Pin scikit-learn to avoid conflict with azureml-responsibleai

Updated automl_env.yml for Azure ML SDK 1.53.2

README.md

@@ -1,6 +1,8 @@
 # Azure Machine Learning Python SDK notebooks
 
-> a community-driven repository of examples using mlflow for tracking can be found at https://github.com/Azure/azureml-examples
+
+** **With the introduction of AzureML SDK v2, this samples repository for the v1 SDK is now deprecated and will not be monitored or updated. Users are encouraged to visit the [v2 SDK samples repository](https://github.com/Azure/azureml-examples) instead for up-to-date and enhanced examples of how to build, train, and deploy machine learning models with AzureML's newest features.** **
+
 
 Welcome to the Azure Machine Learning Python SDK notebooks repository!
 

SECURITY.md

@@ -0,0 +1,41 @@
+<!-- BEGIN MICROSOFT SECURITY.MD V0.0.7 BLOCK -->
+
+## Security
+
+Microsoft takes the security of our software products and services seriously, which includes all source code repositories managed through our GitHub organizations, which include [Microsoft](https://github.com/Microsoft), [Azure](https://github.com/Azure), [DotNet](https://github.com/dotnet), [AspNet](https://github.com/aspnet), [Xamarin](https://github.com/xamarin), and [our GitHub organizations](https://opensource.microsoft.com/).
+
+If you believe you have found a security vulnerability in any Microsoft-owned repository that meets [Microsoft's definition of a security vulnerability](https://aka.ms/opensource/security/definition), please report it to us as described below.
+
+## Reporting Security Issues
+
+**Please do not report security vulnerabilities through public GitHub issues.**
+
+Instead, please report them to the Microsoft Security Response Center (MSRC) at [https://msrc.microsoft.com/create-report](https://aka.ms/opensource/security/create-report).
+
+If you prefer to submit without logging in, send email to [secure@microsoft.com](mailto:secure@microsoft.com).  If possible, encrypt your message with our PGP key; please download it from the [Microsoft Security Response Center PGP Key page](https://aka.ms/opensource/security/pgpkey).
+
+You should receive a response within 24 hours. If for some reason you do not, please follow up via email to ensure we received your original message. Additional information can be found at [microsoft.com/msrc](https://aka.ms/opensource/security/msrc). 
+
+Please include the requested information listed below (as much as you can provide) to help us better understand the nature and scope of the possible issue:
+
+  * Type of issue (e.g. buffer overflow, SQL injection, cross-site scripting, etc.)
+  * Full paths of source file(s) related to the manifestation of the issue
+  * The location of the affected source code (tag/branch/commit or direct URL)
+  * Any special configuration required to reproduce the issue
+  * Step-by-step instructions to reproduce the issue
+  * Proof-of-concept or exploit code (if possible)
+  * Impact of the issue, including how an attacker might exploit the issue
+
+This information will help us triage your report more quickly.
+
+If you are reporting for a bug bounty, more complete reports can contribute to a higher bounty award. Please visit our [Microsoft Bug Bounty Program](https://aka.ms/opensource/security/bounty) page for more details about our active programs.
+
+## Preferred Languages
+
+We prefer all communications to be in English.
+
+## Policy
+
+Microsoft follows the principle of [Coordinated Vulnerability Disclosure](https://aka.ms/opensource/security/cvd).
+
+<!-- END MICROSOFT SECURITY.MD BLOCK -->

configuration.ipynb

@@ -103,7 +103,7 @@
       "source": [
         "import azureml.core\n",
         "\n",
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
+        "print(\"This notebook was created using version 1.53.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -329,7 +329,7 @@
         "    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",
+        "    compute_config = AmlCompute.provisioning_configuration(vm_size=\"Standard_NC6s_v3\",\n",
         "                                                           min_nodes=0,\n",
         "                                                           max_nodes=4)\n",
         "    # Create the cluster with the specified name and configuration\n",
@@ -367,9 +367,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

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

@@ -174,7 +174,7 @@
         "else:\n",
         "    print(\"creating new cluster\")\n",
         "    # vm_size parameter below could be modified to one of the RAPIDS-supported VM types\n",
-        "    provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"Standard_NC6s_v2\", min_nodes=1, max_nodes = 1)\n",
+        "    provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"Standard_NC6s_v3\", min_nodes=1, max_nodes = 1)\n",
         "\n",
         "    # create the cluster\n",
         "    gpu_cluster = ComputeTarget.create(ws, gpu_cluster_name, provisioning_config)\n",
@@ -398,7 +398,7 @@
         "# run_config.target = gpu_cluster_name\n",
         "# run_config.environment.docker.enabled = True\n",
         "# run_config.environment.docker.gpu_support = True\n",
-        "# run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
+        "# run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu20.04\"\n",
         "# # run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
         "# # run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
         "# # run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
@@ -525,9 +525,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

contrib/fairness/fairlearn-azureml-mitigation.ipynb

@@ -599,9 +599,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

contrib/fairness/fairlearn-azureml-mitigation.yml

@@ -3,7 +3,11 @@ dependencies:
 - pip:
   - azureml-sdk
   - azureml-contrib-fairness
-  - fairlearn>=0.6.2
+  - fairlearn>=0.6.2,<=0.7.0
   - joblib
   - liac-arff
-  - raiwidgets~=0.17.0
+  - raiwidgets~=0.28.0
+  - itsdangerous==2.0.1
+  - markupsafe<2.1.0
+  - protobuf==3.20.0
+  - numpy<1.24.0

contrib/fairness/upload-fairness-dashboard.ipynb

@@ -523,9 +523,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

contrib/fairness/upload-fairness-dashboard.yml

@@ -3,7 +3,11 @@ dependencies:
 - pip:
   - azureml-sdk
   - azureml-contrib-fairness
-  - fairlearn>=0.6.2
+  - fairlearn>=0.6.2,<=0.7.0
   - joblib
   - liac-arff
-  - raiwidgets~=0.17.0
+  - raiwidgets~=0.28.0
+  - itsdangerous==2.0.1
+  - markupsafe<2.1.0
+  - protobuf==3.20.0
+  - numpy<1.24.0

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

@@ -5,26 +5,23 @@ channels:
   - main
 dependencies:
   # The python interpreter version.
-  # Currently Azure ML only supports 3.6.0 and later.
-- pip==20.2.4
-- python>=3.6,<3.9
-- matplotlib==3.3.4
-- py-xgboost==1.3.3
-- pytorch::pytorch=1.4.0
-- conda-forge::fbprophet==0.7.1
-- cudatoolkit=10.1.243
-- tqdm==4.62.3
-- notebook
-- pywin32==225
-- PySocks==1.7.1
-- conda-forge::pyqt==5.12.3
+  # Azure ML only supports 3.7.0 and later.
+- pip==22.3.1
+- python>=3.8,<3.9
+- holidays==0.10.3
+- pandas==1.3.5
+- scipy==1.10.1
+- Cython==0.29.14
+- tqdm==4.66.1
+- scikit-learn<1.1
 
 - pip:
   # Required packages for AzureML execution, history, and data preparation.
-  - azureml-widgets~=1.39.0
-  - pytorch-transformers==1.0.0
-  - spacy==2.2.4
-  - pystan==2.19.1.1
-  - https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
-  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.39.0/validated_win32_requirements.txt [--no-deps]
-  - arch==4.14
+  - azureml-widgets~=1.53.0
+  - azureml-defaults~=1.53.0
+  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.53.2/validated_win32_requirements.txt [--no-deps]
+  - matplotlib==3.7.1
+  - xgboost==1.3.3
+  - prophet==1.1.4
+  - cmdstanpy==1.1.0
+  - setuptools-git==1.2

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

@@ -5,29 +5,29 @@ channels:
   - main
 dependencies:
   # The python interpreter version.
-  # Currently Azure ML only supports 3.6.0 and later.
-- pip==20.2.4
-- python>=3.6,<3.9
-- boto3==1.20.19
-- botocore<=1.23.19
-- matplotlib==3.3.4
-- numpy==1.19.5
+  # Azure ML only supports 3.7 and later.
+- pip==22.3.1
+- python>=3.8,<3.9
+- matplotlib==3.7.1
+- numpy==1.22.3
 - cython==0.29.14
 - urllib3==1.26.7
-- scipy>=1.4.1,<=1.5.2
-- scikit-learn==0.22.1
+- scipy==1.10.1
+- scikit-learn==1.1.3
 - py-xgboost<=1.3.3
 - holidays==0.10.3
-- conda-forge::fbprophet==0.7.1
-- pytorch::pytorch=1.4.0
+- conda-forge::prophet==1.1.4
+- pytorch::pytorch=1.11.0
 - cudatoolkit=10.1.243
+- notebook
+- scikit-learn<1.1
 
 - pip:
   # Required packages for AzureML execution, history, and data preparation.
-  - azureml-widgets~=1.39.0
+  - azureml-widgets~=1.53.0
+  - azureml-defaults~=1.53.0
   - pytorch-transformers==1.0.0
   - spacy==2.2.4
   - pystan==2.19.1.1
   - https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
-  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.39.0/validated_linux_requirements.txt [--no-deps]
-  - arch==4.14
+  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.53.2/validated_linux_requirements.txt [--no-deps]

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

@@ -5,30 +5,25 @@ channels:
   - main
 dependencies:
   # The python interpreter version.
-  # Currently Azure ML only supports 3.6.0 and later.
-- pip==20.2.4
-- nomkl
-- python>=3.6,<3.9
-- boto3==1.20.19
-- botocore<=1.23.19
-- matplotlib==3.3.4
-- numpy==1.19.5
+  # Currently Azure ML only supports 3.7 and later.
+- pip==22.3.1
+- python>=3.8,<3.9
+- numpy==1.22.3
 - cython==0.29.14
-- urllib3==1.26.7
-- scipy>=1.4.1,<=1.5.2
-- scikit-learn==0.22.1
-- py-xgboost<=1.3.3
+- scipy==1.10.1
+- scikit-learn==1.1.3
 - holidays==0.10.3
-- conda-forge::fbprophet==0.7.1
-- pytorch::pytorch=1.4.0
-- cudatoolkit=9.0
+- scikit-learn<1.1
 
 - pip:
   # Required packages for AzureML execution, history, and data preparation.
-  - azureml-widgets~=1.39.0
+  - azureml-widgets~=1.53.0
+  - azureml-defaults~=1.53.0
   - pytorch-transformers==1.0.0
   - spacy==2.2.4
   - pystan==2.19.1.1
+  - prophet==1.1.4
+  - xgboost==1.3.3
+  - matplotlib==3.7.1
   - https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
-  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.39.0/validated_darwin_requirements.txt [--no-deps]
-  - arch==4.14
+  - -r https://automlsdkdataresources.blob.core.windows.net/validated-requirements/1.53.2/validated_darwin_requirements.txt [--no-deps]

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

@@ -33,6 +33,8 @@ if not errorlevel 1 (
   call conda env create -f %automl_env_file% -n %conda_env_name%
 )
 
+python "%conda_prefix%\scripts\pywin32_postinstall.py" -install
+
 call conda activate %conda_env_name% 2>nul:
 if errorlevel 1 goto ErrorExit
 

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

@@ -1,4 +1,4 @@
-from distutils.version import LooseVersion
+from setuptools._vendor.packaging import version
 import platform
 
 try:
@@ -17,7 +17,7 @@ if architecture != "64bit":
 
 minimumVersion = "4.7.8"
 
-versionInvalid = (LooseVersion(conda.__version__) < LooseVersion(minimumVersion))
+versionInvalid = (version.parse(conda.__version__) < version.parse(minimumVersion))
 
 if versionInvalid:
     print('Setup requires conda version ' + minimumVersion + ' or higher.')

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

@@ -13,7 +13,7 @@
       "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)"
+        "![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-all-features.png)"
       ]
     },
     {
@@ -30,6 +30,7 @@
         "1. [Results](#Results)\n",
         "1. [Deploy](#Deploy)\n",
         "1. [Test](#Test)\n",
+        "1. [Use auto-generated code for retraining](#Using-the-auto-generated-model-training-code-for-retraining-on-new-data)\n",
         "1. [Acknowledgements](#Acknowledgements)"
       ]
     },
@@ -55,6 +56,7 @@
         "7. Create a container image.\n",
         "8. Create an Azure Container Instance (ACI) service.\n",
         "9. Test the ACI service.\n",
+        "10. Leverage the auto generated training code and use it for retraining on an updated dataset\n",
         "\n",
         "In addition this notebook showcases the following features\n",
         "- **Blocking** certain pipelines\n",
@@ -74,7 +76,9 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "automl-import"
+      },
       "outputs": [],
       "source": [
         "import json\n",
@@ -99,16 +103,6 @@
         "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 1.39.0 of the Azure ML SDK\")\n",
-        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
-      ]
-    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -138,24 +132,27 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "ws-setup"
+      },
       "outputs": [],
       "source": [
         "ws = Workspace.from_config()\n",
         "\n",
         "# choose a name for experiment\n",
-        "experiment_name = 'automl-classification-bmarketing-all'\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -176,7 +173,9 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "tags": []
+      },
       "outputs": [],
       "source": [
         "from azureml.core.compute import ComputeTarget, AmlCompute\n",
@@ -188,12 +187,12 @@
         "# 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",
+        "    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_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=6\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
-        "\n",
         "compute_target.wait_for_completion(show_output=True)"
       ]
     },
@@ -226,7 +225,9 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "data = pd.read_csv(\"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\")\n",
+        "data = pd.read_csv(\n",
+        "    \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
+        ")\n",
         "data.head()"
       ]
     },
@@ -241,7 +242,12 @@
         "\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",
+        "missing_samples = np.hstack(\n",
+        "    (\n",
+        "        np.zeros(data.shape[0] - n_missing_samples, dtype=bool),\n",
+        "        np.ones(n_missing_samples, dtype=bool),\n",
+        "    )\n",
+        ")\n",
         "rng = np.random.RandomState(0)\n",
         "rng.shuffle(missing_samples)\n",
         "missing_features = rng.randint(0, data.shape[1], n_missing_samples)\n",
@@ -254,19 +260,21 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "if not os.path.isdir('data'):\n",
-        "    os.mkdir('data')\n",
-        "    \n",
+        "if not os.path.isdir(\"data\"):\n",
+        "    os.mkdir(\"data\")\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",
+        "ds.upload(\n",
+        "    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",
+        "train_data = Dataset.Tabular.from_delimited_files(\n",
+        "    path=ds.path(\"bankmarketing/train_data.csv\")\n",
+        ")\n",
         "label = \"y\""
       ]
     },
@@ -326,6 +334,7 @@
         "|**n_cross_validations**|Number of cross validation splits.|\n",
         "|**training_data**|Input dataset, containing both features and label column.|\n",
         "|**label_column_name**|The name of the label column.|\n",
+        "|**enable_code_generation**|Flag to enable generation of training code for each of the models that AutoML is creating.\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)"
       ]
@@ -343,27 +352,31 @@
         "    \"max_concurrent_iterations\": 4,\n",
         "    \"max_cores_per_iteration\": -1,\n",
         "    # \"n_cross_validations\": 2,\n",
-        "    \"primary_metric\": 'AUC_weighted',\n",
-        "    \"featurization\": 'auto',\n",
+        "    \"primary_metric\": \"AUC_weighted\",\n",
+        "    \"featurization\": \"auto\",\n",
         "    \"verbosity\": logging.INFO,\n",
+        "    \"enable_code_generation\": True,\n",
         "}\n",
         "\n",
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
+        "automl_config = AutoMLConfig(\n",
+        "    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",
+        "    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",
+        "    **automl_settings,\n",
         ")"
       ]
     },
     {
       "cell_type": "markdown",
-      "metadata": {},
+      "metadata": {
+        "tags": []
+      },
       "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."
       ]
@@ -371,7 +384,9 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "experiment-submit"
+      },
       "outputs": [],
       "source": [
         "remote_run = experiment.submit(automl_config, show_output=False)"
@@ -379,7 +394,9 @@
     },
     {
       "cell_type": "markdown",
-      "metadata": {},
+      "metadata": {
+        "tags": []
+      },
       "source": [
         "Run the following cell to access previous runs. Uncomment the cell below and update the run_id."
       ]
@@ -431,7 +448,9 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
@@ -450,10 +469,13 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "run-details"
+      },
       "outputs": [],
       "source": [
         "from azureml.widgets import RunDetails\n",
+        "\n",
         "RunDetails(remote_run).show()"
       ]
     },
@@ -473,9 +495,12 @@
       "source": [
         "# Wait for the best model explanation run to complete\n",
         "from azureml.core.run import Run\n",
+        "\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 = Run(\n",
+        "    experiment=experiment, run_id=model_explainability_run_id\n",
+        ")\n",
         "model_explainability_run.wait_for_completion()\n",
         "\n",
         "# Get the best run object\n",
@@ -556,6 +581,7 @@
       "outputs": [],
       "source": [
         "from azureml.automl.runtime.onnx_convert import OnnxConverter\n",
+        "\n",
         "onnx_fl_path = \"./best_model.onnx\"\n",
         "OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
       ]
@@ -580,13 +606,17 @@
         "\n",
         "from azureml.automl.runtime.onnx_convert import OnnxInferenceHelper\n",
         "\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",
+        "    res_path = \"onnx_resource.json\"\n",
+        "    run.download_file(\n",
+        "        name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path\n",
+        "    )\n",
         "    with open(res_path) as f:\n",
         "        result = json.load(f)\n",
         "    return result\n",
         "\n",
+        "\n",
         "if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
         "    test_df = test_dataset.to_pandas_dataframe()\n",
         "    mdl_bytes = onnx_mdl.SerializeToString()\n",
@@ -598,7 +628,7 @@
         "    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.')"
+        "    print(\"Please use Python version 3.6 or 3.7 to run the inference helper.\")"
       ]
     },
     {
@@ -609,7 +639,7 @@
         "\n",
         "### Retrieve the Best Model\n",
         "\n",
-        "Below we select the best pipeline from our iterations.  The `get_best_child` method returns the Run object for the best model based on the default primary metric. There are additional flags that can be passed to the method if we want to retrieve the best Run based on any of the other supported metrics, or if we are just interested in the best run among the ONNX compatible runs. As always, you can execute `remote_run.get_best_child??` in a new cell to view the source or docs for the function."
+        "Below we select the best pipeline from our iterations.  The `get_best_child` method returns the Run object for the best model based on the default primary metric. There are additional flags that can be passed to the method if we want to retrieve the best Run based on any of the other supported metrics, or if we are just interested in the best run among the ONNX compatible runs. As always, you can execute `??remote_run.get_best_child` in a new cell to view the source or docs for the function."
       ]
     },
     {
@@ -618,7 +648,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "remote_run.get_best_child??"
+        "??remote_run.get_best_child"
       ]
     },
     {
@@ -647,11 +677,11 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "model_name = best_run.properties['model_name']\n",
+        "model_name = best_run.properties[\"model_name\"]\n",
         "\n",
-        "script_file_name = 'inference/score.py'\n",
+        "script_file_name = \"inference/score.py\"\n",
         "\n",
-        "best_run.download_file('outputs/scoring_file_v_1_0_0.py', 'inference/score.py')"
+        "best_run.download_file(\"outputs/scoring_file_v_1_0_0.py\", \"inference/score.py\")"
       ]
     },
     {
@@ -668,11 +698,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
+        "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",
+        "model = remote_run.register_model(\n",
+        "    model_name=model_name, description=description, tags=tags\n",
+        ")\n",
         "\n",
-        "print(remote_run.model_id) # This will be written to the script file later in the notebook."
+        "print(\n",
+        "    remote_run.model_id\n",
+        ")  # This will be written to the script file later in the notebook."
       ]
     },
     {
@@ -690,16 +724,22 @@
       "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(environment = best_run.get_environment(), entry_script=script_file_name)\n",
+        "inference_config = InferenceConfig(\n",
+        "    environment=best_run.get_environment(), entry_script=script_file_name\n",
+        ")\n",
         "\n",
-        "aciconfig = AciWebservice.deploy_configuration(cpu_cores = 2, \n",
+        "aciconfig = AciWebservice.deploy_configuration(\n",
+        "    cpu_cores=2,\n",
         "    memory_gb=2,\n",
-        "                                               tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
-        "                                               description = 'sample service for Automl Classification')\n",
+        "    tags={\"area\": \"bmData\", \"type\": \"automl_classification\"},\n",
+        "    description=\"sample service for Automl Classification\",\n",
+        ")\n",
         "\n",
-        "aci_service_name = 'automl-sample-bankmarketing-all'\n",
+        "aci_service_name = model_name.lower()\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",
@@ -751,8 +791,8 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "X_test = test_dataset.drop_columns(columns=['y'])\n",
-        "y_test = test_dataset.keep_columns(columns=['y'], validate=True)\n",
+        "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()"
       ]
     },
@@ -774,13 +814,13 @@
       "source": [
         "import requests\n",
         "\n",
-        "X_test_json = X_test.to_json(orient='records')\n",
-        "data = \"{\\\"data\\\": \" + X_test_json +\"}\"\n",
-        "headers = {'Content-Type': 'application/json'}\n",
+        "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']"
+        "y_pred = json.loads(json.loads(resp.text))[\"result\"]"
       ]
     },
     {
@@ -814,19 +854,25 @@
         "import itertools\n",
         "\n",
         "cf = confusion_matrix(actual, y_pred)\n",
-        "plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\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",
+        "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",
+        "plt.yticks([-0.5, 0, 1, 1.5], [\"\", \"no\", \"yes\", \"\"])\n",
         "# plotting text value inside cells\n",
-        "thresh = cf.max() / 2.\n",
+        "thresh = cf.max() / 2.0\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.text(\n",
+        "        j,\n",
+        "        i,\n",
+        "        format(cf[i, j], \"d\"),\n",
+        "        horizontalalignment=\"center\",\n",
+        "        color=\"white\" if cf[i, j] > thresh else \"black\",\n",
+        "    )\n",
         "plt.show()"
       ]
     },
@@ -848,6 +894,142 @@
         "aci_service.delete()"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Using the auto generated model training code for retraining on new data\n",
+        "\n",
+        "Because we enabled code generation when the original experiment was created, we now have access to the code that was used to generate any of the AutoML tried models. Below we'll be using the generated training script of the best model to retrain on a new dataset.\n",
+        "\n",
+        "For this demo, we'll begin by creating new retraining dataset by combining the Train & Validation datasets that were used in the original experiment."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "original_train_data = pd.read_csv(\n",
+        "    \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
+        ")\n",
+        "\n",
+        "valid_data = pd.read_csv(\n",
+        "    \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
+        ")\n",
+        "\n",
+        "# we'll emulate an updated dataset for retraining by combining the Train & Validation datasets into a new one\n",
+        "retrain_pd = pd.concat([original_train_data, valid_data])\n",
+        "retrain_pd.to_csv(\"data/retrain_data.csv\", index=False)\n",
+        "ds.upload_files(\n",
+        "    files=[\"data/retrain_data.csv\"],\n",
+        "    target_path=\"bankmarketing/\",\n",
+        "    overwrite=True,\n",
+        "    show_progress=True,\n",
+        ")\n",
+        "retrain_dataset = Dataset.Tabular.from_delimited_files(\n",
+        "    path=ds.path(\"bankmarketing/retrain_data.csv\")\n",
+        ")\n",
+        "\n",
+        "# after creating and uploading the retraining dataset, let's register it with the workspace for reuse\n",
+        "retrain_dataset = retrain_dataset.register(\n",
+        "    workspace=ws,\n",
+        "    name=\"Bankmarketing_retrain\",\n",
+        "    description=\"Updated training dataset, includes validation data\",\n",
+        "    create_new_version=True,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Next, we'll download the generated script for the best run and use it for retraining. For more advanced scenarios, you can customize the training script as you need: change the featurization pipeline, change the learner algorithm or its hyperparameters, etc. \n",
+        "\n",
+        "For this exercise, we'll leave the script as it was generated."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# download the autogenerated training script into the generated_code folder\n",
+        "best_run.download_file(\n",
+        "    \"outputs/generated_code/script.py\", \"generated_code/training_script.py\"\n",
+        ")\n",
+        "\n",
+        "# view the contents of the autogenerated training script\n",
+        "! cat generated_code/training_script.py"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import uuid\n",
+        "from azureml.core import ScriptRunConfig\n",
+        "from azureml._restclient.models import RunTypeV2\n",
+        "from azureml._restclient.models.create_run_dto import CreateRunDto\n",
+        "from azureml._restclient.run_client import RunClient\n",
+        "\n",
+        "codegen_runid = str(uuid.uuid4())\n",
+        "client = RunClient(\n",
+        "    experiment.workspace.service_context,\n",
+        "    experiment.name,\n",
+        "    codegen_runid,\n",
+        "    experiment_id=experiment.id,\n",
+        ")\n",
+        "\n",
+        "# override the training_dataset_id to point to our new retraining dataset we just registered above\n",
+        "dataset_arguments = [\"--training_dataset_id\", retrain_dataset.id]\n",
+        "\n",
+        "# create the retraining run as a child of the AutoML generated training run\n",
+        "create_run_dto = CreateRunDto(\n",
+        "    run_id=codegen_runid,\n",
+        "    parent_run_id=best_run.id,\n",
+        "    description=\"AutoML Codegen Script Run using an updated training dataset\",\n",
+        "    target=cpu_cluster_name,\n",
+        "    run_type_v2=RunTypeV2(orchestrator=\"Execution\", traits=[\"automl-codegen\"]),\n",
+        ")\n",
+        "\n",
+        "# the script for retraining run is pointing to the AutoML generated script\n",
+        "src = ScriptRunConfig(\n",
+        "    source_directory=\"generated_code\",\n",
+        "    script=\"training_script.py\",\n",
+        "    arguments=dataset_arguments,\n",
+        "    compute_target=cpu_cluster_name,\n",
+        "    environment=best_run.get_environment(),\n",
+        ")\n",
+        "run_dto = client.create_run(run_id=codegen_runid, create_run_dto=create_run_dto)\n",
+        "\n",
+        "# submit the experiment\n",
+        "retraining_run = experiment.submit(config=src, run_id=codegen_runid)\n",
+        "retraining_run"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "After the run completes, we can get download/test/deploy to the model it has built."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "retraining_run.wait_for_completion()\n",
+        "\n",
+        "retraining_run.download_file(\"outputs/model.pkl\", \"generated_code/model.pkl\")"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -890,10 +1072,13 @@
     ],
     "friendly_name": "Automated ML run with basic edition features.",
     "index_order": 5,
+    "kernel_info": {
+      "name": "python3-azureml"
+    },
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -905,7 +1090,10 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.7"
+      "version": "3.8.12"
+    },
+    "nteract": {
+      "version": "nteract-front-end@1.0.0"
     },
     "tags": [
       "featurization",
@@ -916,5 +1104,5 @@
     "task": "Classification"
   },
   "nbformat": 4,
-  "nbformat_minor": 2
+  "nbformat_minor": 1
 }

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

@@ -87,16 +87,6 @@
         "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 1.39.0 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,
@@ -106,18 +96,19 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# choose a name for experiment\n",
-        "experiment_name = 'automl-classification-ccard-remote'\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -150,12 +141,12 @@
         "# 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",
+        "    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_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=6\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
-        "\n",
         "compute_target.wait_for_completion(show_output=True)"
       ]
     },
@@ -178,13 +169,15 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "load-data"
+      },
       "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'"
+        "label_column_name = \"Class\""
       ]
     },
     {
@@ -210,24 +203,27 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "automl-config"
+      },
       "outputs": [],
       "source": [
         "automl_settings = {\n",
         "    \"n_cross_validations\": 3,\n",
-        "    \"primary_metric\": 'AUC_weighted',\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",
+        "automl_config = AutoMLConfig(\n",
+        "    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",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -287,6 +283,7 @@
       "outputs": [],
       "source": [
         "from azureml.widgets import RunDetails\n",
+        "\n",
         "RunDetails(remote_run).show()"
       ]
     },
@@ -353,8 +350,12 @@
       "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()"
+        "X_test_df = validation_data.drop_columns(\n",
+        "    columns=[label_column_name]\n",
+        ").to_pandas_dataframe()\n",
+        "y_test_df = validation_data.keep_columns(\n",
+        "    columns=[label_column_name], validate=True\n",
+        ").to_pandas_dataframe()"
       ]
     },
     {
@@ -389,19 +390,25 @@
         "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.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",
+        "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",
+        "plt.yticks([-0.5, 0, 1, 1.5], [\"\", \"False\", \"True\", \"\"])\n",
         "# plotting text value inside cells\n",
-        "thresh = cf.max() / 2.\n",
+        "thresh = cf.max() / 2.0\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.text(\n",
+        "        j,\n",
+        "        i,\n",
+        "        format(cf[i, j], \"d\"),\n",
+        "        horizontalalignment=\"center\",\n",
+        "        color=\"white\" if cf[i, j] > thresh else \"black\",\n",
+        "    )\n",
         "plt.show()"
       ]
     },
@@ -465,9 +472,9 @@
     "friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
     "index_order": 5,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

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

@@ -91,16 +91,6 @@
         "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 1.39.0 of the Azure ML SDK\")\n",
-        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
-      ]
-    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -117,18 +107,19 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# Choose an experiment name.\n",
-        "experiment_name = 'automl-classification-text-dnn'\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -161,14 +152,16 @@
         "# 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",
+        "    print(\"Found existing cluster, use it.\")\n",
         "except ComputeTargetException:\n",
-        "    compute_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_NC6\", # CPU for BiLSTM, such as \"STANDARD_DS12_V2\" \n",
-        "                                                           # To use BERT (this is recommended for best performance), select a GPU such as \"STANDARD_NC6\" \n",
+        "    compute_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"Standard_NC6s_v3\",  # CPU for BiLSTM, such as \"STANDARD_D2_V2\"\n",
+        "        # To use BERT (this is recommended for best performance), select a GPU such as \"Standard_NC6s_v3\"\n",
         "        # or similar GPU option\n",
         "        # available in your workspace\n",
         "        idle_seconds_before_scaledown=60,\n",
-        "                                                           max_nodes = num_nodes)\n",
+        "        max_nodes=num_nodes,\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
         "\n",
         "compute_target.wait_for_completion(show_output=True)"
@@ -190,38 +183,52 @@
       "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",
+        "target_column_name = \"y\"\n",
+        "feature_column_name = \"X\"\n",
+        "\n",
         "\n",
         "def get_20newsgroups_data():\n",
-        "    '''Fetches 20 Newsgroups data from scikit-learn\n",
+        "    \"\"\"Fetches 20 Newsgroups data from scikit-learn\n",
         "    Returns them in form of pandas dataframes\n",
-        "    '''\n",
-        "    remove = ('headers', 'footers', 'quotes')\n",
+        "    \"\"\"\n",
+        "    remove = (\"headers\", \"footers\", \"quotes\")\n",
         "    categories = [\n",
-        "        'rec.sport.baseball',\n",
-        "        'rec.sport.hockey',\n",
-        "        'comp.graphics',\n",
-        "        'sci.space',\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",
+        "    data = fetch_20newsgroups(\n",
+        "        subset=\"train\",\n",
+        "        categories=categories,\n",
+        "        shuffle=True,\n",
+        "        random_state=42,\n",
+        "        remove=remove,\n",
+        "    )\n",
+        "    data = pd.DataFrame(\n",
+        "        {feature_column_name: data.data, target_column_name: data.target}\n",
+        "    )\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_train = remove_blanks_20news(\n",
+        "        data_train, feature_column_name, target_column_name\n",
+        "    )\n",
         "    data_test = remove_blanks_20news(data_test, feature_column_name, target_column_name)\n",
         "\n",
         "    return data_train, data_test\n",
         "\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",
+        "    for index, row in data.iterrows():\n",
+        "        data.at[index, feature_column_name] = (\n",
+        "            row[feature_column_name].replace(\"\\n\", \" \").strip()\n",
+        "        )\n",
+        "\n",
+        "    data = data[data[feature_column_name] != \"\"]\n",
         "\n",
         "    return data"
       ]
@@ -244,15 +251,14 @@
         "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",
+        "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)"
+        "datastore.upload(src_dir=data_dir, target_path=blobstore_datadir, overwrite=True)"
       ]
     },
     {
@@ -261,7 +267,9 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/train_data.csv')])"
+        "train_dataset = Dataset.Tabular.from_delimited_files(\n",
+        "    path=[(datastore, blobstore_datadir + \"/train_data.csv\")]\n",
+        ")"
       ]
     },
     {
@@ -286,7 +294,7 @@
       "source": [
         "automl_settings = {\n",
         "    \"experiment_timeout_minutes\": 30,\n",
-        "    \"primary_metric\": 'AUC_weighted',\n",
+        "    \"primary_metric\": \"accuracy\",\n",
         "    \"max_concurrent_iterations\": num_nodes,\n",
         "    \"max_cores_per_iteration\": -1,\n",
         "    \"enable_dnn\": True,\n",
@@ -297,13 +305,14 @@
         "    \"enable_stack_ensemble\": False,\n",
         "}\n",
         "\n",
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
+        "automl_config = AutoMLConfig(\n",
+        "    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",
+        "    blocked_models=[\"LightGBM\", \"XGBoostClassifier\"],\n",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -343,8 +352,7 @@
       "metadata": {},
       "source": [
         "For local inferencing, you can load the model locally via. the method `remote_run.get_output()`. For more information on the arguments expected by this method, you can run `remote_run.get_output??`.\n",
-        "Note that 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\n"
+        "Note that 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: \"MachineLearningNotebooks\\how-to-use-azureml\\automated-machine-learning\""
       ]
     },
     {
@@ -371,14 +379,16 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
         "    records = json.load(f)\n",
         "\n",
         "featurization_summary = pd.DataFrame.from_records(records)\n",
-        "featurization_summary['Transformations'].tolist()"
+        "featurization_summary[\"Transformations\"].tolist()"
       ]
     },
     {
@@ -403,7 +413,7 @@
       "outputs": [],
       "source": [
         "summary_df = get_result_df(automl_run)\n",
-        "best_dnn_run_id = summary_df['run_id'].iloc[0]\n",
+        "best_dnn_run_id = summary_df[\"run_id\"].iloc[0]\n",
         "best_dnn_run = Run(experiment, best_dnn_run_id)"
       ]
     },
@@ -413,11 +423,11 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "model_dir = 'Model' # Local folder where the model will be stored temporarily\n",
+        "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')"
+        "best_dnn_run.download_file(\"outputs/model.pkl\", model_dir + \"/model.pkl\")"
       ]
     },
     {
@@ -434,11 +444,10 @@
       "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)"
+        "model_name = \"textDNN-20News\"\n",
+        "model = Model.register(\n",
+        "    model_path=model_dir + \"/model.pkl\", model_name=model_name, tags=None, workspace=ws\n",
+        ")"
       ]
     },
     {
@@ -463,7 +472,9 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/test_data.csv')])\n",
+        "test_dataset = Dataset.Tabular.from_delimited_files(\n",
+        "    path=[(datastore, blobstore_datadir + \"/test_data.csv\")]\n",
+        ")\n",
         "\n",
         "# preview the first 3 rows of the dataset\n",
         "test_dataset.take(3).to_pandas_dataframe()"
@@ -484,9 +495,9 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "script_folder = os.path.join(os.getcwd(), 'inference')\n",
+        "script_folder = os.path.join(os.getcwd(), \"inference\")\n",
         "os.makedirs(script_folder, exist_ok=True)\n",
-        "shutil.copy('infer.py', script_folder)"
+        "shutil.copy(\"infer.py\", script_folder)"
       ]
     },
     {
@@ -495,8 +506,15 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run,\n",
-        "                         test_dataset, target_column_name, model_name)"
+        "test_run = run_inference(\n",
+        "    test_experiment,\n",
+        "    compute_target,\n",
+        "    script_folder,\n",
+        "    best_dnn_run,\n",
+        "    test_dataset,\n",
+        "    target_column_name,\n",
+        "    model_name,\n",
+        ")"
       ]
     },
     {
@@ -565,9 +583,9 @@
     "friendly_name": "DNN Text Featurization",
     "index_order": 2,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

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

@@ -1,55 +1,80 @@
+import json
 import pandas as pd
-from azureml.core import Environment
-from azureml.train.estimator import Estimator
+from azureml.core import Environment, ScriptRunConfig
 from azureml.core.run import Run
 
 
-def run_inference(test_experiment, compute_target, script_folder, train_run,
-                  test_dataset, target_column_name, model_name):
+def run_inference(
+    test_experiment,
+    compute_target,
+    script_folder,
+    train_run,
+    test_dataset,
+    target_column_name,
+    model_name,
+):
 
+    try:
         inference_env = train_run.get_environment()
+    except BaseException:
+        run_details = train_run.get_details()
+        run_def = run_details.get("runDefinition")
+        env = run_def.get("environment")
+        if env is None:
+            raise
+        json.dump(env, open("azureml_environment.json", "w"))
+        inference_env = Environment.load_from_directory(".")
 
-    est = Estimator(source_directory=script_folder,
-                    entry_script='infer.py',
-                    script_params={
-                        '--target_column_name': target_column_name,
-                        '--model_name': model_name
-                    },
-                    inputs=[
-                        test_dataset.as_named_input('test_data')
+    est = ScriptRunConfig(
+        source_directory=script_folder,
+        script="infer.py",
+        arguments=[
+            "--target_column_name",
+            target_column_name,
+            "--model_name",
+            model_name,
+            "--input-data",
+            test_dataset.as_named_input("data"),
         ],
         compute_target=compute_target,
-                    environment_definition=inference_env)
+        environment=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']
-        })
+        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'])
+    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'])
+    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'
+        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')
+        "Score", ascending=goal_minimize
+    ).drop_duplicates(["run_algorithm"])
+    summary_df = summary_df.set_index("run_algorithm")
 
     return summary_df

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

@@ -3,42 +3,50 @@ import argparse
 import pandas as pd
 import numpy as np
 
-from sklearn.externals import joblib
+import joblib
 
 from azureml.automl.runtime.shared.score import scoring, constants
-from azureml.core import Run
+from azureml.core import Run, Dataset
 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')
+    "--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')
+    "--model_name", type=str, dest="model_name", help="Name of registered model"
+)
+
+parser.add_argument("--input-data", type=str, dest="input_data", help="Dataset")
 
 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)
+print("args passed are: ")
+print("Target column name: ", target_column_name)
+print("Name of registered model: ", model_name)
 
 model_path = Model.get_model_path(model_name)
 # deserialize the model file back into a sklearn model
 model = joblib.load(model_path)
 
 run = Run.get_context()
-# get input dataset by name
-test_dataset = run.input_datasets['test_data']
 
-X_test_df = test_dataset.drop_columns(columns=[target_column_name]) \
-                        .to_pandas_dataframe()
-y_test_df = test_dataset.with_timestamp_columns(None) \
-                        .keep_columns(columns=[target_column_name]) \
+test_dataset = Dataset.get_by_id(run.experiment.workspace, id=args.input_data)
+
+X_test_df = test_dataset.drop_columns(
+    columns=[target_column_name]
+).to_pandas_dataframe()
+y_test_df = (
+    test_dataset.with_timestamp_columns(None)
+    .keep_columns(columns=[target_column_name])
     .to_pandas_dataframe()
+)
 
 predicted = model.predict_proba(X_test_df)
 
@@ -47,11 +55,13 @@ if isinstance(predicted, pd.DataFrame):
 
 # Use the AutoML scoring module
 train_labels = model.classes_
-class_labels = np.unique(np.concatenate((y_test_df.values, np.reshape(train_labels, (-1, 1)))))
+class_labels = np.unique(
+    np.concatenate((y_test_df.values, np.reshape(train_labels, (-1, 1))))
+)
 classification_metrics = list(constants.CLASSIFICATION_SCALAR_SET)
-scores = scoring.score_classification(y_test_df.values, predicted,
-                                      classification_metrics,
-                                      class_labels, train_labels)
+scores = scoring.score_classification(
+    y_test_df.values, predicted, classification_metrics, class_labels, train_labels
+)
 
 print("scores:")
 print(scores)

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

@@ -5,6 +5,7 @@
       "metadata": {},
       "source": [
         "Copyright (c) Microsoft Corporation. All rights reserved.\n",
+        "\n",
         "Licensed under the MIT License."
       ]
     },
@@ -12,7 +13,7 @@
       "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)"
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/continuous-retraining/auto-ml-continuous-retraining.png)"
       ]
     },
     {
@@ -75,16 +76,6 @@
         "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 1.39.0 of the Azure ML SDK\")\n",
-        "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
-      ]
-    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -118,17 +109,18 @@
         "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_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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -164,12 +156,12 @@
         "# 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",
+        "    print(\"Found existing cluster, use it.\")\n",
         "except ComputeTargetException:\n",
-        "    compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
-        "                                                           max_nodes=4)\n",
+        "    compute_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=4\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
-        "\n",
         "compute_target.wait_for_completion(show_output=True)"
       ]
     },
@@ -196,12 +188,19 @@
         "\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",
+        "cd = CondaDependencies.create(\n",
+        "    pip_packages=[\n",
+        "        \"azureml-sdk[automl]\",\n",
+        "        \"applicationinsights\",\n",
+        "        \"azureml-opendatasets\",\n",
+        "        \"azureml-defaults\",\n",
+        "    ],\n",
+        "    conda_packages=[\"numpy==1.19.5\"],\n",
+        "    pin_sdk_version=False,\n",
+        ")\n",
         "conda_run_config.environment.python.conda_dependencies = cd\n",
         "\n",
-        "print('run config is ready')"
+        "print(\"run config is ready\")"
       ]
     },
     {
@@ -242,12 +241,14 @@
         "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",
+        "upload_data_step = PythonScriptStep(\n",
+        "    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)"
+        "    runconfig=conda_run_config,\n",
+        ")"
       ]
     },
     {
@@ -264,10 +265,11 @@
       "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})"
+        "    description=\"pipeline_with_uploaddata\", workspace=ws, steps=[upload_data_step]\n",
+        ")\n",
+        "data_pipeline_run = experiment.submit(\n",
+        "    data_pipeline, pipeline_parameters={\"ds_name\": dataset}\n",
+        ")"
       ]
     },
     {
@@ -307,13 +309,14 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "data_prep_step = PythonScriptStep(script_name=\"check_data.py\", \n",
+        "data_prep_step = PythonScriptStep(\n",
+        "    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",
+        "    arguments=[\"--ds_name\", ds_name, \"--model_name\", model_name],\n",
         "    compute_target=compute_target,\n",
-        "                                         runconfig=conda_run_config)"
+        "    runconfig=conda_run_config,\n",
+        ")"
       ]
     },
     {
@@ -323,6 +326,7 @@
       "outputs": [],
       "source": [
         "from azureml.core import Dataset\n",
+        "\n",
         "train_ds = Dataset.get_by_name(ws, dataset)\n",
         "train_ds = train_ds.drop_columns([\"partition_date\"])"
       ]
@@ -348,20 +352,21 @@
         "    \"iteration_timeout_minutes\": 10,\n",
         "    \"experiment_timeout_hours\": 0.25,\n",
         "    \"n_cross_validations\": 3,\n",
-        "    \"primary_metric\": 'normalized_root_mean_squared_error',\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",
+        "    \"enable_early_stopping\": True,\n",
         "}\n",
         "\n",
-        "automl_config = AutoMLConfig(task = 'regression',\n",
-        "                             debug_log = 'automl_errors.log',\n",
+        "automl_config = AutoMLConfig(\n",
+        "    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",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -373,17 +378,21 @@
       "source": [
         "from azureml.pipeline.core import PipelineData, TrainingOutput\n",
         "\n",
-        "metrics_output_name = 'metrics_output'\n",
-        "best_model_output_name = 'best_model_output'\n",
+        "metrics_output_name = \"metrics_output\"\n",
+        "best_model_output_name = \"best_model_output\"\n",
         "\n",
-        "metrics_data = PipelineData(name='metrics_data',\n",
+        "metrics_data = PipelineData(\n",
+        "    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",
+        "    training_output=TrainingOutput(type=\"Metrics\"),\n",
+        ")\n",
+        "model_data = PipelineData(\n",
+        "    name=\"model_data\",\n",
         "    datastore=dstor,\n",
         "    pipeline_output_name=best_model_output_name,\n",
-        "                           training_output=TrainingOutput(type='Model'))"
+        "    training_output=TrainingOutput(type=\"Model\"),\n",
+        ")"
       ]
     },
     {
@@ -393,10 +402,11 @@
       "outputs": [],
       "source": [
         "automl_step = AutoMLStep(\n",
-        "    name='automl_module',\n",
+        "    name=\"automl_module\",\n",
         "    automl_config=automl_config,\n",
         "    outputs=[metrics_data, model_data],\n",
-        "    allow_reuse=False)"
+        "    allow_reuse=False,\n",
+        ")"
       ]
     },
     {
@@ -413,13 +423,22 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "register_model_step = PythonScriptStep(script_name=\"register_model.py\",\n",
+        "register_model_step = PythonScriptStep(\n",
+        "    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",
+        "    arguments=[\n",
+        "        \"--model_name\",\n",
+        "        model_name,\n",
+        "        \"--model_path\",\n",
+        "        model_data,\n",
+        "        \"--ds_name\",\n",
+        "        ds_name,\n",
+        "    ],\n",
         "    inputs=[model_data],\n",
         "    compute_target=compute_target,\n",
-        "                                       runconfig=conda_run_config)"
+        "    runconfig=conda_run_config,\n",
+        ")"
       ]
     },
     {
@@ -438,7 +457,8 @@
         "training_pipeline = Pipeline(\n",
         "    description=\"training_pipeline\",\n",
         "    workspace=ws,\n",
-        "    steps=[data_prep_step, automl_step, register_model_step])"
+        "    steps=[data_prep_step, automl_step, register_model_step],\n",
+        ")"
       ]
     },
     {
@@ -447,8 +467,10 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "training_pipeline_run = experiment.submit(training_pipeline, pipeline_parameters={\n",
-        "        \"ds_name\": dataset, \"model_name\": \"noaaweatherds\"})"
+        "training_pipeline_run = experiment.submit(\n",
+        "    training_pipeline,\n",
+        "    pipeline_parameters={\"ds_name\": dataset, \"model_name\": \"noaaweatherds\"},\n",
+        ")"
       ]
     },
     {
@@ -477,8 +499,8 @@
         "pipeline_name = \"Retraining-Pipeline-NOAAWeather\"\n",
         "\n",
         "published_pipeline = training_pipeline.publish(\n",
-        "    name=pipeline_name, \n",
-        "    description=\"Pipeline that retrains AutoML model\")\n",
+        "    name=pipeline_name, description=\"Pipeline that retrains AutoML model\"\n",
+        ")\n",
         "\n",
         "published_pipeline"
       ]
@@ -490,13 +512,17 @@
       "outputs": [],
       "source": [
         "from azureml.pipeline.core import Schedule\n",
-        "schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule\",\n",
+        "\n",
+        "schedule = Schedule.create(\n",
+        "    workspace=ws,\n",
+        "    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)"
+        "    polling_interval=1440,\n",
+        ")"
       ]
     },
     {
@@ -520,8 +546,8 @@
         "pipeline_name = \"DataIngestion-Pipeline-NOAAWeather\"\n",
         "\n",
         "published_pipeline = training_pipeline.publish(\n",
-        "    name=pipeline_name, \n",
-        "    description=\"Pipeline that updates NOAAWeather Dataset\")\n",
+        "    name=pipeline_name, description=\"Pipeline that updates NOAAWeather Dataset\"\n",
+        ")\n",
         "\n",
         "published_pipeline"
       ]
@@ -533,13 +559,17 @@
       "outputs": [],
       "source": [
         "from azureml.pipeline.core import Schedule\n",
-        "schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule-DataIngestion\",\n",
+        "\n",
+        "schedule = Schedule.create(\n",
+        "    workspace=ws,\n",
+        "    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)"
+        "    polling_interval=1440,\n",
+        ")"
       ]
     }
   ],
@@ -550,9 +580,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

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

@@ -25,9 +25,11 @@ datasets = [(Dataset.Scenario.TRAINING, train_ds)]
 
 # Register model with training dataset
 
-model = Model.register(workspace=ws,
+model = Model.register(
+    workspace=ws,
     model_path=args.model_path,
     model_name=args.model_name,
-                       datasets=datasets)
+    datasets=datasets,
+)
 
 print("Registered version {0} of model {1}".format(model.version, model.name))

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

@@ -16,26 +16,82 @@ if type(run) == _OfflineRun:
 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']
+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']
+    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))
+    print(
+        "Received {0} rows of training data between {1} and {2}".format(
+            df_filtered.shape[0], start_time, end_time
+        )
+    )
     return df_filtered
 
 
@@ -54,38 +110,52 @@ end_time = datetime.utcnow()
 try:
     ds = Dataset.get_by_name(ws, args.ds_name)
     end_time_last_slice = ds.data_changed_time.replace(tzinfo=None)
-    print("Dataset {0} last updated on {1}".format(args.ds_name,
-                                                   end_time_last_slice))
+    print("Dataset {0} last updated on {1}".format(args.ds_name, end_time_last_slice))
 except Exception:
     print(traceback.format_exc())
-    print("Dataset with name {0} not found, registering new dataset.".format(args.ds_name))
+    print(
+        "Dataset with name {0} not found, registering new dataset.".format(args.ds_name)
+    )
     register_dataset = True
     end_time = datetime(2021, 5, 1, 0, 0)
     end_time_last_slice = end_time - relativedelta(weeks=2)
 
+try:
     train_df = get_noaa_data(end_time_last_slice, end_time)
+except Exception as ex:
+    print("get_noaa_data failed:", ex)
+    train_df = None
 
-if train_df.size > 0:
-    print("Received {0} rows of new data after {1}.".format(
-        train_df.shape[0], end_time_last_slice))
-    folder_name = "{}/{:04d}/{:02d}/{:02d}/{:02d}/{:02d}/{:02d}".format(args.ds_name, end_time.year,
-                                                                        end_time.month, end_time.day,
-                                                                        end_time.hour, end_time.minute,
-                                                                        end_time.second)
+if train_df is not None and train_df.size > 0:
+    print(
+        "Received {0} rows of new data after {1}.".format(
+            train_df.shape[0], end_time_last_slice
+        )
+    )
+    folder_name = "{}/{:04d}/{:02d}/{:02d}/{:02d}/{:02d}/{:02d}".format(
+        args.ds_name,
+        end_time.year,
+        end_time.month,
+        end_time.day,
+        end_time.hour,
+        end_time.minute,
+        end_time.second,
+    )
     file_path = "{0}/data.csv".format(folder_name)
 
     # Add a new partition to the registered dataset
     os.makedirs(folder_name, exist_ok=True)
     train_df.to_csv(file_path, index=False)
 
-    dstor.upload_files(files=[file_path],
-                       target_path=folder_name,
-                       overwrite=True,
-                       show_progress=True)
+    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 = Dataset.Tabular.from_delimited_files(
+        dstor.path("{}/**/*.csv".format(args.ds_name)),
+        partition_format="/{partition_date:yyyy/MM/dd/HH/mm/ss}/data.csv",
+    )
     ds.register(ws, name=args.ds_name)

how-to-use-azureml/automated-machine-learning/experimental/autofeaturization-codegen/codegen-for-autofeaturization.ipynb

@@ -0,0 +1,346 @@
+{
+  "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/custom-model-training-from-autofeaturization-run.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning - Codegen for AutoFeaturization \n",
+        "_**Autofeaturization of credit card fraudulent transactions dataset on remote compute and codegen functionality**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Data](#Data)\n",
+        "1. [Autofeaturization](#Autofeaturization)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Introduction'></a>\n",
+        "## Introduction"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "**Autofeaturization** lets you run an AutoML experiment to only featurize the datasets. These datasets along with the transformer are stored in AML Storage and linked to the run which can later be retrieved and used to train models. \n",
+        "\n",
+        "**To run Autofeaturization, set the number of iterations to zero and featurization as auto.**\n",
+        "\n",
+        "Please refer to [Autofeaturization and custom model training](../autofeaturization-custom-model-training/custom-model-training-from-autofeaturization-run.ipynb) for more details on the same.\n",
+        "\n",
+        "[Codegen](https://github.com/Azure/automl-codegen-preview) is a feature, which when enabled, provides a user with the script of the underlying functionality and a notebook to tweak inputs or code and rerun the same.\n",
+        "\n",
+        "In this example we use the credit card fraudulent transactions dataset to showcase how you can use AutoML for autofeaturization and further how you can enable the `Codegen` feature.\n",
+        "\n",
+        "This notebook is using remote compute to complete the featurization.\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",
+        "Here you will learn how to create an autofeaturization experiment using an existing workspace with codegen feature enabled."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Setup'></a>\n",
+        "## 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",
+        "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.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 1.53.0 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-autofeaturization-ccard-codegen-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",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Create or Attach existing AmlCompute\n",
+        "A compute target is required to execute the Automated ML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
+        "\n",
+        "> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
+        "\n",
+        "#### Creation of AmlCompute takes approximately 5 minutes. \n",
+        "If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
+        "As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "from azureml.core.compute_target import ComputeTargetException\n",
+        "\n",
+        "# Choose a name for your CPU cluster\n",
+        "cpu_cluster_name = \"cpu-cluster\"\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": [
+        "<a id='Data'></a>\n",
+        "## Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Data\n",
+        "\n",
+        "Load the credit card fraudulent transactions 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. \n",
+        "\n",
+        "Here the autofeaturization run will featurize the training data passed in."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "##### Training Dataset"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard_train.csv\"\n",
+        "training_dataset = Dataset.Tabular.from_delimited_files(training_data) # Tabular dataset\n",
+        "\n",
+        "label_column_name = 'Class' # output label"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Autofeaturization'></a>\n",
+        "## AutoFeaturization\n",
+        "\n",
+        "Instantiate an AutoMLConfig object. This defines the settings and data used to run the autofeaturization experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**task**|classification or regression or forecasting|\n",
+        "|**training_data**|Input training dataset, containing both features and label column.|\n",
+        "|**iterations**|For an autofeaturization run, iterations will be 0.|\n",
+        "|**featurization**|For an autofeaturization run, featurization can be 'auto' or 'custom'.|\n",
+        "|**label_column_name**|The name of the label column.|\n",
+        "|**enable_code_generation**|For enabling codegen for the run, value would be True|\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_config = AutoMLConfig(task = 'classification',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             iterations = 0, # autofeaturization run can be triggered by setting iterations to 0\n",
+        "                             compute_target = compute_target,\n",
+        "                             training_data = training_dataset,\n",
+        "                             label_column_name = label_column_name,\n",
+        "                             featurization = 'auto',\n",
+        "                             verbosity = logging.INFO,\n",
+        "                             enable_code_generation = True # enable codegen\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Call the `submit` method on the experiment object and pass the run configuration. Depending on the data this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run = experiment.submit(automl_config, show_output = False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Results"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Widget for Monitoring Runs\n",
+        "\n",
+        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
+        "\n",
+        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.widgets import RunDetails\n",
+        "RunDetails(remote_run).show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Codegen Script and Notebook"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Codegen script and notebook can be found under the `Outputs + logs` section from the details page of the remote run. Please check for the `autofeaturization_notebook.ipynb` under `/outputs/generated_code`. To modify the featurization code, open `script.py` and make changes. The codegen notebook can be run with the same environment configuration as the above AutoML run."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Experiment Complete!"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "bhavanatumma"
+      }
+    ],
+    "interpreter": {
+      "hash": "adb464b67752e4577e3dc163235ced27038d19b7d88def00d75d1975bde5d9ab"
+    },
+    "kernelspec": {
+      "display_name": "Python 3.8 - AzureML",
+      "language": "python",
+      "name": "python38-azureml"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.9"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/experimental/autofeaturization-codegen/codegen-for-autofeaturization.yml

@@ -0,0 +1,4 @@
+name: codegen-for-autofeaturization
+dependencies:
+- pip:
+  - azureml-sdk

how-to-use-azureml/automated-machine-learning/experimental/autofeaturization-custom-model-training/custom-model-training-from-autofeaturization-run.ipynb

@@ -0,0 +1,729 @@
+{
+  "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/custom-model-training-from-autofeaturization-run.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning - AutoFeaturization (Part 1)\n",
+        "_**Autofeaturization of credit card fraudulent transactions dataset on remote compute**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Setup](#Setup)\n",
+        "1. [Data](#Data)\n",
+        "1. [Autofeaturization](#Autofeaturization)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Introduction'></a>\n",
+        "## Introduction"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Autofeaturization is a new feature to let you as the user run an AutoML experiment to only featurize the datasets. These datasets along with the transformer will be stored in the experiment which can later be retrieved and used to train models, either via AutoML or custom training. \n",
+        "\n",
+        "**To run Autofeaturization, pass in zero iterations and featurization as auto. This will featurize the datasets and terminate the experiment. Training will not occur.**\n",
+        "\n",
+        "*Limitations - Sparse data cannot be supported at the moment. Any dataset that has extensive categorical data might be featurized into sparse data which will not be allowed as input to AutoML. Efforts are underway to support sparse data and will be updated soon.* \n",
+        "\n",
+        "In this example we use the credit card fraudulent transactions dataset to showcase how you can use AutoML for autofeaturization. The goal is to clean and featurize the training dataset.\n",
+        "\n",
+        "This notebook is using remote compute to complete the featurization.\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 the below steps, you will learn how to:\n",
+        "1. Create an autofeaturization experiment using an existing workspace.\n",
+        "2. View the featurized datasets and transformer"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Setup'></a>\n",
+        "## 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",
+        "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.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 1.53.0 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-autofeaturization-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",
+        "outputDf = pd.DataFrame(data = output, index = [''])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Create or Attach existing AmlCompute\n",
+        "A compute target is required to execute the Automated ML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
+        "\n",
+        "> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
+        "\n",
+        "#### Creation of AmlCompute takes approximately 5 minutes. \n",
+        "If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
+        "As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "from azureml.core.compute_target import ComputeTargetException\n",
+        "\n",
+        "# Choose a name for your CPU cluster\n",
+        "cpu_cluster_name = \"cpu-cluster\"\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": [
+        "<a id='Data'></a>\n",
+        "## Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Data\n",
+        "\n",
+        "Load the credit card fraudulent transactions 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. \n",
+        "\n",
+        "Here the autofeaturization run will featurize the training data passed in."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "##### Training Dataset"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard_train.csv\"\n",
+        "training_dataset = Dataset.Tabular.from_delimited_files(training_data) # Tabular dataset\n",
+        "\n",
+        "label_column_name = 'Class' # output label"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Autofeaturization'></a>\n",
+        "## AutoFeaturization\n",
+        "\n",
+        "Instantiate an AutoMLConfig object. This defines the settings and data used to run the autofeaturization experiment.\n",
+        "\n",
+        "|Property|Description|\n",
+        "|-|-|\n",
+        "|**task**|classification or regression|\n",
+        "|**training_data**|Input training dataset, containing both features and label column.|\n",
+        "|**iterations**|For an autofeaturization run, iterations will be 0.|\n",
+        "|**featurization**|For an autofeaturization run, featurization will be 'auto'.|\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_config = AutoMLConfig(task = 'classification',\n",
+        "                             debug_log = 'automl_errors.log',\n",
+        "                             iterations = 0, # autofeaturization run can be triggered by setting iterations to 0\n",
+        "                             compute_target = compute_target,\n",
+        "                             training_data = training_dataset,\n",
+        "                             label_column_name = label_column_name,\n",
+        "                             featurization = 'auto',\n",
+        "                             verbosity = logging.INFO\n",
+        "                            )"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Call the `submit` method on the experiment object and pass the run configuration. Depending on the data this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run = experiment.submit(automl_config, show_output = False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Transformer and Featurized Datasets\n",
+        "The given datasets have been featurized and stored under `Outputs + logs` from the details page of the remote run. The structure is shown below. The featurized dataset is stored under `/outputs/featurization/data` and the transformer is saved under `/outputs/featurization/pipeline` \n",
+        "\n",
+        "Below you will learn how to refer to the data saved in your run and retrieve the same."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "![Featurized Data](https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/autofeaturization_img.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Results"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Widget for Monitoring Runs\n",
+        "\n",
+        "The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
+        "\n",
+        "**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.widgets import RunDetails\n",
+        "RunDetails(remote_run).show()"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "remote_run.wait_for_completion(show_output=False)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Automated Machine Learning - AutoFeaturization (Part 2)\n",
+        "_**Training using a custom model with the featurized data from Autofeaturization run of credit card fraudulent transactions dataset**_\n",
+        "\n",
+        "## Contents\n",
+        "1. [Introduction](#Introduction)\n",
+        "1. [Data Setup](#DataSetup)\n",
+        "1. [Autofeaturization Data](#AutofeaturizationData)\n",
+        "1. [Train](#Train)\n",
+        "1. [Results](#Results)\n",
+        "1. [Test](#Test)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Introduction'></a>\n",
+        "## Introduction\n",
+        "\n",
+        "Here we use the featurized dataset saved in the above run to showcase how you can perform custom training by using the transformer from an autofeaturization run to transform validation / test datasets. \n",
+        "\n",
+        "The goal is to use autofeaturized run data and transformer to transform and run a custom training experiment independently\n",
+        "\n",
+        "In the below steps, you will learn how to:\n",
+        "1. Read transformer from a completed autofeaturization run and transform data\n",
+        "2. Pull featurized data from a completed autofeaturization run\n",
+        "3. Run a custom training experiment with the above data\n",
+        "4. Check results"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='DataSetup'></a>\n",
+        "## Data Setup"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We will load the featurized training data and also load the transformer from the above autofeaturized run. This transformer can then be used to transform the test data to check the accuracy of the custom model after training."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Test Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "load test dataset from CSV and split into X and y columns to featurize with the transformer going forward."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "test_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard_test.csv\"\n",
+        "\n",
+        "test_dataset = pd.read_csv(test_data)\n",
+        "label_column_name = 'Class'\n",
+        "\n",
+        "X_test_data = test_dataset[test_dataset.columns.difference([label_column_name])]\n",
+        "y_test_data = test_dataset[label_column_name].values\n"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load data_transformer from the above remote run artifact"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### (Method 1)\n",
+        "\n",
+        "Method 1 allows you to read the transformer from the remote storage."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import mlflow\n",
+        "mlflow.set_tracking_uri(ws.get_mlflow_tracking_uri())\n",
+        "\n",
+        "# Set uri to fetch data transformer from remote parent run.\n",
+        "artifact_path = \"/outputs/featurization/pipeline/\"\n",
+        "uri = \"runs:/\" + remote_run.id + artifact_path\n",
+        "\n",
+        "print(uri)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### (Method 2)\n",
+        "\n",
+        "Method 2 downloads the transformer to the local directory and then can be used to transform the data. Uncomment to use."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "''' import pathlib\n",
+        "\n",
+        "# Download the transformer to the local directory\n",
+        "transformers_file_path = \"/outputs/featurization/pipeline/\"\n",
+        "local_path = \"./transformer\"\n",
+        "remote_run.download_files(prefix=transformers_file_path, output_directory=local_path, batch_size=500)\n",
+        "\n",
+        "path = pathlib.Path(\"transformer\") \n",
+        "path = str(path.absolute()) + transformers_file_path\n",
+        "str_uri = \"file:///\" + path\n",
+        "\n",
+        "print(str_uri) '''"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Transform Data"
+      ]
+    },
+    {
+      "attachments": {},
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "**Note:** Not all datasets produce a y_transformer. The dataset used in the current notebook requires a transformer as the y column data is categorical. \n",
+        "\n",
+        "We will go ahead and download the mlflow transformer model and use it to transform test data that can be used for further experimentation below. To run the commented code, make sure the environment requirement is satisfied. You can go ahead and create the environment from the `conda.yaml` file under `/outputs/featurization/pipeline/` and run the given code in it."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "''' from azureml.automl.core.shared.constants import Transformers\n",
+        "\n",
+        "transformers = mlflow.sklearn.load_model(uri) # Using method 1\n",
+        "data_transformers = transformers.get_transformers()\n",
+        "x_transformer = data_transformers[Transformers.X_TRANSFORMER]\n",
+        "y_transformer = data_transformers[Transformers.Y_TRANSFORMER]\n",
+        "\n",
+        "X_test = x_transformer.transform(X_test_data)\n",
+        "y_test = y_transformer.transform(y_test_data) '''"
+      ]
+    },
+    {
+      "attachments": {},
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Run the following cell to see the featurization summary of X and y transformers. Uncomment to use.  "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "''' X_data_summary = x_transformer.get_featurization_summary(is_user_friendly=False)\n",
+        "\n",
+        "summary_df = pd.DataFrame.from_records(X_data_summary)\n",
+        "summary_df '''"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Load Datastore\n",
+        "\n",
+        "The below data store holds the featurized datasets, hence we load and access the data. Check the path and file names according to the saved structure in your experiment `Outputs + logs` as seen in <i>Autofeaturization Part 1</i>"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.datastore import Datastore\n",
+        "\n",
+        "ds = Datastore.get(ws, \"workspaceartifactstore\")\n",
+        "experiment_loc = \"ExperimentRun/dcid.\" + remote_run.id\n",
+        "\n",
+        "remote_data_path = \"/outputs/featurization/data/\""
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='AutofeaturizationData'></a>\n",
+        "## Autofeaturization Data\n",
+        "\n",
+        "We will load the training data from the previously completed Autofeaturization experiment. The resulting featurized dataframe can be passed into the custom model for training. Here we are saving the file to local from the experiment storage and reading the data."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "train_data_file_path = \"full_training_dataset.df.parquet\"\n",
+        "local_data_path = \"./data/\" + train_data_file_path\n",
+        "\n",
+        "remote_run.download_file(remote_data_path + train_data_file_path, local_data_path)\n",
+        "\n",
+        "full_training_data = pd.read_parquet(local_data_path)"
+      ]
+    },
+    {
+      "attachments": {},
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Another way to load the data is to go to the above autofeaturization experiment and check for the featurized dataset ids under `Output datasets`. Uncomment and replace them accordingly below, to use."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# train_data = Dataset.get_by_id(ws, 'cb4418ee-bac4-45ac-b055-600653bdf83a') # replace the featurized full_training_dataset id\n",
+        "# full_training_data = train_data.to_pandas_dataframe()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Training Data"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "We are dropping the y column and weights column from the featurized training dataset."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "Y_COLUMN = \"automl_y\"\n",
+        "SW_COLUMN = \"automl_weights\"\n",
+        "\n",
+        "X_train = full_training_data[full_training_data.columns.difference([Y_COLUMN, SW_COLUMN])]\n",
+        "y_train = full_training_data[Y_COLUMN].values\n",
+        "sample_weight = full_training_data[SW_COLUMN].values"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Train'></a>\n",
+        "## Train"
+      ]
+    },
+    {
+      "attachments": {},
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Here we are passing our training data to the lightgbm classifier, any custom model can be used with your data. Let us first install lightgbm."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "! pip install lightgbm"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import lightgbm as lgb\n",
+        "\n",
+        "model = lgb.LGBMClassifier(learning_rate=0.08,max_depth=-5,random_state=42)\n",
+        "model.fit(X_train, y_train, sample_weight=sample_weight)"
+      ]
+    },
+    {
+      "attachments": {},
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Once training is done, the test data obtained after transforming from the above downloaded transformer can be used to calculate the accuracy "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "print('Training accuracy {:.4f}'.format(model.score(X_train, y_train)))\n",
+        "\n",
+        "# Uncomment below to test the model on test data \n",
+        "# print('Testing accuracy {:.4f}'.format(model.score(X_test, y_test)))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Results'></a>\n",
+        "## Analyze results\n",
+        "\n",
+        "### Retrieve the Model"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "model"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<a id='Test'></a>\n",
+        "## 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": [
+        "# Uncomment below to test the model on test data\n",
+        "# y_pred = model.predict(X_test)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Experiment Complete!"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "bhavanatumma"
+      }
+    ],
+    "interpreter": {
+      "hash": "adb464b67752e4577e3dc163235ced27038d19b7d88def00d75d1975bde5d9ab"
+    },
+    "kernelspec": {
+      "display_name": "Python 3.8 - AzureML",
+      "language": "python",
+      "name": "python38-azureml"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.6.9"
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/experimental/autofeaturization-custom-model-training/custom-model-training-from-autofeaturization-run.yml

@@ -0,0 +1,4 @@
+name: custom-model-training-from-autofeaturization-run
+dependencies:
+- pip:
+  - azureml-sdk

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

@@ -1,17 +1,15 @@
 name: azure_automl_experimental
 dependencies:
   # The python interpreter version.
-  # Currently Azure ML only supports 3.6.0 and later.
-- pip<=20.2.4
-- python>=3.6.0,<3.9
-- cython==0.29.14
-- urllib3==1.26.7
-- PyJWT < 2.0.0
-- numpy==1.18.5
+  # Currently Azure ML only supports 3.7.0 and later.
+- pip<=22.3.1
+- python>=3.7.0,<3.11
 
 - pip:
   # Required packages for AzureML execution, history, and data preparation.
   - azureml-defaults
   - azureml-sdk
   - azureml-widgets
+  - azureml-mlflow
   - pandas
+  - mlflow

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

@@ -4,17 +4,21 @@ channels:
   - main
 dependencies:
   # The python interpreter version.
-  # Currently Azure ML only supports 3.6.0 and later.
+  # Currently Azure ML only supports 3.7.0 and later.
 - pip<=20.2.4
 - nomkl
-- python>=3.6.0,<3.9
+- python>=3.7.0,<3.11
 - urllib3==1.26.7
 - PyJWT < 2.0.0
-- numpy==1.19.5
+- numpy>=1.21.6,<=1.22.3
 
 - pip:
   # Required packages for AzureML execution, history, and data preparation.
+  - azure-core==1.24.1
+  - azure-identity==1.7.0
   - azureml-defaults
   - azureml-sdk
   - azureml-widgets
+  - azureml-mlflow
   - pandas
+  - mlflow

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

@@ -92,7 +92,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
+        "print(\"This notebook was created using version 1.53.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -115,7 +115,7 @@
         "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",
+        "pd.set_option('display.max_colwidth', None)\n",
         "outputDf = pd.DataFrame(data = output, index = [''])\n",
         "outputDf.T"
       ]
@@ -354,7 +354,7 @@
         "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",
+        "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 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",
@@ -389,9 +389,9 @@
     "friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
     "index_order": 5,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

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

@@ -91,7 +91,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
+        "print(\"This notebook was created using version 1.53.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -180,6 +180,29 @@
         "label = \"ERP\"\n"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The split data will be used in the remote compute by ModelProxy and locally to compare results.\n",
+        "So, we need to persist the split data to avoid descrepencies from different package versions in the local and remote."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "ds = ws.get_default_datastore()\n",
+        "\n",
+        "train_data = Dataset.Tabular.register_pandas_dataframe(\n",
+        "    train_data.to_pandas_dataframe(), target=(ds, \"machineTrainData\"), name=\"train_data\")\n",
+        "\n",
+        "test_data = Dataset.Tabular.register_pandas_dataframe(\n",
+        "    test_data.to_pandas_dataframe(), target=(ds, \"machineTestData\"), name=\"test_data\")"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -304,7 +327,8 @@
       "metadata": {},
       "source": [
         "#### Show hyperparameters\n",
-        "Show the model pipeline used for the best run with its hyperparameters."
+        "Show the model pipeline used for the best run with its hyperparameters.\n",
+        "For ensemble pipelines it shows the iterations and algorithms that are ensembled."
       ]
     },
     {
@@ -313,8 +337,19 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "run_properties = json.loads(best_run.get_details()['properties']['pipeline_script'])\n",
-        "print(json.dumps(run_properties, indent = 1)) "
+        "run_properties = best_run.get_details()['properties']\n",
+        "pipeline_script = json.loads(run_properties['pipeline_script'])\n",
+        "print(json.dumps(pipeline_script, indent = 1)) \n",
+        "\n",
+        "if 'ensembled_iterations' in run_properties:\n",
+        "    print(\"\")\n",
+        "    print(\"Ensembled Iterations\")\n",
+        "    print(run_properties['ensembled_iterations'])\n",
+        "    \n",
+        "if 'ensembled_algorithms' in run_properties:\n",
+        "    print(\"\")\n",
+        "    print(\"Ensembled Algorithms\")\n",
+        "    print(run_properties['ensembled_algorithms'])"
       ]
     },
     {
@@ -413,9 +448,9 @@
       "automated-machine-learning"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/automated-machine-learning/forecasting-backtest-many-models/assets/score.py

@@ -5,6 +5,7 @@ import json
 import os
 import re
 
+import numpy as np
 import pandas as pd
 
 from matplotlib import pyplot as plt
@@ -121,7 +122,10 @@ def calculate_scores_and_build_plots(
     input_dir: str, output_dir: str, automl_settings: Dict[str, Any]
 ):
     os.makedirs(output_dir, exist_ok=True)
-    grains = automl_settings.get(constants.TimeSeries.GRAIN_COLUMN_NAMES)
+    grains = automl_settings.get(
+        constants.TimeSeries.TIME_SERIES_ID_COLUMN_NAMES,
+        automl_settings.get(constants.TimeSeries.GRAIN_COLUMN_NAMES, None),
+    )
     time_column_name = automl_settings.get(constants.TimeSeries.TIME_COLUMN_NAME)
     if grains is None:
         grains = []
@@ -146,6 +150,9 @@ def calculate_scores_and_build_plots(
         _draw_one_plot(one_forecast, time_column_name, grains, pdf)
     pdf.close()
     forecast_df.to_csv(os.path.join(output_dir, FORECASTS_FILE), index=False)
+    # Remove np.NaN and np.inf from the prediction and actuals data.
+    forecast_df.replace([np.inf, -np.inf], np.nan, inplace=True)
+    forecast_df.dropna(subset=[ACTUALS, PREDICTIONS], inplace=True)
     metrics = compute_all_metrics(forecast_df, grains + [BACKTEST_ITER])
     metrics.to_csv(os.path.join(output_dir, SCORES_FILE), index=False)
 

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

@@ -13,7 +13,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.png)"
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-backtest-many-models/auto-ml-forecasting-backtest-many-models.png)"
       ]
     },
     {
@@ -33,6 +33,7 @@
         "For this notebook we are using a synthetic dataset to demonstrate the back testing in many model scenario. This allows us to check historical performance of AutoML on a historical data. To do that we step back on the backtesting period by the data set several times and split the data to train and test sets. Then these data sets are used for training and evaluation of model.<br>\n",
         "\n",
         "Thus, it is a quick way of evaluating AutoML as if it was in production. Here, we do not test historical performance of a particular model, for this see the [notebook](../forecasting-backtest-single-model/auto-ml-forecasting-backtest-single-model.ipynb). Instead, the best model for every backtest iteration can be different since AutoML chooses the best model for a given training set.\n",
+        "\n",
         "![Backtesting](Backtesting.png)\n",
         "\n",
         "**NOTE: There are limits on how many runs we can do in parallel per workspace, and we currently recommend to set the parallelism to maximum of 320 runs per experiment per workspace. If users want to have more parallelism and increase this limit they might encounter Too Many Requests errors (HTTP 429).**"
@@ -43,7 +44,7 @@
       "metadata": {},
       "source": [
         "### Prerequisites\n",
-        "You'll need to create a compute Instance by following the instructions in the [EnvironmentSetup.md](../Setup_Resources/EnvironmentSetup.md)."
+        "You'll need to create a compute Instance by following [these](https://learn.microsoft.com/en-us/azure/machine-learning/v1/how-to-create-manage-compute-instance?tabs=python) instructions."
       ]
     },
     {
@@ -86,6 +87,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Default datastore name\"] = dstore.name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -312,21 +314,37 @@
       "source": [
         "### Set up training parameters\n",
         "\n",
-        "This dictionary defines the AutoML and many models settings. For this forecasting task we need to define several settings including the name of the time column, the maximum forecast horizon, and the partition column name definition. Please note, that in this case we are setting grain_column_names to be the time series ID column plus iteration, because we want to train a separate model for each time series and iteration.\n",
+        "We need to provide ``ForecastingParameters``, ``AutoMLConfig`` and ``ManyModelsTrainParameters`` objects. For the forecasting task we also need to define several settings including the name of the time column, the maximum forecast horizon, and the partition column name(s) definition.\n",
         "\n",
+        "#### ``ForecastingParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
+        "| **time_column_name**               | The name of your time column. |\n",
+        "| **time_series_id_column_names**    | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **cv_step_size**                   | Number of periods between two consecutive cross-validation folds. The default value is \\\"auto\\\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value. |\n",
+        "\n",
+        "#### ``AutoMLConfig`` arguments\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>normalized_root_mean_squared_error</i><br><i>normalized_mean_absolute_error</i> |\n",
+        "| **primary_metric**                 | This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i> |\n",
+        "| **blocked_models**                 | Blocked models won't be used by AutoML. |\n",
         "| **iteration_timeout_minutes**      | Maximum amount of time in minutes that the model can train. This is optional but provides customers with greater control on exit criteria. |\n",
         "| **iterations**                     | Number of models to train. This is optional but provides customers with greater control on exit criteria. |\n",
-        "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **experiment_timeout_hours**       | Maximum amount of time in hours that each experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. **It does not control the overall timeout for the pipeline run, instead controls the timeout for each training run per partitioned time series.** |\n",
         "| **label_column_name**              | The name of the label column. |\n",
-        "| **max_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
-        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
-        "| **time_column_name**               | The name of your time column. |\n",
-        "| **grain_column_names**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. The default value is \\\"auto\\\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **enable_early_stopping**          | Flag to enable early termination if the primary metric is no longer improving. |\n",
+        "| **enable_engineered_explanations** | Engineered feature explanations will be downloaded if enable_engineered_explanations flag is set to True. By default it is set to False to save storage space. |\n",
         "| **track_child_runs**               | Flag to disable tracking of child runs. Only best run is tracked if the flag is set to False (this includes the model and metrics of the run). |\n",
+        "| **pipeline_fetch_max_batch_size**  | Determines how many pipelines (training algorithms) to fetch at a time for training, this helps reduce throttling when training at large scale. |\n",
+        "\n",
+        "\n",
+        "#### ``ManyModelsTrainParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **automl_settings**                | The ``AutoMLConfig`` object defined above. |\n",
         "| **partition_column_names**         | The names of columns used to group your models. For timeseries, the groups must not split up individual time-series. That is, each group must contain one or more whole time-series. |"
       ]
     },
@@ -343,21 +361,30 @@
         "from azureml.train.automl.runtime._many_models.many_models_parameters import (\n",
         "    ManyModelsTrainParameters,\n",
         ")\n",
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "from azureml.train.automl.automlconfig import AutoMLConfig\n",
         "\n",
         "partition_column_names = [TIME_SERIES_ID_COLNAME, \"backtest_iteration\"]\n",
-        "automl_settings = {\n",
-        "    \"task\": \"forecasting\",\n",
-        "    \"primary_metric\": \"normalized_root_mean_squared_error\",\n",
-        "    \"iteration_timeout_minutes\": 10,  # This needs to be changed based on the dataset. We ask customer to explore how long training is taking before settings this value\n",
-        "    \"iterations\": 15,\n",
-        "    \"experiment_timeout_hours\": 0.25,  # This also needs to be changed based on the dataset. For larger data set this number needs to be bigger.\n",
-        "    \"label_column_name\": TARGET_COLNAME,\n",
-        "    \"n_cross_validations\": 3,\n",
-        "    \"time_column_name\": TIME_COLNAME,\n",
-        "    \"max_horizon\": 6,\n",
-        "    \"grain_column_names\": partition_column_names,\n",
-        "    \"track_child_runs\": False,\n",
-        "}\n",
+        "\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=TIME_COLNAME,\n",
+        "    forecast_horizon=6,\n",
+        "    time_series_id_column_names=partition_column_names,\n",
+        "    cv_step_size=\"auto\",\n",
+        ")\n",
+        "\n",
+        "automl_settings = AutoMLConfig(\n",
+        "    task=\"forecasting\",\n",
+        "    primary_metric=\"normalized_root_mean_squared_error\",\n",
+        "    iteration_timeout_minutes=10,\n",
+        "    iterations=15,\n",
+        "    experiment_timeout_hours=0.25,\n",
+        "    label_column_name=TARGET_COLNAME,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    track_child_runs=False,\n",
+        "    forecasting_parameters=forecasting_parameters,\n",
+        ")\n",
+        "\n",
         "\n",
         "mm_paramters = ManyModelsTrainParameters(\n",
         "    automl_settings=automl_settings, partition_column_names=partition_column_names\n",
@@ -384,8 +411,16 @@
         "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long. |\n",
         "| **process_count_per_node**         | Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node or optimal performance. |\n",
         "| **train_pipeline_parameters**      | The set of configuration parameters defined in the previous section. |\n",
+        "| **run_invocation_timeout**         | Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. This must be greater than ``experiment_timeout_hours`` by at least 300 seconds. |\n",
         "\n",
-        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution."
+        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution.\n",
+        "\n",
+        "**Note**: Total time taken for the **training step** in the pipeline to complete = $ \\frac{t}{ p \\times n } \\times ts $\n",
+        "where,\n",
+        "- $ t $ is time taken for training one partition (can be viewed in the training logs)\n",
+        "- $ p $ is ``process_count_per_node``\n",
+        "- $ n $ is ``node_count``\n",
+        "- $ ts $ is total number of partitions in time series based on ``partition_column_names``"
       ]
     },
     {
@@ -403,7 +438,7 @@
         "    compute_target=compute_target,\n",
         "    node_count=2,\n",
         "    process_count_per_node=2,\n",
-        "    run_invocation_timeout=920,\n",
+        "    run_invocation_timeout=1200,\n",
         "    train_pipeline_parameters=mm_paramters,\n",
         ")"
       ]
@@ -488,25 +523,31 @@
       "source": [
         "For many models we need to provide the ManyModelsInferenceParameters object.\n",
         "\n",
-        "#### ManyModelsInferenceParameters arguments\n",
+        "#### ``ManyModelsInferenceParameters`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **partition_column_names**         | List of column names that identifies groups. |\n",
-        "| **target_column_name**             | \\[Optional\\] Column name only if the inference dataset has the target. |\n",
-        "| **time_column_name**               | Column name only if it is timeseries. |\n",
-        "| **many_models_run_id**             | \\[Optional\\] Many models pipeline run id where models were trained. |\n",
+        "| **target_column_name**             | \\[Optional] Column name only if the inference dataset has the target. |\n",
+        "| **time_column_name**               | \\[Optional] Time column name only if it is timeseries. |\n",
+        "| **inference_type**                 | \\[Optional] Which inference method to use on the model. Possible values are 'forecast', 'predict_proba', and 'predict'. |\n",
+        "| **forecast_mode**                  | \\[Optional] The type of forecast to be used, either 'rolling' or 'recursive'; defaults to 'recursive'. |\n",
+        "| **step**                           | \\[Optional] Number of periods to advance the forecasting window in each iteration **(for rolling forecast only)**; defaults to 1. |\n",
         "\n",
-        "#### get_many_models_batch_inference_steps arguments\n",
+        "#### ``get_many_models_batch_inference_steps`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **experiment**                     | The experiment used for inference run. |\n",
         "| **inference_data**                 | The data to use for inferencing. It should be the same schema as used for training.\n",
         "| **compute_target**                 | The compute target that runs the inference pipeline. |\n",
         "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku). |\n",
-        "| **process_count_per_node**         | The number of processes per node.\n",
-        "| **train_run_id**                   | \\[Optional\\] The run id of the hierarchy training, by default it is the latest successful training many model run in the experiment. |\n",
-        "| **train_experiment_name**          | \\[Optional\\] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
-        "| **process_count_per_node**         | \\[Optional\\] The number of processes per node, by default it's 4. |"
+        "| **process_count_per_node**         | \\[Optional] The number of processes per node. By default it's 2 (should be at most half of the number of cores in a single node of the compute cluster that will be used for the experiment).\n",
+        "| **inference_pipeline_parameters**  | \\[Optional] The ``ManyModelsInferenceParameters`` object defined above. |\n",
+        "| **append_row_file_name**           | \\[Optional] The name of the output file (optional, default value is 'parallel_run_step.txt'). Supports 'txt' and 'csv' file extension. A 'txt' file extension generates the output in 'txt' format with space as separator without column names. A 'csv' file extension generates the output in 'csv' format with comma as separator and with column names. |\n",
+        "| **train_run_id**                   | \\[Optional] The run id of the **training pipeline**. By default it is the latest successful training pipeline run in the experiment. |\n",
+        "| **train_experiment_name**          | \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
+        "| **run_invocation_timeout**         | \\[Optional] Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **output_datastore**               | \\[Optional] The ``Datastore`` or ``OutputDatasetConfig`` to be used for output. If specified any pipeline output will be written to that location. If unspecified the default datastore will be used. |\n",
+        "| **arguments**                      | \\[Optional] Arguments to be passed to inference script. Possible argument is '--forecast_quantiles' followed by quantile values. |"
       ]
     },
     {
@@ -526,6 +567,8 @@
         "    target_column_name=TARGET_COLNAME,\n",
         ")\n",
         "\n",
+        "output_file_name = \"parallel_run_step.csv\"\n",
+        "\n",
         "inference_steps = AutoMLPipelineBuilder.get_many_models_batch_inference_steps(\n",
         "    experiment=experiment,\n",
         "    inference_data=test_data,\n",
@@ -537,6 +580,7 @@
         "    train_run_id=training_run.id,\n",
         "    train_experiment_name=training_run.experiment.name,\n",
         "    inference_pipeline_parameters=mm_parameters,\n",
+        "    append_row_file_name=output_file_name,\n",
         ")"
       ]
     },
@@ -584,18 +628,21 @@
       "source": [
         "from azureml.contrib.automl.pipeline.steps.utilities import get_output_from_mm_pipeline\n",
         "\n",
+        "PREDICTION_COLNAME = \"Predictions\"\n",
         "forecasting_results_name = \"forecasting_results\"\n",
         "forecasting_output_name = \"many_models_inference_output\"\n",
         "forecast_file = get_output_from_mm_pipeline(\n",
-        "    inference_run, forecasting_results_name, forecasting_output_name\n",
+        "    inference_run, forecasting_results_name, forecasting_output_name, output_file_name\n",
         ")\n",
-        "df = pd.read_csv(forecast_file, delimiter=\" \", header=None, parse_dates=[0])\n",
-        "df.columns = list(X_train.columns) + [\"predicted_level\"]\n",
+        "df = pd.read_csv(forecast_file, parse_dates=[0])\n",
         "print(\n",
         "    \"Prediction has \", df.shape[0], \" rows. Here the first 10 rows are being displayed.\"\n",
         ")\n",
-        "# Save the scv file with header to read it in the next step.\n",
-        "df.rename(columns={TARGET_COLNAME: \"actual_level\"}, inplace=True)\n",
+        "# Save the csv file to read it in the next step.\n",
+        "df.rename(\n",
+        "    columns={TARGET_COLNAME: \"actual_level\", PREDICTION_COLNAME: \"predicted_level\"},\n",
+        "    inplace=True,\n",
+        ")\n",
         "df.to_csv(os.path.join(forecasting_results_name, \"forecast.csv\"), index=False)\n",
         "df.head(10)"
       ]
@@ -619,7 +666,9 @@
         "backtesting_results = \"backtesting_mm_results\"\n",
         "os.makedirs(backtesting_results, exist_ok=True)\n",
         "calculate_scores_and_build_plots(\n",
-        "    forecasting_results_name, backtesting_results, automl_settings\n",
+        "    forecasting_results_name,\n",
+        "    backtesting_results,\n",
+        "    automl_settings.as_serializable_dict(),\n",
         ")\n",
         "pd.DataFrame({\"File\": os.listdir(backtesting_results)})"
       ]
@@ -703,9 +752,9 @@
       "automated-machine-learning"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -717,7 +766,12 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.5"
+    },
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
     }
   },
   "nbformat": 4,

how-to-use-azureml/automated-machine-learning/forecasting-backtest-single-model/assets/retrain_models.py

@@ -43,11 +43,20 @@ def init():
     global output_dir
     global automl_settings
     global model_uid
+    global forecast_quantiles
+
     logger.info("Initialization of the run.")
     parser = argparse.ArgumentParser("Parsing input arguments.")
     parser.add_argument("--output-dir", dest="out", required=True)
     parser.add_argument("--model-name", dest="model", default=None)
     parser.add_argument("--model-uid", dest="model_uid", default=None)
+    parser.add_argument(
+        "--forecast_quantiles",
+        nargs="*",
+        type=float,
+        help="forecast quantiles list",
+        default=None,
+    )
 
     parsed_args, _ = parser.parse_known_args()
     model_name = parsed_args.model
@@ -55,6 +64,7 @@ def init():
     target_column_name = automl_settings.get("label_column_name")
     output_dir = parsed_args.out
     model_uid = parsed_args.model_uid
+    forecast_quantiles = parsed_args.forecast_quantiles
     os.makedirs(output_dir, exist_ok=True)
     os.environ["AUTOML_IGNORE_PACKAGE_VERSION_INCOMPATIBILITIES".lower()] = "True"
 
@@ -126,23 +136,18 @@ def run_backtest(data_input_name: str, file_name: str, experiment: Experiment):
         )
         print(f"The model {best_run.properties['model_name']} was registered.")
 
-    _, x_pred = fitted_model.forecast(X_test)
-    x_pred.reset_index(inplace=True, drop=False)
-    columns = [automl_settings[constants.TimeSeries.TIME_COLUMN_NAME]]
-    if automl_settings.get(constants.TimeSeries.GRAIN_COLUMN_NAMES):
-        # We know that fitted_model.grain_column_names is a list.
-        columns.extend(fitted_model.grain_column_names)
-    columns.append(constants.TimeSeriesInternal.DUMMY_TARGET_COLUMN)
-    # Remove featurized columns.
-    x_pred = x_pred[columns]
-    x_pred.rename(
-        {constants.TimeSeriesInternal.DUMMY_TARGET_COLUMN: "predicted_level"},
-        axis=1,
-        inplace=True,
-    )
+    # By default we will have forecast quantiles of 0.5, which is our target
+    if forecast_quantiles:
+        if 0.5 not in forecast_quantiles:
+            forecast_quantiles.append(0.5)
+        fitted_model.quantiles = forecast_quantiles
+
+    x_pred = fitted_model.forecast_quantiles(X_test)
     x_pred["actual_level"] = y_test
     x_pred["backtest_iteration"] = f"iteration_{last_training_date}"
+    x_pred.rename({0.5: "predicted_level"}, axis=1, inplace=True)
     date_safe = RE_INVALID_SYMBOLS.sub("_", last_training_date)
+
     x_pred.to_csv(os.path.join(output_dir, f"iteration_{date_safe}.csv"), index=False)
     return x_pred
 

how-to-use-azureml/automated-machine-learning/forecasting-backtest-single-model/assets/score.py

@@ -5,6 +5,7 @@ import json
 import os
 import re
 
+import numpy as np
 import pandas as pd
 
 from matplotlib import pyplot as plt
@@ -146,6 +147,9 @@ def calculate_scores_and_build_plots(
         _draw_one_plot(one_forecast, time_column_name, grains, pdf)
     pdf.close()
     forecast_df.to_csv(os.path.join(output_dir, FORECASTS_FILE), index=False)
+    # Remove np.NaN and np.inf from the prediction and actuals data.
+    forecast_df.replace([np.inf, -np.inf], np.nan, inplace=True)
+    forecast_df.dropna(subset=[ACTUALS, PREDICTIONS], inplace=True)
     metrics = compute_all_metrics(forecast_df, grains + [BACKTEST_ITER])
     metrics.to_csv(os.path.join(output_dir, SCORES_FILE), index=False)
 

how-to-use-azureml/automated-machine-learning/forecasting-backtest-single-model/auto-ml-forecasting-backtest-single-model.ipynb

@@ -7,7 +7,7 @@
         "Copyright (c) Microsoft Corporation. All rights reserved.\n",
         "\n",
         "Licensed under the MIT License.\n",
-        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl-forecasting-function.png)"
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/auto-ml-forecasting-backtest-single-model.png)"
       ]
     },
     {
@@ -100,6 +100,7 @@
         "output[\"SKU\"] = ws.sku\n",
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -282,7 +283,8 @@
         "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
         "| **label_column_name**              | The name of the label column. |\n",
         "| **max_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
-        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. The default value is \"auto\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "|**cv_step_size**|Number of periods between two consecutive cross-validation folds. The default value is \"auto\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value.\n",
         "| **time_column_name**               | The name of your time column. |\n",
         "| **grain_column_names**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |"
       ]
@@ -300,7 +302,8 @@
         "    \"iterations\": 15,\n",
         "    \"experiment_timeout_hours\": 1,  # This also needs to be changed based on the dataset. For larger data set this number needs to be bigger.\n",
         "    \"label_column_name\": LABEL_COLUMN_NAME,\n",
-        "    \"n_cross_validations\": 3,\n",
+        "    \"n_cross_validations\": \"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    \"cv_step_size\": \"auto\",\n",
         "    \"time_column_name\": TIME_COLUMN_NAME,\n",
         "    \"max_horizon\": FORECAST_HORIZON,\n",
         "    \"track_child_runs\": False,\n",
@@ -362,6 +365,7 @@
         "    step_size=BACKTESTING_PERIOD,\n",
         "    step_number=NUMBER_OF_BACKTESTS,\n",
         "    model_uid=model_uid,\n",
+        "    forecast_quantiles=[0.025, 0.975],  # Optional\n",
         ")"
       ]
     },
@@ -523,7 +527,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "model_list = Model.list(ws, tags={\"experiment\": \"automl-backtesting\"})\n",
+        "model_list = Model.list(ws, tags=[[\"experiment\", \"automl-backtesting\"]])\n",
         "model_data = {\"name\": [], \"last_training_date\": []}\n",
         "for model in model_list:\n",
         "    if (\n",
@@ -587,6 +591,7 @@
         "    step_size=BACKTESTING_PERIOD,\n",
         "    step_number=NUMBER_OF_BACKTESTS,\n",
         "    model_name=model_name,\n",
+        "    forecast_quantiles=[0.025, 0.975],\n",
         ")"
       ]
     },
@@ -697,9 +702,9 @@
       "Azure ML AutoML"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -711,7 +716,12 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.5"
+    },
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
     }
   },
   "nbformat": 4,

how-to-use-azureml/automated-machine-learning/forecasting-backtest-single-model/pipeline_helper.py

@@ -31,6 +31,7 @@ def get_backtest_pipeline(
     step_number: int,
     model_name: Optional[str] = None,
     model_uid: Optional[str] = None,
+    forecast_quantiles: Optional[list] = None,
 ) -> Pipeline:
     """
     :param experiment: The experiment used to run the pipeline.
@@ -44,6 +45,7 @@ def get_backtest_pipeline(
     :param step_size: The number of periods to step back in backtesting.
     :param step_number: The number of backtesting iterations.
     :param model_uid: The uid to mark models from this run of the experiment.
+    :param forecast_quantiles: The forecast quantiles that are required in the inference.
     :return: The pipeline to be used for model retraining.
              **Note:** The output will be uploaded in the pipeline output
              called 'score'.
@@ -72,6 +74,8 @@ def get_backtest_pipeline(
     run_config.docker.use_docker = True
     run_config.environment = env
 
+    utilities.set_environment_variables_for_run(run_config)
+
     split_data = PipelineData(name="split_data_output", datastore=None).as_dataset()
     split_step = PythonScriptStep(
         name="split_data_for_backtest",
@@ -114,6 +118,7 @@ def get_backtest_pipeline(
         run_invocation_timeout=3600,
         node_count=node_count,
     )
+    utilities.set_environment_variables_for_run(back_test_config)
     forecasts = PipelineData(name="forecasts", datastore=None)
     if model_name:
         parallel_step_name = "{}-backtest".format(model_name.replace("_", "-"))
@@ -132,6 +137,9 @@ def get_backtest_pipeline(
     if model_uid is not None:
         prs_args.append("--model-uid")
         prs_args.append(model_uid)
+    if forecast_quantiles:
+        prs_args.append("--forecast_quantiles")
+        prs_args.extend(forecast_quantiles)
     backtest_prs = ParallelRunStep(
         name=parallel_step_name,
         parallel_run_config=back_test_config,
@@ -149,12 +157,7 @@ def get_backtest_pipeline(
         inputs=[forecasts.as_mount()],
         outputs=[data_results],
         source_directory=PROJECT_FOLDER,
-        arguments=[
-            "--forecasts",
-            forecasts,
-            "--output-dir",
-            data_results,
-        ],
+        arguments=["--forecasts", forecasts, "--output-dir", data_results],
         runconfig=run_config,
         compute_target=compute_target,
         allow_reuse=False,

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-bike-share/auto-ml-forecasting-bike-share.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-task-bike-share)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -42,7 +49,7 @@
         "\n",
         "AutoML highlights here include built-in holiday featurization, accessing engineered feature names, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
         "\n",
-        "Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
+        "Make sure you have executed the [configuration notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/configuration.ipynb) before running this notebook.\n",
         "\n",
         "Notebook synopsis:\n",
         "1. Creating an Experiment in an existing Workspace\n",
@@ -61,7 +68,11 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "gather": {
+          "logged": 1680248038565
+        }
+      },
       "outputs": [],
       "source": [
         "import json\n",
@@ -73,14 +84,14 @@
         "import pandas as pd\n",
         "from azureml.automl.core.featurization import FeaturizationConfig\n",
         "from azureml.core import Dataset, Experiment, Workspace\n",
-        "from azureml.train.automl import AutoMLConfig\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."
+        "This notebook is compatible with Azure ML SDK version 1.35.0 or later."
       ]
     },
     {
@@ -89,7 +100,6 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -120,6 +130,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Run History Name\"] = experiment_name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -170,25 +181,6 @@
       "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."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "datastore = ws.get_default_datastore()\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./bike-no.csv\"], target_path=\"dataset/\", overwrite=True, show_progress=True\n",
-        ")"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
         "Let's set up what we know about the dataset. \n",
         "\n",
         "**Target column** is what we want to forecast.\n",
@@ -206,25 +198,50 @@
         "time_column_name = \"date\""
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "source": [
+        "You are now ready to load the historical bike share data. We will load the CSV file into a plain pandas DataFrame."
+      ]
+    },
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "jupyter": {
+          "outputs_hidden": false,
+          "source_hidden": false
+        },
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
       "outputs": [],
       "source": [
-        "dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"dataset/bike-no.csv\")]\n",
-        ").with_timestamp_columns(fine_grain_timestamp=time_column_name)\n",
+        "all_data = pd.read_csv(\"bike-no.csv\", parse_dates=[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)"
+        "all_data.drop([\"casual\", \"registered\"], axis=1, inplace=True)"
       ]
     },
     {
       "cell_type": "markdown",
-      "metadata": {},
+      "metadata": {
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
       "source": [
         "### Split the data\n",
         "\n",
@@ -234,22 +251,63 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "gather": {
+          "logged": 1680247376789
+        },
+        "jupyter": {
+          "outputs_hidden": false,
+          "source_hidden": false
+        },
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
       "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)"
+        "train = all_data[all_data[time_column_name] <= pd.Timestamp(\"2012-08-31\")].copy()\n",
+        "test = all_data[all_data[time_column_name] >= pd.Timestamp(\"2012-09-01\")].copy()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Upload data to datastore\n",
+        "\n",
+        "The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace) is paired with the storage account, which contains the default data store. We will use it to upload the bike share data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
       ]
     },
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "jupyter": {
+          "outputs_hidden": false,
+          "source_hidden": false
+        },
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
       "outputs": [],
       "source": [
-        "test = dataset.time_after(datetime(2012, 9, 1), include_boundary=True)\n",
-        "test.to_pandas_dataframe().head(5).reset_index(drop=True)"
+        "from azureml.data.dataset_factory import TabularDatasetFactory\n",
+        "\n",
+        "datastore = ws.get_default_datastore()\n",
+        "\n",
+        "train_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    train, target=(datastore, \"dataset/\"), name=\"bike_no_train\"\n",
+        ")\n",
+        "\n",
+        "test_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    test, target=(datastore, \"dataset/\"), name=\"bike_no_test\"\n",
+        ")"
       ]
     },
     {
@@ -265,7 +323,8 @@
         "|**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."
+        "|**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.\n",
+        "|**cv_step_size**|Number of periods between two consecutive cross-validation folds. The default value is \"auto\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value."
       ]
     },
     {
@@ -285,7 +344,7 @@
         "|**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",
-        "|**n_cross_validations**|Number of cross validation splits.|\n",
+        "|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection. The default value is \"auto\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value.\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",
@@ -350,6 +409,7 @@
         "    country_or_region_for_holidays=\"US\",  # set country_or_region will trigger holiday featurizer\n",
         "    target_lags=\"auto\",  # use heuristic based lag setting\n",
         "    freq=\"D\",  # Set the forecast frequency to be daily\n",
+        "    cv_step_size=\"auto\",\n",
         ")\n",
         "\n",
         "automl_config = AutoMLConfig(\n",
@@ -358,11 +418,11 @@
         "    featurization=featurization_config,\n",
         "    blocked_models=[\"ExtremeRandomTrees\"],\n",
         "    experiment_timeout_hours=0.3,\n",
-        "    training_data=train,\n",
+        "    training_data=train_dataset,\n",
         "    label_column_name=target_column_name,\n",
         "    compute_target=compute_target,\n",
         "    enable_early_stopping=True,\n",
-        "    n_cross_validations=3,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
         "    max_concurrent_iterations=4,\n",
         "    max_cores_per_iteration=-1,\n",
         "    verbosity=logging.INFO,\n",
@@ -429,7 +489,9 @@
       "outputs": [],
       "source": [
         "# Download the JSON file locally\n",
-        "best_run.download_file(\"outputs/engineered_feature_names.json\", \"engineered_feature_names.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/engineered_feature_names.json\", \"engineered_feature_names.json\"\n",
+        ")\n",
         "with open(\"engineered_feature_names.json\", \"r\") as f:\n",
         "    records = json.load(f)\n",
         "\n",
@@ -458,7 +520,9 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
@@ -466,7 +530,15 @@
         "fs = pd.DataFrame.from_records(records)\n",
         "\n",
         "# View a summary of the featurization\n",
-        "fs[[\"RawFeatureName\", \"TypeDetected\", \"Dropped\", \"EngineeredFeatureCount\", \"Transformations\"]]"
+        "fs[\n",
+        "    [\n",
+        "        \"RawFeatureName\",\n",
+        "        \"TypeDetected\",\n",
+        "        \"Dropped\",\n",
+        "        \"EngineeredFeatureCount\",\n",
+        "        \"Transformations\",\n",
+        "    ]\n",
+        "]"
       ]
     },
     {
@@ -532,7 +604,7 @@
         "from run_forecast import run_rolling_forecast\n",
         "\n",
         "remote_run = run_rolling_forecast(\n",
-        "    test_experiment, compute_target, best_run, test, target_column_name\n",
+        "    test_experiment, compute_target, best_run, test_dataset, target_column_name\n",
         ")\n",
         "remote_run"
       ]
@@ -561,7 +633,32 @@
       "outputs": [],
       "source": [
         "remote_run.download_file(\"outputs/predictions.csv\", \"predictions.csv\")\n",
-        "df_all = pd.read_csv(\"predictions.csv\")"
+        "fcst_df = pd.read_csv(\"predictions.csv\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Note that the rolling forecast can contain multiple predictions for each date, each from a different forecast origin. For example, consider 2012-09-05:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "fcst_df[fcst_df.date == \"2012-09-05\"]"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Here, the forecast origin refers to the latest date of actuals available for a given forecast. The earliest origin in the rolling forecast, 2012-08-31, is the last day in the training data. For origin date 2012-09-01, the forecasts use actual recorded counts from the training data *and* the actual count recorded on 2012-09-01. Note that the model is not retrained for origin dates later than 2012-08-31, but the values for model features, such as lagged values of daily count, are updated.\n",
+        "\n",
+        "Let's calculate the metrics over all rolling forecasts:"
       ]
     },
     {
@@ -573,29 +670,17 @@
         "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",
+        "    y_test=fcst_df[target_column_name],\n",
+        "    y_pred=fcst_df[\"predicted\"],\n",
         "    metrics=list(constants.Metric.SCALAR_REGRESSION_SET),\n",
         ")\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",
-        "test_pred = plt.scatter(df_all[target_column_name], df_all[\"predicted\"], color=\"b\")\n",
-        "test_test = plt.scatter(\n",
-        "    df_all[target_column_name], df_all[target_column_name], color=\"g\"\n",
-        ")\n",
-        "plt.legend(\n",
-        "    (test_pred, test_test), (\"prediction\", \"truth\"), loc=\"upper left\", fontsize=8\n",
-        ")\n",
-        "plt.show()"
+        "    print(\"{}:   {:.3f}\".format(key, value))"
       ]
     },
     {
@@ -604,36 +689,15 @@
       "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",
-        "\n",
-        "df_all.groupby(\"horizon_origin\").apply(\n",
-        "    lambda df: pd.Series(\n",
-        "        {\n",
-        "            \"MAPE\": MAPE(df[target_column_name], df[\"predicted\"]),\n",
-        "            \"RMSE\": np.sqrt(\n",
-        "                mean_squared_error(df[target_column_name], df[\"predicted\"])\n",
-        "            ),\n",
-        "            \"MAE\": mean_absolute_error(df[target_column_name], df[\"predicted\"]),\n",
-        "        }\n",
-        "    )\n",
-        ")"
+        "The rolling forecast metric values are very high in comparison to the validation metrics reported by the AutoML job. What's going on here? We will investigate in the following cells!"
       ]
     },
     {
       "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."
+        "### Forecast versus actuals plot\n",
+        "We will plot predictions and actuals on a time series plot. Since there are many forecasts for each date, we select the 14-day-ahead forecast from each forecast origin for our comparison."
       ]
     },
     {
@@ -642,21 +706,55 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all[\"predicted\"]))\n",
-        "APEs = [\n",
-        "    df_all_APE[df_all[\"horizon_origin\"] == h].APE.values\n",
-        "    for h in range(1, forecast_horizon + 1)\n",
-        "]\n",
+        "from matplotlib import pyplot as plt\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",
+        "fcst_df_h14 = (\n",
+        "    fcst_df.groupby(\"forecast_origin\", as_index=False)\n",
+        "    .last()\n",
+        "    .drop(columns=[\"forecast_origin\"])\n",
+        ")\n",
+        "fcst_df_h14.set_index(time_column_name, inplace=True)\n",
+        "plt.plot(fcst_df_h14[[target_column_name, \"predicted\"]])\n",
+        "plt.xticks(rotation=45)\n",
+        "plt.title(f\"Predicted vs. Actuals\")\n",
+        "plt.legend([\"actual\", \"14-day-ahead forecast\"])\n",
         "plt.show()"
       ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Looking at the plot, there are two clear issues:\n",
+        "1. An anomalously low count value on October 29th, 2012.\n",
+        "2. End-of-year holidays (Thanksgiving and Christmas) in late November and late December.\n",
+        "\n",
+        "What happened on Oct. 29th, 2012? That day, Hurricane Sandy brought severe storm surge flooding to the east coast of the United States, particularly around New York City. This is certainly an anomalous event that the model did not account for!\n",
+        "\n",
+        "As for the late year holidays, the model apparently did not learn to account for the full reduction of bike share rentals on these major holidays. The training data covers 2011 and early 2012, so the model fit only had access to a single occurrence of these holidays. This makes it challenging to resolve holiday effects; however, a larger AutoML model search may result in a better model that is more holiday-aware.\n",
+        "\n",
+        "If we filter the predictions prior to the Thanksgiving holiday and remove the anomalous day of 2012-10-29, the metrics are closer to validation levels:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "date_filter = (fcst_df.date != \"2012-10-29\") & (fcst_df.date < \"2012-11-22\")\n",
+        "scores = scoring.score_regression(\n",
+        "    y_test=fcst_df[date_filter][target_column_name],\n",
+        "    y_pred=fcst_df[date_filter][\"predicted\"],\n",
+        "    metrics=list(constants.Metric.SCALAR_REGRESSION_SET),\n",
+        ")\n",
+        "\n",
+        "print(\"[Test data scores (filtered)]\\n\")\n",
+        "for key, value in scores.items():\n",
+        "    print(\"{}:   {:.3f}\".format(key, value))"
+      ]
     }
   ],
   "metadata": {
@@ -682,10 +780,13 @@
     ],
     "friendly_name": "Forecasting BikeShare Demand",
     "index_order": 1,
+    "kernel_info": {
+      "name": "python38-azureml"
+    },
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -697,17 +798,30 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.7"
+      "version": "3.8.10"
+    },
+    "microsoft": {
+      "ms_spell_check": {
+        "ms_spell_check_language": "en"
+      }
     },
     "mimetype": "text/x-python",
     "name": "python",
     "npconvert_exporter": "python",
+    "nteract": {
+      "version": "nteract-front-end@1.0.0"
+    },
     "pygments_lexer": "ipython3",
     "tags": [
       "Forecasting"
     ],
     "task": "Forecasting",
-    "version": 3
+    "version": 3,
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
+    }
   },
   "nbformat": 4,
   "nbformat_minor": 4

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

@@ -1,6 +1,6 @@
 import argparse
 from azureml.core import Dataset, Run
-from sklearn.externals import joblib
+import joblib
 
 parser = argparse.ArgumentParser()
 parser.add_argument(
@@ -36,18 +36,18 @@ y_test_df = (
 
 fitted_model = joblib.load("model.pkl")
 
-y_pred, X_trans = fitted_model.rolling_evaluation(X_test_df, y_test_df.values)
+X_rf = fitted_model.rolling_forecast(X_test_df, y_test_df.values, step=1)
 
 # 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,
+    fitted_model.forecast_origin_column_name: "forecast_origin",
+    fitted_model.forecast_column_name: "predicted",
+    fitted_model.actual_column_name: target_column_name,
 }
-df_all = X_test_df.assign(**assign_dict)
+X_rf.rename(columns=assign_dict, inplace=True)
 
 file_name = "outputs/predictions.csv"
-export_csv = df_all.to_csv(file_name, header=True)
+export_csv = X_rf.to_csv(file_name, header=True)
 
 # Upload the predictions into artifacts
 run.upload_file(name=file_name, path_or_stream=file_name)

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand/auto-ml-forecasting-energy-demand.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/blob/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-task-energy-demand/automl-forecasting-task-energy-demand-advanced-mlflow.ipynb)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -43,7 +50,7 @@
         "\n",
         "In this example we use the associated New York City energy demand dataset to showcase how you can use AutoML for a simple forecasting problem and explore the results. The goal is predict the energy demand for the next 48 hours based on historic time-series data.\n",
         "\n",
-        "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",
+        "If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/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",
@@ -91,7 +98,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
+        "This notebook is compatible with Azure ML SDK version 1.35.0 or later."
       ]
     },
     {
@@ -100,7 +107,6 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -133,7 +139,8 @@
         "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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
@@ -260,8 +267,12 @@
       "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)"
+        "train = (\n",
+        "    dataset.time_before(datetime(2017, 8, 8, 5), include_boundary=True)\n",
+        "    .to_pandas_dataframe()\n",
+        "    .reset_index(drop=True)\n",
+        ")\n",
+        "train.sort_values(time_column_name).tail(5)"
       ]
     },
     {
@@ -271,8 +282,39 @@
       "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)"
+        "test = (\n",
+        "    dataset.time_between(datetime(2017, 8, 8, 6), datetime(2017, 8, 10, 5))\n",
+        "    .to_pandas_dataframe()\n",
+        "    .reset_index(drop=True)\n",
+        ")\n",
+        "test.head(5)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {
+        "jupyter": {
+          "outputs_hidden": false
+        },
+        "nteract": {
+          "transient": {
+            "deleting": false
+          }
+        }
+      },
+      "outputs": [],
+      "source": [
+        "# register the splitted train and test data in workspace storage\n",
+        "from azureml.data.dataset_factory import TabularDatasetFactory\n",
+        "\n",
+        "datastore = ws.get_default_datastore()\n",
+        "train_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    train, target=(datastore, \"dataset/\"), name=\"nyc_energy_train\"\n",
+        ")\n",
+        "test_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    test, target=(datastore, \"dataset/\"), name=\"nyc_energy_test\"\n",
+        ")"
       ]
     },
     {
@@ -308,7 +350,8 @@
         "|-|-|\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."
+        "|**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.\n",
+        "|**cv_step_size**|Number of periods between two consecutive cross-validation folds. The default value is \"auto\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value."
       ]
     },
     {
@@ -328,7 +371,7 @@
         "|**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",
+        "|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection. The default value is \"auto\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value.\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"
       ]
@@ -352,6 +395,7 @@
         "    time_column_name=time_column_name,\n",
         "    forecast_horizon=forecast_horizon,\n",
         "    freq=\"H\",  # Set the forecast frequency to be hourly\n",
+        "    cv_step_size=\"auto\",\n",
         ")\n",
         "\n",
         "automl_config = AutoMLConfig(\n",
@@ -359,11 +403,11 @@
         "    primary_metric=\"normalized_root_mean_squared_error\",\n",
         "    blocked_models=[\"ExtremeRandomTrees\", \"AutoArima\", \"Prophet\"],\n",
         "    experiment_timeout_hours=0.3,\n",
-        "    training_data=train,\n",
+        "    training_data=train_dataset,\n",
         "    label_column_name=target_column_name,\n",
         "    compute_target=compute_target,\n",
         "    enable_early_stopping=True,\n",
-        "    n_cross_validations=3,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
         "    verbosity=logging.INFO,\n",
         "    forecasting_parameters=forecasting_parameters,\n",
         ")"
@@ -399,7 +443,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Retrieve the Best Run details\n",
+        "## Retrieve the Best Run details\n",
         "Below we retrieve the best Run object from among all the runs in the experiment."
       ]
     },
@@ -428,7 +472,9 @@
       "outputs": [],
       "source": [
         "# Download the JSON file locally\n",
-        "best_run.download_file(\"outputs/engineered_feature_names.json\", \"engineered_feature_names.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/engineered_feature_names.json\", \"engineered_feature_names.json\"\n",
+        ")\n",
         "with open(\"engineered_feature_names.json\", \"r\") as f:\n",
         "    records = json.load(f)\n",
         "\n",
@@ -456,7 +502,9 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
@@ -464,7 +512,15 @@
         "fs = pd.DataFrame.from_records(records)\n",
         "\n",
         "# View a summary of the featurization\n",
-        "fs[[\"RawFeatureName\", \"TypeDetected\", \"Dropped\", \"EngineeredFeatureCount\", \"Transformations\"]]"
+        "fs[\n",
+        "    [\n",
+        "        \"RawFeatureName\",\n",
+        "        \"TypeDetected\",\n",
+        "        \"Dropped\",\n",
+        "        \"EngineeredFeatureCount\",\n",
+        "        \"Transformations\",\n",
+        "    ]\n",
+        "]"
       ]
     },
     {
@@ -491,7 +547,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Retreiving forecasts from the model\n",
+        "### Retrieving forecasts from the model\n",
         "We have created a function called `run_forecast` that submits the test data to the best model determined during the training run and retrieves forecasts. This function uses a helper script `forecasting_script` which is uploaded and expecuted on the remote compute."
       ]
     },
@@ -507,7 +563,7 @@
         "    test_experiment=test_experiment,\n",
         "    compute_target=compute_target,\n",
         "    train_run=best_run,\n",
-        "    test_dataset=test,\n",
+        "    test_dataset=test_dataset,\n",
         "    target_column_name=target_column_name,\n",
         ")\n",
         "remote_run_infer.wait_for_completion(show_output=False)\n",
@@ -597,6 +653,7 @@
         "    forecast_horizon=forecast_horizon,\n",
         "    target_lags=12,\n",
         "    target_rolling_window_size=4,\n",
+        "    cv_step_size=\"auto\",\n",
         ")\n",
         "\n",
         "automl_config = AutoMLConfig(\n",
@@ -612,11 +669,11 @@
         "        \"Prophet\",\n",
         "    ],  # These models are blocked for tutorial purposes, remove this for real use cases.\n",
         "    experiment_timeout_hours=0.3,\n",
-        "    training_data=train,\n",
+        "    training_data=train_dataset,\n",
         "    label_column_name=target_column_name,\n",
         "    compute_target=compute_target,\n",
         "    enable_early_stopping=True,\n",
-        "    n_cross_validations=3,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
         "    verbosity=logging.INFO,\n",
         "    forecasting_parameters=advanced_forecasting_parameters,\n",
         ")"
@@ -683,7 +740,7 @@
         "    test_experiment=test_experiment_advanced,\n",
         "    compute_target=compute_target,\n",
         "    train_run=best_run_lags,\n",
-        "    test_dataset=test,\n",
+        "    test_dataset=test_dataset,\n",
         "    target_column_name=target_column_name,\n",
         "    inference_folder=\"./forecast_advanced\",\n",
         ")\n",
@@ -751,10 +808,13 @@
       "how-to-use-azureml",
       "automated-machine-learning"
     ],
+    "kernel_info": {
+      "name": "python3"
+    },
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -766,9 +826,22 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.10"
+    },
+    "microsoft": {
+      "ms_spell_check": {
+        "ms_spell_check_language": "en"
+      }
+    },
+    "nteract": {
+      "version": "nteract-front-end@1.0.0"
+    },
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
     }
   },
   "nbformat": 4,
-  "nbformat_minor": 2
+  "nbformat_minor": 4
 }

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

@@ -6,7 +6,7 @@ compute instance.
 
 import argparse
 from azureml.core import Dataset, Run
-from sklearn.externals import joblib
+import joblib
 from pandas.tseries.frequencies import to_offset
 
 parser = argparse.ArgumentParser()

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

@@ -52,7 +52,7 @@
       "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."
+        "Please make sure you have followed the [configuration notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/configuration.ipynb) so that your ML workspace information is saved in the config file."
       ]
     },
     {
@@ -85,7 +85,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
+        "This notebook is compatible with Azure ML SDK version 1.35.0 or later."
       ]
     },
     {
@@ -94,7 +94,6 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -122,7 +121,8 @@
         "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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
@@ -335,7 +335,8 @@
         "    forecast_horizon=forecast_horizon,\n",
         "    time_series_id_column_names=[TIME_SERIES_ID_COLUMN_NAME],\n",
         "    target_lags=lags,\n",
-        "    freq=\"H\",  # Set the forecast frequency to be hourly\n",
+        "    freq=\"H\",  # Set the forecast frequency to be hourly,\n",
+        "    cv_step_size=\"auto\",\n",
         ")"
       ]
     },
@@ -365,7 +366,7 @@
         "    enable_early_stopping=True,\n",
         "    training_data=train_data,\n",
         "    compute_target=compute_target,\n",
-        "    n_cross_validations=3,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
         "    verbosity=logging.INFO,\n",
         "    max_concurrent_iterations=4,\n",
         "    max_cores_per_iteration=-1,\n",
@@ -647,13 +648,11 @@
         "        & (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",
+        "    y_past = X_past.pop(target_column_name).values.astype(float)\n",
+        "    y_future = X_future.pop(target_column_name).values.astype(float)\n",
         "\n",
         "    # Now take y_future and turn it into question marks\n",
-        "    y_query = y_future.copy().astype(\n",
-        "        np.float\n",
-        "    )  # because sometimes life hands you an int\n",
+        "    y_query = y_future.copy().astype(float)  # because sometimes life hands you an int\n",
         "    y_query.fill(np.NaN)\n",
         "\n",
         "    print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
@@ -759,7 +758,15 @@
       "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",
+        "When the forecast destination, or the latest date in the prediction data frame, is farther into the future than the specified forecast horizon, the forecaster must be iteratively applied. Here, we advance the forecast origin on each iteration over the prediction window, predicting `max_horizon` periods ahead on each iteration. There are two choices for the context data to use as the forecaster advances into the prediction window:\n",
+        "\n",
+        "1. We can use forecasted values from previous iterations (recursive forecast),\n",
+        "2. We can use known, actual values of the target if they are available (rolling forecast).\n",
+        "\n",
+        "The first method is useful in a true forecasting scenario when we do not yet know the actual target values while the second is useful in an evaluation scenario where we want to compute accuracy metrics for the `max_horizon`-period-ahead forecaster over a long test set. We refer to the first as a **recursive forecast** since we apply the forecaster recursively over the prediction window and the second as a **rolling forecast** since we roll forward over known actuals.\n",
+        "\n",
+        "### Recursive forecasting\n",
+        "By default, the `forecast()` function will 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",
@@ -819,6 +826,35 @@
         "np.array_equal(y_pred_all, y_pred_long)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Rolling forecasts\n",
+        "A rolling forecast is a similar concept to the recursive forecasts described above except that we use known actual values of the target for our context data. We have provided a different, public method for this called `rolling_forecast`. In addition to test data and actuals (`X_test` and `y_test`), `rolling_forecast` also accepts an optional `step` parameter that controls how far the origin advances on each iteration. The recursive forecast mode uses a fixed step of `max_horizon` while `rolling_forecast` defaults to a step size of 1, but can be set to any integer from 1 to `max_horizon`, inclusive.\n",
+        "\n",
+        "Let's see what the rolling forecast looks like on the long test set with the step set to 1:"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "X_rf = fitted_model.rolling_forecast(X_test_long, y_test_long, step=1)\n",
+        "X_rf.head(n=12)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Notice that `rolling_forecast` has returned a single DataFrame containing all results and has generated some new columns: `_automl_forecast_origin`, `_automl_forecast_y`, and `_automl_actual_y`. These are the origin date for each forecast, the forecasted value and the actual value, respectively. Note that \"y\" in the forecast and actual column names will generally be replaced by the target column name supplied to AutoML.\n",
+        "\n",
+        "The output above shows forecasts for two prediction windows, the first with origin at the end of the training set and the second including the first observation in the test set (2000-01-01 06:00:00). Since the forecast windows overlap, there are multiple forecasts for most dates which are associated with different origin dates."
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -867,9 +903,9 @@
     "friendly_name": "Forecasting away from training data",
     "index_order": 3,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -881,14 +917,19 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.8"
+      "version": "3.7.13"
     },
     "tags": [
       "Forecasting",
       "Confidence Intervals"
     ],
-    "task": "Forecasting"
+    "task": "Forecasting",
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
+    }
   },
   "nbformat": 4,
-  "nbformat_minor": 2
+  "nbformat_minor": 4
 }

how-to-use-azureml/automated-machine-learning/forecasting-github-dau/auto-ml-forecasting-github-dau.ipynb

@@ -19,7 +19,14 @@
         "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)"
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-github-dau/auto-ml-forecasting-github-dau.png)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-github-dau)).</font>"
       ]
     },
     {
@@ -52,12 +59,12 @@
         "\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",
+        "Make sure you have executed the [configuration](https://github.com/Azure/MachineLearningNotebooks/blob/master/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",
+        "2. Configuration and remote run of AutoML for a time-series model exploring DNNs\n",
         "4. Evaluating the fitted model using a rolling test "
       ]
     },
@@ -92,8 +99,7 @@
         "# 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.core import Workspace, Experiment, Dataset\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",
@@ -148,6 +154,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Run History Name\"] = experiment_name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -298,40 +305,21 @@
         "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",
+        "# Reset index to create a Tabualr Dataset.\n",
+        "train.reset_index(inplace=True)\n",
+        "valid.reset_index(inplace=True)\n",
+        "test_df.reset_index(inplace=True)\n",
         "\n",
         "datastore = ws.get_default_datastore()\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./train.csv\"],\n",
-        "    target_path=\"github-dataset/tabular/\",\n",
-        "    overwrite=True,\n",
-        "    show_progress=True,\n",
+        "train_dataset = Dataset.Tabular.register_pandas_dataframe(\n",
+        "    train, target=(datastore, \"dataset/\"), name=\"Github_DAU_train\"\n",
         ")\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./valid.csv\"],\n",
-        "    target_path=\"github-dataset/tabular/\",\n",
-        "    overwrite=True,\n",
-        "    show_progress=True,\n",
+        "valid_dataset = Dataset.Tabular.register_pandas_dataframe(\n",
+        "    valid, target=(datastore, \"dataset/\"), name=\"Github_DAU_valid\"\n",
         ")\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./test.csv\"],\n",
-        "    target_path=\"github-dataset/tabular/\",\n",
-        "    overwrite=True,\n",
-        "    show_progress=True,\n",
-        ")\n",
-        "\n",
-        "from azureml.core import Dataset\n",
-        "\n",
-        "train_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"github-dataset/tabular/train.csv\")]\n",
-        ")\n",
-        "valid_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"github-dataset/tabular/valid.csv\")]\n",
-        ")\n",
-        "test_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"github-dataset/tabular/test.csv\")]\n",
+        "test_dataset = Dataset.Tabular.register_pandas_dataframe(\n",
+        "    test_df, target=(datastore, \"dataset/\"), name=\"Github_DAU_test\"\n",
         ")"
       ]
     },
@@ -344,7 +332,7 @@
       "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).  "
+        "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 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).  "
       ]
     },
     {
@@ -356,7 +344,7 @@
       },
       "outputs": [],
       "source": [
-        "forecast_horizon = 12"
+        "forecast_horizon = 14"
       ]
     },
     {
@@ -397,11 +385,11 @@
         "    freq=\"D\",  # Set the forecast frequency to be daily\n",
         ")\n",
         "\n",
-        "# We will disable the enable_early_stopping flag to ensure the DNN model is recommended for demonstration purpose.\n",
+        "# To only allow the TCNForecaster we set the allowed_models parameter to reflect this.\n",
         "automl_config = AutoMLConfig(\n",
         "    task=\"forecasting\",\n",
         "    primary_metric=\"normalized_root_mean_squared_error\",\n",
-        "    experiment_timeout_hours=1,\n",
+        "    experiment_timeout_hours=1.5,\n",
         "    training_data=train_dataset,\n",
         "    label_column_name=target_column_name,\n",
         "    validation_data=valid_dataset,\n",
@@ -410,7 +398,7 @@
         "    max_concurrent_iterations=4,\n",
         "    max_cores_per_iteration=-1,\n",
         "    enable_dnn=True,\n",
-        "    enable_early_stopping=False,\n",
+        "    allowed_models=[\"TCNForecaster\"],\n",
         "    forecasting_parameters=forecasting_parameters,\n",
         ")"
       ]
@@ -503,7 +491,9 @@
         "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_id = summary_df[summary_df[\"Score\"] == summary_df[\"Score\"].min()][\n",
+        "    \"run_id\"\n",
+        "][forecast_model]\n",
         "best_dnn_run = Run(experiment, best_dnn_run_id)"
       ]
     },
@@ -564,11 +554,6 @@
       },
       "outputs": [],
       "source": [
-        "from azureml.core import Dataset\n",
-        "\n",
-        "test_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"github-dataset/tabular/test.csv\")]\n",
-        ")\n",
         "# preview the first 3 rows of the dataset\n",
         "test_dataset.take(5).to_pandas_dataframe()"
       ]
@@ -703,9 +688,9 @@
     ],
     "hide_code_all_hidden": false,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -717,9 +702,9 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.10"
     }
   },
   "nbformat": 4,
-  "nbformat_minor": 2
+  "nbformat_minor": 4
 }

how-to-use-azureml/automated-machine-learning/forecasting-github-dau/helper.py

@@ -79,9 +79,7 @@ def get_result_df(remote_run):
             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.T.sort_values("Score", ascending=goal_minimize)
     summary_df = summary_df.set_index("run_algorithm")
     return summary_df
 

how-to-use-azureml/automated-machine-learning/forecasting-github-dau/infer.py

@@ -4,8 +4,7 @@ import os
 import numpy as np
 import pandas as pd
 
-from pandas.tseries.frequencies import to_offset
-from sklearn.externals import joblib
+import joblib
 from sklearn.metrics import mean_absolute_error, mean_squared_error
 
 from azureml.automl.runtime.shared.score import scoring, constants
@@ -19,219 +18,8 @@ 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 map_location_cuda(storage, loc):
+    return storage.cuda()
 
 
 def APE(actual, pred):
@@ -254,10 +42,6 @@ def MAPE(actual, pred):
     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",
@@ -303,7 +87,6 @@ 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 = []
 
@@ -312,15 +95,8 @@ 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]
-)
+X_test_df = df
+y_test = df.pop(target_column_name).to_numpy()
 
 _, ext = os.path.splitext(model_path)
 if ext == ".pt":
@@ -336,37 +112,20 @@ 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,
-    )
+X_rf = fitted_model.rolling_forecast(X_test_df, y_test, step=1)
+assign_dict = {
+    fitted_model.forecast_origin_column_name: "forecast_origin",
+    fitted_model.forecast_column_name: "predicted",
+    fitted_model.actual_column_name: target_column_name,
+}
+X_rf.rename(columns=assign_dict, inplace=True)
 
-print(df_all)
-
-print("target values:::")
-print(df_all[target_column_name])
-print("predicted values:::")
-print(df_all["predicted"])
+print(X_rf.head())
 
 # 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"])
+y_test = np.array(X_rf[target_column_name])
+y_pred = np.array(X_rf["predicted"])
 scores = scoring.score_regression(y_test, y_pred, regression_metrics)
 
 print("scores:")
@@ -376,11 +135,11 @@ 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"]))
+rmse = np.sqrt(mean_squared_error(X_rf[target_column_name], X_rf["predicted"]))
 print("[Test Data] \nRoot Mean squared error: %.2f" % rmse)
-mae = mean_absolute_error(df_all[target_column_name], df_all["predicted"])
+mae = mean_absolute_error(X_rf[target_column_name], X_rf["predicted"])
 print("mean_absolute_error score: %.2f" % mae)
-print("MAPE: %.2f" % MAPE(df_all[target_column_name], df_all["predicted"]))
+print("MAPE: %.2f" % MAPE(X_rf[target_column_name], X_rf["predicted"]))
 
 run.log("rmse", rmse)
 run.log("mae", mae)

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/pipelines/1k_demand_forecasting_with_pipeline_components/automl-forecasting-demand-hierarchical-timeseries-in-pipeline)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -40,7 +47,7 @@
       "metadata": {},
       "source": [
         "### Prerequisites\n",
-        "You'll need to create a compute Instance by following the instructions in the [EnvironmentSetup.md](../Setup_Resources/EnvironmentSetup.md)."
+        "You'll need to create a compute Instance by following [these](https://learn.microsoft.com/en-us/azure/machine-learning/v1/how-to-create-manage-compute-instance?tabs=python) instructions."
       ]
     },
     {
@@ -78,6 +85,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Default datastore name\"] = dstore.name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -250,8 +258,17 @@
       "source": [
         "### Set up training parameters\n",
         "\n",
-        "This dictionary defines the AutoML and hierarchy settings. For this forecasting task we need to define several settings inncluding the name of the time column, the maximum forecast horizon, the hierarchy definition, and the level of the hierarchy at which to train.\n",
+        "We need to provide ``ForecastingParameters``, ``AutoMLConfig`` and ``HTSTrainParameters`` objects. For the forecasting task we need to define several settings including the name of the time column, the maximum forecast horizon, the hierarchy definition, and the level of the hierarchy at which to train.\n",
         "\n",
+        "#### ``ForecastingParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
+        "| **time_column_name**               | The name of your time column. |\n",
+        "| **time_series_id_column_names**    | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **cv_step_size**                   | Number of periods between two consecutive cross-validation folds. The default value is \\\"auto\\\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value. |\n",
+        "\n",
+        "#### ``AutoMLConfig`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **task**                           | forecasting |\n",
@@ -259,19 +276,22 @@
         "| **blocked_models**                 | Blocked models won't be used by AutoML. |\n",
         "| **iteration_timeout_minutes**      | Maximum amount of time in minutes that the model can train. This is optional but provides customers with greater control on exit criteria. |\n",
         "| **iterations**                     | Number of models to train. This is optional but provides customers with greater control on exit criteria. |\n",
-        "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **experiment_timeout_hours**       | Maximum amount of time in hours that each experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. **It does not control the overall timeout for the pipeline run, instead controls the timeout for each training run per partitioned time series.** |\n",
         "| **label_column_name**              | The name of the label column. |\n",
-        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
-        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
-        "| **enable_early_stopping**          | Flag to enable early termination if the score is not improving in the short term. |\n",
-        "| **time_column_name**               | The name of your time column. |\n",
-        "| **hierarchy_column_names**         | The names of columns that define the hierarchical structure of the data from highest level to most granular. |\n",
-        "| **training_level**                 | The level of the hierarchy to be used for training models. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. The default value is \\\"auto\\\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **enable_early_stopping**          | Flag to enable early termination if the primary metric is no longer improving. |\n",
         "| **enable_engineered_explanations** | Engineered feature explanations will be downloaded if enable_engineered_explanations flag is set to True. By default it is set to False to save storage space. |\n",
-        "| **time_series_id_column_name**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
         "| **track_child_runs**               | Flag to disable tracking of child runs. Only best run is tracked if the flag is set to False (this includes the model and metrics of the run). |\n",
         "| **pipeline_fetch_max_batch_size**  | Determines how many pipelines (training algorithms) to fetch at a time for training, this helps reduce throttling when training at large scale. |\n",
-        "| **model_explainability**           | Flag to disable explaining the best automated ML model at the end of all training iterations. The default is True and will block non-explainable models which may impact the forecast accuracy. For more information, see [Interpretability: model explanations in automated machine learning](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-machine-learning-interpretability-automl). |"
+        "| **model_explainability**           | Flag to disable explaining the best automated ML model at the end of all training iterations. The default is True and will block non-explainable models which may impact the forecast accuracy. For more information, see [Interpretability: model explanations in automated machine learning](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-machine-learning-interpretability-automl). |\n",
+        "\n",
+        "#### ``HTSTrainParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **automl_settings**                | The ``AutoMLConfig`` object defined above. |\n",
+        "| **hierarchy_column_names**         | The names of columns that define the hierarchical structure of the data from highest level to most granular. |\n",
+        "| **training_level**                 | The level of the hierarchy to be used for training models. |\n",
+        "| **enable_engineered_explanations** | The switch controls engineered explanations. |"
       ]
     },
     {
@@ -285,6 +305,9 @@
       "outputs": [],
       "source": [
         "from azureml.train.automl.runtime._hts.hts_parameters import HTSTrainParameters\n",
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "from azureml.train.automl.automlconfig import AutoMLConfig\n",
+        "\n",
         "\n",
         "model_explainability = True\n",
         "\n",
@@ -298,23 +321,26 @@
         "label_column_name = \"quantity\"\n",
         "forecast_horizon = 7\n",
         "\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=time_column_name,\n",
+        "    forecast_horizon=forecast_horizon,\n",
+        ")\n",
         "\n",
-        "automl_settings = {\n",
-        "    \"task\": \"forecasting\",\n",
-        "    \"primary_metric\": \"normalized_root_mean_squared_error\",\n",
-        "    \"label_column_name\": label_column_name,\n",
-        "    \"time_column_name\": time_column_name,\n",
-        "    \"forecast_horizon\": forecast_horizon,\n",
-        "    \"hierarchy_column_names\": hierarchy,\n",
-        "    \"hierarchy_training_level\": training_level,\n",
-        "    \"track_child_runs\": False,\n",
-        "    \"pipeline_fetch_max_batch_size\": 15,\n",
-        "    \"model_explainability\": model_explainability,\n",
+        "automl_settings = AutoMLConfig(\n",
+        "    task=\"forecasting\",\n",
+        "    primary_metric=\"normalized_root_mean_squared_error\",\n",
+        "    experiment_timeout_hours=1,\n",
+        "    label_column_name=label_column_name,\n",
+        "    track_child_runs=False,\n",
+        "    forecasting_parameters=forecasting_parameters,\n",
+        "    pipeline_fetch_max_batch_size=15,\n",
+        "    model_explainability=model_explainability,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    cv_step_size=\"auto\",\n",
         "    # The following settings are specific to this sample and should be adjusted according to your own needs.\n",
-        "    \"iteration_timeout_minutes\": 10,\n",
-        "    \"iterations\": 10,\n",
-        "    \"n_cross_validations\": 2,\n",
-        "}\n",
+        "    iteration_timeout_minutes=10,\n",
+        "    iterations=15,\n",
+        ")\n",
         "\n",
         "hts_parameters = HTSTrainParameters(\n",
         "    automl_settings=automl_settings,\n",
@@ -335,15 +361,25 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "Parallel run step is leveraged to train the hierarchy. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The `process_count_per_node` is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
+        "Parallel run step is leveraged to train multiple models at once. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The ``process_count_per_node`` is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
         "\n",
-        "* **experiment:** The experiment used for training.\n",
-        "* **train_data:** The tabular dataset to be used as input to the training run.\n",
-        "* **node_count:** The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long.\n",
-        "* **process_count_per_node:** Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node or optimal performance.\n",
-        "* **train_pipeline_parameters:** The set of configuration parameters defined in the previous section. \n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **experiment**                     | The experiment used for training. |\n",
+        "| **train_data**                     | The file dataset to be used as input to the training run. |\n",
+        "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long. |\n",
+        "| **process_count_per_node**         | Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node for optimal performance. |\n",
+        "| **train_pipeline_parameters**      | The set of configuration parameters defined in the previous section. |\n",
+        "| **run_invocation_timeout**         | Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. This must be greater than ``experiment_timeout_hours`` by at least 300 seconds. |\n",
         "\n",
-        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution."
+        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution.\n",
+        "\n",
+        "**Note**: Total time taken for the **training step** in the pipeline to complete = $ \\frac{t}{ p \\times n } \\times ts $\n",
+        "where,\n",
+        "- $ t $ is time taken for training one partition (can be viewed in the training logs)\n",
+        "- $ p $ is ``process_count_per_node``\n",
+        "- $ n $ is ``node_count``\n",
+        "- $ ts $ is total number of partitions in time series based on ``partition_column_names``"
       ]
     },
     {
@@ -362,6 +398,7 @@
         "    node_count=2,\n",
         "    process_count_per_node=8,\n",
         "    train_pipeline_parameters=hts_parameters,\n",
+        "    run_invocation_timeout=3900,\n",
         ")"
       ]
     },
@@ -381,7 +418,7 @@
       "metadata": {},
       "source": [
         "### Submit the pipeline to run\n",
-        "Next we submit our pipeline to run. The whole training pipeline takes about 1h 11m using a Standard_D12_V2 VM with our current ParallelRunConfig setting."
+        "Next we submit our pipeline to run. The whole training pipeline takes about 1h using a Standard_D16_V3 VM with our current ParallelRunConfig setting."
       ]
     },
     {
@@ -506,19 +543,24 @@
       "source": [
         "## 5.0 Forecasting\n",
         "For hierarchical forecasting we need to provide the HTSInferenceParameters object.\n",
-        "#### HTSInferenceParameters arguments\n",
-        "* **hierarchy_forecast_level:** The default level of the hierarchy to produce prediction/forecast on.\n",
-        "* **allocation_method:** \\[Optional] The disaggregation method to use if the hierarchy forecast level specified is below the define hierarchy training level. <br><i>(average historical proportions) 'average_historical_proportions'</i><br><i>(proportions of the historical averages) 'proportions_of_historical_average'</i>\n",
+        "#### ``HTSInferenceParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **hierarchy_forecast_level:**      | The default level of the hierarchy to produce prediction/forecast on. |\n",
+        "| **allocation_method:**             | \\[Optional] The disaggregation method to use if the hierarchy forecast level specified is below the define hierarchy training level. <br><i>(average historical proportions) 'average_historical_proportions'</i><br><i>(proportions of the historical averages) 'proportions_of_historical_average'</i> |\n",
         "\n",
-        "#### get_many_models_batch_inference_steps arguments\n",
-        "* **experiment:** The experiment used for inference run.\n",
-        "* **inference_data:** The data to use for inferencing. It should be the same schema as used for training.\n",
-        "* **compute_target:** The compute target that runs the inference pipeline.\n",
-        "* **node_count:** The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku).\n",
-        "* **process_count_per_node:** The number of processes per node.\n",
-        "* **train_run_id:** \\[Optional] The run id of the hierarchy training, by default it is the latest successful training hts run in the experiment.\n",
-        "* **train_experiment_name:** \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline.\n",
-        "* **process_count_per_node:** \\[Optional] The number of processes per node, by default it's 4."
+        "#### ``get_many_models_batch_inference_steps`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **experiment**                     | The experiment used for inference run. |\n",
+        "| **inference_data**                 | The data to use for inferencing. It should be the same schema as used for training.\n",
+        "| **compute_target**                 | The compute target that runs the inference pipeline. |\n",
+        "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku). |\n",
+        "| **process_count_per_node**         | \\[Optional] The number of processes per node. By default it's 2 (should be at most half of the number of cores in a single node of the compute cluster that will be used for the experiment).\n",
+        "| **inference_pipeline_parameters**  | \\[Optional] The ``HTSInferenceParameters`` object defined above. |\n",
+        "| **train_run_id**                   | \\[Optional] The run id of the **training pipeline**. By default it is the latest successful training pipeline run in the experiment. |\n",
+        "| **train_experiment_name**          | \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
+        "| **run_invocation_timeout**         | \\[Optional] Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. |"
       ]
     },
     {
@@ -571,7 +613,7 @@
       "source": [
         "## Retrieve results\n",
         "\n",
-        "Forecast results can be retrieved through the following code. The prediction results summary and the actual predictions are downloaded the \"forecast_results\" folder"
+        "Forecast results can be retrieved through the following code. The prediction results summary and the actual predictions are downloaded in forecast_results folder"
       ]
     },
     {
@@ -617,9 +659,9 @@
       "automated-machine-learning"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -631,7 +673,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.8"
+      "version": "3.8.10"
     }
   },
   "nbformat": 4,

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

@@ -0,0 +1,122 @@
+---
+page_type: sample
+languages:
+- python
+products:
+- azure-machine-learning
+description: Tutorial showing how to solve a complex machine learning time series forecasting problems at scale by using Azure Automated ML and Many Models solution accelerator.
+---
+
+![Many Models Solution Accelerator Banner](images/mmsa.png)
+# Many Models Solution Accelerator
+
+<!-- 
+Guidelines on README format: https://review.docs.microsoft.com/help/onboard/admin/samples/concepts/readme-template?branch=master
+
+Guidance on onboarding samples to docs.microsoft.com/samples: https://review.docs.microsoft.com/help/onboard/admin/samples/process/onboarding?branch=master
+
+Taxonomies for products and languages: https://review.docs.microsoft.com/new-hope/information-architecture/metadata/taxonomies?branch=master
+-->
+
+In the real world, many problems can be too complex to be solved by a single machine learning model. Whether that be predicting sales for each individual store, building a predictive maintanence model for hundreds of oil wells, or tailoring an experience to individual users, building a model for each instance can lead to improved results on many machine learning problems.
+
+This Pattern is very common across a wide variety of industries and applicable to many real world use cases. Below are some examples we have seen where this pattern is being used.
+
+- Energy and utility companies building predictive maintenance models for thousands of oil wells, hundreds of wind turbines or hundreds of smart meters
+
+- Retail organizations building workforce optimization models for thousands of stores, campaign promotion propensity models, Price optimization models for hundreds of thousands of products they sell
+
+- Restaurant chains building demand forecasting models across thousands of restaurants  
+
+- Banks and financial institutes building models for cash replenishment for ATM Machine and for several ATMs or building personalized models for individuals
+
+- Enterprises building revenue forecasting models at each division level
+
+- Document management companies building text analytics and legal document search models per each state
+
+Azure Machine Learning (AML) makes it easy to train, operate, and manage hundreds or even thousands of models. This repo will walk you through the end to end process of creating a many models solution from training to scoring to monitoring.
+
+## Prerequisites
+
+To use this solution accelerator, all you need is access to an [Azure subscription](https://azure.microsoft.com/free/) and an [Azure Machine Learning Workspace](https://docs.microsoft.com/azure/machine-learning/how-to-manage-workspace) that you'll create below.
+
+While it's not required, a basic understanding of Azure Machine Learning will be helpful for understanding the solution. The following resources can help introduce you to AML:
+
+1. [Azure Machine Learning Overview](https://azure.microsoft.com/services/machine-learning/)
+2. [Azure Machine Learning Tutorials](https://docs.microsoft.com/azure/machine-learning/tutorial-1st-experiment-sdk-setup)
+3. [Azure Machine Learning Sample Notebooks on Github](https://github.com/Azure/azureml-examples)
+
+## Getting started
+
+### 1. Deploy Resources
+
+Start by deploying the resources to Azure. The button below will deploy Azure Machine Learning and its related resources:
+
+<a href="https://portal.azure.com/#create/Microsoft.Template/uri/https%3A%2F%2Fraw.githubusercontent.com%2Fmicrosoft%2Fsolution-accelerator-many-models%2Fmaster%2Fazuredeploy.json" target="_blank">
+    <img src="http://azuredeploy.net/deploybutton.png"/>
+</a>
+
+### 2. Configure Development Environment
+
+Next you'll need to configure your [development environment](https://docs.microsoft.com/azure/machine-learning/how-to-configure-environment) for Azure Machine Learning. We recommend using a [Compute Instance](https://docs.microsoft.com/azure/machine-learning/how-to-configure-environment#compute-instance) as it's the fastest way to get up and running.
+
+### 3. Run Notebooks
+
+Once your development environment is set up, run through the Jupyter Notebooks sequentially following the steps outlined. By the end, you'll know how to train, score, and make predictions using the many models pattern on Azure Machine Learning.
+
+![Sequence of Notebooks](./images/mmsa-overview.png)
+
+
+## Contents
+
+In this repo, you'll train and score a forecasting model for each orange juice brand and for each store at a (simulated) grocery chain. By the end, you'll have forecasted sales by using up to 11,973 models to predict sales for the next few weeks.
+
+The data used in this sample is simulated based on the [Dominick's Orange Juice Dataset](http://www.cs.unitn.it/~taufer/QMMA/L10-OJ-Data.html#(1)), sales data from a Chicago area grocery store.
+
+<img src="images/Flow_map.png" width="1000">
+
+### Using Automated ML to train the models:
+
+The [`auto-ml-forecasting-many-models.ipynb`](./auto-ml-forecasting-many-models.ipynb) noteboook is a guided solution accelerator that demonstrates steps from data preparation, to model training, and forecasting on train models as well as operationalizing the solution.
+
+## How-to-videos
+
+Watch these how-to-videos for a step by step walk-through of the many model solution accelerator to learn how to setup your models using Automated ML.
+
+### Automated ML
+
+[![Watch the video](https://media.giphy.com/media/dWUKfameudyNGRnp1t/giphy.gif)](https://channel9.msdn.com/Shows/Docs-AI/Building-Large-Scale-Machine-Learning-Forecasting-Models-using-Azure-Machine-Learnings-Automated-ML)
+
+## Key concepts
+
+### ParallelRunStep
+
+[ParallelRunStep](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps.parallel_run_step.parallelrunstep?view=azure-ml-py) enables the parallel training of models and is commonly used for batch inferencing. This [document](https://docs.microsoft.com/azure/machine-learning/how-to-use-parallel-run-step) walks through some of the key concepts around ParallelRunStep.
+
+### Pipelines
+
+[Pipelines](https://docs.microsoft.com/azure/machine-learning/concept-ml-pipelines) allow you to create workflows in your machine learning projects. These workflows have a number of benefits including speed, simplicity, repeatability, and modularity.
+
+### Automated Machine Learning
+
+[Automated Machine Learning](https://docs.microsoft.com/azure/machine-learning/concept-automated-ml) also referred to as automated ML or AutoML, is the process of automating the time consuming, iterative tasks of machine learning model development. It allows data scientists, analysts, and developers to build ML models with high scale, efficiency, and productivity all while sustaining model quality.
+
+### Other Concepts
+
+In additional to ParallelRunStep, Pipelines and Automated Machine Learning, you'll also be working with the following concepts including [workspace](https://docs.microsoft.com/azure/machine-learning/concept-workspace), [datasets](https://docs.microsoft.com/azure/machine-learning/concept-data#datasets), [compute targets](https://docs.microsoft.com/azure/machine-learning/concept-compute-target#train), [python script steps](https://docs.microsoft.com/python/api/azureml-pipeline-steps/azureml.pipeline.steps.python_script_step.pythonscriptstep?view=azure-ml-py), and [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/).
+
+## Contributing
+
+This project welcomes contributions and suggestions. To learn more visit the [contributing](../../../CONTRIBUTING.md) section.
+
+Most contributions require you to agree to a Contributor License Agreement (CLA)
+declaring that you have the right to, and actually do, grant us
+the rights to use your contribution. For details, visit https://cla.opensource.microsoft.com.
+
+When you submit a pull request, a CLA bot will automatically determine whether you need to provide
+a CLA and decorate the PR appropriately (e.g., status check, comment). Simply follow the instructions
+provided by the bot. You will only need to do this once across all repos using our CLA.
+
+This project has adopted the [Microsoft Open Source Code of Conduct](https://opensource.microsoft.com/codeofconduct/).
+For more information see the [Code of Conduct FAQ](https://opensource.microsoft.com/codeofconduct/faq/) or
+contact [opencode@microsoft.com](mailto:opencode@microsoft.com) with any additional questions or comments.

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-hierarchical-timeseries/auto-ml-forecasting-hierarchical-timeseries.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/pipelines/1k_demand_forecasting_with_pipeline_components/automl-forecasting-demand-many-models-in-pipeline)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -30,7 +37,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "For this notebook we are using a synthetic dataset portraying sales data to predict the quantity of a vartiety of product SKUs across several states, stores, and product categories.\n",
+        "For this notebook we are using a synthetic dataset portraying sales data to predict the the quantity of a vartiety of product skus across several states, stores, and product categories.\n",
         "\n",
         "**NOTE: There are limits on how many runs we can do in parallel per workspace, and we currently recommend to set the parallelism to maximum of 320 runs per experiment per workspace. If users want to have more parallelism and increase this limit they might encounter Too Many Requests errors (HTTP 429).**"
       ]
@@ -40,7 +47,7 @@
       "metadata": {},
       "source": [
         "### Prerequisites\n",
-        "You'll need to create a compute Instance by following the instructions in the [EnvironmentSetup.md](../Setup_Resources/EnvironmentSetup.md)."
+        "You'll need to create a compute Instance by following [these](https://learn.microsoft.com/en-us/azure/machine-learning/v1/how-to-create-manage-compute-instance?tabs=python) instructions."
       ]
     },
     {
@@ -78,6 +85,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Default datastore name\"] = dstore.name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -234,14 +242,39 @@
         "input_ds_small = Dataset.Tabular.from_delimited_files(\n",
         "    path=oj_datastore.path(ds_name_small + \"/\"), validate=False\n",
         ")\n",
-        "# Drop the columns 'Revenue' as this column contains leak feature.\n",
-        "input_ds_small = input_ds_small.drop_columns(columns=[\"Revenue\"])\n",
         "\n",
         "inference_name_small = \"oj-inference-small-tabular\"\n",
         "inference_ds_small = Dataset.Tabular.from_delimited_files(\n",
         "    path=oj_datastore.path(inference_name_small + \"/\"), validate=False\n",
-        ")\n",
-        "inference_ds_small = inference_ds_small.drop_columns(columns=[\"Revenue\"])"
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### 2.4 Configure data with ``OutputFileDatasetConfig`` objects\n",
+        "This step shows how to configure output data from a pipeline step. One of the use cases for this step is when you want to do some preprocessing before feeding the data to training step. Intermediate data (or output of a step) is represented by an ``OutputFileDatasetConfig`` object. ``output_data`` is produced as the output of a step. Optionally, this data can be registered as a dataset by calling the ``register_on_complete`` method. If you create an ``OutputFileDatasetConfig`` in one step and use it as an input to another step, that data dependency between steps creates an implicit execution order in the pipeline.\n",
+        "\n",
+        "``OutputFileDatasetConfig`` objects return a directory, and by default write output to the default datastore of the workspace.\n",
+        "\n",
+        "Since instance creation for class ``OutputTabularDatasetConfig`` is not allowed, we first create an instance of this class. Then we use the ``read_parquet_files`` method to read the parquet file into ``OutputTabularDatasetConfig``."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.data.output_dataset_config import OutputFileDatasetConfig\n",
+        "\n",
+        "output_data = OutputFileDatasetConfig(\n",
+        "    name=\"processed_data\", destination=(dstore, \"outputdataset/{run-id}/{output-name}\")\n",
+        ").as_upload()\n",
+        "# output_data_dataset = output_data.register_on_complete(\n",
+        "#     name='processed_data', description = 'files from prev step')\n",
+        "output_data = output_data.read_parquet_files()"
       ]
     },
     {
@@ -280,7 +313,7 @@
         "from azureml.core.compute import ComputeTarget, AmlCompute\n",
         "\n",
         "# Name your cluster\n",
-        "compute_name = \"mm-compute\"\n",
+        "compute_name = \"mm-compute-v1\"\n",
         "\n",
         "\n",
         "if compute_name in ws.compute_targets:\n",
@@ -290,7 +323,7 @@
         "else:\n",
         "    print(\"Creating a new compute target...\")\n",
         "    provisioning_config = AmlCompute.provisioning_configuration(\n",
-        "        vm_size=\"STANDARD_D16S_V3\", max_nodes=20\n",
+        "        vm_size=\"STANDARD_D14_V2\", max_nodes=20\n",
         "    )\n",
         "    # Create the compute target\n",
         "    compute_target = ComputeTarget.create(ws, compute_name, provisioning_config)\n",
@@ -305,14 +338,65 @@
         "    print(compute_target.status.serialize())"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Configure the training run's environment\n",
+        "The next step is making sure that the remote training run has all the dependencies needed by the training steps. Dependencies and the runtime context are set by creating and configuring a RunConfiguration object.\n",
+        "\n",
+        "The code below shows two options for handling dependencies. As presented, with ``USE_CURATED_ENV = True``, the configuration is based on a [curated environment](https://docs.microsoft.com/en-us/azure/machine-learning/resource-curated-environments). Curated environments have prebuilt Docker images in the [Microsoft Container Registry](https://hub.docker.com/publishers/microsoftowner). For more information, see [Azure Machine Learning curated environments](https://docs.microsoft.com/en-us/azure/machine-learning/resource-curated-environments).\n",
+        "\n",
+        "The path taken if you change ``USE_CURATED_ENV`` to False shows the pattern for explicitly setting your dependencies. In that scenario, a new custom Docker image will be created and registered in an Azure Container Registry within your resource group (see [Introduction to private Docker container registries in Azure](https://docs.microsoft.com/en-us/azure/container-registry/container-registry-intro)). Building and registering this image can take quite a few minutes."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.runconfig import RunConfiguration\n",
+        "from azureml.core.conda_dependencies import CondaDependencies\n",
+        "from azureml.core import Environment\n",
+        "\n",
+        "aml_run_config = RunConfiguration()\n",
+        "aml_run_config.target = compute_target\n",
+        "\n",
+        "USE_CURATED_ENV = True\n",
+        "if USE_CURATED_ENV:\n",
+        "    curated_environment = Environment.get(\n",
+        "        workspace=ws, name=\"AzureML-sklearn-0.24-ubuntu18.04-py37-cpu\"\n",
+        "    )\n",
+        "    aml_run_config.environment = curated_environment\n",
+        "else:\n",
+        "    aml_run_config.environment.python.user_managed_dependencies = False\n",
+        "\n",
+        "    # Add some packages relied on by data prep step\n",
+        "    aml_run_config.environment.python.conda_dependencies = CondaDependencies.create(\n",
+        "        conda_packages=[\"pandas\", \"scikit-learn\"],\n",
+        "        pip_packages=[\"azureml-sdk\", \"azureml-dataset-runtime[fuse,pandas]\"],\n",
+        "        pin_sdk_version=False,\n",
+        "    )"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
       "source": [
         "### Set up training parameters\n",
         "\n",
-        "This dictionary defines the AutoML and many models settings. For this forecasting task we need to define several settings including the name of the time column, the maximum forecast horizon, and the partition column name definition.\n",
+        "We need to provide ``ForecastingParameters``, ``AutoMLConfig`` and ``ManyModelsTrainParameters`` objects. For the forecasting task we also need to define several settings including the name of the time column, the maximum forecast horizon, and the partition column name(s) definition.\n",
         "\n",
+        "#### ``ForecastingParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
+        "| **time_column_name**               | The name of your time column. |\n",
+        "| **time_series_id_column_names**    | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
+        "| **cv_step_size**                   | Number of periods between two consecutive cross-validation folds. The default value is \\\"auto\\\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value. |\n",
+        "\n",
+        "#### ``AutoMLConfig`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **task**                           | forecasting |\n",
@@ -320,16 +404,19 @@
         "| **blocked_models**                 | Blocked models won't be used by AutoML. |\n",
         "| **iteration_timeout_minutes**      | Maximum amount of time in minutes that the model can train. This is optional but provides customers with greater control on exit criteria. |\n",
         "| **iterations**                     | Number of models to train. This is optional but provides customers with greater control on exit criteria. |\n",
-        "| **experiment_timeout_hours**       | Maximum amount of time in hours that the experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **experiment_timeout_hours**       | Maximum amount of time in hours that each experiment can take before it terminates. This is optional but provides customers with greater control on exit criteria. **It does not control the overall timeout for the pipeline run, instead controls the timeout for each training run per partitioned time series.** |\n",
         "| **label_column_name**              | The name of the label column. |\n",
-        "| **forecast_horizon**               | The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly). Periods are inferred from your data. |\n",
-        "| **n_cross_validations**            | Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
-        "| **enable_early_stopping**          | Flag to enable early termination if the score is not improving in the short term. |\n",
-        "| **time_column_name**               | The name of your time column. |\n",
+        "| **n_cross_validations**            | Number of cross validation splits. The default value is \\\"auto\\\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value. Rolling Origin Validation is used to split time-series in a temporally consistent way. |\n",
+        "| **enable_early_stopping**          | Flag to enable early termination if the primary metric is no longer improving. |\n",
         "| **enable_engineered_explanations** | Engineered feature explanations will be downloaded if enable_engineered_explanations flag is set to True. By default it is set to False to save storage space. |\n",
-        "| **time_series_id_column_name**     | The column names used to uniquely identify timeseries in data that has multiple rows with the same timestamp. |\n",
         "| **track_child_runs**               | Flag to disable tracking of child runs. Only best run is tracked if the flag is set to False (this includes the model and metrics of the run). |\n",
         "| **pipeline_fetch_max_batch_size**  | Determines how many pipelines (training algorithms) to fetch at a time for training, this helps reduce throttling when training at large scale. |\n",
+        "\n",
+        "\n",
+        "#### ``ManyModelsTrainParameters`` arguments\n",
+        "| Property                           | Description|\n",
+        "| :---------------                   | :------------------- |\n",
+        "| **automl_settings**                | The ``AutoMLConfig`` object defined above. |\n",
         "| **partition_column_names**         | The names of columns used to group your models. For timeseries, the groups must not split up individual time-series. That is, each group must contain one or more whole time-series. |"
       ]
     },
@@ -346,27 +433,77 @@
         "from azureml.train.automl.runtime._many_models.many_models_parameters import (\n",
         "    ManyModelsTrainParameters,\n",
         ")\n",
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "from azureml.train.automl.automlconfig import AutoMLConfig\n",
         "\n",
         "partition_column_names = [\"Store\", \"Brand\"]\n",
-        "automl_settings = {\n",
-        "    \"task\": \"forecasting\",\n",
-        "    \"primary_metric\": \"normalized_root_mean_squared_error\",\n",
-        "    \"iteration_timeout_minutes\": 10,  # This needs to be changed based on the dataset. We ask customer to explore how long training is taking before settings this value\n",
-        "    \"iterations\": 15,\n",
-        "    \"experiment_timeout_hours\": 0.25,\n",
-        "    \"label_column_name\": \"Quantity\",\n",
-        "    \"n_cross_validations\": 3,\n",
-        "    \"time_column_name\": \"WeekStarting\",\n",
-        "    \"max_horizon\": 6,\n",
-        "    \"grain_column_names\": partition_column_names,\n",
-        "    \"track_child_runs\": False,\n",
-        "}\n",
+        "\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=\"WeekStarting\",\n",
+        "    forecast_horizon=6,\n",
+        "    time_series_id_column_names=partition_column_names,\n",
+        "    cv_step_size=\"auto\",\n",
+        ")\n",
+        "\n",
+        "automl_settings = AutoMLConfig(\n",
+        "    task=\"forecasting\",\n",
+        "    primary_metric=\"normalized_root_mean_squared_error\",\n",
+        "    iteration_timeout_minutes=10,\n",
+        "    iterations=15,\n",
+        "    experiment_timeout_hours=0.25,\n",
+        "    label_column_name=\"Quantity\",\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    track_child_runs=False,\n",
+        "    forecasting_parameters=forecasting_parameters,\n",
+        ")\n",
         "\n",
         "mm_paramters = ManyModelsTrainParameters(\n",
         "    automl_settings=automl_settings, partition_column_names=partition_column_names\n",
         ")"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Construct your pipeline steps\n",
+        "Once you have the compute resource and environment created, you're ready to define your pipeline's steps. There are many built-in steps available via the Azure Machine Learning SDK, as you can see on the [reference documentation for the azureml.pipeline.steps package](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps?view=azure-ml-py). The most flexible class is [PythonScriptStep](https://docs.microsoft.com/en-us/python/api/azureml-pipeline-steps/azureml.pipeline.steps.python_script_step.pythonscriptstep?view=azure-ml-py), which runs a Python script.\n",
+        "\n",
+        "Your data preparation code is in a subdirectory (in this example, \"data_preprocessing_tabular.py\" in the directory \"./scripts\"). As part of the pipeline creation process, this directory is zipped and uploaded to the compute_target and the step runs the script specified as the value for ``script_name``.\n",
+        "\n",
+        "The ``arguments`` values specify the inputs and outputs of the step. In the example below, the baseline data is the ``input_ds_small`` dataset. The script data_preprocessing_tabular.py does whatever data-transformation tasks are appropriate to the task at hand and outputs the data to ``output_data``, of type ``OutputFileDatasetConfig``. For more information, see [Moving data into and between ML pipeline steps (Python)](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-move-data-in-out-of-pipelines). The step will run on the machine defined by ``compute_target``, using the configuration ``aml_run_config``.\n",
+        "\n",
+        "Reuse of previous results (``allow_reuse``) is key when using pipelines in a collaborative environment since eliminating unnecessary reruns offers agility. Reuse is the default behavior when the ``script_name``, ``inputs``, and the parameters of a step remain the same. When reuse is allowed, results from the previous run are immediately sent to the next step. If ``allow_reuse`` is set to False, a new run will always be generated for this step during pipeline execution.\n",
+        "\n",
+        "> Note that we only support partitioned FileDataset and TabularDataset without partition when using such output as input.\n",
+        "\n",
+        "> Note that we **drop column** \"Revenue\" from the dataset in this step to avoid information leak as \"Quantity\" = \"Revenue\" / \"Price\". **Please modify the logic based on your data**."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.steps import PythonScriptStep\n",
+        "\n",
+        "dataprep_source_dir = \"./scripts\"\n",
+        "entry_point = \"data_preprocessing_tabular.py\"\n",
+        "ds_input = input_ds_small.as_named_input(\"train_10_models\")\n",
+        "\n",
+        "data_prep_step = PythonScriptStep(\n",
+        "    script_name=entry_point,\n",
+        "    source_directory=dataprep_source_dir,\n",
+        "    arguments=[\"--input\", ds_input, \"--output\", output_data],\n",
+        "    compute_target=compute_target,\n",
+        "    runconfig=aml_run_config,\n",
+        "    allow_reuse=False,\n",
+        ")\n",
+        "\n",
+        "input_ds_small = output_data"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -378,17 +515,25 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "Parallel run step is leveraged to train multiple models at once. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The process_count_per_node is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
+        "Parallel run step is leveraged to train multiple models at once. To configure the ParallelRunConfig you will need to determine the appropriate number of workers and nodes for your use case. The ``process_count_per_node`` is based off the number of cores of the compute VM. The node_count will determine the number of master nodes to use, increasing the node count will speed up the training process.\n",
         "\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **experiment**                     | The experiment used for training. |\n",
         "| **train_data**                     | The file dataset to be used as input to the training run. |\n",
         "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with 3 and increase the node_count if the training time is taking too long. |\n",
-        "| **process_count_per_node**         | Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node or optimal performance. |\n",
+        "| **process_count_per_node**         | Process count per node, we recommend 2:1 ratio for number of cores: number of processes per node. eg. If node has 16 cores then configure 8 or less process count per node for optimal performance. |\n",
         "| **train_pipeline_parameters**      | The set of configuration parameters defined in the previous section. |\n",
+        "| **run_invocation_timeout**         | Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. This must be greater than ``experiment_timeout_hours`` by at least 300 seconds. |\n",
         "\n",
-        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution."
+        "Calling this method will create a new aggregated dataset which is generated dynamically on pipeline execution.\n",
+        "\n",
+        "**Note**: Total time taken for the **training step** in the pipeline to complete = $ \\frac{t}{ p \\times n } \\times ts $\n",
+        "where,\n",
+        "- $ t $ is time taken for training one partition (can be viewed in the training logs)\n",
+        "- $ p $ is ``process_count_per_node``\n",
+        "- $ n $ is ``node_count``\n",
+        "- $ ts $ is total number of partitions in time series based on ``partition_column_names``"
       ]
     },
     {
@@ -406,7 +551,7 @@
         "    compute_target=compute_target,\n",
         "    node_count=2,\n",
         "    process_count_per_node=8,\n",
-        "    run_invocation_timeout=920,\n",
+        "    run_invocation_timeout=1200,\n",
         "    train_pipeline_parameters=mm_paramters,\n",
         ")"
       ]
@@ -487,7 +632,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### 7.2 Schedule the pipeline\n",
+        "### 5.2 Schedule the pipeline\n",
         "You can also [schedule the pipeline](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-schedule-pipelines) to run on a time-based or change-based schedule. This could be used to automatically retrain models every month or based on another trigger such as data drift."
       ]
     },
@@ -543,25 +688,31 @@
       "source": [
         "For many models we need to provide the ManyModelsInferenceParameters object.\n",
         "\n",
-        "#### ManyModelsInferenceParameters arguments\n",
+        "#### ``ManyModelsInferenceParameters`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **partition_column_names**         | List of column names that identifies groups. |\n",
         "| **target_column_name**             | \\[Optional] Column name only if the inference dataset has the target. |\n",
-        "| **time_column_name**               | \\[Optional] Column name only if it is timeseries. |\n",
-        "| **many_models_run_id**             | \\[Optional] Many models run id where models were trained. |\n",
+        "| **time_column_name**               | \\[Optional] Time column name only if it is timeseries. |\n",
+        "| **inference_type**                 | \\[Optional] Which inference method to use on the model. Possible values are 'forecast', 'predict_proba', and 'predict'. |\n",
+        "| **forecast_mode**                  | \\[Optional] The type of forecast to be used, either 'rolling' or 'recursive'; defaults to 'recursive'. |\n",
+        "| **step**                           | \\[Optional] Number of periods to advance the forecasting window in each iteration **(for rolling forecast only)**; defaults to 1. |\n",
         "\n",
-        "#### get_many_models_batch_inference_steps arguments\n",
+        "#### ``get_many_models_batch_inference_steps`` arguments\n",
         "| Property                           | Description|\n",
         "| :---------------                   | :------------------- |\n",
         "| **experiment**                     | The experiment used for inference run. |\n",
         "| **inference_data**                 | The data to use for inferencing. It should be the same schema as used for training.\n",
         "| **compute_target**                 | The compute target that runs the inference pipeline. |\n",
         "| **node_count**                     | The number of compute nodes to be used for running the user script. We recommend to start with the number of cores per node (varies by compute sku). |\n",
-        "| **process_count_per_node**         | The number of processes per node.\n",
-        "| **train_run_id**                   | \\[Optional\\] The run id of the hierarchy training, by default it is the latest successful training many model run in the experiment. |\n",
-        "| **train_experiment_name**          | \\[Optional\\] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
-        "| **process_count_per_node**         | \\[Optional\\] The number of processes per node, by default it's 4. |"
+        "| **process_count_per_node**         | \\[Optional] The number of processes per node. By default it's 2 (should be at most half of the number of cores in a single node of the compute cluster that will be used for the experiment).\n",
+        "| **inference_pipeline_parameters**  | \\[Optional] The ``ManyModelsInferenceParameters`` object defined above. |\n",
+        "| **append_row_file_name**           | \\[Optional] The name of the output file (optional, default value is 'parallel_run_step.txt'). Supports 'txt' and 'csv' file extension. A 'txt' file extension generates the output in 'txt' format with space as separator without column names. A 'csv' file extension generates the output in 'csv' format with comma as separator and with column names. |\n",
+        "| **train_run_id**                   | \\[Optional] The run id of the **training pipeline**. By default it is the latest successful training pipeline run in the experiment. |\n",
+        "| **train_experiment_name**          | \\[Optional] The train experiment that contains the train pipeline. This one is only needed when the train pipeline is not in the same experiement as the inference pipeline. |\n",
+        "| **run_invocation_timeout**         | \\[Optional] Maximum amount of time in seconds that the ``ParallelRunStep`` class is allowed. This is optional but provides customers with greater control on exit criteria. |\n",
+        "| **output_datastore**               | \\[Optional] The ``Datastore`` or ``OutputDatasetConfig`` to be used for output. If specified any pipeline output will be written to that location. If unspecified the default datastore will be used. |\n",
+        "| **arguments**                      | \\[Optional] Arguments to be passed to inference script. Possible argument is '--forecast_quantiles' followed by quantile values. |"
       ]
     },
     {
@@ -581,6 +732,8 @@
         "    target_column_name=\"Quantity\",\n",
         ")\n",
         "\n",
+        "output_file_name = \"parallel_run_step.csv\"\n",
+        "\n",
         "inference_steps = AutoMLPipelineBuilder.get_many_models_batch_inference_steps(\n",
         "    experiment=experiment,\n",
         "    inference_data=inference_ds_small,\n",
@@ -592,6 +745,8 @@
         "    train_run_id=training_run.id,\n",
         "    train_experiment_name=training_run.experiment.name,\n",
         "    inference_pipeline_parameters=mm_parameters,\n",
+        "    append_row_file_name=output_file_name,\n",
+        "    arguments=[\"--forecast_quantiles\", 0.1, 0.9],\n",
         ")"
       ]
     },
@@ -626,7 +781,7 @@
         "\n",
         "The following code snippet:\n",
         "1. Downloads the contents of the output folder that is passed in the parallel run step \n",
-        "2. Reads the parallel_run_step.txt file that has the predictions as pandas dataframe and \n",
+        "2. Reads the output file that has the predictions as pandas dataframe and \n",
         "3. Displays the top 10 rows of the predictions"
       ]
     },
@@ -641,18 +796,9 @@
         "forecasting_results_name = \"forecasting_results\"\n",
         "forecasting_output_name = \"many_models_inference_output\"\n",
         "forecast_file = get_output_from_mm_pipeline(\n",
-        "    inference_run, forecasting_results_name, forecasting_output_name\n",
+        "    inference_run, forecasting_results_name, forecasting_output_name, output_file_name\n",
         ")\n",
-        "df = pd.read_csv(forecast_file, delimiter=\" \", header=None)\n",
-        "df.columns = [\n",
-        "    \"Week Starting\",\n",
-        "    \"Store\",\n",
-        "    \"Brand\",\n",
-        "    \"Quantity\",\n",
-        "    \"Advert\",\n",
-        "    \"Price\",\n",
-        "    \"Predicted\",\n",
-        "]\n",
+        "df = pd.read_csv(forecast_file)\n",
         "print(\n",
         "    \"Prediction has \", df.shape[0], \" rows. Here the first 10 rows are being displayed.\"\n",
         ")\n",
@@ -725,9 +871,9 @@
       "automated-machine-learning"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -739,7 +885,12 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.8"
+      "version": "3.8.10"
+    },
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
     }
   },
   "nbformat": 4,

how-to-use-azureml/automated-machine-learning/forecasting-many-models/scripts/data_preprocessing_file.py

@@ -0,0 +1,39 @@
+from pathlib import Path
+from azureml.core import Run
+
+import argparse
+import os
+
+
+def main(args):
+    output = Path(args.output)
+    output.mkdir(parents=True, exist_ok=True)
+
+    run_context = Run.get_context()
+    input_path = run_context.input_datasets["train_10_models"]
+
+    for file_name in os.listdir(input_path):
+        input_file = os.path.join(input_path, file_name)
+        with open(input_file, "r") as f:
+            content = f.read()
+
+            # Apply any data pre-processing techniques here
+
+            output_file = os.path.join(output, file_name)
+            with open(output_file, "w") as f:
+                f.write(content)
+
+
+def my_parse_args():
+    parser = argparse.ArgumentParser("Test")
+
+    parser.add_argument("--input", type=str)
+    parser.add_argument("--output", type=str)
+
+    args = parser.parse_args()
+    return args
+
+
+if __name__ == "__main__":
+    args = my_parse_args()
+    main(args)

how-to-use-azureml/automated-machine-learning/forecasting-many-models/scripts/data_preprocessing_tabular.py

@@ -0,0 +1,37 @@
+from pathlib import Path
+from azureml.core import Run
+import argparse
+
+
+def main(args):
+    output = Path(args.output)
+    output.mkdir(parents=True, exist_ok=True)
+
+    run_context = Run.get_context()
+    dataset = run_context.input_datasets["train_10_models"]
+    df = dataset.to_pandas_dataframe()
+
+    # Drop the column "Revenue" from the dataset to avoid information leak as
+    # "Quantity" = "Revenue" / "Price". Please modify the logic based on your data.
+    drop_column_name = "Revenue"
+    if drop_column_name in df.columns:
+        df.drop(drop_column_name, axis=1, inplace=True)
+
+    # Apply any data pre-processing techniques here
+
+    df.to_parquet(output / "data_prepared_result.parquet", compression=None)
+
+
+def my_parse_args():
+    parser = argparse.ArgumentParser("Test")
+
+    parser.add_argument("--input", type=str)
+    parser.add_argument("--output", type=str)
+
+    args = parser.parse_args()
+    return args
+
+
+if __name__ == "__main__":
+    args = my_parse_args()
+    main(args)

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

@@ -0,0 +1,3 @@
+dependencies:
+- pip:
+  - azureml-contrib-automl-pipeline-steps

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-orange-juice-sales)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -40,7 +47,7 @@
         "## Introduction<a id=\"introduction\"></a>\n",
         "In this example, we use AutoML to train, select, and operationalize a time-series forecasting model for multiple time-series.\n",
         "\n",
-        "Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
+        "Make sure you have executed the [configuration notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/configuration.ipynb) before running this notebook.\n",
         "\n",
         "The examples in the follow code samples use the University of Chicago's Dominick's Finer Foods dataset to forecast orange juice sales. Dominick's was a grocery chain in the Chicago metropolitan area."
       ]
@@ -66,14 +73,14 @@
         "from azureml.automl.core.featurization import FeaturizationConfig\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 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."
+        "This notebook is compatible with Azure ML SDK version 1.35.0 or later."
       ]
     },
     {
@@ -82,7 +89,6 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "print(\"This notebook was created using version 1.39.0 of the Azure ML SDK\")\n",
         "print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
       ]
     },
@@ -113,6 +119,7 @@
         "output[\"Resource Group\"] = ws.resource_group\n",
         "output[\"Location\"] = ws.location\n",
         "output[\"Run History Name\"] = experiment_name\n",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
         "pd.set_option(\"display.max_colwidth\", None)\n",
         "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
@@ -242,7 +249,9 @@
         "        time_series_id_column_names, group_keys=False\n",
         "    )\n",
         "    df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-n])\n",
+        "    df_head.reset_index(inplace=True, drop=True)\n",
         "    df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-n:])\n",
+        "    df_tail.reset_index(inplace=True, drop=True)\n",
         "    return df_head, df_tail\n",
         "\n",
         "\n",
@@ -367,8 +376,9 @@
         "|-|-|\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",
-        "|**time_series_id_column_names**|This optional parameter represents the column names used to uniquely identify the time series in data that has multiple rows with the same timestamp. If the time series identifiers are not defined or incorrectly defined, time series identifiers will be created automatically if they exist.|\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."
+        "|**time_series_id_column_names**|The column names used to uniquely identify the time series in data that has multiple rows with the same timestamp. If the time series identifiers are not defined, the data set is assumed to be one time series.|\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.\n",
+        "|**cv_step_size**|Number of periods between two consecutive cross-validation folds. The default value is \"auto\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value."
       ]
     },
     {
@@ -379,7 +389,7 @@
         "\n",
         "The [AutoMLConfig](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.automlconfig.automlconfig?view=azure-ml-py) object defines the settings and data for an AutoML training job. Here, we set necessary inputs like the task type, the number of AutoML iterations to try, the training data, and cross-validation parameters.\n",
         "\n",
-        "For forecasting tasks, there are some additional parameters that can be set in the `ForecastingParameters` class: the name of the column holding the date/time, the timeseries id column names, and the maximum forecast horizon. A time column is required for forecasting, while the time_series_id is optional. If time_series_id columns are not given or incorrectly given, AutoML automatically creates time_series_id columns if they exist. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak.\n",
+        "For forecasting tasks, there are some additional parameters that can be set in the `ForecastingParameters` class: the name of the column holding the date/time, the timeseries id column names, and the maximum forecast horizon. A time column is required for forecasting, while the time_series_id is optional. If time_series_id columns are not given, AutoML assumes that the whole dataset is a single time-series. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak.\n",
         "\n",
         "The forecast horizon is given in units of the time-series frequency; for instance, the OJ series frequency is weekly, so a horizon of 20 means that a trained model will estimate sales up to 20 weeks beyond the latest date in the training data for each series. In this example, we set the forecast horizon to the number of samples per series in the test set (n_test_periods). Generally, the value of this parameter will be dictated by business needs. For example, a demand planning application that estimates the next month of sales should set the horizon according to suitable planning time-scales. Please see the [energy_demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) for more discussion of forecast horizon.\n",
         "\n",
@@ -390,7 +400,7 @@
         "In the first case, AutoML loops over all time-series in your dataset and trains one model (e.g. AutoArima or Prophet, as the case may be) for each series. This can result in long runtimes to train these models if there are a lot of series in the data. One way to mitigate this problem is to fit models for different series in parallel if you have multiple compute cores available. To enable this behavior, set the `max_cores_per_iteration` parameter in your AutoMLConfig as shown in the example in the next cell. \n",
         "\n",
         "\n",
-        "Finally, a note about the cross-validation (CV) procedure for time-series data. AutoML uses out-of-sample error estimates to select a best pipeline/model, so it is important that the CV fold splitting is done correctly. Time-series can violate the basic statistical assumptions of the canonical K-Fold CV strategy, so AutoML implements a [rolling origin validation](https://robjhyndman.com/hyndsight/tscv/) procedure to create CV folds for time-series data. To use this procedure, you just need to specify the desired number of CV folds in the AutoMLConfig object. It is also possible to bypass CV and use your own validation set by setting the *validation_data* parameter of AutoMLConfig.\n",
+        "Finally, a note about the cross-validation (CV) procedure for time-series data. AutoML uses out-of-sample error estimates to select a best pipeline/model, so it is important that the CV fold splitting is done correctly. Time-series can violate the basic statistical assumptions of the canonical K-Fold CV strategy, so AutoML implements a [rolling origin validation](https://robjhyndman.com/hyndsight/tscv/) procedure to create CV folds for time-series data. To use this procedure, you could specify the desired number of CV folds and the number of periods between two consecutive folds in the AutoMLConfig object, or AutoMl could set them automatically if you don't specify them. It is also possible to bypass CV and use your own validation set by setting the *validation_data* parameter of AutoMLConfig.\n",
         "\n",
         "Here is a summary of AutoMLConfig parameters used for training the OJ model:\n",
         "\n",
@@ -403,7 +413,7 @@
         "|**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",
-        "|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection|\n",
+        "|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection. The default value is \"auto\", in which case AutoMl determines the number of cross-validations automatically, if a validation set is not provided. Or users could specify an integer value.\n",
         "|**enable_voting_ensemble**|Allow AutoML to create a Voting ensemble of the best performing models|\n",
         "|**enable_stack_ensemble**|Allow AutoML to create a Stack ensemble of the best performing models|\n",
         "|**debug_log**|Log file path for writing debugging information|\n",
@@ -422,7 +432,9 @@
         "forecasting_parameters = ForecastingParameters(\n",
         "    time_column_name=time_column_name,\n",
         "    forecast_horizon=n_test_periods,\n",
+        "    time_series_id_column_names=time_series_id_column_names,\n",
         "    freq=\"W-THU\",  # Set the forecast frequency to be weekly (start on each Thursday)\n",
+        "    cv_step_size=\"auto\",\n",
         ")\n",
         "\n",
         "automl_config = AutoMLConfig(\n",
@@ -435,7 +447,7 @@
         "    compute_target=compute_target,\n",
         "    enable_early_stopping=True,\n",
         "    featurization=featurization_config,\n",
-        "    n_cross_validations=3,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
         "    verbosity=logging.INFO,\n",
         "    max_cores_per_iteration=-1,\n",
         "    forecasting_parameters=forecasting_parameters,\n",
@@ -503,7 +515,9 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
@@ -511,7 +525,15 @@
         "fs = pd.DataFrame.from_records(records)\n",
         "\n",
         "# View a summary of the featurization\n",
-        "fs[[\"RawFeatureName\", \"TypeDetected\", \"Dropped\", \"EngineeredFeatureCount\", \"Transformations\"]]"
+        "fs[\n",
+        "    [\n",
+        "        \"RawFeatureName\",\n",
+        "        \"TypeDetected\",\n",
+        "        \"Dropped\",\n",
+        "        \"EngineeredFeatureCount\",\n",
+        "        \"Transformations\",\n",
+        "    ]\n",
+        "]"
       ]
     },
     {
@@ -538,7 +560,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "### Retreiving forecasts from the model\n",
+        "### Retrieving forecasts from the model\n",
         "We have created a function called `run_forecast` that submits the test data to the best model determined during the training run and retrieves forecasts. This function uses a helper script `forecasting_script` which is uploaded and expecuted on the remote compute."
       ]
     },
@@ -702,7 +724,7 @@
         "    description=\"Automl forecasting sample service\",\n",
         ")\n",
         "\n",
-        "aci_service_name = \"automl-oj-forecast-01\"\n",
+        "aci_service_name = \"automl-oj-forecast-03\"\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",
@@ -779,7 +801,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "serv = Webservice(ws, \"automl-oj-forecast-01\")\n",
+        "serv = Webservice(ws, \"automl-oj-forecast-03\")\n",
         "serv.delete()  # don't do it accidentally"
       ]
     }
@@ -808,9 +830,9 @@
     "friendly_name": "Forecasting orange juice sales with deployment",
     "index_order": 1,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -822,12 +844,17 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.10"
     },
     "tags": [
       "None"
     ],
-    "task": "Forecasting"
+    "task": "Forecasting",
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
+    }
   },
   "nbformat": 4,
   "nbformat_minor": 4

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

@@ -6,7 +6,7 @@ compute instance.
 
 import argparse
 from azureml.core import Dataset, Run
-from sklearn.externals import joblib
+import joblib
 from pandas.tseries.frequencies import to_offset
 
 parser = argparse.ArgumentParser()

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

@@ -0,0 +1,821 @@
+{
+  "cells": [
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/pipelines/1h_automl_in_pipeline/automl-forecasting-in-pipeline)).</font>\n",
+        "</br>\n",
+        "</br>\n",
+        "<font color=\"red\" size=\"5\">\n",
+        "For examples illustrating how to build pipelines with components, please use the following links:</font>\n",
+        "<ul>\n",
+        "    <li><a href=\"https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/pipelines/1k_demand_forecasting_with_pipeline_components/automl-forecasting-demand-many-models-in-pipeline\">Many Models</a></li>\n",
+        "    <li><a href=\"https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/pipelines/1k_demand_forecasting_with_pipeline_components/automl-forecasting-demand-hierarchical-timeseries-in-pipeline\">Hierarchical Time Series</a></li>\n",
+        "    <li><a href=\"https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-distributed-tcn\">Distributed TCN</a></li>\n",
+        "</ul>"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "# Training and Inferencing AutoML Forecasting Model Using Pipelines"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Introduction\n",
+        "\n",
+        "In this notebook, we demonstrate how to use piplines to train and inference on AutoML Forecasting model. Two pipelines will be created: one for training AutoML model, and the other is for inference on AutoML model. We'll also demonstrate how to schedule the inference pipeline so you can get inference results periodically (with refreshed test dataset). Make sure you have executed the [configuration notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/configuration.ipynb) before running this notebook. In this notebook you will learn how to:\n",
+        "\n",
+        "- Configure AutoML using AutoMLConfig for forecasting tasks using pipeline AutoMLSteps.\n",
+        "- Create and register an AutoML model using AzureML pipeline.\n",
+        "- Inference and schdelue the pipeline using registered 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 json\n",
+        "import logging\n",
+        "import os\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.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 1.38.0 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 = 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 = \"forecasting-pipeline\"\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\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
+        "outputDf.T"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Compute"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Compute \n",
+        "\n",
+        "#### Create or Attach existing AmlCompute\n",
+        "\n",
+        "You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
+        "\n",
+        "> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
+        "\n",
+        "#### Creation of AmlCompute takes approximately 5 minutes. \n",
+        "If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
+        "As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core.compute import ComputeTarget, AmlCompute\n",
+        "from azureml.core.compute_target import ComputeTargetException\n",
+        "\n",
+        "# Choose a name for your CPU cluster\n",
+        "amlcompute_cluster_name = \"forecast-step-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(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=4\n",
+        "    )\n",
+        "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
+        "compute_target.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Data\n",
+        "You are now ready to load the historical orange juice sales data. For demonstration purposes, we extract sales time-series for just a few of the stores. We will load the CSV file into a plain pandas DataFrame; the time column in the CSV is called _WeekStarting_, so it will be specially parsed into the datetime type."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "time_column_name = \"WeekStarting\"\n",
+        "train = pd.read_csv(\"oj-train.csv\", parse_dates=[time_column_name])\n",
+        "\n",
+        "train.head()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "Each row in the DataFrame holds a quantity of weekly sales for an OJ brand at a single store. The data also includes the sales price, a flag indicating if the OJ brand was advertised in the store that week, and some customer demographic information based on the store location. For historical reasons, the data also include the logarithm of the sales quantity. The Dominick's grocery data is commonly used to illustrate econometric modeling techniques where logarithms of quantities are generally preferred.    \n",
+        "\n",
+        "The task is now to build a time-series model for the _Quantity_ column. It is important to note that this dataset is comprised of many individual time-series - one for each unique combination of _Store_ and _Brand_. To distinguish the individual time-series, we define the **time_series_id_column_names** - the columns whose values determine the boundaries between time-series: "
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "time_series_id_column_names = [\"Store\", \"Brand\"]\n",
+        "nseries = train.groupby(time_series_id_column_names).ngroups\n",
+        "print(\"Data contains {0} individual time-series.\".format(nseries))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Test Splitting\n",
+        "We now split the data into a training and a testing set for later forecast prediction. The test set will contain the final 4 weeks of observed sales for each time-series. The splits should be stratified by series, so we use a group-by statement on the time series identifier columns."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "n_test_periods = 4\n",
+        "\n",
+        "test = pd.read_csv(\"oj-test.csv\", parse_dates=[time_column_name])"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Upload data to datastore\n",
+        "The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace), is paired with the storage account, which contains the default data store. We will use it to upload the train and test data and create [tabular datasets](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training and testing. 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": [
+        "from azureml.data.dataset_factory import TabularDatasetFactory\n",
+        "\n",
+        "datastore = ws.get_default_datastore()\n",
+        "train_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    train, target=(datastore, \"dataset/\"), name=\"dominicks_OJ_train_pipeline\"\n",
+        ")\n",
+        "\n",
+        "test_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    test, target=(datastore, \"dataset/\"), name=\"dominicks_OJ_test_pipeline\"\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Training"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Modeling\n",
+        "\n",
+        "For forecasting tasks, AutoML uses pre-processing and estimation steps that are specific to time-series. AutoML will undertake the following pre-processing steps:\n",
+        "* Detect time-series sample frequency (e.g. hourly, daily, weekly) and create new records for absent time points to make the series regular. A regular time series has a well-defined frequency and has a value at every sample point in a contiguous time span \n",
+        "* Impute missing values in the target (via forward-fill) and feature columns (using median column values) \n",
+        "* Create features based on time series identifiers to enable fixed effects across different series\n",
+        "* Create time-based features to assist in learning seasonal patterns\n",
+        "* Encode categorical variables to numeric quantities\n",
+        "\n",
+        "In this notebook, AutoML will train a single, regression-type model across **all** time-series in a given training set. This allows the model to generalize across related series. If you're looking for training multiple models for different time-series, please see the many-models notebook.\n",
+        "\n",
+        "You are almost ready to start an AutoML training job. First, we need to define the target column."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "target_column_name = \"Quantity\""
+      ]
+    },
+    {
+      "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",
+        "\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",
+        "|**time_series_id_column_names**|The column names used to uniquely identify the time series in data that has multiple rows with the same timestamp. If the time series identifiers are not defined, the data set is assumed to be one time series.|\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.\n",
+        "|**cv_step_size**|Number of periods between two consecutive cross-validation folds. The default value is \"auto\", in which case AutoMl determines the cross-validation step size automatically, if a validation set is not provided. Or users could specify an integer value."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
+        "\n",
+        "forecasting_parameters = ForecastingParameters(\n",
+        "    time_column_name=time_column_name,\n",
+        "    forecast_horizon=n_test_periods,\n",
+        "    time_series_id_column_names=time_series_id_column_names,\n",
+        "    freq=\"W-THU\",  # Set the forecast frequency to be weekly (start on each Thursday),\n",
+        "    cv_step_size=\"auto\",\n",
+        ")\n",
+        "\n",
+        "automl_config = AutoMLConfig(\n",
+        "    task=\"forecasting\",\n",
+        "    debug_log=\"automl_oj_sales_errors.log\",\n",
+        "    primary_metric=\"normalized_mean_absolute_error\",\n",
+        "    experiment_timeout_hours=0.25,\n",
+        "    training_data=train_dataset,\n",
+        "    label_column_name=target_column_name,\n",
+        "    compute_target=compute_target,\n",
+        "    enable_early_stopping=True,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    verbosity=logging.INFO,\n",
+        "    max_cores_per_iteration=-1,\n",
+        "    forecasting_parameters=forecasting_parameters,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.pipeline.core import PipelineData, TrainingOutput\n",
+        "from azureml.pipeline.steps import AutoMLStep\n",
+        "from azureml.pipeline.core import Pipeline, PipelineParameter\n",
+        "from azureml.pipeline.steps import PythonScriptStep\n",
+        "\n",
+        "metrics_output_name = \"metrics_output\"\n",
+        "best_model_output_name = \"best_model_output\"\n",
+        "model_file_name = \"model_file\"\n",
+        "metrics_data_name = \"metrics_data\"\n",
+        "\n",
+        "metrics_data = PipelineData(\n",
+        "    name=metrics_data_name,\n",
+        "    datastore=datastore,\n",
+        "    pipeline_output_name=metrics_output_name,\n",
+        "    training_output=TrainingOutput(type=\"Metrics\"),\n",
+        ")\n",
+        "model_data = PipelineData(\n",
+        "    name=model_file_name,\n",
+        "    datastore=datastore,\n",
+        "    pipeline_output_name=best_model_output_name,\n",
+        "    training_output=TrainingOutput(type=\"Model\"),\n",
+        ")\n",
+        "\n",
+        "automl_step = AutoMLStep(\n",
+        "    name=\"automl_module\",\n",
+        "    automl_config=automl_config,\n",
+        "    outputs=[metrics_data, model_data],\n",
+        "    allow_reuse=False,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Register Model Step"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Run Configuration and Environment\n",
+        "To have a pipeline step run, we first need an environment to run the jobs. The environment can be build using the following code."
+      ]
+    },
+    {
+      "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.docker.use_docker = True\n",
+        "\n",
+        "cd = CondaDependencies.create(\n",
+        "    pip_packages=[\n",
+        "        \"azureml-sdk[automl]\",\n",
+        "        \"applicationinsights\",\n",
+        "        \"azureml-opendatasets\",\n",
+        "        \"azureml-defaults\",\n",
+        "    ],\n",
+        "    conda_packages=[\"numpy==1.19.5\"],\n",
+        "    pin_sdk_version=False,\n",
+        ")\n",
+        "conda_run_config.environment.python.conda_dependencies = cd\n",
+        "\n",
+        "print(\"run config is ready\")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "#### Step to register the model.\n",
+        "The following code generates a step to register the model to the workspace from previous step. "
+      ]
+    },
+    {
+      "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_str = \"ojmodel\"\n",
+        "model_name = PipelineParameter(\"model_name\", default_value=model_name_str)\n",
+        "\n",
+        "\n",
+        "register_model_step = PythonScriptStep(\n",
+        "    script_name=\"register_model.py\",\n",
+        "    name=\"register_model\",\n",
+        "    source_directory=\"scripts\",\n",
+        "    allow_reuse=False,\n",
+        "    arguments=[\n",
+        "        \"--model_name\",\n",
+        "        model_name,\n",
+        "        \"--model_path\",\n",
+        "        model_data,\n",
+        "        \"--ds_name\",\n",
+        "        \"dominicks_OJ_train\",\n",
+        "    ],\n",
+        "    inputs=[model_data],\n",
+        "    compute_target=compute_target,\n",
+        "    runconfig=conda_run_config,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Build the Pipeline"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline = Pipeline(\n",
+        "    description=\"training_pipeline\",\n",
+        "    workspace=ws,\n",
+        "    steps=[automl_step, register_model_step],\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Submit Pipeline Run"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline_run = experiment.submit(training_pipeline)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "training_pipeline_run.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Get metrics for each runs"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "output_dir = \"train_output\"\n",
+        "pipeline_output = training_pipeline_run.get_pipeline_output(\"metrics_output\")\n",
+        "pipeline_output.download(output_dir)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "file_path = os.path.join(output_dir, pipeline_output.path_on_datastore)\n",
+        "with open(file_path) as f:\n",
+        "    metrics = json.load(f)\n",
+        "for run_id, metrics in metrics.items():\n",
+        "    print(\"{}: {}\".format(run_id, metrics[\"normalized_root_mean_squared_error\"][0]))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Inference"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "There are several ways to do the inference, for here we will demonstrate how to use the registered model and pipeline to do the inference. (how to register a model https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.model?view=azure-ml-py)."
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Get Inference Pipeline Environment\n",
+        "To trigger an inference pipeline run, we first need a running environment for run that contains all the appropriate packages for the model unpickling. This environment can be either assess from the training run or using the `yml` file that comes with the model."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.train.automl.run import AutoMLRun\n",
+        "\n",
+        "for step in training_pipeline_run.get_steps():\n",
+        "    if step.properties.get(\"StepType\") == \"AutoMLStep\":\n",
+        "        automl_run = AutoMLRun(experiment, step.id)\n",
+        "        break\n",
+        "\n",
+        "best_run = automl_run.get_best_child()\n",
+        "inference_env = best_run.get_environment()"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "After we have the environment for the inference, we could build run config based on this environment."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "run_config = RunConfiguration()\n",
+        "run_config.environment = inference_env"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Build and submit the inference pipeline"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "The inference pipeline will create two different format of outputs, 1) a tabular dataset that contains the prediction and 2) an `OutputFileDatasetConfig` that can be used for the sequential pipeline steps."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.data import OutputFileDatasetConfig\n",
+        "\n",
+        "output_data = OutputFileDatasetConfig(name=\"prediction_result\")\n",
+        "\n",
+        "output_ds_name = \"oj-output\"\n",
+        "\n",
+        "inference_step = PythonScriptStep(\n",
+        "    name=\"infer-results\",\n",
+        "    source_directory=\"scripts\",\n",
+        "    script_name=\"infer.py\",\n",
+        "    arguments=[\n",
+        "        \"--model_name\",\n",
+        "        model_name_str,\n",
+        "        \"--ouput_dataset_name\",\n",
+        "        output_ds_name,\n",
+        "        \"--test_dataset_name\",\n",
+        "        test_dataset.name,\n",
+        "        \"--target_column_name\",\n",
+        "        target_column_name,\n",
+        "        \"--output_path\",\n",
+        "        output_data,\n",
+        "    ],\n",
+        "    compute_target=compute_target,\n",
+        "    allow_reuse=False,\n",
+        "    runconfig=run_config,\n",
+        ")"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_pipeline = Pipeline(ws, [inference_step])\n",
+        "inference_run = experiment.submit(inference_pipeline)"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_run.wait_for_completion(show_output=True)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### Get the predicted data"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "from azureml.core import Dataset\n",
+        "\n",
+        "inference_ds = Dataset.get_by_name(ws, output_ds_name)\n",
+        "inference_df = inference_ds.to_pandas_dataframe()\n",
+        "inference_df.tail(5)"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "## Schedule Pipeline"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "This section is about how to schedule a pipeline for periodically predictions. For more info about pipeline schedule and pipeline endpoint, please follow this [notebook](https://github.com/Azure/MachineLearningNotebooks/blob/master/how-to-use-azureml/machine-learning-pipelines/intro-to-pipelines/aml-pipelines-setup-schedule-for-a-published-pipeline.ipynb)."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "inference_published_pipeline = inference_pipeline.publish(\n",
+        "    name=\"OJ Inference Test\", description=\"OJ Inference Test\"\n",
+        ")\n",
+        "print(\"Newly published pipeline id: {}\".format(inference_published_pipeline.id))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "If `test_dataset` is going to refresh every 4 weeks before Friday 16:00 and we want to predict every 4 weeks (forecast_horizon), we can schedule our pipeline to run every 4 weeks at 16:00 to get daily inference results. You can refresh your test dataset (a newer version will be created) periodically when new data is available (i.e. target column in test dataset would have values in the beginning as context data, and followed by NaNs to be predicted). The inference pipeline will pick up context to further improve the forecast accuracy."
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "# schedule\n",
+        "\n",
+        "from azureml.pipeline.core.schedule import ScheduleRecurrence, Schedule\n",
+        "\n",
+        "recurrence = ScheduleRecurrence(\n",
+        "    frequency=\"Week\", interval=4, week_days=[\"Friday\"], hours=[16], minutes=[0]\n",
+        ")\n",
+        "\n",
+        "schedule = Schedule.create(\n",
+        "    workspace=ws,\n",
+        "    name=\"OJ_Inference_schedule\",\n",
+        "    pipeline_id=inference_published_pipeline.id,\n",
+        "    experiment_name=\"Schedule-run-OJ\",\n",
+        "    recurrence=recurrence,\n",
+        "    wait_for_provisioning=True,\n",
+        "    description=\"Schedule Run\",\n",
+        ")\n",
+        "\n",
+        "# You may want to make sure that the schedule is provisioned properly\n",
+        "# before making any further changes to the schedule\n",
+        "\n",
+        "print(\"Created schedule with id: {}\".format(schedule.id))"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "### [Optional] Disable schedule"
+      ]
+    },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "schedule.disable()"
+      ]
+    }
+  ],
+  "metadata": {
+    "authors": [
+      {
+        "name": "jialiu"
+      }
+    ],
+    "category": "tutorial",
+    "celltoolbar": "Raw Cell Format",
+    "compute": [
+      "Remote"
+    ],
+    "datasets": [
+      "Orange Juice Sales"
+    ],
+    "deployment": [
+      "Azure Container Instance"
+    ],
+    "exclude_from_index": false,
+    "framework": [
+      "Azure ML AutoML"
+    ],
+    "friendly_name": "Forecasting orange juice sales with deployment",
+    "index_order": 1,
+    "kernelspec": {
+      "display_name": "Python 3.8 - AzureML",
+      "language": "python",
+      "name": "python38-azureml"
+    },
+    "language_info": {
+      "codemirror_mode": {
+        "name": "ipython",
+        "version": 3
+      },
+      "file_extension": ".py",
+      "mimetype": "text/x-python",
+      "name": "python",
+      "nbconvert_exporter": "python",
+      "pygments_lexer": "ipython3",
+      "version": "3.8.5"
+    },
+    "tags": [
+      "None"
+    ],
+    "task": "Forecasting",
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
+    }
+  },
+  "nbformat": 4,
+  "nbformat_minor": 4
+}

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

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

how-to-use-azureml/automated-machine-learning/forecasting-pipelines/oj-test.csv

@@ -0,0 +1,37 @@
+WeekStarting,Store,Brand,Advert,Price,Age60,COLLEGE,INCOME,Hincome150,Large HH,Minorities,WorkingWoman,SSTRDIST,SSTRVOL,CPDIST5,CPWVOL5
+1992-09-10,2,dominicks,0,2.09,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-10,2,minute.maid,1,1.99,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-10,2,tropicana,0,2.64,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-10,5,dominicks,0,1.85,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-10,5,minute.maid,1,1.99,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-10,5,tropicana,0,2.49,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-10,8,dominicks,0,1.79,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
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+1992-09-17,2,dominicks,0,1.77,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
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+1992-09-17,5,minute.maid,0,2.69,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-17,5,tropicana,0,2.99,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
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+1992-09-17,8,tropicana,0,2.89,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-09-24,2,dominicks,0,1.49,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-24,2,minute.maid,0,2.67,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-24,2,tropicana,1,2.79,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
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+1992-09-24,5,minute.maid,0,2.49,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
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+1992-10-01,5,dominicks,0,1.85,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
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+1992-10-01,5,tropicana,0,2.78,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
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how-to-use-azureml/automated-machine-learning/forecasting-pipelines/oj-train.csv

@@ -0,0 +1,997 @@
+WeekStarting,Store,Brand,Quantity,Advert,Price,Age60,COLLEGE,INCOME,Hincome150,Large HH,Minorities,WorkingWoman,SSTRDIST,SSTRVOL,CPDIST5,CPWVOL5
+1990-06-14,2,dominicks,10560,1,1.59,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1990-06-14,2,minute.maid,4480,0,3.17,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1990-06-14,2,tropicana,8256,0,3.87,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1990-06-14,5,dominicks,1792,1,1.59,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1990-06-14,5,minute.maid,4224,0,2.99,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1990-06-14,5,tropicana,5888,0,3.66,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
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+1990-06-14,8,tropicana,8896,0,3.19,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1990-06-21,8,dominicks,6400,0,2.29,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
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+1992-08-20,8,minute.maid,55552,1,1.99,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-08-20,8,tropicana,8576,1,2.79,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-08-27,2,dominicks,9024,0,1.19,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-08-27,2,minute.maid,19008,0,1.69,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-08-27,2,tropicana,8128,0,2.75,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-08-27,5,dominicks,1856,0,1.29,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-08-27,5,minute.maid,3840,0,1.69,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-08-27,5,tropicana,9600,0,2.99,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-08-27,8,dominicks,19200,0,1.29,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-08-27,8,minute.maid,18688,0,1.69,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-08-27,8,tropicana,8000,0,2.89,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-09-03,2,dominicks,2048,0,2.09,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-03,2,minute.maid,11584,0,1.81,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-03,2,tropicana,19456,1,2.49,0.232864734,0.248934934,10.55320518,0.463887065,0.103953406,0.114279949,0.303585347,2.110122129,1.142857143,1.927279669,0.37692661299999997
+1992-09-03,5,dominicks,3712,0,1.99,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-03,5,minute.maid,6144,0,1.69,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-03,5,tropicana,25664,1,2.49,0.117368032,0.32122573,10.92237097,0.535883355,0.103091585,0.053875277,0.410568032,3.801997814,0.681818182,1.600573425,0.736306837
+1992-09-03,8,dominicks,12800,0,1.79,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-09-03,8,minute.maid,14656,0,1.69,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947
+1992-09-03,8,tropicana,21760,1,2.49,0.252394035,0.095173274,10.59700966,0.054227156,0.131749698,0.035243328,0.283074736,2.636332801,1.5,2.905384316,0.641015947

how-to-use-azureml/automated-machine-learning/forecasting-pipelines/scripts/infer.py

@@ -0,0 +1,155 @@
+import argparse
+from datetime import datetime
+import os
+import uuid
+import numpy as np
+import pandas as pd
+
+from pandas.tseries.frequencies import to_offset
+import joblib
+from sklearn.metrics import mean_absolute_error, mean_squared_error
+
+from azureml.data.dataset_factory import TabularDatasetFactory
+from azureml.automl.runtime.shared.score import scoring, constants as metrics_constants
+import azureml.automl.core.shared.constants as constants
+from azureml.core import Run, Dataset, Model
+
+try:
+    import torch
+
+    _torch_present = True
+except ImportError:
+    _torch_present = False
+
+
+def infer_forecasting_dataset_tcn(
+    X_test, y_test, model, output_path, output_dataset_name="results"
+):
+
+    y_pred, df_all = model.forecast(X_test, y_test)
+
+    run = Run.get_context()
+
+    TabularDatasetFactory.register_pandas_dataframe(
+        df_all,
+        target=(
+            run.experiment.workspace.get_default_datastore(),
+            datetime.now().strftime("%Y-%m-%d-") + str(uuid.uuid4())[:6],
+        ),
+        name=output_dataset_name,
+    )
+    df_all.to_csv(os.path.join(output_path, output_dataset_name + ".csv"), index=False)
+
+
+def map_location_cuda(storage, loc):
+    return storage.cuda()
+
+
+def get_model(model_path, model_file_name):
+    # _, ext = os.path.splitext(model_path)
+    model_full_path = os.path.join(model_path, model_file_name)
+    print(model_full_path)
+    if model_file_name.endswith("pt"):
+        # Load the fc-tcn torch model.
+        assert _torch_present, "Loading DNN models needs torch to be presented."
+        if torch.cuda.is_available():
+            map_location = map_location_cuda
+        else:
+            map_location = "cpu"
+        with open(model_full_path, "rb") as fh:
+            fitted_model = torch.load(fh, map_location=map_location)
+    else:
+        # Load the sklearn pipeline.
+        fitted_model = joblib.load(model_full_path)
+    return fitted_model
+
+
+def get_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument(
+        "--model_name", type=str, dest="model_name", help="Model to be loaded"
+    )
+
+    parser.add_argument(
+        "--ouput_dataset_name",
+        type=str,
+        dest="ouput_dataset_name",
+        default="results",
+        help="Dataset name of the final output",
+    )
+    parser.add_argument(
+        "--target_column_name",
+        type=str,
+        dest="target_column_name",
+        help="The target column name.",
+    )
+    parser.add_argument(
+        "--test_dataset_name",
+        type=str,
+        dest="test_dataset_name",
+        default="results",
+        help="Dataset name of the final output",
+    )
+    parser.add_argument(
+        "--output_path",
+        type=str,
+        dest="output_path",
+        default="results",
+        help="The output path",
+    )
+    args = parser.parse_args()
+    return args
+
+
+def get_data(run, fitted_model, target_column_name, test_dataset_name):
+
+    # get input dataset by name
+    test_dataset = Dataset.get_by_name(run.experiment.workspace, test_dataset_name)
+    test_df = test_dataset.to_pandas_dataframe()
+    if target_column_name in test_df:
+        y_test = test_df.pop(target_column_name).values
+    else:
+        y_test = np.full(test_df.shape[0], np.nan)
+
+    return test_df, y_test
+
+
+def get_model_filename(run, model_name, model_path):
+    model = Model(run.experiment.workspace, model_name)
+    if "model_file_name" in model.tags:
+        return model.tags["model_file_name"]
+    is_pkl = True
+    if model.tags.get("algorithm") == "TCNForecaster" or os.path.exists(
+        os.path.join(model_path, "model.pt")
+    ):
+        is_pkl = False
+    return "model.pkl" if is_pkl else "model.pt"
+
+
+if __name__ == "__main__":
+    run = Run.get_context()
+
+    args = get_args()
+    model_name = args.model_name
+    ouput_dataset_name = args.ouput_dataset_name
+    test_dataset_name = args.test_dataset_name
+    target_column_name = args.target_column_name
+    print("args passed are: ")
+
+    print(model_name)
+    print(test_dataset_name)
+    print(ouput_dataset_name)
+    print(target_column_name)
+
+    model_path = Model.get_model_path(model_name)
+    model_file_name = get_model_filename(run, model_name, model_path)
+    print(model_file_name)
+    fitted_model = get_model(model_path, model_file_name)
+
+    X_test_df, y_test = get_data(
+        run, fitted_model, target_column_name, test_dataset_name
+    )
+
+    infer_forecasting_dataset_tcn(
+        X_test_df, y_test, fitted_model, args.output_path, ouput_dataset_name
+    )

how-to-use-azureml/automated-machine-learning/forecasting-pipelines/scripts/register_model.py

@@ -0,0 +1,64 @@
+import argparse
+import os
+import uuid
+import shutil
+from azureml.core.model import Model, Dataset
+from azureml.core.run import Run, _OfflineRun
+from azureml.core import Workspace
+import azureml.automl.core.shared.constants as constants
+from azureml.train.automl.run import AutoMLRun
+
+
+def get_best_automl_run(pipeline_run):
+    all_children = [c for c in pipeline_run.get_children()]
+    automl_step = [
+        c for c in all_children if c.properties.get("runTemplate") == "AutoML"
+    ]
+    for c in all_children:
+        print(c, c.properties)
+    automlrun = AutoMLRun(pipeline_run.experiment, automl_step[0].id)
+    best = automlrun.get_best_child()
+    return best
+
+
+def get_model_path(model_artifact_path):
+    return model_artifact_path.split("/")[1]
+
+
+if __name__ == "__main__":
+    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)]
+    new_dir = str(uuid.uuid4())
+    os.makedirs(new_dir)
+
+    # Register model with training dataset
+    best_run = get_best_automl_run(run.parent)
+    model_artifact_path = best_run.properties[constants.PROPERTY_KEY_OF_MODEL_PATH]
+    algo = best_run.properties.get("run_algorithm")
+    model_artifact_dir = model_artifact_path.split("/")[0]
+    model_file_name = model_artifact_path.split("/")[1]
+    model = best_run.register_model(
+        args.model_name,
+        model_path=model_artifact_dir,
+        datasets=datasets,
+        tags={"algorithm": algo, "model_file_name": model_file_name},
+    )
+
+    print("Registered version {0} of model {1}".format(model.version, model.name))

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

@@ -20,7 +20,14 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "In this notebook we will explore the univaraite time-series data to determine the settings for an automated ML experiment. We will follow the thought process depicted in the following diagram:<br/>\n",
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-recipes-univariate)).</font>"
+      ]
+    },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "In this notebook we will explore the univariate time-series data to determine the settings for an automated ML experiment. We will follow the thought process depicted in the following diagram:<br/>\n",
         "![Forecasting after training](figures/univariate_settings_map_20210408.jpg)\n",
         "\n",
         "The objective is to answer the following questions:\n",
@@ -32,11 +39,11 @@
         "        </ul>\n",
         "    <li>Is the data stationary? </li>\n",
         "        <ul style=\"margin-top:-1px; list-style-type:none\"> \n",
-        "            <li> Importance: In the absense of features that capture trend behavior, ML models (regression and tree based) are not well equiped to predict stochastic trends. Working with stationary data solves this problem.  </li>\n",
+        "            <li> Importance: In the absence of features that capture trend behavior, ML models (regression and tree based) are not well equipped to predict stochastic trends. Working with stationary data solves this problem.  </li>\n",
         "        </ul>\n",
         "    <li>Is there a detectable auto-regressive pattern in the stationary data? </li>\n",
         "        <ul style=\"margin-top:-1px; list-style-type:none\"> \n",
-        "            <li> Importance: The accuracy of ML models can be improved if serial correlation is modeled by including lags of the dependent/target varaible as features. Including target lags in every experiment by default will result in a regression in accuracy scores if such setting is not warranted.  </li>\n",
+        "            <li> Importance: The accuracy of ML models can be improved if serial correlation is modeled by including lags of the dependent/target variable as features. Including target lags in every experiment by default will result in a regression in accuracy scores if such setting is not warranted.  </li>\n",
         "        </ul>\n",
         "</ol>\n",
         "\n",
@@ -109,7 +116,7 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "The graph plots the alcohol sales in the United States. Because the data is trending, it can be difficult to see cycles, seasonality or other interestng behaviors due to the scaling issues. For example, if there is a seasonal pattern, which we will discuss later, we cannot see them on the trending data. In such case, it is worth plotting the same data in first differences."
+        "The graph plots the alcohol sales in the United States. Because the data is trending, it can be difficult to see cycles, seasonality or other interesting behaviors due to the scaling issues. For example, if there is a seasonal pattern, which we will discuss later, we cannot see them on the trending data. In such case, it is worth plotting the same data in first differences."
       ]
     },
     {
@@ -335,8 +342,8 @@
       "cell_type": "markdown",
       "metadata": {},
       "source": [
-        "# 3 Check if there is a clear autoregressive pattern\n",
-        "We need to determine if we should include lags of the target variable as features in order to improve forecast accuracy. To do this, we will examine the ACF and partial ACF (PACF) plots of the stationary series. In our case, it is a series in first diffrences.\n",
+        "# 3 Check if there is a clear auto-regressive pattern\n",
+        "We need to determine if we should include lags of the target variable as features in order to improve forecast accuracy. To do this, we will examine the ACF and partial ACF (PACF) plots of the stationary series. In our case, it is a series in first differences.\n",
         "\n",
         "<ul>\n",
         "    <li> Question: What is an Auto-regressive pattern? What are we looking for? </li>\n",
@@ -418,11 +425,11 @@
         "        </li>\n",
         "        where $\\sigma_{xzy}$ is the covariance between two random variables $X$ and $Z$; $\\sigma_x$ and $\\sigma_z$ is the variance for $X$ and $Z$, respectively. The correlation coefficient measures the strength of linear relationship between two random variables. This metric can take any value from -1 to 1. <li/>\n",
         "        <br/>\n",
-        "        <li> The auto-correlation coefficient $\\rho_{Y_{t} Y_{t-k}}$ is the time series equivalent of the correlation coefficient, except instead of measuring linear association between two random variables $X$ and $Z$, it measures the strength of a linear relationship between a random variable $Y_t$ and its lag $Y_{t-k}$ for any positive interger value of $k$. </li> \n",
+        "        <li> The auto-correlation coefficient $\\rho_{Y_{t} Y_{t-k}}$ is the time series equivalent of the correlation coefficient, except instead of measuring linear association between two random variables $X$ and $Z$, it measures the strength of a linear relationship between a random variable $Y_t$ and its lag $Y_{t-k}$ for any positive integer value of $k$. </li> \n",
         "    <br />\n",
-        "        <li> To visualize the ACF for a particular lag, say lag 2, plot the second lag of a series $y_{t-2}$ on the x-axis, and plot the series itself $y_t$ on the y-axis. The autocorrelation coefficient is the slope of the best fitted regression line and can be interpreted as follows. A one unit increase in the lag of a variable one period ago leads to a $\\rho_{Y_{t} Y_{t-2}}$ units change in the variable in the current period. This interpreation can be applied to any lag. </li> \n",
+        "        <li> To visualize the ACF for a particular lag, say lag 2, plot the second lag of a series $y_{t-2}$ on the x-axis, and plot the series itself $y_t$ on the y-axis. The autocorrelation coefficient is the slope of the best fitted regression line and can be interpreted as follows. A one unit increase in the lag of a variable one period ago leads to a $\\rho_{Y_{t} Y_{t-2}}$ units change in the variable in the current period. This interpretation can be applied to any lag. </li> \n",
         "    <br />\n",
-        "    <li> In the interpretation posted above we need to be careful not to confuse the word \"leads\" with \"causes\" since these are not the same thing. We do not know the lagged value of the varaible causes it to change. Afterall, there are probably many other features that may explain the movement in $Y_t$. All we are trying to do in this section is to identify situations when the variable contains the strong auto-regressive components that needs to be included in the model to improve forecast accuracy. </li>\n",
+        "    <li> In the interpretation posted above we need to be careful not to confuse the word \"leads\" with \"causes\" since these are not the same thing. We do not know the lagged value of the variable causes it to change. After all, there are probably many other features that may explain the movement in $Y_t$. All we are trying to do in this section is to identify situations when the variable contains the strong auto-regressive components that needs to be included in the model to improve forecast accuracy. </li>\n",
         "    </ul>\n",
         "</ul>"
       ]
@@ -434,7 +441,7 @@
         "<ul>\n",
         "    <li> Question: What is the PACF? </li>\n",
         "    <ul style=\"list-style-type:none;\">\n",
-        "        <li> When describing the ACF we essentially running a regression between a partigular lag of a series, say, lag 4, and the series itself. What this implies is the regression coefficient for lag 4 captures the impact of everything that happens in lags 1, 2 and 3. In other words, if lag 1 is the most important lag and we exclude it from the regression, naturally, the regression model will assign the importance of the 1st lag to the 4th one. Partial auto-correlation function fixes this problem since it measures the contribution of each lag accounting for the information added by the intermediary lags. If we were to illustrate ACF and PACF for the fourth lag using the regression analogy, the difference is a follows: \n",
+        "        <li> When describing the ACF we essentially running a regression between a particular lag of a series, say, lag 4, and the series itself. What this implies is the regression coefficient for lag 4 captures the impact of everything that happens in lags 1, 2 and 3. In other words, if lag 1 is the most important lag and we exclude it from the regression, naturally, the regression model will assign the importance of the 1st lag to the 4th one. Partial auto-correlation function fixes this problem since it measures the contribution of each lag accounting for the information added by the intermediary lags. If we were to illustrate ACF and PACF for the fourth lag using the regression analogy, the difference is a follows: \n",
         "        \\begin{align}\n",
         "            Y_{t} &= a_{0} + a_{4} Y_{t-4} + e_{t} \\\\\n",
         "            Y_{t} &= b_{0} + b_{1} Y_{t-1} + b_{2} Y_{t-2} + b_{3} Y_{t-3} + b_{4} Y_{t-4} + \\varepsilon_{t} \\\\\n",
@@ -442,7 +449,7 @@
         "         </li>\n",
         "        <br/>\n",
         "        <li>\n",
-        "            Here, you can think of $a_4$ and $b_{4}$ as the auto- and partial auto-correlation coefficients for lag 4. Notice, in the second equation we explicitely accounting for the intermediate lags by adding them as regrerssors.\n",
+        "            Here, you can think of $a_4$ and $b_{4}$ as the auto- and partial auto-correlation coefficients for lag 4. Notice, in the second equation we explicitly accounting for the intermediate lags by adding them as regressors.\n",
         "        </li>\n",
         "    </ul>\n",
         "</ul>"
@@ -455,11 +462,11 @@
         "<ul>\n",
         "    <li> Question: Auto-regressive pattern? What are we looking for? </li>\n",
         "    <ul style=\"list-style-type:none;\">\n",
-        "        <li> We are looking for a classical profiles for an AR(p) process such as an exponential decay of an ACF and a the first $p$ significant lags of the PACF. Let's examine the ACF/PACF profiles of the same simulated AR(2) shown in Section 3, and check if the ACF/PACF explanation are refelcted in these plots. <li/>\n",
+        "        <li> We are looking for a classical profiles for an AR(p) process such as an exponential decay of an ACF and a the first $p$ significant lags of the PACF. Let's examine the ACF/PACF profiles of the same simulated AR(2) shown in Section 3, and check if the ACF/PACF explanation are reflected in these plots. <li/>\n",
         "        <li><img src=\"figures/ACF_PACF_for_AR2.png\" class=\"img_class\">\n",
-        "        <li> The autocorrelation coefficient for the 3rd lag is 0.6, which can be interpreted that a one unit increase in the value of the target varaible three periods ago leads to 0.6 units increase in the current period.  However, the PACF plot shows that the partial autocorrealtion coefficient is zero (from a statistical point of view since it lies within the shaded region). This is happening because the 1st and 2nd lags are good predictors of the target variable. Ommiting these two lags from the regression results in the misleading conclusion that the third  lag is a good prediciton. <li/>\n",
+        "        <li> The autocorrelation coefficient for the 3rd lag is 0.6, which can be interpreted that a one unit increase in the value of the target variable three periods ago leads to 0.6 units increase in the current period.  However, the PACF plot shows that the partial autocorrelation coefficient is zero (from a statistical point of view since it lies within the shaded region). This is happening because the 1st and 2nd lags are good predictors of the target variable. Omitting these two lags from the regression results in the misleading conclusion that the third  lag is a good prediction. <li/>\n",
         "        <br/>\n",
-        "        <li> This is why it is important to examine both the ACF and the PACF plots when tring to determine the auto regressive order for the variable in question. <li/>\n",
+        "        <li> This is why it is important to examine both the ACF and the PACF plots when trying to determine the auto regressive order for the variable in question. <li/>\n",
         "    </ul>\n",
         "</ul> "
       ]
@@ -471,10 +478,13 @@
         "name": "vlbejan"
       }
     ],
+    "kernel_info": {
+      "name": "python38-azureml"
+    },
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -486,7 +496,15 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.10"
+    },
+    "microsoft": {
+      "ms_spell_check": {
+        "ms_spell_check_language": "en"
+      }
+    },
+    "nteract": {
+      "version": "nteract-front-end@1.0.0"
     }
   },
   "nbformat": 4,

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

@@ -16,6 +16,13 @@
         "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-recipes-univariate/2_run_experiment.png)"
       ]
     },
+    {
+      "cell_type": "markdown",
+      "metadata": {},
+      "source": [
+        "<font color=\"red\" size=\"5\"><strong>!Important!</strong> </br>This notebook is outdated and is not supported by the AutoML Team. Please use the supported version ([link](https://github.com/Azure/azureml-examples/tree/main/sdk/python/jobs/automl-standalone-jobs/automl-forecasting-recipes-univariate)).</font>"
+      ]
+    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -300,27 +307,14 @@
         "df_train.to_csv(\"train.csv\", index=False)\n",
         "df_test.to_csv(\"test.csv\", index=False)\n",
         "\n",
+        "from azureml.data.dataset_factory import TabularDatasetFactory\n",
+        "\n",
         "datastore = ws.get_default_datastore()\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./train.csv\"],\n",
-        "    target_path=\"uni-recipe-dataset/tabular/\",\n",
-        "    overwrite=True,\n",
-        "    show_progress=True,\n",
+        "train_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    df_train, target=(datastore, \"dataset/\"), name=\"train\"\n",
         ")\n",
-        "datastore.upload_files(\n",
-        "    files=[\"./test.csv\"],\n",
-        "    target_path=\"uni-recipe-dataset/tabular/\",\n",
-        "    overwrite=True,\n",
-        "    show_progress=True,\n",
-        ")\n",
-        "\n",
-        "from azureml.core import Dataset\n",
-        "\n",
-        "train_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"uni-recipe-dataset/tabular/train.csv\")]\n",
-        ")\n",
-        "test_dataset = Dataset.Tabular.from_delimited_files(\n",
-        "    path=[(datastore, \"uni-recipe-dataset/tabular/test.csv\")]\n",
+        "test_dataset = TabularDatasetFactory.register_pandas_dataframe(\n",
+        "    df_test, target=(datastore, \"dataset/\"), name=\"test\"\n",
         ")\n",
         "\n",
         "# print the first 5 rows of the Dataset\n",
@@ -358,7 +352,8 @@
         "    enable_early_stopping=True,\n",
         "    training_data=train_dataset,\n",
         "    label_column_name=TARGET_COLNAME,\n",
-        "    n_cross_validations=5,\n",
+        "    n_cross_validations=\"auto\",  # Feel free to set to a small integer (>=2) if runtime is an issue.\n",
+        "    cv_step_size=\"auto\",\n",
         "    verbosity=logging.INFO,\n",
         "    max_cores_per_iteration=-1,\n",
         "    compute_target=compute_target,\n",
@@ -387,8 +382,8 @@
       "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 Run details\n",
+        "Below we retrieve the best Run object from among all the runs in the experiment."
       ]
     },
     {
@@ -397,8 +392,8 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "best_run, fitted_model = remote_run.get_output()\n",
-        "fitted_model.steps"
+        "best_run = remote_run.get_best_child()\n",
+        "best_run"
       ]
     },
     {
@@ -570,10 +565,13 @@
         "name": "vlbejan"
       }
     ],
+    "kernel_info": {
+      "name": "python3"
+    },
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -585,7 +583,20 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.9"
+      "version": "3.8.10"
+    },
+    "microsoft": {
+      "ms_spell_check": {
+        "ms_spell_check_language": "en"
+      }
+    },
+    "nteract": {
+      "version": "nteract-front-end@1.0.0"
+    },
+    "vscode": {
+      "interpreter": {
+        "hash": "6bd77c88278e012ef31757c15997a7bea8c943977c43d6909403c00ae11d43ca"
+      }
     }
   },
   "nbformat": 4,

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

@@ -7,7 +7,7 @@ compute instance.
 import argparse
 from azureml.core import Dataset, Run
 from azureml.automl.core.shared.constants import TimeSeriesInternal
-from sklearn.externals import joblib
+import joblib
 
 parser = argparse.ArgumentParser()
 parser.add_argument(

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

@@ -1,21 +1,5 @@
 {
   "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": {},
@@ -90,16 +74,6 @@
         "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 1.39.0 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,
@@ -109,18 +83,19 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# choose a name for experiment\n",
-        "experiment_name = 'automl-classification-ccard-local'\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -142,7 +117,7 @@
         "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'"
+        "label_column_name = \"Class\""
       ]
     },
     {
@@ -168,22 +143,25 @@
     {
       "cell_type": "code",
       "execution_count": null,
-      "metadata": {},
+      "metadata": {
+        "name": "enable-ensemble"
+      },
       "outputs": [],
       "source": [
         "automl_settings = {\n",
         "    \"n_cross_validations\": 3,\n",
-        "    \"primary_metric\": 'AUC_weighted',\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",
+        "    \"enable_stack_ensemble\": False,\n",
         "}\n",
         "\n",
-        "automl_config = AutoMLConfig(task = 'classification',\n",
-        "                             debug_log = 'automl_errors.log',\n",
+        "automl_config = AutoMLConfig(\n",
+        "    task=\"classification\",\n",
+        "    debug_log=\"automl_errors.log\",\n",
         "    training_data=training_data,\n",
         "    label_column_name=label_column_name,\n",
-        "                             **automl_settings\n",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -240,6 +218,7 @@
       "outputs": [],
       "source": [
         "from azureml.widgets import RunDetails\n",
+        "\n",
         "RunDetails(local_run).show()"
       ]
     },
@@ -288,8 +267,12 @@
       "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()"
+        "X_test_df = validation_data.drop_columns(\n",
+        "    columns=[label_column_name]\n",
+        ").to_pandas_dataframe()\n",
+        "y_test_df = validation_data.keep_columns(\n",
+        "    columns=[label_column_name], validate=True\n",
+        ").to_pandas_dataframe()"
       ]
     },
     {
@@ -324,19 +307,25 @@
         "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.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",
+        "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",
+        "plt.yticks([-0.5, 0, 1, 1.5], [\"\", \"False\", \"True\", \"\"])\n",
         "# plotting text value inside cells\n",
-        "thresh = cf.max() / 2.\n",
+        "thresh = cf.max() / 2.0\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.text(\n",
+        "        j,\n",
+        "        i,\n",
+        "        format(cf[i, j], \"d\"),\n",
+        "        horizontalalignment=\"center\",\n",
+        "        color=\"white\" if cf[i, j] > thresh else \"black\",\n",
+        "    )\n",
         "plt.show()"
       ]
     },
@@ -363,7 +352,10 @@
         "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())"
+        "print(\n",
+        "    \"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + best_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -382,7 +374,10 @@
       "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())"
+        "print(\n",
+        "    \"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + best_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -398,7 +393,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "automl_run, fitted_model = local_run.get_output(metric='accuracy')"
+        "automl_run, fitted_model = local_run.get_output(metric=\"accuracy\")"
       ]
     },
     {
@@ -432,12 +427,18 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations\n",
+        "from azureml.train.automl.runtime.automl_explain_utilities import (\n",
+        "    automl_setup_model_explanations,\n",
+        ")\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',\n",
-        "                                                             automl_run=automl_run)"
+        "automl_explainer_setup_obj = automl_setup_model_explanations(\n",
+        "    fitted_model,\n",
+        "    X=X_train,\n",
+        "    X_test=X_test,\n",
+        "    y=y_train,\n",
+        "    task=\"classification\",\n",
+        "    automl_run=automl_run,\n",
+        ")"
       ]
     },
     {
@@ -455,13 +456,18 @@
       "outputs": [],
       "source": [
         "from azureml.interpret.mimic_wrapper import MimicWrapper\n",
-        "explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator,\n",
+        "\n",
+        "explainer = MimicWrapper(\n",
+        "    ws,\n",
+        "    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_explainer_setup_obj.automl_run,\n",
+        "    init_dataset=automl_explainer_setup_obj.X_transform,\n",
+        "    run=automl_explainer_setup_obj.automl_run,\n",
         "    features=automl_explainer_setup_obj.engineered_feature_names,\n",
         "    feature_maps=[automl_explainer_setup_obj.feature_map],\n",
         "    classes=automl_explainer_setup_obj.classes,\n",
-        "                         explainer_kwargs=automl_explainer_setup_obj.surrogate_model_params)"
+        "    explainer_kwargs=automl_explainer_setup_obj.surrogate_model_params,\n",
+        ")"
       ]
     },
     {
@@ -479,9 +485,14 @@
       "outputs": [],
       "source": [
         "# Compute the engineered explanations\n",
-        "engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
+        "engineered_explanations = explainer.explain(\n",
+        "    [\"local\", \"global\"], eval_dataset=automl_explainer_setup_obj.X_test_transform\n",
+        ")\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())"
+        "print(\n",
+        "    \"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + automl_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -499,12 +510,18 @@
       "outputs": [],
       "source": [
         "# Compute the raw explanations\n",
-        "raw_explanations = explainer.explain(['local', 'global'], get_raw=True,\n",
+        "raw_explanations = explainer.explain(\n",
+        "    [\"local\", \"global\"],\n",
+        "    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",
+        "    raw_eval_dataset=automl_explainer_setup_obj.X_test_raw,\n",
+        ")\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())"
+        "print(\n",
+        "    \"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + automl_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -524,15 +541,17 @@
         "import joblib\n",
         "\n",
         "# Initialize the ScoringExplainer\n",
-        "scoring_explainer = TreeScoringExplainer(explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map])\n",
+        "scoring_explainer = TreeScoringExplainer(\n",
+        "    explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map]\n",
+        ")\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",
+        "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)"
+        "automl_run.upload_file(\"outputs/scoring_explainer.pkl\", scoring_explainer_file_name)"
       ]
     },
     {
@@ -551,10 +570,12 @@
       "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')"
+        "original_model = automl_run.register_model(\n",
+        "    model_name=\"automl_model\", model_path=\"outputs/model.pkl\"\n",
+        ")\n",
+        "scoring_explainer_model = automl_run.register_model(\n",
+        "    model_name=\"scoring_explainer\", model_path=\"outputs/scoring_explainer.pkl\"\n",
+        ")"
       ]
     },
     {
@@ -575,7 +596,7 @@
         "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",
+        "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"
       ]
@@ -598,7 +619,9 @@
         "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",
+        "from azureml.train.automl.runtime.automl_explain_utilities import (\n",
+        "    automl_setup_model_explanations,\n",
+        ")\n",
         "\n",
         "\n",
         "def init():\n",
@@ -607,28 +630,35 @@
         "\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",
+        "    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",
+        "    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",
+        "    automl_explainer_setup_obj = automl_setup_model_explanations(\n",
+        "        automl_model, X_test=data, task=\"classification\"\n",
+        "    )\n",
         "    # Retrieve model explanations for engineered explanations\n",
-        "    engineered_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform)\n",
+        "    engineered_local_importance_values = scoring_explainer.explain(\n",
+        "        automl_explainer_setup_obj.X_test_transform\n",
+        "    )\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",
+        "    raw_local_importance_values = scoring_explainer.explain(\n",
+        "        automl_explainer_setup_obj.X_test_transform, get_raw=True\n",
+        "    )\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"
+        "    return {\n",
+        "        \"predictions\": predictions.tolist(),\n",
+        "        \"engineered_local_importance_values\": engineered_local_importance_values,\n",
+        "        \"raw_local_importance_values\": raw_local_importance_values,\n",
+        "    }"
       ]
     },
     {
@@ -647,7 +677,7 @@
       "source": [
         "from azureml.core.model import InferenceConfig\n",
         "\n",
-        "inf_config = InferenceConfig(entry_script='score.py', environment=myenv)"
+        "inf_config = InferenceConfig(entry_script=\"score.py\", environment=myenv)"
       ]
     },
     {
@@ -668,17 +698,17 @@
         "from azureml.core.compute_target import ComputeTargetException\n",
         "\n",
         "# Choose a name for your cluster.\n",
-        "aks_name = 'scoring-explain'\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",
+        "    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",
+        "    prov_config = AksCompute.provisioning_configuration(vm_size=\"STANDARD_D3_V2\")\n",
+        "    aks_target = ComputeTarget.create(\n",
+        "        workspace=ws, name=aks_name, provisioning_configuration=prov_config\n",
+        "    )\n",
         "aks_target.wait_for_completion(show_output=True)"
       ]
     },
@@ -708,14 +738,16 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "aks_service_name ='model-scoring-local-aks'\n",
+        "aks_service_name = \"model-scoring-local-aks\"\n",
         "\n",
-        "aks_service = Model.deploy(workspace=ws,\n",
+        "aks_service = Model.deploy(\n",
+        "    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",
+        "    deployment_target=aks_target,\n",
+        ")\n",
         "\n",
         "aks_service.wait_for_deployment(show_output=True)\n",
         "print(aks_service.state)"
@@ -752,18 +784,24 @@
       "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",
+        "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(\"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(\n",
+        "    \"engineered_local_importance_values:\\n{}\\n\".format(\n",
+        "        output[\"engineered_local_importance_values\"]\n",
+        "    )\n",
+        ")\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"
+        "print(\n",
+        "    \"raw_local_importance_values:\\n{}\\n\".format(output[\"raw_local_importance_values\"])\n",
+        ")"
       ]
     },
     {
@@ -832,9 +870,9 @@
     "friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
     "index_order": 5,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/automated-machine-learning/regression-explanation-featurization/auto-ml-regression-explanation-featurization.ipynb

@@ -2,7 +2,10 @@
   "cells": [
     {
       "cell_type": "markdown",
-      "metadata": {},
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
       "source": [
         "Copyright (c) Microsoft Corporation. All rights reserved.\n",
         "\n",
@@ -11,9 +14,12 @@
     },
     {
       "cell_type": "markdown",
-      "metadata": {},
+      "metadata": {
+        "hideCode": false,
+        "hidePrompt": false
+      },
       "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)"
+        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression-explanation-featurization/auto-ml-regression-explanation-featurization.png)"
       ]
     },
     {
@@ -78,6 +84,7 @@
         "import azureml.core\n",
         "from azureml.core.experiment import Experiment\n",
         "from azureml.core.workspace import Workspace\n",
+        "\n",
         "from azureml.automl.core.featurization import FeaturizationConfig\n",
         "from azureml.train.automl import AutoMLConfig\n",
         "from azureml.core.dataset import Dataset"
@@ -90,16 +97,6 @@
         "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 1.39.0 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,
@@ -109,17 +106,18 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# Choose a name for the experiment.\n",
-        "experiment_name = 'automl-regression-hardware-explain'\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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",
+        "output[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -152,12 +150,12 @@
         "# 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",
+        "    print(\"Found existing cluster, use it.\")\n",
         "except ComputeTargetException:\n",
-        "    compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
-        "                                                           max_nodes=4)\n",
+        "    compute_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=4\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
-        "\n",
         "compute_target.wait_for_completion(show_output=True)"
       ]
     },
@@ -176,7 +174,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "data = 'https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv'\n",
+        "data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
         "\n",
         "dataset = Dataset.Tabular.from_delimited_files(data)\n",
         "\n",
@@ -185,12 +183,20 @@
         "\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",
+        "train_data.register(\n",
+        "    workspace=ws,\n",
+        "    name=\"machineData_train_dataset\",\n",
+        "    description=\"hardware performance training data\",\n",
+        "    create_new_version=True,\n",
+        ")\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",
+        "test_data.register(\n",
+        "    workspace=ws,\n",
+        "    name=\"machineData_test_dataset\",\n",
+        "    description=\"hardware performance test data\",\n",
+        "    create_new_version=True,\n",
+        ")\n",
         "\n",
         "label = \"ERP\"\n",
         "\n",
@@ -249,14 +255,18 @@
       "outputs": [],
       "source": [
         "featurization_config = FeaturizationConfig()\n",
-        "featurization_config.blocked_transformers = ['LabelEncoder']\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",
+        "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(\"Imputer\", [\"CACH\"], {\"strategy\": \"median\"})\n",
+        "featurization_config.add_transformer_params(\n",
+        "    \"Imputer\", [\"CHMIN\"], {\"strategy\": \"median\"}\n",
+        ")\n",
+        "featurization_config.add_transformer_params(\n",
+        "    \"Imputer\", [\"PRP\"], {\"strategy\": \"most_frequent\"}\n",
+        ")\n",
         "# featurization_config.add_transformer_params('HashOneHotEncoder', [], {\"number_of_bits\": 3})"
       ]
     },
@@ -276,17 +286,18 @@
         "    \"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",
+        "    \"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",
+        "automl_config = AutoMLConfig(\n",
+        "    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",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -360,7 +371,9 @@
       "outputs": [],
       "source": [
         "# Download the featurization summary JSON file locally\n",
-        "best_run.download_file(\"outputs/featurization_summary.json\", \"featurization_summary.json\")\n",
+        "best_run.download_file(\n",
+        "    \"outputs/featurization_summary.json\", \"featurization_summary.json\"\n",
+        ")\n",
         "\n",
         "# Render the JSON as a pandas DataFrame\n",
         "with open(\"featurization_summary.json\", \"r\") as f:\n",
@@ -394,6 +407,7 @@
       "outputs": [],
       "source": [
         "from azureml.widgets import RunDetails\n",
+        "\n",
         "RunDetails(remote_run).show()"
       ]
     },
@@ -441,7 +455,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "with open('train_explainer.py', 'r') as cefr:\n",
+        "with open(\"train_explainer.py\", \"r\") as cefr:\n",
         "    print(cefr.read())"
       ]
     },
@@ -463,32 +477,36 @@
         "import os\n",
         "\n",
         "# create script folder\n",
-        "script_folder = './sample_projects/automl-regression-hardware'\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",
+        "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",
+        "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",
+        "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",
+        "content = content.replace(\n",
+        "    \"<<experiment_name>>\", automl_run.experiment.name\n",
+        ")  # your experiment name.\n",
+        "content = content.replace(\n",
+        "    \"<<run_id>>\", automl_run.id\n",
+        ")  # 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",
+        "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",
+        "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",
+        "with open(script_file_name, \"w\") as cefw:\n",
         "    cefw.write(content)"
       ]
     },
@@ -499,6 +517,30 @@
         "#### Create conda configuration for model explanations experiment from automl_run object"
       ]
     },
+    {
+      "cell_type": "code",
+      "execution_count": null,
+      "metadata": {},
+      "outputs": [],
+      "source": [
+        "import json\n",
+        "from azureml.core import Environment\n",
+        "\n",
+        "\n",
+        "def get_environment_safe(parent_run):\n",
+        "    \"\"\"Get the environment from parent run\"\"\"\n",
+        "    try:\n",
+        "        return parent_run.get_environment()\n",
+        "    except BaseException:\n",
+        "        run_details = parent_run.get_details()\n",
+        "        run_def = run_details.get(\"runDefinition\")\n",
+        "        env = run_def.get(\"environment\")\n",
+        "        if env is None:\n",
+        "            raise\n",
+        "        json.dump(env, open(\"azureml_environment.json\", \"w\"))\n",
+        "        return Environment.load_from_directory(\".\")"
+      ]
+    },
     {
       "cell_type": "code",
       "execution_count": null,
@@ -515,7 +557,7 @@
         "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"
+        "conda_run_config.environment = get_environment_safe(automl_run)"
       ]
     },
     {
@@ -535,9 +577,11 @@
         "# 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",
+        "script_run_config = ScriptRunConfig(\n",
+        "    source_directory=script_folder,\n",
+        "    script=\"train_explainer.py\",\n",
+        "    run_config=conda_run_config,\n",
+        ")\n",
         "\n",
         "run = experiment.submit(script_run_config)\n",
         "\n",
@@ -579,10 +623,16 @@
       "outputs": [],
       "source": [
         "from azureml.interpret import ExplanationClient\n",
+        "\n",
         "client = ExplanationClient.from_run(automl_run)\n",
-        "engineered_explanations = client.download_model_explanation(raw=False, comment='engineered explanations')\n",
+        "engineered_explanations = client.download_model_explanation(\n",
+        "    raw=False, comment=\"engineered explanations\"\n",
+        ")\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())"
+        "print(\n",
+        "    \"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + automl_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -599,9 +649,14 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "raw_explanations = client.download_model_explanation(raw=True, comment='raw explanations')\n",
+        "raw_explanations = client.download_model_explanation(\n",
+        "    raw=True, comment=\"raw explanations\"\n",
+        ")\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())"
+        "print(\n",
+        "    \"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\"\n",
+        "    + automl_run.get_portal_url()\n",
+        ")"
       ]
     },
     {
@@ -623,33 +678,12 @@
       "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())"
+        "original_model = automl_run.register_model(\n",
+        "    model_name=\"automl_model\", model_path=\"outputs/model.pkl\"\n",
+        ")\n",
+        "scoring_explainer_model = automl_run.register_model(\n",
+        "    model_name=\"scoring_explainer\", model_path=\"outputs/scoring_explainer.pkl\"\n",
+        ")"
       ]
     },
     {
@@ -674,7 +708,7 @@
       "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. "
+        "In the cell below, we deploy the service using the automl training environment and the scoring file from the previous steps. "
       ]
     },
     {
@@ -683,22 +717,30 @@
       "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=2, \n",
+        "aciconfig = AciWebservice.deploy_configuration(\n",
+        "    cpu_cores=2,\n",
         "    memory_gb=2,\n",
-        "                                               tags={\"data\": \"Machine Data\",  \n",
-        "                                                     \"method\" : \"local_explanation\"}, \n",
-        "                                               description='Get local explanations for Machine test data')\n",
+        "    tags={\"data\": \"Machine Data\", \"method\": \"local_explanation\"},\n",
+        "    description=\"Get local explanations for Machine test data\",\n",
+        ")\n",
         "\n",
-        "myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
+        "myenv = get_environment_safe(automl_run)\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 = Model.deploy(\n",
+        "    ws,\n",
+        "    \"model-scoring\",\n",
+        "    [scoring_explainer_model, original_model],\n",
+        "    inference_config,\n",
+        "    aciconfig,\n",
+        ")\n",
         "service.wait_for_deployment(show_output=True)"
       ]
     },
@@ -732,19 +774,19 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "if service.state == 'Healthy':\n",
+        "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",
+        "    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(output[\"predictions\"])\n",
         "    # Print the engineered feature importances for the predicted value\n",
-        "    print(output['engineered_local_importance_values'])\n",
+        "    print(output[\"engineered_local_importance_values\"])\n",
         "    # Print the raw feature importances for the predicted value\n",
-        "    print(output['raw_local_importance_values'])"
+        "    print(output[\"raw_local_importance_values\"])"
       ]
     },
     {
@@ -780,14 +822,14 @@
         "# 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",
+        "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",
+        "y_train = train_data[\"ERP\"].fillna(0)\n",
+        "train_data = train_data.drop(\"ERP\", 1)\n",
         "train_data = train_data.fillna(0)"
       ]
     },
@@ -814,27 +856,41 @@
         "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, (a0, a1) = plt.subplots(\n",
+        "    1, 2, gridspec_kw={\"width_ratios\": [1, 1], \"wspace\": 0, \"hspace\": 0}\n",
+        ")\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",
+        "a0.plot(y_residual_train, \"bo\", alpha=0.5)\n",
+        "a0.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
+        "a0.text(\n",
+        "    16,\n",
+        "    170,\n",
+        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_train, y_pred_train))),\n",
+        "    fontsize=12,\n",
+        ")\n",
+        "a0.text(\n",
+        "    16, 140, \"R2 score = {0:.2f}\".format(r2_score(y_train, y_pred_train)), fontsize=12\n",
+        ")\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.plot(y_residual_test, \"bo\", alpha=0.5)\n",
+        "a1.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
+        "a1.text(\n",
+        "    5,\n",
+        "    170,\n",
+        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_test, y_pred_test))),\n",
+        "    fontsize=12,\n",
+        ")\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()"
@@ -847,9 +903,11 @@
       "outputs": [],
       "source": [
         "%matplotlib inline\n",
-        "test_pred = plt.scatter(y_test, y_pred_test, color=None)\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",
+        "test_pred = plt.scatter(y_test, y_pred_test, c=[\"b\"])\n",
+        "test_test = plt.scatter(y_test, y_test, c=[\"g\"])\n",
+        "plt.legend(\n",
+        "    (test_pred, test_test), (\"prediction\", \"truth\"), loc=\"upper left\", fontsize=8\n",
+        ")\n",
         "plt.show()"
       ]
     }
@@ -881,9 +939,9 @@
     "friendly_name": "Automated ML run with featurization and model explainability.",
     "index_order": 5,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -895,7 +953,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.7"
+      "version": "3.8.7"
     },
     "tags": [
       "featurization",

how-to-use-azureml/automated-machine-learning/regression-explanation-featurization/score_explain.py

@@ -1,7 +1,9 @@
 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
+from azureml.train.automl.runtime.automl_explain_utilities import (
+    automl_setup_model_explanations,
+)
 import scipy as sp
 
 
@@ -12,17 +14,17 @@ def init():
 
     # 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_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 is_multi_dimensional(matrix):
-    if hasattr(matrix, 'ndim') and matrix.ndim > 1:
+    if hasattr(matrix, "ndim") and matrix.ndim > 1:
         return True
-    if hasattr(matrix, 'shape') and matrix.shape[1]:
+    if hasattr(matrix, "shape") and matrix.shape[1]:
         return True
     return False
 
@@ -37,21 +39,30 @@ def convert_matrix(matrix):
 
 def run(raw_data):
     # Get predictions and explanations for each data point
-    data = pd.read_json(raw_data, orient='records')
+    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')
+    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)
-    engineered_local_importance_values = convert_matrix(engineered_local_importance_values)
+    engineered_local_importance_values = scoring_explainer.explain(
+        automl_explainer_setup_obj.X_test_transform
+    )
+    engineered_local_importance_values = convert_matrix(
+        engineered_local_importance_values
+    )
 
     # Retrieve model explanations for raw explanations
-    raw_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform, get_raw=True)
+    raw_local_importance_values = scoring_explainer.explain(
+        automl_explainer_setup_obj.X_test_transform, get_raw=True
+    )
     raw_local_importance_values = convert_matrix(raw_local_importance_values)
 
     # 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}
+    return {
+        "predictions": predictions.tolist(),
+        "engineered_local_importance_values": engineered_local_importance_values,
+        "raw_local_importance_values": raw_local_importance_values,
+    }

how-to-use-azureml/automated-machine-learning/regression-explanation-featurization/train_explainer.py

@@ -10,11 +10,13 @@ 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
+from azureml.train.automl.runtime.automl_explain_utilities import (
+    automl_setup_model_explanations,
+    automl_check_model_if_explainable,
+)
 
 
-OUTPUT_DIR = './outputs/'
+OUTPUT_DIR = "./outputs/"
 os.makedirs(OUTPUT_DIR, exist_ok=True)
 
 # Get workspace from the run context
@@ -22,63 +24,77 @@ 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>>')
+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 are currently not supported for " + automl_run.get_properties().get(
-        'run_algorithm'))
+    raise Exception(
+        "Model explanations are 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')
+automl_run.download_file(name=MODEL_PATH, output_file_path="model.pkl")
 
 # Load the AutoML model into memory
-fitted_model = joblib.load('model.pkl')
+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>>')
+train_dataset = Dataset.get_by_name(workspace=ws, name="<<train_dataset_name>>")
 # Drop the labeled 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)
+X_train = train_dataset.drop_columns(columns=["<<target_column_name>>"])
+y_train = train_dataset.keep_columns(columns=["<<target_column_name>>"], validate=True)
 
 # Get the test dataset from the workspace
-test_dataset = Dataset.get_by_name(workspace=ws, name='<<test_dataset_name>>')
+test_dataset = Dataset.get_by_name(workspace=ws, name="<<test_dataset_name>>")
 # Drop the labeled column to get the testing set.
-X_test = test_dataset.drop_columns(columns=['<<target_column_name>>'])
+X_test = test_dataset.drop_columns(columns=["<<target_column_name>>"])
 
 # Setup the class for explaining the AutoML models
-automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, '<<task>>',
-                                                             X=X_train, X_test=X_test,
-                                                             y=y_train,
-                                                             automl_run=automl_run)
+automl_explainer_setup_obj = automl_setup_model_explanations(
+    fitted_model, "<<task>>", X=X_train, X_test=X_test, y=y_train, automl_run=automl_run
+)
 
 # Initialize the Mimic Explainer
-explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator, LGBMExplainableModel,
+explainer = MimicWrapper(
+    ws,
+    automl_explainer_setup_obj.automl_estimator,
+    LGBMExplainableModel,
     init_dataset=automl_explainer_setup_obj.X_transform,
     run=automl_explainer_setup_obj.automl_run,
     features=automl_explainer_setup_obj.engineered_feature_names,
     feature_maps=[automl_explainer_setup_obj.feature_map],
-                         classes=automl_explainer_setup_obj.classes)
+    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)
+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_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)
+    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])
+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:
+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')
+automl_run.upload_file("outputs/scoring_explainer.pkl", "scoring_explainer.pkl")

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

@@ -1,21 +1,5 @@
 {
   "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/auto-ml-regression.png)"
-      ]
-    },
     {
       "cell_type": "markdown",
       "metadata": {},
@@ -86,16 +70,6 @@
         "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 1.39.0 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,
@@ -105,18 +79,19 @@
         "ws = Workspace.from_config()\n",
         "\n",
         "# Choose a name for the experiment.\n",
-        "experiment_name = 'automl-regression'\n",
+        "experiment_name = \"automl-regression\"\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', None)\n",
-        "outputDf = pd.DataFrame(data = output, index = [''])\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[\"SDK Version\"] = azureml.core.VERSION\n",
+        "pd.set_option(\"display.max_colwidth\", None)\n",
+        "outputDf = pd.DataFrame(data=output, index=[\"\"])\n",
         "outputDf.T"
       ]
     },
@@ -143,10 +118,11 @@
         "# 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",
+        "    print(\"Found existing cluster, use it.\")\n",
         "except ComputeTargetException:\n",
-        "    compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
-        "                                                           max_nodes=4)\n",
+        "    compute_config = AmlCompute.provisioning_configuration(\n",
+        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=4\n",
+        "    )\n",
         "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
         "\n",
         "compute_target.wait_for_completion(show_output=True)"
@@ -179,7 +155,7 @@
         "# 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"
+        "label = \"ERP\""
       ]
     },
     {
@@ -213,7 +189,7 @@
       "source": [
         "automl_settings = {\n",
         "    \"n_cross_validations\": 3,\n",
-        "    \"primary_metric\": 'normalized_root_mean_squared_error',\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",
@@ -221,11 +197,12 @@
         "    \"verbosity\": logging.INFO,\n",
         "}\n",
         "\n",
-        "automl_config = AutoMLConfig(task = 'regression',\n",
+        "automl_config = AutoMLConfig(\n",
+        "    task=\"regression\",\n",
         "    compute_target=compute_target,\n",
         "    training_data=train_data,\n",
         "    label_column_name=label,\n",
-        "                             **automl_settings\n",
+        "    **automl_settings,\n",
         ")"
       ]
     },
@@ -281,6 +258,7 @@
       "outputs": [],
       "source": [
         "from azureml.widgets import RunDetails\n",
+        "\n",
         "RunDetails(remote_run).show()"
       ]
     },
@@ -366,12 +344,12 @@
       "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",
+        "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"
+        "y_train = train_data.keep_columns(\"ERP\").to_pandas_dataframe()\n",
+        "train_data = train_data.drop_columns(\"ERP\").to_pandas_dataframe()"
       ]
     },
     {
@@ -397,27 +375,41 @@
         "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, (a0, a1) = plt.subplots(\n",
+        "    1, 2, gridspec_kw={\"width_ratios\": [1, 1], \"wspace\": 0, \"hspace\": 0}\n",
+        ")\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",
+        "a0.plot(y_residual_train, \"bo\", alpha=0.5)\n",
+        "a0.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
+        "a0.text(\n",
+        "    16,\n",
+        "    170,\n",
+        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_train, y_pred_train))),\n",
+        "    fontsize=12,\n",
+        ")\n",
+        "a0.text(\n",
+        "    16, 140, \"R2 score = {0:.2f}\".format(r2_score(y_train, y_pred_train)), fontsize=12\n",
+        ")\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.plot(y_residual_test, \"bo\", alpha=0.5)\n",
+        "a1.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
+        "a1.text(\n",
+        "    5,\n",
+        "    170,\n",
+        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_test, y_pred_test))),\n",
+        "    fontsize=12,\n",
+        ")\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()"
@@ -430,9 +422,11 @@
       "outputs": [],
       "source": [
         "%matplotlib inline\n",
-        "test_pred = plt.scatter(y_test, y_pred_test, color=None)\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",
+        "test_pred = plt.scatter(y_test, y_pred_test, c=[\"b\"])\n",
+        "test_test = plt.scatter(y_test, y_test, c=[\"g\"])\n",
+        "plt.legend(\n",
+        "    (test_pred, test_test), (\"prediction\", \"truth\"), loc=\"upper left\", fontsize=8\n",
+        ")\n",
         "plt.show()"
       ]
     },
@@ -455,9 +449,9 @@
       "automated-machine-learning"
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-databricks/automl/automl-databricks-local-01.ipynb

@@ -429,9 +429,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-databricks/automl/automl-databricks-local-with-deployment.ipynb

@@ -557,9 +557,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-synapse/Synapse_Job_Scala_Support.ipynb

@@ -161,9 +161,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-synapse/Synapse_Session_Scala_Support.ipynb

@@ -215,9 +215,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-synapse/spark_job_on_synapse_spark_pool.ipynb

@@ -482,9 +482,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/azure-synapse/spark_session_on_synapse_spark_pool.ipynb

@@ -302,9 +302,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/deploy-multi-model/multi-model-register-and-deploy.ipynb

@@ -86,7 +86,7 @@
       "source": [
         "In this example, we will be using and registering two models. \n",
         "\n",
-        "First we will train two simple models on the [diabetes dataset](https://scikit-learn.org/stable/datasets/index.html#diabetes-dataset) included with scikit-learn, serializing them to files in the current directory."
+        "First we will train two simple models on the [diabetes dataset](https://scikit-learn.org/stable/datasets/toy_dataset.html#diabetes-dataset) included with scikit-learn, serializing them to files in the current directory."
       ]
     },
     {
@@ -239,7 +239,7 @@
         "\n",
         "env = Environment(\"deploytocloudenv\")\n",
         "env.python.conda_dependencies.add_pip_package(\"joblib\")\n",
-        "env.python.conda_dependencies.add_pip_package(\"numpy\")\n",
+        "env.python.conda_dependencies.add_pip_package(\"numpy==1.23\")\n",
         "env.python.conda_dependencies.add_pip_package(\"scikit-learn=={}\".format(sklearn.__version__))"
       ]
     },
@@ -373,9 +373,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/deploy-to-cloud/README.md

@@ -1,12 +0,0 @@
-# Model Deployment with Azure ML service
-You can use Azure Machine Learning to package, debug, validate and deploy inference containers to a variety of compute targets. This process is known as "MLOps" (ML operationalization).
-For more information please check out this article: https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-deploy-and-where
-
-## Get Started
-To begin, you will need an ML workspace.
-For more information please check out this article: https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace
-
-## Deploy to the cloud
-You can deploy to the cloud using the Azure ML CLI or the Azure ML SDK.
-- CLI example: https://aka.ms/azmlcli
-- Notebook example: [model-register-and-deploy](./model-register-and-deploy.ipynb).

how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.ipynb

@@ -1,593 +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/deployment/deploy-to-cloud/model-register-and-deploy.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Register model and deploy as webservice in ACI\n",
-        "\n",
-        "Following this notebook, you will:\n",
-        "\n",
-        " - Learn how to register a model in your Azure Machine Learning Workspace.\n",
-        " - Deploy your model as a web service in an Azure Container Instance."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Prerequisites\n",
-        "\n",
-        "If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, make sure you go through the [configuration notebook](../../../configuration.ipynb) to install the Azure Machine Learning Python SDK and create a workspace."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import azureml.core\n",
-        "\n",
-        "\n",
-        "# Check core SDK version number.\n",
-        "print('SDK version:', azureml.core.VERSION)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Initialize workspace\n",
-        "\n",
-        "Create a [Workspace](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.workspace%28class%29?view=azure-ml-py) object from your persisted configuration."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {
-        "tags": [
-          "create workspace"
-        ]
-      },
-      "outputs": [],
-      "source": [
-        "from azureml.core import Workspace\n",
-        "\n",
-        "\n",
-        "ws = Workspace.from_config()\n",
-        "print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep='\\n')"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Create trained model\n",
-        "\n",
-        "For this example, we will train a small model on scikit-learn's [diabetes dataset](https://scikit-learn.org/stable/datasets/index.html#diabetes-dataset). "
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import joblib\n",
-        "\n",
-        "from sklearn.datasets import load_diabetes\n",
-        "from sklearn.linear_model import Ridge\n",
-        "\n",
-        "\n",
-        "dataset_x, dataset_y = load_diabetes(return_X_y=True)\n",
-        "\n",
-        "model = Ridge().fit(dataset_x, dataset_y)\n",
-        "\n",
-        "joblib.dump(model, 'sklearn_regression_model.pkl')"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Register input and output datasets\n",
-        "\n",
-        "Here, you will register the data used to create the model in your workspace."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import numpy as np\n",
-        "\n",
-        "from azureml.core import Dataset\n",
-        "\n",
-        "\n",
-        "np.savetxt('features.csv', dataset_x, delimiter=',')\n",
-        "np.savetxt('labels.csv', dataset_y, delimiter=',')\n",
-        "\n",
-        "datastore = ws.get_default_datastore()\n",
-        "datastore.upload_files(files=['./features.csv', './labels.csv'],\n",
-        "                       target_path='sklearn_regression/',\n",
-        "                       overwrite=True)\n",
-        "\n",
-        "input_dataset = Dataset.Tabular.from_delimited_files(path=[(datastore, 'sklearn_regression/features.csv')])\n",
-        "output_dataset = Dataset.Tabular.from_delimited_files(path=[(datastore, 'sklearn_regression/labels.csv')])"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Register model\n",
-        "\n",
-        "Register a file or folder as a model by calling [Model.register()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.model?view=azure-ml-py#register-workspace--model-path--model-name--tags-none--properties-none--description-none--datasets-none--model-framework-none--model-framework-version-none--child-paths-none-).\n",
-        "\n",
-        "In addition to the content of the model file itself, your registered model will also store model metadata -- model description, tags, and framework information -- that will be useful when managing and deploying models in your workspace. Using tags, for instance, you can categorize your models and apply filters when listing models in your workspace. Also, marking this model with the scikit-learn framework will simplify deploying it as a web service, as we'll see later."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {
-        "tags": [
-          "register model from file",
-          "sample-model-register"
-        ]
-      },
-      "outputs": [],
-      "source": [
-        "import sklearn\n",
-        "\n",
-        "from azureml.core import Model\n",
-        "from azureml.core.resource_configuration import ResourceConfiguration\n",
-        "\n",
-        "\n",
-        "model = Model.register(workspace=ws,\n",
-        "                       model_name='my-sklearn-model',                # Name of the registered model in your workspace.\n",
-        "                       model_path='./sklearn_regression_model.pkl',  # Local file to upload and register as a model.\n",
-        "                       model_framework=Model.Framework.SCIKITLEARN,  # Framework used to create the model.\n",
-        "                       model_framework_version=sklearn.__version__,  # Version of scikit-learn used to create the model.\n",
-        "                       sample_input_dataset=input_dataset,\n",
-        "                       sample_output_dataset=output_dataset,\n",
-        "                       resource_configuration=ResourceConfiguration(cpu=1, memory_in_gb=0.5),\n",
-        "                       description='Ridge regression model to predict diabetes progression.',\n",
-        "                       tags={'area': 'diabetes', 'type': 'regression'})\n",
-        "\n",
-        "print('Name:', model.name)\n",
-        "print('Version:', model.version)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Deploy model\n",
-        "\n",
-        "Deploy your model as a web service using [Model.deploy()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.model?view=azure-ml-py#deploy-workspace--name--models--inference-config--deployment-config-none--deployment-target-none-). Web services take one or more models, load them in an environment, and run them on one of several supported deployment targets. For more information on all your options when deploying models, see the [next steps](#Next-steps) section at the end of this notebook.\n",
-        "\n",
-        "For this example, we will deploy your scikit-learn model to an Azure Container Instance (ACI)."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Use a default environment (for supported models)\n",
-        "\n",
-        "The Azure Machine Learning service provides a default environment for supported model frameworks, including scikit-learn, based on the metadata you provided when registering your model. This is the easiest way to deploy your model.\n",
-        "\n",
-        "Even when you deploy your model to ACI with a default environment you can still customize the deploy configuration (i.e. the number of cores and amount of memory made available for the deployment) using the [AciWebservice.deploy_configuration()](https://docs.microsoft.com/python/api/azureml-core/azureml.core.webservice.aci.aciwebservice#deploy-configuration-cpu-cores-none--memory-gb-none--tags-none--properties-none--description-none--location-none--auth-enabled-none--ssl-enabled-none--enable-app-insights-none--ssl-cert-pem-file-none--ssl-key-pem-file-none--ssl-cname-none--dns-name-label-none--). Look at the \"Use a custom environment\" section of this notebook for more information on deploy configuration.\n",
-        "\n",
-        "**Note**: This step can take several minutes."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "service_name = 'my-sklearn-service'\n",
-        "\n",
-        "service = Model.deploy(ws, service_name, [model], overwrite=True)\n",
-        "service.wait_for_deployment(show_output=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "After your model is deployed, perform a call to the web service using [service.run()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.webservice%28class%29?view=azure-ml-py#run-input-)."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "import json\n",
-        "\n",
-        "\n",
-        "input_payload = json.dumps({\n",
-        "    'data': dataset_x[0:2].tolist(),\n",
-        "    'method': 'predict'  # If you have a classification model, you can get probabilities by changing this to 'predict_proba'.\n",
-        "})\n",
-        "\n",
-        "output = service.run(input_payload)\n",
-        "\n",
-        "print(output)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "When you are finished testing your service, clean up the deployment with [service.delete()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.webservice%28class%29?view=azure-ml-py#delete--)."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "service.delete()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Use a custom environment\n",
-        "\n",
-        "If you want more control over how your model is run, if it uses another framework, or if it has special runtime requirements, you can instead specify your own environment and scoring method. Custom environments can be used for any model you want to deploy.\n",
-        "\n",
-        "Specify the model's runtime environment by creating an [Environment](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.environment%28class%29?view=azure-ml-py) object and providing the [CondaDependencies](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.conda_dependencies.condadependencies?view=azure-ml-py) needed by your model."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core import Environment\n",
-        "from azureml.core.conda_dependencies import CondaDependencies\n",
-        "\n",
-        "\n",
-        "environment = Environment('my-sklearn-environment')\n",
-        "environment.python.conda_dependencies = CondaDependencies.create(pip_packages=[\n",
-        "    'azureml-defaults',\n",
-        "    'inference-schema[numpy-support]',\n",
-        "    'joblib',\n",
-        "    'numpy',\n",
-        "    'scikit-learn=={}'.format(sklearn.__version__)\n",
-        "])"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "When using a custom environment, you must also provide Python code for initializing and running your model. An example script is included with this notebook."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "with open('score.py') as f:\n",
-        "    print(f.read())"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Deploy your model in the custom environment by providing an [InferenceConfig](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.inferenceconfig?view=azure-ml-py) object to [Model.deploy()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.model.model?view=azure-ml-py#deploy-workspace--name--models--inference-config--deployment-config-none--deployment-target-none-). In this case we are also using the [AciWebservice.deploy_configuration()](https://docs.microsoft.com/python/api/azureml-core/azureml.core.webservice.aci.aciwebservice#deploy-configuration-cpu-cores-none--memory-gb-none--tags-none--properties-none--description-none--location-none--auth-enabled-none--ssl-enabled-none--enable-app-insights-none--ssl-cert-pem-file-none--ssl-key-pem-file-none--ssl-cname-none--dns-name-label-none--) method to generate a custom deploy configuration.\n",
-        "\n",
-        "**Note**: This step can take several minutes."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {
-        "tags": [
-          "azuremlexception-remarks-sample",
-          "sample-aciwebservice-deploy-config"
-        ]
-      },
-      "outputs": [],
-      "source": [
-        "from azureml.core.model import InferenceConfig\n",
-        "from azureml.core.webservice import AciWebservice\n",
-        "\n",
-        "\n",
-        "service_name = 'my-custom-env-service'\n",
-        "\n",
-        "inference_config = InferenceConfig(entry_script='score.py', environment=environment)\n",
-        "aci_config = AciWebservice.deploy_configuration(cpu_cores=1, memory_gb=1)\n",
-        "\n",
-        "service = Model.deploy(workspace=ws,\n",
-        "                       name=service_name,\n",
-        "                       models=[model],\n",
-        "                       inference_config=inference_config,\n",
-        "                       deployment_config=aci_config,\n",
-        "                       overwrite=True)\n",
-        "service.wait_for_deployment(show_output=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "After your model is deployed, make a call to the web service using [service.run()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.webservice%28class%29?view=azure-ml-py#run-input-)."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "input_payload = json.dumps({\n",
-        "    'data': dataset_x[0:2].tolist()\n",
-        "})\n",
-        "\n",
-        "output = service.run(input_payload)\n",
-        "\n",
-        "print(output)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "When you are finished testing your service, clean up the deployment with [service.delete()](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.webservice%28class%29?view=azure-ml-py#delete--)."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "service.delete()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "### Model Profiling\n",
-        "\n",
-        "Profile your model to understand how much CPU and memory the service, created as a result of its deployment, will need. Profiling returns information such as CPU usage, memory usage, and response latency. It also provides a CPU and memory recommendation based on the resource usage. You can profile your model (or more precisely the service built based on your model) on any CPU and/or memory combination where 0.1 <= CPU <= 3.5 and 0.1GB <= memory <= 15GB. If you do not provide a CPU and/or memory requirement, we will test it on the default configuration of 3.5 CPU and 15GB memory.\n",
-        "\n",
-        "In order to profile your model you will need:\n",
-        "- a registered model\n",
-        "- an entry script\n",
-        "- an inference configuration\n",
-        "- a single column tabular dataset, where each row contains a string representing sample request data sent to the service.\n",
-        "\n",
-        "Please, note that profiling is a long running operation and can take up to 25 minutes depending on the size of the dataset.\n",
-        "\n",
-        "At this point we only support profiling of services that expect their request data to be a string, for example: string serialized json, text, string serialized image, etc. The content of each row of the dataset (string) will be put into the body of the HTTP request and sent to the service encapsulating the model for scoring.\n",
-        "\n",
-        "Below is an example of how you can construct an input dataset to profile a service which expects its incoming requests to contain serialized json. In this case we created a dataset based one hundred instances of the same request data. In real world scenarios however, we suggest that you use larger datasets with various inputs, especially if your model resource usage/behavior is input dependent."
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "You may want to register datasets using the register() method to your workspace so they can be shared with others, reused and referred to by name in your script.\n",
-        "You can try get the dataset first to see if it's already registered."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core import Datastore\n",
-        "from azureml.core.dataset import Dataset\n",
-        "from azureml.data import dataset_type_definitions\n",
-        "\n",
-        "dataset_name='diabetes_sample_request_data'\n",
-        "\n",
-        "dataset_registered = False\n",
-        "try:\n",
-        "    sample_request_data = Dataset.get_by_name(workspace = ws, name = dataset_name)\n",
-        "    dataset_registered = True\n",
-        "except:\n",
-        "    print(\"The dataset {} is not registered in workspace yet.\".format(dataset_name))\n",
-        "\n",
-        "if not dataset_registered:\n",
-        "    # create a string that can be utf-8 encoded and\n",
-        "    # put in the body of the request\n",
-        "    serialized_input_json = json.dumps({\n",
-        "        'data': [\n",
-        "            [ 0.03807591,  0.05068012,  0.06169621, 0.02187235, -0.0442235,\n",
-        "            -0.03482076, -0.04340085, -0.00259226, 0.01990842, -0.01764613]\n",
-        "        ]\n",
-        "    })\n",
-        "    dataset_content = []\n",
-        "    for i in range(100):\n",
-        "        dataset_content.append(serialized_input_json)\n",
-        "    dataset_content = '\\n'.join(dataset_content)\n",
-        "    file_name = \"{}.txt\".format(dataset_name)\n",
-        "    f = open(file_name, 'w')\n",
-        "    f.write(dataset_content)\n",
-        "    f.close()\n",
-        "\n",
-        "    # upload the txt file created above to the Datastore and create a dataset from it\n",
-        "    data_store = Datastore.get_default(ws)\n",
-        "    data_store.upload_files(['./' + file_name], target_path='sample_request_data')\n",
-        "    datastore_path = [(data_store, 'sample_request_data' +'/' + file_name)]\n",
-        "    sample_request_data = Dataset.Tabular.from_delimited_files(\n",
-        "        datastore_path,\n",
-        "        separator='\\n',\n",
-        "        infer_column_types=True,\n",
-        "        header=dataset_type_definitions.PromoteHeadersBehavior.NO_HEADERS)\n",
-        "    sample_request_data = sample_request_data.register(workspace=ws,\n",
-        "                                                    name=dataset_name,\n",
-        "                                                    create_new_version=True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "Now that we have an input dataset we are ready to go ahead with profiling. In this case we are testing the previously introduced sklearn regression model on 1 CPU and 0.5 GB memory. The memory usage and recommendation presented in the result is measured in Gigabytes. The CPU usage and recommendation is measured in CPU cores."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from datetime import datetime\n",
-        "\n",
-        "\n",
-        "environment = Environment('my-sklearn-environment')\n",
-        "environment.python.conda_dependencies = CondaDependencies.create(pip_packages=[\n",
-        "    'azureml-defaults',\n",
-        "    'inference-schema[numpy-support]',\n",
-        "    'joblib',\n",
-        "    'numpy',\n",
-        "    'scikit-learn=={}'.format(sklearn.__version__)\n",
-        "])\n",
-        "inference_config = InferenceConfig(entry_script='score.py', environment=environment)\n",
-        "# if cpu and memory_in_gb parameters are not provided\n",
-        "# the model will be profiled on default configuration of\n",
-        "# 3.5CPU and 15GB memory\n",
-        "profile = Model.profile(ws,\n",
-        "            'rgrsn-%s' % datetime.now().strftime('%m%d%Y-%H%M%S'),\n",
-        "            [model],\n",
-        "            inference_config,\n",
-        "            input_dataset=sample_request_data,\n",
-        "            cpu=1.0,\n",
-        "            memory_in_gb=0.5)\n",
-        "\n",
-        "# profiling is a long running operation and may take up to 25 min\n",
-        "profile.wait_for_completion(True)\n",
-        "details = profile.get_details()"
-      ]
-    },
-    {
-      "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",
-        "```"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Next steps\n",
-        "\n",
-        " - To run a production-ready web service, see the [notebook on deployment to Azure Kubernetes Service](../production-deploy-to-aks/production-deploy-to-aks.ipynb).\n",
-        " - To run a local web service, see the [notebook on deployment to a local Docker container](../deploy-to-local/register-model-deploy-local.ipynb).\n",
-        " - For more information on datasets, see the [notebook on training with datasets](../../work-with-data/datasets-tutorial/train-with-datasets/train-with-datasets.ipynb).\n",
-        " - For more information on environments, see the [notebook on using environments](../../training/using-environments/using-environments.ipynb).\n",
-        " - For information on all the available deployment targets, see [&ldquo;How and where to deploy models&rdquo;](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-deploy-and-where#choose-a-compute-target)."
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "vaidyas"
-      }
-    ],
-    "category": "deployment",
-    "compute": [
-      "None"
-    ],
-    "datasets": [
-      "Diabetes"
-    ],
-    "deployment": [
-      "Azure Container Instance"
-    ],
-    "exclude_from_index": false,
-    "framework": [
-      "Scikit-learn"
-    ],
-    "friendly_name": "Register model and deploy as webservice",
-    "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": "3.7.0"
-    },
-    "star_tag": [
-      "featured"
-    ],
-    "tags": [
-      "None"
-    ],
-    "task": "Deploy a model with Azure Machine Learning"
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.yml

@@ -1,6 +0,0 @@
-name: model-register-and-deploy
-dependencies:
-- pip:
-  - azureml-sdk
-  - numpy
-  - scikit-learn

how-to-use-azureml/deployment/deploy-to-cloud/score.py

@@ -1,38 +0,0 @@
-import joblib
-import numpy as np
-import os
-
-from inference_schema.schema_decorators import input_schema, output_schema
-from inference_schema.parameter_types.numpy_parameter_type import NumpyParameterType
-
-
-# The init() method is called once, when the web service starts up.
-#
-# Typically you would deserialize the model file, as shown here using joblib,
-# and store it in a global variable so your run() method can access it later.
-def init():
-    global model
-
-    # The AZUREML_MODEL_DIR environment variable indicates
-    # a directory containing the model file you registered.
-    model_filename = 'sklearn_regression_model.pkl'
-    model_path = os.path.join(os.environ['AZUREML_MODEL_DIR'], model_filename)
-
-    model = joblib.load(model_path)
-
-
-# The run() method is called each time a request is made to the scoring API.
-#
-# Shown here are the optional input_schema and output_schema decorators
-# from the inference-schema pip package. Using these decorators on your
-# run() method parses and validates the incoming payload against
-# the example input you provide here. This will also generate a Swagger
-# API document for your web service.
-@input_schema('data', NumpyParameterType(np.array([[0.1, 1.2, 2.3, 3.4, 4.5, 5.6, 6.7, 7.8, 8.9, 9.0]])))
-@output_schema(NumpyParameterType(np.array([4429.929236457418])))
-def run(data):
-    # Use the model object loaded by init().
-    result = model.predict(data)
-
-    # You can return any JSON-serializable object.
-    return result.tolist()

how-to-use-azureml/deployment/deploy-to-local/register-model-deploy-local-advanced.ipynb

@@ -473,9 +473,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/deploy-to-local/register-model-deploy-local.ipynb

@@ -529,9 +529,9 @@
     "friendly_name": "Register a model and deploy locally",
     "index_order": 1,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/deploy-with-controlled-rollout/deploy-aks-with-controlled-rollout.ipynb

@@ -1,371 +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/deployment/production-deploy-to-aks/production-deploy-to-aks.png)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "# Deploy models to Azure Kubernetes Service (AKS) using controlled roll out\n",
-        "This notebook will show you how to deploy mulitple AKS webservices with the same scoring endpoint and how to roll out your models in a controlled manner by configuring % of scoring traffic going to each webservice. If you are using a Notebook VM, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) to install the Azure Machine Learning Python SDK and create an Azure ML Workspace."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Check for latest version\n",
-        "import azureml.core\n",
-        "print(azureml.core.VERSION)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Initialize workspace\n",
-        "Create a [Workspace](https://docs.microsoft.com/python/api/azureml-core/azureml.core.workspace%28class%29?view=azure-ml-py) object from your persisted configuration."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.workspace import Workspace\n",
-        "\n",
-        "ws = Workspace.from_config()\n",
-        "print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Register the model\n",
-        "Register a file or folder as a model by calling [Model.register()](https://docs.microsoft.com/python/api/azureml-core/azureml.core.model.model?view=azure-ml-py#register-workspace--model-path--model-name--tags-none--properties-none--description-none--datasets-none--model-framework-none--model-framework-version-none--child-paths-none-).\n",
-        "In addition to the content of the model file itself, your registered model will also store model metadata -- model description, tags, and framework information -- that will be useful when managing and deploying models in your workspace. Using tags, for instance, you can categorize your models and apply filters when listing models in your workspace."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core import Model\n",
-        "\n",
-        "model = Model.register(workspace=ws,\n",
-        "                       model_name='sklearn_regression_model.pkl',                # Name of the registered model in your workspace.\n",
-        "                       model_path='./sklearn_regression_model.pkl',  # Local file to upload and register as a model.\n",
-        "                       model_framework=Model.Framework.SCIKITLEARN,  # Framework used to create the model.\n",
-        "                       model_framework_version='0.19.1',             # Version of scikit-learn used to create the model.\n",
-        "                       description='Ridge regression model to predict diabetes progression.',\n",
-        "                       tags={'area': 'diabetes', 'type': 'regression'})\n",
-        "\n",
-        "print('Name:', model.name)\n",
-        "print('Version:', model.version)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Register an environment (for all models)\n",
-        "\n",
-        "If you control over how your model is run, or if it has special runtime requirements, you can specify your own environment and scoring method.\n",
-        "\n",
-        "Specify the model's runtime environment by creating an [Environment](https://docs.microsoft.com/python/api/azureml-core/azureml.core.environment%28class%29?view=azure-ml-py) object and providing the [CondaDependencies](https://docs.microsoft.com/python/api/azureml-core/azureml.core.conda_dependencies.condadependencies?view=azure-ml-py) needed by your model."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core import Environment\n",
-        "from azureml.core.conda_dependencies import CondaDependencies\n",
-        "\n",
-        "environment=Environment('my-sklearn-environment')\n",
-        "environment.python.conda_dependencies = CondaDependencies.create(pip_packages=[\n",
-        "    'azureml-defaults',\n",
-        "    'inference-schema[numpy-support]',\n",
-        "    'numpy',\n",
-        "    'scikit-learn==0.19.1',\n",
-        "    'scipy'\n",
-        "])"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "When using a custom environment, you must also provide Python code for initializing and running your model. An example script is included with this notebook."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "with open('score.py') as f:\n",
-        "    print(f.read())"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Create the InferenceConfig\n",
-        "Create the inference configuration to reference your environment and entry script during deployment"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.model import InferenceConfig\n",
-        "\n",
-        "inference_config = InferenceConfig(entry_script='score.py', \n",
-        "                                   source_directory='.',\n",
-        "                                   environment=environment)\n"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Provision the AKS Cluster\n",
-        "If you already have an AKS cluster attached to this workspace, skip the step below and provide the name of the cluster.\n",
-        "\n",
-        "> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "from azureml.core.compute import AksCompute\n",
-        "from azureml.core.compute import ComputeTarget\n",
-        "# Use the default configuration (can also provide parameters to customize)\n",
-        "prov_config = AksCompute.provisioning_configuration()\n",
-        "\n",
-        "aks_name = 'my-aks' \n",
-        "# Create the cluster\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": [
-        "## Create an Endpoint and add a version (AKS service)\n",
-        "This creates a new endpoint and adds a version behind it. By default the first version added is the default version. You can specify the traffic percentile a version takes behind an endpoint. \n"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# deploying the model and create a new endpoint\n",
-        "from azureml.core.webservice import AksEndpoint\n",
-        "# from azureml.core.compute import ComputeTarget\n",
-        "\n",
-        "#select a created compute\n",
-        "compute = ComputeTarget(ws, 'my-aks')\n",
-        "namespace_name=\"endpointnamespace\"\n",
-        "# define the endpoint name\n",
-        "endpoint_name = \"myendpoint1\"\n",
-        "# define the service name\n",
-        "version_name= \"versiona\"\n",
-        "\n",
-        "endpoint_deployment_config = AksEndpoint.deploy_configuration(tags = {'modelVersion':'firstversion', 'department':'finance'}, \n",
-        "                                                              description = \"my first version\", namespace = namespace_name, \n",
-        "                                                              version_name = version_name, traffic_percentile = 40)\n",
-        "\n",
-        "endpoint = Model.deploy(ws, endpoint_name, [model], inference_config, endpoint_deployment_config, compute)\n",
-        "endpoint.wait_for_deployment(True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "endpoint.get_logs()"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Add another version of the service to an existing endpoint\n",
-        "This adds another version behind an existing endpoint. You can specify the traffic percentile the new version takes. If no traffic_percentile is specified then it defaults to 0. All the unspecified traffic percentile (in this example 50) across all versions goes to default version."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# Adding a new version to an existing Endpoint.\n",
-        "version_name_add=\"versionb\" \n",
-        "\n",
-        "endpoint.create_version(version_name = version_name_add, inference_config=inference_config, models=[model], tags = {'modelVersion':'secondversion', 'department':'finance'}, \n",
-        "                        description = \"my second version\", traffic_percentile = 10)\n",
-        "endpoint.wait_for_deployment(True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Update an existing version in an endpoint\n",
-        "There are two types of versions: control and treatment. An endpoint contains one or more treatment versions but only one control version. This categorization helps compare the different versions against the defined control version."
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "endpoint.update_version(version_name=endpoint.versions[version_name_add].name, description=\"my second version update\", traffic_percentile=40, is_default=True, is_control_version_type=True)\n",
-        "endpoint.wait_for_deployment(True)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Test the web service using run method\n",
-        "Test the web sevice by passing in 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": [
-        "# Scoring on endpoint\n",
-        "import json\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",
-        "prediction = endpoint.run(input_data=test_sample_encoded)\n",
-        "print(prediction)"
-      ]
-    },
-    {
-      "cell_type": "markdown",
-      "metadata": {},
-      "source": [
-        "## Delete Resources"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# deleting a version in an endpoint\n",
-        "endpoint.delete_version(version_name=version_name)\n",
-        "endpoint.wait_for_deployment(True)"
-      ]
-    },
-    {
-      "cell_type": "code",
-      "execution_count": null,
-      "metadata": {},
-      "outputs": [],
-      "source": [
-        "# deleting an endpoint, this will delete all versions in the endpoint and the endpoint itself\n",
-        "endpoint.delete()"
-      ]
-    }
-  ],
-  "metadata": {
-    "authors": [
-      {
-        "name": "shipatel"
-      }
-    ],
-    "category": "deployment",
-    "compute": [
-      "None"
-    ],
-    "datasets": [
-      "Diabetes"
-    ],
-    "deployment": [
-      "Azure Kubernetes Service"
-    ],
-    "exclude_from_index": false,
-    "framework": [
-      "Scikit-learn"
-    ],
-    "friendly_name": "Deploy models to AKS using controlled roll out",
-    "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": "3.6.0"
-    },
-    "star_tag": [
-      "featured"
-    ],
-    "tags": [
-      "None"
-    ],
-    "task": "Deploy a model with Azure Machine Learning"
-  },
-  "nbformat": 4,
-  "nbformat_minor": 2
-}

how-to-use-azureml/deployment/deploy-with-controlled-rollout/deploy-aks-with-controlled-rollout.yml

@@ -1,4 +0,0 @@
-name: deploy-aks-with-controlled-rollout
-dependencies:
-- pip:
-  - azureml-sdk

how-to-use-azureml/deployment/deploy-with-controlled-rollout/score.py

@@ -1,28 +0,0 @@
-import pickle
-import json
-import numpy
-from sklearn.externals import joblib
-from sklearn.linear_model import Ridge
-from azureml.core.model import Model
-
-
-def init():
-    global model
-    # note here "sklearn_regression_model.pkl" is the name of the model registered under
-    # this is a different behavior than before when the code is run locally, even though the code is the same.
-    model_path = Model.get_model_path('sklearn_regression_model.pkl')
-    # deserialize the model file back into a sklearn model
-    model = joblib.load(model_path)
-
-
-# note you can pass in multiple rows for scoring
-def run(raw_data):
-    try:
-        data = json.loads(raw_data)['data']
-        data = numpy.array(data)
-        result = model.predict(data)
-        # you can return any data type as long as it is JSON-serializable
-        return result.tolist()
-    except Exception as e:
-        error = str(e)
-        return error

how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb

@@ -123,7 +123,7 @@
         "import pickle\n",
         "import json\n",
         "import numpy\n",
-        "from sklearn.externals import joblib\n",
+        "import joblib\n",
         "from sklearn.linear_model import Ridge\n",
         "import time\n",
         "\n",
@@ -172,7 +172,7 @@
       "source": [
         "from azureml.core.conda_dependencies import CondaDependencies\n",
         "\n",
-        "myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn==0.20.3'],\n",
+        "myenv = CondaDependencies.create(conda_packages=['numpy==1.19.5','scikit-learn==0.22.1'],\n",
         "                                 pip_packages=['azureml-defaults'])\n",
         "\n",
         "with open(\"myenv.yml\",\"w\") as f:\n",
@@ -476,9 +476,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-convert-aml-deploy-tinyyolo.ipynb

@@ -405,9 +405,9 @@
     "friendly_name": "Convert and deploy TinyYolo with ONNX Runtime",
     "index_order": 5,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-inference-facial-expression-recognition-deploy.ipynb

@@ -69,17 +69,19 @@
         "# ONNX Model Zoo and save it in the same folder as this tutorial\n",
         "\n",
         "import urllib.request\n",
+        "import os\n",
         "\n",
         "onnx_model_url = \"https://github.com/onnx/models/blob/main/vision/body_analysis/emotion_ferplus/model/emotion-ferplus-7.tar.gz?raw=true\"\n",
         "\n",
         "urllib.request.urlretrieve(onnx_model_url, filename=\"emotion-ferplus-7.tar.gz\")\n",
+        "os.mkdir(\"emotion_ferplus\")\n",
         "\n",
         "# the ! magic command tells our jupyter notebook kernel to run the following line of \n",
         "# code from the command line instead of the notebook kernel\n",
         "\n",
         "# We use tar and xvcf to unzip the files we just retrieved from the ONNX model zoo\n",
         "\n",
-        "!tar xvzf emotion-ferplus-7.tar.gz"
+        "!tar xvzf emotion-ferplus-7.tar.gz -C emotion_ferplus"
       ]
     },
     {
@@ -130,7 +132,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "model_dir = \"emotion_ferplus\" # replace this with the location of your model files\n",
+        "model_dir = \"emotion_ferplus/model\" # replace this with the location of your model files\n",
         "\n",
         "# leave as is if it's in the same folder as this notebook"
       ]
@@ -496,13 +498,12 @@
         "\n",
         "# to use parsers to read in our model/data\n",
         "import json\n",
-        "import os\n",
         "\n",
         "test_inputs = []\n",
         "test_outputs = []\n",
         "\n",
-        "# read in 3 testing images from .pb files\n",
-        "test_data_size = 3\n",
+        "# read in 1 testing images from .pb files\n",
+        "test_data_size = 1\n",
         "\n",
         "for num in np.arange(test_data_size):\n",
         "    input_test_data = os.path.join(model_dir, 'test_data_set_{0}'.format(num), 'input_0.pb')\n",
@@ -533,7 +534,7 @@
       },
       "source": [
         "### Show some sample images\n",
-        "We use `matplotlib` to plot 3 test images from the dataset."
+        "We use `matplotlib` to plot 1 test images from the dataset."
       ]
     },
     {
@@ -547,7 +548,7 @@
       "outputs": [],
       "source": [
         "plt.figure(figsize = (20, 20))\n",
-        "for test_image in np.arange(3):\n",
+        "for test_image in np.arange(test_data_size):\n",
         "    test_inputs[test_image].reshape(1, 64, 64)\n",
         "    plt.subplot(1, 8, test_image+1)\n",
         "    plt.axhline('')\n",
@@ -772,9 +773,9 @@
     "friendly_name": "Deploy Facial Expression Recognition (FER+) with ONNX Runtime",
     "index_order": 2,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-inference-mnist-deploy.ipynb

@@ -69,10 +69,12 @@
         "# ONNX Model Zoo and save it in the same folder as this tutorial\n",
         "\n",
         "import urllib.request\n",
+        "import os\n",
         "\n",
         "onnx_model_url = \"https://github.com/onnx/models/blob/main/vision/classification/mnist/model/mnist-7.tar.gz?raw=true\"\n",
         "\n",
-        "urllib.request.urlretrieve(onnx_model_url, filename=\"mnist-7.tar.gz\")"
+        "urllib.request.urlretrieve(onnx_model_url, filename=\"mnist-7.tar.gz\")\n",
+        "os.mkdir(\"mnist\")"
       ]
     },
     {
@@ -86,7 +88,7 @@
         "\n",
         "# We use tar and xvcf to unzip the files we just retrieved from the ONNX model zoo\n",
         "\n",
-        "!tar xvzf mnist-7.tar.gz"
+        "!tar xvzf mnist-7.tar.gz -C mnist"
       ]
     },
     {
@@ -137,7 +139,7 @@
       "metadata": {},
       "outputs": [],
       "source": [
-        "model_dir = \"mnist\" # replace this with the location of your model files\n",
+        "model_dir = \"mnist/model\" # replace this with the location of your model files\n",
         "\n",
         "# leave as is if it's in the same folder as this notebook"
       ]
@@ -447,13 +449,12 @@
         "\n",
         "# to use parsers to read in our model/data\n",
         "import json\n",
-        "import os\n",
         "\n",
         "test_inputs = []\n",
         "test_outputs = []\n",
         "\n",
-        "# read in 3 testing images from .pb files\n",
-        "test_data_size = 3\n",
+        "# read in 1 testing images from .pb files\n",
+        "test_data_size = 1\n",
         "\n",
         "for i in np.arange(test_data_size):\n",
         "    input_test_data = os.path.join(model_dir, 'test_data_set_{0}'.format(i), 'input_0.pb')\n",
@@ -486,7 +487,7 @@
       },
       "source": [
         "### Show some sample images\n",
-        "We use `matplotlib` to plot 3 test images from the dataset."
+        "We use `matplotlib` to plot 1 test images from the dataset."
       ]
     },
     {
@@ -500,7 +501,7 @@
       "outputs": [],
       "source": [
         "plt.figure(figsize = (16, 6))\n",
-        "for test_image in np.arange(3):\n",
+        "for test_image in np.arange(test_data_size):\n",
         "    plt.subplot(1, 15, test_image+1)\n",
         "    plt.axhline('')\n",
         "    plt.axvline('')\n",
@@ -749,9 +750,9 @@
     "friendly_name": "Deploy MNIST digit recognition with ONNX Runtime",
     "index_order": 1,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-model-register-and-deploy.ipynb

@@ -206,9 +206,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-modelzoo-aml-deploy-resnet50.ipynb

@@ -389,9 +389,9 @@
     "friendly_name": "Deploy ResNet50 with ONNX Runtime",
     "index_order": 4,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {

how-to-use-azureml/deployment/onnx/onnx-train-pytorch-aml-deploy-mnist.ipynb

@@ -105,7 +105,7 @@
         "    print('Found existing compute target.')\n",
         "except ComputeTargetException:\n",
         "    print('Creating a new compute target...')\n",
-        "    compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_NC6', \n",
+        "    compute_config = AmlCompute.provisioning_configuration(vm_size='Standard_NC6s_v3', \n",
         "                                                                max_nodes=6)\n",
         "\n",
         "    # create the cluster\n",
@@ -564,9 +564,9 @@
     "friendly_name": "Train MNIST in PyTorch, convert, and deploy with ONNX Runtime",
     "index_order": 3,
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -620,7 +620,7 @@
                   },
                   "manual": null
                 },
-                "vm_size": "STANDARD_NC6"
+                "vm_size": "Standard_NC6s_v3"
               },
               "error": "",
               "layout": "IPY_MODEL_c899ddfc2b134ca9b89a4f278ac7c997",

how-to-use-azureml/deployment/production-deploy-to-aks-gpu/production-deploy-to-aks-gpu.ipynb

@@ -136,6 +136,9 @@
         "# Choose a name for your GPU cluster\n",
         "gpu_cluster_name = \"aks-gpu-cluster\"\n",
         "\n",
+        "# Choose a location for your GPU cluster\n",
+        "gpu_cluster_location = \"eastus\"\n",
+        "\n",
         "# Verify that cluster does not exist already\n",
         "try:\n",
         "    gpu_cluster = ComputeTarget(workspace=ws, name=gpu_cluster_name)\n",
@@ -146,7 +149,8 @@
         "    # Specify the configuration for the new cluster\n",
         "    compute_config = AksCompute.provisioning_configuration(cluster_purpose=AksCompute.ClusterPurpose.DEV_TEST,\n",
         "                                                           agent_count=1,\n",
-        "                                                           vm_size=\"Standard_NV6\")\n",
+        "                                                           vm_size=\"Standard_NC6s_v3\",\n",
+        "                                                           location=gpu_cluster_location)\n",
         "    # Create the cluster with the specified name and configuration\n",
         "    gpu_cluster = ComputeTarget.create(ws, gpu_cluster_name, compute_config)\n",
         "\n",
@@ -170,7 +174,7 @@
       "outputs": [],
       "source": [
         "%%writefile score.py\n",
-        "import tensorflow as tf\n",
+        "import tensorflow.compat.v1 as tf\n",
         "import numpy as np\n",
         "import json\n",
         "import os\n",
@@ -240,7 +244,8 @@
         "# Please see [Azure ML Containers repository](https://github.com/Azure/AzureML-Containers#featured-tags)\n",
         "# for open-sourced GPU base images.\n",
         "env.docker.base_image = DEFAULT_GPU_IMAGE\n",
-        "env.python.conda_dependencies = CondaDependencies.create(conda_packages=['tensorflow-gpu==1.12.0','numpy'],\n",
+        "env.python.conda_dependencies = CondaDependencies.create(python_version=\"3.8\", pin_sdk_version=False,\n",
+        "                                    conda_packages=['tensorflow-gpu','numpy'],\n",
         "                                    pip_packages=['azureml-contrib-services', 'azureml-defaults'])\n",
         "\n",
         "inference_config = InferenceConfig(entry_script=\"score.py\", environment=env)\n",
@@ -328,9 +333,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {
@@ -342,7 +347,7 @@
       "name": "python",
       "nbconvert_exporter": "python",
       "pygments_lexer": "ipython3",
-      "version": "3.6.6"
+      "version": "3.7.0"
     }
   },
   "nbformat": 4,

how-to-use-azureml/deployment/production-deploy-to-aks-gpu/production-deploy-to-aks-gpu.yml

@@ -2,4 +2,3 @@ name: production-deploy-to-aks-gpu
 dependencies:
 - pip:
   - azureml-sdk
-  - tensorflow

how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks-ssl.ipynb

@@ -109,7 +109,7 @@
         "from azureml.core import Environment\n",
         "from azureml.core.conda_dependencies import CondaDependencies \n",
         "\n",
-        "conda_deps = CondaDependencies.create(conda_packages=['numpy', 'scikit-learn==0.19.1', 'scipy'], pip_packages=['azureml-defaults', 'inference-schema'])\n",
+        "conda_deps = CondaDependencies.create(conda_packages=['numpy', 'scikit-learn==0.22.1', 'scipy'], pip_packages=['azureml-defaults', 'inference-schema'])\n",
         "myenv = Environment(name='myenv')\n",
         "myenv.python.conda_dependencies = conda_deps"
       ]
@@ -154,7 +154,7 @@
         "import pickle\n",
         "import json\n",
         "import numpy\n",
-        "from sklearn.externals import joblib\n",
+        "import joblib\n",
         "from sklearn.linear_model import Ridge\n",
         "from inference_schema.schema_decorators import input_schema, output_schema\n",
         "from inference_schema.parameter_types.standard_py_parameter_type import StandardPythonParameterType\n",
@@ -213,7 +213,7 @@
         "\n",
         "> Note that if you have an AzureML Data Scientist role, you will not have permission to create compute resources. Talk to your workspace or IT admin to create the compute targets described in this section, if they do not already exist.\n",
         "\n",
-        "See code snippet below. Check the documentation [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-secure-web-service) for more details"
+        "See code snippet below. Check the documentation [here](https://docs.microsoft.com/azure/machine-learning/v1/how-to-secure-web-service) for more details"
       ]
     },
     {
@@ -334,9 +334,9 @@
       }
     ],
     "kernelspec": {
-      "display_name": "Python 3.6",
+      "display_name": "Python 3.8 - AzureML",
       "language": "python",
-      "name": "python36"
+      "name": "python38-azureml"
     },
     "language_info": {
       "codemirror_mode": {