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Author SHA1 Message Date
Akshaya Annavajhala (AK)
60de701207 revert overwrites 2019-10-15 12:33:31 -07:00
Akshaya Annavajhala (AK)
5841fa4a42 revert overwrites 2019-10-15 12:27:56 -07:00
Shané Winner
659fb7abc3 Merge pull request #619 from Azure/release_update/Release-153
update samples from Release-153 as a part of 1.0.69 SDK release
2019-10-14 15:39:40 -07:00
vizhur
2e404cfc3a update samples from Release-153 as a part of 1.0.69 SDK release 2019-10-14 22:30:58 +00:00
Shané Winner
5fcf4887bc Update index.md 2019-10-06 11:44:35 -07:00
Shané Winner
1e7f3117ae Update index.md 2019-10-06 11:44:01 -07:00
Shané Winner
bbb3f85da9 Update README.md 2019-10-06 11:33:56 -07:00
Shané Winner
c816dfb479 Update index.md 2019-10-06 11:29:58 -07:00
Shané Winner
8c128640b1 Update index.md 2019-10-06 11:28:34 -07:00
vizhur
4d2b937846 Merge pull request #600 from Azure/release_update/Release-24
Fix for Tensorflow 2.0 related Notebook Failures
2019-10-02 16:27:31 -04:00
vizhur
5492f52faf update samples - test 2019-10-02 20:23:54 +00:00
Shané Winner
735db9ebe7 Update index.md 2019-10-01 09:59:10 -07:00
Shané Winner
573030b990 Update README.md 2019-10-01 09:52:10 -07:00
Shané Winner
392a059000 Update index.md 2019-10-01 09:44:37 -07:00
Shané Winner
3580e54fbb Update index.md 2019-10-01 09:42:20 -07:00
Shané Winner
2017bcd716 Update index.md 2019-10-01 09:41:33 -07:00
Roope Astala
4a3f8e7025 Merge pull request #594 from Azure/release_update/Release-149
update samples from Release-149 as a part of 1.0.65 SDK release
2019-09-30 13:29:57 -04:00
vizhur
45880114db update samples from Release-149 as a part of 1.0.65 SDK release 2019-09-30 17:08:52 +00:00
Roope Astala
314bad72a4 Merge pull request #588 from skaarthik/rapids
updating to use AML base image and system managed dependencies
2019-09-25 07:44:31 -04:00
Kaarthik Sivashanmugam
f252308005 updating to use AML base image and system managed dependencies 2019-09-24 20:47:15 -07:00
Kaarthik Sivashanmugam
6622a6c5f2 Merge pull request #1 from Azure/master
merge latest changes from Azure/MLNB repo
2019-09-24 20:40:43 -07:00
Roope Astala
6b19e2f263 Merge pull request #587 from Azure/akshaya-a-patch-3
Update README.md to remove confusing reference
2019-09-24 16:13:16 -04:00
Akshaya Annavajhala
42fd4598cb Update README.md 2019-09-24 15:28:30 -04:00
Roope Astala
476d945439 Merge pull request #580 from akshaya-a/master
Add documentation on the preview ADB linking experience
2019-09-24 09:31:45 -04:00
Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
9ca6388996 Delete datasets-diff.ipynb 2019-09-19 14:14:59 -07:00
Akshaya Annavajhala
3ce779063b address PR feedback 2019-09-18 15:48:42 -04:00
Akshaya Annavajhala
ce635ce4fe add the word mlflow 2019-09-18 13:25:41 -04:00
Akshaya Annavajhala
f08e68c8e9 add linking docs 2019-09-18 11:08:46 -04:00
Shané Winner
93a1d232db Update index.md 2019-09-17 10:00:57 -07:00
Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
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vizhur
9233ce089a Merge pull request #577 from Azure/release_update/Release-146
update samples from Release-146 as a part of 1.0.62 SDK release
2019-09-16 19:44:43 -04:00
vizhur
6bb1e2a3e3 update samples from Release-146 as a part of 1.0.62 SDK release 2019-09-16 23:21:57 +00:00
Shané Winner
e1724c8a89 Merge pull request #573 from lostmygithubaccount/master
adding timeseries dataset example notebook
2019-09-16 11:00:30 -07:00
Shané Winner
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Cody Peterson
8a2f114a16 adding timeseries dataset example notebook 2019-09-13 08:30:26 -07:00
Shané Winner
80c0d4d30f Merge pull request #570 from trevorbye/master
new pipeline tutorial
2019-09-11 09:28:40 -07:00
Trevor Bye
e8f4708a5a adding index metadata 2019-09-11 09:24:41 -07:00
Trevor Bye
fbaeb84204 adding tutorial 2019-09-11 09:02:06 -07:00
Trevor Bye
da1fab0a77 removing dprep file from old deleted tutorial 2019-09-10 12:31:57 -07:00
Shané Winner
94d2890bb5 Update index.md 2019-09-06 06:37:35 -07:00
Shané Winner
4d1ec4f7d4 Update index.md 2019-09-06 06:30:54 -07:00
Shané Winner
ace3153831 Update index.md 2019-09-06 06:28:50 -07:00
Shané Winner
58bbfe57b2 Update index.md 2019-09-06 06:15:36 -07:00
vizhur
11ea00b1d9 Update index.md 2019-09-06 09:14:30 -04:00
Shané Winner
b81efca3e5 Update index.md 2019-09-06 06:13:03 -07:00
vizhur
d7ceb9bca2 Update index.md 2019-09-06 09:08:02 -04:00
Shané Winner
17730dc69a Merge pull request #564 from MayMSFT/patch-1
Update file-dataset-img-classification.ipynb
2019-09-04 13:31:08 -07:00
May Hu
3a029d48a2 Update file-dataset-img-classification.ipynb
made edit on the sdk version
2019-09-04 13:25:10 -07:00
vizhur
06d43956f3 Merge pull request #558 from Azure/release_update/Release-144
update samples from Release-144 as a part of 1.0.60 SDK release
2019-09-03 22:09:33 -04:00
vizhur
a1cb9b33a5 update samples from Release-144 as a part of 1.0.60 SDK release 2019-09-03 22:39:55 +00:00
Shané Winner
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Shané Winner
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Shané Winner
784827cdd2 Update README.md 2019-08-27 09:23:40 -07:00
vizhur
0957af04ca Merge pull request #545 from Azure/imatiach-msft-patch-1
add dataprep dependency to notebook
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Ilya Matiach
a3bdd193d1 add dataprep dependency to notebook
add dataprep dependency to train-explain-model-on-amlcompute-and-deploy.ipynb notebook for azureml-explain-model package
2019-08-23 13:11:36 -04:00
Shané Winner
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Shané Winner
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Shané Winner
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Shané Winner
11d487fb28 Merge pull request #542 from Azure/sgilley/update-deploy
change deployment to model-centric approach
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Sheri Gilley
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Update img-classification-part1-training.ipynb
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Sheri Gilley
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updated explanation of datastore
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Shané Winner
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Trevor Bye
22c8433897 removing tutorials for single combined tutorial 2019-08-20 12:09:21 -07:00
Josée Martens
822cdd0f01 Update issue templates 2019-08-20 08:35:00 -05:00
Josée Martens
6e65d42986 Update issue templates 2019-08-20 08:26:45 -05:00
Harneet Virk
4c0cbac834 Merge pull request #537 from Azure/release_update/Release-141
update samples from Release-141 as a part of 1.0.57 SDK release
2019-08-19 18:32:44 -07:00
vizhur
44a7481ed1 update samples from Release-141 as a part of 1.0.57 SDK release 2019-08-19 23:33:44 +00:00
Ilya Matiach
8f418b216d Merge pull request #526 from imatiach-msft/ilmat/remove-old-explain-dirs
removing old explain model directories
2019-08-13 12:37:00 -04:00
Ilya Matiach
2d549ecad3 removing old directories 2019-08-13 12:31:51 -04:00
Josée Martens
4dbb024529 Update issue templates 2019-08-11 18:02:17 -05:00
Josée Martens
142a1a510e Update issue templates 2019-08-11 18:00:12 -05:00
vizhur
2522486c26 Merge pull request #519 from wamartin-aml/master
Add dataprep dependency
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Walter Martin
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vizhur
429eb43914 Merge pull request #513 from Azure/release_update/Release-139
update samples from Release-139 as a part of 1.0.55 SDK release
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vizhur
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pytorch with mlflow
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version 1.0.43
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mlflow integration preview
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Lan Tang
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@@ -0,0 +1,29 @@
FROM continuumio/miniconda:4.5.11
# install git
RUN apt-get update && apt-get upgrade -y && apt-get install -y git
# create a new conda environment named azureml
RUN conda create -n azureml -y -q Python=3.6
# install additional packages used by sample notebooks. this is optional
RUN ["/bin/bash", "-c", "source activate azureml && conda install -y tqdm cython matplotlib scikit-learn"]
# install azurmel-sdk components
RUN ["/bin/bash", "-c", "source activate azureml && pip install azureml-sdk[notebooks]==1.0.43"]
# clone Azure ML GitHub sample notebooks
RUN cd /home && git clone -b "azureml-sdk-1.0.43" --single-branch https://github.com/Azure/MachineLearningNotebooks.git
# generate jupyter configuration file
RUN ["/bin/bash", "-c", "source activate azureml && mkdir ~/.jupyter && cd ~/.jupyter && jupyter notebook --generate-config"]
# set an emtpy token for Jupyter to remove authentication.
# this is NOT recommended for production environment
RUN echo "c.NotebookApp.token = ''" >> ~/.jupyter/jupyter_notebook_config.py
# open up port 8887 on the container
EXPOSE 8887
# start Jupyter notebook server on port 8887 when the container starts
CMD /bin/bash -c "cd /home/MachineLearningNotebooks && source activate azureml && jupyter notebook --port 8887 --no-browser --ip 0.0.0.0 --allow-root"

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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.
![Azure ML workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/service/media/overview-what-is-azure-ml/aml.png)
![Azure ML Workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/service/media/concept-azure-machine-learning-architecture/workflow.png)
## Quick installation
```sh
@@ -38,6 +39,7 @@ The [How to use Azure ML](./how-to-use-azureml) folder contains specific example
- [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
- [Monitor Models](./how-to-use-azureml/monitor-models) - Examples showing how to enable model monitoring services such as DataDrift
---
## Documentation
@@ -48,13 +50,18 @@ The [How to use Azure ML](./how-to-use-azureml) folder contains specific example
---
## Community Repository
Visit this [community repository](https://github.com/microsoft/MLOps/tree/master/examples) to find useful end-to-end sample notebooks. Also, please follow these [contribution guidelines](https://github.com/microsoft/MLOps/blob/master/contributing.md) when contributing to this repository.
## Projects using Azure Machine Learning
Visit following repos to see projects contributed by Azure ML users:
- [AMLSamples](https://github.com/Azure/AMLSamples) Number of end-to-end examples, including face recognition, predictive maintenance, customer churn and sentiment analysis.
- [Fine tune natural language processing models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
- [Learn about Natural Language Processing best practices using Azure Machine Learning service](https://github.com/microsoft/nlp)
- [Pre-Train BERT models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
- [Fashion MNIST with Azure ML SDK](https://github.com/amynic/azureml-sdk-fashion)
- [UMass Amherst Student Samples](https://github.com/katiehouse3/microsoft-azure-ml-notebooks) - A number of end-to-end machine learning notebooks, including machine translation, image classification, and customer churn, created by students in the 696DS course at UMass Amherst.
## Data/Telemetry
This repository collects usage data and sends it to Mircosoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)

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{
"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/configuration.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Configuration\n",
"\n",
"_**Setting up your Azure Machine Learning services workspace and configuring your notebook library**_\n",
"\n",
"---\n",
"---\n",
"\n",
"## Table of Contents\n",
"\n",
"1. [Introduction](#Introduction)\n",
" 1. What is an Azure Machine Learning workspace\n",
"1. [Setup](#Setup)\n",
" 1. Azure subscription\n",
" 1. Azure ML SDK and other library installation\n",
" 1. Azure Container Instance registration\n",
"1. [Configure your Azure ML Workspace](#Configure%20your%20Azure%20ML%20workspace)\n",
" 1. Workspace parameters\n",
" 1. Access your workspace\n",
" 1. Create a new workspace\n",
"1. [Next steps](#Next%20steps)\n",
"\n",
"---\n",
"\n",
"## Introduction\n",
"\n",
"This notebook configures your library of notebooks to connect to an Azure Machine Learning (ML) workspace. In this case, a library contains all of the notebooks in the current folder and any nested folders. You can configure this notebook library to use an existing workspace or create a new workspace.\n",
"\n",
"Typically you will need to run this notebook only once per notebook library as all other notebooks will use connection information that is written here. If you want to redirect your notebook library to work with a different workspace, then you should re-run this notebook.\n",
"\n",
"In this notebook you will\n",
"* Learn about getting an Azure subscription\n",
"* Specify your workspace parameters\n",
"* Access or create your workspace\n",
"* Add a default compute cluster for your workspace\n",
"\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."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"This section describes activities required before you can access any Azure ML services functionality."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 1. Azure Subscription\n",
"\n",
"In order to create an Azure ML Workspace, first you need access to an Azure subscription. An Azure subscription allows you to manage storage, compute, and other assets in the Azure cloud. You can [create a new subscription](https://azure.microsoft.com/en-us/free/) or access existing subscription information from the [Azure portal](https://portal.azure.com). Later in this notebook you will need information such as your subscription ID in order to create and access AML workspaces.\n",
"\n",
"### 2. Azure ML SDK and other library installation\n",
"\n",
"If you are running in your own environment, follow [SDK installation instructions](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-environment). If you are running in Azure Notebooks or another Microsoft managed environment, the SDK is already installed.\n",
"\n",
"Also install following libraries to your environment. Many of the example notebooks depend on them\n",
"\n",
"```\n",
"(myenv) $ conda install -y matplotlib tqdm scikit-learn\n",
"```\n",
"\n",
"Once installation is complete, the following cell checks the Azure ML SDK version:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"install"
]
},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"print(\"This notebook was created using version 1.0.41 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": [
"If you are using an older version of the SDK then this notebook was created using, you should upgrade your SDK.\n",
"\n",
"### 3. Azure Container Instance registration\n",
"Azure Machine Learning uses of [Azure Container Instance (ACI)](https://azure.microsoft.com/services/container-instances) to deploy dev/test web services. An Azure subscription needs to be registered to use ACI. If you or the subscription owner have not yet registered ACI on your subscription, you will need to use the [Azure CLI](https://docs.microsoft.com/en-us/cli/azure/install-azure-cli?view=azure-cli-latest) and execute the following commands. Note that if you ran through the AML [quickstart](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-get-started) you have already registered ACI. \n",
"\n",
"```shell\n",
"# check to see if ACI is already registered\n",
"(myenv) $ az provider show -n Microsoft.ContainerInstance -o table\n",
"\n",
"# if ACI is not registered, run this command.\n",
"# note you need to be the subscription owner in order to execute this command successfully.\n",
"(myenv) $ az provider register -n Microsoft.ContainerInstance\n",
"```\n",
"\n",
"---"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configure your Azure ML workspace\n",
"\n",
"### Workspace parameters\n",
"\n",
"To use an AML Workspace, you will need to import the Azure ML SDK and supply the following information:\n",
"* Your subscription id\n",
"* A resource group name\n",
"* (optional) The region that will host your workspace\n",
"* A name for your workspace\n",
"\n",
"You can get your subscription ID from the [Azure portal](https://portal.azure.com).\n",
"\n",
"You will also need access to a [_resource group_](https://docs.microsoft.com/en-us/azure/azure-resource-manager/resource-group-overview#resource-groups), which organizes Azure resources and provides a default region for the resources in a group. You can see what resource groups to which you have access, or create a new one in the [Azure portal](https://portal.azure.com). If you don't have a resource group, the create workspace command will create one for you using the name you provide.\n",
"\n",
"The region to host your workspace will be used if you are creating a new workspace. You do not need to specify this if you are using an existing workspace. You can find the list of supported regions [here](https://azure.microsoft.com/en-us/global-infrastructure/services/?products=machine-learning-service). You should pick a region that is close to your location or that contains your data.\n",
"\n",
"The name for your workspace is unique within the subscription and should be descriptive enough to discern among other AML Workspaces. The subscription may be used only by you, or it may be used by your department or your entire enterprise, so choose a name that makes sense for your situation.\n",
"\n",
"The following cell allows you to specify your workspace parameters. This cell uses the python method `os.getenv` to read values from environment variables which is useful for automation. If no environment variable exists, the parameters will be set to the specified default values. \n",
"\n",
"If you ran the Azure Machine Learning [quickstart](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-get-started) in Azure Notebooks, you already have a configured workspace! You can go to your Azure Machine Learning Getting Started library, view *config.json* file, and copy-paste the values for subscription ID, resource group and workspace name below.\n",
"\n",
"Replace the default values in the cell below with your workspace parameters"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"\n",
"subscription_id = os.getenv(\"SUBSCRIPTION_ID\", default=\"<my-subscription-id>\")\n",
"resource_group = os.getenv(\"RESOURCE_GROUP\", default=\"<my-resource-group>\")\n",
"workspace_name = os.getenv(\"WORKSPACE_NAME\", default=\"<my-workspace-name>\")\n",
"workspace_region = os.getenv(\"WORKSPACE_REGION\", default=\"eastus2\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Access your workspace\n",
"\n",
"The following cell uses the Azure ML SDK to attempt to load the workspace specified by your parameters. If this cell succeeds, your notebook library will be configured to access the workspace from all notebooks using the `Workspace.from_config()` method. The cell can fail if the specified workspace doesn't exist or you don't have permissions to access it. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"try:\n",
" ws = Workspace(subscription_id = subscription_id, resource_group = resource_group, workspace_name = workspace_name)\n",
" # write the details of the workspace to a configuration file to the notebook library\n",
" ws.write_config()\n",
" print(\"Workspace configuration succeeded. Skip the workspace creation steps below\")\n",
"except:\n",
" print(\"Workspace not accessible. Change your parameters or create a new workspace below\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a new workspace\n",
"\n",
"If you don't have an existing workspace and are the owner of the subscription or resource group, you can create a new workspace. If you don't have a resource group, the create workspace command will create one for you using the name you provide.\n",
"\n",
"**Note**: The Workspace creation command will create default CPU and GPU compute clusters for you. As with other Azure services, there are limits on certain resources (for example AmlCompute quota) associated with the Azure ML 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.\n",
"\n",
"This cell will create an Azure ML workspace for you in a subscription provided you have the correct permissions.\n",
"\n",
"This will fail if:\n",
"* You do not have permission to create a workspace in the resource group\n",
"* 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."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"create workspace"
]
},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"# Create the workspace using the specified parameters\n",
"ws = Workspace.create(name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group, \n",
" location = workspace_region,\n",
" default_cpu_compute_target=Workspace.DEFAULT_CPU_CLUSTER_CONFIGURATION,\n",
" default_gpu_compute_target=Workspace.DEFAULT_GPU_CLUSTER_CONFIGURATION,\n",
" create_resource_group = True,\n",
" exist_ok = True)\n",
"ws.get_details()\n",
"\n",
"# write the details of the workspace to a configuration file to the notebook library\n",
"ws.write_config()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"---\n",
"\n",
"## Next steps\n",
"\n",
"In this notebook you configured this notebook library to connect easily to an Azure ML workspace. You can copy this notebook to your own libraries to connect them to you workspace, or use it to bootstrap new workspaces completely.\n",
"\n",
"If you came here from another notebook, you can return there and complete that exercise, or you can try out the [Tutorials](./tutorials) or jump into \"how-to\" notebooks and start creating and deploying models. A good place to start is the [train within notebook](./how-to-use-azureml/training/train-within-notebook) example that walks through a simplified but complete end to end machine learning process."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "roastala"
}
"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/configuration.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Configuration\n",
"\n",
"_**Setting up your Azure Machine Learning services workspace and configuring your notebook library**_\n",
"\n",
"---\n",
"---\n",
"\n",
"## Table of Contents\n",
"\n",
"1. [Introduction](#Introduction)\n",
" 1. What is an Azure Machine Learning workspace\n",
"1. [Setup](#Setup)\n",
" 1. Azure subscription\n",
" 1. Azure ML SDK and other library installation\n",
" 1. Azure Container Instance registration\n",
"1. [Configure your Azure ML Workspace](#Configure%20your%20Azure%20ML%20workspace)\n",
" 1. Workspace parameters\n",
" 1. Access your workspace\n",
" 1. Create a new workspace\n",
" 1. Create compute resources\n",
"1. [Next steps](#Next%20steps)\n",
"\n",
"---\n",
"\n",
"## Introduction\n",
"\n",
"This notebook configures your library of notebooks to connect to an Azure Machine Learning (ML) workspace. In this case, a library contains all of the notebooks in the current folder and any nested folders. You can configure this notebook library to use an existing workspace or create a new workspace.\n",
"\n",
"Typically you will need to run this notebook only once per notebook library as all other notebooks will use connection information that is written here. If you want to redirect your notebook library to work with a different workspace, then you should re-run this notebook.\n",
"\n",
"In this notebook you will\n",
"* Learn about getting an Azure subscription\n",
"* Specify your workspace parameters\n",
"* Access or create your workspace\n",
"* Add a default compute cluster for your workspace\n",
"\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, inference, and the monitoring of deployed models."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"This section describes activities required before you can access any Azure ML services functionality."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 1. Azure Subscription\n",
"\n",
"In order to create an Azure ML Workspace, first you need access to an Azure subscription. An Azure subscription allows you to manage storage, compute, and other assets in the Azure cloud. You can [create a new subscription](https://azure.microsoft.com/en-us/free/) or access existing subscription information from the [Azure portal](https://portal.azure.com). Later in this notebook you will need information such as your subscription ID in order to create and access AML workspaces.\n",
"\n",
"### 2. Azure ML SDK and other library installation\n",
"\n",
"If you are running in your own environment, follow [SDK installation instructions](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-environment). If you are running in Azure Notebooks or another Microsoft managed environment, the SDK is already installed.\n",
"\n",
"Also install following libraries to your environment. Many of the example notebooks depend on them\n",
"\n",
"```\n",
"(myenv) $ conda install -y matplotlib tqdm scikit-learn\n",
"```\n",
"\n",
"Once installation is complete, the following cell checks the Azure ML SDK version:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"install"
]
},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"print(\"This notebook was created using version 1.0.69 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"If you are using an older version of the SDK then this notebook was created using, you should upgrade your SDK.\n",
"\n",
"### 3. Azure Container Instance registration\n",
"Azure Machine Learning uses of [Azure Container Instance (ACI)](https://azure.microsoft.com/services/container-instances) to deploy dev/test web services. An Azure subscription needs to be registered to use ACI. If you or the subscription owner have not yet registered ACI on your subscription, you will need to use the [Azure CLI](https://docs.microsoft.com/en-us/cli/azure/install-azure-cli?view=azure-cli-latest) and execute the following commands. Note that if you ran through the AML [quickstart](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-get-started) you have already registered ACI. \n",
"\n",
"```shell\n",
"# check to see if ACI is already registered\n",
"(myenv) $ az provider show -n Microsoft.ContainerInstance -o table\n",
"\n",
"# if ACI is not registered, run this command.\n",
"# note you need to be the subscription owner in order to execute this command successfully.\n",
"(myenv) $ az provider register -n Microsoft.ContainerInstance\n",
"```\n",
"\n",
"---"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configure your Azure ML workspace\n",
"\n",
"### Workspace parameters\n",
"\n",
"To use an AML Workspace, you will need to import the Azure ML SDK and supply the following information:\n",
"* Your subscription id\n",
"* A resource group name\n",
"* (optional) The region that will host your workspace\n",
"* A name for your workspace\n",
"\n",
"You can get your subscription ID from the [Azure portal](https://portal.azure.com).\n",
"\n",
"You will also need access to a [_resource group_](https://docs.microsoft.com/en-us/azure/azure-resource-manager/resource-group-overview#resource-groups), which organizes Azure resources and provides a default region for the resources in a group. You can see what resource groups to which you have access, or create a new one in the [Azure portal](https://portal.azure.com). If you don't have a resource group, the create workspace command will create one for you using the name you provide.\n",
"\n",
"The region to host your workspace will be used if you are creating a new workspace. You do not need to specify this if you are using an existing workspace. You can find the list of supported regions [here](https://azure.microsoft.com/en-us/global-infrastructure/services/?products=machine-learning-service). You should pick a region that is close to your location or that contains your data.\n",
"\n",
"The name for your workspace is unique within the subscription and should be descriptive enough to discern among other AML Workspaces. The subscription may be used only by you, or it may be used by your department or your entire enterprise, so choose a name that makes sense for your situation.\n",
"\n",
"The following cell allows you to specify your workspace parameters. This cell uses the python method `os.getenv` to read values from environment variables which is useful for automation. If no environment variable exists, the parameters will be set to the specified default values. \n",
"\n",
"If you ran the Azure Machine Learning [quickstart](https://docs.microsoft.com/en-us/azure/machine-learning/service/quickstart-get-started) in Azure Notebooks, you already have a configured workspace! You can go to your Azure Machine Learning Getting Started library, view *config.json* file, and copy-paste the values for subscription ID, resource group and workspace name below.\n",
"\n",
"Replace the default values in the cell below with your workspace parameters"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"\n",
"subscription_id = os.getenv(\"SUBSCRIPTION_ID\", default=\"<my-subscription-id>\")\n",
"resource_group = os.getenv(\"RESOURCE_GROUP\", default=\"<my-resource-group>\")\n",
"workspace_name = os.getenv(\"WORKSPACE_NAME\", default=\"<my-workspace-name>\")\n",
"workspace_region = os.getenv(\"WORKSPACE_REGION\", default=\"eastus2\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Access your workspace\n",
"\n",
"The following cell uses the Azure ML SDK to attempt to load the workspace specified by your parameters. If this cell succeeds, your notebook library will be configured to access the workspace from all notebooks using the `Workspace.from_config()` method. The cell can fail if the specified workspace doesn't exist or you don't have permissions to access it. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"try:\n",
" ws = Workspace(subscription_id = subscription_id, resource_group = resource_group, workspace_name = workspace_name)\n",
" # write the details of the workspace to a configuration file to the notebook library\n",
" ws.write_config()\n",
" print(\"Workspace configuration succeeded. Skip the workspace creation steps below\")\n",
"except:\n",
" print(\"Workspace not accessible. Change your parameters or create a new workspace below\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a new workspace\n",
"\n",
"If you don't have an existing workspace and are the owner of the subscription or resource group, you can create a new workspace. If you don't have a resource group, the create workspace command will create one for you using the name you provide.\n",
"\n",
"**Note**: As with other Azure services, there are limits on certain resources (for example AmlCompute quota) associated with the Azure ML 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.\n",
"\n",
"This cell will create an Azure ML workspace for you in a subscription provided you have the correct permissions.\n",
"\n",
"This will fail if:\n",
"* You do not have permission to create a workspace in the resource group\n",
"* 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."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"create workspace"
]
},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"# Create the workspace using the specified parameters\n",
"ws = Workspace.create(name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group, \n",
" location = workspace_region,\n",
" create_resource_group = True,\n",
" exist_ok = True)\n",
"ws.get_details()\n",
"\n",
"# write the details of the workspace to a configuration file to the notebook library\n",
"ws.write_config()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create compute resources for your training experiments\n",
"\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",
"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",
"* vm_size - this describes the virtual machine type and size used in the cluster. All machines in the cluster are the same type. You can get the list of vm sizes available in your region by using the CLI command\n",
"\n",
"```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 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",
"To create a **CPU** cluster now, run the cell below. The autoscale settings mean that the cluster will scale down to 0 nodes when inactive and up to 4 nodes when busy."
]
},
{
"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\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" cpu_cluster = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print(\"Found existing cpu-cluster\")\n",
"except ComputeTargetException:\n",
" print(\"Creating new cpu-cluster\")\n",
" \n",
" # Specify the configuration for the new cluster\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_D2_V2\",\n",
" min_nodes=0,\n",
" max_nodes=4)\n",
"\n",
" # Create the cluster with the specified name and configuration\n",
" cpu_cluster = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
" \n",
" # Wait for the cluster to complete, show the output log\n",
" cpu_cluster.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To create a **GPU** cluster, run the cell below. Note that your subscription must have sufficient quota for GPU VMs or the command will fail. To increase quota, see [these instructions](https://docs.microsoft.com/en-us/azure/azure-supportability/resource-manager-core-quotas-request). "
]
},
{
"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 GPU cluster\n",
"gpu_cluster_name = \"gpu-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" gpu_cluster = ComputeTarget(workspace=ws, name=gpu_cluster_name)\n",
" print(\"Found existing gpu cluster\")\n",
"except ComputeTargetException:\n",
" print(\"Creating new gpu-cluster\")\n",
" \n",
" # Specify the configuration for the new cluster\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size=\"STANDARD_NC6\",\n",
" min_nodes=0,\n",
" max_nodes=4)\n",
" # Create the cluster with the specified name and configuration\n",
" gpu_cluster = ComputeTarget.create(ws, gpu_cluster_name, compute_config)\n",
"\n",
" # Wait for the cluster to complete, show the output log\n",
" gpu_cluster.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"---\n",
"\n",
"## Next steps\n",
"\n",
"In this notebook you configured this notebook library to connect easily to an Azure ML workspace. You can copy this notebook to your own libraries to connect them to you workspace, or use it to bootstrap new workspaces completely.\n",
"\n",
"If you came here from another notebook, you can return there and complete that exercise, or you can try out the [Tutorials](./tutorials) or jump into \"how-to\" notebooks and start creating and deploying models. A good place to start is the [train within notebook](./how-to-use-azureml/training/train-within-notebook) example that walks through a simplified but complete end to end machine learning process."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
"metadata": {
"authors": [
{
"name": "roastala"
}
],
"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"
}
},
"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
}
"nbformat": 4,
"nbformat_minor": 2
}

4
configuration.yml Normal file
View File

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

View File

@@ -1,307 +0,0 @@
## How to use the RAPIDS on AzureML materials
### Setting up requirements
The material requires the use of the Azure ML SDK and of the Jupyter Notebook Server to run the interactive execution. Please refer to instructions to [setup the environment.](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#local "Local Computer Set Up") Follow the instructions under **Local Computer**, make sure to run the last step: <span style="font-family: Courier New;">pip install \<new package\></span> with <span style="font-family: Courier New;">new package = progressbar2 (pip install progressbar2)</span>
After following the directions, the user should end up setting a conda environment (<span style="font-family: Courier New;">myenv</span>)that can be activated in an Anaconda prompt
The user would also require an Azure Subscription with a Machine Learning Services quota on the desired region for 24 nodes or more (to be able to select a vmSize with 4 GPUs as it is used on the Notebook) on the desired VM family ([NC\_v3](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv3-series), [NC\_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv2-series), [ND](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#nd-series) or [ND_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ndv2-series-preview)), the specific vmSize to be used within the chosen family would also need to be whitelisted for Machine Learning Services usage.
&nbsp;
### Getting and running the material
Clone the AzureML Notebooks repository in GitHub by running the following command on a local_directory:
* C:\local_directory>git clone https://github.com/Azure/MachineLearningNotebooks.git
On a conda prompt navigate to the local directory, activate the conda environment (<span style="font-family: Courier New;">myenv</span>), where the Azure ML SDK was installed and launch Jupyter Notebook.
* (<span style="font-family: Courier New;">myenv</span>) C:\local_directory>jupyter notebook
From the resulting browser at http://localhost:8888/tree, navigate to the master notebook:
* http://localhost:8888/tree/MachineLearningNotebooks/contrib/RAPIDS/azure-ml-with-nvidia-rapids.ipynb
&nbsp;
The following notebook will appear:
![](imgs/NotebookHome.png)
&nbsp;
### Master Jupyter Notebook
The notebook can be executed interactively step by step, by pressing the Run button (In a red circle in the above image.)
The first couple of functional steps import the necessary AzureML libraries. If you experience any errors please refer back to the [setup the environment.](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#local "Local Computer Set Up") instructions.
&nbsp;
#### Setting up a Workspace
The following step gathers the information necessary to set up a workspace to execute the RAPIDS script. This needs to be done only once, or not at all if you already have a workspace you can use set up on the Azure Portal:
![](imgs/WorkSpaceSetUp.png)
It is important to be sure to set the correct values for the subscription\_id, resource\_group, workspace\_name, and region before executing the step. An example is:
subscription_id = os.environ.get("SUBSCRIPTION_ID", "1358e503-xxxx-4043-xxxx-65b83xxxx32d")
resource_group = os.environ.get("RESOURCE_GROUP", "AML-Rapids-Testing")
workspace_name = os.environ.get("WORKSPACE_NAME", "AML_Rapids_Tester")
workspace_region = os.environ.get("WORKSPACE_REGION", "West US 2")
&nbsp;
The resource\_group and workspace_name could take any value, the region should match the region for which the subscription has the required Machine Learning Services node quota.
The first time the code is executed it will redirect to the Azure Portal to validate subscription credentials. After the workspace is created, its related information is stored on a local file so that this step can be subsequently skipped. The immediate step will just load the saved workspace
![](imgs/saved_workspace.png)
Once a workspace has been created the user could skip its creation and just jump to this step. The configuration file resides in:
* C:\local_directory\\MachineLearningNotebooks\contrib\RAPIDS\aml_config\config.json
&nbsp;
#### Creating an AML Compute Target
Following step, creates an AML Compute Target
![](imgs/target_creation.png)
Parameter vm\_size on function call AmlCompute.provisioning\_configuration() has to be a member of the VM families ([NC\_v3](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv3-series), [NC\_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ncv2-series), [ND](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#nd-series) or [ND_v2](https://docs.microsoft.com/en-us/azure/virtual-machines/windows/sizes-gpu#ndv2-series-preview)) that are the ones provided with P40 or V100 GPUs, that are the ones supported by RAPIDS. In this particular case an Standard\_NC24s\_V2 was used.
&nbsp;
If the output of running the step has an error of the form:
![](imgs/targeterror1.png)
It is an indication that even though the subscription has a node quota for VMs for that family, it does not have a node quota for Machine Learning Services for that family.
You will need to request an increase node quota for that family in that region for **Machine Learning Services**.
&nbsp;
Another possible error is the following:
![](imgs/targeterror2.png)
Which indicates that specified vmSize has not been whitelisted for usage on Machine Learning Services and a request to do so should be filled.
The successful creation of the compute target would have an output like the following:
![](imgs/targetsuccess.png)
&nbsp;
#### RAPIDS script uploading and viewing
The next step copies the RAPIDS script process_data.py, which is a slightly modified implementation of the [RAPIDS E2E example](https://github.com/rapidsai/notebooks/blob/master/mortgage/E2E.ipynb), into a script processing folder and it presents its contents to the user. (The script is discussed in the next section in detail).
If the user wants to use a different RAPIDS script, the references to the <span style="font-family: Courier New;">process_data.py</span> script have to be changed
![](imgs/scriptuploading.png)
&nbsp;
#### Data Uploading
The RAPIDS script loads and extracts features from the Fannie Maes Mortgage Dataset to train an XGBoost prediction model. The script uses two years of data
The next few steps download and decompress the data and is made available to the script as an [Azure Machine Learning Datastore](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-access-data).
&nbsp;
The following functions are used to download and decompress the input data
![](imgs/dcf1.png)
![](imgs/dcf2.png)
![](imgs/dcf3.png)
![](imgs/dcf4.png)
&nbsp;
The next step uses those functions to download locally file:
http://rapidsai-data.s3-website.us-east-2.amazonaws.com/notebook-mortgage-data/mortgage_2000-2001.tgz'
And to decompress it, into local folder path = .\mortgage_2000-2001
The step takes several minutes, the intermediate outputs provide progress indicators.
![](imgs/downamddecom.png)
&nbsp;
The decompressed data should have the following structure:
* .\mortgage_2000-2001\acq\Acquisition_<year>Q<num>.txt
* .\mortgage_2000-2001\perf\Performance_<year>Q<num>.txt
* .\mortgage_2000-2001\names.csv
The data is divided in partitions that roughly correspond to yearly quarters. RAPIDS includes support for multi-node, multi-GPU deployments, enabling scaling up and out on much larger dataset sizes. The user will be able to verify that the number of partitions that the script is able to process increases with the number of GPUs used. The RAPIDS script is implemented for single-machine scenarios. An example supporting multiple nodes will be published later.
&nbsp;
The next step upload the data into the [Azure Machine Learning Datastore](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-access-data) under reference <span style="font-family: Courier New;">fileroot = mortgage_2000-2001</span>
The step takes several minutes to load the data, the output provides a progress indicator.
![](imgs/datastore.png)
Once the data has been loaded into the Azure Machine LEarning Data Store, in subsequent run, the user can comment out the ds.upload line and just make reference to the <span style="font-family: Courier New;">mortgage_2000-2001</blog> data store reference
&nbsp;
#### Setting up required libraries and environment to run RAPIDS code
There are two options to setup the environment to run RAPIDS code. The following steps shows how to ues a prebuilt conda environment. A recommended alternative is to specify a base Docker image and package dependencies. You can find sample code for that in the notebook.
![](imgs/install2.png)
&nbsp;
#### Wrapper function to submit the RAPIDS script as an Azure Machine Learning experiment
The next step consists of the definition of a wrapper function to be used when the user attempts to run the RAPIDS script with different arguments. It takes as arguments: <span style="font-family: Times New Roman;">*cpu\_training*</span>; a flag that indicates if the run is meant to be processed with CPU-only, <span style="font-family: Times New Roman;">*gpu\_count*</span>; the number of GPUs to be used if they are meant to be used and part_count: the number of data partitions to be used
![](imgs/wrapper.png)
&nbsp;
The core of the function resides in configuring the run by the instantiation of a ScriptRunConfig object, which defines the source_directory for the script to be executed, the name of the script and the arguments to be passed to the script.
In addition to the wrapper function arguments, two other arguments are passed: <span style="font-family: Times New Roman;">*data\_dir*</span>, the directory where the data is stored and <span style="font-family: Times New Roman;">*end_year*</span> is the largest year to use partition from.
As mentioned earlier the size of the data that can be processed increases with the number of gpus, in the function, dictionary <span style="font-family: Times New Roman;">*max\_gpu\_count\_data\_partition_mapping*</span> maps the maximum number of partitions that we empirically found that the system can handle given the number of GPUs used. The function throws a warning when the number of partitions for a given number of gpus exceeds the maximum but the script is still executed, however the user should expect an error as an out of memory situation would be encountered
If the user wants to use a different RAPIDS script, the reference to the process_data.py script has to be changed
&nbsp;
#### Submitting Experiments
We are ready to submit experiments: launching the RAPIDS script with different sets of parameters.
&nbsp;
The following couple of steps submit experiments under different conditions.
![](imgs/submission1.png)
&nbsp;
The user can change variable num\_gpu between one and the number of GPUs supported by the chosen vmSize. Variable part\_count can take any value between 1 and 11, but if it exceeds the maximum for num_gpu, the run would result in an error
&nbsp;
If the experiment is successfully submitted, it would be placed on a queue for processing, its status would appeared as Queued and an output like the following would appear
![](imgs/queue.png)
&nbsp;
When the experiment starts running, its status would appeared as Running and the output would change to something like this:
![](imgs/running.png)
&nbsp;
#### Reproducing the performance gains plot results on the Blog Post
When the run has finished successfully, its status would appeared as Completed and the output would change to something like this:
&nbsp;
![](imgs/completed.png)
Which is the output for an experiment run with three partitions and one GPU, notice that the reported processing time is 49.16 seconds just as depicted on the performance gains plot on the blog post
&nbsp;
![](imgs/2GPUs.png)
This output corresponds to a run with three partitions and two GPUs, notice that the reported processing time is 37.50 seconds just as depicted on the performance gains plot on the blog post
&nbsp;
![](imgs/3GPUs.png)
This output corresponds to an experiment run with three partitions and three GPUs, notice that the reported processing time is 24.40 seconds just as depicted on the performance gains plot on the blog post
&nbsp;
![](imgs/4gpus.png)
This output corresponds to an experiment run with three partitions and four GPUs, notice that the reported processing time is 23.33 seconds just as depicted on the performance gains plot on the blogpost
&nbsp;
![](imgs/CPUBase.png)
This output corresponds to an experiment run with three partitions and using only CPU, notice that the reported processing time is 9 minutes and 1.21 seconds or 541.21 second just as depicted on the performance gains plot on the blog post
&nbsp;
![](imgs/OOM.png)
This output corresponds to an experiment run with nine partitions and four GPUs, notice that the notebook throws a warning signaling that the number of partitions exceed the maximum that the system can handle with those many GPUs and the run ends up failing, hence having and status of Failed.
&nbsp;
##### Freeing Resources
In the last step the notebook deletes the compute target. (This step is optional especially if the min_nodes in the cluster is set to 0 with which the cluster will scale down to 0 nodes when there is no usage.)
![](imgs/clusterdelete.png)
&nbsp;
### RAPIDS Script
The Master Notebook runs experiments by launching a RAPIDS script with different sets of parameters. In this section, the RAPIDS script, process_data.py in the material, is analyzed
The script first imports all the necessary libraries and parses the arguments passed by the Master Notebook.
The all internal functions to be used by the script are defined.
&nbsp;
#### Wrapper Auxiliary Functions:
The below functions are wrappers for a configuration module for librmm, the RAPIDS Memory Manager python interface:
![](imgs/wap1.png)![](imgs/wap2.png)
&nbsp;
A couple of other functions are wrappers for the submission of jobs to the DASK client:
![](imgs/wap3.png)
![](imgs/wap4.png)
&nbsp;
#### Data Loading Functions:
The data is loaded through the use of the following three functions
![](imgs/DLF1.png)![](imgs/DLF2.png)![](imgs/DLF3.png)
All three functions use library function cudf.read_csv(), cuDF version for the well known counterpart on Pandas.
&nbsp;
#### Data Transformation and Feature Extraction Functions:
The raw data is transformed and processed to extract features by joining, slicing, grouping, aggregating, factoring, etc, the original dataframes just as is done with Pandas. The following functions in the script are used for that purpose:
![](imgs/fef1.png)![](imgs/fef2.png)![](imgs/fef3.png)![](imgs/fef4.png)![](imgs/fef5.png)
![](imgs/fef6.png)![](imgs/fef7.png)![](imgs/fef8.png)![](imgs/fef9.png)
&nbsp;
#### Main() Function
The previous functions are used in the Main function to accomplish several steps: Set up the Dask client, do all ETL operations, set up and train an XGBoost model, the function also assigns which data needs to be processed by each Dask client
&nbsp;
##### Setting Up DASK client:
The following lines:
![](imgs/daskini.png)
&nbsp;
Initialize and set up a DASK client with a number of workers corresponding to the number of GPUs to be used on the run. A successful execution of the set up will result on the following output:
![](imgs/daskoutput.png)
##### All ETL functions are used on single calls to process\_quarter_gpu, one per data partition
![](imgs/ETL.png)
&nbsp;
##### Concentrating the data assigned to each DASK worker
The partitions assigned to each worker are concatenated and set up for training.
![](imgs/Dask2.png)
&nbsp;
##### Setting Training Parameters
The parameters used for the training of a gradient boosted decision tree model are set up in the following code block:
![](imgs/PArameters.png)
Notice how the parameters are modified when using the CPU-only mode.
&nbsp;
##### Launching the training of a gradient boosted decision tree model using XGBoost.
![](imgs/training.png)
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)

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@@ -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_90'] = (everdf['max_current_loan_delinquency_status'] >= 3).astype('int8')
everdf['ever_180'] = (everdf['max_current_loan_delinquency_status'] >= 6).astype('int8')
everdf.drop_column('max_current_loan_delinquency_status')
everdf['ever_30'] = (everdf['current_loan_delinquency_status'] >= 1).astype('int8')
everdf['ever_90'] = (everdf['current_loan_delinquency_status'] >= 3).astype('int8')
everdf['ever_180'] = (everdf['current_loan_delinquency_status'] >= 6).astype('int8')
everdf.drop_column('current_loan_delinquency_status')
return everdf
def create_delinq_features(gdf, **kwargs):
delinq_gdf = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status']]
del(gdf)
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
delinq_30['delinquency_30'] = delinq_30['min_monthly_reporting_period']
delinq_30.drop_column('min_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['delinquency_90'] = delinq_90['min_monthly_reporting_period']
delinq_90.drop_column('min_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['delinquency_180'] = delinq_180['min_monthly_reporting_period']
delinq_180.drop_column('min_monthly_reporting_period')
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_30['delinquency_30'] = delinq_30['monthly_reporting_period']
delinq_30.drop_column('monthly_reporting_period')
delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_90['delinquency_90'] = delinq_90['monthly_reporting_period']
delinq_90.drop_column('monthly_reporting_period')
delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_180['delinquency_180'] = delinq_180['monthly_reporting_period']
delinq_180.drop_column('monthly_reporting_period')
del(delinq_gdf)
delinq_merge = delinq_30.merge(delinq_90, how='left', on=['loan_id'], type='hash')
delinq_merge['delinquency_90'] = delinq_merge['delinquency_90'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
@@ -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['delinquency_12'] = (tmpdf['max_delinquency_12']>3).astype('int32')
tmpdf['delinquency_12'] +=(tmpdf['min_upb_12']==0).astype('int32')
tmpdf.drop_column('max_delinquency_12')
tmpdf['upb_12'] = tmpdf['min_upb_12']
tmpdf.drop_column('min_upb_12')
tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'}).reset_index()
tmpdf['delinquency_12'] = (tmpdf['delinquency_12']>3).astype('int32')
tmpdf['delinquency_12'] +=(tmpdf['upb_12']==0).astype('int32')
tmpdf['upb_12'] = tmpdf['upb_12']
tmpdf['timestamp_year'] = (((tmpdf['josh_mody_n'] * n_months) + 24000 + (y - 1)) / 12).floor().astype('int16')
tmpdf['timestamp_month'] = np.int8(y)
tmpdf.drop_column('josh_mody_n')
@@ -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))
@@ -380,19 +363,17 @@ def main():
client
print(client.ncores())
# to download data for this notebook, visit https://rapidsai.github.io/demos/datasets/mortgage-data and update the following paths accordingly
# to download data for this notebook, visit https://rapidsai.github.io/demos/datasets/mortgage-data and update the following paths accordingly
acq_data_path = "{0}/acq".format(data_dir) #"/rapids/data/mortgage/acq"
perf_data_path = "{0}/perf".format(data_dir) #"/rapids/data/mortgage/perf"
col_names_path = "{0}/names.csv".format(data_dir) # "/rapids/data/mortgage/names.csv"
start_year = 2000
#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())
# 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('--->>> Workers used: {0}'.format(client.ncores()))
# NOTE: The ETL calculates additional features which are then dropped before creating the XGBoost DMatrix.
# This can be optimized to avoid calculating the dropped features.
print("Reading ...")
t1 = datetime.datetime.now()
gpu_dfs = []
@@ -414,14 +395,9 @@ def main():
wait(gpu_dfs)
t2 = datetime.datetime.now()
print("Reading time ...")
print(t2-t1)
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())
print("Reading time: {0}".format(str(t2-t1)))
print('--->>> Number of data parts: {0}'.format(len(gpu_dfs)))
dxgb_gpu_params = {
'nround': 100,
'max_depth': 8,
@@ -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))
@@ -481,14 +457,13 @@ def main():
gpu_dfs = [gpu_df.persist() for gpu_df in gpu_dfs]
gc.collect()
wait(gpu_dfs)
# TRAIN THE MODEL
labels = None
t1 = datetime.datetime.now()
bst = dxgb_gpu.train(client, dxgb_gpu_params, gpu_dfs, labels, num_boost_round=dxgb_gpu_params['nround'])
t2 = datetime.datetime.now()
print("Training time ...")
print(t2-t1)
print('str(bst) is {0}'.format(str(bst)))
print('\n---->>>> Training time: {0} <<<<----\n'.format(str(t2-t1)))
print('Exiting script')
if __name__ == '__main__':

View File

@@ -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

View File

@@ -8,7 +8,7 @@ As a pre-requisite, run the [configuration Notebook](../configuration.ipynb) not
* [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.

View File

@@ -115,16 +115,7 @@ jupyter notebook
- Simple example of using automated ML for regression
- Uses local compute for training
- [auto-ml-remote-execution.ipynb](remote-execution/auto-ml-remote-execution.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Example of using automated ML for classification using a remote linux DSVM for training
- Parallel execution of iterations
- Async tracking of progress
- Cancelling individual iterations or entire run
- Retrieving models for any iteration or logged metric
- Specify automated ML settings as kwargs
- [auto-ml-remote-amlcompute.ipynb](remote-batchai/auto-ml-remote-amlcompute.ipynb)
- [auto-ml-remote-amlcompute.ipynb](remote-amlcompute/auto-ml-remote-amlcompute.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Example of using automated ML for classification using remote AmlCompute for training
- Parallel execution of iterations
@@ -133,12 +124,6 @@ jupyter notebook
- Retrieving models for any iteration or logged metric
- Specify automated ML settings as kwargs
- [auto-ml-remote-attach.ipynb](remote-attach/auto-ml-remote-attach.ipynb)
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
- handling text data with preprocess flag
- Reading data from a blob store for remote executions
- using pandas dataframes for reading data
- [auto-ml-missing-data-blacklist-early-termination.ipynb](missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Blacklist certain pipelines
@@ -156,10 +141,6 @@ jupyter notebook
- Get details for a automated ML Run. (automated ML settings, run widget & all metrics)
- Download fitted pipeline for any iteration
- [auto-ml-remote-execution-with-datastore.ipynb](remote-execution-with-datastore/auto-ml-remote-execution-with-datastore.ipynb)
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
- Download the data and store it in DataStore.
- [auto-ml-classification-with-deployment.ipynb](classification-with-deployment/auto-ml-classification-with-deployment.ipynb)
- 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
@@ -174,11 +155,11 @@ jupyter notebook
- [auto-ml-subsampling-local.ipynb](subsampling/auto-ml-subsampling-local.ipynb)
- How to enable subsampling
- [auto-ml-dataprep.ipynb](dataprep/auto-ml-dataprep.ipynb)
- Using DataPrep for reading data
- [auto-ml-dataset.ipynb](dataprep/auto-ml-dataset.ipynb)
- Using Dataset for reading data
- [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-dataset-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataset-remote-execution.ipynb)
- Using Dataset 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)
@@ -194,10 +175,39 @@ jupyter notebook
- 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)
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
- Simple example of using automated ML for classification with ONNX models
- Uses local compute for training
- [auto-ml-remote-amlcompute-with-onnx.ipynb](remote-amlcompute-with-onnx/auto-ml-remote-amlcompute-with-onnx.ipynb)
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
- Example of using automated ML for classification using remote AmlCompute for training
- Train the models with ONNX compatible config on
- Parallel execution of iterations
- Async tracking of progress
- Cancelling individual iterations or entire run
- Retrieving the ONNX models and do the inference with them
- [auto-ml-bank-marketing-subscribers-with-deployment.ipynb](bank-marketing-subscribers-with-deployment/auto-ml-bank-marketing-with-deployment.ipynb)
- Dataset: UCI's [bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
- Simple example of using automated ML for classification to predict term deposit subscriptions for a bank
- Uses azure compute for training
- [auto-ml-creditcard-with-deployment.ipynb](credit-card-fraud-detection-with-deployment/auto-ml-creditcard-with-deployment.ipynb)
- Dataset: Kaggle's [credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
- Simple example of using automated ML for classification to fraudulent credit card transactions
- Uses azure compute for training
- [auto-ml-hardware-performance-with-deployment.ipynb](hardware-performance-prediction-with-deployment/auto-ml-hardware-performance-with-deployment.ipynb)
- Dataset: UCI's [computer hardware dataset](https://archive.ics.uci.edu/ml/datasets/Computer+Hardware)
- Simple example of using automated ML for regression to predict the performance of certain combinations of hardware components
- Uses azure compute for training
- [auto-ml-concrete-strength-with-deployment.ipynb](predicting-concrete-strength-with-deployment/auto-ml-concrete-strength-with-deployment.ipynb)
- Dataset: UCI's [concrete compressive strength dataset](https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set)
- Simple example of using automated ML for regression to predict the strength predict the compressive strength of concrete based off of different ingredient combinations and quantities of those ingredients
- Uses azure compute for training
<a name="documentation"></a>
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.
@@ -219,7 +229,7 @@ The main code of the file must be indented so that it is under this condition.
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`.
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>`.
5. Pass a new name as the first parameter to automl_setup so that it creates a new conda environment. You can view existing conda environments using `conda env list` and remove them with `conda env remove -n <environmentname>`.
## automl_setup_linux.sh fails
If automl_setup_linux.sh fails on Ubuntu Linux with the error: `unable to execute 'gcc': No such file or directory`
@@ -254,13 +264,13 @@ Some Windows environments see an error loading numpy with the latest Python vers
Check the tensorflow version in the automated ml conda environment. Supported versions are < 1.13. Uninstall tensorflow from the environment if version is >= 1.13
You may check the version of tensorflow and uninstall as follows
1) start a command shell, activate conda environment where automated ml packages are installed
2) enter `pip freeze` and look for `tensorflow` , if found, the version listed should be < 1.13
3) If the listed version is a not a supported version, `pip uninstall tensorflow` in the command shell and enter y for confirmation.
2) enter `pip freeze` and look for `tensorflow` , if found, the version listed should be < 1.13
3) If the listed version is a not a supported version, `pip uninstall tensorflow` in the command shell and enter y for confirmation.
## Remote run: DsvmCompute.create fails
## Remote run: DsvmCompute.create fails
There are several reasons why the DsvmCompute.create can fail. The reason is usually in the error message but you have to look at the end of the error message for the detailed reason. Some common reasons are:
1) `Compute name is invalid, it should start with a letter, be between 2 and 16 character, and only include letters (a-zA-Z), numbers (0-9) and \'-\'.` Note that underscore is not allowed in the name.
2) `The requested VM size xxxxx is not available in the current region.` You can select a different region or vm_size.
2) `The requested VM size xxxxx is not available in the current region.` You can select a different region or vm_size.
## Remote run: Unable to establish SSH connection
Automated ML uses the SSH protocol to communicate with remote DSVMs. This defaults to port 22. Possible causes for this error are:
@@ -286,4 +296,4 @@ To resolve this issue, allocate a DSVM with more memory or reduce the value spec
## Remote run: Iterations show as "Not Responding" in the RunDetails widget.
This can be caused by too many concurrent iterations for a remote DSVM. Each concurrent iteration usually takes 100% of a core when it is running. Some iterations can use multiple cores. So, the max_concurrent_iterations setting should always be less than the number of cores of the DSVM.
To resolve this issue, try reducing the value specified for the max_concurrent_iterations setting.
To resolve this issue, try reducing the value specified for the max_concurrent_iterations setting.

View File

@@ -2,20 +2,26 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip
- python>=3.5.2,<3.6.8
- nb_conda
- matplotlib==2.1.0
- numpy>=1.11.0,<=1.16.2
- numpy>=1.16.0,<=1.16.2
- cython
- urllib3<1.24
- scipy>=1.0.0,<=1.1.0
- scikit-learn>=0.19.0,<=0.20.3
- pandas>=0.22.0,<=0.23.4
- py-xgboost<=0.80
- pyarrow>=0.11.0
- conda-forge::fbprophet==0.5
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-sdk[automl,explain]
- azureml-defaults
- azureml-train-automl
- azureml-widgets
- azureml-explain-model
- azureml-contrib-interpret
- pandas_ml

View File

@@ -2,21 +2,27 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip
- nomkl
- python>=3.5.2,<3.6.8
- nb_conda
- matplotlib==2.1.0
- numpy>=1.11.0,<=1.16.2
- numpy>=1.16.0,<=1.16.2
- cython
- urllib3<1.24
- scipy>=1.0.0,<=1.1.0
- scikit-learn>=0.19.0,<=0.20.3
- pandas>=0.22.0,<0.23.0
- py-xgboost<=0.80
- pyarrow>=0.11.0
- conda-forge::fbprophet==0.5
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-sdk[automl,explain]
- azureml-defaults
- azureml-train-automl
- azureml-widgets
- azureml-explain-model
- azureml-contrib-interpret
- pandas_ml

View File

@@ -9,6 +9,8 @@ IF "%automl_env_file%"=="" SET automl_env_file="automl_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 (
@@ -42,6 +44,15 @@ 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
:YmlMissing
echo File %automl_env_file% not found.

View File

@@ -0,0 +1,655 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-bank-marketing/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 Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Register the model.\n",
"6. Create a container image.\n",
"7. Create an Azure Container Instance (ACI) service.\n",
"8. Test the ACI service."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-bmarketing'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Create a run configuration for the remote run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the bank marketing dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 2,\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" run_configuration=conda_run_config,\n",
" training_data = dataset,\n",
" label_column_name = 'y',\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = np.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')\n",
"\n",
"aci_service_name = 'automl-sample-bankmarketing'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained split our data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load the bank marketing datasets.\n",
"from numpy import array"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X_test = dataset.drop_columns(columns=['y'])\n",
"y_test = dataset.keep_columns(columns=['y'], validate=True)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred = fitted_model.predict(X_test)\n",
"actual = array(y_test)\n",
"actual = actual[:,0]\n",
"print(y_pred.shape, \" \", actual.shape)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib notebook\n",
"test_pred = plt.scatter(actual, y_pred, color='b')\n",
"test_test = plt.scatter(actual, actual, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
"\n",
"_**Acknowledgements**_\n",
"This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
"\n",
"[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,11 @@
name: auto-ml-classification-bank-marketing
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -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/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Deployment using Credit Card Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Deploy](#Deploy)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if a creditcard transaction is or is not considered a fraudulent charge.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Register the model.\n",
"6. Create a container image.\n",
"7. Create an Azure Container Instance (ACI) service.\n",
"8. Test the ACI service."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-ccard'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Create a run configuration for the remote run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
"label_column_name = 'Class'\n",
"X_test = validation_data.drop_columns(columns=[label_column_name])\n",
"y_test = validation_data.keep_columns(columns=[label_column_name], validate=True)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 2,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" run_configuration=conda_run_config,\n",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = numpy.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"cards\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')\n",
"\n",
"aci_service_name = 'automl-sample-creditcard'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Randomly select and test\n",
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred = fitted_model.predict(X_test)\n",
"y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Randomly select and test\n",
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(y_test, y_pred, color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
"\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection. More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"Please cite the following works: \n",
"\u00e2\u20ac\u00a2\tAndrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"o\tDal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,11 @@
name: auto-ml-classification-credit-card-fraud
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -92,8 +92,6 @@
"\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",
@@ -103,7 +101,6 @@
"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",
@@ -126,8 +123,7 @@
"|**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.|"
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|"
]
},
{
@@ -148,8 +144,7 @@
" iterations = 10,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
" y = y_train)"
]
},
{
@@ -297,7 +292,7 @@
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-sdk', 'azureml-core']:\n",
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
@@ -310,7 +305,7 @@
"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",
" pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
@@ -330,7 +325,7 @@
" 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",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
@@ -347,40 +342,9 @@
"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"
"### Deploy the model as a Web Service on Azure Container Instance\n",
"\n",
"Create the configuration needed for deploying the model as a web service service."
]
},
{
@@ -389,8 +353,13 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"digits\", 'type': \"automl_classification\"}, \n",
@@ -404,17 +373,33 @@
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\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 = 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 the logs from service deployment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if aci_service.state != 'Healthy':\n",
" # run this command for debugging.\n",
" print(aci_service.get_logs())"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -431,22 +416,6 @@
"#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": {},

View File

@@ -0,0 +1,8 @@
name: auto-ml-classification-with-deployment
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -29,7 +29,6 @@
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"\n"
]
},
@@ -39,7 +38,7 @@
"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",
"In this example we use the scikit-learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
@@ -49,7 +48,8 @@
"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."
"4. Explore the results and save the ONNX model.\n",
"5. Inference with the ONNX model."
]
},
{
@@ -89,9 +89,8 @@
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-classification-onnx'\n",
"project_folder = './sample_projects/automl-classification-onnx'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -101,7 +100,6 @@
"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",
@@ -127,8 +125,22 @@
"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",
" random_state=0)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Ensure the x_train and x_test are pandas DataFrame."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Convert the X_train and X_test to pandas DataFrame and set column names,\n",
"# This is needed for initializing the input variable names of ONNX model, \n",
"# and the prediction with the ONNX model using the inference helper.\n",
@@ -140,11 +152,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train with enable ONNX compatible models config on\n",
"## Train\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",
"**Note:** Set the parameter enable_onnx_compatible_models=True, if you also want to generate the ONNX compatible models. Please note, the forecasting task and TensorFlow models are not ONNX compatible yet.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
@@ -154,8 +166,14 @@
"|**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.|"
"|**enable_onnx_compatible_models**|Enable the ONNX compatible models in the experiment.|"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Set the preprocess=True, currently the InferenceHelper only supports this mode."
]
},
{
@@ -173,8 +191,7 @@
" X = X_train, \n",
" y = y_train,\n",
" preprocess=True,\n",
" enable_onnx_compatible_models=True,\n",
" path = project_folder)"
" enable_onnx_compatible_models=True)"
]
},
{
@@ -299,7 +316,7 @@
" onnxrt_present = False\n",
"\n",
"def get_onnx_res(run):\n",
" res_path = '_debug_y_trans_converter.json'\n",
" res_path = 'onnx_resource.json'\n",
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
" with open(res_path) as f:\n",
" onnx_res = json.load(f)\n",
@@ -316,7 +333,7 @@
" 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",
" print('Please use Python version 3.6 or 3.7 to run the inference helper.') \n",
" if not onnxrt_present:\n",
" print('Please install the onnxruntime package to do the prediction with ONNX model.')"
]

View File

@@ -0,0 +1,9 @@
name: auto-ml-classification-with-onnx
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- onnxruntime

View File

@@ -41,7 +41,7 @@
"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 notebooks shows how can automl can be trained on a selected list of models, see the readme.md for the models.\n",
"This trains the model exclusively on tensorflow based models.\n",
"\n",
"In this notebook you will learn how to:\n",
@@ -100,9 +100,8 @@
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-local-whitelist'\n",
"project_folder = './sample_projects/automl-local-whitelist'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -112,7 +111,6 @@
"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",
@@ -158,7 +156,6 @@
"|**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).|"
]
},
@@ -177,8 +174,7 @@
" X = X_train, \n",
" y = y_train,\n",
" enable_tf=True,\n",
" whitelist_models=whitelist_models,\n",
" path = project_folder)"
" whitelist_models=whitelist_models)"
]
},
{

View File

@@ -0,0 +1,8 @@
name: auto-ml-classification-with-whitelisting
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -113,9 +113,8 @@
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-classification'\n",
"project_folder = './sample_projects/automl-classification'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -125,7 +124,6 @@
"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",
@@ -258,7 +256,11 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"metadata": {
"tags": [
"widget-rundetails-sample"
]
},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",

View File

@@ -0,0 +1,8 @@
name: auto-ml-classification
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -21,7 +21,7 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Prepare Data using `azureml.dataprep` for Remote Execution (DSVM)**_\n",
"_**Load Data using `TabularDataset` for Remote Execution (AmlCompute)**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
@@ -37,23 +37,20 @@
"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",
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. 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."
"1. Create a `TabularDataset` pointing to the training data.\n",
"2. Pass the `TabularDataset` to AutoML for a remote run."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
"## Setup"
]
},
{
@@ -70,15 +67,13 @@
"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.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
@@ -89,11 +84,9 @@
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
" \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",
"experiment_name = 'automl-dataset-remote-bai'\n",
" \n",
"experiment = Experiment(ws, experiment_name)\n",
" \n",
@@ -103,7 +96,6 @@
"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",
@@ -123,35 +115,21 @@
"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)"
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Review the Data Preparation Result\n",
"### Review the data\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",
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
"\n",
"`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."
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
]
},
{
@@ -160,8 +138,8 @@
"metadata": {},
"outputs": [],
"source": [
"X = dflow.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
"y = dflow.keep_columns(columns=['Primary Type'], validate_column_exists=True)"
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
"label_column_name = 'Primary Type'"
]
},
{
@@ -192,7 +170,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach a Remote Linux DSVM"
"### Create or Attach an AmlCompute cluster"
]
},
{
@@ -201,21 +179,37 @@
"metadata": {},
"outputs": [],
"source": [
"dsvm_name = 'mydsvmb'\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"try:\n",
" while ws.compute_targets[dsvm_name].provisioning_state == 'Creating':\n",
" time.sleep(1)\n",
" \n",
" dsvm_compute = DsvmCompute(ws, dsvm_name)\n",
" print('Found existing DVSM.')\n",
"except:\n",
" print('Creating a new DSVM.')\n",
" dsvm_config = DsvmCompute.provisioning_configuration(vm_size = \"Standard_D2_v2\")\n",
" dsvm_compute = DsvmCompute.create(ws, name = dsvm_name, provisioning_configuration = dsvm_config)\n",
" dsvm_compute.wait_for_completion(show_output = True)\n",
" print(\"Waiting one minute for ssh to be accessible\")\n",
" time.sleep(90) # Wait for ssh to be accessible"
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlc2\"\n",
"\n",
"found = False\n",
"\n",
"# Check if this compute target already exists in the workspace.\n",
"\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
"\n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\\n\",\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
"\n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
@@ -226,12 +220,16 @@
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"conda_run_config.target = dsvm_compute\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy','py-xgboost<=0.80'])\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
@@ -239,9 +237,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pass Data with `Dataflow` Objects\n",
"### Pass Data with `TabularDataset` 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."
"The `TabularDataset` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `TabularDataset` object and send it to the remote compute target. The `TabularDataset` will not be evaluated locally."
]
},
{
@@ -252,10 +250,9 @@
"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",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings)"
]
},
@@ -294,6 +291,27 @@
"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": {},
@@ -423,8 +441,13 @@
"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')"
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
]
},
{
@@ -443,10 +466,6 @@
"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",

View File

@@ -0,0 +1,11 @@
name: auto-ml-dataset-remote-execution
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -1,5 +1,12 @@
{
"cells": [
{
"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": {},
@@ -9,19 +16,12 @@
"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",
"_**Load Data using `TabularDataset` for Local Execution**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
@@ -37,23 +37,20 @@
"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",
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. 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."
"1. Create a `TabularDataset` pointing to the training data.\n",
"2. Pass the `TabularDataset` to AutoML for a local run."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
"## Setup"
]
},
{
@@ -76,7 +73,7 @@
"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.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
@@ -89,9 +86,7 @@
"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",
"experiment_name = 'automl-dataset-local'\n",
" \n",
"experiment = Experiment(ws, experiment_name)\n",
" \n",
@@ -101,7 +96,6 @@
"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",
@@ -121,35 +115,21 @@
"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)"
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Review the Data Preparation Result\n",
"### Review the data\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",
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
"\n",
"`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."
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
]
},
{
@@ -158,8 +138,8 @@
"metadata": {},
"outputs": [],
"source": [
"X = dflow.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
"y = dflow.keep_columns(columns=['Primary Type'], validate_column_exists=True)"
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
"label_column_name = 'Primary Type'"
]
},
{
@@ -190,9 +170,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pass Data with `Dataflow` Objects\n",
"### Pass Data with `TabularDataset` 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."
"The `TabularDataset` objects captured above can be passed to the `submit` method for a local run. AutoML will retrieve the results from the `TabularDataset` for model training."
]
},
{
@@ -203,8 +183,8 @@
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" X = X,\n",
" y = y,\n",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings)"
]
},
@@ -355,8 +335,13 @@
"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')"
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
]
},
{
@@ -375,9 +360,6 @@
"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",

View File

@@ -0,0 +1,9 @@
name: auto-ml-dataset
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-dataprep[pandas]

View File

@@ -197,12 +197,12 @@
"display(HTML('<h3>Iterations</h3>'))\n",
"RunDetails(ml_run).show() \n",
"\n",
"children = list(ml_run.get_children())\n",
"all_metrics = ml_run.get_metrics(recursive=True)\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",
"for run_id, metrics in all_metrics.items():\n",
" iteration = int(run_id.split('_')[-1])\n",
" float_metrics = {k: v for k, v in metrics.items() if isinstance(v, float)}\n",
" metricslist[iteration] = float_metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"display(HTML('<h3>Metrics</h3>'))\n",

View File

@@ -0,0 +1,8 @@
name: auto-ml-exploring-previous-runs
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -36,19 +36,17 @@
"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",
"\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",
"3. Training the Model using local compute\n",
"4. Exploring the results\n",
"5. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
"6. Testing the fitted model"
"2. Configuration and local run of AutoML for a time-series model with lag and holiday features \n",
"3. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
"4. Evaluating the fitted model using a rolling test "
]
},
{
@@ -69,10 +67,12 @@
"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",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
@@ -84,7 +84,7 @@
"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."
"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."
]
},
{
@@ -97,8 +97,6 @@
"\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",
@@ -108,7 +106,6 @@
"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",
@@ -129,14 +126,15 @@
"metadata": {},
"outputs": [],
"source": [
"data = pd.read_csv('bike-no.csv', parse_dates=['date'])"
"data = pd.read_csv('bike-no.csv', parse_dates=['date'])\n",
"data.head()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's set up what we know abou the dataset. \n",
"Let's set up what we know about the dataset. \n",
"\n",
"**Target column** is what we want to forecast.\n",
"\n",
@@ -194,8 +192,7 @@
"source": [
"### Setting forecaster maximum horizon \n",
"\n",
"Assuming your test data forms a full and regular time series(regular time intervals and no holes), \n",
"the maximum horizon you will need to forecast is the length of the longest grain in your test set."
"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). "
]
},
{
@@ -204,10 +201,7 @@
"metadata": {},
"outputs": [],
"source": [
"if len(grain_column_names) == 0:\n",
" max_horizon = len(X_test)\n",
"else:\n",
" max_horizon = X_test.groupby(grain_column_names)[time_column_name].count().max()"
"max_horizon = 14"
]
},
{
@@ -224,11 +218,12 @@
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**country_or_region**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
"|**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",
"This notebook uses the blacklist_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blacklist_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
]
},
{
@@ -237,26 +232,25 @@
"metadata": {},
"outputs": [],
"source": [
"time_column_name = 'date'\n",
"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",
" 'time_column_name': time_column_name,\n",
" 'max_horizon': max_horizon,\n",
" # knowing the country/region allows Automated ML to bring in holidays\n",
" \"country_or_region\" : 'US',\n",
" \"max_horizon\" : max_horizon,\n",
" \"target_lags\": 1 \n",
" 'country_or_region': 'US',\n",
" 'target_lags': 1,\n",
" # these columns are a breakdown of the total and therefore a leak\n",
" 'drop_column_names': ['casual', 'registered']\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'forecasting', \n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" iterations = 10,\n",
" iteration_timeout_minutes = 5,\n",
" X = X_train,\n",
" y = y_train,\n",
" n_cross_validations = 3, \n",
" path=project_folder,\n",
" verbosity = logging.INFO,\n",
" blacklist_models = ['ExtremeRandomTrees'],\n",
" iterations=10,\n",
" iteration_timeout_minutes=5,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" n_cross_validations=3, \n",
" verbosity=logging.INFO,\n",
" **automl_settings)"
]
},
@@ -264,7 +258,7 @@
"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, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. You will see the currently running iterations printing to the console."
]
},
{
@@ -349,18 +343,26 @@
"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"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. \n",
"\n",
"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."
"We always score on the original dataset whose schema matches the training set schema."
]
},
{
@@ -372,21 +374,12 @@
"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": [
"We now define some functions for aligning output to input and for producing rolling forecasts over the full test set. As previously stated, the forecast horizon of 14 days is shorter than the length of the test set - which is about 120 days. To get predictions over the full test set, we iterate over the test set, making forecasts 14 days at a time and combining the results. We also make sure that each 14-day forecast uses up-to-date actuals - the current context - to construct lag features. \n",
"\n",
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
]
},
@@ -396,7 +389,8 @@
"metadata": {},
"outputs": [],
"source": [
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name='predicted',\n",
" horizon_colname='horizon_origin'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
@@ -408,7 +402,8 @@
" * 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",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted,\n",
" horizon_colname: X_trans[horizon_colname]})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
@@ -427,7 +422,49 @@
" 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"
"def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):\n",
" \"\"\"\n",
" Produce forecasts on a rolling origin over the given test set.\n",
" \n",
" Each iteration makes a forecast for the next 'max_horizon' periods \n",
" with respect to the current origin, then advances the origin by the horizon time duration. \n",
" The prediction context for each forecast is set so that the forecaster uses \n",
" the actual target values prior to the current origin time for constructing lag features.\n",
" \n",
" This function returns a concatenated DataFrame of rolling forecasts.\n",
" \"\"\"\n",
" df_list = []\n",
" origin_time = X_test[time_column_name].min()\n",
" while origin_time <= X_test[time_column_name].max():\n",
" # Set the horizon time - end date of the forecast\n",
" horizon_time = origin_time + max_horizon * to_offset(freq)\n",
" \n",
" # Extract test data from an expanding window up-to the horizon \n",
" expand_wind = (X_test[time_column_name] < horizon_time)\n",
" X_test_expand = X_test[expand_wind]\n",
" y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)\n",
" y_query_expand.fill(np.NaN)\n",
" \n",
" if origin_time != X_test[time_column_name].min():\n",
" # Set the context by including actuals up-to the origin time\n",
" test_context_expand_wind = (X_test[time_column_name] < origin_time)\n",
" context_expand_wind = (X_test_expand[time_column_name] < origin_time)\n",
" y_query_expand[context_expand_wind] = y_test[test_context_expand_wind]\n",
" \n",
" # Make a forecast out to the maximum horizon\n",
" y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)\n",
" \n",
" # Align forecast with test set for dates within the current rolling window \n",
" trans_tindex = X_trans.index.get_level_values(time_column_name)\n",
" trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)\n",
" test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)\n",
" df_list.append(align_outputs(y_fcst[trans_roll_wind], X_trans[trans_roll_wind],\n",
" X_test[test_roll_wind], y_test[test_roll_wind]))\n",
" \n",
" # Advance the origin time\n",
" origin_time = horizon_time\n",
" \n",
" return pd.concat(df_list, ignore_index=True)"
]
},
{
@@ -436,6 +473,30 @@
"metadata": {},
"outputs": [],
"source": [
"df_all = do_rolling_forecast(fitted_model, X_test, y_test, max_horizon)\n",
"df_all"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now calculate some error metrics for the forecasts and vizualize the predictions vs. the actuals."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"def APE(actual, pred):\n",
" \"\"\"\n",
" Calculate absolute percentage error.\n",
" Returns a vector of APE values with same length as actual/pred.\n",
" \"\"\"\n",
" return 100*np.abs((actual - pred)/actual)\n",
"\n",
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
@@ -445,8 +506,7 @@
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
" return np.mean(APE)"
" return np.mean(APE(actual_safe, pred_safe))"
]
},
{
@@ -463,18 +523,63 @@
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\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",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The MAPE seems high; it is being skewed by an actual with a small absolute value. For a more informative evaluation, we can calculate the metrics by forecast horizon:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df_all.groupby('horizon_origin').apply(\n",
" lambda df: pd.Series({'MAPE': MAPE(df[target_column_name], df['predicted']),\n",
" 'RMSE': np.sqrt(mean_squared_error(df[target_column_name], df['predicted'])),\n",
" 'MAE': mean_absolute_error(df[target_column_name], df['predicted'])}))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"It's also interesting to see the distributions of APE (absolute percentage error) by horizon. On a log scale, the outlying APE in the horizon-3 group is clear."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all['predicted']))\n",
"APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, max_horizon + 1)]\n",
"\n",
"%matplotlib inline\n",
"plt.boxplot(APEs)\n",
"plt.yscale('log')\n",
"plt.xlabel('horizon')\n",
"plt.ylabel('APE (%)')\n",
"plt.title('Absolute Percentage Errors by Forecast Horizon')\n",
"\n",
"plt.show()"
]
}
],
"metadata": {
"authors": [
{
"name": "xiaga@microsoft.com, tosingli@microsoft.com"
"name": "erwright"
}
],
"kernelspec": {
@@ -492,7 +597,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
"version": "3.6.8"
}
},
"nbformat": 4,

View File

@@ -0,0 +1,9 @@
name: auto-ml-forecasting-bike-share
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels

View File

@@ -35,17 +35,16 @@
"metadata": {},
"source": [
"## Introduction\n",
"In this example, we show how AutoML can be used for energy demand forecasting.\n",
"In this example, we show how AutoML can be used to forecast a single time-series in the energy demand application area. \n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"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",
"3. Training the Model using local compute\n",
"4. Exploring the results\n",
"5. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
"6. Testing the fitted model"
"2. Configuration and local run of AutoML for a simple time-series model\n",
"3. View engineered features and prediction results\n",
"4. Configuration and local run of AutoML for a time-series model with lag and rolling window features\n",
"5. Estimate feature importance"
]
},
{
@@ -66,10 +65,10 @@
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
@@ -81,7 +80,7 @@
"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."
"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."
]
},
{
@@ -94,8 +93,6 @@
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-energydemandforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-energydemandforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -105,7 +102,6 @@
"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",
@@ -117,7 +113,7 @@
"metadata": {},
"source": [
"## Data\n",
"Read energy demanding data from file, and preview data."
"We will use energy consumption data from New York City for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. Pandas CSV reader is used to read the file into memory. Special attention is given to the \"timeStamp\" column in the data since it contains text which should be parsed as datetime-type objects. "
]
},
{
@@ -130,13 +126,20 @@
"data.head()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We must now define the schema of this dataset. Every time-series must have a time column and a target. The target quantity is what will be eventually forecasted by a trained model. In this case, the target is the \"demand\" column. The other columns, \"temp\" and \"precip,\" are implicitly designated as features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# let's take note of what columns means what in the data\n",
"# Dataset schema\n",
"time_column_name = 'timeStamp'\n",
"target_column_name = 'demand'"
]
@@ -145,7 +148,14 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data into train and test sets\n"
"### Forecast Horizon\n",
"\n",
"In addition to the data schema, we must also specify the forecast horizon. A forecast horizon is a time span into the future (or just beyond the latest date in the training data) where forecasts of the target quantity are needed. Choosing a forecast horizon is application specific, but a rule-of-thumb is that **the horizon should be the time-frame where you need actionable decisions based on the forecast.** The horizon usually has a strong relationship with the frequency of the time-series data, that is, the sampling interval of the target quantity and the features. For instance, the NYC energy demand data has an hourly frequency. A decision that requires a demand forecast to the hour is unlikely to be made weeks or months in advance, particularly if we expect weather to be a strong determinant of demand. We may have fairly accurate meteorological forecasts of the hourly temperature and precipitation on a the time-scale of a day or two, however.\n",
"\n",
"Given the above discussion, we generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so the user should consider carefully how they set this value. If a long horizon forecast really is necessary, it may be good practice to aggregate the series to a coarser time scale. \n",
"\n",
"\n",
"Forecast horizons in AutoML are given as integer multiples of the time-series frequency. In this example, we set the horizon to 48 hours."
]
},
{
@@ -154,8 +164,32 @@
"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",
"max_horizon = 48"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data into train and test sets\n",
"We now split the data into a train and a test set so that we may evaluate model performance. We note that the tail of the dataset contains a large number of NA values in the target column, so we designate the test set as the 48 hour window ending on the latest date of known energy demand. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Find time point to split on\n",
"latest_known_time = data[~pd.isnull(data[target_column_name])][time_column_name].max()\n",
"split_time = latest_known_time - pd.Timedelta(hours=max_horizon)\n",
"\n",
"# Split into train/test sets\n",
"X_train = data[data[time_column_name] <= split_time]\n",
"X_test = data[(data[time_column_name] > split_time) & (data[time_column_name] <= latest_known_time)]\n",
"\n",
"# Move the target values into their own arrays \n",
"y_train = X_train.pop(target_column_name).values\n",
"y_test = X_test.pop(target_column_name).values"
]
@@ -166,7 +200,7 @@
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"We now instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. For forecasting tasks, we must provide extra configuration related to the time-series data schema and forecasting context. Here, only the name of the time column and the maximum forecast horizon are needed. Other settings are described below:\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
@@ -176,8 +210,7 @@
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\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.|"
]
},
{
@@ -186,22 +219,22 @@
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"time_column_name\": time_column_name \n",
"time_series_settings = {\n",
" 'time_column_name': time_column_name,\n",
" 'max_horizon': max_horizon\n",
"}\n",
"\n",
"\n",
"automl_config = AutoMLConfig(task = 'forecasting',\n",
" debug_log = 'automl_nyc_energy_errors.log',\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_nyc_energy_errors.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" iterations = 10,\n",
" iteration_timeout_minutes = 5,\n",
" X = X_train,\n",
" y = y_train,\n",
" n_cross_validations = 3,\n",
" path=project_folder,\n",
" blacklist_models = ['ExtremeRandomTrees', 'AutoArima'],\n",
" iterations=10,\n",
" iteration_timeout_minutes=5,\n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=3,\n",
" verbosity = logging.INFO,\n",
" **automl_settings)"
" **time_series_settings)"
]
},
{
@@ -358,7 +391,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate accuracy metrics\n"
"### Calculate accuracy metrics\n",
"Finally, we calculate some accuracy metrics for the forecast and plot the predictions vs. the actuals over the time range in the test set."
]
},
{
@@ -394,10 +428,13 @@
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"\n",
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"%matplotlib inline\n",
"pred, = plt.plot(df_all[time_column_name], df_all['predicted'], color='b')\n",
"actual, = plt.plot(df_all[time_column_name], df_all[target_column_name], color='g')\n",
"plt.xticks(fontsize=8)\n",
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.title('Prediction vs. Actual Time-Series')\n",
"\n",
"plt.show()"
]
},
@@ -412,16 +449,18 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using lags and rolling window features to improve the forecast"
"### Using lags and rolling window features"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data.\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation.\n",
"\n",
"Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must 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."
"Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must still specify the `max_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features.\n",
"\n",
"This notebook uses the blacklist_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blacklist_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
]
},
{
@@ -430,27 +469,31 @@
"metadata": {},
"outputs": [],
"source": [
"automl_settings_lags = {\n",
"time_series_settings_with_lags = {\n",
" 'time_column_name': time_column_name,\n",
" 'target_lags': 1,\n",
" 'target_rolling_window_size': 5,\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",
" 'max_horizon': max_horizon,\n",
" 'target_lags': 12,\n",
" 'target_rolling_window_size': 4\n",
"}\n",
"\n",
"\n",
"automl_config_lags = AutoMLConfig(task = 'forecasting',\n",
" debug_log = 'automl_nyc_energy_errors.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" iterations = 10,\n",
" iteration_timeout_minutes = 5,\n",
" X = X_train,\n",
" y = y_train,\n",
" n_cross_validations = 3,\n",
" path=project_folder,\n",
" verbosity = logging.INFO,\n",
" **automl_settings_lags)"
"automl_config_lags = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_nyc_energy_errors.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blacklist_models=['ElasticNet','ExtremeRandomTrees','GradientBoosting','XGBoostRegressor'],\n",
" iterations=10,\n",
" iteration_timeout_minutes=10,\n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=3,\n",
" verbosity=logging.INFO,\n",
" **time_series_settings_with_lags)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now start a new local run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
]
},
{
@@ -497,10 +540,11 @@
"print('MAPE: %.2f' % MAPE(df_lags[target_column_name], df_lags['predicted']))\n",
"\n",
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(df_lags[target_column_name], df_lags['predicted'], color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"%matplotlib inline\n",
"pred, = plt.plot(df_lags[time_column_name], df_lags['predicted'], color='b')\n",
"actual, = plt.plot(df_lags[time_column_name], df_lags[target_column_name], color='g')\n",
"plt.xticks(fontsize=8)\n",
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
@@ -508,7 +552,21 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### What features matter for the forecast?"
"### What features matter for the forecast?\n",
"The following steps will allow you to compute and visualize engineered feature importance based on your test data for forecasting. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Setup the model explanations for AutoML models\n",
"The *fitted_model* can generate the following which will be used for getting the engineered and raw feature explanations using *automl_setup_model_explanations*:-\n",
"1. Featurized data from train samples/test samples \n",
"2. Gather engineered and raw feature name lists\n",
"3. Find the classes in your labeled column in classification scenarios\n",
"\n",
"The *automl_explainer_setup_obj* contains all the structures from above list. "
]
},
{
@@ -517,14 +575,74 @@
"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"
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
"automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, X=X_train.copy(), \n",
" X_test=X_test.copy(), y=y_train, \n",
" task='forecasting')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initialize the Mimic Explainer for feature importance\n",
"For explaining the AutoML models, use the *MimicWrapper* from *azureml.explain.model* package. The *MimicWrapper* can be initialized with fields in *automl_explainer_setup_obj*, your workspace and a LightGBM model which acts as a surrogate model to explain the AutoML model (*fitted_model* here). The *MimicWrapper* also takes the *best_run* object where the raw and engineered explanations will be uploaded."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel\n",
"from azureml.explain.model.mimic_wrapper import MimicWrapper\n",
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel, \n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=best_run,\n",
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
" feature_maps=[automl_explainer_setup_obj.feature_map])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing engineered feature importance\n",
"The *explain()* method in *MimicWrapper* can be called with the transformed test samples to get the feature importance for the generated engineered features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the generated engineered features by AutoML featurizers."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
"ExplanationDashboard(engineered_explanations, automl_explainer_setup_obj.automl_estimator, automl_explainer_setup_obj.X_test_transform)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
"The *explain()* method in *MimicWrapper* can be again called with the transformed test samples and setting *get_raw* to *True* to get the feature importance for the raw features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"raw_explanations = explainer.explain(['local', 'global'], get_raw=True, \n",
" raw_feature_names=automl_explainer_setup_obj.raw_feature_names,\n",
" eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
"ExplanationDashboard(raw_explanations, automl_explainer_setup_obj.automl_pipeline, automl_explainer_setup_obj.X_test_raw)"
]
},
{
@@ -540,7 +658,7 @@
"metadata": {
"authors": [
{
"name": "xiaga, tosingli"
"name": "erwright"
}
],
"kernelspec": {
@@ -558,7 +676,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
"version": "3.6.8"
}
},
"nbformat": 4,

View File

@@ -0,0 +1,12 @@
name: auto-ml-forecasting-energy-demand
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels
- azureml-explain-model
- azureml-contrib-interpret

View File

@@ -0,0 +1,615 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"\n",
"## Forecasting away from training data\n",
"\n",
"This notebook demonstrates the full interface to the `forecast()` function. \n",
"\n",
"The best known and most frequent usage of `forecast` enables forecasting on test sets that immediately follows training data. \n",
"\n",
"However, in many use cases it is necessary to continue using the model for some time before retraining it. This happens especially in **high frequency forecasting** when forecasts need to be made more frequently than the model can be retrained. Examples are in Internet of Things and predictive cloud resource scaling.\n",
"\n",
"Here we show how to use the `forecast()` function when a time gap exists between training data and prediction period.\n",
"\n",
"Terminology:\n",
"* forecast origin: the last period when the target value is known\n",
"* forecast periods(s): the period(s) for which the value of the target is desired.\n",
"* forecast horizon: the number of forecast periods\n",
"* lookback: how many past periods (before forecast origin) the model function depends on. The larger of number of lags and length of rolling window.\n",
"* prediction context: `lookback` periods immediately preceding the forecast origin\n",
"\n",
"![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 pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"from pandas.tseries.frequencies import to_offset\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"np.set_printoptions(precision=4, suppress=True, linewidth=120)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-forecast-function-demo'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"For the demonstration purposes we will generate the data artificially and use them for the forecasting."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"TIME_COLUMN_NAME = 'date'\n",
"GRAIN_COLUMN_NAME = 'grain'\n",
"TARGET_COLUMN_NAME = 'y'\n",
"\n",
"def get_timeseries(train_len: int,\n",
" test_len: int,\n",
" time_column_name: str,\n",
" target_column_name: str,\n",
" grain_column_name: str,\n",
" grains: int = 1,\n",
" freq: str = 'H'):\n",
" \"\"\"\n",
" Return the time series of designed length.\n",
"\n",
" :param train_len: The length of training data (one series).\n",
" :type train_len: int\n",
" :param test_len: The length of testing data (one series).\n",
" :type test_len: int\n",
" :param time_column_name: The desired name of a time column.\n",
" :type time_column_name: str\n",
" :param\n",
" :param grains: The number of grains.\n",
" :type grains: int\n",
" :param freq: The frequency string representing pandas offset.\n",
" see https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html\n",
" :type freq: str\n",
" :returns: the tuple of train and test data sets.\n",
" :rtype: tuple\n",
"\n",
" \"\"\"\n",
" data_train = [] # type: List[pd.DataFrame]\n",
" data_test = [] # type: List[pd.DataFrame]\n",
" data_length = train_len + test_len\n",
" for i in range(grains):\n",
" X = pd.DataFrame({\n",
" time_column_name: pd.date_range(start='2000-01-01',\n",
" periods=data_length,\n",
" freq=freq),\n",
" target_column_name: np.arange(data_length).astype(float) + np.random.rand(data_length) + i*5,\n",
" 'ext_predictor': np.asarray(range(42, 42 + data_length)),\n",
" grain_column_name: np.repeat('g{}'.format(i), data_length)\n",
" })\n",
" data_train.append(X[:train_len])\n",
" data_test.append(X[train_len:])\n",
" X_train = pd.concat(data_train)\n",
" y_train = X_train.pop(target_column_name).values\n",
" X_test = pd.concat(data_test)\n",
" y_test = X_test.pop(target_column_name).values\n",
" return X_train, y_train, X_test, y_test\n",
"\n",
"n_test_periods = 6\n",
"n_train_periods = 30\n",
"X_train, y_train, X_test, y_test = get_timeseries(train_len=n_train_periods,\n",
" test_len=n_test_periods,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" grain_column_name=GRAIN_COLUMN_NAME,\n",
" grains=2)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see what the training data looks like."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.tail()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the example time series\n",
"import matplotlib.pyplot as plt\n",
"whole_data = X_train.copy()\n",
"whole_data['y'] = y_train\n",
"for g in whole_data.groupby('grain'): \n",
" plt.plot(g[1]['date'].values, g[1]['y'].values, label=g[0])\n",
"plt.legend()\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create the configuration and train a forecaster\n",
"First generate the configuration, in which we:\n",
"* Set metadata columns: target, time column and grain column names.\n",
"* Ask for 10 iterations through models, last of which will represent the Ensemble of previous ones.\n",
"* Validate our data using cross validation with rolling window method.\n",
"* Set normalized root mean squared error as a metric to select the best model.\n",
"\n",
"* Finally, we set the task to be forecasting.\n",
"* By default, we apply the lag lead operator and rolling window to the target value i.e. we use the previous values as a predictor for the future ones."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lags = [1,2,3]\n",
"rolling_window_length = 0 # don't do rolling windows\n",
"max_horizon = n_test_periods\n",
"time_series_settings = { \n",
" 'time_column_name': TIME_COLUMN_NAME,\n",
" 'grain_column_names': [ GRAIN_COLUMN_NAME ],\n",
" 'max_horizon': max_horizon,\n",
" 'target_lags': lags\n",
"}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the model selection and training process."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_forecasting_function.log',\n",
" primary_metric='normalized_root_mean_squared_error', \n",
" iterations=10, \n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=3,\n",
" verbosity = logging.INFO,\n",
" **time_series_settings)\n",
"\n",
"local_run = experiment.submit(automl_config, show_output=True)\n",
"\n",
"# Retrieve the best model to use it further.\n",
"_, fitted_model = local_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting from the trained model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In this section we will review the `forecast` interface for two main scenarios: forecasting right after the training data, and the more complex interface for forecasting when there is a gap (in the time sense) between training and testing data."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### X_train is directly followed by the X_test\n",
"\n",
"Let's first consider the case when the prediction period immediately follows the training data. This is typical in scenarios where we have the time to retrain the model every time we wish to forecast. Forecasts that are made on daily and slower cadence typically fall into this category. Retraining the model every time benefits the accuracy because the most recent data is often the most informative.\n",
"\n",
"![Forecasting after training](forecast_function_at_train.png)\n",
"\n",
"The `X_test` and `y_query` below, taken together, form the **forecast request**. The two are interpreted as aligned - `y_query` could actally be a column in `X_test`. `NaN`s in `y_query` are the question marks. These will be filled with the forecasts.\n",
"\n",
"When the forecast period immediately follows the training period, the models retain the last few points of data. You can simply fill `y_query` filled with question marks - the model has the data for the lookback already.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Typical path: X_test is known, forecast all upcoming periods"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The data set contains hourly data, the training set ends at 01/02/2000 at 05:00\n",
"\n",
"# These are predictions we are asking the model to make (does not contain thet target column y),\n",
"# for 6 periods beginning with 2000-01-02 06:00, which immediately follows the training data\n",
"X_test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_query = np.repeat(np.NaN, X_test.shape[0])\n",
"y_pred_no_gap, xy_nogap = fitted_model.forecast(X_test, y_query)\n",
"\n",
"# xy_nogap contains the predictions in the _automl_target_col column.\n",
"# Those same numbers are output in y_pred_no_gap\n",
"xy_nogap"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Distribution forecasts\n",
"\n",
"Often the figure of interest is not just the point prediction, but the prediction at some quantile of the distribution. \n",
"This arises when the forecast is used to control some kind of inventory, for example of grocery items of virtual machines for a cloud service. In such case, the control point is usually something like \"we want the item to be in stock and not run out 99% of the time\". This is called a \"service level\". Here is how you get quantile forecasts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# specify which quantiles you would like \n",
"fitted_model.quantiles = [0.01, 0.5, 0.95]\n",
"# use forecast_quantiles function, not the forecast() one\n",
"y_pred_quantiles = fitted_model.forecast_quantiles(X_test, y_query)\n",
"\n",
"# it all nicely aligns column-wise\n",
"pd.concat([X_test.reset_index(), pd.DataFrame({'query' : y_query}), y_pred_quantiles], axis=1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Destination-date forecast: \"just do something\"\n",
"\n",
"In some scenarios, the X_test is not known. The forecast is likely to be weak, becaus eit is missing contemporaneous predictors, which we will need to impute. If you still wish to predict forward under the assumption that the last known values will be carried forward, you can forecast out to \"destination date\". The destination date still needs to fit within the maximum horizon from training."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# We will take the destination date as a last date in the test set.\n",
"dest = max(X_test[TIME_COLUMN_NAME])\n",
"y_pred_dest, xy_dest = fitted_model.forecast(forecast_destination=dest)\n",
"\n",
"# This form also shows how we imputed the predictors which were not given. (Not so well! Use with caution!)\n",
"xy_dest"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting away from training data\n",
"\n",
"Suppose we trained a model, some time passed, and now we want to apply the model without re-training. If the model \"looks back\" -- uses previous values of the target -- then we somehow need to provide those values to the model.\n",
"\n",
"![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 grain, so each grain can have a different forecast origin. \n",
"\n",
"The part of data before the forecast origin is the **prediction context**. To provide the context values the model needs when it looks back, we pass definite values in `y_test` (aligned with corresponding times in `X_test`)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# generate the same kind of test data we trained on, \n",
"# but now make the train set much longer, so that the test set will be in the future\n",
"X_context, y_context, X_away, y_away = get_timeseries(train_len=42, # train data was 30 steps long\n",
" test_len=4,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" grain_column_name=GRAIN_COLUMN_NAME,\n",
" grains=2)\n",
"\n",
"# end of the data we trained on\n",
"print(X_train.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].max())\n",
"# start of the data we want to predict on\n",
"print(X_away.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].min())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"There is a gap of 12 hours between end of training and beginning of `X_away`. (It looks like 13 because all timestamps point to the start of the one hour periods.) Using only `X_away` will fail without adding context data for the model to consume."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"try: \n",
" y_query = y_away.copy()\n",
" y_query.fill(np.NaN)\n",
" y_pred_away, xy_away = fitted_model.forecast(X_away, y_query)\n",
" xy_away\n",
"except Exception as e:\n",
" print(e)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"How should we read that eror message? The forecast origin is at the last time themodel saw an actual values of `y` (the target). That was at the end of the training data! Because the model received all `NaN` (and not an actual target value), it is attempting to forecast from the end of training data. But the requested forecast periods are past the maximum horizon. We need to provide a define `y` value to establish the forecast origin.\n",
"\n",
"We will use this helper function to take the required amount of context from the data preceding the testing data. It's definition is intentionally simplified to keep the idea in the clear."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"def make_forecasting_query(fulldata, time_column_name, target_column_name, forecast_origin, horizon, lookback):\n",
"\n",
" \"\"\"\n",
" This function will take the full dataset, and create the query\n",
" to predict all values of the grain from the `forecast_origin`\n",
" forward for the next `horizon` horizons. Context from previous\n",
" `lookback` periods will be included.\n",
"\n",
" \n",
"\n",
" fulldata: pandas.DataFrame a time series dataset. Needs to contain X and y.\n",
" time_column_name: string which column (must be in fulldata) is the time axis\n",
" target_column_name: string which column (must be in fulldata) is to be forecast\n",
" forecast_origin: datetime type the last time we (pretend to) have target values \n",
" horizon: timedelta how far forward, in time units (not periods)\n",
" lookback: timedelta how far back does the model look?\n",
"\n",
" Example:\n",
"\n",
"\n",
" ```\n",
"\n",
" forecast_origin = pd.to_datetime('2012-09-01') + pd.DateOffset(days=5) # forecast 5 days after end of training\n",
" print(forecast_origin)\n",
"\n",
" X_query, y_query = make_forecasting_query(data, \n",
" forecast_origin = forecast_origin,\n",
" horizon = pd.DateOffset(days=7), # 7 days into the future\n",
" lookback = pd.DateOffset(days=1), # model has lag 1 period (day)\n",
" )\n",
"\n",
" ```\n",
" \"\"\"\n",
"\n",
" X_past = fulldata[ (fulldata[ time_column_name ] > forecast_origin - lookback) &\n",
" (fulldata[ time_column_name ] <= forecast_origin)\n",
" ]\n",
"\n",
" X_future = fulldata[ (fulldata[ time_column_name ] > forecast_origin) &\n",
" (fulldata[ time_column_name ] <= forecast_origin + horizon)\n",
" ]\n",
"\n",
" y_past = X_past.pop(target_column_name).values.astype(np.float)\n",
" y_future = X_future.pop(target_column_name).values.astype(np.float)\n",
"\n",
" # Now take y_future and turn it into question marks\n",
" y_query = y_future.copy().astype(np.float) # because sometimes life hands you an int\n",
" y_query.fill(np.NaN)\n",
"\n",
"\n",
" print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
" print(\"X_future is \" + str(X_future.shape) + \" - shaped\")\n",
" print(\"y_past is \" + str(y_past.shape) + \" - shaped\")\n",
" print(\"y_query is \" + str(y_query.shape) + \" - shaped\")\n",
"\n",
"\n",
" X_pred = pd.concat([X_past, X_future])\n",
" y_pred = np.concatenate([y_past, y_query])\n",
" return X_pred, y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see where the context data ends - it ends, by construction, just before the testing data starts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(X_context.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"print( X_away.groupby(GRAIN_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"X_context.tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Since the length of the lookback is 3, \n",
"# we need to add 3 periods from the context to the request\n",
"# so that the model has the data it needs\n",
"\n",
"# Put the X and y back together for a while. \n",
"# They like each other and it makes them happy.\n",
"X_context[TARGET_COLUMN_NAME] = y_context\n",
"X_away[TARGET_COLUMN_NAME] = y_away\n",
"fulldata = pd.concat([X_context, X_away])\n",
"\n",
"# forecast origin is the last point of data, which is one 1-hr period before test\n",
"forecast_origin = X_away[TIME_COLUMN_NAME].min() - pd.DateOffset(hours=1)\n",
"# it is indeed the last point of the context\n",
"assert forecast_origin == X_context[TIME_COLUMN_NAME].max()\n",
"print(\"Forecast origin: \" + str(forecast_origin))\n",
" \n",
"# the model uses lags and rolling windows to look back in time\n",
"n_lookback_periods = max(max(lags), rolling_window_length)\n",
"lookback = pd.DateOffset(hours=n_lookback_periods)\n",
"\n",
"horizon = pd.DateOffset(hours=max_horizon)\n",
"\n",
"# now make the forecast query from context (refer to figure)\n",
"X_pred, y_pred = make_forecasting_query(fulldata, TIME_COLUMN_NAME, TARGET_COLUMN_NAME,\n",
" forecast_origin, horizon, lookback)\n",
"\n",
"# show the forecast request aligned\n",
"X_show = X_pred.copy()\n",
"X_show[TARGET_COLUMN_NAME] = y_pred\n",
"X_show"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Note that the forecast origin is at 17:00 for both grains, and periods from 18:00 are to be forecast."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Now everything works\n",
"y_pred_away, xy_away = fitted_model.forecast(X_pred, y_pred)\n",
"\n",
"# show the forecast aligned\n",
"X_show = xy_away.reset_index()\n",
"# without the generated features\n",
"X_show[['date', 'grain', 'ext_predictor', '_automl_target_col']]\n",
"# prediction is in _automl_target_col"
]
}
],
"metadata": {
"authors": [
{
"name": "erwright, nirovins"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,9 @@
name: automl-forecasting-function
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- pandas_ml
- statsmodels
- matplotlib

View File

@@ -37,16 +37,10 @@
"metadata": {},
"source": [
"## Introduction\n",
"In this example, we use AutoML to find and tune a time-series forecasting model.\n",
"In this example, we use AutoML to train, select, and operationalize a time-series forecasting model for multiple time-series.\n",
"\n",
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook, you will:\n",
"1. Create an Experiment in an existing Workspace\n",
"2. Instantiate an AutoMLConfig \n",
"3. Find and train a forecasting model using local compute\n",
"4. Evaluate the performance of the model\n",
"\n",
"The examples in the follow code samples use the University of Chicago's Dominick's Finer Foods dataset to forecast orange juice sales. Dominick's was a grocery chain in the Chicago metropolitan area."
]
},
@@ -68,10 +62,10 @@
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
@@ -82,7 +76,7 @@
"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 is a named object in a Workspace which represents a predictive task, the output of which is a trained model and a set of evaluation metrics for the model. "
"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. "
]
},
{
@@ -95,8 +89,6 @@
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-ojforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-ojforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -106,7 +98,6 @@
"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",
@@ -236,7 +227,7 @@
"\n",
"For forecasting tasks, there are some additional parameters that can be set: the name of the column holding the date/time, the grain column names, and the maximum forecast horizon. A time column is required for forecasting, while the grain is optional. If a grain is not given, AutoML assumes that the whole dataset is a single time-series. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak.\n",
"\n",
"The forecast horizon is given in units of the time-series frequency; for instance, the OJ series frequency is weekly, so a horizon of 20 means that a trained model will estimate sales up-to 20 weeks beyond the latest date in the training data for each series. In this example, we set the maximum horizon to the number of samples per series in the test set (n_test_periods). Generally, the value of this parameter will be dictated by business needs. For example, a demand planning organizaion that needs to estimate the next month of sales would set the horizon accordingly. \n",
"The forecast horizon is given in units of the time-series frequency; for instance, the OJ series frequency is weekly, so a horizon of 20 means that a trained model will estimate sales up-to 20 weeks beyond the latest date in the training data for each series. In this example, we set the maximum horizon to the number of samples per series in the test set (n_test_periods). Generally, the value of this parameter will be dictated by business needs. For example, a demand planning organizaion that needs to estimate the next month of sales would set the horizon accordingly. Please see the [energy_demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) for more discussion of forecast horizon.\n",
"\n",
"Finally, a note about the cross-validation (CV) procedure for time-series data. AutoML uses out-of-sample error estimates to select a best pipeline/model, so it is important that the CV fold splitting is done correctly. Time-series can violate the basic statistical assumptions of the canonical K-Fold CV strategy, so AutoML implements a [rolling origin validation](https://robjhyndman.com/hyndsight/tscv/) procedure to create CV folds for time-series data. To use this procedure, you just need to specify the desired number of CV folds in the AutoMLConfig object. It is also possible to bypass CV and use your own validation set by setting the *X_valid* and *y_valid* parameters of AutoMLConfig.\n",
"\n",
@@ -250,9 +241,9 @@
"|**X**|Training matrix of features as a pandas DataFrame, shape = [n_training_samples, n_features]|\n",
"|**y**|Target values as a numpy.ndarray, shape = [n_training_samples, ]|\n",
"|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection|\n",
"|**enable_ensembling**|Allow AutoML to create ensembles of the best performing models\n",
"|**enable_voting_ensemble**|Allow AutoML to create a Voting ensemble of the best performing models\n",
"|**enable_stack_ensemble**|Allow AutoML to create a Stack ensemble of the best performing models\n",
"|**debug_log**|Log file path for writing debugging information\n",
"|**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",
"|**time_column_name**|Name of the datetime column in the input data|\n",
"|**grain_column_names**|Name(s) of the columns defining individual series in the input data|\n",
"|**drop_column_names**|Name(s) of columns to drop prior to modeling|\n",
@@ -269,7 +260,7 @@
" 'time_column_name': time_column_name,\n",
" 'grain_column_names': grain_column_names,\n",
" 'drop_column_names': ['logQuantity'],\n",
" 'max_horizon': n_test_periods # optional\n",
" 'max_horizon': n_test_periods\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
@@ -278,9 +269,9 @@
" iterations=10,\n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=5,\n",
" enable_ensembling=False,\n",
" path=project_folder,\n",
" n_cross_validations=3,\n",
" enable_voting_ensemble=False,\n",
" enable_stack_ensemble=False,\n",
" verbosity=logging.INFO,\n",
" **time_series_settings)"
]
@@ -324,7 +315,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"# Predict\n",
"# Forecasting\n",
"\n",
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. First, we remove the target values from the test set:"
]
},
@@ -468,7 +460,7 @@
"# Plot outputs\n",
"import matplotlib.pyplot as plt\n",
"\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",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
@@ -668,10 +660,10 @@
"conda_env_file_name = 'fcast_env.yml'\n",
"\n",
"dependencies = ml_run.get_run_sdk_dependencies(iteration = best_iteration)\n",
"for p in ['azureml-train-automl', 'azureml-sdk', 'azureml-core']:\n",
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))\n",
"\n",
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn'], pip_packages=['azureml-sdk[automl]'])\n",
"myenv = CondaDependencies.create(conda_packages=['numpy>=1.16.0,<=1.16.2','scikit-learn','fbprophet==0.5'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
@@ -693,7 +685,7 @@
" 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",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
@@ -708,40 +700,7 @@
"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 = {'type': \"automl-forecasting\"},\n",
" description = \"Image for automl forecasting sample\")\n",
"\n",
"image = Image.create(name = \"automl-fcast-image\",\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"
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
@@ -750,29 +709,23 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 2, \n",
" tags = {'type': \"automl-forecasting\"},\n",
" description = \"Automl forecasting sample service\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
" description = \"Automl forecasting sample service\")\n",
"\n",
"aci_service_name = 'automl-forecast-01'\n",
"print(aci_service_name)\n",
"\n",
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
" image = image,\n",
" name = aci_service_name,\n",
" workspace = ws)\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)"
]
@@ -834,7 +787,7 @@
"metadata": {
"authors": [
{
"name": "erwright, tosingli"
"name": "erwright"
}
],
"kernelspec": {

View File

@@ -0,0 +1,9 @@
name: auto-ml-forecasting-orange-juice-sales
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels

View File

@@ -93,7 +93,6 @@
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-local-missing-data'\n",
"project_folder = './sample_projects/automl-local-missing-data'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -103,7 +102,6 @@
"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",
@@ -166,8 +164,7 @@
"|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
"|**blacklist_models**|*List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run.<br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i>|\n",
"|**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.|"
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|"
]
},
{
@@ -186,8 +183,7 @@
" blacklist_models = ['KNN','LinearSVM'],\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
" y = y_train)"
]
},
{
@@ -360,7 +356,10 @@
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_featurization_summary()"
"# Get the featurization summary as a list of JSON\n",
"featurization_summary = fitted_model.named_steps['datatransformer'].get_featurization_summary()\n",
"# View the featurization summary as a pandas dataframe\n",
"pd.DataFrame.from_records(featurization_summary)"
]
},
{

View File

@@ -0,0 +1,8 @@
name: auto-ml-missing-data-blacklist-early-termination
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -0,0 +1,593 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-bank-marketing/auto-ml-classification-bank-marketing.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression on remote compute using Computer Hardware dataset with model explanations**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Explanations](#Explanations)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the Hardware Performance Dataset to showcase how you can use AutoML for a simple regression problem. After training AutoML models for this regression data set, we show how you can compute model explanations on your remote compute using a sample explainer script.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using remote compute.\n",
"4. Explore the results.\n",
"5. Setup remote compute for computing the model explanations for a given AutoML model.\n",
"6. Start an AzureML experiment on your remote compute to compute explanations for an AutoML model.\n",
"7. Download the feature importance for engineered features and visualize the explanations for engineered features. \n",
"8. Download the feature importance for raw features and visualize the explanations for raw features. \n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-regression-computer-hardware'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Conda Dependecies for AutoML training experiment\n",
"\n",
"Create the conda dependencies for running AutoML experiment on remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setup Training and Test Data for AutoML experiment\n",
"\n",
"Here we create the train and test datasets for hardware performance dataset. We also register the datasets in your workspace using a name so that these datasets may be accessed from the remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Data source\n",
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
"\n",
"# Create dataset from the url\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"\n",
"# Split the dataset into train and test datasets\n",
"train_dataset, test_dataset = dataset.random_split(percentage=0.8, seed=223)\n",
"\n",
"# Register the train dataset with your workspace\n",
"train_dataset.register(workspace = ws, name = 'hardware_performance_train_dataset',\n",
" description = 'hardware performance training data',\n",
" create_new_version=True)\n",
"\n",
"# Register the test dataset with your workspace\n",
"test_dataset.register(workspace = ws, name = 'hardware_performance_test_dataset',\n",
" description = 'hardware performance test data',\n",
" create_new_version=True)\n",
"\n",
"# Drop the labeled column from the train dataset\n",
"X_train = train_dataset.drop_columns(columns=['ERP'])\n",
"y_train = train_dataset.keep_columns(columns=['ERP'], validate=True)\n",
"\n",
"# Drop the labeled column from the test dataset\n",
"X_test = test_dataset.drop_columns(columns=['ERP']) \n",
"\n",
"# Display the top rows in the train dataset\n",
"X_train.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 2,\n",
" \"primary_metric\": 'spearman_correlation',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 1,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl_errors_model_exp.log',\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Explanations\n",
"This section will walk you through the workflow to compute model explanations for an AutoML model on your remote compute.\n",
"\n",
"### Retrieve any AutoML Model for explanations\n",
"\n",
"Below we select the some AutoML pipeline from our iterations. The `get_output` method returns the a AutoML run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run, fitted_model = remote_run.get_output(iteration=5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setup model explanation run on the remote compute\n",
"The following section provides details on how to setup an AzureML experiment to run model explanations for an AutoML model on your remote compute."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Sample script used for computing explanations\n",
"View the sample script for computing the model explanations for your AutoML model on remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"with open('train_explainer.py', 'r') as cefr:\n",
" print(cefr.read())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Substitute values in your sample script\n",
"The following cell shows how you change the values in the sample script so that you can change the sample script according to your experiment and dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import shutil\n",
"\n",
"# create script folder\n",
"script_folder = './sample_projects/automl-regression-computer-hardware'\n",
"if not os.path.exists(script_folder):\n",
" os.makedirs(script_folder)\n",
"\n",
"# Copy the sample script to script folder.\n",
"shutil.copy('train_explainer.py', script_folder)\n",
"\n",
"# Create the explainer script that will run on the remote compute.\n",
"script_file_name = script_folder + '/train_explainer.py'\n",
"\n",
"# Open the sample script for modification\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"# Replace the values in train_explainer.py file with the appropriate values\n",
"content = content.replace('<<experimnet_name>>', automl_run.experiment.name) # your experiment name.\n",
"content = content.replace('<<run_id>>', automl_run.id) # Run-id of the AutoML run for which you want to explain the model.\n",
"content = content.replace('<<target_column_name>>', 'ERP') # Your target column name\n",
"content = content.replace('<<task>>', 'regression') # Training task type\n",
"# Name of your training dataset register with your workspace\n",
"content = content.replace('<<train_dataset_name>>', 'hardware_performance_train_dataset') \n",
"# Name of your test dataset register with your workspace\n",
"content = content.replace('<<test_dataset_name>>', 'hardware_performance_test_dataset')\n",
"\n",
"# Write sample file into your script folder.\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create conda configuration for model explanations experiment\n",
"We need `azureml-explain-model`, `azureml-train-automl` and `azureml-core` packages for computing model explanations for your AutoML model on remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"azureml_pip_packages = [\n",
" 'azureml-train-automl', 'azureml-core', 'azureml-explain-model'\n",
"]\n",
"\n",
"# specify CondaDependencies obj\n",
"conda_run_config.environment.python.conda_dependencies = CondaDependencies.create(\n",
" conda_packages=['scikit-learn', 'numpy','py-xgboost<=0.80'],\n",
" pip_packages=azureml_pip_packages)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Submit the experiment for model explanations\n",
"Submit the experiment with the above `run_config` and the sample script for computing explanations."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Now submit a run on AmlCompute for model explanations\n",
"from azureml.core.script_run_config import ScriptRunConfig\n",
"\n",
"script_run_config = ScriptRunConfig(source_directory=script_folder,\n",
" script='train_explainer.py',\n",
" run_config=conda_run_config)\n",
"\n",
"run = experiment.submit(script_run_config)\n",
"\n",
"# Show run details\n",
"run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%time\n",
"# Shows output of the run on stdout.\n",
"run.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Feature importance and explanation dashboard\n",
"In this section we describe how you can download the explanation results from the explanations experiment and visualize the feature importance for your AutoML model. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Setup for visualizing the model explanation results\n",
"For visualizing the explanation results for the *fitted_model* we need to perform the following steps:-\n",
"1. Featurize test data samples.\n",
"\n",
"The *automl_explainer_setup_obj* contains all the structures from above list. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
"explainer_setup_class = automl_setup_model_explanations(fitted_model, 'regression', X_test=X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download engineered feature importance from artifact store\n",
"You can use *ExplanationClient* to download the engineered feature explanations from the artifact store of the *automl_run*. You can also use ExplanationDashboard to view the dash board visualization of the feature importance values of the engineered features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.explain.model._internal.explanation_client import ExplanationClient\n",
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
"client = ExplanationClient.from_run(automl_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"ExplanationDashboard(engineered_explanations, explainer_setup_class.automl_estimator, explainer_setup_class.X_test_transform)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download raw feature importance from artifact store\n",
"You can use *ExplanationClient* to download the raw feature explanations from the artifact store of the *automl_run*. You can also use ExplanationDashboard to view the dash board visualization of the feature importance values of the raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"raw_explanations = client.download_model_explanation(raw=True)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"ExplanationDashboard(raw_explanations, explainer_setup_class.automl_pipeline, explainer_setup_class.X_test_raw)"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,11 @@
name: auto-ml-model-explanations-remote-compute
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-explain-model
- azureml-contrib-interpret

View File

@@ -0,0 +1,64 @@
# Copyright (c) Microsoft. All rights reserved.
# Licensed under the MIT license.
import os
from azureml.core.run import Run
from azureml.core.experiment import Experiment
from sklearn.externals import joblib
from azureml.core.dataset import Dataset
from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations
from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel
from azureml.explain.model.mimic_wrapper import MimicWrapper
from automl.client.core.common.constants import MODEL_PATH
OUTPUT_DIR = './outputs/'
os.makedirs(OUTPUT_DIR, exist_ok=True)
# Get workspace from the run context
run = Run.get_context()
ws = run.experiment.workspace
# Get the AutoML run object from the experiment name and the workspace
experiment = Experiment(ws, '<<experimnet_name>>')
automl_run = Run(experiment=experiment, run_id='<<run_id>>')
# Download the best model from the artifact store
automl_run.download_file(name=MODEL_PATH, output_file_path='model.pkl')
# Load the AutoML model into memory
fitted_model = joblib.load('model.pkl')
# Get the train dataset from the workspace
train_dataset = Dataset.get_by_name(workspace=ws, name='<<train_dataset_name>>')
# Drop the lablled column to get the training set.
X_train = train_dataset.drop_columns(columns=['<<target_column_name>>'])
y_train = train_dataset.keep_columns(columns=['<<target_column_name>>'], validate=True)
# Get the train dataset from the workspace
test_dataset = Dataset.get_by_name(workspace=ws, name='<<test_dataset_name>>')
# Drop the lablled column to get the testing set.
X_test = test_dataset.drop_columns(columns=['<<target_column_name>>'])
# Setup the class for explaining the AtuoML models
automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, '<<task>>',
X=X_train, X_test=X_test,
y=y_train)
# Initialize the Mimic Explainer
explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel,
init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,
features=automl_explainer_setup_obj.engineered_feature_names,
feature_maps=[automl_explainer_setup_obj.feature_map],
classes=automl_explainer_setup_obj.classes)
# Compute the engineered explanations
engineered_explanations = explainer.explain(['local', 'global'],
eval_dataset=automl_explainer_setup_obj.X_test_transform)
# Compute the raw explanations
raw_explanations = explainer.explain(['local', 'global'], get_raw=True,
raw_feature_names=automl_explainer_setup_obj.raw_feature_names,
eval_dataset=automl_explainer_setup_obj.X_test_transform)
print("Engineered and raw explanations computed successfully")

View File

@@ -21,14 +21,16 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Explain classification model and visualize the explanation**_\n",
"_**Explain classification model, visualize the explanation and operationalize the explainer along with AutoML model**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)"
"1. [Results](#Results)\n",
"1. [Explanations](#Explanations)\n",
"1. [Operationailze](#Operationailze)"
]
},
{
@@ -45,7 +47,8 @@
"2. Instantiating AutoMLConfig\n",
"3. Training the Model using local compute and explain the model\n",
"4. Visualization model's feature importance in widget\n",
"5. Explore best model's explanation"
"5. Explore any model's explanation\n",
"6. Operationalize the AutoML model and the explaination model"
]
},
{
@@ -69,7 +72,9 @@
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.explain.model._internal.explanation_client import ExplanationClient"
]
},
{
@@ -82,8 +87,6 @@
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-model-explanation'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-model-explanation'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
@@ -93,7 +96,6 @@
"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",
@@ -107,29 +109,42 @@
"## Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Training Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn import datasets\n",
"\n",
"iris = datasets.load_iris()\n",
"y = iris.target\n",
"X = iris.data\n",
"\n",
"features = iris.feature_names\n",
"\n",
"from sklearn.model_selection import train_test_split\n",
"X_train, X_test, y_train, y_test = train_test_split(X,\n",
" y,\n",
" test_size=0.1,\n",
" random_state=100,\n",
" stratify=y)\n",
"\n",
"X_train = pd.DataFrame(X_train, columns=features)\n",
"X_test = pd.DataFrame(X_test, columns=features)"
"train_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
"train_dataset = Dataset.Tabular.from_delimited_files(train_data)\n",
"X_train = train_dataset.drop_columns(columns=['y']).to_pandas_dataframe()\n",
"y_train = train_dataset.keep_columns(columns=['y'], validate=True).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"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)\n",
"X_test = test_dataset.drop_columns(columns=['y']).to_pandas_dataframe()\n",
"y_test = test_dataset.keep_columns(columns=['y'], validate=True).to_pandas_dataframe()"
]
},
{
@@ -148,10 +163,7 @@
"|**iterations**|Number of iterations. In each iteration Auto ML trains the data with a specific pipeline|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**model_explainability**|Indicate to explain each trained pipeline or not |\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. |"
"|**model_explainability**|Indicate to explain each trained pipeline or not |"
]
},
{
@@ -166,12 +178,11 @@
" iteration_timeout_minutes = 200,\n",
" iterations = 10,\n",
" verbosity = logging.INFO,\n",
" preprocess = True,\n",
" X = X_train, \n",
" y = y_train,\n",
" X_valid = X_test,\n",
" y_valid = y_test,\n",
" model_explainability=True,\n",
" path=project_folder)"
" n_cross_validations = 5,\n",
" model_explainability=True)"
]
},
{
@@ -254,55 +265,15 @@
"source": [
"### Best Model 's explanation\n",
"\n",
"Retrieve the explanation from the best_run. And explanation information includes:\n",
"\n",
"1.\tshap_values: The explanation information generated by shap lib\n",
"2.\texpected_values: The expected value of the model applied to set of X_train data.\n",
"3.\toverall_summary: The model level feature importance values sorted in descending order\n",
"4.\toverall_imp: The feature names sorted in the same order as in overall_summary\n",
"5.\tper_class_summary: The class level feature importance values sorted in descending order. Only available for the classification case\n",
"6.\tper_class_imp: The feature names sorted in the same order as in per_class_summary. Only available for the classification case\n",
"\n",
"Note:- The **retrieve_model_explanation()** API only works in case AutoML has been configured with **'model_explainability'** flag set to **True**. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import retrieve_model_explanation\n",
"\n",
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
" retrieve_model_explanation(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(overall_summary)\n",
"print(overall_imp)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(per_class_summary)\n",
"print(per_class_imp)"
"Retrieve the explanation from the *best_run* which includes explanations for engineered features and raw features."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Beside retrieve the existed model explanation information, explain the model with different train/test data"
"#### Download engineered feature importance from artifact store\n",
"You can use *ExplanationClient* to download the engineered feature explanations from the artifact store of the *best_run*."
]
},
{
@@ -311,10 +282,65 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import explain_model\n",
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"print(engineered_explanations.get_feature_importance_dict())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download raw feature importance from artifact store\n",
"You can use *ExplanationClient* to download the raw feature explanations from the artifact store of the *best_run*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"raw_explanations = client.download_model_explanation(raw=True)\n",
"print(raw_explanations.get_feature_importance_dict())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Explanations\n",
"In this section, we will show how to compute model explanations and visualize the explanations using azureml-explain-model package. Besides retrieving an existing model explanation for an AutoML model, you can also explain your AutoML model with different test data. The following steps will allow you to compute and visualize engineered feature importance and raw feature importance based on your test data. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve any other AutoML model from training"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run, fitted_model = local_run.get_output(iteration=0)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Setup the model explanations for AutoML models\n",
"The *fitted_model* can generate the following which will be used for getting the engineered and raw feature explanations using *automl_setup_model_explanations*:-\n",
"1. Featurized data from train samples/test samples \n",
"2. Gather engineered and raw feature name lists\n",
"3. Find the classes in your labeled column in classification scenarios\n",
"\n",
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
" explain_model(fitted_model, X_train, X_test, features=features)"
"The *automl_explainer_setup_obj* contains all the structures from above list. "
]
},
{
@@ -323,8 +349,257 @@
"metadata": {},
"outputs": [],
"source": [
"print(overall_summary)\n",
"print(overall_imp)"
"from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations\n",
"\n",
"automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, X=X_train, \n",
" X_test=X_test, y=y_train, \n",
" task='classification')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initialize the Mimic Explainer for feature importance\n",
"For explaining the AutoML models, use the *MimicWrapper* from *azureml.explain.model* package. The *MimicWrapper* can be initialized with fields in *automl_explainer_setup_obj*, your workspace and a LightGBM model which acts as a surrogate model to explain the AutoML model (*fitted_model* here). The *MimicWrapper* also takes the *automl_run* object where the raw and engineered explanations will be uploaded."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.explain.model.mimic.models.lightgbm_model import LGBMExplainableModel\n",
"from azureml.explain.model.mimic_wrapper import MimicWrapper\n",
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel, \n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,\n",
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
" feature_maps=[automl_explainer_setup_obj.feature_map],\n",
" classes=automl_explainer_setup_obj.classes)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing engineered feature importance\n",
"The *explain()* method in *MimicWrapper* can be called with the transformed test samples to get the feature importance for the generated engineered features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the generated engineered features by AutoML featurizers."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
"ExplanationDashboard(engineered_explanations, automl_explainer_setup_obj.automl_estimator, automl_explainer_setup_obj.X_test_transform)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
"The *explain()* method in *MimicWrapper* can be again called with the transformed test samples and setting *get_raw* to *True* to get the feature importance for the raw features. You can also use *ExplanationDashboard* to view the dash board visualization of the feature importance values of the raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"raw_explanations = explainer.explain(['local', 'global'], get_raw=True, \n",
" raw_feature_names=automl_explainer_setup_obj.raw_feature_names,\n",
" eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"from azureml.contrib.interpret.visualize import ExplanationDashboard\n",
"ExplanationDashboard(raw_explanations, automl_explainer_setup_obj.automl_pipeline, automl_explainer_setup_obj.X_test_raw)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Operationailze\n",
"In this section we will show how you can operationalize an AutoML model and the explainer which was used to compute the explanations in the previous section.\n",
"\n",
"#### Register the AutoML model and the scoring explainer\n",
"We use the *TreeScoringExplainer* from *azureml.explain.model* package to create the scoring explainer which will be used to compute the raw and engineered feature importances at the inference time. Note that, we initialize the scoring explainer with the *feature_map* that was computed previously. The *feature_map* will be used by the scoring explainer to return the raw feature importance.\n",
"\n",
"In the cell below, we pickle the scoring explainer and register the AutoML model and the scoring explainer with the Model Management Service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.explain.model.scoring.scoring_explainer import TreeScoringExplainer, save\n",
"\n",
"# Initialize the ScoringExplainer\n",
"scoring_explainer = TreeScoringExplainer(explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map])\n",
"\n",
"# Pickle scoring explainer locally\n",
"save(scoring_explainer, exist_ok=True)\n",
"\n",
"# Register trained automl model present in the 'outputs' folder in the artifacts\n",
"original_model = automl_run.register_model(model_name='automl_model', \n",
" model_path='outputs/model.pkl')\n",
"\n",
"# Register scoring explainer\n",
"automl_run.upload_file('scoring_explainer.pkl', 'scoring_explainer.pkl')\n",
"scoring_explainer_model = automl_run.register_model(model_name='scoring_explainer', model_path='scoring_explainer.pkl')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create the conda dependencies for setting up the service\n",
"We need to create the conda dependencies comprising of the *azureml-explain-model*, *azureml-train-automl* and *azureml-defaults* packages. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.conda_dependencies import CondaDependencies \n",
"\n",
"azureml_pip_packages = [\n",
" 'azureml-explain-model', 'azureml-train-automl', 'azureml-defaults'\n",
"]\n",
" \n",
"\n",
"# specify CondaDependencies obj\n",
"myenv = CondaDependencies.create(conda_packages=['scikit-learn', 'pandas', 'numpy', 'py-xgboost<=0.80'],\n",
" pip_packages=azureml_pip_packages,\n",
" pin_sdk_version=True)\n",
"\n",
"with open(\"myenv.yml\",\"w\") as f:\n",
" f.write(myenv.serialize_to_string())\n",
"\n",
"with open(\"myenv.yml\",\"r\") as f:\n",
" print(f.read())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View your scoring file"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"with open(\"score_local_explain.py\",\"r\") as f:\n",
" print(f.read())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Deploy the service\n",
"In the cell below, we deploy the service using the conda file and the scoring file from the previous steps. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.model import Model\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
" memory_gb=1, \n",
" tags={\"data\": \"Bank Marketing\", \n",
" \"method\" : \"local_explanation\"}, \n",
" description='Get local explanations for Bank marketing test data')\n",
"\n",
"inference_config = InferenceConfig(runtime= \"python\", \n",
" entry_script=\"score_local_explain.py\",\n",
" conda_file=\"myenv.yml\")\n",
"\n",
"# Use configs and models generated above\n",
"service = Model.deploy(ws, 'model-scoring', [scoring_explainer_model, original_model], inference_config, aciconfig)\n",
"service.wait_for_deployment(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the service logs"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Inference using some test data\n",
"Inference using some test data to see the predicted value from autml model, view the engineered feature importance for the predicted value and raw feature importance for the predicted value."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if service.state == 'Healthy':\n",
" # Serialize the first row of the test data into json\n",
" X_test_json = X_test[:1].to_json(orient='records')\n",
" print(X_test_json)\n",
" # Call the service to get the predictions and the engineered and raw explanations\n",
" output = service.run(X_test_json)\n",
" # Print the predicted value\n",
" print(output['predictions'])\n",
" # Print the engineered feature importances for the predicted value\n",
" print(output['engineered_local_importance_values'])\n",
" # Print the raw feature importances for the predicted value\n",
" print(output['raw_local_importance_values'])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Delete the service\n",
"Delete the service once you have finished inferencing."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"service.delete()"
]
}
],
@@ -349,7 +624,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
"version": "3.6.7"
}
},
"nbformat": 4,

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@@ -0,0 +1,11 @@
name: auto-ml-model-explanation
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-explain-model
- azureml-contrib-interpret

View File

@@ -0,0 +1,42 @@
import json
import numpy as np
import pandas as pd
import os
import pickle
import azureml.train.automl
import azureml.explain.model
from azureml.train.automl.automl_explain_utilities import AutoMLExplainerSetupClass, automl_setup_model_explanations
from sklearn.externals import joblib
from azureml.core.model import Model
def init():
global automl_model
global scoring_explainer
# Retrieve the path to the model file using the model name
# Assume original model is named original_prediction_model
automl_model_path = Model.get_model_path('automl_model')
scoring_explainer_path = Model.get_model_path('scoring_explainer')
automl_model = joblib.load(automl_model_path)
scoring_explainer = joblib.load(scoring_explainer_path)
def run(raw_data):
# Get predictions and explanations for each data point
data = pd.read_json(raw_data, orient='records')
# Make prediction
predictions = automl_model.predict(data)
# Setup for inferencing explanations
automl_explainer_setup_obj = automl_setup_model_explanations(automl_model,
X_test=data, task='classification')
# Retrieve model explanations for engineered explanations
engineered_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform)
# Retrieve model explanations for raw explanations
raw_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform, get_raw=True)
# You can return any data type as long as it is JSON-serializable
return {'predictions': predictions.tolist(),
'engineered_local_importance_values': engineered_local_importance_values,
'raw_local_importance_values': raw_local_importance_values}

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@@ -0,0 +1,736 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression-concrete-strength/auto-ml-regression-concrete-strength.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Deployment using Hardware Performance Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the Predicting Compressive Strength of Concrete Dataset to showcase how you can use AutoML for a regression problem. The regression goal is to predict the compressive strength of concrete based off of different ingredient combinations and the quantities of those ingredients.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"As part of the setup you have already created an Azure ML Workspace object. For AutoML you will need to create an Experiment object, which is a named object in a Workspace used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"import os\n",
" \n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression-concrete'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Create a run configuration for the remote run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy', 'py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the concrete strength dataset into X and y. X contains the training features, which are inputs to the model. y contains the training labels, which are the expected output of the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/compresive_strength_concrete.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X = dataset.drop_columns(columns=['CONCRETE'])\n",
"y = dataset.keep_columns(columns=['CONCRETE'], validate=True)\n",
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
"y_train, y_test = y.random_split(percentage=0.8, seed=223) \n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 5,\n",
" \"primary_metric\": 'spearman_correlation',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl.log',\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results\n",
"Widget for Monitoring Runs\n",
"The widget will first report a \u00e2\u20ac\u0153loading status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"Note: The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on get_output allow you to retrieve the best run and fitted model for any logged metric or for a particular iteration."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest root_mean_squared_error value (which turned out to be the same as the one with largest spearman_correlation value):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
"print(third_run)\n",
"print(third_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register the Fitted Model for Deployment\n",
"If neither metric nor iteration are specified in the register_model call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = numpy.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost==0.80'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"digits\", 'type': \"automl_regression\"}, \n",
" description = 'sample service for Automl Regression')\n",
"\n",
"aci_service_name = 'automl-sample-concrete'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()\n",
"y_test = np.array(y_test)\n",
"y_test = y_test[:,0]\n",
"X_train = X_train.to_pandas_dataframe()\n",
"y_train = y_train.to_pandas_dataframe()\n",
"y_train = np.array(y_train)\n",
"y_train = y_train[:,0]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### Predict on training and test set, and calculate residual values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = fitted_model.predict(X_train)\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = fitted_model.predict(X_test)\n",
"y_residual_test = y_test - y_pred_test\n",
"\n",
"y_residual_train.shape"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"from sklearn.metrics import mean_squared_error, r2_score\n",
"\n",
"# Set up a multi-plot chart.\n",
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
"f.set_figheight(6)\n",
"f.set_figwidth(16)\n",
"\n",
"# Plot residual values of training set.\n",
"a0.axis([0, 360, -200, 200])\n",
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)), fontsize = 12)\n",
"a0.set_xlabel('Training samples', fontsize = 12)\n",
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
"\n",
"# Plot a histogram.\n",
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), bins = 10, histtype = 'step')\n",
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), alpha = 0.2, bins = 10)\n",
"\n",
"# Plot residual values of test set.\n",
"a1.axis([0, 90, -200, 200])\n",
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)), fontsize = 12)\n",
"a1.set_xlabel('Test samples', fontsize = 12)\n",
"a1.set_yticklabels([])\n",
"\n",
"# Plot a histogram.\n",
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), bins = 10, histtype = 'step')\n",
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), alpha = 0.2, bins = 10)\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(y_test, y_pred_test, color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements\n",
"\n",
"This Predicting Compressive Strength of Concrete Dataset is made available under the CC0 1.0 Universal (CC0 1.0)\n",
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the CC0 1.0 Universal (CC0 1.0)\n",
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/ . The dataset itself can be found here: https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set and http://archive.ics.uci.edu/ml/datasets/concrete+compressive+strength\n",
"\n",
"I-Cheng Yeh, \"Modeling of strength of high performance concrete using artificial neural networks,\" Cement and Concrete Research, Vol. 28, No. 12, pp. 1797-1808 (1998). \n",
"\n",
"Dua, D. and Graff, C. (2019). UCI Machine Learning Repository [http://archive.ics.uci.edu/ml]. Irvine, CA: University of California, School of Information and Computer Science."
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.1"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,12 @@
name: auto-ml-regression-concrete-strength
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-dataprep[pandas]

View File

@@ -0,0 +1,738 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression-hardware-performance/auto-ml-regression-hardware-performance.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Deployment using Hardware Performance Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the Hardware Performance Dataset to showcase how you can use AutoML for a simple regression problem. The Regression goal is to predict the performance of certain combinations of hardware parts.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"As part of the setup you have already created an Azure ML Workspace object. For AutoML you will need to create an Experiment object, which is a named object in a Workspace used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"import os\n",
" \n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression-hardware'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Create a run configuration for the remote run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy', 'py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the hardware performance dataset into X and y. X contains the training features, which are inputs to the model. y contains the training labels, which are the expected output of the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X = dataset.drop_columns(columns=['ERP'])\n",
"y = dataset.keep_columns(columns=['ERP'], validate=True)\n",
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
"y_train, y_test = y.random_split(percentage=0.8, seed=223)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 5,\n",
" \"primary_metric\": 'spearman_correlation',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl_errors.log',\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait until the run finishes.\n",
"remote_run.wait_for_completion(show_output = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on get_output allow you to retrieve the best run and fitted model for any logged metric or for a particular iteration."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest `root_mean_squared_error` value (which turned out to be the same as the one with largest `spearman_correlation` value):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
"print(third_run)\n",
"print(third_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register the Fitted Model for Deployment\n",
"If neither metric nor iteration are specified in the register_model call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = numpy.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost==0.80'], pip_packages=['azureml-defaults','azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"inference_config = InferenceConfig(runtime = \"python\", \n",
" entry_script = script_file_name,\n",
" conda_file = conda_env_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"digits\", 'type': \"automl_regression\"}, \n",
" description = 'sample service for Automl Regression')\n",
"\n",
"aci_service_name = 'automl-sample-hardware'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()\n",
"y_test = np.array(y_test)\n",
"y_test = y_test[:,0]\n",
"X_train = X_train.to_pandas_dataframe()\n",
"y_train = y_train.to_pandas_dataframe()\n",
"y_train = np.array(y_train)\n",
"y_train = y_train[:,0]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### Predict on training and test set, and calculate residual values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = fitted_model.predict(X_train)\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = fitted_model.predict(X_test)\n",
"y_residual_test = y_test - y_pred_test"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"from sklearn.metrics import mean_squared_error, r2_score\n",
"\n",
"# Set up a multi-plot chart.\n",
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
"f.set_figheight(6)\n",
"f.set_figwidth(16)\n",
"\n",
"# Plot residual values of training set.\n",
"a0.axis([0, 360, -200, 200])\n",
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)),fontsize = 12)\n",
"a0.set_xlabel('Training samples', fontsize = 12)\n",
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
"\n",
"# Plot residual values of test set.\n",
"a1.axis([0, 90, -200, 200])\n",
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)),fontsize = 12)\n",
"a1.set_xlabel('Test samples', fontsize = 12)\n",
"a1.set_yticklabels([])\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib notebook\n",
"test_pred = plt.scatter(y_test, y_pred_test, color='')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements\n",
"This Predicting Hardware Performance Dataset is made available under the CC0 1.0 Universal (CC0 1.0) Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the CC0 1.0 Universal (CC0 1.0) Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/ . The dataset itself can be found here: https://www.kaggle.com/faizunnabi/comp-hardware-performance and https://archive.ics.uci.edu/ml/datasets/Computer+Hardware\n",
"\n",
"_**Citation Found Here**_\n"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.1"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,12 @@
name: auto-ml-regression-hardware-performance
dependencies:
- pip:
- azureml-sdk
- interpret
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-dataprep[pandas]

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