update samples from Release-115 as a part of SDK release

update samples from Release-114 as a part of  SDK release

CODE_OF_CONDUCT.md

@@ -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

NBSETUP.md

@@ -28,7 +28,7 @@ git clone https://github.com/Azure/MachineLearningNotebooks.git
 pip install azureml-sdk[notebooks,tensorboard]
 
 # install model explainability component
-pip install azureml-sdk[explain]
+pip install azureml-sdk[interpret]
 
 # install automated ml components
 pip install azureml-sdk[automl]
@@ -86,7 +86,7 @@ If you need additional Azure ML SDK components, you can either modify the Docker
 pip install azureml-sdk[automl]
 
 # install the core SDK and model explainability component
-pip install azureml-sdk[explain]
+pip install azureml-sdk[interpret]
 
 # install the core SDK and experimental components
 pip install azureml-sdk[contrib]

README.md

@@ -1,69 +1,43 @@
-# Azure Machine Learning service example notebooks
+# Azure Machine Learning Python SDK notebooks
 
-This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/en-us/services/machine-learning-service/) Python SDK which allows you to build, train, deploy and manage machine learning solutions using Azure.  The AML SDK allows you the choice of using local or cloud compute resources, while managing and maintaining the complete data science workflow from the cloud.
+> a community-driven repository of examples using mlflow for tracking can be found at https://github.com/Azure/azureml-examples
 
-![Azure ML workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/service/media/overview-what-is-azure-ml/aml.png)
+Welcome to the Azure Machine Learning Python SDK notebooks repository!
 
-## Quick installation
+## Getting started
-```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.
 
-## How to navigate and use the example notebooks?
+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.
-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. 
 
-If you want to...
+However, the notebooks can be run in any development environment with the correct `azureml` packages installed.
 
- * ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/img-classification-part2-deploy.ipynb).
+Install the `azureml.core` Python package:
- * ...prepare your data and do automated machine learning, start with regression tutorials: [Part 1 (Data Prep)](./tutorials/regression-part1-data-prep.ipynb) and [Part 2 (Automated ML)](./tutorials/regression-part2-automated-ml.ipynb).
- * ...learn about experimentation and tracking run history, first [train within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then try [training on remote VM](./how-to-use-azureml/training/train-on-remote-vm/train-on-remote-vm.ipynb) and [using logging APIs](./how-to-use-azureml/training/logging-api/logging-api.ipynb).
- * ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/training-with-deep-learning/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/training-with-deep-learning/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
- * ...deploy models as a realtime scoring service, first learn the basics by [training within Notebook and deploying to Azure Container Instance](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then learn how to [register and manage models, and create Docker images](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), and [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
- * ...deploy models as a batch scoring service, first [train a model within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), learn how to [register and manage models](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), then [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
- * ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb) and [model data collection](./how-to-use-azureml/deployment/enable-data-collection-for-models-in-aks/enable-data-collection-for-models-in-aks.ipynb).
-
-## Tutorials
-
-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 Deep Learning](./how-to-use-azureml/training-with-deep-learning) - Examples demonstrating how to build deep learning models using estimators and parameter sweeps
-- [Manage Azure ML Service](./how-to-use-azureml/manage-azureml-service) - Examples how to perform tasks, such as authenticate against Azure ML service in different ways.
-- [Automated Machine Learning](./how-to-use-azureml/automated-machine-learning) - Examples using Automated Machine Learning to automatically generate optimal machine learning pipelines and models
-- [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
-
----
-## 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).
-
----
-
-## Projects using Azure Machine Learning
-
-Visit following repos to see projects contributed by Azure ML users:
-
- - [AMLSamples](https://github.com/Azure/AMLSamples) Number of end-to-end examples, including face recognition, predictive maintenance, customer churn and sentiment analysis.
- - [Fine tune natural language processing 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)
- 
-## Data/Telemetry 
-This repository collects usage data and sends it to Mircosoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
-
-To opt out of tracking, please go to the raw markdown or .ipynb files and remove the following line of code:
 
 ```sh
-    "![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)
+

configuration.ipynb

@@ -58,7 +58,7 @@
         "\n",
         "### What is an Azure Machine Learning workspace\n",
         "\n",
-        "An Azure ML Workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows.  In particular, an Azure ML Workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, deployment, inferencing, and the monitoring of deployed models."
+        "An Azure ML Workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows.  In particular, an Azure ML Workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, deployment, inference, and the monitoring of deployed models."
       ]
     },
     {
@@ -103,7 +103,7 @@
       "source": [
         "import azureml.core\n",
         "\n",
-        "print(\"This notebook was created using version 1.0.43 of the Azure ML SDK\")\n",
+        "print(\"This notebook was created using version 1.35.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -214,7 +214,10 @@
         "* You do not have permission to create a resource group if it's non-existing.\n",
         "* You are not a subscription owner or contributor and no Azure ML workspaces have ever been created in this subscription\n",
         "\n",
-        "If workspace creation fails, please work with your IT admin to provide you with the appropriate permissions or to provision the required resources."
+        "If workspace creation fails, please work with your IT admin to provide you with the appropriate permissions or to provision the required resources.\n",
+        "\n",
+        "**Note**: A Basic workspace is created by default. If you would like to create an Enterprise workspace, please specify sku = 'enterprise'.\n",
+        "Please visit our [pricing page](https://azure.microsoft.com/en-us/pricing/details/machine-learning/) for more details on our Enterprise edition.\n"
       ]
     },
     {
@@ -235,6 +238,7 @@
         "                      resource_group = resource_group, \n",
         "                      location = workspace_region,\n",
         "                      create_resource_group = True,\n",
+        "                      sku = 'basic',\n",
         "                      exist_ok = True)\n",
         "ws.get_details()\n",
         "\n",
@@ -250,6 +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",
@@ -258,7 +264,7 @@
         "```shell\n",
         "az vm list-skus -o tsv\n",
         "```\n",
-        "* min_nodes - this sets the minimum size of the cluster.  If you set the minimum to 0 the cluster will shut down all nodes while note in use.  Setting this number to a value higher than 0 will allow for faster start-up times, but you will also be billed when the cluster is not in use.\n",
+        "* min_nodes - this sets the minimum size of the cluster.  If you set the minimum to 0 the cluster will shut down all nodes while not in use.  Setting this number to a value higher than 0 will allow for faster start-up times, but you will also be billed when the cluster is not in use.\n",
         "* max_nodes - this sets the maximum size of the cluster.  Setting this to a larger number allows for more concurrency and a greater distributed processing of scale-out jobs.\n",
         "\n",
         "\n",
@@ -357,7 +363,7 @@
   "metadata": {
     "authors": [
       {
-        "name": "roastala"
+        "name": "ninhu"
       }
     ],
     "kernelspec": {

configuration.yml

@@ -0,0 +1,4 @@
+name: configuration
+dependencies:
+- pip:
+  - azureml-sdk

contrib/RAPIDS/README.md

@@ -287,8 +287,6 @@ Notice how the parameters are modified when using the CPU-only mode.
 
 The outputs of the script can be observed in the master notebook as the script is executed
 
-![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/RAPIDS/README.png)
-
 
 
 

contrib/RAPIDS/azure-ml-with-nvidia-rapids.ipynb

@@ -9,6 +9,13 @@
         "Licensed under the MIT License."
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/RAPIDS/azure-ml-with-nvidia-rapids/azure-ml-with-nvidia-rapids.png)"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -20,7 +27,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-    "The [RAPIDS](https://www.developer.nvidia.com/rapids) suite of software libraries from NVIDIA enables the execution of end-to-end data science and analytics pipelines entirely on GPUs. In many machine learning projects, a significant portion of the model training time is spent in setting up the data; this stage of the process is known as Extraction, Transformation and Loading, or ETL. By using the DataFrame API for ETL and GPU-capable ML algorithms in RAPIDS, data preparation and training models can be done in GPU-accelerated end-to-end pipelines without incurring serialization costs between the pipeline stages. This notebook demonstrates how to use NVIDIA RAPIDS to prepare data and train model in Azure.\n",
+        "The [RAPIDS](https://www.developer.nvidia.com/rapids) suite of software libraries from NVIDIA enables the execution of end-to-end data science and analytics pipelines entirely on GPUs. In many machine learning projects, a significant portion of the model training time is spent in setting up the data; this stage of the process is known as Extraction, Transformation and Loading, or ETL. By using the DataFrame API for ETL\u00c2\u00a0and GPU-capable ML algorithms in RAPIDS, data preparation and training models can be done in GPU-accelerated end-to-end pipelines without incurring serialization costs between the pipeline stages. This notebook demonstrates how to use NVIDIA RAPIDS to prepare data and train model\u00c3\u201a\u00c2\u00a0in Azure.\n",
         " \n",
         "In this notebook, we will do the following:\n",
         " \n",
@@ -119,8 +126,10 @@
       "outputs": [],
       "source": [
         "ws = Workspace.from_config()\n",
+        "\n",
         "# if a locally-saved configuration file for the workspace is not available, use the following to load workspace\n",
         "# ws = Workspace(subscription_id=subscription_id, resource_group=resource_group, workspace_name=workspace_name)\n",
+        "\n",
         "print('Workspace name: ' + ws.name, \n",
         "      'Azure region: ' + ws.location, \n",
         "      'Subscription id: ' + ws.subscription_id, \n",
@@ -161,7 +170,7 @@
         "if gpu_cluster_name in ws.compute_targets:\n",
         "    gpu_cluster = ws.compute_targets[gpu_cluster_name]\n",
         "    if gpu_cluster and type(gpu_cluster) is AmlCompute:\n",
-    "        print('found compute target. just use it. ' + gpu_cluster_name)\n",
+        "        print('Found compute target. Will use {0} '.format(gpu_cluster_name))\n",
         "else:\n",
         "    print(\"creating new cluster\")\n",
         "    # vm_size parameter below could be modified to one of the RAPIDS-supported VM types\n",
@@ -183,7 +192,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-    "The _process_data.py_ script used in the step below is a slightly modified implementation of [RAPIDS E2E example](https://github.com/rapidsai/notebooks/blob/master/mortgage/E2E.ipynb)."
+        "The _process_data.py_ script used in the step below is a slightly modified implementation of [RAPIDS Mortgage E2E example](https://github.com/rapidsai/notebooks-contrib/blob/master/intermediate_notebooks/E2E/mortgage/mortgage_e2e.ipynb)."
       ]
     },
     {
@@ -194,10 +203,7 @@
       "source": [
         "# copy process_data.py into the script folder\n",
         "import shutil\n",
-    "shutil.copy('./process_data.py', os.path.join(scripts_folder, 'process_data.py'))\n",
+        "shutil.copy('./process_data.py', os.path.join(scripts_folder, 'process_data.py'))"
-    "\n",
-    "with open(os.path.join(scripts_folder, './process_data.py'), 'r') as process_data_script:\n",
-    "    print(process_data_script.read())"
       ]
     },
     {
@@ -221,13 +227,6 @@
         "### Downloading Data"
       ]
     },
-  {
-   "cell_type": "markdown",
-   "metadata": {},
-   "source": [
-    "<font color='red'>Important</font>: Python package progressbar2 is necessary to run the following cell. If it is not available in your environment where this notebook is running, please install it."
-   ]
-  },
     {
       "cell_type": "code",
       "execution_count": null,
@@ -237,7 +236,6 @@
         "import tarfile\n",
         "import hashlib\n",
         "from urllib.request import urlretrieve\n",
-    "from progressbar import ProgressBar\n",
         "\n",
         "def validate_downloaded_data(path):\n",
         "    if(os.path.isdir(path) and os.path.exists(path + '//names.csv')) :\n",
@@ -267,7 +265,7 @@
         "        url_format = 'http://rapidsai-data.s3-website.us-east-2.amazonaws.com/notebook-mortgage-data/{0}.tgz'\n",
         "        url = url_format.format(fileroot)\n",
         "        print(\"...Downloading file :{0}\".format(filename))\n",
-    "        urlretrieve(url, filename,show_progress)\n",
+        "        urlretrieve(url, filename)\n",
         "        pbar.finish()\n",
         "        print(\"...File :{0} finished downloading\".format(filename))\n",
         "    else:\n",
@@ -282,9 +280,7 @@
         "    so_far = 0\n",
         "    for member_info in members:\n",
         "        tar.extract(member_info,path=path)\n",
-    "        show_progress(so_far, 1, numFiles)\n",
         "        so_far += 1\n",
-    "    pbar.finish()\n",
         "    print(\"...All {0} files have been decompressed\".format(numFiles))\n",
         "    tar.close()"
       ]
@@ -324,7 +320,9 @@
         "\n",
         "# download and uncompress data in a local directory before uploading to data store\n",
         "# directory specified in src_dir parameter below should have the acq, perf directories with data and names.csv file\n",
-    "ds.upload(src_dir=path, target_path=fileroot, overwrite=True, show_progress=True)\n",
+        "\n",
+        "# ---->>>> UNCOMMENT THE BELOW LINE TO UPLOAD YOUR DATA IF NOT DONE SO ALREADY <<<<----\n",
+        "# ds.upload(src_dir=path, target_path=fileroot, overwrite=True, show_progress=True)\n",
         "\n",
         "# data already uploaded to the datastore\n",
         "data_ref = DataReference(data_reference_name='data', datastore=ds, path_on_datastore=fileroot)"
@@ -360,7 +358,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-    "The following code shows how to use an existing image from [Docker Hub](https://hub.docker.com/r/rapidsai/rapidsai/) that has a prebuilt conda environment named 'rapids' when creating a RunConfiguration. Note that this conda environment does not include azureml-defaults package that is required for using AML functionality like metrics tracking, model management etc. This package is automatically installed when you use 'Specify package dependencies' option and that is why it is the recommended option to create RunConfiguraiton in AML."
+        "The following code shows how to install RAPIDS using conda. The `rapids.yml` file contains the list of packages necessary to run this tutorial. **NOTE:** Initial build of the image might take up to 20 minutes as the service needs to build and cache the new image; once the image is built the subequent runs use the cached image and the overhead is minimal."
       ]
     },
     {
@@ -369,17 +367,13 @@
       "metadata": {},
       "outputs": [],
       "source": [
-    "run_config = RunConfiguration()\n",
+        "cd = CondaDependencies(conda_dependencies_file_path='rapids.yml')\n",
+        "run_config = RunConfiguration(conda_dependencies=cd)\n",
         "run_config.framework = 'python'\n",
-    "run_config.environment.python.user_managed_dependencies = True\n",
-    "run_config.environment.python.interpreter_path = '/conda/envs/rapids/bin/python'\n",
         "run_config.target = gpu_cluster_name\n",
         "run_config.environment.docker.enabled = True\n",
         "run_config.environment.docker.gpu_support = True\n",
-    "run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
+        "run_config.environment.docker.base_image = \"mcr.microsoft.com/azureml/base-gpu:intelmpi2018.3-cuda10.0-cudnn7-ubuntu16.04\"\n",
-    "# run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
-    "# run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
-    "# run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
         "run_config.environment.spark.precache_packages = False\n",
         "run_config.data_references={'data':data_ref.to_config()}"
       ]
@@ -388,14 +382,14 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-    "#### Specify package dependencies"
+        "#### Using Docker"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-    "The following code shows how to list package dependencies in a conda environment definition file (rapids.yml) when creating a RunConfiguration"
+        "Alternatively, you can specify RAPIDS Docker image."
       ]
     },
     {
@@ -404,16 +398,17 @@
       "metadata": {},
       "outputs": [],
       "source": [
-    "# cd = CondaDependencies(conda_dependencies_file_path='rapids.yml')\n",
+        "# run_config = RunConfiguration()\n",
-    "# run_config = RunConfiguration(conda_dependencies=cd)\n",
         "# run_config.framework = 'python'\n",
+        "# run_config.environment.python.user_managed_dependencies = True\n",
+        "# run_config.environment.python.interpreter_path = '/conda/envs/rapids/bin/python'\n",
         "# run_config.target = gpu_cluster_name\n",
         "# run_config.environment.docker.enabled = True\n",
         "# run_config.environment.docker.gpu_support = True\n",
-    "# run_config.environment.docker.base_image = \"<image>\"\n",
+        "# run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
-    "# run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
+        "# # run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
-    "# run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
+        "# # run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
-    "# run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
+        "# # run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
         "# run_config.environment.spark.precache_packages = False\n",
         "# run_config.data_references={'data':data_ref.to_config()}"
       ]
@@ -551,9 +546,9 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-   "version": "3.6.6"
+      "version": "3.6.8"
     }
   },
   "nbformat": 4,
- "nbformat_minor": 2
+  "nbformat_minor": 4
 }

contrib/RAPIDS/process_data.py

@@ -15,21 +15,6 @@ from glob import glob
 import os
 import argparse
 
-def initialize_rmm_pool():
-    from librmm_cffi import librmm_config as rmm_cfg
-
-    rmm_cfg.use_pool_allocator = True
-    #rmm_cfg.initial_pool_size = 2<<30 # set to 2GiB. Default is 1/2 total GPU memory
-    import cudf
-    return cudf._gdf.rmm_initialize()
-
-def initialize_rmm_no_pool():
-    from librmm_cffi import librmm_config as rmm_cfg
-    
-    rmm_cfg.use_pool_allocator = False
-    import cudf
-    return cudf._gdf.rmm_initialize()
-
 def run_dask_task(func, **kwargs):
     task = func(**kwargs)
     return task
@@ -207,26 +192,26 @@ def gpu_load_names(col_path):
 
 def create_ever_features(gdf, **kwargs):
     everdf = gdf[['loan_id', 'current_loan_delinquency_status']]
-    everdf = everdf.groupby('loan_id', method='hash').max()
+    everdf = everdf.groupby('loan_id', method='hash').max().reset_index()
     del(gdf)
-    everdf['ever_30'] = (everdf['max_current_loan_delinquency_status'] >= 1).astype('int8')
+    everdf['ever_30'] = (everdf['current_loan_delinquency_status'] >= 1).astype('int8')
-    everdf['ever_90'] = (everdf['max_current_loan_delinquency_status'] >= 3).astype('int8')
+    everdf['ever_90'] = (everdf['current_loan_delinquency_status'] >= 3).astype('int8')
-    everdf['ever_180'] = (everdf['max_current_loan_delinquency_status'] >= 6).astype('int8')
+    everdf['ever_180'] = (everdf['current_loan_delinquency_status'] >= 6).astype('int8')
-    everdf.drop_column('max_current_loan_delinquency_status')
+    everdf.drop_column('current_loan_delinquency_status')
     return everdf
 
 def create_delinq_features(gdf, **kwargs):
     delinq_gdf = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status']]
     del(gdf)
-    delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
+    delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
-    delinq_30['delinquency_30'] = delinq_30['min_monthly_reporting_period']
+    delinq_30['delinquency_30'] = delinq_30['monthly_reporting_period']
-    delinq_30.drop_column('min_monthly_reporting_period')
+    delinq_30.drop_column('monthly_reporting_period')
-    delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
+    delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
-    delinq_90['delinquency_90'] = delinq_90['min_monthly_reporting_period']
+    delinq_90['delinquency_90'] = delinq_90['monthly_reporting_period']
-    delinq_90.drop_column('min_monthly_reporting_period')
+    delinq_90.drop_column('monthly_reporting_period')
-    delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
+    delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
-    delinq_180['delinquency_180'] = delinq_180['min_monthly_reporting_period']
+    delinq_180['delinquency_180'] = delinq_180['monthly_reporting_period']
-    delinq_180.drop_column('min_monthly_reporting_period')
+    delinq_180.drop_column('monthly_reporting_period')
     del(delinq_gdf)
     delinq_merge = delinq_30.merge(delinq_90, how='left', on=['loan_id'], type='hash')
     delinq_merge['delinquency_90'] = delinq_merge['delinquency_90'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
@@ -279,16 +264,15 @@ def create_joined_df(gdf, everdf, **kwargs):
 def create_12_mon_features(joined_df, **kwargs):
     testdfs = []
     n_months = 12
+
     for y in range(1, n_months + 1):
         tmpdf = joined_df[['loan_id', 'timestamp_year', 'timestamp_month', 'delinquency_12', 'upb_12']]
         tmpdf['josh_months'] = tmpdf['timestamp_year'] * 12 + tmpdf['timestamp_month']
         tmpdf['josh_mody_n'] = ((tmpdf['josh_months'].astype('float64') - 24000 - y) / 12).floor()
-        tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'})
+        tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'}).reset_index()
-        tmpdf['delinquency_12'] = (tmpdf['max_delinquency_12']>3).astype('int32')
+        tmpdf['delinquency_12'] = (tmpdf['delinquency_12']>3).astype('int32')
-        tmpdf['delinquency_12'] +=(tmpdf['min_upb_12']==0).astype('int32')
+        tmpdf['delinquency_12'] +=(tmpdf['upb_12']==0).astype('int32')
-        tmpdf.drop_column('max_delinquency_12')
+        tmpdf['upb_12'] = tmpdf['upb_12']
-        tmpdf['upb_12'] = tmpdf['min_upb_12']
-        tmpdf.drop_column('min_upb_12')
         tmpdf['timestamp_year'] = (((tmpdf['josh_mody_n'] * n_months) + 24000 + (y - 1)) / 12).floor().astype('int16')
         tmpdf['timestamp_month'] = np.int8(y)
         tmpdf.drop_column('josh_mody_n')
@@ -329,6 +313,7 @@ def last_mile_cleaning(df, **kwargs):
         'delinquency_30', 'delinquency_90', 'delinquency_180', 'upb_12',
         'zero_balance_effective_date','foreclosed_after', 'disposition_date','timestamp'
     ]
+
     for column in drop_list:
         df.drop_column(column)
     for col, dtype in df.dtypes.iteritems():
@@ -342,7 +327,6 @@ def last_mile_cleaning(df, **kwargs):
     return df.to_arrow(preserve_index=False)
 
 def main():
-    #print('XGBOOST_BUILD_DOC is ' + os.environ['XGBOOST_BUILD_DOC'])
     parser = argparse.ArgumentParser("rapidssample")
     parser.add_argument("--data_dir", type=str, help="location of data")
     parser.add_argument("--num_gpu", type=int, help="Number of GPUs to use", default=1)
@@ -364,7 +348,6 @@ def main():
     print('data_dir = {0}'.format(data_dir))
     print('num_gpu = {0}'.format(num_gpu))
     print('part_count = {0}'.format(part_count))
-    #part_count = part_count + 1 # adding one because the usage below is not inclusive
     print('end_year = {0}'.format(end_year))
     print('cpu_predictor = {0}'.format(cpu_predictor))
     
@@ -385,12 +368,10 @@ def main():
     perf_data_path = "{0}/perf".format(data_dir) #"/rapids/data/mortgage/perf"
     col_names_path = "{0}/names.csv".format(data_dir) # "/rapids/data/mortgage/names.csv"
     start_year = 2000
-#end_year = 2000 # end_year is inclusive -- converted to parameter
-#part_count = 2 # the number of data files to train against -- converted to parameter
 
-    client.run(initialize_rmm_pool)
     client
-    print(client.ncores())
+    print('--->>> Workers used: {0}'.format(client.ncores()))
+
     # NOTE: The ETL calculates additional features which are then dropped before creating the XGBoost DMatrix.
     # This can be optimized to avoid calculating the dropped features.
     print("Reading ...")
@@ -414,14 +395,9 @@ def main():
             
     wait(gpu_dfs)
     t2 = datetime.datetime.now()
-    print("Reading time ...")
+    print("Reading time: {0}".format(str(t2-t1)))
-    print(t2-t1)
+    print('--->>> Number of data parts: {0}'.format(len(gpu_dfs)))
-    print('len(gpu_dfs) is {0}'.format(len(gpu_dfs)))
 
-    client.run(cudf._gdf.rmm_finalize)
-    client.run(initialize_rmm_no_pool)
-    client
-    print(client.ncores())
     dxgb_gpu_params = {
         'nround':            100,
         'max_depth':         8,
@@ -438,7 +414,7 @@ def main():
         'n_gpus':            1, 
         'distributed_dask':  True,
         'loss':              'ls',
-        'objective':         'gpu:reg:linear',
+        'objective':         'reg:squarederror',
         'max_features':      'auto',
         'criterion':         'friedman_mse',
         'grow_policy':       'lossguide',
@@ -446,13 +422,13 @@ def main():
     }
       
     if cpu_predictor:
-        print('Training using CPUs')
+        print('\n---->>>> Training using CPUs <<<<----\n')
         dxgb_gpu_params['predictor'] = 'cpu_predictor'
         dxgb_gpu_params['tree_method'] = 'hist'
         dxgb_gpu_params['objective'] = 'reg:linear'
         
     else:
-        print('Training using GPUs')
+        print('\n---->>>> Training using GPUs <<<<----\n')
     
     print('Training parameters are {0}'.format(dxgb_gpu_params))
     
@@ -482,13 +458,12 @@ def main():
     gc.collect()
     wait(gpu_dfs)
 
+    # TRAIN THE MODEL
     labels = None
     t1 = datetime.datetime.now()
     bst = dxgb_gpu.train(client, dxgb_gpu_params, gpu_dfs, labels, num_boost_round=dxgb_gpu_params['nround'])
     t2 = datetime.datetime.now()
-    print("Training time ...")
+    print('\n---->>>> Training time: {0} <<<<----\n'.format(str(t2-t1)))
-    print(t2-t1)
-    print('str(bst) is {0}'.format(str(bst)))
     print('Exiting script')
 
 if __name__ == '__main__':

contrib/RAPIDS/rapids.yml

@@ -1,35 +0,0 @@
-name: rapids
-channels:
-- nvidia
-- numba
-- conda-forge
-- rapidsai
-- defaults
-- pytorch
-
-dependencies:
-- arrow-cpp=0.12.0
-- bokeh
-- cffi=1.11.5
-- cmake=3.12
-- cuda92
-- cython==0.29
-- dask=1.1.1
-- distributed=1.25.3
-- faiss-gpu=1.5.0
-- numba=0.42
-- numpy=1.15.4
-- nvstrings
-- pandas=0.23.4
-- pyarrow=0.12.0
-- scikit-learn
-- scipy
-- cudf
-- cuml
-- python=3.6.2
-- jupyterlab
-- pip:
-  - file:/rapids/xgboost/python-package/dist/xgboost-0.81-py3-none-any.whl
-  - git+https://github.com/rapidsai/dask-xgboost@dask-cudf
-  - git+https://github.com/rapidsai/dask-cudf@master
-  - git+https://github.com/rapidsai/dask-cuda@master

contrib/fairness/fairlearn-azureml-mitigation.ipynb

@@ -0,0 +1,621 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Copyright (c) Microsoft Corporation. All rights reserved.  \n",
+        "Licensed under the MIT License."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/fairness/fairlearn-azureml-mitigation.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Unfairness Mitigation with Fairlearn and Azure Machine Learning\n",
+        "**This notebook shows how to upload results from Fairlearn's GridSearch mitigation algorithm into a dashboard in Azure Machine Learning Studio**\n",
+        "\n",
+        "## Table of Contents\n",
+        "\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Loading the Data](#LoadingData)\n",
+        "1. [Training an Unmitigated Model](#UnmitigatedModel)\n",
+        "1. [Mitigation with GridSearch](#Mitigation)\n",
+        "1. [Uploading a Fairness Dashboard to Azure](#AzureUpload)\n",
+        "    1. Registering models\n",
+        "    1. Computing Fairness Metrics\n",
+        "    1. Uploading to Azure\n",
+        "1. [Conclusion](#Conclusion)\n",
+        "\n",
+        "<a id=\"Introduction\"></a>\n",
+        "## Introduction\n",
+        "This notebook shows how to use [Fairlearn (an open source fairness assessment and unfairness mitigation package)](http://fairlearn.org) and Azure Machine Learning Studio for a binary classification problem. This example uses the well-known adult census dataset. For the purposes of this notebook, we shall treat this as a loan decision problem. We will pretend that the label indicates whether or not each individual repaid a loan in the past. We will use the data to train a predictor to predict whether previously unseen individuals will repay a loan or not. The assumption is that the model predictions are used to decide whether an individual should be offered a loan. Its purpose is purely illustrative of a workflow including a fairness dashboard - in particular, we do **not** include a full discussion of the detailed issues which arise when considering fairness in machine learning. For such discussions, please [refer to the Fairlearn website](http://fairlearn.org/).\n",
+        "\n",
+        "We will apply the [grid search algorithm](https://fairlearn.org/v0.4.6/api_reference/fairlearn.reductions.html#fairlearn.reductions.GridSearch) from the Fairlearn package using a specific notion of fairness called Demographic Parity. This produces a set of models, and we will view these in a dashboard both locally and in the Azure Machine Learning Studio.\n",
+        "\n",
+        "### Setup\n",
+        "\n",
+        "To use this notebook, an Azure Machine Learning workspace is required.\n",
+        "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>=0.6.2` (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:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# !pip install --upgrade scikit-learn>=0.22.1"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Finally, please ensure that when you downloaded this notebook, you also downloaded the `fairness_nb_utils.py` file from the same location, and placed it in the same directory as this notebook."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"LoadingData\"></a>\n",
+        "## Loading the Data\n",
+        "We use the well-known `adult` census dataset, which we will fetch from the OpenML website. We start with a fairly unremarkable set of imports:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from fairlearn.reductions import GridSearch, DemographicParity, ErrorRate\n",
+        "from raiwidgets import FairnessDashboard\n",
+        "\n",
+        "from sklearn.compose import ColumnTransformer\n",
+        "from sklearn.impute import SimpleImputer\n",
+        "from sklearn.linear_model import LogisticRegression\n",
+        "from sklearn.model_selection import train_test_split\n",
+        "from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
+        "from sklearn.compose import make_column_selector as selector\n",
+        "from sklearn.pipeline import Pipeline\n",
+        "\n",
+        "import pandas as pd"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We can now load and inspect the data:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from fairness_nb_utils import fetch_census_dataset\n",
+        "\n",
+        "data = fetch_census_dataset()\n",
+        "    \n",
+        "# Extract the items we want\n",
+        "X_raw = data.data\n",
+        "y = (data.target == '>50K') * 1\n",
+        "\n",
+        "X_raw[\"race\"].value_counts().to_dict()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We are going to treat the sex and race of each individual as protected attributes, and in this particular case we are going to remove these attributes from the main data (this is not always the best option - see the [Fairlearn website](http://fairlearn.github.io/) for further discussion). Protected attributes are often denoted by 'A' in the literature, and we follow that convention here:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "A = X_raw[['sex','race']]\n",
+        "X_raw = X_raw.drop(labels=['sex', 'race'], axis = 1)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We now preprocess our data. To avoid the problem of data leakage, we split our data into training and test sets before performing any other transformations. Subsequent transformations (such as scalings) will be fit to the training data set, and then applied to the test dataset."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "(X_train, X_test, y_train, y_test, A_train, A_test) = train_test_split(\n",
+        "    X_raw, y, A, test_size=0.3, random_state=12345, stratify=y\n",
+        ")\n",
+        "\n",
+        "# Ensure indices are aligned between X, y and A,\n",
+        "# after all the slicing and splitting of DataFrames\n",
+        "# and Series\n",
+        "\n",
+        "X_train = X_train.reset_index(drop=True)\n",
+        "X_test = X_test.reset_index(drop=True)\n",
+        "y_train = y_train.reset_index(drop=True)\n",
+        "y_test = y_test.reset_index(drop=True)\n",
+        "A_train = A_train.reset_index(drop=True)\n",
+        "A_test = A_test.reset_index(drop=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We have two types of column in the dataset - categorical columns which will need to be one-hot encoded, and numeric ones which will need to be rescaled. We also need to take care of missing values. We use a simple approach here, but please bear in mind that this is another way that bias could be introduced (especially if one subgroup tends to have more missing values).\n",
+        "\n",
+        "For this preprocessing, we make use of `Pipeline` objects from `sklearn`:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "numeric_transformer = Pipeline(\n",
+        "    steps=[\n",
+        "        (\"impute\", SimpleImputer()),\n",
+        "        (\"scaler\", StandardScaler()),\n",
+        "    ]\n",
+        ")\n",
+        "\n",
+        "categorical_transformer = Pipeline(\n",
+        "    [\n",
+        "        (\"impute\", SimpleImputer(strategy=\"most_frequent\")),\n",
+        "        (\"ohe\", OneHotEncoder(handle_unknown=\"ignore\", sparse=False)),\n",
+        "    ]\n",
+        ")\n",
+        "\n",
+        "preprocessor = ColumnTransformer(\n",
+        "    transformers=[\n",
+        "        (\"num\", numeric_transformer, selector(dtype_exclude=\"category\")),\n",
+        "        (\"cat\", categorical_transformer, selector(dtype_include=\"category\")),\n",
+        "    ]\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now, the preprocessing pipeline is defined, we can run it on our training data, and apply the generated transform to our test data:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_train = preprocessor.fit_transform(X_train)\n",
+        "X_test = preprocessor.transform(X_test)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"UnmitigatedModel\"></a>\n",
+        "## Training an Unmitigated Model\n",
+        "\n",
+        "So we have a point of comparison, we first train a model (specifically, logistic regression from scikit-learn) on the raw data, without applying any mitigation algorithm:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "unmitigated_predictor = LogisticRegression(solver='liblinear', fit_intercept=True)\n",
+        "\n",
+        "unmitigated_predictor.fit(X_train, y_train)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We can view this model in the fairness dashboard, and see the disparities which appear:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "FairnessDashboard(sensitive_features=A_test,\n",
+        "                  y_true=y_test,\n",
+        "                  y_pred={\"unmitigated\": unmitigated_predictor.predict(X_test)})"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Looking at the disparity in accuracy when we select 'Sex' as the sensitive feature, we see that males have an error rate about three times greater than the females. More interesting is the disparity in opportunitiy - males are offered loans at three times the rate of females.\n",
+        "\n",
+        "Despite the fact that we removed the feature from the training data, our predictor still discriminates based on sex. This demonstrates that simply ignoring a protected attribute when fitting a predictor rarely eliminates unfairness. There will generally be enough other features correlated with the removed attribute to lead to disparate impact."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"Mitigation\"></a>\n",
+        "## Mitigation with GridSearch\n",
+        "\n",
+        "The `GridSearch` class in `Fairlearn` implements a simplified version of the exponentiated gradient reduction of [Agarwal et al. 2018](https://arxiv.org/abs/1803.02453). The user supplies a standard ML estimator, which is treated as a blackbox - for this simple example, we shall use the logistic regression estimator from scikit-learn. `GridSearch` works by generating a sequence of relabellings and reweightings, and trains a predictor for each.\n",
+        "\n",
+        "For this example, we specify demographic parity (on the protected attribute of sex) as the fairness metric. Demographic parity requires that individuals are offered the opportunity (a loan in this example) independent of membership in the protected class (i.e., females and males should be offered loans at the same rate). *We are using this metric for the sake of simplicity* in this example; the appropriate fairness metric can only be selected after *careful examination of the broader context* in which the model is to be used."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "sweep = GridSearch(LogisticRegression(solver='liblinear', fit_intercept=True),\n",
+        "                   constraints=DemographicParity(),\n",
+        "                   grid_size=71)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "With our estimator created, we can fit it to the data. After `fit()` completes, we extract the full set of predictors from the `GridSearch` object.\n",
+        "\n",
+        "The following cell trains a many copies of the underlying estimator, and may take a minute or two to run:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "sweep.fit(X_train, y_train,\n",
+        "          sensitive_features=A_train.sex)\n",
+        "\n",
+        "# For Fairlearn pre-v0.5.0, need sweep._predictors\n",
+        "predictors = sweep.predictors_"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We could load these predictors into the Fairness dashboard now. However, the plot would be somewhat confusing due to their number. In this case, we are going to remove the predictors which are dominated in the error-disparity space by others from the sweep (note that the disparity will only be calculated for the protected attribute; other potentially protected attributes will *not* be mitigated). In general, one might not want to do this, since there may be other considerations beyond the strict optimisation of error and disparity (of the given protected attribute)."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "errors, disparities = [], []\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(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",
+        "dominant_models_dict = dict()\n",
+        "base_name_format = \"census_gs_model_{0}\"\n",
+        "row_id = 0\n",
+        "for row in all_results.itertuples():\n",
+        "    model_name = base_name_format.format(row_id)\n",
+        "    errors_for_lower_or_eq_disparity = all_results[\"error\"][all_results[\"disparity\"]<=row.disparity]\n",
+        "    if row.error <= errors_for_lower_or_eq_disparity.min():\n",
+        "        dominant_models_dict[model_name] = row.predictor\n",
+        "    row_id = row_id + 1"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We can construct predictions for the dominant models (we include the unmitigated predictor as well, for comparison):"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "predictions_dominant = {\"census_unmitigated\": unmitigated_predictor.predict(X_test)}\n",
+        "models_dominant = {\"census_unmitigated\": unmitigated_predictor}\n",
+        "for name, predictor in dominant_models_dict.items():\n",
+        "    value = predictor.predict(X_test)\n",
+        "    predictions_dominant[name] = value\n",
+        "    models_dominant[name] = predictor"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "These predictions may then be viewed in the fairness dashboard. We include the race column from the dataset, as an alternative basis for assessing the models. However, since we have not based our mitigation on it, the variation in the models with respect to race can be large."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "FairnessDashboard(sensitive_features=A_test, \n",
+        "                  y_true=y_test.tolist(),\n",
+        "                  y_pred=predictions_dominant)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "When using sex as the sensitive feature and accuracy as the metric, we see a Pareto front forming - the set of predictors which represent optimal tradeoffs between accuracy and disparity in predictions. In the ideal case, we would have a predictor at (1,0) - perfectly accurate and without any unfairness under demographic parity (with respect to the protected attribute \"sex\"). The Pareto front represents the closest we can come to this ideal based on our data and choice of estimator. Note the range of the axes - the disparity axis covers more values than the accuracy, so we can reduce disparity substantially for a small loss in accuracy. Finally, we also see that the unmitigated model is towards the top right of the plot, with high accuracy, but worst disparity.\n",
+        "\n",
+        "By clicking on individual models on the plot, we can inspect their metrics for disparity and accuracy in greater detail. In a real example, we would then pick the model which represented the best trade-off between accuracy and disparity given the relevant business constraints."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<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 `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",
+        "\n",
+        "Before that, we need to connect to Azure Machine Learning Studio:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core import Workspace, Experiment, Model\n",
+        "\n",
+        "ws = Workspace.from_config()\n",
+        "ws.get_details()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"RegisterModels\"></a>\n",
+        "### Registering Models\n",
+        "\n",
+        "The fairness dashboard is designed to integrate with registered models, so we need to do this for the models we want in the Studio portal. The assumption is that the names of the models specified in the dashboard dictionary correspond to the `id`s (i.e. `<name>:<version>` pairs) of registered models in the workspace. We register each of the models in the `models_dominant` dictionary into the workspace. For this, we have to save each model to a file, and then register that file:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import joblib\n",
+        "import os\n",
+        "\n",
+        "os.makedirs('models', exist_ok=True)\n",
+        "def register_model(name, model):\n",
+        "    print(\"Registering \", name)\n",
+        "    model_path = \"models/{0}.pkl\".format(name)\n",
+        "    joblib.dump(value=model, filename=model_path)\n",
+        "    registered_model = Model.register(model_path=model_path,\n",
+        "                                      model_name=name,\n",
+        "                                      workspace=ws)\n",
+        "    print(\"Registered \", registered_model.id)\n",
+        "    return registered_model.id\n",
+        "\n",
+        "model_name_id_mapping = dict()\n",
+        "for name, model in models_dominant.items():\n",
+        "    m_id = register_model(name, model)\n",
+        "    model_name_id_mapping[name] = m_id"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now, produce new predictions dictionaries, with the updated names:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "predictions_dominant_ids = dict()\n",
+        "for name, y_pred in predictions_dominant.items():\n",
+        "    predictions_dominant_ids[model_name_id_mapping[name]] = y_pred"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"PrecomputeMetrics\"></a>\n",
+        "### Precomputing Metrics\n",
+        "\n",
+        "We create a _dashboard dictionary_ using Fairlearn's `metrics` package. The `_create_group_metric_set` method has arguments similar to the Dashboard constructor, except that the sensitive features are passed as a dictionary (to ensure that names are available), and we must specify the type of prediction. Note that we use the `predictions_dominant_ids` dictionary we just created:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "sf = { 'sex': A_test.sex, 'race': A_test.race }\n",
+        "\n",
+        "from fairlearn.metrics._group_metric_set import _create_group_metric_set\n",
+        "\n",
+        "\n",
+        "dash_dict = _create_group_metric_set(y_true=y_test,\n",
+        "                                     predictions=predictions_dominant_ids,\n",
+        "                                     sensitive_features=sf,\n",
+        "                                     prediction_type='binary_classification')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"DashboardUpload\"></a>\n",
+        "### Uploading the Dashboard\n",
+        "\n",
+        "Now, we import our `contrib` package which contains the routine to perform the upload:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.fairness import upload_dashboard_dictionary, download_dashboard_by_upload_id"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now we can create an Experiment, then a Run, and upload our dashboard to it:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "exp = Experiment(ws, \"Test_Fairlearn_GridSearch_Census_Demo\")\n",
+        "print(exp)\n",
+        "\n",
+        "run = exp.start_logging()\n",
+        "try:\n",
+        "    dashboard_title = \"Dominant Models from GridSearch\"\n",
+        "    upload_id = upload_dashboard_dictionary(run,\n",
+        "                                            dash_dict,\n",
+        "                                            dashboard_name=dashboard_title)\n",
+        "    print(\"\\nUploaded to id: {0}\\n\".format(upload_id))\n",
+        "\n",
+        "    downloaded_dict = download_dashboard_by_upload_id(run, upload_id)\n",
+        "finally:\n",
+        "    run.complete()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The dashboard can be viewed in the Run Details page.\n",
+        "\n",
+        "Finally, we can verify that the dashboard dictionary which we downloaded matches our upload:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "print(dash_dict == downloaded_dict)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"Conclusion\"></a>\n",
+        "## Conclusion\n",
+        "\n",
+        "In this notebook we have demonstrated how to use the `GridSearch` algorithm from Fairlearn to generate a collection of models, and then present them in the fairness dashboard in Azure Machine Learning Studio. Please remember that this notebook has not attempted to discuss the many considerations which should be part of any approach to unfairness mitigation. The [Fairlearn website](http://fairlearn.org/) provides that discussion"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": []
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "riedgar"
+      }
+    ],
+    "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": "3.6.10"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

contrib/fairness/fairlearn-azureml-mitigation.yml

@@ -0,0 +1,9 @@
+name: fairlearn-azureml-mitigation
+dependencies:
+- pip:
+  - azureml-sdk
+  - azureml-contrib-fairness
+  - fairlearn>=0.6.2
+  - joblib
+  - liac-arff
+  - raiwidgets~=0.11.0

contrib/fairness/fairness_nb_utils.py

@@ -0,0 +1,111 @@
+# ---------------------------------------------------------
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# ---------------------------------------------------------
+
+"""Utilities for azureml-contrib-fairness notebooks."""
+
+import arff
+from collections import OrderedDict
+from contextlib import closing
+import gzip
+import pandas as pd
+from sklearn.datasets import fetch_openml
+from sklearn.utils import Bunch
+import time
+
+
+def fetch_openml_with_retries(data_id, max_retries=4, retry_delay=60):
+    """Fetch a given dataset from OpenML with retries as specified."""
+    for i in range(max_retries):
+        try:
+            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:  # noqa: B902
+            print("Download attempt failed with exception:")
+            print(e)
+            if i + 1 != max_retries:
+                print("Will retry after {0} seconds".format(retry_delay))
+                time.sleep(retry_delay)
+                retry_delay = retry_delay * 2
+    else:
+        raise RuntimeError("Unable to download dataset from OpenML")
+
+    return data
+
+
+_categorical_columns = [
+    'workclass',
+    'education',
+    'marital-status',
+    'occupation',
+    'relationship',
+    'race',
+    'sex',
+    'native-country'
+]
+
+
+def fetch_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.
+
+    The data are copied from:
+    https://openml.org/data/v1/download/1595261.gz
+    (as of 2021-03-31)
+    """
+    try:
+        from urllib import urlretrieve
+    except ImportError:
+        from urllib.request import urlretrieve
+
+    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')
+
+            with closing(http_stream):
+                def _stream_generator(response):
+                    for line in response:
+                        yield line.decode('utf-8')
+
+                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)
+
+    raw_df = pd.DataFrame(data=data['data'], columns=arff_columns)
+
+    target_column_name = 'class'
+    target = raw_df.pop(target_column_name)
+    for col_name in _categorical_columns:
+        dtype = pd.api.types.CategoricalDtype(attributes[col_name])
+        raw_df[col_name] = raw_df[col_name].astype(dtype, copy=False)
+
+    result = Bunch()
+    result.data = raw_df
+    result.target = target
+
+    return result

contrib/fairness/upload-fairness-dashboard.ipynb

@@ -0,0 +1,545 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Copyright (c) Microsoft Corporation. All rights reserved.  \n",
+        "Licensed under the MIT License."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/fairness/upload-fairness-dashboard.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Upload a Fairness Dashboard to Azure Machine Learning Studio\n",
+        "**This notebook shows how to generate and upload a fairness assessment dashboard from Fairlearn to AzureML Studio**\n",
+        "\n",
+        "## Table of Contents\n",
+        "\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Loading the Data](#LoadingData)\n",
+        "1. [Processing the Data](#ProcessingData)\n",
+        "1. [Training Models](#TrainingModels)\n",
+        "1. [Logging in to AzureML](#LoginAzureML)\n",
+        "1. [Registering the Models](#RegisterModels)\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",
+        "1. [Conclusion](#Conclusion)\n",
+        "    \n",
+        "\n",
+        "<a id=\"Introduction\"></a>\n",
+        "## Introduction\n",
+        "\n",
+        "In this notebook, we walk through a simple example of using the `azureml-contrib-fairness` package to upload a collection of fairness statistics for a fairness dashboard. It is an example of integrating the [open source Fairlearn package](https://www.github.com/fairlearn/fairlearn) with Azure Machine Learning. This is not an example of fairness analysis or mitigation - this notebook simply shows how to get a fairness dashboard into the Azure Machine Learning portal. We will load the data and train a couple of simple models. We will then use Fairlearn to generate data for a Fairness dashboard, which we can upload to Azure Machine Learning portal and view there.\n",
+        "\n",
+        "### Setup\n",
+        "\n",
+        "To use this notebook, an Azure Machine Learning workspace is required.\n",
+        "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>=0.6.2` (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:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# !pip install --upgrade scikit-learn>=0.22.1"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Finally, please ensure that when you downloaded this notebook, you also downloaded the `fairness_nb_utils.py` file from the same location, and placed it in the same directory as this notebook."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"LoadingData\"></a>\n",
+        "## Loading the Data\n",
+        "We use the well-known `adult` census dataset, which we fetch from the OpenML website. We start with a fairly unremarkable set of imports:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from sklearn import svm\n",
+        "from sklearn.compose import ColumnTransformer\n",
+        "from sklearn.impute import SimpleImputer\n",
+        "from sklearn.linear_model import LogisticRegression\n",
+        "from sklearn.model_selection import train_test_split\n",
+        "from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
+        "from sklearn.compose import make_column_selector as selector\n",
+        "from sklearn.pipeline import Pipeline"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now we can load the data:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from fairness_nb_utils import fetch_census_dataset\n",
+        "\n",
+        "data = fetch_census_dataset()\n",
+        "    \n",
+        "# Extract the items we want\n",
+        "X_raw = data.data\n",
+        "y = (data.target == '>50K') * 1"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We can take a look at some of the data. For example, the next cells shows the counts of the different races identified in the dataset:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "print(X_raw[\"race\"].value_counts().to_dict())"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"ProcessingData\"></a>\n",
+        "## Processing the Data\n",
+        "\n",
+        "With the data loaded, we process it for our needs. First, we extract the sensitive features of interest into `A` (conventionally used in the literature) and leave the rest of the feature data in `X_raw`:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "A = X_raw[['sex','race']]\n",
+        "X_raw = X_raw.drop(labels=['sex', 'race'],axis = 1)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We now preprocess our data. To avoid the problem of data leakage, we split our data into training and test sets before performing any other transformations. Subsequent transformations (such as scalings) will be fit to the training data set, and then applied to the test dataset."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "(X_train, X_test, y_train, y_test, A_train, A_test) = train_test_split(\n",
+        "    X_raw, y, A, test_size=0.3, random_state=12345, stratify=y\n",
+        ")\n",
+        "\n",
+        "# Ensure indices are aligned between X, y and A,\n",
+        "# after all the slicing and splitting of DataFrames\n",
+        "# and Series\n",
+        "\n",
+        "X_train = X_train.reset_index(drop=True)\n",
+        "X_test = X_test.reset_index(drop=True)\n",
+        "y_train = y_train.reset_index(drop=True)\n",
+        "y_test = y_test.reset_index(drop=True)\n",
+        "A_train = A_train.reset_index(drop=True)\n",
+        "A_test = A_test.reset_index(drop=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We have two types of column in the dataset - categorical columns which will need to be one-hot encoded, and numeric ones which will need to be rescaled. We also need to take care of missing values. We use a simple approach here, but please bear in mind that this is another way that bias could be introduced (especially if one subgroup tends to have more missing values).\n",
+        "\n",
+        "For this preprocessing, we make use of `Pipeline` objects from `sklearn`:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "numeric_transformer = Pipeline(\n",
+        "    steps=[\n",
+        "        (\"impute\", SimpleImputer()),\n",
+        "        (\"scaler\", StandardScaler()),\n",
+        "    ]\n",
+        ")\n",
+        "\n",
+        "categorical_transformer = Pipeline(\n",
+        "    [\n",
+        "        (\"impute\", SimpleImputer(strategy=\"most_frequent\")),\n",
+        "        (\"ohe\", OneHotEncoder(handle_unknown=\"ignore\", sparse=False)),\n",
+        "    ]\n",
+        ")\n",
+        "\n",
+        "preprocessor = ColumnTransformer(\n",
+        "    transformers=[\n",
+        "        (\"num\", numeric_transformer, selector(dtype_exclude=\"category\")),\n",
+        "        (\"cat\", categorical_transformer, selector(dtype_include=\"category\")),\n",
+        "    ]\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now, the preprocessing pipeline is defined, we can run it on our training data, and apply the generated transform to our test data:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_train = preprocessor.fit_transform(X_train)\n",
+        "X_test = preprocessor.transform(X_test)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"TrainingModels\"></a>\n",
+        "## Training Models\n",
+        "\n",
+        "We now train a couple of different models on our data. The `adult` census dataset is a classification problem - the goal is to predict whether a particular individual exceeds an income threshold. For the purpose of generating a dashboard to upload, it is sufficient to train two basic classifiers. First, a logistic regression classifier:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "lr_predictor = LogisticRegression(solver='liblinear', fit_intercept=True)\n",
+        "\n",
+        "lr_predictor.fit(X_train, y_train)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "And for comparison, a support vector classifier:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "svm_predictor = svm.SVC()\n",
+        "\n",
+        "svm_predictor.fit(X_train, y_train)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"LoginAzureML\"></a>\n",
+        "## Logging in to AzureML\n",
+        "\n",
+        "With our two classifiers trained, we can log into our AzureML workspace:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core import Workspace, Experiment, Model\n",
+        "\n",
+        "ws = Workspace.from_config()\n",
+        "ws.get_details()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"RegisterModels\"></a>\n",
+        "## Registering the Models\n",
+        "\n",
+        "Next, we register our models. By default, the subroutine which uploads the models checks that the names provided correspond to registered models in the workspace. We define a utility routine to do the registering:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import joblib\n",
+        "import os\n",
+        "\n",
+        "os.makedirs('models', exist_ok=True)\n",
+        "def register_model(name, model):\n",
+        "    print(\"Registering \", name)\n",
+        "    model_path = \"models/{0}.pkl\".format(name)\n",
+        "    joblib.dump(value=model, filename=model_path)\n",
+        "    registered_model = Model.register(model_path=model_path,\n",
+        "                                      model_name=name,\n",
+        "                                      workspace=ws)\n",
+        "    print(\"Registered \", registered_model.id)\n",
+        "    return registered_model.id"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Now, we register the models. For convenience in subsequent method calls, we store the results in a dictionary, which maps the `id` of the registered model (a string in `name:version` format) to the predictor itself:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "model_dict = {}\n",
+        "\n",
+        "lr_reg_id = register_model(\"fairness_linear_regression\", lr_predictor)\n",
+        "model_dict[lr_reg_id] = lr_predictor\n",
+        "svm_reg_id = register_model(\"fairness_svm\", svm_predictor)\n",
+        "model_dict[svm_reg_id] = svm_predictor"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"LocalDashboard\"></a>\n",
+        "## Using the Fairlearn Dashboard\n",
+        "\n",
+        "We can now examine the fairness of the two models we have training, both as a function of race and (binary) sex. Before uploading the dashboard to the AzureML portal, we will first instantiate a local instance of the Fairlearn dashboard.\n",
+        "\n",
+        "Regardless of the viewing location, the dashboard is based on three things - the true values, the model predictions and the sensitive feature values. The dashboard can use predictions from multiple models and multiple sensitive features if desired (as we are doing here).\n",
+        "\n",
+        "Our first step is to generate a dictionary mapping the `id` of the registered model to the corresponding array of predictions:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "ys_pred = {}\n",
+        "for n, p in model_dict.items():\n",
+        "    ys_pred[n] = p.predict(X_test)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We can examine these predictions in a locally invoked Fairlearn dashboard. This can be compared to the dashboard uploaded to the portal (in the next section):"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from raiwidgets import FairnessDashboard\n",
+        "\n",
+        "FairnessDashboard(sensitive_features=A_test, \n",
+        "                  y_true=y_test.tolist(),\n",
+        "                  y_pred=ys_pred)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<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 `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",
+        "\n",
+        "### Computing Fairness Metrics\n",
+        "We use Fairlearn to create a dictionary which contains all the data required to display a dashboard. This includes both the raw data (true values, predicted values and sensitive features), and also the fairness metrics. The API is similar to that used to invoke the Dashboard locally. However, there are a few minor changes to the API, and the type of problem being examined (binary classification, regression etc.) needs to be specified explicitly:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "sf = { 'Race': A_test.race, 'Sex': A_test.sex }\n",
+        "\n",
+        "from fairlearn.metrics._group_metric_set import _create_group_metric_set\n",
+        "\n",
+        "dash_dict = _create_group_metric_set(y_true=y_test,\n",
+        "                                     predictions=ys_pred,\n",
+        "                                     sensitive_features=sf,\n",
+        "                                     prediction_type='binary_classification')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The `_create_group_metric_set()` method is currently underscored since its exact design is not yet final in Fairlearn."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Uploading to Azure\n",
+        "\n",
+        "We can now import the `azureml.contrib.fairness` package itself. We will round-trip the data, so there are two required subroutines:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.fairness import upload_dashboard_dictionary, download_dashboard_by_upload_id"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Finally, we can upload the generated dictionary to AzureML. The upload method requires a run, so we first create an experiment and a run. The uploaded dashboard can be seen on the corresponding Run Details page in AzureML Studio. For completeness, we also download the dashboard dictionary which we uploaded."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "exp = Experiment(ws, \"notebook-01\")\n",
+        "print(exp)\n",
+        "\n",
+        "run = exp.start_logging()\n",
+        "try:\n",
+        "    dashboard_title = \"Sample notebook upload\"\n",
+        "    upload_id = upload_dashboard_dictionary(run,\n",
+        "                                            dash_dict,\n",
+        "                                            dashboard_name=dashboard_title)\n",
+        "    print(\"\\nUploaded to id: {0}\\n\".format(upload_id))\n",
+        "\n",
+        "    downloaded_dict = download_dashboard_by_upload_id(run, upload_id)\n",
+        "finally:\n",
+        "    run.complete()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Finally, we can verify that the dashboard dictionary which we downloaded matches our upload:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "print(dash_dict == downloaded_dict)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id=\"Conclusion\"></a>\n",
+        "## Conclusion\n",
+        "\n",
+        "In this notebook we have demonstrated how to generate and upload a fairness dashboard to AzureML Studio. We have not discussed how to analyse the results and apply mitigations. Those topics will be covered elsewhere."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": []
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "riedgar"
+      }
+    ],
+    "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": "3.6.10"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 4
+}

contrib/fairness/upload-fairness-dashboard.yml

@@ -0,0 +1,9 @@
+name: upload-fairness-dashboard
+dependencies:
+- pip:
+  - azureml-sdk
+  - azureml-contrib-fairness
+  - fairlearn>=0.6.2
+  - joblib
+  - liac-arff
+  - raiwidgets~=0.11.0

how-to-use-azureml/README.md

@@ -4,14 +4,12 @@ Learn how to use Azure Machine Learning services for experimentation and model m
 
 As a pre-requisite, run the [configuration Notebook](../configuration.ipynb) notebook first to set up your Azure ML Workspace. Then, run the notebooks in following recommended order.
 
-* [train-within-notebook](./training/train-within-notebook): Train a model hile tracking run history, and learn how to deploy the model as web service to Azure Container Instance.
+* [train-within-notebook](./training/train-within-notebook): Train a model while tracking run history, and learn how to deploy the model as web service to Azure Container Instance.
 * [train-on-local](./training/train-on-local): Learn how to submit a run to local computer and use Azure ML managed run configuration.
 * [train-on-amlcompute](./training/train-on-amlcompute): Use a 1-n node Azure ML managed compute cluster for remote runs on Azure CPU or GPU infrastructure.
 * [train-on-remote-vm](./training/train-on-remote-vm): Use Data Science Virtual Machine as a target for remote runs.
-* [logging-api](./training/logging-api): Learn about the details of logging metrics to run history.
+* [logging-api](./track-and-monitor-experiments/logging-api): Learn about the details of logging metrics to run history.
-* [register-model-create-image-deploy-service](./deployment/register-model-create-image-deploy-service): Learn about the details of model management.
 * [production-deploy-to-aks](./deployment/production-deploy-to-aks) Deploy a model to production at scale on Azure Kubernetes Service.
-* [enable-data-collection-for-models-in-aks](./deployment/enable-data-collection-for-models-in-aks) Learn about data collection APIs for deployed model.
 * [enable-app-insights-in-production-service](./deployment/enable-app-insights-in-production-service) Learn how to use App Insights with production web service.
  
 Find quickstarts, end-to-end tutorials, and how-tos on the [official documentation site for Azure Machine Learning service](https://docs.microsoft.com/en-us/azure/machine-learning/service/).

how-to-use-azureml/automated-machine-learning/README.md

@@ -1,8 +1,8 @@
 # Table of Contents
 1. [Automated ML Introduction](#introduction)
-1. [Setup using Azure Notebooks](#jupyter)
+1. [Setup using Compute Instances](#jupyter)
-1. [Setup using Azure Databricks](#databricks)
 1. [Setup using a Local Conda environment](#localconda)
+1. [Setup using Azure Databricks](#databricks)
 1. [Automated ML SDK Sample Notebooks](#samples)
 1. [Documentation](#documentation)
 1. [Running using python command](#pythoncommand)
@@ -21,22 +21,14 @@ Below are the three execution environments supported by automated ML.
 
 
  <a name="jupyter"></a>
-## Setup using Azure Notebooks - Jupyter based notebooks in the Azure cloud
+## Setup using Compute Instances - Jupyter based notebooks from a Azure Virtual Machine
 
-1. [![Azure Notebooks](https://notebooks.azure.com/launch.png)](https://aka.ms/aml-clone-azure-notebooks)
+1. Open the [ML Azure portal](https://ml.azure.com)
-[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks.
+1. Select Compute
-1. Follow the instructions in the [configuration](../../configuration.ipynb) notebook to create and connect to a workspace.
+1. Select Compute Instances
-1. Open one of the sample notebooks.
+1. Click New
-
+1. Type a Compute Name, select a Virtual Machine type and select a Virtual Machine size
- <a name="databricks"></a>
+1. Click Create
-## Setup using Azure Databricks
-
-**NOTE**: Please create your Azure Databricks cluster as v4.x (high concurrency preferred) with **Python 3** (dropdown).
-**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
-- Please remove the previous SDK version if there is any and install the latest SDK by installing **azureml-sdk[automl_databricks]** as a PyPi library in Azure Databricks workspace.
-- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks).
-- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks) and import into the Azure databricks workspace.
-- Attach the notebook to the cluster.
 
 <a name="localconda"></a>
 ## Setup using a Local Conda environment
@@ -102,82 +94,99 @@ source activate azure_automl
 jupyter notebook
 ```
 
+ <a name="databricks"></a>
+## Setup using Azure Databricks
+
+**NOTE**: Please create your Azure Databricks cluster as v7.1 (high concurrency preferred) with **Python 3** (dropdown).
+**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
+- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl).
+- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl) and import into the Azure databricks workspace.
+- Attach the notebook to the cluster.
+
 <a name="samples"></a>
 # Automated ML SDK Sample Notebooks
 
-- [auto-ml-classification.ipynb](classification/auto-ml-classification.ipynb)
+## Classification
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
+- **Classify Credit Card Fraud**
-    - Simple example of using automated ML for classification
+    - Dataset: [Kaggle's credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
-    - Uses local compute for training
+      - **[Jupyter Notebook (remote run)](classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.ipynb)**
+          - run the experiment remotely on AML Compute cluster
+          - test the performance of the best model in the local environment
+      - **[Jupyter Notebook (local run)](local-run-classification-credit-card-fraud/auto-ml-classification-credit-card-fraud-local.ipynb)**
+          - run experiment in the local environment
+          - use Mimic Explainer for computing feature importance
+          - deploy the best model along with the explainer to an Azure Kubernetes (AKS) cluster, which will compute the raw and engineered feature importances at inference time
+- **Predict Term Deposit Subscriptions in a Bank**
+    - Dataset: [UCI's bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
+        - **[Jupyter Notebook](classification-bank-marketing-all-features/auto-ml-classification-bank-marketing-all-features.ipynb)**
+          - run experiment remotely on AML Compute cluster to generate ONNX compatible models
+          - view the featurization steps that were applied during training
+          - view feature importance for the best model
+          - download the best model in ONNX format and use it for inferencing using ONNXRuntime
+          - deploy the best model in PKL format to Azure Container Instance (ACI)
+- **Predict Newsgroup based on Text from News Article**
+    - Dataset: [20 newsgroups text dataset](https://scikit-learn.org/0.19/datasets/twenty_newsgroups.html)
+        - **[Jupyter Notebook](classification-text-dnn/auto-ml-classification-text-dnn.ipynb)**
+          - AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data
+          - AutoML will use Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used
+          - Bidirectional Long-Short Term neural network (BiLSTM) will be utilized when a CPU compute is used, thereby optimizing the choice of DNN
 
-- [auto-ml-regression.ipynb](regression/auto-ml-regression.ipynb)
+## Regression
-    - Dataset: scikit learn's [diabetes dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html)
+- **Predict Performance of Hardware Parts**
-    - Simple example of using automated ML for regression
+    - Dataset: Hardware Performance Dataset
-    - Uses local compute for training
+        - **[Jupyter Notebook](regression/auto-ml-regression.ipynb)**
+            - run the experiment remotely on AML Compute cluster
+            - get best trained model for a different metric than the one the experiment was optimized for
+            - test the performance of the best model in the local environment
+        - **[Jupyter Notebook (advanced)](regression/auto-ml-regression.ipynb)**
+            - run the experiment remotely on AML Compute cluster
+            - customize featurization: override column purpose within the dataset, configure transformer parameters
+            - get best trained model for a different metric than the one the experiment was optimized for
+            - run a model explanation experiment on the remote cluster
+            - deploy the model along the explainer and run online inferencing
 
-- [auto-ml-remote-amlcompute.ipynb](remote-amlcompute/auto-ml-remote-amlcompute.ipynb)
+## Time Series Forecasting
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
+- **Forecast Energy Demand**
-    - Example of using automated ML for classification using remote AmlCompute for training
+    - Dataset: [NYC energy demand data](http://mis.nyiso.com/public/P-58Blist.htm)
-    - Parallel execution of iterations
+        - **[Jupyter Notebook](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)**
-    - Async tracking of progress
+          - run experiment remotely on AML Compute cluster
-    - Cancelling individual iterations or entire run
+          - use lags and rolling window features
-    - Retrieving models for any iteration or logged metric
+          - view the featurization steps that were applied during training
-    - Specify automated ML settings as kwargs
+          - get the best model, use it to forecast on test data and compare the accuracy of predictions against real data
-
+- **Forecast Orange Juice Sales (Multi-Series)**
-- [auto-ml-missing-data-blacklist-early-termination.ipynb](missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.ipynb)
+    - Dataset: [Dominick's grocery sales of orange juice](forecasting-orange-juice-sales/dominicks_OJ.csv)
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
+        - **[Jupyter Notebook](forecasting-orange-juice-sales/dominicks_OJ.csv)**
-    - Blacklist certain pipelines
+          - run experiment remotely on AML Compute cluster
-    - Specify a target metrics to indicate stopping criteria
+          - customize time-series featurization, change column purpose and override transformer hyper parameters
-    - Handling Missing Data in the input
+          - evaluate locally the performance of the generated best model
-
+          - deploy the best model as a webservice on Azure Container Instance (ACI)
-- [auto-ml-sparse-data-train-test-split.ipynb](sparse-data-train-test-split/auto-ml-sparse-data-train-test-split.ipynb)
+          - get online predictions from the deployed model
-    - Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
+- **Forecast Demand of a Bike-Sharing Service**
-    - Handle sparse datasets
+    - Dataset: [Bike demand data](forecasting-bike-share/bike-no.csv)
-    - Specify custom train and validation set
+        - **[Jupyter Notebook](forecasting-bike-share/auto-ml-forecasting-bike-share.ipynb)**
-
+          - run experiment remotely on AML Compute cluster
-- [auto-ml-exploring-previous-runs.ipynb](exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb)
+          - integrate holiday features
-    - List all projects for the workspace
+          - run rolling forecast for test set that is longer than the forecast horizon
-    - List all automated ML Runs for a given project
+          - compute metrics on the predictions from the remote forecast
-    - Get details for a automated ML Run. (automated ML settings, run widget & all metrics)
+- **The Forecast Function Interface**
-    - Download fitted pipeline for any iteration
+    - Dataset: Generated for sample purposes
-
+        - **[Jupyter Notebook](forecasting-forecast-function/auto-ml-forecasting-function.ipynb)**
-- [auto-ml-classification-with-deployment.ipynb](classification-with-deployment/auto-ml-classification-with-deployment.ipynb)
+          - train a forecaster using a remote AML Compute cluster
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
+          - capabilities of forecast function (e.g. forecast farther into the horizon)
-    - Simple example of using automated ML for classification
+          - generate confidence intervals
-    - Registering the model
+- **Forecast Beverage Production**
-    - Creating Image and creating aci service
+    - Dataset: [Monthly beer production data](forecasting-beer-remote/Beer_no_valid_split_train.csv)
-    - Testing the aci service
+        - **[Jupyter Notebook](forecasting-beer-remote/auto-ml-forecasting-beer-remote.ipynb)**
-
+          - train using a remote AML Compute cluster
-- [auto-ml-sample-weight.ipynb](sample-weight/auto-ml-sample-weight.ipynb)
+          - enable the DNN learning model
-    - How to specifying sample_weight
+          - forecast on a remote compute cluster and compare different model performance
-    - The difference that it makes to test results
+- **Continuous Retraining with NOAA Weather Data**
-
+    - Dataset: [NOAA weather data from Azure Open Datasets](https://azure.microsoft.com/en-us/services/open-datasets/)
-- [auto-ml-subsampling-local.ipynb](subsampling/auto-ml-subsampling-local.ipynb)
+        - **[Jupyter Notebook](continuous-retraining/auto-ml-continuous-retraining.ipynb)**
-    - How to enable subsampling
+          - continuously retrain a model using Pipelines and AutoML
-
+          - create a Pipeline to upload a time series dataset to an Azure blob
-- [auto-ml-dataprep.ipynb](dataprep/auto-ml-dataprep.ipynb)
+          - create a Pipeline to run an AutoML experiment and register the best resulting model in the Workspace
-    - Using DataPrep for reading data
+          - publish the training pipeline created and schedule it to run daily
-
-- [auto-ml-dataprep-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataprep-remote-execution.ipynb)
-    - Using DataPrep for reading data with remote execution
-
-- [auto-ml-classification-with-whitelisting.ipynb](classification-with-whitelisting/auto-ml-classification-with-whitelisting.ipynb)
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
-    - Simple example of using automated ML for classification with whitelisting tensorflow models.
-    - Uses local compute for training
-
-- [auto-ml-forecasting-energy-demand.ipynb](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)
-    - Dataset: [NYC energy demand data](forecasting-a/nyc_energy.csv)
-    - Example of using automated ML for training a forecasting model
-
-- [auto-ml-forecasting-orange-juice-sales.ipynb](forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb)
-    - Dataset: [Dominick's grocery sales of orange juice](forecasting-b/dominicks_OJ.csv)
-    - Example of training an automated ML forecasting model on multiple time-series
-
-- [auto-ml-classification-with-onnx.ipynb](classification-with-onnx/auto-ml-classification-with-onnx.ipynb)
-    - Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
-    - Simple example of using automated ML for classification with ONNX models
-    - Uses local compute for training
 
 <a name="documentation"></a>
 See [Configure automated machine learning experiments](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-auto-train) to learn how more about the the settings and features available for automated machine learning experiments.
@@ -198,7 +207,7 @@ The main code of the file must be indented so that it is under this condition.
 ## automl_setup fails
 1. On Windows, make sure that you are running automl_setup from an Anconda Prompt window rather than a regular cmd window.  You can launch the "Anaconda Prompt" window by hitting the Start button and typing "Anaconda Prompt".  If you don't see the application "Anaconda Prompt", you might not have conda or mini conda installed.  In that case, you can install it [here](https://conda.io/miniconda.html)
 2. Check that you have conda 64-bit installed rather than 32-bit.  You can check this with the command `conda info`.  The `platform` should be `win-64` for Windows or `osx-64` for Mac.
-3. Check that you have conda 4.4.10 or later.  You can check the version with the command `conda -V`.  If you have a previous version installed, you can update it using the command: `conda update conda`.
+3. Check that you have conda 4.7.8 or later.  You can check the version with the command `conda -V`.  If you have a previous version installed, you can update it using the command: `conda update conda`.
 4. On Linux, if the error is `gcc: error trying to exec 'cc1plus': execvp: No such file or directory`, install build essentials using the command `sudo apt-get install build-essential`.
 5. Pass a new name as the first parameter to automl_setup so that it creates a new conda environment. You can view existing conda environments using `conda env list` and remove them with `conda env remove -n <environmentname>`.
 
@@ -216,6 +225,17 @@ If automl_setup_linux.sh fails on Ubuntu Linux with the error: `unable to execut
 4) Check that the region is one of the supported regions: `eastus2`, `eastus`, `westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`
 5) Check that you have access to the region using the Azure Portal.
 
+## import AutoMLConfig fails after upgrade from before 1.0.76 to 1.0.76 or later
+There were package changes in automated machine learning version 1.0.76, which require the previous version to be uninstalled before upgrading to the new version.
+If you have manually upgraded from a version of automated machine learning before 1.0.76 to 1.0.76 or later, you may get the error:
+`ImportError: cannot import name 'AutoMLConfig'`
+
+This can be resolved by running:
+`pip uninstall azureml-train-automl` and then 
+`pip install azureml-train-automl`
+
+The automl_setup.cmd script does this automatically.
+
 ## workspace.from_config fails
 If the call `ws = Workspace.from_config()` fails:
 1) Make sure that you have run the `configuration.ipynb` notebook successfully.
@@ -238,6 +258,15 @@ You may check the version of tensorflow and uninstall as follows
 2) enter `pip freeze` and look for `tensorflow` , if found, the version listed should be < 1.13
 3) If the listed version is a not a supported version,  `pip uninstall tensorflow` in the command shell and enter y for confirmation.
 
+## KeyError: 'brand' when running AutoML on local compute or Azure Databricks cluster**
+If a new environment was created after 10 June 2020 using SDK 1.7.0 or lower, training may fail with the above error due to an update in the py-cpuinfo package. (Environments created on or before 10 June 2020 are unaffected, as well as experiments run on remote compute as cached training images are used.) To work around this issue, either of the two following steps can be taken:
+
+1) Update the SDK version to 1.8.0 or higher (this will also downgrade py-cpuinfo to 5.0.0):
+`pip install --upgrade azureml-sdk[automl]`
+
+2) Downgrade the installed version of py-cpuinfo to 5.0.0:
+`pip install py-cpuinfo==5.0.0`
+
 ## Remote run: DsvmCompute.create fails
 There are several reasons why the DsvmCompute.create can fail.  The reason is usually in the error message but you have to look at the end of the error message for the detailed reason.  Some common reasons are:
 1) `Compute name is invalid, it should start with a letter, be between 2 and 16 character, and only include letters (a-zA-Z), numbers (0-9) and \'-\'.`  Note that underscore is not allowed in the name.

how-to-use-azureml/automated-machine-learning/automl_env.yml

@@ -2,20 +2,29 @@ name: azure_automl
 dependencies:
   # The python interpreter version.
   # Currently Azure ML only supports 3.5.2 and later.
-- python>=3.5.2,<3.6.8
+- pip==21.1.2
+- python>=3.5.2,<3.8
 - nb_conda
+- boto3==1.15.18
 - matplotlib==2.1.0
-- numpy>=1.11.0,<=1.16.2
+- numpy==1.18.5
 - cython
 - urllib3<1.24
-- scipy>=1.0.0,<=1.1.0
+- scipy>=1.4.1,<=1.5.2
-- scikit-learn>=0.19.0,<=0.20.3
+- scikit-learn==0.22.1
-- pandas>=0.22.0,<=0.23.4
+- pandas==0.25.1
-- py-xgboost<=0.80
+- py-xgboost<=0.90
+- conda-forge::fbprophet==0.5
+- 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-sdk[automl,explain]
+  - azureml-widgets~=1.35.0
-  - azureml-widgets
+  - pytorch-transformers==1.0.0
-  - pandas_ml
+  - spacy==2.1.8
-  
+  - https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
+  - -r https://automlresources-prod.azureedge.net/validated-requirements/1.35.0/validated_win32_requirements.txt [--no-deps]
+  - arch==4.14

how-to-use-azureml/automated-machine-learning/automl_env_linux.yml

@@ -0,0 +1,30 @@
+name: azure_automl
+dependencies:
+  # The python interpreter version.
+  # Currently Azure ML only supports 3.5.2 and later.
+- pip==21.1.2
+- python>=3.5.2,<3.8
+- nb_conda
+- boto3==1.15.18
+- matplotlib==2.1.0
+- numpy==1.18.5
+- cython
+- urllib3<1.24
+- scipy>=1.4.1,<=1.5.2
+- scikit-learn==0.22.1
+- pandas==0.25.1
+- py-xgboost<=0.90
+- conda-forge::fbprophet==0.5
+- 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~=1.35.0
+  - 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://automlresources-prod.azureedge.net/validated-requirements/1.35.0/validated_linux_requirements.txt [--no-deps]
+  - arch==4.14

how-to-use-azureml/automated-machine-learning/automl_env_mac.yml

@@ -2,21 +2,30 @@ name: azure_automl
 dependencies:
   # The python interpreter version.
   # Currently Azure ML only supports 3.5.2 and later.
+- pip==21.1.2
 - nomkl
-- python>=3.5.2,<3.6.8
+- python>=3.5.2,<3.8
 - nb_conda
+- boto3==1.15.18
 - matplotlib==2.1.0
-- numpy>=1.11.0,<=1.16.2
+- numpy==1.18.5
 - cython
 - urllib3<1.24
-- scipy>=1.0.0,<=1.1.0
+- scipy>=1.4.1,<=1.5.2
-- scikit-learn>=0.19.0,<=0.20.3
+- scikit-learn==0.22.1
-- pandas>=0.22.0,<0.23.0
+- pandas==0.25.1
-- py-xgboost<=0.80
+- py-xgboost<=0.90
+- conda-forge::fbprophet==0.5
+- 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-sdk[automl,explain]
+  - azureml-widgets~=1.35.0
-  - azureml-widgets
+  - pytorch-transformers==1.0.0
-  - pandas_ml
+  - spacy==2.1.8
-  
+  - https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
+  - -r https://automlresources-prod.azureedge.net/validated-requirements/1.35.0/validated_darwin_requirements.txt [--no-deps]
+  - arch==4.14

how-to-use-azureml/automated-machine-learning/automl_setup.cmd

@@ -6,14 +6,28 @@ set PIP_NO_WARN_SCRIPT_LOCATION=0
 
 IF "%conda_env_name%"=="" SET conda_env_name="azure_automl"
 IF "%automl_env_file%"=="" SET automl_env_file="automl_env.yml"
+SET check_conda_version_script="check_conda_version.py"
 
 IF NOT EXIST %automl_env_file% GOTO YmlMissing
 
+IF "%CONDA_EXE%"=="" GOTO CondaMissing
+
+IF NOT EXIST %check_conda_version_script% GOTO VersionCheckMissing
+
+python "%check_conda_version_script%"
+IF errorlevel 1 GOTO ErrorExit:
+
+SET replace_version_script="replace_latest_version.ps1"
+IF EXIST %replace_version_script% (
+  powershell -file %replace_version_script% %automl_env_file%
+)
+
 call conda activate %conda_env_name% 2>nul:
 
 if not errorlevel 1 (
-  echo Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment %conda_env_name%
+  echo Upgrading existing conda environment %conda_env_name%
-  call pip install --upgrade azureml-sdk[automl,notebooks,explain]
+  call pip uninstall azureml-train-automl -y -q
+  call conda env update --name %conda_env_name% --file %automl_env_file%
   if errorlevel 1 goto ErrorExit
 ) else (
   call conda env create -f %automl_env_file% -n %conda_env_name%
@@ -42,6 +56,19 @@ IF NOT "%options%"=="nolaunch" (
 
 goto End
 
+:CondaMissing
+echo Please run this script from an Anaconda Prompt window.
+echo You can start an Anaconda Prompt window by
+echo typing Anaconda Prompt on the Start menu.
+echo If you don't see the Anaconda Prompt app, install Miniconda.
+echo If you are running an older version of Miniconda or Anaconda,
+echo you can upgrade using the command: conda update conda
+goto End
+
+:VersionCheckMissing
+echo File %check_conda_version_script% not found.
+goto End
+
 :YmlMissing
 echo File %automl_env_file% not found.
 

how-to-use-azureml/automated-machine-learning/automl_setup_linux.sh

@@ -4,6 +4,7 @@ CONDA_ENV_NAME=$1
 AUTOML_ENV_FILE=$2
 OPTIONS=$3
 PIP_NO_WARN_SCRIPT_LOCATION=0
+CHECK_CONDA_VERSION_SCRIPT="check_conda_version.py"
 
 if [ "$CONDA_ENV_NAME" == "" ]
 then
@@ -12,7 +13,7 @@ fi
 
 if [ "$AUTOML_ENV_FILE" == "" ]
 then
-  AUTOML_ENV_FILE="automl_env.yml"
+  AUTOML_ENV_FILE="automl_env_linux.yml"
 fi
 
 if [ ! -f $AUTOML_ENV_FILE ]; then
@@ -20,10 +21,23 @@ if [ ! -f $AUTOML_ENV_FILE ]; then
     exit 1
 fi
 
+if [ ! -f $CHECK_CONDA_VERSION_SCRIPT ]; then
+    echo "File $CHECK_CONDA_VERSION_SCRIPT not found"
+    exit 1
+fi
+
+python "$CHECK_CONDA_VERSION_SCRIPT"
+if [ $? -ne 0 ]; then
+    exit 1
+fi
+
+sed -i 's/AZUREML-SDK-VERSION/latest/' $AUTOML_ENV_FILE
+
 if source activate $CONDA_ENV_NAME 2> /dev/null
 then
-   echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
+   echo "Upgrading existing conda environment" $CONDA_ENV_NAME
-   pip install --upgrade azureml-sdk[automl,notebooks,explain] &&
+   pip uninstall azureml-train-automl -y -q
+   conda env update --name $CONDA_ENV_NAME --file $AUTOML_ENV_FILE &&
    jupyter nbextension uninstall --user --py azureml.widgets
 else
    conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&

how-to-use-azureml/automated-machine-learning/automl_setup_mac.sh

@@ -4,6 +4,7 @@ CONDA_ENV_NAME=$1
 AUTOML_ENV_FILE=$2
 OPTIONS=$3
 PIP_NO_WARN_SCRIPT_LOCATION=0
+CHECK_CONDA_VERSION_SCRIPT="check_conda_version.py"
 
 if [ "$CONDA_ENV_NAME" == "" ]
 then
@@ -20,10 +21,24 @@ if [ ! -f $AUTOML_ENV_FILE ]; then
     exit 1
 fi
 
+if [ ! -f $CHECK_CONDA_VERSION_SCRIPT ]; then
+    echo "File $CHECK_CONDA_VERSION_SCRIPT not found"
+    exit 1
+fi
+
+python "$CHECK_CONDA_VERSION_SCRIPT"
+if [ $? -ne 0 ]; then
+    exit 1
+fi
+
+sed -i '' 's/AZUREML-SDK-VERSION/latest/' $AUTOML_ENV_FILE
+brew install libomp
+
 if source activate $CONDA_ENV_NAME 2> /dev/null
 then
-   echo "Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment" $CONDA_ENV_NAME
+   echo "Upgrading existing conda environment" $CONDA_ENV_NAME
-   pip install --upgrade azureml-sdk[automl,notebooks,explain] &&
+   pip uninstall azureml-train-automl -y -q
+   conda env update --name $CONDA_ENV_NAME --file $AUTOML_ENV_FILE &&
    jupyter nbextension uninstall --user --py azureml.widgets
 else
    conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&

how-to-use-azureml/automated-machine-learning/check_conda_version.py

@@ -0,0 +1,26 @@
+from distutils.version import LooseVersion
+import platform
+
+try:
+    import conda
+except Exception:
+    print('Failed to import conda.')
+    print('This setup is usually run from the base conda environment.')
+    print('You can activate the base environment using the command "conda activate base"')
+    exit(1)
+
+architecture = platform.architecture()[0]
+
+if architecture != "64bit":
+    print('This setup requires 64bit Anaconda or Miniconda.  Found: ' + architecture)
+    exit(1)
+
+minimumVersion = "4.7.8"
+
+versionInvalid = (LooseVersion(conda.__version__) < LooseVersion(minimumVersion))
+
+if versionInvalid:
+    print('Setup requires conda version ' + minimumVersion + ' or higher.')
+    print('You can use the command "conda update conda" to upgrade conda.')
+
+exit(versionInvalid)

how-to-use-azureml/automated-machine-learning/classification-bank-marketing-all-features/auto-ml-classification-bank-marketing-all-features.ipynb

@@ -0,0 +1,931 @@
+{
+  "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/classification-bank-marketing-all-features/auto-ml-classification-bank-marketing.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning\n",
+        "_**Classification with Deployment using a Bank Marketing Dataset**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Train](#Train)\n",
+        "1. [Results](#Results)\n",
+        "1. [Deploy](#Deploy)\n",
+        "1. [Test](#Test)\n",
+        "1. [Acknowledgements](#Acknowledgements)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "\n",
+        "In this example we use the UCI Bank Marketing dataset to showcase how you can use AutoML for a  classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if the client will subscribe to a term deposit with the bank.\n",
+        "\n",
+        "If you are using an Azure Machine Learning 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",
+        "Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
+        "\n",
+        "In this notebook you will learn how to:\n",
+        "1. Create an experiment using an existing workspace.\n",
+        "2. Configure AutoML using `AutoMLConfig`.\n",
+        "3. Train the model using local compute with ONNX compatible config on.\n",
+        "4. Explore the results, featurization transparency options and save the ONNX model\n",
+        "5. Inference with the ONNX model.\n",
+        "6. Register the model.\n",
+        "7. Create a container image.\n",
+        "8. Create an Azure Container Instance (ACI) service.\n",
+        "9. Test the ACI service.\n",
+        "\n",
+        "In addition this notebook showcases the following features\n",
+        "- **Blocking** certain pipelines\n",
+        "- Specifying **target metrics** to indicate stopping criteria\n",
+        "- Handling **missing data** in the input"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Setup\n",
+        "\n",
+        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import logging\n",
+        "\n",
+        "from matplotlib import pyplot as plt\n",
+        "import pandas as pd\n",
+        "import os\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.dataset import Dataset\n",
+        "from azureml.train.automl import AutoMLConfig\n",
+        "from azureml.interpret import ExplanationClient"
+      ]
+    },
+    {
+      "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Accessing the Azure ML workspace requires authentication with Azure.\n",
+        "\n",
+        "The default authentication is interactive authentication using the default tenant.  Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
+        "\n",
+        "If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
+        "\n",
+        "```\n",
+        "from azureml.core.authentication import InteractiveLoginAuthentication\n",
+        "auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
+        "ws = Workspace.from_config(auth = auth)\n",
+        "```\n",
+        "\n",
+        "If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
+        "\n",
+        "```\n",
+        "from azureml.core.authentication import ServicePrincipalAuthentication\n",
+        "auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
+        "ws = Workspace.from_config(auth = auth)\n",
+        "```\n",
+        "For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "ws = Workspace.from_config()\n",
+        "\n",
+        "# choose a name for experiment\n",
+        "experiment_name = 'automl-classification-bmarketing-all'\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": [
+        "## 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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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",
+        "cpu_cluster_name = \"cpu-cluster-4\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=6)\n",
+        "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Data\n",
+        "\n",
+        "Leverage azure compute to load the bank marketing dataset as a Tabular Dataset into the dataset variable. "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Training Data"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data = pd.read_csv(\"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\")\n",
+        "data.head()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Add missing values in 75% of the lines.\n",
+        "import numpy as np\n",
+        "\n",
+        "missing_rate = 0.75\n",
+        "n_missing_samples = int(np.floor(data.shape[0] * missing_rate))\n",
+        "missing_samples = np.hstack((np.zeros(data.shape[0] - n_missing_samples, dtype=np.bool), np.ones(n_missing_samples, dtype=np.bool)))\n",
+        "rng = np.random.RandomState(0)\n",
+        "rng.shuffle(missing_samples)\n",
+        "missing_features = rng.randint(0, data.shape[1], n_missing_samples)\n",
+        "data.values[np.where(missing_samples)[0], missing_features] = np.nan"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "if not os.path.isdir('data'):\n",
+        "    os.mkdir('data')\n",
+        "    \n",
+        "# Save the train data to a csv to be uploaded to the datastore\n",
+        "pd.DataFrame(data).to_csv(\"data/train_data.csv\", index=False)\n",
+        "\n",
+        "ds = ws.get_default_datastore()\n",
+        "ds.upload(src_dir='./data', target_path='bankmarketing', overwrite=True, show_progress=True)\n",
+        "\n",
+        " \n",
+        "\n",
+        "# Upload the training data as a tabular dataset for access during training on remote compute\n",
+        "train_data = Dataset.Tabular.from_delimited_files(path=ds.path('bankmarketing/train_data.csv'))\n",
+        "label = \"y\""
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Validation Data"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "validation_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
+        "validation_dataset = Dataset.Tabular.from_delimited_files(validation_data)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Test Data"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_test.csv\"\n",
+        "test_dataset = Dataset.Tabular.from_delimited_files(test_data)"
+      ]
+    },
+    {
+      "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 or forecasting|\n",
+        "|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
+        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
+        "|**blocked_models** | *List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run. <br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><br>Allowed values for **Forecasting**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><i>Arima</i><br><i>Prophet</i>|\n",
+        "|**allowed_models** |  *List* of *strings* indicating machine learning algorithms for AutoML to use in this run. Same values listed above for **blocked_models** allowed for **allowed_models**.|\n",
+        "|**experiment_exit_score**| Value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
+        "|**experiment_timeout_hours**| Maximum amount of time in hours that all iterations combined can take before the experiment terminates.|\n",
+        "|**enable_early_stopping**| Flag to enble early termination if the score is not improving in the short term.|\n",
+        "|**featurization**| 'auto' / 'off'  Indicator for whether featurization step should be done automatically or not. Note: If the input data is sparse, featurization cannot be turned on.|\n",
+        "|**n_cross_validations**|Number of cross validation splits.|\n",
+        "|**training_data**|Input dataset, containing both features and label column.|\n",
+        "|**label_column_name**|The name of the label column.|\n",
+        "\n",
+        "**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "automl_settings = {\n",
+        "    \"experiment_timeout_hours\" : 0.3,\n",
+        "    \"enable_early_stopping\" : True,\n",
+        "    \"iteration_timeout_minutes\": 5,\n",
+        "    \"max_concurrent_iterations\": 4,\n",
+        "    \"max_cores_per_iteration\": -1,\n",
+        "    #\"n_cross_validations\": 2,\n",
+        "    \"primary_metric\": 'AUC_weighted',\n",
+        "    \"featurization\": 'auto',\n",
+        "    \"verbosity\": logging.INFO,\n",
+        "}\n",
+        "\n",
+        "automl_config = AutoMLConfig(task = 'classification',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             compute_target=compute_target,\n",
+        "                             experiment_exit_score = 0.9984,\n",
+        "                             blocked_models = ['KNN','LinearSVM'],\n",
+        "                             enable_onnx_compatible_models=True,\n",
+        "                             training_data = train_data,\n",
+        "                             label_column_name = label,\n",
+        "                             validation_data = validation_dataset,\n",
+        "                             **automl_settings\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while. 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": [
+        "remote_run = experiment.submit(automl_config, show_output = False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Run the following cell to access previous runs. Uncomment the cell below and update the run_id."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "#from azureml.train.automl.run import AutoMLRun\n",
+        "#remote_run = AutoMLRun(experiment=experiment, run_id='<run_ID_goes_here')\n",
+        "#remote_run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Wait for the remote run to complete\n",
+        "remote_run.wait_for_completion()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "best_run_customized, fitted_model_customized = remote_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Transparency\n",
+        "\n",
+        "View updated featurization summary"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "custom_featurizer = fitted_model_customized.named_steps['datatransformer']\n",
+        "df = custom_featurizer.get_featurization_summary()\n",
+        "pd.DataFrame(data=df)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Set `is_user_friendly=False` to get a more detailed summary for the transforms being applied."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "df = custom_featurizer.get_featurization_summary(is_user_friendly=False)\n",
+        "pd.DataFrame(data=df)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "df = custom_featurizer.get_stats_feature_type_summary()\n",
+        "pd.DataFrame(data=df)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Results"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.widgets import RunDetails\n",
+        "RunDetails(remote_run).show() "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Retrieve the Best Model's explanation\n",
+        "Retrieve the explanation from the best_run which includes explanations for engineered features and raw features. Make sure that the run for generating explanations for the best model is completed."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Wait for the best model explanation run to complete\n",
+        "from azureml.core.run import Run\n",
+        "model_explainability_run_id = remote_run.id + \"_\" + \"ModelExplain\"\n",
+        "print(model_explainability_run_id)\n",
+        "model_explainability_run = Run(experiment=experiment, run_id=model_explainability_run_id)\n",
+        "model_explainability_run.wait_for_completion()\n",
+        "\n",
+        "# Get the best run object\n",
+        "best_run, fitted_model = remote_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Download engineered feature importance from artifact store\n",
+        "You can use ExplanationClient to download the engineered feature explanations from the artifact store of the best_run."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "client = ExplanationClient.from_run(best_run)\n",
+        "engineered_explanations = client.download_model_explanation(raw=False)\n",
+        "exp_data = engineered_explanations.get_feature_importance_dict()\n",
+        "exp_data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Download raw feature importance from artifact store\n",
+        "You can use ExplanationClient to download the raw feature explanations from the artifact store of the best_run."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "client = ExplanationClient.from_run(best_run)\n",
+        "engineered_explanations = client.download_model_explanation(raw=True)\n",
+        "exp_data = engineered_explanations.get_feature_importance_dict()\n",
+        "exp_data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Retrieve the Best ONNX Model\n",
+        "\n",
+        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
+        "\n",
+        "Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "best_run, onnx_mdl = remote_run.get_output(return_onnx_model=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Save the best ONNX model"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.runtime.onnx_convert import OnnxConverter\n",
+        "onnx_fl_path = \"./best_model.onnx\"\n",
+        "OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Predict with the ONNX model, using onnxruntime package"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import sys\n",
+        "import json\n",
+        "from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
+        "from azureml.train.automl import constants\n",
+        "\n",
+        "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",
+        "        result = json.load(f)\n",
+        "    return result\n",
+        "\n",
+        "if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
+        "    test_df = test_dataset.to_pandas_dataframe()\n",
+        "    mdl_bytes = onnx_mdl.SerializeToString()\n",
+        "    onnx_result = get_onnx_res(best_run)\n",
+        "\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",
+        "    print(pred_prob_onnx)\n",
+        "else:\n",
+        "    print('Please use Python version 3.6 or 3.7 to run the inference helper.')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Deploy\n",
+        "\n",
+        "### Retrieve the Best Model\n",
+        "\n",
+        "Below we select the best pipeline from our iterations.  The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Widget for Monitoring Runs\n",
+        "\n",
+        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
+        "\n",
+        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "best_run, fitted_model = remote_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "model_name = best_run.properties['model_name']\n",
+        "\n",
+        "script_file_name = 'inference/score.py'\n",
+        "\n",
+        "best_run.download_file('outputs/scoring_file_v_1_0_0.py', 'inference/score.py')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Register the Fitted Model for Deployment\n",
+        "If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
+        "tags = None\n",
+        "model = remote_run.register_model(model_name = model_name, description = description, tags = tags)\n",
+        "\n",
+        "print(remote_run.model_id) # This will be written to the script file later in the notebook."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Deploy the model as a Web Service on Azure Container Instance"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.model import InferenceConfig\n",
+        "from azureml.core.webservice import AciWebservice\n",
+        "from azureml.core.model import Model\n",
+        "\n",
+        "inference_config = InferenceConfig(environment = best_run.get_environment(), entry_script=script_file_name)\n",
+        "\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",
+        "aci_service_name = 'automl-sample-bankmarketing-all'\n",
+        "print(aci_service_name)\n",
+        "aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
+        "aci_service.wait_for_deployment(True)\n",
+        "print(aci_service.state)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Get Logs from a Deployed Web Service\n",
+        "\n",
+        "Gets logs from a deployed web service."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "#aci_service.get_logs()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Test\n",
+        "\n",
+        "Now that the model is trained, run the test data through the trained model to get the predicted values.  This calls the ACI web service to do the prediction.\n",
+        "\n",
+        "Note that the JSON passed to the ACI web service is an array of rows of data.  Each row should either be an array of values in the same order that was used for training or a dictionary where the keys are the same as the column names used for training.  The example below uses dictionary rows."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Load the bank marketing datasets.\n",
+        "from numpy import array"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_test = test_dataset.drop_columns(columns=['y'])\n",
+        "y_test = test_dataset.keep_columns(columns=['y'], validate=True)\n",
+        "test_dataset.take(5).to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_test = X_test.to_pandas_dataframe()\n",
+        "y_test = y_test.to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import requests\n",
+        "\n",
+        "X_test_json = X_test.to_json(orient='records')\n",
+        "data = \"{\\\"data\\\": \" + X_test_json +\"}\"\n",
+        "headers = {'Content-Type': 'application/json'}\n",
+        "\n",
+        "resp = requests.post(aci_service.scoring_uri, data, headers=headers)\n",
+        "\n",
+        "y_pred = json.loads(json.loads(resp.text))['result']"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "actual = array(y_test)\n",
+        "actual = actual[:,0]\n",
+        "print(len(y_pred), \" \", len(actual))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Calculate metrics for the prediction\n",
+        "\n",
+        "Now visualize the data as a confusion matrix that compared the predicted values against the actual values.\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "%matplotlib notebook\n",
+        "from sklearn.metrics import confusion_matrix\n",
+        "import itertools\n",
+        "\n",
+        "cf =confusion_matrix(actual,y_pred)\n",
+        "plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
+        "plt.colorbar()\n",
+        "plt.title('Confusion Matrix')\n",
+        "plt.xlabel('Predicted')\n",
+        "plt.ylabel('Actual')\n",
+        "class_labels = ['no','yes']\n",
+        "tick_marks = np.arange(len(class_labels))\n",
+        "plt.xticks(tick_marks,class_labels)\n",
+        "plt.yticks([-0.5,0,1,1.5],['','no','yes',''])\n",
+        "# plotting text value inside cells\n",
+        "thresh = cf.max() / 2.\n",
+        "for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
+        "    plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
+        "plt.show()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Delete a Web Service\n",
+        "\n",
+        "Deletes the specified web service."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "aci_service.delete()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Acknowledgements"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
+        "\n",
+        "_**Acknowledgements**_\n",
+        "This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
+        "\n",
+        "[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "ratanase"
+      }
+    ],
+    "category": "tutorial",
+    "compute": [
+      "AML"
+    ],
+    "datasets": [
+      "Bankmarketing"
+    ],
+    "deployment": [
+      "ACI"
+    ],
+    "exclude_from_index": false,
+    "framework": [
+      "None"
+    ],
+    "friendly_name": "Automated ML run with basic edition features.",
+    "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"
+    },
+    "tags": [
+      "featurization",
+      "explainability",
+      "remote_run",
+      "AutomatedML"
+    ],
+    "task": "Classification"
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/classification-bank-marketing-all-features/auto-ml-classification-bank-marketing-all-features.yml

@@ -0,0 +1,4 @@
+name: auto-ml-classification-bank-marketing-all-features
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.ipynb

@@ -0,0 +1,497 @@
+{
+  "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/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 remote 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 remote 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 remote 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",
+        "from matplotlib import pyplot as plt\n",
+        "import pandas as pd\n",
+        "import os\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.dataset import Dataset\n",
+        "from azureml.train.automl import AutoMLConfig"
+      ]
+    },
+    {
+      "cell_type": "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 1.35.0 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-classification-ccard-remote'\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": [
+        "## 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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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",
+        "cpu_cluster_name = \"cpu-cluster-1\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=6)\n",
+        "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "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",
+        "\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\": '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",
+        "    \"verbosity\": logging.INFO,\n",
+        "}\n",
+        "\n",
+        "automl_config = AutoMLConfig(task = 'classification',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             compute_target = compute_target,\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": [
+        "remote_run = experiment.submit(automl_config, show_output = False)"
+      ]
+    },
+    {
+      "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",
+        "#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Results"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Widget for Monitoring Runs\n",
+        "\n",
+        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
+        "\n",
+        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "tags": [
+          "widget-rundetails-sample"
+        ]
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.widgets import RunDetails\n",
+        "RunDetails(remote_run).show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "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 Model\n",
+        "\n",
+        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "best_run, fitted_model = remote_run.get_output()\n",
+        "fitted_model"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Print the properties of the model\n",
+        "The fitted_model is a python object and you can read the different properties of the object.\n"
+      ]
+    },
+    {
+      "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": [
+        "# convert the test data to dataframe\n",
+        "X_test_df = validation_data.drop_columns(columns=[label_column_name]).to_pandas_dataframe()\n",
+        "y_test_df = validation_data.keep_columns(columns=[label_column_name], validate=True).to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# call the predict functions on the model\n",
+        "y_pred = fitted_model.predict(X_test_df)\n",
+        "y_pred"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Calculate metrics for the prediction\n",
+        "\n",
+        "Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
+        "from the trained model that was returned."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from sklearn.metrics import confusion_matrix\n",
+        "import numpy as np\n",
+        "import itertools\n",
+        "\n",
+        "cf =confusion_matrix(y_test_df.values,y_pred)\n",
+        "plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
+        "plt.colorbar()\n",
+        "plt.title('Confusion Matrix')\n",
+        "plt.xlabel('Predicted')\n",
+        "plt.ylabel('Actual')\n",
+        "class_labels = ['False','True']\n",
+        "tick_marks = np.arange(len(class_labels))\n",
+        "plt.xticks(tick_marks,class_labels)\n",
+        "plt.yticks([-0.5,0,1,1.5],['','False','True',''])\n",
+        "# plotting text value inside cells\n",
+        "thresh = cf.max() / 2.\n",
+        "for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
+        "    plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
+        "plt.show()"
+      ]
+    },
+    {
+      "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",
+        "The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection.\n",
+        "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",
+        "\n",
+        "Please cite the following works:\n",
+        "\n",
+        "Andrea 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",
+        "\n",
+        "Dal 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",
+        "\n",
+        "Dal 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",
+        "\n",
+        "Dal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
+        "\n",
+        "Carcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
+        "\n",
+        "Carcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing\n",
+        "\n",
+        "Bertrand Lebichot, Yann-A\u00c3\u00abl Le Borgne, Liyun He, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Deep-Learning Domain Adaptation Techniques for Credit Cards Fraud Detection, INNSBDDL 2019: Recent Advances in Big Data and Deep Learning, pp 78-88, 2019\n",
+        "\n",
+        "Fabrizio Carcillo, Yann-A\u00c3\u00abl Le Borgne, Olivier Caelen, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Combining Unsupervised and Supervised Learning in Credit Card Fraud Detection Information Sciences, 2019"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "ratanase"
+      }
+    ],
+    "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": [
+      "remote_run",
+      "AutomatedML"
+    ],
+    "task": "Classification",
+    "version": "3.6.7"
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.yml

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

how-to-use-azureml/automated-machine-learning/classification-text-dnn/auto-ml-classification-text-dnn.ipynb

@@ -0,0 +1,582 @@
+{
+  "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/classification-text-dnn/auto-ml-classification-text-dnn.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning\n",
+        "_**Text Classification Using Deep Learning**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Data](#Data)\n",
+        "1. [Train](#Train)\n",
+        "1. [Evaluate](#Evaluate)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "This notebook demonstrates classification with text data using deep learning in AutoML.\n",
+        "\n",
+        "AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data. Depending on the compute cluster the user provides, AutoML tried out Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used, and Bidirectional Long-Short Term neural network (BiLSTM) when a CPU compute is used, thereby optimizing the choice of DNN for the uesr's setup.\n",
+        "\n",
+        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
+        "\n",
+        "Notebook synopsis:\n",
+        "\n",
+        "1. Creating an Experiment in an existing Workspace\n",
+        "2. Configuration and remote run of AutoML for a text dataset (20 Newsgroups dataset from scikit-learn) for classification\n",
+        "3. Registering the best model for future use\n",
+        "4. Evaluating the final model on a test set"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Setup"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import logging\n",
+        "import os\n",
+        "import shutil\n",
+        "\n",
+        "import pandas as pd\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.dataset import Dataset\n",
+        "from azureml.core.compute import AmlCompute\n",
+        "from azureml.core.compute import ComputeTarget\n",
+        "from azureml.core.run import Run\n",
+        "from azureml.widgets import RunDetails\n",
+        "from azureml.core.model import Model \n",
+        "from helper import run_inference, get_result_df\n",
+        "from azureml.train.automl import AutoMLConfig\n",
+        "from sklearn.datasets import fetch_20newsgroups"
+      ]
+    },
+    {
+      "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "ws = Workspace.from_config()\n",
+        "\n",
+        "# Choose an experiment name.\n",
+        "experiment_name = 'automl-classification-text-dnn'\n",
+        "\n",
+        "experiment = Experiment(ws, experiment_name)\n",
+        "\n",
+        "output = {}\n",
+        "output['Subscription ID'] = ws.subscription_id\n",
+        "output['Workspace Name'] = ws.name\n",
+        "output['Resource Group'] = ws.resource_group\n",
+        "output['Location'] = ws.location\n",
+        "output['Experiment Name'] = experiment.name\n",
+        "pd.set_option('display.max_colwidth', -1)\n",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "from azureml.core.compute_target import ComputeTargetException\n",
+        "\n",
+        "num_nodes = 2\n",
+        "\n",
+        "# Choose a name for your cluster.\n",
+        "amlcompute_cluster_name = \"dnntext-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_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",
+        "                                                           max_nodes = num_nodes)\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Get data\n",
+        "For this notebook we will use 20 Newsgroups data from scikit-learn. We filter the data to contain four classes and take a sample as training data. Please note that for accuracy improvement, more data is needed. For this notebook we provide a small-data example so that you can use this template to use with your larger sized data."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data_dir = \"text-dnn-data\" # Local directory to store data\n",
+        "blobstore_datadir = data_dir # Blob store directory to store data in\n",
+        "target_column_name = 'y'\n",
+        "feature_column_name = 'X'\n",
+        "\n",
+        "def get_20newsgroups_data():\n",
+        "    '''Fetches 20 Newsgroups data from scikit-learn\n",
+        "       Returns them in form of pandas dataframes\n",
+        "    '''\n",
+        "    remove = ('headers', 'footers', 'quotes')\n",
+        "    categories = [\n",
+        "        'rec.sport.baseball',\n",
+        "        'rec.sport.hockey',\n",
+        "        'comp.graphics',\n",
+        "        'sci.space',\n",
+        "        ]\n",
+        "\n",
+        "    data = fetch_20newsgroups(subset = 'train', categories = categories,\n",
+        "                                    shuffle = True, random_state = 42,\n",
+        "                                    remove = remove)\n",
+        "    data = pd.DataFrame({feature_column_name: data.data, target_column_name: data.target})\n",
+        "\n",
+        "    data_train = data[:200]\n",
+        "    data_test = data[200:300]    \n",
+        "\n",
+        "    data_train = remove_blanks_20news(data_train, feature_column_name, target_column_name)\n",
+        "    data_test = remove_blanks_20news(data_test, feature_column_name, target_column_name)\n",
+        "    \n",
+        "    return data_train, data_test\n",
+        "    \n",
+        "def remove_blanks_20news(data, feature_column_name, target_column_name):\n",
+        "    \n",
+        "    data[feature_column_name] = data[feature_column_name].replace(r'\\n', ' ', regex=True).apply(lambda x: x.strip())\n",
+        "    data = data[data[feature_column_name] != '']\n",
+        "    \n",
+        "    return data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Fetch data and upload to datastore for use in training"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data_train, data_test = get_20newsgroups_data()\n",
+        "\n",
+        "if not os.path.isdir(data_dir):\n",
+        "    os.mkdir(data_dir)\n",
+        "    \n",
+        "train_data_fname = data_dir + '/train_data.csv'\n",
+        "test_data_fname = data_dir + '/test_data.csv'\n",
+        "\n",
+        "data_train.to_csv(train_data_fname, index=False)\n",
+        "data_test.to_csv(test_data_fname, index=False)\n",
+        "\n",
+        "datastore = ws.get_default_datastore()\n",
+        "datastore.upload(src_dir=data_dir, target_path=blobstore_datadir,\n",
+        "                    overwrite=True)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/train_data.csv')])"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Prepare AutoML run"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "This notebook uses the blocked_models parameter to exclude some models that can take a longer time to train on some text datasets. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "automl_settings = {\n",
+        "    \"experiment_timeout_minutes\": 30,\n",
+        "    \"primary_metric\": 'AUC_weighted',\n",
+        "    \"max_concurrent_iterations\": num_nodes, \n",
+        "    \"max_cores_per_iteration\": -1,\n",
+        "    \"enable_dnn\": True,\n",
+        "    \"enable_early_stopping\": True,\n",
+        "    \"validation_size\": 0.3,\n",
+        "    \"verbosity\": logging.INFO,\n",
+        "    \"enable_voting_ensemble\": False,\n",
+        "    \"enable_stack_ensemble\": False,\n",
+        "}\n",
+        "\n",
+        "automl_config = AutoMLConfig(task = 'classification',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             compute_target=compute_target,\n",
+        "                             training_data=train_dataset,\n",
+        "                             label_column_name=target_column_name,\n",
+        "                             blocked_models = ['LightGBM', 'XGBoostClassifier'],\n",
+        "                             **automl_settings\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Submit AutoML Run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "automl_run = experiment.submit(automl_config, show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Retrieve the Best Model\n",
+        "Below we select the best model pipeline from our iterations, use it to test on test data on the same compute cluster."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "You can test the model locally to get a feel of the input/output. When the model contains BERT, this step will require pytorch and pytorch-transformers installed in your local environment. The exact versions of these packages can be found in the **automl_env.yml** file located in the local copy of your MachineLearningNotebooks folder here:\n",
+        "MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl_env.yml"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "best_run, fitted_model = automl_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "You can now see what text transformations are used to convert text data to features for this dataset, including deep learning transformations based on BiLSTM or Transformer (BERT is one implementation of a Transformer) models."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "text_transformations_used = []\n",
+        "for column_group in fitted_model.named_steps['datatransformer'].get_featurization_summary():\n",
+        "    text_transformations_used.extend(column_group['Transformations'])\n",
+        "text_transformations_used"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Registering the best model\n",
+        "We now register the best fitted model from the AutoML Run for use in future deployments.  "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Get results stats, extract the best model from AutoML run, download and register the resultant best model"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "summary_df = get_result_df(automl_run)\n",
+        "best_dnn_run_id = summary_df['run_id'].iloc[0]\n",
+        "best_dnn_run = Run(experiment, best_dnn_run_id)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "model_dir = 'Model' # Local folder where the model will be stored temporarily\n",
+        "if not os.path.isdir(model_dir):\n",
+        "    os.mkdir(model_dir)\n",
+        "    \n",
+        "best_dnn_run.download_file('outputs/model.pkl', model_dir + '/model.pkl')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Register the model in your Azure Machine Learning Workspace. If you previously registered a model, please make sure to delete it so as to replace it with this new model."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Register the model\n",
+        "model_name = 'textDNN-20News'\n",
+        "model = Model.register(model_path = model_dir + '/model.pkl',\n",
+        "                       model_name = model_name,\n",
+        "                       tags=None,\n",
+        "                       workspace=ws)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Evaluate on Test Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We now use the best fitted model from the AutoML Run to make predictions on the test set.  \n",
+        "\n",
+        "Test set schema should match that of the training set."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/test_data.csv')])\n",
+        "\n",
+        "# preview the first 3 rows of the dataset\n",
+        "test_dataset.take(3).to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_experiment = Experiment(ws, experiment_name + \"_test\")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "script_folder = os.path.join(os.getcwd(), 'inference')\n",
+        "os.makedirs(script_folder, exist_ok=True)\n",
+        "shutil.copy('infer.py', script_folder)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run,\n",
+        "                         test_dataset, target_column_name, model_name)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Display computed metrics"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "RunDetails(test_run).show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_run.wait_for_completion()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "pd.Series(test_run.get_metrics())"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "anshirga"
+      }
+    ],
+    "compute": [
+      "AML Compute"
+    ],
+    "datasets": [
+      "None"
+    ],
+    "deployment": [
+      "None"
+    ],
+    "exclude_from_index": false,
+    "framework": [
+      "None"
+    ],
+    "friendly_name": "DNN Text Featurization",
+    "index_order": 2,
+    "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"
+    },
+    "tags": [
+      "None"
+    ],
+    "task": "Text featurization using DNNs for classification"
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/classification-text-dnn/auto-ml-classification-text-dnn.yml

@@ -0,0 +1,4 @@
+name: auto-ml-classification-text-dnn
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/classification-text-dnn/helper.py

@@ -0,0 +1,55 @@
+import pandas as pd
+from azureml.core import Environment
+from azureml.train.estimator import Estimator
+from azureml.core.run import Run
+
+
+def run_inference(test_experiment, compute_target, script_folder, train_run,
+                  test_dataset, target_column_name, model_name):
+
+    inference_env = train_run.get_environment()
+
+    est = Estimator(source_directory=script_folder,
+                    entry_script='infer.py',
+                    script_params={
+                        '--target_column_name': target_column_name,
+                        '--model_name': model_name
+                    },
+                    inputs=[
+                        test_dataset.as_named_input('test_data')
+                    ],
+                    compute_target=compute_target,
+                    environment_definition=inference_env)
+
+    run = test_experiment.submit(
+        est, 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
+
+
+def get_result_df(remote_run):
+
+    children = list(remote_run.get_children(recursive=True))
+    summary_df = pd.DataFrame(index=['run_id', 'run_algorithm',
+                                     'primary_metric', 'Score'])
+    goal_minimize = False
+    for run in children:
+        if('run_algorithm' in run.properties and 'score' in run.properties):
+            summary_df[run.id] = [run.id, run.properties['run_algorithm'],
+                                  run.properties['primary_metric'],
+                                  float(run.properties['score'])]
+            if('goal' in run.properties):
+                goal_minimize = run.properties['goal'].split('_')[-1] == 'min'
+
+    summary_df = summary_df.T.sort_values(
+        'Score',
+        ascending=goal_minimize).drop_duplicates(['run_algorithm'])
+    summary_df = summary_df.set_index('run_algorithm')
+
+    return summary_df

how-to-use-azureml/automated-machine-learning/classification-text-dnn/infer.py

@@ -0,0 +1,60 @@
+import argparse
+
+import pandas as pd
+import numpy as np
+
+from sklearn.externals import joblib
+
+from azureml.automl.runtime.shared.score import scoring, constants
+from azureml.core import Run
+from azureml.core.model import Model
+
+
+parser = argparse.ArgumentParser()
+parser.add_argument(
+    '--target_column_name', type=str, dest='target_column_name',
+    help='Target Column Name')
+parser.add_argument(
+    '--model_name', type=str, dest='model_name',
+    help='Name of registered model')
+
+args = parser.parse_args()
+target_column_name = args.target_column_name
+model_name = args.model_name
+
+print('args passed are: ')
+print('Target column name: ', target_column_name)
+print('Name of registered model: ', model_name)
+
+model_path = Model.get_model_path(model_name)
+# deserialize the model file back into a sklearn model
+model = joblib.load(model_path)
+
+run = Run.get_context()
+# get input dataset by name
+test_dataset = run.input_datasets['test_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()
+
+predicted = model.predict_proba(X_test_df)
+
+if isinstance(predicted, pd.DataFrame):
+    predicted = predicted.values
+
+# Use the AutoML scoring module
+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,
+                                      class_labels, train_labels)
+
+print("scores:")
+print(scores)
+
+for key, value in scores.items():
+    run.log(key, value)

how-to-use-azureml/automated-machine-learning/classification-with-deployment/auto-ml-classification-with-deployment.ipynb

@@ -1,510 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-with-deployment/auto-ml-classification-with-deployment.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Classification with Deployment**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Train](#Train)\n",
-        "1. [Deploy](#Deploy)\n",
-        "1. [Test](#Test)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "\n",
-        "In this example we use the scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI).\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Create an experiment using an existing workspace.\n",
-        "2. Configure AutoML using `AutoMLConfig`.\n",
-        "3. Train the model using local compute.\n",
-        "4. Explore the results.\n",
-        "5. Register the model.\n",
-        "6. Create a container image.\n",
-        "7. Create an Azure Container Instance (ACI) service.\n",
-        "8. Test the ACI service."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import json\n",
-        "import logging\n",
-        "\n",
-        "from matplotlib import pyplot as plt\n",
-        "import numpy as np\n",
-        "import pandas as pd\n",
-        "from sklearn import datasets\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "from azureml.train.automl import AutoMLConfig\n",
-        "from azureml.train.automl.run import AutoMLRun"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        "\n",
-        "# choose a name for experiment\n",
-        "experiment_name = 'automl-classification-deployment'\n",
-        "# project folder\n",
-        "project_folder = './sample_projects/automl-classification-deployment'\n",
-        "\n",
-        "experiment=Experiment(ws, experiment_name)\n",
-        "\n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
-        "\n",
-        "Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
-        "\n",
-        "|Property|Description|\n",
-        "|-|-|\n",
-        "|**task**|classification or regression|\n",
-        "|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
-        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
-        "|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
-        "|**n_cross_validations**|Number of cross validation splits.|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
-        "|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "digits = datasets.load_digits()\n",
-        "X_train = digits.data[10:,:]\n",
-        "y_train = digits.target[10:]\n",
-        "\n",
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             name = experiment_name,\n",
-        "                             debug_log = 'automl_errors.log',\n",
-        "                             primary_metric = 'AUC_weighted',\n",
-        "                             iteration_timeout_minutes = 20,\n",
-        "                             iterations = 10,\n",
-        "                             verbosity = logging.INFO,\n",
-        "                             X = X_train, \n",
-        "                             y = y_train,\n",
-        "                             path = project_folder)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
-        "In this example, we specify `show_output = True` to print currently running iterations to the console."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Deploy\n",
-        "\n",
-        "### Retrieve the Best Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, fitted_model = local_run.get_output()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Register the Fitted Model for Deployment\n",
-        "If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "description = 'AutoML Model'\n",
-        "tags = None\n",
-        "model = local_run.register_model(description = description, tags = tags)\n",
-        "\n",
-        "print(local_run.model_id) # This will be written to the script file later in the notebook."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Create Scoring Script"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "%%writefile score.py\n",
-        "import pickle\n",
-        "import json\n",
-        "import numpy\n",
-        "import azureml.train.automl\n",
-        "from sklearn.externals import joblib\n",
-        "from azureml.core.model import Model\n",
-        "\n",
-        "\n",
-        "def init():\n",
-        "    global model\n",
-        "    model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
-        "    # deserialize the model file back into a sklearn model\n",
-        "    model = joblib.load(model_path)\n",
-        "\n",
-        "def run(rawdata):\n",
-        "    try:\n",
-        "        data = json.loads(rawdata)['data']\n",
-        "        data = numpy.array(data)\n",
-        "        result = model.predict(data)\n",
-        "    except Exception as e:\n",
-        "        result = str(e)\n",
-        "        return json.dumps({\"error\": result})\n",
-        "    return json.dumps({\"result\":result.tolist()})"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Create a YAML File for the Environment"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. The following cells create a file, myenv.yml, which specifies the dependencies from the run."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "experiment = Experiment(ws, experiment_name)\n",
-        "ml_run = AutoMLRun(experiment = experiment, run_id = local_run.id)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "dependencies = ml_run.get_run_sdk_dependencies(iteration = 7)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "for p in ['azureml-train-automl', 'azureml-sdk', 'azureml-core']:\n",
-        "    print('{}\\t{}'.format(p, dependencies[p]))"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.conda_dependencies import CondaDependencies\n",
-        "\n",
-        "myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
-        "                                 pip_packages=['azureml-sdk[automl]'])\n",
-        "\n",
-        "conda_env_file_name = 'myenv.yml'\n",
-        "myenv.save_to_file('.', conda_env_file_name)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Substitute the actual version number in the environment file.\n",
-        "# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
-        "# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
-        "\n",
-        "with open(conda_env_file_name, 'r') as cefr:\n",
-        "    content = cefr.read()\n",
-        "\n",
-        "with open(conda_env_file_name, 'w') as cefw:\n",
-        "    cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-sdk']))\n",
-        "\n",
-        "# Substitute the actual model id in the script file.\n",
-        "\n",
-        "script_file_name = 'score.py'\n",
-        "\n",
-        "with open(script_file_name, 'r') as cefr:\n",
-        "    content = cefr.read()\n",
-        "\n",
-        "with open(script_file_name, 'w') as cefw:\n",
-        "    cefw.write(content.replace('<<modelid>>', local_run.model_id))"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Create a Container Image"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.image import Image, ContainerImage\n",
-        "\n",
-        "image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
-        "                                 execution_script = script_file_name,\n",
-        "                                 conda_file = conda_env_file_name,\n",
-        "                                 tags = {'area': \"digits\", 'type': \"automl_classification\"},\n",
-        "                                 description = \"Image for automl classification sample\")\n",
-        "\n",
-        "image = Image.create(name = \"automlsampleimage\",\n",
-        "                     # this is the model object \n",
-        "                     models = [model],\n",
-        "                     image_config = image_config, \n",
-        "                     workspace = ws)\n",
-        "\n",
-        "image.wait_for_creation(show_output = True)\n",
-        "\n",
-        "if image.creation_state == 'Failed':\n",
-        "    print(\"Image build log at: \" + image.image_build_log_uri)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Deploy the Image as a Web Service on Azure Container Instance"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.webservice import AciWebservice\n",
-        "\n",
-        "aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
-        "                                               memory_gb = 1, \n",
-        "                                               tags = {'area': \"digits\", 'type': \"automl_classification\"}, \n",
-        "                                               description = 'sample service for Automl Classification')"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.webservice import Webservice\n",
-        "\n",
-        "aci_service_name = 'automl-sample-01'\n",
-        "print(aci_service_name)\n",
-        "aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
-        "                                           image = image,\n",
-        "                                           name = aci_service_name,\n",
-        "                                           workspace = ws)\n",
-        "aci_service.wait_for_deployment(True)\n",
-        "print(aci_service.state)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Delete a Web Service"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "#aci_service.delete()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Get Logs from a Deployed Web Service"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "#aci_service.get_logs()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "#Randomly select digits and test\n",
-        "digits = datasets.load_digits()\n",
-        "X_test = digits.data[:10, :]\n",
-        "y_test = digits.target[:10]\n",
-        "images = digits.images[:10]\n",
-        "\n",
-        "for index in np.random.choice(len(y_test), 3, replace = False):\n",
-        "    print(index)\n",
-        "    test_sample = json.dumps({'data':X_test[index:index + 1].tolist()})\n",
-        "    predicted = aci_service.run(input_data = test_sample)\n",
-        "    label = y_test[index]\n",
-        "    predictedDict = json.loads(predicted)\n",
-        "    title = \"Label value = %d  Predicted value = %s \" % ( label,predictedDict['result'][0])\n",
-        "    fig = plt.figure(1, figsize = (3,3))\n",
-        "    ax1 = fig.add_axes((0,0,.8,.8))\n",
-        "    ax1.set_title(title)\n",
-        "    plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
-        "    plt.show()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.6"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/classification-with-onnx/auto-ml-classification-with-onnx.ipynb

@@ -1,358 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-with-onnx/auto-ml-classification-with-onnx.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Classification with Local Compute**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Data](#Data)\n",
-        "1. [Train](#Train)\n",
-        "1. [Results](#Results)\n",
-        "1. [Test](#Test)\n",
-        "\n"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "\n",
-        "In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Create an `Experiment` in an existing `Workspace`.\n",
-        "2. Configure AutoML using `AutoMLConfig`.\n",
-        "3. Train the model using local compute with ONNX compatible config on.\n",
-        "4. Explore the results and save the ONNX model."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import logging\n",
-        "\n",
-        "from matplotlib import pyplot as plt\n",
-        "import numpy as np\n",
-        "import pandas as pd\n",
-        "from sklearn import datasets\n",
-        "from sklearn.model_selection import train_test_split\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "from azureml.train.automl import AutoMLConfig, constants"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        "\n",
-        "# Choose a name for the experiment and specify the project folder.\n",
-        "experiment_name = 'automl-classification-onnx'\n",
-        "project_folder = './sample_projects/automl-classification-onnx'\n",
-        "\n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        "\n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace Name'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Data\n",
-        "\n",
-        "This uses scikit-learn's [load_iris](https://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) method."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iris = datasets.load_iris()\n",
-        "X_train, X_test, y_train, y_test = train_test_split(iris.data, \n",
-        "                                                    iris.target, \n",
-        "                                                    test_size=0.2, \n",
-        "                                                    random_state=0)\n",
-        "\n",
-        "# Convert the X_train and X_test to pandas DataFrame and set column names,\n",
-        "# This is needed for initializing the input variable names of ONNX model, \n",
-        "# and the prediction with the ONNX model using the inference helper.\n",
-        "X_train = pd.DataFrame(X_train, columns=['c1', 'c2', 'c3', 'c4'])\n",
-        "X_test = pd.DataFrame(X_test, columns=['c1', 'c2', 'c3', 'c4'])"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train with enable ONNX compatible models config on\n",
-        "\n",
-        "Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
-        "\n",
-        "Set the parameter enable_onnx_compatible_models=True, if you also want to generate the ONNX compatible models. Please note, the forecasting task and TensorFlow models are not ONNX compatible yet.\n",
-        "\n",
-        "|Property|Description|\n",
-        "|-|-|\n",
-        "|**task**|classification or regression|\n",
-        "|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
-        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
-        "|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
-        "|**enable_onnx_compatible_models**|Enable the ONNX compatible models in the experiment.|\n",
-        "|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
-        "                             primary_metric = 'AUC_weighted',\n",
-        "                             iteration_timeout_minutes = 60,\n",
-        "                             iterations = 10,\n",
-        "                             verbosity = logging.INFO,                             \n",
-        "                             X = X_train, \n",
-        "                             y = y_train,\n",
-        "                             preprocess=True,\n",
-        "                             enable_onnx_compatible_models=True,\n",
-        "                             path = project_folder)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
-        "In this example, we specify `show_output = True` to print currently running iterations to the console."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Results"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Widget for Monitoring Runs\n",
-        "\n",
-        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
-        "\n",
-        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.widgets import RunDetails\n",
-        "RunDetails(local_run).show() "
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Retrieve the Best ONNX Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
-        "\n",
-        "Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, onnx_mdl = local_run.get_output(return_onnx_model=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Save the best ONNX model"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.automl.core.onnx_convert import OnnxConverter\n",
-        "onnx_fl_path = \"./best_model.onnx\"\n",
-        "OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Predict with the ONNX model, using onnxruntime package"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import sys\n",
-        "import json\n",
-        "from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
-        "\n",
-        "if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
-        "    python_version_compatible = True\n",
-        "else:\n",
-        "    python_version_compatible = False\n",
-        "\n",
-        "try:\n",
-        "    import onnxruntime\n",
-        "    from azureml.automl.core.onnx_convert import OnnxInferenceHelper    \n",
-        "    onnxrt_present = True\n",
-        "except ImportError:\n",
-        "    onnxrt_present = False\n",
-        "\n",
-        "def get_onnx_res(run):\n",
-        "    res_path = '_debug_y_trans_converter.json'\n",
-        "    run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
-        "    with open(res_path) as f:\n",
-        "        onnx_res = json.load(f)\n",
-        "    return onnx_res\n",
-        "\n",
-        "if onnxrt_present and python_version_compatible:    \n",
-        "    mdl_bytes = onnx_mdl.SerializeToString()\n",
-        "    onnx_res = get_onnx_res(best_run)\n",
-        "\n",
-        "    onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
-        "    pred_onnx, pred_prob_onnx = onnxrt_helper.predict(X_test)\n",
-        "\n",
-        "    print(pred_onnx)\n",
-        "    print(pred_prob_onnx)\n",
-        "else:\n",
-        "    if not python_version_compatible:\n",
-        "        print('Please use Python version 3.6 to run the inference helper.')    \n",
-        "    if not onnxrt_present:\n",
-        "        print('Please install the onnxruntime package to do the prediction with ONNX model.')"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": []
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.6"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/classification-with-whitelisting/auto-ml-classification-with-whitelisting.ipynb

@@ -1,399 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-with-whitelisting/auto-ml-classification-with-whitelisting.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Classification using whitelist models**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Data](#Data)\n",
-        "1. [Train](#Train)\n",
-        "1. [Results](#Results)\n",
-        "1. [Test](#Test)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "\n",
-        "In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "This notebooks shows how can automl can be trained on a a selected list of models,see the readme.md for the models.\n",
-        "This trains the model exclusively on tensorflow based models.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Create an `Experiment` in an existing `Workspace`.\n",
-        "2. Configure AutoML using `AutoMLConfig`.\n",
-        "3. Train the model on a whilelisted models using local compute. \n",
-        "4. Explore the results.\n",
-        "5. Test the best fitted model."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "#Note: This notebook will install tensorflow if not already installed in the enviornment..\n",
-        "import logging\n",
-        "\n",
-        "from matplotlib import pyplot as plt\n",
-        "import numpy as np\n",
-        "import pandas as pd\n",
-        "from sklearn import datasets\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "import sys\n",
-        "whitelist_models=[\"LightGBM\"]\n",
-        "if \"3.7\" != sys.version[0:3]:\n",
-        "    try:\n",
-        "        import tensorflow as tf1\n",
-        "    except ImportError:\n",
-        "        from pip._internal import main\n",
-        "        main(['install', 'tensorflow>=1.10.0,<=1.12.0'])\n",
-        "        logging.getLogger().setLevel(logging.ERROR)\n",
-        "    whitelist_models=[\"TensorFlowLinearClassifier\", \"TensorFlowDNN\"]\n",
-        "\n",
-        "from azureml.train.automl import AutoMLConfig"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        "\n",
-        "# Choose a name for the experiment and specify the project folder.\n",
-        "experiment_name = 'automl-local-whitelist'\n",
-        "project_folder = './sample_projects/automl-local-whitelist'\n",
-        "\n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        "\n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace Name'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Data\n",
-        "\n",
-        "This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "digits = datasets.load_digits()\n",
-        "\n",
-        "# Exclude the first 100 rows from training so that they can be used for test.\n",
-        "X_train = digits.data[100:,:]\n",
-        "y_train = digits.target[100:]"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
-        "\n",
-        "Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
-        "\n",
-        "|Property|Description|\n",
-        "|-|-|\n",
-        "|**task**|classification or regression|\n",
-        "|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>balanced_accuracy</i><br><i>average_precision_score_weighted</i><br><i>precision_score_weighted</i>|\n",
-        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
-        "|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
-        "|**n_cross_validations**|Number of cross validation splits.|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
-        "|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
-        "|**whitelist_models**|List of models that AutoML should use.  The possible values are listed [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#configure-your-experiment-settings).|"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
-        "                             primary_metric = 'AUC_weighted',\n",
-        "                             iteration_timeout_minutes = 60,\n",
-        "                             iterations = 10,\n",
-        "                             verbosity = logging.INFO,\n",
-        "                             X = X_train, \n",
-        "                             y = y_train,\n",
-        "                             enable_tf=True,\n",
-        "                             whitelist_models=whitelist_models,\n",
-        "                             path = project_folder)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
-        "In this example, we specify `show_output = True` to print currently running iterations to the console."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Results"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Widget for Monitoring Runs\n",
-        "\n",
-        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
-        "\n",
-        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.widgets import RunDetails\n",
-        "RunDetails(local_run).show() "
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "\n",
-        "#### Retrieve All Child Runs\n",
-        "You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "children = list(local_run.get_children())\n",
-        "metricslist = {}\n",
-        "for run in children:\n",
-        "    properties = run.get_properties()\n",
-        "    metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
-        "    metricslist[int(properties['iteration'])] = metrics\n",
-        "\n",
-        "rundata = pd.DataFrame(metricslist).sort_index(1)\n",
-        "rundata"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Retrieve the Best Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, fitted_model = local_run.get_output()\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Best Model Based on Any Other Metric\n",
-        "Show the run and the model that has the smallest `log_loss` value:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "lookup_metric = \"log_loss\"\n",
-        "best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Model from a Specific Iteration\n",
-        "Show the run and the model from the third iteration:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 3\n",
-        "third_run, third_model = local_run.get_output(iteration = iteration)\n",
-        "print(third_run)\n",
-        "print(third_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test\n",
-        "\n",
-        "#### Load Test Data"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "digits = datasets.load_digits()\n",
-        "X_test = digits.data[:10, :]\n",
-        "y_test = digits.target[:10]\n",
-        "images = digits.images[:10]"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Testing Our Best Fitted Model\n",
-        "We will try to predict 2 digits and see how our model works."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Randomly select digits and test.\n",
-        "for index in np.random.choice(len(y_test), 2, replace = False):\n",
-        "    print(index)\n",
-        "    predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
-        "    label = y_test[index]\n",
-        "    title = \"Label value = %d  Predicted value = %d \" % (label, predicted)\n",
-        "    fig = plt.figure(1, figsize = (3,3))\n",
-        "    ax1 = fig.add_axes((0,0,.8,.8))\n",
-        "    ax1.set_title(title)\n",
-        "    plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
-        "    plt.show()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.6"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/classification/auto-ml-classification.ipynb

@@ -1,482 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification/auto-ml-classification.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Classification with Local Compute**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Data](#Data)\n",
-        "1. [Train](#Train)\n",
-        "1. [Results](#Results)\n",
-        "1. [Test](#Test)\n",
-        "\n"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "\n",
-        "In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Create an `Experiment` in an existing `Workspace`.\n",
-        "2. Configure AutoML using `AutoMLConfig`.\n",
-        "3. Train the model using local compute.\n",
-        "4. Explore the results.\n",
-        "5. Test the best fitted model."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import logging\n",
-        "\n",
-        "from matplotlib import pyplot as plt\n",
-        "import numpy as np\n",
-        "import pandas as pd\n",
-        "from sklearn import datasets\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "from azureml.train.automl import AutoMLConfig"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Accessing the Azure ML workspace requires authentication with Azure.\n",
-        "\n",
-        "The default authentication is interactive authentication using the default tenant.  Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
-        "\n",
-        "If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
-        "\n",
-        "```\n",
-        "from azureml.core.authentication import InteractiveLoginAuthentication\n",
-        "auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
-        "ws = Workspace.from_config(auth = auth)\n",
-        "```\n",
-        "\n",
-        "If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
-        "\n",
-        "```\n",
-        "from azureml.core.authentication import ServicePrincipalAuthentication\n",
-        "auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
-        "ws = Workspace.from_config(auth = auth)\n",
-        "```\n",
-        "For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        "\n",
-        "# Choose a name for the experiment and specify the project folder.\n",
-        "experiment_name = 'automl-classification'\n",
-        "project_folder = './sample_projects/automl-classification'\n",
-        "\n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        "\n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace Name'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Data\n",
-        "\n",
-        "This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "digits = datasets.load_digits()\n",
-        "\n",
-        "# Exclude the first 100 rows from training so that they can be used for test.\n",
-        "X_train = digits.data[100:,:]\n",
-        "y_train = digits.target[100:]"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
-        "\n",
-        "Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
-        "\n",
-        "|Property|Description|\n",
-        "|-|-|\n",
-        "|**task**|classification or regression|\n",
-        "|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
-        "|**n_cross_validations**|Number of cross validation splits.|\n",
-        "|\n",
-        "\n",
-        "Automated machine learning trains multiple machine learning pipelines.  Each pipelines training is known as an iteration.\n",
-        "* You can specify a maximum number of iterations using the `iterations` parameter.\n",
-        "* You can specify a maximum time for the run using the `experiment_timeout_minutes` parameter.\n",
-        "* If you specify neither the `iterations` nor the `experiment_timeout_minutes`, automated ML keeps running iterations while it continues to see improvements in the scores.\n",
-        "\n",
-        "The following example doesn't specify `iterations` or `experiment_timeout_minutes` and so runs until the scores stop improving.\n"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             primary_metric = 'AUC_weighted',\n",
-        "                             X = X_train, \n",
-        "                             y = y_train,\n",
-        "                             n_cross_validations = 3)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
-        "In this example, we specify `show_output = True` to print currently running iterations to the console."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Optionally, you can continue an interrupted local run by calling `continue_experiment` without the `iterations` parameter, or run more iterations for a completed run by specifying the `iterations` parameter:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = local_run.continue_experiment(X = X_train, \n",
-        "                                          y = y_train, \n",
-        "                                          show_output = True,\n",
-        "                                          iterations = 5)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Results"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Widget for Monitoring Runs\n",
-        "\n",
-        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
-        "\n",
-        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.widgets import RunDetails\n",
-        "RunDetails(local_run).show() "
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "\n",
-        "#### Retrieve All Child Runs\n",
-        "You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "children = list(local_run.get_children())\n",
-        "metricslist = {}\n",
-        "for run in children:\n",
-        "    properties = run.get_properties()\n",
-        "    metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
-        "    metricslist[int(properties['iteration'])] = metrics\n",
-        "\n",
-        "rundata = pd.DataFrame(metricslist).sort_index(1)\n",
-        "rundata"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Retrieve the Best Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, fitted_model = local_run.get_output()\n",
-        "print(best_run)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Print the properties of the model\n",
-        "The fitted_model is a python object and you can read the different properties of the object.\n",
-        "The following shows printing hyperparameters for each step in the pipeline."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from pprint import pprint\n",
-        "\n",
-        "def print_model(model, prefix=\"\"):\n",
-        "    for step in model.steps:\n",
-        "        print(prefix + step[0])\n",
-        "        if hasattr(step[1], 'estimators') and hasattr(step[1], 'weights'):\n",
-        "            pprint({'estimators': list(e[0] for e in step[1].estimators), 'weights': step[1].weights})\n",
-        "            print()\n",
-        "            for estimator in step[1].estimators:\n",
-        "                print_model(estimator[1], estimator[0]+ ' - ')\n",
-        "        elif hasattr(step[1], '_base_learners') and hasattr(step[1], '_meta_learner'):\n",
-        "            print(\"\\nMeta Learner\")\n",
-        "            pprint(step[1]._meta_learner)\n",
-        "            print()\n",
-        "            for estimator in step[1]._base_learners:\n",
-        "                print_model(estimator[1], estimator[0]+ ' - ')\n",
-        "        else:\n",
-        "            pprint(step[1].get_params())\n",
-        "            print()\n",
-        "            \n",
-        "print_model(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Best Model Based on Any Other Metric\n",
-        "Show the run and the model that has the smallest `log_loss` value:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "lookup_metric = \"log_loss\"\n",
-        "best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
-        "print(best_run)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "print_model(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Model from a Specific Iteration\n",
-        "Show the run and the model from the third iteration:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 3\n",
-        "third_run, third_model = local_run.get_output(iteration = iteration)\n",
-        "print(third_run)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "print_model(third_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test \n",
-        "\n",
-        "#### Load Test Data"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "digits = datasets.load_digits()\n",
-        "X_test = digits.data[:10, :]\n",
-        "y_test = digits.target[:10]\n",
-        "images = digits.images[:10]"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Testing Our Best Fitted Model\n",
-        "We will try to predict 2 digits and see how our model works."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Randomly select digits and test.\n",
-        "for index in np.random.choice(len(y_test), 2, replace = False):\n",
-        "    print(index)\n",
-        "    predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
-        "    label = y_test[index]\n",
-        "    title = \"Label value = %d  Predicted value = %d \" % (label, predicted)\n",
-        "    fig = plt.figure(1, figsize = (3,3))\n",
-        "    ax1 = fig.add_axes((0,0,.8,.8))\n",
-        "    ax1.set_title(title)\n",
-        "    plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
-        "    plt.show()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.6"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/continuous-retraining/auto-ml-continuous-retraining.ipynb

@@ -0,0 +1,572 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Copyright (c) Microsoft Corporation. All rights reserved.  \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/continous-retraining/auto-ml-continuous-retraining.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning \n",
+        "**Continuous retraining using Pipelines and Time-Series TabularDataset**\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "2. [Setup](#Setup)\n",
+        "3. [Compute](#Compute)\n",
+        "4. [Run Configuration](#Run-Configuration)\n",
+        "5. [Data Ingestion Pipeline](#Data-Ingestion-Pipeline)\n",
+        "6. [Training Pipeline](#Training-Pipeline)\n",
+        "7. [Publish Retraining Pipeline and Schedule](#Publish-Retraining-Pipeline-and-Schedule)\n",
+        "8. [Test Retraining](#Test-Retraining)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "In this example we use AutoML and Pipelines to enable contious retraining of a model based on updates to the training dataset. We will create two pipelines, the first one to demonstrate a training dataset that gets updated over time. We leverage time-series capabilities of `TabularDataset` to achieve this. The second pipeline utilizes pipeline `Schedule` to trigger continuous retraining. \n",
+        "Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
+        "In this notebook you will learn how to:\n",
+        "* Create an Experiment in an existing Workspace.\n",
+        "* Configure AutoML using AutoMLConfig.\n",
+        "* Create data ingestion pipeline to update a time-series based TabularDataset\n",
+        "* Create training pipeline to prepare data, run AutoML, register the model and setup pipeline triggers.\n",
+        "\n",
+        "## Setup\n",
+        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import logging\n",
+        "\n",
+        "from matplotlib import pyplot as plt\n",
+        "import numpy as np\n",
+        "import pandas as pd\n",
+        "from sklearn import datasets\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.train.automl import AutoMLConfig"
+      ]
+    },
+    {
+      "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Accessing the Azure ML workspace requires authentication with Azure.\n",
+        "\n",
+        "The default authentication is interactive authentication using the default tenant. Executing the ws = Workspace.from_config() line in the cell below will prompt for authentication the first time that it is run.\n",
+        "\n",
+        "If you have multiple Azure tenants, you can specify the tenant by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
+        "```\n",
+        "from azureml.core.authentication import InteractiveLoginAuthentication\n",
+        "auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
+        "ws = Workspace.from_config(auth = auth)\n",
+        "```\n",
+        "If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
+        "```\n",
+        "from azureml.core.authentication import ServicePrincipalAuthentication\n",
+        "auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
+        "ws = Workspace.from_config(auth = auth)\n",
+        "```\n",
+        "For more details, see aka.ms/aml-notebook-auth"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "ws = Workspace.from_config()\n",
+        "dstor = ws.get_default_datastore()\n",
+        "\n",
+        "# Choose a name for the run history container in the workspace.\n",
+        "experiment_name = 'retrain-noaaweather'\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['Run History Name'] = experiment_name\n",
+        "pd.set_option('display.max_colwidth', -1)\n",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Compute \n",
+        "\n",
+        "#### 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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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",
+        "amlcompute_cluster_name = \"cont-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=4)\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Run Configuration"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.runconfig import CondaDependencies, RunConfiguration\n",
+        "\n",
+        "# create a new RunConfig object\n",
+        "conda_run_config = RunConfiguration(framework=\"python\")\n",
+        "\n",
+        "# Set compute target to AmlCompute\n",
+        "conda_run_config.target = compute_target\n",
+        "\n",
+        "conda_run_config.environment.docker.enabled = True\n",
+        "\n",
+        "cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]', 'applicationinsights', 'azureml-opendatasets', 'azureml-defaults'], \n",
+        "                              conda_packages=['numpy==1.16.2'], \n",
+        "                              pin_sdk_version=False)\n",
+        "conda_run_config.environment.python.conda_dependencies = cd\n",
+        "\n",
+        "print('run config is ready')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Data Ingestion Pipeline \n",
+        "For this demo, we will use NOAA weather data from [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/). You can replace this with your own dataset, or you can skip this pipeline if you already have a time-series based `TabularDataset`.\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# The name and target column of the Dataset to create \n",
+        "dataset = \"NOAA-Weather-DS4\"\n",
+        "target_column_name = \"temperature\""
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "\n",
+        "### Upload Data Step\n",
+        "The data ingestion pipeline has a single step with a script to query the latest weather data and upload it to the blob store. During the first run, the script will create and register a time-series based `TabularDataset` with the past one week of weather data. For each subsequent run, the script will create a partition in the blob store by querying NOAA for new weather data since the last modified time of the dataset (`dataset.data_changed_time`) and creating a data.csv file."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Pipeline, PipelineParameter\n",
+        "from azureml.pipeline.steps import PythonScriptStep\n",
+        "\n",
+        "ds_name = PipelineParameter(name=\"ds_name\", default_value=dataset)\n",
+        "upload_data_step = PythonScriptStep(script_name=\"upload_weather_data.py\", \n",
+        "                                         allow_reuse=False,\n",
+        "                                         name=\"upload_weather_data\",\n",
+        "                                         arguments=[\"--ds_name\", ds_name],\n",
+        "                                         compute_target=compute_target, \n",
+        "                                         runconfig=conda_run_config)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Submit Pipeline Run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data_pipeline = Pipeline(\n",
+        "    description=\"pipeline_with_uploaddata\",\n",
+        "    workspace=ws,    \n",
+        "    steps=[upload_data_step])\n",
+        "data_pipeline_run = experiment.submit(data_pipeline, pipeline_parameters={\"ds_name\":dataset})"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data_pipeline_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Training Pipeline\n",
+        "### Prepare Training Data Step\n",
+        "\n",
+        "Script to check if new data is available since the model was last trained. If no new data is available, we cancel the remaining pipeline steps. We need to set allow_reuse flag to False to allow the pipeline to run even when inputs don't change. We also need the name of the model to check the time the model was last trained."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import PipelineData\n",
+        "\n",
+        "# The model name with which to register the trained model in the workspace.\n",
+        "model_name = PipelineParameter(\"model_name\", default_value=\"noaaweatherds\")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "data_prep_step = PythonScriptStep(script_name=\"check_data.py\", \n",
+        "                                         allow_reuse=False,\n",
+        "                                         name=\"check_data\",\n",
+        "                                         arguments=[\"--ds_name\", ds_name,\n",
+        "                                                    \"--model_name\", model_name],\n",
+        "                                         compute_target=compute_target, \n",
+        "                                         runconfig=conda_run_config)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core import Dataset\n",
+        "train_ds = Dataset.get_by_name(ws, dataset)\n",
+        "train_ds = train_ds.drop_columns([\"partition_date\"])"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### AutoMLStep\n",
+        "Create an AutoMLConfig and a training step."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.train.automl import AutoMLConfig\n",
+        "from azureml.pipeline.steps import AutoMLStep\n",
+        "\n",
+        "automl_settings = {\n",
+        "    \"iteration_timeout_minutes\": 10,\n",
+        "    \"experiment_timeout_hours\": 0.25,\n",
+        "    \"n_cross_validations\": 3,\n",
+        "    \"primary_metric\": 'normalized_root_mean_squared_error',\n",
+        "    \"max_concurrent_iterations\": 3,\n",
+        "    \"max_cores_per_iteration\": -1,\n",
+        "    \"verbosity\": logging.INFO,\n",
+        "    \"enable_early_stopping\": True\n",
+        "}\n",
+        "\n",
+        "automl_config = AutoMLConfig(task = 'regression',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             path = \".\",\n",
+        "                             compute_target=compute_target,\n",
+        "                             training_data = train_ds,\n",
+        "                             label_column_name = target_column_name,\n",
+        "                             **automl_settings\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import PipelineData, TrainingOutput\n",
+        "\n",
+        "metrics_output_name = 'metrics_output'\n",
+        "best_model_output_name = 'best_model_output'\n",
+        "\n",
+        "metrics_data = PipelineData(name='metrics_data',\n",
+        "                           datastore=dstor,\n",
+        "                           pipeline_output_name=metrics_output_name,\n",
+        "                           training_output=TrainingOutput(type='Metrics'))\n",
+        "model_data = PipelineData(name='model_data',\n",
+        "                           datastore=dstor,\n",
+        "                           pipeline_output_name=best_model_output_name,\n",
+        "                           training_output=TrainingOutput(type='Model'))"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "automl_step = AutoMLStep(\n",
+        "    name='automl_module',\n",
+        "    automl_config=automl_config,\n",
+        "    outputs=[metrics_data, model_data],\n",
+        "    allow_reuse=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Register Model Step\n",
+        "Script to register the model to the workspace. "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "register_model_step = PythonScriptStep(script_name=\"register_model.py\",\n",
+        "                                       name=\"register_model\",\n",
+        "                                       allow_reuse=False,\n",
+        "                                       arguments=[\"--model_name\", model_name, \"--model_path\", model_data, \"--ds_name\", ds_name],\n",
+        "                                       inputs=[model_data],\n",
+        "                                       compute_target=compute_target,\n",
+        "                                       runconfig=conda_run_config)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Submit Pipeline Run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline = Pipeline(\n",
+        "    description=\"training_pipeline\",\n",
+        "    workspace=ws,    \n",
+        "    steps=[data_prep_step, automl_step, register_model_step])"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline_run = experiment.submit(training_pipeline, pipeline_parameters={\n",
+        "        \"ds_name\": dataset, \"model_name\": \"noaaweatherds\"})"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Publish Retraining Pipeline and Schedule\n",
+        "Once we are happy with the pipeline, we can publish the training pipeline to the workspace and create a schedule to trigger on blob change. The schedule polls the blob store where the data is being uploaded and runs the retraining pipeline if there is a data change. A new version of the model will be registered to the workspace once the run is complete."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "pipeline_name = \"Retraining-Pipeline-NOAAWeather\"\n",
+        "\n",
+        "published_pipeline = training_pipeline.publish(\n",
+        "    name=pipeline_name, \n",
+        "    description=\"Pipeline that retrains AutoML model\")\n",
+        "\n",
+        "published_pipeline"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Schedule\n",
+        "schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule\",\n",
+        "                           pipeline_parameters={\"ds_name\": dataset, \"model_name\": \"noaaweatherds\"},\n",
+        "                           pipeline_id=published_pipeline.id, \n",
+        "                           experiment_name=experiment_name, \n",
+        "                           datastore=dstor,\n",
+        "                           wait_for_provisioning=True,\n",
+        "                           polling_interval=1440)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Test Retraining\n",
+        "Here we setup the data ingestion pipeline to run on a schedule, to verify that the retraining pipeline runs as expected. \n",
+        "\n",
+        "Note: \n",
+        "* Azure NOAA Weather data is updated daily and retraining will not trigger if there is no new data available. \n",
+        "* Depending on the polling interval set in the schedule, the retraining may take some time trigger after data ingestion pipeline completes."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "pipeline_name = \"DataIngestion-Pipeline-NOAAWeather\"\n",
+        "\n",
+        "published_pipeline = training_pipeline.publish(\n",
+        "    name=pipeline_name, \n",
+        "    description=\"Pipeline that updates NOAAWeather Dataset\")\n",
+        "\n",
+        "published_pipeline"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Schedule\n",
+        "schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule-DataIngestion\",\n",
+        "                           pipeline_parameters={\"ds_name\":dataset},\n",
+        "                           pipeline_id=published_pipeline.id, \n",
+        "                           experiment_name=experiment_name, \n",
+        "                           datastore=dstor,\n",
+        "                           wait_for_provisioning=True,\n",
+        "                           polling_interval=1440)"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "vivijay"
+      }
+    ],
+    "kernelspec": {
+      "display_name": "Python 3.6",
+      "language": "python",
+      "name": "python36"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.6"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/continuous-retraining/auto-ml-continuous-retraining.yml

@@ -0,0 +1,4 @@
+name: auto-ml-continuous-retraining
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/continuous-retraining/check_data.py

@@ -0,0 +1,46 @@
+import argparse
+import os
+import azureml.core
+from datetime import datetime
+import pandas as pd
+import pytz
+from azureml.core import Dataset, Model
+from azureml.core.run import Run, _OfflineRun
+from azureml.core import Workspace
+
+run = Run.get_context()
+ws = None
+if type(run) == _OfflineRun:
+    ws = Workspace.from_config()
+else:
+    ws = run.experiment.workspace
+
+print("Check for new data.")
+
+parser = argparse.ArgumentParser("split")
+parser.add_argument("--ds_name", help="input dataset name")
+parser.add_argument("--model_name", help="name of the deployed model")
+
+args = parser.parse_args()
+
+print("Argument 1(ds_name): %s" % args.ds_name)
+print("Argument 2(model_name): %s" % args.model_name)
+
+# Get the latest registered model
+try:
+    model = Model(ws, args.model_name)
+    last_train_time = model.created_time
+    print("Model was last trained on {0}.".format(last_train_time))
+except Exception:
+    print("Could not get last model train time.")
+    last_train_time = datetime.min.replace(tzinfo=pytz.UTC)
+
+train_ds = Dataset.get_by_name(ws, args.ds_name)
+dataset_changed_time = train_ds.data_changed_time
+
+if not dataset_changed_time > last_train_time:
+    print("Cancelling run since there is no new data.")
+    run.parent.cancel()
+else:
+    # New data is available since the model was last trained
+    print("Dataset was last updated on {0}. Retraining...".format(dataset_changed_time))

how-to-use-azureml/automated-machine-learning/continuous-retraining/register_model.py

@@ -0,0 +1,33 @@
+from azureml.core.model import Model, Dataset
+from azureml.core.run import Run, _OfflineRun
+from azureml.core import Workspace
+import argparse
+
+parser = argparse.ArgumentParser()
+parser.add_argument("--model_name")
+parser.add_argument("--model_path")
+parser.add_argument("--ds_name")
+args = parser.parse_args()
+
+print("Argument 1(model_name): %s" % args.model_name)
+print("Argument 2(model_path): %s" % args.model_path)
+print("Argument 3(ds_name): %s" % args.ds_name)
+
+run = Run.get_context()
+ws = None
+if type(run) == _OfflineRun:
+    ws = Workspace.from_config()
+else:
+    ws = run.experiment.workspace
+
+train_ds = Dataset.get_by_name(ws, args.ds_name)
+datasets = [(Dataset.Scenario.TRAINING, train_ds)]
+
+# Register model with training dataset
+
+model = Model.register(workspace=ws,
+                       model_path=args.model_path,
+                       model_name=args.model_name,
+                       datasets=datasets)
+
+print("Registered version {0} of model {1}".format(model.version, model.name))

how-to-use-azureml/automated-machine-learning/continuous-retraining/upload_weather_data.py

@@ -0,0 +1,91 @@
+import argparse
+import os
+from datetime import datetime
+from dateutil.relativedelta import relativedelta
+import pandas as pd
+import traceback
+from azureml.core import Dataset
+from azureml.core.run import Run, _OfflineRun
+from azureml.core import Workspace
+from azureml.opendatasets import NoaaIsdWeather
+
+run = Run.get_context()
+ws = None
+if type(run) == _OfflineRun:
+    ws = Workspace.from_config()
+else:
+    ws = run.experiment.workspace
+
+usaf_list = ['725724', '722149', '723090', '722159', '723910', '720279',
+             '725513', '725254', '726430', '720381', '723074', '726682',
+             '725486', '727883', '723177', '722075', '723086', '724053',
+             '725070', '722073', '726060', '725224', '725260', '724520',
+             '720305', '724020', '726510', '725126', '722523', '703333',
+             '722249', '722728', '725483', '722972', '724975', '742079',
+             '727468', '722193', '725624', '722030', '726380', '720309',
+             '722071', '720326', '725415', '724504', '725665', '725424',
+             '725066']
+
+
+def get_noaa_data(start_time, end_time):
+    columns = ['usaf', 'wban', 'datetime', 'latitude', 'longitude', 'elevation',
+               'windAngle', 'windSpeed', 'temperature', 'stationName', 'p_k']
+    isd = NoaaIsdWeather(start_time, end_time, cols=columns)
+    noaa_df = isd.to_pandas_dataframe()
+    df_filtered = noaa_df[noaa_df["usaf"].isin(usaf_list)]
+    df_filtered.reset_index(drop=True)
+    print("Received {0} rows of training data between {1} and {2}".format(
+        df_filtered.shape[0], start_time, end_time))
+    return df_filtered
+
+
+print("Check for new data and prepare the data")
+
+parser = argparse.ArgumentParser("split")
+parser.add_argument("--ds_name", help="name of the Dataset to update")
+args = parser.parse_args()
+
+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:
+    print(traceback.format_exc())
+    print("Dataset with name {0} not found, registering new dataset.".format(args.ds_name))
+    register_dataset = True
+    end_time = datetime(2021, 5, 1, 0, 0)
+    end_time_last_slice = end_time - relativedelta(weeks=2)
+
+train_df = get_noaa_data(end_time_last_slice, end_time)
+
+if train_df.size > 0:
+    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,
+                                                                        end_time.hour, end_time.minute,
+                                                                        end_time.second)
+    file_path = "{0}/data.csv".format(folder_name)
+
+    # Add a new partition to the registered dataset
+    os.makedirs(folder_name, exist_ok=True)
+    train_df.to_csv(file_path, index=False)
+
+    dstor.upload_files(files=[file_path],
+                       target_path=folder_name,
+                       overwrite=True,
+                       show_progress=True)
+else:
+    print("No new data since {0}.".format(end_time_last_slice))
+
+if register_dataset:
+    ds = Dataset.Tabular.from_delimited_files(dstor.path("{}/**/*.csv".format(
+        args.ds_name)), partition_format='/{partition_date:yyyy/MM/dd/HH/mm/ss}/data.csv')
+    ds.register(ws, name=args.ds_name)

how-to-use-azureml/automated-machine-learning/dataprep-remote-execution/auto-ml-dataprep-remote-execution.ipynb

@@ -1,526 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/dataprep-remote-execution/auto-ml-dataprep-remote-execution.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Prepare Data using `azureml.dataprep` for Remote Execution (DSVM)**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Data](#Data)\n",
-        "1. [Train](#Train)\n",
-        "1. [Results](#Results)\n",
-        "1. [Test](#Test)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "In this example we showcase how you can use the `azureml.dataprep` SDK to load and prepare data for AutoML. `azureml.dataprep` can also be used standalone; full documentation can be found [here](https://github.com/Microsoft/PendletonDocs).\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Define data loading and preparation steps in a `Dataflow` using `azureml.dataprep`.\n",
-        "2. Pass the `Dataflow` to AutoML for a local run.\n",
-        "3. Pass the `Dataflow` to AutoML for a remote run."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import logging\n",
-        "import time\n",
-        "\n",
-        "import pandas as pd\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.compute import DsvmCompute\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "import azureml.dataprep as dprep\n",
-        "from azureml.train.automl import AutoMLConfig"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        " \n",
-        "# choose a name for experiment\n",
-        "experiment_name = 'automl-dataprep-remote-dsvm'\n",
-        "# project folder\n",
-        "project_folder = './sample_projects/automl-dataprep-remote-dsvm'\n",
-        " \n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        " \n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace Name'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Data"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
-        "# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
-        "# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
-        "# and convert column types manually.\n",
-        "example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
-        "dflow = dprep.auto_read_file(example_data).skip(1)  # Remove the header row.\n",
-        "dflow.get_profile()"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# As `Primary Type` is our y data, we need to drop the values those are null in this column.\n",
-        "dflow = dflow.drop_nulls('Primary Type')\n",
-        "dflow.head(5)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Review the Data Preparation Result\n",
-        "\n",
-        "You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only `j` records for all the steps in the Dataflow, which makes it fast even against large datasets.\n",
-        "\n",
-        "`Dataflow` objects are immutable and are composed of a list of data preparation steps. A `Dataflow` object can be branched at any point for further usage."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "X = dflow.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
-        "y = dflow.keep_columns(columns=['Primary Type'], validate_column_exists=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
-        "\n",
-        "This creates a general AutoML settings object applicable for both local and remote runs."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_settings = {\n",
-        "    \"iteration_timeout_minutes\" : 10,\n",
-        "    \"iterations\" : 2,\n",
-        "    \"primary_metric\" : 'AUC_weighted',\n",
-        "    \"preprocess\" : True,\n",
-        "    \"verbosity\" : logging.INFO\n",
-        "}"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Create or Attach an AmlCompute cluster"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.compute import AmlCompute\n",
-        "from azureml.core.compute import ComputeTarget\n",
-        "\n",
-        "# Choose a name for your cluster.\n",
-        "amlcompute_cluster_name = \"cpu-cluster\"\n",
-        "\n",
-        "found = False\n",
-        "\n",
-        "# Check if this compute target already exists in the workspace.\n",
-        "\n",
-        "cts = ws.compute_targets\n",
-        "if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
-        "    found = True\n",
-        "    print('Found existing compute target.')\n",
-        "    compute_target = cts[amlcompute_cluster_name]\n",
-        "\n",
-        "if not found:\n",
-        "    print('Creating a new compute target...')\n",
-        "    provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
-        "                                                                #vm_priority = 'lowpriority', # optional\n",
-        "                                                                max_nodes = 6)\n",
-        "\n",
-        "    # Create the cluster.\\n\",\n",
-        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
-        "\n",
-        "    # Can poll for a minimum number of nodes and for a specific timeout.\n",
-        "    # If no min_node_count is provided, it will use the scale settings for the cluster.\n",
-        "    compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
-        "\n",
-        "     # For a more detailed view of current AmlCompute status, use get_status()."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.runconfig import RunConfiguration\n",
-        "from azureml.core.conda_dependencies import CondaDependencies\n",
-        "\n",
-        "# create a new RunConfig object\n",
-        "conda_run_config = RunConfiguration(framework=\"python\")\n",
-        "\n",
-        "# Set compute target to AmlCompute\n",
-        "conda_run_config.target = compute_target\n",
-        "conda_run_config.environment.docker.enabled = True\n",
-        "conda_run_config.environment.docker.base_image = azureml.core.runconfig.DEFAULT_CPU_IMAGE\n",
-        "\n",
-        "cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy','py-xgboost<=0.80'])\n",
-        "conda_run_config.environment.python.conda_dependencies = cd"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Pass Data with `Dataflow` Objects\n",
-        "\n",
-        "The `Dataflow` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `Dataflow` object and send it to the remote compute target. The `Dataflow` will not be evaluated locally."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
-        "                             path = project_folder,\n",
-        "                             run_configuration=conda_run_config,\n",
-        "                             X = X,\n",
-        "                             y = y,\n",
-        "                             **automl_settings)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "remote_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "remote_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Pre-process cache cleanup\n",
-        "The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "remote_run.clean_preprocessor_cache()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Cancelling Runs\n",
-        "You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Cancel the ongoing experiment and stop scheduling new iterations.\n",
-        "# remote_run.cancel()\n",
-        "\n",
-        "# Cancel iteration 1 and move onto iteration 2.\n",
-        "# remote_run.cancel_iteration(1)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Results"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Widget for Monitoring Runs\n",
-        "\n",
-        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
-        "\n",
-        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.widgets import RunDetails\n",
-        "RunDetails(remote_run).show()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Retrieve All Child Runs\n",
-        "You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "children = list(remote_run.get_children())\n",
-        "metricslist = {}\n",
-        "for run in children:\n",
-        "    properties = run.get_properties()\n",
-        "    metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
-        "    metricslist[int(properties['iteration'])] = metrics\n",
-        "    \n",
-        "rundata = pd.DataFrame(metricslist).sort_index(1)\n",
-        "rundata"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Retrieve the Best Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, fitted_model = remote_run.get_output()\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Best Model Based on Any Other Metric\n",
-        "Show the run and the model that has the smallest `log_loss` value:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "lookup_metric = \"log_loss\"\n",
-        "best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Model from a Specific Iteration\n",
-        "Show the run and the model from the first iteration:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 0\n",
-        "best_run, fitted_model = remote_run.get_output(iteration = iteration)\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test\n",
-        "\n",
-        "#### Load Test Data\n",
-        "For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "dflow_test = dprep.auto_read_file(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv').skip(1)\n",
-        "dflow_test = dflow_test.drop_nulls('Primary Type')"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Testing Our Best Fitted Model\n",
-        "We will use confusion matrix to see how our model works."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from pandas_ml import ConfusionMatrix\n",
-        "\n",
-        "y_test = dflow_test.keep_columns(columns=['Primary Type']).to_pandas_dataframe()\n",
-        "X_test = dflow_test.drop_columns(columns=['Primary Type', 'FBI Code']).to_pandas_dataframe()\n",
-        "\n",
-        "\n",
-        "ypred = fitted_model.predict(X_test)\n",
-        "\n",
-        "cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
-        "\n",
-        "print(cm)\n",
-        "\n",
-        "cm.plot()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.5"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/dataprep/auto-ml-dataprep.ipynb

@@ -1,417 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/dataprep/auto-ml-dataprep.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Prepare Data using `azureml.dataprep` for Local Execution**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Data](#Data)\n",
-        "1. [Train](#Train)\n",
-        "1. [Results](#Results)\n",
-        "1. [Test](#Test)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "In this example we showcase how you can use the `azureml.dataprep` SDK to load and prepare data for AutoML. `azureml.dataprep` can also be used standalone; full documentation can be found [here](https://github.com/Microsoft/PendletonDocs).\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. Define data loading and preparation steps in a `Dataflow` using `azureml.dataprep`.\n",
-        "2. Pass the `Dataflow` to AutoML for a local run.\n",
-        "3. Pass the `Dataflow` to AutoML for a remote run."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup\n",
-        "\n",
-        "Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import logging\n",
-        "\n",
-        "import pandas as pd\n",
-        "\n",
-        "import azureml.core\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "import azureml.dataprep as dprep\n",
-        "from azureml.train.automl import AutoMLConfig"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()\n",
-        " \n",
-        "# choose a name for experiment\n",
-        "experiment_name = 'automl-dataprep-local'\n",
-        "# project folder\n",
-        "project_folder = './sample_projects/automl-dataprep-local'\n",
-        " \n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        " \n",
-        "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
-        "output['Subscription ID'] = ws.subscription_id\n",
-        "output['Workspace Name'] = ws.name\n",
-        "output['Resource Group'] = ws.resource_group\n",
-        "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
-        "output['Experiment Name'] = experiment.name\n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\n",
-        "outputDf.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Data"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
-        "# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
-        "# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
-        "# and convert column types manually.\n",
-        "example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
-        "dflow = dprep.auto_read_file(example_data).skip(1)  # Remove the header row.\n",
-        "dflow.get_profile()"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# As `Primary Type` is our y data, we need to drop the values those are null in this column.\n",
-        "dflow = dflow.drop_nulls('Primary Type')\n",
-        "dflow.head(5)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Review the Data Preparation Result\n",
-        "\n",
-        "You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only `j` records for all the steps in the Dataflow, which makes it fast even against large datasets.\n",
-        "\n",
-        "`Dataflow` objects are immutable and are composed of a list of data preparation steps. A `Dataflow` object can be branched at any point for further usage."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "X = dflow.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
-        "y = dflow.keep_columns(columns=['Primary Type'], validate_column_exists=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
-        "\n",
-        "This creates a general AutoML settings object applicable for both local and remote runs."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_settings = {\n",
-        "    \"iteration_timeout_minutes\" : 10,\n",
-        "    \"iterations\" : 2,\n",
-        "    \"primary_metric\" : 'AUC_weighted',\n",
-        "    \"preprocess\" : True,\n",
-        "    \"verbosity\" : logging.INFO\n",
-        "}"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Pass Data with `Dataflow` Objects\n",
-        "\n",
-        "The `Dataflow` objects captured above can be passed to the `submit` method for a local run. AutoML will retrieve the results from the `Dataflow` for model training."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
-        "                             X = X,\n",
-        "                             y = y,\n",
-        "                             **automl_settings)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run = experiment.submit(automl_config, show_output = True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "local_run"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Results"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Widget for Monitoring Runs\n",
-        "\n",
-        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
-        "\n",
-        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.widgets import RunDetails\n",
-        "RunDetails(local_run).show()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Retrieve All Child Runs\n",
-        "You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "children = list(local_run.get_children())\n",
-        "metricslist = {}\n",
-        "for run in children:\n",
-        "    properties = run.get_properties()\n",
-        "    metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
-        "    metricslist[int(properties['iteration'])] = metrics\n",
-        "    \n",
-        "rundata = pd.DataFrame(metricslist).sort_index(1)\n",
-        "rundata"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Retrieve the Best Model\n",
-        "\n",
-        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "best_run, fitted_model = local_run.get_output()\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Best Model Based on Any Other Metric\n",
-        "Show the run and the model that has the smallest `log_loss` value:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "lookup_metric = \"log_loss\"\n",
-        "best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Model from a Specific Iteration\n",
-        "Show the run and the model from the first iteration:"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 0\n",
-        "best_run, fitted_model = local_run.get_output(iteration = iteration)\n",
-        "print(best_run)\n",
-        "print(fitted_model)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test\n",
-        "\n",
-        "#### Load Test Data\n",
-        "For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "dflow_test = dprep.auto_read_file(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv').skip(1)\n",
-        "dflow_test = dflow_test.drop_nulls('Primary Type')"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "#### Testing Our Best Fitted Model\n",
-        "We will use confusion matrix to see how our model works."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from pandas_ml import ConfusionMatrix\n",
-        "\n",
-        "y_test = dflow_test.keep_columns(columns=['Primary Type']).to_pandas_dataframe()\n",
-        "X_test = dflow_test.drop_columns(columns=['Primary Type', 'FBI Code']).to_pandas_dataframe()\n",
-        "\n",
-        "ypred = fitted_model.predict(X_test)\n",
-        "\n",
-        "cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
-        "\n",
-        "print(cm)\n",
-        "\n",
-        "cm.plot()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.5"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/experimental/README.md

@@ -0,0 +1,92 @@
+# Experimental Notebooks for Automated ML
+Notebooks listed in this folder are leveraging experimental features. Namespaces or function signitures may change in future SDK releases. The notebooks published here will reflect the latest supported APIs. All of these notebooks can run on a client-only installation of the Automated ML SDK.
+The client only installation doesn't contain any of the machine learning libraries, such as scikit-learn, xgboost, or tensorflow, making it much faster to install and is less likely to conflict with any packages in an existing environment. However, since the ML libraries are not available locally, models cannot be downloaded and loaded directly in the client. To replace the functionality of having models locally, these notebooks also demonstrate the ModelProxy feature which will allow you to submit a predict/forecast to the training environment. 
+
+<a name="localconda"></a>
+## Setup using a Local Conda environment
+
+To run these notebook on your own notebook server, use these installation instructions.
+The instructions below will install everything you need and then start a Jupyter notebook.
+If you would like to use a lighter-weight version of the client that does not install all of the machine learning libraries locally, you can leverage the [experimental notebooks.](experimental/README.md)
+
+### 1. Install mini-conda from [here](https://conda.io/miniconda.html), choose 64-bit Python 3.7 or higher.
+- **Note**: if you already have conda installed, you can keep using it but it should be version 4.4.10 or later (as shown by: conda -V).  If you have a previous version installed, you can update it using the command: conda update conda.
+There's no need to install mini-conda specifically.
+
+### 2. Downloading the sample notebooks
+- Download the sample notebooks from [GitHub](https://github.com/Azure/MachineLearningNotebooks) as zip and extract the contents to a local directory.  The automated ML sample notebooks are in the "automated-machine-learning" folder.
+
+### 3. Setup a new conda environment
+The **automl_setup_thin_client** script creates a new conda environment, installs the necessary packages, configures the widget and starts a jupyter notebook. It takes the conda environment name as an optional parameter.  The default conda environment name is azure_automl_experimental.  The exact command depends on the operating system.  See the specific sections below for Windows, Mac and Linux.  It can take about 10 minutes to execute.
+
+Packages installed by the **automl_setup** script:
+    <ul><li>python</li><li>nb_conda</li><li>matplotlib</li><li>numpy</li><li>cython</li><li>urllib3</li><li>pandas</li><li>azureml-sdk</li><li>azureml-widgets</li><li>pandas-ml</li></ul>
+
+For more details refer to the [automl_env_thin_client.yml](./automl_env_thin_client.yml)
+## Windows
+Start an **Anaconda Prompt** window, cd to the **how-to-use-azureml/automated-machine-learning/experimental** folder where the sample notebooks were extracted and then run:
+```
+automl_setup_thin_client
+```
+## Mac
+Install "Command line developer tools" if it is not already installed (you can use the command: `xcode-select --install`).
+
+Start a Terminal windows, cd to the **how-to-use-azureml/automated-machine-learning/experimental** folder where the sample notebooks were extracted and then run:
+
+```
+bash automl_setup_thin_client_mac.sh
+```
+
+## Linux
+cd to the **how-to-use-azureml/automated-machine-learning/experimental** folder where the sample notebooks were extracted and then run:
+
+```
+bash automl_setup_thin_client_linux.sh
+```
+
+### 4. Running configuration.ipynb
+- Before running any samples you next need to run the configuration notebook. Click on [configuration](../../configuration.ipynb) notebook
+- Execute the cells in the notebook to Register Machine Learning Services Resource Provider and create a workspace. (*instructions in notebook*)
+
+### 5. Running Samples
+- Please make sure you use the Python [conda env:azure_automl_experimental] kernel when trying the sample Notebooks.
+- Follow the instructions in the individual notebooks to explore various features in automated ML.
+
+### 6. Starting jupyter notebook manually
+To start your Jupyter notebook manually, use:
+
+```
+conda activate azure_automl
+jupyter notebook
+```
+
+or on Mac or Linux:
+
+```
+source activate azure_automl
+jupyter notebook
+```
+
+
+<a name="samples"></a>
+# Automated ML SDK Sample Notebooks
+
+- [auto-ml-regression-model-proxy.ipynb](regression-model-proxy/auto-ml-regression-model-proxy.ipynb)
+    - Dataset: Hardware Performance Dataset
+    - Simple example of using automated ML for regression
+    - Uses azure compute for training
+    - Uses ModelProxy for submitting prediction to training environment on azure compute
+
+<a name="documentation"></a>
+See [Configure automated machine learning experiments](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-auto-train) to learn how more about the the settings and features available for automated machine learning experiments.
+
+<a name="pythoncommand"></a>
+# Running using python command
+Jupyter notebook provides a File / Download as / Python (.py) option for saving the notebook as a Python file.
+You can then run this file using the python command.
+However, on Windows the file needs to be modified before it can be run.
+The following condition must be added to the main code in the file:
+
+    if __name__ == "__main__":
+
+The main code of the file must be indented so that it is under this condition.

how-to-use-azureml/automated-machine-learning/experimental/automl_setup_thin_client.cmd

@@ -0,0 +1,63 @@
+@echo off
+set conda_env_name=%1
+set automl_env_file=%2
+set options=%3
+set PIP_NO_WARN_SCRIPT_LOCATION=0
+
+IF "%conda_env_name%"=="" SET conda_env_name="azure_automl_experimental"
+IF "%automl_env_file%"=="" SET automl_env_file="automl_thin_client_env.yml"
+
+IF NOT EXIST %automl_env_file% GOTO YmlMissing
+
+IF "%CONDA_EXE%"=="" GOTO CondaMissing
+
+call conda activate %conda_env_name% 2>nul:
+
+if not errorlevel 1 (
+  echo Upgrading existing conda environment %conda_env_name%
+  call pip uninstall azureml-train-automl -y -q
+  call conda env update --name %conda_env_name% --file %automl_env_file%
+  if errorlevel 1 goto ErrorExit
+) else (
+  call conda env create -f %automl_env_file% -n %conda_env_name%
+)
+
+call conda activate %conda_env_name% 2>nul:
+if errorlevel 1 goto ErrorExit
+
+call python -m ipykernel install --user --name %conda_env_name% --display-name "Python (%conda_env_name%)"
+
+REM azureml.widgets is now installed as part of the pip install under the conda env.
+REM Removing the old user install so that the notebooks will use the latest widget.
+call jupyter nbextension uninstall --user --py azureml.widgets
+
+echo.
+echo.
+echo ***************************************
+echo * AutoML setup completed successfully *
+echo ***************************************
+IF NOT "%options%"=="nolaunch" (
+  echo.
+  echo Starting jupyter notebook - please run the configuration notebook 
+  echo.
+  jupyter notebook --log-level=50 --notebook-dir='..\..'
+)
+
+goto End
+
+:CondaMissing
+echo Please run this script from an Anaconda Prompt window.
+echo You can start an Anaconda Prompt window by
+echo typing Anaconda Prompt on the Start menu.
+echo If you don't see the Anaconda Prompt app, install Miniconda.
+echo If you are running an older version of Miniconda or Anaconda,
+echo you can upgrade using the command: conda update conda
+goto End
+
+:YmlMissing
+echo File %automl_env_file% not found.
+
+:ErrorExit
+echo Install failed
+
+:End

how-to-use-azureml/automated-machine-learning/experimental/automl_setup_thin_client_linux.sh

@@ -0,0 +1,53 @@
+#!/bin/bash
+
+CONDA_ENV_NAME=$1
+AUTOML_ENV_FILE=$2
+OPTIONS=$3
+PIP_NO_WARN_SCRIPT_LOCATION=0
+
+if [ "$CONDA_ENV_NAME" == "" ]
+then
+  CONDA_ENV_NAME="azure_automl_experimental"
+fi
+
+if [ "$AUTOML_ENV_FILE" == "" ]
+then
+  AUTOML_ENV_FILE="automl_thin_client_env.yml"
+fi
+
+if [ ! -f $AUTOML_ENV_FILE ]; then
+    echo "File $AUTOML_ENV_FILE not found"
+    exit 1
+fi
+
+if source activate $CONDA_ENV_NAME 2> /dev/null
+then
+   echo "Upgrading existing conda environment" $CONDA_ENV_NAME
+   pip uninstall azureml-train-automl -y -q
+   conda env update --name $CONDA_ENV_NAME --file $AUTOML_ENV_FILE &&
+   jupyter nbextension uninstall --user --py azureml.widgets
+else
+   conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
+   source activate $CONDA_ENV_NAME &&
+   python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
+   jupyter nbextension uninstall --user --py azureml.widgets &&
+   echo "" &&
+   echo "" &&
+   echo "***************************************" &&
+   echo "* AutoML setup completed successfully *" &&
+   echo "***************************************" &&
+   if [ "$OPTIONS" != "nolaunch" ]
+   then
+      echo "" &&
+      echo "Starting jupyter notebook - please run the configuration notebook" &&
+      echo "" &&
+      jupyter notebook --log-level=50 --notebook-dir '../..'
+   fi
+fi
+
+if [ $? -gt 0 ]
+then
+   echo "Installation failed"
+fi
+
+

how-to-use-azureml/automated-machine-learning/experimental/automl_setup_thin_client_mac.sh

@@ -0,0 +1,55 @@
+#!/bin/bash
+
+CONDA_ENV_NAME=$1
+AUTOML_ENV_FILE=$2
+OPTIONS=$3
+PIP_NO_WARN_SCRIPT_LOCATION=0
+
+if [ "$CONDA_ENV_NAME" == "" ]
+then
+  CONDA_ENV_NAME="azure_automl_experimental"
+fi
+
+if [ "$AUTOML_ENV_FILE" == "" ]
+then
+  AUTOML_ENV_FILE="automl_thin_client_env_mac.yml"
+fi
+
+if [ ! -f $AUTOML_ENV_FILE ]; then
+    echo "File $AUTOML_ENV_FILE not found"
+    exit 1
+fi
+
+if source activate $CONDA_ENV_NAME 2> /dev/null
+then
+   echo "Upgrading existing conda environment" $CONDA_ENV_NAME
+   pip uninstall azureml-train-automl -y -q
+   conda env update --name $CONDA_ENV_NAME --file $AUTOML_ENV_FILE &&
+   jupyter nbextension uninstall --user --py azureml.widgets
+else
+   conda env create -f $AUTOML_ENV_FILE -n $CONDA_ENV_NAME &&
+   source activate $CONDA_ENV_NAME &&
+   conda install lightgbm -c conda-forge -y &&
+   python -m ipykernel install --user --name $CONDA_ENV_NAME --display-name "Python ($CONDA_ENV_NAME)" &&
+   jupyter nbextension uninstall --user --py azureml.widgets &&
+   echo "" &&
+   echo "" &&
+   echo "***************************************" &&
+   echo "* AutoML setup completed successfully *" &&
+   echo "***************************************" &&
+   if [ "$OPTIONS" != "nolaunch" ]
+   then
+      echo "" &&
+      echo "Starting jupyter notebook - please run the configuration notebook" &&
+      echo "" &&
+      jupyter notebook --log-level=50 --notebook-dir '../..'
+   fi
+fi
+
+if [ $? -gt 0 ]
+then
+   echo "Installation failed"
+fi
+
+
+

how-to-use-azureml/automated-machine-learning/experimental/automl_thin_client_env.yml

@@ -0,0 +1,18 @@
+name: azure_automl_experimental
+dependencies:
+  # The python interpreter version.
+  # Currently Azure ML only supports 3.5.2 and later.
+- pip<=19.3.1
+- python>=3.5.2,<3.8
+- nb_conda
+- cython
+- urllib3<1.24
+- PyJWT < 2.0.0
+- numpy==1.18.5
+
+- pip:
+  # Required packages for AzureML execution, history, and data preparation.
+  - azureml-defaults
+  - azureml-sdk
+  - azureml-widgets
+  - pandas

how-to-use-azureml/automated-machine-learning/experimental/automl_thin_client_env_mac.yml

@@ -0,0 +1,19 @@
+name: azure_automl_experimental
+dependencies:
+  # The python interpreter version.
+  # Currently Azure ML only supports 3.5.2 and later.
+- pip<=19.3.1
+- nomkl
+- python>=3.5.2,<3.8
+- nb_conda
+- cython
+- urllib3<1.24
+- PyJWT < 2.0.0
+- numpy==1.18.5
+
+- pip:
+  # Required packages for AzureML execution, history, and data preparation.
+  - azureml-defaults
+  - azureml-sdk
+  - azureml-widgets
+  - pandas

how-to-use-azureml/automated-machine-learning/experimental/classification-credit-card-fraud-local-managed/auto-ml-classification-credit-card-fraud-local-managed.ipynb

@@ -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 1.35.0 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
+}

how-to-use-azureml/automated-machine-learning/experimental/classification-credit-card-fraud-local-managed/auto-ml-classification-credit-card-fraud-local-managed.yml

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

how-to-use-azureml/automated-machine-learning/experimental/regression-model-proxy/auto-ml-regression-model-proxy.ipynb

@@ -0,0 +1,435 @@
+{
+  "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/regression-model-proxy/auto-ml-regression-model-proxy.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning\n",
+        "_**Regression with Aml Compute**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Data](#Data)\n",
+        "1. [Train](#Train)\n",
+        "1. [Results](#Results)\n",
+        "1. [Test](#Test)\n",
+        "\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "In this example we use an experimental feature, Model Proxy, to do a predict on the best generated model without downloading the model locally. The prediction will happen on same compute and environment that was used to train the model. This feature is currently in the experimental state, which means that the API is prone to changing, please make sure to run on the latest version of this notebook if you face any issues.\n",
+        "This notebook will also leverage MLFlow for saving models, allowing for more portability of the resulting models. See https://docs.microsoft.com/en-us/azure/machine-learning/how-to-use-mlflow for more details around MLFlow is AzureML.\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` in an existing `Workspace`.\n",
+        "2. Configure AutoML using `AutoMLConfig`.\n",
+        "3. Train the model using remote compute.\n",
+        "4. Explore the results.\n",
+        "5. Test the best fitted model."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Setup\n",
+        "\n",
+        "As part of the setup you have already created an Azure ML `Workspace` object. For 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 json\n",
+        "\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.dataset import Dataset\n",
+        "from azureml.train.automl import AutoMLConfig"
+      ]
+    },
+    {
+      "cell_type": "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 1.35.0 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 the experiment.\n",
+        "experiment_name = 'automl-regression-model-proxy'\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['Run History Name'] = experiment_name\n",
+        "output"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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",
+        "# Try to ensure that the cluster name is unique across the notebooks\n",
+        "cpu_cluster_name = \"reg-model-proxy\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=4)\n",
+        "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Data\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Data\n",
+        "Load the hardware 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/machineData.csv\"\n",
+        "dataset = Dataset.Tabular.from_delimited_files(data)\n",
+        "\n",
+        "# Split the dataset into train and test datasets\n",
+        "train_data, test_data = dataset.random_split(percentage=0.8, seed=223)\n",
+        "\n",
+        "label = \"ERP\"\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Train\n",
+        "\n",
+        "Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**task**|classification, regression or forecasting|\n",
+        "|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
+        "|**n_cross_validations**|Number of cross validation splits.|\n",
+        "|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
+        "|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
+        "\n",
+        "**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "tags": [
+          "automlconfig-remarks-sample"
+        ]
+      },
+      "outputs": [],
+      "source": [
+        "automl_settings = {\n",
+        "    \"n_cross_validations\": 3,\n",
+        "    \"primary_metric\": 'r2_score',\n",
+        "    \"enable_early_stopping\": True, \n",
+        "    \"experiment_timeout_hours\": 0.3, #for real scenarios we recommend a timeout of at least one hour \n",
+        "    \"max_concurrent_iterations\": 4,\n",
+        "    \"max_cores_per_iteration\": -1,\n",
+        "    \"verbosity\": logging.INFO,\n",
+        "    \"save_mlflow\": True,\n",
+        "}\n",
+        "\n",
+        "automl_config = AutoMLConfig(task = 'regression',\n",
+        "                             compute_target = compute_target,\n",
+        "                             training_data = train_data,\n",
+        "                             label_column_name = label,\n",
+        "                             **automl_settings\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Call the `submit` method on the experiment object and pass the run configuration. Execution of remote runs is asynchronous. 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": [
+        "remote_run = experiment.submit(automl_config, show_output = False)"
+      ]
+    },
+    {
+      "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",
+        "#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Results"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 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 = remote_run.get_best_child()\n",
+        "print(best_run)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Show hyperparameters\n",
+        "Show the model pipeline used for the best run with its hyperparameters."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "run_properties = json.loads(best_run.get_details()['properties']['pipeline_script'])\n",
+        "print(json.dumps(run_properties, indent = 1)) "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Best Child Run Based on Any Other Metric\n",
+        "Show the run and the model that has the smallest `root_mean_squared_error` value (which turned out to be the same as the one with largest `spearman_correlation` value):"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "lookup_metric = \"root_mean_squared_error\"\n",
+        "best_run = remote_run.get_best_child(metric = lookup_metric)\n",
+        "print(best_run)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "y_test = test_data.keep_columns('ERP')\n",
+        "test_data = test_data.drop_columns('ERP')\n",
+        "\n",
+        "\n",
+        "y_train = train_data.keep_columns('ERP')\n",
+        "train_data = train_data.drop_columns('ERP')\n"
+      ]
+    },
+    {
+      "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)\n",
+        "y_pred_train = best_model_proxy.predict(train_data)\n",
+        "y_pred_test = best_model_proxy.predict(test_data)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Exploring results"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "y_pred_train = y_pred_train.to_pandas_dataframe().values.flatten()\n",
+        "y_train = y_train.to_pandas_dataframe().values.flatten()\n",
+        "y_residual_train = y_train - y_pred_train\n",
+        "\n",
+        "y_pred_test = y_pred_test.to_pandas_dataframe().values.flatten()\n",
+        "y_test = y_test.to_pandas_dataframe().values.flatten()\n",
+        "y_residual_test = y_test - y_pred_test\n",
+        "print(y_residual_train)\n",
+        "print(y_residual_test)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": []
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "sekrupa"
+      }
+    ],
+    "categories": [
+      "how-to-use-azureml",
+      "automated-machine-learning"
+    ],
+    "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": "3.6.2"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/experimental/regression-model-proxy/auto-ml-regression-model-proxy.yml

@@ -0,0 +1,4 @@
+name: auto-ml-regression-model-proxy
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb

@@ -1,349 +0,0 @@
-{
-  "cells": [
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
-        "\n",
-        "Licensed under the MIT License."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/exploring-previous-runs/auto-ml-exploring-previous-runs.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Automated Machine Learning\n",
-        "_**Exploring Previous Runs**_\n",
-        "\n",
-        "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
-        "1. [Setup](#Setup)\n",
-        "1. [Explore](#Explore)\n",
-        "1. [Download](#Download)\n",
-        "1. [Register](#Register)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Introduction\n",
-        "In this example we present some examples on navigating previously executed runs. We also show how you can download a fitted model for any previous run.\n",
-        "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
-        "\n",
-        "In this notebook you will learn how to:\n",
-        "1. List all experiments in a workspace.\n",
-        "2. List all AutoML runs in an experiment.\n",
-        "3. Get details for an AutoML run, including settings, run widget, and all metrics.\n",
-        "4. Download a fitted pipeline for any iteration."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Setup"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import pandas as pd\n",
-        "import json\n",
-        "\n",
-        "from azureml.core.experiment import Experiment\n",
-        "from azureml.core.workspace import Workspace\n",
-        "from azureml.train.automl.run import AutoMLRun"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "ws = Workspace.from_config()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Explore"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### List Experiments"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "experiment_list = Experiment.list(workspace=ws)\n",
-        "\n",
-        "summary_df = pd.DataFrame(index = ['No of Runs'])\n",
-        "for experiment in experiment_list:\n",
-        "    automl_runs = list(experiment.get_runs(type='automl'))\n",
-        "    summary_df[experiment.name] = [len(automl_runs)]\n",
-        "    \n",
-        "pd.set_option('display.max_colwidth', -1)\n",
-        "summary_df.T"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### List runs for an experiment\n",
-        "Set `experiment_name` to any experiment name from the result of the Experiment.list cell to load the AutoML runs."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "experiment_name = 'automl-local-classification' # Replace this with any project name from previous cell.\n",
-        "\n",
-        "proj = ws.experiments[experiment_name]\n",
-        "summary_df = pd.DataFrame(index = ['Type', 'Status', 'Primary Metric', 'Iterations', 'Compute', 'Name'])\n",
-        "automl_runs = list(proj.get_runs(type='automl'))\n",
-        "automl_runs_project = []\n",
-        "for run in automl_runs:\n",
-        "    properties = run.get_properties()\n",
-        "    tags = run.get_tags()\n",
-        "    amlsettings = json.loads(properties['AMLSettingsJsonString'])\n",
-        "    if 'iterations' in tags:\n",
-        "        iterations = tags['iterations']\n",
-        "    else:\n",
-        "        iterations = properties['num_iterations']\n",
-        "    summary_df[run.id] = [amlsettings['task_type'], run.get_details()['status'], properties['primary_metric'], iterations, properties['target'], amlsettings['name']]\n",
-        "    if run.get_details()['status'] == 'Completed':\n",
-        "        automl_runs_project.append(run.id)\n",
-        "    \n",
-        "from IPython.display import HTML\n",
-        "projname_html = HTML(\"<h3>{}</h3>\".format(proj.name))\n",
-        "\n",
-        "from IPython.display import display\n",
-        "display(projname_html)\n",
-        "display(summary_df.T)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Get details for a run\n",
-        "\n",
-        "Copy the project name and run id from the previous cell output to find more details on a particular run."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "run_id = automl_runs_project[0]  # Replace with your own run_id from above run ids\n",
-        "assert (run_id in summary_df.keys()), \"Run id not found! Please set run id to a value from above run ids\"\n",
-        "\n",
-        "from azureml.widgets import RunDetails\n",
-        "\n",
-        "experiment = Experiment(ws, experiment_name)\n",
-        "ml_run = AutoMLRun(experiment = experiment, run_id = run_id)\n",
-        "\n",
-        "summary_df = pd.DataFrame(index = ['Type', 'Status', 'Primary Metric', 'Iterations', 'Compute', 'Name', 'Start Time', 'End Time'])\n",
-        "properties = ml_run.get_properties()\n",
-        "tags = ml_run.get_tags()\n",
-        "status = ml_run.get_details()\n",
-        "amlsettings = json.loads(properties['AMLSettingsJsonString'])\n",
-        "if 'iterations' in tags:\n",
-        "    iterations = tags['iterations']\n",
-        "else:\n",
-        "    iterations = properties['num_iterations']\n",
-        "start_time = None\n",
-        "if 'startTimeUtc' in status:\n",
-        "    start_time = status['startTimeUtc']\n",
-        "end_time = None\n",
-        "if 'endTimeUtc' in status:\n",
-        "    end_time = status['endTimeUtc']\n",
-        "summary_df[ml_run.id] = [amlsettings['task_type'], status['status'], properties['primary_metric'], iterations, properties['target'], amlsettings['name'], start_time, end_time]\n",
-        "display(HTML('<h3>Runtime Details</h3>'))\n",
-        "display(summary_df)\n",
-        "\n",
-        "#settings_df = pd.DataFrame(data = amlsettings, index = [''])\n",
-        "display(HTML('<h3>AutoML Settings</h3>'))\n",
-        "display(amlsettings)\n",
-        "\n",
-        "display(HTML('<h3>Iterations</h3>'))\n",
-        "RunDetails(ml_run).show() \n",
-        "\n",
-        "children = list(ml_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",
-        "display(HTML('<h3>Metrics</h3>'))\n",
-        "display(rundata)\n"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Download"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Download the Best Model for Any Given Metric"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "metric = 'AUC_weighted' # Replace with a metric name.\n",
-        "best_run, fitted_model = ml_run.get_output(metric = metric)\n",
-        "fitted_model"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Download the Model for Any Given Iteration"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 1 # Replace with an iteration number.\n",
-        "best_run, fitted_model = ml_run.get_output(iteration = iteration)\n",
-        "fitted_model"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Register"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Register fitted model for deployment\n",
-        "If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "description = 'AutoML Model'\n",
-        "tags = None\n",
-        "ml_run.register_model(description = description, tags = tags)\n",
-        "print(ml_run.model_id) # Use this id to deploy the model as a web service in Azure."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Register the Best Model for Any Given Metric"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "metric = 'AUC_weighted' # Replace with a metric name.\n",
-        "description = 'AutoML Model'\n",
-        "tags = None\n",
-        "ml_run.register_model(description = description, tags = tags, metric = metric)\n",
-        "print(ml_run.model_id) # Use this id to deploy the model as a web service in Azure."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Register the Model for Any Given Iteration"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "iteration = 1 # Replace with an iteration number.\n",
-        "description = 'AutoML Model'\n",
-        "tags = None\n",
-        "ml_run.register_model(description = description, tags = tags, iteration = iteration)\n",
-        "print(ml_run.model_id) # Use this id to deploy the model as a web service in Azure."
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "savitam"
-      }
-    ],
-    "kernelspec": {
-      "display_name": "Python 3.6",
-      "language": "python",
-      "name": "python36"
-    },
-    "language_info": {
-      "codemirror_mode": {
-        "name": "ipython",
-        "version": 3
-      },
-      "file_extension": ".py",
-      "mimetype": "text/x-python",
-      "name": "python",
-      "nbconvert_exporter": "python",
-      "pygments_lexer": "ipython3",
-      "version": "3.6.6"
-    }
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/Beer_no_valid_split_test.csv

@@ -0,0 +1,20 @@
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+2018-06-01,grain,14565
+2018-07-01,grain,12622

how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/Beer_no_valid_split_train.csv

@@ -0,0 +1,301 @@
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how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.ipynb

@@ -0,0 +1,672 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
+        "\n",
+        "Licensed under the MIT License."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "# Automated Machine Learning\n",
+        "**Beer Production Forecasting**\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Data](#Data)\n",
+        "1. [Train](#Train)\n",
+        "1. [Evaluate](#Evaluate)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "## Introduction\n",
+        "This notebook demonstrates demand forecasting for Beer Production Dataset using AutoML.\n",
+        "\n",
+        "AutoML highlights here include using Deep Learning forecasts, Arima, Prophet,  Remote Execution and Remote Inferencing, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
+        "\n",
+        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
+        "\n",
+        "Notebook synopsis:\n",
+        "\n",
+        "1. Creating an Experiment in an existing Workspace\n",
+        "2. Configuration and remote run of AutoML for a time-series model exploring Regression learners, Arima, Prophet and DNNs\n",
+        "4. Evaluating the fitted model using a rolling test "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "## Setup\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "import os\n",
+        "import azureml.core\n",
+        "import pandas as pd\n",
+        "import numpy as np\n",
+        "import logging\n",
+        "import warnings\n",
+        "\n",
+        "from pandas.tseries.frequencies import to_offset\n",
+        "\n",
+        "# Squash warning messages for cleaner output in the notebook\n",
+        "warnings.showwarning = lambda *args, **kwargs: None\n",
+        "\n",
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.train.automl import AutoMLConfig\n",
+        "from matplotlib import pyplot as plt\n",
+        "from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
+        "from azureml.train.estimator import Estimator"
+      ]
+    },
+    {
+      "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "ws = Workspace.from_config()\n",
+        "\n",
+        "# choose a name for the run history container in the workspace\n",
+        "experiment_name = 'beer-remote-cpu'\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['Run History Name'] = experiment_name\n",
+        "pd.set_option('display.max_colwidth', -1)\n",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "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.\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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "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",
+        "cpu_cluster_name = \"beer-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=4)\n",
+        "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "## Data\n",
+        "Read Beer demand data from file, and preview data."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "Let's set up what we know about the dataset. \n",
+        "\n",
+        "**Target column** is what we want to forecast.\n",
+        "\n",
+        "**Time column** is the time axis along which to predict.\n",
+        "\n",
+        "**Time series identifier columns** are identified by values of the columns listed `time_series_id_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
+        "\n",
+        "**Forecast frequency (freq)** This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information.\n",
+        "\n",
+        "This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "import pandas as pd\n",
+        "from pandas import DataFrame\n",
+        "from pandas import Grouper\n",
+        "from pandas import concat\n",
+        "from pandas.plotting import register_matplotlib_converters\n",
+        "\n",
+        "register_matplotlib_converters()\n",
+        "plt.figure(figsize=(20, 10))\n",
+        "plt.tight_layout()\n",
+        "\n",
+        "plt.subplot(2, 1, 1)\n",
+        "plt.title('Beer Production By Year')\n",
+        "df = pd.read_csv(\"Beer_no_valid_split_train.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
+        "test_df = pd.read_csv(\"Beer_no_valid_split_test.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
+        "plt.plot(df)\n",
+        "\n",
+        "plt.subplot(2, 1, 2)\n",
+        "plt.title('Beer Production By Month')\n",
+        "groups = df.groupby(df.index.month)\n",
+        "months = concat([DataFrame(x[1].values) for x in groups], axis=1)\n",
+        "months = DataFrame(months)\n",
+        "months.columns = range(1,13)\n",
+        "months.boxplot()\n",
+        "\n",
+        "plt.show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "target_column_name = 'BeerProduction'\n",
+        "time_column_name = 'DATE'\n",
+        "time_series_id_column_names = []\n",
+        "freq = 'M' #Monthly data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Split Training data into Train and Validation set and Upload to Datastores"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "from helper import split_fraction_by_grain\n",
+        "from helper import split_full_for_forecasting\n",
+        "\n",
+        "train, valid = split_full_for_forecasting(df, time_column_name)\n",
+        "train.to_csv(\"train.csv\")\n",
+        "valid.to_csv(\"valid.csv\")\n",
+        "test_df.to_csv(\"test.csv\")\n",
+        "\n",
+        "datastore = ws.get_default_datastore()\n",
+        "datastore.upload_files(files = ['./train.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
+        "datastore.upload_files(files = ['./valid.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
+        "datastore.upload_files(files = ['./test.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
+        "\n",
+        "from azureml.core import Dataset\n",
+        "train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/train.csv')])\n",
+        "valid_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/valid.csv')])\n",
+        "test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "### Setting forecaster maximum horizon \n",
+        "\n",
+        "The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 12 periods (i.e. 12 months). Notice that this is much shorter than the number of months in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand).  "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "forecast_horizon = 12"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "## Train\n",
+        "\n",
+        "Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**task**|forecasting|\n",
+        "|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
+        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
+        "|**training_data**|Input dataset, containing both features and label column.|\n",
+        "|**label_column_name**|The name of the label column.|\n",
+        "|**enable_dnn**|Enable Forecasting DNNs|\n"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=time_column_name,\n",
+        "    forecast_horizon=forecast_horizon,\n",
+        "    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",
+        "                             training_data=train_dataset,\n",
+        "                             label_column_name=target_column_name,\n",
+        "                             validation_data=valid_dataset, \n",
+        "                             verbosity=logging.INFO,\n",
+        "                             compute_target=compute_target,\n",
+        "                             max_concurrent_iterations=4,\n",
+        "                             max_cores_per_iteration=-1,\n",
+        "                             enable_dnn=True,\n",
+        "                             enable_early_stopping=False,\n",
+        "                             forecasting_parameters=forecasting_parameters)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "We will now run the experiment, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. 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": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "remote_run = experiment.submit(automl_config, show_output= True)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "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",
+        "# remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "### Retrieve the Best Model for Each Algorithm\n",
+        "Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "from helper import get_result_df\n",
+        "summary_df = get_result_df(remote_run)\n",
+        "summary_df"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core.run import Run\n",
+        "from azureml.widgets import RunDetails\n",
+        "forecast_model = 'TCNForecaster'\n",
+        "if not forecast_model in summary_df['run_id']:\n",
+        "    forecast_model = 'ForecastTCN'\n",
+        "    \n",
+        "best_dnn_run_id = summary_df['run_id'][forecast_model]\n",
+        "best_dnn_run = Run(experiment, best_dnn_run_id)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "best_dnn_run.parent\n",
+        "RunDetails(best_dnn_run.parent).show() "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "best_dnn_run\n",
+        "RunDetails(best_dnn_run).show() "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "## Evaluate on Test Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "source": [
+        "We now use the best fitted model from the AutoML Run to make forecasts for the test set.  \n",
+        "\n",
+        "We always score on the original dataset whose schema matches the training set schema."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core import Dataset\n",
+        "test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])\n",
+        "# preview the first 3 rows of the dataset\n",
+        "test_dataset.take(5).to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "compute_target = ws.compute_targets['beer-cluster']\n",
+        "test_experiment = Experiment(ws, experiment_name + \"_test\")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "import os\n",
+        "import shutil\n",
+        "\n",
+        "script_folder = os.path.join(os.getcwd(), 'inference')\n",
+        "os.makedirs(script_folder, exist_ok=True)\n",
+        "shutil.copy('infer.py', script_folder)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from helper import run_inference\n",
+        "\n",
+        "test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run, test_dataset, valid_dataset, forecast_horizon,\n",
+        "                 target_column_name, time_column_name, freq)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "RunDetails(test_run).show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from helper import run_multiple_inferences\n",
+        "\n",
+        "summary_df = run_multiple_inferences(summary_df, experiment, test_experiment, compute_target, script_folder, test_dataset, \n",
+        "                  valid_dataset, forecast_horizon, target_column_name, time_column_name, freq)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "for run_name, run_summary in summary_df.iterrows():\n",
+        "    print(run_name)\n",
+        "    print(run_summary)\n",
+        "    run_id = run_summary.run_id\n",
+        "    test_run_id = run_summary.test_run_id\n",
+        "    test_run = Run(test_experiment, test_run_id)\n",
+        "    test_run.wait_for_completion()\n",
+        "    test_score = test_run.get_metrics()[run_summary.primary_metric]\n",
+        "    summary_df.loc[summary_df.run_id == run_id, 'Test Score'] = test_score\n",
+        "    print(\"Test Score: \", test_score)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
+      "outputs": [],
+      "source": [
+        "summary_df"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": []
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "jialiu"
+      }
+    ],
+    "hide_code_all_hidden": false,
+    "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": 2
+}

how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-beer-remote
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/helper.py

@@ -0,0 +1,138 @@
+import pandas as pd
+from azureml.core import Environment
+from azureml.core.conda_dependencies import CondaDependencies
+from azureml.train.estimator import Estimator
+from azureml.core.run import Run
+from azureml.automl.core.shared import constants
+
+
+def split_fraction_by_grain(df, fraction, time_column_name,
+                            grain_column_names=None):
+    if not grain_column_names:
+        df['tmp_grain_column'] = 'grain'
+        grain_column_names = ['tmp_grain_column']
+
+    """Group df by grain and split on last n rows for each group."""
+    df_grouped = (df.sort_values(time_column_name)
+                  .groupby(grain_column_names, group_keys=False))
+
+    df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-int(len(dfg) *
+                                                          fraction)] if fraction > 0 else dfg)
+
+    df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-int(len(dfg) *
+                                                         fraction):] if fraction > 0 else dfg[:0])
+
+    if 'tmp_grain_column' in grain_column_names:
+        for df2 in (df, df_head, df_tail):
+            df2.drop('tmp_grain_column', axis=1, inplace=True)
+
+        grain_column_names.remove('tmp_grain_column')
+
+    return df_head, df_tail
+
+
+def split_full_for_forecasting(df, time_column_name,
+                               grain_column_names=None, test_split=0.2):
+    index_name = df.index.name
+
+    # Assumes that there isn't already a column called tmpindex
+
+    df['tmpindex'] = df.index
+
+    train_df, test_df = split_fraction_by_grain(
+        df, test_split, time_column_name, grain_column_names)
+
+    train_df = train_df.set_index('tmpindex')
+    train_df.index.name = index_name
+
+    test_df = test_df.set_index('tmpindex')
+    test_df.index.name = index_name
+
+    df.drop('tmpindex', axis=1, inplace=True)
+
+    return train_df, test_df
+
+
+def get_result_df(remote_run):
+    children = list(remote_run.get_children(recursive=True))
+    summary_df = pd.DataFrame(index=['run_id', 'run_algorithm',
+                                     'primary_metric', 'Score'])
+    goal_minimize = False
+    for run in children:
+        if run.get_status().lower() == constants.RunState.COMPLETE_RUN \
+                and 'run_algorithm' in run.properties and 'score' in run.properties:
+            # We only count in the completed child runs.
+            summary_df[run.id] = [run.id, run.properties['run_algorithm'],
+                                  run.properties['primary_metric'],
+                                  float(run.properties['score'])]
+            if ('goal' in run.properties):
+                goal_minimize = run.properties['goal'].split('_')[-1] == 'min'
+
+    summary_df = summary_df.T.sort_values(
+        'Score',
+        ascending=goal_minimize).drop_duplicates(['run_algorithm'])
+    summary_df = summary_df.set_index('run_algorithm')
+    return summary_df
+
+
+def run_inference(test_experiment, compute_target, script_folder, train_run,
+                  test_dataset, lookback_dataset, max_horizon,
+                  target_column_name, time_column_name, freq):
+    model_base_name = 'model.pkl'
+    if 'model_data_location' in train_run.properties:
+        model_location = train_run.properties['model_data_location']
+        _, model_base_name = model_location.rsplit('/', 1)
+    train_run.download_file('outputs/{}'.format(model_base_name), 'inference/{}'.format(model_base_name))
+    train_run.download_file('outputs/conda_env_v_1_0_0.yml', 'inference/condafile.yml')
+
+    inference_env = Environment("myenv")
+    inference_env.docker.enabled = True
+    inference_env.python.conda_dependencies = CondaDependencies(
+        conda_dependencies_file_path='inference/condafile.yml')
+
+    est = Estimator(source_directory=script_folder,
+                    entry_script='infer.py',
+                    script_params={
+                        '--max_horizon': max_horizon,
+                        '--target_column_name': target_column_name,
+                        '--time_column_name': time_column_name,
+                        '--frequency': freq,
+                        '--model_path': model_base_name
+                    },
+                    inputs=[test_dataset.as_named_input('test_data'),
+                            lookback_dataset.as_named_input('lookback_data')],
+                    compute_target=compute_target,
+                    environment_definition=inference_env)
+
+    run = test_experiment.submit(
+        est, 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
+
+
+def run_multiple_inferences(summary_df, train_experiment, test_experiment,
+                            compute_target, script_folder, test_dataset,
+                            lookback_dataset, max_horizon, target_column_name,
+                            time_column_name, freq):
+    for run_name, run_summary in summary_df.iterrows():
+        print(run_name)
+        print(run_summary)
+        run_id = run_summary.run_id
+        train_run = Run(train_experiment, run_id)
+
+        test_run = run_inference(
+            test_experiment, compute_target, script_folder, train_run,
+            test_dataset, lookback_dataset, max_horizon, target_column_name,
+            time_column_name, freq)
+
+        print(test_run)
+        summary_df.loc[summary_df.run_id == run_id,
+                       'test_run_id'] = test_run.id
+
+    return summary_df

how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/infer.py

@@ -0,0 +1,342 @@
+import argparse
+import os
+
+import numpy as np
+import pandas as pd
+
+from pandas.tseries.frequencies import to_offset
+from sklearn.externals import joblib
+from sklearn.metrics import mean_absolute_error, mean_squared_error
+
+from azureml.automl.runtime.shared.score import scoring, constants
+from azureml.core import Run
+
+try:
+    import torch
+
+    _torch_present = True
+except ImportError:
+    _torch_present = False
+
+
+def align_outputs(y_predicted, X_trans, X_test, y_test,
+                  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)
+
+
+def do_rolling_forecast_with_lookback(fitted_model, X_test, y_test,
+                                      max_horizon, X_lookback, y_lookback,
+                                      freq='D'):
+    """
+    Produce forecasts on a rolling origin over the given test set.
+
+    Each iteration makes a forecast for the next 'max_horizon' periods
+    with respect to the current origin, then advances the origin by the
+    horizon time duration. The prediction context for each forecast is set so
+    that the forecaster uses the actual target values prior to the current
+    origin time for constructing lag features.
+
+    This function returns a concatenated DataFrame of rolling forecasts.
+     """
+    print("Using lookback of size: ", y_lookback.size)
+    df_list = []
+    origin_time = X_test[time_column_name].min()
+    X = X_lookback.append(X_test)
+    y = np.concatenate((y_lookback, y_test), axis=0)
+    while origin_time <= X_test[time_column_name].max():
+        # Set the horizon time - end date of the forecast
+        horizon_time = origin_time + max_horizon * to_offset(freq)
+
+        # Extract test data from an expanding window up-to the horizon
+        expand_wind = (X[time_column_name] < horizon_time)
+        X_test_expand = X[expand_wind]
+        y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)
+        y_query_expand.fill(np.NaN)
+
+        if origin_time != X[time_column_name].min():
+            # Set the context by including actuals up-to the origin time
+            test_context_expand_wind = (X[time_column_name] < origin_time)
+            context_expand_wind = (X_test_expand[time_column_name] < origin_time)
+            y_query_expand[context_expand_wind] = y[test_context_expand_wind]
+
+        # Print some debug info
+        print("Horizon_time:", horizon_time,
+              " origin_time: ", origin_time,
+              " max_horizon: ", max_horizon,
+              " freq: ", freq)
+        print("expand_wind: ", expand_wind)
+        print("y_query_expand")
+        print(y_query_expand)
+        print("X_test")
+        print(X)
+        print("X_test_expand")
+        print(X_test_expand)
+        print("Type of X_test_expand: ", type(X_test_expand))
+        print("Type of y_query_expand: ", type(y_query_expand))
+
+        print("y_query_expand")
+        print(y_query_expand)
+
+        # Make a forecast out to the maximum horizon
+        # y_fcst, X_trans = y_query_expand, X_test_expand
+        y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)
+
+        print("y_fcst")
+        print(y_fcst)
+
+        # Align forecast with test set for dates within
+        # the current rolling window
+        trans_tindex = X_trans.index.get_level_values(time_column_name)
+        trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
+        test_roll_wind = expand_wind & (X[time_column_name] >= origin_time)
+        df_list.append(align_outputs(
+            y_fcst[trans_roll_wind], X_trans[trans_roll_wind],
+            X[test_roll_wind], y[test_roll_wind]))
+
+        # Advance the origin time
+        origin_time = horizon_time
+
+    return pd.concat(df_list, ignore_index=True)
+
+
+def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):
+    """
+    Produce forecasts on a rolling origin over the given test set.
+
+    Each iteration makes a forecast for the next 'max_horizon' periods
+    with respect to the current origin, then advances the origin by the
+    horizon time duration. The prediction context for each forecast is set so
+    that the forecaster uses the actual target values prior to the current
+    origin time for constructing lag features.
+
+    This function returns a concatenated DataFrame of rolling forecasts.
+     """
+    df_list = []
+    origin_time = X_test[time_column_name].min()
+    while origin_time <= X_test[time_column_name].max():
+        # Set the horizon time - end date of the forecast
+        horizon_time = origin_time + max_horizon * to_offset(freq)
+
+        # Extract test data from an expanding window up-to the horizon
+        expand_wind = (X_test[time_column_name] < horizon_time)
+        X_test_expand = X_test[expand_wind]
+        y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)
+        y_query_expand.fill(np.NaN)
+
+        if origin_time != X_test[time_column_name].min():
+            # Set the context by including actuals up-to the origin time
+            test_context_expand_wind = (X_test[time_column_name] < origin_time)
+            context_expand_wind = (X_test_expand[time_column_name] < origin_time)
+            y_query_expand[context_expand_wind] = y_test[
+                test_context_expand_wind]
+
+        # Print some debug info
+        print("Horizon_time:", horizon_time,
+              " origin_time: ", origin_time,
+              " max_horizon: ", max_horizon,
+              " freq: ", freq)
+        print("expand_wind: ", expand_wind)
+        print("y_query_expand")
+        print(y_query_expand)
+        print("X_test")
+        print(X_test)
+        print("X_test_expand")
+        print(X_test_expand)
+        print("Type of X_test_expand: ", type(X_test_expand))
+        print("Type of y_query_expand: ", type(y_query_expand))
+        print("y_query_expand")
+        print(y_query_expand)
+
+        # Make a forecast out to the maximum horizon
+        y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)
+
+        print("y_fcst")
+        print(y_fcst)
+
+        # Align forecast with test set for dates within the
+        # current rolling window
+        trans_tindex = X_trans.index.get_level_values(time_column_name)
+        trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
+        test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)
+        df_list.append(align_outputs(y_fcst[trans_roll_wind],
+                                     X_trans[trans_roll_wind],
+                                     X_test[test_roll_wind],
+                                     y_test[test_roll_wind]))
+
+        # Advance the origin time
+        origin_time = horizon_time
+
+    return pd.concat(df_list, ignore_index=True)
+
+
+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))
+
+
+def map_location_cuda(storage, loc):
+    return storage.cuda()
+
+
+parser = argparse.ArgumentParser()
+parser.add_argument(
+    '--max_horizon', type=int, dest='max_horizon',
+    default=10, help='Max Horizon for forecasting')
+parser.add_argument(
+    '--target_column_name', type=str, dest='target_column_name',
+    help='Target Column Name')
+parser.add_argument(
+    '--time_column_name', type=str, dest='time_column_name',
+    help='Time Column Name')
+parser.add_argument(
+    '--frequency', type=str, dest='freq',
+    help='Frequency of prediction')
+parser.add_argument(
+    '--model_path', type=str, dest='model_path',
+    default='model.pkl', help='Filename of model to be loaded')
+
+args = parser.parse_args()
+max_horizon = args.max_horizon
+target_column_name = args.target_column_name
+time_column_name = args.time_column_name
+freq = args.freq
+model_path = args.model_path
+
+print('args passed are: ')
+print(max_horizon)
+print(target_column_name)
+print(time_column_name)
+print(freq)
+print(model_path)
+
+run = Run.get_context()
+# get input dataset by name
+test_dataset = run.input_datasets['test_data']
+lookback_dataset = run.input_datasets['lookback_data']
+
+grain_column_names = []
+
+df = test_dataset.to_pandas_dataframe()
+
+print('Read df')
+print(df)
+
+X_test_df = test_dataset.drop_columns(columns=[target_column_name])
+y_test_df = test_dataset.with_timestamp_columns(
+    None).keep_columns(columns=[target_column_name])
+
+X_lookback_df = lookback_dataset.drop_columns(columns=[target_column_name])
+y_lookback_df = lookback_dataset.with_timestamp_columns(
+    None).keep_columns(columns=[target_column_name])
+
+_, ext = os.path.splitext(model_path)
+if ext == '.pt':
+    # Load the fc-tcn torch model.
+    assert _torch_present
+    if torch.cuda.is_available():
+        map_location = map_location_cuda
+    else:
+        map_location = 'cpu'
+    with open(model_path, 'rb') as fh:
+        fitted_model = torch.load(fh, map_location=map_location)
+else:
+    # Load the sklearn pipeline.
+    fitted_model = joblib.load(model_path)
+
+if hasattr(fitted_model, 'get_lookback'):
+    lookback = fitted_model.get_lookback()
+    df_all = do_rolling_forecast_with_lookback(
+        fitted_model,
+        X_test_df.to_pandas_dataframe(),
+        y_test_df.to_pandas_dataframe().values.T[0],
+        max_horizon,
+        X_lookback_df.to_pandas_dataframe()[-lookback:],
+        y_lookback_df.to_pandas_dataframe().values.T[0][-lookback:],
+        freq)
+else:
+    df_all = do_rolling_forecast(
+        fitted_model,
+        X_test_df.to_pandas_dataframe(),
+        y_test_df.to_pandas_dataframe().values.T[0],
+        max_horizon,
+        freq)
+
+print(df_all)
+
+print("target values:::")
+print(df_all[target_column_name])
+print("predicted values:::")
+print(df_all['predicted'])
+
+# Use the AutoML scoring module
+regression_metrics = list(constants.REGRESSION_SCALAR_SET)
+y_test = np.array(df_all[target_column_name])
+y_pred = np.array(df_all['predicted'])
+scores = scoring.score_regression(y_test, y_pred, regression_metrics)
+
+print("scores:")
+print(scores)
+
+for key, value in scores.items():
+    run.log(key, value)
+
+print("Simple forecasting model")
+rmse = np.sqrt(mean_squared_error(
+    df_all[target_column_name], df_all['predicted']))
+print("[Test Data] \nRoot Mean squared error: %.2f" % rmse)
+mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])
+print('mean_absolute_error score: %.2f' % mae)
+print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))
+
+run.log('rmse', rmse)
+run.log('mae', mae)

how-to-use-azureml/automated-machine-learning/forecasting-bike-share/auto-ml-forecasting-bike-share.ipynb

@@ -26,8 +26,10 @@
         "## Contents\n",
         "1. [Introduction](#Introduction)\n",
         "1. [Setup](#Setup)\n",
+        "1. [Compute](#Compute)\n",
         "1. [Data](#Data)\n",
         "1. [Train](#Train)\n",
+        "1. [Featurization](#Featurization)\n",
         "1. [Evaluate](#Evaluate)"
       ]
     },
@@ -36,19 +38,17 @@
       "metadata": {},
       "source": [
         "## Introduction\n",
-        "In this example, we show how AutoML can be used for bike share forecasting.\n",
+        "This notebook demonstrates demand forecasting for a bike-sharing service using AutoML.\n",
         "\n",
-        "The purpose is to demonstrate how to take advantage of the built-in holiday featurization, access the feature names, and further demonstrate how to work with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
+        "AutoML highlights here include built-in holiday featurization, accessing engineered feature names, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
         "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
+        "Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
         "\n",
-        "In this notebook you would see\n",
+        "Notebook synopsis:\n",
         "1. Creating an Experiment in an existing Workspace\n",
-        "2. Instantiating AutoMLConfig with new task type \"forecasting\" for timeseries data training, and other timeseries related settings: for this dataset we use the basic one: \"time_column_name\" \n",
+        "2. Configuration and local run of AutoML for a time-series model with lag and holiday features \n",
-        "3. Training the Model using local compute\n",
+        "3. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
-        "4. Exploring the results\n",
+        "4. Evaluating the fitted model using a rolling test "
-        "5. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
-        "6. Testing the fitted model"
       ]
     },
     {
@@ -68,23 +68,35 @@
         "import pandas as pd\n",
         "import numpy as np\n",
         "import logging\n",
-        "import warnings\n",
-        "# Squash warning messages for cleaner output in the notebook\n",
-        "warnings.showwarning = lambda *args, **kwargs: None\n",
         "\n",
-        "\n",
+        "from azureml.core import Workspace, Experiment, Dataset\n",
-        "from azureml.core.workspace import Workspace\n",
-        "from azureml.core.experiment import Experiment\n",
         "from azureml.train.automl import AutoMLConfig\n",
-        "from matplotlib import pyplot as plt\n",
+        "from datetime import datetime\n",
-        "from sklearn.metrics import mean_absolute_error, mean_squared_error"
+        "from azureml.automl.core.featurization import FeaturizationConfig"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
+        "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
       ]
     },
     {
@@ -97,18 +109,15 @@
         "\n",
         "# choose a name for the run history container in the workspace\n",
         "experiment_name = 'automl-bikeshareforecasting'\n",
-        "# project folder\n",
-        "project_folder = './sample_projects/automl-local-bikeshareforecasting'\n",
         "\n",
         "experiment = Experiment(ws, experiment_name)\n",
         "\n",
         "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
         "output['Subscription ID'] = ws.subscription_id\n",
         "output['Workspace'] = ws.name\n",
+        "output['SKU'] = ws.sku\n",
         "output['Resource Group'] = ws.resource_group\n",
         "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
         "output['Run History Name'] = experiment_name\n",
         "pd.set_option('display.max_colwidth', -1)\n",
         "outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -119,8 +128,14 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "## Data\n",
+        "## Compute\n",
-        "Read bike share demand data from file, and preview data."
+        "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."
       ]
     },
     {
@@ -129,22 +144,52 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "data = pd.read_csv('bike-no.csv', parse_dates=['date'])"
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "from azureml.core.compute_target import ComputeTargetException\n",
+        "\n",
+        "# Choose a name for your cluster.\n",
+        "amlcompute_cluster_name = \"bike-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=4)\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "Let's set up what we know abou the dataset. \n",
+        "## Data\n",
+        "\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": [
+        "datastore = ws.get_default_datastore()\n",
+        "datastore.upload_files(files = ['./bike-no.csv'], target_path = 'dataset/', overwrite = True,show_progress = True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Let's set up what we know about the dataset. \n",
         "\n",
         "**Target column** is what we want to forecast.\n",
         "\n",
-        "**Time column** is the time axis along which to predict.\n",
+        "**Time column** is the time axis along which to predict."
-        "\n",
-        "**Grain** is another word for an individual time series in your dataset. Grains are identified by values of the columns listed `grain_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
-        "\n",
-        "This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
       ]
     },
     {
@@ -154,17 +199,7 @@
       "outputs": [],
       "source": [
         "target_column_name = 'cnt'\n",
-        "time_column_name = 'date'\n",
+        "time_column_name = 'date'"
-        "grain_column_names = []"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Split the data\n",
-        "\n",
-        "The first split we make is into train and test sets. Note we are splitting on time."
       ]
     },
     {
@@ -173,29 +208,21 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "train = data[data[time_column_name] < '2012-09-01']\n",
+        "dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'dataset/bike-no.csv')]).with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
-        "test = data[data[time_column_name] >= '2012-09-01']\n",
         "\n",
-        "X_train = train.copy()\n",
+        "# Drop the columns 'casual' and 'registered' as these columns are a breakdown of the total and therefore a leak.\n",
-        "y_train = X_train.pop(target_column_name).values\n",
+        "dataset = dataset.drop_columns(columns=['casual', 'registered'])\n",
         "\n",
-        "X_test = test.copy()\n",
+        "dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
-        "y_test = X_test.pop(target_column_name).values\n",
-        "\n",
-        "print(X_train.shape)\n",
-        "print(y_train.shape)\n",
-        "print(X_test.shape)\n",
-        "print(y_test.shape)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Setting forecaster maximum horizon \n",
+        "### Split the data\n",
         "\n",
-        "Assuming your test data forms a full and regular time series(regular time intervals and no holes), \n",
+        "The first split we make is into train and test sets. Note we are splitting on time. Data before 9/1 will be used for training, and data after and including 9/1 will be used for testing."
-        "the maximum horizon you will need to forecast is the length of the longest grain in your test set."
       ]
     },
     {
@@ -204,10 +231,35 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "if len(grain_column_names) == 0:\n",
+        "# select data that occurs before a specified date\n",
-        "    max_horizon = len(X_test)\n",
+        "train = dataset.time_before(datetime(2012, 8, 31), include_boundary=True)\n",
-        "else:\n",
+        "train.to_pandas_dataframe().tail(5).reset_index(drop=True)"
-        "    max_horizon = X_test.groupby(grain_column_names)[time_column_name].count().max()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test = dataset.time_after(datetime(2012, 9, 1), include_boundary=True)\n",
+        "test.to_pandas_dataframe().head(5).reset_index(drop=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Forecasting Parameters\n",
+        "To define forecasting parameters for your experiment training, you can leverage the ForecastingParameters class. The table below details the forecasting parameter we will be passing into our experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**time_column_name**|The name of your time column.|\n",
+        "|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|\n",
+        "|**country_or_region_for_holidays**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
+        "|**target_lags**|The target_lags specifies how far back we will construct the lags of the target variable.|\n",
+        "|**freq**|Forecast frequency. This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
       ]
     },
     {
@@ -222,13 +274,25 @@
         "|-|-|\n",
         "|**task**|forecasting|\n",
         "|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
-        "|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
+        "|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
-        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
+        "|**experiment_timeout_hours**|Experimentation timeout in hours.|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
+        "|**training_data**|Input dataset, containing both features and label column.|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
+        "|**label_column_name**|The name of the label column.|\n",
+        "|**compute_target**|The remote compute for training.|\n",
         "|**n_cross_validations**|Number of cross validation splits.|\n",
-        "|**country_or_region**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
+        "|**enable_early_stopping**|If early stopping is on, training will stop when the primary metric is no longer improving.|\n",
-        "|**path**|Relative path to the project folder.  AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
+        "|**forecasting_parameters**|A class that holds all the forecasting related parameters.|\n",
+        "\n",
+        "This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Setting forecaster maximum horizon \n",
+        "\n",
+        "The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 14 periods (i.e. 14 days). Notice that this is much shorter than the number of days in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand).  "
       ]
     },
     {
@@ -237,34 +301,71 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "time_column_name = 'date'\n",
+        "forecast_horizon = 14"
-        "automl_settings = {\n",
+      ]
-        "    \"time_column_name\": time_column_name,\n",
+    },
-        "    # these columns are a breakdown of the total and therefore a leak\n",
+    {
-        "    \"drop_column_names\": ['casual', 'registered'],\n",
+      "cell_type": "markdown",
-        "    # knowing the country/region allows Automated ML to bring in holidays\n",
+      "metadata": {},
-        "    \"country_or_region\" : 'US',\n",
+      "source": [
-        "    \"max_horizon\" : max_horizon,\n",
+        "### Convert prediction type to integer\n",
-        "    \"target_lags\": 1    \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."
-        "}\n",
+      ]
+    },
+    {
+      "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": {},
+      "source": [
+        "### Config AutoML"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=time_column_name,\n",
+        "    forecast_horizon=forecast_horizon,\n",
+        "    country_or_region_for_holidays='US', # set country_or_region will trigger holiday featurizer\n",
+        "    target_lags='auto', # use heuristic based lag setting\n",
+        "    freq='D' # Set the forecast frequency to be daily\n",
+        ")\n",
         "\n",
         "automl_config = AutoMLConfig(task='forecasting',                             \n",
         "                             primary_metric='normalized_root_mean_squared_error',\n",
-        "                             iterations = 10,\n",
+        "                             featurization=featurization_config,\n",
-        "                             iteration_timeout_minutes = 5,\n",
+        "                             blocked_models = ['ExtremeRandomTrees'],                             \n",
-        "                             X = X_train,\n",
+        "                             experiment_timeout_hours=0.3,\n",
-        "                             y = y_train,\n",
+        "                             training_data=train,\n",
+        "                             label_column_name=target_column_name,\n",
+        "                             compute_target=compute_target,\n",
+        "                             enable_early_stopping=True,\n",
         "                             n_cross_validations=3, \n",
-        "                             path=project_folder,\n",
+        "                             max_concurrent_iterations=4,\n",
+        "                             max_cores_per_iteration=-1,\n",
         "                             verbosity=logging.INFO,\n",
-        "                            **automl_settings)"
+        "                             forecasting_parameters=forecasting_parameters)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "We will now run the experiment, starting with 10 iterations of model search. Experiment can be continued for more iterations if the results are not yet good. You will see the currently running iterations printing to the console."
+        "We will now run the experiment, you can go to Azure ML portal to view the run details. "
       ]
     },
     {
@@ -273,14 +374,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "local_run = experiment.submit(automl_config, show_output=True)"
+        "remote_run = experiment.submit(automl_config, show_output=False)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
       ]
     },
     {
@@ -289,7 +383,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "local_run"
+        "remote_run.wait_for_completion()"
       ]
     },
     {
@@ -297,7 +391,7 @@
       "metadata": {},
       "source": [
         "### Retrieve the Best Model\n",
-        "Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
+        "Below we select the best model from all the training iterations using get_output method."
       ]
     },
     {
@@ -306,7 +400,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "best_run, fitted_model = local_run.get_output()\n",
+        "best_run, fitted_model = remote_run.get_output()\n",
         "fitted_model.steps"
       ]
     },
@@ -314,9 +408,9 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### View the engineered names for featurized data\n",
+        "## Featurization\n",
         "\n",
-        "You can accees the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
+        "You can access the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
       ]
     },
     {
@@ -349,45 +443,26 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()"
+        "# Get the featurization summary as a list of JSON\n",
+        "featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
+        "# View the featurization summary as a pandas dataframe\n",
+        "pd.DataFrame.from_records(featurization_summary)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Test the Best Fitted Model\n",
+        "## Evaluate"
-        "\n",
-        "Predict on training and test set, and calculate residual values.\n",
-        "\n",
-        "We always score on the original dataset whose schema matches the scheme of the training dataset."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "X_test.head()"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "y_query = y_test.copy().astype(np.float)\n",
-        "y_query.fill(np.NaN)\n",
-        "y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "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."
+        "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 scoring will run on a remote compute. In this example, it will reuse the training compute."
       ]
     },
     {
@@ -396,38 +471,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
+        "test_experiment = Experiment(ws, experiment_name + \"_test\")"
-        "    \"\"\"\n",
+      ]
-        "    Demonstrates how to get the output aligned to the inputs\n",
+    },
-        "    using pandas indexes. Helps understand what happened if\n",
+    {
-        "    the output's shape differs from the input shape, or if\n",
+      "cell_type": "markdown",
-        "    the data got re-sorted by time and grain during forecasting.\n",
+      "metadata": {},
-        "    \n",
+      "source": [
-        "    Typical causes of misalignment are:\n",
+        "### Retrieving forecasts from the model\n",
-        "    * we predicted some periods that were missing in actuals -> drop from eval\n",
+        "To run the forecast on the remote compute we will use a helper script: forecasting_script. This script contains the utility methods which will be used by the remote estimator. We copy the script to the project folder to upload it to remote compute."
-        "    * model was asked to predict past max_horizon -> increase max horizon\n",
-        "    * data at start of X_test was needed for lags -> provide previous periods\n",
-        "    \"\"\"\n",
-        "    df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
-        "    # y and X outputs are aligned by forecast() function contract\n",
-        "    df_fcst.index = X_trans.index\n",
-        "    \n",
-        "    # align original X_test to y_test    \n",
-        "    X_test_full = X_test.copy()\n",
-        "    X_test_full[target_column_name] = y_test\n",
-        "\n",
-        "    # X_test_full's index does not include origin, so reset for merge\n",
-        "    df_fcst.reset_index(inplace=True)\n",
-        "    X_test_full = X_test_full.reset_index().drop(columns='index')\n",
-        "    together = df_fcst.merge(X_test_full, how='right')\n",
-        "    \n",
-        "    # drop rows where prediction or actuals are nan \n",
-        "    # happens because of missing actuals \n",
-        "    # or at edges of time due to lags/rolling windows\n",
-        "    clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
-        "    return(clean)\n",
-        "\n",
-        "df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n"
       ]
     },
     {
@@ -436,17 +488,19 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "def MAPE(actual, pred):\n",
+        "import os\n",
-        "    \"\"\"\n",
+        "import shutil\n",
-        "    Calculate mean absolute percentage error.\n",
+        "\n",
-        "    Remove NA and values where actual is close to zero\n",
+        "script_folder = os.path.join(os.getcwd(), 'forecast')\n",
-        "    \"\"\"\n",
+        "os.makedirs(script_folder, exist_ok=True)\n",
-        "    not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
+        "shutil.copy('forecasting_script.py', script_folder)"
-        "    not_zero = ~np.isclose(actual, 0.0)\n",
+      ]
-        "    actual_safe = actual[not_na & not_zero]\n",
+    },
-        "    pred_safe = pred[not_na & not_zero]\n",
+    {
-        "    APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
+      "cell_type": "markdown",
-        "    return np.mean(APE)"
+      "metadata": {},
+      "source": [
+        "For brevity, 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. The test set is longer than the forecast horizon specified at train time, so the forecasting script uses a so-called rolling evaluation to generate predictions over the whole test set. A rolling evaluation iterates the forecaster over the test set, using the actuals in the test set to make lag features as needed. "
       ]
     },
     {
@@ -455,28 +509,141 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"Simple forecasting model\")\n",
+        "from run_forecast import run_rolling_forecast\n",
-        "rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
+        "\n",
-        "print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
+        "remote_run = run_rolling_forecast(test_experiment, compute_target, best_run, test, target_column_name)\n",
-        "mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
+        "remote_run"
-        "print('mean_absolute_error score: %.2f' % mae)\n",
+      ]
-        "print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.download_file('outputs/predictions.csv', 'predictions.csv')\n",
+        "df_all = pd.read_csv('predictions.csv')"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.shared import constants\n",
+        "from azureml.automl.runtime.shared.score import scoring\n",
+        "from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
+        "from matplotlib import pyplot as plt\n",
+        "\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",
+        "    metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
+        "\n",
+        "print(\"[Test data scores]\\n\")\n",
+        "for key, value in scores.items():    \n",
+        "    print('{}:   {:.3f}'.format(key, value))\n",
         "    \n",
         "# Plot outputs\n",
-        "%matplotlib notebook\n",
+        "%matplotlib inline\n",
         "test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
-        "test_test = plt.scatter(y_test, y_test, color='g')\n",
+        "test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
         "plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
         "plt.show()"
       ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "For more details on what metrics are included and how they are calculated, please refer to [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics). You could also calculate residuals, like described [here](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\n",
+        "\n",
+        "\n",
+        "Since we did a rolling evaluation on the test set, we can analyze the predictions by their forecast horizon relative to the rolling origin. The model was initially trained at a forecast horizon of 14, so each prediction from the model is associated with a horizon value from 1 to 14. The horizon values are in a column named, \"horizon_origin,\" in the prediction set. For example, we can calculate some of the error metrics grouped by the horizon:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from metrics_helper import MAPE, APE\n",
+        "df_all.groupby('horizon_origin').apply(\n",
+        "    lambda df: pd.Series({'MAPE': MAPE(df[target_column_name], df['predicted']),\n",
+        "                          'RMSE': np.sqrt(mean_squared_error(df[target_column_name], df['predicted'])),\n",
+        "                          'MAE': mean_absolute_error(df[target_column_name], df['predicted'])}))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "To drill down more, we can look at the distributions of APE (absolute percentage error) by horizon. From the chart, it is clear that the overall MAPE is being skewed by one particular point where the actual value is of small absolute value."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all['predicted']))\n",
+        "APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, forecast_horizon + 1)]\n",
+        "\n",
+        "%matplotlib inline\n",
+        "plt.boxplot(APEs)\n",
+        "plt.yscale('log')\n",
+        "plt.xlabel('horizon')\n",
+        "plt.ylabel('APE (%)')\n",
+        "plt.title('Absolute Percentage Errors by Forecast Horizon')\n",
+        "\n",
+        "plt.show()"
+      ]
     }
   ],
   "metadata": {
     "authors": [
       {
-        "name": "xiaga@microsoft.com, tosingli@microsoft.com"
+        "name": "jialiu"
       }
     ],
+    "category": "tutorial",
+    "compute": [
+      "Remote"
+    ],
+    "datasets": [
+      "BikeShare"
+    ],
+    "deployment": [
+      "None"
+    ],
+    "exclude_from_index": false,
+    "file_extension": ".py",
+    "framework": [
+      "Azure ML AutoML"
+    ],
+    "friendly_name": "Forecasting BikeShare Demand",
+    "index_order": 1,
     "kernelspec": {
       "display_name": "Python 3.6",
       "language": "python",
@@ -493,8 +660,17 @@
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
       "version": "3.6.7"
-    }
+    },
+    "mimetype": "text/x-python",
+    "name": "python",
+    "npconvert_exporter": "python",
+    "pygments_lexer": "ipython3",
+    "tags": [
+      "Forecasting"
+    ],
+    "task": "Forecasting",
+    "version": 3
   },
   "nbformat": 4,
-  "nbformat_minor": 2
+  "nbformat_minor": 4
 }

how-to-use-azureml/automated-machine-learning/forecasting-bike-share/auto-ml-forecasting-bike-share.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-bike-share
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-bike-share/forecasting_script.py

@@ -0,0 +1,39 @@
+import argparse
+from azureml.core import Dataset, Run
+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()
+
+fitted_model = joblib.load('model.pkl')
+
+y_pred, X_trans = fitted_model.rolling_evaluation(X_test_df, y_test_df.values)
+
+# Add predictions, actuals, and horizon relative to rolling origin to the test feature data
+assign_dict = {'horizon_origin': X_trans['horizon_origin'].values, 'predicted': y_pred,
+               target_column_name: y_test_df[target_column_name].values}
+df_all = X_test_df.assign(**assign_dict)
+
+file_name = 'outputs/predictions.csv'
+export_csv = df_all.to_csv(file_name, header=True)
+
+# Upload the predictions into artifacts
+run.upload_file(name=file_name, path_or_stream=file_name)

how-to-use-azureml/automated-machine-learning/forecasting-bike-share/metrics_helper.py

@@ -0,0 +1,22 @@
+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))

how-to-use-azureml/automated-machine-learning/forecasting-bike-share/run_forecast.py

@@ -0,0 +1,32 @@
+from azureml.core import ScriptRunConfig
+
+
+def run_rolling_forecast(test_experiment, compute_target, train_run,
+                         test_dataset, target_column_name,
+                         inference_folder='./forecast'):
+    train_run.download_file('outputs/model.pkl',
+                            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

how-to-use-azureml/automated-machine-learning/forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb

@@ -21,38 +21,45 @@
       "metadata": {},
       "source": [
         "# Automated Machine Learning\n",
-        "_**Energy Demand Forecasting**_\n",
+        "_**Forecasting using the Energy Demand Dataset**_\n",
         "\n",
         "## Contents\n",
-        "1. [Introduction](#Introduction)\n",
+        "1. [Introduction](#introduction)\n",
-        "1. [Setup](#Setup)\n",
+        "1. [Setup](#setup)\n",
-        "1. [Data](#Data)\n",
+        "1. [Data and Forecasting Configurations](#data)\n",
-        "1. [Train](#Train)"
+        "1. [Train](#train)\n",
+        "1. [Generate and Evaluate the Forecast](#forecast)\n",
+        "\n",
+        "Advanced Forecasting\n",
+        "1. [Advanced Training](#advanced_training)\n",
+        "1. [Advanced Results](#advanced_results)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "## Introduction\n",
+        "# Introduction<a id=\"introduction\"></a>\n",
-        "In this example, we show how AutoML can be used for energy demand forecasting.\n",
         "\n",
-        "Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
+        "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",
-        "In this notebook you would see\n",
+        "If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) first, if you haven't already, to establish your connection to the AzureML Workspace.\n",
-        "1. Creating an Experiment in an existing Workspace\n",
+        "\n",
-        "2. Instantiating AutoMLConfig with new task type \"forecasting\" for timeseries data training, and other timeseries related settings: for this dataset we use the basic one: \"time_column_name\" \n",
+        "In this notebook you will learn how to:\n",
-        "3. Training the Model using local compute\n",
+        "1. Creating an Experiment using an existing Workspace\n",
-        "4. Exploring the results\n",
+        "1. Configure AutoML using 'AutoMLConfig'\n",
-        "5. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
+        "1. Train the model using AmlCompute\n",
-        "6. Testing the fitted model"
+        "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 with lagging features"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "## Setup\n"
+        "# Setup<a id=\"setup\"></a>"
       ]
     },
     {
@@ -61,27 +68,46 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "import azureml.core\n",
+        "import logging\n",
+        "\n",
+        "from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score\n",
+        "from matplotlib import pyplot as plt\n",
         "import pandas as pd\n",
         "import numpy as np\n",
-        "import logging\n",
         "import warnings\n",
+        "import os\n",
+        "\n",
         "# Squash warning messages for cleaner output in the notebook\n",
         "warnings.showwarning = lambda *args, **kwargs: None\n",
         "\n",
-        "\n",
+        "import azureml.core\n",
-        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core import Experiment, Workspace, Dataset\n",
-        "from azureml.core.experiment import Experiment\n",
         "from azureml.train.automl import AutoMLConfig\n",
-        "from matplotlib import pyplot as plt\n",
+        "from datetime import datetime"
-        "from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
+        "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 1.35.0 of the Azure ML SDK\")\n",
+        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "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."
       ]
     },
     {
@@ -93,19 +119,18 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# choose a name for the run history container in the workspace\n",
-        "experiment_name = 'automl-energydemandforecasting'\n",
+        "experiment_name = 'automl-forecasting-energydemand'\n",
-        "# project folder\n",
+        "\n",
-        "project_folder = './sample_projects/automl-local-energydemandforecasting'\n",
+        "# # project folder\n",
+        "# project_folder = './sample_projects/automl-forecasting-energy-demand'\n",
         "\n",
         "experiment = Experiment(ws, experiment_name)\n",
         "\n",
         "output = {}\n",
-        "output['SDK version'] = azureml.core.VERSION\n",
         "output['Subscription ID'] = ws.subscription_id\n",
         "output['Workspace'] = ws.name\n",
         "output['Resource Group'] = ws.resource_group\n",
         "output['Location'] = ws.location\n",
-        "output['Project Directory'] = project_folder\n",
         "output['Run History Name'] = experiment_name\n",
         "pd.set_option('display.max_colwidth', -1)\n",
         "outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -116,68 +141,199 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "## Data\n",
+        "## Create or Attach existing AmlCompute\n",
-        "Read energy demanding data from file, and preview data."
+        "A compute target is required to execute a remote Automated ML run. \n",
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "data = pd.read_csv(\"nyc_energy.csv\", parse_dates=['timeStamp'])\n",
-        "data.head()"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# let's take note of what columns means what in the data\n",
-        "time_column_name = 'timeStamp'\n",
-        "target_column_name = 'demand'"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Split the data into train and test sets\n"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "X_train = data[data[time_column_name] < '2017-02-01']\n",
-        "X_test = data[data[time_column_name] >= '2017-02-01']\n",
-        "y_train = X_train.pop(target_column_name).values\n",
-        "y_test = X_test.pop(target_column_name).values"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Train\n",
         "\n",
-        "Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
+        "[Azure Machine Learning Compute](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) is a managed-compute infrastructure that allows the user to easily create a single or multi-node compute. In this tutorial, you create AmlCompute as your training compute resource.\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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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 cluster.\n",
+        "amlcompute_cluster_name = \"energy-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=6)\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# 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",
+        "With Azure Machine Learning datasets you can keep a single copy of data in your storage, easily access data during model training, share data and collaborate with other users. Below, we will upload the datatset and create a [tabular dataset](https://docs.microsoft.com/bs-latn-ba/azure/machine-learning/service/how-to-create-register-datasets#dataset-types) to be used training and prediction."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Let's set up what we know about the dataset.\n",
+        "\n",
+        "<b>Target column</b> is what we want to forecast.<br></br>\n",
+        "<b>Time column</b> is the time axis along which to predict.\n",
+        "\n",
+        "The other columns, \"temp\" and \"precip\", are implicitly designated as features."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "target_column_name = 'demand'\n",
+        "time_column_name = 'timeStamp'"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "dataset = Dataset.Tabular.from_delimited_files(path = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/nyc_energy.csv\").with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
+        "dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The NYC Energy dataset is missing energy demand values for all datetimes later than August 10th, 2017 5AM. Below, we trim the rows containing these missing values from the end of the dataset."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Cut off the end of the dataset due to large number of nan values\n",
+        "dataset = dataset.time_before(datetime(2017, 10, 10, 5))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Split the data into train and test sets"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The first split we make is into train and test sets. Note that we are splitting on time. Data before and including August 8th, 2017 5AM will be used for training, and data after will be used for testing."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# split into train based on time\n",
+        "train = dataset.time_before(datetime(2017, 8, 8, 5), include_boundary=True)\n",
+        "train.to_pandas_dataframe().reset_index(drop=True).sort_values(time_column_name).tail(5)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# split into test based on time\n",
+        "test = dataset.time_between(datetime(2017, 8, 8, 6), datetime(2017, 8, 10, 5))\n",
+        "test.to_pandas_dataframe().reset_index(drop=True).head(5)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Setting the maximum forecast horizon\n",
+        "\n",
+        "The forecast horizon is the number of periods into the future that the model should predict. It is generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so consider carefully how this value is set. If a long horizon forecast really is necessary, consider aggregating the series to a coarser time scale. \n",
+        "\n",
+        "Learn more about forecast horizons in our [Auto-train a time-series forecast model](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-auto-train-forecast#configure-and-run-experiment) guide.\n",
+        "\n",
+        "In this example, we set the horizon to 48 hours."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "forecast_horizon = 48"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Forecasting Parameters\n",
+        "To define forecasting parameters for your experiment training, you can leverage the ForecastingParameters class. The table below details the forecasting parameter we will be passing into our experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**time_column_name**|The name of your time column.|\n",
+        "|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|\n",
+        "|**freq**|Forecast frequency. This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# 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",
         "|Property|Description|\n",
         "|-|-|\n",
         "|**task**|forecasting|\n",
-        "|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
+        "|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
-        "|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
+        "|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
-        "|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
+        "|**experiment_timeout_hours**|Maximum amount of time in hours that the experiment take before it terminates.|\n",
-        "|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
+        "|**training_data**|The training data to be used within the experiment.|\n",
-        "|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
+        "|**label_column_name**|The name of the label column.|\n",
-        "|**n_cross_validations**|Number of cross validation splits.|\n",
+        "|**compute_target**|The remote compute for training.|\n",
-        "|**path**|Relative path to the project folder.  AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
+        "|**n_cross_validations**|Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way.|\n",
+        "|**enable_early_stopping**|Flag to enble early termination if the score is not improving in the short term.|\n",
+        "|**forecasting_parameters**|A class holds all the forecasting related parameters.|\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
       ]
     },
     {
@@ -186,31 +342,32 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "automl_settings = {\n",
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
-        "    \"time_column_name\": time_column_name    \n",
+        "forecasting_parameters = ForecastingParameters(\n",
-        "}\n",
+        "    time_column_name=time_column_name,\n",
-        "\n",
+        "    forecast_horizon=forecast_horizon,\n",
+        "    freq='H' # Set the forecast frequency to be hourly\n",
+        ")\n",
         "\n",
         "automl_config = AutoMLConfig(task='forecasting',                             \n",
-        "                             debug_log = 'automl_nyc_energy_errors.log',\n",
         "                             primary_metric='normalized_root_mean_squared_error',\n",
-        "                             iterations = 10,\n",
+        "                             blocked_models = ['ExtremeRandomTrees', 'AutoArima', 'Prophet'],                             \n",
-        "                             iteration_timeout_minutes = 5,\n",
+        "                             experiment_timeout_hours=0.3,\n",
-        "                             X = X_train,\n",
+        "                             training_data=train,\n",
-        "                             y = y_train,\n",
+        "                             label_column_name=target_column_name,\n",
+        "                             compute_target=compute_target,\n",
+        "                             enable_early_stopping=True,\n",
         "                             n_cross_validations=3,                             \n",
-        "                             path=project_folder,\n",
         "                             verbosity=logging.INFO,\n",
-        "                            **automl_settings)"
+        "                             forecasting_parameters=forecasting_parameters)"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "Submitting the configuration will start a new run in this experiment. For local runs, the execution is synchronous. Depending on the data and number of iterations, this can run for a while. Parameters controlling concurrency may speed up the process, depending on your hardware.\n",
+        "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.\n",
-        "\n",
+        "One may specify `show_output = True` to print currently running iterations to the console."
-        "You will see the currently running iterations printing to the console."
       ]
     },
     {
@@ -219,7 +376,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "local_run = experiment.submit(automl_config, show_output=True)"
+        "remote_run = experiment.submit(automl_config, show_output=False)"
       ]
     },
     {
@@ -228,15 +385,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "local_run"
+        "remote_run.wait_for_completion()"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Retrieve the Best Model\n",
+        "## Retrieve the Best Model\n",
-        "Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
+        "Below we select the best model from all the training iterations using get_output method."
       ]
     },
     {
@@ -245,7 +402,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "best_run, fitted_model = local_run.get_output()\n",
+        "best_run, fitted_model = remote_run.get_output()\n",
         "fitted_model.steps"
       ]
     },
@@ -253,8 +410,8 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### View the engineered names for featurized data\n",
+        "## Featurization\n",
-        "Below we display the engineered feature names generated for the featurized data using the time-series featurization."
+        "You can access the engineered feature names generated in time-series featurization."
       ]
     },
     {
@@ -270,13 +427,14 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Test the Best Fitted Model\n",
+        "### View featurization summary\n",
+        "You can also see what featurization steps were performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:\n",
         "\n",
-        "For forecasting, we will use the `forecast` function instead of the `predict` function. There are two reasons for this.\n",
+        "+ Raw feature name\n",
-        "\n",
+        "+ Number of engineered features formed out of this raw feature\n",
-        "We need to pass the recent values of the target variable `y`, whereas the scikit-compatible `predict` function only takes the non-target variables `X`. In our case, the test data immediately follows the training data, and we fill the `y` variable with `NaN`. The `NaN` serves as a question mark for the forecaster to fill with the actuals. Using the forecast function will produce forecasts using the shortest possible forecast horizon. The last time at which a definite (non-NaN) value is seen is the _forecast origin_ - the last time when the value of the target is known. \n",
+        "+ Type detected\n",
-        "\n",
+        "+ If feature was dropped\n",
-        "Using the `predict` method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use."
+        "+ List of feature transformations for the raw feature"
       ]
     },
     {
@@ -285,64 +443,21 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "# Replace ALL values in y_pred by NaN. \n",
+        "# Get the featurization summary as a list of JSON\n",
-        "# The forecast origin will be at the beginning of the first forecast period\n",
+        "featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
-        "# (which is the same time as the end of the last training period).\n",
+        "# View the featurization summary as a pandas dataframe\n",
-        "y_query = y_test.copy().astype(np.float)\n",
+        "pd.DataFrame.from_records(featurization_summary)"
-        "y_query.fill(np.nan)\n",
-        "# The featurized data, aligned to y, will also be returned.\n",
-        "# This contains the assumptions that were made in the forecast\n",
-        "# and helps align the forecast to the original data\n",
-        "y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# limit the evaluation to data where y_test has actuals\n",
-        "def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
-        "    \"\"\"\n",
-        "    Demonstrates how to get the output aligned to the inputs\n",
-        "    using pandas indexes. Helps understand what happened if\n",
-        "    the output's shape differs from the input shape, or if\n",
-        "    the data got re-sorted by time and grain during forecasting.\n",
-        "    \n",
-        "    Typical causes of misalignment are:\n",
-        "    * we predicted some periods that were missing in actuals -> drop from eval\n",
-        "    * model was asked to predict past max_horizon -> increase max horizon\n",
-        "    * data at start of X_test was needed for lags -> provide previous periods\n",
-        "    \"\"\"\n",
-        "    df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
-        "    # y and X outputs are aligned by forecast() function contract\n",
-        "    df_fcst.index = X_trans.index\n",
-        "    \n",
-        "    # align original X_test to y_test    \n",
-        "    X_test_full = X_test.copy()\n",
-        "    X_test_full[target_column_name] = y_test\n",
-        "\n",
-        "    # X_test_full's does not include origin, so reset for merge\n",
-        "    df_fcst.reset_index(inplace=True)\n",
-        "    X_test_full = X_test_full.reset_index().drop(columns='index')\n",
-        "    together = df_fcst.merge(X_test_full, how='right')\n",
-        "    \n",
-        "    # drop rows where prediction or actuals are nan \n",
-        "    # happens because of missing actuals \n",
-        "    # or at edges of time due to lags/rolling windows\n",
-        "    clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
-        "    return(clean)\n",
-        "\n",
-        "df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n",
-        "df_all.head()"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "Looking at `X_trans` is also useful to see what featurization happened to the data."
+        "# 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. 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."
       ]
     },
     {
@@ -351,14 +466,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "X_trans"
+        "test_experiment = Experiment(ws, experiment_name + \"_inference\")"
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Calculate accuracy metrics\n"
+        "### 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."
       ]
     },
     {
@@ -367,17 +483,24 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "def MAPE(actual, pred):\n",
+        "from run_forecast import run_remote_inference\n",
-        "    \"\"\"\n",
+        "remote_run_infer = run_remote_inference(test_experiment=test_experiment,\n",
-        "    Calculate mean absolute percentage error.\n",
+        "                                        compute_target=compute_target,\n",
-        "    Remove NA and values where actual is close to zero\n",
+        "                                        train_run=best_run,\n",
-        "    \"\"\"\n",
+        "                                        test_dataset=test,\n",
-        "    not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
+        "                                        target_column_name=target_column_name)\n",
-        "    not_zero = ~np.isclose(actual, 0.0)\n",
+        "remote_run_infer.wait_for_completion(show_output=False)\n",
-        "    actual_safe = actual[not_na & not_zero]\n",
+        "\n",
-        "    pred_safe = pred[not_na & not_zero]\n",
+        "# download the inference output file to the local machine\n",
-        "    APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
+        "remote_run_infer.download_file('outputs/predictions.csv', 'predictions.csv')"
-        "    return np.mean(APE)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "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)."
       ]
     },
     {
@@ -386,17 +509,35 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"Simple forecasting model\")\n",
+        "# load forecast data frame\n",
-        "rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
+        "fcst_df = pd.read_csv('predictions.csv', parse_dates=[time_column_name])\n",
-        "print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
+        "fcst_df.head()"
-        "mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
+      ]
-        "print('mean_absolute_error score: %.2f' % mae)\n",
+    },
-        "print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.shared import constants\n",
+        "from azureml.automl.runtime.shared.score import scoring\n",
+        "from matplotlib import pyplot as plt\n",
+        "\n",
+        "# use automl metrics module\n",
+        "scores = scoring.score_regression(\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",
+        "for key, value in scores.items():    \n",
+        "    print('{}:   {:.3f}'.format(key, value))\n",
         "    \n",
         "# Plot outputs\n",
-        "%matplotlib notebook\n",
+        "%matplotlib inline\n",
-        "test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
+        "test_pred = plt.scatter(fcst_df[target_column_name], fcst_df['predicted'], color='b')\n",
-        "test_test = plt.scatter(y_test, y_test, color='g')\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()"
       ]
@@ -405,23 +546,18 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "The distribution looks a little heavy tailed: we underestimate the excursions of the extremes. A normal-quantile transform of the target might help, but let's first try using some past data with the lags and rolling window transforms.\n"
+        "# 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."
       ]
     },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Using lags and rolling window features to improve the forecast"
+        "### Using lags and rolling window features\n",
-      ]
+        "Now we will configure the target lags, that is the previous values of the target variables, meaning the prediction is no longer horizon-less. We therefore must still specify the `forecast_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features.\n",
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data.\n",
         "\n",
-        "Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must specify the `max_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features."
+        "This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset.  You can choose to remove models from the blocked_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
       ]
     },
     {
@@ -430,27 +566,29 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "automl_settings_lags = {\n",
+        "advanced_forecasting_parameters = ForecastingParameters(\n",
-        "    'time_column_name': time_column_name,\n",
+        "    time_column_name=time_column_name, forecast_horizon=forecast_horizon,\n",
-        "    'target_lags': 1,\n",
+        "    target_lags=12, target_rolling_window_size=4\n",
-        "    'target_rolling_window_size': 5,\n",
+        ")\n",
-        "    # you MUST set the max_horizon when using lags and rolling windows\n",
-        "    # it is optional when looking-back features are not used \n",
-        "    'max_horizon': len(y_test), # only one grain\n",
-        "}\n",
         "\n",
-        "\n",
+        "automl_config = AutoMLConfig(task='forecasting',                             \n",
-        "automl_config_lags = AutoMLConfig(task = 'forecasting',\n",
-        "                             debug_log = 'automl_nyc_energy_errors.log',\n",
         "                             primary_metric='normalized_root_mean_squared_error',\n",
-        "                             iterations = 10,\n",
+        "                             blocked_models = ['ElasticNet','ExtremeRandomTrees','GradientBoosting','XGBoostRegressor','ExtremeRandomTrees', 'AutoArima', 'Prophet'], #These models are blocked for tutorial purposes, remove this for real use cases.                            \n",
-        "                             iteration_timeout_minutes = 5,\n",
+        "                             experiment_timeout_hours=0.3,\n",
-        "                             X = X_train,\n",
+        "                             training_data=train,\n",
-        "                             y = y_train,\n",
+        "                             label_column_name=target_column_name,\n",
+        "                             compute_target=compute_target,\n",
+        "                             enable_early_stopping = True,\n",
         "                             n_cross_validations=3,                             \n",
-        "                             path=project_folder,\n",
         "                             verbosity=logging.INFO,\n",
-        "                            **automl_settings_lags)"
+        "                             forecasting_parameters=advanced_forecasting_parameters)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We now start a new remote run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
       ]
     },
     {
@@ -459,7 +597,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "local_run_lags = experiment.submit(automl_config_lags, show_output=True)"
+        "advanced_remote_run = experiment.submit(automl_config, show_output=False)"
       ]
     },
     {
@@ -468,10 +606,14 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "best_run_lags, fitted_model_lags = local_run_lags.get_output()\n",
+        "advanced_remote_run.wait_for_completion()"
-        "y_fcst_lags, X_trans_lags = fitted_model_lags.forecast(X_test, y_query)\n",
+      ]
-        "df_lags = align_outputs(y_fcst_lags, X_trans_lags, X_test, y_test)\n",
+    },
-        "df_lags.head()"
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Retrieve the Best Model"
       ]
     },
     {
@@ -480,7 +622,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "X_trans_lags"
+        "best_run_lags, fitted_model_lags = advanced_remote_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# 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."
       ]
     },
     {
@@ -489,60 +639,68 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"Forecasting model with lags\")\n",
+        "test_experiment_advanced = Experiment(ws, experiment_name + \"_inference_advanced\")\n",
-        "rmse = np.sqrt(mean_squared_error(df_lags[target_column_name], df_lags['predicted']))\n",
+        "advanced_remote_run_infer = run_remote_inference(test_experiment=test_experiment_advanced,\n",
-        "print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
+        "                                                 compute_target=compute_target,\n",
-        "mae = mean_absolute_error(df_lags[target_column_name], df_lags['predicted'])\n",
+        "                                                 train_run=best_run_lags,\n",
-        "print('mean_absolute_error score: %.2f' % mae)\n",
+        "                                                 test_dataset=test,\n",
-        "print('MAPE: %.2f' % MAPE(df_lags[target_column_name], df_lags['predicted']))\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')"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "fcst_adv_df = pd.read_csv('predictions_advanced.csv', parse_dates=[time_column_name])\n",
+        "fcst_adv_df.head()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.shared import constants\n",
+        "from azureml.automl.runtime.shared.score import scoring\n",
+        "from matplotlib import pyplot as plt\n",
+        "\n",
+        "# use automl metrics module\n",
+        "scores = scoring.score_regression(\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",
+        "for key, value in scores.items():    \n",
+        "    print('{}:   {:.3f}'.format(key, value))\n",
         "    \n",
         "# Plot outputs\n",
-        "%matplotlib notebook\n",
+        "%matplotlib inline\n",
-        "test_pred = plt.scatter(df_lags[target_column_name], df_lags['predicted'], color='b')\n",
+        "test_pred = plt.scatter(fcst_adv_df[target_column_name], fcst_adv_df['predicted'], color='b')\n",
-        "test_test = plt.scatter(y_test, y_test, color='g')\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()"
       ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### What features matter for the forecast?"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.train.automl.automlexplainer import explain_model\n",
-        "\n",
-        "# feature names are everything in the transformed data except the target\n",
-        "features = X_trans.columns[:-1]\n",
-        "expl = explain_model(fitted_model, X_train, X_test, features = features, best_run=best_run_lags, y_train = y_train)\n",
-        "# unpack the tuple\n",
-        "shap_values, expected_values, feat_overall_imp, feat_names, per_class_summary, per_class_imp = expl\n",
-        "best_run_lags"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Please go to the Azure Portal's best run to see the top features chart.\n",
-        "\n",
-        "The informative features make all sorts of intuitive sense. Temperature is a strong driver of heating and cooling demand in NYC. Apart from that, the daily life cycle, expressed by `hour`, and the weekly cycle, expressed by `wday` drives people's energy use habits."
-      ]
     }
   ],
   "metadata": {
     "authors": [
       {
-        "name": "xiaga, tosingli"
+        "name": "jialiu"
       }
     ],
+    "categories": [
+      "how-to-use-azureml",
+      "automated-machine-learning"
+    ],
     "kernelspec": {
       "display_name": "Python 3.6",
       "language": "python",
@@ -558,7 +716,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.7"
+      "version": "3.6.9"
     }
   },
   "nbformat": 4,

how-to-use-azureml/automated-machine-learning/forecasting-energy-demand/auto-ml-forecasting-energy-demand.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-energy-demand
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-energy-demand/forecasting_script.py

@@ -0,0 +1,56 @@
+"""
+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 sklearn.externals import joblib
+from pandas.tseries.frequencies import to_offset
+
+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')
+# We have default quantiles values set as below(95th percentile)
+quantiles = [0.025, 0.5, 0.975]
+predicted_column_name = 'predicted'
+PI = 'prediction_interval'
+fitted_model.quantiles = quantiles
+pred_quantiles = fitted_model.forecast_quantiles(X_test)
+pred_quantiles[PI] = pred_quantiles[[min(quantiles), max(quantiles)]].apply(lambda x: '[{}, {}]'.format(x[0],
+                                                                                                        x[1]), axis=1)
+X_test[target_column_name] = y_test
+X_test[PI] = pred_quantiles[PI]
+X_test[predicted_column_name] = pred_quantiles[0.5]
+# drop rows where prediction or actuals are nan
+# happens because of missing actuals
+# or at edges of time due to lags/rolling windows
+clean = X_test[X_test[[target_column_name,
+                       predicted_column_name]].notnull().all(axis=1)]
+
+file_name = 'outputs/predictions.csv'
+export_csv = clean.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)

how-to-use-azureml/automated-machine-learning/forecasting-energy-demand/run_forecast.py

@@ -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

how-to-use-azureml/automated-machine-learning/forecasting-forecast-function/auto-ml-forecasting-function.ipynb

@@ -0,0 +1,860 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning\n",
+        "\n",
+        "#### Forecasting away from training data\n",
+        "\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "2. [Setup](#Setup)\n",
+        "3. [Data](#Data)\n",
+        "4. [Prepare remote compute and data.](#prepare_remote)\n",
+        "4. [Create the configuration and train a forecaster](#train)\n",
+        "5. [Forecasting from the trained model](#forecasting)\n",
+        "6. [Forecasting away from training data](#forecasting_away)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "This notebook demonstrates the full interface of the `forecast()` function. \n",
+        "\n",
+        "The best known and most frequent usage of `forecast` enables forecasting on test sets that immediately follows training data. \n",
+        "\n",
+        "However, in many use cases it is necessary to continue using the model for some time before retraining it. This happens especially in **high frequency forecasting** when forecasts need to be made more frequently than the model can be retrained. Examples are in Internet of Things and predictive cloud resource scaling.\n",
+        "\n",
+        "Here we show how to use the `forecast()` function when a time gap exists between training data and prediction period.\n",
+        "\n",
+        "Terminology:\n",
+        "* forecast origin: the last period when the target value is known\n",
+        "* forecast periods(s): the period(s) for which the value of the target is desired.\n",
+        "* lookback: how many past periods (before forecast origin) the model function depends on. The larger of number of lags and length of rolling window.\n",
+        "* prediction context: `lookback` periods immediately preceding the forecast origin\n",
+        "\n",
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl-forecasting-function.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Setup"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Please make sure you have followed the `configuration.ipynb` notebook so that your ML workspace information is saved in the config file."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import os\n",
+        "import pandas as pd\n",
+        "import numpy as np\n",
+        "import logging\n",
+        "import warnings\n",
+        "\n",
+        "import azureml.core\n",
+        "from azureml.core.dataset import Dataset\n",
+        "from pandas.tseries.frequencies import to_offset\n",
+        "from azureml.core.compute import AmlCompute\n",
+        "from azureml.core.compute import ComputeTarget\n",
+        "from azureml.core.runconfig import RunConfiguration\n",
+        "from azureml.core.conda_dependencies import CondaDependencies\n",
+        "\n",
+        "# Squash warning messages for cleaner output in the notebook\n",
+        "warnings.showwarning = lambda *args, **kwargs: None\n",
+        "\n",
+        "np.set_printoptions(precision=4, suppress=True, linewidth=120)"
+      ]
+    },
+    {
+      "cell_type": "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 1.35.0 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": [
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.train.automl import AutoMLConfig\n",
+        "\n",
+        "ws = Workspace.from_config()\n",
+        "\n",
+        "# choose a name for the run history container in the workspace\n",
+        "experiment_name = 'automl-forecast-function-demo'\n",
+        "\n",
+        "experiment = Experiment(ws, experiment_name)\n",
+        "\n",
+        "output = {}\n",
+        "output['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",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Data\n",
+        "For the demonstration purposes we will generate the data artificially and use them for the forecasting."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "TIME_COLUMN_NAME = 'date'\n",
+        "TIME_SERIES_ID_COLUMN_NAME = 'time_series_id'\n",
+        "TARGET_COLUMN_NAME = 'y'\n",
+        "\n",
+        "def get_timeseries(train_len: int,\n",
+        "                   test_len: int,\n",
+        "                   time_column_name: str,\n",
+        "                   target_column_name: str,\n",
+        "                   time_series_id_column_name: str,\n",
+        "                   time_series_number: int = 1,\n",
+        "                   freq: str = 'H'):\n",
+        "    \"\"\"\n",
+        "    Return the time series of designed length.\n",
+        "\n",
+        "    :param train_len: The length of training data (one series).\n",
+        "    :type train_len: int\n",
+        "    :param test_len: The length of testing data (one series).\n",
+        "    :type test_len: int\n",
+        "    :param time_column_name: The desired name of a time column.\n",
+        "    :type time_column_name: str\n",
+        "    :param time_series_number: The number of time series in the data set.\n",
+        "    :type time_series_number: int\n",
+        "    :param freq: The frequency string representing pandas offset.\n",
+        "                 see https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html\n",
+        "    :type freq: str\n",
+        "    :returns: the tuple of train and test data sets.\n",
+        "    :rtype: tuple\n",
+        "\n",
+        "    \"\"\"\n",
+        "    data_train = []  # type: List[pd.DataFrame]\n",
+        "    data_test = []  # type: List[pd.DataFrame]\n",
+        "    data_length = train_len + test_len\n",
+        "    for i in range(time_series_number):\n",
+        "        X = pd.DataFrame({\n",
+        "            time_column_name: pd.date_range(start='2000-01-01',\n",
+        "                                            periods=data_length,\n",
+        "                                            freq=freq),\n",
+        "            target_column_name: np.arange(data_length).astype(float) + np.random.rand(data_length) + i*5,\n",
+        "            'ext_predictor': np.asarray(range(42, 42 + data_length)),\n",
+        "            time_series_id_column_name: np.repeat('ts{}'.format(i), data_length)\n",
+        "        })\n",
+        "        data_train.append(X[:train_len])\n",
+        "        data_test.append(X[train_len:])\n",
+        "    X_train = pd.concat(data_train)\n",
+        "    y_train = X_train.pop(target_column_name).values\n",
+        "    X_test = pd.concat(data_test)\n",
+        "    y_test = X_test.pop(target_column_name).values\n",
+        "    return X_train, y_train, X_test, y_test\n",
+        "\n",
+        "n_test_periods = 6\n",
+        "n_train_periods = 30\n",
+        "X_train, y_train, X_test, y_test = get_timeseries(train_len=n_train_periods,\n",
+        "                                                  test_len=n_test_periods,\n",
+        "                                                  time_column_name=TIME_COLUMN_NAME,\n",
+        "                                                  target_column_name=TARGET_COLUMN_NAME,\n",
+        "                                                  time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
+        "                                                  time_series_number=2)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Let's see what the training data looks like."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_train.tail()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# plot the example time series\n",
+        "import matplotlib.pyplot as plt\n",
+        "whole_data = X_train.copy()\n",
+        "target_label = 'y'\n",
+        "whole_data[target_label] = y_train\n",
+        "for g in whole_data.groupby('time_series_id'):    \n",
+        "    plt.plot(g[1]['date'].values, g[1]['y'].values, label=g[0])\n",
+        "plt.legend()\n",
+        "plt.show()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Prepare remote compute and data. <a id=\"prepare_remote\"></a>\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 artificial 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": [
+        "# We need to save thw artificial data and then upload them to default workspace datastore.\n",
+        "DATA_PATH = \"fc_fn_data\"\n",
+        "DATA_PATH_X = \"{}/data_train.csv\".format(DATA_PATH)\n",
+        "if not os.path.isdir('data'):\n",
+        "    os.mkdir('data')\n",
+        "pd.DataFrame(whole_data).to_csv(\"data/data_train.csv\", index=False)\n",
+        "# Upload saved data to the default data store.\n",
+        "ds = ws.get_default_datastore()\n",
+        "ds.upload(src_dir='./data', target_path=DATA_PATH, overwrite=True, show_progress=True)\n",
+        "train_data = Dataset.Tabular.from_delimited_files(path=ds.path(DATA_PATH_X))"
+      ]
+    },
+    {
+      "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.\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."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "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",
+        "amlcompute_cluster_name = \"fcfn-cluster\"\n",
+        "\n",
+        "# Verify that cluster does not exist already\n",
+        "try:\n",
+        "    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_DS12_V2',\n",
+        "                                                           max_nodes=6)\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Create the configuration and train a forecaster <a id=\"train\"></a>\n",
+        "First generate the configuration, in which we:\n",
+        "* Set metadata columns: target, time column and time-series id column names.\n",
+        "* Validate our data using cross validation with rolling window method.\n",
+        "* Set normalized root mean squared error as a metric to select the best model.\n",
+        "* Set early termination to True, so the iterations through the models will stop when no improvements in accuracy score will be made.\n",
+        "* Set limitations on the length of experiment run to 15 minutes.\n",
+        "* Finally, we set the task to be forecasting.\n",
+        "* We apply the lag lead operator to the target value i.e. we use the previous values as a predictor for the future ones.\n",
+        "* [Optional] Forecast frequency parameter (freq) represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "lags = [1,2,3]\n",
+        "forecast_horizon = n_test_periods\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=TIME_COLUMN_NAME,\n",
+        "    forecast_horizon=forecast_horizon,\n",
+        "    time_series_id_column_names=[ TIME_SERIES_ID_COLUMN_NAME ],\n",
+        "    target_lags=lags,\n",
+        "    freq='H' # Set the forecast frequency to be hourly\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Run the model selection and training process.  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": [
+        "from azureml.core.workspace import Workspace\n",
+        "from azureml.core.experiment import Experiment\n",
+        "from azureml.train.automl import AutoMLConfig\n",
+        "\n",
+        "\n",
+        "automl_config = AutoMLConfig(task='forecasting',\n",
+        "                             debug_log='automl_forecasting_function.log',\n",
+        "                             primary_metric='normalized_root_mean_squared_error',\n",
+        "                             experiment_timeout_hours=0.25,\n",
+        "                             enable_early_stopping=True,\n",
+        "                             training_data=train_data,\n",
+        "                             compute_target=compute_target,\n",
+        "                             n_cross_validations=3,\n",
+        "                             verbosity = logging.INFO,\n",
+        "                             max_concurrent_iterations=4,\n",
+        "                             max_cores_per_iteration=-1,\n",
+        "                             label_column_name=target_label,\n",
+        "                             forecasting_parameters=forecasting_parameters)\n",
+        "\n",
+        "remote_run = experiment.submit(automl_config, show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Retrieve the best model to use it further.\n",
+        "_, fitted_model = remote_run.get_output()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Forecasting from the trained model <a id=\"forecasting\"></a>"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "In this section we will review the `forecast` interface for two main scenarios: forecasting right after the training data, and the more complex interface for forecasting when there is a gap (in the time sense) between training and testing data."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### X_train is directly followed by the X_test\n",
+        "\n",
+        "Let's first consider the case when the prediction period immediately follows the training data. This is typical in scenarios where we have the time to retrain the model every time we wish to forecast. Forecasts that are made on daily and slower cadence typically fall into this category. Retraining the model every time benefits the accuracy because the most recent data is often the most informative.\n",
+        "\n",
+        "![Forecasting after training](forecast_function_at_train.png)\n",
+        "\n",
+        "We use `X_test` as a **forecast request** to generate the predictions."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Typical path: X_test is known, forecast all upcoming periods"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# The data set contains hourly data, the training set ends at 01/02/2000 at 05:00\n",
+        "\n",
+        "# These are predictions we are asking the model to make (does not contain thet target column y),\n",
+        "# for 6 periods beginning with 2000-01-02 06:00, which immediately follows the training data\n",
+        "X_test"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "y_pred_no_gap, xy_nogap =  fitted_model.forecast(X_test)\n",
+        "\n",
+        "# xy_nogap contains the predictions in the _automl_target_col column.\n",
+        "# Those same numbers are output in y_pred_no_gap\n",
+        "xy_nogap"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Confidence intervals"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Forecasting model may be used for the prediction of forecasting intervals by running ```forecast_quantiles()```. \n",
+        "This method accepts the same parameters as forecast()."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "quantiles =  fitted_model.forecast_quantiles(X_test)\n",
+        "quantiles"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Distribution forecasts\n",
+        "\n",
+        "Often the figure of interest is not just the point prediction, but the prediction at some quantile of the distribution. \n",
+        "This arises when the forecast is used to control some kind of inventory, for example of grocery items or virtual machines for a cloud service. In such case, the control point is usually something like \"we want the item to be in stock and not run out 99% of the time\". This is called a \"service level\". Here is how you get quantile forecasts."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# specify which quantiles you would like \n",
+        "fitted_model.quantiles = [0.01, 0.5, 0.95]\n",
+        "# use forecast_quantiles function, not the forecast() one\n",
+        "y_pred_quantiles =  fitted_model.forecast_quantiles(X_test)\n",
+        "\n",
+        "# quantile forecasts returned in a Dataframe along with the time and time series id columns \n",
+        "y_pred_quantiles"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Destination-date forecast: \"just do something\"\n",
+        "\n",
+        "In some scenarios, the X_test is not known. The forecast is likely to be weak, because it is missing contemporaneous predictors, which we will need to impute. If you still wish to predict forward under the assumption that the last known values will be carried forward, you can forecast out to \"destination date\". The destination date still needs to fit within the forecast horizon from training."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# We will take the destination date as a last date in the test set.\n",
+        "dest = max(X_test[TIME_COLUMN_NAME])\n",
+        "y_pred_dest, xy_dest = fitted_model.forecast(forecast_destination=dest)\n",
+        "\n",
+        "# This form also shows how we imputed the predictors which were not given. (Not so well! Use with caution!)\n",
+        "xy_dest"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Forecasting away from training data <a id=\"forecasting_away\"></a>\n",
+        "\n",
+        "Suppose we trained a model, some time passed, and now we want to apply the model without re-training. If the model \"looks back\" -- uses previous values of the target -- then we somehow need to provide those values to the model.\n",
+        "\n",
+        "![Forecasting after training](forecast_function_away_from_train.png)\n",
+        "\n",
+        "The notion of forecast origin comes into play: the forecast origin is **the last period for which we have seen the target value**. This applies per time-series, so each time-series can have a different forecast origin. \n",
+        "\n",
+        "The part of data before the forecast origin is the **prediction context**. To provide the context values the model needs when it looks back, we pass definite values in `y_test` (aligned with corresponding times in `X_test`)."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# generate the same kind of test data we trained on, \n",
+        "# but now make the train set much longer, so that the test set will be in the future\n",
+        "X_context, y_context, X_away, y_away = get_timeseries(train_len=42, # train data was 30 steps long\n",
+        "                                      test_len=4,\n",
+        "                                      time_column_name=TIME_COLUMN_NAME,\n",
+        "                                      target_column_name=TARGET_COLUMN_NAME,\n",
+        "                                      time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
+        "                                      time_series_number=2)\n",
+        "\n",
+        "# end of the data we trained on\n",
+        "print(X_train.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())\n",
+        "# start of the data we want to predict on\n",
+        "print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "There is a gap of 12 hours between end of training and beginning of `X_away`. (It looks like 13 because all timestamps point to the start of the one hour periods.) Using only `X_away` will fail without adding context data for the model to consume."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "try: \n",
+        "    y_pred_away, xy_away = fitted_model.forecast(X_away)\n",
+        "    xy_away\n",
+        "except Exception as e:\n",
+        "    print(e)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "How should we read that eror message? The forecast origin is at the last time the model saw an actual value of `y` (the target). That was at the end of the training data! The model is attempting to forecast from the end of training data. But the requested forecast periods are past the forecast horizon. We need to provide a define `y` value to establish the forecast origin.\n",
+        "\n",
+        "We will use this helper function to take the required amount of context from the data preceding the testing data. It's definition is intentionally simplified to keep the idea in the clear."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "def make_forecasting_query(fulldata, time_column_name, target_column_name, forecast_origin, horizon, lookback):\n",
+        "\n",
+        "    \"\"\"\n",
+        "    This function will take the full dataset, and create the query\n",
+        "    to predict all values of the time series from the `forecast_origin`\n",
+        "    forward for the next `horizon` horizons. Context from previous\n",
+        "    `lookback` periods will be included.\n",
+        "\n",
+        "    \n",
+        "\n",
+        "    fulldata: pandas.DataFrame           a time series dataset. Needs to contain X and y.\n",
+        "    time_column_name: string             which column (must be in fulldata) is the time axis\n",
+        "    target_column_name: string           which column (must be in fulldata) is to be forecast\n",
+        "    forecast_origin: datetime type       the last time we (pretend to) have target values \n",
+        "    horizon: timedelta                   how far forward, in time units (not periods)\n",
+        "    lookback: timedelta                  how far back does the model look?\n",
+        "\n",
+        "    Example:\n",
+        "\n",
+        "\n",
+        "    ```\n",
+        "\n",
+        "    forecast_origin = pd.to_datetime('2012-09-01') + pd.DateOffset(days=5) # forecast 5 days after end of training\n",
+        "    print(forecast_origin)\n",
+        "\n",
+        "    X_query, y_query = make_forecasting_query(data, \n",
+        "                       forecast_origin = forecast_origin,\n",
+        "                       horizon = pd.DateOffset(days=7), # 7 days into the future\n",
+        "                       lookback = pd.DateOffset(days=1), # model has lag 1 period (day)\n",
+        "                      )\n",
+        "\n",
+        "    ```\n",
+        "    \"\"\"\n",
+        "\n",
+        "    X_past = fulldata[ (fulldata[ time_column_name ] > forecast_origin - lookback) &\n",
+        "                       (fulldata[ time_column_name ] <= forecast_origin)\n",
+        "                     ]\n",
+        "\n",
+        "    X_future = fulldata[ (fulldata[ time_column_name ] > forecast_origin) &\n",
+        "                         (fulldata[ time_column_name ] <= forecast_origin + horizon)\n",
+        "                       ]\n",
+        "\n",
+        "    y_past = X_past.pop(target_column_name).values.astype(np.float)\n",
+        "    y_future = X_future.pop(target_column_name).values.astype(np.float)\n",
+        "\n",
+        "    # Now take y_future and turn it into question marks\n",
+        "    y_query = y_future.copy().astype(np.float)  # because sometimes life hands you an int\n",
+        "    y_query.fill(np.NaN)\n",
+        "\n",
+        "\n",
+        "    print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
+        "    print(\"X_future is \" + str(X_future.shape) + \" - shaped\")\n",
+        "    print(\"y_past is \" + str(y_past.shape) + \" - shaped\")\n",
+        "    print(\"y_query is \" + str(y_query.shape) + \" - shaped\")\n",
+        "\n",
+        "\n",
+        "    X_pred = pd.concat([X_past, X_future])\n",
+        "    y_pred = np.concatenate([y_past, y_query])\n",
+        "    return X_pred, y_pred"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Let's see where the context data ends - it ends, by construction, just before the testing data starts."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "print(X_context.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
+        "print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
+        "X_context.tail(5)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Since the length of the lookback is 3, \n",
+        "# we need to add 3 periods from the context to the request\n",
+        "# so that the model has the data it needs\n",
+        "\n",
+        "# Put the X and y back together for a while. \n",
+        "# They like each other and it makes them happy.\n",
+        "X_context[TARGET_COLUMN_NAME] = y_context\n",
+        "X_away[TARGET_COLUMN_NAME] = y_away\n",
+        "fulldata = pd.concat([X_context, X_away])\n",
+        "\n",
+        "# forecast origin is the last point of data, which is one 1-hr period before test\n",
+        "forecast_origin = X_away[TIME_COLUMN_NAME].min() - pd.DateOffset(hours=1)\n",
+        "# it is indeed the last point of the context\n",
+        "assert forecast_origin == X_context[TIME_COLUMN_NAME].max()\n",
+        "print(\"Forecast origin: \" + str(forecast_origin))\n",
+        "      \n",
+        "# the model uses lags and rolling windows to look back in time\n",
+        "n_lookback_periods = max(lags)\n",
+        "lookback = pd.DateOffset(hours=n_lookback_periods)\n",
+        "\n",
+        "horizon = pd.DateOffset(hours=forecast_horizon)\n",
+        "\n",
+        "# now make the forecast query from context (refer to figure)\n",
+        "X_pred, y_pred = make_forecasting_query(fulldata, TIME_COLUMN_NAME, TARGET_COLUMN_NAME,\n",
+        "                                        forecast_origin, horizon, lookback)\n",
+        "\n",
+        "# show the forecast request aligned\n",
+        "X_show = X_pred.copy()\n",
+        "X_show[TARGET_COLUMN_NAME] = y_pred\n",
+        "X_show"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Note that the forecast origin is at 17:00 for both time-series, and periods from 18:00 are to be forecast."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# Now everything works\n",
+        "y_pred_away, xy_away = fitted_model.forecast(X_pred, y_pred)\n",
+        "\n",
+        "# show the forecast aligned\n",
+        "X_show = xy_away.reset_index()\n",
+        "# without the generated features\n",
+        "X_show[['date', 'time_series_id', 'ext_predictor', '_automl_target_col']]\n",
+        "# prediction is in _automl_target_col"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Forecasting farther than the forecast horizon <a id=\"recursive forecasting\"></a>\n",
+        "When the forecast destination, or the latest date in the prediction data frame, is farther into the future than the specified forecast horizon, the `forecast()` function will still make point predictions out to the later date using a recursive operation mode. Internally, the method recursively applies the regular forecaster to generate context so that we can forecast further into the future. \n",
+        "\n",
+        "To illustrate the use-case and operation of recursive forecasting, we'll consider an example with a single time-series where the forecasting period directly follows the training period and is twice as long as the forecasting horizon given at training time.\n",
+        "\n",
+        "![Recursive_forecast_overview](recursive_forecast_overview_small.png)\n",
+        "\n",
+        "Internally, we apply the forecaster in an iterative manner and finish the forecast task in two interations. In the first iteration, we apply the forecaster and get the prediction for the first forecast-horizon periods (y_pred1). In the second iteraction, y_pred1 is used as the context to produce the prediction for the next forecast-horizon periods (y_pred2). The combination of (y_pred1 and y_pred2) gives the results for the total forecast periods. \n",
+        "\n",
+        "A caveat: forecast accuracy will likely be worse the farther we predict into the future since errors are compounded with recursive application of the forecaster.\n",
+        "\n",
+        "![Recursive_forecast_iter1](recursive_forecast_iter1.png)\n",
+        "![Recursive_forecast_iter2](recursive_forecast_iter2.png)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# generate the same kind of test data we trained on, but with a single time-series and test period twice as long\n",
+        "# as the forecast_horizon.\n",
+        "_, _, X_test_long, y_test_long = get_timeseries(train_len=n_train_periods,\n",
+        "                                                  test_len=forecast_horizon*2,\n",
+        "                                                  time_column_name=TIME_COLUMN_NAME,\n",
+        "                                                  target_column_name=TARGET_COLUMN_NAME,\n",
+        "                                                  time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
+        "                                                  time_series_number=1)\n",
+        "\n",
+        "print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())\n",
+        "print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# forecast() function will invoke the recursive forecast method internally.\n",
+        "y_pred_long, X_trans_long = fitted_model.forecast(X_test_long)\n",
+        "y_pred_long"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# What forecast() function does in this case is equivalent to iterating it twice over the test set as the following. \n",
+        "y_pred1, _ = fitted_model.forecast(X_test_long[:forecast_horizon])\n",
+        "y_pred_all, _ = fitted_model.forecast(X_test_long, np.concatenate((y_pred1, np.full(forecast_horizon, np.nan))))\n",
+        "np.array_equal(y_pred_all, y_pred_long)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Confidence interval and distributional forecasts\n",
+        "AutoML cannot currently estimate forecast errors beyond the forecast horizon set during training, so the `forecast_quantiles()` function will return missing values for quantiles not equal to 0.5 beyond the forecast horizon. "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "fitted_model.forecast_quantiles(X_test_long)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Similarly with the simple senarios illustrated above, forecasting farther than the forecast horizon in other senarios like 'multiple time-series', 'Destination-date forecast', and 'forecast away from the training data' are also automatically handled by the `forecast()` function. "
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "jialiu"
+      }
+    ],
+    "category": "tutorial",
+    "compute": [
+      "Remote"
+    ],
+    "datasets": [
+      "None"
+    ],
+    "deployment": [
+      "None"
+    ],
+    "exclude_from_index": false,
+    "framework": [
+      "Azure ML AutoML"
+    ],
+    "friendly_name": "Forecasting away from training data",
+    "index_order": 3,
+    "kernelspec": {
+      "display_name": "Python 3.6",
+      "language": "python",
+      "name": "python36"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.8"
+    },
+    "tags": [
+      "Forecasting",
+      "Confidence Intervals"
+    ],
+    "task": "Forecasting"
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/forecasting-forecast-function/auto-ml-forecasting-function.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-function
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.ipynb

@@ -0,0 +1,648 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
+        "\n",
+        "Licensed under the MIT License."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Hierarchical Time Series - Automated ML\n",
+        "**_Generate hierarchical time series forecasts with Automated Machine Learning_**\n",
+        "\n",
+        "---"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "For this notebook we are using a synthetic dataset portraying sales data to predict the the quantity of a vartiety of product skus across several states, stores, and product categories.\n",
+        "\n",
+        "**NOTE: There are limits on how many runs we can do in parallel per workspace, and we currently recommend to set the parallelism to maximum of 320 runs per experiment per workspace. If users want to have more parallelism and increase this limit they might encounter Too Many Requests errors (HTTP 429).**"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Prerequisites\n",
+        "You'll need to create a compute Instance by following the instructions in the [EnvironmentSetup.md](../Setup_Resources/EnvironmentSetup.md)."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 1.0 Set up workspace, datastore, experiment"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613003526897
+        }
+      },
+      "outputs": [],
+      "source": [
+        "import azureml.core\n",
+        "from azureml.core import Workspace, Datastore\n",
+        "import pandas as pd\n",
+        "\n",
+        "# Set up your workspace\n",
+        "ws = Workspace.from_config()\n",
+        "ws.get_details()\n",
+        "\n",
+        "# Set up your datastores\n",
+        "dstore = ws.get_default_datastore()\n",
+        "\n",
+        "output = {}\n",
+        "output['SDK version'] = azureml.core.VERSION\n",
+        "output['Subscription ID'] = ws.subscription_id\n",
+        "output['Workspace'] = ws.name\n",
+        "output['Resource Group'] = ws.resource_group\n",
+        "output['Location'] = ws.location\n",
+        "output['Default datastore name'] = dstore.name\n",
+        "pd.set_option('display.max_colwidth', -1)\n",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Choose an experiment"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613003540729
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core import Experiment\n",
+        "\n",
+        "experiment = Experiment(ws, 'automl-hts')\n",
+        "\n",
+        "print('Experiment name: ' + experiment.name)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 2.0 Data\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "source": [
+        "### Upload local csv files to datastore\n",
+        "You can upload your train and inference csv files to the default datastore in your workspace. \n",
+        "\n",
+        "A Datastore is a place where data can be stored that is then made accessible to a compute either by means of mounting or copying the data to the compute target.\n",
+        "Please refer to [Datastore](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.datastore.datastore?view=azure-ml-py) documentation on how to access data from Datastore."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "datastore_path = \"hts-sample\""
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "datastore = ws.get_default_datastore()\n",
+        "datastore"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613005886349
+        },
+        "jupyter": {
+          "outputs_hidden": false,
+          "source_hidden": false
+        },
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "outputs": [],
+      "source": [
+        "datastore.upload(src_dir='./Data/', target_path=datastore_path, overwrite=True, show_progress=True) "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Create the TabularDatasets \n",
+        "\n",
+        "Datasets in Azure Machine Learning are references to specific data in a Datastore. The data can be retrieved as a [TabularDatasets](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py)."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007017296
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core.dataset import Dataset\n",
+        "train_ds = Dataset.Tabular.from_delimited_files(path=datastore.path(\"hts-sample/hts-sample-train.csv\"), validate=False) \n",
+        "inference_ds = Dataset.Tabular.from_delimited_files(path=datastore.path(\"hts-sample/hts-sample-test.csv\"), validate=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Register the TabularDatasets to the Workspace \n",
+        "Finally, register the dataset to your Workspace so it can be called as an input into the training pipeline in the next notebook. We will use the inference dataset as part of the forecasting pipeline. The step need only be completed once."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "registered_train = train_ds.register(ws, \"hts-sales-train\")\n",
+        "registered_inference = inference_ds.register(ws, \"hts-sales-test\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 3.0 Build the training pipeline\n",
+        "Now that the dataset, WorkSpace, and datastore are set up, we can put together a pipeline for training.\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."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Choose a compute target\n",
+        "\n",
+        "You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
+        "\n",
+        "\\*\\*Creation of AmlCompute takes approximately 5 minutes.**\n",
+        "\n",
+        "If the AmlCompute with that name is already in your workspace this code will skip the creation process. 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/how-to-manage-quotas) on the default limits and how to request more quota."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007037308
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "\n",
+        "# Name your cluster\n",
+        "compute_name = \"hts-compute\"\n",
+        "\n",
+        "\n",
+        "if compute_name in ws.compute_targets:\n",
+        "    compute_target = ws.compute_targets[compute_name]\n",
+        "    if compute_target and type(compute_target) is AmlCompute:\n",
+        "        print('Found compute target: ' + compute_name)\n",
+        "else:\n",
+        "    print('Creating a new compute target...')\n",
+        "    provisioning_config = AmlCompute.provisioning_configuration(vm_size= \"STANDARD_D16S_V3\",\n",
+        "                                                                max_nodes=20)\n",
+        "    # Create the compute target\n",
+        "    compute_target = ComputeTarget.create(\n",
+        "        ws, compute_name, provisioning_config)\n",
+        "\n",
+        "    # Can poll for a minimum number of nodes and for a specific timeout.\n",
+        "    # If no min node count is provided it will use the scale settings for the cluster\n",
+        "    compute_target.wait_for_completion(\n",
+        "        show_output=True, min_node_count=None, timeout_in_minutes=20)\n",
+        "\n",
+        "    # For a more detailed view of current cluster status, use the 'status' property\n",
+        "    print(compute_target.status.serialize())"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Set up training parameters\n",
+        "\n",
+        "This dictionary defines the AutoML and hierarchy settings. For this forecasting task we need to define several settings inncluding the name of the time column, the maximum forecast horizon, the hierarchy definition, and the level of the hierarchy at which to train.\n",
+        "\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **task**                           | forecasting |\n",
+        "| **primary_metric**                 | This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i> |\n",
+        "| **blocked_models**                 | Blocked models won't be used by AutoML. |\n",
+        "| **iteration_timeout_minutes**      | Maximum amount of time in minutes that the model can train. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **iterations**                     | Number of models to train. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **label_column_name**              | The name of the label column. |\n",
+        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **enable_early_stopping**          | Flag to enable early termination if the score is not improving in the short term. |\n",
+        "| **time_column_name**               | The name of your time column. |\n",
+        "| **hierarchy_column_names**         | The names of columns that define the hierarchical structure of the data from highest level to most granular. |\n",
+        "| **training_level**                 | The level of the hierarchy to be used for training models. |\n",
+        "| **enable_engineered_explanations** | Engineered feature explanations will be downloaded if enable_engineered_explanations flag is set to True. By default it is set to False to save storage space. |\n",
+        "| **time_series_id_column_name**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **track_child_runs**               | Flag to disable tracking of child runs. Only best run is tracked if the flag is set to False (this includes the model and metrics of the run). |\n",
+        "| **pipeline_fetch_max_batch_size**  | Determines how many pipelines (training algorithms) to fetch at a time for training, this helps reduce throttling when training at large scale. |\n",
+        "| **model_explainability**           | Flag to disable explaining the best automated ML model at the end of all training iterations. The default is True and will block non-explainable models which may impact the forecast accuracy. For more information, see [Interpretability: model explanations in automated machine learning](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-machine-learning-interpretability-automl). |"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007061544
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.train.automl.runtime._hts.hts_parameters import HTSTrainParameters\n",
+        "\n",
+        "model_explainability = True\n",
+        "\n",
+        "engineered_explanations = False\n",
+        "# Define your hierarchy. Adjust the settings below based on your dataset.\n",
+        "hierarchy = [\"state\", \"store_id\", \"product_category\", \"SKU\"]\n",
+        "training_level = \"SKU\"\n",
+        "\n",
+        "# Set your forecast parameters. Adjust the settings below based on your dataset.\n",
+        "time_column_name = \"date\"\n",
+        "label_column_name = \"quantity\"\n",
+        "forecast_horizon = 7\n",
+        "\n",
+        "\n",
+        "automl_settings = {\n",
+        "    \"task\" : \"forecasting\",\n",
+        "    \"primary_metric\" : \"normalized_root_mean_squared_error\",\n",
+        "    \"label_column_name\": label_column_name,\n",
+        "    \"time_column_name\": time_column_name,\n",
+        "    \"forecast_horizon\": forecast_horizon,\n",
+        "    \"hierarchy_column_names\": hierarchy,\n",
+        "    \"hierarchy_training_level\": training_level,\n",
+        "    \"track_child_runs\": False,\n",
+        "    \"pipeline_fetch_max_batch_size\": 15,\n",
+        "    \"model_explainability\": model_explainability,\n",
+        "    # The following settings are specific to this sample and should be adjusted according to your own needs.\n",
+        "    \"iteration_timeout_minutes\" : 10,\n",
+        "    \"iterations\" : 10,\n",
+        "    \"n_cross_validations\": 2\n",
+        "}\n",
+        "\n",
+        "hts_parameters = HTSTrainParameters(\n",
+        "    automl_settings=automl_settings,\n",
+        "    hierarchy_column_names=hierarchy,\n",
+        "    training_level=training_level,\n",
+        "    enable_engineered_explanations=engineered_explanations\n",
+        ")\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Set up hierarchy training pipeline"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Parallel run step is leveraged to train the hierarchy. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The `process_count_per_node` is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
+        "\n",
+        "* **experiment:** The experiment used for training.\n",
+        "* **train_data:** The tabular dataset to be used as input to the training run.\n",
+        "* **node_count:** The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long.\n",
+        "* **process_count_per_node:** Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node or optimal performance.\n",
+        "* **train_pipeline_parameters:** The set of configuration parameters defined in the previous section. \n",
+        "\n",
+        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.automl.pipeline.steps import AutoMLPipelineBuilder\n",
+        "\n",
+        "\n",
+        "training_pipeline_steps = AutoMLPipelineBuilder.get_many_models_train_steps(\n",
+        "    experiment=experiment,\n",
+        "    train_data=registered_train,\n",
+        "    compute_target=compute_target,\n",
+        "    node_count=2,\n",
+        "    process_count_per_node=8,\n",
+        "    train_pipeline_parameters=hts_parameters,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Pipeline\n",
+        "\n",
+        "training_pipeline = Pipeline(ws, steps=training_pipeline_steps)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Submit the pipeline to run\n",
+        "Next we submit our pipeline to run. The whole training pipeline takes about 1h 11m using a Standard_D12_V2 VM with our current ParallelRunConfig setting."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_run = experiment.submit(training_pipeline)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Check the run status, if training_run is in completed state, continue to forecasting. If training_run is in another state, check the portal for failures."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### [Optional] Get the explanations\n",
+        "First we need to download the explanations to the local disk."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "if model_explainability:\n",
+        "    expl_output = training_run.get_pipeline_output(\"explanations\")\n",
+        "    expl_output.download(\"training_explanations\")\n",
+        "else:\n",
+        "    print(\"Model explanations are available only if model_explainability is set to True.\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The explanations are downloaded to the \"training_explanations/azureml\" directory."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import os\n",
+        "\n",
+        "if model_explainability:\n",
+        "    explanations_dirrectory = os.listdir(os.path.join('training_explanations', 'azureml'))\n",
+        "    if len(explanations_dirrectory) > 1:\n",
+        "        print(\"Warning! The directory contains multiple explanations, only the first one will be displayed.\")\n",
+        "    print('The explanations are located at {}.'.format(explanations_dirrectory[0]))\n",
+        "    # Now we will list all the explanations.\n",
+        "    explanation_path = os.path.join('training_explanations', 'azureml', explanations_dirrectory[0], 'training_explanations')\n",
+        "    print(\"Available explanations\")\n",
+        "    print(\"==============================\")\n",
+        "    print(\"\\n\".join(os.listdir(explanation_path)))\n",
+        "else:\n",
+        "    print(\"Model explanations are available only if model_explainability is set to True.\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "View the explanations on \"state\" level."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from IPython.display import display\n",
+        "\n",
+        "explanation_type = 'raw'\n",
+        "level = 'state'\n",
+        "\n",
+        "if model_explainability:\n",
+        "    display(pd.read_csv(os.path.join(explanation_path, \"{}_explanations_{}.csv\").format(explanation_type, level)))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 5.0 Forecasting\n",
+        "For hierarchical forecasting we need to provide the HTSInferenceParameters object.\n",
+        "#### HTSInferenceParameters arguments\n",
+        "* **hierarchy_forecast_level:** The default level of the hierarchy to produce prediction/forecast on.\n",
+        "* **allocation_method:** \\[Optional] The disaggregation method to use if the hierarchy forecast level specified is below the define hierarchy training level. <br><i>(average historical proportions) 'average_historical_proportions'</i><br><i>(proportions of the historical averages) 'proportions_of_historical_average'</i>\n",
+        "\n",
+        "#### get_many_models_batch_inference_steps arguments\n",
+        "* **experiment:** The experiment used for inference run.\n",
+        "* **inference_data:** The data to use for inferencing. It should be the same schema as used for training.\n",
+        "* **compute_target:** The compute target that runs the inference pipeline.\n",
+        "* **node_count:** The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku).\n",
+        "* **process_count_per_node:** The number of processes per node.\n",
+        "* **train_run_id:** \\[Optional] The run id of the hierarchy training, by default it is the latest successful training hts run in the experiment.\n",
+        "* **train_experiment_name:** \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline.\n",
+        "* **process_count_per_node:** \\[Optional] The number of processes per node, by default it's 4."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.train.automl.runtime._hts.hts_parameters import HTSInferenceParameters\n",
+        "\n",
+        "inference_parameters = HTSInferenceParameters(\n",
+        "    hierarchy_forecast_level=\"store_id\", # The setting is specific to this dataset and should be changed based on your dataset.\n",
+        "    allocation_method=\"proportions_of_historical_average\"\n",
+        ")\n",
+        "\n",
+        "steps = AutoMLPipelineBuilder.get_many_models_batch_inference_steps(\n",
+        "    experiment=experiment,\n",
+        "    inference_data=registered_inference,\n",
+        "    compute_target=compute_target,\n",
+        "    inference_pipeline_parameters=inference_parameters,\n",
+        "    node_count=2,\n",
+        "    process_count_per_node=8\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Pipeline\n",
+        "\n",
+        "inference_pipeline = Pipeline(ws, steps=steps)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_run = experiment.submit(inference_pipeline)\n",
+        "inference_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Retrieve results\n",
+        "\n",
+        "Forecast results can be retrieved through the following code. The prediction results summary and the actual predictions are downloaded the \"forecast_results\" folder"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "forecasts = inference_run.get_pipeline_output(\"forecasts\")\n",
+        "forecasts.download(\"forecast_results\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Resbumit the Pipeline\n",
+        "\n",
+        "The inference pipeline can be submitted with different configurations."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_run = experiment.submit(inference_pipeline, pipeline_parameters={\"hierarchy_forecast_level\": \"state\"})\n",
+        "inference_run.wait_for_completion(show_output=False)"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "jialiu"
+      }
+    ],
+    "categories": [
+      "how-to-use-azureml",
+      "automated-machine-learning"
+    ],
+    "kernelspec": {
+      "display_name": "Python 3.6",
+      "language": "python",
+      "name": "python36"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.8"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 4
+}

how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-hierarchical-timeseries
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-many-models/auto-ml-forecasting-many-models.ipynb

@@ -0,0 +1,717 @@
+{
+  "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-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Many Models - Automated ML\n",
+        "**_Generate many models time series forecasts with Automated Machine Learning_**\n",
+        "\n",
+        "---"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "For this notebook we are using a synthetic dataset portraying sales data to predict the the quantity of a vartiety of product skus across several states, stores, and product categories.\n",
+        "\n",
+        "**NOTE: There are limits on how many runs we can do in parallel per workspace, and we currently recommend to set the parallelism to maximum of 320 runs per experiment per workspace. If users want to have more parallelism and increase this limit they might encounter Too Many Requests errors (HTTP 429).**"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Prerequisites\n",
+        "You'll need to create a compute Instance by following the instructions in the [EnvironmentSetup.md](../Setup_Resources/EnvironmentSetup.md)."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 1.0 Set up workspace, datastore, experiment"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613003526897
+        }
+      },
+      "outputs": [],
+      "source": [
+        "import azureml.core\n",
+        "from azureml.core import Workspace, Datastore\n",
+        "import pandas as pd\n",
+        "\n",
+        "# Set up your workspace\n",
+        "ws = Workspace.from_config()\n",
+        "ws.get_details()\n",
+        "\n",
+        "# Set up your datastores\n",
+        "dstore = ws.get_default_datastore()\n",
+        "\n",
+        "output = {}\n",
+        "output['SDK version'] = azureml.core.VERSION\n",
+        "output['Subscription ID'] = ws.subscription_id\n",
+        "output['Workspace'] = ws.name\n",
+        "output['Resource Group'] = ws.resource_group\n",
+        "output['Location'] = ws.location\n",
+        "output['Default datastore name'] = dstore.name\n",
+        "pd.set_option('display.max_colwidth', -1)\n",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Choose an experiment"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613003540729
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core import Experiment\n",
+        "\n",
+        "experiment = Experiment(ws, 'automl-many-models')\n",
+        "\n",
+        "print('Experiment name: ' + experiment.name)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 2.0 Data\n",
+        "\n",
+        "This notebook uses simulated orange juice sales data to walk you through the process of training many models on Azure Machine Learning using Automated ML. \n",
+        "\n",
+        "The time series data used in this example was simulated based on the University of Chicago's Dominick's Finer Foods dataset which featured two years of sales of 3 different orange juice brands for individual stores. The full simulated dataset includes 3,991 stores with 3 orange juice brands each thus allowing 11,973 models to be trained to showcase the power of the many models pattern.\n",
+        "\n",
+        "  \n",
+        "In this notebook, two datasets will be created: one with all 11,973 files and one with only 10 files that can be used to quickly test and debug. For each dataset, you'll be walked through the process of:\n",
+        "\n",
+        "1. Registering the blob container as a Datastore to the Workspace\n",
+        "2. Registering a tabular dataset to the Workspace"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "source": [
+        "### 2.1 Data Preparation\n",
+        "The OJ data is available in the public blob container. The data is split to be used for training and for inferencing. For the current dataset, the data was split on time column ('WeekStarting') before and after '1992-5-28' .\n",
+        "\n",
+        "The container has\n",
+        "<ol>\n",
+        "    <li><b>'oj-data-tabular'</b> and <b>'oj-inference-tabular'</b> folders that contains training and inference data respectively for the 11,973 models. </li>\n",
+        "    <li>It also has <b>'oj-data-small-tabular'</b> and <b>'oj-inference-small-tabular'</b> folders that has training and inference data for 10 models.</li>\n",
+        "</ol>\n",
+        "\n",
+        "To create the [TabularDataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabular_dataset.tabulardataset?view=azure-ml-py) needed for the ParallelRunStep, you first need to register the blob container to the workspace."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "source": [
+        "<b> To use your own data, put your own data in a blobstore folder. As shown it can be one file or multiple files. We can then register datastore using that blob as shown below.\n",
+        "    \n",
+        "<h3> How sample data in blob store looks like</h3>\n",
+        "\n",
+        "['oj-data-tabular'](https://ms.portal.azure.com/#blade/Microsoft_Azure_Storage/ContainerMenuBlade/overview/storageAccountId/%2Fsubscriptions%2F102a16c3-37d3-48a8-9237-4c9b1e8e80e0%2FresourceGroups%2FAutoMLSampleNotebooksData%2Fproviders%2FMicrosoft.Storage%2FstorageAccounts%2Fautomlsamplenotebookdata/path/automl-sample-notebook-data/etag/%220x8D84EAA65DE50B7%22/defaultEncryptionScope/%24account-encryption-key/denyEncryptionScopeOverride//defaultId//publicAccessVal/Container)</b>\n",
+        "![image-4.png](mm-1.png)\n",
+        "\n",
+        "['oj-inference-tabular'](https://ms.portal.azure.com/#blade/Microsoft_Azure_Storage/ContainerMenuBlade/overview/storageAccountId/%2Fsubscriptions%2F102a16c3-37d3-48a8-9237-4c9b1e8e80e0%2FresourceGroups%2FAutoMLSampleNotebooksData%2Fproviders%2FMicrosoft.Storage%2FstorageAccounts%2Fautomlsamplenotebookdata/path/automl-sample-notebook-data/etag/%220x8D84EAA65DE50B7%22/defaultEncryptionScope/%24account-encryption-key/denyEncryptionScopeOverride//defaultId//publicAccessVal/Container)\n",
+        "![image-3.png](mm-2.png)\n",
+        "\n",
+        "['oj-data-small-tabular'](https://ms.portal.azure.com/#blade/Microsoft_Azure_Storage/ContainerMenuBlade/overview/storageAccountId/%2Fsubscriptions%2F102a16c3-37d3-48a8-9237-4c9b1e8e80e0%2FresourceGroups%2FAutoMLSampleNotebooksData%2Fproviders%2FMicrosoft.Storage%2FstorageAccounts%2Fautomlsamplenotebookdata/path/automl-sample-notebook-data/etag/%220x8D84EAA65DE50B7%22/defaultEncryptionScope/%24account-encryption-key/denyEncryptionScopeOverride//defaultId//publicAccessVal/Container)\n",
+        "\n",
+        "![image-5.png](mm-3.png)\n",
+        "\n",
+        "['oj-inference-small-tabular'](https://ms.portal.azure.com/#blade/Microsoft_Azure_Storage/ContainerMenuBlade/overview/storageAccountId/%2Fsubscriptions%2F102a16c3-37d3-48a8-9237-4c9b1e8e80e0%2FresourceGroups%2FAutoMLSampleNotebooksData%2Fproviders%2FMicrosoft.Storage%2FstorageAccounts%2Fautomlsamplenotebookdata/path/automl-sample-notebook-data/etag/%220x8D84EAA65DE50B7%22/defaultEncryptionScope/%24account-encryption-key/denyEncryptionScopeOverride//defaultId//publicAccessVal/Container)\n",
+        "![image-6.png](mm-4.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### 2.2 Register the blob container as DataStore\n",
+        "\n",
+        "A Datastore is a place where data can be stored that is then made accessible to a compute either by means of mounting or copying the data to the compute target.\n",
+        "\n",
+        "Please refer to [Datastore](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.datastore(class)?view=azure-ml-py) documentation on how to access data from Datastore.\n",
+        "\n",
+        "In this next step, we will be registering blob storage as datastore to the Workspace."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core import Datastore\n",
+        "\n",
+        "# Please change the following to point to your own blob container and pass in account_key\n",
+        "blob_datastore_name = \"automl_many_models\"\n",
+        "container_name = \"automl-sample-notebook-data\"\n",
+        "account_name = \"automlsamplenotebookdata\"\n",
+        "\n",
+        "oj_datastore = Datastore.register_azure_blob_container(workspace=ws, \n",
+        "                                                       datastore_name=blob_datastore_name, \n",
+        "                                                       container_name=container_name,\n",
+        "                                                       account_name=account_name,\n",
+        "                                                       create_if_not_exists=True) "
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### 2.3 Using tabular datasets \n",
+        "\n",
+        "Now that the datastore is available from the Workspace, [TabularDataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabular_dataset.tabulardataset?view=azure-ml-py) can be created. Datasets in Azure Machine Learning are references to specific data in a Datastore.  We are using TabularDataset, so that users who have their data which can be in one or many files (*.parquet or *.csv) and have not split up data according to group columns needed for training, can do so using out of box support for 'partiion_by' feature of TabularDataset shown in section 5.0 below."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007017296
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core import Dataset\n",
+        "\n",
+        "ds_name_small = 'oj-data-small-tabular'\n",
+        "input_ds_small = Dataset.Tabular.from_delimited_files(path=oj_datastore.path(ds_name_small + '/'), validate=False)\n",
+        "\n",
+        "inference_name_small = 'oj-inference-small-tabular'\n",
+        "inference_ds_small = Dataset.Tabular.from_delimited_files(path=oj_datastore.path(inference_name_small + '/'), validate=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 3.0 Build the training pipeline\n",
+        "Now that the dataset, WorkSpace, and datastore are set up, we can put together a pipeline for training.\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."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Choose a compute target\n",
+        "\n",
+        "You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
+        "\n",
+        "\\*\\*Creation of AmlCompute takes approximately 5 minutes.**\n",
+        "\n",
+        "If the AmlCompute with that name is already in your workspace this code will skip the creation process. 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/how-to-manage-quotas) on the default limits and how to request more quota."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007037308
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "\n",
+        "# Name your cluster\n",
+        "compute_name = \"mm-compute\"\n",
+        "\n",
+        "\n",
+        "if compute_name in ws.compute_targets:\n",
+        "    compute_target = ws.compute_targets[compute_name]\n",
+        "    if compute_target and type(compute_target) is AmlCompute:\n",
+        "        print('Found compute target: ' + compute_name)\n",
+        "else:\n",
+        "    print('Creating a new compute target...')\n",
+        "    provisioning_config = AmlCompute.provisioning_configuration(vm_size= \"STANDARD_D16S_V3\",\n",
+        "                                                                max_nodes=20)\n",
+        "    # Create the compute target\n",
+        "    compute_target = ComputeTarget.create(\n",
+        "        ws, compute_name, provisioning_config)\n",
+        "\n",
+        "    # Can poll for a minimum number of nodes and for a specific timeout.\n",
+        "    # If no min node count is provided it will use the scale settings for the cluster\n",
+        "    compute_target.wait_for_completion(\n",
+        "        show_output=True, min_node_count=None, timeout_in_minutes=20)\n",
+        "\n",
+        "    # For a more detailed view of current cluster status, use the 'status' property\n",
+        "    print(compute_target.status.serialize())"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Set up training parameters\n",
+        "\n",
+        "This dictionary defines the AutoML and many models settings. For this forecasting task we need to define several settings inncluding the name of the time column, the maximum forecast horizon, and the partition column name definition.\n",
+        "\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **task**                           | forecasting |\n",
+        "| **primary_metric**                 | This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i> |\n",
+        "| **blocked_models**                 | Blocked models won't be used by AutoML. |\n",
+        "| **iteration_timeout_minutes**      | Maximum amount of time in minutes that the model can train. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **iterations**                     | Number of models to train. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **label_column_name**              | The name of the label column. |\n",
+        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **enable_early_stopping**          | Flag to enable early termination if the score is not improving in the short term. |\n",
+        "| **time_column_name**               | The name of your time column. |\n",
+        "| **enable_engineered_explanations** | Engineered feature explanations will be downloaded if enable_engineered_explanations flag is set to True. By default it is set to False to save storage space. |\n",
+        "| **time_series_id_column_name**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **track_child_runs**               | Flag to disable tracking of child runs. Only best run is tracked if the flag is set to False (this includes the model and metrics of the run). |\n",
+        "| **pipeline_fetch_max_batch_size**  | Determines how many pipelines (training algorithms) to fetch at a time for training, this helps reduce throttling when training at large scale. |\n",
+        "| **partition_column_names**         | The names of columns used to group your models. For timeseries, the groups must not split up individual time-series. That is, each group must contain one or more whole time-series. |"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "gather": {
+          "logged": 1613007061544
+        }
+      },
+      "outputs": [],
+      "source": [
+        "from azureml.train.automl.runtime._many_models.many_models_parameters import ManyModelsTrainParameters\n",
+        "\n",
+        "partition_column_names = ['Store', 'Brand']\n",
+        "automl_settings = {\n",
+        "    \"task\" : 'forecasting',\n",
+        "    \"primary_metric\" : 'normalized_root_mean_squared_error',\n",
+        "    \"iteration_timeout_minutes\" : 10, # This needs to be changed based on the dataset. We ask customer to explore how long training is taking before settings this value\n",
+        "    \"iterations\" : 15,\n",
+        "    \"experiment_timeout_hours\" : 0.25,\n",
+        "    \"label_column_name\" : 'Quantity',\n",
+        "    \"n_cross_validations\" : 3,\n",
+        "    \"time_column_name\": 'WeekStarting',\n",
+        "    \"drop_column_names\": 'Revenue',\n",
+        "    \"max_horizon\" : 6,\n",
+        "    \"grain_column_names\": partition_column_names,\n",
+        "    \"track_child_runs\": False,\n",
+        "}\n",
+        "\n",
+        "mm_paramters = ManyModelsTrainParameters(automl_settings=automl_settings, partition_column_names=partition_column_names)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Set up many models pipeline"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Parallel run step is leveraged to train multiple models at once. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The process_count_per_node is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
+        "\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **experiment**                     | The experiment used for training. |\n",
+        "| **train_data**                     | The file dataset to be used as input to the training run. |\n",
+        "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long. |\n",
+        "| **process_count_per_node**         | Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node or optimal performance. |\n",
+        "| **train_pipeline_parameters**      | The set of configuration parameters defined in the previous section. |\n",
+        "\n",
+        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.automl.pipeline.steps import AutoMLPipelineBuilder\n",
+        "\n",
+        "\n",
+        "training_pipeline_steps = AutoMLPipelineBuilder.get_many_models_train_steps(\n",
+        "    experiment=experiment,\n",
+        "    train_data=input_ds_small,\n",
+        "    compute_target=compute_target,\n",
+        "    node_count=2,\n",
+        "    process_count_per_node=8,\n",
+        "    run_invocation_timeout=920,\n",
+        "    train_pipeline_parameters=mm_paramters,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Pipeline\n",
+        "\n",
+        "training_pipeline = Pipeline(ws, steps=training_pipeline_steps)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Submit the pipeline to run\n",
+        "Next we submit our pipeline to run. The whole training pipeline takes about 40m using a STANDARD_D16S_V3 VM with our current ParallelRunConfig setting."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_run = experiment.submit(training_pipeline)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Check the run status, if training_run is in completed state, continue to forecasting. If training_run is in another state, check the portal for failures."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 5.0 Publish and schedule the train pipeline (Optional)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 5.1 Publish the pipeline\n",
+        "\n",
+        "Once you have a pipeline you're happy with, you can publish a pipeline so you can call it programmatically later on. See this [tutorial](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-create-your-first-pipeline#publish-a-pipeline) for additional information on publishing and calling pipelines."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# published_pipeline = training_pipeline.publish(name = 'automl_train_many_models',\n",
+        "#                                                description = 'train many models',\n",
+        "#                                                version = '1',\n",
+        "#                                                continue_on_step_failure = False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 7.2 Schedule the pipeline\n",
+        "You can also [schedule the pipeline](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-schedule-pipelines) to run on a time-based or change-based schedule. This could be used to automatically retrain models every month or based on another trigger such as data drift."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# from azureml.pipeline.core import Schedule, ScheduleRecurrence\n",
+        "    \n",
+        "# training_pipeline_id = published_pipeline.id\n",
+        "\n",
+        "# recurrence = ScheduleRecurrence(frequency=\"Month\", interval=1, start_time=\"2020-01-01T09:00:00\")\n",
+        "# recurring_schedule = Schedule.create(ws, name=\"automl_training_recurring_schedule\", \n",
+        "#                                      description=\"Schedule Training Pipeline to run on the first day of every month\",\n",
+        "#                                      pipeline_id=training_pipeline_id, \n",
+        "#                                      experiment_name=experiment.name, \n",
+        "#                                      recurrence=recurrence)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 6.0 Forecasting"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Set up output dataset for inference data\n",
+        "Output of inference can be represented as [OutputFileDatasetConfig](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.output_dataset_config.outputdatasetconfig?view=azure-ml-py) object and OutputFileDatasetConfig can be registered as a dataset. "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.data import OutputFileDatasetConfig\n",
+        "output_inference_data_ds = OutputFileDatasetConfig(name='many_models_inference_output', destination=(dstore, 'oj/inference_data/')).register_on_complete(name='oj_inference_data_ds')"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "For many models we need to provide the ManyModelsInferenceParameters object.\n",
+        "\n",
+        "#### ManyModelsInferenceParameters arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **partition_column_names**         | List of column names that identifies groups.                                           |\n",
+        "| **target_column_name**             | \\[Optional] Column name only if the inference dataset has the target. |\n",
+        "| **time_column_name**               | \\[Optional] Column name only if it is timeseries. |\n",
+        "| **many_models_run_id**             | \\[Optional] Many models run id where models were trained. |\n",
+        "\n",
+        "#### get_many_models_batch_inference_steps arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **experiment**                     | The experiment used for inference run. |\n",
+        "| **inference_data**                 | The data to use for inferencing. It should be the same schema as used for training.\n",
+        "| **compute_target** The compute target that runs the inference pipeline.|\n",
+        "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku). |\n",
+        "| **process_count_per_node** The number of processes per node.\n",
+        "| **train_run_id**                   | \\[Optional] The run id of the hierarchy training, by default it is the latest successful training many model run in the experiment. |\n",
+        "| **train_experiment_name**          | \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
+        "| **process_count_per_node**         | \\[Optional] The number of processes per node, by default it's 4. |"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.automl.pipeline.steps import AutoMLPipelineBuilder\n",
+        "from azureml.train.automl.runtime._many_models.many_models_parameters import ManyModelsInferenceParameters\n",
+        "\n",
+        "mm_parameters = ManyModelsInferenceParameters(\n",
+        "    partition_column_names=['Store', 'Brand'],\n",
+        "    time_column_name=\"WeekStarting\",\n",
+        "    target_column_name=\"Quantity\"\n",
+        ")\n",
+        "\n",
+        "inference_steps = AutoMLPipelineBuilder.get_many_models_batch_inference_steps(\n",
+        "    experiment=experiment,\n",
+        "    inference_data=inference_ds_small,\n",
+        "    node_count=2,\n",
+        "    process_count_per_node=8,\n",
+        "    compute_target=compute_target,\n",
+        "    run_invocation_timeout=300,\n",
+        "    output_datastore=output_inference_data_ds,\n",
+        "    train_run_id=training_run.id,\n",
+        "    train_experiment_name=training_run.experiment.name,\n",
+        "    inference_pipeline_parameters=mm_parameters,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import Pipeline\n",
+        "\n",
+        "inference_pipeline = Pipeline(ws, steps=inference_steps)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_run = experiment.submit(inference_pipeline)\n",
+        "inference_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Retrieve results\n",
+        "\n",
+        "The forecasting pipeline forecasts the orange juice quantity for a Store by Brand. The pipeline returns one file with the predictions for each store and outputs the result to the forecasting_output Blob container. The details of the blob container is listed in 'forecasting_output.txt' under Outputs+logs. \n",
+        "\n",
+        "The following code snippet:\n",
+        "1. Downloads the contents of the output folder that is passed in the parallel run step \n",
+        "2. Reads the parallel_run_step.txt file that has the predictions as pandas dataframe and \n",
+        "3. Displays the top 10 rows of the predictions"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.contrib.automl.pipeline.steps.utilities import get_output_from_mm_pipeline\n",
+        "\n",
+        "forecasting_results_name = \"forecasting_results\"\n",
+        "forecasting_output_name = \"many_models_inference_output\"\n",
+        "forecast_file = get_output_from_mm_pipeline(inference_run, forecasting_results_name, forecasting_output_name)\n",
+        "df = pd.read_csv(forecast_file, delimiter=\" \", header=None)\n",
+        "df.columns = [\"Week Starting\", \"Store\", \"Brand\", \"Quantity\",  \"Advert\", \"Price\" , \"Revenue\", \"Predicted\" ]\n",
+        "print(\"Prediction has \", df.shape[0], \" rows. Here the first 10 rows are being displayed.\")\n",
+        "df.head(10)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## 7.0 Publish and schedule the inference pipeline (Optional)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 7.1 Publish the pipeline\n",
+        "\n",
+        "Once you have a pipeline you're happy with, you can publish a pipeline so you can call it programmatically later on. See this [tutorial](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-create-your-first-pipeline#publish-a-pipeline) for additional information on publishing and calling pipelines."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# published_pipeline_inf = inference_pipeline.publish(name = 'automl_forecast_many_models',\n",
+        "#                                                     description = 'forecast many models',\n",
+        "#                                                     version = '1',\n",
+        "#                                                     continue_on_step_failure = False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### 7.2 Schedule the pipeline\n",
+        "You can also [schedule the pipeline](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-schedule-pipelines) to run on a time-based or change-based schedule. This could be used to automatically retrain or forecast models every month or based on another trigger such as data drift."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# from azureml.pipeline.core import Schedule, ScheduleRecurrence\n",
+        "    \n",
+        "# forecasting_pipeline_id = published_pipeline.id\n",
+        "\n",
+        "# recurrence = ScheduleRecurrence(frequency=\"Month\", interval=1, start_time=\"2020-01-01T09:00:00\")\n",
+        "# recurring_schedule = Schedule.create(ws, name=\"automl_forecasting_recurring_schedule\", \n",
+        "#                             description=\"Schedule Forecasting Pipeline to run on the first day of every week\",\n",
+        "#                             pipeline_id=forecasting_pipeline_id, \n",
+        "#                             experiment_name=experiment.name, \n",
+        "#                             recurrence=recurrence)"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "jialiu"
+      }
+    ],
+    "categories": [
+      "how-to-use-azureml",
+      "automated-machine-learning"
+    ],
+    "kernelspec": {
+      "display_name": "Python 3.6",
+      "language": "python",
+      "name": "python36"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.8"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 4
+}

how-to-use-azureml/automated-machine-learning/forecasting-many-models/auto-ml-forecasting-many-models.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-many-models
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.yml

@@ -0,0 +1,4 @@
+name: auto-ml-forecasting-orange-juice-sales
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/forecasting_script.py

@@ -0,0 +1,56 @@
+"""
+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 sklearn.externals import joblib
+from pandas.tseries.frequencies import to_offset
+
+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')
+# We have default quantiles values set as below(95th percentile)
+quantiles = [0.025, 0.5, 0.975]
+predicted_column_name = 'predicted'
+PI = 'prediction_interval'
+fitted_model.quantiles = quantiles
+pred_quantiles = fitted_model.forecast_quantiles(X_test)
+pred_quantiles[PI] = pred_quantiles[[min(quantiles), max(quantiles)]].apply(lambda x: '[{}, {}]'.format(x[0],
+                                                                                                        x[1]), axis=1)
+X_test[target_column_name] = y_test
+X_test[PI] = pred_quantiles[PI]
+X_test[predicted_column_name] = pred_quantiles[0.5]
+# drop rows where prediction or actuals are nan
+# happens because of missing actuals
+# or at edges of time due to lags/rolling windows
+clean = X_test[X_test[[target_column_name,
+                       predicted_column_name]].notnull().all(axis=1)]
+
+file_name = 'outputs/predictions.csv'
+export_csv = clean.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)

how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/run_forecast.py

@@ -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

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/auto-ml-forecasting-univariate-recipe-experiment-settings.ipynb

@@ -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
+}

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/auto-ml-forecasting-univariate-recipe-experiment-settings.yml

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

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/auto-ml-forecasting-univariate-recipe-run-experiment.ipynb

@@ -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
+}

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/auto-ml-forecasting-univariate-recipe-run-experiment.yml

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

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/data/S4248SM144SCEN.csv

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+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

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/forecasting_script.py

@@ -0,0 +1,57 @@
+"""
+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 = 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')
+# We have default quantiles values set as below(95th percentile)
+quantiles = [0.025, 0.5, 0.975]
+predicted_column_name = 'predicted'
+PI = 'prediction_interval'
+fitted_model.quantiles = quantiles
+pred_quantiles = fitted_model.forecast_quantiles(X_test)
+pred_quantiles[PI] = pred_quantiles[[min(quantiles), max(quantiles)]].apply(lambda x: '[{}, {}]'.format(x[0],
+                                                                                                        x[1]), axis=1)
+X_test[target_column_name] = y_test_df[target_column_name]
+X_test[PI] = pred_quantiles[PI]
+X_test[predicted_column_name] = pred_quantiles[0.5]
+# drop rows where prediction or actuals are nan
+# happens because of missing actuals
+# or at edges of time due to lags/rolling windows
+clean = X_test[X_test[[target_column_name,
+                       predicted_column_name]].notnull().all(axis=1)]
+clean.rename(columns={target_column_name: 'actual'}, inplace=True)
+
+file_name = 'outputs/predictions.csv'
+export_csv = clean.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)

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/helper_functions.py

@@ -0,0 +1,250 @@
+"""
+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

how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/run_forecast.py

@@ -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