcl\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
" \n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
" \n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
" \n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Data\n",
|
||||||
|
"\n",
|
||||||
|
"Create a run configuration for the remote run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy', 'py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Load Data\n",
|
||||||
|
"\n",
|
||||||
|
"Load the concrete strength dataset into X and y. X contains the training features, which are inputs to the model. y contains the training labels, which are the expected output of the model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/compresive_strength_concrete.csv\"\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"X = dataset.drop_columns(columns=['CONCRETE'])\n",
|
||||||
|
"y = dataset.keep_columns(columns=['CONCRETE'], validate=True)\n",
|
||||||
|
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
|
||||||
|
"y_train, y_test = y.random_split(percentage=0.8, seed=223) \n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
|
||||||
|
"\n",
|
||||||
|
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 5,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 5,\n",
|
||||||
|
" \"primary_metric\": 'spearman_correlation',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO,\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'regression',\n",
|
||||||
|
" debug_log = 'automl.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" X = X_train,\n",
|
||||||
|
" y = y_train,\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results\n",
|
||||||
|
"Widget for Monitoring Runs\n",
|
||||||
|
"The widget will first report a \u00e2\u20ac\u0153loading status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"Note: The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"\n",
|
||||||
|
"Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(remote_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
"\n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Retrieve the Best Model\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The get_output method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on get_output allow you to retrieve the best run and fitted model for any logged metric or for a particular iteration."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model that has the smallest root_mean_squared_error value (which turned out to be the same as the one with largest spearman_correlation value):"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"root_mean_squared_error\"\n",
|
||||||
|
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 3\n",
|
||||||
|
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
|
||||||
|
"print(third_run)\n",
|
||||||
|
"print(third_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Register the Fitted Model for Deployment\n",
|
||||||
|
"If neither metric nor iteration are specified in the register_model call, the iteration with the best primary metric is registered."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"description = 'AutoML Model'\n",
|
||||||
|
"tags = None\n",
|
||||||
|
"model = remote_run.register_model(description = description, tags = tags)\n",
|
||||||
|
"\n",
|
||||||
|
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create Scoring Script\n",
|
||||||
|
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%writefile score.py\n",
|
||||||
|
"import pickle\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy\n",
|
||||||
|
"import azureml.train.automl\n",
|
||||||
|
"from sklearn.externals import joblib\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"def init():\n",
|
||||||
|
" global model\n",
|
||||||
|
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
|
||||||
|
" # deserialize the model file back into a sklearn model\n",
|
||||||
|
" model = joblib.load(model_path)\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata):\n",
|
||||||
|
" try:\n",
|
||||||
|
" data = json.loads(rawdata)['data']\n",
|
||||||
|
" data = numpy.array(data)\n",
|
||||||
|
" result = model.predict(data)\n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" return json.dumps({\"result\":result.tolist()})"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create a YAML File for the Environment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
|
" print('{}\\t{}'.format(p, dependencies[p]))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost==0.80'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
|
"\n",
|
||||||
|
"conda_env_file_name = 'myenv.yml'\n",
|
||||||
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Substitute the actual version number in the environment file.\n",
|
||||||
|
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
|
||||||
|
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual model id in the script file.\n",
|
||||||
|
"\n",
|
||||||
|
"script_file_name = 'score.py'\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Deploy the model as a Web Service on Azure Container Instance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
|
" memory_gb = 1, \n",
|
||||||
|
" tags = {'area': \"digits\", 'type': \"automl_regression\"}, \n",
|
||||||
|
" description = 'sample service for Automl Regression')\n",
|
||||||
|
"\n",
|
||||||
|
"aci_service_name = 'automl-sample-concrete'\n",
|
||||||
|
"print(aci_service_name)\n",
|
||||||
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
|
"print(aci_service.state)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete a Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Deletes the specified web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.delete()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Get Logs from a Deployed Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Gets logs from a deployed web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.get_logs()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Test\n",
|
||||||
|
"\n",
|
||||||
|
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_test = X_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = y_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = np.array(y_test)\n",
|
||||||
|
"y_test = y_test[:,0]\n",
|
||||||
|
"X_train = X_train.to_pandas_dataframe()\n",
|
||||||
|
"y_train = y_train.to_pandas_dataframe()\n",
|
||||||
|
"y_train = np.array(y_train)\n",
|
||||||
|
"y_train = y_train[:,0]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"##### Predict on training and test set, and calculate residual values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_pred_train = fitted_model.predict(X_train)\n",
|
||||||
|
"y_residual_train = y_train - y_pred_train\n",
|
||||||
|
"\n",
|
||||||
|
"y_pred_test = fitted_model.predict(X_test)\n",
|
||||||
|
"y_residual_test = y_test - y_pred_test\n",
|
||||||
|
"\n",
|
||||||
|
"y_residual_train.shape"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"from sklearn.metrics import mean_squared_error, r2_score\n",
|
||||||
|
"\n",
|
||||||
|
"# Set up a multi-plot chart.\n",
|
||||||
|
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
|
||||||
|
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
|
||||||
|
"f.set_figheight(6)\n",
|
||||||
|
"f.set_figwidth(16)\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot residual values of training set.\n",
|
||||||
|
"a0.axis([0, 360, -200, 200])\n",
|
||||||
|
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
|
||||||
|
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
|
||||||
|
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
|
||||||
|
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)), fontsize = 12)\n",
|
||||||
|
"a0.set_xlabel('Training samples', fontsize = 12)\n",
|
||||||
|
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot a histogram.\n",
|
||||||
|
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), bins = 10, histtype = 'step')\n",
|
||||||
|
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), alpha = 0.2, bins = 10)\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot residual values of test set.\n",
|
||||||
|
"a1.axis([0, 90, -200, 200])\n",
|
||||||
|
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
|
||||||
|
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
|
||||||
|
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
|
||||||
|
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)), fontsize = 12)\n",
|
||||||
|
"a1.set_xlabel('Test samples', fontsize = 12)\n",
|
||||||
|
"a1.set_yticklabels([])\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot a histogram.\n",
|
||||||
|
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), bins = 10, histtype = 'step')\n",
|
||||||
|
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), alpha = 0.2, bins = 10)\n",
|
||||||
|
"\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Calculate metrics for the prediction\n",
|
||||||
|
"\n",
|
||||||
|
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
|
||||||
|
"from the trained model that was returned."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Plot outputs\n",
|
||||||
|
"%matplotlib notebook\n",
|
||||||
|
"test_pred = plt.scatter(y_test, y_pred_test, color='b')\n",
|
||||||
|
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Acknowledgements\n",
|
||||||
|
"\n",
|
||||||
|
"This Predicting Compressive Strength of Concrete Dataset is made available under the CC0 1.0 Universal (CC0 1.0)\n",
|
||||||
|
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the CC0 1.0 Universal (CC0 1.0)\n",
|
||||||
|
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/ . The dataset itself can be found here: https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set and http://archive.ics.uci.edu/ml/datasets/concrete+compressive+strength\n",
|
||||||
|
"\n",
|
||||||
|
"I-Cheng Yeh, \"Modeling of strength of high performance concrete using artificial neural networks,\" Cement and Concrete Research, Vol. 28, No. 12, pp. 1797-1808 (1998). \n",
|
||||||
|
"\n",
|
||||||
|
"Dua, D. and Graff, C. (2019). UCI Machine Learning Repository [http://archive.ics.uci.edu/ml]. Irvine, CA: University of California, School of Information and Computer Science."
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "v-rasav"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.7.1"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,12 @@
|
|||||||
|
name: auto-ml-regression-concrete-strength
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- azureml-dataprep[pandas]
|
||||||
@@ -0,0 +1,738 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Regression with Deployment using Hardware Performance Dataset**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n",
|
||||||
|
"1. [Acknowledgements](#Acknowledgements)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the Hardware Performance Dataset to showcase how you can use AutoML for a simple regression problem. The Regression goal is to predict the performance of certain combinations of hardware parts.\n",
|
||||||
|
"\n",
|
||||||
|
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Test the best fitted model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"As part of the setup you have already created an Azure ML Workspace object. For AutoML you will need to create an Experiment object, which is a named object in a Workspace used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import os\n",
|
||||||
|
" \n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for the experiment.\n",
|
||||||
|
"experiment_name = 'automl-regression-hardware'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
|
||||||
|
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
|
||||||
|
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlcl\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
" \n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
" \n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
" \n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Data\n",
|
||||||
|
"\n",
|
||||||
|
"Create a run configuration for the remote run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy', 'py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Load Data\n",
|
||||||
|
"\n",
|
||||||
|
"Load the hardware performance dataset into X and y. X contains the training features, which are inputs to the model. y contains the training labels, which are the expected output of the model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
|
||||||
|
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
|
||||||
|
"X = dataset.drop_columns(columns=['ERP'])\n",
|
||||||
|
"y = dataset.keep_columns(columns=['ERP'], validate=True)\n",
|
||||||
|
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
|
||||||
|
"y_train, y_test = y.random_split(percentage=0.8, seed=223)\n",
|
||||||
|
"dataset.take(5).to_pandas_dataframe()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"\n",
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**task**|classification or regression|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
|
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
|
||||||
|
"\n",
|
||||||
|
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 5,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 5,\n",
|
||||||
|
" \"primary_metric\": 'spearman_correlation',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO,\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'regression',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" X = X_train,\n",
|
||||||
|
" y = y_train,\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = False)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Wait until the run finishes.\n",
|
||||||
|
"remote_run.wait_for_completion(show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(remote_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
"\n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Retrieve the Best Model\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The get_output method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on get_output allow you to retrieve the best run and fitted model for any logged metric or for a particular iteration."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model that has the smallest `root_mean_squared_error` value (which turned out to be the same as the one with largest `spearman_correlation` value):"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"root_mean_squared_error\"\n",
|
||||||
|
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 3\n",
|
||||||
|
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
|
||||||
|
"print(third_run)\n",
|
||||||
|
"print(third_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Register the Fitted Model for Deployment\n",
|
||||||
|
"If neither metric nor iteration are specified in the register_model call, the iteration with the best primary metric is registered."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"description = 'AutoML Model'\n",
|
||||||
|
"tags = None\n",
|
||||||
|
"model = remote_run.register_model(description = description, tags = tags)\n",
|
||||||
|
"\n",
|
||||||
|
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create Scoring Script\n",
|
||||||
|
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%%writefile score.py\n",
|
||||||
|
"import pickle\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy\n",
|
||||||
|
"import azureml.train.automl\n",
|
||||||
|
"from sklearn.externals import joblib\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"def init():\n",
|
||||||
|
" global model\n",
|
||||||
|
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
|
||||||
|
" # deserialize the model file back into a sklearn model\n",
|
||||||
|
" model = joblib.load(model_path)\n",
|
||||||
|
"\n",
|
||||||
|
"def run(rawdata):\n",
|
||||||
|
" try:\n",
|
||||||
|
" data = json.loads(rawdata)['data']\n",
|
||||||
|
" data = numpy.array(data)\n",
|
||||||
|
" result = model.predict(data)\n",
|
||||||
|
" except Exception as e:\n",
|
||||||
|
" result = str(e)\n",
|
||||||
|
" return json.dumps({\"error\": result})\n",
|
||||||
|
" return json.dumps({\"result\":result.tolist()})"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create a YAML File for the Environment"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"for p in ['azureml-train-automl', 'azureml-core']:\n",
|
||||||
|
" print('{}\\t{}'.format(p, dependencies[p]))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost==0.80'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
|
||||||
|
"\n",
|
||||||
|
"conda_env_file_name = 'myenv.yml'\n",
|
||||||
|
"myenv.save_to_file('.', conda_env_file_name)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Substitute the actual version number in the environment file.\n",
|
||||||
|
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
|
||||||
|
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(conda_env_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
|
||||||
|
"\n",
|
||||||
|
"# Substitute the actual model id in the script file.\n",
|
||||||
|
"\n",
|
||||||
|
"script_file_name = 'score.py'\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'r') as cefr:\n",
|
||||||
|
" content = cefr.read()\n",
|
||||||
|
"\n",
|
||||||
|
"with open(script_file_name, 'w') as cefw:\n",
|
||||||
|
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Deploy the model as a Web Service on Azure Container Instance"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.model import InferenceConfig\n",
|
||||||
|
"from azureml.core.webservice import AciWebservice\n",
|
||||||
|
"from azureml.core.webservice import Webservice\n",
|
||||||
|
"from azureml.core.model import Model\n",
|
||||||
|
"\n",
|
||||||
|
"inference_config = InferenceConfig(runtime = \"python\", \n",
|
||||||
|
" entry_script = script_file_name,\n",
|
||||||
|
" conda_file = conda_env_file_name)\n",
|
||||||
|
"\n",
|
||||||
|
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
|
||||||
|
" memory_gb = 1, \n",
|
||||||
|
" tags = {'area': \"digits\", 'type': \"automl_regression\"}, \n",
|
||||||
|
" description = 'sample service for Automl Regression')\n",
|
||||||
|
"\n",
|
||||||
|
"aci_service_name = 'automl-sample-hardware'\n",
|
||||||
|
"print(aci_service_name)\n",
|
||||||
|
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
|
||||||
|
"aci_service.wait_for_deployment(True)\n",
|
||||||
|
"print(aci_service.state)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Delete a Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Deletes the specified web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.delete()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Get Logs from a Deployed Web Service\n",
|
||||||
|
"\n",
|
||||||
|
"Gets logs from a deployed web service."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"#aci_service.get_logs()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X_test = X_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = y_test.to_pandas_dataframe()\n",
|
||||||
|
"y_test = np.array(y_test)\n",
|
||||||
|
"y_test = y_test[:,0]\n",
|
||||||
|
"X_train = X_train.to_pandas_dataframe()\n",
|
||||||
|
"y_train = y_train.to_pandas_dataframe()\n",
|
||||||
|
"y_train = np.array(y_train)\n",
|
||||||
|
"y_train = y_train[:,0]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"##### Predict on training and test set, and calculate residual values."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"y_pred_train = fitted_model.predict(X_train)\n",
|
||||||
|
"y_residual_train = y_train - y_pred_train\n",
|
||||||
|
"\n",
|
||||||
|
"y_pred_test = fitted_model.predict(X_test)\n",
|
||||||
|
"y_residual_test = y_test - y_pred_test"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Calculate metrics for the prediction\n",
|
||||||
|
"\n",
|
||||||
|
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
|
||||||
|
"from the trained model that was returned."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%matplotlib inline\n",
|
||||||
|
"from sklearn.metrics import mean_squared_error, r2_score\n",
|
||||||
|
"\n",
|
||||||
|
"# Set up a multi-plot chart.\n",
|
||||||
|
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
|
||||||
|
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
|
||||||
|
"f.set_figheight(6)\n",
|
||||||
|
"f.set_figwidth(16)\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot residual values of training set.\n",
|
||||||
|
"a0.axis([0, 360, -200, 200])\n",
|
||||||
|
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
|
||||||
|
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
|
||||||
|
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
|
||||||
|
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)),fontsize = 12)\n",
|
||||||
|
"a0.set_xlabel('Training samples', fontsize = 12)\n",
|
||||||
|
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
|
||||||
|
"\n",
|
||||||
|
"# Plot residual values of test set.\n",
|
||||||
|
"a1.axis([0, 90, -200, 200])\n",
|
||||||
|
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
|
||||||
|
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
|
||||||
|
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
|
||||||
|
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)),fontsize = 12)\n",
|
||||||
|
"a1.set_xlabel('Test samples', fontsize = 12)\n",
|
||||||
|
"a1.set_yticklabels([])\n",
|
||||||
|
"\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"%matplotlib notebook\n",
|
||||||
|
"test_pred = plt.scatter(y_test, y_pred_test, color='')\n",
|
||||||
|
"test_test = plt.scatter(y_test, y_test, color='g')\n",
|
||||||
|
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
|
||||||
|
"plt.show()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Acknowledgements\n",
|
||||||
|
"This Predicting Hardware Performance Dataset is made available under the CC0 1.0 Universal (CC0 1.0) Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the CC0 1.0 Universal (CC0 1.0) Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/ . The dataset itself can be found here: https://www.kaggle.com/faizunnabi/comp-hardware-performance and https://archive.ics.uci.edu/ml/datasets/Computer+Hardware\n",
|
||||||
|
"\n",
|
||||||
|
"_**Citation Found Here**_\n"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "v-rasav"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.7.1"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,12 @@
|
|||||||
|
name: auto-ml-regression-hardware-performance
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- azureml-dataprep[pandas]
|
||||||
@@ -13,25 +13,47 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# AutoML: Regression with Local Compute\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [diabetes dataset](http://scikit-learn.org/stable/datasets/index.html#diabetes-dataset) to showcase how you can use AutoML for a simple regression problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [00.configuration](00.configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"3. Train the model using local compute.\n",
|
|
||||||
"4. Explore the results.\n",
|
|
||||||
"5. Test the best fitted model.\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Regression with Local Compute**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the scikit-learn's [diabetes dataset](http://scikit-learn.org/stable/datasets/index.html#diabetes-dataset) to showcase how you can use AutoML for a simple regression problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to:\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"3. Train the model using local compute.\n",
|
||||||
|
"4. Explore the results.\n",
|
||||||
|
"5. Test the best fitted model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -43,20 +65,15 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
"from matplotlib import pyplot as plt\n",
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
"import numpy as np\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -67,9 +84,8 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Choose a name for the experiment and specify the project folder.\n",
|
"# Choose a name for the experiment.\n",
|
||||||
"experiment_name = 'automl-local-regression'\n",
|
"experiment_name = 'automl-local-regression'\n",
|
||||||
"project_folder = './sample_projects/automl-local-regression'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -79,36 +95,17 @@
|
|||||||
"output['Workspace Name'] = ws.name\n",
|
"output['Workspace Name'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Data\n",
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Load Training Data\n",
|
|
||||||
"This uses scikit-learn's [load_diabetes](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html) method."
|
"This uses scikit-learn's [load_diabetes](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html) method."
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
@@ -120,8 +117,6 @@
|
|||||||
"source": [
|
"source": [
|
||||||
"# Load the diabetes dataset, a well-known built-in small dataset that comes with scikit-learn.\n",
|
"# Load the diabetes dataset, a well-known built-in small dataset that comes with scikit-learn.\n",
|
||||||
"from sklearn.datasets import load_diabetes\n",
|
"from sklearn.datasets import load_diabetes\n",
|
||||||
"from sklearn.linear_model import Ridge\n",
|
|
||||||
"from sklearn.metrics import mean_squared_error\n",
|
|
||||||
"from sklearn.model_selection import train_test_split\n",
|
"from sklearn.model_selection import train_test_split\n",
|
||||||
"\n",
|
"\n",
|
||||||
"X, y = load_diabetes(return_X_y = True)\n",
|
"X, y = load_diabetes(return_X_y = True)\n",
|
||||||
@@ -135,7 +130,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Configure AutoML\n",
|
"## Train\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -147,8 +142,7 @@
|
|||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|"
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -165,16 +159,13 @@
|
|||||||
" debug_log = 'automl.log',\n",
|
" debug_log = 'automl.log',\n",
|
||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train)"
|
||||||
" path = project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -201,7 +192,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Explore the Results"
|
"## Results"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -315,7 +306,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Test the Best Fitted Model"
|
"## Test"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -345,9 +336,6 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"%matplotlib inline\n",
|
"%matplotlib inline\n",
|
||||||
"import matplotlib.pyplot as plt\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"from sklearn.metrics import mean_squared_error, r2_score\n",
|
"from sklearn.metrics import mean_squared_error, r2_score\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Set up a multi-plot chart.\n",
|
"# Set up a multi-plot chart.\n",
|
||||||
@@ -366,8 +354,8 @@
|
|||||||
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
|
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Plot a histogram.\n",
|
"# Plot a histogram.\n",
|
||||||
"a0.hist(y_residual_train, orientation = 'horizontal', color = 'b', bins = 10, histtype = 'step');\n",
|
"a0.hist(y_residual_train, orientation = 'horizontal', color = 'b', bins = 10, histtype = 'step')\n",
|
||||||
"a0.hist(y_residual_train, orientation = 'horizontal', color = 'b', alpha = 0.2, bins = 10);\n",
|
"a0.hist(y_residual_train, orientation = 'horizontal', color = 'b', alpha = 0.2, bins = 10)\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# Plot residual values of test set.\n",
|
"# Plot residual values of test set.\n",
|
||||||
"a1.axis([0, 90, -200, 200])\n",
|
"a1.axis([0, 90, -200, 200])\n",
|
||||||
|
|||||||
@@ -0,0 +1,9 @@
|
|||||||
|
name: auto-ml-regression
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- paramiko<2.5.0
|
||||||
@@ -0,0 +1,542 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Remote Execution using AmlCompute**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the scikit-learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use AutoML for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you would see\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Create or Attach existing AmlCompute to a workspace.\n",
|
||||||
|
"3. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"4. Train the model using AmlCompute with ONNX compatible config on.\n",
|
||||||
|
"5. Explore the results and save the ONNX model.\n",
|
||||||
|
"6. Inference with the ONNX model.\n",
|
||||||
|
"\n",
|
||||||
|
"In addition this notebook showcases the following features\n",
|
||||||
|
"- **Parallel** executions for iterations\n",
|
||||||
|
"- **Asynchronous** tracking of progress\n",
|
||||||
|
"- **Cancellation** of individual iterations or the entire run\n",
|
||||||
|
"- Retrieving models for any iteration or logged metric\n",
|
||||||
|
"- Specifying AutoML settings as `**kwargs`"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"import os\n",
|
||||||
|
"\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"from sklearn import datasets\n",
|
||||||
|
"from sklearn.model_selection import train_test_split\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose an experiment name.\n",
|
||||||
|
"experiment_name = 'automl-remote-amlcompute-with-onnx'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
|
||||||
|
"\n",
|
||||||
|
"**Creation of AmlCompute takes approximately 5 minutes.** If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlc2\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
"\n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\\n\",\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
"\n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
"\n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"For remote executions, you need to make the data accessible from the remote compute.\n",
|
||||||
|
"This can be done by uploading the data to DataStore.\n",
|
||||||
|
"In this example, we upload scikit-learn's [load_iris](https://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iris = datasets.load_iris()\n",
|
||||||
|
"\n",
|
||||||
|
"X_train, X_test, y_train, y_test = train_test_split(iris.data, \n",
|
||||||
|
" iris.target, \n",
|
||||||
|
" test_size=0.2, \n",
|
||||||
|
" random_state=0)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Ensure the x_train and x_test are pandas DataFrame."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Convert the X_train and X_test to pandas DataFrame and set column names,\n",
|
||||||
|
"# This is needed for initializing the input variable names of ONNX model, \n",
|
||||||
|
"# and the prediction with the ONNX model using the inference helper.\n",
|
||||||
|
"X_train = pd.DataFrame(X_train, columns=['c1', 'c2', 'c3', 'c4'])\n",
|
||||||
|
"X_test = pd.DataFrame(X_test, columns=['c1', 'c2', 'c3', 'c4'])\n",
|
||||||
|
"y_train = pd.DataFrame(y_train, columns=['label'])\n",
|
||||||
|
"\n",
|
||||||
|
"if not os.path.isdir('data'):\n",
|
||||||
|
" os.mkdir('data')\n",
|
||||||
|
"\n",
|
||||||
|
"X_train.to_csv(\"data/X_train.csv\", index=False)\n",
|
||||||
|
"y_train.to_csv(\"data/y_train.csv\", index=False)\n",
|
||||||
|
"\n",
|
||||||
|
"ds = ws.get_default_datastore()\n",
|
||||||
|
"ds.upload(src_dir='./data', target_path='irisdata', overwrite=True, show_progress=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Creating a TabularDataset\n",
|
||||||
|
"\n",
|
||||||
|
"Defined X and y as `TabularDataset`s, which are passed to automated machine learning in the AutoMLConfig."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X = Dataset.Tabular.from_delimited_files(path=ds.path('irisdata/X_train.csv'))\n",
|
||||||
|
"y = Dataset.Tabular.from_delimited_files(path=ds.path('irisdata/y_train.csv'))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"You can specify `automl_settings` as `**kwargs` as well. \n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** Set the parameter enable_onnx_compatible_models=True, if you also want to generate the ONNX compatible models. Please note, the forecasting task and TensorFlow models are not ONNX compatible yet.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** When using AmlCompute, you can't pass Numpy arrays directly to the fit method.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**max_concurrent_iterations**|Maximum number of iterations that would be executed in parallel. This should be less than the number of nodes in the AmlCompute cluster.|\n",
|
||||||
|
"|**enable_onnx_compatible_models**|Enable the ONNX compatible models in the experiment.|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Set the preprocess=True, currently the InferenceHelper only supports this mode."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 10,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 5,\n",
|
||||||
|
" \"primary_metric\": 'AUC_weighted',\n",
|
||||||
|
" \"preprocess\": True,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" X = X,\n",
|
||||||
|
" y = y,\n",
|
||||||
|
" enable_onnx_compatible_models=True, # This will generate ONNX compatible models.\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run.\n",
|
||||||
|
"In this example, we specify `show_output = False` to suppress console output while the run is in progress."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = False)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results\n",
|
||||||
|
"\n",
|
||||||
|
"#### Loading executed runs\n",
|
||||||
|
"In case you need to load a previously executed run, enable the cell below and replace the `run_id` value."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "raw",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"remote_run = AutoMLRun(experiment = experiment, run_id = 'AutoML_5db13491-c92a-4f1d-b622-8ab8d973a058')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Wait until the run finishes.\n",
|
||||||
|
"remote_run.wait_for_completion(show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Cancelling Runs\n",
|
||||||
|
"\n",
|
||||||
|
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
||||||
|
"# remote_run.cancel()\n",
|
||||||
|
"\n",
|
||||||
|
"# Cancel iteration 1 and move onto iteration 2.\n",
|
||||||
|
"# remote_run.cancel_iteration(1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best ONNX Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
|
||||||
|
"\n",
|
||||||
|
"Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, onnx_mdl = remote_run.get_output(return_onnx_model=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Save the best ONNX model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.automl.core.onnx_convert import OnnxConverter\n",
|
||||||
|
"onnx_fl_path = \"./best_model.onnx\"\n",
|
||||||
|
"OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Predict with the ONNX model, using onnxruntime package"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import sys\n",
|
||||||
|
"import json\n",
|
||||||
|
"from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
|
||||||
|
"from azureml.train.automl import constants\n",
|
||||||
|
"\n",
|
||||||
|
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
|
||||||
|
" python_version_compatible = True\n",
|
||||||
|
"else:\n",
|
||||||
|
" python_version_compatible = False\n",
|
||||||
|
"\n",
|
||||||
|
"try:\n",
|
||||||
|
" import onnxruntime\n",
|
||||||
|
" from azureml.automl.core.onnx_convert import OnnxInferenceHelper \n",
|
||||||
|
" onnxrt_present = True\n",
|
||||||
|
"except ImportError:\n",
|
||||||
|
" onnxrt_present = False\n",
|
||||||
|
"\n",
|
||||||
|
"def get_onnx_res(run):\n",
|
||||||
|
" res_path = 'onnx_resource.json'\n",
|
||||||
|
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
|
||||||
|
" with open(res_path) as f:\n",
|
||||||
|
" return json.load(f)\n",
|
||||||
|
"\n",
|
||||||
|
"if onnxrt_present and python_version_compatible: \n",
|
||||||
|
" mdl_bytes = onnx_mdl.SerializeToString()\n",
|
||||||
|
" onnx_res = get_onnx_res(best_run)\n",
|
||||||
|
"\n",
|
||||||
|
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
|
||||||
|
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(X_test)\n",
|
||||||
|
"\n",
|
||||||
|
" print(pred_onnx)\n",
|
||||||
|
" print(pred_prob_onnx)\n",
|
||||||
|
"else:\n",
|
||||||
|
" if not python_version_compatible:\n",
|
||||||
|
" print('Please use Python version 3.6 or 3.7 to run the inference helper.') \n",
|
||||||
|
" if not onnxrt_present:\n",
|
||||||
|
" print('Please install the onnxruntime package to do the prediction with ONNX model.')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": []
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.6"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,12 @@
|
|||||||
|
name: auto-ml-remote-amlcompute-with-onnx
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
|
- onnxruntime
|
||||||
@@ -0,0 +1,543 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
||||||
|
"\n",
|
||||||
|
"Licensed under the MIT License."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Remote Execution using AmlCompute**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you would see\n",
|
||||||
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
|
"2. Create or Attach existing AmlCompute to a workspace.\n",
|
||||||
|
"3. Configure AutoML using `AutoMLConfig`.\n",
|
||||||
|
"4. Train the model using AmlCompute\n",
|
||||||
|
"5. Explore the results.\n",
|
||||||
|
"6. Test the best fitted model.\n",
|
||||||
|
"\n",
|
||||||
|
"In addition this notebook showcases the following features\n",
|
||||||
|
"- **Parallel** executions for iterations\n",
|
||||||
|
"- **Asynchronous** tracking of progress\n",
|
||||||
|
"- **Cancellation** of individual iterations or the entire run\n",
|
||||||
|
"- Retrieving models for any iteration or logged metric\n",
|
||||||
|
"- Specifying AutoML settings as `**kwargs`"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
|
"\n",
|
||||||
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"import logging\n",
|
||||||
|
"import os\n",
|
||||||
|
"\n",
|
||||||
|
"from matplotlib import pyplot as plt\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"from sklearn import datasets\n",
|
||||||
|
"\n",
|
||||||
|
"import azureml.core\n",
|
||||||
|
"from azureml.core.experiment import Experiment\n",
|
||||||
|
"from azureml.core.workspace import Workspace\n",
|
||||||
|
"from azureml.core.dataset import Dataset\n",
|
||||||
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"ws = Workspace.from_config()\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose an experiment name.\n",
|
||||||
|
"experiment_name = 'automl-remote-amlcompute'\n",
|
||||||
|
"\n",
|
||||||
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
|
"\n",
|
||||||
|
"output = {}\n",
|
||||||
|
"output['SDK version'] = azureml.core.VERSION\n",
|
||||||
|
"output['Subscription ID'] = ws.subscription_id\n",
|
||||||
|
"output['Workspace Name'] = ws.name\n",
|
||||||
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
|
"output['Location'] = ws.location\n",
|
||||||
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Create or Attach existing AmlCompute\n",
|
||||||
|
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
|
||||||
|
"\n",
|
||||||
|
"**Creation of AmlCompute takes approximately 5 minutes.** If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
|
||||||
|
"\n",
|
||||||
|
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.compute import AmlCompute\n",
|
||||||
|
"from azureml.core.compute import ComputeTarget\n",
|
||||||
|
"\n",
|
||||||
|
"# Choose a name for your cluster.\n",
|
||||||
|
"amlcompute_cluster_name = \"automlc2\"\n",
|
||||||
|
"\n",
|
||||||
|
"found = False\n",
|
||||||
|
"# Check if this compute target already exists in the workspace.\n",
|
||||||
|
"cts = ws.compute_targets\n",
|
||||||
|
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
|
||||||
|
" found = True\n",
|
||||||
|
" print('Found existing compute target.')\n",
|
||||||
|
" compute_target = cts[amlcompute_cluster_name]\n",
|
||||||
|
"\n",
|
||||||
|
"if not found:\n",
|
||||||
|
" print('Creating a new compute target...')\n",
|
||||||
|
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
||||||
|
" #vm_priority = 'lowpriority', # optional\n",
|
||||||
|
" max_nodes = 6)\n",
|
||||||
|
"\n",
|
||||||
|
" # Create the cluster.\\n\",\n",
|
||||||
|
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
|
||||||
|
"\n",
|
||||||
|
"print('Checking cluster status...')\n",
|
||||||
|
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
|
||||||
|
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
||||||
|
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
||||||
|
"\n",
|
||||||
|
"# For a more detailed view of current AmlCompute status, use get_status()."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Data\n",
|
||||||
|
"For remote executions, you need to make the data accessible from the remote compute.\n",
|
||||||
|
"This can be done by uploading the data to DataStore.\n",
|
||||||
|
"In this example, we upload scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) data."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"data_train = datasets.load_digits()\n",
|
||||||
|
"\n",
|
||||||
|
"if not os.path.isdir('data'):\n",
|
||||||
|
" os.mkdir('data')\n",
|
||||||
|
"\n",
|
||||||
|
"pd.DataFrame(data_train.data[100:,:]).to_csv(\"data/X_train.csv\", index=False)\n",
|
||||||
|
"pd.DataFrame(data_train.target[100:]).to_csv(\"data/y_train.csv\", index=False)\n",
|
||||||
|
"\n",
|
||||||
|
"ds = ws.get_default_datastore()\n",
|
||||||
|
"ds.upload(src_dir='./data', target_path='digitsdata', overwrite=True, show_progress=True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.core.runconfig import RunConfiguration\n",
|
||||||
|
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
||||||
|
"import pkg_resources\n",
|
||||||
|
"\n",
|
||||||
|
"# create a new RunConfig object\n",
|
||||||
|
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
||||||
|
"\n",
|
||||||
|
"# Set compute target to AmlCompute\n",
|
||||||
|
"conda_run_config.target = compute_target\n",
|
||||||
|
"conda_run_config.environment.docker.enabled = True\n",
|
||||||
|
"\n",
|
||||||
|
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
|
||||||
|
"conda_run_config.environment.python.conda_dependencies = cd"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Creating TabularDataset\n",
|
||||||
|
"\n",
|
||||||
|
"Defined X and y as `TabularDataset`s, which are passed to Automated ML in the AutoMLConfig. `from_delimited_files` by default sets the `infer_column_types` to true, which will infer the columns type automatically. If you do wish to manually set the column types, you can set the `set_column_types` argument to manually set the type of each columns."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"X = Dataset.Tabular.from_delimited_files(path=ds.path('digitsdata/X_train.csv'))\n",
|
||||||
|
"y = Dataset.Tabular.from_delimited_files(path=ds.path('digitsdata/y_train.csv'))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Train\n",
|
||||||
|
"\n",
|
||||||
|
"You can specify `automl_settings` as `**kwargs` as well.\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** When using AmlCompute, you can't pass Numpy arrays directly to the fit method.\n",
|
||||||
|
"\n",
|
||||||
|
"|Property|Description|\n",
|
||||||
|
"|-|-|\n",
|
||||||
|
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
||||||
|
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
||||||
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
|
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
||||||
|
"|**max_concurrent_iterations**|Maximum number of iterations that would be executed in parallel. This should be less than the number of nodes in the AmlCompute cluster.|"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"automl_settings = {\n",
|
||||||
|
" \"iteration_timeout_minutes\": 10,\n",
|
||||||
|
" \"iterations\": 10,\n",
|
||||||
|
" \"n_cross_validations\": 5,\n",
|
||||||
|
" \"primary_metric\": 'AUC_weighted',\n",
|
||||||
|
" \"preprocess\": False,\n",
|
||||||
|
" \"max_concurrent_iterations\": 5,\n",
|
||||||
|
" \"verbosity\": logging.INFO\n",
|
||||||
|
"}\n",
|
||||||
|
"\n",
|
||||||
|
"automl_config = AutoMLConfig(task = 'classification',\n",
|
||||||
|
" debug_log = 'automl_errors.log',\n",
|
||||||
|
" run_configuration=conda_run_config,\n",
|
||||||
|
" X = X,\n",
|
||||||
|
" y = y,\n",
|
||||||
|
" **automl_settings\n",
|
||||||
|
" )\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run.\n",
|
||||||
|
"In this example, we specify `show_output = False` to suppress console output while the run is in progress."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run = experiment.submit(automl_config, show_output = False)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Results\n",
|
||||||
|
"\n",
|
||||||
|
"#### Loading executed runs\n",
|
||||||
|
"In case you need to load a previously executed run, enable the cell below and replace the `run_id` value."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "raw",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"remote_run = AutoMLRun(experiment = experiment, run_id = 'AutoML_5db13491-c92a-4f1d-b622-8ab8d973a058')"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Widget for Monitoring Runs\n",
|
||||||
|
"\n",
|
||||||
|
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
||||||
|
"\n",
|
||||||
|
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
|
||||||
|
"\n",
|
||||||
|
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"remote_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"from azureml.widgets import RunDetails\n",
|
||||||
|
"RunDetails(remote_run).show() "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Wait until the run finishes.\n",
|
||||||
|
"remote_run.wait_for_completion(show_output = True)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"\n",
|
||||||
|
"#### Retrieve All Child Runs\n",
|
||||||
|
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"children = list(remote_run.get_children())\n",
|
||||||
|
"metricslist = {}\n",
|
||||||
|
"for run in children:\n",
|
||||||
|
" properties = run.get_properties()\n",
|
||||||
|
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
||||||
|
" metricslist[int(properties['iteration'])] = metrics\n",
|
||||||
|
"\n",
|
||||||
|
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
||||||
|
"rundata"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Cancelling Runs\n",
|
||||||
|
"\n",
|
||||||
|
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
||||||
|
"# remote_run.cancel()\n",
|
||||||
|
"\n",
|
||||||
|
"# Cancel iteration 1 and move onto iteration 2.\n",
|
||||||
|
"# remote_run.cancel_iteration(1)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"### Retrieve the Best Model\n",
|
||||||
|
"\n",
|
||||||
|
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"best_run, fitted_model = remote_run.get_output()\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Best Model Based on Any Other Metric\n",
|
||||||
|
"Show the run and the model which has the smallest `log_loss` value:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"lookup_metric = \"log_loss\"\n",
|
||||||
|
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
||||||
|
"print(best_run)\n",
|
||||||
|
"print(fitted_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Model from a Specific Iteration\n",
|
||||||
|
"Show the run and the model from the third iteration:"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"iteration = 3\n",
|
||||||
|
"third_run, third_model = remote_run.get_output(iteration=iteration)\n",
|
||||||
|
"print(third_run)\n",
|
||||||
|
"print(third_model)"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Test\n",
|
||||||
|
"\n",
|
||||||
|
"#### Load Test Data"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"digits = datasets.load_digits()\n",
|
||||||
|
"X_test = digits.data[:10, :]\n",
|
||||||
|
"y_test = digits.target[:10]\n",
|
||||||
|
"images = digits.images[:10]"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"#### Testing Our Best Fitted Model"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# Randomly select digits and test.\n",
|
||||||
|
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
||||||
|
" print(index)\n",
|
||||||
|
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
||||||
|
" label = y_test[index]\n",
|
||||||
|
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
||||||
|
" fig = plt.figure(1, figsize=(3,3))\n",
|
||||||
|
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
||||||
|
" ax1.set_title(title)\n",
|
||||||
|
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
||||||
|
" plt.show()"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "savitam"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "python",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"codemirror_mode": {
|
||||||
|
"name": "ipython",
|
||||||
|
"version": 3
|
||||||
|
},
|
||||||
|
"file_extension": ".py",
|
||||||
|
"mimetype": "text/x-python",
|
||||||
|
"name": "python",
|
||||||
|
"nbconvert_exporter": "python",
|
||||||
|
"pygments_lexer": "ipython3",
|
||||||
|
"version": "3.6.6"
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,11 @@
|
|||||||
|
name: auto-ml-remote-amlcompute
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- interpret
|
||||||
|
- azureml-defaults
|
||||||
|
- azureml-explain-model
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -1,517 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Remote Execution using attach\n",
|
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [20newsgroup](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.fetch_20newsgroups.html) to showcase how you can use AutoML to handle text data with remote attach.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Attach an existing DSVM to a workspace.\n",
|
|
||||||
"3. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"4. Train the model using the DSVM.\n",
|
|
||||||
"5. Explore the results.\n",
|
|
||||||
"6. Test the best fitted model.\n",
|
|
||||||
"\n",
|
|
||||||
"In addition this notebook showcases the following features\n",
|
|
||||||
"- **Parallel** executions for iterations\n",
|
|
||||||
"- **Asynchronous** tracking of progress\n",
|
|
||||||
"- **Cancellation** of individual iterations or the entire run\n",
|
|
||||||
"- Retrieving models for any iteration or logged metric\n",
|
|
||||||
"- Specifying AutoML settings as `**kwargs`\n",
|
|
||||||
"- Handling **text** data using the `preprocess` flag\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for the run history container in the workspace.\n",
|
|
||||||
"experiment_name = 'automl-remote-dsvm-blobstore'\n",
|
|
||||||
"project_folder = './sample_projects/automl-remote-dsvm-blobstore'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Attach a Remote Linux DSVM\n",
|
|
||||||
"To use a remote Docker compute target:\n",
|
|
||||||
"1. Create a Linux DSVM in Azure, following these [quick instructions](https://docs.microsoft.com/en-us/azure/machine-learning/desktop-workbench/how-to-create-dsvm-hdi). Make sure you use the Ubuntu flavor (not CentOS). Make sure that disk space is available under `/tmp` because AutoML creates files under `/tmp/azureml_run`s. The DSVM should have more cores than the number of parallel runs that you plan to enable. It should also have at least 4GB per core.\n",
|
|
||||||
"2. Enter the IP address, user name and password below.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** By default, SSH runs on port 22 and you don't need to change the port number below. If you've configured SSH to use a different port, change `dsvm_ssh_port` accordinglyaddress. [Read more](https://render.githubusercontent.com/documentation/sdk/ssh-issue.md) on changing SSH ports for security reasons."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.compute import ComputeTarget, RemoteCompute\n",
|
|
||||||
"import time\n",
|
|
||||||
"\n",
|
|
||||||
"# Add your VM information below\n",
|
|
||||||
"# If a compute with the specified compute_name already exists, it will be used and the dsvm_ip_addr, dsvm_ssh_port, \n",
|
|
||||||
"# dsvm_username and dsvm_password will be ignored.\n",
|
|
||||||
"compute_name = 'mydsvmb'\n",
|
|
||||||
"dsvm_ip_addr = '<<ip_addr>>'\n",
|
|
||||||
"dsvm_ssh_port = 22\n",
|
|
||||||
"dsvm_username = '<<username>>'\n",
|
|
||||||
"dsvm_password = '<<password>>'\n",
|
|
||||||
"\n",
|
|
||||||
"if compute_name in ws.compute_targets:\n",
|
|
||||||
" print('Using existing compute.')\n",
|
|
||||||
" dsvm_compute = ws.compute_targets[compute_name]\n",
|
|
||||||
"else:\n",
|
|
||||||
" attach_config = RemoteCompute.attach_configuration(address=dsvm_ip_addr, username=dsvm_username, password=dsvm_password, ssh_port=dsvm_ssh_port)\n",
|
|
||||||
" ComputeTarget.attach(workspace=ws, name=compute_name, attach_configuration=attach_config)\n",
|
|
||||||
"\n",
|
|
||||||
" while ws.compute_targets[compute_name].provisioning_state == 'Creating':\n",
|
|
||||||
" time.sleep(1)\n",
|
|
||||||
"\n",
|
|
||||||
" dsvm_compute = ws.compute_targets[compute_name]\n",
|
|
||||||
" \n",
|
|
||||||
" if dsvm_compute.provisioning_state == 'Failed':\n",
|
|
||||||
" print('Attached failed.')\n",
|
|
||||||
" print(dsvm_compute.provisioning_errors)\n",
|
|
||||||
" dsvm_compute.detach()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import RunConfiguration\n",
|
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
|
||||||
"\n",
|
|
||||||
"# create a new RunConfig object\n",
|
|
||||||
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
|
||||||
"\n",
|
|
||||||
"# Set compute target to the Linux DSVM\n",
|
|
||||||
"conda_run_config.target = dsvm_compute\n",
|
|
||||||
"\n",
|
|
||||||
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy'])\n",
|
|
||||||
"conda_run_config.environment.python.conda_dependencies = cd"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Get Data File\n",
|
|
||||||
"For remote executions you should author a `get_data.py` file containing a `get_data()` function. This file should be in the root directory of the project. You can encapsulate code to read data either from a blob storage or local disk in this file.\n",
|
|
||||||
"In this example, the `get_data()` function returns a [dictionary](README.md#getdata)."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"if not os.path.exists(project_folder):\n",
|
|
||||||
" os.makedirs(project_folder)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"%%writefile $project_folder/get_data.py\n",
|
|
||||||
"\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"from sklearn.datasets import fetch_20newsgroups\n",
|
|
||||||
"\n",
|
|
||||||
"def get_data():\n",
|
|
||||||
" remove = ('headers', 'footers', 'quotes')\n",
|
|
||||||
" categories = [\n",
|
|
||||||
" 'alt.atheism',\n",
|
|
||||||
" 'talk.religion.misc',\n",
|
|
||||||
" 'comp.graphics',\n",
|
|
||||||
" 'sci.space',\n",
|
|
||||||
" ]\n",
|
|
||||||
" data_train = fetch_20newsgroups(subset = 'train', categories = categories,\n",
|
|
||||||
" shuffle = True, random_state = 42,\n",
|
|
||||||
" remove = remove)\n",
|
|
||||||
" \n",
|
|
||||||
" X_train = np.array(data_train.data).reshape((len(data_train.data),1))\n",
|
|
||||||
" y_train = np.array(data_train.target)\n",
|
|
||||||
" \n",
|
|
||||||
" return { \"X\" : X_train, \"y\" : y_train }"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML <a class=\"anchor\" id=\"Instatiate-AutoML-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"You can specify `automl_settings` as `**kwargs` as well. Also note that you can use a `get_data()` function for local excutions too.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** When using Remote DSVM, you can't pass Numpy arrays directly to the fit method.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**max_concurrent_iterations**|Maximum number of iterations that would be executed in parallel. This should be less than the number of cores on the DSVM.|\n",
|
|
||||||
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
|
|
||||||
"|**enable_cache**|Setting this to *True* enables preprocess done once and reuse the same preprocessed data for all the iterations. Default value is True.\n",
|
|
||||||
"|**max_cores_per_iteration**|Indicates how many cores on the compute target would be used to train a single pipeline.<br>Default is *1*; you can set it to *-1* to use all cores.|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\": 60,\n",
|
|
||||||
" \"iterations\": 4,\n",
|
|
||||||
" \"n_cross_validations\": 5,\n",
|
|
||||||
" \"primary_metric\": 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\": True,\n",
|
|
||||||
" \"max_cores_per_iteration\": 2\n",
|
|
||||||
"}\n",
|
|
||||||
"\n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" path = project_folder,\n",
|
|
||||||
" run_configuration=conda_run_config,\n",
|
|
||||||
" data_script = project_folder + \"/get_data.py\",\n",
|
|
||||||
" **automl_settings\n",
|
|
||||||
" )\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Train the Models <a class=\"anchor\" id=\"Training-the-model-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run = experiment.submit(automl_config)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Exploring the Results <a class=\"anchor\" id=\"Exploring-the-Results-Remote-DSVM\"></a>\n",
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(remote_run).show() "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Wait until the run finishes.\n",
|
|
||||||
"remote_run.wait_for_completion(show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Pre-process cache cleanup\n",
|
|
||||||
"The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run.clean_preprocessor_cache()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log. "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(remote_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Cancelling Runs\n",
|
|
||||||
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
|
||||||
"# remote_run.cancel()\n",
|
|
||||||
"\n",
|
|
||||||
"# Cancel iteration 1 and move onto iteration 2.\n",
|
|
||||||
"# remote_run.cancel_iteration(1)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = remote_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model which has the smallest `accuracy` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# lookup_metric = \"accuracy\"\n",
|
|
||||||
"# best_run, fitted_model = remote_run.get_output(metric = lookup_metric)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 0\n",
|
|
||||||
"zero_run, zero_model = remote_run.get_output(iteration = iteration)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Testing the Fitted Model <a class=\"anchor\" id=\"Testing-the-Fitted-Model-Remote-DSVM\"></a>\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Load test data.\n",
|
|
||||||
"from pandas_ml import ConfusionMatrix\n",
|
|
||||||
"from sklearn.datasets import fetch_20newsgroups\n",
|
|
||||||
"\n",
|
|
||||||
"remove = ('headers', 'footers', 'quotes')\n",
|
|
||||||
"categories = [\n",
|
|
||||||
" 'alt.atheism',\n",
|
|
||||||
" 'talk.religion.misc',\n",
|
|
||||||
" 'comp.graphics',\n",
|
|
||||||
" 'sci.space',\n",
|
|
||||||
" ]\n",
|
|
||||||
"\n",
|
|
||||||
"data_test = fetch_20newsgroups(subset = 'test', categories = categories,\n",
|
|
||||||
" shuffle = True, random_state = 42,\n",
|
|
||||||
" remove = remove)\n",
|
|
||||||
"\n",
|
|
||||||
"X_test = np.array(data_test.data).reshape((len(data_test.data),1))\n",
|
|
||||||
"y_test = data_test.target\n",
|
|
||||||
"\n",
|
|
||||||
"# Test our best pipeline.\n",
|
|
||||||
"\n",
|
|
||||||
"y_pred = fitted_model.predict(X_test)\n",
|
|
||||||
"y_pred_strings = [data_test.target_names[i] for i in y_pred]\n",
|
|
||||||
"y_test_strings = [data_test.target_names[i] for i in y_test]\n",
|
|
||||||
"\n",
|
|
||||||
"cm = ConfusionMatrix(y_test_strings, y_pred_strings)\n",
|
|
||||||
"print(cm)\n",
|
|
||||||
"cm.plot()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,528 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Remote Execution using Batch AI\n",
|
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you would see\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Attach an existing Batch AI compute to a workspace.\n",
|
|
||||||
"3. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"4. Train the model using Batch AI.\n",
|
|
||||||
"5. Explore the results.\n",
|
|
||||||
"6. Test the best fitted model.\n",
|
|
||||||
"\n",
|
|
||||||
"In addition this notebook showcases the following features\n",
|
|
||||||
"- **Parallel** executions for iterations\n",
|
|
||||||
"- **Asynchronous** tracking of progress\n",
|
|
||||||
"- **Cancellation** of individual iterations or the entire run\n",
|
|
||||||
"- Retrieving models for any iteration or logged metric\n",
|
|
||||||
"- Specifying AutoML settings as `**kwargs`\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for the run history container in the workspace.\n",
|
|
||||||
"experiment_name = 'automl-remote-batchai'\n",
|
|
||||||
"project_folder = './sample_projects/automl-remote-batchai'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Batch AI Cluster\n",
|
|
||||||
"The cluster is created as Machine Learning Compute and will appear under your workspace.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The creation of the Batch AI cluster can take over 10 minutes, please be patient.\n",
|
|
||||||
"\n",
|
|
||||||
"As with other Azure services, there are limits on certain resources (e.g. Batch AI cluster size) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.compute import AmlCompute\n",
|
|
||||||
"from azureml.core.compute import ComputeTarget\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for your cluster.\n",
|
|
||||||
"batchai_cluster_name = \"automlcl\"\n",
|
|
||||||
"\n",
|
|
||||||
"found = False\n",
|
|
||||||
"# Check if this compute target already exists in the workspace.\n",
|
|
||||||
"cts = ws.compute_targets\n",
|
|
||||||
"if batchai_cluster_name in cts and cts[batchai_cluster_name].type == 'BatchAI':\n",
|
|
||||||
" found = True\n",
|
|
||||||
" print('Found existing compute target.')\n",
|
|
||||||
" compute_target = cts[batchai_cluster_name]\n",
|
|
||||||
" \n",
|
|
||||||
"if not found:\n",
|
|
||||||
" print('Creating a new compute target...')\n",
|
|
||||||
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
|
|
||||||
" #vm_priority = 'lowpriority', # optional\n",
|
|
||||||
" max_nodes = 6)\n",
|
|
||||||
"\n",
|
|
||||||
" # Create the cluster.\n",
|
|
||||||
" compute_target = ComputeTarget.create(ws, batchai_cluster_name, provisioning_config)\n",
|
|
||||||
" \n",
|
|
||||||
" # Can poll for a minimum number of nodes and for a specific timeout.\n",
|
|
||||||
" # If no min_node_count is provided, it will use the scale settings for the cluster.\n",
|
|
||||||
" compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
|
|
||||||
" \n",
|
|
||||||
" # For a more detailed view of current Batch AI cluster status, use the 'status' property."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import RunConfiguration\n",
|
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
|
||||||
"\n",
|
|
||||||
"# create a new RunConfig object\n",
|
|
||||||
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
|
||||||
"\n",
|
|
||||||
"# Set compute target to the Batch AI cluster\n",
|
|
||||||
"conda_run_config.target = compute_target\n",
|
|
||||||
"conda_run_config.environment.docker.enabled = True\n",
|
|
||||||
"conda_run_config.environment.docker.base_image = azureml.core.runconfig.DEFAULT_CPU_IMAGE\n",
|
|
||||||
"\n",
|
|
||||||
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy'])\n",
|
|
||||||
"conda_run_config.environment.python.conda_dependencies = cd"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Get Data File\n",
|
|
||||||
"For remote executions you should author a `get_data.py` file containing a `get_data()` function. This file should be in the root directory of the project. You can encapsulate code to read data either from a blob storage or local disk in this file.\n",
|
|
||||||
"In this example, the `get_data()` function returns data using scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"if not os.path.exists(project_folder):\n",
|
|
||||||
" os.makedirs(project_folder)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"%%writefile $project_folder/get_data.py\n",
|
|
||||||
"\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"from scipy import sparse\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"\n",
|
|
||||||
"def get_data():\n",
|
|
||||||
" \n",
|
|
||||||
" digits = datasets.load_digits()\n",
|
|
||||||
" X_train = digits.data\n",
|
|
||||||
" y_train = digits.target\n",
|
|
||||||
"\n",
|
|
||||||
" return { \"X\" : X_train, \"y\" : y_train }"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Instantiate AutoML <a class=\"anchor\" id=\"Instatiate-AutoML-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"You can specify `automl_settings` as `**kwargs` as well. Also note that you can use a `get_data()` function for local excutions too.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** When using Batch AI, you can't pass Numpy arrays directly to the fit method.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**max_concurrent_iterations**|Maximum number of iterations that would be executed in parallel. This should be less than the number of cores on the DSVM.|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\": 2,\n",
|
|
||||||
" \"iterations\": 20,\n",
|
|
||||||
" \"n_cross_validations\": 5,\n",
|
|
||||||
" \"primary_metric\": 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\": False,\n",
|
|
||||||
" \"max_concurrent_iterations\": 5,\n",
|
|
||||||
" \"verbosity\": logging.INFO\n",
|
|
||||||
"}\n",
|
|
||||||
"\n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" path = project_folder,\n",
|
|
||||||
" run_configuration=conda_run_config,\n",
|
|
||||||
" data_script = project_folder + \"/get_data.py\",\n",
|
|
||||||
" **automl_settings\n",
|
|
||||||
" )\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run.\n",
|
|
||||||
"In this example, we specify `show_output = False` to suppress console output while the run is in progress."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run = experiment.submit(automl_config, show_output = False)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results\n",
|
|
||||||
"\n",
|
|
||||||
"#### Loading executed runs\n",
|
|
||||||
"In case you need to load a previously executed run, enable the cell below and replace the `run_id` value."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "raw",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"remote_run = AutoMLRun(experiment = experiment, run_id = 'AutoML_5db13491-c92a-4f1d-b622-8ab8d973a058')"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(remote_run).show() "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Wait until the run finishes.\n",
|
|
||||||
"remote_run.wait_for_completion(show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(remote_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Cancelling Runs\n",
|
|
||||||
"\n",
|
|
||||||
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
|
||||||
"# remote_run.cancel()\n",
|
|
||||||
"\n",
|
|
||||||
"# Cancel iteration 1 and move onto iteration 2.\n",
|
|
||||||
"# remote_run.cancel_iteration(1)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = remote_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model which has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the third iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 3\n",
|
|
||||||
"third_run, third_model = remote_run.get_output(iteration=iteration)\n",
|
|
||||||
"print(third_run)\n",
|
|
||||||
"print(third_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Testing the Fitted Model <a class=\"anchor\" id=\"Testing-the-Fitted-Model-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Testing Our Best Fitted Model"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Randomly select digits and test.\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize=(3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" plt.show()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,583 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Remote Execution with DataStore\n",
|
|
||||||
"\n",
|
|
||||||
"This sample accesses a data file on a remote DSVM through DataStore. Advantages of using data store are:\n",
|
|
||||||
"1. DataStore secures the access details.\n",
|
|
||||||
"2. DataStore supports read, write to blob and file store\n",
|
|
||||||
"3. AutoML natively supports copying data from DataStore to DSVM\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you would see\n",
|
|
||||||
"1. Storing data in DataStore.\n",
|
|
||||||
"2. get_data returning data from DataStore.\n",
|
|
||||||
"\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"import time\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.compute import DsvmCompute\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# choose a name for experiment\n",
|
|
||||||
"experiment_name = 'automl-remote-datastore-file'\n",
|
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-remote-dsvm-file'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment=Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics=True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create a Remote Linux DSVM\n",
|
|
||||||
"Note: If creation fails with a message about Marketplace purchase eligibilty, go to portal.azure.com, start creating DSVM there, and select \"Want to create programmatically\" to enable programmatic creation. Once you've enabled it, you can exit without actually creating VM.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note**: By default SSH runs on port 22 and you don't need to specify it. But if for security reasons you can switch to a different port (such as 5022), you can append the port number to the address. [Read more](https://render.githubusercontent.com/documentation/sdk/ssh-issue.md) on this."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"compute_target_name = 'mydsvmc'\n",
|
|
||||||
"\n",
|
|
||||||
"try:\n",
|
|
||||||
" while ws.compute_targets[compute_target_name].provisioning_state == 'Creating':\n",
|
|
||||||
" time.sleep(1)\n",
|
|
||||||
" \n",
|
|
||||||
" dsvm_compute = DsvmCompute(workspace=ws, name=compute_target_name)\n",
|
|
||||||
" print('found existing:', dsvm_compute.name)\n",
|
|
||||||
"except:\n",
|
|
||||||
" dsvm_config = DsvmCompute.provisioning_configuration(vm_size=\"Standard_D2_v2\")\n",
|
|
||||||
" dsvm_compute = DsvmCompute.create(ws, name=compute_target_name, provisioning_configuration=dsvm_config)\n",
|
|
||||||
" dsvm_compute.wait_for_completion(show_output=True)\n",
|
|
||||||
" print(\"Waiting one minute for ssh to be accessible\")\n",
|
|
||||||
" time.sleep(60) # Wait for ssh to be accessible"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Copy data file to local\n",
|
|
||||||
"\n",
|
|
||||||
"Download the data file.\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"mkdir data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from sklearn.datasets import fetch_20newsgroups\n",
|
|
||||||
"import csv\n",
|
|
||||||
"\n",
|
|
||||||
"remove = ('headers', 'footers', 'quotes')\n",
|
|
||||||
"categories = [\n",
|
|
||||||
" 'alt.atheism',\n",
|
|
||||||
" 'talk.religion.misc',\n",
|
|
||||||
" 'comp.graphics',\n",
|
|
||||||
" 'sci.space',\n",
|
|
||||||
" ]\n",
|
|
||||||
"data_train = fetch_20newsgroups(subset = 'train', categories = categories,\n",
|
|
||||||
" shuffle = True, random_state = 42,\n",
|
|
||||||
" remove = remove)\n",
|
|
||||||
" \n",
|
|
||||||
"pd.DataFrame(data_train.data).to_csv(\"data/X_train.tsv\", index=False, header=False, quoting=csv.QUOTE_ALL, sep=\"\\t\")\n",
|
|
||||||
"pd.DataFrame(data_train.target).to_csv(\"data/y_train.tsv\", index=False, header=False, sep=\"\\t\")"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Upload data to the cloud"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Now make the data accessible remotely by uploading that data from your local machine into Azure so it can be accessed for remote training. The datastore is a convenient construct associated with your workspace for you to upload/download data, and interact with it from your remote compute targets. It is backed by Azure blob storage account.\n",
|
|
||||||
"\n",
|
|
||||||
"The data.tsv files are uploaded into a directory named data at the root of the datastore."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core import Workspace, Datastore\n",
|
|
||||||
"#blob_datastore = Datastore(ws, blob_datastore_name)\n",
|
|
||||||
"ds = ws.get_default_datastore()\n",
|
|
||||||
"print(ds.datastore_type, ds.account_name, ds.container_name)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# ds.upload_files(\"data.tsv\")\n",
|
|
||||||
"ds.upload(src_dir='./data', target_path='data', overwrite=True, show_progress=True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure & Run\n",
|
|
||||||
"\n",
|
|
||||||
"First let's create a DataReferenceConfigruation object to inform the system what data folder to download to the compute target.\n",
|
|
||||||
"The path_on_compute should be an absolute path to ensure that the data files are downloaded only once. The get_data method should use this same path to access the data files."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import DataReferenceConfiguration\n",
|
|
||||||
"dr = DataReferenceConfiguration(datastore_name=ds.name, \n",
|
|
||||||
" path_on_datastore='data', \n",
|
|
||||||
" path_on_compute='/tmp/azureml_runs',\n",
|
|
||||||
" mode='download', # download files from datastore to compute target\n",
|
|
||||||
" overwrite=False)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import RunConfiguration\n",
|
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
|
||||||
"\n",
|
|
||||||
"# create a new RunConfig object\n",
|
|
||||||
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
|
||||||
"\n",
|
|
||||||
"# Set compute target to the Linux DSVM\n",
|
|
||||||
"conda_run_config.target = dsvm_compute\n",
|
|
||||||
"# set the data reference of the run coonfiguration\n",
|
|
||||||
"conda_run_config.data_references = {ds.name: dr}\n",
|
|
||||||
"\n",
|
|
||||||
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy'])\n",
|
|
||||||
"conda_run_config.environment.python.conda_dependencies = cd"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Get Data File\n",
|
|
||||||
"For remote executions you should author a get_data.py file containing a get_data() function. This file should be in the root directory of the project. You can encapsulate code to read data either from a blob storage or local disk in this file.\n",
|
|
||||||
"\n",
|
|
||||||
"The *get_data()* function returns a [dictionary](README.md#getdata).\n",
|
|
||||||
"\n",
|
|
||||||
"The read_csv uses the path_on_compute value specified in the DataReferenceConfiguration call plus the path_on_datastore folder and then the actual file name."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"if not os.path.exists(project_folder):\n",
|
|
||||||
" os.makedirs(project_folder)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"%%writefile $project_folder/get_data.py\n",
|
|
||||||
"\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"\n",
|
|
||||||
"def get_data():\n",
|
|
||||||
" X_train = pd.read_csv(\"/tmp/azureml_runs/data/X_train.tsv\", delimiter=\"\\t\", header=None, quotechar='\"')\n",
|
|
||||||
" y_train = pd.read_csv(\"/tmp/azureml_runs/data/y_train.tsv\", delimiter=\"\\t\", header=None, quotechar='\"')\n",
|
|
||||||
"\n",
|
|
||||||
" return { \"X\" : X_train.values, \"y\" : y_train[0].values }"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Instantiate AutoML <a class=\"anchor\" id=\"Instatiate-AutoML-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"You can specify automl_settings as **kwargs** as well. Also note that you can use the get_data() symantic for local excutions too. \n",
|
|
||||||
"\n",
|
|
||||||
"<i>Note: For Remote DSVM and Batch AI you cannot pass Numpy arrays directly to AutoMLConfig.</i>\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration Auto ML trains a specific pipeline with the data|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits|\n",
|
|
||||||
"|**max_concurrent_iterations**|Max number of iterations that would be executed in parallel. This should be less than the number of cores on the DSVM\n",
|
|
||||||
"|**preprocess**| *True/False* <br>Setting this to *True* enables Auto ML to perform preprocessing <br>on the input to handle *missing data*, and perform some common *feature extraction*|\n",
|
|
||||||
"|**enable_cache**|Setting this to *True* enables preprocess done once and reuse the same preprocessed data for all the iterations. Default value is True.|\n",
|
|
||||||
"|**max_cores_per_iteration**| Indicates how many cores on the compute target would be used to train a single pipeline.<br> Default is *1*, you can set it to *-1* to use all cores|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\": 60,\n",
|
|
||||||
" \"iterations\": 4,\n",
|
|
||||||
" \"n_cross_validations\": 5,\n",
|
|
||||||
" \"primary_metric\": 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\": True,\n",
|
|
||||||
" \"max_cores_per_iteration\": 1,\n",
|
|
||||||
" \"verbosity\": logging.INFO\n",
|
|
||||||
"}\n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" path=project_folder,\n",
|
|
||||||
" run_configuration=conda_run_config,\n",
|
|
||||||
" #compute_target = dsvm_compute,\n",
|
|
||||||
" data_script = project_folder + \"/get_data.py\",\n",
|
|
||||||
" **automl_settings\n",
|
|
||||||
" )"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Training the Models <a class=\"anchor\" id=\"Training-the-model-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets/models even when the experiment is running to retreive the best model up to that point. Once you are satisfied with the model you can cancel a particular iteration or the whole run."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run = experiment.submit(automl_config, show_output=False)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Exploring the Results <a class=\"anchor\" id=\"Exploring-the-Results-Remote-DSVM\"></a>\n",
|
|
||||||
"#### Widget for monitoring runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will sit on \"loading\" until the first iteration completed, then you will see an auto-updating graph and table show up. It refreshed once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under /tmp/azureml_run/{iterationid}/azureml-logs\n",
|
|
||||||
"\n",
|
|
||||||
"NOTE: The widget displays a link at the bottom. This links to a web-ui to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(remote_run).show() "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Wait until the run finishes.\n",
|
|
||||||
"remote_run.wait_for_completion(show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use sdk methods to fetch all the child runs and see individual metrics that we log. "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(remote_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)} \n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Canceling Runs\n",
|
|
||||||
"You can cancel ongoing remote runs using the *cancel()* and *cancel_iteration()* functions"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Cancel the ongoing experiment and stop scheduling new iterations\n",
|
|
||||||
"# remote_run.cancel()\n",
|
|
||||||
"\n",
|
|
||||||
"# Cancel iteration 1 and move onto iteration 2\n",
|
|
||||||
"# remote_run.cancel_iteration(1)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Pre-process cache cleanup\n",
|
|
||||||
"The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run.clean_preprocessor_cache()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The *get_output* method returns the best run and the fitted model. There are overloads on *get_output* that allow you to retrieve the best run and fitted model for *any* logged metric or a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = remote_run.get_output()"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model based on any other metric"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# lookup_metric = \"accuracy\"\n",
|
|
||||||
"# best_run, fitted_model = remote_run.get_output(metric=lookup_metric)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a specific iteration"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# iteration = 1\n",
|
|
||||||
"# best_run, fitted_model = remote_run.get_output(iteration=iteration)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Testing the Best Fitted Model <a class=\"anchor\" id=\"Testing-the-Fitted-Model-Remote-DSVM\"></a>\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Load test data.\n",
|
|
||||||
"from pandas_ml import ConfusionMatrix\n",
|
|
||||||
"\n",
|
|
||||||
"data_test = fetch_20newsgroups(subset = 'test', categories = categories,\n",
|
|
||||||
" shuffle = True, random_state = 42,\n",
|
|
||||||
" remove = remove)\n",
|
|
||||||
"\n",
|
|
||||||
"X_test = np.array(data_test.data).reshape((len(data_test.data),1))\n",
|
|
||||||
"y_test = data_test.target\n",
|
|
||||||
"\n",
|
|
||||||
"# Test our best pipeline.\n",
|
|
||||||
"\n",
|
|
||||||
"y_pred = fitted_model.predict(X_test)\n",
|
|
||||||
"y_pred_strings = [data_test.target_names[i] for i in y_pred]\n",
|
|
||||||
"y_test_strings = [data_test.target_names[i] for i in y_test]\n",
|
|
||||||
"\n",
|
|
||||||
"cm = ConfusionMatrix(y_test_strings, y_pred_strings)\n",
|
|
||||||
"print(cm)\n",
|
|
||||||
"cm.plot()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -1,507 +0,0 @@
|
|||||||
{
|
|
||||||
"cells": [
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
|
|
||||||
"\n",
|
|
||||||
"Licensed under the MIT License."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"# Automated Machine Learning: Remote Execution using DSVM (Ubuntu)\n",
|
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you wiil learn how to:\n",
|
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
|
||||||
"2. Attach an existing DSVM to a workspace.\n",
|
|
||||||
"3. Configure AutoML using `AutoMLConfig`.\n",
|
|
||||||
"4. Train the model using the DSVM.\n",
|
|
||||||
"5. Explore the results.\n",
|
|
||||||
"6. Test the best fitted model.\n",
|
|
||||||
"\n",
|
|
||||||
"In addition, this notebook showcases the following features:\n",
|
|
||||||
"- **Parallel** executions for iterations\n",
|
|
||||||
"- **Asynchronous** tracking of progress\n",
|
|
||||||
"- **Cancellation** of individual iterations or the entire run\n",
|
|
||||||
"- Retrieving models for any iteration or logged metric\n",
|
|
||||||
"- Specifying AutoML settings as `**kwargs`\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create an Experiment\n",
|
|
||||||
"\n",
|
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"import logging\n",
|
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"import time\n",
|
|
||||||
"\n",
|
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
|
||||||
"import azureml.core\n",
|
|
||||||
"from azureml.core.experiment import Experiment\n",
|
|
||||||
"from azureml.core.workspace import Workspace\n",
|
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"ws = Workspace.from_config()\n",
|
|
||||||
"\n",
|
|
||||||
"# Choose a name for the run history container in the workspace.\n",
|
|
||||||
"experiment_name = 'automl-remote-dsvm4'\n",
|
|
||||||
"project_folder = './sample_projects/automl-remote-dsvm4'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
|
||||||
"\n",
|
|
||||||
"output = {}\n",
|
|
||||||
"output['SDK version'] = azureml.core.VERSION\n",
|
|
||||||
"output['Subscription ID'] = ws.subscription_id\n",
|
|
||||||
"output['Workspace Name'] = ws.name\n",
|
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
|
||||||
"output['Location'] = ws.location\n",
|
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Diagnostics\n",
|
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create a Remote Linux DSVM\n",
|
|
||||||
"**Note:** If creation fails with a message about Marketplace purchase eligibilty, start creation of a DSVM through the [Azure portal](https://portal.azure.com), and select \"Want to create programmatically\" to enable programmatic creation. Once you've enabled this setting, you can exit the portal without actually creating the DSVM, and creation of the DSVM through the notebook should work.\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.compute import DsvmCompute\n",
|
|
||||||
"\n",
|
|
||||||
"dsvm_name = 'mydsvma'\n",
|
|
||||||
"try:\n",
|
|
||||||
" dsvm_compute = DsvmCompute(ws, dsvm_name)\n",
|
|
||||||
" print('Found an existing DSVM.')\n",
|
|
||||||
"except:\n",
|
|
||||||
" print('Creating a new DSVM.')\n",
|
|
||||||
" dsvm_config = DsvmCompute.provisioning_configuration(vm_size = \"Standard_D2_v2\")\n",
|
|
||||||
" dsvm_compute = DsvmCompute.create(ws, name = dsvm_name, provisioning_configuration = dsvm_config)\n",
|
|
||||||
" dsvm_compute.wait_for_completion(show_output = True)\n",
|
|
||||||
" print(\"Waiting one minute for ssh to be accessible\")\n",
|
|
||||||
" time.sleep(60) # Wait for ssh to be accessible"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.core.runconfig import RunConfiguration\n",
|
|
||||||
"from azureml.core.conda_dependencies import CondaDependencies\n",
|
|
||||||
"\n",
|
|
||||||
"# create a new RunConfig object\n",
|
|
||||||
"conda_run_config = RunConfiguration(framework=\"python\")\n",
|
|
||||||
"\n",
|
|
||||||
"# Set compute target to the Linux DSVM\n",
|
|
||||||
"conda_run_config.target = dsvm_compute\n",
|
|
||||||
"\n",
|
|
||||||
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy'])\n",
|
|
||||||
"conda_run_config.environment.python.conda_dependencies = cd"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Create Get Data File\n",
|
|
||||||
"For remote executions you should author a `get_data.py` file containing a `get_data()` function. This file should be in the root directory of the project. You can encapsulate code to read data either from a blob storage or local disk in this file.\n",
|
|
||||||
"In this example, the `get_data()` function returns data using scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"if not os.path.exists(project_folder):\n",
|
|
||||||
" os.makedirs(project_folder)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"%%writefile $project_folder/get_data.py\n",
|
|
||||||
"\n",
|
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"from scipy import sparse\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"\n",
|
|
||||||
"def get_data():\n",
|
|
||||||
" \n",
|
|
||||||
" digits = datasets.load_digits()\n",
|
|
||||||
" X_train = digits.data[100:,:]\n",
|
|
||||||
" y_train = digits.target[100:]\n",
|
|
||||||
"\n",
|
|
||||||
" return { \"X\" : X_train, \"y\" : y_train }"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML <a class=\"anchor\" id=\"Instantiate-AutoML-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"You can specify `automl_settings` as `**kwargs` as well. Also note that you can use a `get_data()` function for local excutions too.\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** When using Remote DSVM, you can't pass Numpy arrays directly to the fit method.\n",
|
|
||||||
"\n",
|
|
||||||
"|Property|Description|\n",
|
|
||||||
"|-|-|\n",
|
|
||||||
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
|
|
||||||
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
|
|
||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
|
||||||
"|**n_cross_validations**|Number of cross validation splits.|\n",
|
|
||||||
"|**max_concurrent_iterations**|Maximum number of iterations to execute in parallel. This should be less than the number of cores on the DSVM.|"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"automl_settings = {\n",
|
|
||||||
" \"iteration_timeout_minutes\": 10,\n",
|
|
||||||
" \"iterations\": 20,\n",
|
|
||||||
" \"n_cross_validations\": 5,\n",
|
|
||||||
" \"primary_metric\": 'AUC_weighted',\n",
|
|
||||||
" \"preprocess\": False,\n",
|
|
||||||
" \"max_concurrent_iterations\": 2,\n",
|
|
||||||
" \"verbosity\": logging.INFO\n",
|
|
||||||
"}\n",
|
|
||||||
"\n",
|
|
||||||
"automl_config = AutoMLConfig(task = 'classification',\n",
|
|
||||||
" debug_log = 'automl_errors.log',\n",
|
|
||||||
" path = project_folder, \n",
|
|
||||||
" run_configuration=conda_run_config,\n",
|
|
||||||
" data_script = project_folder + \"/get_data.py\",\n",
|
|
||||||
" **automl_settings\n",
|
|
||||||
" )\n"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"**Note:** The first run on a new DSVM may take several minutes to prepare the environment."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run.\n",
|
|
||||||
"\n",
|
|
||||||
"In this example, we specify `show_output = False` to suppress console output while the run is in progress."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"remote_run = experiment.submit(automl_config, show_output = False)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Explore the Results\n",
|
|
||||||
"\n",
|
|
||||||
"#### Loading Executed Runs\n",
|
|
||||||
"In case you need to load a previously executed run, enable the cell below and replace the `run_id` value."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "raw",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"remote_run = AutoMLRun(experiment=experiment, run_id = 'AutoML_480d3ed6-fc94-44aa-8f4e-0b945db9d3ef')"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Widget for Monitoring Runs\n",
|
|
||||||
"\n",
|
|
||||||
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
|
|
||||||
"\n",
|
|
||||||
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
|
|
||||||
"\n",
|
|
||||||
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.widgets import RunDetails\n",
|
|
||||||
"RunDetails(remote_run).show() "
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Wait until the run finishes.\n",
|
|
||||||
"remote_run.wait_for_completion(show_output = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"\n",
|
|
||||||
"#### Retrieve All Child Runs\n",
|
|
||||||
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"children = list(remote_run.get_children())\n",
|
|
||||||
"metricslist = {}\n",
|
|
||||||
"for run in children:\n",
|
|
||||||
" properties = run.get_properties()\n",
|
|
||||||
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)} \n",
|
|
||||||
" metricslist[int(properties['iteration'])] = metrics\n",
|
|
||||||
"\n",
|
|
||||||
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
|
|
||||||
"rundata"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Cancelling Runs\n",
|
|
||||||
"\n",
|
|
||||||
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
|
|
||||||
"# remote_run.cancel()\n",
|
|
||||||
"\n",
|
|
||||||
"# Cancel iteration 1 and move onto iteration 2.\n",
|
|
||||||
"# remote_run.cancel_iteration(1)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Retrieve the Best Model\n",
|
|
||||||
"\n",
|
|
||||||
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"best_run, fitted_model = remote_run.get_output()\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Best Model Based on Any Other Metric\n",
|
|
||||||
"Show the run and the model which has the smallest `log_loss` value:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"lookup_metric = \"log_loss\"\n",
|
|
||||||
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
|
|
||||||
"print(best_run)\n",
|
|
||||||
"print(fitted_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Model from a Specific Iteration\n",
|
|
||||||
"Show the run and the model from the third iteration:"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"iteration = 3\n",
|
|
||||||
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
|
|
||||||
"print(third_run)\n",
|
|
||||||
"print(third_model)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"### Test the Best Fitted Model <a class=\"anchor\" id=\"Testing-the-Fitted-Model-Remote-DSVM\"></a>\n",
|
|
||||||
"\n",
|
|
||||||
"#### Load Test Data"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"digits = datasets.load_digits()\n",
|
|
||||||
"X_test = digits.data[:10, :]\n",
|
|
||||||
"y_test = digits.target[:10]\n",
|
|
||||||
"images = digits.images[:10]"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"#### Test Our Best Fitted Model"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"# Randomly select digits and test.\n",
|
|
||||||
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
|
|
||||||
" print(index)\n",
|
|
||||||
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
|
|
||||||
" label = y_test[index]\n",
|
|
||||||
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
|
|
||||||
" fig = plt.figure(1, figsize=(3,3))\n",
|
|
||||||
" ax1 = fig.add_axes((0,0,.8,.8))\n",
|
|
||||||
" ax1.set_title(title)\n",
|
|
||||||
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
|
|
||||||
" plt.show()"
|
|
||||||
]
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"metadata": {
|
|
||||||
"authors": [
|
|
||||||
{
|
|
||||||
"name": "savitam"
|
|
||||||
}
|
|
||||||
],
|
|
||||||
"kernelspec": {
|
|
||||||
"display_name": "Python 3.6",
|
|
||||||
"language": "python",
|
|
||||||
"name": "python36"
|
|
||||||
},
|
|
||||||
"language_info": {
|
|
||||||
"codemirror_mode": {
|
|
||||||
"name": "ipython",
|
|
||||||
"version": 3
|
|
||||||
},
|
|
||||||
"file_extension": ".py",
|
|
||||||
"mimetype": "text/x-python",
|
|
||||||
"name": "python",
|
|
||||||
"nbconvert_exporter": "python",
|
|
||||||
"pygments_lexer": "ipython3",
|
|
||||||
"version": "3.6.6"
|
|
||||||
}
|
|
||||||
},
|
|
||||||
"nbformat": 4,
|
|
||||||
"nbformat_minor": 2
|
|
||||||
}
|
|
||||||
@@ -13,20 +13,40 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Sample Weight\n",
|
""
|
||||||
"\n",
|
|
||||||
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use sample weight with AutoML. Sample weight is used where some sample values are more important than others.\n",
|
|
||||||
"\n",
|
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
|
||||||
"In this notebook you will learn how to configure AutoML to use `sample_weight` and you will see the difference sample weight makes to the test results.\n"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Sample Weight**_\n",
|
||||||
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Test](#Test)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
|
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use sample weight with AutoML. Sample weight is used where some sample values are more important than others.\n",
|
||||||
|
"\n",
|
||||||
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
|
"\n",
|
||||||
|
"In this notebook you will learn how to configure AutoML to use `sample_weight` and you will see the difference sample weight makes to the test results."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -38,11 +58,8 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
"from matplotlib import pyplot as plt\n",
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
"import numpy as np\n",
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
"from sklearn import datasets\n",
|
||||||
@@ -50,8 +67,7 @@
|
|||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -66,8 +82,6 @@
|
|||||||
"experiment_name = 'non_sample_weight_experiment'\n",
|
"experiment_name = 'non_sample_weight_experiment'\n",
|
||||||
"sample_weight_experiment_name = 'sample_weight_experiment'\n",
|
"sample_weight_experiment_name = 'sample_weight_experiment'\n",
|
||||||
"\n",
|
"\n",
|
||||||
"project_folder = './sample_projects/automl-local-classification'\n",
|
|
||||||
"\n",
|
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"sample_weight_experiment=Experiment(ws, sample_weight_experiment_name)\n",
|
"sample_weight_experiment=Experiment(ws, sample_weight_experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -77,36 +91,17 @@
|
|||||||
"output['Workspace Name'] = ws.name\n",
|
"output['Workspace Name'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data = output, index = ['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Train\n",
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Configure AutoML\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate two `AutoMLConfig` objects. One will be used with `sample_weight` and one without."
|
"Instantiate two `AutoMLConfig` objects. One will be used with `sample_weight` and one without."
|
||||||
]
|
]
|
||||||
@@ -133,8 +128,7 @@
|
|||||||
" n_cross_validations = 2,\n",
|
" n_cross_validations = 2,\n",
|
||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train)\n",
|
||||||
" path = project_folder)\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"automl_sample_weight = AutoMLConfig(task = 'classification',\n",
|
"automl_sample_weight = AutoMLConfig(task = 'classification',\n",
|
||||||
" debug_log = 'automl_errors.log',\n",
|
" debug_log = 'automl_errors.log',\n",
|
||||||
@@ -145,16 +139,13 @@
|
|||||||
" verbosity = logging.INFO,\n",
|
" verbosity = logging.INFO,\n",
|
||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train,\n",
|
||||||
" sample_weight = sample_weight,\n",
|
" sample_weight = sample_weight)"
|
||||||
" path = project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment objects and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment objects and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -176,7 +167,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Test the Best Fitted Model\n",
|
"## Test\n",
|
||||||
"\n",
|
"\n",
|
||||||
"#### Load Test Data"
|
"#### Load Test Data"
|
||||||
]
|
]
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-sample-weight
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -13,11 +13,32 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"# Automated Machine Learning: Train Test Split and Handling Sparse Data\n",
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Automated Machine Learning\n",
|
||||||
|
"_**Train Test Split and Handling Sparse Data**_\n",
|
||||||
"\n",
|
"\n",
|
||||||
|
"## Contents\n",
|
||||||
|
"1. [Introduction](#Introduction)\n",
|
||||||
|
"1. [Setup](#Setup)\n",
|
||||||
|
"1. [Data](#Data)\n",
|
||||||
|
"1. [Train](#Train)\n",
|
||||||
|
"1. [Results](#Results)\n",
|
||||||
|
"1. [Test](#Test)\n"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Introduction\n",
|
||||||
"In this example we use the scikit-learn's [20newsgroup](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.fetch_20newsgroups.html) to showcase how you can use AutoML for handling sparse data and how to specify custom cross validations splits.\n",
|
"In this example we use the scikit-learn's [20newsgroup](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.fetch_20newsgroups.html) to showcase how you can use AutoML for handling sparse data and how to specify custom cross validations splits.\n",
|
||||||
"\n",
|
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
|
||||||
"Make sure you have executed the [configuration](../configuration.ipynb) before running this notebook.\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"In this notebook you will learn how to:\n",
|
"In this notebook you will learn how to:\n",
|
||||||
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
"1. Create an `Experiment` in an existing `Workspace`.\n",
|
||||||
@@ -35,7 +56,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Create an Experiment\n",
|
"## Setup\n",
|
||||||
"\n",
|
"\n",
|
||||||
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
|
||||||
]
|
]
|
||||||
@@ -47,20 +68,13 @@
|
|||||||
"outputs": [],
|
"outputs": [],
|
||||||
"source": [
|
"source": [
|
||||||
"import logging\n",
|
"import logging\n",
|
||||||
"import os\n",
|
|
||||||
"import random\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"from matplotlib import pyplot as plt\n",
|
|
||||||
"from matplotlib.pyplot import imshow\n",
|
|
||||||
"import numpy as np\n",
|
|
||||||
"import pandas as pd\n",
|
"import pandas as pd\n",
|
||||||
"from sklearn import datasets\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"import azureml.core\n",
|
"import azureml.core\n",
|
||||||
"from azureml.core.experiment import Experiment\n",
|
"from azureml.core.experiment import Experiment\n",
|
||||||
"from azureml.core.workspace import Workspace\n",
|
"from azureml.core.workspace import Workspace\n",
|
||||||
"from azureml.train.automl import AutoMLConfig\n",
|
"from azureml.train.automl import AutoMLConfig"
|
||||||
"from azureml.train.automl.run import AutoMLRun"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -72,9 +86,7 @@
|
|||||||
"ws = Workspace.from_config()\n",
|
"ws = Workspace.from_config()\n",
|
||||||
"\n",
|
"\n",
|
||||||
"# choose a name for the experiment\n",
|
"# choose a name for the experiment\n",
|
||||||
"experiment_name = 'automl-local-missing-data'\n",
|
"experiment_name = 'sparse-data-train-test-split'\n",
|
||||||
"# project folder\n",
|
|
||||||
"project_folder = './sample_projects/automl-local-missing-data'\n",
|
|
||||||
"\n",
|
"\n",
|
||||||
"experiment = Experiment(ws, experiment_name)\n",
|
"experiment = Experiment(ws, experiment_name)\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -84,36 +96,17 @@
|
|||||||
"output['Workspace'] = ws.name\n",
|
"output['Workspace'] = ws.name\n",
|
||||||
"output['Resource Group'] = ws.resource_group\n",
|
"output['Resource Group'] = ws.resource_group\n",
|
||||||
"output['Location'] = ws.location\n",
|
"output['Location'] = ws.location\n",
|
||||||
"output['Project Directory'] = project_folder\n",
|
|
||||||
"output['Experiment Name'] = experiment.name\n",
|
"output['Experiment Name'] = experiment.name\n",
|
||||||
"pd.set_option('display.max_colwidth', -1)\n",
|
"pd.set_option('display.max_colwidth', -1)\n",
|
||||||
"pd.DataFrame(data=output, index=['']).T"
|
"outputDf = pd.DataFrame(data = output, index = [''])\n",
|
||||||
|
"outputDf.T"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Diagnostics\n",
|
"## Data"
|
||||||
"\n",
|
|
||||||
"Opt-in diagnostics for better experience, quality, and security of future releases."
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "code",
|
|
||||||
"execution_count": null,
|
|
||||||
"metadata": {},
|
|
||||||
"outputs": [],
|
|
||||||
"source": [
|
|
||||||
"from azureml.telemetry import set_diagnostics_collection\n",
|
|
||||||
"set_diagnostics_collection(send_diagnostics = True)"
|
|
||||||
]
|
|
||||||
},
|
|
||||||
{
|
|
||||||
"cell_type": "markdown",
|
|
||||||
"metadata": {},
|
|
||||||
"source": [
|
|
||||||
"## Creating Sparse Data"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -155,7 +148,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Configure AutoML\n",
|
"## Train\n",
|
||||||
"\n",
|
"\n",
|
||||||
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
|
||||||
"\n",
|
"\n",
|
||||||
@@ -167,10 +160,9 @@
|
|||||||
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
|
||||||
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.<br>**Note:** If input data is sparse, you cannot use *True*.|\n",
|
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.<br>**Note:** If input data is sparse, you cannot use *True*.|\n",
|
||||||
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
|
||||||
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
|
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
|
||||||
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features] for the custom validation set.|\n",
|
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features] for the custom validation set.|\n",
|
||||||
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification for the custom validation set.|\n",
|
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|"
|
||||||
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -189,16 +181,13 @@
|
|||||||
" X = X_train, \n",
|
" X = X_train, \n",
|
||||||
" y = y_train,\n",
|
" y = y_train,\n",
|
||||||
" X_valid = X_valid, \n",
|
" X_valid = X_valid, \n",
|
||||||
" y_valid = y_valid, \n",
|
" y_valid = y_valid)"
|
||||||
" path = project_folder)"
|
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Train the Models\n",
|
|
||||||
"\n",
|
|
||||||
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
|
||||||
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
"In this example, we specify `show_output = True` to print currently running iterations to the console."
|
||||||
]
|
]
|
||||||
@@ -212,11 +201,20 @@
|
|||||||
"local_run = experiment.submit(automl_config, show_output=True)"
|
"local_run = experiment.submit(automl_config, show_output=True)"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"local_run"
|
||||||
|
]
|
||||||
|
},
|
||||||
{
|
{
|
||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"## Explore the Results"
|
"## Results"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
@@ -324,7 +322,7 @@
|
|||||||
"cell_type": "markdown",
|
"cell_type": "markdown",
|
||||||
"metadata": {},
|
"metadata": {},
|
||||||
"source": [
|
"source": [
|
||||||
"### Testing the Best Fitted Model"
|
"## Test"
|
||||||
]
|
]
|
||||||
},
|
},
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -0,0 +1,8 @@
|
|||||||
|
name: auto-ml-sparse-data-train-test-split
|
||||||
|
dependencies:
|
||||||
|
- pip:
|
||||||
|
- azureml-sdk
|
||||||
|
- azureml-train-automl
|
||||||
|
- azureml-widgets
|
||||||
|
- matplotlib
|
||||||
|
- pandas_ml
|
||||||
@@ -0,0 +1,113 @@
|
|||||||
|
# Table of Contents
|
||||||
|
1. [Introduction](#introduction)
|
||||||
|
1. [Setup using Azure Data Studio](#azuredatastudiosetup)
|
||||||
|
1. [Energy demand example using Azure Data Studio](#azuredatastudioenergydemand)
|
||||||
|
1. [Set using SQL Server Management Studio for SQL Server 2017 on Windows](#ssms2017)
|
||||||
|
1. [Set using SQL Server Management Studio for SQL Server 2019 on Linux](#ssms2019)
|
||||||
|
1. [Energy demand example using SQL Server Management Studio](#ssmsenergydemand)
|
||||||
|
|
||||||
|
|
||||||
|
<a name="introduction"></a>
|
||||||
|
# Introduction
|
||||||
|
SQL Server 2017 or 2019 can call Azure ML automated machine learning to create models trained on data from SQL Server.
|
||||||
|
This uses the sp_execute_external_script stored procedure, which can call Python scripts.
|
||||||
|
SQL Server 2017 and SQL Server 2019 can both run on Windows or Linux.
|
||||||
|
However, this integration is not available for SQL Server 2017 on Linux.
|
||||||
|
|
||||||
|
This folder shows how to setup the integration and has a sample that uses the integration to train and predict based on an energy demand dataset.
|
||||||
|
|
||||||
|
This integration is part of SQL Server and so can be used from any SQL client.
|
||||||
|
These instructions show using it from Azure Data Studio or SQL Server Managment Studio.
|
||||||
|
|
||||||
|
<a name="azuredatastudiosetup"></a>
|
||||||
|
## Setup using Azure Data Studio
|
||||||
|
|
||||||
|
These step show setting up the integration using Azure Data Studio.
|
||||||
|
|
||||||
|
1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
|
||||||
|
1. Install Azure Data Studio from [https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017)
|
||||||
|
1. Start Azure Data Studio and connect to SQL Server. [https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017)
|
||||||
|
1. Create a database named "automl".
|
||||||
|
1. Open the notebook how-to-use-azureml\automated-machine-learning\sql-server\setup\auto-ml-sql-setup.ipynb and follow the instructions in it.
|
||||||
|
|
||||||
|
<a name="azuredatastudioenergydemand"></a>
|
||||||
|
## Energy demand example using Azure Data Studio
|
||||||
|
|
||||||
|
Once you have completed the setup, you can try the energy demand sample in the notebook energy-demand\auto-ml-sql-energy-demand.ipynb.
|
||||||
|
This has cells to train a model, predict based on the model and show metrics for each pipeline run in training the model.
|
||||||
|
|
||||||
|
<a name="ssms2017"></a>
|
||||||
|
## Setup using SQL Server Management Studio for SQL Server 2017 on Windows
|
||||||
|
|
||||||
|
These instruction setup the integration for SQL Server 2017 on Windows.
|
||||||
|
|
||||||
|
1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
|
||||||
|
2. Enable external scripts with the following commands:
|
||||||
|
```sh
|
||||||
|
sp_configure 'external scripts enabled',1
|
||||||
|
reconfigure with override
|
||||||
|
```
|
||||||
|
3. Stop SQL Server.
|
||||||
|
4. Install the automated machine learning libraries using the following commands from Administrator command prompt (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name)
|
||||||
|
```sh
|
||||||
|
cd "C:\Program Files\Microsoft SQL Server"
|
||||||
|
cd "MSSQL14.MSSQLSERVER\PYTHON_SERVICES"
|
||||||
|
python.exe -m pip install azureml-sdk[automl]
|
||||||
|
python.exe -m pip install --upgrade numpy
|
||||||
|
python.exe -m pip install --upgrade sklearn
|
||||||
|
```
|
||||||
|
5. Start SQL Server and the service "SQL Server Launchpad service".
|
||||||
|
6. In Windows Firewall, click on advanced settings and in Outbound Rules, disable "Block network access for R local user accounts in SQL Server instance xxxx".
|
||||||
|
7. Execute the files in the setup folder in SQL Server Management Studio: aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql and AutoMLTrain.sql
|
||||||
|
8. Create an Azure Machine Learning Workspace. You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace ](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
|
||||||
|
9. Create a config.json file file using the subscription id, resource group name and workspace name that you used to create the workspace. The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
|
||||||
|
10. Create an Azure service principal. You can do this with the commands:
|
||||||
|
```sh
|
||||||
|
az login
|
||||||
|
az account set --subscription subscriptionid
|
||||||
|
az ad sp create-for-rbac --name principlename --password password
|
||||||
|
```
|
||||||
|
11. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table. Set \<path\> as the absolute path to your config.json file. Set the name to <20>Default<6C>.
|
||||||
|
|
||||||
|
<a name="ssms2019"></a>
|
||||||
|
## Setup using SQL Server Management Studio for SQL Server 2019 on Linux
|
||||||
|
1. Install SQL Server 2019 from: [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
|
||||||
|
2. Install machine learning support from: [https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu](https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu)
|
||||||
|
3. Then install SQL Server management Studio from [https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017)
|
||||||
|
4. Enable external scripts with the following commands:
|
||||||
|
```sh
|
||||||
|
sp_configure 'external scripts enabled',1
|
||||||
|
reconfigure with override
|
||||||
|
```
|
||||||
|
5. Stop SQL Server.
|
||||||
|
6. Install the automated machine learning libraries using the following commands from Administrator command (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name):
|
||||||
|
```sh
|
||||||
|
sudo /opt/mssql/mlservices/bin/python/python -m pip install azureml-sdk[automl]
|
||||||
|
sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade numpy
|
||||||
|
sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade sklearn
|
||||||
|
```
|
||||||
|
7. Start SQL Server.
|
||||||
|
8. Execute the files aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql, AutoMLForecast.sql and AutoMLTrain.sql in SQL Server Management Studio.
|
||||||
|
9. Create an Azure Machine Learning Workspace. You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
|
||||||
|
10. Create a config.json file file using the subscription id, resource group name and workspace name that you use to create the workspace. The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
|
||||||
|
11. Create an Azure service principal. You can do this with the commands:
|
||||||
|
```sh
|
||||||
|
az login
|
||||||
|
az account set --subscription subscriptionid
|
||||||
|
az ad sp create-for-rbac --name principlename --password password
|
||||||
|
```
|
||||||
|
12. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table. Set \<path\> as the absolute path to your config.json file. Set the name to <20>Default<6C>.
|
||||||
|
|
||||||
|
<a name="ssmsenergydemand"></a>
|
||||||
|
## Energy demand example using SQL Server Management Studio
|
||||||
|
|
||||||
|
Once you have completed the setup, you can try the energy demand sample queries.
|
||||||
|
First you need to load the sample data in the database.
|
||||||
|
1. In SQL Server Management Studio, you can right-click the database, select Tasks, then Import Flat file.
|
||||||
|
1. Select the file MachineLearningNotebooks\notebooks\how-to-use-azureml\automated-machine-learning\forecasting-energy-demand\nyc_energy.csv.
|
||||||
|
1. When you get to the column definition page, allow nulls for all columns.
|
||||||
|
|
||||||
|
You can then run the queries in the energy-demand folder:
|
||||||
|
* TrainEnergyDemand.sql runs AutoML, trains multiple models on data and selects the best model.
|
||||||
|
* ForecastEnergyDemand.sql forecasts based on the most recent training run.
|
||||||
|
* GetMetrics.sql returns all the metrics for each model in the most recent training run.
|
||||||
@@ -0,0 +1,23 @@
|
|||||||
|
-- This shows using the AutoMLForecast stored procedure to predict using a forecasting model for the nyc_energy dataset.
|
||||||
|
|
||||||
|
DECLARE @Model NVARCHAR(MAX) = (SELECT TOP 1 Model FROM dbo.aml_model
|
||||||
|
WHERE ExperimentName = 'automl-sql-forecast'
|
||||||
|
ORDER BY CreatedDate DESC)
|
||||||
|
|
||||||
|
DECLARE @max_horizon INT = 48
|
||||||
|
DECLARE @split_time NVARCHAR(22) = (SELECT DATEADD(hour, -@max_horizon, MAX(timeStamp)) FROM nyc_energy WHERE demand IS NOT NULL)
|
||||||
|
|
||||||
|
DECLARE @TestDataQuery NVARCHAR(MAX) = '
|
||||||
|
SELECT CAST(timeStamp AS NVARCHAR(30)) AS timeStamp,
|
||||||
|
demand,
|
||||||
|
precip,
|
||||||
|
temp
|
||||||
|
FROM nyc_energy
|
||||||
|
WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL
|
||||||
|
AND timeStamp > ''' + @split_time + ''''
|
||||||
|
|
||||||
|
EXEC dbo.AutoMLForecast @input_query=@TestDataQuery,
|
||||||
|
@label_column='demand',
|
||||||
|
@time_column_name='timeStamp',
|
||||||
|
@model=@model
|
||||||
|
WITH RESULT SETS ((timeStamp DATETIME, grain NVARCHAR(255), predicted_demand FLOAT, precip FLOAT, temp FLOAT, actual_demand FLOAT))
|
||||||
@@ -0,0 +1,10 @@
|
|||||||
|
-- This lists all the metrics for all iterations for the most recent run.
|
||||||
|
|
||||||
|
DECLARE @RunId NVARCHAR(43)
|
||||||
|
DECLARE @ExperimentName NVARCHAR(255)
|
||||||
|
|
||||||
|
SELECT TOP 1 @ExperimentName=ExperimentName, @RunId=SUBSTRING(RunId, 1, 43)
|
||||||
|
FROM aml_model
|
||||||
|
ORDER BY CreatedDate DESC
|
||||||
|
|
||||||
|
EXEC dbo.AutoMLGetMetrics @RunId, @ExperimentName
|
||||||
@@ -0,0 +1,25 @@
|
|||||||
|
-- This shows using the AutoMLTrain stored procedure to create a forecasting model for the nyc_energy dataset.
|
||||||
|
|
||||||
|
DECLARE @max_horizon INT = 48
|
||||||
|
DECLARE @split_time NVARCHAR(22) = (SELECT DATEADD(hour, -@max_horizon, MAX(timeStamp)) FROM nyc_energy WHERE demand IS NOT NULL)
|
||||||
|
|
||||||
|
DECLARE @TrainDataQuery NVARCHAR(MAX) = '
|
||||||
|
SELECT CAST(timeStamp as NVARCHAR(30)) as timeStamp,
|
||||||
|
demand,
|
||||||
|
precip,
|
||||||
|
temp
|
||||||
|
FROM nyc_energy
|
||||||
|
WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL
|
||||||
|
and timeStamp < ''' + @split_time + ''''
|
||||||
|
|
||||||
|
INSERT INTO dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)
|
||||||
|
EXEC dbo.AutoMLTrain @input_query= @TrainDataQuery,
|
||||||
|
@label_column='demand',
|
||||||
|
@task='forecasting',
|
||||||
|
@iterations=10,
|
||||||
|
@iteration_timeout_minutes=5,
|
||||||
|
@time_column_name='timeStamp',
|
||||||
|
@max_horizon=@max_horizon,
|
||||||
|
@experiment_name='automl-sql-forecast',
|
||||||
|
@primary_metric='normalized_root_mean_squared_error'
|
||||||
|
|
||||||
@@ -0,0 +1,141 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"# Train a model and use it for prediction\r\n",
|
||||||
|
"\r\n",
|
||||||
|
"Before running this notebook, run the auto-ml-sql-setup.ipynb notebook."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
""
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Set the default database"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"USE [automl]\r\n",
|
||||||
|
"GO"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Use the AutoMLTrain stored procedure to create a forecasting model for the nyc_energy dataset."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"INSERT INTO dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)\r\n",
|
||||||
|
"EXEC dbo.AutoMLTrain @input_query='\r\n",
|
||||||
|
"SELECT CAST(timeStamp as NVARCHAR(30)) as timeStamp,\r\n",
|
||||||
|
" demand,\r\n",
|
||||||
|
"\t precip,\r\n",
|
||||||
|
"\t temp,\r\n",
|
||||||
|
"\t CASE WHEN timeStamp < ''2017-01-01'' THEN 0 ELSE 1 END AS is_validate_column\r\n",
|
||||||
|
"FROM nyc_energy\r\n",
|
||||||
|
"WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL\r\n",
|
||||||
|
"and timeStamp < ''2017-02-01''',\r\n",
|
||||||
|
"@label_column='demand',\r\n",
|
||||||
|
"@task='forecasting',\r\n",
|
||||||
|
"@iterations=10,\r\n",
|
||||||
|
"@iteration_timeout_minutes=5,\r\n",
|
||||||
|
"@time_column_name='timeStamp',\r\n",
|
||||||
|
"@is_validate_column='is_validate_column',\r\n",
|
||||||
|
"@experiment_name='automl-sql-forecast',\r\n",
|
||||||
|
"@primary_metric='normalized_root_mean_squared_error'"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## Use the AutoMLPredict stored procedure to predict using the forecasting model for the nyc_energy dataset."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"DECLARE @Model NVARCHAR(MAX) = (SELECT TOP 1 Model FROM dbo.aml_model\r\n",
|
||||||
|
" WHERE ExperimentName = 'automl-sql-forecast'\r\n",
|
||||||
|
"\t\t\t\t\t\t\t\tORDER BY CreatedDate DESC)\r\n",
|
||||||
|
"\r\n",
|
||||||
|
"EXEC dbo.AutoMLPredict @input_query='\r\n",
|
||||||
|
"SELECT CAST(timeStamp AS NVARCHAR(30)) AS timeStamp,\r\n",
|
||||||
|
" demand,\r\n",
|
||||||
|
"\t precip,\r\n",
|
||||||
|
"\t temp\r\n",
|
||||||
|
"FROM nyc_energy\r\n",
|
||||||
|
"WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL\r\n",
|
||||||
|
"AND timeStamp >= ''2017-02-01''',\r\n",
|
||||||
|
"@label_column='demand',\r\n",
|
||||||
|
"@model=@model\r\n",
|
||||||
|
"WITH RESULT SETS ((timeStamp NVARCHAR(30), actual_demand FLOAT, precip FLOAT, temp FLOAT, predicted_demand FLOAT))"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "markdown",
|
||||||
|
"metadata": {},
|
||||||
|
"source": [
|
||||||
|
"## List all the metrics for all iterations for the most recent training run."
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": null,
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"DECLARE @RunId NVARCHAR(43)\r\n",
|
||||||
|
"DECLARE @ExperimentName NVARCHAR(255)\r\n",
|
||||||
|
"\r\n",
|
||||||
|
"SELECT TOP 1 @ExperimentName=ExperimentName, @RunId=SUBSTRING(RunId, 1, 43)\r\n",
|
||||||
|
"FROM aml_model\r\n",
|
||||||
|
"ORDER BY CreatedDate DESC\r\n",
|
||||||
|
"\r\n",
|
||||||
|
"EXEC dbo.AutoMLGetMetrics @RunId, @ExperimentName"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"metadata": {
|
||||||
|
"authors": [
|
||||||
|
{
|
||||||
|
"name": "jeffshep"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"kernelspec": {
|
||||||
|
"display_name": "Python 3.6",
|
||||||
|
"language": "sql",
|
||||||
|
"name": "python36"
|
||||||
|
},
|
||||||
|
"language_info": {
|
||||||
|
"name": "sql",
|
||||||
|
"version": ""
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"nbformat": 4,
|
||||||
|
"nbformat_minor": 2
|
||||||
|
}
|
||||||
@@ -0,0 +1,92 @@
|
|||||||
|
-- This procedure forecast values based on a forecasting model returned by AutoMLTrain.
|
||||||
|
-- It returns a dataset with the forecasted values.
|
||||||
|
SET ANSI_NULLS ON
|
||||||
|
GO
|
||||||
|
SET QUOTED_IDENTIFIER ON
|
||||||
|
GO
|
||||||
|
CREATE OR ALTER PROCEDURE [dbo].[AutoMLForecast]
|
||||||
|
(
|
||||||
|
@input_query NVARCHAR(MAX), -- A SQL query returning data to predict on.
|
||||||
|
@model NVARCHAR(MAX), -- A model returned from AutoMLTrain.
|
||||||
|
@time_column_name NVARCHAR(255)='', -- The name of the timestamp column for forecasting.
|
||||||
|
@label_column NVARCHAR(255)='', -- Optional name of the column from input_query, which should be ignored when predicting
|
||||||
|
@y_query_column NVARCHAR(255)='', -- Optional value column that can be used for predicting.
|
||||||
|
-- If specified, this can contain values for past times (after the model was trained)
|
||||||
|
-- and contain Nan for future times.
|
||||||
|
@forecast_column_name NVARCHAR(255) = 'predicted'
|
||||||
|
-- The name of the output column containing the forecast value.
|
||||||
|
) AS
|
||||||
|
BEGIN
|
||||||
|
|
||||||
|
EXEC sp_execute_external_script @language = N'Python', @script = N'import pandas as pd
|
||||||
|
import azureml.core
|
||||||
|
import numpy as np
|
||||||
|
from azureml.train.automl import AutoMLConfig
|
||||||
|
import pickle
|
||||||
|
import codecs
|
||||||
|
|
||||||
|
model_obj = pickle.loads(codecs.decode(model.encode(), "base64"))
|
||||||
|
|
||||||
|
test_data = input_data.copy()
|
||||||
|
|
||||||
|
if label_column != "" and label_column is not None:
|
||||||
|
y_test = test_data.pop(label_column).values
|
||||||
|
else:
|
||||||
|
y_test = None
|
||||||
|
|
||||||
|
if y_query_column != "" and y_query_column is not None:
|
||||||
|
y_query = test_data.pop(y_query_column).values
|
||||||
|
else:
|
||||||
|
y_query = np.repeat(np.nan, len(test_data))
|
||||||
|
|
||||||
|
X_test = test_data
|
||||||
|
|
||||||
|
if time_column_name != "" and time_column_name is not None:
|
||||||
|
X_test[time_column_name] = pd.to_datetime(X_test[time_column_name])
|
||||||
|
|
||||||
|
y_fcst, X_trans = model_obj.forecast(X_test, y_query)
|
||||||
|
|
||||||
|
def align_outputs(y_forecast, X_trans, X_test, y_test, forecast_column_name):
|
||||||
|
# Demonstrates how to get the output aligned to the inputs
|
||||||
|
# using pandas indexes. Helps understand what happened if
|
||||||
|
# the output shape differs from the input shape, or if
|
||||||
|
# the data got re-sorted by time and grain during forecasting.
|
||||||
|
|
||||||
|
# Typical causes of misalignment are:
|
||||||
|
# * we predicted some periods that were missing in actuals -> drop from eval
|
||||||
|
# * model was asked to predict past max_horizon -> increase max horizon
|
||||||
|
# * data at start of X_test was needed for lags -> provide previous periods
|
||||||
|
|
||||||
|
df_fcst = pd.DataFrame({forecast_column_name : y_forecast})
|
||||||
|
# y and X outputs are aligned by forecast() function contract
|
||||||
|
df_fcst.index = X_trans.index
|
||||||
|
|
||||||
|
# align original X_test to y_test
|
||||||
|
X_test_full = X_test.copy()
|
||||||
|
if y_test is not None:
|
||||||
|
X_test_full[label_column] = y_test
|
||||||
|
|
||||||
|
# X_test_full does not include origin, so reset for merge
|
||||||
|
df_fcst.reset_index(inplace=True)
|
||||||
|
X_test_full = X_test_full.reset_index().drop(columns=''index'')
|
||||||
|
together = df_fcst.merge(X_test_full, how=''right'')
|
||||||
|
|
||||||
|
# drop rows where prediction or actuals are nan
|
||||||
|
# happens because of missing actuals
|
||||||
|
# or at edges of time due to lags/rolling windows
|
||||||
|
clean = together[together[[label_column, forecast_column_name]].notnull().all(axis=1)]
|
||||||
|
return(clean)
|
||||||
|
|
||||||
|
combined_output = align_outputs(y_fcst, X_trans, X_test, y_test, forecast_column_name)
|
||||||
|
|
||||||
|
'
|
||||||
|
, @input_data_1 = @input_query
|
||||||
|
, @input_data_1_name = N'input_data'
|
||||||
|
, @output_data_1_name = N'combined_output'
|
||||||
|
, @params = N'@model NVARCHAR(MAX), @time_column_name NVARCHAR(255), @label_column NVARCHAR(255), @y_query_column NVARCHAR(255), @forecast_column_name NVARCHAR(255)'
|
||||||
|
, @model = @model
|
||||||
|
, @time_column_name = @time_column_name
|
||||||
|
, @label_column = @label_column
|
||||||
|
, @y_query_column = @y_query_column
|
||||||
|
, @forecast_column_name = @forecast_column_name
|
||||||
|
END
|
||||||
@@ -0,0 +1,70 @@
|
|||||||
|
-- This procedure returns a list of metrics for each iteration of a run.
|
||||||
|
SET ANSI_NULLS ON
|
||||||
|
GO
|
||||||
|
SET QUOTED_IDENTIFIER ON
|
||||||
|
GO
|
||||||
|
CREATE OR ALTER PROCEDURE [dbo].[AutoMLGetMetrics]
|
||||||
|
(
|
||||||
|
@run_id NVARCHAR(250), -- The RunId
|
||||||
|
@experiment_name NVARCHAR(32)='automl-sql-test', -- This can be used to find the experiment in the Azure Portal.
|
||||||
|
@connection_name NVARCHAR(255)='default' -- The AML connection to use.
|
||||||
|
) AS
|
||||||
|
BEGIN
|
||||||
|
DECLARE @tenantid NVARCHAR(255)
|
||||||
|
DECLARE @appid NVARCHAR(255)
|
||||||
|
DECLARE @password NVARCHAR(255)
|
||||||
|
DECLARE @config_file NVARCHAR(255)
|
||||||
|
|
||||||
|
SELECT @tenantid=TenantId, @appid=AppId, @password=Password, @config_file=ConfigFile
|
||||||
|
FROM aml_connection
|
||||||
|
WHERE ConnectionName = @connection_name;
|
||||||
|
|
||||||
|
EXEC sp_execute_external_script @language = N'Python', @script = N'import pandas as pd
|
||||||
|
import logging
|
||||||
|
import azureml.core
|
||||||
|
import numpy as np
|
||||||
|
from azureml.core.experiment import Experiment
|
||||||
|
from azureml.train.automl.run import AutoMLRun
|
||||||
|
from azureml.core.authentication import ServicePrincipalAuthentication
|
||||||
|
from azureml.core.workspace import Workspace
|
||||||
|
|
||||||
|
auth = ServicePrincipalAuthentication(tenantid, appid, password)
|
||||||
|
|
||||||
|
ws = Workspace.from_config(path=config_file, auth=auth)
|
||||||
|
|
||||||
|
experiment = Experiment(ws, experiment_name)
|
||||||
|
|
||||||
|
ml_run = AutoMLRun(experiment = experiment, run_id = run_id)
|
||||||
|
|
||||||
|
children = list(ml_run.get_children())
|
||||||
|
iterationlist = []
|
||||||
|
metricnamelist = []
|
||||||
|
metricvaluelist = []
|
||||||
|
|
||||||
|
for run in children:
|
||||||
|
properties = run.get_properties()
|
||||||
|
if "iteration" in properties:
|
||||||
|
iteration = int(properties["iteration"])
|
||||||
|
for metric_name, metric_value in run.get_metrics().items():
|
||||||
|
if isinstance(metric_value, float):
|
||||||
|
iterationlist.append(iteration)
|
||||||
|
metricnamelist.append(metric_name)
|
||||||
|
metricvaluelist.append(metric_value)
|
||||||
|
|
||||||
|
metrics = pd.DataFrame({"iteration": iterationlist, "metric_name": metricnamelist, "metric_value": metricvaluelist})
|
||||||
|
'
|
||||||
|
, @output_data_1_name = N'metrics'
|
||||||
|
, @params = N'@run_id NVARCHAR(250),
|
||||||
|
@experiment_name NVARCHAR(32),
|
||||||
|
@tenantid NVARCHAR(255),
|
||||||
|
@appid NVARCHAR(255),
|
||||||
|
@password NVARCHAR(255),
|
||||||
|
@config_file NVARCHAR(255)'
|
||||||
|
, @run_id = @run_id
|
||||||
|
, @experiment_name = @experiment_name
|
||||||
|
, @tenantid = @tenantid
|
||||||
|
, @appid = @appid
|
||||||
|
, @password = @password
|
||||||
|
, @config_file = @config_file
|
||||||
|
WITH RESULT SETS ((iteration INT, metric_name NVARCHAR(100), metric_value FLOAT))
|
||||||
|
END
|
||||||
@@ -0,0 +1,41 @@
|
|||||||
|
-- This procedure predicts values based on a model returned by AutoMLTrain and a dataset.
|
||||||
|
-- It returns the dataset with a new column added, which is the predicted value.
|
||||||
|
SET ANSI_NULLS ON
|
||||||
|
GO
|
||||||
|
SET QUOTED_IDENTIFIER ON
|
||||||
|
GO
|
||||||
|
CREATE OR ALTER PROCEDURE [dbo].[AutoMLPredict]
|
||||||
|
(
|
||||||
|
@input_query NVARCHAR(MAX), -- A SQL query returning data to predict on.
|
||||||
|
@model NVARCHAR(MAX), -- A model returned from AutoMLTrain.
|
||||||
|
@label_column NVARCHAR(255)='' -- Optional name of the column from input_query, which should be ignored when predicting
|
||||||
|
) AS
|
||||||
|
BEGIN
|
||||||
|
|
||||||
|
EXEC sp_execute_external_script @language = N'Python', @script = N'import pandas as pd
|
||||||
|
import azureml.core
|
||||||
|
import numpy as np
|
||||||
|
from azureml.train.automl import AutoMLConfig
|
||||||
|
import pickle
|
||||||
|
import codecs
|
||||||
|
|
||||||
|
model_obj = pickle.loads(codecs.decode(model.encode(), "base64"))
|
||||||
|
|
||||||
|
test_data = input_data.copy()
|
||||||
|
|
||||||
|
if label_column != "" and label_column is not None:
|
||||||
|
y_test = test_data.pop(label_column).values
|
||||||
|
X_test = test_data
|
||||||
|
|
||||||
|
predicted = model_obj.predict(X_test)
|
||||||
|
|
||||||
|
combined_output = input_data.assign(predicted=predicted)
|
||||||
|
|
||||||
|
'
|
||||||
|
, @input_data_1 = @input_query
|
||||||
|
, @input_data_1_name = N'input_data'
|
||||||
|
, @output_data_1_name = N'combined_output'
|
||||||
|
, @params = N'@model NVARCHAR(MAX), @label_column NVARCHAR(255)'
|
||||||
|
, @model = @model
|
||||||
|
, @label_column = @label_column
|
||||||
|
END
|
||||||
@@ -0,0 +1,240 @@
|
|||||||
|
-- This stored procedure uses automated machine learning to train several models
|
||||||
|
-- and returns the best model.
|
||||||
|
--
|
||||||
|
-- The result set has several columns:
|
||||||
|
-- best_run - iteration ID for the best model
|
||||||
|
-- experiment_name - experiment name pass in with the @experiment_name parameter
|
||||||
|
-- fitted_model - best model found
|
||||||
|
-- log_file_text - AutoML debug_log contents
|
||||||
|
-- workspace - name of the Azure ML workspace where run history is stored
|
||||||
|
--
|
||||||
|
-- An example call for a classification problem is:
|
||||||
|
-- insert into dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)
|
||||||
|
-- exec dbo.AutoMLTrain @input_query='
|
||||||
|
-- SELECT top 100000
|
||||||
|
-- CAST([pickup_datetime] AS NVARCHAR(30)) AS pickup_datetime
|
||||||
|
-- ,CAST([dropoff_datetime] AS NVARCHAR(30)) AS dropoff_datetime
|
||||||
|
-- ,[passenger_count]
|
||||||
|
-- ,[trip_time_in_secs]
|
||||||
|
-- ,[trip_distance]
|
||||||
|
-- ,[payment_type]
|
||||||
|
-- ,[tip_class]
|
||||||
|
-- FROM [dbo].[nyctaxi_sample] order by [hack_license] ',
|
||||||
|
-- @label_column = 'tip_class',
|
||||||
|
-- @iterations=10
|
||||||
|
--
|
||||||
|
-- An example call for forecasting is:
|
||||||
|
-- insert into dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)
|
||||||
|
-- exec dbo.AutoMLTrain @input_query='
|
||||||
|
-- select cast(timeStamp as nvarchar(30)) as timeStamp,
|
||||||
|
-- demand,
|
||||||
|
-- precip,
|
||||||
|
-- temp,
|
||||||
|
-- case when timeStamp < ''2017-01-01'' then 0 else 1 end as is_validate_column
|
||||||
|
-- from nyc_energy
|
||||||
|
-- where demand is not null and precip is not null and temp is not null
|
||||||
|
-- and timeStamp < ''2017-02-01''',
|
||||||
|
-- @label_column='demand',
|
||||||
|
-- @task='forecasting',
|
||||||
|
-- @iterations=10,
|
||||||
|
-- @iteration_timeout_minutes=5,
|
||||||
|
-- @time_column_name='timeStamp',
|
||||||
|
-- @is_validate_column='is_validate_column',
|
||||||
|
-- @experiment_name='automl-sql-forecast',
|
||||||
|
-- @primary_metric='normalized_root_mean_squared_error'
|
||||||
|
|
||||||
|
SET ANSI_NULLS ON
|
||||||
|
GO
|
||||||
|
SET QUOTED_IDENTIFIER ON
|
||||||
|
GO
|
||||||
|
CREATE OR ALTER PROCEDURE [dbo].[AutoMLTrain]
|
||||||
|
(
|
||||||
|
@input_query NVARCHAR(MAX), -- The SQL Query that will return the data to train and validate the model.
|
||||||
|
@label_column NVARCHAR(255)='Label', -- The name of the column in the result of @input_query that is the label.
|
||||||
|
@primary_metric NVARCHAR(40)='AUC_weighted', -- The metric to optimize.
|
||||||
|
@iterations INT=100, -- The maximum number of pipelines to train.
|
||||||
|
@task NVARCHAR(40)='classification', -- The type of task. Can be classification, regression or forecasting.
|
||||||
|
@experiment_name NVARCHAR(32)='automl-sql-test', -- This can be used to find the experiment in the Azure Portal.
|
||||||
|
@iteration_timeout_minutes INT = 15, -- The maximum time in minutes for training a single pipeline.
|
||||||
|
@experiment_timeout_minutes INT = 60, -- The maximum time in minutes for training all pipelines.
|
||||||
|
@n_cross_validations INT = 3, -- The number of cross validations.
|
||||||
|
@blacklist_models NVARCHAR(MAX) = '', -- A comma separated list of algos that will not be used.
|
||||||
|
-- The list of possible models can be found at:
|
||||||
|
-- https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#configure-your-experiment-settings
|
||||||
|
@whitelist_models NVARCHAR(MAX) = '', -- A comma separated list of algos that can be used.
|
||||||
|
-- The list of possible models can be found at:
|
||||||
|
-- https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#configure-your-experiment-settings
|
||||||
|
@experiment_exit_score FLOAT = 0, -- Stop the experiment if this score is acheived.
|
||||||
|
@sample_weight_column NVARCHAR(255)='', -- The name of the column in the result of @input_query that gives a sample weight.
|
||||||
|
@is_validate_column NVARCHAR(255)='', -- The name of the column in the result of @input_query that indicates if the row is for training or validation.
|
||||||
|
-- In the values of the column, 0 means for training and 1 means for validation.
|
||||||
|
@time_column_name NVARCHAR(255)='', -- The name of the timestamp column for forecasting.
|
||||||
|
@connection_name NVARCHAR(255)='default', -- The AML connection to use.
|
||||||
|
@max_horizon INT = 0 -- A forecast horizon is a time span into the future (or just beyond the latest date in the training data)
|
||||||
|
-- where forecasts of the target quantity are needed.
|
||||||
|
-- For example, if data is recorded daily and max_horizon is 5, we will predict 5 days ahead.
|
||||||
|
) AS
|
||||||
|
BEGIN
|
||||||
|
|
||||||
|
DECLARE @tenantid NVARCHAR(255)
|
||||||
|
DECLARE @appid NVARCHAR(255)
|
||||||
|
DECLARE @password NVARCHAR(255)
|
||||||
|
DECLARE @config_file NVARCHAR(255)
|
||||||
|
|
||||||
|
SELECT @tenantid=TenantId, @appid=AppId, @password=Password, @config_file=ConfigFile
|
||||||
|
FROM aml_connection
|
||||||
|
WHERE ConnectionName = @connection_name;
|
||||||
|
|
||||||
|
EXEC sp_execute_external_script @language = N'Python', @script = N'import pandas as pd
|
||||||
|
import logging
|
||||||
|
import azureml.core
|
||||||
|
import pandas as pd
|
||||||
|
import numpy as np
|
||||||
|
from azureml.core.experiment import Experiment
|
||||||
|
from azureml.train.automl import AutoMLConfig
|
||||||
|
from sklearn import datasets
|
||||||
|
import pickle
|
||||||
|
import codecs
|
||||||
|
from azureml.core.authentication import ServicePrincipalAuthentication
|
||||||
|
from azureml.core.workspace import Workspace
|
||||||
|
|
||||||
|
if __name__.startswith("sqlindb"):
|
||||||
|
auth = ServicePrincipalAuthentication(tenantid, appid, password)
|
||||||
|
|
||||||
|
ws = Workspace.from_config(path=config_file, auth=auth)
|
||||||
|
|
||||||
|
project_folder = "./sample_projects/" + experiment_name
|
||||||
|
|
||||||
|
experiment = Experiment(ws, experiment_name)
|
||||||
|
|
||||||
|
data_train = input_data
|
||||||
|
X_valid = None
|
||||||
|
y_valid = None
|
||||||
|
sample_weight_valid = None
|
||||||
|
|
||||||
|
if is_validate_column != "" and is_validate_column is not None:
|
||||||
|
data_train = input_data[input_data[is_validate_column] <= 0]
|
||||||
|
data_valid = input_data[input_data[is_validate_column] > 0]
|
||||||
|
data_train.pop(is_validate_column)
|
||||||
|
data_valid.pop(is_validate_column)
|
||||||
|
y_valid = data_valid.pop(label_column).values
|
||||||
|
if sample_weight_column != "" and sample_weight_column is not None:
|
||||||
|
sample_weight_valid = data_valid.pop(sample_weight_column).values
|
||||||
|
X_valid = data_valid
|
||||||
|
n_cross_validations = None
|
||||||
|
|
||||||
|
y_train = data_train.pop(label_column).values
|
||||||
|
|
||||||
|
sample_weight = None
|
||||||
|
if sample_weight_column != "" and sample_weight_column is not None:
|
||||||
|
sample_weight = data_train.pop(sample_weight_column).values
|
||||||
|
|
||||||
|
X_train = data_train
|
||||||
|
|
||||||
|
if experiment_timeout_minutes == 0:
|
||||||
|
experiment_timeout_minutes = None
|
||||||
|
|
||||||
|
if experiment_exit_score == 0:
|
||||||
|
experiment_exit_score = None
|
||||||
|
|
||||||
|
if blacklist_models == "":
|
||||||
|
blacklist_models = None
|
||||||
|
|
||||||
|
if blacklist_models is not None:
|
||||||
|
blacklist_models = blacklist_models.replace(" ", "").split(",")
|
||||||
|
|
||||||
|
if whitelist_models == "":
|
||||||
|
whitelist_models = None
|
||||||
|
|
||||||
|
if whitelist_models is not None:
|
||||||
|
whitelist_models = whitelist_models.replace(" ", "").split(",")
|
||||||
|
|
||||||
|
automl_settings = {}
|
||||||
|
preprocess = True
|
||||||
|
if time_column_name != "" and time_column_name is not None:
|
||||||
|
automl_settings = { "time_column_name": time_column_name }
|
||||||
|
preprocess = False
|
||||||
|
if max_horizon > 0:
|
||||||
|
automl_settings["max_horizon"] = max_horizon
|
||||||
|
|
||||||
|
log_file_name = "automl_sqlindb_errors.log"
|
||||||
|
|
||||||
|
automl_config = AutoMLConfig(task = task,
|
||||||
|
debug_log = log_file_name,
|
||||||
|
primary_metric = primary_metric,
|
||||||
|
iteration_timeout_minutes = iteration_timeout_minutes,
|
||||||
|
experiment_timeout_minutes = experiment_timeout_minutes,
|
||||||
|
iterations = iterations,
|
||||||
|
n_cross_validations = n_cross_validations,
|
||||||
|
preprocess = preprocess,
|
||||||
|
verbosity = logging.INFO,
|
||||||
|
X = X_train,
|
||||||
|
y = y_train,
|
||||||
|
path = project_folder,
|
||||||
|
blacklist_models = blacklist_models,
|
||||||
|
whitelist_models = whitelist_models,
|
||||||
|
experiment_exit_score = experiment_exit_score,
|
||||||
|
sample_weight = sample_weight,
|
||||||
|
X_valid = X_valid,
|
||||||
|
y_valid = y_valid,
|
||||||
|
sample_weight_valid = sample_weight_valid,
|
||||||
|
**automl_settings)
|
||||||
|
|
||||||
|
local_run = experiment.submit(automl_config, show_output = True)
|
||||||
|
|
||||||
|
best_run, fitted_model = local_run.get_output()
|
||||||
|
|
||||||
|
pickled_model = codecs.encode(pickle.dumps(fitted_model), "base64").decode()
|
||||||
|
|
||||||
|
log_file_text = ""
|
||||||
|
|
||||||
|
try:
|
||||||
|
with open(log_file_name, "r") as log_file:
|
||||||
|
log_file_text = log_file.read()
|
||||||
|
except:
|
||||||
|
log_file_text = "Log file not found"
|
||||||
|
|
||||||
|
returned_model = pd.DataFrame({"best_run": [best_run.id], "experiment_name": [experiment_name], "fitted_model": [pickled_model], "log_file_text": [log_file_text], "workspace": [ws.name]}, dtype=np.dtype(np.str))
|
||||||
|
'
|
||||||
|
, @input_data_1 = @input_query
|
||||||
|
, @input_data_1_name = N'input_data'
|
||||||
|
, @output_data_1_name = N'returned_model'
|
||||||
|
, @params = N'@label_column NVARCHAR(255),
|
||||||
|
@primary_metric NVARCHAR(40),
|
||||||
|
@iterations INT, @task NVARCHAR(40),
|
||||||
|
@experiment_name NVARCHAR(32),
|
||||||
|
@iteration_timeout_minutes INT,
|
||||||
|
@experiment_timeout_minutes INT,
|
||||||
|
@n_cross_validations INT,
|
||||||
|
@blacklist_models NVARCHAR(MAX),
|
||||||
|
@whitelist_models NVARCHAR(MAX),
|
||||||
|
@experiment_exit_score FLOAT,
|
||||||
|
@sample_weight_column NVARCHAR(255),
|
||||||
|
@is_validate_column NVARCHAR(255),
|
||||||
|
@time_column_name NVARCHAR(255),
|
||||||
|
@tenantid NVARCHAR(255),
|
||||||
|
@appid NVARCHAR(255),
|
||||||
|
@password NVARCHAR(255),
|
||||||
|
@config_file NVARCHAR(255),
|
||||||
|
@max_horizon INT'
|
||||||
|
, @label_column = @label_column
|
||||||
|
, @primary_metric = @primary_metric
|
||||||
|
, @iterations = @iterations
|
||||||
|
, @task = @task
|
||||||
|
, @experiment_name = @experiment_name
|
||||||
|
, @iteration_timeout_minutes = @iteration_timeout_minutes
|
||||||
|
, @experiment_timeout_minutes = @experiment_timeout_minutes
|
||||||
|
, @n_cross_validations = @n_cross_validations
|
||||||
|
, @blacklist_models = @blacklist_models
|
||||||
|
, @whitelist_models = @whitelist_models
|
||||||
|
, @experiment_exit_score = @experiment_exit_score
|
||||||
|
, @sample_weight_column = @sample_weight_column
|
||||||
|
, @is_validate_column = @is_validate_column
|
||||||
|
, @time_column_name = @time_column_name
|
||||||
|
, @tenantid = @tenantid
|
||||||
|
, @appid = @appid
|
||||||
|
, @password = @password
|
||||||
|
, @config_file = @config_file
|
||||||
|
, @max_horizon = @max_horizon
|
||||||
|
WITH RESULT SETS ((best_run NVARCHAR(250), experiment_name NVARCHAR(100), fitted_model VARCHAR(MAX), log_file_text NVARCHAR(MAX), workspace NVARCHAR(100)))
|
||||||
|
END
|
||||||
@@ -0,0 +1,18 @@
|
|||||||
|
-- This is a table to store the Azure ML connection information.
|
||||||
|
SET ANSI_NULLS ON
|
||||||
|
GO
|
||||||
|
|
||||||
|
SET QUOTED_IDENTIFIER ON
|
||||||
|
GO
|
||||||
|
|
||||||
|
CREATE TABLE [dbo].[aml_connection](
|
||||||
|
[Id] [int] IDENTITY(1,1) NOT NULL PRIMARY KEY,
|
||||||
|
[ConnectionName] [nvarchar](255) NULL,
|
||||||
|
[TenantId] [nvarchar](255) NULL,
|
||||||
|
[AppId] [nvarchar](255) NULL,
|
||||||
|
[Password] [nvarchar](255) NULL,
|
||||||
|
[ConfigFile] [nvarchar](255) NULL
|
||||||
|
) ON [PRIMARY]
|
||||||
|
GO
|
||||||
|
|
||||||
|
|
||||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user