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Author SHA1 Message Date
Sharmeelee Bijlani
279a1ba2c0 Update aml-pipelines-use-databricks-as-compute-target.ipynb 2021-09-13 09:32:32 -07:00
Sharmeelee Bijlani
8233533dcd Update aml-pipelines-use-databricks-as-compute-target.ipynb 2021-09-10 13:20:03 -07:00
Sharmeelee Bijlani
89f23e6d50 add "how to" guidance for common issue in DatabricksStep 2021-09-10 12:51:41 -07:00
Harneet Virk
4cac072fa4 Merge pull request #1588 from Azure/release_update/Release-111
Update samples from Release-111 as a part of SDK 1.34.0 release
2021-09-09 09:02:38 -07:00
amlrelsa-ms
aeab6b3e28 update samples from Release-111 as a part of SDK release 2021-09-07 17:32:15 +00:00
Harneet Virk
015e261f29 Merge pull request #1581 from Azure/release_update/Release-110
update samples from Release-110 as a part of  SDK release
2021-08-20 09:21:08 -07:00
amlrelsa-ms
d2a423dde9 update samples from Release-110 as a part of SDK release 2021-08-20 00:28:42 +00:00
Harneet Virk
3ecbfd6532 Merge pull request #1578 from Azure/release_update/Release-109
update samples from Release-109 as a part of  SDK release
2021-08-18 18:16:31 -07:00
amlrelsa-ms
02ecb2d755 update samples from Release-109 as a part of SDK release 2021-08-18 22:07:12 +00:00
Harneet Virk
122df6e846 Merge pull request #1576 from Azure/release_update/Release-108
update samples from Release-108 as a part of  SDK release
2021-08-18 09:47:34 -07:00
amlrelsa-ms
7d6a0a2051 update samples from Release-108 as a part of SDK release 2021-08-18 00:33:54 +00:00
Harneet Virk
6cc8af80a2 Merge pull request #1565 from Azure/release_update/Release-107
update samples from Release-107 as a part of  SDK release 1.33
2021-08-02 13:14:30 -07:00
amlrelsa-ms
f61898f718 update samples from Release-107 as a part of SDK release 2021-08-02 18:01:38 +00:00
Harneet Virk
5cb465171e Merge pull request #1556 from Azure/update-spark-notebook
updating spark notebook
2021-07-26 17:09:42 -07:00
Shivani Santosh Sambare
0ce37dd18f updating spark notebook 2021-07-26 15:51:54 -07:00
Cody
d835b183a5 update README.md (#1552) 2021-07-15 10:43:22 -07:00
Cody
d3cafebff9 add code of conduct (#1551) 2021-07-15 08:08:44 -07:00
Harneet Virk
354b194a25 Merge pull request #1543 from Azure/release_update/Release-106
update samples from Release-106 as a part of  SDK release
2021-07-06 11:05:55 -07:00
amlrelsa-ms
a52d67bb84 update samples from Release-106 as a part of SDK release 2021-07-06 17:17:27 +00:00
Harneet Virk
421ea3d920 Merge pull request #1530 from Azure/release_update/Release-105
update samples from Release-105 as a part of  SDK release
2021-06-25 09:58:05 -07:00
amlrelsa-ms
24f53f1aa1 update samples from Release-105 as a part of SDK release 2021-06-24 23:00:13 +00:00
Harneet Virk
6fc5d11de2 Merge pull request #1518 from Azure/release_update/Release-104
update samples from Release-104 as a part of  SDK release
2021-06-21 10:29:53 -07:00
amlrelsa-ms
d17547d890 update samples from Release-104 as a part of SDK release 2021-06-21 17:16:09 +00:00
Harneet Virk
928e0d4327 Merge pull request #1510 from Azure/release_update/Release-103
update samples from Release-103 as a part of  SDK release
2021-06-14 10:33:34 -07:00
amlrelsa-ms
05327cfbb9 update samples from Release-103 as a part of SDK release 2021-06-14 17:30:30 +00:00
Harneet Virk
8f7717014b Merge pull request #1506 from Azure/release_update/Release-102
update samples from Release-102 as a part of  SDK release 1.30.0
2021-06-07 11:14:02 -07:00
amlrelsa-ms
a47e50b79a update samples from Release-102 as a part of SDK release 2021-06-07 17:34:51 +00:00
Harneet Virk
8f89d88def Merge pull request #1505 from Azure/release_update/Release-101
update samples from Release-101 as a part of  SDK release
2021-06-04 19:54:53 -07:00
amlrelsa-ms
ec97207bb1 update samples from Release-101 as a part of SDK release 2021-06-05 02:54:13 +00:00
Harneet Virk
a2d20b0f47 Merge pull request #1493 from Azure/release_update/Release-98
update samples from Release-98 as a part of  SDK release
2021-05-28 08:04:58 -07:00
amlrelsa-ms
8180cebd75 update samples from Release-98 as a part of SDK release 2021-05-28 03:44:25 +00:00
Harneet Virk
700ab2d782 Merge pull request #1489 from Azure/release_update/Release-97
update samples from Release-97 as a part of  SDK  1.29.0 release
2021-05-25 07:43:14 -07:00
amlrelsa-ms
ec9a5a061d update samples from Release-97 as a part of SDK release 2021-05-24 17:39:23 +00:00
Harneet Virk
467630f955 Merge pull request #1466 from Azure/release_update/Release-96
update samples from Release-96 as a part of  SDK release 1.28.0
2021-05-10 22:48:19 -07:00
amlrelsa-ms
eac6b69bae update samples from Release-96 as a part of SDK release 2021-05-10 18:38:34 +00:00
Harneet Virk
441a5b0141 Merge pull request #1440 from Azure/release_update/Release-95
update samples from Release-95 as a part of  SDK 1.27 release
2021-04-19 11:51:21 -07:00
173 changed files with 6189 additions and 4776 deletions

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.vscode/settings.json vendored Normal file
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{}

9
CODE_OF_CONDUCT.md Normal file
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@@ -0,0 +1,9 @@
# Microsoft Open Source Code of Conduct
This project has adopted the [Microsoft Open Source Code of Conduct](https://opensource.microsoft.com/codeofconduct/).
Resources:
- [Microsoft Open Source Code of Conduct](https://opensource.microsoft.com/codeofconduct/)
- [Microsoft Code of Conduct FAQ](https://opensource.microsoft.com/codeofconduct/faq/)
- Contact [opencode@microsoft.com](mailto:opencode@microsoft.com) with questions or concerns

View File

@@ -1,77 +1,43 @@
# Azure Machine Learning service example notebooks
# Azure Machine Learning Python SDK notebooks
> a community-driven repository of examples using mlflow for tracking can be found at https://github.com/Azure/azureml-examples
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/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.
Welcome to the Azure Machine Learning Python SDK notebooks repository!
![Azure ML Workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/media/concept-azure-machine-learning-architecture/workflow.png)
## Getting started
These notebooks are recommended for use in an Azure Machine Learning [Compute Instance](https://docs.microsoft.com/azure/machine-learning/concept-compute-instance), where you can run them without any additional set up.
## 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.
However, the notebooks can be run in any development environment with the correct `azureml` packages installed.
## 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.
This [index](./index.md) should assist in navigating the Azure Machine Learning notebook samples and encourage efficient retrieval of topics and content.
If you want to...
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/image-classification-mnist-data/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/image-classification-mnist-data/img-classification-part2-deploy.ipynb).
* ...learn about experimentation and tracking run history: [track and monitor experiments](./how-to-use-azureml/track-and-monitor-experiments).
* ...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/ml-frameworks/pytorch/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/ml-frameworks/pytorch/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
* ...deploy models as a realtime scoring service, first learn the basics by [deploying to Azure Container Instance](./how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.ipynb), then learn how to [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
* ...deploy models as a batch scoring service: [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).
* ...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).
## Tutorials
The [Tutorials](./tutorials) folder contains notebooks for the tutorials described in the [Azure Machine Learning documentation](https://aka.ms/aml-docs).
## How to use Azure ML
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 with ML and DL frameworks](./how-to-use-azureml/ml-frameworks) - Examples demonstrating how to build and train machine learning models at scale on Azure ML and perform hyperparameter tuning.
- [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
- [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
- [Azure Databricks](./how-to-use-azureml/azure-databricks) - Examples showing how to use Azure ML with Azure Databricks
- [Reinforcement Learning](./how-to-use-azureml/reinforcement-learning) - Examples showing how to train reinforcement learning agents
---
## 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:
- [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 Microsoft 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:
Install the `azureml.core` Python package:
```sh
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/README.png)"
pip install azureml-core
```
This URL will be slightly different depending on the file.
![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/README.png)
Install additional packages as needed:
```sh
pip install azureml-mlflow
pip install azureml-dataset-runtime
pip install azureml-automl-runtime
pip install azureml-pipeline
pip install azureml-pipeline-steps
...
```
We recommend starting with one of the [quickstarts](tutorials/compute-instance-quickstarts).
## Contributing
This repository is a push-only mirror. Pull requests are ignored.
## Code of Conduct
This project has adopted the [Microsoft Open Source Code of Conduct](https://opensource.microsoft.com/codeofconduct/). Please see the [code of conduct](CODE_OF_CONDUCT.md) for details.
## Reference
- [Documentation](https://docs.microsoft.com/azure/machine-learning)

View File

@@ -103,7 +103,7 @@
"source": [
"import azureml.core\n",
"\n",
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -254,6 +254,8 @@
"\n",
"Many of the sample notebooks use Azure ML managed compute (AmlCompute) to train models using a dynamically scalable pool of compute. In this section you will create default compute clusters for use by the other notebooks and any other operations you choose.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"To create a cluster, you need to specify a compute configuration that specifies the type of machine to be used and the scalability behaviors. Then you choose a name for the cluster that is unique within the workspace that can be used to address the cluster later.\n",
"\n",
"The cluster parameters are:\n",

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@@ -46,9 +46,10 @@
"Please see the [configuration notebook](../../configuration.ipynb) for information about creating one, if required.\n",
"This notebook also requires the following packages:\n",
"* `azureml-contrib-fairness`\n",
"* `fairlearn==0.4.6` (v0.5.0 will work with minor modifications)\n",
"* `fairlearn>=0.6.2` (pre-v0.5.0 will work with minor modifications)\n",
"* `joblib`\n",
"* `liac-arff`\n",
"* `raiwidgets~=0.7.0`\n",
"\n",
"Fairlearn relies on features introduced in v0.22.1 of `scikit-learn`. If you have an older version already installed, please uncomment and run the following cell:"
]
@@ -85,7 +86,7 @@
"outputs": [],
"source": [
"from fairlearn.reductions import GridSearch, DemographicParity, ErrorRate\n",
"from fairlearn.widget import FairlearnDashboard\n",
"from raiwidgets import FairnessDashboard\n",
"\n",
"from sklearn.compose import ColumnTransformer\n",
"from sklearn.impute import SimpleImputer\n",
@@ -256,7 +257,7 @@
"metadata": {},
"outputs": [],
"source": [
"FairlearnDashboard(sensitive_features=A_test, sensitive_feature_names=['Sex', 'Race'],\n",
"FairnessDashboard(sensitive_features=A_test,\n",
" y_true=y_test,\n",
" y_pred={\"unmitigated\": unmitigated_predictor.predict(X_test)})"
]
@@ -311,8 +312,8 @@
"sweep.fit(X_train, y_train,\n",
" sensitive_features=A_train.sex)\n",
"\n",
"# For Fairlearn v0.5.0, need sweep.predictors_\n",
"predictors = sweep._predictors"
"# For Fairlearn pre-v0.5.0, need sweep._predictors\n",
"predictors = sweep.predictors_"
]
},
{
@@ -329,16 +330,14 @@
"outputs": [],
"source": [
"errors, disparities = [], []\n",
"for m in predictors:\n",
" classifier = lambda X: m.predict(X)\n",
" \n",
"for predictor in predictors:\n",
" error = ErrorRate()\n",
" error.load_data(X_train, pd.Series(y_train), sensitive_features=A_train.sex)\n",
" disparity = DemographicParity()\n",
" disparity.load_data(X_train, pd.Series(y_train), sensitive_features=A_train.sex)\n",
" \n",
" errors.append(error.gamma(classifier)[0])\n",
" disparities.append(disparity.gamma(classifier).max())\n",
" errors.append(error.gamma(predictor.predict)[0])\n",
" disparities.append(disparity.gamma(predictor.predict).max())\n",
" \n",
"all_results = pd.DataFrame( {\"predictor\": predictors, \"error\": errors, \"disparity\": disparities})\n",
"\n",
@@ -387,8 +386,7 @@
"metadata": {},
"outputs": [],
"source": [
"FairlearnDashboard(sensitive_features=A_test, \n",
" sensitive_feature_names=['Sex', 'Race'],\n",
"FairnessDashboard(sensitive_features=A_test, \n",
" y_true=y_test.tolist(),\n",
" y_pred=predictions_dominant)"
]
@@ -409,7 +407,7 @@
"<a id=\"AzureUpload\"></a>\n",
"## Uploading a Fairness Dashboard to Azure\n",
"\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairlearnDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. By default, the dashboard in Azure Machine Learning Studio also requires the models to be registered. The required stages are therefore:\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairnessDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. By default, the dashboard in Azure Machine Learning Studio also requires the models to be registered. The required stages are therefore:\n",
"1. Register the dominant models\n",
"1. Precompute all the required metrics\n",
"1. Upload to Azure\n",

View File

@@ -3,6 +3,7 @@ dependencies:
- pip:
- azureml-sdk
- azureml-contrib-fairness
- fairlearn==0.4.6
- fairlearn>=0.6.2
- joblib
- liac-arff
- raiwidgets~=0.7.0

View File

@@ -21,7 +21,7 @@ def fetch_openml_with_retries(data_id, max_retries=4, retry_delay=60):
print("Download attempt {0} of {1}".format(i + 1, max_retries))
data = fetch_openml(data_id=data_id, as_frame=True)
break
except Exception as e:
except Exception as e: # noqa: B902
print("Download attempt failed with exception:")
print(e)
if i + 1 != max_retries:
@@ -47,7 +47,7 @@ _categorical_columns = [
def fetch_census_dataset():
"""Fetch the Adult Census Dataset
"""Fetch the Adult Census Dataset.
This uses a particular URL for the Adult Census dataset. The code
is a simplified version of fetch_openml() in sklearn.
@@ -63,6 +63,11 @@ def fetch_census_dataset():
filename = "1595261.gz"
data_url = "https://rainotebookscdn.blob.core.windows.net/datasets/"
remaining_attempts = 5
sleep_duration = 10
while remaining_attempts > 0:
try:
urlretrieve(data_url + filename, filename)
http_stream = gzip.GzipFile(filename=filename, mode='rb')
@@ -74,6 +79,19 @@ def fetch_census_dataset():
stream = _stream_generator(http_stream)
data = arff.load(stream)
except Exception as exc: # noqa: B902
remaining_attempts -= 1
print("Error downloading dataset from {} ({} attempt(s) remaining)"
.format(data_url, remaining_attempts))
print(exc)
time.sleep(sleep_duration)
sleep_duration *= 2
continue
else:
# dataset successfully downloaded
break
else:
raise Exception("Could not retrieve dataset from {}.".format(data_url))
attributes = OrderedDict(data['attributes'])
arff_columns = list(attributes)

View File

@@ -30,7 +30,7 @@
"1. [Training Models](#TrainingModels)\n",
"1. [Logging in to AzureML](#LoginAzureML)\n",
"1. [Registering the Models](#RegisterModels)\n",
"1. [Using the Fairlearn Dashboard](#LocalDashboard)\n",
"1. [Using the Fairness Dashboard](#LocalDashboard)\n",
"1. [Uploading a Fairness Dashboard to Azure](#AzureUpload)\n",
" 1. Computing Fairness Metrics\n",
" 1. Uploading to Azure\n",
@@ -48,9 +48,10 @@
"Please see the [configuration notebook](../../configuration.ipynb) for information about creating one, if required.\n",
"This notebook also requires the following packages:\n",
"* `azureml-contrib-fairness`\n",
"* `fairlearn==0.4.6` (should also work with v0.5.0)\n",
"* `fairlearn>=0.6.2` (also works for pre-v0.5.0 with slight modifications)\n",
"* `joblib`\n",
"* `liac-arff`\n",
"* `raiwidgets~=0.7.0`\n",
"\n",
"Fairlearn relies on features introduced in v0.22.1 of `scikit-learn`. If you have an older version already installed, please uncomment and run the following cell:"
]
@@ -388,10 +389,9 @@
"metadata": {},
"outputs": [],
"source": [
"from fairlearn.widget import FairlearnDashboard\n",
"from raiwidgets import FairnessDashboard\n",
"\n",
"FairlearnDashboard(sensitive_features=A_test, \n",
" sensitive_feature_names=['Sex', 'Race'],\n",
"FairnessDashboard(sensitive_features=A_test, \n",
" y_true=y_test.tolist(),\n",
" y_pred=ys_pred)"
]
@@ -403,7 +403,7 @@
"<a id=\"AzureUpload\"></a>\n",
"## Uploading a Fairness Dashboard to Azure\n",
"\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairlearnDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. The required stages are therefore:\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairnessDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. The required stages are therefore:\n",
"1. Precompute all the required metrics\n",
"1. Upload to Azure\n",
"\n",

View File

@@ -3,6 +3,7 @@ dependencies:
- pip:
- azureml-sdk
- azureml-contrib-fairness
- fairlearn==0.4.6
- fairlearn>=0.6.2
- joblib
- liac-arff
- raiwidgets~=0.7.0

View File

@@ -2,7 +2,7 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- pip==21.1.2
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
@@ -18,11 +18,13 @@ dependencies:
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- tornado==6.1.0
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.27.0
- azureml-widgets~=1.34.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.27.0/validated_win32_requirements.txt [--no-deps]
- -r https://automlresources-prod.azureedge.net/validated-requirements/1.34.0/validated_win32_requirements.txt [--no-deps]
- arch==4.14

View File

@@ -2,7 +2,7 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- pip==21.1.2
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
@@ -18,11 +18,13 @@ dependencies:
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- tornado==6.1.0
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.27.0
- azureml-widgets~=1.34.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.27.0/validated_linux_requirements.txt [--no-deps]
- -r https://automlresources-prod.azureedge.net/validated-requirements/1.34.0/validated_linux_requirements.txt [--no-deps]
- arch==4.14

View File

@@ -2,7 +2,7 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- pip==21.1.2
- nomkl
- python>=3.5.2,<3.8
- nb_conda
@@ -19,11 +19,13 @@ dependencies:
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=9.0
- tornado==6.1.0
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.27.0
- azureml-widgets~=1.34.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.27.0/validated_darwin_requirements.txt [--no-deps]
- -r https://automlresources-prod.azureedge.net/validated-requirements/1.34.0/validated_darwin_requirements.txt [--no-deps]
- arch==4.14

View File

@@ -86,7 +86,6 @@
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.automl.core.featurization import FeaturizationConfig\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.interpret import ExplanationClient"
@@ -105,7 +104,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -165,6 +164,9 @@
"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",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\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](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
@@ -187,7 +189,7 @@
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
@@ -596,27 +598,21 @@
"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",
"import onnxruntime\n",
"from azureml.automl.runtime.onnx_convert import OnnxInferenceHelper\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",
" result = json.load(f)\n",
" return result\n",
"\n",
"if python_version_compatible:\n",
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
" test_df = test_dataset.to_pandas_dataframe()\n",
" mdl_bytes = onnx_mdl.SerializeToString()\n",
" onnx_res = get_onnx_res(best_run)\n",
" onnx_result = get_onnx_res(best_run)\n",
"\n",
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_result)\n",
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(test_df)\n",
"\n",
" print(pred_onnx)\n",
@@ -705,14 +701,12 @@
"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",
"from azureml.core.environment import Environment\n",
"\n",
"inference_config = InferenceConfig(entry_script=script_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 2, \n",
" memory_gb = 2, \n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')\n",
"\n",
@@ -789,7 +783,6 @@
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"import requests\n",
"\n",
"X_test_json = X_test.to_json(orient='records')\n",
@@ -829,7 +822,6 @@
"source": [
"%matplotlib notebook\n",
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(actual,y_pred)\n",

View File

@@ -93,7 +93,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -127,6 +127,9 @@
"source": [
"## Create or Attach existing AmlCompute\n",
"A compute target is required to execute the Automated ML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\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](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
@@ -212,7 +215,7 @@
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"enable_early_stopping\": True,\n",
" \"max_concurrent_iterations\": 2, # This is a limit for testing purpose, please increase it as per cluster size\n",
" \"experiment_timeout_hours\": 0.25, # This is a time limit for testing purposes, remove it for real use cases, this will drastically limit ablity to find the best model possible\n",

View File

@@ -96,7 +96,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -138,6 +138,8 @@
"## Set up a compute cluster\n",
"This section uses a user-provided compute cluster (named \"dnntext-cluster\" in this example). If a cluster with this name does not exist in the user's workspace, the below code will create a new cluster. You can choose the parameters of the cluster as mentioned in the comments.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"Whether you provide/select a CPU or GPU cluster, AutoML will choose the appropriate DNN for that setup - BiLSTM or BERT text featurizer will be included in the candidate featurizers on CPU and GPU respectively. If your goal is to obtain the most accurate model, we recommend you use GPU clusters since BERT featurizers usually outperform BiLSTM featurizers."
]
},
@@ -160,7 +162,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_NC6\", # CPU for BiLSTM, such as \"STANDARD_D2_V2\" \n",
" compute_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_NC6\", # CPU for BiLSTM, such as \"STANDARD_DS12_V2\" \n",
" # To use BERT (this is recommended for best performance), select a GPU such as \"STANDARD_NC6\" \n",
" # or similar GPU option\n",
" # available in your workspace\n",
@@ -282,7 +284,7 @@
"source": [
"automl_settings = {\n",
" \"experiment_timeout_minutes\": 30,\n",
" \"primary_metric\": 'accuracy',\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"max_concurrent_iterations\": num_nodes, \n",
" \"max_cores_per_iteration\": -1,\n",
" \"enable_dnn\": True,\n",
@@ -485,7 +487,7 @@
"outputs": [],
"source": [
"test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run,\n",
" train_dataset, test_dataset, target_column_name, model_name)"
" test_dataset, target_column_name, model_name)"
]
},
{

View File

@@ -5,7 +5,7 @@ from azureml.core.run import Run
def run_inference(test_experiment, compute_target, script_folder, train_run,
train_dataset, test_dataset, target_column_name, model_name):
test_dataset, target_column_name, model_name):
inference_env = train_run.get_environment()
@@ -16,7 +16,6 @@ def run_inference(test_experiment, compute_target, script_folder, train_run,
'--model_name': model_name
},
inputs=[
train_dataset.as_named_input('train_data'),
test_dataset.as_named_input('test_data')
],
compute_target=compute_target,

View File

@@ -1,5 +1,6 @@
import argparse
import pandas as pd
import numpy as np
from sklearn.externals import joblib
@@ -32,22 +33,21 @@ model = joblib.load(model_path)
run = Run.get_context()
# get input dataset by name
test_dataset = run.input_datasets['test_data']
train_dataset = run.input_datasets['train_data']
X_test_df = test_dataset.drop_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
y_test_df = test_dataset.with_timestamp_columns(None) \
.keep_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
y_train_df = test_dataset.with_timestamp_columns(None) \
.keep_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
predicted = model.predict_proba(X_test_df)
if isinstance(predicted, pd.DataFrame):
predicted = predicted.values
# Use the AutoML scoring module
class_labels = np.unique(np.concatenate((y_train_df.values, y_test_df.values)))
train_labels = model.classes_
class_labels = np.unique(np.concatenate((y_test_df.values, np.reshape(train_labels, (-1, 1)))))
classification_metrics = list(constants.CLASSIFICATION_SCALAR_SET)
scores = scoring.score_classification(y_test_df.values, predicted,
classification_metrics,

View File

@@ -81,7 +81,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -141,6 +141,9 @@
"#### Create or Attach existing AmlCompute\n",
"\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",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\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](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
@@ -163,7 +166,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
@@ -345,7 +348,7 @@
" \"iteration_timeout_minutes\": 10,\n",
" \"experiment_timeout_hours\": 0.25,\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"primary_metric\": 'normalized_root_mean_squared_error',\n",
" \"max_concurrent_iterations\": 3,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",

View File

@@ -49,22 +49,24 @@ print("Argument 1(ds_name): %s" % args.ds_name)
dstor = ws.get_default_datastore()
register_dataset = False
end_time = datetime.utcnow()
try:
ds = Dataset.get_by_name(ws, args.ds_name)
end_time_last_slice = ds.data_changed_time.replace(tzinfo=None)
print("Dataset {0} last updated on {1}".format(args.ds_name,
end_time_last_slice))
except Exception as e:
except Exception:
print(traceback.format_exc())
print("Dataset with name {0} not found, registering new dataset.".format(args.ds_name))
register_dataset = True
end_time_last_slice = datetime.today() - relativedelta(weeks=2)
end_time = datetime(2021, 5, 1, 0, 0)
end_time_last_slice = end_time - relativedelta(weeks=2)
end_time = datetime.utcnow()
train_df = get_noaa_data(end_time_last_slice, end_time)
if train_df.size > 0:
print("Received {0} rows of new data after {0}.".format(
print("Received {0} rows of new data after {1}.".format(
train_df.shape[0], end_time_last_slice))
folder_name = "{}/{:04d}/{:02d}/{:02d}/{:02d}/{:02d}/{:02d}".format(args.ds_name, end_time.year,
end_time.month, end_time.day,

View File

@@ -0,0 +1,420 @@
{
"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": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/experimental/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification of credit card fraudulent transactions on local managed compute **_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\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. The goal is to predict if a credit card transaction is considered a fraudulent charge.\n",
"\n",
"This notebook is using local managed compute to train the model.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, 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 managed compute.\n",
"4. Explore the results.\n",
"5. Test the 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 Automated ML 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.compute_target import LocalTarget\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": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-local-managed'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\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": [
"### Determine if local docker is configured for Linux images\n",
"\n",
"Local managed runs will leverage a Linux docker container to submit the run to. Due to this, the docker needs to be configured to use Linux containers."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Check if Docker is installed and Linux containers are enabled\n",
"import subprocess\n",
"from subprocess import CalledProcessError\n",
"try:\n",
" assert subprocess.run(\"docker -v\", shell=True).returncode == 0, 'Local Managed runs require docker to be installed.'\n",
" out = subprocess.check_output(\"docker system info\", shell=True).decode('ascii')\n",
" assert \"OSType: linux\" in out, 'Docker engine needs to be configured to use Linux containers.' \\\n",
" 'https://docs.docker.com/docker-for-windows/#switch-between-windows-and-linux-containers'\n",
"except CalledProcessError as ex:\n",
" raise Exception('Local Managed runs require docker to be installed.') from ex"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data"
]
},
{
"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'"
]
},
{
"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",
"|**enable_early_stopping**|Stop the run if the metric score is not showing improvement.|\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",
"|**enable_local_managed**|Enable the experimental local-managed scenario.|\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",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"enable_early_stopping\": True,\n",
" \"experiment_timeout_hours\": 0.3, #for real scenarios we recommend a timeout of at least one hour \n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target = LocalTarget(),\n",
" enable_local_managed = True,\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. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"parent_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#parent_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"parent_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Explain model\n",
"\n",
"Automated ML models can be explained and visualized using the SDK Explainability library. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Analyze results\n",
"\n",
"### Retrieve the Best Child Run\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_best_child` method returns the best run. Overloads on `get_best_child` allow you to retrieve the best run for *any* logged metric."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run = parent_run.get_best_child()\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test the fitted model\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_df = validation_data.drop_columns(columns=[label_column_name])\n",
"y_test_df = validation_data.keep_columns(columns=[label_column_name], validate=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Creating ModelProxy for submitting prediction runs to the training environment.\n",
"We will create a ModelProxy for the best child run, which will allow us to submit a run that does the prediction in the training environment. Unlike the local client, which can have different versions of some libraries, the training environment will have all the compatible libraries for the model already."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.model_proxy import ModelProxy\n",
"best_model_proxy = ModelProxy(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# call the predict functions on the model proxy\n",
"y_pred = best_model_proxy.predict(X_test_df).to_pandas_dataframe()\n",
"y_pred"
]
},
{
"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\u0192\u00c2\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",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\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",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\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",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\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",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u0192\u00c2\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",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u0192\u00c2\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": "sekrupa"
}
],
"category": "tutorial",
"compute": [
"AML Compute"
],
"datasets": [
"Creditcard"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"file_extension": ".py",
"framework": [
"None"
],
"friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
"index_order": 5,
"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"
},
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"AutomatedML"
],
"task": "Classification",
"version": "3.6.7"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,4 @@
name: auto-ml-classification-credit-card-fraud-local-managed
dependencies:
- pip:
- azureml-sdk

View File

@@ -91,7 +91,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -143,7 +143,7 @@
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",

View File

@@ -113,7 +113,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -162,7 +162,9 @@
},
"source": [
"### Using 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 use `AmlCompute` as your training compute resource."
"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 use `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -185,7 +187,7 @@
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
@@ -370,6 +372,7 @@
" freq='MS' # Set the forecast frequency to be monthly (start of the month)\n",
")\n",
"\n",
"# We will disable the enable_early_stopping flag to ensure the DNN model is recommended for demonstration purpose.\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_hours = 1,\n",
@@ -381,6 +384,7 @@
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" enable_dnn=True,\n",
" enable_early_stopping=False,\n",
" forecasting_parameters=forecasting_parameters)"
]
},
@@ -660,7 +664,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
"version": "3.6.9"
}
},
"nbformat": 4,

View File

@@ -71,7 +71,8 @@
"\n",
"from azureml.core import Workspace, Experiment, Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from datetime import datetime"
"from datetime import datetime\n",
"from azureml.automl.core.featurization import FeaturizationConfig"
]
},
{
@@ -87,7 +88,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -129,6 +130,9 @@
"source": [
"## Compute\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\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](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
@@ -151,7 +155,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
@@ -300,6 +304,25 @@
"forecast_horizon = 14"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Convert prediction type to integer\n",
"The featurization configuration can be used to change the default prediction type from decimal numbers to integer. This customization can be used in the scenario when the target column is expected to contain whole values as the number of rented bikes per day."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"featurization_config = FeaturizationConfig()\n",
"# Force the target column, to be integer type.\n",
"featurization_config.add_prediction_transform_type('Integer')"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -324,6 +347,7 @@
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" featurization=featurization_config,\n",
" blocked_models = ['ExtremeRandomTrees'], \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
@@ -504,7 +528,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the prediction result for metrics calcuation\n",
"### Download the prediction result for metrics calculation\n",
"The test data with predictions are saved in artifact outputs/predictions.csv. You can download it and calculation some error metrics for the forecasts and vizualize the predictions vs. the actuals."
]
},

View File

@@ -24,10 +24,11 @@
"_**Forecasting using the Energy Demand Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data and Forecasting Configurations](#Data)\n",
"1. [Train](#Train)\n",
"1. [Introduction](#introduction)\n",
"1. [Setup](#setup)\n",
"1. [Data and Forecasting Configurations](#data)\n",
"1. [Train](#train)\n",
"1. [Generate and Evaluate the Forecast](#forecast)\n",
"\n",
"Advanced Forecasting\n",
"1. [Advanced Training](#advanced_training)\n",
@@ -38,7 +39,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"# Introduction<a id=\"introduction\"></a>\n",
"\n",
"In this example we use the associated New York City energy demand dataset to showcase how you can use AutoML for a simple forecasting problem and explore the results. The goal is predict the energy demand for the next 48 hours based on historic time-series data.\n",
"\n",
@@ -49,15 +50,16 @@
"1. Configure AutoML using 'AutoMLConfig'\n",
"1. Train the model using AmlCompute\n",
"1. Explore the engineered features and results\n",
"1. Generate the forecast and compute the out-of-sample accuracy metrics\n",
"1. Configuration and remote run of AutoML for a time-series model with lag and rolling window features\n",
"1. Run and explore the forecast"
"1. Run and explore the forecast with lagging features"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
"# Setup<a id=\"setup\"></a>"
]
},
{
@@ -97,7 +99,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -177,7 +179,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"# Data<a id=\"data\"></a>\n",
"\n",
"We will use energy consumption [data from New York City](http://mis.nyiso.com/public/P-58Blist.htm) for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. \n",
"\n",
@@ -309,7 +311,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"# Train<a id=\"train\"></a>\n",
"\n",
"Instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. We can provide extra configurations within 'automl_settings', for this forecasting task we add the forecasting parameters to hold all the additional forecasting parameters.\n",
"\n",
@@ -451,9 +453,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting\n",
"# Forecasting<a id=\"forecast\"></a>\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:"
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. We will do batch scoring on the test dataset which should have the same schema as training dataset.\n",
"\n",
"The inference will run on a remote compute. In this example, it will re-use the training compute."
]
},
{
@@ -462,16 +466,15 @@
"metadata": {},
"outputs": [],
"source": [
"X_test = test.to_pandas_dataframe().reset_index(drop=True)\n",
"y_test = X_test.pop(target_column_name).values"
"test_experiment = Experiment(ws, experiment_name + \"_inference\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Forecast Function\n",
"For forecasting, we will use the forecast function instead of the predict function. 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. Forecast function also can handle more complicated scenarios, see the [forecast function notebook](../forecasting-forecast-function/auto-ml-forecasting-function.ipynb)."
"### Retreiving forecasts from the model\n",
"We have created a function called `run_forecast` that submits the test data to the best model determined during the training run and retrieves forecasts. This function uses a helper script `forecasting_script` which is uploaded and expecuted on the remote compute."
]
},
{
@@ -480,10 +483,16 @@
"metadata": {},
"outputs": [],
"source": [
"# 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_predictions, X_trans = fitted_model.forecast(X_test)"
"from run_forecast import run_remote_inference\n",
"remote_run_infer = run_remote_inference(test_experiment=test_experiment,\n",
" compute_target=compute_target,\n",
" train_run=best_run,\n",
" test_dataset=test,\n",
" target_column_name=target_column_name)\n",
"remote_run_infer.wait_for_completion(show_output=False)\n",
"\n",
"# download the inference output file to the local machine\n",
"remote_run_infer.download_file('outputs/predictions.csv', 'predictions.csv')"
]
},
{
@@ -491,9 +500,7 @@
"metadata": {},
"source": [
"### Evaluate\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). For more metrics that can be used for evaluation after training, please see [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics), and [how to calculate residuals](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\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."
"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). For more metrics that can be used for evaluation after training, please see [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics), and [how to calculate residuals](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals)."
]
},
{
@@ -502,9 +509,9 @@
"metadata": {},
"outputs": [],
"source": [
"from forecasting_helper import align_outputs\n",
"\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
"# load forecast data frame\n",
"fcst_df = pd.read_csv('predictions.csv', parse_dates=[time_column_name])\n",
"fcst_df.head()"
]
},
{
@@ -519,8 +526,8 @@
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" y_test=fcst_df[target_column_name],\n",
" y_pred=fcst_df['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
@@ -529,8 +536,8 @@
" \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(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"test_pred = plt.scatter(fcst_df[target_column_name], fcst_df['predicted'], color='b')\n",
"test_test = plt.scatter(fcst_df[target_column_name], fcst_df[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
@@ -539,23 +546,7 @@
"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": [
"## Advanced Training <a id=\"advanced_training\"></a>\n",
"# Advanced Training <a id=\"advanced_training\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns 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."
]
},
@@ -638,7 +629,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Advanced Results<a id=\"advanced_results\"></a>\n",
"# Advanced Results<a id=\"advanced_results\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns 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."
]
},
@@ -648,10 +639,17 @@
"metadata": {},
"outputs": [],
"source": [
"# 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_predictions, X_trans = fitted_model_lags.forecast(X_test)"
"test_experiment_advanced = Experiment(ws, experiment_name + \"_inference_advanced\")\n",
"advanced_remote_run_infer = run_remote_inference(test_experiment=test_experiment_advanced,\n",
" compute_target=compute_target,\n",
" train_run=best_run_lags,\n",
" test_dataset=test,\n",
" target_column_name=target_column_name,\n",
" inference_folder='./forecast_advanced')\n",
"advanced_remote_run_infer.wait_for_completion(show_output=False)\n",
"\n",
"# download the inference output file to the local machine\n",
"advanced_remote_run_infer.download_file('outputs/predictions.csv', 'predictions_advanced.csv')"
]
},
{
@@ -660,9 +658,8 @@
"metadata": {},
"outputs": [],
"source": [
"from forecasting_helper import align_outputs\n",
"\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
"fcst_adv_df = pd.read_csv('predictions_advanced.csv', parse_dates=[time_column_name])\n",
"fcst_adv_df.head()"
]
},
{
@@ -677,8 +674,8 @@
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" y_test=fcst_adv_df[target_column_name],\n",
" y_pred=fcst_adv_df['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
@@ -687,8 +684,8 @@
" \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(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"test_pred = plt.scatter(fcst_adv_df[target_column_name], fcst_adv_df['predicted'], color='b')\n",
"test_test = plt.scatter(fcst_adv_df[target_column_name], fcst_adv_df[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
@@ -719,7 +716,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.6.9"
}
},
"nbformat": 4,

View File

@@ -1,5 +1,15 @@
"""
This is the script that is executed on the compute instance. It relies
on the model.pkl file which is uploaded along with this script to the
compute instance.
"""
import argparse
import pandas as pd
import numpy as np
from azureml.core import Dataset, Run
from azureml.automl.core.shared.constants import TimeSeriesInternal
from sklearn.externals import joblib
from pandas.tseries.frequencies import to_offset
@@ -42,3 +52,38 @@ def align_outputs(y_predicted, X_trans, X_test, y_test, target_column_name,
clean = together[together[[target_column_name,
predicted_column_name]].notnull().all(axis=1)]
return(clean)
parser = argparse.ArgumentParser()
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--test_dataset', type=str, dest='test_dataset',
help='Test Dataset')
args = parser.parse_args()
target_column_name = args.target_column_name
test_dataset_id = args.test_dataset
run = Run.get_context()
ws = run.experiment.workspace
# get the input dataset by id
test_dataset = Dataset.get_by_id(ws, id=test_dataset_id)
X_test = test_dataset.to_pandas_dataframe().reset_index(drop=True)
y_test = X_test.pop(target_column_name).values
# generate forecast
fitted_model = joblib.load('model.pkl')
y_predictions, X_trans = fitted_model.forecast(X_test)
# align output
df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)
file_name = 'outputs/predictions.csv'
export_csv = df_all.to_csv(file_name, header=True, index=False) # added Index
# Upload the predictions into artifacts
run.upload_file(name=file_name, path_or_stream=file_name)

View File

@@ -1,22 +0,0 @@
import pandas as pd
import numpy as np
def APE(actual, pred):
"""
Calculate absolute percentage error.
Returns a vector of APE values with same length as actual/pred.
"""
return 100 * np.abs((actual - pred) / actual)
def MAPE(actual, pred):
"""
Calculate mean absolute percentage error.
Remove NA and values where actual is close to zero
"""
not_na = ~(np.isnan(actual) | np.isnan(pred))
not_zero = ~np.isclose(actual, 0.0)
actual_safe = actual[not_na & not_zero]
pred_safe = pred[not_na & not_zero]
return np.mean(APE(actual_safe, pred_safe))

View File

@@ -0,0 +1,38 @@
import os
import shutil
from azureml.core import ScriptRunConfig
def run_remote_inference(test_experiment, compute_target, train_run,
test_dataset, target_column_name, inference_folder='./forecast'):
# Create local directory to copy the model.pkl and forecsting_script.py files into.
# These files will be uploaded to and executed on the compute instance.
os.makedirs(inference_folder, exist_ok=True)
shutil.copy('forecasting_script.py', inference_folder)
train_run.download_file('outputs/model.pkl',
os.path.join(inference_folder, 'model.pkl'))
inference_env = train_run.get_environment()
config = ScriptRunConfig(source_directory=inference_folder,
script='forecasting_script.py',
arguments=['--target_column_name',
target_column_name,
'--test_dataset',
test_dataset.as_named_input(test_dataset.name)],
compute_target=compute_target,
environment=inference_env)
run = test_experiment.submit(config,
tags={'training_run_id':
train_run.id,
'run_algorithm':
train_run.properties['run_algorithm'],
'valid_score':
train_run.properties['score'],
'primary_metric':
train_run.properties['primary_metric']})
run.log("run_algorithm", run.tags['run_algorithm'])
return run

View File

@@ -94,7 +94,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -263,7 +263,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -283,7 +285,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",

View File

@@ -24,20 +24,20 @@
"_**Orange Juice Sales Forecasting**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Compute](#Compute)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Predict](#Predict)\n",
"1. [Operationalize](#Operationalize)"
"1. [Introduction](#introduction)\n",
"1. [Setup](#setup)\n",
"1. [Compute](#compute)\n",
"1. [Data](#data)\n",
"1. [Train](#train)\n",
"1. [Forecast](#forecast)\n",
"1. [Operationalize](#operationalize)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"## Introduction<a id=\"introduction\"></a>\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",
@@ -49,7 +49,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
"## Setup<a id=\"setup\"></a>"
]
},
{
@@ -60,7 +60,6 @@
"source": [
"import azureml.core\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"\n",
"from azureml.core.workspace import Workspace\n",
@@ -82,7 +81,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -122,8 +121,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Compute\n",
"## Compute<a id=\"compute\"></a>\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\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](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
@@ -146,7 +148,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
@@ -157,7 +159,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"## Data<a id=\"data\"></a>\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."
]
},
@@ -284,7 +286,8 @@
"outputs": [],
"source": [
"from azureml.core.dataset import Dataset\n",
"train_dataset = Dataset.Tabular.from_delimited_files(path=datastore.path('dataset/dominicks_OJ_train.csv'))"
"train_dataset = Dataset.Tabular.from_delimited_files(path=datastore.path('dataset/dominicks_OJ_train.csv'))\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path=datastore.path('dataset/dominicks_OJ_test.csv'))"
]
},
{
@@ -377,7 +380,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"## Train<a id=\"train\"></a>\n",
"\n",
"The [AutoMLConfig](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.automlconfig.automlconfig?view=azure-ml-py) 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",
@@ -518,9 +521,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Forecasting\n",
"# Forecast<a id=\"forecast\"></a>\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:"
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. We will do batch scoring on the test dataset which should have the same schema as training dataset.\n",
"\n",
"The inference will run on a remote compute. In this example, it will re-use the training compute."
]
},
{
@@ -529,17 +534,15 @@
"metadata": {},
"outputs": [],
"source": [
"X_test = test\n",
"y_test = X_test.pop(target_column_name).values"
"test_experiment = Experiment(ws, experiment_name + \"_inference\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"cell_type": "markdown",
"metadata": {},
"outputs": [],
"source": [
"X_test.head()"
"### Retreiving forecasts from the model\n",
"We have created a function called `run_forecast` that submits the test data to the best model determined during the training run and retrieves forecasts. This function uses a helper script `forecasting_script` which is uploaded and expecuted on the remote compute."
]
},
{
@@ -555,18 +558,16 @@
"metadata": {},
"outputs": [],
"source": [
"# forecast returns the predictions and the featurized data, aligned to X_test.\n",
"# This contains the assumptions that were made in the forecast\n",
"y_predictions, X_trans = fitted_model.forecast(X_test)"
]
},
{
"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",
"from run_forecast import run_remote_inference\n",
"remote_run_infer = run_remote_inference(test_experiment=test_experiment, \n",
" compute_target=compute_target,\n",
" train_run=best_run,\n",
" test_dataset=test_dataset,\n",
" target_column_name=target_column_name)\n",
"remote_run_infer.wait_for_completion(show_output=False)\n",
"\n",
"The [forecast function notebook](../forecasting-forecast-function/auto-ml-forecasting-function.ipynb)."
"# download the forecast file to the local machine\n",
"remote_run_infer.download_file('outputs/predictions.csv', 'predictions.csv')"
]
},
{
@@ -586,8 +587,9 @@
"metadata": {},
"outputs": [],
"source": [
"assign_dict = {'predicted': y_predictions, target_column_name: y_test}\n",
"df_all = X_test.assign(**assign_dict)"
"# load forecast data frame\n",
"fcst_df = pd.read_csv('predictions.csv', parse_dates=[time_column_name])\n",
"fcst_df.head()"
]
},
{
@@ -602,8 +604,8 @@
"\n",
"# use automl scoring module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" y_test=fcst_df[target_column_name],\n",
" y_pred=fcst_df['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
@@ -612,8 +614,8 @@
" \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(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"test_pred = plt.scatter(fcst_df[target_column_name], fcst_df['predicted'], color='b')\n",
"test_test = plt.scatter(fcst_df[target_column_name], fcst_df[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
@@ -622,7 +624,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Operationalize"
"# Operationalize<a id=\"operationalize\"></a>"
]
},
{
@@ -685,8 +687,8 @@
"inference_config = InferenceConfig(environment = best_run.get_environment(), \n",
" entry_script = script_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 2, \n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 2, \n",
" memory_gb = 4, \n",
" tags = {'type': \"automl-forecasting\"},\n",
" description = \"Automl forecasting sample service\")\n",
"\n",
@@ -720,12 +722,13 @@
"outputs": [],
"source": [
"import json\n",
"X_query = X_test.copy()\n",
"X_query = test.copy()\n",
"X_query.pop(target_column_name)\n",
"# We have to convert datetime to string, because Timestamps cannot be serialized to JSON.\n",
"X_query[time_column_name] = X_query[time_column_name].astype(str)\n",
"# The Service object accept the complex dictionary, which is internally converted to JSON string.\n",
"# The section 'data' contains the data frame in the form of dictionary.\n",
"test_sample = json.dumps({'data': X_query.to_dict(orient='records')})\n",
"test_sample = json.dumps({\"data\": json.loads(X_query.to_json(orient=\"records\"))})\n",
"response = aci_service.run(input_data = test_sample)\n",
"# translate from networkese to datascientese\n",
"try: \n",
@@ -802,7 +805,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.6.9"
},
"tags": [
"None"

View File

@@ -0,0 +1,89 @@
"""
This is the script that is executed on the compute instance. It relies
on the model.pkl file which is uploaded along with this script to the
compute instance.
"""
import argparse
import pandas as pd
import numpy as np
from azureml.core import Dataset, Run
from azureml.automl.core.shared.constants import TimeSeriesInternal
from sklearn.externals import joblib
from pandas.tseries.frequencies import to_offset
def align_outputs(y_predicted, X_trans, X_test, y_test, target_column_name,
predicted_column_name='predicted',
horizon_colname='horizon_origin'):
"""
Demonstrates how to get the output aligned to the inputs
using pandas indexes. Helps understand what happened if
the output's 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
"""
if (horizon_colname in X_trans):
df_fcst = pd.DataFrame({predicted_column_name: y_predicted,
horizon_colname: X_trans[horizon_colname]})
else:
df_fcst = pd.DataFrame({predicted_column_name: y_predicted})
# 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()
X_test_full[target_column_name] = y_test
# X_test_full's index 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[[target_column_name,
predicted_column_name]].notnull().all(axis=1)]
return(clean)
parser = argparse.ArgumentParser()
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--test_dataset', type=str, dest='test_dataset',
help='Test Dataset')
args = parser.parse_args()
target_column_name = args.target_column_name
test_dataset_id = args.test_dataset
run = Run.get_context()
ws = run.experiment.workspace
# get the input dataset by id
test_dataset = Dataset.get_by_id(ws, id=test_dataset_id)
X_test = test_dataset.to_pandas_dataframe().reset_index(drop=True)
y_test = X_test.pop(target_column_name).values
# generate forecast
fitted_model = joblib.load('model.pkl')
y_predictions, X_trans = fitted_model.forecast(X_test)
# align output
df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)
file_name = 'outputs/predictions.csv'
export_csv = df_all.to_csv(file_name, header=True, index=False) # added Index
# Upload the predictions into artifacts
run.upload_file(name=file_name, path_or_stream=file_name)

View File

@@ -0,0 +1,38 @@
import os
import shutil
from azureml.core import ScriptRunConfig
def run_remote_inference(test_experiment, compute_target, train_run,
test_dataset, target_column_name, inference_folder='./forecast'):
# Create local directory to copy the model.pkl and forecsting_script.py files into.
# These files will be uploaded to and executed on the compute instance.
os.makedirs(inference_folder, exist_ok=True)
shutil.copy('forecasting_script.py', inference_folder)
train_run.download_file('outputs/model.pkl',
os.path.join(inference_folder, 'model.pkl'))
inference_env = train_run.get_environment()
config = ScriptRunConfig(source_directory=inference_folder,
script='forecasting_script.py',
arguments=['--target_column_name',
target_column_name,
'--test_dataset',
test_dataset.as_named_input(test_dataset.name)],
compute_target=compute_target,
environment=inference_env)
run = test_experiment.submit(config,
tags={'training_run_id':
train_run.id,
'run_algorithm':
train_run.properties['run_algorithm'],
'valid_score':
train_run.properties['score'],
'primary_metric':
train_run.properties['primary_metric']})
run.log("run_algorithm", run.tags['run_algorithm'])
return run

View File

@@ -0,0 +1,492 @@
{
"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": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/1_determine_experiment_settings.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In this notebook we will explore the univaraite time-series data to determine the settings for an automated ML experiment. We will follow the thought process depicted in the following diagram:<br/>\n",
"![Forecasting after training](figures/univariate_settings_map_20210408.jpg)\n",
"\n",
"The objective is to answer the following questions:\n",
"\n",
"<ol>\n",
" <li>Is there a seasonal pattern in the data? </li>\n",
" <ul style=\"margin-top:-1px; list-style-type:none\"> \n",
" <li> Importance: If we are able to detect regular seasonal patterns, the forecast accuracy may be improved by extracting these patterns and including them as features into the model. </li>\n",
" </ul>\n",
" <li>Is the data stationary? </li>\n",
" <ul style=\"margin-top:-1px; list-style-type:none\"> \n",
" <li> Importance: In the absense of features that capture trend behavior, ML models (regression and tree based) are not well equiped to predict stochastic trends. Working with stationary data solves this problem. </li>\n",
" </ul>\n",
" <li>Is there a detectable auto-regressive pattern in the stationary data? </li>\n",
" <ul style=\"margin-top:-1px; list-style-type:none\"> \n",
" <li> Importance: The accuracy of ML models can be improved if serial correlation is modeled by including lags of the dependent/target varaible as features. Including target lags in every experiment by default will result in a regression in accuracy scores if such setting is not warranted. </li>\n",
" </ul>\n",
"</ol>\n",
"\n",
"The answers to these questions will help determine the appropriate settings for the automated ML experiment.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import warnings\n",
"import pandas as pd\n",
"\n",
"from statsmodels.graphics.tsaplots import plot_acf, plot_pacf\n",
"import matplotlib.pyplot as plt\n",
"from pandas.plotting import register_matplotlib_converters\n",
"register_matplotlib_converters() # fixes the future warning issue\n",
"\n",
"from helper_functions import unit_root_test_wrapper\n",
"from statsmodels.tools.sm_exceptions import InterpolationWarning\n",
"warnings.simplefilter('ignore', InterpolationWarning)\n",
"\n",
"\n",
"# set printing options\n",
"pd.set_option('display.max_columns', 500)\n",
"pd.set_option('display.width', 1000)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# load data\n",
"main_data_loc = 'data'\n",
"train_file_name = 'S4248SM144SCEN.csv'\n",
"\n",
"TARGET_COLNAME = 'S4248SM144SCEN'\n",
"TIME_COLNAME = 'observation_date'\n",
"COVID_PERIOD_START = '2020-03-01'\n",
"\n",
"df = pd.read_csv(os.path.join(main_data_loc, train_file_name))\n",
"df[TIME_COLNAME] = pd.to_datetime(df[TIME_COLNAME], format='%Y-%m-%d')\n",
"df.sort_values(by=TIME_COLNAME, inplace=True)\n",
"df.set_index(TIME_COLNAME, inplace=True)\n",
"df.head(2)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the entire dataset\n",
"fig, ax = plt.subplots(figsize=(6,2), dpi=180)\n",
"ax.plot(df)\n",
"ax.title.set_text('Original Data Series')\n",
"locs, labels = plt.xticks()\n",
"plt.xticks(rotation=45)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The graph plots the alcohol sales in the United States. Because the data is trending, it can be difficult to see cycles, seasonality or other interestng behaviors due to the scaling issues. For example, if there is a seasonal pattern, which we will discuss later, we cannot see them on the trending data. In such case, it is worth plotting the same data in first differences."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the entire dataset in first differences\n",
"fig, ax = plt.subplots(figsize=(6,2), dpi=180)\n",
"ax.plot(df.diff().dropna())\n",
"ax.title.set_text('Data in first differences')\n",
"locs, labels = plt.xticks()\n",
"plt.xticks(rotation=45)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In the previous plot we observe that the data is more volatile towards the end of the series. This period coincides with the Covid-19 period, so we will exclude it from our experiment. Since in this example there are no user-provided features it is hard to make an argument that a model trained on the less volatile pre-covid data will be able to accurately predict the covid period."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# 1. Seasonality\n",
"\n",
"#### Questions that need to be answered in this section:\n",
"1. Is there a seasonality?\n",
"2. If it's seasonal, does the data exhibit a trend (up or down)?\n",
"\n",
"It is hard to visually detect seasonality when the data is trending. The reason being is scale of seasonal fluctuations is dwarfed by the range of the trend in the data. One way to deal with this is to de-trend the data by taking the first differences. We will discuss this in more detail in the next section."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the entire dataset in first differences\n",
"fig, ax = plt.subplots(figsize=(6,2), dpi=180)\n",
"ax.plot(df.diff().dropna())\n",
"ax.title.set_text('Data in first differences')\n",
"locs, labels = plt.xticks()\n",
"plt.xticks(rotation=45)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"For the next plot, we will exclude the Covid period again. We will also shorten the length of data because plotting a very long time series may prevent us from seeing seasonal patterns, if there are any, because the plot may look like a random walk."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# remove COVID period\n",
"df = df[:COVID_PERIOD_START]\n",
"\n",
"# plot the entire dataset in first differences\n",
"fig, ax = plt.subplots(figsize=(6,2), dpi=180)\n",
"ax.plot(df['2015-01-01':].diff().dropna())\n",
"ax.title.set_text('Data in first differences')\n",
"locs, labels = plt.xticks()\n",
"plt.xticks(rotation=45)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<p style=\"font-size:150%; color:blue\"> Conclusion </p>\n",
"\n",
"Visual examination does not suggest clear seasonal patterns. We will set the STL_TYPE = None, and we will move to the next section that examines stationarity. \n",
"\n",
"\n",
"Say, we are working with a different data set that shows clear patterns of seasonality, we have several options for setting the settings:is hard to say which option will work best in your case, hence you will need to run both options to see which one results in more accurate forecasts. </li>\n",
"<ol>\n",
" <li> If the data does not appear to be trending, set DIFFERENCE_SERIES=False, TARGET_LAGS=None and STL_TYPE = \"season\" </li>\n",
" <li> If the data appears to be trending, consider one of the following two settings:\n",
" <ul>\n",
" <ol type=\"a\">\n",
" <li> DIFFERENCE_SERIES=True, TARGET_LAGS=None and STL_TYPE = \"season\", or </li>\n",
" <li> DIFFERENCE_SERIES=False, TARGET_LAGS=None and STL_TYPE = \"trend_season\" </li>\n",
" </ol>\n",
" <li> In the first case, by taking first differences we are removing stochastic trend, but we do not remove seasonal patterns. In the second case, we do not remove the stochastic trend and it can be captured by the trend component of the STL decomposition. It is hard to say which option will work best in your case, hence you will need to run both options to see which one results in more accurate forecasts. </li>\n",
" </ul>\n",
"</ol>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# 2. Stationarity\n",
"If the data does not exhibit seasonal patterns, we would like to see if the data is non-stationary. Particularly, we want to see if there is a clear trending behavior. If such behavior is observed, we would like to first difference the data and examine the plot of an auto-correlation function (ACF) known as correlogram. If the data is seasonal, differencing it will not get rid off the seasonality and this will be shown on the correlogram as well.\n",
"\n",
"<ul>\n",
" <li> Question: What is stationarity and how to we detect it? </li>\n",
" <ul>\n",
" <li> This is a fairly complex topic. Please read the following <a href=\"https://otexts.com/fpp2/stationarity.html\"> link </a> for a high level discussion on this subject. </li>\n",
" <li> Simply put, we are looking for scenario when examining the time series plots the mean of the series is roughly the same, regardless which time interval you pick to compute it. Thus, trending and seasonal data are examples of non-stationary series. </li>\n",
" </ul>\n",
"</ul>\n",
"\n",
"\n",
"<ul>\n",
" <li> Question: Why do want to work with stationary data?</li>\n",
" <ul> \n",
" <li> In the absence of features that capture stochastic trends, the ML models that use (deterministic) time based features (hour of the day, day of the week, month of the year, etc) cannot capture such trends, and will over or under predict depending on the behavior of the time series. By working with stationary data, we eliminate the need to predict such trends, which improves the forecast accuracy. Classical time series models such as Arima and Exponential Smoothing handle non-stationary series by design and do not need such transformations. By differencing the data we are still able to run the same family of models. </li>\n",
" </ul>\n",
"</ul>\n",
"\n",
"#### Questions that need to be answered in this section:\n",
"<ol> \n",
" <li> Is the data stationary? </li>\n",
" <li> Does the stationarized data (either the original or the differenced series) exhibit a clear auto-regressive pattern?</li>\n",
"</ol>\n",
"\n",
"To answer the first question, we run a series of tests (we call them unit root tests)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# unit root tests\n",
"test = unit_root_test_wrapper(df[TARGET_COLNAME])\n",
"print('---------------', '\\n')\n",
"print('Summary table', '\\n', test['summary'], '\\n')\n",
"print('Is the {} series stationary?: {}'.format(TARGET_COLNAME, test['stationary']))\n",
"print('---------------', '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In the previous cell, we ran a series of unit root tests. The summary table contains the following columns:\n",
"<ul> \n",
" <li> test_name is the name of the test.\n",
" <ul> \n",
" <li> ADF: Augmented Dickey-Fuller test </li>\n",
" <li> KPSS: Kwiatkowski-Phillips\u00e2\u20ac\u201cSchmidt\u00e2\u20ac\u201cShin test </li>\n",
" <li> PP: Phillips-Perron test\n",
" <li> ADF GLS: Augmented Dickey-Fuller using generalized least squares method </li>\n",
" <li> AZ: Andrews-Zivot test </li>\n",
" </ul>\n",
" <li> statistic: test statistic </li>\n",
" <li> crit_val: critical value of the test statistic </li>\n",
" <li> p_val: p-value of the test statistic. If the p-val is less than 0.05, the null hypothesis is rejected. </li>\n",
" <li> stationary: is the series stationary based on the test result? </li>\n",
" <li> Null hypothesis: what is being tested. Notice, some test such as ADF and PP assume the process has a unit root and looks for evidence to reject this hypothesis. Other tests, ex.g: KPSS, assumes the process is stationary and looks for evidence to reject such claim.\n",
"</ul>\n",
"\n",
"Each of the tests shows that the original time series is non-stationary. The final decision is based on the majority rule. If, there is a split decision, the algorithm will claim it is stationary. We run a series of tests because each test by itself may not be accurate. In many cases when there are conflicting test results, the user needs to make determination if the series is stationary or not.\n",
"\n",
"Since we found the series to be non-stationary, we will difference it and then test if the differenced series is stationary."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# unit root tests\n",
"test = unit_root_test_wrapper(df[TARGET_COLNAME].diff().dropna())\n",
"print('---------------', '\\n')\n",
"print('Summary table', '\\n', test['summary'], '\\n')\n",
"print('Is the {} series stationary?: {}'.format(TARGET_COLNAME, test['stationary']))\n",
"print('---------------', '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Four out of five tests show that the series in first differences is stationary. Notice that this decision is not unanimous. Next, let's plot the original series in first-differences to illustrate the difference between non-stationary (unit root) process vs the stationary one."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot original and stationary data\n",
"fig = plt.figure(figsize=(10,10))\n",
"ax1 = fig.add_subplot(211)\n",
"ax1.plot(df[TARGET_COLNAME], '-b')\n",
"ax2 = fig.add_subplot(212)\n",
"ax2.plot(df[TARGET_COLNAME].diff().dropna(), '-b')\n",
"ax1.title.set_text('Original data')\n",
"ax2.title.set_text('Data in first differences')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"If you were asked a question \"What is the mean of the series before and after 2008?\", for the series titled \"Original data\" the mean values will be significantly different. This implies that the first moment of the series (in this case, it is the mean) is time dependent, i.e., mean changes depending on the interval one is looking at. Thus, the series is deemed to be non-stationary. On the other hand, for the series titled \"Data in first differences\" the means for both periods are roughly the same. Hence, the first moment is time invariant; meaning it does not depend on the interval of time one is looking at. In this example it is easy to visually distinguish between stationary and non-stationary data. Often this distinction is not easy to make, therefore we rely on the statistical tests described above to help us make an informed decision. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<p style=\"font-size:150%; color:blue\"> Conclusion </p>\n",
"Since we found the original process to be non-stationary (contains unit root), we will have to model the data in first differences. As a result, we will set the DIFFERENCE_SERIES parameter to True."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# 3 Check if there is a clear autoregressive pattern\n",
"We need to determine if we should include lags of the target variable as features in order to improve forecast accuracy. To do this, we will examine the ACF and partial ACF (PACF) plots of the stationary series. In our case, it is a series in first diffrences.\n",
"\n",
"<ul>\n",
" <li> Question: What is an Auto-regressive pattern? What are we looking for? </li>\n",
" <ul style=\"list-style-type:none;\">\n",
" <li> We are looking for a classical profiles for an AR(p) process such as an exponential decay of an ACF and a the first $p$ significant lags of the PACF. For a more detailed explanation of ACF and PACF please refer to the appendix at the end of this notebook. For illustration purposes, let's examine the ACF/PACF profiles of the simulated data that follows a second order auto-regressive process, abbreviated as an AR(2). <li/>\n",
" <li><img src=\"figures/ACF_PACF_for_AR2.png\" class=\"img_class\">\n",
" <br/>\n",
" The lag order is on the x-axis while the auto- and partial-correlation coefficients are on the y-axis. Vertical lines that are outside the shaded area represent statistically significant lags. Notice, the ACF function decays to zero and the PACF shows 2 significant spikes (we ignore the first spike for lag 0 in both plots since the linear relationship of any series with itself is always 1). <li/>\n",
" </ul>\n",
"<ul/>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<ul>\n",
" <li> Question: What do I do if I observe an auto-regressive behavior? </li>\n",
" <ul style=\"list-style-type:none;\">\n",
" <li> If such behavior is observed, we might improve the forecast accuracy by enabling the target lags feature in AutoML. There are a few options of doing this </li>\n",
" <ol>\n",
" <li> Set the target lags parameter to 'auto', or </li>\n",
" <li> Specify the list of lags you want to include. Ex.g: target_lags = [1,2,5] </li>\n",
" </ol>\n",
" </ul>\n",
" <br/>\n",
" <li> Next, let's examine the ACF and PACF plots of the stationary target variable (depicted below). Here, we do not see a decay in the ACF, instead we see a decay in PACF. It is hard to make an argument the the target variable exhibits auto-regressive behavior. </li>\n",
" </ul>"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Plot the ACF/PACF for the series in differences\n",
"fig, ax = plt.subplots(1,2,figsize=(10,5))\n",
"plot_acf(df[TARGET_COLNAME].diff().dropna().values.squeeze(), ax=ax[0])\n",
"plot_pacf(df[TARGET_COLNAME].diff().dropna().values.squeeze(), ax=ax[1])\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<p style=\"font-size:150%; color:blue\"> Conclusion </p>\n",
"Since we do not see a clear indication of an AR(p) process, we will not be using target lags and will set the TARGET_LAGS parameter to None."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<p style=\"font-size:150%; color:blue; font-weight: bold\"> AutoML Experiment Settings </p>\n",
"Based on the analysis performed, we should try the following settings for the AutoML experiment and use them in the \"2_run_experiment\" notebook.\n",
"<ul>\n",
" <li> STL_TYPE=None </li>\n",
" <li> DIFFERENCE_SERIES=True </li>\n",
" <li> TARGET_LAGS=None </li>\n",
"</ul>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Appendix: ACF, PACF and Lag Selection\n",
"To do this, we will examine the ACF and partial ACF (PACF) plots of the differenced series. \n",
"\n",
"<ul>\n",
" <li> Question: What is the ACF? </li>\n",
" <ul style=\"list-style-type:none;\">\n",
" <li> To understand the ACF, first let's look at the correlation coefficient $\\rho_{xz}$\n",
" \\begin{equation}\n",
" \\rho_{xz} = \\frac{\\sigma_{xz}}{\\sigma_{x} \\sigma_{zy}}\n",
" \\end{equation}\n",
" </li>\n",
" where $\\sigma_{xzy}$ is the covariance between two random variables $X$ and $Z$; $\\sigma_x$ and $\\sigma_z$ is the variance for $X$ and $Z$, respectively. The correlation coefficient measures the strength of linear relationship between two random variables. This metric can take any value from -1 to 1. <li/>\n",
" <br/>\n",
" <li> The auto-correlation coefficient $\\rho_{Y_{t} Y_{t-k}}$ is the time series equivalent of the correlation coefficient, except instead of measuring linear association between two random variables $X$ and $Z$, it measures the strength of a linear relationship between a random variable $Y_t$ and its lag $Y_{t-k}$ for any positive interger value of $k$. </li> \n",
" <br />\n",
" <li> To visualize the ACF for a particular lag, say lag 2, plot the second lag of a series $y_{t-2}$ on the x-axis, and plot the series itself $y_t$ on the y-axis. The autocorrelation coefficient is the slope of the best fitted regression line and can be interpreted as follows. A one unit increase in the lag of a variable one period ago leads to a $\\rho_{Y_{t} Y_{t-2}}$ units change in the variable in the current period. This interpreation can be applied to any lag. </li> \n",
" <br />\n",
" <li> In the interpretation posted above we need to be careful not to confuse the word \"leads\" with \"causes\" since these are not the same thing. We do not know the lagged value of the varaible causes it to change. Afterall, there are probably many other features that may explain the movement in $Y_t$. All we are trying to do in this section is to identify situations when the variable contains the strong auto-regressive components that needs to be included in the model to improve forecast accuracy. </li>\n",
" </ul>\n",
"</ul>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<ul>\n",
" <li> Question: What is the PACF? </li>\n",
" <ul style=\"list-style-type:none;\">\n",
" <li> When describing the ACF we essentially running a regression between a partigular lag of a series, say, lag 4, and the series itself. What this implies is the regression coefficient for lag 4 captures the impact of everything that happens in lags 1, 2 and 3. In other words, if lag 1 is the most important lag and we exclude it from the regression, naturally, the regression model will assign the importance of the 1st lag to the 4th one. Partial auto-correlation function fixes this problem since it measures the contribution of each lag accounting for the information added by the intermediary lags. If we were to illustrate ACF and PACF for the fourth lag using the regression analogy, the difference is a follows: \n",
" \\begin{align}\n",
" Y_{t} &= a_{0} + a_{4} Y_{t-4} + e_{t} \\\\\n",
" Y_{t} &= b_{0} + b_{1} Y_{t-1} + b_{2} Y_{t-2} + b_{3} Y_{t-3} + b_{4} Y_{t-4} + \\varepsilon_{t} \\\\\n",
" \\end{align}\n",
" </li>\n",
" <br/>\n",
" <li>\n",
" Here, you can think of $a_4$ and $b_{4}$ as the auto- and partial auto-correlation coefficients for lag 4. Notice, in the second equation we explicitely accounting for the intermediate lags by adding them as regrerssors.\n",
" </li>\n",
" </ul>\n",
"</ul>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<ul>\n",
" <li> Question: Auto-regressive pattern? What are we looking for? </li>\n",
" <ul style=\"list-style-type:none;\">\n",
" <li> We are looking for a classical profiles for an AR(p) process such as an exponential decay of an ACF and a the first $p$ significant lags of the PACF. Let's examine the ACF/PACF profiles of the same simulated AR(2) shown in Section 3, and check if the ACF/PACF explanation are refelcted in these plots. <li/>\n",
" <li><img src=\"figures/ACF_PACF_for_AR2.png\" class=\"img_class\">\n",
" <li> The autocorrelation coefficient for the 3rd lag is 0.6, which can be interpreted that a one unit increase in the value of the target varaible three periods ago leads to 0.6 units increase in the current period. However, the PACF plot shows that the partial autocorrealtion coefficient is zero (from a statistical point of view since it lies within the shaded region). This is happening because the 1st and 2nd lags are good predictors of the target variable. Ommiting these two lags from the regression results in the misleading conclusion that the third lag is a good prediciton. <li/>\n",
" <br/>\n",
" <li> This is why it is important to examine both the ACF and the PACF plots when tring to determine the auto regressive order for the variable in question. <li/>\n",
" </ul>\n",
"</ul> "
]
}
],
"metadata": {
"authors": [
{
"name": "vlbejan"
}
],
"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": "3.6.9"
}
},
"nbformat": 4,
"nbformat_minor": 4
}

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@@ -0,0 +1,4 @@
name: auto-ml-forecasting-univariate-recipe-experiment-settings
dependencies:
- pip:
- azureml-sdk

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@@ -0,0 +1,560 @@
{
"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": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/2_run_experiment.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Running AutoML experiments\n",
"\n",
"See the `auto-ml-forecasting-univariate-recipe-experiment-settings` notebook on how to determine settings for seasonal features, target lags and whether the series needs to be differenced or not. To make experimentation user-friendly, the user has to specify several parameters: DIFFERENCE_SERIES, TARGET_LAGS and STL_TYPE. Once these parameters are set, the notebook will generate correct transformations and settings to run experiments, generate forecasts, compute inference set metrics and plot forecast vs actuals. It will also convert the forecast from first differences to levels (original units of measurement) if the DIFFERENCE_SERIES parameter is set to True before calculating inference set metrics.\n",
"\n",
"<br/>\n",
"\n",
"The output generated by this notebook is saved in the `experiment_output`folder."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setup"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import logging\n",
"import pandas as pd\n",
"import numpy as np\n",
"\n",
"import azureml.automl.runtime\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"import matplotlib.pyplot as plt\n",
"from helper_functions import (ts_train_test_split, compute_metrics)\n",
"\n",
"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",
"\n",
"# set printing options\n",
"np.set_printoptions(precision=4, suppress=True, linewidth=100)\n",
"pd.set_option('display.max_columns', 500)\n",
"pd.set_option('display.width', 1000)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created a **Workspace**. You will also need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"amlcompute_cluster_name = \"recipe-cluster\"\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\",\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)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Data\n",
"\n",
"Here, we will load the data from the csv file and drop the Covid period."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"main_data_loc = 'data'\n",
"train_file_name = 'S4248SM144SCEN.csv'\n",
"\n",
"TARGET_COLNAME = \"S4248SM144SCEN\"\n",
"TIME_COLNAME = \"observation_date\"\n",
"COVID_PERIOD_START = '2020-03-01' # start of the covid period. To be excluded from evaluation.\n",
"\n",
"# load data\n",
"df = pd.read_csv(os.path.join(main_data_loc, train_file_name))\n",
"df[TIME_COLNAME] = pd.to_datetime(df[TIME_COLNAME], format='%Y-%m-%d')\n",
"df.sort_values(by=TIME_COLNAME, inplace=True)\n",
"\n",
"# remove the Covid period\n",
"df = df.query('{} <= \"{}\"'.format(TIME_COLNAME, COVID_PERIOD_START))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Set parameters\n",
"\n",
"The first set of parameters is based on the analysis performed in the `auto-ml-forecasting-univariate-recipe-experiment-settings` notebook. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# set parameters based on the settings notebook analysis\n",
"DIFFERENCE_SERIES = True\n",
"TARGET_LAGS = None\n",
"STL_TYPE = None"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Next, define additional parameters to be used in the <a href=\"https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.automlconfig?view=azure-ml-py\"> AutoML config </a> class.\n",
"\n",
"<ul> \n",
" <li> FORECAST_HORIZON: The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 12 periods (i.e. 12 quarters). For more discussion of forecast horizons and guiding principles for setting them, please see the <a href=\"https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand\"> energy demand notebook </a>. \n",
" </li>\n",
" <li> TIME_SERIES_ID_COLNAMES: The names of columns used to group a timeseries. It can be used to create multiple series. If time series identifier is not defined, the data set is assumed to be one time-series. This parameter is used with task type forecasting. Since we are working with a single series, this list is empty.\n",
" </li>\n",
" <li> BLOCKED_MODELS: Optional list of models to be blocked from consideration during model selection stage. At this point we want to consider all ML and Time Series models.\n",
" <ul>\n",
" <li> See the following <a href=\"https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py\"> link </a> for a list of supported Forecasting models</li>\n",
" </ul>\n",
" </li>\n",
"</ul>\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# set other parameters\n",
"FORECAST_HORIZON = 12\n",
"TIME_SERIES_ID_COLNAMES = []\n",
"BLOCKED_MODELS = []"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To run AutoML, you also need to create an **Experiment**. 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": [
"# choose a name for the run history container in the workspace\n",
"if isinstance(TARGET_LAGS, list):\n",
" TARGET_LAGS_STR = '-'.join(map(str, TARGET_LAGS)) if (len(TARGET_LAGS) > 0) else None\n",
"else:\n",
" TARGET_LAGS_STR = TARGET_LAGS\n",
"\n",
"experiment_desc = 'diff-{}_lags-{}_STL-{}'.format(DIFFERENCE_SERIES, TARGET_LAGS_STR, STL_TYPE)\n",
"experiment_name = 'alcohol_{}'.format(experiment_desc)\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['SKU'] = ws.sku\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",
"print(outputDf.T)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# create output directory\n",
"output_dir = 'experiment_output/{}'.format(experiment_desc)\n",
"if not os.path.exists(output_dir):\n",
" os.makedirs(output_dir) "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# difference data and test for unit root\n",
"if DIFFERENCE_SERIES:\n",
" df_delta = df.copy()\n",
" df_delta[TARGET_COLNAME] = df[TARGET_COLNAME].diff()\n",
" df_delta.dropna(axis=0, inplace=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# split the data into train and test set\n",
"if DIFFERENCE_SERIES: \n",
" # generate train/inference sets using data in first differences\n",
" df_train, df_test = ts_train_test_split(df_input=df_delta,\n",
" n=FORECAST_HORIZON,\n",
" time_colname=TIME_COLNAME,\n",
" ts_id_colnames=TIME_SERIES_ID_COLNAMES)\n",
"else:\n",
" df_train, df_test = ts_train_test_split(df_input=df,\n",
" n=FORECAST_HORIZON,\n",
" time_colname=TIME_COLNAME,\n",
" ts_id_colnames=TIME_SERIES_ID_COLNAMES)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Upload files to the Datastore\n",
"The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace) is paired with the storage account, which contains the default data store. We will use it to upload the bike share data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df_train.to_csv(\"train.csv\", index=False)\n",
"df_test.to_csv(\"test.csv\", index=False)\n",
"\n",
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./train.csv'], target_path = 'uni-recipe-dataset/tabular/', overwrite = True,show_progress = True)\n",
"datastore.upload_files(files = ['./test.csv'], target_path = 'uni-recipe-dataset/tabular/', overwrite = True,show_progress = True)\n",
"\n",
"from azureml.core import Dataset\n",
"train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'uni-recipe-dataset/tabular/train.csv')])\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'uni-recipe-dataset/tabular/test.csv')])\n",
"\n",
"# print the first 5 rows of the Dataset\n",
"train_dataset.to_pandas_dataframe().reset_index(drop=True).head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Config AutoML"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"time_series_settings = {\n",
" 'time_column_name': TIME_COLNAME,\n",
" 'forecast_horizon': FORECAST_HORIZON,\n",
" 'target_lags': TARGET_LAGS,\n",
" 'use_stl': STL_TYPE,\n",
" 'blocked_models': BLOCKED_MODELS,\n",
" 'time_series_id_column_names': TIME_SERIES_ID_COLNAMES\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='sample_experiment.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_minutes=20,\n",
" iteration_timeout_minutes=5,\n",
" enable_early_stopping=True,\n",
" training_data=train_dataset,\n",
" label_column_name=TARGET_COLNAME,\n",
" n_cross_validations=5,\n",
" verbosity=logging.INFO,\n",
" max_cores_per_iteration=-1,\n",
" compute_target=compute_target,\n",
" **time_series_settings)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We will now run the experiment, you can go to Azure ML portal to view the run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output=False)\n",
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the best model\n",
"Below we select the best model from all the training iterations using get_output method."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"fitted_model.steps"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Inference\n",
"\n",
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. We will do batch scoring on the test dataset which should have the same schema as training dataset.\n",
"\n",
"The inference will run on a remote compute. In this example, it will re-use the training compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_experiment = Experiment(ws, experiment_name + \"_inference\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retreiving forecasts from the model\n",
"We have created a function called `run_forecast` that submits the test data to the best model determined during the training run and retrieves forecasts. This function uses a helper script `forecasting_script` which is uploaded and expecuted on the remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from run_forecast import run_remote_inference\n",
"remote_run = run_remote_inference(test_experiment=test_experiment, \n",
" compute_target=compute_target,\n",
" train_run=best_run,\n",
" test_dataset=test_dataset,\n",
" target_column_name=TARGET_COLNAME)\n",
"remote_run.wait_for_completion(show_output=False)\n",
"\n",
"remote_run.download_file('outputs/predictions.csv', f'{output_dir}/predictions.csv')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the prediction result for metrics calcuation\n",
"The test data with predictions are saved in artifact `outputs/predictions.csv`. We will use it to calculate accuracy metrics and vizualize predictions versus actuals."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_trans = pd.read_csv(f'{output_dir}/predictions.csv', parse_dates=[TIME_COLNAME])\n",
"X_trans.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# convert forecast in differences to levels\n",
"def convert_fcst_diff_to_levels(fcst, yt, df_orig):\n",
" \"\"\" Convert forecast from first differences to levels. \"\"\"\n",
" fcst = fcst.reset_index(drop=False, inplace=False)\n",
" fcst['predicted_level'] = fcst['predicted'].cumsum()\n",
" fcst['predicted_level'] = fcst['predicted_level'].astype(float) + float(yt)\n",
" # merge actuals\n",
" out = pd.merge(fcst,\n",
" df_orig[[TIME_COLNAME, TARGET_COLNAME]], \n",
" on=[TIME_COLNAME], how='inner')\n",
" out.rename(columns={TARGET_COLNAME: 'actual_level'}, inplace=True)\n",
" return out"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if DIFFERENCE_SERIES: \n",
" # convert forecast in differences to the levels\n",
" INFORMATION_SET_DATE = max(df_train[TIME_COLNAME])\n",
" YT = df.query('{} == @INFORMATION_SET_DATE'.format(TIME_COLNAME))[TARGET_COLNAME]\n",
"\n",
" fcst_df = convert_fcst_diff_to_levels(fcst=X_trans, yt=YT, df_orig=df)\n",
"else:\n",
" fcst_df = X_trans.copy()\n",
" fcst_df['actual_level'] = y_test\n",
" fcst_df['predicted_level'] = y_predictions\n",
"\n",
"del X_trans"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics and save output"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# compute metrics\n",
"metrics_df = compute_metrics(fcst_df=fcst_df,\n",
" metric_name=None,\n",
" ts_id_colnames=None)\n",
"# save output\n",
"metrics_file_name = '{}_metrics.csv'.format(experiment_name)\n",
"fcst_file_name = '{}_forecst.csv'.format(experiment_name)\n",
"plot_file_name = '{}_plot.pdf'.format(experiment_name)\n",
"\n",
"metrics_df.to_csv(os.path.join(output_dir, metrics_file_name), index=True)\n",
"fcst_df.to_csv(os.path.join(output_dir, fcst_file_name), index=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Generate and save visuals"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"plot_df = df.query('{} > \"2010-01-01\"'.format(TIME_COLNAME))\n",
"plot_df.set_index(TIME_COLNAME, inplace=True)\n",
"fcst_df.set_index(TIME_COLNAME, inplace=True)\n",
"\n",
"# generate and save plots\n",
"fig, ax = plt.subplots(dpi=180)\n",
"ax.plot(plot_df[TARGET_COLNAME], '-g', label='Historical')\n",
"ax.plot(fcst_df['actual_level'], '-b', label='Actual')\n",
"ax.plot(fcst_df['predicted_level'], '-r', label='Forecast')\n",
"ax.legend()\n",
"ax.set_title(\"Forecast vs Actuals\")\n",
"ax.set_xlabel(TIME_COLNAME)\n",
"ax.set_ylabel(TARGET_COLNAME)\n",
"locs, labels = plt.xticks()\n",
"\n",
"plt.setp(labels, rotation=45)\n",
"plt.savefig(os.path.join(output_dir, plot_file_name))"
]
}
],
"metadata": {
"authors": [
{
"name": "vlbejan"
}
],
"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": "3.6.9"
}
},
"nbformat": 4,
"nbformat_minor": 4
}

View File

@@ -0,0 +1,4 @@
name: auto-ml-forecasting-univariate-recipe-run-experiment
dependencies:
- pip:
- azureml-sdk

View File

@@ -0,0 +1,350 @@
observation_date,S4248SM144SCEN
1992-01-01,4302
1992-02-01,4323
1992-03-01,4199
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1992-09-01,4093
1992-10-01,4095
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1993-01-01,4124
1993-02-01,4107
1993-03-01,4168
1993-04-01,4254
1993-05-01,4290
1993-06-01,4163
1993-07-01,4274
1993-08-01,4253
1993-09-01,4312
1993-10-01,4296
1993-11-01,4221
1993-12-01,4233
1994-01-01,4218
1994-02-01,4237
1994-03-01,4343
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1994-05-01,4264
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1994-07-01,4381
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1994-09-01,4348
1994-10-01,4357
1994-11-01,4417
1994-12-01,4411
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1995-02-01,4339
1995-03-01,4256
1995-04-01,4276
1995-05-01,4290
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1995-07-01,4305
1995-08-01,4476
1995-09-01,4393
1995-10-01,4447
1995-11-01,4492
1995-12-01,4489
1996-01-01,4635
1996-02-01,4697
1996-03-01,4588
1996-04-01,4633
1996-05-01,4685
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1996-12-01,4604
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1997-03-01,4810
1997-04-01,4626
1997-05-01,4860
1997-06-01,4757
1997-07-01,4916
1997-08-01,4921
1997-09-01,4985
1997-10-01,4905
1997-11-01,4880
1997-12-01,5165
1998-01-01,4885
1998-02-01,4925
1998-03-01,5049
1998-04-01,5090
1998-05-01,5094
1998-06-01,4929
1998-07-01,5132
1998-08-01,5061
1998-09-01,5471
1998-10-01,5327
1998-11-01,5257
1998-12-01,5354
1999-01-01,5427
1999-02-01,5415
1999-03-01,5387
1999-04-01,5483
1999-05-01,5510
1999-06-01,5539
1999-07-01,5532
1999-08-01,5625
1999-09-01,5799
1999-10-01,5843
1999-11-01,5836
1999-12-01,5724
2000-01-01,5757
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2000-05-01,5877
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2000-08-01,6016
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2000-11-01,6111
2000-12-01,6088
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2001-02-01,6300
2001-03-01,5935
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2001-06-01,6231
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2001-11-01,6381
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2002-03-01,6692
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2012-06-01,10175
2012-07-01,10129
2012-08-01,10251
2012-09-01,10227
2012-10-01,10174
2012-11-01,10402
2012-12-01,10664
2013-01-01,10585
2013-02-01,10661
2013-03-01,10649
2013-04-01,10676
2013-05-01,10863
2013-06-01,10690
2013-07-01,11007
2013-08-01,10835
2013-09-01,10900
2013-10-01,10749
2013-11-01,10946
2013-12-01,10864
2014-01-01,10726
2014-02-01,10821
2014-03-01,10789
2014-04-01,10892
2014-05-01,10892
2014-06-01,10789
2014-07-01,10662
2014-08-01,10767
2014-09-01,10779
2014-10-01,10922
2014-11-01,10662
2014-12-01,10808
2015-01-01,10865
2015-02-01,10740
2015-03-01,10917
2015-04-01,10933
2015-05-01,11074
2015-06-01,11108
2015-07-01,11493
2015-08-01,11386
2015-09-01,11502
2015-10-01,11487
2015-11-01,11375
2015-12-01,11445
2016-01-01,11787
2016-02-01,11792
2016-03-01,11649
2016-04-01,11810
2016-05-01,11496
2016-06-01,11600
2016-07-01,11503
2016-08-01,11715
2016-09-01,11732
2016-10-01,11885
2016-11-01,12092
2016-12-01,11857
2017-01-01,11881
2017-02-01,12355
2017-03-01,12027
2017-04-01,12183
2017-05-01,12170
2017-06-01,12387
2017-07-01,12041
2017-08-01,12139
2017-09-01,11861
2017-10-01,12202
2017-11-01,12178
2017-12-01,12126
2018-01-01,11942
2018-02-01,12206
2018-03-01,12362
2018-04-01,12287
2018-05-01,12497
2018-06-01,12621
2018-07-01,12729
2018-08-01,12689
2018-09-01,12874
2018-10-01,12776
2018-11-01,12995
2018-12-01,13291
2019-01-01,13364
2019-02-01,13135
2019-03-01,13123
2019-04-01,13110
2019-05-01,13152
2019-06-01,13201
2019-07-01,13354
2019-08-01,13427
2019-09-01,13472
2019-10-01,13436
2019-11-01,13430
2019-12-01,13588
2020-01-01,13533
2020-02-01,13575
2020-03-01,13867
2020-04-01,12319
2020-05-01,13909
2020-06-01,13982
2020-07-01,15384
2020-08-01,15701
2020-09-01,15006
2020-10-01,15741
2020-11-01,14934
2020-12-01,13061
2021-01-01,15743
1 observation_date S4248SM144SCEN
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3 1992-02-01 4323
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69 1997-08-01 4921
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73 1997-12-01 5165
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81 1998-08-01 5061
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88 1999-03-01 5387
89 1999-04-01 5483
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92 1999-07-01 5532
93 1999-08-01 5625
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258 2013-05-01 10863
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261 2013-08-01 10835
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266 2014-01-01 10726
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350 2021-01-01 15743

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"""
This is the script that is executed on the compute instance. It relies
on the model.pkl file which is uploaded along with this script to the
compute instance.
"""
import argparse
from azureml.core import Dataset, Run
from azureml.automl.core.shared.constants import TimeSeriesInternal
from sklearn.externals import joblib
parser = argparse.ArgumentParser()
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--test_dataset', type=str, dest='test_dataset',
help='Test Dataset')
args = parser.parse_args()
target_column_name = args.target_column_name
test_dataset_id = args.test_dataset
run = Run.get_context()
ws = run.experiment.workspace
# get the input dataset by id
test_dataset = Dataset.get_by_id(ws, id=test_dataset_id)
X_test_df = test_dataset.drop_columns(columns=[target_column_name]).to_pandas_dataframe().reset_index(drop=True)
y_test_df = test_dataset.with_timestamp_columns(None).keep_columns(columns=[target_column_name]).to_pandas_dataframe()
# generate forecast
fitted_model = joblib.load('model.pkl')
y_pred, X_trans = fitted_model.forecast(X_test_df)
# rename target column
X_trans.reset_index(drop=False, inplace=True)
X_trans.rename(columns={TimeSeriesInternal.DUMMY_TARGET_COLUMN: 'predicted'}, inplace=True)
X_trans['actual'] = y_test_df[target_column_name].values
file_name = 'outputs/predictions.csv'
export_csv = X_trans.to_csv(file_name, header=True, index=False) # added Index
# Upload the predictions into artifacts
run.upload_file(name=file_name, path_or_stream=file_name)

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"""
Helper functions to determine AutoML experiment settings for forecasting.
"""
import pandas as pd
import statsmodels.tsa.stattools as stattools
from arch import unitroot
from azureml.automl.core.shared import constants
from azureml.automl.runtime.shared.score import scoring
def adf_test(series, **kw):
"""
Wrapper for the augmented Dickey-Fuller test. Allows users to set the lag order.
:param series: series to test
:return: dictionary of results
"""
if 'lags' in kw.keys():
msg = 'Lag order of {} detected. Running the ADF test...'.format(str(kw['lags']))
print(msg)
statistic, pval, critval, resstore = stattools.adfuller(series,
maxlag=kw['lags'],
autolag=kw['autolag'],
store=kw['store'])
else:
statistic, pval, critval, resstore = stattools.adfuller(series,
autolag=kw['IC'],
store=kw['store'])
output = {'statistic': statistic,
'pval': pval,
'critical': critval,
'resstore': resstore}
return output
def kpss_test(series, **kw):
"""
Wrapper for the KPSS test. Allows users to set the lag order.
:param series: series to test
:return: dictionary of results
"""
if kw['store']:
statistic, p_value, critical_values, rstore = stattools.kpss(series,
regression=kw['reg_type'],
lags=kw['lags'],
store=kw['store'])
else:
statistic, p_value, lags, critical_values = stattools.kpss(series,
regression=kw['reg_type'],
lags=kw['lags'])
output = {'statistic': statistic,
'pval': p_value,
'critical': critical_values,
'lags': rstore.lags if kw['store'] else lags}
if kw['store']:
output.update({'resstore': rstore})
return output
def format_test_output(test_name, test_res, H0_unit_root=True):
"""
Helper function to format output. Return a dictionary with specific keys. Will be used to
construct the summary data frame for all unit root tests.
TODO: Add functionality of choosing based on the max lag order specified by user.
:param test_name: name of the test
:param test_res: object that contains corresponding test information. Can be None if test failed.
:param H0_unit_root: does the null hypothesis of the test assume a unit root process? Some tests do (ADF),
some don't (KPSS).
:return: dictionary of summary table for all tests and final decision on stationary vs non-stationary.
If test failed (test_res is None), return empty dictionary.
"""
# Check if the test failed by trying to extract the test statistic
if test_name in ('ADF', 'KPSS'):
try:
test_res['statistic']
except BaseException:
test_res = None
else:
try:
test_res.stat
except BaseException:
test_res = None
if test_res is None:
return {}
# extract necessary information
if test_name in ('ADF', 'KPSS'):
statistic = test_res['statistic']
crit_val = test_res['critical']['5%']
p_val = test_res['pval']
lags = test_res['resstore'].usedlag if test_name == 'ADF' else test_res['lags']
else:
statistic = test_res.stat
crit_val = test_res.critical_values['5%']
p_val = test_res.pvalue
lags = test_res.lags
if H0_unit_root:
H0 = 'The process is non-stationary'
stationary = "yes" if p_val < 0.05 else "not"
else:
H0 = 'The process is stationary'
stationary = "yes" if p_val > 0.05 else "not"
out = {
'test_name': test_name,
'statistic': statistic,
'crit_val': crit_val,
'p_val': p_val,
'lags': int(lags),
'stationary': stationary,
'Null Hypothesis': H0
}
return out
def unit_root_test_wrapper(series, lags=None):
"""
Main function to run multiple stationarity tests. Runs five tests and returns a summary table + decision
based on the majority rule. If the number of tests that determine a series is stationary equals to the
number of tests that deem it non-stationary, we assume the series is non-stationary.
* Augmented Dickey-Fuller (ADF),
* KPSS,
* ADF using GLS,
* Phillips-Perron (PP),
* Zivot-Andrews (ZA)
:param lags: (optional) parameter that allows user to run a series of tests for a specific lag value.
:param series: series to test
:return: dictionary of summary table for all tests and final decision on stationary vs nonstaionary
"""
# setting for ADF and KPSS tests
adf_settings = {
'IC': 'AIC',
'store': True
}
kpss_settings = {
'reg_type': 'c',
'lags': 'auto',
'store': True
}
arch_test_settings = {} # settings for PP, ADF GLS and ZA tests
if lags is not None:
adf_settings.update({'lags': lags, 'autolag': None})
kpss_settings.update({'lags:': lags})
arch_test_settings = {'lags': lags}
# Run individual tests
adf = adf_test(series, **adf_settings) # ADF test
kpss = kpss_test(series, **kpss_settings) # KPSS test
pp = unitroot.PhillipsPerron(series, **arch_test_settings) # Phillips-Perron test
adfgls = unitroot.DFGLS(series, **arch_test_settings) # ADF using GLS test
za = unitroot.ZivotAndrews(series, **arch_test_settings) # Zivot-Andrews test
# generate output table
adf_dict = format_test_output(test_name='ADF', test_res=adf, H0_unit_root=True)
kpss_dict = format_test_output(test_name='KPSS', test_res=kpss, H0_unit_root=False)
pp_dict = format_test_output(test_name='Philips Perron', test_res=pp, H0_unit_root=True)
adfgls_dict = format_test_output(test_name='ADF GLS', test_res=adfgls, H0_unit_root=True)
za_dict = format_test_output(test_name='Zivot-Andrews', test_res=za, H0_unit_root=True)
test_dict = {'ADF': adf_dict, 'KPSS': kpss_dict, 'PP': pp_dict, 'ADF GLS': adfgls_dict, 'ZA': za_dict}
test_sum = pd.DataFrame.from_dict(test_dict, orient='index').reset_index(drop=True)
# decision based on the majority rule
if test_sum.shape[0] > 0:
ratio = test_sum[test_sum["stationary"] == "yes"].shape[0] / test_sum.shape[0]
else:
ratio = 1 # all tests fail, assume the series is stationary
# Majority rule. If the ratio is exactly 0.5, assume the series in non-stationary.
stationary = 'YES' if (ratio > 0.5) else 'NO'
out = {'summary': test_sum, 'stationary': stationary}
return out
def ts_train_test_split(df_input, n, time_colname, ts_id_colnames=None):
"""
Group data frame by time series ID and split on last n rows for each group.
:param df_input: input data frame
:param n: number of observations in the test set
:param time_colname: time column
:param ts_id_colnames: (optional) list of grain column names
:return train and test data frames
"""
if ts_id_colnames is None:
ts_id_colnames = []
ts_id_colnames_original = ts_id_colnames.copy()
if len(ts_id_colnames) == 0:
ts_id_colnames = ['Grain']
df_input[ts_id_colnames[0]] = 'dummy'
# Sort by ascending time
df_grouped = (df_input.sort_values(time_colname).groupby(ts_id_colnames, group_keys=False))
df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-n])
df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-n:])
# drop group column name if it was not originally provided
if len(ts_id_colnames_original) == 0:
df_head.drop(ts_id_colnames, axis=1, inplace=True)
df_tail.drop(ts_id_colnames, axis=1, inplace=True)
return df_head, df_tail
def compute_metrics(fcst_df, metric_name=None, ts_id_colnames=None):
"""
Calculate metrics per grain.
:param fcst_df: forecast data frame. Must contain 2 columns: 'actual_level' and 'predicted_level'
:param metric_name: (optional) name of the metric to return
:param ts_id_colnames: (optional) list of grain column names
:return: dictionary of summary table for all tests and final decision on stationary vs nonstaionary
"""
if ts_id_colnames is None:
ts_id_colnames = []
if len(ts_id_colnames) == 0:
ts_id_colnames = ['TS_ID']
fcst_df[ts_id_colnames[0]] = 'dummy'
metrics_list = []
for grain, df in fcst_df.groupby(ts_id_colnames):
try:
scores = scoring.score_regression(
y_test=df['actual_level'],
y_pred=df['predicted_level'],
metrics=list(constants.Metric.SCALAR_REGRESSION_SET))
except BaseException:
msg = '{}: metrics calculation failed.'.format(grain)
print(msg)
scores = {}
one_grain_metrics_df = pd.DataFrame(list(scores.items()), columns=['metric_name', 'metric']).\
sort_values(['metric_name'])
one_grain_metrics_df.reset_index(inplace=True, drop=True)
if len(ts_id_colnames) < 2:
one_grain_metrics_df['grain'] = ts_id_colnames[0]
else:
one_grain_metrics_df['grain'] = "|".join(list(grain))
metrics_list.append(one_grain_metrics_df)
# collect into a data frame
grain_metrics = pd.concat(metrics_list)
if metric_name is not None:
grain_metrics = grain_metrics.query('metric_name == @metric_name')
return grain_metrics

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@@ -0,0 +1,38 @@
import os
import shutil
from azureml.core import ScriptRunConfig
def run_remote_inference(test_experiment, compute_target, train_run,
test_dataset, target_column_name, inference_folder='./forecast'):
# Create local directory to copy the model.pkl and forecsting_script.py files into.
# These files will be uploaded to and executed on the compute instance.
os.makedirs(inference_folder, exist_ok=True)
shutil.copy('forecasting_script.py', inference_folder)
train_run.download_file('outputs/model.pkl',
os.path.join(inference_folder, 'model.pkl'))
inference_env = train_run.get_environment()
config = ScriptRunConfig(source_directory=inference_folder,
script='forecasting_script.py',
arguments=['--target_column_name',
target_column_name,
'--test_dataset',
test_dataset.as_named_input(test_dataset.name)],
compute_target=compute_target,
environment=inference_env)
run = test_experiment.submit(config,
tags={'training_run_id':
train_run.id,
'run_algorithm':
train_run.properties['run_algorithm'],
'valid_score':
train_run.properties['score'],
'primary_metric':
train_run.properties['primary_metric']})
run.log("run_algorithm", run.tags['run_algorithm'])
return run

View File

@@ -96,7 +96,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -173,7 +173,7 @@
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"experiment_timeout_hours\": 0.25, # This is a time limit for testing purposes, remove it for real use cases, this will drastically limit ability to find the best model possible\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_stack_ensemble\": False\n",
@@ -436,7 +436,8 @@
"\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')"
" task='classification',\n",
" automl_run=automl_run)"
]
},
{
@@ -453,11 +454,10 @@
"metadata": {},
"outputs": [],
"source": [
"from interpret.ext.glassbox import LGBMExplainableModel\n",
"from azureml.interpret.mimic_wrapper import MimicWrapper\n",
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator,\n",
" explainable_model=automl_explainer_setup_obj.surrogate_model, \n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,\n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_explainer_setup_obj.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,\n",

View File

@@ -77,7 +77,6 @@
"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.automl.core.featurization import FeaturizationConfig\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.core.dataset import Dataset"
@@ -96,7 +95,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -130,6 +129,8 @@
"### 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",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."
@@ -152,7 +153,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
@@ -539,8 +540,6 @@
"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",
@@ -718,14 +717,13 @@
"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",
"from azureml.core.environment import Environment\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
" memory_gb=1, \n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=2, \n",
" memory_gb=2, \n",
" tags={\"data\": \"Machine Data\", \n",
" \"method\" : \"local_explanation\"}, \n",
" description='Get local explanations for Machine test data')\n",

View File

@@ -50,11 +50,13 @@ X_test = test_dataset.drop_columns(columns=['<<target_column_name>>'])
# Setup the class for explaining the AutoML models
automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, '<<task>>',
X=X_train, X_test=X_test,
y=y_train)
y=y_train,
automl_run=automl_run)
# 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,
init_dataset=automl_explainer_setup_obj.X_transform,
run=automl_explainer_setup_obj.automl_run,
features=automl_explainer_setup_obj.engineered_feature_names,
feature_maps=[automl_explainer_setup_obj.feature_map],
classes=automl_explainer_setup_obj.classes)

View File

@@ -92,7 +92,7 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.27.0 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.34.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -145,7 +145,7 @@
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
@@ -213,7 +213,7 @@
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"primary_metric\": 'normalized_root_mean_squared_error',\n",
" \"enable_early_stopping\": True, \n",
" \"experiment_timeout_hours\": 0.3, #for real scenarios we reccommend a timeout of at least one hour \n",
" \"max_concurrent_iterations\": 4,\n",

View File

@@ -350,32 +350,6 @@
"displayHTML(\"<a href={} target='_blank'>Azure Portal: {}</a>\".format(local_run.get_portal_url(), local_run.id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs after the experiment is completed (in portal)\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",
" #print(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": {},

View File

@@ -352,32 +352,6 @@
"displayHTML(\"<a href={} target='_blank'>Azure Portal: {}</a>\".format(local_run.get_portal_url(), local_run.id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs after the experiment is completed (in portal)\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",
" #print(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": {},

View File

@@ -0,0 +1,186 @@
{
"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": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-arcadia/Synapse_Job_Scala_Support.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Get AML workspace which has synapse spark pool attached"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace, Experiment, Dataset, Environment\n",
"\n",
"ws = Workspace.from_config()\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Leverage ScriptRunConfig to submit scala job to an attached synapse spark cluster"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Prepare data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.datastore import Datastore\n",
"# Use the default blob storage\n",
"def_blob_store = Datastore(ws, \"workspaceblobstore\")\n",
"\n",
"# We are uploading a sample file in the local directory to be used as a datasource\n",
"file_name = \"shakespeare.txt\"\n",
"def_blob_store.upload_files(files=[\"./{}\".format(file_name)], overwrite=False)\n",
"\n",
"# Create file dataset\n",
"file_dataset = Dataset.File.from_files(path=[(def_blob_store, file_name)])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.data import HDFSOutputDatasetConfig\n",
"import uuid\n",
"\n",
"run_config = RunConfiguration(framework=\"pyspark\")\n",
"run_config.target = \"link-pool\"\n",
"run_config.spark.configuration[\"spark.driver.memory\"] = \"2g\"\n",
"run_config.spark.configuration[\"spark.driver.cores\"] = 2\n",
"run_config.spark.configuration[\"spark.executor.memory\"] = \"2g\"\n",
"run_config.spark.configuration[\"spark.executor.cores\"] = 1\n",
"run_config.spark.configuration[\"spark.executor.instances\"] = 1\n",
"# This can be removed if you are using local jars in source folder\n",
"run_config.spark.configuration[\"spark.yarn.dist.jars\"]=\"wasbs://synapse@azuremlexamples.blob.core.windows.net/shared/wordcount.jar\"\n",
"\n",
"dir_name = \"wordcount-{}\".format(str(uuid.uuid4()))\n",
"input = file_dataset.as_named_input(\"input\").as_hdfs()\n",
"output = HDFSOutputDatasetConfig(destination=(ws.get_default_datastore(), \"{}/result\".format(dir_name)))\n",
"\n",
"from azureml.core import ScriptRunConfig\n",
"args = ['--input', input, '--output', output]\n",
"script_run_config = ScriptRunConfig(source_directory = '.',\n",
" script= 'start_script.py',\n",
" arguments= args,\n",
" run_config = run_config)\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Experiment\n",
"exp = Experiment(workspace=ws, name='synapse-spark')\n",
"run = exp.submit(config=script_run_config)\n",
"run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Leverage SynapseSparkStep in an AML pipeline to add dataprep step on synapse spark cluster"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Pipeline\n",
"from azureml.pipeline.steps import SynapseSparkStep\n",
"\n",
"configs = {}\n",
"#configs[\"spark.yarn.dist.jars\"] = \"wasbs://synapse@azuremlexamples.blob.core.windows.net/shared/wordcount.jar\"\n",
"step_1 = SynapseSparkStep(name = 'synapse-spark',\n",
" file = 'start_script.py',\n",
" jars = \"wasbs://synapse@azuremlexamples.blob.core.windows.net/shared/wordcount.jar\",\n",
" source_directory=\".\",\n",
" arguments = args,\n",
" compute_target = 'link-pool',\n",
" driver_memory = \"2g\",\n",
" driver_cores = 2,\n",
" executor_memory = \"2g\",\n",
" executor_cores = 1,\n",
" num_executors = 1,\n",
" conf = configs)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pipeline = Pipeline(workspace=ws, steps=[step_1])\n",
"pipeline_run = pipeline.submit('synapse-pipeline', regenerate_outputs=True)"
]
}
],
"metadata": {
"authors": [
{
"name": "feli1"
}
],
"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"
},
"nteract": {
"version": "0.28.0"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,240 @@
{
"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": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-arcadia/Synapse_Session_Scala_Support.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Interactive Spark Session on Synapse Spark Pool"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"!pip install -U \"azureml-synapse\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"For JupyterLab, please additionally run:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"!jupyter lab build --minimize=False"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## PLEASE restart kernel and then refresh web page before starting spark session."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## 0. Magic Usage"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"execution": {
"iopub.execute_input": "2020-06-05T03:22:14.965395Z",
"iopub.status.busy": "2020-06-05T03:22:14.965395Z",
"iopub.status.idle": "2020-06-05T03:22:14.970398Z",
"shell.execute_reply": "2020-06-05T03:22:14.969397Z",
"shell.execute_reply.started": "2020-06-05T03:22:14.965395Z"
},
"gather": {
"logged": 1615594584642
}
},
"outputs": [],
"source": [
"# show help\n",
"%synapse ?"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# 1. Start Synapse Session"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"gather": {
"logged": 1615577715289
}
},
"outputs": [],
"source": [
"%synapse start -c linktestpool --start-timeout 1000"
]
},
{
"cell_type": "markdown",
"metadata": {
"nteract": {
"transient": {
"deleting": false
}
}
},
"source": [
"# 2. Use Scala"
]
},
{
"cell_type": "markdown",
"metadata": {
"nteract": {
"transient": {
"deleting": false
}
}
},
"source": [
"## (1) Read Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"jupyter": {
"outputs_hidden": false,
"source_hidden": false
},
"nteract": {
"transient": {
"deleting": false
}
}
},
"outputs": [],
"source": [
"%%synapse scala\n",
"\n",
"var df = spark.read.option(\"header\", \"true\").csv(\"wasbs://demo@dprepdata.blob.core.windows.net/Titanic.csv\")\n",
"df.show(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## (2) Use Scala Sql"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"jupyter": {
"outputs_hidden": false,
"source_hidden": false
},
"nteract": {
"transient": {
"deleting": false
}
}
},
"outputs": [],
"source": [
"%%synapse scala\n",
"\n",
"df.createOrReplaceTempView(\"titanic\")\n",
"var sqlDF = spark.sql(\"SELECT Name, Fare from titanic\")\n",
"sqlDF.show(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Stop Session"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"jupyter": {
"outputs_hidden": false,
"source_hidden": false
},
"nteract": {
"transient": {
"deleting": false
}
}
},
"outputs": [],
"source": [
"%synapse stop"
]
}
],
"metadata": {
"authors": [
{
"name": "feli1"
}
],
"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"
},
"nteract": {
"version": "0.28.0"
}
},
"nbformat": 4,
"nbformat_minor": 4
}

View File

@@ -0,0 +1,270 @@
This is the 100th Etext file presented by Project Gutenberg, and
is presented in cooperation with World Library, Inc., from their
Library of the Future and Shakespeare CDROMS. Project Gutenberg
often releases Etexts that are NOT placed in the Public Domain!!
Shakespeare
*This Etext has certain copyright implications you should read!*
<<THIS ELECTRONIC VERSION OF THE COMPLETE WORKS OF WILLIAM
SHAKESPEARE IS COPYRIGHT 1990-1993 BY WORLD LIBRARY, INC., AND IS
PROVIDED BY PROJECT GUTENBERG ETEXT OF ILLINOIS BENEDICTINE COLLEGE
WITH PERMISSION. ELECTRONIC AND MACHINE READABLE COPIES MAY BE
DISTRIBUTED SO LONG AS SUCH COPIES (1) ARE FOR YOUR OR OTHERS
PERSONAL USE ONLY, AND (2) ARE NOT DISTRIBUTED OR USED
COMMERCIALLY. PROHIBITED COMMERCIAL DISTRIBUTION INCLUDES BY ANY
SERVICE THAT CHARGES FOR DOWNLOAD TIME OR FOR MEMBERSHIP.>>
*Project Gutenberg is proud to cooperate with The World Library*
in the presentation of The Complete Works of William Shakespeare
for your reading for education and entertainment. HOWEVER, THIS
IS NEITHER SHAREWARE NOR PUBLIC DOMAIN. . .AND UNDER THE LIBRARY
OF THE FUTURE CONDITIONS OF THIS PRESENTATION. . .NO CHARGES MAY
BE MADE FOR *ANY* ACCESS TO THIS MATERIAL. YOU ARE ENCOURAGED!!
TO GIVE IT AWAY TO ANYONE YOU LIKE, BUT NO CHARGES ARE ALLOWED!!
**Welcome To The World of Free Plain Vanilla Electronic Texts**
**Etexts Readable By Both Humans and By Computers, Since 1971**
*These Etexts Prepared By Hundreds of Volunteers and Donations*
Information on contacting Project Gutenberg to get Etexts, and
further information is included below. We need your donations.
The Complete Works of William Shakespeare
January, 1994 [Etext #100]
The Library of the Future Complete Works of William Shakespeare
Library of the Future is a TradeMark (TM) of World Library Inc.
******This file should be named shaks12.txt or shaks12.zip*****
Corrected EDITIONS of our etexts get a new NUMBER, shaks13.txt
VERSIONS based on separate sources get new LETTER, shaks10a.txt
If you would like further information about World Library, Inc.
Please call them at 1-800-443-0238 or email julianc@netcom.com
Please give them our thanks for their Shakespeare cooperation!
The official release date of all Project Gutenberg Etexts is at
Midnight, Central Time, of the last day of the stated month. A
preliminary version may often be posted for suggestion, comment
and editing by those who wish to do so. To be sure you have an
up to date first edition [xxxxx10x.xxx] please check file sizes
in the first week of the next month. Since our ftp program has
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<<THIS ELECTRONIC VERSION OF THE COMPLETE WORKS OF WILLIAM
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End of this Etext of The Complete Works of William Shakespeare

View File

@@ -46,7 +46,7 @@
"import azureml.core\n",
"from azureml.core import Workspace, Experiment\n",
"from azureml.core import LinkedService, SynapseWorkspaceLinkedServiceConfiguration\n",
"from azureml.core.compute import ComputeTarget, SynapseCompute\n",
"from azureml.core.compute import ComputeTarget, AmlCompute, SynapseCompute\n",
"from azureml.exceptions import ComputeTargetException\n",
"from azureml.data import HDFSOutputDatasetConfig\n",
"from azureml.core.datastore import Datastore\n",

View File

@@ -0,0 +1,18 @@
from pyspark.sql import SparkSession
import argparse
parser = argparse.ArgumentParser()
parser.add_argument("--input", default="")
parser.add_argument("--output", default="")
args, unparsed = parser.parse_known_args()
spark = SparkSession.builder.getOrCreate()
sc = spark.sparkContext
arr = sc._gateway.new_array(sc._jvm.java.lang.String, 2)
arr[0] = args.input
arr[1] = args.output
obj = sc._jvm.WordCount
obj.main(arr)

View File

@@ -157,7 +157,9 @@
"metadata": {},
"source": [
"## Provision the AKS Cluster\n",
"If you already have an AKS cluster attached to this workspace, skip the step below and provide the name of the cluster."
"If you already have an AKS cluster attached to this workspace, skip the step below and provide the name of the cluster.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -267,7 +267,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create AKS compute if you haven't done so."
"### Create AKS compute if you haven't done so.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -211,6 +211,8 @@
"# Provision the AKS Cluster with SSL\n",
"This is a one time setup. You can reuse this cluster for multiple deployments after it has been created. If you delete the cluster or the resource group that contains it, then you would have to recreate it.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"See code snippet below. Check the documentation [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-secure-web-service) for more details"
]
},

View File

@@ -325,7 +325,9 @@
"metadata": {},
"source": [
"# Provision the AKS Cluster\n",
"This is a one time setup. You can reuse this cluster for multiple deployments after it has been created. If you delete the cluster or the resource group that contains it, then you would have to recreate it."
"This is a one time setup. You can reuse this cluster for multiple deployments after it has been created. If you delete the cluster or the resource group that contains it, then you would have to recreate it.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -121,8 +121,6 @@
"source": [
"You can now create and/or use an Environment object when deploying a Webservice. The Environment can have been previously registered with your Workspace, or it will be registered with it as a part of the Webservice deployment.\n",
"\n",
"In this notebook, we will be using 'AzureML-PySpark-MmlSpark-0.15', a curated environment.\n",
"\n",
"More information can be found in our [using environments notebook](../training/using-environments/using-environments.ipynb)."
]
},
@@ -132,9 +130,17 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Environment\n",
"\n",
"env = Environment.get(ws, name='AzureML-PySpark-MmlSpark-0.15')\n"
"from azureml.core import Environment\r\n",
"from azureml.core.environment import SparkPackage\r\n",
"from azureml.core.conda_dependencies import CondaDependencies\r\n",
"\r\n",
"myenv = Environment('my-pyspark-environment')\r\n",
"myenv.docker.base_image = \"mcr.microsoft.com/mmlspark/release:0.15\"\r\n",
"myenv.inferencing_stack_version = \"latest\"\r\n",
"myenv.python.conda_dependencies = CondaDependencies.create(pip_packages=[\"azureml-core\",\"azureml-defaults\",\"azureml-telemetry\",\"azureml-train-restclients-hyperdrive\",\"azureml-train-core\"], python_version=\"3.6.2\")\r\n",
"myenv.python.conda_dependencies.add_channel(\"conda-forge\")\r\n",
"myenv.spark.packages = [SparkPackage(\"com.microsoft.ml.spark\", \"mmlspark_2.11\", \"0.15\"), SparkPackage(\"com.microsoft.azure\", \"azure-storage\", \"2.0.0\"), SparkPackage(\"org.apache.hadoop\", \"hadoop-azure\", \"2.7.0\")]\r\n",
"myenv.spark.repositories = [\"https://mmlspark.azureedge.net/maven\"]\r\n"
]
},
{
@@ -171,7 +177,7 @@
"source": [
"from azureml.core.model import InferenceConfig\n",
"\n",
"inference_config = InferenceConfig(entry_script=\"score.py\", environment=env)"
"inference_config = InferenceConfig(entry_script=\"score.py\", environment=myenv)"
]
},
{

View File

@@ -203,6 +203,8 @@
"source": [
"### Provision a compute target\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"You can provision an AmlCompute resource by simply defining two parameters thanks to smart defaults. By default it autoscales from 0 nodes and provisions dedicated VMs to run your job in a container. This is useful when you want to continously re-use the same target, debug it between jobs or simply share the resource with other users of your workspace.\n",
"\n",
"* `vm_size`: VM family of the nodes provisioned by AmlCompute. Simply choose from the supported_vmsizes() above\n",
@@ -215,7 +217,6 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
@@ -265,7 +266,7 @@
"available_packages = pkg_resources.working_set\n",
"sklearn_ver = None\n",
"pandas_ver = None\n",
"for dist in available_packages:\n",
"for dist in list(available_packages):\n",
" if dist.key == 'scikit-learn':\n",
" sklearn_ver = dist.version\n",
" elif dist.key == 'pandas':\n",
@@ -284,7 +285,6 @@
"azureml_pip_packages.extend([sklearn_dep, pandas_dep])\n",
"run_config.environment.python.conda_dependencies = CondaDependencies.create(pip_packages=azureml_pip_packages)\n",
"\n",
"from azureml.core import Run\n",
"from azureml.core import ScriptRunConfig\n",
"\n",
"src = ScriptRunConfig(source_directory=project_folder, \n",
@@ -414,7 +414,6 @@
"outputs": [],
"source": [
"# Retrieve x_test for visualization\n",
"import joblib\n",
"x_test_path = './x_test_boston_housing.pkl'\n",
"run.download_file('x_test_boston_housing.pkl', output_file_path=x_test_path)"
]
@@ -442,7 +441,7 @@
"metadata": {},
"outputs": [],
"source": [
"from interpret_community.widget import ExplanationDashboard"
"from raiwidgets import ExplanationDashboard"
]
},
{
@@ -451,7 +450,7 @@
"metadata": {},
"outputs": [],
"source": [
"ExplanationDashboard(global_explanation, original_model, datasetX=x_test)"
"ExplanationDashboard(global_explanation, original_model, dataset=x_test)"
]
},
{

View File

@@ -11,3 +11,4 @@ dependencies:
- matplotlib
- azureml-dataset-runtime
- ipywidgets
- raiwidgets~=0.7.0

View File

@@ -87,7 +87,6 @@
"from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
"from sklearn.svm import SVC\n",
"import pandas as pd\n",
"import numpy as np\n",
"\n",
"# Explainers:\n",
"# 1. SHAP Tabular Explainer\n",
@@ -533,7 +532,7 @@
"metadata": {},
"outputs": [],
"source": [
"from interpret_community.widget import ExplanationDashboard"
"from raiwidgets import ExplanationDashboard"
]
},
{
@@ -542,7 +541,7 @@
"metadata": {},
"outputs": [],
"source": [
"ExplanationDashboard(downloaded_global_explanation, model, datasetX=x_test)"
"ExplanationDashboard(downloaded_global_explanation, model, dataset=x_test)"
]
},
{

View File

@@ -10,3 +10,4 @@ dependencies:
- ipython
- matplotlib
- ipywidgets
- raiwidgets~=0.7.0

View File

@@ -170,7 +170,6 @@
"from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
"from sklearn.impute import SimpleImputer\n",
"from sklearn.pipeline import Pipeline\n",
"from sklearn.linear_model import LogisticRegression\n",
"from sklearn.ensemble import RandomForestClassifier\n",
"\n",
"from interpret.ext.blackbox import TabularExplainer\n",
@@ -221,7 +220,6 @@
" ('classifier', RandomForestClassifier())])\n",
"\n",
"# Split data into train and test\n",
"from sklearn.model_selection import train_test_split\n",
"x_train, x_test, y_train, y_test = train_test_split(attritionXData,\n",
" target,\n",
" test_size=0.2,\n",
@@ -296,7 +294,7 @@
"metadata": {},
"outputs": [],
"source": [
"from interpret_community.widget import ExplanationDashboard"
"from raiwidgets import ExplanationDashboard"
]
},
{
@@ -305,7 +303,7 @@
"metadata": {},
"outputs": [],
"source": [
"ExplanationDashboard(global_explanation, clf, datasetX=x_test)"
"ExplanationDashboard(global_explanation, clf, dataset=x_test)"
]
},
{
@@ -356,8 +354,7 @@
"# the submitted job is run in. Note the remote environment(s) needs to be similar to the local\n",
"# environment, otherwise if a model is trained or deployed in a different environment this can\n",
"# cause errors. Please take extra care when specifying your dependencies in a production environment.\n",
"myenv = CondaDependencies.create(pip_packages=['pyyaml', sklearn_dep, pandas_dep] + azureml_pip_packages,\n",
" pin_sdk_version=False)\n",
"myenv = CondaDependencies.create(pip_packages=['pyyaml', sklearn_dep, pandas_dep] + azureml_pip_packages)\n",
"\n",
"with open(\"myenv.yml\",\"w\") as f:\n",
" f.write(myenv.serialize_to_string())\n",
@@ -383,10 +380,8 @@
"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",
"from azureml.core.environment import Environment\n",
"from azureml.exceptions import WebserviceException\n",
"\n",

View File

@@ -10,3 +10,4 @@ dependencies:
- ipython
- matplotlib
- ipywidgets
- raiwidgets~=0.7.0

View File

@@ -204,6 +204,8 @@
"source": [
"### Provision a compute target\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"You can provision an AmlCompute resource by simply defining two parameters thanks to smart defaults. By default it autoscales from 0 nodes and provisions dedicated VMs to run your job in a container. This is useful when you want to continously re-use the same target, debug it between jobs or simply share the resource with other users of your workspace.\n",
"\n",
"* `vm_size`: VM family of the nodes provisioned by AmlCompute. Simply choose from the supported_vmsizes() above\n",
@@ -216,7 +218,6 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
@@ -378,7 +379,6 @@
"outputs": [],
"source": [
"# Retrieve x_test for visualization\n",
"import joblib\n",
"x_test_path = './x_test.pkl'\n",
"run.download_file('x_test_ibm.pkl', output_file_path=x_test_path)\n",
"x_test = joblib.load(x_test_path)"
@@ -398,7 +398,7 @@
"metadata": {},
"outputs": [],
"source": [
"from interpret_community.widget import ExplanationDashboard"
"from raiwidgets import ExplanationDashboard"
]
},
{
@@ -407,7 +407,7 @@
"metadata": {},
"outputs": [],
"source": [
"ExplanationDashboard(global_explanation, original_svm_model, datasetX=x_test)"
"ExplanationDashboard(global_explanation, original_svm_model, dataset=x_test)"
]
},
{
@@ -424,8 +424,6 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.conda_dependencies import CondaDependencies \n",
"\n",
"# WARNING: to install this, g++ needs to be available on the Docker image and is not by default (look at the next cell)\n",
"azureml_pip_packages = [\n",
" 'azureml-defaults', 'azureml-core', 'azureml-telemetry',\n",
@@ -435,7 +433,6 @@
"\n",
"# Note: this is to pin the scikit-learn and pandas versions to be same as notebook.\n",
"# In production scenario user would choose their dependencies\n",
"import pkg_resources\n",
"available_packages = pkg_resources.working_set\n",
"sklearn_ver = None\n",
"pandas_ver = None\n",
@@ -481,10 +478,8 @@
"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",
"from azureml.core.environment import Environment\n",
"from azureml.exceptions import WebserviceException\n",
"\n",

View File

@@ -12,3 +12,4 @@ dependencies:
- azureml-dataset-runtime
- azureml-core
- ipywidgets
- raiwidgets~=0.7.0

View File

@@ -126,7 +126,7 @@
},
"outputs": [],
"source": [
"from msrest.exceptions import HttpOperationError\n",
"from azureml.exceptions import UserErrorException\n",
"\n",
"blob_datastore_name='MyBlobDatastore'\n",
"account_name=os.getenv(\"BLOB_ACCOUNTNAME_62\", \"<my-account-name>\") # Storage account name\n",
@@ -136,7 +136,7 @@
"try:\n",
" blob_datastore = Datastore.get(ws, blob_datastore_name)\n",
" print(\"Found Blob Datastore with name: %s\" % blob_datastore_name)\n",
"except HttpOperationError:\n",
"except UserErrorException:\n",
" blob_datastore = Datastore.register_azure_blob_container(\n",
" workspace=ws,\n",
" datastore_name=blob_datastore_name,\n",
@@ -180,7 +180,7 @@
"try:\n",
" adls_datastore = Datastore.get(ws, datastore_name)\n",
" print(\"Found datastore with name: %s\" % datastore_name)\n",
"except HttpOperationError:\n",
"except UserErrorException:\n",
" adls_datastore = Datastore.register_azure_data_lake(\n",
" workspace=ws,\n",
" datastore_name=datastore_name,\n",
@@ -270,7 +270,7 @@
"try:\n",
" sql_datastore = Datastore.get(ws, sql_datastore_name)\n",
" print(\"Found sql database datastore with name: %s\" % sql_datastore_name)\n",
"except HttpOperationError:\n",
"except UserErrorException:\n",
" sql_datastore = Datastore.register_azure_sql_database(\n",
" workspace=ws,\n",
" datastore_name=sql_datastore_name,\n",
@@ -312,7 +312,7 @@
"try:\n",
" psql_datastore = Datastore.get(ws, psql_datastore_name)\n",
" print(\"Found PostgreSQL database datastore with name: %s\" % psql_datastore_name)\n",
"except HttpOperationError:\n",
"except UserErrorException:\n",
" psql_datastore = Datastore.register_azure_postgre_sql(\n",
" workspace=ws,\n",
" datastore_name=psql_datastore_name,\n",
@@ -353,7 +353,7 @@
"try:\n",
" mysql_datastore = Datastore.get(ws, mysql_datastore_name)\n",
" print(\"Found MySQL database datastore with name: %s\" % mysql_datastore_name)\n",
"except HttpOperationError:\n",
"except UserErrorException:\n",
" mysql_datastore = Datastore.register_azure_my_sql(\n",
" workspace=ws,\n",
" datastore_name=mysql_datastore_name,\n",

View File

@@ -209,6 +209,8 @@
"#### Retrieve or create a Azure Machine Learning compute\n",
"Azure Machine Learning Compute is a service for provisioning and managing clusters of Azure virtual machines for running machine learning workloads. Let's create a new Azure Machine Learning Compute in the current workspace, if it doesn't already exist. We will then run the training script on this compute target.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"If we could not find the compute with the given name in the previous cell, then we will create a new compute here. We will create an Azure Machine Learning Compute containing **STANDARD_D2_V2 CPU VMs**. This process is broken down into the following steps:\n",
"\n",
"1. Create the configuration\n",

View File

@@ -55,7 +55,9 @@
"metadata": {},
"source": [
"### Compute Target\n",
"Retrieve an already attached Azure Machine Learning Compute to use in the Pipeline."
"Retrieve an already attached Azure Machine Learning Compute to use in the Pipeline.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -210,6 +210,8 @@
"## Retrieve or create a Azure Machine Learning compute\n",
"Azure Machine Learning Compute is a service for provisioning and managing clusters of Azure virtual machines for running machine learning workloads. Let's create a new Azure Machine Learning Compute in the current workspace, if it doesn't already exist. We will then run the training script on this compute target.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"If we could not find the compute with the given name in the previous cell, then we will create a new compute here. This process is broken down into the following steps:\n",
"\n",
"1. Create the configuration\n",

View File

@@ -68,7 +68,9 @@
"metadata": {},
"source": [
"### Compute Targets\n",
"#### Retrieve an already attached Azure Machine Learning Compute"
"#### Retrieve an already attached Azure Machine Learning Compute\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -54,7 +54,9 @@
"metadata": {},
"source": [
"### Compute Targets\n",
"#### Retrieve an already attached Azure Machine Learning Compute"
"#### Retrieve an already attached Azure Machine Learning Compute\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -78,7 +78,9 @@
"source": [
"#### Initialization, Steps to create a Pipeline\n",
"\n",
"The best practice is to use separate folders for scripts and its dependent files for each step and specify that folder as the `source_directory` for the step. This helps reduce the size of the snapshot created for the step (only the specific folder is snapshotted). Since changes in any files in the `source_directory` would trigger a re-upload of the snapshot, this helps keep the reuse of the step when there are no changes in the `source_directory` of the step."
"The best practice is to use separate folders for scripts and its dependent files for each step and specify that folder as the `source_directory` for the step. This helps reduce the size of the snapshot created for the step (only the specific folder is snapshotted). Since changes in any files in the `source_directory` would trigger a re-upload of the snapshot, this helps keep the reuse of the step when there are no changes in the `source_directory` of the step.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -109,7 +109,9 @@
"metadata": {},
"source": [
"## Create or Attach an AmlCompute cluster\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 get the default `AmlCompute` as your training compute resource."
"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 get the default `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -47,8 +47,9 @@
"outputs": [],
"source": [
"import azureml.core\n",
"from azureml.core import Workspace, Experiment, Dataset\n",
"from azureml.core import Workspace, Experiment, Dataset, RunConfiguration\n",
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.environment import CondaDependencies\n",
"from azureml.data.dataset_consumption_config import DatasetConsumptionConfig\n",
"from azureml.widgets import RunDetails\n",
"\n",
@@ -111,7 +112,9 @@
"metadata": {},
"source": [
"## Create or Attach an AmlCompute cluster\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 get the default `AmlCompute` as your training compute resource."
"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 get the default `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -221,6 +224,18 @@
"Note that the ```file_ds_consumption``` and ```tabular_ds_consumption``` are specified as both arguments and inputs to create a step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"conda_dep = CondaDependencies()\n",
"conda_dep.add_pip_package(\"pandas\")\n",
"\n",
"run_config = RunConfiguration(conda_dependencies=conda_dep)"
]
},
{
"cell_type": "code",
"execution_count": null,
@@ -233,7 +248,8 @@
" arguments=[\"--param1\", file_ds_consumption, \"--param2\", tabular_ds_consumption],\n",
" inputs=[file_ds_consumption, tabular_ds_consumption],\n",
" compute_target=compute_target,\n",
" source_directory=source_directory)\n",
" source_directory=source_directory,\n",
" runconfig=run_config)\n",
"\n",
"print(\"train_step created\")\n",
"\n",
@@ -496,7 +512,7 @@
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"order_index": 13,
"order_index": 13.0,
"star_tag": [
"featured"
],

View File

@@ -19,20 +19,21 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Using Databricks as a Compute Target from Azure Machine Learning Pipeline\n",
"To use Databricks as a compute target from [Azure Machine Learning Pipeline](https://aka.ms/pl-concept), a [DatabricksStep](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps.databricks_step.databricksstep?view=azure-ml-py) is used. This notebook demonstrates the use of DatabricksStep in Azure Machine Learning Pipeline.\n",
"\n",
"The notebook will show:\n",
"1. Running an arbitrary Databricks notebook that the customer has in Databricks workspace\n",
"2. Running an arbitrary Python script that the customer has in DBFS\n",
"3. Running an arbitrary Python script that is available on local computer (will upload to DBFS, and then run in Databricks) \n",
"4. Running a JAR job that the customer has in DBFS.\n",
"\n",
"## Before you begin:\n",
"\n",
"1. **Create an Azure Databricks workspace** in the same subscription where you have your Azure Machine Learning workspace. You will need details of this workspace later on to define DatabricksStep. [Click here](https://ms.portal.azure.com/#blade/HubsExtension/Resources/resourceType/Microsoft.Databricks%2Fworkspaces) for more information.\n",
"2. **Create PAT (access token)**: Manually create a Databricks access token at the Azure Databricks portal. See [this](https://docs.databricks.com/api/latest/authentication.html#generate-a-token) for more information.\n",
"3. **Add demo notebook to ADB**: This notebook has a sample you can use as is. Launch Azure Databricks attached to your Azure Machine Learning workspace and add a new notebook. \n",
"# Using Databricks as a Compute Target from Azure Machine Learning Pipeline\r\n",
"To use Databricks as a compute target from [Azure Machine Learning Pipeline](https://aka.ms/pl-concept), a [DatabricksStep](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps.databricks_step.databricksstep?view=azure-ml-py) is used. This notebook demonstrates the use of DatabricksStep in Azure Machine Learning Pipeline.\r\n",
"\r\n",
"The notebook will show:\r\n",
"1. Running an arbitrary Databricks notebook that the customer has in Databricks workspace\r\n",
"2. Running an arbitrary Python script that the customer has in DBFS\r\n",
"3. Running an arbitrary Python script that is available on local computer (will upload to DBFS, and then run in Databricks) \r\n",
"4. Running a JAR job that the customer has in DBFS.\r\n",
"5. How to get run context in a Databricks interactive cluster\r\n",
"\r\n",
"## Before you begin:\r\n",
"\r\n",
"1. **Create an Azure Databricks workspace** in the same subscription where you have your Azure Machine Learning workspace. You will need details of this workspace later on to define DatabricksStep. [Click here](https://ms.portal.azure.com/#blade/HubsExtension/Resources/resourceType/Microsoft.Databricks%2Fworkspaces) for more information.\r\n",
"2. **Create PAT (access token)**: Manually create a Databricks access token at the Azure Databricks portal. See [this](https://docs.databricks.com/api/latest/authentication.html#generate-a-token) for more information.\r\n",
"3. **Add demo notebook to ADB**: This notebook has a sample you can use as is. Launch Azure Databricks attached to your Azure Machine Learning workspace and add a new notebook. \r\n",
"4. **Create/attach a Blob storage** for use from ADB"
]
},
@@ -48,33 +49,33 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\n",
"# direct access\n",
"dbutils.widgets.get(\"myparam\")\n",
"p = getArgument(\"myparam\")\n",
"print (\"Param -\\'myparam':\")\n",
"print (p)\n",
"\n",
"dbutils.widgets.get(\"input\")\n",
"i = getArgument(\"input\")\n",
"print (\"Param -\\'input':\")\n",
"print (i)\n",
"\n",
"dbutils.widgets.get(\"output\")\n",
"o = getArgument(\"output\")\n",
"print (\"Param -\\'output':\")\n",
"print (o)\n",
"\n",
"n = i + \"/testdata.txt\"\n",
"df = spark.read.csv(n)\n",
"\n",
"display (df)\n",
"\n",
"data = [('value1', 'value2')]\n",
"df2 = spark.createDataFrame(data)\n",
"\n",
"z = o + \"/output.txt\"\n",
"df2.write.csv(z)\n",
"```python\r\n",
"# direct access\r\n",
"dbutils.widgets.get(\"myparam\")\r\n",
"p = getArgument(\"myparam\")\r\n",
"print (\"Param -\\'myparam':\")\r\n",
"print (p)\r\n",
"\r\n",
"dbutils.widgets.get(\"input\")\r\n",
"i = getArgument(\"input\")\r\n",
"print (\"Param -\\'input':\")\r\n",
"print (i)\r\n",
"\r\n",
"dbutils.widgets.get(\"output\")\r\n",
"o = getArgument(\"output\")\r\n",
"print (\"Param -\\'output':\")\r\n",
"print (o)\r\n",
"\r\n",
"n = i + \"/testdata.txt\"\r\n",
"df = spark.read.csv(n)\r\n",
"\r\n",
"display (df)\r\n",
"\r\n",
"data = [('value1', 'value2')]\r\n",
"df2 = spark.createDataFrame(data)\r\n",
"\r\n",
"z = o + \"/output.txt\"\r\n",
"df2.write.csv(z)\r\n",
"```"
]
},
@@ -91,18 +92,18 @@
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import azureml.core\n",
"from azureml.core.runconfig import JarLibrary\n",
"from azureml.core.compute import ComputeTarget, DatabricksCompute\n",
"from azureml.exceptions import ComputeTargetException\n",
"from azureml.core import Workspace, Experiment\n",
"from azureml.pipeline.core import Pipeline, PipelineData\n",
"from azureml.pipeline.steps import DatabricksStep\n",
"from azureml.core.datastore import Datastore\n",
"from azureml.data.data_reference import DataReference\n",
"\n",
"# Check core SDK version number\n",
"import os\r\n",
"import azureml.core\r\n",
"from azureml.core.runconfig import JarLibrary\r\n",
"from azureml.core.compute import ComputeTarget, DatabricksCompute\r\n",
"from azureml.exceptions import ComputeTargetException\r\n",
"from azureml.core import Workspace, Experiment\r\n",
"from azureml.pipeline.core import Pipeline, PipelineData\r\n",
"from azureml.pipeline.steps import DatabricksStep\r\n",
"from azureml.core.datastore import Datastore\r\n",
"from azureml.data.data_reference import DataReference\r\n",
"\r\n",
"# Check core SDK version number\r\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
@@ -121,7 +122,7 @@
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"ws = Workspace.from_config()\r\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
@@ -149,29 +150,29 @@
},
"outputs": [],
"source": [
"# Replace with your account info before running.\n",
" \n",
"db_compute_name=os.getenv(\"DATABRICKS_COMPUTE_NAME\", \"<my-databricks-compute-name>\") # Databricks compute name\n",
"db_resource_group=os.getenv(\"DATABRICKS_RESOURCE_GROUP\", \"<my-db-resource-group>\") # Databricks resource group\n",
"db_workspace_name=os.getenv(\"DATABRICKS_WORKSPACE_NAME\", \"<my-db-workspace-name>\") # Databricks workspace name\n",
"db_access_token=os.getenv(\"DATABRICKS_ACCESS_TOKEN\", \"<my-access-token>\") # Databricks access token\n",
" \n",
"try:\n",
" databricks_compute = DatabricksCompute(workspace=ws, name=db_compute_name)\n",
" print('Compute target {} already exists'.format(db_compute_name))\n",
"except ComputeTargetException:\n",
" print('Compute not found, will use below parameters to attach new one')\n",
" print('db_compute_name {}'.format(db_compute_name))\n",
" print('db_resource_group {}'.format(db_resource_group))\n",
" print('db_workspace_name {}'.format(db_workspace_name))\n",
" print('db_access_token {}'.format(db_access_token))\n",
" \n",
" config = DatabricksCompute.attach_configuration(\n",
" resource_group = db_resource_group,\n",
" workspace_name = db_workspace_name,\n",
" access_token= db_access_token)\n",
" databricks_compute=ComputeTarget.attach(ws, db_compute_name, config)\n",
" databricks_compute.wait_for_completion(True)\n"
"# Replace with your account info before running.\r\n",
" \r\n",
"db_compute_name=os.getenv(\"DATABRICKS_COMPUTE_NAME\", \"<my-databricks-compute-name>\") # Databricks compute name\r\n",
"db_resource_group=os.getenv(\"DATABRICKS_RESOURCE_GROUP\", \"<my-db-resource-group>\") # Databricks resource group\r\n",
"db_workspace_name=os.getenv(\"DATABRICKS_WORKSPACE_NAME\", \"<my-db-workspace-name>\") # Databricks workspace name\r\n",
"db_access_token=os.getenv(\"DATABRICKS_ACCESS_TOKEN\", \"<my-access-token>\") # Databricks access token\r\n",
" \r\n",
"try:\r\n",
" databricks_compute = DatabricksCompute(workspace=ws, name=db_compute_name)\r\n",
" print('Compute target {} already exists'.format(db_compute_name))\r\n",
"except ComputeTargetException:\r\n",
" print('Compute not found, will use below parameters to attach new one')\r\n",
" print('db_compute_name {}'.format(db_compute_name))\r\n",
" print('db_resource_group {}'.format(db_resource_group))\r\n",
" print('db_workspace_name {}'.format(db_workspace_name))\r\n",
" print('db_access_token {}'.format(db_access_token))\r\n",
" \r\n",
" config = DatabricksCompute.attach_configuration(\r\n",
" resource_group = db_resource_group,\r\n",
" workspace_name = db_workspace_name,\r\n",
" access_token= db_access_token)\r\n",
" databricks_compute=ComputeTarget.attach(ws, db_compute_name, config)\r\n",
" databricks_compute.wait_for_completion(True)\r\n"
]
},
{
@@ -303,20 +304,20 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineParameter\n",
"\n",
"# Use the default blob storage\n",
"def_blob_store = Datastore(ws, \"workspaceblobstore\")\n",
"print('Datastore {} will be used'.format(def_blob_store.name))\n",
"\n",
"pipeline_param = PipelineParameter(name=\"my_pipeline_param\", default_value=\"pipeline_param1\")\n",
"\n",
"# We are uploading a sample file in the local directory to be used as a datasource\n",
"def_blob_store.upload_files(files=[\"./testdata.txt\"], target_path=\"dbtest\", overwrite=False)\n",
"\n",
"step_1_input = DataReference(datastore=def_blob_store, path_on_datastore=\"dbtest\",\n",
" data_reference_name=\"input\")\n",
"\n",
"from azureml.pipeline.core import PipelineParameter\r\n",
"\r\n",
"# Use the default blob storage\r\n",
"def_blob_store = Datastore(ws, \"workspaceblobstore\")\r\n",
"print('Datastore {} will be used'.format(def_blob_store.name))\r\n",
"\r\n",
"pipeline_param = PipelineParameter(name=\"my_pipeline_param\", default_value=\"pipeline_param1\")\r\n",
"\r\n",
"# We are uploading a sample file in the local directory to be used as a datasource\r\n",
"def_blob_store.upload_files(files=[\"./testdata.txt\"], target_path=\"dbtest\", overwrite=False)\r\n",
"\r\n",
"step_1_input = DataReference(datastore=def_blob_store, path_on_datastore=\"dbtest\",\r\n",
" data_reference_name=\"input\")\r\n",
"\r\n",
"step_1_output = PipelineData(\"output\", datastore=def_blob_store)"
]
},
@@ -412,7 +413,7 @@
"metadata": {},
"source": [
"### 1. Running the demo notebook already added to the Databricks workspace\n",
"Create a notebook in the Azure Databricks workspace, and provide the path to that notebook as the value associated with the environment variable \"DATABRICKS_NOTEBOOK_PATH\". This will then set the variable\u00c2\u00a0notebook_path\u00c2\u00a0when you run the code cell below:\n",
"Create a notebook in the Azure Databricks workspace, and provide the path to that notebook as the value associated with the environment variable \"DATABRICKS_NOTEBOOK_PATH\". This will then set the variable notebook_path when you run the code cell below:\n",
"\n",
"your notebook's path in Azure Databricks UI by hovering over to notebook's title. A typical path of notebook looks like this `/Users/example@databricks.com/example`. See [Databricks Workspace](https://docs.azuredatabricks.net/user-guide/workspace.html) to learn about the folder structure.\n",
"\n",
@@ -425,19 +426,19 @@
"metadata": {},
"outputs": [],
"source": [
"notebook_path=os.getenv(\"DATABRICKS_NOTEBOOK_PATH\", \"<my-databricks-notebook-path>\") # Databricks notebook path\n",
"\n",
"dbNbStep = DatabricksStep(\n",
" name=\"DBNotebookInWS\",\n",
" inputs=[step_1_input],\n",
" outputs=[step_1_output],\n",
" num_workers=1,\n",
" notebook_path=notebook_path,\n",
" notebook_params={'myparam': 'testparam', \n",
" 'myparam2': pipeline_param},\n",
" run_name='DB_Notebook_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
"notebook_path=os.getenv(\"DATABRICKS_NOTEBOOK_PATH\", \"<my-databricks-notebook-path>\") # Databricks notebook path\r\n",
"\r\n",
"dbNbStep = DatabricksStep(\r\n",
" name=\"DBNotebookInWS\",\r\n",
" inputs=[step_1_input],\r\n",
" outputs=[step_1_output],\r\n",
" num_workers=1,\r\n",
" notebook_path=notebook_path,\r\n",
" notebook_params={'myparam': 'testparam', \r\n",
" 'myparam2': pipeline_param},\r\n",
" run_name='DB_Notebook_demo',\r\n",
" compute_target=databricks_compute,\r\n",
" allow_reuse=True\r\n",
")"
]
},
@@ -456,9 +457,9 @@
"metadata": {},
"outputs": [],
"source": [
"steps = [dbNbStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Notebook_demo').submit(pipeline)\n",
"steps = [dbNbStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DB_Notebook_demo').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
@@ -475,7 +476,7 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
@@ -503,17 +504,17 @@
"metadata": {},
"outputs": [],
"source": [
"python_script_path = os.getenv(\"DATABRICKS_PYTHON_SCRIPT_PATH\", \"<my-databricks-python-script-path>\") # Databricks python script path\n",
"\n",
"dbPythonInDbfsStep = DatabricksStep(\n",
" name=\"DBPythonInDBFS\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" python_script_path=python_script_path,\n",
" python_script_params={'arg1', pipeline_param, 'arg2'},\n",
" run_name='DB_Python_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
"python_script_path = os.getenv(\"DATABRICKS_PYTHON_SCRIPT_PATH\", \"<my-databricks-python-script-path>\") # Databricks python script path\r\n",
"\r\n",
"dbPythonInDbfsStep = DatabricksStep(\r\n",
" name=\"DBPythonInDBFS\",\r\n",
" inputs=[step_1_input],\r\n",
" num_workers=1,\r\n",
" python_script_path=python_script_path,\r\n",
" python_script_params={'arg1', pipeline_param, 'arg2'},\r\n",
" run_name='DB_Python_demo',\r\n",
" compute_target=databricks_compute,\r\n",
" allow_reuse=True\r\n",
")"
]
},
@@ -530,9 +531,9 @@
"metadata": {},
"outputs": [],
"source": [
"steps = [dbPythonInDbfsStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Python_demo').submit(pipeline)\n",
"steps = [dbPythonInDbfsStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DB_Python_demo').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
@@ -549,7 +550,7 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
@@ -573,18 +574,18 @@
"metadata": {},
"outputs": [],
"source": [
"python_script_name = \"train-db-local.py\"\n",
"source_directory = \"./databricks_train\"\n",
"\n",
"dbPythonInLocalMachineStep = DatabricksStep(\n",
" name=\"DBPythonInLocalMachine\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" python_script_name=python_script_name,\n",
" source_directory=source_directory,\n",
" run_name='DB_Python_Local_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
"python_script_name = \"train-db-local.py\"\r\n",
"source_directory = \"./databricks_train\"\r\n",
"\r\n",
"dbPythonInLocalMachineStep = DatabricksStep(\r\n",
" name=\"DBPythonInLocalMachine\",\r\n",
" inputs=[step_1_input],\r\n",
" num_workers=1,\r\n",
" python_script_name=python_script_name,\r\n",
" source_directory=source_directory,\r\n",
" run_name='DB_Python_Local_demo',\r\n",
" compute_target=databricks_compute,\r\n",
" allow_reuse=True\r\n",
")"
]
},
@@ -601,9 +602,9 @@
"metadata": {},
"outputs": [],
"source": [
"steps = [dbPythonInLocalMachineStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Python_Local_demo').submit(pipeline)\n",
"steps = [dbPythonInLocalMachineStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DB_Python_Local_demo').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
@@ -620,7 +621,7 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
@@ -646,19 +647,19 @@
"metadata": {},
"outputs": [],
"source": [
"main_jar_class_name = \"com.microsoft.aeva.Main\"\n",
"jar_library_dbfs_path = os.getenv(\"DATABRICKS_JAR_LIB_PATH\", \"<my-databricks-jar-lib-path>\") # Databricks jar library path\n",
"\n",
"dbJarInDbfsStep = DatabricksStep(\n",
" name=\"DBJarInDBFS\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" main_class_name=main_jar_class_name,\n",
" jar_params={'arg1', pipeline_param, 'arg2'},\n",
" run_name='DB_JAR_demo',\n",
" jar_libraries=[JarLibrary(jar_library_dbfs_path)],\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
"main_jar_class_name = \"com.microsoft.aeva.Main\"\r\n",
"jar_library_dbfs_path = os.getenv(\"DATABRICKS_JAR_LIB_PATH\", \"<my-databricks-jar-lib-path>\") # Databricks jar library path\r\n",
"\r\n",
"dbJarInDbfsStep = DatabricksStep(\r\n",
" name=\"DBJarInDBFS\",\r\n",
" inputs=[step_1_input],\r\n",
" num_workers=1,\r\n",
" main_class_name=main_jar_class_name,\r\n",
" jar_params={'arg1', pipeline_param, 'arg2'},\r\n",
" run_name='DB_JAR_demo',\r\n",
" jar_libraries=[JarLibrary(jar_library_dbfs_path)],\r\n",
" compute_target=databricks_compute,\r\n",
" allow_reuse=True\r\n",
")"
]
},
@@ -675,9 +676,9 @@
"metadata": {},
"outputs": [],
"source": [
"steps = [dbJarInDbfsStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_JAR_demo').submit(pipeline)\n",
"steps = [dbJarInDbfsStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DB_JAR_demo').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
@@ -694,10 +695,213 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 5. Running demo notebook already added to the Databricks workspace using existing cluster\n",
"First you need register DBFS datastore and make sure path_on_datastore does exist in databricks file system, you can browser the files by refering [this](https://docs.azuredatabricks.net/user-guide/dbfs-databricks-file-system.html).\n",
"\n",
"Find existing_cluster_id by opeing Azure Databricks UI with Clusters page and in url you will find a string connected with '-' right after \"clusters/\"."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"try:\r\n",
" dbfs_ds = Datastore.get(workspace=ws, datastore_name='dbfs_datastore')\r\n",
" print('DBFS Datastore already exists')\r\n",
"except Exception as ex:\r\n",
" dbfs_ds = Datastore.register_dbfs(ws, datastore_name='dbfs_datastore')\r\n",
"\r\n",
"step_1_input = DataReference(datastore=dbfs_ds, path_on_datastore=\"FileStore\", data_reference_name=\"input\")\r\n",
"step_1_output = PipelineData(\"output\", datastore=dbfs_ds)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dbNbWithExistingClusterStep = DatabricksStep(\r\n",
" name=\"DBFSReferenceWithExisting\",\r\n",
" inputs=[step_1_input],\r\n",
" outputs=[step_1_output],\r\n",
" notebook_path=notebook_path,\r\n",
" notebook_params={'myparam': 'testparam', \r\n",
" 'myparam2': pipeline_param},\r\n",
" run_name='DBFS_Reference_With_Existing',\r\n",
" compute_target=databricks_compute,\r\n",
" existing_cluster_id=\"your existing cluster id\",\r\n",
" allow_reuse=True\r\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbNbWithExistingClusterStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DBFS_Reference_With_Existing').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 6. Running a Python script in Databricks that is currently in local computer with existing cluster\r\n",
"When you access azure blob or data lake storage from an existing (interactive) cluster, you need to ensure the Spark configuration is set up correctly to access this storage and this set up may require the cluster to be restarted.\r\n",
"\r\n",
"If you set permit_cluster_restart to True, AML will check if the spark configuration needs to be updated and restart the cluster for you if required. This will ensure that the storage can be correctly accessed from the Databricks cluster."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"step_1_input = DataReference(datastore=def_blob_store, path_on_datastore=\"dbtest\",\r\n",
" data_reference_name=\"input\")\r\n",
"\r\n",
"dbPythonInLocalWithExistingStep = DatabricksStep(\r\n",
" name=\"DBPythonInLocalMachineWithExisting\",\r\n",
" inputs=[step_1_input],\r\n",
" python_script_name=python_script_name,\r\n",
" source_directory=source_directory,\r\n",
" run_name='DB_Python_Local_existing_demo',\r\n",
" compute_target=databricks_compute,\r\n",
" existing_cluster_id=\"your existing cluster id\",\r\n",
" allow_reuse=False,\r\n",
" permit_cluster_restart=True\r\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbPythonInLocalWithExistingStep]\r\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\r\n",
"pipeline_run = Experiment(ws, 'DB_Python_Local_existing_demo').submit(pipeline)\r\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\r\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### How to get run context in a Databricks interactive cluster\r\n",
"\r\n",
"Users are used to being able to use Run.get_context() to retrieve the parent_run_id for a given run_id. In DatabricksStep, however, a little more work is required to achieve this.\r\n",
"\r\n",
"The solution is to parse the script arguments and set corresponding environment variables to access the run context from within Databricks.\r\n",
"Note that this workaround is not required for job clusters. \r\n",
"\r\n",
"Here is a code sample:"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\r\n",
"from azureml.core import Run\r\n",
"import argparse\r\n",
"import os\r\n",
"\r\n",
"\r\n",
"def populate_environ():\r\n",
" parser = argparse.ArgumentParser(description='Process arguments passed to script')\r\n",
" parser.add_argument('--AZUREML_SCRIPT_DIRECTORY_NAME')\r\n",
" parser.add_argument('--AZUREML_RUN_TOKEN')\r\n",
" parser.add_argument('--AZUREML_RUN_TOKEN_EXPIRY')\r\n",
" parser.add_argument('--AZUREML_RUN_ID')\r\n",
" parser.add_argument('--AZUREML_ARM_SUBSCRIPTION')\r\n",
" parser.add_argument('--AZUREML_ARM_RESOURCEGROUP')\r\n",
" parser.add_argument('--AZUREML_ARM_WORKSPACE_NAME')\r\n",
" parser.add_argument('--AZUREML_ARM_PROJECT_NAME')\r\n",
" parser.add_argument('--AZUREML_SERVICE_ENDPOINT')\r\n",
"\r\n",
" args = parser.parse_args()\r\n",
" os.environ['AZUREML_SCRIPT_DIRECTORY_NAME'] = args.AZUREML_SCRIPT_DIRECTORY_NAME\r\n",
" os.environ['AZUREML_RUN_TOKEN'] = args.AZUREML_RUN_TOKEN\r\n",
" os.environ['AZUREML_RUN_TOKEN_EXPIRY'] = args.AZUREML_RUN_TOKEN_EXPIRY\r\n",
" os.environ['AZUREML_RUN_ID'] = args.AZUREML_RUN_ID\r\n",
" os.environ['AZUREML_ARM_SUBSCRIPTION'] = args.AZUREML_ARM_SUBSCRIPTION\r\n",
" os.environ['AZUREML_ARM_RESOURCEGROUP'] = args.AZUREML_ARM_RESOURCEGROUP\r\n",
" os.environ['AZUREML_ARM_WORKSPACE_NAME'] = args.AZUREML_ARM_WORKSPACE_NAME\r\n",
" os.environ['AZUREML_ARM_PROJECT_NAME'] = args.AZUREML_ARM_PROJECT_NAME\r\n",
" os.environ['AZUREML_SERVICE_ENDPOINT'] = args.AZUREML_SERVICE_ENDPOINT\r\n",
"\r\n",
"populate_environ()\r\n",
"run = Run.get_context(allow_offline=False)\r\n",
"print(run._run_dto[\"parent_run_id\"])\r\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},

View File

@@ -125,7 +125,9 @@
"metadata": {},
"source": [
"### Create or Attach an AmlCompute cluster\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 get the default `AmlCompute` as your training compute resource."
"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 get the default `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -146,7 +148,7 @@
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',# for GPU, use \"STANDARD_NC6\"\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',# for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",

View File

@@ -79,7 +79,9 @@
"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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -77,7 +77,9 @@
"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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -134,7 +134,9 @@
"metadata": {},
"source": [
"#### Retrieve or create an Aml compute\n",
"Azure Machine Learning Compute is a service for provisioning and managing clusters of Azure virtual machines for running machine learning workloads. Let's get the default Aml Compute in the current workspace. We will then run the training script on this compute target."
"Azure Machine Learning Compute is a service for provisioning and managing clusters of Azure virtual machines for running machine learning workloads. Let's get the default Aml Compute in the current workspace. We will then run the training script on this compute target.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -147,7 +147,9 @@
"metadata": {},
"source": [
"### Create or Attach an AmlCompute cluster\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.computetarget?view=azure-ml-py) for your remote run. In this tutorial, you get the default `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.computetarget?view=azure-ml-py) for your remote run. In this tutorial, you get the default `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -225,7 +225,9 @@
"metadata": {},
"source": [
"### Setup Compute\n",
"#### Create new or use an existing compute"
"#### Create new or use an existing compute\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -245,7 +247,7 @@
" aml_compute = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=4)\n",
" aml_compute = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
@@ -679,7 +681,6 @@
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"# Change iterations to a reasonable number (50) to get better accuracy\n",
@@ -782,8 +783,8 @@
" path = download_path + '/azureml/' + output_folder + '/' + output_name\n",
" return path\n",
"\n",
"def fetch_df(step, output_name):\n",
" output_data = step.get_output_data(output_name) \n",
"def fetch_df(current_step, output_name):\n",
" output_data = current_step.get_output_data(output_name) \n",
" download_path = './outputs/' + output_name\n",
" output_data.download(download_path, overwrite=True)\n",
" df_path = get_download_path(download_path, output_name) + '/processed.parquet'\n",
@@ -939,32 +940,6 @@
"#RunDetails(automl_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve all Child runs\n",
"\n",
"We 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(automl_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": {},

View File

@@ -2,6 +2,7 @@ name: nyc-taxi-data-regression-model-building
dependencies:
- pip:
- azureml-sdk
- certifi
- azureml-widgets
- azureml-opendatasets
- azureml-train-automl

View File

@@ -122,4 +122,8 @@ pipeline_run.wait_for_completion(show_output=True)
- [tabular-dataset-inference-iris.ipynb](./tabular-dataset-inference-iris.ipynb) demonstrates how to run batch inference on an IRIS dataset using TabularDataset.
- [pipeline-style-transfer.ipynb](../pipeline-style-transfer/pipeline-style-transfer-parallel-run.ipynb) demonstrates using ParallelRunStep in multi-step pipeline and using output from one step as input to ParallelRunStep.
# Troubleshooting guide
- [Troubleshooting the ParallelRunStep](https://aka.ms/prstsg) includes answers to frequently asked questions. You can find more references there.
![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/machine-learning-pipelines/parallel-run/README.png)

View File

@@ -24,9 +24,9 @@
"In this notebook, we will demonstrate how to make predictions on large quantities of data asynchronously using the ML pipelines with Azure Machine Learning. Batch inference (or batch scoring) provides cost-effective inference, with unparalleled throughput for asynchronous applications. Batch prediction pipelines can scale to perform inference on terabytes of production data. Batch prediction is optimized for high throughput, fire-and-forget predictions for a large collection of data.\n",
"\n",
"> **Tip**\n",
"If your system requires low-latency processing (to process a single document or small set of documents quickly), use [real-time scoring](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-consume-web-service) instead of batch prediction.\n",
"If your system requires low-latency processing (to process a single document or small set of documents quickly), use [real-time scoring](https://docs.microsoft.com/azure/machine-learning/service/how-to-consume-web-service) instead of batch prediction.\n",
"\n",
"In this example will be take a digit identification model already-trained on MNIST dataset using the [AzureML training with deep learning example notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/training-with-deep-learning/train-hyperparameter-tune-deploy-with-keras/train-hyperparameter-tune-deploy-with-keras.ipynb), and run that trained model on some of the MNIST test images in batch. \n",
"In this example will be take a digit identification model already-trained on MNIST dataset using the [AzureML training with deep learning example notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/ml-frameworks/keras/train-hyperparameter-tune-deploy-with-keras/train-hyperparameter-tune-deploy-with-keras.ipynb), and run that trained model on some of the MNIST test images in batch. \n",
"\n",
"The input dataset used for this notebook differs from a standard MNIST dataset in that it has been converted to PNG images to demonstrate use of files as inputs to Batch Inference. A sample of PNG-converted images of the MNIST dataset were take from [this repository](https://github.com/myleott/mnist_png). \n",
"\n",
@@ -86,6 +86,8 @@
"### Create or Attach existing compute resource\n",
"By using Azure Machine Learning Compute, a managed service, data scientists can train machine learning models on clusters of Azure virtual machines. Examples include VMs with GPU support. In this tutorial, you create Azure Machine Learning Compute as your training environment. The code below creates the compute clusters for you if they don't already exist in your workspace.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"**Creation of compute takes approximately 5 minutes. If the AmlCompute with that name is already in your workspace the code will skip the creation process.**"
]
},
@@ -180,8 +182,7 @@
"metadata": {},
"source": [
"### Create a FileDataset\n",
"A [FileDataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.filedataset?view=azure-ml-py) references single or multiple files in your datastores or public urls. The files can be of any format. FileDataset provides you with the ability to download or mount the files to your compute. By creating a dataset, you create a reference to the data source location. If you applied any subsetting transformations to the dataset, they will be stored in the dataset as well. The data remains in its existing location, so no extra storage cost is incurred.",
"\n",
"A [FileDataset](https://docs.microsoft.com/python/api/azureml-core/azureml.data.filedataset?view=azure-ml-py) references single or multiple files in your datastores or public urls. The files can be of any format. FileDataset provides you with the ability to download or mount the files to your compute. By creating a dataset, you create a reference to the data source location. If you applied any subsetting transformations to the dataset, they will be stored in the dataset as well. The data remains in its existing location, so no extra storage cost is incurred.\n",
"You can use dataset objects as inputs. Register the datasets to the workspace if you want to reuse them later."
]
},
@@ -224,7 +225,7 @@
"metadata": {},
"source": [
"### Intermediate/Output Data\n",
"Intermediate data (or output of a Step) is represented by [PipelineData](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-core/azureml.pipeline.core.pipelinedata?view=azure-ml-py) object. PipelineData can be produced by one step and consumed in another step by providing the PipelineData object as an output of one step and the input of one or more steps."
"Intermediate data (or output of a Step) is represented by [PipelineData](https://docs.microsoft.com/python/api/azureml-pipeline-core/azureml.pipeline.core.pipelinedata?view=azure-ml-py) object. PipelineData can be produced by one step and consumed in another step by providing the PipelineData object as an output of one step and the input of one or more steps."
]
},
{
@@ -276,7 +277,7 @@
"### Register the model with Workspace\n",
"A registered model is a logical container for one or more files that make up your model. For example, if you have a model that's stored in multiple files, you can register them as a single model in the workspace. After you register the files, you can then download or deploy the registered model and receive all the files that you registered.\n",
"\n",
"Using tags, you can track useful information such as the name and version of the machine learning library used to train the model. Note that tags must be alphanumeric. Learn more about registering models [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-deploy-and-where#registermodel) "
"Using tags, you can track useful information such as the name and version of the machine learning library used to train the model. Note that tags must be alphanumeric. Learn more about registering models [here](https://docs.microsoft.com/azure/machine-learning/service/how-to-deploy-and-where#registermodel) "
]
},
{
@@ -362,7 +363,6 @@
" \"azureml-core\", \"azureml-dataset-runtime[fuse]\"])\n",
"batch_env = Environment(name=\"batch_environment\")\n",
"batch_env.python.conda_dependencies = batch_conda_deps\n",
"batch_env.docker.enabled = True\n",
"batch_env.docker.base_image = DEFAULT_CPU_IMAGE"
]
},
@@ -379,7 +379,6 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineParameter\n",
"from azureml.pipeline.steps import ParallelRunStep, ParallelRunConfig\n",
"\n",
"parallel_run_config = ParallelRunConfig(\n",

View File

@@ -24,7 +24,7 @@
"In this notebook, we will demonstrate how to make predictions on large quantities of data asynchronously using the ML pipelines with Azure Machine Learning. Batch inference (or batch scoring) provides cost-effective inference, with unparalleled throughput for asynchronous applications. Batch prediction pipelines can scale to perform inference on terabytes of production data. Batch prediction is optimized for high throughput, fire-and-forget predictions for a large collection of data.\n",
"\n",
"> **Tip**\n",
"If your system requires low-latency processing (to process a single document or small set of documents quickly), use [real-time scoring](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-consume-web-service) instead of batch prediction.\n",
"If your system requires low-latency processing (to process a single document or small set of documents quickly), use [real-time scoring](https://docs.microsoft.com/azure/machine-learning/service/how-to-consume-web-service) instead of batch prediction.\n",
"\n",
"In this example we will take use a machine learning model already trained to predict different types of iris flowers and run that trained model on some of the data in a CSV file which has characteristics of different iris flowers. However, the same example can be extended to manipulating data to any embarrassingly-parallel processing through a python script.\n",
"\n",
@@ -84,6 +84,8 @@
"### Create or Attach existing compute resource\n",
"By using Azure Machine Learning Compute, a managed service, data scientists can train machine learning models on clusters of Azure virtual machines. Examples include VMs with GPU support. In this tutorial, you create Azure Machine Learning Compute as your training environment. The code below creates the compute clusters for you if they don't already exist in your workspace.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
"\n",
"**Creation of compute takes approximately 5 minutes. If the AmlCompute with that name is already in your workspace the code will skip the creation process.**"
]
},
@@ -160,7 +162,7 @@
"metadata": {},
"source": [
"### Create a TabularDataset\n",
"A [TabularDataSet](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) references single or multiple files which contain data in a tabular structure (ie like CSV files) in your datastores or public urls. TabularDatasets provides you with the ability to download or mount the files to your compute. By creating a dataset, you create a reference to the data source location. If you applied any subsetting transformations to the dataset, they will be stored in the dataset as well. The data remains in its existing location, so no extra storage cost is incurred.\n",
"A [TabularDataSet](https://docs.microsoft.com/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) references single or multiple files which contain data in a tabular structure (ie like CSV files) in your datastores or public urls. TabularDatasets provides you with the ability to download or mount the files to your compute. By creating a dataset, you create a reference to the data source location. If you applied any subsetting transformations to the dataset, they will be stored in the dataset as well. The data remains in its existing location, so no extra storage cost is incurred.\n",
"You can use dataset objects as inputs. Register the datasets to the workspace if you want to reuse them later."
]
},
@@ -184,7 +186,7 @@
"metadata": {},
"source": [
"### Intermediate/Output Data\n",
"Intermediate data (or output of a Step) is represented by [PipelineData](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-core/azureml.pipeline.core.pipelinedata?view=azure-ml-py) object. PipelineData can be produced by one step and consumed in another step by providing the PipelineData object as an output of one step and the input of one or more steps."
"Intermediate data (or output of a Step) is represented by [PipelineData](https://docs.microsoft.com/python/api/azureml-pipeline-core/azureml.pipeline.core.pipelinedata?view=azure-ml-py) object. PipelineData can be produced by one step and consumed in another step by providing the PipelineData object as an output of one step and the input of one or more steps."
]
},
{
@@ -311,7 +313,6 @@
"\n",
"predict_env = Environment(name=\"predict_environment\")\n",
"predict_env.python.conda_dependencies = predict_conda_deps\n",
"predict_env.docker.enabled = True\n",
"predict_env.spark.precache_packages = False"
]
},

View File

@@ -178,7 +178,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Create or use existing compute"
"# Create or use existing compute\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{

View File

@@ -98,6 +98,8 @@
"## 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 training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource. Specifically, the below code creates an `STANDARD_NC6` GPU cluster that autoscales from `0` to `4` nodes.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -98,6 +98,8 @@
"## 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 training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -222,6 +222,8 @@
"### 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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -183,7 +183,7 @@
"outputs": [],
"source": [
"# make sure utils.py is in the same directory as this code\n",
"from utils import load_data, one_hot_encode\n",
"from utils import load_data\n",
"\n",
"# note we also shrink the intensity values (X) from 0-255 to 0-1. This helps the model converge faster.\n",
"X_train = load_data(os.path.join(data_folder, 'train-images-idx3-ubyte.gz'), False) / 255.0\n",
@@ -253,11 +253,12 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.exceptions import UserErrorException\n",
"dataset_registered = False\n",
"try:\n",
" temp = Dataset.get_by_name(workspace = ws, name = 'mnist-dataset')\n",
" dataset_registered = True\n",
"except:\n",
"except UserErrorException:\n",
" print(\"The dataset mnist-dataset is not registered in workspace yet.\")\n",
"\n",
"if not dataset_registered:\n",
@@ -272,7 +273,9 @@
"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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -295,7 +298,7 @@
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# choose a name for your cluster\n",
"cluster_name = \"gpu-cluster\"\n",
"cluster_name = \"hd-cluster\"\n",
"\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cluster_name)\n",
@@ -1007,15 +1010,14 @@
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.model import Model\n",
"from azureml.core.environment import Environment\n",
"\n",
"\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
"inference_config = InferenceConfig(entry_script=\"score.py\", environment=myenv)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1,\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=2,\n",
" auth_enabled=True, # this flag generates API keys to secure access\n",
" memory_gb=1,\n",
" memory_gb=2,\n",
" tags={'name': 'mnist', 'framework': 'Keras'},\n",
" description='Keras MLP on MNIST')\n",
"\n",

View File

@@ -99,6 +99,8 @@
"## 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 training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource. Specifically, the below code creates an `STANDARD_NC6` GPU cluster that autoscales from `0` to `4` nodes.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -99,6 +99,8 @@
"## 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 training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource. Specifically, the below code creates an `STANDARD_NC6` GPU cluster that autoscales from `0` to `4` nodes.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -100,6 +100,8 @@
"## 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 training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."
@@ -115,7 +117,7 @@
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# choose a name for your cluster\n",
"cluster_name = \"gpu-cluster\"\n",
"cluster_name = \"hd-cluster\"\n",
"\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cluster_name)\n",
@@ -577,13 +579,12 @@
"source": [
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(entry_script=\"pytorch_score.py\", environment=pytorch_env)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
" memory_gb=1, \n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=2, \n",
" memory_gb=2, \n",
" tags={'data': 'birds', 'method':'transfer learning', 'framework':'pytorch'},\n",
" description='Classify turkey/chickens using transfer learning with PyTorch')\n",
"\n",

View File

@@ -117,6 +117,8 @@
"source": [
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, we use Azure ML managed compute ([AmlCompute](https://docs.microsoft.com/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute)) for our remote training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."
]
},
@@ -140,7 +142,7 @@
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# choose a name for your cluster\n",
"cluster_name = \"cpu-cluster\"\n",
"cluster_name = \"hd-cluster\"\n",
"\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cluster_name)\n",

View File

@@ -101,6 +101,8 @@
"## 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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."

View File

@@ -101,6 +101,8 @@
"## 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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

View File

@@ -270,7 +270,9 @@
"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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -293,7 +295,7 @@
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# choose a name for your cluster\n",
"cluster_name = \"gpu-cluster\"\n",
"cluster_name = \"hd-cluster\"\n",
"\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cluster_name)\n",

View File

@@ -265,11 +265,12 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.exceptions import UserErrorException\n",
"dataset_registered = False\n",
"try:\n",
" temp = Dataset.get_by_name(workspace = ws, name = 'mnist-dataset')\n",
" dataset_registered = True\n",
"except:\n",
"except UserErrorException:\n",
" print(\"The dataset mnist-dataset is not registered in workspace yet.\")\n",
"\n",
"if not dataset_registered:\n",
@@ -286,7 +287,9 @@
"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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource."
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
]
},
{
@@ -309,7 +312,7 @@
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# choose a name for your cluster\n",
"cluster_name = \"gpu-cluster\"\n",
"cluster_name = \"hd-cluster\"\n",
"\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cluster_name)\n",
@@ -962,14 +965,13 @@
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.model import Model\n",
"from azureml.core.environment import Environment\n",
"\n",
"\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
"inference_config = InferenceConfig(entry_script=\"score.py\", environment=myenv)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
" memory_gb=1, \n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=2, \n",
" memory_gb=2, \n",
" tags={'name':'mnist', 'framework': 'TensorFlow DNN'},\n",
" description='Tensorflow DNN on MNIST')\n",
"\n",

View File

@@ -101,6 +101,8 @@
"## 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 training your model. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\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."

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