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vizhur
7c2f294c1a update samples - test 2019-06-24 14:58:04 +00:00
659 changed files with 119084 additions and 80707 deletions

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

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@@ -1,11 +1,12 @@
# Azure Machine Learning service example notebooks
> a community-driven repository of examples using mlflow for tracking can be found at https://github.com/Azure/azureml-examples
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/en-us/services/machine-learning-service/) Python SDK which allows you to build, train, deploy and manage machine learning solutions using Azure. The AML SDK allows you the choice of using local or cloud compute resources, while managing and maintaining the complete data science workflow from the cloud.
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/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/media/concept-azure-machine-learning-architecture/workflow.png)
## News
* [Try Azure Machine Learning with MLflow](./how-to-use-azureml/using-mlflow)
## Quick installation
```sh
@@ -15,16 +16,16 @@ Read more detailed instructions on [how to set up your environment](./NBSETUP.md
## How to navigate and use the example notebooks?
If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, you should always run the [Configuration](./configuration.ipynb) notebook first when setting up a notebook library on a new machine or in a new environment. It configures your notebook library to connect to an Azure Machine Learning workspace, and sets up your workspace and compute to be used by many of the other examples.
This [index](./index.md) should assist in navigating the Azure Machine Learning notebook samples and encourage efficient retrieval of topics and content.
If you want to...
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/image-classification-mnist-data/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/image-classification-mnist-data/img-classification-part2-deploy.ipynb).
* ...learn about experimentation and tracking run history: [track and monitor experiments](./how-to-use-azureml/track-and-monitor-experiments).
* ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/ml-frameworks/pytorch/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/ml-frameworks/pytorch/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
* ...deploy models as a realtime scoring service, first learn the basics by [deploying to Azure Container Instance](./how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.ipynb), then learn how to [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
* ...deploy models as a batch scoring service: [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb) and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
* ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb).
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/img-classification-part2-deploy.ipynb).
* ...prepare your data and do automated machine learning, start with regression tutorials: [Part 1 (Data Prep)](./tutorials/regression-part1-data-prep.ipynb) and [Part 2 (Automated ML)](./tutorials/regression-part2-automated-ml.ipynb).
* ...learn about experimentation and tracking run history, first [train within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then try [training on remote VM](./how-to-use-azureml/training/train-on-remote-vm/train-on-remote-vm.ipynb) and [using logging APIs](./how-to-use-azureml/training/logging-api/logging-api.ipynb).
* ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/training-with-deep-learning/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/training-with-deep-learning/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
* ...deploy models as a realtime scoring service, first learn the basics by [training within Notebook and deploying to Azure Container Instance](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then learn how to [register and manage models, and create Docker images](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), and [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
* ...deploy models as a batch scoring service, first [train a model within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), learn how to [register and manage models](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), then [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
* ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb) and [model data collection](./how-to-use-azureml/deployment/enable-data-collection-for-models-in-aks/enable-data-collection-for-models-in-aks.ipynb).
## Tutorials
@@ -35,13 +36,12 @@ The [Tutorials](./tutorials) folder contains notebooks for the tutorials describ
The [How to use Azure ML](./how-to-use-azureml) folder contains specific examples demonstrating the features of the Azure Machine Learning SDK
- [Training](./how-to-use-azureml/training) - Examples of how to build models using Azure ML's logging and execution capabilities on local and remote compute targets
- [Training with ML and DL frameworks](./how-to-use-azureml/ml-frameworks) - Examples demonstrating how to build and train machine learning models at scale on Azure ML and perform hyperparameter tuning.
- [Training with Deep Learning](./how-to-use-azureml/training-with-deep-learning) - Examples demonstrating how to build deep learning models using estimators and parameter sweeps
- [Manage Azure ML Service](./how-to-use-azureml/manage-azureml-service) - Examples how to perform tasks, such as authenticate against Azure ML service in different ways.
- [Automated Machine Learning](./how-to-use-azureml/automated-machine-learning) - Examples using Automated Machine Learning to automatically generate optimal machine learning pipelines and models
- [Machine Learning Pipelines](./how-to-use-azureml/machine-learning-pipelines) - Examples showing how to create and use reusable pipelines for training and batch scoring
- [Deployment](./how-to-use-azureml/deployment) - Examples showing how to deploy and manage machine learning models and solutions
- [Azure Databricks](./how-to-use-azureml/azure-databricks) - Examples showing how to use Azure ML with Azure Databricks
- [Reinforcement Learning](./how-to-use-azureml/reinforcement-learning) - Examples showing how to train reinforcement learning agents
---
## Documentation
@@ -52,20 +52,16 @@ 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:
- [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)
- [AMLSamples](https://github.com/Azure/AMLSamples) Number of end-to-end examples, including face recognition, predictive maintenance, customer churn and sentiment analysis.
- [Fine tune natural language processing models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
- [Fashion MNIST with Azure ML SDK](https://github.com/amynic/azureml-sdk-fashion)
- [UMass Amherst Student Samples](https://github.com/katiehouse3/microsoft-azure-ml-notebooks) - A number of end-to-end machine learning notebooks, including machine translation, image classification, and customer churn, created by students in the 696DS course at UMass Amherst.
## Data/Telemetry
This repository collects usage data and sends it to Microsoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
This repository collects usage data and sends it to Mircosoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
To opt out of tracking, please go to the raw markdown or .ipynb files and remove the following line of code:

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@@ -1,387 +1,383 @@
{
"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 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"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.\n",
"\n",
"**Note**: A Basic workspace is created by default. If you would like to create an Enterprise workspace, please specify sku = 'enterprise'.\n",
"Please visit our [pricing page](https://azure.microsoft.com/en-us/pricing/details/machine-learning/) for more details on our Enterprise edition.\n"
]
},
{
"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",
" sku = 'basic',\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": []
}
],
"metadata": {
"authors": [
{
"name": "ninhu"
}
],
"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"
}
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
"nbformat": 4,
"nbformat_minor": 2
}
{
"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, 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 AZUREML-SDK-VERSION 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": []
}
],
"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"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

File diff suppressed because it is too large Load Diff

View File

@@ -15,6 +15,21 @@ 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
@@ -192,26 +207,26 @@ 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().reset_index()
everdf = everdf.groupby('loan_id', method='hash').max()
del(gdf)
everdf['ever_30'] = (everdf['current_loan_delinquency_status'] >= 1).astype('int8')
everdf['ever_90'] = (everdf['current_loan_delinquency_status'] >= 3).astype('int8')
everdf['ever_180'] = (everdf['current_loan_delinquency_status'] >= 6).astype('int8')
everdf.drop_column('current_loan_delinquency_status')
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')
return everdf
def create_delinq_features(gdf, **kwargs):
delinq_gdf = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status']]
del(gdf)
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_30['delinquency_30'] = delinq_30['monthly_reporting_period']
delinq_30.drop_column('monthly_reporting_period')
delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_90['delinquency_90'] = delinq_90['monthly_reporting_period']
delinq_90.drop_column('monthly_reporting_period')
delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_180['delinquency_180'] = delinq_180['monthly_reporting_period']
delinq_180.drop_column('monthly_reporting_period')
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')
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]'))
@@ -264,15 +279,16 @@ 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'}).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 = 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['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')
@@ -313,7 +329,6 @@ 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():
@@ -327,6 +342,7 @@ 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)
@@ -348,6 +364,7 @@ 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))
@@ -363,17 +380,19 @@ 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('--->>> 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(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 = []
@@ -395,9 +414,14 @@ def main():
wait(gpu_dfs)
t2 = datetime.datetime.now()
print("Reading time: {0}".format(str(t2-t1)))
print('--->>> Number of data parts: {0}'.format(len(gpu_dfs)))
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())
dxgb_gpu_params = {
'nround': 100,
'max_depth': 8,
@@ -414,7 +438,7 @@ def main():
'n_gpus': 1,
'distributed_dask': True,
'loss': 'ls',
'objective': 'reg:squarederror',
'objective': 'gpu:reg:linear',
'max_features': 'auto',
'criterion': 'friedman_mse',
'grow_policy': 'lossguide',
@@ -422,13 +446,13 @@ def main():
}
if cpu_predictor:
print('\n---->>>> Training using CPUs <<<<----\n')
print('Training using CPUs')
dxgb_gpu_params['predictor'] = 'cpu_predictor'
dxgb_gpu_params['tree_method'] = 'hist'
dxgb_gpu_params['objective'] = 'reg:linear'
else:
print('\n---->>>> Training using GPUs <<<<----\n')
print('Training using GPUs')
print('Training parameters are {0}'.format(dxgb_gpu_params))
@@ -457,13 +481,14 @@ 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('\n---->>>> Training time: {0} <<<<----\n'.format(str(t2-t1)))
print("Training time ...")
print(t2-t1)
print('str(bst) is {0}'.format(str(bst)))
print('Exiting script')
if __name__ == '__main__':

35
contrib/RAPIDS/rapids.yml Normal file
View File

@@ -0,0 +1,35 @@
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

@@ -1,624 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved. \n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/fairness/fairlearn-azureml-mitigation.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Unfairness Mitigation with Fairlearn and Azure Machine Learning\n",
"**This notebook shows how to upload results from Fairlearn's GridSearch mitigation algorithm into a dashboard in Azure Machine Learning Studio**\n",
"\n",
"## Table of Contents\n",
"\n",
"1. [Introduction](#Introduction)\n",
"1. [Loading the Data](#LoadingData)\n",
"1. [Training an Unmitigated Model](#UnmitigatedModel)\n",
"1. [Mitigation with GridSearch](#Mitigation)\n",
"1. [Uploading a Fairness Dashboard to Azure](#AzureUpload)\n",
" 1. Registering models\n",
" 1. Computing Fairness Metrics\n",
" 1. Uploading to Azure\n",
"1. [Conclusion](#Conclusion)\n",
"\n",
"<a id=\"Introduction\"></a>\n",
"## Introduction\n",
"This notebook shows how to use [Fairlearn (an open source fairness assessment and unfairness mitigation package)](http://fairlearn.github.io) and Azure Machine Learning Studio for a binary classification problem. This example uses the well-known adult census dataset. For the purposes of this notebook, we shall treat this as a loan decision problem. We will pretend that the label indicates whether or not each individual repaid a loan in the past. We will use the data to train a predictor to predict whether previously unseen individuals will repay a loan or not. The assumption is that the model predictions are used to decide whether an individual should be offered a loan. Its purpose is purely illustrative of a workflow including a fairness dashboard - in particular, we do **not** include a full discussion of the detailed issues which arise when considering fairness in machine learning. For such discussions, please [refer to the Fairlearn website](http://fairlearn.github.io/).\n",
"\n",
"We will apply the [grid search algorithm](https://fairlearn.github.io/master/api_reference/fairlearn.reductions.html#fairlearn.reductions.GridSearch) from the Fairlearn package using a specific notion of fairness called Demographic Parity. This produces a set of models, and we will view these in a dashboard both locally and in the Azure Machine Learning Studio.\n",
"\n",
"### Setup\n",
"\n",
"To use this notebook, an Azure Machine Learning workspace is required.\n",
"Please see the [configuration notebook](../../configuration.ipynb) for information about creating one, if required.\n",
"This notebook also requires the following packages:\n",
"* `azureml-contrib-fairness`\n",
"* `fairlearn==0.4.6` (v0.5.0 will work with minor modifications)\n",
"* `joblib`\n",
"* `shap`\n",
"\n",
"Fairlearn relies on features introduced in v0.22.1 of `scikit-learn`. If you have an older version already installed, please uncomment and run the following cell:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# !pip install --upgrade scikit-learn>=0.22.1"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Finally, please ensure that when you downloaded this notebook, you also downloaded the `fairness_nb_utils.py` file from the same location, and placed it in the same directory as this notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"LoadingData\"></a>\n",
"## Loading the Data\n",
"We use the well-known `adult` census dataset, which we will fetch from the OpenML website. We start with a fairly unremarkable set of imports:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from fairlearn.reductions import GridSearch, DemographicParity, ErrorRate\n",
"from fairlearn.widget import FairlearnDashboard\n",
"\n",
"from sklearn.compose import ColumnTransformer\n",
"from sklearn.datasets import fetch_openml\n",
"from sklearn.impute import SimpleImputer\n",
"from sklearn.linear_model import LogisticRegression\n",
"from sklearn.model_selection import train_test_split\n",
"from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
"from sklearn.compose import make_column_selector as selector\n",
"from sklearn.pipeline import Pipeline\n",
"\n",
"import pandas as pd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We can now load and inspect the data:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from fairness_nb_utils import fetch_openml_with_retries\n",
"\n",
"data = fetch_openml_with_retries(data_id=1590)\n",
" \n",
"# Extract the items we want\n",
"X_raw = data.data\n",
"y = (data.target == '>50K') * 1\n",
"\n",
"X_raw[\"race\"].value_counts().to_dict()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We are going to treat the sex and race of each individual as protected attributes, and in this particular case we are going to remove these attributes from the main data (this is not always the best option - see the [Fairlearn website](http://fairlearn.github.io/) for further discussion). Protected attributes are often denoted by 'A' in the literature, and we follow that convention here:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"A = X_raw[['sex','race']]\n",
"X_raw = X_raw.drop(labels=['sex', 'race'],axis = 1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now preprocess our data. To avoid the problem of data leakage, we split our data into training and test sets before performing any other transformations. Subsequent transformations (such as scalings) will be fit to the training data set, and then applied to the test dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"(X_train, X_test, y_train, y_test, A_train, A_test) = train_test_split(\n",
" X_raw, y, A, test_size=0.3, random_state=12345, stratify=y\n",
")\n",
"\n",
"# Ensure indices are aligned between X, y and A,\n",
"# after all the slicing and splitting of DataFrames\n",
"# and Series\n",
"\n",
"X_train = X_train.reset_index(drop=True)\n",
"X_test = X_test.reset_index(drop=True)\n",
"y_train = y_train.reset_index(drop=True)\n",
"y_test = y_test.reset_index(drop=True)\n",
"A_train = A_train.reset_index(drop=True)\n",
"A_test = A_test.reset_index(drop=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We have two types of column in the dataset - categorical columns which will need to be one-hot encoded, and numeric ones which will need to be rescaled. We also need to take care of missing values. We use a simple approach here, but please bear in mind that this is another way that bias could be introduced (especially if one subgroup tends to have more missing values).\n",
"\n",
"For this preprocessing, we make use of `Pipeline` objects from `sklearn`:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"numeric_transformer = Pipeline(\n",
" steps=[\n",
" (\"impute\", SimpleImputer()),\n",
" (\"scaler\", StandardScaler()),\n",
" ]\n",
")\n",
"\n",
"categorical_transformer = Pipeline(\n",
" [\n",
" (\"impute\", SimpleImputer(strategy=\"most_frequent\")),\n",
" (\"ohe\", OneHotEncoder(handle_unknown=\"ignore\", sparse=False)),\n",
" ]\n",
")\n",
"\n",
"preprocessor = ColumnTransformer(\n",
" transformers=[\n",
" (\"num\", numeric_transformer, selector(dtype_exclude=\"category\")),\n",
" (\"cat\", categorical_transformer, selector(dtype_include=\"category\")),\n",
" ]\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now, the preprocessing pipeline is defined, we can run it on our training data, and apply the generated transform to our test data:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train = preprocessor.fit_transform(X_train)\n",
"X_test = preprocessor.transform(X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"UnmitigatedModel\"></a>\n",
"## Training an Unmitigated Model\n",
"\n",
"So we have a point of comparison, we first train a model (specifically, logistic regression from scikit-learn) on the raw data, without applying any mitigation algorithm:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"unmitigated_predictor = LogisticRegression(solver='liblinear', fit_intercept=True)\n",
"\n",
"unmitigated_predictor.fit(X_train, y_train)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We can view this model in the fairness dashboard, and see the disparities which appear:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"FairlearnDashboard(sensitive_features=A_test, sensitive_feature_names=['Sex', 'Race'],\n",
" y_true=y_test,\n",
" y_pred={\"unmitigated\": unmitigated_predictor.predict(X_test)})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Looking at the disparity in accuracy when we select 'Sex' as the sensitive feature, we see that males have an error rate about three times greater than the females. More interesting is the disparity in opportunitiy - males are offered loans at three times the rate of females.\n",
"\n",
"Despite the fact that we removed the feature from the training data, our predictor still discriminates based on sex. This demonstrates that simply ignoring a protected attribute when fitting a predictor rarely eliminates unfairness. There will generally be enough other features correlated with the removed attribute to lead to disparate impact."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"Mitigation\"></a>\n",
"## Mitigation with GridSearch\n",
"\n",
"The `GridSearch` class in `Fairlearn` implements a simplified version of the exponentiated gradient reduction of [Agarwal et al. 2018](https://arxiv.org/abs/1803.02453). The user supplies a standard ML estimator, which is treated as a blackbox - for this simple example, we shall use the logistic regression estimator from scikit-learn. `GridSearch` works by generating a sequence of relabellings and reweightings, and trains a predictor for each.\n",
"\n",
"For this example, we specify demographic parity (on the protected attribute of sex) as the fairness metric. Demographic parity requires that individuals are offered the opportunity (a loan in this example) independent of membership in the protected class (i.e., females and males should be offered loans at the same rate). *We are using this metric for the sake of simplicity* in this example; the appropriate fairness metric can only be selected after *careful examination of the broader context* in which the model is to be used."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"sweep = GridSearch(LogisticRegression(solver='liblinear', fit_intercept=True),\n",
" constraints=DemographicParity(),\n",
" grid_size=71)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"With our estimator created, we can fit it to the data. After `fit()` completes, we extract the full set of predictors from the `GridSearch` object.\n",
"\n",
"The following cell trains a many copies of the underlying estimator, and may take a minute or two to run:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"sweep.fit(X_train, y_train,\n",
" sensitive_features=A_train.sex)\n",
"\n",
"# For Fairlearn v0.5.0, need sweep.predictors_\n",
"predictors = sweep._predictors"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We could load these predictors into the Fairness dashboard now. However, the plot would be somewhat confusing due to their number. In this case, we are going to remove the predictors which are dominated in the error-disparity space by others from the sweep (note that the disparity will only be calculated for the protected attribute; other potentially protected attributes will *not* be mitigated). In general, one might not want to do this, since there may be other considerations beyond the strict optimisation of error and disparity (of the given protected attribute)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"errors, disparities = [], []\n",
"for m in predictors:\n",
" classifier = lambda X: m.predict(X)\n",
" \n",
" error = ErrorRate()\n",
" error.load_data(X_train, pd.Series(y_train), sensitive_features=A_train.sex)\n",
" disparity = DemographicParity()\n",
" disparity.load_data(X_train, pd.Series(y_train), sensitive_features=A_train.sex)\n",
" \n",
" errors.append(error.gamma(classifier)[0])\n",
" disparities.append(disparity.gamma(classifier).max())\n",
" \n",
"all_results = pd.DataFrame( {\"predictor\": predictors, \"error\": errors, \"disparity\": disparities})\n",
"\n",
"dominant_models_dict = dict()\n",
"base_name_format = \"census_gs_model_{0}\"\n",
"row_id = 0\n",
"for row in all_results.itertuples():\n",
" model_name = base_name_format.format(row_id)\n",
" errors_for_lower_or_eq_disparity = all_results[\"error\"][all_results[\"disparity\"]<=row.disparity]\n",
" if row.error <= errors_for_lower_or_eq_disparity.min():\n",
" dominant_models_dict[model_name] = row.predictor\n",
" row_id = row_id + 1"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We can construct predictions for the dominant models (we include the unmitigated predictor as well, for comparison):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"predictions_dominant = {\"census_unmitigated\": unmitigated_predictor.predict(X_test)}\n",
"models_dominant = {\"census_unmitigated\": unmitigated_predictor}\n",
"for name, predictor in dominant_models_dict.items():\n",
" value = predictor.predict(X_test)\n",
" predictions_dominant[name] = value\n",
" models_dominant[name] = predictor"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"These predictions may then be viewed in the fairness dashboard. We include the race column from the dataset, as an alternative basis for assessing the models. However, since we have not based our mitigation on it, the variation in the models with respect to race can be large."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"FairlearnDashboard(sensitive_features=A_test, \n",
" sensitive_feature_names=['Sex', 'Race'],\n",
" y_true=y_test.tolist(),\n",
" y_pred=predictions_dominant)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"When using sex as the sensitive feature and accuracy as the metric, we see a Pareto front forming - the set of predictors which represent optimal tradeoffs between accuracy and disparity in predictions. In the ideal case, we would have a predictor at (1,0) - perfectly accurate and without any unfairness under demographic parity (with respect to the protected attribute \"sex\"). The Pareto front represents the closest we can come to this ideal based on our data and choice of estimator. Note the range of the axes - the disparity axis covers more values than the accuracy, so we can reduce disparity substantially for a small loss in accuracy. Finally, we also see that the unmitigated model is towards the top right of the plot, with high accuracy, but worst disparity.\n",
"\n",
"By clicking on individual models on the plot, we can inspect their metrics for disparity and accuracy in greater detail. In a real example, we would then pick the model which represented the best trade-off between accuracy and disparity given the relevant business constraints."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"AzureUpload\"></a>\n",
"## Uploading a Fairness Dashboard to Azure\n",
"\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairlearnDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. By default, the dashboard in Azure Machine Learning Studio also requires the models to be registered. The required stages are therefore:\n",
"1. Register the dominant models\n",
"1. Precompute all the required metrics\n",
"1. Upload to Azure\n",
"\n",
"Before that, we need to connect to Azure Machine Learning Studio:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace, Experiment, Model\n",
"\n",
"ws = Workspace.from_config()\n",
"ws.get_details()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"RegisterModels\"></a>\n",
"### Registering Models\n",
"\n",
"The fairness dashboard is designed to integrate with registered models, so we need to do this for the models we want in the Studio portal. The assumption is that the names of the models specified in the dashboard dictionary correspond to the `id`s (i.e. `<name>:<version>` pairs) of registered models in the workspace. We register each of the models in the `models_dominant` dictionary into the workspace. For this, we have to save each model to a file, and then register that file:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import joblib\n",
"import os\n",
"\n",
"os.makedirs('models', exist_ok=True)\n",
"def register_model(name, model):\n",
" print(\"Registering \", name)\n",
" model_path = \"models/{0}.pkl\".format(name)\n",
" joblib.dump(value=model, filename=model_path)\n",
" registered_model = Model.register(model_path=model_path,\n",
" model_name=name,\n",
" workspace=ws)\n",
" print(\"Registered \", registered_model.id)\n",
" return registered_model.id\n",
"\n",
"model_name_id_mapping = dict()\n",
"for name, model in models_dominant.items():\n",
" m_id = register_model(name, model)\n",
" model_name_id_mapping[name] = m_id"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now, produce new predictions dictionaries, with the updated names:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"predictions_dominant_ids = dict()\n",
"for name, y_pred in predictions_dominant.items():\n",
" predictions_dominant_ids[model_name_id_mapping[name]] = y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"PrecomputeMetrics\"></a>\n",
"### Precomputing Metrics\n",
"\n",
"We create a _dashboard dictionary_ using Fairlearn's `metrics` package. The `_create_group_metric_set` method has arguments similar to the Dashboard constructor, except that the sensitive features are passed as a dictionary (to ensure that names are available), and we must specify the type of prediction. Note that we use the `predictions_dominant_ids` dictionary we just created:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"sf = { 'sex': A_test.sex, 'race': A_test.race }\n",
"\n",
"from fairlearn.metrics._group_metric_set import _create_group_metric_set\n",
"\n",
"\n",
"dash_dict = _create_group_metric_set(y_true=y_test,\n",
" predictions=predictions_dominant_ids,\n",
" sensitive_features=sf,\n",
" prediction_type='binary_classification')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"DashboardUpload\"></a>\n",
"### Uploading the Dashboard\n",
"\n",
"Now, we import our `contrib` package which contains the routine to perform the upload:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.contrib.fairness import upload_dashboard_dictionary, download_dashboard_by_upload_id"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now we can create an Experiment, then a Run, and upload our dashboard to it:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"exp = Experiment(ws, \"Test_Fairlearn_GridSearch_Census_Demo\")\n",
"print(exp)\n",
"\n",
"run = exp.start_logging()\n",
"try:\n",
" dashboard_title = \"Dominant Models from GridSearch\"\n",
" upload_id = upload_dashboard_dictionary(run,\n",
" dash_dict,\n",
" dashboard_name=dashboard_title)\n",
" print(\"\\nUploaded to id: {0}\\n\".format(upload_id))\n",
"\n",
" downloaded_dict = download_dashboard_by_upload_id(run, upload_id)\n",
"finally:\n",
" run.complete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The dashboard can be viewed in the Run Details page.\n",
"\n",
"Finally, we can verify that the dashboard dictionary which we downloaded matches our upload:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(dash_dict == downloaded_dict)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"Conclusion\"></a>\n",
"## Conclusion\n",
"\n",
"In this notebook we have demonstrated how to use the `GridSearch` algorithm from Fairlearn to generate a collection of models, and then present them in the fairness dashboard in Azure Machine Learning Studio. Please remember that this notebook has not attempted to discuss the many considerations which should be part of any approach to unfairness mitigation. The [Fairlearn website](http://fairlearn.github.io/) provides that discussion"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "riedgar"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.10"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,7 +0,0 @@
name: fairlearn-azureml-mitigation
dependencies:
- pip:
- azureml-sdk
- azureml-contrib-fairness
- fairlearn==0.4.6
- joblib

View File

@@ -1,28 +0,0 @@
# ---------------------------------------------------------
# Copyright (c) Microsoft Corporation. All rights reserved.
# ---------------------------------------------------------
"""Utilities for azureml-contrib-fairness notebooks."""
from sklearn.datasets import fetch_openml
import time
def fetch_openml_with_retries(data_id, max_retries=4, retry_delay=60):
"""Fetch a given dataset from OpenML with retries as specified."""
for i in range(max_retries):
try:
print("Download attempt {0} of {1}".format(i + 1, max_retries))
data = fetch_openml(data_id=data_id, as_frame=True)
break
except Exception as e:
print("Download attempt failed with exception:")
print(e)
if i + 1 != max_retries:
print("Will retry after {0} seconds".format(retry_delay))
time.sleep(retry_delay)
retry_delay = retry_delay * 2
else:
raise RuntimeError("Unable to download dataset from OpenML")
return data

View File

@@ -1,546 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved. \n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/fairness/upload-fairness-dashboard.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Upload a Fairness Dashboard to Azure Machine Learning Studio\n",
"**This notebook shows how to generate and upload a fairness assessment dashboard from Fairlearn to AzureML Studio**\n",
"\n",
"## Table of Contents\n",
"\n",
"1. [Introduction](#Introduction)\n",
"1. [Loading the Data](#LoadingData)\n",
"1. [Processing the Data](#ProcessingData)\n",
"1. [Training Models](#TrainingModels)\n",
"1. [Logging in to AzureML](#LoginAzureML)\n",
"1. [Registering the Models](#RegisterModels)\n",
"1. [Using the Fairlearn Dashboard](#LocalDashboard)\n",
"1. [Uploading a Fairness Dashboard to Azure](#AzureUpload)\n",
" 1. Computing Fairness Metrics\n",
" 1. Uploading to Azure\n",
"1. [Conclusion](#Conclusion)\n",
" \n",
"\n",
"<a id=\"Introduction\"></a>\n",
"## Introduction\n",
"\n",
"In this notebook, we walk through a simple example of using the `azureml-contrib-fairness` package to upload a collection of fairness statistics for a fairness dashboard. It is an example of integrating the [open source Fairlearn package](https://www.github.com/fairlearn/fairlearn) with Azure Machine Learning. This is not an example of fairness analysis or mitigation - this notebook simply shows how to get a fairness dashboard into the Azure Machine Learning portal. We will load the data and train a couple of simple models. We will then use Fairlearn to generate data for a Fairness dashboard, which we can upload to Azure Machine Learning portal and view there.\n",
"\n",
"### Setup\n",
"\n",
"To use this notebook, an Azure Machine Learning workspace is required.\n",
"Please see the [configuration notebook](../../configuration.ipynb) for information about creating one, if required.\n",
"This notebook also requires the following packages:\n",
"* `azureml-contrib-fairness`\n",
"* `fairlearn==0.4.6` (should also work with v0.5.0)\n",
"* `joblib`\n",
"* `shap`\n",
"\n",
"Fairlearn relies on features introduced in v0.22.1 of `scikit-learn`. If you have an older version already installed, please uncomment and run the following cell:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# !pip install --upgrade scikit-learn>=0.22.1"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Finally, please ensure that when you downloaded this notebook, you also downloaded the `fairness_nb_utils.py` file from the same location, and placed it in the same directory as this notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"LoadingData\"></a>\n",
"## Loading the Data\n",
"We use the well-known `adult` census dataset, which we fetch from the OpenML website. We start with a fairly unremarkable set of imports:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn import svm\n",
"from sklearn.compose import ColumnTransformer\n",
"from sklearn.datasets import fetch_openml\n",
"from sklearn.impute import SimpleImputer\n",
"from sklearn.linear_model import LogisticRegression\n",
"from sklearn.model_selection import train_test_split\n",
"from sklearn.preprocessing import StandardScaler, OneHotEncoder\n",
"from sklearn.compose import make_column_selector as selector\n",
"from sklearn.pipeline import Pipeline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now we can load the data:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from fairness_nb_utils import fetch_openml_with_retries\n",
"\n",
"data = fetch_openml_with_retries(data_id=1590)\n",
" \n",
"# Extract the items we want\n",
"X_raw = data.data\n",
"y = (data.target == '>50K') * 1"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We can take a look at some of the data. For example, the next cells shows the counts of the different races identified in the dataset:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(X_raw[\"race\"].value_counts().to_dict())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"ProcessingData\"></a>\n",
"## Processing the Data\n",
"\n",
"With the data loaded, we process it for our needs. First, we extract the sensitive features of interest into `A` (conventionally used in the literature) and leave the rest of the feature data in `X_raw`:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"A = X_raw[['sex','race']]\n",
"X_raw = X_raw.drop(labels=['sex', 'race'],axis = 1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now preprocess our data. To avoid the problem of data leakage, we split our data into training and test sets before performing any other transformations. Subsequent transformations (such as scalings) will be fit to the training data set, and then applied to the test dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"(X_train, X_test, y_train, y_test, A_train, A_test) = train_test_split(\n",
" X_raw, y, A, test_size=0.3, random_state=12345, stratify=y\n",
")\n",
"\n",
"# Ensure indices are aligned between X, y and A,\n",
"# after all the slicing and splitting of DataFrames\n",
"# and Series\n",
"\n",
"X_train = X_train.reset_index(drop=True)\n",
"X_test = X_test.reset_index(drop=True)\n",
"y_train = y_train.reset_index(drop=True)\n",
"y_test = y_test.reset_index(drop=True)\n",
"A_train = A_train.reset_index(drop=True)\n",
"A_test = A_test.reset_index(drop=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We have two types of column in the dataset - categorical columns which will need to be one-hot encoded, and numeric ones which will need to be rescaled. We also need to take care of missing values. We use a simple approach here, but please bear in mind that this is another way that bias could be introduced (especially if one subgroup tends to have more missing values).\n",
"\n",
"For this preprocessing, we make use of `Pipeline` objects from `sklearn`:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"numeric_transformer = Pipeline(\n",
" steps=[\n",
" (\"impute\", SimpleImputer()),\n",
" (\"scaler\", StandardScaler()),\n",
" ]\n",
")\n",
"\n",
"categorical_transformer = Pipeline(\n",
" [\n",
" (\"impute\", SimpleImputer(strategy=\"most_frequent\")),\n",
" (\"ohe\", OneHotEncoder(handle_unknown=\"ignore\", sparse=False)),\n",
" ]\n",
")\n",
"\n",
"preprocessor = ColumnTransformer(\n",
" transformers=[\n",
" (\"num\", numeric_transformer, selector(dtype_exclude=\"category\")),\n",
" (\"cat\", categorical_transformer, selector(dtype_include=\"category\")),\n",
" ]\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now, the preprocessing pipeline is defined, we can run it on our training data, and apply the generated transform to our test data:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train = preprocessor.fit_transform(X_train)\n",
"X_test = preprocessor.transform(X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"TrainingModels\"></a>\n",
"## Training Models\n",
"\n",
"We now train a couple of different models on our data. The `adult` census dataset is a classification problem - the goal is to predict whether a particular individual exceeds an income threshold. For the purpose of generating a dashboard to upload, it is sufficient to train two basic classifiers. First, a logistic regression classifier:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lr_predictor = LogisticRegression(solver='liblinear', fit_intercept=True)\n",
"\n",
"lr_predictor.fit(X_train, y_train)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"And for comparison, a support vector classifier:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"svm_predictor = svm.SVC()\n",
"\n",
"svm_predictor.fit(X_train, y_train)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"LoginAzureML\"></a>\n",
"## Logging in to AzureML\n",
"\n",
"With our two classifiers trained, we can log into our AzureML workspace:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace, Experiment, Model\n",
"\n",
"ws = Workspace.from_config()\n",
"ws.get_details()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"RegisterModels\"></a>\n",
"## Registering the Models\n",
"\n",
"Next, we register our models. By default, the subroutine which uploads the models checks that the names provided correspond to registered models in the workspace. We define a utility routine to do the registering:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import joblib\n",
"import os\n",
"\n",
"os.makedirs('models', exist_ok=True)\n",
"def register_model(name, model):\n",
" print(\"Registering \", name)\n",
" model_path = \"models/{0}.pkl\".format(name)\n",
" joblib.dump(value=model, filename=model_path)\n",
" registered_model = Model.register(model_path=model_path,\n",
" model_name=name,\n",
" workspace=ws)\n",
" print(\"Registered \", registered_model.id)\n",
" return registered_model.id"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now, we register the models. For convenience in subsequent method calls, we store the results in a dictionary, which maps the `id` of the registered model (a string in `name:version` format) to the predictor itself:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_dict = {}\n",
"\n",
"lr_reg_id = register_model(\"fairness_linear_regression\", lr_predictor)\n",
"model_dict[lr_reg_id] = lr_predictor\n",
"svm_reg_id = register_model(\"fairness_svm\", svm_predictor)\n",
"model_dict[svm_reg_id] = svm_predictor"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"LocalDashboard\"></a>\n",
"## Using the Fairlearn Dashboard\n",
"\n",
"We can now examine the fairness of the two models we have training, both as a function of race and (binary) sex. Before uploading the dashboard to the AzureML portal, we will first instantiate a local instance of the Fairlearn dashboard.\n",
"\n",
"Regardless of the viewing location, the dashboard is based on three things - the true values, the model predictions and the sensitive feature values. The dashboard can use predictions from multiple models and multiple sensitive features if desired (as we are doing here).\n",
"\n",
"Our first step is to generate a dictionary mapping the `id` of the registered model to the corresponding array of predictions:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ys_pred = {}\n",
"for n, p in model_dict.items():\n",
" ys_pred[n] = p.predict(X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We can examine these predictions in a locally invoked Fairlearn dashboard. This can be compared to the dashboard uploaded to the portal (in the next section):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from fairlearn.widget import FairlearnDashboard\n",
"\n",
"FairlearnDashboard(sensitive_features=A_test, \n",
" sensitive_feature_names=['Sex', 'Race'],\n",
" y_true=y_test.tolist(),\n",
" y_pred=ys_pred)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"AzureUpload\"></a>\n",
"## Uploading a Fairness Dashboard to Azure\n",
"\n",
"Uploading a fairness dashboard to Azure is a two stage process. The `FairlearnDashboard` invoked in the previous section relies on the underlying Python kernel to compute metrics on demand. This is obviously not available when the fairness dashboard is rendered in AzureML Studio. The required stages are therefore:\n",
"1. Precompute all the required metrics\n",
"1. Upload to Azure\n",
"\n",
"\n",
"### Computing Fairness Metrics\n",
"We use Fairlearn to create a dictionary which contains all the data required to display a dashboard. This includes both the raw data (true values, predicted values and sensitive features), and also the fairness metrics. The API is similar to that used to invoke the Dashboard locally. However, there are a few minor changes to the API, and the type of problem being examined (binary classification, regression etc.) needs to be specified explicitly:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"sf = { 'Race': A_test.race, 'Sex': A_test.sex }\n",
"\n",
"from fairlearn.metrics._group_metric_set import _create_group_metric_set\n",
"\n",
"dash_dict = _create_group_metric_set(y_true=y_test,\n",
" predictions=ys_pred,\n",
" sensitive_features=sf,\n",
" prediction_type='binary_classification')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The `_create_group_metric_set()` method is currently underscored since its exact design is not yet final in Fairlearn."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Uploading to Azure\n",
"\n",
"We can now import the `azureml.contrib.fairness` package itself. We will round-trip the data, so there are two required subroutines:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.contrib.fairness import upload_dashboard_dictionary, download_dashboard_by_upload_id"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Finally, we can upload the generated dictionary to AzureML. The upload method requires a run, so we first create an experiment and a run. The uploaded dashboard can be seen on the corresponding Run Details page in AzureML Studio. For completeness, we also download the dashboard dictionary which we uploaded."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"exp = Experiment(ws, \"notebook-01\")\n",
"print(exp)\n",
"\n",
"run = exp.start_logging()\n",
"try:\n",
" dashboard_title = \"Sample notebook upload\"\n",
" upload_id = upload_dashboard_dictionary(run,\n",
" dash_dict,\n",
" dashboard_name=dashboard_title)\n",
" print(\"\\nUploaded to id: {0}\\n\".format(upload_id))\n",
"\n",
" downloaded_dict = download_dashboard_by_upload_id(run, upload_id)\n",
"finally:\n",
" run.complete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Finally, we can verify that the dashboard dictionary which we downloaded matches our upload:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(dash_dict == downloaded_dict)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<a id=\"Conclusion\"></a>\n",
"## Conclusion\n",
"\n",
"In this notebook we have demonstrated how to generate and upload a fairness dashboard to AzureML Studio. We have not discussed how to analyse the results and apply mitigations. Those topics will be covered elsewhere."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "riedgar"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.10"
}
},
"nbformat": 4,
"nbformat_minor": 4
}

View File

@@ -1,7 +0,0 @@
name: upload-fairness-dashboard
dependencies:
- pip:
- azureml-sdk
- azureml-contrib-fairness
- fairlearn==0.4.6
- joblib

View File

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

View File

@@ -1,8 +1,8 @@
# Table of Contents
1. [Automated ML Introduction](#introduction)
1. [Setup using Compute Instances](#jupyter)
1. [Setup using a Local Conda environment](#localconda)
1. [Setup using Azure Notebooks](#jupyter)
1. [Setup using Azure Databricks](#databricks)
1. [Setup using a Local Conda environment](#localconda)
1. [Automated ML SDK Sample Notebooks](#samples)
1. [Documentation](#documentation)
1. [Running using python command](#pythoncommand)
@@ -21,14 +21,22 @@ Below are the three execution environments supported by automated ML.
<a name="jupyter"></a>
## Setup using Compute Instances - Jupyter based notebooks from a Azure Virtual Machine
## Setup using Azure Notebooks - Jupyter based notebooks in the Azure cloud
1. Open the [ML Azure portal](https://ml.azure.com)
1. Select Compute
1. Select Compute Instances
1. Click New
1. Type a Compute Name, select a Virtual Machine type and select a Virtual Machine size
1. Click Create
1. [![Azure Notebooks](https://notebooks.azure.com/launch.png)](https://aka.ms/aml-clone-azure-notebooks)
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks.
1. Follow the instructions in the [configuration](../../configuration.ipynb) notebook to create and connect to a workspace.
1. Open one of the sample notebooks.
<a name="databricks"></a>
## Setup using Azure Databricks
**NOTE**: Please create your Azure Databricks cluster as v4.x (high concurrency preferred) with **Python 3** (dropdown).
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
- Please remove the previous SDK version if there is any and install the latest SDK by installing **azureml-sdk[automl_databricks]** as a PyPi library in Azure Databricks workspace.
- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks).
- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks) and import into the Azure databricks workspace.
- Attach the notebook to the cluster.
<a name="localconda"></a>
## Setup using a Local Conda environment
@@ -94,99 +102,82 @@ source activate azure_automl
jupyter notebook
```
<a name="databricks"></a>
## Setup using Azure Databricks
**NOTE**: Please create your Azure Databricks cluster as v7.1 (high concurrency preferred) with **Python 3** (dropdown).
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl).
- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl) and import into the Azure databricks workspace.
- Attach the notebook to the cluster.
<a name="samples"></a>
# Automated ML SDK Sample Notebooks
## Classification
- **Classify Credit Card Fraud**
- Dataset: [Kaggle's credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
- **[Jupyter Notebook (remote run)](classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.ipynb)**
- run the experiment remotely on AML Compute cluster
- test the performance of the best model in the local environment
- **[Jupyter Notebook (local run)](local-run-classification-credit-card-fraud/auto-ml-classification-credit-card-fraud-local.ipynb)**
- run experiment in the local environment
- use Mimic Explainer for computing feature importance
- deploy the best model along with the explainer to an Azure Kubernetes (AKS) cluster, which will compute the raw and engineered feature importances at inference time
- **Predict Term Deposit Subscriptions in a Bank**
- Dataset: [UCI's bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
- **[Jupyter Notebook](classification-bank-marketing-all-features/auto-ml-classification-bank-marketing-all-features.ipynb)**
- run experiment remotely on AML Compute cluster to generate ONNX compatible models
- view the featurization steps that were applied during training
- view feature importance for the best model
- download the best model in ONNX format and use it for inferencing using ONNXRuntime
- deploy the best model in PKL format to Azure Container Instance (ACI)
- **Predict Newsgroup based on Text from News Article**
- Dataset: [20 newsgroups text dataset](https://scikit-learn.org/0.19/datasets/twenty_newsgroups.html)
- **[Jupyter Notebook](classification-text-dnn/auto-ml-classification-text-dnn.ipynb)**
- AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data
- AutoML will use Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used
- Bidirectional Long-Short Term neural network (BiLSTM) will be utilized when a CPU compute is used, thereby optimizing the choice of DNN
- [auto-ml-classification.ipynb](classification/auto-ml-classification.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification
- Uses local compute for training
## Regression
- **Predict Performance of Hardware Parts**
- Dataset: Hardware Performance Dataset
- **[Jupyter Notebook](regression/auto-ml-regression.ipynb)**
- run the experiment remotely on AML Compute cluster
- get best trained model for a different metric than the one the experiment was optimized for
- test the performance of the best model in the local environment
- **[Jupyter Notebook (advanced)](regression/auto-ml-regression.ipynb)**
- run the experiment remotely on AML Compute cluster
- customize featurization: override column purpose within the dataset, configure transformer parameters
- get best trained model for a different metric than the one the experiment was optimized for
- run a model explanation experiment on the remote cluster
- deploy the model along the explainer and run online inferencing
- [auto-ml-regression.ipynb](regression/auto-ml-regression.ipynb)
- Dataset: scikit learn's [diabetes dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html)
- Simple example of using automated ML for regression
- Uses local compute for training
## Time Series Forecasting
- **Forecast Energy Demand**
- Dataset: [NYC energy demand data](http://mis.nyiso.com/public/P-58Blist.htm)
- **[Jupyter Notebook](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)**
- run experiment remotely on AML Compute cluster
- use lags and rolling window features
- view the featurization steps that were applied during training
- get the best model, use it to forecast on test data and compare the accuracy of predictions against real data
- **Forecast Orange Juice Sales (Multi-Series)**
- Dataset: [Dominick's grocery sales of orange juice](forecasting-orange-juice-sales/dominicks_OJ.csv)
- **[Jupyter Notebook](forecasting-orange-juice-sales/dominicks_OJ.csv)**
- run experiment remotely on AML Compute cluster
- customize time-series featurization, change column purpose and override transformer hyper parameters
- evaluate locally the performance of the generated best model
- deploy the best model as a webservice on Azure Container Instance (ACI)
- get online predictions from the deployed model
- **Forecast Demand of a Bike-Sharing Service**
- Dataset: [Bike demand data](forecasting-bike-share/bike-no.csv)
- **[Jupyter Notebook](forecasting-bike-share/auto-ml-forecasting-bike-share.ipynb)**
- run experiment remotely on AML Compute cluster
- integrate holiday features
- run rolling forecast for test set that is longer than the forecast horizon
- compute metrics on the predictions from the remote forecast
- **The Forecast Function Interface**
- Dataset: Generated for sample purposes
- **[Jupyter Notebook](forecasting-forecast-function/auto-ml-forecasting-function.ipynb)**
- train a forecaster using a remote AML Compute cluster
- capabilities of forecast function (e.g. forecast farther into the horizon)
- generate confidence intervals
- **Forecast Beverage Production**
- Dataset: [Monthly beer production data](forecasting-beer-remote/Beer_no_valid_split_train.csv)
- **[Jupyter Notebook](forecasting-beer-remote/auto-ml-forecasting-beer-remote.ipynb)**
- train using a remote AML Compute cluster
- enable the DNN learning model
- forecast on a remote compute cluster and compare different model performance
- **Continuous Retraining with NOAA Weather Data**
- Dataset: [NOAA weather data from Azure Open Datasets](https://azure.microsoft.com/en-us/services/open-datasets/)
- **[Jupyter Notebook](continuous-retraining/auto-ml-continuous-retraining.ipynb)**
- continuously retrain a model using Pipelines and AutoML
- create a Pipeline to upload a time series dataset to an Azure blob
- create a Pipeline to run an AutoML experiment and register the best resulting model in the Workspace
- publish the training pipeline created and schedule it to run daily
- [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
- 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-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
- Specify a target metrics to indicate stopping criteria
- Handling Missing Data in the input
- [auto-ml-sparse-data-train-test-split.ipynb](sparse-data-train-test-split/auto-ml-sparse-data-train-test-split.ipynb)
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
- Handle sparse datasets
- Specify custom train and validation set
- [auto-ml-exploring-previous-runs.ipynb](exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb)
- List all projects for the workspace
- List all automated ML Runs for a given project
- Get details for a automated ML Run. (automated ML settings, run widget & all metrics)
- Download fitted pipeline for any iteration
- [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
- Registering the model
- Creating Image and creating aci service
- Testing the aci service
- [auto-ml-sample-weight.ipynb](sample-weight/auto-ml-sample-weight.ipynb)
- How to specifying sample_weight
- The difference that it makes to test results
- [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-dataprep-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataprep-remote-execution.ipynb)
- Using DataPrep for reading data with remote execution
- [auto-ml-classification-with-whitelisting.ipynb](classification-with-whitelisting/auto-ml-classification-with-whitelisting.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification with whitelisting tensorflow models.
- Uses local compute for training
- [auto-ml-forecasting-energy-demand.ipynb](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)
- Dataset: [NYC energy demand data](forecasting-a/nyc_energy.csv)
- Example of using automated ML for training a forecasting model
- [auto-ml-forecasting-orange-juice-sales.ipynb](forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb)
- Dataset: [Dominick's grocery sales of orange juice](forecasting-b/dominicks_OJ.csv)
- Example of training an automated ML forecasting model on multiple time-series
- [auto-ml-classification-with-onnx.ipynb](classification-with-onnx/auto-ml-classification-with-onnx.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification with ONNX models
- Uses local compute for training
<a name="documentation"></a>
See [Configure automated machine learning experiments](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-auto-train) to learn how more about the the settings and features available for automated machine learning experiments.
@@ -207,9 +198,9 @@ The main code of the file must be indented so that it is under this condition.
## automl_setup fails
1. On Windows, make sure that you are running automl_setup from an Anconda Prompt window rather than a regular cmd window. You can launch the "Anaconda Prompt" window by hitting the Start button and typing "Anaconda Prompt". If you don't see the application "Anaconda Prompt", you might not have conda or mini conda installed. In that case, you can install it [here](https://conda.io/miniconda.html)
2. Check that you have conda 64-bit installed rather than 32-bit. You can check this with the command `conda info`. The `platform` should be `win-64` for Windows or `osx-64` for Mac.
3. Check that you have conda 4.7.8 or later. You can check the version with the command `conda -V`. If you have a previous version installed, you can update it using the command: `conda update conda`.
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`
@@ -225,17 +216,6 @@ If automl_setup_linux.sh fails on Ubuntu Linux with the error: `unable to execut
4) Check that the region is one of the supported regions: `eastus2`, `eastus`, `westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`
5) Check that you have access to the region using the Azure Portal.
## import AutoMLConfig fails after upgrade from before 1.0.76 to 1.0.76 or later
There were package changes in automated machine learning version 1.0.76, which require the previous version to be uninstalled before upgrading to the new version.
If you have manually upgraded from a version of automated machine learning before 1.0.76 to 1.0.76 or later, you may get the error:
`ImportError: cannot import name 'AutoMLConfig'`
This can be resolved by running:
`pip uninstall azureml-train-automl` and then
`pip install azureml-train-automl`
The automl_setup.cmd script does this automatically.
## workspace.from_config fails
If the call `ws = Workspace.from_config()` fails:
1) Make sure that you have run the `configuration.ipynb` notebook successfully.
@@ -255,22 +235,13 @@ 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.
## KeyError: 'brand' when running AutoML on local compute or Azure Databricks cluster**
If a new environment was created after 10 June 2020 using SDK 1.7.0 or lower, training may fail with the above error due to an update in the py-cpuinfo package. (Environments created on or before 10 June 2020 are unaffected, as well as experiments run on remote compute as cached training images are used.) To work around this issue, either of the two following steps can be taken:
1) Update the SDK version to 1.8.0 or higher (this will also downgrade py-cpuinfo to 5.0.0):
`pip install --upgrade azureml-sdk[automl]`
2) Downgrade the installed version of py-cpuinfo to 5.0.0:
`pip install py-cpuinfo==5.0.0`
## Remote run: DsvmCompute.create fails
## 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:
@@ -296,4 +267,4 @@ 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

@@ -2,28 +2,20 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- python>=3.5.2,<3.8
- python>=3.5.2,<3.6.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy==1.18.5
- numpy>=1.11.0,<=1.16.2
- cython
- urllib3<1.24
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- 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
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.23.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.23.0/validated_win32_requirements.txt [--no-deps]
- PyJWT < 2.0.0
- azureml-sdk[automl,explain]
- azureml-widgets
- pandas_ml

View File

@@ -1,30 +0,0 @@
name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy==1.18.5
- cython
- urllib3<1.24
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.23.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.23.0/validated_linux_requirements.txt [--no-deps]
- PyJWT < 2.0.0

View File

@@ -2,29 +2,21 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- nomkl
- python>=3.5.2,<3.8
- python>=3.5.2,<3.6.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy==1.18.5
- numpy>=1.11.0,<=1.16.2
- cython
- urllib3<1.24
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=9.0
- 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
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.23.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.23.0/validated_darwin_requirements.txt [--no-deps]
- PyJWT < 2.0.0
- azureml-sdk[automl,explain]
- azureml-widgets
- pandas_ml

View File

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

View File

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

View File

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

View File

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

View File

@@ -1,948 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-bank-marketing-all-features/auto-ml-classification-bank-marketing.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Deployment using a Bank Marketing Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Deploy](#Deploy)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the UCI Bank Marketing dataset to showcase how you can use AutoML for a classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if the client will subscribe to a term deposit with the bank.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute with ONNX compatible config on.\n",
"4. Explore the results, featurization transparency options and save the ONNX model\n",
"5. Inference with the ONNX model.\n",
"6. Register the model.\n",
"7. Create a container image.\n",
"8. Create an Azure Container Instance (ACI) service.\n",
"9. Test the ACI service.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- **Blocking** certain pipelines\n",
"- Specifying **target metrics** to indicate stopping criteria\n",
"- Handling **missing data** in the input"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.automl.core.featurization import FeaturizationConfig\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.interpret import ExplanationClient"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Accessing the Azure ML workspace requires authentication with Azure.\n",
"\n",
"The default authentication is interactive authentication using the default tenant. Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
"\n",
"If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"\n",
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-bmarketing-all'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"cpu-cluster-4\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Leverage azure compute to load the bank marketing dataset as a Tabular Dataset into the dataset variable. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Training Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = pd.read_csv(\"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\")\n",
"data.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Add missing values in 75% of the lines.\n",
"import numpy as np\n",
"\n",
"missing_rate = 0.75\n",
"n_missing_samples = int(np.floor(data.shape[0] * missing_rate))\n",
"missing_samples = np.hstack((np.zeros(data.shape[0] - n_missing_samples, dtype=np.bool), np.ones(n_missing_samples, dtype=np.bool)))\n",
"rng = np.random.RandomState(0)\n",
"rng.shuffle(missing_samples)\n",
"missing_features = rng.randint(0, data.shape[1], n_missing_samples)\n",
"data.values[np.where(missing_samples)[0], missing_features] = np.nan"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"# Save the train data to a csv to be uploaded to the datastore\n",
"pd.DataFrame(data).to_csv(\"data/train_data.csv\", index=False)\n",
"\n",
"ds = ws.get_default_datastore()\n",
"ds.upload(src_dir='./data', target_path='bankmarketing', overwrite=True, show_progress=True)\n",
"\n",
" \n",
"\n",
"# Upload the training data as a tabular dataset for access during training on remote compute\n",
"train_data = Dataset.Tabular.from_delimited_files(path=ds.path('bankmarketing/train_data.csv'))\n",
"label = \"y\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Validation Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"validation_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
"validation_dataset = Dataset.Tabular.from_delimited_files(validation_data)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_test.csv\"\n",
"test_dataset = Dataset.Tabular.from_delimited_files(test_data)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression or forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**blocked_models** | *List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run. <br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><br>Allowed values for **Forecasting**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><i>Arima</i><br><i>Prophet</i>|\n",
"|**allowed_models** | *List* of *strings* indicating machine learning algorithms for AutoML to use in this run. Same values listed above for **blocked_models** allowed for **allowed_models**.|\n",
"|**experiment_exit_score**| Value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
"|**experiment_timeout_hours**| Maximum amount of time in hours that all iterations combined can take before the experiment terminates.|\n",
"|**enable_early_stopping**| Flag to enble early termination if the score is not improving in the short term.|\n",
"|**featurization**| 'auto' / 'off' Indicator for whether featurization step should be done automatically or not. Note: If the input data is sparse, featurization cannot be turned on.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"experiment_timeout_hours\" : 0.3,\n",
" \"enable_early_stopping\" : True,\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" #\"n_cross_validations\": 2,\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"featurization\": 'auto',\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target=compute_target,\n",
" experiment_exit_score = 0.9984,\n",
" blocked_models = ['KNN','LinearSVM'],\n",
" enable_onnx_compatible_models=True,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" validation_data = validation_dataset,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the following cell to access previous runs. Uncomment the cell below and update the run_id."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment=experiment, run_id='<run_ID_goes_here')\n",
"#remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait for the remote run to complete\n",
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run_customized, fitted_model_customized = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Transparency\n",
"\n",
"View updated featurization summary"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer = fitted_model_customized.named_steps['datatransformer']\n",
"df = custom_featurizer.get_featurization_summary()\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Set `is_user_friendly=False` to get a more detailed summary for the transforms being applied."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = custom_featurizer.get_featurization_summary(is_user_friendly=False)\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = custom_featurizer.get_stats_feature_type_summary()\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model's explanation\n",
"Retrieve the explanation from the best_run which includes explanations for engineered features and raw features. Make sure that the run for generating explanations for the best model is completed."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait for the best model explanation run to complete\n",
"from azureml.core.run import Run\n",
"model_explainability_run_id = remote_run.id + \"_\" + \"ModelExplain\"\n",
"print(model_explainability_run_id)\n",
"model_explainability_run = Run(experiment=experiment, run_id=model_explainability_run_id)\n",
"model_explainability_run.wait_for_completion()\n",
"\n",
"# Get the best run object\n",
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download engineered feature importance from artifact store\n",
"You can use ExplanationClient to download the engineered feature explanations from the artifact store of the best_run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"exp_data = engineered_explanations.get_feature_importance_dict()\n",
"exp_data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download raw feature importance from artifact store\n",
"You can use ExplanationClient to download the raw feature explanations from the artifact store of the best_run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=True)\n",
"exp_data = engineered_explanations.get_feature_importance_dict()\n",
"exp_data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best ONNX Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
"\n",
"Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, onnx_mdl = remote_run.get_output(return_onnx_model=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Save the best ONNX model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.runtime.onnx_convert import OnnxConverter\n",
"onnx_fl_path = \"./best_model.onnx\"\n",
"OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Predict with the ONNX model, using onnxruntime package"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import sys\n",
"import json\n",
"from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
"from azureml.train.automl import constants\n",
"\n",
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
" python_version_compatible = True\n",
"else:\n",
" python_version_compatible = False\n",
"\n",
"import onnxruntime\n",
"from azureml.automl.runtime.onnx_convert import OnnxInferenceHelper\n",
"\n",
"def get_onnx_res(run):\n",
" res_path = 'onnx_resource.json'\n",
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
" with open(res_path) as f:\n",
" onnx_res = json.load(f)\n",
" return onnx_res\n",
"\n",
"if python_version_compatible:\n",
" test_df = test_dataset.to_pandas_dataframe()\n",
" mdl_bytes = onnx_mdl.SerializeToString()\n",
" onnx_res = get_onnx_res(best_run)\n",
"\n",
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(test_df)\n",
"\n",
" print(pred_onnx)\n",
" print(pred_prob_onnx)\n",
"else:\n",
" print('Please use Python version 3.6 or 3.7 to run the inference helper.')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_name = best_run.properties['model_name']\n",
"\n",
"script_file_name = 'inference/score.py'\n",
"\n",
"best_run.download_file('outputs/scoring_file_v_1_0_0.py', 'inference/score.py')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
"tags = None\n",
"model = remote_run.register_model(model_name = model_name, description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"from azureml.core.environment import Environment\n",
"\n",
"inference_config = InferenceConfig(entry_script=script_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')\n",
"\n",
"aci_service_name = 'automl-sample-bankmarketing-all'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained, run the test data through the trained model to get the predicted values. This calls the ACI web service to do the prediction.\n",
"\n",
"Note that the JSON passed to the ACI web service is an array of rows of data. Each row should either be an array of values in the same order that was used for training or a dictionary where the keys are the same as the column names used for training. The example below uses dictionary rows."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load the bank marketing datasets.\n",
"from numpy import array"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = test_dataset.drop_columns(columns=['y'])\n",
"y_test = test_dataset.keep_columns(columns=['y'], validate=True)\n",
"test_dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"import requests\n",
"\n",
"X_test_json = X_test.to_json(orient='records')\n",
"data = \"{\\\"data\\\": \" + X_test_json +\"}\"\n",
"headers = {'Content-Type': 'application/json'}\n",
"\n",
"resp = requests.post(aci_service.scoring_uri, data, headers=headers)\n",
"\n",
"y_pred = json.loads(json.loads(resp.text))['result']"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"actual = array(y_test)\n",
"actual = actual[:,0]\n",
"print(len(y_pred), \" \", len(actual))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data as a confusion matrix that compared the predicted values against the actual values.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib notebook\n",
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(actual,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['no','yes']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','no','yes',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
"\n",
"_**Acknowledgements**_\n",
"This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
"\n",
"[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
]
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"AML"
],
"datasets": [
"Bankmarketing"
],
"deployment": [
"ACI"
],
"exclude_from_index": false,
"framework": [
"None"
],
"friendly_name": "Automated ML run with basic edition features.",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"tags": [
"featurization",
"explainability",
"remote_run",
"AutomatedML"
],
"task": "Classification"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,503 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification of credit card fraudulent transactions on remote compute **_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem. The goal is to predict if a credit card transaction is considered a fraudulent charge.\n",
"\n",
"This notebook is using remote compute to train the model.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using remote compute.\n",
"4. Explore the results.\n",
"5. Test the fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-ccard-remote'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"A compute target is required to execute the Automated ML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"cpu-cluster-1\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
"label_column_name = 'Class'"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**enable_early_stopping**|Stop the run if the metric score is not showing improvement.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"enable_early_stopping\": True,\n",
" \"max_concurrent_iterations\": 2, # This is a limit for testing purpose, please increase it as per cluster size\n",
" \"experiment_timeout_hours\": 0.25, # This is a time limit for testing purposes, remove it for real use cases, this will drastically limit ablity to find the best model possible\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target = compute_target,\n",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "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": {
"tags": [
"widget-rundetails-sample"
]
},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Explain model\n",
"\n",
"Automated ML models can be explained and visualized using the SDK Explainability library. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Analyze results\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"fitted_model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Print the properties of the model\n",
"The fitted_model is a python object and you can read the different properties of the object.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test the fitted model\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# convert the test data to dataframe\n",
"X_test_df = validation_data.drop_columns(columns=[label_column_name]).to_pandas_dataframe()\n",
"y_test_df = validation_data.keep_columns(columns=[label_column_name], validate=True).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# call the predict functions on the model\n",
"y_pred = fitted_model.predict(X_test_df)\n",
"y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(y_test_df.values,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['False','True']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','False','True',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection.\n",
"More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"\n",
"Please cite the following works:\n",
"\n",
"Andrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\n",
"Dal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\n",
"Dal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"\n",
"Dal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\n",
"Carcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\n",
"Carcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing\n",
"\n",
"Bertrand Lebichot, Yann-A\u00c3\u00abl Le Borgne, Liyun He, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Deep-Learning Domain Adaptation Techniques for Credit Cards Fraud Detection, INNSBDDL 2019: Recent Advances in Big Data and Deep Learning, pp 78-88, 2019\n",
"\n",
"Fabrizio Carcillo, Yann-A\u00c3\u00abl Le Borgne, Olivier Caelen, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Combining Unsupervised and Supervised Learning in Credit Card Fraud Detection Information Sciences, 2019"
]
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"AML Compute"
],
"datasets": [
"Creditcard"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"file_extension": ".py",
"framework": [
"None"
],
"friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"remote_run",
"AutomatedML"
],
"task": "Classification",
"version": "3.6.7"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,589 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-text-dnn/auto-ml-classification-text-dnn.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Text Classification Using Deep Learning**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Evaluate](#Evaluate)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"This notebook demonstrates classification with text data using deep learning in AutoML.\n",
"\n",
"AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data. Depending on the compute cluster the user provides, AutoML tried out Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used, and Bidirectional Long-Short Term neural network (BiLSTM) when a CPU compute is used, thereby optimizing the choice of DNN for the uesr's setup.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and remote run of AutoML for a text dataset (20 Newsgroups dataset from scikit-learn) for classification\n",
"3. Registering the best model for future use\n",
"4. Evaluating the final model on a test set"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"import os\n",
"import shutil\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"from azureml.core.run import Run\n",
"from azureml.widgets import RunDetails\n",
"from azureml.core.model import Model \n",
"from helper import run_inference, get_result_df\n",
"from azureml.train.automl import AutoMLConfig\n",
"from sklearn.datasets import fetch_20newsgroups"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose an experiment name.\n",
"experiment_name = 'automl-classification-text-dnn'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Set up a compute cluster\n",
"This section uses a user-provided compute cluster (named \"dnntext-cluster\" in this example). If a cluster with this name does not exist in the user's workspace, the below code will create a new cluster. You can choose the parameters of the cluster as mentioned in the comments.\n",
"\n",
"Whether you provide/select a CPU or GPU cluster, AutoML will choose the appropriate DNN for that setup - BiLSTM or BERT text featurizer will be included in the candidate featurizers on CPU and GPU respectively. If your goal is to obtain the most accurate model, we recommend you use GPU clusters since BERT featurizers usually outperform BiLSTM featurizers."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"num_nodes = 2\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"dnntext-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_NC6\", # CPU for BiLSTM, such as \"STANDARD_D2_V2\" \n",
" # To use BERT (this is recommended for best performance), select a GPU such as \"STANDARD_NC6\" \n",
" # or similar GPU option\n",
" # available in your workspace\n",
" max_nodes = num_nodes)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get data\n",
"For this notebook we will use 20 Newsgroups data from scikit-learn. We filter the data to contain four classes and take a sample as training data. Please note that for accuracy improvement, more data is needed. For this notebook we provide a small-data example so that you can use this template to use with your larger sized data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_dir = \"text-dnn-data\" # Local directory to store data\n",
"blobstore_datadir = data_dir # Blob store directory to store data in\n",
"target_column_name = 'y'\n",
"feature_column_name = 'X'\n",
"\n",
"def get_20newsgroups_data():\n",
" '''Fetches 20 Newsgroups data from scikit-learn\n",
" Returns them in form of pandas dataframes\n",
" '''\n",
" remove = ('headers', 'footers', 'quotes')\n",
" categories = [\n",
" 'rec.sport.baseball',\n",
" 'rec.sport.hockey',\n",
" 'comp.graphics',\n",
" 'sci.space',\n",
" ]\n",
"\n",
" data = fetch_20newsgroups(subset = 'train', categories = categories,\n",
" shuffle = True, random_state = 42,\n",
" remove = remove)\n",
" data = pd.DataFrame({feature_column_name: data.data, target_column_name: data.target})\n",
"\n",
" data_train = data[:200]\n",
" data_test = data[200:300] \n",
"\n",
" data_train = remove_blanks_20news(data_train, feature_column_name, target_column_name)\n",
" data_test = remove_blanks_20news(data_test, feature_column_name, target_column_name)\n",
" \n",
" return data_train, data_test\n",
" \n",
"def remove_blanks_20news(data, feature_column_name, target_column_name):\n",
" \n",
" data[feature_column_name] = data[feature_column_name].replace(r'\\n', ' ', regex=True).apply(lambda x: x.strip())\n",
" data = data[data[feature_column_name] != '']\n",
" \n",
" return data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Fetch data and upload to datastore for use in training"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_train, data_test = get_20newsgroups_data()\n",
"\n",
"if not os.path.isdir(data_dir):\n",
" os.mkdir(data_dir)\n",
" \n",
"train_data_fname = data_dir + '/train_data.csv'\n",
"test_data_fname = data_dir + '/test_data.csv'\n",
"\n",
"data_train.to_csv(train_data_fname, index=False)\n",
"data_test.to_csv(test_data_fname, index=False)\n",
"\n",
"datastore = ws.get_default_datastore()\n",
"datastore.upload(src_dir=data_dir, target_path=blobstore_datadir,\n",
" overwrite=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/train_data.csv')])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Prepare AutoML run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This notebook uses the blocked_models parameter to exclude some models that can take a longer time to train on some text datasets. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"experiment_timeout_minutes\": 20,\n",
" \"primary_metric\": 'accuracy',\n",
" \"max_concurrent_iterations\": num_nodes, \n",
" \"max_cores_per_iteration\": -1,\n",
" \"enable_dnn\": True,\n",
" \"enable_early_stopping\": True,\n",
" \"validation_size\": 0.3,\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_voting_ensemble\": False,\n",
" \"enable_stack_ensemble\": False,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target=compute_target,\n",
" training_data=train_dataset,\n",
" label_column_name=target_column_name,\n",
" blocked_models = ['LightGBM', 'XGBoostClassifier'],\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Submit AutoML Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"Below we select the best model pipeline from our iterations, use it to test on test data on the same compute cluster."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can test the model locally to get a feel of the input/output. When the model contains BERT, this step will require pytorch and pytorch-transformers installed in your local environment. The exact versions of these packages can be found in the **automl_env.yml** file located in the local copy of your MachineLearningNotebooks folder here:\n",
"MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl_env.yml"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = automl_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can now see what text transformations are used to convert text data to features for this dataset, including deep learning transformations based on BiLSTM or Transformer (BERT is one implementation of a Transformer) models."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"text_transformations_used = []\n",
"for column_group in fitted_model.named_steps['datatransformer'].get_featurization_summary():\n",
" text_transformations_used.extend(column_group['Transformations'])\n",
"text_transformations_used"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Registering the best model\n",
"We now register the best fitted model from the AutoML Run for use in future deployments. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Get results stats, extract the best model from AutoML run, download and register the resultant best model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"summary_df = get_result_df(automl_run)\n",
"best_dnn_run_id = summary_df['run_id'].iloc[0]\n",
"best_dnn_run = Run(experiment, best_dnn_run_id)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_dir = 'Model' # Local folder where the model will be stored temporarily\n",
"if not os.path.isdir(model_dir):\n",
" os.mkdir(model_dir)\n",
" \n",
"best_dnn_run.download_file('outputs/model.pkl', model_dir + '/model.pkl')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Register the model in your Azure Machine Learning Workspace. If you previously registered a model, please make sure to delete it so as to replace it with this new model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Register the model\n",
"model_name = 'textDNN-20News'\n",
"model = Model.register(model_path = model_dir + '/model.pkl',\n",
" model_name = model_name,\n",
" tags=None,\n",
" workspace=ws)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Evaluate on Test Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now use the best fitted model from the AutoML Run to make predictions on the test set. \n",
"\n",
"Test set schema should match that of the training set."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/test_data.csv')])\n",
"\n",
"# preview the first 3 rows of the dataset\n",
"test_dataset.take(3).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"script_folder = os.path.join(os.getcwd(), 'inference')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('infer.py', script_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run,\n",
" train_dataset, test_dataset, target_column_name, model_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Display computed metrics"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"RunDetails(test_run).show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pd.Series(test_run.get_metrics())"
]
}
],
"metadata": {
"authors": [
{
"name": "anshirga"
}
],
"compute": [
"AML Compute"
],
"datasets": [
"None"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"framework": [
"None"
],
"friendly_name": "DNN Text Featurization",
"index_order": 2,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"tags": [
"None"
],
"task": "Text featurization using DNNs for classification"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,56 +0,0 @@
import pandas as pd
from azureml.core import Environment
from azureml.train.estimator import Estimator
from azureml.core.run import Run
def run_inference(test_experiment, compute_target, script_folder, train_run,
train_dataset, test_dataset, target_column_name, model_name):
inference_env = train_run.get_environment()
est = Estimator(source_directory=script_folder,
entry_script='infer.py',
script_params={
'--target_column_name': target_column_name,
'--model_name': model_name
},
inputs=[
train_dataset.as_named_input('train_data'),
test_dataset.as_named_input('test_data')
],
compute_target=compute_target,
environment_definition=inference_env)
run = test_experiment.submit(
est, tags={
'training_run_id': train_run.id,
'run_algorithm': train_run.properties['run_algorithm'],
'valid_score': train_run.properties['score'],
'primary_metric': train_run.properties['primary_metric']
})
run.log("run_algorithm", run.tags['run_algorithm'])
return run
def get_result_df(remote_run):
children = list(remote_run.get_children(recursive=True))
summary_df = pd.DataFrame(index=['run_id', 'run_algorithm',
'primary_metric', 'Score'])
goal_minimize = False
for run in children:
if('run_algorithm' in run.properties and 'score' in run.properties):
summary_df[run.id] = [run.id, run.properties['run_algorithm'],
run.properties['primary_metric'],
float(run.properties['score'])]
if('goal' in run.properties):
goal_minimize = run.properties['goal'].split('_')[-1] == 'min'
summary_df = summary_df.T.sort_values(
'Score',
ascending=goal_minimize).drop_duplicates(['run_algorithm'])
summary_df = summary_df.set_index('run_algorithm')
return summary_df

View File

@@ -1,60 +0,0 @@
import argparse
import numpy as np
from sklearn.externals import joblib
from azureml.automl.runtime.shared.score import scoring, constants
from azureml.core import Run
from azureml.core.model import Model
parser = argparse.ArgumentParser()
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--model_name', type=str, dest='model_name',
help='Name of registered model')
args = parser.parse_args()
target_column_name = args.target_column_name
model_name = args.model_name
print('args passed are: ')
print('Target column name: ', target_column_name)
print('Name of registered model: ', model_name)
model_path = Model.get_model_path(model_name)
# deserialize the model file back into a sklearn model
model = joblib.load(model_path)
run = Run.get_context()
# get input dataset by name
test_dataset = run.input_datasets['test_data']
train_dataset = run.input_datasets['train_data']
X_test_df = test_dataset.drop_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
y_test_df = test_dataset.with_timestamp_columns(None) \
.keep_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
y_train_df = test_dataset.with_timestamp_columns(None) \
.keep_columns(columns=[target_column_name]) \
.to_pandas_dataframe()
predicted = model.predict_proba(X_test_df)
# Use the AutoML scoring module
class_labels = np.unique(np.concatenate((y_train_df.values, y_test_df.values)))
train_labels = model.classes_
classification_metrics = list(constants.CLASSIFICATION_SCALAR_SET)
scores = scoring.score_classification(y_test_df.values, predicted,
classification_metrics,
class_labels, train_labels)
print("scores:")
print(scores)
for key, value in scores.items():
run.log(key, value)

View File

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

View File

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

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

View File

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

View File

@@ -1,569 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved. \n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/continous-retraining/auto-ml-continuous-retraining.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning \n",
"**Continuous retraining using Pipelines and Time-Series TabularDataset**\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"2. [Setup](#Setup)\n",
"3. [Compute](#Compute)\n",
"4. [Run Configuration](#Run-Configuration)\n",
"5. [Data Ingestion Pipeline](#Data-Ingestion-Pipeline)\n",
"6. [Training Pipeline](#Training-Pipeline)\n",
"7. [Publish Retraining Pipeline and Schedule](#Publish-Retraining-Pipeline-and-Schedule)\n",
"8. [Test Retraining](#Test-Retraining)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use AutoML and Pipelines to enable contious retraining of a model based on updates to the training dataset. We will create two pipelines, the first one to demonstrate a training dataset that gets updated over time. We leverage time-series capabilities of `TabularDataset` to achieve this. The second pipeline utilizes pipeline `Schedule` to trigger continuous retraining. \n",
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
"In this notebook you will learn how to:\n",
"* Create an Experiment in an existing Workspace.\n",
"* Configure AutoML using AutoMLConfig.\n",
"* Create data ingestion pipeline to update a time-series based TabularDataset\n",
"* Create training pipeline to prepare data, run AutoML, register the model and setup pipeline triggers.\n",
"\n",
"## Setup\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Accessing the Azure ML workspace requires authentication with Azure.\n",
"\n",
"The default authentication is interactive authentication using the default tenant. Executing the ws = Workspace.from_config() line in the cell below will prompt for authentication the first time that it is run.\n",
"\n",
"If you have multiple Azure tenants, you can specify the tenant by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
"```\n",
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
"```\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"For more details, see aka.ms/aml-notebook-auth"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"dstor = ws.get_default_datastore()\n",
"\n",
"# Choose a name for the run history container in the workspace.\n",
"experiment_name = 'retrain-noaaweather'\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Compute \n",
"\n",
"#### Create or Attach existing AmlCompute\n",
"\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"amlcompute_cluster_name = \"cont-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Run Configuration"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import CondaDependencies, RunConfiguration\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]', 'applicationinsights', 'azureml-opendatasets', 'azureml-defaults'], \n",
" conda_packages=['numpy==1.16.2'], \n",
" pin_sdk_version=False)\n",
"conda_run_config.environment.python.conda_dependencies = cd\n",
"\n",
"print('run config is ready')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data Ingestion Pipeline \n",
"For this demo, we will use NOAA weather data from [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/). You can replace this with your own dataset, or you can skip this pipeline if you already have a time-series based `TabularDataset`.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The name and target column of the Dataset to create \n",
"dataset = \"NOAA-Weather-DS4\"\n",
"target_column_name = \"temperature\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"### Upload Data Step\n",
"The data ingestion pipeline has a single step with a script to query the latest weather data and upload it to the blob store. During the first run, the script will create and register a time-series based `TabularDataset` with the past one week of weather data. For each subsequent run, the script will create a partition in the blob store by querying NOAA for new weather data since the last modified time of the dataset (`dataset.data_changed_time`) and creating a data.csv file."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Pipeline, PipelineParameter\n",
"from azureml.pipeline.steps import PythonScriptStep\n",
"\n",
"ds_name = PipelineParameter(name=\"ds_name\", default_value=dataset)\n",
"upload_data_step = PythonScriptStep(script_name=\"upload_weather_data.py\", \n",
" allow_reuse=False,\n",
" name=\"upload_weather_data\",\n",
" arguments=[\"--ds_name\", ds_name],\n",
" compute_target=compute_target, \n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Pipeline Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_pipeline = Pipeline(\n",
" description=\"pipeline_with_uploaddata\",\n",
" workspace=ws, \n",
" steps=[upload_data_step])\n",
"data_pipeline_run = experiment.submit(data_pipeline, pipeline_parameters={\"ds_name\":dataset})"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_pipeline_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Training Pipeline\n",
"### Prepare Training Data Step\n",
"\n",
"Script to check if new data is available since the model was last trained. If no new data is available, we cancel the remaining pipeline steps. We need to set allow_reuse flag to False to allow the pipeline to run even when inputs don't change. We also need the name of the model to check the time the model was last trained."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineData\n",
"\n",
"# The model name with which to register the trained model in the workspace.\n",
"model_name = PipelineParameter(\"model_name\", default_value=\"noaaweatherds\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_prep_step = PythonScriptStep(script_name=\"check_data.py\", \n",
" allow_reuse=False,\n",
" name=\"check_data\",\n",
" arguments=[\"--ds_name\", ds_name,\n",
" \"--model_name\", model_name],\n",
" compute_target=compute_target, \n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Dataset\n",
"train_ds = Dataset.get_by_name(ws, dataset)\n",
"train_ds = train_ds.drop_columns([\"partition_date\"])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### AutoMLStep\n",
"Create an AutoMLConfig and a training step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.pipeline.steps import AutoMLStep\n",
"\n",
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 10,\n",
" \"experiment_timeout_hours\": 0.25,\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"max_concurrent_iterations\": 3,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_early_stopping\": True\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl_errors.log',\n",
" path = \".\",\n",
" compute_target=compute_target,\n",
" training_data = train_ds,\n",
" label_column_name = target_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineData, TrainingOutput\n",
"\n",
"metrics_output_name = 'metrics_output'\n",
"best_model_output_name = 'best_model_output'\n",
"\n",
"metrics_data = PipelineData(name='metrics_data',\n",
" datastore=dstor,\n",
" pipeline_output_name=metrics_output_name,\n",
" training_output=TrainingOutput(type='Metrics'))\n",
"model_data = PipelineData(name='model_data',\n",
" datastore=dstor,\n",
" pipeline_output_name=best_model_output_name,\n",
" training_output=TrainingOutput(type='Model'))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_step = AutoMLStep(\n",
" name='automl_module',\n",
" automl_config=automl_config,\n",
" outputs=[metrics_data, model_data],\n",
" allow_reuse=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register Model Step\n",
"Script to register the model to the workspace. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"register_model_step = PythonScriptStep(script_name=\"register_model.py\",\n",
" name=\"register_model\",\n",
" allow_reuse=False,\n",
" arguments=[\"--model_name\", model_name, \"--model_path\", model_data, \"--ds_name\", ds_name],\n",
" inputs=[model_data],\n",
" compute_target=compute_target,\n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Pipeline Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline = Pipeline(\n",
" description=\"training_pipeline\",\n",
" workspace=ws, \n",
" steps=[data_prep_step, automl_step, register_model_step])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline_run = experiment.submit(training_pipeline, pipeline_parameters={\n",
" \"ds_name\": dataset, \"model_name\": \"noaaweatherds\"})"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Publish Retraining Pipeline and Schedule\n",
"Once we are happy with the pipeline, we can publish the training pipeline to the workspace and create a schedule to trigger on blob change. The schedule polls the blob store where the data is being uploaded and runs the retraining pipeline if there is a data change. A new version of the model will be registered to the workspace once the run is complete."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pipeline_name = \"Retraining-Pipeline-NOAAWeather\"\n",
"\n",
"published_pipeline = training_pipeline.publish(\n",
" name=pipeline_name, \n",
" description=\"Pipeline that retrains AutoML model\")\n",
"\n",
"published_pipeline"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Schedule\n",
"schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule\",\n",
" pipeline_parameters={\"ds_name\": dataset, \"model_name\": \"noaaweatherds\"},\n",
" pipeline_id=published_pipeline.id, \n",
" experiment_name=experiment_name, \n",
" datastore=dstor,\n",
" wait_for_provisioning=True,\n",
" polling_interval=1440)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test Retraining\n",
"Here we setup the data ingestion pipeline to run on a schedule, to verify that the retraining pipeline runs as expected. \n",
"\n",
"Note: \n",
"* Azure NOAA Weather data is updated daily and retraining will not trigger if there is no new data available. \n",
"* Depending on the polling interval set in the schedule, the retraining may take some time trigger after data ingestion pipeline completes."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pipeline_name = \"DataIngestion-Pipeline-NOAAWeather\"\n",
"\n",
"published_pipeline = training_pipeline.publish(\n",
" name=pipeline_name, \n",
" description=\"Pipeline that updates NOAAWeather Dataset\")\n",
"\n",
"published_pipeline"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Schedule\n",
"schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule-DataIngestion\",\n",
" pipeline_parameters={\"ds_name\":dataset},\n",
" pipeline_id=published_pipeline.id, \n",
" experiment_name=experiment_name, \n",
" datastore=dstor,\n",
" wait_for_provisioning=True,\n",
" polling_interval=1440)"
]
}
],
"metadata": {
"authors": [
{
"name": "vivijay"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

@@ -1,89 +0,0 @@
import argparse
import os
from datetime import datetime
from dateutil.relativedelta import relativedelta
import pandas as pd
import traceback
from azureml.core import Dataset
from azureml.core.run import Run, _OfflineRun
from azureml.core import Workspace
from azureml.opendatasets import NoaaIsdWeather
run = Run.get_context()
ws = None
if type(run) == _OfflineRun:
ws = Workspace.from_config()
else:
ws = run.experiment.workspace
usaf_list = ['725724', '722149', '723090', '722159', '723910', '720279',
'725513', '725254', '726430', '720381', '723074', '726682',
'725486', '727883', '723177', '722075', '723086', '724053',
'725070', '722073', '726060', '725224', '725260', '724520',
'720305', '724020', '726510', '725126', '722523', '703333',
'722249', '722728', '725483', '722972', '724975', '742079',
'727468', '722193', '725624', '722030', '726380', '720309',
'722071', '720326', '725415', '724504', '725665', '725424',
'725066']
def get_noaa_data(start_time, end_time):
columns = ['usaf', 'wban', 'datetime', 'latitude', 'longitude', 'elevation',
'windAngle', 'windSpeed', 'temperature', 'stationName', 'p_k']
isd = NoaaIsdWeather(start_time, end_time, cols=columns)
noaa_df = isd.to_pandas_dataframe()
df_filtered = noaa_df[noaa_df["usaf"].isin(usaf_list)]
df_filtered.reset_index(drop=True)
print("Received {0} rows of training data between {1} and {2}".format(
df_filtered.shape[0], start_time, end_time))
return df_filtered
print("Check for new data and prepare the data")
parser = argparse.ArgumentParser("split")
parser.add_argument("--ds_name", help="name of the Dataset to update")
args = parser.parse_args()
print("Argument 1(ds_name): %s" % args.ds_name)
dstor = ws.get_default_datastore()
register_dataset = False
try:
ds = Dataset.get_by_name(ws, args.ds_name)
end_time_last_slice = ds.data_changed_time.replace(tzinfo=None)
print("Dataset {0} last updated on {1}".format(args.ds_name,
end_time_last_slice))
except Exception as e:
print(traceback.format_exc())
print("Dataset with name {0} not found, registering new dataset.".format(args.ds_name))
register_dataset = True
end_time_last_slice = datetime.today() - relativedelta(weeks=2)
end_time = datetime.utcnow()
train_df = get_noaa_data(end_time_last_slice, end_time)
if train_df.size > 0:
print("Received {0} rows of new data after {0}.".format(
train_df.shape[0], end_time_last_slice))
folder_name = "{}/{:04d}/{:02d}/{:02d}/{:02d}/{:02d}/{:02d}".format(args.ds_name, end_time.year,
end_time.month, end_time.day,
end_time.hour, end_time.minute,
end_time.second)
file_path = "{0}/data.csv".format(folder_name)
# Add a new partition to the registered dataset
os.makedirs(folder_name, exist_ok=True)
train_df.to_csv(file_path, index=False)
dstor.upload_files(files=[file_path],
target_path=folder_name,
overwrite=True,
show_progress=True)
else:
print("No new data since {0}.".format(end_time_last_slice))
if register_dataset:
ds = Dataset.Tabular.from_delimited_files(dstor.path("{}/**/*.csv".format(
args.ds_name)), partition_format='/{partition_date:yyyy/MM/dd/HH/mm/ss}/data.csv')
ds.register(ws, name=args.ds_name)

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

@@ -1,17 +0,0 @@
name: azure_automl_experimental
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip<=19.3.1
- python>=3.5.2,<3.8
- nb_conda
- cython
- urllib3<1.24
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-defaults
- azureml-sdk
- azureml-widgets
- pandas
- PyJWT < 2.0.0

View File

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

View File

@@ -1,435 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/experimental/regression-model-proxy/auto-ml-regression-model-proxy.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Aml Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use an experimental feature, Model Proxy, to do a predict on the best generated model without downloading the model locally. The prediction will happen on same compute and environment that was used to train the model. This feature is currently in the experimental state, which means that the API is prone to changing, please make sure to run on the latest version of this notebook if you face any issues.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using remote compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import json\n",
"\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression-model-proxy'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"output"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you use `AmlCompute` as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"# Try to ensure that the cluster name is unique across the notebooks\n",
"cpu_cluster_name = \"reg-model-proxy\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"Load the hardware dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"\n",
"# Split the dataset into train and test datasets\n",
"train_data, test_data = dataset.random_split(percentage=0.8, seed=223)\n",
"\n",
"label = \"ERP\"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification, regression or forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**scenario**|We need to set this parameter to 'Latest' to enable some experimental features. This parameter should not be set outside of this experimental notebook.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"automlconfig-remarks-sample"
]
},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"enable_early_stopping\": True, \n",
" \"experiment_timeout_hours\": 0.3, #for real scenarios we reccommend a timeout of at least one hour \n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" compute_target = compute_target,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" scenario='Latest',\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of remote runs is asynchronous. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Child Run\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_best_child` method returns the best run. Overloads on `get_best_child` allow you to retrieve the best run for *any* logged metric."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run = remote_run.get_best_child()\n",
"print(best_run)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Show hyperparameters\n",
"Show the model pipeline used for the best run with its hyperparameters."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"run_properties = json.loads(best_run.get_details()['properties']['pipeline_script'])\n",
"print(json.dumps(run_properties, indent = 1)) "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Child Run Based on Any Other Metric\n",
"Show the run and the model that has the smallest `root_mean_squared_error` value (which turned out to be the same as the one with largest `spearman_correlation` value):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run = remote_run.get_best_child(metric = lookup_metric)\n",
"print(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_test = test_data.keep_columns('ERP')\n",
"test_data = test_data.drop_columns('ERP')\n",
"\n",
"\n",
"y_train = train_data.keep_columns('ERP')\n",
"train_data = train_data.drop_columns('ERP')\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Creating ModelProxy for submitting prediction runs to the training environment.\n",
"We will create a ModelProxy for the best child run, which will allow us to submit a run that does the prediction in the training environment. Unlike the local client, which can have different versions of some libraries, the training environment will have all the compatible libraries for the model already."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.model_proxy import ModelProxy\n",
"best_model_proxy = ModelProxy(best_run)\n",
"y_pred_train = best_model_proxy.predict(train_data)\n",
"y_pred_test = best_model_proxy.predict(test_data)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Exploring results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = y_pred_train.to_pandas_dataframe().values.flatten()\n",
"y_train = y_train.to_pandas_dataframe().values.flatten()\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = y_pred_test.to_pandas_dataframe().values.flatten()\n",
"y_test = y_test.to_pandas_dataframe().values.flatten()\n",
"y_residual_test = y_test - y_pred_test\n",
"print(y_residual_train)\n",
"print(y_residual_test)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "sekrupa"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -1,20 +0,0 @@
DATE,grain,BeerProduction
2017-01-01,grain,9049
2017-02-01,grain,10458
2017-03-01,grain,12489
2017-04-01,grain,11499
2017-05-01,grain,13553
2017-06-01,grain,14740
2017-07-01,grain,11424
2017-08-01,grain,13412
2017-09-01,grain,11917
2017-10-01,grain,12721
2017-11-01,grain,13272
2017-12-01,grain,14278
2018-01-01,grain,9572
2018-02-01,grain,10423
2018-03-01,grain,12667
2018-04-01,grain,11904
2018-05-01,grain,14120
2018-06-01,grain,14565
2018-07-01,grain,12622
1 DATE grain BeerProduction
2 2017-01-01 grain 9049
3 2017-02-01 grain 10458
4 2017-03-01 grain 12489
5 2017-04-01 grain 11499
6 2017-05-01 grain 13553
7 2017-06-01 grain 14740
8 2017-07-01 grain 11424
9 2017-08-01 grain 13412
10 2017-09-01 grain 11917
11 2017-10-01 grain 12721
12 2017-11-01 grain 13272
13 2017-12-01 grain 14278
14 2018-01-01 grain 9572
15 2018-02-01 grain 10423
16 2018-03-01 grain 12667
17 2018-04-01 grain 11904
18 2018-05-01 grain 14120
19 2018-06-01 grain 14565
20 2018-07-01 grain 12622

View File

@@ -1,301 +0,0 @@
DATE,grain,BeerProduction
1992-01-01,grain,3459
1992-02-01,grain,3458
1992-03-01,grain,4002
1992-04-01,grain,4564
1992-05-01,grain,4221
1992-06-01,grain,4529
1992-07-01,grain,4466
1992-08-01,grain,4137
1992-09-01,grain,4126
1992-10-01,grain,4259
1992-11-01,grain,4240
1992-12-01,grain,4936
1993-01-01,grain,3031
1993-02-01,grain,3261
1993-03-01,grain,4160
1993-04-01,grain,4377
1993-05-01,grain,4307
1993-06-01,grain,4696
1993-07-01,grain,4458
1993-08-01,grain,4457
1993-09-01,grain,4364
1993-10-01,grain,4236
1993-11-01,grain,4500
1993-12-01,grain,4974
1994-01-01,grain,3075
1994-02-01,grain,3377
1994-03-01,grain,4443
1994-04-01,grain,4261
1994-05-01,grain,4460
1994-06-01,grain,4985
1994-07-01,grain,4324
1994-08-01,grain,4719
1994-09-01,grain,4374
1994-10-01,grain,4248
1994-11-01,grain,4784
1994-12-01,grain,4971
1995-01-01,grain,3370
1995-02-01,grain,3484
1995-03-01,grain,4269
1995-04-01,grain,3994
1995-05-01,grain,4715
1995-06-01,grain,4974
1995-07-01,grain,4223
1995-08-01,grain,5000
1995-09-01,grain,4235
1995-10-01,grain,4554
1995-11-01,grain,4851
1995-12-01,grain,4826
1996-01-01,grain,3699
1996-02-01,grain,3983
1996-03-01,grain,4262
1996-04-01,grain,4619
1996-05-01,grain,5219
1996-06-01,grain,4836
1996-07-01,grain,4941
1996-08-01,grain,5062
1996-09-01,grain,4365
1996-10-01,grain,5012
1996-11-01,grain,4850
1996-12-01,grain,5097
1997-01-01,grain,3758
1997-02-01,grain,3825
1997-03-01,grain,4454
1997-04-01,grain,4635
1997-05-01,grain,5210
1997-06-01,grain,5057
1997-07-01,grain,5231
1997-08-01,grain,5034
1997-09-01,grain,4970
1997-10-01,grain,5342
1997-11-01,grain,4831
1997-12-01,grain,5965
1998-01-01,grain,3796
1998-02-01,grain,4019
1998-03-01,grain,4898
1998-04-01,grain,5090
1998-05-01,grain,5237
1998-06-01,grain,5447
1998-07-01,grain,5435
1998-08-01,grain,5107
1998-09-01,grain,5515
1998-10-01,grain,5583
1998-11-01,grain,5346
1998-12-01,grain,6286
1999-01-01,grain,4032
1999-02-01,grain,4435
1999-03-01,grain,5479
1999-04-01,grain,5483
1999-05-01,grain,5587
1999-06-01,grain,6176
1999-07-01,grain,5621
1999-08-01,grain,5889
1999-09-01,grain,5828
1999-10-01,grain,5849
1999-11-01,grain,6180
1999-12-01,grain,6771
2000-01-01,grain,4243
2000-02-01,grain,4952
2000-03-01,grain,6008
2000-04-01,grain,5353
2000-05-01,grain,6435
2000-06-01,grain,6673
2000-07-01,grain,5636
2000-08-01,grain,6630
2000-09-01,grain,5887
2000-10-01,grain,6322
2000-11-01,grain,6520
2000-12-01,grain,6678
2001-01-01,grain,5082
2001-02-01,grain,5216
2001-03-01,grain,5893
2001-04-01,grain,5894
2001-05-01,grain,6799
2001-06-01,grain,6667
2001-07-01,grain,6374
2001-08-01,grain,6840
2001-09-01,grain,5575
2001-10-01,grain,6545
2001-11-01,grain,6789
2001-12-01,grain,7180
2002-01-01,grain,5117
2002-02-01,grain,5442
2002-03-01,grain,6337
2002-04-01,grain,6525
2002-05-01,grain,7216
2002-06-01,grain,6761
2002-07-01,grain,6958
2002-08-01,grain,7070
2002-09-01,grain,6148
2002-10-01,grain,6924
2002-11-01,grain,6716
2002-12-01,grain,7975
2003-01-01,grain,5326
2003-02-01,grain,5609
2003-03-01,grain,6414
2003-04-01,grain,6741
2003-05-01,grain,7144
2003-06-01,grain,7133
2003-07-01,grain,7568
2003-08-01,grain,7266
2003-09-01,grain,6634
2003-10-01,grain,7626
2003-11-01,grain,6843
2003-12-01,grain,8540
2004-01-01,grain,5629
2004-02-01,grain,5898
2004-03-01,grain,7045
2004-04-01,grain,7094
2004-05-01,grain,7333
2004-06-01,grain,7918
2004-07-01,grain,7289
2004-08-01,grain,7396
2004-09-01,grain,7259
2004-10-01,grain,7268
2004-11-01,grain,7731
2004-12-01,grain,9058
2005-01-01,grain,5557
2005-02-01,grain,6237
2005-03-01,grain,7723
2005-04-01,grain,7262
2005-05-01,grain,8241
2005-06-01,grain,8757
2005-07-01,grain,7352
2005-08-01,grain,8496
2005-09-01,grain,7741
2005-10-01,grain,7710
2005-11-01,grain,8247
2005-12-01,grain,8902
2006-01-01,grain,6066
2006-02-01,grain,6590
2006-03-01,grain,7923
2006-04-01,grain,7335
2006-05-01,grain,8843
2006-06-01,grain,9327
2006-07-01,grain,7792
2006-08-01,grain,9156
2006-09-01,grain,8037
2006-10-01,grain,8640
2006-11-01,grain,9128
2006-12-01,grain,9545
2007-01-01,grain,6627
2007-02-01,grain,6743
2007-03-01,grain,8195
2007-04-01,grain,7828
2007-05-01,grain,9570
2007-06-01,grain,9484
2007-07-01,grain,8608
2007-08-01,grain,9543
2007-09-01,grain,8123
2007-10-01,grain,9649
2007-11-01,grain,9390
2007-12-01,grain,10065
2008-01-01,grain,7093
2008-02-01,grain,7483
2008-03-01,grain,8365
2008-04-01,grain,8895
2008-05-01,grain,9794
2008-06-01,grain,9977
2008-07-01,grain,9553
2008-08-01,grain,9375
2008-09-01,grain,9225
2008-10-01,grain,9948
2008-11-01,grain,8758
2008-12-01,grain,10839
2009-01-01,grain,7266
2009-02-01,grain,7578
2009-03-01,grain,8688
2009-04-01,grain,9162
2009-05-01,grain,9369
2009-06-01,grain,10167
2009-07-01,grain,9507
2009-08-01,grain,8923
2009-09-01,grain,9272
2009-10-01,grain,9075
2009-11-01,grain,8949
2009-12-01,grain,10843
2010-01-01,grain,6558
2010-02-01,grain,7481
2010-03-01,grain,9475
2010-04-01,grain,9424
2010-05-01,grain,9351
2010-06-01,grain,10552
2010-07-01,grain,9077
2010-08-01,grain,9273
2010-09-01,grain,9420
2010-10-01,grain,9413
2010-11-01,grain,9866
2010-12-01,grain,11455
2011-01-01,grain,6901
2011-02-01,grain,8014
2011-03-01,grain,9832
2011-04-01,grain,9281
2011-05-01,grain,9967
2011-06-01,grain,11344
2011-07-01,grain,9106
2011-08-01,grain,10469
2011-09-01,grain,10085
2011-10-01,grain,9612
2011-11-01,grain,10328
2011-12-01,grain,11483
2012-01-01,grain,7486
2012-02-01,grain,8641
2012-03-01,grain,9709
2012-04-01,grain,9423
2012-05-01,grain,11342
2012-06-01,grain,11274
2012-07-01,grain,9845
2012-08-01,grain,11163
2012-09-01,grain,9532
2012-10-01,grain,10754
2012-11-01,grain,10953
2012-12-01,grain,11922
2013-01-01,grain,8395
2013-02-01,grain,8888
2013-03-01,grain,10110
2013-04-01,grain,10493
2013-05-01,grain,12218
2013-06-01,grain,11385
2013-07-01,grain,11186
2013-08-01,grain,11462
2013-09-01,grain,10494
2013-10-01,grain,11540
2013-11-01,grain,11138
2013-12-01,grain,12709
2014-01-01,grain,8557
2014-02-01,grain,9059
2014-03-01,grain,10055
2014-04-01,grain,10977
2014-05-01,grain,11792
2014-06-01,grain,11904
2014-07-01,grain,10965
2014-08-01,grain,10981
2014-09-01,grain,10828
2014-10-01,grain,11817
2014-11-01,grain,10470
2014-12-01,grain,13310
2015-01-01,grain,8400
2015-02-01,grain,9062
2015-03-01,grain,10722
2015-04-01,grain,11107
2015-05-01,grain,11508
2015-06-01,grain,12904
2015-07-01,grain,11869
2015-08-01,grain,11224
2015-09-01,grain,12022
2015-10-01,grain,11983
2015-11-01,grain,11506
2015-12-01,grain,14183
2016-01-01,grain,8650
2016-02-01,grain,10323
2016-03-01,grain,12110
2016-04-01,grain,11424
2016-05-01,grain,12243
2016-06-01,grain,13686
2016-07-01,grain,10956
2016-08-01,grain,12706
2016-09-01,grain,12279
2016-10-01,grain,11914
2016-11-01,grain,13025
2016-12-01,grain,14431
1 DATE grain BeerProduction
2 1992-01-01 grain 3459
3 1992-02-01 grain 3458
4 1992-03-01 grain 4002
5 1992-04-01 grain 4564
6 1992-05-01 grain 4221
7 1992-06-01 grain 4529
8 1992-07-01 grain 4466
9 1992-08-01 grain 4137
10 1992-09-01 grain 4126
11 1992-10-01 grain 4259
12 1992-11-01 grain 4240
13 1992-12-01 grain 4936
14 1993-01-01 grain 3031
15 1993-02-01 grain 3261
16 1993-03-01 grain 4160
17 1993-04-01 grain 4377
18 1993-05-01 grain 4307
19 1993-06-01 grain 4696
20 1993-07-01 grain 4458
21 1993-08-01 grain 4457
22 1993-09-01 grain 4364
23 1993-10-01 grain 4236
24 1993-11-01 grain 4500
25 1993-12-01 grain 4974
26 1994-01-01 grain 3075
27 1994-02-01 grain 3377
28 1994-03-01 grain 4443
29 1994-04-01 grain 4261
30 1994-05-01 grain 4460
31 1994-06-01 grain 4985
32 1994-07-01 grain 4324
33 1994-08-01 grain 4719
34 1994-09-01 grain 4374
35 1994-10-01 grain 4248
36 1994-11-01 grain 4784
37 1994-12-01 grain 4971
38 1995-01-01 grain 3370
39 1995-02-01 grain 3484
40 1995-03-01 grain 4269
41 1995-04-01 grain 3994
42 1995-05-01 grain 4715
43 1995-06-01 grain 4974
44 1995-07-01 grain 4223
45 1995-08-01 grain 5000
46 1995-09-01 grain 4235
47 1995-10-01 grain 4554
48 1995-11-01 grain 4851
49 1995-12-01 grain 4826
50 1996-01-01 grain 3699
51 1996-02-01 grain 3983
52 1996-03-01 grain 4262
53 1996-04-01 grain 4619
54 1996-05-01 grain 5219
55 1996-06-01 grain 4836
56 1996-07-01 grain 4941
57 1996-08-01 grain 5062
58 1996-09-01 grain 4365
59 1996-10-01 grain 5012
60 1996-11-01 grain 4850
61 1996-12-01 grain 5097
62 1997-01-01 grain 3758
63 1997-02-01 grain 3825
64 1997-03-01 grain 4454
65 1997-04-01 grain 4635
66 1997-05-01 grain 5210
67 1997-06-01 grain 5057
68 1997-07-01 grain 5231
69 1997-08-01 grain 5034
70 1997-09-01 grain 4970
71 1997-10-01 grain 5342
72 1997-11-01 grain 4831
73 1997-12-01 grain 5965
74 1998-01-01 grain 3796
75 1998-02-01 grain 4019
76 1998-03-01 grain 4898
77 1998-04-01 grain 5090
78 1998-05-01 grain 5237
79 1998-06-01 grain 5447
80 1998-07-01 grain 5435
81 1998-08-01 grain 5107
82 1998-09-01 grain 5515
83 1998-10-01 grain 5583
84 1998-11-01 grain 5346
85 1998-12-01 grain 6286
86 1999-01-01 grain 4032
87 1999-02-01 grain 4435
88 1999-03-01 grain 5479
89 1999-04-01 grain 5483
90 1999-05-01 grain 5587
91 1999-06-01 grain 6176
92 1999-07-01 grain 5621
93 1999-08-01 grain 5889
94 1999-09-01 grain 5828
95 1999-10-01 grain 5849
96 1999-11-01 grain 6180
97 1999-12-01 grain 6771
98 2000-01-01 grain 4243
99 2000-02-01 grain 4952
100 2000-03-01 grain 6008
101 2000-04-01 grain 5353
102 2000-05-01 grain 6435
103 2000-06-01 grain 6673
104 2000-07-01 grain 5636
105 2000-08-01 grain 6630
106 2000-09-01 grain 5887
107 2000-10-01 grain 6322
108 2000-11-01 grain 6520
109 2000-12-01 grain 6678
110 2001-01-01 grain 5082
111 2001-02-01 grain 5216
112 2001-03-01 grain 5893
113 2001-04-01 grain 5894
114 2001-05-01 grain 6799
115 2001-06-01 grain 6667
116 2001-07-01 grain 6374
117 2001-08-01 grain 6840
118 2001-09-01 grain 5575
119 2001-10-01 grain 6545
120 2001-11-01 grain 6789
121 2001-12-01 grain 7180
122 2002-01-01 grain 5117
123 2002-02-01 grain 5442
124 2002-03-01 grain 6337
125 2002-04-01 grain 6525
126 2002-05-01 grain 7216
127 2002-06-01 grain 6761
128 2002-07-01 grain 6958
129 2002-08-01 grain 7070
130 2002-09-01 grain 6148
131 2002-10-01 grain 6924
132 2002-11-01 grain 6716
133 2002-12-01 grain 7975
134 2003-01-01 grain 5326
135 2003-02-01 grain 5609
136 2003-03-01 grain 6414
137 2003-04-01 grain 6741
138 2003-05-01 grain 7144
139 2003-06-01 grain 7133
140 2003-07-01 grain 7568
141 2003-08-01 grain 7266
142 2003-09-01 grain 6634
143 2003-10-01 grain 7626
144 2003-11-01 grain 6843
145 2003-12-01 grain 8540
146 2004-01-01 grain 5629
147 2004-02-01 grain 5898
148 2004-03-01 grain 7045
149 2004-04-01 grain 7094
150 2004-05-01 grain 7333
151 2004-06-01 grain 7918
152 2004-07-01 grain 7289
153 2004-08-01 grain 7396
154 2004-09-01 grain 7259
155 2004-10-01 grain 7268
156 2004-11-01 grain 7731
157 2004-12-01 grain 9058
158 2005-01-01 grain 5557
159 2005-02-01 grain 6237
160 2005-03-01 grain 7723
161 2005-04-01 grain 7262
162 2005-05-01 grain 8241
163 2005-06-01 grain 8757
164 2005-07-01 grain 7352
165 2005-08-01 grain 8496
166 2005-09-01 grain 7741
167 2005-10-01 grain 7710
168 2005-11-01 grain 8247
169 2005-12-01 grain 8902
170 2006-01-01 grain 6066
171 2006-02-01 grain 6590
172 2006-03-01 grain 7923
173 2006-04-01 grain 7335
174 2006-05-01 grain 8843
175 2006-06-01 grain 9327
176 2006-07-01 grain 7792
177 2006-08-01 grain 9156
178 2006-09-01 grain 8037
179 2006-10-01 grain 8640
180 2006-11-01 grain 9128
181 2006-12-01 grain 9545
182 2007-01-01 grain 6627
183 2007-02-01 grain 6743
184 2007-03-01 grain 8195
185 2007-04-01 grain 7828
186 2007-05-01 grain 9570
187 2007-06-01 grain 9484
188 2007-07-01 grain 8608
189 2007-08-01 grain 9543
190 2007-09-01 grain 8123
191 2007-10-01 grain 9649
192 2007-11-01 grain 9390
193 2007-12-01 grain 10065
194 2008-01-01 grain 7093
195 2008-02-01 grain 7483
196 2008-03-01 grain 8365
197 2008-04-01 grain 8895
198 2008-05-01 grain 9794
199 2008-06-01 grain 9977
200 2008-07-01 grain 9553
201 2008-08-01 grain 9375
202 2008-09-01 grain 9225
203 2008-10-01 grain 9948
204 2008-11-01 grain 8758
205 2008-12-01 grain 10839
206 2009-01-01 grain 7266
207 2009-02-01 grain 7578
208 2009-03-01 grain 8688
209 2009-04-01 grain 9162
210 2009-05-01 grain 9369
211 2009-06-01 grain 10167
212 2009-07-01 grain 9507
213 2009-08-01 grain 8923
214 2009-09-01 grain 9272
215 2009-10-01 grain 9075
216 2009-11-01 grain 8949
217 2009-12-01 grain 10843
218 2010-01-01 grain 6558
219 2010-02-01 grain 7481
220 2010-03-01 grain 9475
221 2010-04-01 grain 9424
222 2010-05-01 grain 9351
223 2010-06-01 grain 10552
224 2010-07-01 grain 9077
225 2010-08-01 grain 9273
226 2010-09-01 grain 9420
227 2010-10-01 grain 9413
228 2010-11-01 grain 9866
229 2010-12-01 grain 11455
230 2011-01-01 grain 6901
231 2011-02-01 grain 8014
232 2011-03-01 grain 9832
233 2011-04-01 grain 9281
234 2011-05-01 grain 9967
235 2011-06-01 grain 11344
236 2011-07-01 grain 9106
237 2011-08-01 grain 10469
238 2011-09-01 grain 10085
239 2011-10-01 grain 9612
240 2011-11-01 grain 10328
241 2011-12-01 grain 11483
242 2012-01-01 grain 7486
243 2012-02-01 grain 8641
244 2012-03-01 grain 9709
245 2012-04-01 grain 9423
246 2012-05-01 grain 11342
247 2012-06-01 grain 11274
248 2012-07-01 grain 9845
249 2012-08-01 grain 11163
250 2012-09-01 grain 9532
251 2012-10-01 grain 10754
252 2012-11-01 grain 10953
253 2012-12-01 grain 11922
254 2013-01-01 grain 8395
255 2013-02-01 grain 8888
256 2013-03-01 grain 10110
257 2013-04-01 grain 10493
258 2013-05-01 grain 12218
259 2013-06-01 grain 11385
260 2013-07-01 grain 11186
261 2013-08-01 grain 11462
262 2013-09-01 grain 10494
263 2013-10-01 grain 11540
264 2013-11-01 grain 11138
265 2013-12-01 grain 12709
266 2014-01-01 grain 8557
267 2014-02-01 grain 9059
268 2014-03-01 grain 10055
269 2014-04-01 grain 10977
270 2014-05-01 grain 11792
271 2014-06-01 grain 11904
272 2014-07-01 grain 10965
273 2014-08-01 grain 10981
274 2014-09-01 grain 10828
275 2014-10-01 grain 11817
276 2014-11-01 grain 10470
277 2014-12-01 grain 13310
278 2015-01-01 grain 8400
279 2015-02-01 grain 9062
280 2015-03-01 grain 10722
281 2015-04-01 grain 11107
282 2015-05-01 grain 11508
283 2015-06-01 grain 12904
284 2015-07-01 grain 11869
285 2015-08-01 grain 11224
286 2015-09-01 grain 12022
287 2015-10-01 grain 11983
288 2015-11-01 grain 11506
289 2015-12-01 grain 14183
290 2016-01-01 grain 8650
291 2016-02-01 grain 10323
292 2016-03-01 grain 12110
293 2016-04-01 grain 11424
294 2016-05-01 grain 12243
295 2016-06-01 grain 13686
296 2016-07-01 grain 10956
297 2016-08-01 grain 12706
298 2016-09-01 grain 12279
299 2016-10-01 grain 11914
300 2016-11-01 grain 13025
301 2016-12-01 grain 14431

View File

@@ -1,676 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.png)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"# Automated Machine Learning\n",
"**Beer Production Forecasting**\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Evaluate](#Evaluate)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Introduction\n",
"This notebook demonstrates demand forecasting for Beer Production Dataset using AutoML.\n",
"\n",
"AutoML highlights here include using Deep Learning forecasts, Arima, Prophet, Remote Execution and Remote Inferencing, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and remote run of AutoML for a time-series model exploring Regression learners, Arima, Prophet and DNNs\n",
"4. Evaluating the fitted model using a rolling test "
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Setup\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import os\n",
"import azureml.core\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"from pandas.tseries.frequencies import to_offset\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from matplotlib import pyplot as plt\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
"from azureml.train.estimator import Estimator"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'beer-remote-cpu'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Using AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you use `AmlCompute` as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"beer-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Data\n",
"Read Beer demand data from file, and preview data."
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Let's set up what we know about the dataset. \n",
"\n",
"**Target column** is what we want to forecast.\n",
"\n",
"**Time column** is the time axis along which to predict.\n",
"\n",
"**Time series identifier columns** are identified by values of the columns listed `time_series_id_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
"\n",
"**Forecast frequency (freq)** This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information.\n",
"\n",
"This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import pandas as pd\n",
"from pandas import DataFrame\n",
"from pandas import Grouper\n",
"from pandas import concat\n",
"from pandas.plotting import register_matplotlib_converters\n",
"\n",
"register_matplotlib_converters()\n",
"plt.figure(figsize=(20, 10))\n",
"plt.tight_layout()\n",
"\n",
"plt.subplot(2, 1, 1)\n",
"plt.title('Beer Production By Year')\n",
"df = pd.read_csv(\"Beer_no_valid_split_train.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
"test_df = pd.read_csv(\"Beer_no_valid_split_test.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
"plt.plot(df)\n",
"\n",
"plt.subplot(2, 1, 2)\n",
"plt.title('Beer Production By Month')\n",
"groups = df.groupby(df.index.month)\n",
"months = concat([DataFrame(x[1].values) for x in groups], axis=1)\n",
"months = DataFrame(months)\n",
"months.columns = range(1,13)\n",
"months.boxplot()\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"target_column_name = 'BeerProduction'\n",
"time_column_name = 'DATE'\n",
"time_series_id_column_names = []\n",
"freq = 'M' #Monthly data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split Training data into Train and Validation set and Upload to Datastores"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from helper import split_fraction_by_grain\n",
"from helper import split_full_for_forecasting\n",
"\n",
"train, valid = split_full_for_forecasting(df, time_column_name)\n",
"train.to_csv(\"train.csv\")\n",
"valid.to_csv(\"valid.csv\")\n",
"test_df.to_csv(\"test.csv\")\n",
"\n",
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./train.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"datastore.upload_files(files = ['./valid.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"datastore.upload_files(files = ['./test.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"\n",
"from azureml.core import Dataset\n",
"train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/train.csv')])\n",
"valid_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/valid.csv')])\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Setting forecaster maximum horizon \n",
"\n",
"The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 12 periods (i.e. 12 months). Notice that this is much shorter than the number of months in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand). "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"forecast_horizon = 12"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**enable_dnn**|Enable Forecasting DNNs|\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon\n",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_hours = 1,\n",
" training_data=train_dataset,\n",
" label_column_name=target_column_name,\n",
" validation_data=valid_dataset, \n",
" verbosity=logging.INFO,\n",
" compute_target=compute_target,\n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" enable_dnn=True,\n",
" forecasting_parameters=forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"We will now run the experiment, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output= False)\n",
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"# from azureml.train.automl.run import AutoMLRun\n",
"# remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Retrieve the Best Model for Each Algorithm\n",
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from helper import get_result_df\n",
"summary_df = get_result_df(remote_run)\n",
"summary_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core.run import Run\n",
"from azureml.widgets import RunDetails\n",
"forecast_model = 'TCNForecaster'\n",
"if not forecast_model in summary_df['run_id']:\n",
" forecast_model = 'ForecastTCN'\n",
" \n",
"best_dnn_run_id = summary_df['run_id'][forecast_model]\n",
"best_dnn_run = Run(experiment, best_dnn_run_id)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"best_dnn_run.parent\n",
"RunDetails(best_dnn_run.parent).show() "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"best_dnn_run\n",
"RunDetails(best_dnn_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Evaluate on Test Data"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. \n",
"\n",
"We always score on the original dataset whose schema matches the training set schema."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core import Dataset\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])\n",
"# preview the first 3 rows of the dataset\n",
"test_dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"compute_target = ws.compute_targets['beer-cluster']\n",
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import os\n",
"import shutil\n",
"\n",
"script_folder = os.path.join(os.getcwd(), 'inference')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('infer.py', script_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from helper import run_inference\n",
"\n",
"test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run, test_dataset, valid_dataset, forecast_horizon,\n",
" target_column_name, time_column_name, freq)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"RunDetails(test_run).show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from helper import run_multiple_inferences\n",
"\n",
"summary_df = run_multiple_inferences(summary_df, experiment, test_experiment, compute_target, script_folder, test_dataset, \n",
" valid_dataset, forecast_horizon, target_column_name, time_column_name, freq)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"for run_name, run_summary in summary_df.iterrows():\n",
" print(run_name)\n",
" print(run_summary)\n",
" run_id = run_summary.run_id\n",
" test_run_id = run_summary.test_run_id\n",
" test_run = Run(test_experiment, test_run_id)\n",
" test_run.wait_for_completion()\n",
" test_score = test_run.get_metrics()[run_summary.primary_metric]\n",
" summary_df.loc[summary_df.run_id == run_id, 'Test Score'] = test_score\n",
" print(\"Test Score: \", test_score)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"summary_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
}
],
"hide_code_all_hidden": false,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -1,342 +0,0 @@
import argparse
import os
import numpy as np
import pandas as pd
from pandas.tseries.frequencies import to_offset
from sklearn.externals import joblib
from sklearn.metrics import mean_absolute_error, mean_squared_error
from azureml.automl.runtime.shared.score import scoring, constants
from azureml.core import Run
try:
import torch
_torch_present = True
except ImportError:
_torch_present = False
def align_outputs(y_predicted, X_trans, X_test, y_test,
predicted_column_name='predicted',
horizon_colname='horizon_origin'):
"""
Demonstrates how to get the output aligned to the inputs
using pandas indexes. Helps understand what happened if
the output's shape differs from the input shape, or if
the data got re-sorted by time and grain during forecasting.
Typical causes of misalignment are:
* we predicted some periods that were missing in actuals -> drop from eval
* model was asked to predict past max_horizon -> increase max horizon
* data at start of X_test was needed for lags -> provide previous periods
"""
if (horizon_colname in X_trans):
df_fcst = pd.DataFrame({predicted_column_name: y_predicted,
horizon_colname: X_trans[horizon_colname]})
else:
df_fcst = pd.DataFrame({predicted_column_name: y_predicted})
# y and X outputs are aligned by forecast() function contract
df_fcst.index = X_trans.index
# align original X_test to y_test
X_test_full = X_test.copy()
X_test_full[target_column_name] = y_test
# X_test_full's index does not include origin, so reset for merge
df_fcst.reset_index(inplace=True)
X_test_full = X_test_full.reset_index().drop(columns='index')
together = df_fcst.merge(X_test_full, how='right')
# drop rows where prediction or actuals are nan
# happens because of missing actuals
# or at edges of time due to lags/rolling windows
clean = together[together[[target_column_name,
predicted_column_name]].notnull().all(axis=1)]
return (clean)
def do_rolling_forecast_with_lookback(fitted_model, X_test, y_test,
max_horizon, X_lookback, y_lookback,
freq='D'):
"""
Produce forecasts on a rolling origin over the given test set.
Each iteration makes a forecast for the next 'max_horizon' periods
with respect to the current origin, then advances the origin by the
horizon time duration. The prediction context for each forecast is set so
that the forecaster uses the actual target values prior to the current
origin time for constructing lag features.
This function returns a concatenated DataFrame of rolling forecasts.
"""
print("Using lookback of size: ", y_lookback.size)
df_list = []
origin_time = X_test[time_column_name].min()
X = X_lookback.append(X_test)
y = np.concatenate((y_lookback, y_test), axis=0)
while origin_time <= X_test[time_column_name].max():
# Set the horizon time - end date of the forecast
horizon_time = origin_time + max_horizon * to_offset(freq)
# Extract test data from an expanding window up-to the horizon
expand_wind = (X[time_column_name] < horizon_time)
X_test_expand = X[expand_wind]
y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)
y_query_expand.fill(np.NaN)
if origin_time != X[time_column_name].min():
# Set the context by including actuals up-to the origin time
test_context_expand_wind = (X[time_column_name] < origin_time)
context_expand_wind = (X_test_expand[time_column_name] < origin_time)
y_query_expand[context_expand_wind] = y[test_context_expand_wind]
# Print some debug info
print("Horizon_time:", horizon_time,
" origin_time: ", origin_time,
" max_horizon: ", max_horizon,
" freq: ", freq)
print("expand_wind: ", expand_wind)
print("y_query_expand")
print(y_query_expand)
print("X_test")
print(X)
print("X_test_expand")
print(X_test_expand)
print("Type of X_test_expand: ", type(X_test_expand))
print("Type of y_query_expand: ", type(y_query_expand))
print("y_query_expand")
print(y_query_expand)
# Make a forecast out to the maximum horizon
# y_fcst, X_trans = y_query_expand, X_test_expand
y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)
print("y_fcst")
print(y_fcst)
# Align forecast with test set for dates within
# the current rolling window
trans_tindex = X_trans.index.get_level_values(time_column_name)
trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
test_roll_wind = expand_wind & (X[time_column_name] >= origin_time)
df_list.append(align_outputs(
y_fcst[trans_roll_wind], X_trans[trans_roll_wind],
X[test_roll_wind], y[test_roll_wind]))
# Advance the origin time
origin_time = horizon_time
return pd.concat(df_list, ignore_index=True)
def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):
"""
Produce forecasts on a rolling origin over the given test set.
Each iteration makes a forecast for the next 'max_horizon' periods
with respect to the current origin, then advances the origin by the
horizon time duration. The prediction context for each forecast is set so
that the forecaster uses the actual target values prior to the current
origin time for constructing lag features.
This function returns a concatenated DataFrame of rolling forecasts.
"""
df_list = []
origin_time = X_test[time_column_name].min()
while origin_time <= X_test[time_column_name].max():
# Set the horizon time - end date of the forecast
horizon_time = origin_time + max_horizon * to_offset(freq)
# Extract test data from an expanding window up-to the horizon
expand_wind = (X_test[time_column_name] < horizon_time)
X_test_expand = X_test[expand_wind]
y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)
y_query_expand.fill(np.NaN)
if origin_time != X_test[time_column_name].min():
# Set the context by including actuals up-to the origin time
test_context_expand_wind = (X_test[time_column_name] < origin_time)
context_expand_wind = (X_test_expand[time_column_name] < origin_time)
y_query_expand[context_expand_wind] = y_test[
test_context_expand_wind]
# Print some debug info
print("Horizon_time:", horizon_time,
" origin_time: ", origin_time,
" max_horizon: ", max_horizon,
" freq: ", freq)
print("expand_wind: ", expand_wind)
print("y_query_expand")
print(y_query_expand)
print("X_test")
print(X_test)
print("X_test_expand")
print(X_test_expand)
print("Type of X_test_expand: ", type(X_test_expand))
print("Type of y_query_expand: ", type(y_query_expand))
print("y_query_expand")
print(y_query_expand)
# Make a forecast out to the maximum horizon
y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)
print("y_fcst")
print(y_fcst)
# Align forecast with test set for dates within the
# current rolling window
trans_tindex = X_trans.index.get_level_values(time_column_name)
trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)
test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)
df_list.append(align_outputs(y_fcst[trans_roll_wind],
X_trans[trans_roll_wind],
X_test[test_roll_wind],
y_test[test_roll_wind]))
# Advance the origin time
origin_time = horizon_time
return pd.concat(df_list, ignore_index=True)
def APE(actual, pred):
"""
Calculate absolute percentage error.
Returns a vector of APE values with same length as actual/pred.
"""
return 100 * np.abs((actual - pred) / actual)
def MAPE(actual, pred):
"""
Calculate mean absolute percentage error.
Remove NA and values where actual is close to zero
"""
not_na = ~(np.isnan(actual) | np.isnan(pred))
not_zero = ~np.isclose(actual, 0.0)
actual_safe = actual[not_na & not_zero]
pred_safe = pred[not_na & not_zero]
return np.mean(APE(actual_safe, pred_safe))
def map_location_cuda(storage, loc):
return storage.cuda()
parser = argparse.ArgumentParser()
parser.add_argument(
'--max_horizon', type=int, dest='max_horizon',
default=10, help='Max Horizon for forecasting')
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--time_column_name', type=str, dest='time_column_name',
help='Time Column Name')
parser.add_argument(
'--frequency', type=str, dest='freq',
help='Frequency of prediction')
parser.add_argument(
'--model_path', type=str, dest='model_path',
default='model.pkl', help='Filename of model to be loaded')
args = parser.parse_args()
max_horizon = args.max_horizon
target_column_name = args.target_column_name
time_column_name = args.time_column_name
freq = args.freq
model_path = args.model_path
print('args passed are: ')
print(max_horizon)
print(target_column_name)
print(time_column_name)
print(freq)
print(model_path)
run = Run.get_context()
# get input dataset by name
test_dataset = run.input_datasets['test_data']
lookback_dataset = run.input_datasets['lookback_data']
grain_column_names = []
df = test_dataset.to_pandas_dataframe()
print('Read df')
print(df)
X_test_df = test_dataset.drop_columns(columns=[target_column_name])
y_test_df = test_dataset.with_timestamp_columns(
None).keep_columns(columns=[target_column_name])
X_lookback_df = lookback_dataset.drop_columns(columns=[target_column_name])
y_lookback_df = lookback_dataset.with_timestamp_columns(
None).keep_columns(columns=[target_column_name])
_, ext = os.path.splitext(model_path)
if ext == '.pt':
# Load the fc-tcn torch model.
assert _torch_present
if torch.cuda.is_available():
map_location = map_location_cuda
else:
map_location = 'cpu'
with open(model_path, 'rb') as fh:
fitted_model = torch.load(fh, map_location=map_location)
else:
# Load the sklearn pipeline.
fitted_model = joblib.load(model_path)
if hasattr(fitted_model, 'get_lookback'):
lookback = fitted_model.get_lookback()
df_all = do_rolling_forecast_with_lookback(
fitted_model,
X_test_df.to_pandas_dataframe(),
y_test_df.to_pandas_dataframe().values.T[0],
max_horizon,
X_lookback_df.to_pandas_dataframe()[-lookback:],
y_lookback_df.to_pandas_dataframe().values.T[0][-lookback:],
freq)
else:
df_all = do_rolling_forecast(
fitted_model,
X_test_df.to_pandas_dataframe(),
y_test_df.to_pandas_dataframe().values.T[0],
max_horizon,
freq)
print(df_all)
print("target values:::")
print(df_all[target_column_name])
print("predicted values:::")
print(df_all['predicted'])
# Use the AutoML scoring module
regression_metrics = list(constants.REGRESSION_SCALAR_SET)
y_test = np.array(df_all[target_column_name])
y_pred = np.array(df_all['predicted'])
scores = scoring.score_regression(y_test, y_pred, regression_metrics)
print("scores:")
print(scores)
for key, value in scores.items():
run.log(key, value)
print("Simple forecasting model")
rmse = np.sqrt(mean_squared_error(
df_all[target_column_name], df_all['predicted']))
print("[Test Data] \nRoot Mean squared error: %.2f" % rmse)
mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])
print('mean_absolute_error score: %.2f' % mae)
print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))
run.log('rmse', rmse)
run.log('mae', mae)

View File

@@ -26,10 +26,8 @@
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Compute](#Compute)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Featurization](#Featurization)\n",
"1. [Evaluate](#Evaluate)"
]
},
@@ -38,17 +36,19 @@
"metadata": {},
"source": [
"## Introduction\n",
"This notebook demonstrates demand forecasting for a bike-sharing service using AutoML.\n",
"In this example, we show how AutoML can be used for bike share forecasting.\n",
"\n",
"AutoML highlights here include built-in holiday featurization, accessing engineered feature names, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
"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",
"\n",
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"In this notebook you would see\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and local run of AutoML for a time-series model with lag and holiday features \n",
"3. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
"4. Evaluating the fitted model using a rolling test "
"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"
]
},
{
@@ -68,34 +68,23 @@
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core import Workspace, Experiment, Dataset\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from datetime import datetime"
"from matplotlib import pyplot as plt\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
"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."
]
},
{
@@ -108,63 +97,30 @@
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-bikeshareforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-bikeshareforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['SKU'] = ws.sku\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Compute\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"bike-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"\n",
"The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace) is paired with the storage account, which contains the default data store. We will use it to upload the bike share data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
"Read bike share demand data from file, and preview data."
]
},
{
@@ -173,19 +129,22 @@
"metadata": {},
"outputs": [],
"source": [
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./bike-no.csv'], target_path = 'dataset/', overwrite = True,show_progress = True)"
"data = pd.read_csv('bike-no.csv', parse_dates=['date'])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's set up what we know about the dataset. \n",
"Let's set up what we know abou the dataset. \n",
"\n",
"**Target column** is what we want to forecast.\n",
"\n",
"**Time column** is the time axis along which to predict."
"**Time column** is the time axis along which to predict.\n",
"\n",
"**Grain** is another word for an individual time series in your dataset. Grains are identified by values of the columns listed `grain_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
"\n",
"This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
]
},
{
@@ -195,30 +154,17 @@
"outputs": [],
"source": [
"target_column_name = 'cnt'\n",
"time_column_name = 'date'"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'dataset/bike-no.csv')]).with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
"\n",
"# Drop the columns 'casual' and 'registered' as these columns are a breakdown of the total and therefore a leak.\n",
"dataset = dataset.drop_columns(columns=['casual', 'registered'])\n",
"\n",
"dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
"time_column_name = 'date'\n",
"grain_column_names = []"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data\n",
"## Split the data\n",
"\n",
"The first split we make is into train and test sets. Note we are splitting on time. Data before 9/1 will be used for training, and data after and including 9/1 will be used for testing."
"The first split we make is into train and test sets. Note we are splitting on time."
]
},
{
@@ -227,35 +173,41 @@
"metadata": {},
"outputs": [],
"source": [
"# select data that occurs before a specified date\n",
"train = dataset.time_before(datetime(2012, 8, 31), include_boundary=True)\n",
"train.to_pandas_dataframe().tail(5).reset_index(drop=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test = dataset.time_after(datetime(2012, 9, 1), include_boundary=True)\n",
"test.to_pandas_dataframe().head(5).reset_index(drop=True)"
"train = data[data[time_column_name] < '2012-09-01']\n",
"test = data[data[time_column_name] >= '2012-09-01']\n",
"\n",
"X_train = train.copy()\n",
"y_train = X_train.pop(target_column_name).values\n",
"\n",
"X_test = test.copy()\n",
"y_test = X_test.pop(target_column_name).values\n",
"\n",
"print(X_train.shape)\n",
"print(y_train.shape)\n",
"print(X_test.shape)\n",
"print(y_test.shape)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting Parameters\n",
"To define forecasting parameters for your experiment training, you can leverage the ForecastingParameters class. The table below details the forecasting parameter we will be passing into our experiment.\n",
"### Setting forecaster maximum horizon \n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**time_column_name**|The name of your time column.|\n",
"|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|\n",
"|**country_or_region_for_holidays**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
"|**target_lags**|The target_lags specifies how far back we will construct the lags of the target variable.|\n",
"|**freq**|Forecast frequency. This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
"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."
]
},
{
"cell_type": "code",
"execution_count": null,
"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()"
]
},
{
@@ -270,25 +222,13 @@
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
"|**experiment_timeout_hours**|Experimentation timeout in hours.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**compute_target**|The remote compute for training.|\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**enable_early_stopping**|If early stopping is on, training will stop when the primary metric is no longer improving.|\n",
"|**forecasting_parameters**|A class that holds all the forecasting related parameters.|\n",
"\n",
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setting forecaster maximum horizon \n",
"\n",
"The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 14 periods (i.e. 14 days). Notice that this is much shorter than the number of days in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand). "
"|**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. "
]
},
{
@@ -297,50 +237,34 @@
"metadata": {},
"outputs": [],
"source": [
"forecast_horizon = 14"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Config AutoML"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name,\n",
" forecast_horizon=forecast_horizon,\n",
" country_or_region_for_holidays='US', # set country_or_region will trigger holiday featurizer\n",
" target_lags='auto' # use heuristic based lag setting \n",
")\n",
"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",
" # 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",
"}\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
"automl_config = AutoMLConfig(task = 'forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blocked_models = ['ExtremeRandomTrees'], \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping=True,\n",
" n_cross_validations=3, \n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" verbosity=logging.INFO,\n",
" forecasting_parameters=forecasting_parameters)"
" 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)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We will now run the experiment, you can go to Azure ML portal to view the run details. "
"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."
]
},
{
@@ -349,8 +273,14 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output=False)\n",
"remote_run"
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
]
},
{
@@ -359,7 +289,7 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
"local_run"
]
},
{
@@ -367,7 +297,7 @@
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"Below we select the best model from all the training iterations using get_output method."
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
]
},
{
@@ -376,7 +306,7 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"best_run, fitted_model = local_run.get_output()\n",
"fitted_model.steps"
]
},
@@ -384,9 +314,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Featurization\n",
"### View the engineered names for featurized data\n",
"\n",
"You can access the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
"You can accees the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
]
},
{
@@ -419,26 +349,45 @@
"metadata": {},
"outputs": [],
"source": [
"# Get the featurization summary as a list of JSON\n",
"featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
"# View the featurization summary as a pandas dataframe\n",
"pd.DataFrame.from_records(featurization_summary)"
"fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Evaluate"
"### Test the Best Fitted Model\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."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_query = y_test.copy().astype(np.float)\n",
"y_query.fill(np.NaN)\n",
"y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. We will do batch scoring on the test dataset which should have the same schema as training dataset.\n",
"\n",
"The scoring will run on a remote compute. In this example, it will reuse the training compute."
"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."
]
},
{
@@ -447,179 +396,87 @@
"metadata": {},
"outputs": [],
"source": [
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieving forecasts from the model\n",
"To run the forecast on the remote compute we will use a helper script: forecasting_script. This script contains the utility methods which will be used by the remote estimator. We copy the script to the project folder to upload it to remote compute."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import shutil\n",
"\n",
"script_folder = os.path.join(os.getcwd(), 'forecast')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('forecasting_script.py', script_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"For brevity, we have created a function called run_forecast that submits the test data to the best model determined during the training run and retrieves forecasts. The test set is longer than the forecast horizon specified at train time, so the forecasting script uses a so-called rolling evaluation to generate predictions over the whole test set. A rolling evaluation iterates the forecaster over the test set, using the actuals in the test set to make lag features as needed. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from run_forecast import run_rolling_forecast\n",
"\n",
"remote_run = run_rolling_forecast(test_experiment, compute_target, best_run, test, target_column_name)\n",
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the prediction result for metrics calcuation\n",
"The test data with predictions are saved in artifact outputs/predictions.csv. You can download it and calculation some error metrics for the forecasts and vizualize the predictions vs. the actuals."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.download_file('outputs/predictions.csv', 'predictions.csv')\n",
"df_all = pd.read_csv('predictions.csv')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
" the output's shape differs from the input shape, or if\n",
" the data got re-sorted by time and grain during forecasting.\n",
" \n",
" Typical causes of misalignment are:\n",
" * we predicted some periods that were missing in actuals -> drop from eval\n",
" * model was asked to predict past max_horizon -> increase max horizon\n",
" * data at start of X_test was needed for lags -> provide previous periods\n",
" \"\"\"\n",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
" # align original X_test to y_test \n",
" X_test_full = X_test.copy()\n",
" X_test_full[target_column_name] = y_test\n",
"\n",
" # X_test_full's index does not include origin, so reset for merge\n",
" df_fcst.reset_index(inplace=True)\n",
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
" together = df_fcst.merge(X_test_full, how='right')\n",
" \n",
" # drop rows where prediction or actuals are nan \n",
" # happens because of missing actuals \n",
" # or at edges of time due to lags/rolling windows\n",
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
" return(clean)\n",
"\n",
"df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
" Remove NA and values where actual is close to zero\n",
" \"\"\"\n",
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
" return np.mean(APE)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simple forecasting model\")\n",
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"\n",
"# Plot outputs\n",
"%matplotlib inline\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"test_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": [
"For more details on what metrics are included and how they are calculated, please refer to [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics). You could also calculate residuals, like described [here](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\n",
"\n",
"\n",
"Since we did a rolling evaluation on the test set, we can analyze the predictions by their forecast horizon relative to the rolling origin. The model was initially trained at a forecast horizon of 14, so each prediction from the model is associated with a horizon value from 1 to 14. The horizon values are in a column named, \"horizon_origin,\" in the prediction set. For example, we can calculate some of the error metrics grouped by the horizon:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from metrics_helper import MAPE, APE\n",
"df_all.groupby('horizon_origin').apply(\n",
" lambda df: pd.Series({'MAPE': MAPE(df[target_column_name], df['predicted']),\n",
" 'RMSE': np.sqrt(mean_squared_error(df[target_column_name], df['predicted'])),\n",
" 'MAE': mean_absolute_error(df[target_column_name], df['predicted'])}))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To drill down more, we can look at the distributions of APE (absolute percentage error) by horizon. From the chart, it is clear that the overall MAPE is being skewed by one particular point where the actual value is of small absolute value."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all['predicted']))\n",
"APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, forecast_horizon + 1)]\n",
"\n",
"%matplotlib inline\n",
"plt.boxplot(APEs)\n",
"plt.yscale('log')\n",
"plt.xlabel('horizon')\n",
"plt.ylabel('APE (%)')\n",
"plt.title('Absolute Percentage Errors by Forecast Horizon')\n",
"\n",
"plt.show()"
]
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
"name": "xiaga@microsoft.com, tosingli@microsoft.com"
}
],
"category": "tutorial",
"compute": [
"Remote"
],
"datasets": [
"BikeShare"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"file_extension": ".py",
"framework": [
"Azure ML AutoML"
],
"friendly_name": "Forecasting BikeShare Demand",
"index_order": 1,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -636,17 +493,8 @@
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"mimetype": "text/x-python",
"name": "python",
"npconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"Forecasting"
],
"task": "Forecasting",
"version": 3
}
},
"nbformat": 4,
"nbformat_minor": 4
"nbformat_minor": 2
}

View File

@@ -1,39 +0,0 @@
import argparse
from azureml.core import Dataset, Run
from sklearn.externals import joblib
parser = argparse.ArgumentParser()
parser.add_argument(
'--target_column_name', type=str, dest='target_column_name',
help='Target Column Name')
parser.add_argument(
'--test_dataset', type=str, dest='test_dataset',
help='Test Dataset')
args = parser.parse_args()
target_column_name = args.target_column_name
test_dataset_id = args.test_dataset
run = Run.get_context()
ws = run.experiment.workspace
# get the input dataset by id
test_dataset = Dataset.get_by_id(ws, id=test_dataset_id)
X_test_df = test_dataset.drop_columns(columns=[target_column_name]).to_pandas_dataframe().reset_index(drop=True)
y_test_df = test_dataset.with_timestamp_columns(None).keep_columns(columns=[target_column_name]).to_pandas_dataframe()
fitted_model = joblib.load('model.pkl')
y_pred, X_trans = fitted_model.rolling_evaluation(X_test_df, y_test_df.values)
# Add predictions, actuals, and horizon relative to rolling origin to the test feature data
assign_dict = {'horizon_origin': X_trans['horizon_origin'].values, 'predicted': y_pred,
target_column_name: y_test_df[target_column_name].values}
df_all = X_test_df.assign(**assign_dict)
file_name = 'outputs/predictions.csv'
export_csv = df_all.to_csv(file_name, header=True)
# Upload the predictions into artifacts
run.upload_file(name=file_name, path_or_stream=file_name)

View File

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

View File

@@ -1,32 +0,0 @@
from azureml.core import ScriptRunConfig
def run_rolling_forecast(test_experiment, compute_target, train_run,
test_dataset, target_column_name,
inference_folder='./forecast'):
train_run.download_file('outputs/model.pkl',
inference_folder + '/model.pkl')
inference_env = train_run.get_environment()
config = ScriptRunConfig(source_directory=inference_folder,
script='forecasting_script.py',
arguments=['--target_column_name',
target_column_name,
'--test_dataset',
test_dataset.as_named_input(test_dataset.name)],
compute_target=compute_target,
environment=inference_env)
run = test_experiment.submit(config,
tags={'training_run_id':
train_run.id,
'run_algorithm':
train_run.properties['run_algorithm'],
'valid_score':
train_run.properties['score'],
'primary_metric':
train_run.properties['primary_metric']})
run.log("run_algorithm", run.tags['run_algorithm'])
return run

View File

@@ -21,17 +21,13 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Forecasting using the Energy Demand Dataset**_\n",
"_**Energy Demand Forecasting**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data and Forecasting Configurations](#Data)\n",
"1. [Train](#Train)\n",
"\n",
"Advanced Forecasting\n",
"1. [Advanced Training](#advanced_training)\n",
"1. [Advanced Results](#advanced_results)"
"1. [Data](#Data)\n",
"1. [Train](#Train)"
]
},
{
@@ -39,25 +35,24 @@
"metadata": {},
"source": [
"## Introduction\n",
"In this example, we show how AutoML can be used for energy demand forecasting.\n",
"\n",
"In this example we use the associated New York City energy demand dataset to showcase how you can use AutoML for a simple forecasting problem and explore the results. The goal is predict the energy demand for the next 48 hours based on historic time-series data.\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) first, if you haven't already, to establish your connection to the AzureML Workspace.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Creating an Experiment using an existing Workspace\n",
"1. Configure AutoML using 'AutoMLConfig'\n",
"1. Train the model using AmlCompute\n",
"1. Explore the engineered features and results\n",
"1. Configuration and remote run of AutoML for a time-series model with lag and rolling window features\n",
"1. Run and explore the forecast"
"In this notebook you would see\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Instantiating AutoMLConfig with new task type \"forecasting\" for timeseries data training, and other timeseries related settings: for this dataset we use the basic one: \"time_column_name\" \n",
"3. Training the Model using local compute\n",
"4. Exploring the results\n",
"5. Viewing the engineered names for featurized data and featurization summary for all raw features\n",
"6. Testing the fitted model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
"## Setup\n"
]
},
{
@@ -66,46 +61,27 @@
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score\n",
"from matplotlib import pyplot as plt\n",
"import azureml.core\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"import os\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"import azureml.core\n",
"from azureml.core import Experiment, Workspace, Dataset\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from datetime import datetime"
"from matplotlib import pyplot as plt\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
"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."
]
},
{
@@ -117,18 +93,19 @@
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-forecasting-energydemand'\n",
"\n",
"# # project folder\n",
"# project_folder = './sample_projects/automl-forecasting-energy-demand'\n",
"experiment_name = 'automl-energydemandforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-energydemandforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -139,14 +116,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"A compute target is required to execute a remote Automated ML run. \n",
"\n",
"[Azure Machine Learning Compute](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) is a managed-compute infrastructure that allows the user to easily create a single or multi-node compute. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
"## Data\n",
"Read energy demanding data from file, and preview data."
]
},
{
@@ -155,45 +126,8 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"energy-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"We will use energy consumption [data from New York City](http://mis.nyiso.com/public/P-58Blist.htm) for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. \n",
"\n",
"With Azure Machine Learning datasets you can keep a single copy of data in your storage, easily access data during model training, share data and collaborate with other users. Below, we will upload the datatset and create a [tabular dataset](https://docs.microsoft.com/bs-latn-ba/azure/machine-learning/service/how-to-create-register-datasets#dataset-types) to be used training and prediction."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's set up what we know about the dataset.\n",
"\n",
"<b>Target column</b> is what we want to forecast.<br></br>\n",
"<b>Time column</b> is the time axis along which to predict.\n",
"\n",
"The other columns, \"temp\" and \"precip\", are implicitly designated as features."
"data = pd.read_csv(\"nyc_energy.csv\", parse_dates=['timeStamp'])\n",
"data.head()"
]
},
{
@@ -202,8 +136,16 @@
"metadata": {},
"outputs": [],
"source": [
"target_column_name = 'demand'\n",
"time_column_name = 'timeStamp'"
"# let's take note of what columns means what in the data\n",
"time_column_name = 'timeStamp'\n",
"target_column_name = 'demand'"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data into train and test sets\n"
]
},
{
@@ -212,97 +154,10 @@
"metadata": {},
"outputs": [],
"source": [
"dataset = Dataset.Tabular.from_delimited_files(path = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/nyc_energy.csv\").with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
"dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The NYC Energy dataset is missing energy demand values for all datetimes later than August 10th, 2017 5AM. Below, we trim the rows containing these missing values from the end of the dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Cut off the end of the dataset due to large number of nan values\n",
"dataset = dataset.time_before(datetime(2017, 10, 10, 5))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Split the data into train and test sets"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The first split we make is into train and test sets. Note that we are splitting on time. Data before and including August 8th, 2017 5AM will be used for training, and data after will be used for testing."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# split into train based on time\n",
"train = dataset.time_before(datetime(2017, 8, 8, 5), include_boundary=True)\n",
"train.to_pandas_dataframe().reset_index(drop=True).sort_values(time_column_name).tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# split into test based on time\n",
"test = dataset.time_between(datetime(2017, 8, 8, 6), datetime(2017, 8, 10, 5))\n",
"test.to_pandas_dataframe().reset_index(drop=True).head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setting the maximum forecast horizon\n",
"\n",
"The forecast horizon is the number of periods into the future that the model should predict. It is generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so consider carefully how this value is set. If a long horizon forecast really is necessary, consider aggregating the series to a coarser time scale. \n",
"\n",
"Learn more about forecast horizons in our [Auto-train a time-series forecast model](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-auto-train-forecast#configure-and-run-experiment) guide.\n",
"\n",
"In this example, we set the horizon to 48 hours."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"forecast_horizon = 48"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting Parameters\n",
"To define forecasting parameters for your experiment training, you can leverage the ForecastingParameters class. The table below details the forecasting parameter we will be passing into our experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**time_column_name**|The name of your time column.|\n",
"|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|\n",
"|**freq**|Forecast frequency. This optional parameter represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
"X_train = data[data[time_column_name] < '2017-02-01']\n",
"X_test = data[data[time_column_name] >= '2017-02-01']\n",
"y_train = X_train.pop(target_column_name).values\n",
"y_test = X_test.pop(target_column_name).values"
]
},
{
@@ -311,27 +166,18 @@
"source": [
"## Train\n",
"\n",
"Instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. We can provide extra configurations within 'automl_settings', for this forecasting task we add the forecasting parameters to hold all the additional forecasting parameters.\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
"|**experiment_timeout_hours**|Maximum amount of time in hours that the experiment take before it terminates.|\n",
"|**training_data**|The training data to be used within the experiment.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**compute_target**|The remote compute for training.|\n",
"|**n_cross_validations**|Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way.|\n",
"|**enable_early_stopping**|Flag to enble early termination if the score is not improving in the short term.|\n",
"|**forecasting_parameters**|A class holds all the forecasting related parameters.|\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\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. "
]
},
{
@@ -340,30 +186,31 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon\n",
")\n",
"automl_settings = {\n",
" \"time_column_name\": time_column_name \n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
"\n",
"automl_config = AutoMLConfig(task = 'forecasting',\n",
" debug_log = 'automl_nyc_energy_errors.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blocked_models = ['ExtremeRandomTrees', 'AutoArima', 'Prophet'], \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping=True,\n",
" n_cross_validations=3, \n",
" verbosity=logging.INFO,\n",
" forecasting_parameters=forecasting_parameters)"
" 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)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while.\n",
"One may specify `show_output = True` to print currently running iterations to the console."
"Submitting the configuration will start a new run in this experiment. For local runs, the execution is synchronous. Depending on the data and number of iterations, this can run for a while. Parameters controlling concurrency may speed up the process, depending on your hardware.\n",
"\n",
"You will see the currently running iterations printing to the console."
]
},
{
@@ -372,7 +219,7 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output=False)"
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
@@ -381,24 +228,15 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retrieve the Best Model\n",
"Below we select the best model from all the training iterations using get_output method."
"### Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
]
},
{
@@ -407,7 +245,7 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"best_run, fitted_model = local_run.get_output()\n",
"fitted_model.steps"
]
},
@@ -415,8 +253,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Featurization\n",
"You can access the engineered feature names generated in time-series featurization."
"### View the engineered names for featurized data\n",
"Below we display the engineered feature names generated for the featurized data using the time-series featurization."
]
},
{
@@ -432,53 +270,13 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### View featurization summary\n",
"You can also see what featurization steps were performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:\n",
"### Test the Best Fitted Model\n",
"\n",
"+ Raw feature name\n",
"+ Number of engineered features formed out of this raw feature\n",
"+ Type detected\n",
"+ If feature was dropped\n",
"+ List of feature transformations for the raw feature"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Get the featurization summary as a list of JSON\n",
"featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
"# View the featurization summary as a pandas dataframe\n",
"pd.DataFrame.from_records(featurization_summary)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting\n",
"For forecasting, we will use the `forecast` function instead of the `predict` function. There are two reasons for this.\n",
"\n",
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. First, we remove the target values from the test set:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = test.to_pandas_dataframe().reset_index(drop=True)\n",
"y_test = X_test.pop(target_column_name).values"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Forecast Function\n",
"For forecasting, we will use the forecast function instead of the predict function. Using the predict method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use. Forecast function also can handle more complicated scenarios, see the [forecast function notebook](../forecasting-forecast-function/auto-ml-forecasting-function.ipynb)."
"We need to pass the recent values of the target variable `y`, whereas the scikit-compatible `predict` function only takes the non-target variables `X`. In our case, the test data immediately follows the training data, and we fill the `y` variable with `NaN`. The `NaN` serves as a question mark for the forecaster to fill with the actuals. Using the forecast function will produce forecasts using the shortest possible forecast horizon. The last time at which a definite (non-NaN) value is seen is the _forecast origin_ - the last time when the value of the target is known. \n",
"\n",
"Using the `predict` method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use."
]
},
{
@@ -487,20 +285,15 @@
"metadata": {},
"outputs": [],
"source": [
"# Replace ALL values in y_pred by NaN. \n",
"# The forecast origin will be at the beginning of the first forecast period\n",
"# (which is the same time as the end of the last training period).\n",
"y_query = y_test.copy().astype(np.float)\n",
"y_query.fill(np.nan)\n",
"# The featurized data, aligned to y, will also be returned.\n",
"# This contains the assumptions that were made in the forecast\n",
"# and helps align the forecast to the original data\n",
"y_predictions, X_trans = fitted_model.forecast(X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Evaluate\n",
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE). For more metrics that can be used for evaluation after training, please see [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics), and [how to calculate residuals](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\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."
"y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
]
},
{
@@ -509,37 +302,40 @@
"metadata": {},
"outputs": [],
"source": [
"from forecasting_helper import align_outputs\n",
"\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
"# limit the evaluation to data where y_test has actuals\n",
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
" the output's shape differs from the input shape, or if\n",
" the data got re-sorted by time and grain during forecasting.\n",
" \n",
"# Plot outputs\n",
"%matplotlib inline\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
" Typical causes of misalignment are:\n",
" * we predicted some periods that were missing in actuals -> drop from eval\n",
" * model was asked to predict past max_horizon -> increase max horizon\n",
" * data at start of X_test was needed for lags -> provide previous periods\n",
" \"\"\"\n",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
" # align original X_test to y_test \n",
" X_test_full = X_test.copy()\n",
" X_test_full[target_column_name] = y_test\n",
"\n",
" # X_test_full's does not include origin, so reset for merge\n",
" df_fcst.reset_index(inplace=True)\n",
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
" together = df_fcst.merge(X_test_full, how='right')\n",
" \n",
" # drop rows where prediction or actuals are nan \n",
" # happens because of missing actuals \n",
" # or at edges of time due to lags/rolling windows\n",
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
" return(clean)\n",
"\n",
"df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n",
"df_all.head()"
]
},
{
@@ -562,155 +358,191 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Advanced Training <a id=\"advanced_training\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation."
"### Calculate accuracy metrics\n"
]
},
{
"cell_type": "markdown",
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"### Using lags and rolling window features\n",
"Now we will configure the target lags, that is the previous values of the target variables, meaning the prediction is no longer horizon-less. We therefore must still specify the `forecast_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features.\n",
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
" Remove NA and values where actual is close to zero\n",
" \"\"\"\n",
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
" return np.mean(APE)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simple forecasting model\")\n",
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"\n",
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"advanced_forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon,\n",
" target_lags=12, target_rolling_window_size=4\n",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blocked_models = ['ElasticNet','ExtremeRandomTrees','GradientBoosting','XGBoostRegressor','ExtremeRandomTrees', 'AutoArima', 'Prophet'], #These models are blocked for tutorial purposes, remove this for real use cases. \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping = True,\n",
" n_cross_validations=3, \n",
" verbosity=logging.INFO,\n",
" forecasting_parameters=advanced_forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now start a new remote run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"advanced_remote_run = experiment.submit(automl_config, show_output=False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"advanced_remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run_lags, fitted_model_lags = advanced_remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Advanced Results<a id=\"advanced_results\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The featurized data, aligned to y, will also be returned.\n",
"# This contains the assumptions that were made in the forecast\n",
"# and helps align the forecast to the original data\n",
"y_predictions, X_trans = fitted_model_lags.forecast(X_test)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from forecasting_helper import align_outputs\n",
"\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
" \n",
"# Plot outputs\n",
"%matplotlib inline\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"test_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 distribution looks a little heavy tailed: we underestimate the excursions of the extremes. A normal-quantile transform of the target might help, but let's first try using some past data with the lags and rolling window transforms.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using lags and rolling window features to improve the forecast"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data.\n",
"\n",
"Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must specify the `max_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings_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",
"}\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)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run_lags = experiment.submit(automl_config_lags, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run_lags, fitted_model_lags = local_run_lags.get_output()\n",
"y_fcst_lags, X_trans_lags = fitted_model_lags.forecast(X_test, y_query)\n",
"df_lags = align_outputs(y_fcst_lags, X_trans_lags, X_test, y_test)\n",
"df_lags.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_trans_lags"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Forecasting model with lags\")\n",
"rmse = np.sqrt(mean_squared_error(df_lags[target_column_name], df_lags['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_lags[target_column_name], df_lags['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_lags[target_column_name], df_lags['predicted']))\n",
"\n",
"# Plot outputs\n",
"%matplotlib 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",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### What features matter for the forecast?"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import explain_model\n",
"\n",
"# feature names are everything in the transformed data except the target\n",
"features = X_trans.columns[:-1]\n",
"expl = explain_model(fitted_model, X_train, X_test, features = features, best_run=best_run_lags, y_train = y_train)\n",
"# unpack the tuple\n",
"shap_values, expected_values, feat_overall_imp, feat_names, per_class_summary, per_class_imp = expl\n",
"best_run_lags"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please go to the Azure Portal's best run to see the top features chart.\n",
"\n",
"The informative features make all sorts of intuitive sense. Temperature is a strong driver of heating and cooling demand in NYC. Apart from that, the daily life cycle, expressed by `hour`, and the weekly cycle, expressed by `wday` drives people's energy use habits."
]
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
"name": "xiaga, tosingli"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -726,7 +558,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.6.7"
}
},
"nbformat": 4,

View File

@@ -1,44 +0,0 @@
import pandas as pd
import numpy as np
from pandas.tseries.frequencies import to_offset
def align_outputs(y_predicted, X_trans, X_test, y_test, target_column_name,
predicted_column_name='predicted',
horizon_colname='horizon_origin'):
"""
Demonstrates how to get the output aligned to the inputs
using pandas indexes. Helps understand what happened if
the output's shape differs from the input shape, or if
the data got re-sorted by time and grain during forecasting.
Typical causes of misalignment are:
* we predicted some periods that were missing in actuals -> drop from eval
* model was asked to predict past max_horizon -> increase max horizon
* data at start of X_test was needed for lags -> provide previous periods
"""
if (horizon_colname in X_trans):
df_fcst = pd.DataFrame({predicted_column_name: y_predicted,
horizon_colname: X_trans[horizon_colname]})
else:
df_fcst = pd.DataFrame({predicted_column_name: y_predicted})
# y and X outputs are aligned by forecast() function contract
df_fcst.index = X_trans.index
# align original X_test to y_test
X_test_full = X_test.copy()
X_test_full[target_column_name] = y_test
# X_test_full's index does not include origin, so reset for merge
df_fcst.reset_index(inplace=True)
X_test_full = X_test_full.reset_index().drop(columns='index')
together = df_fcst.merge(X_test_full, how='right')
# drop rows where prediction or actuals are nan
# happens because of missing actuals
# or at edges of time due to lags/rolling windows
clean = together[together[[target_column_name,
predicted_column_name]].notnull().all(axis=1)]
return(clean)

View File

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

View File

@@ -1,857 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"\n",
"#### Forecasting away from training data\n",
"\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"2. [Setup](#Setup)\n",
"3. [Data](#Data)\n",
"4. [Prepare remote compute and data.](#prepare_remote)\n",
"4. [Create the configuration and train a forecaster](#train)\n",
"5. [Forecasting from the trained model](#forecasting)\n",
"6. [Forecasting away from training data](#forecasting_away)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"This notebook demonstrates the full interface of the `forecast()` function. \n",
"\n",
"The best known and most frequent usage of `forecast` enables forecasting on test sets that immediately follows training data. \n",
"\n",
"However, in many use cases it is necessary to continue using the model for some time before retraining it. This happens especially in **high frequency forecasting** when forecasts need to be made more frequently than the model can be retrained. Examples are in Internet of Things and predictive cloud resource scaling.\n",
"\n",
"Here we show how to use the `forecast()` function when a time gap exists between training data and prediction period.\n",
"\n",
"Terminology:\n",
"* forecast origin: the last period when the target value is known\n",
"* forecast periods(s): the period(s) for which the value of the target is desired.\n",
"* lookback: how many past periods (before forecast origin) the model function depends on. The larger of number of lags and length of rolling window.\n",
"* prediction context: `lookback` periods immediately preceding the forecast origin\n",
"\n",
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl-forecasting-function.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please make sure you have followed the `configuration.ipynb` notebook so that your ML workspace information is saved in the config file."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"import azureml.core\n",
"from azureml.core.dataset import Dataset\n",
"from pandas.tseries.frequencies import to_offset\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"np.set_printoptions(precision=4, suppress=True, linewidth=120)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-forecast-function-demo'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['SKU'] = ws.sku\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"For the demonstration purposes we will generate the data artificially and use them for the forecasting."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"TIME_COLUMN_NAME = 'date'\n",
"TIME_SERIES_ID_COLUMN_NAME = 'time_series_id'\n",
"TARGET_COLUMN_NAME = 'y'\n",
"\n",
"def get_timeseries(train_len: int,\n",
" test_len: int,\n",
" time_column_name: str,\n",
" target_column_name: str,\n",
" time_series_id_column_name: str,\n",
" time_series_number: int = 1,\n",
" freq: str = 'H'):\n",
" \"\"\"\n",
" Return the time series of designed length.\n",
"\n",
" :param train_len: The length of training data (one series).\n",
" :type train_len: int\n",
" :param test_len: The length of testing data (one series).\n",
" :type test_len: int\n",
" :param time_column_name: The desired name of a time column.\n",
" :type time_column_name: str\n",
" :param time_series_number: The number of time series in the data set.\n",
" :type time_series_number: int\n",
" :param freq: The frequency string representing pandas offset.\n",
" see https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html\n",
" :type freq: str\n",
" :returns: the tuple of train and test data sets.\n",
" :rtype: tuple\n",
"\n",
" \"\"\"\n",
" data_train = [] # type: List[pd.DataFrame]\n",
" data_test = [] # type: List[pd.DataFrame]\n",
" data_length = train_len + test_len\n",
" for i in range(time_series_number):\n",
" X = pd.DataFrame({\n",
" time_column_name: pd.date_range(start='2000-01-01',\n",
" periods=data_length,\n",
" freq=freq),\n",
" target_column_name: np.arange(data_length).astype(float) + np.random.rand(data_length) + i*5,\n",
" 'ext_predictor': np.asarray(range(42, 42 + data_length)),\n",
" time_series_id_column_name: np.repeat('ts{}'.format(i), data_length)\n",
" })\n",
" data_train.append(X[:train_len])\n",
" data_test.append(X[train_len:])\n",
" X_train = pd.concat(data_train)\n",
" y_train = X_train.pop(target_column_name).values\n",
" X_test = pd.concat(data_test)\n",
" y_test = X_test.pop(target_column_name).values\n",
" return X_train, y_train, X_test, y_test\n",
"\n",
"n_test_periods = 6\n",
"n_train_periods = 30\n",
"X_train, y_train, X_test, y_test = get_timeseries(train_len=n_train_periods,\n",
" test_len=n_test_periods,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=2)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see what the training data looks like."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.tail()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the example time series\n",
"import matplotlib.pyplot as plt\n",
"whole_data = X_train.copy()\n",
"target_label = 'y'\n",
"whole_data[target_label] = y_train\n",
"for g in whole_data.groupby('time_series_id'): \n",
" plt.plot(g[1]['date'].values, g[1]['y'].values, label=g[0])\n",
"plt.legend()\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Prepare remote compute and data. <a id=\"prepare_remote\"></a>\n",
"The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace), is paired with the storage account, which contains the default data store. We will use it to upload the artificial data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# We need to save thw artificial data and then upload them to default workspace datastore.\n",
"DATA_PATH = \"fc_fn_data\"\n",
"DATA_PATH_X = \"{}/data_train.csv\".format(DATA_PATH)\n",
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
"pd.DataFrame(whole_data).to_csv(\"data/data_train.csv\", index=False)\n",
"# Upload saved data to the default data store.\n",
"ds = ws.get_default_datastore()\n",
"ds.upload(src_dir='./data', target_path=DATA_PATH, overwrite=True, show_progress=True)\n",
"train_data = Dataset.Tabular.from_delimited_files(path=ds.path(DATA_PATH_X))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"amlcompute_cluster_name = \"fcfn-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create the configuration and train a forecaster <a id=\"train\"></a>\n",
"First generate the configuration, in which we:\n",
"* Set metadata columns: target, time column and time-series id column names.\n",
"* Validate our data using cross validation with rolling window method.\n",
"* Set normalized root mean squared error as a metric to select the best model.\n",
"* Set early termination to True, so the iterations through the models will stop when no improvements in accuracy score will be made.\n",
"* Set limitations on the length of experiment run to 15 minutes.\n",
"* Finally, we set the task to be forecasting.\n",
"* We apply the lag lead operator to the target value i.e. we use the previous values as a predictor for the future ones.\n",
"* [Optional] Forecast frequency parameter (freq) represents the period with which the forecast is desired, for example, daily, weekly, yearly, etc. Use this parameter for the correction of time series containing irregular data points or for padding of short time series. The frequency needs to be a pandas offset alias. Please refer to [pandas documentation](https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#dateoffset-objects) for more information."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"lags = [1,2,3]\n",
"forecast_horizon = n_test_periods\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" forecast_horizon=forecast_horizon,\n",
" time_series_id_column_names=[ TIME_SERIES_ID_COLUMN_NAME ],\n",
" target_lags=lags\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the model selection and training process. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_forecasting_function.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_hours=0.25,\n",
" enable_early_stopping=True,\n",
" training_data=train_data,\n",
" compute_target=compute_target,\n",
" n_cross_validations=3,\n",
" verbosity = logging.INFO,\n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" label_column_name=target_label,\n",
" forecasting_parameters=forecasting_parameters)\n",
"\n",
"remote_run = experiment.submit(automl_config, show_output=False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Retrieve the best model to use it further.\n",
"_, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting from the trained model <a id=\"forecasting\"></a>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In this section we will review the `forecast` interface for two main scenarios: forecasting right after the training data, and the more complex interface for forecasting when there is a gap (in the time sense) between training and testing data."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### X_train is directly followed by the X_test\n",
"\n",
"Let's first consider the case when the prediction period immediately follows the training data. This is typical in scenarios where we have the time to retrain the model every time we wish to forecast. Forecasts that are made on daily and slower cadence typically fall into this category. Retraining the model every time benefits the accuracy because the most recent data is often the most informative.\n",
"\n",
"![Forecasting after training](forecast_function_at_train.png)\n",
"\n",
"We use `X_test` as a **forecast request** to generate the predictions."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Typical path: X_test is known, forecast all upcoming periods"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The data set contains hourly data, the training set ends at 01/02/2000 at 05:00\n",
"\n",
"# These are predictions we are asking the model to make (does not contain thet target column y),\n",
"# for 6 periods beginning with 2000-01-02 06:00, which immediately follows the training data\n",
"X_test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_no_gap, xy_nogap = fitted_model.forecast(X_test)\n",
"\n",
"# xy_nogap contains the predictions in the _automl_target_col column.\n",
"# Those same numbers are output in y_pred_no_gap\n",
"xy_nogap"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Confidence intervals"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Forecasting model may be used for the prediction of forecasting intervals by running ```forecast_quantiles()```. \n",
"This method accepts the same parameters as forecast()."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"quantiles = fitted_model.forecast_quantiles(X_test)\n",
"quantiles"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Distribution forecasts\n",
"\n",
"Often the figure of interest is not just the point prediction, but the prediction at some quantile of the distribution. \n",
"This arises when the forecast is used to control some kind of inventory, for example of grocery items or virtual machines for a cloud service. In such case, the control point is usually something like \"we want the item to be in stock and not run out 99% of the time\". This is called a \"service level\". Here is how you get quantile forecasts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# specify which quantiles you would like \n",
"fitted_model.quantiles = [0.01, 0.5, 0.95]\n",
"# use forecast_quantiles function, not the forecast() one\n",
"y_pred_quantiles = fitted_model.forecast_quantiles(X_test)\n",
"\n",
"# quantile forecasts returned in a Dataframe along with the time and time series id columns \n",
"y_pred_quantiles"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Destination-date forecast: \"just do something\"\n",
"\n",
"In some scenarios, the X_test is not known. The forecast is likely to be weak, because it is missing contemporaneous predictors, which we will need to impute. If you still wish to predict forward under the assumption that the last known values will be carried forward, you can forecast out to \"destination date\". The destination date still needs to fit within the forecast horizon from training."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# We will take the destination date as a last date in the test set.\n",
"dest = max(X_test[TIME_COLUMN_NAME])\n",
"y_pred_dest, xy_dest = fitted_model.forecast(forecast_destination=dest)\n",
"\n",
"# This form also shows how we imputed the predictors which were not given. (Not so well! Use with caution!)\n",
"xy_dest"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting away from training data <a id=\"forecasting_away\"></a>\n",
"\n",
"Suppose we trained a model, some time passed, and now we want to apply the model without re-training. If the model \"looks back\" -- uses previous values of the target -- then we somehow need to provide those values to the model.\n",
"\n",
"![Forecasting after training](forecast_function_away_from_train.png)\n",
"\n",
"The notion of forecast origin comes into play: the forecast origin is **the last period for which we have seen the target value**. This applies per time-series, so each time-series can have a different forecast origin. \n",
"\n",
"The part of data before the forecast origin is the **prediction context**. To provide the context values the model needs when it looks back, we pass definite values in `y_test` (aligned with corresponding times in `X_test`)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# generate the same kind of test data we trained on, \n",
"# but now make the train set much longer, so that the test set will be in the future\n",
"X_context, y_context, X_away, y_away = get_timeseries(train_len=42, # train data was 30 steps long\n",
" test_len=4,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=2)\n",
"\n",
"# end of the data we trained on\n",
"print(X_train.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())\n",
"# start of the data we want to predict on\n",
"print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"There is a gap of 12 hours between end of training and beginning of `X_away`. (It looks like 13 because all timestamps point to the start of the one hour periods.) Using only `X_away` will fail without adding context data for the model to consume."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"try: \n",
" y_pred_away, xy_away = fitted_model.forecast(X_away)\n",
" xy_away\n",
"except Exception as e:\n",
" print(e)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"How should we read that eror message? The forecast origin is at the last time the model saw an actual value of `y` (the target). That was at the end of the training data! The model is attempting to forecast from the end of training data. But the requested forecast periods are past the forecast horizon. We need to provide a define `y` value to establish the forecast origin.\n",
"\n",
"We will use this helper function to take the required amount of context from the data preceding the testing data. It's definition is intentionally simplified to keep the idea in the clear."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"def make_forecasting_query(fulldata, time_column_name, target_column_name, forecast_origin, horizon, lookback):\n",
"\n",
" \"\"\"\n",
" This function will take the full dataset, and create the query\n",
" to predict all values of the time series from the `forecast_origin`\n",
" forward for the next `horizon` horizons. Context from previous\n",
" `lookback` periods will be included.\n",
"\n",
" \n",
"\n",
" fulldata: pandas.DataFrame a time series dataset. Needs to contain X and y.\n",
" time_column_name: string which column (must be in fulldata) is the time axis\n",
" target_column_name: string which column (must be in fulldata) is to be forecast\n",
" forecast_origin: datetime type the last time we (pretend to) have target values \n",
" horizon: timedelta how far forward, in time units (not periods)\n",
" lookback: timedelta how far back does the model look?\n",
"\n",
" Example:\n",
"\n",
"\n",
" ```\n",
"\n",
" forecast_origin = pd.to_datetime('2012-09-01') + pd.DateOffset(days=5) # forecast 5 days after end of training\n",
" print(forecast_origin)\n",
"\n",
" X_query, y_query = make_forecasting_query(data, \n",
" forecast_origin = forecast_origin,\n",
" horizon = pd.DateOffset(days=7), # 7 days into the future\n",
" lookback = pd.DateOffset(days=1), # model has lag 1 period (day)\n",
" )\n",
"\n",
" ```\n",
" \"\"\"\n",
"\n",
" X_past = fulldata[ (fulldata[ time_column_name ] > forecast_origin - lookback) &\n",
" (fulldata[ time_column_name ] <= forecast_origin)\n",
" ]\n",
"\n",
" X_future = fulldata[ (fulldata[ time_column_name ] > forecast_origin) &\n",
" (fulldata[ time_column_name ] <= forecast_origin + horizon)\n",
" ]\n",
"\n",
" y_past = X_past.pop(target_column_name).values.astype(np.float)\n",
" y_future = X_future.pop(target_column_name).values.astype(np.float)\n",
"\n",
" # Now take y_future and turn it into question marks\n",
" y_query = y_future.copy().astype(np.float) # because sometimes life hands you an int\n",
" y_query.fill(np.NaN)\n",
"\n",
"\n",
" print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
" print(\"X_future is \" + str(X_future.shape) + \" - shaped\")\n",
" print(\"y_past is \" + str(y_past.shape) + \" - shaped\")\n",
" print(\"y_query is \" + str(y_query.shape) + \" - shaped\")\n",
"\n",
"\n",
" X_pred = pd.concat([X_past, X_future])\n",
" y_pred = np.concatenate([y_past, y_query])\n",
" return X_pred, y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see where the context data ends - it ends, by construction, just before the testing data starts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(X_context.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"X_context.tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Since the length of the lookback is 3, \n",
"# we need to add 3 periods from the context to the request\n",
"# so that the model has the data it needs\n",
"\n",
"# Put the X and y back together for a while. \n",
"# They like each other and it makes them happy.\n",
"X_context[TARGET_COLUMN_NAME] = y_context\n",
"X_away[TARGET_COLUMN_NAME] = y_away\n",
"fulldata = pd.concat([X_context, X_away])\n",
"\n",
"# forecast origin is the last point of data, which is one 1-hr period before test\n",
"forecast_origin = X_away[TIME_COLUMN_NAME].min() - pd.DateOffset(hours=1)\n",
"# it is indeed the last point of the context\n",
"assert forecast_origin == X_context[TIME_COLUMN_NAME].max()\n",
"print(\"Forecast origin: \" + str(forecast_origin))\n",
" \n",
"# the model uses lags and rolling windows to look back in time\n",
"n_lookback_periods = max(lags)\n",
"lookback = pd.DateOffset(hours=n_lookback_periods)\n",
"\n",
"horizon = pd.DateOffset(hours=forecast_horizon)\n",
"\n",
"# now make the forecast query from context (refer to figure)\n",
"X_pred, y_pred = make_forecasting_query(fulldata, TIME_COLUMN_NAME, TARGET_COLUMN_NAME,\n",
" forecast_origin, horizon, lookback)\n",
"\n",
"# show the forecast request aligned\n",
"X_show = X_pred.copy()\n",
"X_show[TARGET_COLUMN_NAME] = y_pred\n",
"X_show"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Note that the forecast origin is at 17:00 for both time-series, and periods from 18:00 are to be forecast."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Now everything works\n",
"y_pred_away, xy_away = fitted_model.forecast(X_pred, y_pred)\n",
"\n",
"# show the forecast aligned\n",
"X_show = xy_away.reset_index()\n",
"# without the generated features\n",
"X_show[['date', 'time_series_id', 'ext_predictor', '_automl_target_col']]\n",
"# prediction is in _automl_target_col"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting farther than the forecast horizon <a id=\"recursive forecasting\"></a>\n",
"When the forecast destination, or the latest date in the prediction data frame, is farther into the future than the specified forecast horizon, the `forecast()` function will still make point predictions out to the later date using a recursive operation mode. Internally, the method recursively applies the regular forecaster to generate context so that we can forecast further into the future. \n",
"\n",
"To illustrate the use-case and operation of recursive forecasting, we'll consider an example with a single time-series where the forecasting period directly follows the training period and is twice as long as the forecasting horizon given at training time.\n",
"\n",
"![Recursive_forecast_overview](recursive_forecast_overview_small.png)\n",
"\n",
"Internally, we apply the forecaster in an iterative manner and finish the forecast task in two interations. In the first iteration, we apply the forecaster and get the prediction for the first forecast-horizon periods (y_pred1). In the second iteraction, y_pred1 is used as the context to produce the prediction for the next forecast-horizon periods (y_pred2). The combination of (y_pred1 and y_pred2) gives the results for the total forecast periods. \n",
"\n",
"A caveat: forecast accuracy will likely be worse the farther we predict into the future since errors are compounded with recursive application of the forecaster.\n",
"\n",
"![Recursive_forecast_iter1](recursive_forecast_iter1.png)\n",
"![Recursive_forecast_iter2](recursive_forecast_iter2.png)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# generate the same kind of test data we trained on, but with a single time-series and test period twice as long\n",
"# as the forecast_horizon.\n",
"_, _, X_test_long, y_test_long = get_timeseries(train_len=n_train_periods,\n",
" test_len=forecast_horizon*2,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=1)\n",
"\n",
"print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())\n",
"print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# forecast() function will invoke the recursive forecast method internally.\n",
"y_pred_long, X_trans_long = fitted_model.forecast(X_test_long)\n",
"y_pred_long"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# What forecast() function does in this case is equivalent to iterating it twice over the test set as the following. \n",
"y_pred1, _ = fitted_model.forecast(X_test_long[:forecast_horizon])\n",
"y_pred_all, _ = fitted_model.forecast(X_test_long, np.concatenate((y_pred1, np.full(forecast_horizon, np.nan))))\n",
"np.array_equal(y_pred_all, y_pred_long)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Confidence interval and distributional forecasts\n",
"AutoML cannot currently estimate forecast errors beyond the forecast horizon set during training, so the `forecast_quantiles()` function will return missing values for quantiles not equal to 0.5 beyond the forecast horizon. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.forecast_quantiles(X_test_long)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Similarly with the simple senarios illustrated above, forecasting farther than the forecast horizon in other senarios like 'multiple time-series', 'Destination-date forecast', and 'forecast away from the training data' are also automatically handled by the `forecast()` function. "
]
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
}
],
"category": "tutorial",
"compute": [
"Remote"
],
"datasets": [
"None"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"framework": [
"Azure ML AutoML"
],
"friendly_name": "Forecasting away from training data",
"index_order": 3,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
},
"tags": [
"Forecasting",
"Confidence Intervals"
],
"task": "Forecasting"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,873 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification of credit card fraudulent transactions with local run **_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Tests)\n",
"1. [Explanation](#Explanation)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem. The goal is to predict if a credit card transaction is considered a fraudulent charge.\n",
"\n",
"This notebook is using the local machine compute to train the model.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model.\n",
"4. Explore the results.\n",
"5. Test the fitted model.\n",
"6. Explore any model's explanation and explore feature importance in azure portal.\n",
"7. Create an AKS cluster, deploy the webservice of AutoML scoring model and the explainer model to the AKS and consume the web service."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.interpret import ExplanationClient"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-ccard-local'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
"label_column_name = 'Class'"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**enable_early_stopping**|Stop the run if the metric score is not showing improvement.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"experiment_timeout_hours\": 0.25, # This is a time limit for testing purposes, remove it for real use cases, this will drastically limit ability to find the best model possible\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_stack_ensemble\": False\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#local_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Analyze results\n",
"\n",
"#### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"fitted_model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Print the properties of the model\n",
"The fitted_model is a python object and you can read the different properties of the object.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Tests\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# convert the test data to dataframe\n",
"X_test_df = validation_data.drop_columns(columns=[label_column_name]).to_pandas_dataframe()\n",
"y_test_df = validation_data.keep_columns(columns=[label_column_name], validate=True).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# call the predict functions on the model\n",
"y_pred = fitted_model.predict(X_test_df)\n",
"y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(y_test_df.values,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['False','True']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','False','True',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Explanation\n",
"In this section, we will show how to compute model explanations and visualize the explanations using azureml-interpret package. We will also show how to run the automl model and the explainer model through deploying an AKS web service.\n",
"\n",
"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 based on your test data.\n",
"\n",
"### Run the explanation\n",
"#### Download the 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. You can also use azure portal url to view the dash board visualization of the feature importance values of the engineered features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + best_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download the 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. You can also use azure portal url 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",
"print(\"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + best_run.get_portal_url())"
]
},
{
"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(metric='accuracy')"
]
},
{
"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 explanations using automl_setup_model_explanations:-\n",
"\n",
"1. Featurized data from train samples/test samples\n",
"2. Gather engineered name lists\n",
"3. Find the classes in your labeled column in classification scenarios\n",
"\n",
"The automl_explainer_setup_obj contains all the structures from above list."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train = training_data.drop_columns(columns=[label_column_name])\n",
"y_train = training_data.keep_columns(columns=[label_column_name], validate=True)\n",
"X_test = validation_data.drop_columns(columns=[label_column_name])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.runtime.automl_explain_utilities import 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-interpret package. The MimicWrapper can be initialized with fields in automl_explainer_setup_obj, your workspace and a surrogate model to explain the AutoML model (fitted_model here). The MimicWrapper also takes the automl_run object where engineered explanations will be uploaded."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from interpret.ext.glassbox import LGBMExplainableModel\n",
"from azureml.interpret.mimic_wrapper import MimicWrapper\n",
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator,\n",
" explainable_model=automl_explainer_setup_obj.surrogate_model, \n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,\n",
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
" feature_maps=[automl_explainer_setup_obj.feature_map],\n",
" classes=automl_explainer_setup_obj.classes,\n",
" explainer_kwargs=automl_explainer_setup_obj.surrogate_model_params)"
]
},
{
"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 azure portal url to view the dash board visualization of the feature importance values of the engineered features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Compute the engineered explanations\n",
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
"The explain() method in MimicWrapper can be called with the transformed test samples to get the feature importance for the original features in your data. You can also use azure portal url to view the dash board visualization of the feature importance values of the original/raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Compute the raw explanations\n",
"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",
" raw_eval_dataset=automl_explainer_setup_obj.X_test_raw)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initialize the scoring Explainer, save and upload it for later use in scoring explanation"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.interpret.scoring.scoring_explainer import TreeScoringExplainer\n",
"import joblib\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 to './scoring_explainer.pkl'\n",
"scoring_explainer_file_name = 'scoring_explainer.pkl'\n",
"with open(scoring_explainer_file_name, 'wb') as stream:\n",
" joblib.dump(scoring_explainer, stream)\n",
"\n",
"# Upload the scoring explainer to the automl run\n",
"automl_run.upload_file('outputs/scoring_explainer.pkl', scoring_explainer_file_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploying the scoring and explainer models to a web service to Azure Kubernetes Service (AKS)\n",
"\n",
"We use the TreeScoringExplainer from azureml.interpret package to create the scoring explainer which will be used to compute the raw and engineered feature importances at the inference time. In the cell below, we register the AutoML model and the scoring explainer with the Model Management Service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 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",
"scoring_explainer_model = automl_run.register_model(model_name='scoring_explainer',\n",
" model_path='outputs/scoring_explainer.pkl')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create the conda dependencies for setting up the service\n",
"\n",
"We need to download the conda dependencies using the automl_run object."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.core.environment import Environment\n",
"\n",
"automl_run.download_file(constants.CONDA_ENV_FILE_PATH, 'myenv.yml')\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
"myenv"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Write the Entry Script\n",
"Write the script that will be used to predict on your model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import joblib\n",
"import pandas as pd\n",
"from azureml.core.model import Model\n",
"from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations\n",
"\n",
"\n",
"def init():\n",
" global automl_model\n",
" global scoring_explainer\n",
"\n",
" # Retrieve the path to the model file using the model name\n",
" # Assume original model is named original_prediction_model\n",
" automl_model_path = Model.get_model_path('automl_model')\n",
" scoring_explainer_path = Model.get_model_path('scoring_explainer')\n",
"\n",
" automl_model = joblib.load(automl_model_path)\n",
" scoring_explainer = joblib.load(scoring_explainer_path)\n",
"\n",
"\n",
"def run(raw_data):\n",
" data = pd.read_json(raw_data, orient='records') \n",
" # Make prediction\n",
" predictions = automl_model.predict(data)\n",
" # Setup for inferencing explanations\n",
" automl_explainer_setup_obj = automl_setup_model_explanations(automl_model,\n",
" X_test=data, task='classification')\n",
" # Retrieve model explanations for engineered explanations\n",
" engineered_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform)\n",
" # Retrieve model explanations for raw explanations\n",
" raw_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform, get_raw=True)\n",
" # You can return any data type as long as it is JSON-serializable\n",
" return {'predictions': predictions.tolist(),\n",
" 'engineered_local_importance_values': engineered_local_importance_values,\n",
" 'raw_local_importance_values': raw_local_importance_values}\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create the InferenceConfig \n",
"Create the inference config that will be used when deploying the model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"\n",
"inf_config = InferenceConfig(entry_script='score.py', environment=myenv)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Provision the AKS Cluster\n",
"This is a one time setup. You can reuse this cluster for multiple deployments after it has been created. If you delete the cluster or the resource group that contains it, then you would have to recreate it."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AksCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"aks_name = 'scoring-explain'\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" aks_target = ComputeTarget(workspace=ws, name=aks_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" prov_config = AksCompute.provisioning_configuration(vm_size='STANDARD_D3_V2')\n",
" aks_target = ComputeTarget.create(workspace=ws, \n",
" name=aks_name,\n",
" provisioning_configuration=prov_config)\n",
"aks_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Deploy web service to AKS"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set the web service configuration (using default here)\n",
"from azureml.core.webservice import AksWebservice\n",
"from azureml.core.model import Model\n",
"\n",
"aks_config = AksWebservice.deploy_configuration()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service_name ='model-scoring-local-aks'\n",
"\n",
"aks_service = Model.deploy(workspace=ws,\n",
" name=aks_service_name,\n",
" models=[scoring_explainer_model, original_model],\n",
" inference_config=inf_config,\n",
" deployment_config=aks_config,\n",
" deployment_target=aks_target)\n",
"\n",
"aks_service.wait_for_deployment(show_output = True)\n",
"print(aks_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the service logs"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Consume the web service using run method to do the scoring and explanation of scoring.\n",
"We test the web sevice by passing data. Run() method retrieves API keys behind the scenes to make sure that call is authenticated."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Serialize the first row of the test data into json\n",
"X_test_json = X_test_df[:1].to_json(orient='records')\n",
"print(X_test_json)\n",
"\n",
"# Call the service to get the predictions and the engineered and raw explanations\n",
"output = aks_service.run(X_test_json)\n",
"\n",
"# Print the predicted value\n",
"print('predictions:\\n{}\\n'.format(output['predictions']))\n",
"# Print the engineered feature importances for the predicted value\n",
"print('engineered_local_importance_values:\\n{}\\n'.format(output['engineered_local_importance_values']))\n",
"# Print the raw feature importances for the predicted value\n",
"print('raw_local_importance_values:\\n{}\\n'.format(output['raw_local_importance_values']))\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Clean up\n",
"Delete the service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
"\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u0192\u00c2\u00a9 Libre de Bruxelles) on big data mining and fraud detection. More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"Please cite the following works: \n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tAndrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tDal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tDal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"o\tDal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u0192\u00c2\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u0192\u00c2\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing"
]
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"Local"
],
"datasets": [
"creditcard"
],
"deployment": [
"None"
],
"exclude_from_index": true,
"file_extension": ".py",
"framework": [
"None"
],
"friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"local_run",
"AutomatedML"
],
"task": "Classification",
"version": "3.6.7"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,424 @@
{
"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/missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Blacklisting Models, Early Termination, and Handling Missing Data**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for handling missing values in data. We also provide a stopping metric indicating a target for the primary metrics so that AutoML can terminate the run without necessarly going through all the iterations. Finally, if you want to avoid a certain pipeline, we allow you to specify a blacklist of algorithms that AutoML will ignore for this run.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model.\n",
"4. Explore the results.\n",
"5. Viewing the engineered names for featurized data and featurization summary for all raw features.\n",
"6. Test the best fitted model.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- **Blacklisting** certain pipelines\n",
"- Specifying **target metrics** to indicate stopping criteria\n",
"- Handling **missing data** in the input"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\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",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_train = digits.data[10:,:]\n",
"y_train = digits.target[10:]\n",
"\n",
"# Add missing values in 75% of the lines.\n",
"missing_rate = 0.75\n",
"n_missing_samples = int(np.floor(X_train.shape[0] * missing_rate))\n",
"missing_samples = np.hstack((np.zeros(X_train.shape[0] - n_missing_samples, dtype=np.bool), np.ones(n_missing_samples, dtype=np.bool)))\n",
"rng = np.random.RandomState(0)\n",
"rng.shuffle(missing_samples)\n",
"missing_features = rng.randint(0, X_train.shape[1], n_missing_samples)\n",
"X_train[np.where(missing_samples)[0], missing_features] = np.nan"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = pd.DataFrame(data = X_train)\n",
"df['Label'] = pd.Series(y_train, index=df.index)\n",
"df.head()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment. This includes setting `experiment_exit_score`, which should cause the run to complete before the `iterations` count is reached.\n",
"\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",
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
"|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
"|**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.|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 20,\n",
" preprocess = True,\n",
" experiment_exit_score = 0.9984,\n",
" blacklist_models = ['KNN','LinearSVM'],\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model which has the smallest `accuracy` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# lookup_metric = \"accuracy\"\n",
"# best_run, fitted_model = local_run.get_output(metric = lookup_metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the third iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# iteration = 3\n",
"# best_run, fitted_model = local_run.get_output(iteration = iteration)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the engineered names for featurized data\n",
"Below we display the engineered feature names generated for the featurized data using the preprocessing featurization."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_engineered_feature_names()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the featurization summary\n",
"Below we display the featurization that was performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:-\n",
"- Raw feature name\n",
"- Number of engineered features formed out of this raw feature\n",
"- Type detected\n",
"- If feature was dropped\n",
"- List of feature transformations for the raw feature"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_featurization_summary()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_test = digits.data[:10, :]\n",
"y_test = digits.target[:10]\n",
"images = digits.images[:10]\n",
"\n",
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(1, figsize=(3,3))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" plt.show()\n"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,357 @@
{
"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/model-explanation/auto-ml-model-explanation.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Explain classification model and visualize the explanation**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the sklearn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use the AutoML Classifier for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you would see\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Instantiating AutoMLConfig\n",
"3. Training the Model using local compute and explain the model\n",
"4. Visualization model's feature importance in widget\n",
"5. Explore best model's explanation"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import pandas as pd\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\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",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"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)"
]
},
{
"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",
"|**max_time_sec**|Time limit in minutes for each iterations|\n",
"|**iterations**|Number of iterations. In each iteration Auto ML trains the data with a specific pipeline|\n",
"|**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. |"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 200,\n",
" iterations = 10,\n",
" verbosity = logging.INFO,\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)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can call the submit method on the experiment object and pass the run configuration. For Local runs the execution is synchronous. Depending on the data and number of iterations this can run for while.\n",
"You will see the currently running iterations printing to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Widget for monitoring runs\n",
"\n",
"The widget will sit on \"loading\" until the first iteration completed, then you will see an auto-updating graph and table show up. It refreshed once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"NOTE: The widget displays a link at the bottom. This links to a web-ui to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 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 *fit* invocation. There are overloads on *get_output* that allow you to retrieve the best run and fitted model for *any* logged metric or a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"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)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Beside retrieve the existed model explanation information, explain the model with different train/test data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import explain_model\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)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(overall_summary)\n",
"print(overall_imp)"
]
}
],
"metadata": {
"authors": [
{
"name": "xif"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,954 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression-car-price-model-explaination-and-featurization/auto-ml-regression.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Aml Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n"
]
},
{
"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",
"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 Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Instantiating AutoMLConfig with FeaturizationConfig for customization\n",
"3. Train the model using remote compute.\n",
"4. Explore the results and featurization transparency options\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 on azure portal. \n",
"8. Download the feature importance for raw features and visualize the explanations for raw features on azure portal. \n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"import azureml.dataprep as dprep\n",
"from azureml.automl.core.featurization import FeaturizationConfig\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.core.dataset import Dataset"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression-hardware-explain'\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach existing AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"**Creation of AmlCompute takes approximately 5 minutes.** If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"hardware-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setup Training and Test Data for AutoML experiment\n",
"\n",
"Load the hardware dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model. 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 = 'https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv'\n",
"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"\n",
"# Split the dataset into train and test datasets\n",
"train_data, test_data = dataset.random_split(percentage=0.8, seed=223)\n",
"\n",
"\n",
"# Register the train dataset with your workspace\n",
"train_data.register(workspace = ws, name = 'machineData_train_dataset',\n",
" description = 'hardware performance training data',\n",
" create_new_version=True)\n",
"\n",
"# Register the test dataset with your workspace\n",
"test_data.register(workspace = ws, name = 'machineData_test_dataset', description = 'hardware performance test data', create_new_version=True)\n",
"\n",
"label =\"ERP\"\n",
"\n",
"train_data.to_pandas_dataframe().head()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification, regression or forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**experiment_timeout_hours**| Maximum amount of time in hours that all iterations combined can take before the experiment terminates.|\n",
"|**enable_early_stopping**| Flag to enble early termination if the score is not improving in the short term.|\n",
"|**featurization**| 'auto' / 'off' / FeaturizationConfig Indicator for whether featurization step should be done automatically or not, or whether customized featurization should be used. Setting this enables AutoML to perform featurization on the input to handle *missing data*, and to perform some common *feature extraction*. Note: If the input data is sparse, featurization cannot be turned on.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Customization\n",
"\n",
"Supported customization includes:\n",
"\n",
"1. Column purpose update: Override feature type for the specified column.\n",
"2. Transformer parameter update: Update parameters for the specified transformer. Currently supports Imputer and HashOneHotEncoder.\n",
"3. Drop columns: Columns to drop from being featurized.\n",
"4. Block transformers: Allow/Block transformers to be used on featurization process."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Create FeaturizationConfig object using API calls"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"sample-featurizationconfig-remarks2"
]
},
"outputs": [],
"source": [
"featurization_config = FeaturizationConfig()\n",
"featurization_config.blocked_transformers = ['LabelEncoder']\n",
"#featurization_config.drop_columns = ['MMIN']\n",
"featurization_config.add_column_purpose('MYCT', 'Numeric')\n",
"featurization_config.add_column_purpose('VendorName', 'CategoricalHash')\n",
"#default strategy mean, add transformer param for for 3 columns\n",
"featurization_config.add_transformer_params('Imputer', ['CACH'], {\"strategy\": \"median\"})\n",
"featurization_config.add_transformer_params('Imputer', ['CHMIN'], {\"strategy\": \"median\"})\n",
"featurization_config.add_transformer_params('Imputer', ['PRP'], {\"strategy\": \"most_frequent\"})\n",
"#featurization_config.add_transformer_params('HashOneHotEncoder', [], {\"number_of_bits\": 3})"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"sample-featurizationconfig-remarks3"
]
},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"enable_early_stopping\": True, \n",
" \"experiment_timeout_hours\" : 0.25,\n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"n_cross_validations\": 5,\n",
" \"primary_metric\": 'normalized_root_mean_squared_error',\n",
" \"verbosity\": logging.INFO\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target=compute_target,\n",
" featurization=featurization_config,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of 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 = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the following cell to access previous runs. Uncomment the cell below and update the run_id."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment=experiment, run_id='<run_ID_goes_here')\n",
"#remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run_customized, fitted_model_customized = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Transparency\n",
"\n",
"View updated featurization summary"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer = fitted_model_customized.named_steps['datatransformer']"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer.get_featurization_summary()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"is_user_friendly=False allows for more detailed summary for transforms being applied"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer.get_featurization_summary(is_user_friendly=False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer.get_stats_feature_type_summary()"
]
},
{
"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(metric='r2_score')"
]
},
{
"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",
"import os\n",
"\n",
"# create script folder\n",
"script_folder = './sample_projects/automl-regression-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('<<experiment_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>>', 'machineData_train_dataset') \n",
"# Name of your test dataset register with your workspace\n",
"content = content.replace('<<test_dataset_name>>', 'machineData_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 from automl_run object"
]
},
{
"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",
"# specify CondaDependencies obj\n",
"conda_run_config.environment.python.conda_dependencies = automl_run.get_environment().python.conda_dependencies"
]
},
{
"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 visualizing 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 on the azure portal."
]
},
{
"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 azure portal url 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.interpret import ExplanationClient\n",
"client = ExplanationClient.from_run(automl_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False, comment='engineered explanations')\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"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 azure portal url 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, comment='raw explanations')\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Operationalize\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-interpret* package to create the scoring explainer which will be used to compute the raw and engineered feature importances at the inference time. \n",
"In the cell below, we register the AutoML model and the scoring explainer with the Model Management Service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 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",
"scoring_explainer_model = automl_run.register_model(model_name='scoring_explainer',\n",
" model_path='outputs/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* packages using the training environment from the *automl_run*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"conda_dep = automl_run.get_environment().python.conda_dependencies\n",
"\n",
"with open(\"myenv.yml\",\"w\") as f:\n",
" f.write(conda_dep.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_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",
"from azureml.core.environment import Environment\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores=1, \n",
" memory_gb=1, \n",
" tags={\"data\": \"Machine Data\", \n",
" \"method\" : \"local_explanation\"}, \n",
" description='Get local explanations for Machine test data')\n",
"\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
"inference_config = InferenceConfig(entry_script=\"score_explain.py\", environment=myenv)\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",
" X_test = test_data.drop_columns([label]).to_pandas_dataframe()\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()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# preview the first 3 rows of the dataset\n",
"\n",
"test_data = test_data.to_pandas_dataframe()\n",
"y_test = test_data['ERP'].fillna(0)\n",
"test_data = test_data.drop('ERP', 1)\n",
"test_data = test_data.fillna(0)\n",
"\n",
"\n",
"train_data = train_data.to_pandas_dataframe()\n",
"y_train = train_data['ERP'].fillna(0)\n",
"train_data = train_data.drop('ERP', 1)\n",
"train_data = train_data.fillna(0)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = fitted_model.predict(train_data)\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = fitted_model.predict(test_data)\n",
"y_residual_test = y_test - y_pred_test"
]
},
{
"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, -100, 100])\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, -100, 100])\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 inline\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()"
]
}
],
"metadata": {
"authors": [
{
"name": "anshirga"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"category": "tutorial",
"compute": [
"AML"
],
"datasets": [
"MachineData"
],
"deployment": [
"ACI"
],
"exclude_from_index": false,
"framework": [
"None"
],
"friendly_name": "Automated ML run with featurization and model explainability.",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"tags": [
"featurization",
"explainability",
"remote_run",
"AutomatedML"
],
"task": "Regression"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,36 +0,0 @@
import pandas as pd
import joblib
from azureml.core.model import Model
from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations
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='regression')
# 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}

View File

@@ -1,82 +0,0 @@
# Copyright (c) Microsoft. All rights reserved.
# Licensed under the MIT license.
import os
import joblib
from interpret.ext.glassbox import LGBMExplainableModel
from azureml.automl.core.shared.constants import MODEL_PATH
from azureml.core.experiment import Experiment
from azureml.core.dataset import Dataset
from azureml.core.run import Run
from azureml.interpret.mimic_wrapper import MimicWrapper
from azureml.interpret.scoring.scoring_explainer import TreeScoringExplainer
from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations, \
automl_check_model_if_explainable
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, '<<experiment_name>>')
automl_run = Run(experiment=experiment, run_id='<<run_id>>')
# Check if this AutoML model is explainable
if not automl_check_model_if_explainable(automl_run):
raise Exception("Model explanations is currently not supported for " + automl_run.get_properties().get(
'run_algorithm'))
# 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'], tag='engineered explanations',
eval_dataset=automl_explainer_setup_obj.X_test_transform)
# Compute the raw explanations
raw_explanations = explainer.explain(['local', 'global'], get_raw=True, tag='raw explanations',
raw_feature_names=automl_explainer_setup_obj.raw_feature_names,
eval_dataset=automl_explainer_setup_obj.X_test_transform,
raw_eval_dataset=automl_explainer_setup_obj.X_test_raw)
print("Engineered and raw explanations computed successfully")
# Initialize the ScoringExplainer
scoring_explainer = TreeScoringExplainer(explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map])
# Pickle scoring explainer locally
with open('scoring_explainer.pkl', 'wb') as stream:
joblib.dump(scoring_explainer, stream)
# Upload the scoring explainer to the automl run
automl_run.upload_file('outputs/scoring_explainer.pkl', 'scoring_explainer.pkl')

View File

@@ -21,7 +21,7 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Aml Compute**_\n",
"_**Regression with Local Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
@@ -29,8 +29,7 @@
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"\n"
"1. [Test](#Test)\n"
]
},
{
@@ -38,9 +37,9 @@
"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",
"In this example we use the scikit-learn's [diabetes dataset](http://scikit-learn.org/stable/datasets/index.html#diabetes-dataset) to showcase how you can use AutoML for a simple regression problem.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
@@ -56,7 +55,7 @@
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
"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."
]
},
{
@@ -70,32 +69,13 @@
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
" \n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.23.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
@@ -104,17 +84,20 @@
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression'\n",
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-local-regression'\n",
"project_folder = './sample_projects/automl-local-regression'\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['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
@@ -124,8 +107,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you use `AmlCompute` as your training compute resource."
"## Data\n",
"This uses scikit-learn's [load_diabetes](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html) method."
]
},
{
@@ -134,52 +117,15 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"# Load the diabetes dataset, a well-known built-in small dataset that comes with scikit-learn.\n",
"from sklearn.datasets import load_diabetes\n",
"from sklearn.model_selection import train_test_split\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"reg-cluster\"\n",
"X, y = load_diabetes(return_X_y = True)\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"columns = ['age', 'gender', 'bmi', 'bp', 's1', 's2', 's3', 's4', 's5', 's6']\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"Load the hardware dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"\n",
"# Split the dataset into train and test datasets\n",
"train_data, test_data = dataset.random_split(percentage=0.8, seed=223)\n",
"\n",
"label = \"ERP\"\n"
"X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.2, random_state = 0)"
]
},
{
@@ -192,48 +138,40 @@
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification, regression or forecasting|\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",
"|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"automlconfig-remarks-sample"
]
},
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"enable_early_stopping\": True, \n",
" \"experiment_timeout_hours\": 0.3, #for real scenarios we reccommend a timeout of at least one hour \n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" compute_target = compute_target,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" **automl_settings\n",
" )"
" iteration_timeout_minutes = 10,\n",
" iterations = 10,\n",
" primary_metric = 'spearman_correlation',\n",
" n_cross_validations = 5,\n",
" debug_log = 'automl.log',\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of remote runs is asynchronous. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
"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."
]
},
{
@@ -242,7 +180,7 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
@@ -251,18 +189,7 @@
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
"local_run"
]
},
{
@@ -290,7 +217,16 @@
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
@@ -299,7 +235,15 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
@@ -317,7 +261,7 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
@@ -337,7 +281,7 @@
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
@@ -357,7 +301,7 @@
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
"print(third_run)\n",
"print(third_model)"
]
@@ -370,17 +314,10 @@
]
},
{
"cell_type": "code",
"execution_count": null,
"cell_type": "markdown",
"metadata": {},
"outputs": [],
"source": [
"y_test = test_data.keep_columns('ERP').to_pandas_dataframe()\n",
"test_data = test_data.drop_columns('ERP').to_pandas_dataframe()\n",
"\n",
"\n",
"y_train = train_data.keep_columns('ERP').to_pandas_dataframe()\n",
"train_data = train_data.drop_columns('ERP').to_pandas_dataframe()\n"
"Predict on training and test set, and calculate residual values."
]
},
{
@@ -389,11 +326,11 @@
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = fitted_model.predict(train_data)\n",
"y_residual_train = y_train.values - y_pred_train\n",
"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(test_data)\n",
"y_residual_test = y_test.values - y_pred_test"
"y_pred_test = fitted_model.predict(X_test)\n",
"y_residual_test = y_test - y_pred_test"
]
},
{
@@ -412,57 +349,41 @@
"f.set_figwidth(16)\n",
"\n",
"# Plot residual values of training set.\n",
"a0.axis([0, 360, -100, 100])\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.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', bins = 10, histtype = 'step')\n",
"a0.hist(y_residual_train, orientation = 'horizontal', color = 'b', alpha = 0.2, bins = 10)\n",
"\n",
"# Plot residual values of test set.\n",
"a1.axis([0, 90, -100, 100])\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.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', bins = 10, histtype = 'step')\n",
"a1.hist(y_residual_test, orientation = 'horizontal', color = 'b', alpha = 0.2, bins = 10)\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\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": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
"name": "savitam"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -478,7 +399,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
"version": "3.6.6"
}
},
"nbformat": 4,

View File

@@ -0,0 +1,555 @@
{
"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/remote-amlcompute/auto-ml-remote-amlcompute.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Remote Execution using AmlCompute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you would see\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Create or Attach existing AmlCompute to a workspace.\n",
"3. Configure AutoML using `AutoMLConfig`.\n",
"4. Train the model using AmlCompute\n",
"5. Explore the results.\n",
"6. Test the best fitted model.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- **Parallel** executions for iterations\n",
"- **Asynchronous** tracking of progress\n",
"- **Cancellation** of individual iterations or the entire run\n",
"- Retrieving models for any iteration or logged metric\n",
"- Specifying AutoML settings as `**kwargs`"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"import os\n",
"import csv\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the run history container in the workspace.\n",
"experiment_name = 'automl-remote-amlcompute'\n",
"project_folder = './project'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach existing AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you create `AmlCompute` as your training compute resource.\n",
"\n",
"**Creation of AmlCompute takes approximately 5 minutes.** If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"cpu-cluster\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
"\n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\\n\",\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
"\n",
" # Can poll for a minimum number of nodes and for a specific timeout.\n",
" # If no min_node_count is provided, it will use the scale settings for the cluster.\n",
" compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
" # For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"For remote executions, you need to make the data accessible from the remote compute.\n",
"This can be done by uploading the data to DataStore.\n",
"In this example, we upload scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_train = datasets.load_digits()\n",
"\n",
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"if not os.path.exists(project_folder):\n",
" os.makedirs(project_folder)\n",
" \n",
"pd.DataFrame(data_train.data).to_csv(\"data/X_train.tsv\", index=False, header=False, quoting=csv.QUOTE_ALL, sep=\"\\t\")\n",
"pd.DataFrame(data_train.target).to_csv(\"data/y_train.tsv\", index=False, header=False, sep=\"\\t\")\n",
"\n",
"ds = ws.get_default_datastore()\n",
"ds.upload(src_dir='./data', target_path='bai_data', overwrite=True, show_progress=True)\n",
"\n",
"from azureml.core.runconfig import DataReferenceConfiguration\n",
"dr = DataReferenceConfiguration(datastore_name=ds.name, \n",
" path_on_datastore='bai_data', \n",
" path_on_compute='/tmp/azureml_runs',\n",
" mode='download', # download files from datastore to compute target\n",
" overwrite=False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"conda_run_config.environment.docker.base_image = azureml.core.runconfig.DEFAULT_CPU_IMAGE\n",
"\n",
"# set the data reference of the run coonfiguration\n",
"conda_run_config.data_references = {ds.name: dr}\n",
"\n",
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]'], conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile $project_folder/get_data.py\n",
"\n",
"import pandas as pd\n",
"\n",
"def get_data():\n",
" X_train = pd.read_csv(\"/tmp/azureml_runs/bai_data/X_train.tsv\", delimiter=\"\\t\", header=None, quotechar='\"')\n",
" y_train = pd.read_csv(\"/tmp/azureml_runs/bai_data/y_train.tsv\", delimiter=\"\\t\", header=None, quotechar='\"')\n",
"\n",
" return { \"X\" : X_train.values, \"y\" : y_train[0].values }\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"You can specify `automl_settings` as `**kwargs` as well. Also note that you can use a `get_data()` function for local excutions too.\n",
"\n",
"**Note:** When using AmlCompute, you can't pass Numpy arrays directly to the fit method.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**max_concurrent_iterations**|Maximum number of iterations that would be executed in parallel. This should be less than the number of cores on the DSVM.|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 10,\n",
" \"iterations\": 20,\n",
" \"n_cross_validations\": 5,\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"preprocess\": False,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" data_script = project_folder + \"/get_data.py\",\n",
" **automl_settings\n",
" )\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. For remote runs the execution is asynchronous, so you will see the iterations get populated as they complete. You can interact with the widgets and models even when the experiment is running to retrieve the best model up to that point. Once you are satisfied with the model, you can cancel a particular iteration or the whole run.\n",
"In this example, we specify `show_output = False` to suppress console output while the run is in progress."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results\n",
"\n",
"#### Loading executed runs\n",
"In case you need to load a previously executed run, enable the cell below and replace the `run_id` value."
]
},
{
"cell_type": "raw",
"metadata": {},
"source": [
"remote_run = AutoMLRun(experiment = experiment, run_id = 'AutoML_5db13491-c92a-4f1d-b622-8ab8d973a058')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"You can click on a pipeline to see run properties and output logs. Logs are also available on the DSVM under `/tmp/azureml_run/{iterationid}/azureml-logs`\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait until the run finishes.\n",
"remote_run.wait_for_completion(show_output = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Cancelling Runs\n",
"\n",
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
"# remote_run.cancel()\n",
"\n",
"# Cancel iteration 1 and move onto iteration 2.\n",
"# remote_run.cancel_iteration(1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model which has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the third iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = remote_run.get_output(iteration=iteration)\n",
"print(third_run)\n",
"print(third_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"#### Load Test Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_test = digits.data[:10, :]\n",
"y_test = digits.target[:10]\n",
"images = digits.images[:10]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(1, figsize=(3,3))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" plt.show()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,247 @@
{
"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/sample-weight/auto-ml-sample-weight.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Sample Weight**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Test](#Test)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use sample weight with AutoML. Sample weight is used where some sample values are more important than others.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to configure AutoML to use `sample_weight` and you will see the difference sample weight makes to the test results."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose names for the regular and the sample weight experiments.\n",
"experiment_name = 'non_sample_weight_experiment'\n",
"sample_weight_experiment_name = 'sample_weight_experiment'\n",
"\n",
"project_folder = './sample_projects/sample_weight'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"sample_weight_experiment=Experiment(ws, sample_weight_experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate two `AutoMLConfig` objects. One will be used with `sample_weight` and one without."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_train = digits.data[100:,:]\n",
"y_train = digits.target[100:]\n",
"\n",
"# The example makes the sample weight 0.9 for the digit 4 and 0.1 for all other digits.\n",
"# This makes the model more likely to classify as 4 if the image it not clear.\n",
"sample_weight = np.array([(0.9 if x == 4 else 0.01) for x in y_train])\n",
"\n",
"automl_classifier = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 10,\n",
" n_cross_validations = 2,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)\n",
"\n",
"automl_sample_weight = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 10,\n",
" n_cross_validations = 2,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" sample_weight = sample_weight,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment objects and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_classifier, show_output = True)\n",
"sample_weight_run = sample_weight_experiment.submit(automl_sample_weight, show_output = True)\n",
"\n",
"best_run, fitted_model = local_run.get_output()\n",
"best_run_sample_weight, fitted_model_sample_weight = sample_weight_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"#### Load Test Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_test = digits.data[:100, :]\n",
"y_test = digits.target[:100]\n",
"images = digits.images[:100]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Compare the Models\n",
"The prediction from the sample weight model is more likely to correctly predict 4's. However, it is also more likely to predict 4 for some images that are not labelled as 4."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Randomly select digits and test.\n",
"for index in range(0,len(y_test)):\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" predicted_sample_weight = fitted_model_sample_weight.predict(X_test[index:index + 1])[0]\n",
" label = y_test[index]\n",
" if predicted == 4 or predicted_sample_weight == 4 or label == 4:\n",
" title = \"Label value = %d Predicted value = %d Prediced with sample weight = %d\" % (label, predicted, predicted_sample_weight)\n",
" fig = plt.figure(1, figsize=(3,3))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" plt.show()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,387 @@
{
"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/sparse-data-train-test-split/auto-ml-sparse-data-train-test-split.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Train Test Split and Handling Sparse Data**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the scikit-learn's [20newsgroup](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.fetch_20newsgroups.html) to showcase how you can use AutoML for handling sparse data and how to specify custom cross validations splits.\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"4. Train the model.\n",
"5. Explore the results.\n",
"6. Test the best fitted model.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- Explicit train test splits \n",
"- Handling **sparse data** in the input"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the experiment\n",
"experiment_name = 'sparse-data-train-test-split'\n",
"# project folder\n",
"project_folder = './sample_projects/sparse-data-train-test-split'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn.datasets import fetch_20newsgroups\n",
"from sklearn.feature_extraction.text import HashingVectorizer\n",
"from sklearn.model_selection import train_test_split\n",
"\n",
"remove = ('headers', 'footers', 'quotes')\n",
"categories = [\n",
" 'alt.atheism',\n",
" 'talk.religion.misc',\n",
" 'comp.graphics',\n",
" 'sci.space',\n",
"]\n",
"data_train = fetch_20newsgroups(subset = 'train', categories = categories,\n",
" shuffle = True, random_state = 42,\n",
" remove = remove)\n",
"\n",
"X_train, X_valid, y_train, y_valid = train_test_split(data_train.data, data_train.target, test_size = 0.33, random_state = 42)\n",
"\n",
"\n",
"vectorizer = HashingVectorizer(stop_words = 'english', alternate_sign = False,\n",
" n_features = 2**16)\n",
"X_train = vectorizer.transform(X_train)\n",
"X_valid = vectorizer.transform(X_valid)\n",
"\n",
"summary_df = pd.DataFrame(index = ['No of Samples', 'No of Features'])\n",
"summary_df['Train Set'] = [X_train.shape[0], X_train.shape[1]]\n",
"summary_df['Validation Set'] = [X_valid.shape[0], X_valid.shape[1]]\n",
"summary_df"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**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",
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.<br>**Note:** If input data is sparse, you cannot use *True*.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features] for the custom validation set.|\n",
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 5,\n",
" preprocess = False,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" X_valid = X_valid, \n",
" y_valid = y_valid, \n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
" \n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model which has the smallest `accuracy` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# lookup_metric = \"accuracy\"\n",
"# best_run, fitted_model = local_run.get_output(metric = lookup_metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the third iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# iteration = 3\n",
"# best_run, fitted_model = local_run.get_output(iteration = iteration)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load test data.\n",
"from pandas_ml import ConfusionMatrix\n",
"\n",
"data_test = fetch_20newsgroups(subset = 'test', categories = categories,\n",
" shuffle = True, random_state = 42,\n",
" remove = remove)\n",
"\n",
"X_test = vectorizer.transform(data_test.data)\n",
"y_test = data_test.target\n",
"\n",
"# Test our best pipeline.\n",
"\n",
"y_pred = fitted_model.predict(X_test)\n",
"y_pred_strings = [data_test.target_names[i] for i in y_pred]\n",
"y_test_strings = [data_test.target_names[i] for i in y_test]\n",
"\n",
"cm = ConfusionMatrix(y_test_strings, y_pred_strings)\n",
"print(cm)\n",
"cm.plot()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,113 +0,0 @@
# Table of Contents
1. [Introduction](#introduction)
1. [Setup using Azure Data Studio](#azuredatastudiosetup)
1. [Energy demand example using Azure Data Studio](#azuredatastudioenergydemand)
1. [Set using SQL Server Management Studio for SQL Server 2017 on Windows](#ssms2017)
1. [Set using SQL Server Management Studio for SQL Server 2019 on Linux](#ssms2019)
1. [Energy demand example using SQL Server Management Studio](#ssmsenergydemand)
<a name="introduction"></a>
# Introduction
SQL Server 2017 or 2019 can call Azure ML automated machine learning to create models trained on data from SQL Server.
This uses the sp_execute_external_script stored procedure, which can call Python scripts.
SQL Server 2017 and SQL Server 2019 can both run on Windows or Linux.
However, this integration is not available for SQL Server 2017 on Linux.
This folder shows how to setup the integration and has a sample that uses the integration to train and predict based on an energy demand dataset.
This integration is part of SQL Server and so can be used from any SQL client.
These instructions show using it from Azure Data Studio or SQL Server Managment Studio.
<a name="azuredatastudiosetup"></a>
## Setup using Azure Data Studio
These step show setting up the integration using Azure Data Studio.
1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
1. Install Azure Data Studio from [https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017)
1. Start Azure Data Studio and connect to SQL Server. [https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017)
1. Create a database named "automl".
1. Open the notebook how-to-use-azureml\automated-machine-learning\sql-server\setup\auto-ml-sql-setup.ipynb and follow the instructions in it.
<a name="azuredatastudioenergydemand"></a>
## Energy demand example using Azure Data Studio
Once you have completed the setup, you can try the energy demand sample in the notebook energy-demand\auto-ml-sql-energy-demand.ipynb.
This has cells to train a model, predict based on the model and show metrics for each pipeline run in training the model.
<a name="ssms2017"></a>
## Setup using SQL Server Management Studio for SQL Server 2017 on Windows
These instruction setup the integration for SQL Server 2017 on Windows.
1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
2. Enable external scripts with the following commands:
```sh
sp_configure 'external scripts enabled',1
reconfigure with override
```
3. Stop SQL Server.
4. Install the automated machine learning libraries using the following commands from Administrator command prompt (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name)
```sh
cd "C:\Program Files\Microsoft SQL Server"
cd "MSSQL14.MSSQLSERVER\PYTHON_SERVICES"
python.exe -m pip install azureml-sdk[automl]
python.exe -m pip install --upgrade numpy
python.exe -m pip install --upgrade sklearn
```
5. Start SQL Server and the service "SQL Server Launchpad service".
6. In Windows Firewall, click on advanced settings and in Outbound Rules, disable "Block network access for R local user accounts in SQL Server instance xxxx".
7. Execute the files in the setup folder in SQL Server Management Studio: aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql and AutoMLTrain.sql
8. Create an Azure Machine Learning Workspace. You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace ](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
9. Create a config.json file file using the subscription id, resource group name and workspace name that you used to create the workspace. The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
10. Create an Azure service principal. You can do this with the commands:
```sh
az login
az account set --subscription subscriptionid
az ad sp create-for-rbac --name principlename --password password
```
11. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table. Set \<path\> as the absolute path to your config.json file. Set the name to “Default”.
<a name="ssms2019"></a>
## Setup using SQL Server Management Studio for SQL Server 2019 on Linux
1. Install SQL Server 2019 from: [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
2. Install machine learning support from: [https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu](https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu)
3. Then install SQL Server management Studio from [https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017)
4. Enable external scripts with the following commands:
```sh
sp_configure 'external scripts enabled',1
reconfigure with override
```
5. Stop SQL Server.
6. Install the automated machine learning libraries using the following commands from Administrator command (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name):
```sh
sudo /opt/mssql/mlservices/bin/python/python -m pip install azureml-sdk[automl]
sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade numpy
sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade sklearn
```
7. Start SQL Server.
8. Execute the files aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql, AutoMLForecast.sql and AutoMLTrain.sql in SQL Server Management Studio.
9. Create an Azure Machine Learning Workspace. You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
10. Create a config.json file file using the subscription id, resource group name and workspace name that you use to create the workspace. The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
11. Create an Azure service principal. You can do this with the commands:
```sh
az login
az account set --subscription subscriptionid
az ad sp create-for-rbac --name principlename --password password
```
12. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table. Set \<path\> as the absolute path to your config.json file. Set the name to “Default”.
<a name="ssmsenergydemand"></a>
## Energy demand example using SQL Server Management Studio
Once you have completed the setup, you can try the energy demand sample queries.
First you need to load the sample data in the database.
1. In SQL Server Management Studio, you can right-click the database, select Tasks, then Import Flat file.
1. Select the file MachineLearningNotebooks\notebooks\how-to-use-azureml\automated-machine-learning\forecasting-energy-demand\nyc_energy.csv.
1. When you get to the column definition page, allow nulls for all columns.
You can then run the queries in the energy-demand folder:
* TrainEnergyDemand.sql runs AutoML, trains multiple models on data and selects the best model.
* ForecastEnergyDemand.sql forecasts based on the most recent training run.
* GetMetrics.sql returns all the metrics for each model in the most recent training run.

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@@ -0,0 +1,208 @@
{
"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/subsampling/auto-ml-subsampling-local.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Local Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we will explore AutoML's subsampling feature. This is useful for training on large datasets to speed up the convergence.\n",
"\n",
"The setup is quiet similar to a normal classification, with the exception of the `enable_subsampling` option. Keep in mind that even with the `enable_subsampling` flag set, subsampling will only be run for large datasets (>= 50k rows) and large (>= 85) or no iteration restrictions.\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",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.train.automl.run import AutoMLRun"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-subsampling'\n",
"project_folder = './sample_projects/automl-subsampling'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"pd.DataFrame(data = output, index = ['']).T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"\n",
"We will create a simple dataset using the numpy sin function just for this example. We need just over 50k rows."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"base = np.arange(60000)\n",
"cos = np.cos(base)\n",
"y = np.round(np.sin(base)).astype('int')\n",
"\n",
"# Exclude the first 100 rows from training so that they can be used for test.\n",
"X_train = np.hstack((base.reshape(-1, 1), cos.reshape(-1, 1)))\n",
"y_train = y"
]
},
{
"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",
"|**enable_subsampling**|This enables subsampling as an option. However it does not guarantee subsampling will be used. It also depends on how large the dataset is and how many iterations it's expected to run at a minimum.|\n",
"|**iterations**|Number of iterations. Subsampling requires a lot of iterations at smaller percent so in order for subsampling to be used we need to set iterations to be a high number.|\n",
"|**experiment_timeout_minutes**|The experiment timeout, it's set to 5 right now to shorten the demo but it should probably be higher if we want to finish all the iterations.|\n",
"\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'accuracy',\n",
" iterations = 85,\n",
" experiment_timeout_minutes = 5,\n",
" n_cross_validations = 2,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" enable_subsampling=True,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "rogehe"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,33 @@
Azure Databricks is a managed Spark offering on Azure and customers already use it for advanced analytics. It provides a collaborative Notebook based environment with CPU or GPU based compute cluster.
In this section, you will find sample notebooks on how to use Azure Machine Learning SDK with Azure Databricks. You can train a model using Spark MLlib and then deploy the model to ACI/AKS from within Azure Databricks. You can also use Automated ML capability (**public preview**) of Azure ML SDK with Azure Databricks.
- Customers who use Azure Databricks for advanced analytics can now use the same cluster to run experiments with or without automated machine learning.
- You can keep the data within the same cluster.
- You can leverage the local worker nodes with autoscale and auto termination capabilities.
- You can use multiple cores of your Azure Databricks cluster to perform simultenous training.
- You can further tune the model generated by automated machine learning if you chose to.
- Every run (including the best run) is available as a pipeline, which you can tune further if needed.
- The model trained using Azure Databricks can be registered in Azure ML SDK workspace and then deployed to Azure managed compute (ACI or AKS) using the Azure Machine learning SDK.
Please follow our [Azure doc](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#azure-databricks) to install the sdk in your Azure Databricks cluster before trying any of the sample notebooks.
**Single file** -
The following archive contains all the sample notebooks. You can the run notebooks after importing [DBC](Databricks_AMLSDK_1-4_6.dbc) in your Databricks workspace instead of downloading individually.
Notebooks 1-4 have to be run sequentially & are related to Income prediction experiment based on this [dataset](https://archive.ics.uci.edu/ml/datasets/adult) and demonstrate how to data prep, train and operationalize a Spark ML model with Azure ML Python SDK from within Azure Databricks.
Notebook 6 is an Automated ML sample notebook for Classification.
Learn more about [how to use Azure Databricks as a development environment](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-environment#azure-databricks) for Azure Machine Learning service.
**Databricks as a Compute Target from AML Pipelines**
You can use Azure Databricks as a compute target from [Azure Machine Learning Pipelines](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-ml-pipelines). Take a look at this notebook for details: [aml-pipelines-use-databricks-as-compute-target.ipynb](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/databricks-as-remote-compute-target/aml-pipelines-use-databricks-as-compute-target.ipynb).
For more on SDK concepts, please refer to [notebooks](https://github.com/Azure/MachineLearningNotebooks).
**Please let us know your feedback.**
![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/README.png)

View File

@@ -0,0 +1,380 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Azure ML & Azure Databricks notebooks by Parashar Shah.\n",
"\n",
"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/azure-databricks/amlsdk/build-model-run-history-03.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Model Building"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import pprint\n",
"import numpy as np\n",
"\n",
"from pyspark.ml import Pipeline, PipelineModel\n",
"from pyspark.ml.feature import OneHotEncoder, StringIndexer, VectorAssembler\n",
"from pyspark.ml.classification import LogisticRegression\n",
"from pyspark.ml.evaluation import BinaryClassificationEvaluator\n",
"from pyspark.ml.tuning import CrossValidator, ParamGridBuilder"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"# Check core SDK version number\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set auth to be used by workspace related APIs.\n",
"# For automation or CI/CD ServicePrincipalAuthentication can be used.\n",
"# https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.authentication.serviceprincipalauthentication?view=azure-ml-py\n",
"auth = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# import the Workspace class and check the azureml SDK version\n",
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.from_config(auth = auth)\n",
"print('Workspace name: ' + ws.name, \n",
" 'Azure region: ' + ws.location, \n",
" 'Subscription id: ' + ws.subscription_id, \n",
" 'Resource group: ' + ws.resource_group, sep = '\\n')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#get the train and test datasets\n",
"train_data_path = \"AdultCensusIncomeTrain\"\n",
"test_data_path = \"AdultCensusIncomeTest\"\n",
"\n",
"train = spark.read.parquet(train_data_path)\n",
"test = spark.read.parquet(test_data_path)\n",
"\n",
"print(\"train: ({}, {})\".format(train.count(), len(train.columns)))\n",
"print(\"test: ({}, {})\".format(test.count(), len(test.columns)))\n",
"\n",
"train.printSchema()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Define Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"label = \"income\"\n",
"dtypes = dict(train.dtypes)\n",
"dtypes.pop(label)\n",
"\n",
"si_xvars = []\n",
"ohe_xvars = []\n",
"featureCols = []\n",
"for idx,key in enumerate(dtypes):\n",
" if dtypes[key] == \"string\":\n",
" featureCol = \"-\".join([key, \"encoded\"])\n",
" featureCols.append(featureCol)\n",
" \n",
" tmpCol = \"-\".join([key, \"tmp\"])\n",
" # string-index and one-hot encode the string column\n",
" #https://spark.apache.org/docs/2.3.0/api/java/org/apache/spark/ml/feature/StringIndexer.html\n",
" #handleInvalid: Param for how to handle invalid data (unseen labels or NULL values). \n",
" #Options are 'skip' (filter out rows with invalid data), 'error' (throw an error), \n",
" #or 'keep' (put invalid data in a special additional bucket, at index numLabels). Default: \"error\"\n",
" si_xvars.append(StringIndexer(inputCol=key, outputCol=tmpCol, handleInvalid=\"skip\"))\n",
" ohe_xvars.append(OneHotEncoder(inputCol=tmpCol, outputCol=featureCol))\n",
" else:\n",
" featureCols.append(key)\n",
"\n",
"# string-index the label column into a column named \"label\"\n",
"si_label = StringIndexer(inputCol=label, outputCol='label')\n",
"\n",
"# assemble the encoded feature columns in to a column named \"features\"\n",
"assembler = VectorAssembler(inputCols=featureCols, outputCol=\"features\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.run import Run\n",
"from azureml.core.experiment import Experiment\n",
"import numpy as np\n",
"import os\n",
"import shutil\n",
"\n",
"model_name = \"AdultCensus_runHistory.mml\"\n",
"model_dbfs = os.path.join(\"/dbfs\", model_name)\n",
"run_history_name = 'spark-ml-notebook'\n",
"\n",
"# start a training run by defining an experiment\n",
"myexperiment = Experiment(ws, \"Ignite_AI_Talk\")\n",
"root_run = myexperiment.start_logging()\n",
"\n",
"# Regularization Rates - \n",
"regs = [0.0001, 0.001, 0.01, 0.1]\n",
" \n",
"# try a bunch of regularization rate in a Logistic Regression model\n",
"for reg in regs:\n",
" print(\"Regularization rate: {}\".format(reg))\n",
" # create a bunch of child runs\n",
" with root_run.child_run(\"reg-\" + str(reg)) as run:\n",
" # create a new Logistic Regression model.\n",
" lr = LogisticRegression(regParam=reg)\n",
" \n",
" # put together the pipeline\n",
" pipe = Pipeline(stages=[*si_xvars, *ohe_xvars, si_label, assembler, lr])\n",
"\n",
" # train the model\n",
" model_p = pipe.fit(train)\n",
" \n",
" # make prediction\n",
" pred = model_p.transform(test)\n",
" \n",
" # evaluate. note only 2 metrics are supported out of the box by Spark ML.\n",
" bce = BinaryClassificationEvaluator(rawPredictionCol='rawPrediction')\n",
" au_roc = bce.setMetricName('areaUnderROC').evaluate(pred)\n",
" au_prc = bce.setMetricName('areaUnderPR').evaluate(pred)\n",
"\n",
" print(\"Area under ROC: {}\".format(au_roc))\n",
" print(\"Area Under PR: {}\".format(au_prc))\n",
" \n",
" # log reg, au_roc, au_prc and feature names in run history\n",
" run.log(\"reg\", reg)\n",
" run.log(\"au_roc\", au_roc)\n",
" run.log(\"au_prc\", au_prc)\n",
" run.log_list(\"columns\", train.columns)\n",
"\n",
" # save model\n",
" model_p.write().overwrite().save(model_name)\n",
" \n",
" # upload the serialized model into run history record\n",
" mdl, ext = model_name.split(\".\")\n",
" model_zip = mdl + \".zip\"\n",
" shutil.make_archive(mdl, 'zip', model_dbfs)\n",
" run.upload_file(\"outputs/\" + model_name, model_zip) \n",
" #run.upload_file(\"outputs/\" + model_name, path_or_stream = model_dbfs) #cannot deal with folders\n",
"\n",
" # now delete the serialized model from local folder since it is already uploaded to run history \n",
" shutil.rmtree(model_dbfs)\n",
" os.remove(model_zip)\n",
" \n",
"# Declare run completed\n",
"root_run.complete()\n",
"root_run_id = root_run.id\n",
"print (\"run id:\", root_run.id)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"metrics = root_run.get_metrics(recursive=True)\n",
"best_run_id = max(metrics, key = lambda k: metrics[k]['au_roc'])\n",
"print(best_run_id, metrics[best_run_id]['au_roc'], metrics[best_run_id]['reg'])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Get the best run\n",
"child_runs = {}\n",
"\n",
"for r in root_run.get_children():\n",
" child_runs[r.id] = r\n",
" \n",
"best_run = child_runs[best_run_id]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Download the model from the best run to a local folder\n",
"best_model_file_name = \"best_model.zip\"\n",
"best_run.download_file(name = 'outputs/' + model_name, output_file_path = best_model_file_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Model Evaluation"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"##unzip the model to dbfs (as load() seems to require that) and load it.\n",
"if os.path.isfile(model_dbfs) or os.path.isdir(model_dbfs):\n",
" shutil.rmtree(model_dbfs)\n",
"shutil.unpack_archive(best_model_file_name, model_dbfs)\n",
"\n",
"model_p_best = PipelineModel.load(model_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# make prediction\n",
"pred = model_p_best.transform(test)\n",
"output = pred[['hours_per_week','age','workclass','marital_status','income','prediction']]\n",
"display(output.limit(5))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# evaluate. note only 2 metrics are supported out of the box by Spark ML.\n",
"bce = BinaryClassificationEvaluator(rawPredictionCol='rawPrediction')\n",
"au_roc = bce.setMetricName('areaUnderROC').evaluate(pred)\n",
"au_prc = bce.setMetricName('areaUnderPR').evaluate(pred)\n",
"\n",
"print(\"Area under ROC: {}\".format(au_roc))\n",
"print(\"Area Under PR: {}\".format(au_prc))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Model Persistence"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"##NOTE: by default the model is saved to and loaded from /dbfs/ instead of cwd!\n",
"model_p_best.write().overwrite().save(model_name)\n",
"print(\"saved model to {}\".format(model_dbfs))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%sh\n",
"\n",
"ls -la /dbfs/AdultCensus_runHistory.mml/*"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dbutils.notebook.exit(\"success\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/amlsdk/build-model-run-history-03.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "pasha"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
},
"name": "build-model-run-history-03",
"notebookId": 3836944406456339
},
"nbformat": 4,
"nbformat_minor": 1
}

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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Azure ML & Azure Databricks notebooks by Parashar Shah.\n",
"\n",
"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/azure-databricks/amlsdk/deploy-to-aci-04.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please ensure you have run all previous notebooks in sequence before running this.\n",
"\n",
"Please Register Azure Container Instance(ACI) using Azure Portal: https://docs.microsoft.com/en-us/azure/azure-resource-manager/resource-manager-supported-services#portal in your subscription before using the SDK to deploy your ML model to ACI."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"# Check core SDK version number\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set auth to be used by workspace related APIs.\n",
"# For automation or CI/CD ServicePrincipalAuthentication can be used.\n",
"# https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.authentication.serviceprincipalauthentication?view=azure-ml-py\n",
"auth = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.from_config(auth = auth)\n",
"print('Workspace name: ' + ws.name, \n",
" 'Azure region: ' + ws.location, \n",
" 'Subscription id: ' + ws.subscription_id, \n",
" 'Resource group: ' + ws.resource_group, sep = '\\n')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"##NOTE: service deployment always gets the model from the current working dir.\n",
"import os\n",
"\n",
"model_name = \"AdultCensus_runHistory.mml\" # \n",
"model_name_dbfs = os.path.join(\"/dbfs\", model_name)\n",
"\n",
"print(\"copy model from dbfs to local\")\n",
"model_local = \"file:\" + os.getcwd() + \"/\" + model_name\n",
"dbutils.fs.cp(model_name, model_local, True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Register the model\n",
"from azureml.core.model import Model\n",
"mymodel = Model.register(model_path = model_name, # this points to a local file\n",
" model_name = model_name, # this is the name the model is registered as, am using same name for both path and name. \n",
" description = \"ADB trained model by Parashar\",\n",
" workspace = ws)\n",
"\n",
"print(mymodel.name, mymodel.description, mymodel.version)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#%%writefile score_sparkml.py\n",
"score_sparkml = \"\"\"\n",
" \n",
"import json\n",
" \n",
"def init():\n",
" # One-time initialization of PySpark and predictive model\n",
" import pyspark\n",
" from azureml.core.model import Model\n",
" from pyspark.ml import PipelineModel\n",
" \n",
" global trainedModel\n",
" global spark\n",
" \n",
" spark = pyspark.sql.SparkSession.builder.appName(\"ADB and AML notebook by Parashar\").getOrCreate()\n",
" model_name = \"{model_name}\" #interpolated\n",
" model_path = Model.get_model_path(model_name)\n",
" trainedModel = PipelineModel.load(model_path)\n",
" \n",
"def run(input_json):\n",
" if isinstance(trainedModel, Exception):\n",
" return json.dumps({{\"trainedModel\":str(trainedModel)}})\n",
" \n",
" try:\n",
" sc = spark.sparkContext\n",
" input_list = json.loads(input_json)\n",
" input_rdd = sc.parallelize(input_list)\n",
" input_df = spark.read.json(input_rdd)\n",
" \n",
" # Compute prediction\n",
" prediction = trainedModel.transform(input_df)\n",
" #result = prediction.first().prediction\n",
" predictions = prediction.collect()\n",
" \n",
" #Get each scored result\n",
" preds = [str(x['prediction']) for x in predictions]\n",
" result = \",\".join(preds)\n",
" # you can return any data type as long as it is JSON-serializable\n",
" return result.tolist()\n",
" except Exception as e:\n",
" result = str(e)\n",
" return result\n",
" \n",
"\"\"\".format(model_name=model_name)\n",
" \n",
"exec(score_sparkml)\n",
" \n",
"with open(\"score_sparkml.py\", \"w\") as file:\n",
" file.write(score_sparkml)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.conda_dependencies import CondaDependencies \n",
"\n",
"myacienv = CondaDependencies.create(conda_packages=['scikit-learn','numpy','pandas']) #showing how to add libs as an eg. - not needed for this model.\n",
"\n",
"with open(\"mydeployenv.yml\",\"w\") as f:\n",
" f.write(myacienv.serialize_to_string())"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#deploy to ACI\n",
"from azureml.core.webservice import AciWebservice, Webservice\n",
"\n",
"myaci_config = AciWebservice.deploy_configuration(\n",
" cpu_cores = 2, \n",
" memory_gb = 2, \n",
" tags = {'name':'Databricks Azure ML ACI'}, \n",
" description = 'This is for ADB and AML example. Azure Databricks & Azure ML SDK demo with ACI by Parashar.')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# this will take 10-15 minutes to finish\n",
"\n",
"service_name = \"aciws\"\n",
"runtime = \"spark-py\" \n",
"driver_file = \"score_sparkml.py\"\n",
"my_conda_file = \"mydeployenv.yml\"\n",
"\n",
"# image creation\n",
"from azureml.core.image import ContainerImage\n",
"myimage_config = ContainerImage.image_configuration(execution_script = driver_file, \n",
" runtime = runtime, \n",
" conda_file = my_conda_file)\n",
"\n",
"# Webservice creation\n",
"myservice = Webservice.deploy_from_model(\n",
" workspace=ws, \n",
" name=service_name,\n",
" deployment_config = myaci_config,\n",
" models = [mymodel],\n",
" image_config = myimage_config\n",
" )\n",
"\n",
"myservice.wait_for_deployment(show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"help(Webservice)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# List images by ws\n",
"\n",
"for i in ContainerImage.list(workspace = ws):\n",
" print('{}(v.{} [{}]) stored at {} with build log {}'.format(i.name, i.version, i.creation_state, i.image_location, i.image_build_log_uri))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#for using the Web HTTP API \n",
"print(myservice.scoring_uri)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"\n",
"#get the some sample data\n",
"test_data_path = \"AdultCensusIncomeTest\"\n",
"test = spark.read.parquet(test_data_path).limit(5)\n",
"\n",
"test_json = json.dumps(test.toJSON().collect())\n",
"\n",
"print(test_json)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#using data defined above predict if income is >50K (1) or <=50K (0)\n",
"myservice.run(input_data=test_json)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#comment to not delete the web service\n",
"myservice.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/amlsdk/deploy-to-aci-04.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "pasha"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
},
"name": "deploy-to-aci-04",
"notebookId": 3836944406456376
},
"nbformat": 4,
"nbformat_minor": 1
}

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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Azure ML & Azure Databricks notebooks by Parashar Shah.\n",
"\n",
"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/azure-databricks/amlsdk/deploy-to-aks-existingimage-05.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This notebook uses image from ACI notebook for deploying to AKS."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"# Check core SDK version number\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set auth to be used by workspace related APIs.\n",
"# For automation or CI/CD ServicePrincipalAuthentication can be used.\n",
"# https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.authentication.serviceprincipalauthentication?view=azure-ml-py\n",
"auth = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.from_config(auth = auth)\n",
"print('Workspace name: ' + ws.name, \n",
" 'Azure region: ' + ws.location, \n",
" 'Subscription id: ' + ws.subscription_id, \n",
" 'Resource group: ' + ws.resource_group, sep = '\\n')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# List images by ws\n",
"\n",
"from azureml.core.image import ContainerImage\n",
"for i in ContainerImage.list(workspace = ws):\n",
" print('{}(v.{} [{}]) stored at {} with build log {}'.format(i.name, i.version, i.creation_state, i.image_location, i.image_build_log_uri))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.image import Image\n",
"myimage = Image(workspace=ws, name=\"aciws\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#create AKS compute\n",
"#it may take 20-25 minutes to create a new cluster\n",
"\n",
"from azureml.core.compute import AksCompute, ComputeTarget\n",
"\n",
"# Use the default configuration (can also provide parameters to customize)\n",
"prov_config = AksCompute.provisioning_configuration()\n",
"\n",
"aks_name = 'ps-aks-demo2' \n",
"\n",
"# Create the cluster\n",
"aks_target = ComputeTarget.create(workspace = ws, \n",
" name = aks_name, \n",
" provisioning_configuration = prov_config)\n",
"\n",
"aks_target.wait_for_completion(show_output = True)\n",
"\n",
"print(aks_target.provisioning_state)\n",
"print(aks_target.provisioning_errors)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"help( Webservice.deploy_from_image)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice, AksWebservice\n",
"from azureml.core.image import ContainerImage\n",
"\n",
"#Set the web service configuration (using default here with app insights)\n",
"aks_config = AksWebservice.deploy_configuration(enable_app_insights=True)\n",
"\n",
"#unique service name\n",
"service_name ='ps-aks-service'\n",
"\n",
"# Webservice creation using single command, there is a variant to use image directly as well.\n",
"aks_service = Webservice.deploy_from_image(\n",
" workspace=ws, \n",
" name=service_name,\n",
" deployment_config = aks_config,\n",
" image = myimage,\n",
" deployment_target = aks_target\n",
" )\n",
"\n",
"aks_service.wait_for_deployment(show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service.deployment_status"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#for using the Web HTTP API \n",
"print(aks_service.scoring_uri)\n",
"print(aks_service.get_keys())"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"\n",
"#get the some sample data\n",
"test_data_path = \"AdultCensusIncomeTest\"\n",
"test = spark.read.parquet(test_data_path).limit(5)\n",
"\n",
"test_json = json.dumps(test.toJSON().collect())\n",
"\n",
"print(test_json)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#using data defined above predict if income is >50K (1) or <=50K (0)\n",
"aks_service.run(input_data=test_json)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#comment to not delete the web service\n",
"aks_service.delete()\n",
"#image.delete()\n",
"#model.delete()\n",
"aks_target.delete() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/amlsdk/deploy-to-aks-existingimage-05.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "pasha"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
},
"name": "deploy-to-aks-existingimage-05",
"notebookId": 1030695628045968
},
"nbformat": 4,
"nbformat_minor": 1
}

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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Azure ML & Azure Databricks notebooks by Parashar Shah.\n",
"\n",
"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/azure-databricks/amlsdk/ingest-data-02.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Data Ingestion"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import urllib"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Download AdultCensusIncome.csv from Azure CDN. This file has 32,561 rows.\n",
"dataurl = \"https://amldockerdatasets.azureedge.net/AdultCensusIncome.csv\"\n",
"datafile = \"AdultCensusIncome.csv\"\n",
"datafile_dbfs = os.path.join(\"/dbfs\", datafile)\n",
"\n",
"if os.path.isfile(datafile_dbfs):\n",
" print(\"found {} at {}\".format(datafile, datafile_dbfs))\n",
"else:\n",
" print(\"downloading {} to {}\".format(datafile, datafile_dbfs))\n",
" urllib.request.urlretrieve(dataurl, datafile_dbfs)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Create a Spark dataframe out of the csv file.\n",
"data_all = sqlContext.read.format('csv').options(header='true', inferSchema='true', ignoreLeadingWhiteSpace='true', ignoreTrailingWhiteSpace='true').load(datafile)\n",
"print(\"({}, {})\".format(data_all.count(), len(data_all.columns)))\n",
"data_all.printSchema()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#renaming columns\n",
"columns_new = [col.replace(\"-\", \"_\") for col in data_all.columns]\n",
"data_all = data_all.toDF(*columns_new)\n",
"data_all.printSchema()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"display(data_all.limit(5))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Data Preparation"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Choose feature columns and the label column.\n",
"label = \"income\"\n",
"xvars = set(data_all.columns) - {label}\n",
"\n",
"print(\"label = {}\".format(label))\n",
"print(\"features = {}\".format(xvars))\n",
"\n",
"data = data_all.select([*xvars, label])\n",
"\n",
"# Split data into train and test.\n",
"train, test = data.randomSplit([0.75, 0.25], seed=123)\n",
"\n",
"print(\"train ({}, {})\".format(train.count(), len(train.columns)))\n",
"print(\"test ({}, {})\".format(test.count(), len(test.columns)))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#Data Persistence"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Write the train and test data sets to intermediate storage\n",
"train_data_path = \"AdultCensusIncomeTrain\"\n",
"test_data_path = \"AdultCensusIncomeTest\"\n",
"\n",
"train_data_path_dbfs = os.path.join(\"/dbfs\", \"AdultCensusIncomeTrain\")\n",
"test_data_path_dbfs = os.path.join(\"/dbfs\", \"AdultCensusIncomeTest\")\n",
"\n",
"train.write.mode('overwrite').parquet(train_data_path)\n",
"test.write.mode('overwrite').parquet(test_data_path)\n",
"print(\"train and test datasets saved to {} and {}\".format(train_data_path_dbfs, test_data_path_dbfs))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/amlsdk/ingest-data-02.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "pasha"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
},
"name": "ingest-data-02",
"notebookId": 3836944406456362
},
"nbformat": 4,
"nbformat_minor": 1
}

View File

@@ -0,0 +1,190 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Azure ML & Azure Databricks notebooks by Parashar Shah.\n",
"\n",
"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/azure-databricks/amlsdk/installation-and-configuration-01.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We support installing AML SDK as library from GUI. When attaching a library follow this https://docs.databricks.com/user-guide/libraries.html and add the below string as your PyPi package. You can select the option to attach the library to all clusters or just one cluster.\n",
"\n",
"**install azureml-sdk**\n",
"* Source: Upload Python Egg or PyPi\n",
"* PyPi Name: `azureml-sdk[databricks]`\n",
"* Select Install Library"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"\n",
"# Check core SDK version number - based on build number of preview/master.\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please specify the Azure subscription Id, resource group name, workspace name, and the region in which you want to create the Azure Machine Learning Workspace.\n",
"\n",
"You can get the value of your Azure subscription ID from the Azure Portal, and then selecting Subscriptions from the menu on the left.\n",
"\n",
"For the resource_group, use the name of the resource group that contains your Azure Databricks Workspace.\n",
"\n",
"NOTE: If you provide a resource group name that does not exist, the resource group will be automatically created. This may or may not succeed in your environment, depending on the permissions you have on your Azure Subscription."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# subscription_id = \"<your-subscription-id>\"\n",
"# resource_group = \"<your-existing-resource-group>\"\n",
"# workspace_name = \"<a-new-or-existing-workspace; it is unrelated to Databricks workspace>\"\n",
"# workspace_region = \"<your-resource group-region>\""
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set auth to be used by workspace related APIs.\n",
"# For automation or CI/CD ServicePrincipalAuthentication can be used.\n",
"# https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.authentication.serviceprincipalauthentication?view=azure-ml-py\n",
"auth = None"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# import the Workspace class and check the azureml SDK version\n",
"# exist_ok checks if workspace exists or not.\n",
"\n",
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.create(name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group, \n",
" location = workspace_region,\n",
" auth = auth,\n",
" exist_ok=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#get workspace details\n",
"ws.get_details()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace(workspace_name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group,\n",
" auth = auth)\n",
"\n",
"# persist the subscription id, resource group name, and workspace name in aml_config/config.json.\n",
"ws.write_config()\n",
"#if you need to give a different path/filename please use this\n",
"#write_config(path=\"/databricks/driver/aml_config/\",file_name=<alias_conf.cfg>)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"help(Workspace)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# import the Workspace class and check the azureml SDK version\n",
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.from_config(auth = auth)\n",
"#ws = Workspace.from_config(<full path>)\n",
"print('Workspace name: ' + ws.name, \n",
" 'Azure region: ' + ws.location, \n",
" 'Subscription id: ' + ws.subscription_id, \n",
" 'Resource group: ' + ws.resource_group, sep = '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/amlsdk/installation-and-configuration-01.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "pasha"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
},
"name": "installation-and-configuration-01",
"notebookId": 3688394266452835
},
"nbformat": 4,
"nbformat_minor": 1
}

View File

@@ -1,70 +0,0 @@
# Automated ML introduction
Automated machine learning (automated ML) builds high quality machine learning models for you by automating model and hyperparameter selection. Bring a labelled dataset that you want to build a model for, automated ML will give you a high quality machine learning model that you can use for predictions.
If you are new to Data Science, automated ML will help you get jumpstarted by simplifying machine learning model building. It abstracts you from needing to perform model selection, hyperparameter selection and in one step creates a high quality trained model for you to use.
If you are an experienced data scientist, automated ML will help increase your productivity by intelligently performing the model and hyperparameter selection for your training and generates high quality models much quicker than manually specifying several combinations of the parameters and running training jobs. Automated ML provides visibility and access to all the training jobs and the performance characteristics of the models to help you further tune the pipeline if you desire.
# Install Instructions using Azure Databricks :
#### For Databricks non ML runtime 7.1(scala 2.21, spark 3.0.0) and up, Install Automated Machine Learning sdk by adding and running the following command as the first cell of your notebook. This will install AutoML dependencies specific for your notebook.
%pip install --upgrade --force-reinstall -r https://aka.ms/automl_linux_requirements.txt
#### For Databricks non ML runtime 7.0 and lower, Install Automated Machine Learning sdk using init script as shown below before running the notebook.**
**Create the Azure Databricks cluster-scoped init script 'azureml-cluster-init.sh' as below
1. Create the base directory you want to store the init script in if it does not exist.
```
dbutils.fs.mkdirs("dbfs:/databricks/init/")
```
2. Create the script azureml-cluster-init.sh
```
dbutils.fs.put("/databricks/init/azureml-cluster-init.sh","""
#!/bin/bash
set -ex
/databricks/python/bin/pip install --upgrade --force-reinstall -r https://aka.ms/automl_linux_requirements.txt
""", True)
```
3. Check that the script exists.
```
display(dbutils.fs.ls("dbfs:/databricks/init/azureml-cluster-init.sh"))
```
**Install libraries to cluster using init script 'azureml-cluster-init.sh' created in previous step
1. Configure the cluster to run the script.
* Using the cluster configuration page
1. On the cluster configuration page, click the Advanced Options toggle.
1. At the bottom of the page, click the Init Scripts tab.
1. In the Destination drop-down, select a destination type. Example: 'DBFS'
1. Specify a path to the init script.
```
dbfs:/databricks/init/azureml-cluster-init.sh
```
1. Click Add
* Using the API.
```
curl -n -X POST -H 'Content-Type: application/json' -d '{
"cluster_id": "<cluster_id>",
"num_workers": <num_workers>,
"spark_version": "<spark_version>",
"node_type_id": "<node_type_id>",
"cluster_log_conf": {
"dbfs" : {
"destination": "dbfs:/cluster-logs"
}
},
"init_scripts": [ {
"dbfs": {
"destination": "dbfs:/databricks/init/azureml-cluster-init.sh"
}
} ]
}' https://<databricks-instance>/api/2.0/clusters/edit
```

View File

@@ -13,46 +13,32 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## AutoML Installation\n",
"# Automated ML on Azure Databricks\n",
"\n",
"**For Databricks non ML runtime 7.1(scala 2.21, spark 3.0.0) and up, Install AML sdk by running the following command in the first cell of the notebook.**\n",
"\n",
"%pip install --upgrade --force-reinstall -r https://aka.ms/automl_linux_requirements.txt\n",
"\n",
"**For Databricks non ML runtime 7.0 and lower, Install AML sdk using init script as shown in [readme](https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/azure-databricks/automl/README.md) before running this notebook.**\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# AutoML : Classification with Local Compute on Azure DataBricks\n",
"\n",
"In this example we use the scikit-learn's to showcase how you can use AutoML for a simple classification problem.\n",
"In this example we use the scikit-learn's <a href=\"http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset\" target=\"_blank\">digit dataset</a> to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create Azure Machine Learning Workspace object and initialize your notebook directory to easily reload this object from a configuration file.\n",
"2. Create an `Experiment` in an existing `Workspace`.\n",
"3. Configure AutoML using `AutoMLConfig`.\n",
"4. Train the model using AzureDataBricks.\n",
"3. Configure Automated ML using `AutoMLConfig`.\n",
"4. Train the model using Azure Databricks.\n",
"5. Explore the results.\n",
"6. Test the best fitted model.\n",
"6. Viewing the engineered names for featurized data and featurization summary for all raw features.\n",
"7. Test the best fitted model.\n",
"\n",
"Prerequisites:\n",
"Before running this notebook, please follow the readme for installing necessary libraries to your cluster."
"Before running this notebook, please follow the <a href=\"https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks\" target=\"_blank\">readme for using Automated ML on Azure Databricks</a> for installing necessary libraries to your cluster."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register Machine Learning Services Resource Provider\n",
"Microsoft.MachineLearningServices only needs to be registed once in the subscription. To register it:\n",
"Start the Azure portal.\n",
"Select your All services and then Subscription.\n",
"Select the subscription that you want to use.\n",
"Click on Resource providers\n",
"Click the Register link next to Microsoft.MachineLearningServices"
"We support installing AML SDK with Automated ML as library from GUI. When attaching a library follow <a href=\"https://docs.databricks.com/user-guide/libraries.html\" target=\"_blank\">this link</a> and add the below string as your PyPi package. You can select the option to attach the library to all clusters or just one cluster.\n",
"\n",
"**azureml-sdk with automated ml**\n",
"* Source: Upload Python Egg or PyPi\n",
"* PyPi Name: `azureml-sdk[automl_databricks]`\n",
"* Select Install Library"
]
},
{
@@ -159,8 +145,31 @@
" resource_group = resource_group)\n",
"\n",
"# Persist the subscription id, resource group name, and workspace name in aml_config/config.json.\n",
"ws.write_config()\n",
"write_config(path=\"/databricks/driver/aml_config/\",file_name=<alias_conf.cfg>)"
"ws.write_config()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create a Folder to Host Sample Projects\n",
"Finally, create a folder where all the sample projects will be hosted."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"\n",
"sample_projects_folder = './sample_projects'\n",
"\n",
"if not os.path.isdir(sample_projects_folder):\n",
" os.mkdir(sample_projects_folder)\n",
" \n",
"print('Sample projects will be created in {}.'.format(sample_projects_folder))"
]
},
{
@@ -169,7 +178,7 @@
"source": [
"## Create an Experiment\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
@@ -182,7 +191,6 @@
"import os\n",
"import random\n",
"import time\n",
"import json\n",
"\n",
"from matplotlib import pyplot as plt\n",
"from matplotlib.pyplot import imshow\n",
@@ -204,6 +212,7 @@
"source": [
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-local-classification'\n",
"project_folder = './sample_projects/automl-local-classification'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -213,6 +222,7 @@
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"pd.DataFrame(data = output, index = ['']).T"
@@ -222,16 +232,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load Training Data Using Dataset"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Automated ML takes a `TabularDataset` as input.\n",
"## Diagnostics\n",
"\n",
"You are free to use the data preparation libraries/tools of your choice to do the require preparation and once you are done, you can write it to a datastore and create a TabularDataset from it."
"Opt-in diagnostics for better experience, quality, and security of future releases."
]
},
{
@@ -240,20 +243,24 @@
"metadata": {},
"outputs": [],
"source": [
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
"from azureml.core.dataset import Dataset\n",
"\n",
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
"from azureml.telemetry import set_diagnostics_collection\n",
"set_diagnostics_collection(send_diagnostics = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Review the TabularDataset\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 for all the steps in the TabularDataset, which makes it fast even against large datasets."
"## Registering Datastore"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Datastore is the way to save connection information to a storage service (e.g. Azure Blob, Azure Data Lake, Azure SQL) information to your workspace so you can access them without exposing credentials in your code. The first thing you will need to do is register a datastore, you can refer to our [python SDK documentation](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.datastore.datastore?view=azure-ml-py) on how to register datastores. __Note: for best security practices, please do not check in code that contains registering datastores with secrets into your source control__\n",
"\n",
"The code below registers a datastore pointing to a publicly readable blob container."
]
},
{
@@ -262,8 +269,111 @@
"metadata": {},
"outputs": [],
"source": [
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
"label = 'Primary Type'"
"from azureml.core import Datastore\n",
"\n",
"datastore_name = 'demo_training'\n",
"container_name = 'digits' \n",
"account_name = 'automlpublicdatasets'\n",
"Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = datastore_name, \n",
" container_name = container_name, \n",
" account_name = account_name,\n",
" overwrite = True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Below is an example on how to register a private blob container\n",
"```python\n",
"datastore = Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = 'example_datastore', \n",
" container_name = 'example-container', \n",
" account_name = 'storageaccount',\n",
" account_key = 'accountkey'\n",
")\n",
"```\n",
"The example below shows how to register an Azure Data Lake store. Please make sure you have granted the necessary permissions for the service principal to access the data lake.\n",
"```python\n",
"datastore = Datastore.register_azure_data_lake(\n",
" workspace = ws,\n",
" datastore_name = 'example_datastore',\n",
" store_name = 'adlsstore',\n",
" tenant_id = 'tenant-id-of-service-principal',\n",
" client_id = 'client-id-of-service-principal',\n",
" client_secret = 'client-secret-of-service-principal'\n",
")\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load Training Data Using DataPrep"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Automated ML takes a Dataflow as input.\n",
"\n",
"If you are familiar with Pandas and have done your data preparation work in Pandas already, you can use the `read_pandas_dataframe` method in dprep to convert the DataFrame to a Dataflow.\n",
"```python\n",
"df = pd.read_csv(...)\n",
"# apply some transforms\n",
"dprep.read_pandas_dataframe(df, temp_folder='/path/accessible/by/both/driver/and/worker')\n",
"```\n",
"\n",
"If you just need to ingest data without doing any preparation, you can directly use AzureML Data Prep (Data Prep) to do so. The code below demonstrates this scenario. Data Prep also has data preparation capabilities, we have many [sample notebooks](https://github.com/Microsoft/AMLDataPrepDocs) demonstrating the capabilities.\n",
"\n",
"You will get the datastore you registered previously and pass it to Data Prep for reading. The data comes from the digits dataset: `sklearn.datasets.load_digits()`. `DataPath` points to a specific location within a datastore. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.dataprep as dprep\n",
"from azureml.data.datapath import DataPath\n",
"\n",
"datastore = Datastore.get(workspace = ws, datastore_name = datastore_name)\n",
"\n",
"X_train = dprep.read_csv(datastore.path('X.csv'))\n",
"y_train = dprep.read_csv(datastore.path('y.csv')).to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Review the Data Preparation Result\n",
"You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only j records for all the steps in the Dataflow, which makes it fast even against large datasets."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.get_profile()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_train.get_profile()"
]
},
{
@@ -281,11 +391,14 @@
"|**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",
"|**spark_context**|Spark Context object. for Databricks, use spark_context=sc|\n",
"|**max_concurrent_iterations**|Maximum number of iterations to execute in parallel. This should be <= number of worker nodes in your Azure Databricks cluster.|\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.|"
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"|**preprocess**|set this to True to enable pre-processing of data eg. string to numeric using one-hot encoding|\n",
"|**exit_score**|Target score for experiment. It is associated with the metric. eg. exit_score=0.995 will exit experiment after that|"
]
},
{
@@ -298,13 +411,15 @@
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 10,\n",
" iterations = 5,\n",
" iterations = 3,\n",
" preprocess = True,\n",
" n_cross_validations = 10,\n",
" max_concurrent_iterations = 2, #change it based on number of worker nodes\n",
" verbosity = logging.INFO,\n",
" spark_context=sc, #databricks/spark related\n",
" training_data=training_data,\n",
" label_column_name=label)"
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
@@ -325,6 +440,26 @@
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Continue experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run.continue_experiment(iterations=2,\n",
" X=X_train, \n",
" y=y_train,\n",
" spark_context=sc,\n",
" show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -347,7 +482,14 @@
"metadata": {},
"outputs": [],
"source": [
"displayHTML(\"<a href={} target='_blank'>Azure Portal: {}</a>\".format(local_run.get_portal_url(), local_run.id))"
"displayHTML(\"<a href={} target='_blank'>Your experiment in Azure Portal: {}</a>\".format(local_run.get_portal_url(), local_run.id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The following will show the child runs and waits for the parent run to complete."
]
},
{
@@ -368,7 +510,6 @@
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" #print(properties)\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)} \n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
@@ -380,11 +521,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"### Retrieve the Best Model after the above run is complete \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*."
"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*."
]
},
{
@@ -393,7 +532,68 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()"
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric after the above run is complete based on the child run\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the engineered names for featurized data\n",
"Below we display the engineered feature names generated for the featurized data using the preprocessing featurization."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_engineered_feature_names()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the featurization summary\n",
"Below we display the featurization that was performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:-\n",
"- Raw feature name\n",
"- Number of engineered features formed out of this raw feature\n",
"- Type detected\n",
"- If feature was dropped\n",
"- List of feature transformations for the raw feature"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_featurization_summary()"
]
},
{
@@ -411,13 +611,11 @@
"metadata": {},
"outputs": [],
"source": [
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
"blob_location = \"https://{}.blob.core.windows.net/{}\".format(account_name, container_name)\n",
"X_test = pd.read_csv(\"{}./X_valid.csv\".format(blob_location), header=0)\n",
"y_test = pd.read_csv(\"{}/y_valid.csv\".format(blob_location), header=0)\n",
"images = pd.read_csv(\"{}/images.csv\".format(blob_location), header=None)\n",
"images = np.reshape(images.values, (100,8,8))"
]
},
{
@@ -434,9 +632,35 @@
"metadata": {},
"outputs": [],
"source": [
"fitted_model.predict(X_test)"
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test.values[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(3, figsize = (5,5))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" display(fig)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"When deploying an automated ML trained model, please specify _pippackages=['azureml-sdk[automl]']_ in your CondaDependencies.\n",
"\n",
"Please refer to only the **Deploy** section in this notebook - <a href=\"https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/classification-with-deployment\" target=\"_blank\">Deployment of Automated ML trained model</a>"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
@@ -469,10 +693,10 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.6.5"
},
"name": "auto-ml-classification-local-adb",
"notebookId": 1275190406842063
"notebookId": 587284549713154
},
"nbformat": 4,
"nbformat_minor": 1

View File

@@ -13,13 +13,12 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## AutoML Installation\n",
"We support installing AML SDK as library from GUI. When attaching a library follow this https://docs.databricks.com/user-guide/libraries.html and add the below string as your PyPi package. You can select the option to attach the library to all clusters or just one cluster.\n",
"\n",
"**For Databricks non ML runtime 7.1(scala 2.21, spark 3.0.0) and up, Install AML sdk by running the following command in the first cell of the notebook.**\n",
"\n",
"%pip install --upgrade --force-reinstall -r https://aka.ms/automl_linux_requirements.txt\n",
"\n",
"**For Databricks non ML runtime 7.0 and lower, Install AML sdk using init script as shown in [readme](https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/azure-databricks/automl/README.md) before running this notebook.**"
"**install azureml-sdk with Automated ML**\n",
"* Source: Upload Python Egg or PyPi\n",
"* PyPi Name: `azureml-sdk[automl_databricks]`\n",
"* Select Install Library"
]
},
{
@@ -28,7 +27,7 @@
"source": [
"# AutoML : Classification with Local Compute on Azure DataBricks with deployment to ACI\n",
"\n",
"In this example we use the scikit-learn's to showcase how you can use AutoML for a simple classification problem.\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create Azure Machine Learning Workspace object and initialize your notebook directory to easily reload this object from a configuration file.\n",
@@ -165,6 +164,30 @@
"write_config(path=\"/databricks/driver/aml_config/\",file_name=<alias_conf.cfg>)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create a Folder to Host Sample Projects\n",
"Finally, create a folder where all the sample projects will be hosted."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"\n",
"sample_projects_folder = './sample_projects'\n",
"\n",
"if not os.path.isdir(sample_projects_folder):\n",
" os.mkdir(sample_projects_folder)\n",
" \n",
"print('Sample projects will be created in {}.'.format(sample_projects_folder))"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -206,6 +229,7 @@
"source": [
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-local-classification'\n",
"project_folder = './sample_projects/automl-local-classification'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
@@ -215,6 +239,7 @@
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"pd.DataFrame(data = output, index = ['']).T"
@@ -224,16 +249,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load Training Data Using Dataset"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Automated ML takes a `TabularDataset` as input.\n",
"## Diagnostics\n",
"\n",
"You are free to use the data preparation libraries/tools of your choice to do the require preparation and once you are done, you can write it to a datastore and create a TabularDataset from it."
"Opt-in diagnostics for better experience, quality, and security of future releases."
]
},
{
@@ -242,20 +260,24 @@
"metadata": {},
"outputs": [],
"source": [
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
"from azureml.core.dataset import Dataset\n",
"\n",
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
"from azureml.telemetry import set_diagnostics_collection\n",
"set_diagnostics_collection(send_diagnostics = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Review the TabularDataset\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 for all the steps in the TabularDataset, which makes it fast even against large datasets."
"## Registering Datastore"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Datastore is the way to save connection information to a storage service (e.g. Azure Blob, Azure Data Lake, Azure SQL) information to your workspace so you can access them without exposing credentials in your code. The first thing you will need to do is register a datastore, you can refer to our [python SDK documentation](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.datastore.datastore?view=azure-ml-py) on how to register datastores. __Note: for best security practices, please do not check in code that contains registering datastores with secrets into your source control__\n",
"\n",
"The code below registers a datastore pointing to a publicly readable blob container."
]
},
{
@@ -264,8 +286,111 @@
"metadata": {},
"outputs": [],
"source": [
"training_data = dataset.drop_columns(columns=['FBI Code'])\n",
"label = 'Primary Type'"
"from azureml.core import Datastore\n",
"\n",
"datastore_name = 'demo_training'\n",
"container_name = 'digits' \n",
"account_name = 'automlpublicdatasets'\n",
"Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = datastore_name, \n",
" container_name = container_name, \n",
" account_name = account_name,\n",
" overwrite = True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Below is an example on how to register a private blob container\n",
"```python\n",
"datastore = Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = 'example_datastore', \n",
" container_name = 'example-container', \n",
" account_name = 'storageaccount',\n",
" account_key = 'accountkey'\n",
")\n",
"```\n",
"The example below shows how to register an Azure Data Lake store. Please make sure you have granted the necessary permissions for the service principal to access the data lake.\n",
"```python\n",
"datastore = Datastore.register_azure_data_lake(\n",
" workspace = ws,\n",
" datastore_name = 'example_datastore',\n",
" store_name = 'adlsstore',\n",
" tenant_id = 'tenant-id-of-service-principal',\n",
" client_id = 'client-id-of-service-principal',\n",
" client_secret = 'client-secret-of-service-principal'\n",
")\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load Training Data Using DataPrep"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Automated ML takes a Dataflow as input.\n",
"\n",
"If you are familiar with Pandas and have done your data preparation work in Pandas already, you can use the `read_pandas_dataframe` method in dprep to convert the DataFrame to a Dataflow.\n",
"```python\n",
"df = pd.read_csv(...)\n",
"# apply some transforms\n",
"dprep.read_pandas_dataframe(df, temp_folder='/path/accessible/by/both/driver/and/worker')\n",
"```\n",
"\n",
"If you just need to ingest data without doing any preparation, you can directly use AzureML Data Prep (Data Prep) to do so. The code below demonstrates this scenario. Data Prep also has data preparation capabilities, we have many [sample notebooks](https://github.com/Microsoft/AMLDataPrepDocs) demonstrating the capabilities.\n",
"\n",
"You will get the datastore you registered previously and pass it to Data Prep for reading. The data comes from the digits dataset: `sklearn.datasets.load_digits()`. `DataPath` points to a specific location within a datastore. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.dataprep as dprep\n",
"from azureml.data.datapath import DataPath\n",
"\n",
"datastore = Datastore.get(workspace = ws, datastore_name = datastore_name)\n",
"\n",
"X_train = dprep.read_csv(datastore.path('X.csv'))\n",
"y_train = dprep.read_csv(datastore.path('y.csv')).to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Review the Data Preparation Result\n",
"You can peek the result of a Dataflow at any range using skip(i) and head(j). Doing so evaluates only j records for all the steps in the Dataflow, which makes it fast even against large datasets."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.get_profile()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_train.get_profile()"
]
},
{
@@ -283,11 +408,14 @@
"|**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",
"|**spark_context**|Spark Context object. for Databricks, use spark_context=sc|\n",
"|**max_concurrent_iterations**|Maximum number of iterations to execute in parallel. This should be <= number of worker nodes in your Azure Databricks cluster.|\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.|"
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"|**preprocess**|set this to True to enable pre-processing of data eg. string to numeric using one-hot encoding|\n",
"|**exit_score**|Target score for experiment. It is associated with the metric. eg. exit_score=0.995 will exit experiment after that|"
]
},
{
@@ -301,12 +429,14 @@
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 10,\n",
" iterations = 5,\n",
" preprocess = True,\n",
" n_cross_validations = 10,\n",
" max_concurrent_iterations = 2, #change it based on number of worker nodes\n",
" verbosity = logging.INFO,\n",
" spark_context=sc, #databricks/spark related\n",
" training_data=training_data,\n",
" label_column_name=label)"
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
@@ -352,6 +482,13 @@
"displayHTML(\"<a href={} target='_blank'>Azure Portal: {}</a>\".format(local_run.get_portal_url(), local_run.id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The following will show the child runs and waits for the parent run to complete."
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -382,11 +519,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"### Retrieve the Best Model after the above run is complete \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*."
"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*."
]
},
{
@@ -395,15 +530,17 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()"
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the conda environment file\n",
"From the *best_run* download the conda environment file that was used to train the AutoML model."
"#### Best Model Based on Any Other Metric after the above run is complete based on the child run\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
@@ -412,34 +549,10 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"conda_env_file_name = 'conda_env.yml'\n",
"best_run.download_file(name=\"outputs/conda_env_v_1_0_0.yml\", output_file_path=conda_env_file_name)\n",
"with open(conda_env_file_name, \"r\") as conda_file:\n",
" conda_file_contents = conda_file.read()\n",
" print(conda_file_contents)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the model scoring file\n",
"From the *best_run* download the scoring file to get the predictions from the AutoML model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"script_file_name = 'scoring_file.py'\n",
"best_run.download_file(name=\"outputs/scoring_file_v_1_0_0.py\", output_file_path=script_file_name)\n",
"with open(script_file_name, \"r\") as scoring_file:\n",
" scoring_file_contents = scoring_file.read()\n",
" print(scoring_file_contents)"
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
@@ -466,9 +579,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### 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."
"## Create Scoring Script\n",
"Replace model_id with name of model from output of above register cell"
]
},
{
@@ -477,33 +589,142 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.environment import Environment\n",
"\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=conda_env_file_name)\n",
"inference_config = InferenceConfig(entry_script=script_file_name, environment=myenv)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"digits\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy as np\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"import pandas as pd\n",
"\n",
"aci_service_name = 'automl-databricks-local'\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)"
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<model_id>>') # 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(raw_data):\n",
" try:\n",
" data = (pd.DataFrame(np.array(json.loads(raw_data)['data']), columns=[str(i) for i in range(0,64)]))\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": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#Replace <<model_id>>\n",
"content = \"\"\n",
"with open(\"score.py\", \"r\") as fo:\n",
" content = fo.read()\n",
"\n",
"new_content = content.replace(\"<<model_id>>\", local_run.model_id)\n",
"with open(\"score.py\", \"w\") as fw:\n",
" fw.write(new_content)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create a YAML File for the Environment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.conda_dependencies import CondaDependencies\n",
"\n",
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn'], pip_packages=['azureml-sdk[automl]'])\n",
"\n",
"conda_env_file_name = 'mydeployenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create ACI config"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#deploy to ACI\n",
"from azureml.core.webservice import AciWebservice, Webservice\n",
"\n",
"myaci_config = AciWebservice.deploy_configuration(\n",
" cpu_cores = 2, \n",
" memory_gb = 2, \n",
" tags = {'name':'Databricks Azure ML ACI'}, \n",
" description = 'This is for ADB and AutoML example.')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy the Image as a Web Service on Azure Container Instance\n",
"Replace servicename with any meaningful name of service"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# this will take 10-15 minutes to finish\n",
"\n",
"import uuid\n",
"from azureml.core.image import ContainerImage\n",
"\n",
"guid = str(uuid.uuid4()).split(\"-\")[0]\n",
"service_name = \"myservice-{}\".format(guid)\n",
"print(\"Creating service with name: {}\".format(service_name))\n",
"runtime = \"spark-py\" \n",
"driver_file = \"score.py\"\n",
"my_conda_file = \"mydeployenv.yml\"\n",
"\n",
"# image creation\n",
"myimage_config = ContainerImage.image_configuration(execution_script = driver_file, \n",
" runtime = runtime, \n",
" conda_file = 'mydeployenv.yml')\n",
"\n",
"# Webservice creation\n",
"myservice = Webservice.deploy_from_model(\n",
" workspace=ws, \n",
" name=service_name,\n",
" deployment_config = myaci_config,\n",
" models = [model],\n",
" image_config = myimage_config\n",
" )\n",
"\n",
"myservice.wait_for_deployment(show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#for using the Web HTTP API \n",
"print(myservice.scoring_uri)"
]
},
{
@@ -521,13 +742,11 @@
"metadata": {},
"outputs": [],
"source": [
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
"blob_location = \"https://{}.blob.core.windows.net/{}\".format(account_name, container_name)\n",
"X_test = pd.read_csv(\"{}./X_valid.csv\".format(blob_location), header=0)\n",
"y_test = pd.read_csv(\"{}/y_valid.csv\".format(blob_location), header=0)\n",
"images = pd.read_csv(\"{}/images.csv\".format(blob_location), header=None)\n",
"images = np.reshape(images.values, (100,8,8))"
]
},
{
@@ -544,7 +763,20 @@
"metadata": {},
"outputs": [],
"source": [
"fitted_model.predict(X_test)"
"import json\n",
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" test_sample = json.dumps({'data':X_test[index:index + 1].values.tolist()})\n",
" predicted = myservice.run(input_data = test_sample)\n",
" label = y_test.values[index]\n",
" predictedDict = json.loads(predicted)\n",
" title = \"Label value = %d Predicted value = %s \" % ( label,predictedDict['result'][0]) \n",
" fig = plt.figure(3, figsize = (5,5))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" display(fig)"
]
},
{
@@ -562,7 +794,7 @@
"metadata": {},
"outputs": [],
"source": [
"aci_service.delete()"
"myservice.delete()"
]
},
{
@@ -597,10 +829,10 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.6.5"
},
"name": "auto-ml-classification-local-adb",
"notebookId": 3772036807853791
"notebookId": 2733885892129020
},
"nbformat": 4,
"nbformat_minor": 1

View File

@@ -0,0 +1,16 @@
# Using Databricks as a Compute Target from Azure Machine Learning Pipeline
To use Databricks as a compute target from Azure Machine Learning Pipeline, a DatabricksStep is used. This notebook demonstrates the use of DatabricksStep in Azure Machine Learning Pipeline.
The notebook will show:
1. Running an arbitrary Databricks notebook that the customer has in Databricks workspace
2. Running an arbitrary Python script that the customer has in DBFS
3. Running an arbitrary Python script that is available on local computer (will upload to DBFS, and then run in Databricks)
4. Running a JAR job that the customer has in DBFS.
## Before you begin:
1. **Create an Azure Databricks workspace** in the same subscription where you have your Azure Machine Learning workspace.
You will need details of this workspace later on to define DatabricksStep. [More information](https://ms.portal.azure.com/#blade/HubsExtension/Resources/resourceType/Microsoft.Databricks%2Fworkspaces).
2. **Create PAT (access token)** at the Azure Databricks portal. [More information](https://docs.databricks.com/api/latest/authentication.html#generate-a-token).
3. **Add demo notebook to ADB** This notebook has a sample you can use as is. Launch Azure Databricks attached to your Azure Machine Learning workspace and add a new notebook.
4. **Create/attach a Blob storage** for use from ADB

View File

@@ -0,0 +1,715 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved. \n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Using Databricks as a Compute Target from Azure Machine Learning Pipeline\n",
"To use Databricks as a compute target from [Azure Machine Learning Pipeline](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-ml-pipelines), a [DatabricksStep](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps.databricks_step.databricksstep?view=azure-ml-py) is used. This notebook demonstrates the use of DatabricksStep in Azure Machine Learning Pipeline.\n",
"\n",
"The notebook will show:\n",
"1. Running an arbitrary Databricks notebook that the customer has in Databricks workspace\n",
"2. Running an arbitrary Python script that the customer has in DBFS\n",
"3. Running an arbitrary Python script that is available on local computer (will upload to DBFS, and then run in Databricks) \n",
"4. Running a JAR job that the customer has in DBFS.\n",
"\n",
"## Before you begin:\n",
"\n",
"1. **Create an Azure Databricks workspace** in the same subscription where you have your Azure Machine Learning workspace. You will need details of this workspace later on to define DatabricksStep. [Click here](https://ms.portal.azure.com/#blade/HubsExtension/Resources/resourceType/Microsoft.Databricks%2Fworkspaces) for more information.\n",
"2. **Create PAT (access token)**: Manually create a Databricks access token at the Azure Databricks portal. See [this](https://docs.databricks.com/api/latest/authentication.html#generate-a-token) for more information.\n",
"3. **Add demo notebook to ADB**: This notebook has a sample you can use as is. Launch Azure Databricks attached to your Azure Machine Learning workspace and add a new notebook. \n",
"4. **Create/attach a Blob storage** for use from ADB"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Add demo notebook to ADB Workspace\n",
"Copy and paste the below code to create a new notebook in your ADB workspace."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\n",
"# direct access\n",
"dbutils.widgets.get(\"myparam\")\n",
"p = getArgument(\"myparam\")\n",
"print (\"Param -\\'myparam':\")\n",
"print (p)\n",
"\n",
"dbutils.widgets.get(\"input\")\n",
"i = getArgument(\"input\")\n",
"print (\"Param -\\'input':\")\n",
"print (i)\n",
"\n",
"dbutils.widgets.get(\"output\")\n",
"o = getArgument(\"output\")\n",
"print (\"Param -\\'output':\")\n",
"print (o)\n",
"\n",
"n = i + \"/testdata.txt\"\n",
"df = spark.read.csv(n)\n",
"\n",
"display (df)\n",
"\n",
"data = [('value1', 'value2')]\n",
"df2 = spark.createDataFrame(data)\n",
"\n",
"z = o + \"/output.txt\"\n",
"df2.write.csv(z)\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Azure Machine Learning and Pipeline SDK-specific imports"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import azureml.core\n",
"from azureml.core.runconfig import JarLibrary\n",
"from azureml.core.compute import ComputeTarget, DatabricksCompute\n",
"from azureml.exceptions import ComputeTargetException\n",
"from azureml.core import Workspace, Experiment\n",
"from azureml.pipeline.core import Pipeline, PipelineData\n",
"from azureml.pipeline.steps import DatabricksStep\n",
"from azureml.core.datastore import Datastore\n",
"from azureml.data.data_reference import DataReference\n",
"\n",
"# Check core SDK version number\n",
"print(\"SDK version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Initialize Workspace\n",
"\n",
"Initialize a workspace object from persisted configuration. Make sure the config file is present at .\\config.json"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Attach Databricks compute target\n",
"Next, you need to add your Databricks workspace to Azure Machine Learning as a compute target and give it a name. You will use this name to refer to your Databricks workspace compute target inside Azure Machine Learning.\n",
"\n",
"- **Resource Group** - The resource group name of your Azure Machine Learning workspace\n",
"- **Databricks Workspace Name** - The workspace name of your Azure Databricks workspace\n",
"- **Databricks Access Token** - The access token you created in ADB\n",
"\n",
"**The Databricks workspace need to be present in the same subscription as your AML workspace**"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Replace with your account info before running.\n",
" \n",
"db_compute_name=os.getenv(\"DATABRICKS_COMPUTE_NAME\", \"<my-databricks-compute-name>\") # Databricks compute name\n",
"db_resource_group=os.getenv(\"DATABRICKS_RESOURCE_GROUP\", \"<my-db-resource-group>\") # Databricks resource group\n",
"db_workspace_name=os.getenv(\"DATABRICKS_WORKSPACE_NAME\", \"<my-db-workspace-name>\") # Databricks workspace name\n",
"db_access_token=os.getenv(\"DATABRICKS_ACCESS_TOKEN\", \"<my-access-token>\") # Databricks access token\n",
" \n",
"try:\n",
" databricks_compute = DatabricksCompute(workspace=ws, name=db_compute_name)\n",
" print('Compute target {} already exists'.format(db_compute_name))\n",
"except ComputeTargetException:\n",
" print('Compute not found, will use below parameters to attach new one')\n",
" print('db_compute_name {}'.format(db_compute_name))\n",
" print('db_resource_group {}'.format(db_resource_group))\n",
" print('db_workspace_name {}'.format(db_workspace_name))\n",
" print('db_access_token {}'.format(db_access_token))\n",
" \n",
" config = DatabricksCompute.attach_configuration(\n",
" resource_group = db_resource_group,\n",
" workspace_name = db_workspace_name,\n",
" access_token= db_access_token)\n",
" databricks_compute=ComputeTarget.attach(ws, db_compute_name, config)\n",
" databricks_compute.wait_for_completion(True)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data Connections with Inputs and Outputs\n",
"The DatabricksStep supports Azure Bloband ADLS for inputs and outputs. You also will need to define a [Secrets](https://docs.azuredatabricks.net/user-guide/secrets/index.html) scope to enable authentication to external data sources such as Blob and ADLS from Databricks.\n",
"\n",
"- Databricks documentation on [Azure Blob](https://docs.azuredatabricks.net/spark/latest/data-sources/azure/azure-storage.html)\n",
"- Databricks documentation on [ADLS](https://docs.databricks.com/spark/latest/data-sources/azure/azure-datalake.html)\n",
"\n",
"### Type of Data Access\n",
"Databricks allows to interact with Azure Blob and ADLS in two ways.\n",
"- **Direct Access**: Databricks allows you to interact with Azure Blob or ADLS URIs directly. The input or output URIs will be mapped to a Databricks widget param in the Databricks notebook.\n",
"- **Mounting**: You will be supplied with additional parameters and secrets that will enable you to mount your ADLS or Azure Blob input or output location in your Databricks notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Direct Access: Python sample code\n",
"If you have a data reference named \"input\" it will represent the URI of the input and you can access it directly in the Databricks python notebook like so:"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\n",
"dbutils.widgets.get(\"input\")\n",
"y = getArgument(\"input\")\n",
"df = spark.read.csv(y)\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Mounting: Python sample code for Azure Blob\n",
"Given an Azure Blob data reference named \"input\" the following widget params will be made available in the Databricks notebook:"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\n",
"# This contains the input URI\n",
"dbutils.widgets.get(\"input\")\n",
"myinput_uri = getArgument(\"input\")\n",
"\n",
"# How to get the input datastore name inside ADB notebook\n",
"# This contains the name of a Databricks secret (in the predefined \"amlscope\" secret scope) \n",
"# that contians an access key or sas for the Azure Blob input (this name is obtained by appending \n",
"# the name of the input with \"_blob_secretname\". \n",
"dbutils.widgets.get(\"input_blob_secretname\") \n",
"myinput_blob_secretname = getArgument(\"input_blob_secretname\")\n",
"\n",
"# This contains the required configuration for mounting\n",
"dbutils.widgets.get(\"input_blob_config\")\n",
"myinput_blob_config = getArgument(\"input_blob_config\")\n",
"\n",
"# Usage\n",
"dbutils.fs.mount(\n",
" source = myinput_uri,\n",
" mount_point = \"/mnt/input\",\n",
" extra_configs = {myinput_blob_config:dbutils.secrets.get(scope = \"amlscope\", key = myinput_blob_secretname)})\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Mounting: Python sample code for ADLS\n",
"Given an ADLS data reference named \"input\" the following widget params will be made available in the Databricks notebook:"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"```python\n",
"# This contains the input URI\n",
"dbutils.widgets.get(\"input\") \n",
"myinput_uri = getArgument(\"input\")\n",
"\n",
"# This contains the client id for the service principal \n",
"# that has access to the adls input\n",
"dbutils.widgets.get(\"input_adls_clientid\") \n",
"myinput_adls_clientid = getArgument(\"input_adls_clientid\")\n",
"\n",
"# This contains the name of a Databricks secret (in the predefined \"amlscope\" secret scope) \n",
"# that contains the secret for the above mentioned service principal\n",
"dbutils.widgets.get(\"input_adls_secretname\") \n",
"myinput_adls_secretname = getArgument(\"input_adls_secretname\")\n",
"\n",
"# This contains the refresh url for the mounting configs\n",
"dbutils.widgets.get(\"input_adls_refresh_url\") \n",
"myinput_adls_refresh_url = getArgument(\"input_adls_refresh_url\")\n",
"\n",
"# Usage \n",
"configs = {\"dfs.adls.oauth2.access.token.provider.type\": \"ClientCredential\",\n",
" \"dfs.adls.oauth2.client.id\": myinput_adls_clientid,\n",
" \"dfs.adls.oauth2.credential\": dbutils.secrets.get(scope = \"amlscope\", key =myinput_adls_secretname),\n",
" \"dfs.adls.oauth2.refresh.url\": myinput_adls_refresh_url}\n",
"\n",
"dbutils.fs.mount(\n",
" source = myinput_uri,\n",
" mount_point = \"/mnt/output\",\n",
" extra_configs = configs)\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Use Databricks from Azure Machine Learning Pipeline\n",
"To use Databricks as a compute target from Azure Machine Learning Pipeline, a DatabricksStep is used. Let's define a datasource (via DataReference) and intermediate data (via PipelineData) to be used in DatabricksStep."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Use the default blob storage\n",
"def_blob_store = Datastore(ws, \"workspaceblobstore\")\n",
"print('Datastore {} will be used'.format(def_blob_store.name))\n",
"\n",
"# We are uploading a sample file in the local directory to be used as a datasource\n",
"def_blob_store.upload_files(files=[\"./testdata.txt\"], target_path=\"dbtest\", overwrite=False)\n",
"\n",
"step_1_input = DataReference(datastore=def_blob_store, path_on_datastore=\"dbtest\",\n",
" data_reference_name=\"input\")\n",
"\n",
"step_1_output = PipelineData(\"output\", datastore=def_blob_store)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Add a DatabricksStep\n",
"Adds a Databricks notebook as a step in a Pipeline.\n",
"- ***name:** Name of the Module\n",
"- **inputs:** List of input connections for data consumed by this step. Fetch this inside the notebook using dbutils.widgets.get(\"input\")\n",
"- **outputs:** List of output port definitions for outputs produced by this step. Fetch this inside the notebook using dbutils.widgets.get(\"output\")\n",
"- **existing_cluster_id:** Cluster ID of an existing Interactive cluster on the Databricks workspace. If you are providing this, do not provide any of the parameters below that are used to create a new cluster such as spark_version, node_type, etc.\n",
"- **spark_version:** Version of spark for the databricks run cluster. default value: 4.0.x-scala2.11\n",
"- **node_type:** Azure vm node types for the databricks run cluster. default value: Standard_D3_v2\n",
"- **num_workers:** Specifies a static number of workers for the databricks run cluster\n",
"- **min_workers:** Specifies a min number of workers to use for auto-scaling the databricks run cluster\n",
"- **max_workers:** Specifies a max number of workers to use for auto-scaling the databricks run cluster\n",
"- **spark_env_variables:** Spark environment variables for the databricks run cluster (dictionary of {str:str}). default value: {'PYSPARK_PYTHON': '/databricks/python3/bin/python3'}\n",
"- **notebook_path:** Path to the notebook in the databricks instance. If you are providing this, do not provide python script related paramaters or JAR related parameters.\n",
"- **notebook_params:** Parameters for the databricks notebook (dictionary of {str:str}). Fetch this inside the notebook using dbutils.widgets.get(\"myparam\")\n",
"- **python_script_path:** The path to the python script in the DBFS or S3. If you are providing this, do not provide python_script_name which is used for uploading script from local machine.\n",
"- **python_script_params:** Parameters for the python script (list of str)\n",
"- **main_class_name:** The name of the entry point in a JAR module. If you are providing this, do not provide any python script or notebook related parameters.\n",
"- **jar_params:** Parameters for the JAR module (list of str)\n",
"- **python_script_name:** name of a python script on your local machine (relative to source_directory). If you are providing this do not provide python_script_path which is used to execute a remote python script; or any of the JAR or notebook related parameters.\n",
"- **source_directory:** folder that contains the script and other files\n",
"- **hash_paths:** list of paths to hash to detect a change in source_directory (script file is always hashed)\n",
"- **run_name:** Name in databricks for this run\n",
"- **timeout_seconds:** Timeout for the databricks run\n",
"- **runconfig:** Runconfig to use. Either pass runconfig or each library type as a separate parameter but do not mix the two\n",
"- **maven_libraries:** maven libraries for the databricks run\n",
"- **pypi_libraries:** pypi libraries for the databricks run\n",
"- **egg_libraries:** egg libraries for the databricks run\n",
"- **jar_libraries:** jar libraries for the databricks run\n",
"- **rcran_libraries:** rcran libraries for the databricks run\n",
"- **compute_target:** Azure Databricks compute\n",
"- **allow_reuse:** Whether the step should reuse previous results when run with the same settings/inputs\n",
"- **version:** Optional version tag to denote a change in functionality for the step\n",
"\n",
"\\* *denotes required fields* \n",
"*You must provide exactly one of num_workers or min_workers and max_workers paramaters* \n",
"*You must provide exactly one of databricks_compute or databricks_compute_name parameters*\n",
"\n",
"## Use runconfig to specify library dependencies\n",
"You can use a runconfig to specify the library dependencies for your cluster in Databricks. The runconfig will contain a databricks section as follows:\n",
"\n",
"```yaml\n",
"environment:\n",
"# Databricks details\n",
" databricks:\n",
"# List of maven libraries.\n",
" mavenLibraries:\n",
" - coordinates: org.jsoup:jsoup:1.7.1\n",
" repo: ''\n",
" exclusions:\n",
" - slf4j:slf4j\n",
" - '*:hadoop-client'\n",
"# List of PyPi libraries\n",
" pypiLibraries:\n",
" - package: beautifulsoup4\n",
" repo: ''\n",
"# List of RCran libraries\n",
" rcranLibraries:\n",
" -\n",
"# Coordinates.\n",
" package: ada\n",
"# Repo\n",
" repo: http://cran.us.r-project.org\n",
"# List of JAR libraries\n",
" jarLibraries:\n",
" -\n",
"# Coordinates.\n",
" library: dbfs:/mnt/libraries/library.jar\n",
"# List of Egg libraries\n",
" eggLibraries:\n",
" -\n",
"# Coordinates.\n",
" library: dbfs:/mnt/libraries/library.egg\n",
"```\n",
"\n",
"You can then create a RunConfiguration object using this file and pass it as the runconfig parameter to DatabricksStep.\n",
"```python\n",
"from azureml.core.runconfig import RunConfiguration\n",
"\n",
"runconfig = RunConfiguration()\n",
"runconfig.load(path='<directory_where_runconfig_is_stored>', name='<runconfig_file_name>')\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 1. Running the demo notebook already added to the Databricks workspace\n",
"Create a notebook in the Azure Databricks workspace, and provide the path to that notebook as the value associated with the environment variable \"DATABRICKS_NOTEBOOK_PATH\". This will then set the variable\u00c2\u00a0notebook_path\u00c2\u00a0when you run the code cell below:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"notebook_path=os.getenv(\"DATABRICKS_NOTEBOOK_PATH\", \"<my-databricks-notebook-path>\") # Databricks notebook path\n",
"\n",
"dbNbStep = DatabricksStep(\n",
" name=\"DBNotebookInWS\",\n",
" inputs=[step_1_input],\n",
" outputs=[step_1_output],\n",
" num_workers=1,\n",
" notebook_path=notebook_path,\n",
" notebook_params={'myparam': 'testparam'},\n",
" run_name='DB_Notebook_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbNbStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Notebook_demo').submit(pipeline)\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 2. Running a Python script from DBFS\n",
"This shows how to run a Python script in DBFS. \n",
"\n",
"To complete this, you will need to first upload the Python script in your local machine to DBFS using the [CLI](https://docs.azuredatabricks.net/user-guide/dbfs-databricks-file-system.html). The CLI command is given below:\n",
"\n",
"```\n",
"dbfs cp ./train-db-dbfs.py dbfs:/train-db-dbfs.py\n",
"```\n",
"\n",
"The code in the below cell assumes that you have completed the previous step of uploading the script `train-db-dbfs.py` to the root folder in DBFS."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"python_script_path = os.getenv(\"DATABRICKS_PYTHON_SCRIPT_PATH\", \"<my-databricks-python-script-path>\") # Databricks python script path\n",
"\n",
"dbPythonInDbfsStep = DatabricksStep(\n",
" name=\"DBPythonInDBFS\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" python_script_path=python_script_path,\n",
" python_script_params={'--input_data'},\n",
" run_name='DB_Python_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbPythonInDbfsStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Python_demo').submit(pipeline)\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 3. Running a Python script in Databricks that currenlty is in local computer\n",
"To run a Python script that is currently in your local computer, follow the instructions below. \n",
"\n",
"The commented out code below code assumes that you have `train-db-local.py` in the `scripts` subdirectory under the current working directory.\n",
"\n",
"In this case, the Python script will be uploaded first to DBFS, and then the script will be run in Databricks."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"python_script_name = \"train-db-local.py\"\n",
"source_directory = \".\"\n",
"\n",
"dbPythonInLocalMachineStep = DatabricksStep(\n",
" name=\"DBPythonInLocalMachine\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" python_script_name=python_script_name,\n",
" source_directory=source_directory,\n",
" run_name='DB_Python_Local_demo',\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbPythonInLocalMachineStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_Python_Local_demo').submit(pipeline)\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 4. Running a JAR job that is alreay added in DBFS\n",
"To run a JAR job that is already uploaded to DBFS, follow the instructions below. You will first upload the JAR file to DBFS using the [CLI](https://docs.azuredatabricks.net/user-guide/dbfs-databricks-file-system.html).\n",
"\n",
"The commented out code in the below cell assumes that you have uploaded `train-db-dbfs.jar` to the root folder in DBFS. You can upload `train-db-dbfs.jar` to the root folder in DBFS using this commandline so you can use `jar_library_dbfs_path = \"dbfs:/train-db-dbfs.jar\"`:\n",
"\n",
"```\n",
"dbfs cp ./train-db-dbfs.jar dbfs:/train-db-dbfs.jar\n",
"```"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"main_jar_class_name = \"com.microsoft.aeva.Main\"\n",
"jar_library_dbfs_path = os.getenv(\"DATABRICKS_JAR_LIB_PATH\", \"<my-databricks-jar-lib-path>\") # Databricks jar library path\n",
"\n",
"dbJarInDbfsStep = DatabricksStep(\n",
" name=\"DBJarInDBFS\",\n",
" inputs=[step_1_input],\n",
" num_workers=1,\n",
" main_class_name=main_jar_class_name,\n",
" jar_params={'arg1', 'arg2'},\n",
" run_name='DB_JAR_demo',\n",
" jar_libraries=[JarLibrary(jar_library_dbfs_path)],\n",
" compute_target=databricks_compute,\n",
" allow_reuse=True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Build and submit the Experiment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"steps = [dbJarInDbfsStep]\n",
"pipeline = Pipeline(workspace=ws, steps=steps)\n",
"pipeline_run = Experiment(ws, 'DB_JAR_demo').submit(pipeline)\n",
"pipeline_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View Run Details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(pipeline_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Next: ADLA as a Compute Target\n",
"To use ADLA as a compute target from Azure Machine Learning Pipeline, a AdlaStep is used. This [notebook](./aml-pipelines-use-adla-as-compute-target.ipynb) demonstrates the use of AdlaStep in Azure Machine Learning Pipeline."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-databricks/databricks-as-remote-compute-target/aml-pipelines-use-databricks-as-compute-target.png)"
]
}
],
"metadata": {
"authors": [
{
"name": "diray"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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# Copyright (c) Microsoft. All rights reserved.
# Licensed under the MIT license.
print("In train.py")
print("As a data scientist, this is where I use my training code.")

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**Azure HDInsight**
Azure HDInsight is a fully managed cloud Hadoop & Spark offering the gives
optimized open-source analytic clusters for Spark, Hive, MapReduce, HBase,
Storm, and Kafka. HDInsight Spark clusters provide kernels that you can use with
the Jupyter notebook on [Apache Spark](https://spark.apache.org/) for testing
your applications. 
How Azure HDInsight works with Azure Machine Learning service
- You can train a model using Spark clusters and deploy the model to ACI/AKS
from within Azure HDInsight.
- You can also use [automated machine
learning](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-automated-ml) capabilities
integrated within Azure HDInsight.
You can use Azure HDInsight as a compute target from an [Azure Machine Learning
pipeline](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-ml-pipelines).
**Set up your HDInsight cluster**
Create [HDInsight
cluster](https://docs.microsoft.com/en-us/azure/hdinsight/hdinsight-hadoop-provision-linux-clusters)
**Quick create: Basic cluster setup**
This article walks you through setup in the [Azure
portal](https://portal.azure.com/), where you can create an HDInsight cluster
using *Quick create* or *Custom*.
![hdinsight create options custom quick create](media/0a235b34c0b881117e51dc31a232dbe1.png)
Follow instructions on the screen to do a basic cluster setup. Details are
provided below for:
- [Resource group
name](https://docs.microsoft.com/en-us/azure/hdinsight/hdinsight-hadoop-provision-linux-clusters#resource-group-name)
- [Cluster types and
configuration](https://docs.microsoft.com/en-us/azure/hdinsight/hdinsight-hadoop-provision-linux-clusters#cluster-types)
(Cluster must be Spark 2.3 (HDI 3.6) or greater)
- Cluster login and SSH username
- [Location](https://docs.microsoft.com/en-us/azure/hdinsight/hdinsight-hadoop-provision-linux-clusters#location)
**Import the sample HDI notebook in Jupyter**
**Important links:**
Create HDI cluster:
<https://docs.microsoft.com/en-us/azure/hdinsight/hdinsight-hadoop-provision-linux-clusters>
![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/azure-hdi/README.png)

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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/how-to-use-azureml/azure-hdi/automl_hdi_local_classification.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated ML on Azure HDInsight\n",
"\n",
"In this example we use the scikit-learn's <a href=\"http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset\" target=\"_blank\">digit dataset</a> to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create Azure Machine Learning Workspace object and initialize your notebook directory to easily reload this object from a configuration file.\n",
"2. Create an `Experiment` in an existing `Workspace`.\n",
"3. Configure Automated ML using `AutoMLConfig`.\n",
"4. Train the model using Azure HDInsight.\n",
"5. Explore the results.\n",
"6. Test the best fitted model.\n",
"\n",
"Before running this notebook, please follow the readme for using Automated ML on Azure HDI for installing necessary libraries to your cluster."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Check the Azure ML Core SDK Version to Validate Your Installation"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"import pandas as pd\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.train.automl.run import AutoMLRun\n",
"import logging\n",
"\n",
"print(\"SDK Version:\", azureml.core.VERSION)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Initialize an Azure ML Workspace\n",
"### What is an Azure ML Workspace and Why Do I Need One?\n",
"\n",
"An Azure ML workspace is an Azure resource that organizes and coordinates the actions of many other Azure resources to assist in executing and sharing machine learning workflows. In particular, an Azure ML workspace coordinates storage, databases, and compute resources providing added functionality for machine learning experimentation, operationalization, and the monitoring of operationalized models.\n",
"\n",
"\n",
"### What do I Need?\n",
"\n",
"To create or access an Azure ML workspace, you will need to import the Azure ML library and specify following information:\n",
"* A name for your workspace. You can choose one.\n",
"* Your subscription id. Use the `id` value from the `az account show` command output above.\n",
"* The resource group name. The resource group organizes Azure resources and provides a default region for the resources in the group. The resource group will be created if it doesn't exist. Resource groups can be created and viewed in the [Azure portal](https://portal.azure.com)\n",
"* Supported regions include `eastus2`, `eastus`,`westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"import pandas as pd\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.train.automl.run import AutoMLRun\n",
"import logging\n",
"\n",
"subscription_id = \"<Your SubscriptionId>\" #you should be owner or contributor\n",
"resource_group = \"<Resource group - new or existing>\" #you should be owner or contributor\n",
"workspace_name = \"<workspace to be created>\" #your workspace name\n",
"workspace_region = \"<azureregion>\" #your region\n",
"\n",
"\n",
"tenant_id = \"<tenant_id>\"\n",
"app_id = \"<app_id>\"\n",
"app_key = \"<app_key>\"\n",
"\n",
"auth_sp = ServicePrincipalAuthentication(tenant_id = tenant_id,\n",
" service_principal_id = app_id,\n",
" service_principal_password = app_key)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Creating a Workspace\n",
"If you already have access to an Azure ML workspace you want to use, you can skip this cell. Otherwise, this cell will create an Azure ML workspace for you in the specified subscription, provided you have the correct permissions for the given `subscription_id`.\n",
"\n",
"This will fail when:\n",
"1. The workspace already exists.\n",
"2. You do not have permission to create a workspace in the resource group.\n",
"3. You are not a subscription owner or contributor and no Azure ML workspaces have ever been created in this subscription.\n",
"\n",
"If workspace creation fails for any reason other than already existing, please work with your IT administrator to provide you with the appropriate permissions or to provision the required resources.\n",
"\n",
"**Note:** Creation of a new workspace can take several minutes."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"##TESTONLY\n",
"# Import the Workspace class and check the Azure ML SDK version.\n",
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.create(name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group, \n",
" location = workspace_region,\n",
" auth = auth_sp,\n",
" exist_ok=True)\n",
"ws.get_details()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configuring Your Local Environment\n",
"You can validate that you have access to the specified workspace and write a configuration file to the default configuration location, `./aml_config/config.json`."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace(workspace_name = workspace_name,\n",
" subscription_id = subscription_id,\n",
" resource_group = resource_group,\n",
" auth = auth_sp)\n",
"\n",
"# Persist the subscription id, resource group name, and workspace name in aml_config/config.json.\n",
"ws.write_config()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create a Folder to Host Sample Projects\n",
"Finally, create a folder where all the sample projects will be hosted."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"\n",
"sample_projects_folder = './sample_projects'\n",
"\n",
"if not os.path.isdir(sample_projects_folder):\n",
" os.mkdir(sample_projects_folder)\n",
" \n",
"print('Sample projects will be created in {}.'.format(sample_projects_folder))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create an Experiment\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"import os\n",
"import random\n",
"import time\n",
"\n",
"from matplotlib import pyplot as plt\n",
"from matplotlib.pyplot import imshow\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.train.automl.run import AutoMLRun"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-local-classification-hdi'\n",
"project_folder = './sample_projects/automl-local-classification-hdi'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"pd.DataFrame(data = output, index = ['']).T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Diagnostics\n",
"\n",
"Opt-in diagnostics for better experience, quality, and security of future releases."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.telemetry import set_diagnostics_collection\n",
"set_diagnostics_collection(send_diagnostics = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Registering Datastore"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Datastore is the way to save connection information to a storage service (e.g. Azure Blob, Azure Data Lake, Azure SQL) information to your workspace so you can access them without exposing credentials in your code. The first thing you will need to do is register a datastore, you can refer to our [python SDK documentation](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.datastore.datastore?view=azure-ml-py) on how to register datastores. __Note: for best security practices, please do not check in code that contains registering datastores with secrets into your source control__\n",
"\n",
"The code below registers a datastore pointing to a publicly readable blob container."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Datastore\n",
"\n",
"datastore_name = 'demo_training'\n",
"container_name = 'digits' \n",
"account_name = 'automlpublicdatasets'\n",
"Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = datastore_name, \n",
" container_name = container_name, \n",
" account_name = account_name,\n",
" overwrite = True\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Below is an example on how to register a private blob container\n",
"```python\n",
"datastore = Datastore.register_azure_blob_container(\n",
" workspace = ws, \n",
" datastore_name = 'example_datastore', \n",
" container_name = 'example-container', \n",
" account_name = 'storageaccount',\n",
" account_key = 'accountkey'\n",
")\n",
"```\n",
"The example below shows how to register an Azure Data Lake store. Please make sure you have granted the necessary permissions for the service principal to access the data lake.\n",
"```python\n",
"datastore = Datastore.register_azure_data_lake(\n",
" workspace = ws,\n",
" datastore_name = 'example_datastore',\n",
" store_name = 'adlsstore',\n",
" tenant_id = 'tenant-id-of-service-principal',\n",
" client_id = 'client-id-of-service-principal',\n",
" client_secret = 'client-secret-of-service-principal'\n",
")\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Load Training Data Using DataPrep"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Automated ML takes a Dataflow as input.\n",
"\n",
"If you are familiar with Pandas and have done your data preparation work in Pandas already, you can use the `read_pandas_dataframe` method in dprep to convert the DataFrame to a Dataflow.\n",
"```python\n",
"df = pd.read_csv(...)\n",
"# apply some transforms\n",
"dprep.read_pandas_dataframe(df, temp_folder='/path/accessible/by/both/driver/and/worker')\n",
"```\n",
"\n",
"If you just need to ingest data without doing any preparation, you can directly use AzureML Data Prep (Data Prep) to do so. The code below demonstrates this scenario. Data Prep also has data preparation capabilities, we have many [sample notebooks](https://github.com/Microsoft/AMLDataPrepDocs) demonstrating the capabilities.\n",
"\n",
"You will get the datastore you registered previously and pass it to Data Prep for reading. The data comes from the digits dataset: `sklearn.datasets.load_digits()`. `DataPath` points to a specific location within a datastore. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import azureml.dataprep as dprep\n",
"from azureml.data.datapath import DataPath\n",
"\n",
"datastore = Datastore.get(workspace = ws, datastore_name = datastore_name)\n",
"\n",
"X_train = dprep.read_csv(datastore.path('X.csv'))\n",
"y_train = dprep.read_csv(datastore.path('y.csv')).to_long(dprep.ColumnSelector(term='.*', use_regex = True))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Review the Data Preparation Result\n",
"You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only j records for all the steps in the Dataflow, which makes it fast even against large datasets."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.get_profile()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_train.get_profile()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configure AutoML\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**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",
"|**spark_context**|Spark Context object. for HDInsight, use spark_context=sc|\n",
"|**max_concurrent_iterations**|Maximum number of iterations to execute in parallel. This should be <= number of worker nodes in your Azure HDInsight cluster.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], [n_samples, n_classes]<br>Multi-class targets. An indicator matrix turns on multilabel classification. This should be an array of integers.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"|**preprocess**|set this to True to enable pre-processing of data eg. string to numeric using one-hot encoding|\n",
"|**exit_score**|Target score for experiment. It is associated with the metric. eg. exit_score=0.995 will exit experiment after that|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 10,\n",
" iterations = 3,\n",
" preprocess = True,\n",
" n_cross_validations = 10,\n",
" max_concurrent_iterations = 2, #change it based on number of worker nodes\n",
" verbosity = logging.INFO,\n",
" spark_context=sc, #HDI /spark related\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train the Models\n",
"\n",
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Explore the Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The following will show the child runs and waits for the parent run to complete."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs after the experiment is completed (in portal)\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" 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 after the above run is complete \n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric after the above run is complete based on the child run\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test the Best Fitted Model\n",
"\n",
"#### Load Test Data - you can split the dataset beforehand & pass Train dataset to AutoML and use Test dataset to evaluate the best model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"blob_location = \"https://{}.blob.core.windows.net/{}\".format(account_name, container_name)\n",
"X_test = pd.read_csv(\"{}./X_valid.csv\".format(blob_location), header=0)\n",
"y_test = pd.read_csv(\"{}/y_valid.csv\".format(blob_location), header=0)\n",
"images = pd.read_csv(\"{}/images.csv\".format(blob_location), header=None)\n",
"images = np.reshape(images.values, (100,8,8))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model\n",
"We will try to predict digits and see how our model works. This is just an example to show you."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test.values[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(3, figsize = (5,5))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" display(fig)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"When deploying an automated ML trained model, please specify _pippackages=['azureml-sdk[automl]']_ in your CondaDependencies.\n",
"\n",
"Please refer to only the **Deploy** section in this notebook - <a href=\"https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/automated-machine-learning/classification-with-deployment\" target=\"_blank\">Deployment of Automated ML trained model</a>"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
},
{
"name": "sasum"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "Python",
"name": "Python36"
},
"language_info": {
"codemirror_mode": {
"name": "python",
"version": 3
},
"mimetype": "text/x-python",
"name": "pyspark3",
"pygments_lexer": "python3"
},
"name": "auto-ml-classification-local-adb",
"notebookId": 587284549713154
},
"nbformat": 4,
"nbformat_minor": 1
}

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{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Track Data Drift between Training and Inference Data in Production \n",
"\n",
"With this notebook, you will learn how to enable the DataDrift service to automatically track and determine whether your inference data is drifting from the data your model was initially trained on. The DataDrift service provides metrics and visualizations to help stakeholders identify which specific features cause the concept drift to occur.\n",
"\n",
"Please email driftfeedback@microsoft.com with any issues. A member from the DataDrift team will respond shortly. \n",
"\n",
"The DataDrift Public Preview API can be found [here](https://docs.microsoft.com/en-us/python/api/azureml-contrib-datadrift/?view=azure-ml-py). "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/datadrift/azureml-datadrift.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Prerequisites and Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Install the DataDrift package\n",
"\n",
"Install the azureml-contrib-datadrift, azureml-contrib-opendatasets and lightgbm packages before running this notebook.\n",
"```\n",
"pip install azureml-contrib-datadrift\n",
"pip install azureml-contrib-datasets\n",
"pip install lightgbm\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Import Dependencies"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"import os\n",
"import time\n",
"from datetime import datetime, timedelta\n",
"\n",
"import numpy as np\n",
"import pandas as pd\n",
"import requests\n",
"from azureml.contrib.datadrift import DataDriftDetector, AlertConfiguration\n",
"from azureml.contrib.opendatasets import NoaaIsdWeather\n",
"from azureml.core import Dataset, Workspace, Run\n",
"from azureml.core.compute import AksCompute, ComputeTarget\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.image import ContainerImage\n",
"from azureml.core.model import Model\n",
"from azureml.core.webservice import Webservice, AksWebservice\n",
"from azureml.widgets import RunDetails\n",
"from sklearn.externals import joblib\n",
"from sklearn.model_selection import train_test_split\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Set up Configuraton and Create Azure ML Workspace\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) first if you haven't already to establish your connection to the AzureML Workspace."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Please type in your initials/alias. The prefix is prepended to the names of resources created by this notebook. \n",
"prefix = \"dd\"\n",
"\n",
"# NOTE: Please do not change the model_name, as it's required by the score.py file\n",
"model_name = \"driftmodel\"\n",
"image_name = \"{}driftimage\".format(prefix)\n",
"service_name = \"{}driftservice\".format(prefix)\n",
"\n",
"# optionally, set email address to receive an email alert for DataDrift\n",
"email_address = \"\""
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Generate Train/Testing Data\n",
"\n",
"For this demo, we will use NOAA weather data from [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/). You may replace this step with your own dataset. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"usaf_list = ['725724', '722149', '723090', '722159', '723910', '720279',\n",
" '725513', '725254', '726430', '720381', '723074', '726682',\n",
" '725486', '727883', '723177', '722075', '723086', '724053',\n",
" '725070', '722073', '726060', '725224', '725260', '724520',\n",
" '720305', '724020', '726510', '725126', '722523', '703333',\n",
" '722249', '722728', '725483', '722972', '724975', '742079',\n",
" '727468', '722193', '725624', '722030', '726380', '720309',\n",
" '722071', '720326', '725415', '724504', '725665', '725424',\n",
" '725066']\n",
"\n",
"columns = ['usaf', 'wban', 'datetime', 'latitude', 'longitude', 'elevation', 'windAngle', 'windSpeed', 'temperature', 'stationName', 'p_k']\n",
"\n",
"\n",
"def enrich_weather_noaa_data(noaa_df):\n",
" hours_in_day = 23\n",
" week_in_year = 52\n",
" \n",
" noaa_df[\"hour\"] = noaa_df[\"datetime\"].dt.hour\n",
" noaa_df[\"weekofyear\"] = noaa_df[\"datetime\"].dt.week\n",
" \n",
" noaa_df[\"sine_weekofyear\"] = noaa_df['datetime'].transform(lambda x: np.sin((2*np.pi*x.dt.week-1)/week_in_year))\n",
" noaa_df[\"cosine_weekofyear\"] = noaa_df['datetime'].transform(lambda x: np.cos((2*np.pi*x.dt.week-1)/week_in_year))\n",
"\n",
" noaa_df[\"sine_hourofday\"] = noaa_df['datetime'].transform(lambda x: np.sin(2*np.pi*x.dt.hour/hours_in_day))\n",
" noaa_df[\"cosine_hourofday\"] = noaa_df['datetime'].transform(lambda x: np.cos(2*np.pi*x.dt.hour/hours_in_day))\n",
" \n",
" return noaa_df\n",
"\n",
"def add_window_col(input_df):\n",
" shift_interval = pd.Timedelta('-7 days') # your X days interval\n",
" df_shifted = input_df.copy()\n",
" df_shifted['datetime'] = df_shifted['datetime'] - shift_interval\n",
" df_shifted.drop(list(input_df.columns.difference(['datetime', 'usaf', 'wban', 'sine_hourofday', 'temperature'])), axis=1, inplace=True)\n",
"\n",
" # merge, keeping only observations where -1 lag is present\n",
" df2 = pd.merge(input_df,\n",
" df_shifted,\n",
" on=['datetime', 'usaf', 'wban', 'sine_hourofday'],\n",
" how='inner', # use 'left' to keep observations without lags\n",
" suffixes=['', '-7'])\n",
" return df2\n",
"\n",
"def get_noaa_data(start_time, end_time, cols, station_list):\n",
" isd = NoaaIsdWeather(start_time, end_time, cols=cols)\n",
" # Read into Pandas data frame.\n",
" noaa_df = isd.to_pandas_dataframe()\n",
" noaa_df = noaa_df.rename(columns={\"stationName\": \"station_name\"})\n",
" \n",
" df_filtered = noaa_df[noaa_df[\"usaf\"].isin(station_list)]\n",
" df_filtered.reset_index(drop=True)\n",
" \n",
" # Enrich with time features\n",
" df_enriched = enrich_weather_noaa_data(df_filtered)\n",
" \n",
" return df_enriched\n",
"\n",
"def get_featurized_noaa_df(start_time, end_time, cols, station_list):\n",
" df_1 = get_noaa_data(start_time - timedelta(days=7), start_time - timedelta(seconds=1), cols, station_list)\n",
" df_2 = get_noaa_data(start_time, end_time, cols, station_list)\n",
" noaa_df = pd.concat([df_1, df_2])\n",
" \n",
" print(\"Adding window feature\")\n",
" df_window = add_window_col(noaa_df)\n",
" \n",
" cat_columns = df_window.dtypes == object\n",
" cat_columns = cat_columns[cat_columns == True]\n",
" \n",
" print(\"Encoding categorical columns\")\n",
" df_encoded = pd.get_dummies(df_window, columns=cat_columns.keys().tolist())\n",
" \n",
" print(\"Dropping unnecessary columns\")\n",
" df_featurized = df_encoded.drop(['windAngle', 'windSpeed', 'datetime', 'elevation'], axis=1).dropna().drop_duplicates()\n",
" \n",
" return df_featurized"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Train model on Jan 1 - 14, 2009 data\n",
"df = get_featurized_noaa_df(datetime(2009, 1, 1), datetime(2009, 1, 14, 23, 59, 59), columns, usaf_list)\n",
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"label = \"temperature\"\n",
"x_df = df.drop(label, axis=1)\n",
"y_df = df[[label]]\n",
"x_train, x_test, y_train, y_test = train_test_split(df, y_df, test_size=0.2, random_state=223)\n",
"print(x_train.shape, x_test.shape, y_train.shape, y_test.shape)\n",
"\n",
"training_dir = 'outputs/training'\n",
"training_file = \"training.csv\"\n",
"\n",
"# Generate training dataframe to register as Training Dataset\n",
"os.makedirs(training_dir, exist_ok=True)\n",
"training_df = pd.merge(x_train.drop(label, axis=1), y_train, left_index=True, right_index=True)\n",
"training_df.to_csv(training_dir + \"/\" + training_file)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create/Register Training Dataset"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset_name = \"dataset\"\n",
"name_suffix = datetime.utcnow().strftime(\"%Y-%m-%d-%H-%M-%S\")\n",
"snapshot_name = \"snapshot-{}\".format(name_suffix)\n",
"\n",
"dstore = ws.get_default_datastore()\n",
"dstore.upload(training_dir, \"data/training\", show_progress=True)\n",
"dpath = dstore.path(\"data/training/training.csv\")\n",
"trainingDataset = Dataset.auto_read_files(dpath, include_path=True)\n",
"trainingDataset = trainingDataset.register(workspace=ws, name=dataset_name, description=\"dset\", exist_ok=True)\n",
"\n",
"trainingDataSnapshot = trainingDataset.create_snapshot(snapshot_name=snapshot_name, compute_target=None, create_data_snapshot=True)\n",
"datasets = [(Dataset.Scenario.TRAINING, trainingDataSnapshot)]\n",
"print(\"dataset registration done.\\n\")\n",
"datasets"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train and Save Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import lightgbm as lgb\n",
"\n",
"train = lgb.Dataset(data=x_train, \n",
" label=y_train)\n",
"\n",
"test = lgb.Dataset(data=x_test, \n",
" label=y_test,\n",
" reference=train)\n",
"\n",
"params = {'learning_rate' : 0.1,\n",
" 'boosting' : 'gbdt',\n",
" 'metric' : 'rmse',\n",
" 'feature_fraction' : 1,\n",
" 'bagging_fraction' : 1,\n",
" 'max_depth': 6,\n",
" 'num_leaves' : 31,\n",
" 'objective' : 'regression',\n",
" 'bagging_freq' : 1,\n",
" \"verbose\": -1,\n",
" 'min_data_per_leaf': 100}\n",
"\n",
"model = lgb.train(params, \n",
" num_boost_round=500,\n",
" train_set=train,\n",
" valid_sets=[train, test],\n",
" verbose_eval=50,\n",
" early_stopping_rounds=25)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_file = 'outputs/{}.pkl'.format(model_name)\n",
"\n",
"os.makedirs('outputs', exist_ok=True)\n",
"joblib.dump(model, model_file)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model = Model.register(model_path=model_file,\n",
" model_name=model_name,\n",
" workspace=ws,\n",
" datasets=datasets)\n",
"\n",
"print(model_name, image_name, service_name, model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Deploy Model To AKS"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Prepare Environment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn', 'joblib', 'lightgbm', 'pandas'],\n",
" pip_packages=['azureml-monitoring', 'azureml-sdk[automl]'])\n",
"\n",
"with open(\"myenv.yml\",\"w\") as f:\n",
" f.write(myenv.serialize_to_string())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create Image"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Image creation may take up to 15 minutes.\n",
"\n",
"image_name = image_name + str(model.version)\n",
"\n",
"if not image_name in ws.images:\n",
" # Use the score.py defined in this directory as the execution script\n",
" # NOTE: The Model Data Collector must be enabled in the execution script for DataDrift to run correctly\n",
" image_config = ContainerImage.image_configuration(execution_script=\"score.py\",\n",
" runtime=\"python\",\n",
" conda_file=\"myenv.yml\",\n",
" description=\"Image with weather dataset model\")\n",
" image = ContainerImage.create(name=image_name,\n",
" models=[model],\n",
" image_config=image_config,\n",
" workspace=ws)\n",
"\n",
" image.wait_for_creation(show_output=True)\n",
"else:\n",
" image = ws.images[image_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create Compute Target"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_name = 'dd-demo-e2e'\n",
"prov_config = AksCompute.provisioning_configuration()\n",
"\n",
"if not aks_name in ws.compute_targets:\n",
" aks_target = ComputeTarget.create(workspace=ws,\n",
" name=aks_name,\n",
" provisioning_configuration=prov_config)\n",
"\n",
" aks_target.wait_for_completion(show_output=True)\n",
" print(aks_target.provisioning_state)\n",
" print(aks_target.provisioning_errors)\n",
"else:\n",
" aks_target=ws.compute_targets[aks_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy Service"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service_name = service_name\n",
"\n",
"if not aks_service_name in ws.webservices:\n",
" aks_config = AksWebservice.deploy_configuration(collect_model_data=True, enable_app_insights=True)\n",
" aks_service = Webservice.deploy_from_image(workspace=ws,\n",
" name=aks_service_name,\n",
" image=image,\n",
" deployment_config=aks_config,\n",
" deployment_target=aks_target)\n",
" aks_service.wait_for_deployment(show_output=True)\n",
" print(aks_service.state)\n",
"else:\n",
" aks_service = ws.webservices[aks_service_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Run DataDrift Analysis"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Send Scoring Data to Service"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download Scoring Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Score Model on March 15, 2016 data\n",
"scoring_df = get_noaa_data(datetime(2016, 3, 15) - timedelta(days=7), datetime(2016, 3, 16), columns, usaf_list)\n",
"# Add the window feature column\n",
"scoring_df = add_window_col(scoring_df)\n",
"\n",
"# Drop features not used by the model\n",
"print(\"Dropping unnecessary columns\")\n",
"scoring_df = scoring_df.drop(['windAngle', 'windSpeed', 'datetime', 'elevation'], axis=1).dropna()\n",
"scoring_df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# One Hot Encode the scoring dataset to match the training dataset schema\n",
"columns_dict = model.datasets[\"training\"][0].get_profile().columns\n",
"extra_cols = ('Path', 'Column1')\n",
"for k in extra_cols:\n",
" columns_dict.pop(k, None)\n",
"training_columns = list(columns_dict.keys())\n",
"\n",
"categorical_columns = scoring_df.dtypes == object\n",
"categorical_columns = categorical_columns[categorical_columns == True]\n",
"\n",
"test_df = pd.get_dummies(scoring_df[categorical_columns.keys().tolist()])\n",
"encoded_df = scoring_df.join(test_df)\n",
"\n",
"# Populate missing OHE columns with 0 values to match traning dataset schema\n",
"difference = list(set(training_columns) - set(encoded_df.columns.tolist()))\n",
"for col in difference:\n",
" encoded_df[col] = 0\n",
"encoded_df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Serialize dataframe to list of row dictionaries\n",
"encoded_dict = encoded_df.to_dict('records')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Scoring Data to Service"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%time\n",
"\n",
"# retreive the API keys. AML generates two keys.\n",
"key1, key2 = aks_service.get_keys()\n",
"\n",
"total_count = len(scoring_df)\n",
"i = 0\n",
"load = []\n",
"for row in encoded_dict:\n",
" load.append(row)\n",
" i = i + 1\n",
" if i % 100 == 0:\n",
" payload = json.dumps({\"data\": load})\n",
" \n",
" # construct raw HTTP request and send to the service\n",
" payload_binary = bytes(payload,encoding = 'utf8')\n",
" headers = {'Content-Type':'application/json', 'Authorization': 'Bearer ' + key1}\n",
" resp = requests.post(aks_service.scoring_uri, payload_binary, headers=headers)\n",
" \n",
" print(\"prediction:\", resp.content, \"Progress: {}/{}\".format(i, total_count)) \n",
"\n",
" load = []\n",
" time.sleep(3)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configure DataDrift"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"services = [service_name]\n",
"start = datetime.now() - timedelta(days=2)\n",
"end = datetime(year=2020, month=1, day=22, hour=15, minute=16)\n",
"feature_list = ['usaf', 'wban', 'latitude', 'longitude', 'station_name', 'p_k', 'sine_hourofday', 'cosine_hourofday', 'temperature-7']\n",
"alert_config = AlertConfiguration([email_address]) if email_address else None\n",
"\n",
"# there will be an exception indicating using get() method if DataDrift object already exist\n",
"try:\n",
" datadrift = DataDriftDetector.create(ws, model.name, model.version, services, frequency=\"Day\", alert_config=alert_config)\n",
"except KeyError:\n",
" datadrift = DataDriftDetector.get(ws, model.name, model.version)\n",
" \n",
"print(\"Details of DataDrift Object:\\n{}\".format(datadrift))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Run an Adhoc DataDriftDetector Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"target_date = datetime.today()\n",
"run = datadrift.run(target_date, services, feature_list=feature_list, create_compute_target=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"exp = Experiment(ws, datadrift._id)\n",
"dd_run = Run(experiment=exp, run_id=run)\n",
"RunDetails(dd_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Get Drift Analysis Results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(dd_run.get_children())\n",
"for child in children:\n",
" child.wait_for_completion()\n",
"\n",
"drift_metrics = datadrift.get_output(start_time=start, end_time=end)\n",
"drift_metrics"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Show all drift figures, one per serivice.\n",
"# If setting with_details is False (by default), only drift will be shown; if it's True, all details will be shown.\n",
"\n",
"drift_figures = datadrift.show(with_details=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Enable DataDrift Schedule"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"datadrift.enable_schedule()"
]
}
],
"metadata": {
"authors": [
{
"name": "rafarmah"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -0,0 +1,3 @@
## Using data drift APIs
1. [Detect data drift for a model](azure-ml-datadrift.ipynb): Detect data drift for a deployed model.

View File

@@ -0,0 +1,58 @@
import pickle
import json
import numpy
import azureml.train.automl
from sklearn.externals import joblib
from sklearn.linear_model import Ridge
from azureml.core.model import Model
from azureml.core.run import Run
from azureml.monitoring import ModelDataCollector
import time
import pandas as pd
def init():
global model, inputs_dc, prediction_dc, feature_names, categorical_features
print("Model is initialized" + time.strftime("%H:%M:%S"))
model_path = Model.get_model_path(model_name="driftmodel")
model = joblib.load(model_path)
feature_names = ["usaf", "wban", "latitude", "longitude", "station_name", "p_k",
"sine_weekofyear", "cosine_weekofyear", "sine_hourofday", "cosine_hourofday",
"temperature-7"]
categorical_features = ["usaf", "wban", "p_k", "station_name"]
inputs_dc = ModelDataCollector(model_name="driftmodel",
identifier="inputs",
feature_names=feature_names)
prediction_dc = ModelDataCollector("driftmodel",
identifier="predictions",
feature_names=["temperature"])
def run(raw_data):
global inputs_dc, prediction_dc
try:
data = json.loads(raw_data)["data"]
data = pd.DataFrame(data)
# Remove the categorical features as the model expects OHE values
input_data = data.drop(categorical_features, axis=1)
result = model.predict(input_data)
# Collect the non-OHE dataframe
collected_df = data[feature_names]
inputs_dc.collect(collected_df.values)
prediction_dc.collect(result)
return result.tolist()
except Exception as e:
error = str(e)
print(error + time.strftime("%H:%M:%S"))
return error

View File

@@ -13,19 +13,26 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.png)"
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/deploy-to-cloud/model-register-and-deploy.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Register Spark Model and deploy as Webservice\n",
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/deploy-to-cloud/model-register-and-deploy.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Register Model and deploy as Webservice\n",
"\n",
"This example shows how to deploy a Webservice in step-by-step fashion:\n",
"\n",
" 1. Register Spark Model\n",
" 2. Deploy Spark Model as Webservice"
" 1. Register Model\n",
" 2. Deploy Model as Webservice"
]
},
{
@@ -70,7 +77,7 @@
"from azureml.core import Workspace\n",
"\n",
"ws = Workspace.from_config()\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep='\\n')"
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
{
@@ -84,7 +91,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"You can add tags and descriptions to your Models. Note you need to have a `iris.model` file in the current directory. This model file is generated using [train in spark](../training/train-in-spark/train-in-spark.ipynb) notebook. The below call registers that file as a Model with the same name `iris.model` in the workspace.\n",
"You can add tags and descriptions to your Models. Note you need to have a `sklearn_regression_model.pkl` file in the current directory. This file is generated by the 01 notebook. The below call registers that file as a Model with the same name `sklearn_regression_model.pkl` in the workspace.\n",
"\n",
"Using tags, you can track useful information such as the name and version of the machine learning library used to train the model. Note that tags must be alphanumeric."
]
@@ -101,40 +108,11 @@
"source": [
"from azureml.core.model import Model\n",
"\n",
"model = Model.register(model_path=\"iris.model\",\n",
" model_name=\"iris.model\",\n",
" tags={'type': \"regression\"},\n",
" description=\"Logistic regression model to predict iris species\",\n",
" workspace=ws)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Fetch Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can now create and/or use an Environment object when deploying a Webservice. The Environment can have been previously registered with your Workspace, or it will be registered with it as a part of the Webservice deployment.\n",
"\n",
"In this notebook, we will be using 'AzureML-PySpark-MmlSpark-0.15', a curated environment.\n",
"\n",
"More information can be found in our [using environments notebook](../training/using-environments/using-environments.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Environment\n",
"\n",
"env = Environment.get(ws, name='AzureML-PySpark-MmlSpark-0.15')\n"
"model = Model.register(model_path = \"sklearn_regression_model.pkl\",\n",
" model_name = \"sklearn_regression_model.pkl\",\n",
" tags = {'area': \"diabetes\", 'type': \"regression\"},\n",
" description = \"Ridge regression model to predict diabetes\",\n",
" workspace = ws)"
]
},
{
@@ -144,19 +122,23 @@
"## Create Inference Configuration\n",
"\n",
"There is now support for a source directory, you can upload an entire folder from your local machine as dependencies for the Webservice.\n",
"Note: in that case, your entry_script is relative path to the source_directory path.\n",
"Note: in that case, your entry_script, conda_file, and extra_docker_file_steps paths are relative paths to the source_directory path.\n",
"\n",
"Sample code for using a source directory:\n",
"\n",
"```python\n",
"inference_config = InferenceConfig(source_directory=\"C:/abc\",\n",
" runtime= \"python\", \n",
" entry_script=\"x/y/score.py\",\n",
" environment=environment)\n",
" conda_file=\"env/myenv.yml\", \n",
" extra_docker_file_steps=\"helloworld.txt\")\n",
"```\n",
"\n",
" - source_directory = holds source path as string, this entire folder gets added in image so its really easy to access any files within this folder or subfolder\n",
" - runtime = Which runtime to use for the image. Current supported runtimes are 'spark-py' and 'python\n",
" - entry_script = contains logic specific to initializing your model and running predictions\n",
" - environment = An environment object to use for the deployment. Doesn't have to be registered"
" - conda_file = manages conda and python package dependencies.\n",
" - extra_docker_file_steps = optional: any extra steps you want to inject into docker file"
]
},
{
@@ -171,7 +153,10 @@
"source": [
"from azureml.core.model import InferenceConfig\n",
"\n",
"inference_config = InferenceConfig(entry_script=\"score.py\", environment=env)"
"inference_config = InferenceConfig(runtime= \"python\", \n",
" entry_script=\"score.py\",\n",
" conda_file=\"myenv.yml\", \n",
" extra_docker_file_steps=\"helloworld.txt\")"
]
},
{
@@ -186,17 +171,13 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"azuremlexception-remarks-sample"
]
},
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import AciWebservice, Webservice\n",
"from azureml.exceptions import WebserviceException\n",
"\n",
"deployment_config = AciWebservice.deploy_configuration(cpu_cores=1, memory_gb=1)\n",
"deployment_config = AciWebservice.deploy_configuration(cpu_cores = 1, memory_gb = 1)\n",
"aci_service_name = 'aciservice1'\n",
"\n",
"try:\n",
@@ -229,9 +210,12 @@
"outputs": [],
"source": [
"import json\n",
"test_sample = json.dumps({'features':{'type':1,'values':[4.3,3.0,1.1,0.1]},'label':2.0})\n",
"test_sample = json.dumps({'data': [\n",
" [1,2,3,4,5,6,7,8,9,10], \n",
" [10,9,8,7,6,5,4,3,2,1]\n",
"]})\n",
"\n",
"test_sample_encoded = bytes(test_sample, encoding='utf8')\n",
"test_sample_encoded = bytes(test_sample,encoding = 'utf8')\n",
"prediction = service.run(input_data=test_sample_encoded)\n",
"print(prediction)"
]
@@ -263,38 +247,15 @@
"source": [
"### Model Profiling\n",
"\n",
"You can also take advantage of the profiling feature to estimate CPU and memory requirements for models.\n",
"you can also take advantage of profiling feature for model\n",
"\n",
"```python\n",
"profile = Model.profile(ws, \"profilename\", [model], inference_config, test_sample)\n",
"\n",
"profile = model.profile(ws, \"profilename\", [model], inference_config, test_sample)\n",
"profile.wait_for_profiling(True)\n",
"profiling_results = profile.get_results()\n",
"print(profiling_results)\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Model Packaging\n",
"\n",
"If you want to build a Docker image that encapsulates your model and its dependencies, you can use the model packaging option. The output image will be pushed to your workspace's ACR.\n",
"\n",
"You must include an Environment object in your inference configuration to use `Model.package()`.\n",
"\n",
"```python\n",
"package = Model.package(ws, [model], inference_config)\n",
"package.wait_for_creation(show_output=True) # Or show_output=False to hide the Docker build logs.\n",
"package.pull()\n",
"```\n",
"\n",
"Instead of a fully-built image, you can also generate a Dockerfile and download all the assets needed to build an image on top of your Environment.\n",
"\n",
"```python\n",
"package = Model.package(ws, [model], inference_config, generate_dockerfile=True)\n",
"package.wait_for_creation(show_output=True)\n",
"package.save(\"./local_context_dir\")\n",
"```"
]
}
@@ -302,24 +263,9 @@
"metadata": {
"authors": [
{
"name": "vaidyas"
"name": "aashishb"
}
],
"category": "deployment",
"compute": [
"None"
],
"datasets": [
"Iris"
],
"deployment": [
"Azure Container Instance"
],
"exclude_from_index": false,
"framework": [
"PySpark"
],
"friendly_name": "Register Spark model and deploy as webservice",
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -335,7 +281,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
"version": "3.7.0"
}
},
"nbformat": 4,

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