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407 Commits

Author SHA1 Message Date
amlrelsa-ms
ea658ae0cf update samples from Release-59 as a part of 1.20.0 SDK stable release 2021-01-11 18:28:51 +00:00
Harneet Virk
3adebd1127 Merge pull request #1262 from Azure/release_update/Release-80
update samples from Release-80 as a part of  SDK release
2020-12-11 16:49:33 -08:00
amlrelsa-ms
a6817063df update samples from Release-80 as a part of SDK release 2020-12-12 00:45:42 +00:00
Harneet Virk
a79f8c254a Merge pull request #1255 from Azure/release_update/Release-79
update samples from Release-79 as a part of  SDK release
2020-12-07 11:11:32 -08:00
amlrelsa-ms
fb4f287458 update samples from Release-79 as a part of SDK release 2020-12-07 19:09:59 +00:00
Harneet Virk
41366a4af0 Merge pull request #1238 from Azure/release_update/Release-78
update samples from Release-78 as a part of  SDK release
2020-11-11 13:00:22 -08:00
amlrelsa-ms
74deb14fac update samples from Release-78 as a part of SDK release 2020-11-11 19:32:32 +00:00
Harneet Virk
4ed1d445ae Merge pull request #1236 from Azure/release_update/Release-77
update samples from Release-77 as a part of  SDK release
2020-11-10 10:52:23 -08:00
amlrelsa-ms
b5c15db0b4 update samples from Release-77 as a part of SDK release 2020-11-10 18:46:23 +00:00
Harneet Virk
91d43bade6 Merge pull request #1235 from Azure/release_update_stablev2/Release-44
update samples from Release-44 as a part of 1.18.0 SDK stable release
2020-11-10 08:52:24 -08:00
amlrelsa-ms
bd750f5817 update samples from Release-44 as a part of 1.18.0 SDK stable release 2020-11-10 03:42:03 +00:00
mx-iao
637bcc5973 Merge pull request #1229 from Azure/lostmygithubaccount-patch-3
Update README.md
2020-11-03 15:18:37 -10:00
Cody
ba741fb18d Update README.md 2020-11-03 17:16:28 -08:00
Harneet Virk
ac0ad8d487 Merge pull request #1228 from Azure/release_update/Release-76
update samples from Release-76 as a part of  SDK release
2020-11-03 16:12:15 -08:00
amlrelsa-ms
5019ad6c5a update samples from Release-76 as a part of SDK release 2020-11-03 22:31:02 +00:00
Cody
41a2ebd2b3 Merge pull request #1226 from Azure/lostmygithubaccount-patch-3
Update README.md
2020-11-03 11:25:10 -08:00
Cody
53e3283d1d Update README.md 2020-11-03 11:17:41 -08:00
Harneet Virk
ba9c4c5465 Merge pull request #1225 from Azure/release_update/Release-75
update samples from Release-75 as a part of  SDK release
2020-11-03 11:11:11 -08:00
amlrelsa-ms
a6c65f00ec update samples from Release-75 as a part of SDK release 2020-11-03 19:07:12 +00:00
Cody
95072eabc2 Merge pull request #1221 from Azure/lostmygithubaccount-patch-2
Update README.md
2020-11-02 11:52:05 -08:00
Cody
12905ef254 Update README.md 2020-11-02 06:59:44 -08:00
Harneet Virk
4cf56eee91 Merge pull request #1217 from Azure/release_update/Release-74
update samples from Release-74 as a part of  SDK release
2020-10-30 17:27:02 -07:00
amlrelsa-ms
d345ff6c37 update samples from Release-74 as a part of SDK release 2020-10-30 22:20:10 +00:00
Harneet Virk
560dcac0a0 Merge pull request #1214 from Azure/release_update/Release-73
update samples from Release-73 as a part of  SDK release
2020-10-29 23:38:02 -07:00
amlrelsa-ms
322087a58c update samples from Release-73 as a part of SDK release 2020-10-30 06:37:05 +00:00
Harneet Virk
e255c000ab Merge pull request #1211 from Azure/release_update/Release-72
update samples from Release-72 as a part of  SDK release
2020-10-28 14:30:50 -07:00
amlrelsa-ms
7871e37ec0 update samples from Release-72 as a part of SDK release 2020-10-28 21:24:40 +00:00
Cody
58e584e7eb Update README.md (#1209) 2020-10-27 21:00:38 -04:00
Harneet Virk
1b0d75cb45 Merge pull request #1206 from Azure/release_update/Release-71
update samples from Release-71 as a part of  SDK 1.17.0 release
2020-10-26 22:29:48 -07:00
amlrelsa-ms
5c38272fb4 update samples from Release-71 as a part of SDK release 2020-10-27 04:11:39 +00:00
Harneet Virk
e026c56f19 Merge pull request #1200 from Azure/cody/add-new-repo-link
update readme
2020-10-22 10:50:03 -07:00
Cody
4aad830f1c update readme 2020-10-22 09:13:20 -07:00
Harneet Virk
c1b125025a Merge pull request #1198 from harneetvirk/master
Fixing/Removing broken links
2020-10-20 12:30:46 -07:00
Harneet Virk
9f364f7638 Update README.md 2020-10-20 12:30:03 -07:00
Harneet Virk
4beb749a76 Fixing/Removing the broken links 2020-10-20 12:28:45 -07:00
Harneet Virk
04fe8c4580 Merge pull request #1191 from savitamittal1/patch-4
Update README.md
2020-10-17 08:48:20 -07:00
Harneet Virk
498018451a Merge pull request #1193 from savitamittal1/patch-6
Update automl-databricks-local-with-deployment.ipynb
2020-10-17 08:47:54 -07:00
savitamittal1
04305e33f0 Update automl-databricks-local-with-deployment.ipynb 2020-10-16 23:58:12 -07:00
savitamittal1
d22e76d5e0 Update README.md 2020-10-16 23:53:41 -07:00
Harneet Virk
d71c482f75 Merge pull request #1184 from Azure/release_update/Release-70
update samples from Release-70 as a part of  SDK 1.16.0 release
2020-10-12 22:24:25 -07:00
amlrelsa-ms
5775f8a78f update samples from Release-70 as a part of SDK release 2020-10-13 05:19:49 +00:00
Cody
aae823ecd8 Merge pull request #1181 from samuel100/quickstart-notebook
quickstart nb added
2020-10-09 10:54:32 -07:00
Sam Kemp
f1126e07f9 quickstart nb added 2020-10-09 10:35:19 +01:00
Harneet Virk
0e4b27a233 Merge pull request #1171 from savitamittal1/patch-2
Update automl-databricks-local-01.ipynb
2020-10-02 09:41:14 -07:00
Harneet Virk
0a3d5f68a1 Merge pull request #1172 from savitamittal1/patch-3
Update automl-databricks-local-with-deployment.ipynb
2020-10-02 09:41:02 -07:00
savitamittal1
a6fe2affcb Update automl-databricks-local-with-deployment.ipynb
fixed link to readme
2020-10-01 19:38:11 -07:00
savitamittal1
ce469ddf6a Update automl-databricks-local-01.ipynb
fixed link for readme
2020-10-01 19:36:06 -07:00
mx-iao
9fe459be79 Merge pull request #1166 from Azure/minxia/patch
patch for resume training notebook
2020-09-29 17:30:24 -07:00
mx-iao
89c35c8ed6 Update train-tensorflow-resume-training.ipynb 2020-09-29 17:28:17 -07:00
mx-iao
33168c7f5d Update train-tensorflow-resume-training.ipynb 2020-09-29 17:27:23 -07:00
Cody
1d0766bd46 Merge pull request #1165 from samuel100/quickstart-add
quickstart added
2020-09-29 13:13:36 -07:00
Sam Kemp
9903e56882 quickstart added 2020-09-29 21:09:55 +01:00
Harneet Virk
a039166b90 Merge pull request #1162 from Azure/release_update/Release-69
update samples from Release-69 as a part of  SDK 1.15.0 release
2020-09-28 23:54:05 -07:00
amlrelsa-ms
4e4bf48013 update samples from Release-69 as a part of SDK release 2020-09-29 06:48:31 +00:00
Harneet Virk
0a2408300a Merge pull request #1158 from Azure/release_update/Release-68
update samples from Release-68 as a part of  SDK release
2020-09-25 09:23:59 -07:00
amlrelsa-ms
d99c3f5470 update samples from Release-68 as a part of SDK release 2020-09-25 16:10:59 +00:00
Harneet Virk
3f62fe7d47 Merge pull request #1157 from Azure/release_update/Release-67
update samples from Release-67 as a part of  SDK release
2020-09-23 15:51:20 -07:00
amlrelsa-ms
6059c1dc0c update samples from Release-67 as a part of SDK release 2020-09-23 22:48:56 +00:00
Harneet Virk
8e2032fcde Merge pull request #1153 from Azure/release_update/Release-66
update samples from Release-66 as a part of  SDK release
2020-09-21 16:04:23 -07:00
amlrelsa-ms
824d844cd7 update samples from Release-66 as a part of SDK release 2020-09-21 23:02:01 +00:00
Harneet Virk
bb1c7db690 Merge pull request #1148 from Azure/release_update/Release-65
update samples from Release-65 as a part of  SDK release
2020-09-16 18:23:12 -07:00
amlrelsa-ms
8dad09a42f update samples from Release-65 as a part of SDK release 2020-09-17 01:14:32 +00:00
Harneet Virk
db2bf8ae93 Merge pull request #1137 from Azure/release_update/Release-64
update samples from Release-64 as a part of  SDK release
2020-09-09 15:31:51 -07:00
amlrelsa-ms
820c09734f update samples from Release-64 as a part of SDK release 2020-09-09 22:30:45 +00:00
Cody
a2a33c70a6 Merge pull request #1123 from oliverw1/patch-2
docs: bring docs in line with code
2020-09-02 11:12:31 -07:00
Cody
2ff791968a Merge pull request #1122 from oliverw1/patch-1
docs: Move unintended side columns below the main rows
2020-09-02 11:11:58 -07:00
Harneet Virk
7186127804 Merge pull request #1128 from Azure/release_update/Release-63
update samples from Release-63 as a part of  SDK release
2020-08-31 13:23:08 -07:00
amlrelsa-ms
b01c52bfd6 update samples from Release-63 as a part of SDK release 2020-08-31 20:00:07 +00:00
Oliver W
28be7bcf58 docs: bring docs in line with code
A non-existant name was being referred to, which only serves confusion.
2020-08-28 10:24:24 +02:00
Oliver W
37a9350fde Properly format markdown table
Remove the unintended two columns that appeared on the right side
2020-08-28 09:29:46 +02:00
Harneet Virk
5080053a35 Merge pull request #1120 from Azure/release_update/Release-62
update samples from Release-62 as a part of  SDK release
2020-08-27 17:12:05 -07:00
amlrelsa-ms
3c02102691 update samples from Release-62 as a part of SDK release 2020-08-27 23:28:05 +00:00
Sheri Gilley
07e1676762 Merge pull request #1010 from GinSiuCheng/patch-1
Include additional details on user authentication
2020-08-25 11:45:58 -05:00
Sheri Gilley
919a3c078f fix code blocks 2020-08-25 11:13:24 -05:00
Sheri Gilley
9b53c924ed add code block for better formatting 2020-08-25 11:09:56 -05:00
Sheri Gilley
04ad58056f fix quotes 2020-08-25 11:06:18 -05:00
Sheri Gilley
576bf386b5 fix quotes 2020-08-25 11:05:25 -05:00
Cody
7e62d1cfd6 Merge pull request #891 from Fokko/patch-1
Don't print the access token
2020-08-22 18:28:33 -07:00
Cody
ec67a569af Merge pull request #804 from omartin2010/patch-3
typo
2020-08-17 14:35:55 -07:00
Cody
6d1e80bcef Merge pull request #1031 from hyoshioka0128/patch-1
Typo "Mircosoft"→"Microsoft"
2020-08-17 14:32:44 -07:00
mx-iao
db00d9ad3c Merge pull request #1100 from Azure/lostmygithubaccount-patch-1
fix minor typo in how-to-use-azureml/README.md
2020-08-17 14:30:18 -07:00
Harneet Virk
d33c75abc3 Merge pull request #1104 from Azure/release_update/Release-61
update samples from Release-61 as a part of  SDK release
2020-08-17 10:59:39 -07:00
amlrelsa-ms
d0dc4836ae update samples from Release-61 as a part of SDK release 2020-08-17 17:45:26 +00:00
Cody
982f8fcc1d Update README.md 2020-08-14 15:25:39 -07:00
Akshaya Annavajhala
79739b5e1b Remove broken links (#1095)
* Remove broken links

* Update README.md
2020-08-10 19:35:41 -04:00
Harneet Virk
aac4fa1fb9 Merge pull request #1081 from Azure/release_update/Release-60
update samples from Release-60 as a part of  SDK 1.11.0 release
2020-08-04 00:04:38 -07:00
amlrelsa-ms
5b684070e1 update samples from Release-60 as a part of SDK release 2020-08-04 06:12:06 +00:00
Harneet Virk
0ab8b141ee Merge pull request #1078 from Azure/release_update/Release-59
update samples from Release-59 as a part of  SDK release
2020-07-31 10:52:22 -07:00
amlrelsa-ms
b9ef23ad4b update samples from Release-59 as a part of SDK release 2020-07-31 17:23:17 +00:00
Harneet Virk
7e2c1ca152 Merge pull request #1063 from Azure/release_update/Release-58
update samples from Release-58 as a part of  SDK release
2020-07-20 13:46:37 -07:00
amlrelsa-ms
d096535e48 update samples from Release-58 as a part of SDK release 2020-07-20 20:44:42 +00:00
Harneet Virk
f80512a6db Merge pull request #1056 from wchill/wchill-patch-1
Update README.md with KeyError: brand workaround
2020-07-15 10:22:18 -07:00
Eric Ahn
b54111620e Update README.md 2020-07-14 17:47:23 -07:00
Harneet Virk
8dd52ee2df Merge pull request #1036 from Azure/release_update/Release-57
update samples from Release-57 as a part of  SDK release
2020-07-06 15:06:14 -07:00
amlrelsa-ms
6c629f1eda update samples from Release-57 as a part of SDK release 2020-07-06 22:05:24 +00:00
Hiroshi Yoshioka
9c32ca9db5 Typo "Mircosoft"→"Microsoft"
https://docs.microsoft.com/en-us/samples/azure/machinelearningnotebooks/azure-machine-learning-service-example-notebooks/
2020-06-29 12:21:23 +09:00
Harneet Virk
053efde8c9 Merge pull request #1022 from Azure/release_update/Release-56
update samples from Release-56 as a part of  SDK release
2020-06-22 11:12:31 -07:00
amlrelsa-ms
5189691f06 update samples from Release-56 as a part of SDK release 2020-06-22 18:11:40 +00:00
Gin
745b4f0624 Include additional details on user authentication
Additional details should be included for user authentication esp. for enterprise users who may have more than one single aad tenant linked to a user.
2020-06-13 21:24:56 -04:00
Harneet Virk
fb900916e3 Update README.md 2020-06-11 13:26:04 -07:00
Harneet Virk
738347f3da Merge pull request #996 from Azure/release_update/Release-55
update samples from Release-55 as a part of  SDK release
2020-06-08 15:31:35 -07:00
amlrelsa-ms
34a67c1f8b update samples from Release-55 as a part of SDK release 2020-06-08 22:28:25 +00:00
Harneet Virk
34898828be Merge pull request #992 from Azure/release_update/Release-54
update samples from Release-54 as a part of  SDK release
2020-06-02 14:42:02 -07:00
vizhur
a7c3a0fdb8 update samples from Release-54 as a part of SDK release 2020-06-02 21:34:10 +00:00
Harneet Virk
6d11cdfa0a Merge pull request #984 from Azure/release_update/Release-53
update samples from Release-53 as a part of  SDK release
2020-05-26 19:59:58 -07:00
vizhur
11e8ed2bab update samples from Release-53 as a part of SDK release 2020-05-27 02:45:07 +00:00
Harneet Virk
12c06a4168 Merge pull request #978 from ahcan76/patch-1
Fix image paths in tutorial-1st-experiment-sdk-train.ipynb
2020-05-18 12:58:21 -07:00
ahcan76
1f75dc9725 Update tutorial-1st-experiment-sdk-train.ipynb
Fix the image path
2020-05-18 22:40:54 +03:00
Harneet Virk
1a1a42d525 Merge pull request #977 from Azure/release_update/Release-52
update samples from Release-52 as a part of  SDK release
2020-05-18 12:22:48 -07:00
vizhur
879a272a8d update samples from Release-52 as a part of SDK release 2020-05-18 19:21:05 +00:00
Harneet Virk
bc65bde097 Merge pull request #971 from Azure/release_update/Release-51
update samples from Release-51 as a part of  SDK release
2020-05-13 22:17:45 -07:00
vizhur
690bdfbdbe update samples from Release-51 as a part of SDK release 2020-05-14 05:03:47 +00:00
Harneet Virk
3c02bd8782 Merge pull request #967 from Azure/release_update/Release-50
update samples from Release-50 as a part of  SDK release
2020-05-12 19:57:40 -07:00
vizhur
5c14610a1c update samples from Release-50 as a part of SDK release 2020-05-13 02:45:40 +00:00
Harneet Virk
4e3afae6fb Merge pull request #965 from Azure/release_update/Release-49
update samples from Release-49 as a part of  SDK release
2020-05-11 19:25:28 -07:00
vizhur
a2144aa083 update samples from Release-49 as a part of SDK release 2020-05-12 02:24:34 +00:00
Harneet Virk
0e6334178f Merge pull request #963 from Azure/release_update/Release-46
update samples from Release-46 as a part of  SDK release
2020-05-11 14:49:34 -07:00
vizhur
4ec9178d22 update samples from Release-46 as a part of SDK release 2020-05-11 21:48:31 +00:00
Harneet Virk
2aa7c53b0c Merge pull request #962 from Azure/release_update_stablev2/Release-11
update samples from Release-11 as a part of 1.5.0 SDK stable release
2020-05-11 12:42:32 -07:00
vizhur
553fa43e17 update samples from Release-11 as a part of 1.5.0 SDK stable release 2020-05-11 18:59:22 +00:00
Harneet Virk
e98131729e Merge pull request #949 from Azure/release_update_stablev2/Release-8
update samples from Release-8 as a part of 1.4.0 SDK stable release
2020-04-27 11:00:37 -07:00
vizhur
fd2b09e2c2 update samples from Release-8 as a part of 1.4.0 SDK stable release 2020-04-27 17:44:41 +00:00
Harneet Virk
7970209069 Merge pull request #930 from Azure/release_update/Release-44
update samples from Release-44 as a part of  SDK release
2020-04-17 12:46:29 -07:00
vizhur
24f8651bb5 update samples from Release-44 as a part of SDK release 2020-04-17 19:45:37 +00:00
Harneet Virk
b881f78e46 Merge pull request #918 from Azure/release_update_stablev2/Release-6
update samples from Release-6 as a part of 1.3.0 SDK stable release
2020-04-13 09:23:38 -07:00
vizhur
057e22b253 update samples from Release-6 as a part of 1.3.0 SDK stable release 2020-04-13 16:22:23 +00:00
Fokko Driesprong
119fd0a8f6 Don't print the access token
That's never a good idea, no exceptions :)
2020-03-31 08:14:05 +02:00
Harneet Virk
c520bd1d41 Merge pull request #884 from Azure/release_update/Release-43
update samples from Release-43 as a part of  SDK release
2020-03-23 16:49:27 -07:00
vizhur
d3f1212440 update samples from Release-43 as a part of SDK release 2020-03-23 23:39:45 +00:00
Harneet Virk
b95a65eef4 Merge pull request #883 from Azure/release_update_stablev2/Release-3
update samples from Release-3 as a part of 1.2.0 SDK stable release
2020-03-23 16:21:53 -07:00
vizhur
2218af619f update samples from Release-3 as a part of 1.2.0 SDK stable release 2020-03-23 23:11:53 +00:00
Harneet Virk
0401128638 Merge pull request #878 from Azure/release_update/Release-42
update samples from Release-42 as a part of  SDK release
2020-03-20 11:14:02 -07:00
vizhur
59fcb54998 update samples from Release-42 as a part of SDK release 2020-03-20 18:10:08 +00:00
Harneet Virk
e0ea99a6bb Merge pull request #862 from Azure/release_update/Release-41
update samples from Release-41 as a part of  SDK release
2020-03-13 14:57:58 -07:00
vizhur
b06f5ce269 update samples from Release-41 as a part of SDK release 2020-03-13 21:57:04 +00:00
Harneet Virk
ed0ce9e895 Merge pull request #856 from Azure/release_update/Release-40
update samples from Release-40 as a part of  SDK release
2020-03-12 12:28:18 -07:00
vizhur
71053d705b update samples from Release-40 as a part of SDK release 2020-03-12 19:25:26 +00:00
Harneet Virk
77f98bf75f Merge pull request #852 from Azure/release_update_stable/Release-6
update samples from Release-6 as a part of 1.1.5 SDK stable release
2020-03-11 15:37:59 -06:00
vizhur
e443fd1342 update samples from Release-6 as a part of 1.1.5rc0 SDK stable release 2020-03-11 19:51:02 +00:00
Harneet Virk
2165cf308e update samples from Release-25 as a part of 1.1.2rc0 SDK experimental release (#829)
Co-authored-by: vizhur <vizhur@live.com>
2020-03-02 15:42:04 -05:00
Olivier Martin
d4a486827d typo 2020-02-17 17:16:47 -05:00
Harneet Virk
3d6caa10a3 Merge pull request #801 from Azure/release_update/Release-39
update samples from Release-39 as a part of  SDK release
2020-02-13 19:03:36 -07:00
vizhur
4df079db1c update samples from Release-39 as a part of SDK release 2020-02-14 02:01:41 +00:00
Sander Vanhove
67d0b02ef9 Fix broken link in README (#797) 2020-02-13 08:20:28 -05:00
Harneet Virk
4e7b3784d5 Merge pull request #788 from Azure/release_update/Release-38
update samples from Release-38 as a part of  SDK release
2020-02-11 13:16:15 -07:00
vizhur
ed91e39d7e update samples from Release-38 as a part of SDK release 2020-02-11 20:00:16 +00:00
Harneet Virk
a09a1a16a7 Merge pull request #780 from Azure/release_update/Release-37
update samples from Release-37 as a part of  SDK release
2020-02-07 21:52:34 -07:00
vizhur
9662505517 update samples from Release-37 as a part of SDK release 2020-02-08 04:49:27 +00:00
Harneet Virk
8e103c02ff Merge pull request #779 from Azure/release_update/Release-36
update samples from Release-36 as a part of  SDK release
2020-02-07 21:40:57 -07:00
vizhur
ecb5157add update samples from Release-36 as a part of SDK release 2020-02-08 04:35:14 +00:00
Shané Winner
d7d23d5e7c Update index.md 2020-02-05 22:41:22 -08:00
Harneet Virk
83a21ba53a update samples from Release-35 as a part of SDK release (#765)
Co-authored-by: vizhur <vizhur@live.com>
2020-02-05 20:03:41 -05:00
Harneet Virk
3c9cb89c1a update samples from Release-18 as a part of 1.1.0rc0 SDK experimental release (#760)
Co-authored-by: vizhur <vizhur@live.com>
2020-02-04 22:19:52 -05:00
Sheri Gilley
cca7c2e26f add cell metadata 2020-02-04 11:31:07 -06:00
Harneet Virk
e895d7c2bf update samples - test (#758)
Co-authored-by: vizhur <vizhur@live.com>
2020-01-31 15:19:58 -05:00
Shané Winner
3588eb9665 Update index.md 2020-01-23 15:46:43 -08:00
Harneet Virk
a09e726f31 update samples - test (#748)
Co-authored-by: vizhur <vizhur@live.com>
2020-01-23 16:50:29 -05:00
Shané Winner
4fb1d9ee5b Update index.md 2020-01-22 11:38:24 -08:00
Harneet Virk
b05ff80e9d update samples from Release-169 as a part of 1.0.85 SDK release (#742)
Co-authored-by: vizhur <vizhur@live.com>
2020-01-21 18:00:15 -05:00
Shané Winner
512630472b Update index.md 2020-01-08 14:52:23 -08:00
vizhur
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@@ -1,30 +0,0 @@
---
name: Bug report
about: Create a report to help us improve
title: "[Notebook issue]"
labels: ''
assignees: ''
---
**Describe the bug**
A clear and concise description of what the bug is.
Provide the following if applicable:
+ Your Python & SDK version
+ Python Scripts or the full notebook name
+ Pipeline definition
+ Environment definition
+ Example data
+ Any log files.
+ Run and Workspace Id
**To Reproduce**
Steps to reproduce the behavior:
1.
**Expected behavior**
A clear and concise description of what you expected to happen.
**Additional context**
Add any other context about the problem here.

View File

@@ -1,43 +0,0 @@
---
name: Notebook issue
about: Describe your notebook issue
title: "[Notebook] DESCRIPTIVE TITLE"
labels: notebook
assignees: ''
---
### DESCRIPTION: Describe clearly + concisely
.
### REPRODUCIBLE: Steps
.
### EXPECTATION: Clear description
.
### CONFIG/ENVIRONMENT:
```Provide where applicable
## Your Python & SDK version:
## Environment definition:
## Notebook name or Python scripts:
## Run and Workspace Id:
## Pipeline definition:
## Example data:
## Any log files:
```

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

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@@ -1,8 +1,11 @@
# Azure Machine Learning service example notebooks
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/en-us/services/machine-learning-service/) Python SDK which allows you to build, train, deploy and manage machine learning solutions using Azure. The AML SDK allows you the choice of using local or cloud compute resources, while managing and maintaining the complete data science workflow from the cloud.
> a community-driven repository of examples using mlflow for tracking can be found at https://github.com/Azure/azureml-examples
This repository contains example notebooks demonstrating the [Azure Machine Learning](https://azure.microsoft.com/services/machine-learning-service/) Python SDK which allows you to build, train, deploy and manage machine learning solutions using Azure. The AML SDK allows you the choice of using local or cloud compute resources, while managing and maintaining the complete data science workflow from the cloud.
![Azure ML Workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/media/concept-azure-machine-learning-architecture/workflow.png)
![Azure ML workflow](https://raw.githubusercontent.com/MicrosoftDocs/azure-docs/master/articles/machine-learning/service/media/overview-what-is-azure-ml/aml.png)
## Quick installation
```sh
@@ -12,16 +15,16 @@ Read more detailed instructions on [how to set up your environment](./NBSETUP.md
## How to navigate and use the example notebooks?
If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, you should always run the [Configuration](./configuration.ipynb) notebook first when setting up a notebook library on a new machine or in a new environment. It configures your notebook library to connect to an Azure Machine Learning workspace, and sets up your workspace and compute to be used by many of the other examples.
This [index](./index.md) should assist in navigating the Azure Machine Learning notebook samples and encourage efficient retrieval of topics and content.
If you want to...
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/img-classification-part2-deploy.ipynb).
* ...prepare your data and do automated machine learning, start with regression tutorials: [Part 1 (Data Prep)](./tutorials/regression-part1-data-prep.ipynb) and [Part 2 (Automated ML)](./tutorials/regression-part2-automated-ml.ipynb).
* ...learn about experimentation and tracking run history, first [train within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then try [training on remote VM](./how-to-use-azureml/training/train-on-remote-vm/train-on-remote-vm.ipynb) and [using logging APIs](./how-to-use-azureml/training/logging-api/logging-api.ipynb).
* ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/training-with-deep-learning/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/training-with-deep-learning/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
* ...deploy models as a realtime scoring service, first learn the basics by [training within Notebook and deploying to Azure Container Instance](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), then learn how to [register and manage models, and create Docker images](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), and [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
* ...deploy models as a batch scoring service, first [train a model within Notebook](./how-to-use-azureml/training/train-within-notebook/train-within-notebook.ipynb), learn how to [register and manage models](./how-to-use-azureml/deployment/register-model-create-image-deploy-service/register-model-create-image-deploy-service.ipynb), then [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
* ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb) and [model data collection](./how-to-use-azureml/deployment/enable-data-collection-for-models-in-aks/enable-data-collection-for-models-in-aks.ipynb).
* ...try out and explore Azure ML, start with image classification tutorials: [Part 1 (Training)](./tutorials/image-classification-mnist-data/img-classification-part1-training.ipynb) and [Part 2 (Deployment)](./tutorials/image-classification-mnist-data/img-classification-part2-deploy.ipynb).
* ...learn about experimentation and tracking run history: [track and monitor experiments](./how-to-use-azureml/track-and-monitor-experiments).
* ...train deep learning models at scale, first learn about [Machine Learning Compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb), and then try [distributed hyperparameter tuning](./how-to-use-azureml/ml-frameworks/pytorch/train-hyperparameter-tune-deploy-with-pytorch/train-hyperparameter-tune-deploy-with-pytorch.ipynb) and [distributed training](./how-to-use-azureml/ml-frameworks/pytorch/distributed-pytorch-with-horovod/distributed-pytorch-with-horovod.ipynb).
* ...deploy models as a realtime scoring service, first learn the basics by [deploying to Azure Container Instance](./how-to-use-azureml/deployment/deploy-to-cloud/model-register-and-deploy.ipynb), then learn how to [production deploy models on Azure Kubernetes Cluster](./how-to-use-azureml/deployment/production-deploy-to-aks/production-deploy-to-aks.ipynb).
* ...deploy models as a batch scoring service: [create Machine Learning Compute for scoring compute](./how-to-use-azureml/training/train-on-amlcompute/train-on-amlcompute.ipynb) and [use Machine Learning Pipelines to deploy your model](https://aka.ms/pl-batch-scoring).
* ...monitor your deployed models, learn about using [App Insights](./how-to-use-azureml/deployment/enable-app-insights-in-production-service/enable-app-insights-in-production-service.ipynb).
## Tutorials
@@ -32,13 +35,13 @@ The [Tutorials](./tutorials) folder contains notebooks for the tutorials describ
The [How to use Azure ML](./how-to-use-azureml) folder contains specific examples demonstrating the features of the Azure Machine Learning SDK
- [Training](./how-to-use-azureml/training) - Examples of how to build models using Azure ML's logging and execution capabilities on local and remote compute targets
- [Training with Deep Learning](./how-to-use-azureml/training-with-deep-learning) - Examples demonstrating how to build deep learning models using estimators and parameter sweeps
- [Training with ML and DL frameworks](./how-to-use-azureml/ml-frameworks) - Examples demonstrating how to build and train machine learning models at scale on Azure ML and perform hyperparameter tuning.
- [Manage Azure ML Service](./how-to-use-azureml/manage-azureml-service) - Examples how to perform tasks, such as authenticate against Azure ML service in different ways.
- [Automated Machine Learning](./how-to-use-azureml/automated-machine-learning) - Examples using Automated Machine Learning to automatically generate optimal machine learning pipelines and models
- [Machine Learning Pipelines](./how-to-use-azureml/machine-learning-pipelines) - Examples showing how to create and use reusable pipelines for training and batch scoring
- [Deployment](./how-to-use-azureml/deployment) - Examples showing how to deploy and manage machine learning models and solutions
- [Azure Databricks](./how-to-use-azureml/azure-databricks) - Examples showing how to use Azure ML with Azure Databricks
- [Monitor Models](./how-to-use-azureml/monitor-models) - Examples showing how to enable model monitoring services such as DataDrift
- [Reinforcement Learning](./how-to-use-azureml/reinforcement-learning) - Examples showing how to train reinforcement learning agents
---
## Documentation
@@ -49,16 +52,20 @@ The [How to use Azure ML](./how-to-use-azureml) folder contains specific example
---
## Community Repository
Visit this [community repository](https://github.com/microsoft/MLOps/tree/master/examples) to find useful end-to-end sample notebooks. Also, please follow these [contribution guidelines](https://github.com/microsoft/MLOps/blob/master/contributing.md) when contributing to this repository.
## Projects using Azure Machine Learning
Visit following repos to see projects contributed by Azure ML users:
- [AMLSamples](https://github.com/Azure/AMLSamples) Number of end-to-end examples, including face recognition, predictive maintenance, customer churn and sentiment analysis.
- [Fine tune natural language processing models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
- [Learn about Natural Language Processing best practices using Azure Machine Learning service](https://github.com/microsoft/nlp)
- [Pre-Train BERT models using Azure Machine Learning service](https://github.com/Microsoft/AzureML-BERT)
- [Fashion MNIST with Azure ML SDK](https://github.com/amynic/azureml-sdk-fashion)
- [UMass Amherst Student Samples](https://github.com/katiehouse3/microsoft-azure-ml-notebooks) - A number of end-to-end machine learning notebooks, including machine translation, image classification, and customer churn, created by students in the 696DS course at UMass Amherst.
## Data/Telemetry
This repository collects usage data and sends it to Mircosoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
This repository collects usage data and sends it to Microsoft to help improve our products and services. Read Microsoft's [privacy statement to learn more](https://privacy.microsoft.com/en-US/privacystatement)
To opt out of tracking, please go to the raw markdown or .ipynb files and remove the following line of code:

View File

@@ -103,7 +103,7 @@
"source": [
"import azureml.core\n",
"\n",
"print(\"This notebook was created using version 1.0.57 of the Azure ML SDK\")\n",
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
@@ -214,7 +214,10 @@
"* You do not have permission to create a resource group if it's non-existing.\n",
"* You are not a subscription owner or contributor and no Azure ML workspaces have ever been created in this subscription\n",
"\n",
"If workspace creation fails, please work with your IT admin to provide you with the appropriate permissions or to provision the required resources."
"If workspace creation fails, please work with your IT admin to provide you with the appropriate permissions or to provision the required resources.\n",
"\n",
"**Note**: A Basic workspace is created by default. If you would like to create an Enterprise workspace, please specify sku = 'enterprise'.\n",
"Please visit our [pricing page](https://azure.microsoft.com/en-us/pricing/details/machine-learning/) for more details on our Enterprise edition.\n"
]
},
{
@@ -235,6 +238,7 @@
" resource_group = resource_group, \n",
" location = workspace_region,\n",
" create_resource_group = True,\n",
" sku = 'basic',\n",
" exist_ok = True)\n",
"ws.get_details()\n",
"\n",
@@ -357,7 +361,7 @@
"metadata": {
"authors": [
{
"name": "roastala"
"name": "ninhu"
}
],
"kernelspec": {

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

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@@ -9,6 +9,13 @@
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/RAPIDS/azure-ml-with-nvidia-rapids/azure-ml-with-nvidia-rapids.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -20,7 +27,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"The [RAPIDS](https://www.developer.nvidia.com/rapids) suite of software libraries from NVIDIA enables the execution of end-to-end data science and analytics pipelines entirely on GPUs. In many machine learning projects, a significant portion of the model training time is spent in setting up the data; this stage of the process is known as Extraction, Transformation and Loading, or ETL. By using the DataFrame API for ETL\u00c3\u201a\u00c2\u00a0and GPU-capable ML algorithms in RAPIDS, data preparation and training models can be done in GPU-accelerated end-to-end pipelines without incurring serialization costs between the pipeline stages. This notebook demonstrates how to use NVIDIA RAPIDS to prepare data and train model\u00c2\u00a0in Azure.\n",
"The [RAPIDS](https://www.developer.nvidia.com/rapids) suite of software libraries from NVIDIA enables the execution of end-to-end data science and analytics pipelines entirely on GPUs. In many machine learning projects, a significant portion of the model training time is spent in setting up the data; this stage of the process is known as Extraction, Transformation and Loading, or ETL. By using the DataFrame API for ETL\u00c2\u00a0and GPU-capable ML algorithms in RAPIDS, data preparation and training models can be done in GPU-accelerated end-to-end pipelines without incurring serialization costs between the pipeline stages. This notebook demonstrates how to use NVIDIA RAPIDS to prepare data and train model\u00c3\u201a\u00c2\u00a0in Azure.\n",
" \n",
"In this notebook, we will do the following:\n",
" \n",
@@ -119,8 +126,10 @@
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# if a locally-saved configuration file for the workspace is not available, use the following to load workspace\n",
"# ws = Workspace(subscription_id=subscription_id, resource_group=resource_group, workspace_name=workspace_name)\n",
"\n",
"print('Workspace name: ' + ws.name, \n",
" 'Azure region: ' + ws.location, \n",
" 'Subscription id: ' + ws.subscription_id, \n",
@@ -161,7 +170,7 @@
"if gpu_cluster_name in ws.compute_targets:\n",
" gpu_cluster = ws.compute_targets[gpu_cluster_name]\n",
" if gpu_cluster and type(gpu_cluster) is AmlCompute:\n",
" print('found compute target. just use it. ' + gpu_cluster_name)\n",
" print('Found compute target. Will use {0} '.format(gpu_cluster_name))\n",
"else:\n",
" print(\"creating new cluster\")\n",
" # vm_size parameter below could be modified to one of the RAPIDS-supported VM types\n",
@@ -183,7 +192,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"The _process&#95;data.py_ script used in the step below is a slightly modified implementation of [RAPIDS E2E example](https://github.com/rapidsai/notebooks/blob/master/mortgage/E2E.ipynb)."
"The _process&#95;data.py_ script used in the step below is a slightly modified implementation of [RAPIDS Mortgage E2E example](https://github.com/rapidsai/notebooks-contrib/blob/master/intermediate_notebooks/E2E/mortgage/mortgage_e2e.ipynb)."
]
},
{
@@ -194,10 +203,7 @@
"source": [
"# copy process_data.py into the script folder\n",
"import shutil\n",
"shutil.copy('./process_data.py', os.path.join(scripts_folder, 'process_data.py'))\n",
"\n",
"with open(os.path.join(scripts_folder, './process_data.py'), 'r') as process_data_script:\n",
" print(process_data_script.read())"
"shutil.copy('./process_data.py', os.path.join(scripts_folder, 'process_data.py'))"
]
},
{
@@ -221,13 +227,6 @@
"### Downloading Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"<font color='red'>Important</font>: Python package progressbar2 is necessary to run the following cell. If it is not available in your environment where this notebook is running, please install it."
]
},
{
"cell_type": "code",
"execution_count": null,
@@ -237,7 +236,6 @@
"import tarfile\n",
"import hashlib\n",
"from urllib.request import urlretrieve\n",
"from progressbar import ProgressBar\n",
"\n",
"def validate_downloaded_data(path):\n",
" if(os.path.isdir(path) and os.path.exists(path + '//names.csv')) :\n",
@@ -267,7 +265,7 @@
" url_format = 'http://rapidsai-data.s3-website.us-east-2.amazonaws.com/notebook-mortgage-data/{0}.tgz'\n",
" url = url_format.format(fileroot)\n",
" print(\"...Downloading file :{0}\".format(filename))\n",
" urlretrieve(url, filename,show_progress)\n",
" urlretrieve(url, filename)\n",
" pbar.finish()\n",
" print(\"...File :{0} finished downloading\".format(filename))\n",
" else:\n",
@@ -282,9 +280,7 @@
" so_far = 0\n",
" for member_info in members:\n",
" tar.extract(member_info,path=path)\n",
" show_progress(so_far, 1, numFiles)\n",
" so_far += 1\n",
" pbar.finish()\n",
" print(\"...All {0} files have been decompressed\".format(numFiles))\n",
" tar.close()"
]
@@ -324,7 +320,9 @@
"\n",
"# download and uncompress data in a local directory before uploading to data store\n",
"# directory specified in src_dir parameter below should have the acq, perf directories with data and names.csv file\n",
"ds.upload(src_dir=path, target_path=fileroot, overwrite=True, show_progress=True)\n",
"\n",
"# ---->>>> UNCOMMENT THE BELOW LINE TO UPLOAD YOUR DATA IF NOT DONE SO ALREADY <<<<----\n",
"# ds.upload(src_dir=path, target_path=fileroot, overwrite=True, show_progress=True)\n",
"\n",
"# data already uploaded to the datastore\n",
"data_ref = DataReference(data_reference_name='data', datastore=ds, path_on_datastore=fileroot)"
@@ -360,7 +358,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"The following code shows how to use an existing image from [Docker Hub](https://hub.docker.com/r/rapidsai/rapidsai/) that has a prebuilt conda environment named 'rapids' when creating a RunConfiguration. Note that this conda environment does not include azureml-defaults package that is required for using AML functionality like metrics tracking, model management etc. This package is automatically installed when you use 'Specify package dependencies' option and that is why it is the recommended option to create RunConfiguraiton in AML."
"The following code shows how to install RAPIDS using conda. The `rapids.yml` file contains the list of packages necessary to run this tutorial. **NOTE:** Initial build of the image might take up to 20 minutes as the service needs to build and cache the new image; once the image is built the subequent runs use the cached image and the overhead is minimal."
]
},
{
@@ -369,17 +367,13 @@
"metadata": {},
"outputs": [],
"source": [
"run_config = RunConfiguration()\n",
"cd = CondaDependencies(conda_dependencies_file_path='rapids.yml')\n",
"run_config = RunConfiguration(conda_dependencies=cd)\n",
"run_config.framework = 'python'\n",
"run_config.environment.python.user_managed_dependencies = True\n",
"run_config.environment.python.interpreter_path = '/conda/envs/rapids/bin/python'\n",
"run_config.target = gpu_cluster_name\n",
"run_config.environment.docker.enabled = True\n",
"run_config.environment.docker.gpu_support = True\n",
"run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
"# run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
"# run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
"# run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
"run_config.environment.docker.base_image = \"mcr.microsoft.com/azureml/base-gpu:intelmpi2018.3-cuda10.0-cudnn7-ubuntu16.04\"\n",
"run_config.environment.spark.precache_packages = False\n",
"run_config.data_references={'data':data_ref.to_config()}"
]
@@ -388,14 +382,14 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Specify package dependencies"
"#### Using Docker"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The following code shows how to list package dependencies in a conda environment definition file (rapids.yml) when creating a RunConfiguration"
"Alternatively, you can specify RAPIDS Docker image."
]
},
{
@@ -404,16 +398,17 @@
"metadata": {},
"outputs": [],
"source": [
"# cd = CondaDependencies(conda_dependencies_file_path='rapids.yml')\n",
"# run_config = RunConfiguration(conda_dependencies=cd)\n",
"# run_config = RunConfiguration()\n",
"# run_config.framework = 'python'\n",
"# run_config.environment.python.user_managed_dependencies = True\n",
"# run_config.environment.python.interpreter_path = '/conda/envs/rapids/bin/python'\n",
"# run_config.target = gpu_cluster_name\n",
"# run_config.environment.docker.enabled = True\n",
"# run_config.environment.docker.gpu_support = True\n",
"# run_config.environment.docker.base_image = \"<image>\"\n",
"# run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
"# run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
"# run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
"# run_config.environment.docker.base_image = \"rapidsai/rapidsai:cuda9.2-runtime-ubuntu18.04\"\n",
"# # run_config.environment.docker.base_image_registry.address = '<registry_url>' # not required if the base_image is in Docker hub\n",
"# # run_config.environment.docker.base_image_registry.username = '<user_name>' # needed only for private images\n",
"# # run_config.environment.docker.base_image_registry.password = '<password>' # needed only for private images\n",
"# run_config.environment.spark.precache_packages = False\n",
"# run_config.data_references={'data':data_ref.to_config()}"
]
@@ -551,9 +546,9 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
"version": "3.6.8"
}
},
"nbformat": 4,
"nbformat_minor": 2
"nbformat_minor": 4
}

View File

@@ -15,21 +15,6 @@ from glob import glob
import os
import argparse
def initialize_rmm_pool():
from librmm_cffi import librmm_config as rmm_cfg
rmm_cfg.use_pool_allocator = True
#rmm_cfg.initial_pool_size = 2<<30 # set to 2GiB. Default is 1/2 total GPU memory
import cudf
return cudf._gdf.rmm_initialize()
def initialize_rmm_no_pool():
from librmm_cffi import librmm_config as rmm_cfg
rmm_cfg.use_pool_allocator = False
import cudf
return cudf._gdf.rmm_initialize()
def run_dask_task(func, **kwargs):
task = func(**kwargs)
return task
@@ -207,26 +192,26 @@ def gpu_load_names(col_path):
def create_ever_features(gdf, **kwargs):
everdf = gdf[['loan_id', 'current_loan_delinquency_status']]
everdf = everdf.groupby('loan_id', method='hash').max()
everdf = everdf.groupby('loan_id', method='hash').max().reset_index()
del(gdf)
everdf['ever_30'] = (everdf['max_current_loan_delinquency_status'] >= 1).astype('int8')
everdf['ever_90'] = (everdf['max_current_loan_delinquency_status'] >= 3).astype('int8')
everdf['ever_180'] = (everdf['max_current_loan_delinquency_status'] >= 6).astype('int8')
everdf.drop_column('max_current_loan_delinquency_status')
everdf['ever_30'] = (everdf['current_loan_delinquency_status'] >= 1).astype('int8')
everdf['ever_90'] = (everdf['current_loan_delinquency_status'] >= 3).astype('int8')
everdf['ever_180'] = (everdf['current_loan_delinquency_status'] >= 6).astype('int8')
everdf.drop_column('current_loan_delinquency_status')
return everdf
def create_delinq_features(gdf, **kwargs):
delinq_gdf = gdf[['loan_id', 'monthly_reporting_period', 'current_loan_delinquency_status']]
del(gdf)
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
delinq_30['delinquency_30'] = delinq_30['min_monthly_reporting_period']
delinq_30.drop_column('min_monthly_reporting_period')
delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
delinq_90['delinquency_90'] = delinq_90['min_monthly_reporting_period']
delinq_90.drop_column('min_monthly_reporting_period')
delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min()
delinq_180['delinquency_180'] = delinq_180['min_monthly_reporting_period']
delinq_180.drop_column('min_monthly_reporting_period')
delinq_30 = delinq_gdf.query('current_loan_delinquency_status >= 1')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_30['delinquency_30'] = delinq_30['monthly_reporting_period']
delinq_30.drop_column('monthly_reporting_period')
delinq_90 = delinq_gdf.query('current_loan_delinquency_status >= 3')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_90['delinquency_90'] = delinq_90['monthly_reporting_period']
delinq_90.drop_column('monthly_reporting_period')
delinq_180 = delinq_gdf.query('current_loan_delinquency_status >= 6')[['loan_id', 'monthly_reporting_period']].groupby('loan_id', method='hash').min().reset_index()
delinq_180['delinquency_180'] = delinq_180['monthly_reporting_period']
delinq_180.drop_column('monthly_reporting_period')
del(delinq_gdf)
delinq_merge = delinq_30.merge(delinq_90, how='left', on=['loan_id'], type='hash')
delinq_merge['delinquency_90'] = delinq_merge['delinquency_90'].fillna(np.dtype('datetime64[ms]').type('1970-01-01').astype('datetime64[ms]'))
@@ -279,16 +264,15 @@ def create_joined_df(gdf, everdf, **kwargs):
def create_12_mon_features(joined_df, **kwargs):
testdfs = []
n_months = 12
for y in range(1, n_months + 1):
tmpdf = joined_df[['loan_id', 'timestamp_year', 'timestamp_month', 'delinquency_12', 'upb_12']]
tmpdf['josh_months'] = tmpdf['timestamp_year'] * 12 + tmpdf['timestamp_month']
tmpdf['josh_mody_n'] = ((tmpdf['josh_months'].astype('float64') - 24000 - y) / 12).floor()
tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'})
tmpdf['delinquency_12'] = (tmpdf['max_delinquency_12']>3).astype('int32')
tmpdf['delinquency_12'] +=(tmpdf['min_upb_12']==0).astype('int32')
tmpdf.drop_column('max_delinquency_12')
tmpdf['upb_12'] = tmpdf['min_upb_12']
tmpdf.drop_column('min_upb_12')
tmpdf = tmpdf.groupby(['loan_id', 'josh_mody_n'], method='hash').agg({'delinquency_12': 'max','upb_12': 'min'}).reset_index()
tmpdf['delinquency_12'] = (tmpdf['delinquency_12']>3).astype('int32')
tmpdf['delinquency_12'] +=(tmpdf['upb_12']==0).astype('int32')
tmpdf['upb_12'] = tmpdf['upb_12']
tmpdf['timestamp_year'] = (((tmpdf['josh_mody_n'] * n_months) + 24000 + (y - 1)) / 12).floor().astype('int16')
tmpdf['timestamp_month'] = np.int8(y)
tmpdf.drop_column('josh_mody_n')
@@ -329,6 +313,7 @@ def last_mile_cleaning(df, **kwargs):
'delinquency_30', 'delinquency_90', 'delinquency_180', 'upb_12',
'zero_balance_effective_date','foreclosed_after', 'disposition_date','timestamp'
]
for column in drop_list:
df.drop_column(column)
for col, dtype in df.dtypes.iteritems():
@@ -342,7 +327,6 @@ def last_mile_cleaning(df, **kwargs):
return df.to_arrow(preserve_index=False)
def main():
#print('XGBOOST_BUILD_DOC is ' + os.environ['XGBOOST_BUILD_DOC'])
parser = argparse.ArgumentParser("rapidssample")
parser.add_argument("--data_dir", type=str, help="location of data")
parser.add_argument("--num_gpu", type=int, help="Number of GPUs to use", default=1)
@@ -364,7 +348,6 @@ def main():
print('data_dir = {0}'.format(data_dir))
print('num_gpu = {0}'.format(num_gpu))
print('part_count = {0}'.format(part_count))
#part_count = part_count + 1 # adding one because the usage below is not inclusive
print('end_year = {0}'.format(end_year))
print('cpu_predictor = {0}'.format(cpu_predictor))
@@ -380,19 +363,17 @@ def main():
client
print(client.ncores())
# to download data for this notebook, visit https://rapidsai.github.io/demos/datasets/mortgage-data and update the following paths accordingly
# to download data for this notebook, visit https://rapidsai.github.io/demos/datasets/mortgage-data and update the following paths accordingly
acq_data_path = "{0}/acq".format(data_dir) #"/rapids/data/mortgage/acq"
perf_data_path = "{0}/perf".format(data_dir) #"/rapids/data/mortgage/perf"
col_names_path = "{0}/names.csv".format(data_dir) # "/rapids/data/mortgage/names.csv"
start_year = 2000
#end_year = 2000 # end_year is inclusive -- converted to parameter
#part_count = 2 # the number of data files to train against -- converted to parameter
client.run(initialize_rmm_pool)
client
print(client.ncores())
# NOTE: The ETL calculates additional features which are then dropped before creating the XGBoost DMatrix.
# This can be optimized to avoid calculating the dropped features.
print('--->>> Workers used: {0}'.format(client.ncores()))
# NOTE: The ETL calculates additional features which are then dropped before creating the XGBoost DMatrix.
# This can be optimized to avoid calculating the dropped features.
print("Reading ...")
t1 = datetime.datetime.now()
gpu_dfs = []
@@ -414,14 +395,9 @@ def main():
wait(gpu_dfs)
t2 = datetime.datetime.now()
print("Reading time ...")
print(t2-t1)
print('len(gpu_dfs) is {0}'.format(len(gpu_dfs)))
print("Reading time: {0}".format(str(t2-t1)))
print('--->>> Number of data parts: {0}'.format(len(gpu_dfs)))
client.run(cudf._gdf.rmm_finalize)
client.run(initialize_rmm_no_pool)
client
print(client.ncores())
dxgb_gpu_params = {
'nround': 100,
'max_depth': 8,
@@ -438,7 +414,7 @@ def main():
'n_gpus': 1,
'distributed_dask': True,
'loss': 'ls',
'objective': 'gpu:reg:linear',
'objective': 'reg:squarederror',
'max_features': 'auto',
'criterion': 'friedman_mse',
'grow_policy': 'lossguide',
@@ -446,13 +422,13 @@ def main():
}
if cpu_predictor:
print('Training using CPUs')
print('\n---->>>> Training using CPUs <<<<----\n')
dxgb_gpu_params['predictor'] = 'cpu_predictor'
dxgb_gpu_params['tree_method'] = 'hist'
dxgb_gpu_params['objective'] = 'reg:linear'
else:
print('Training using GPUs')
print('\n---->>>> Training using GPUs <<<<----\n')
print('Training parameters are {0}'.format(dxgb_gpu_params))
@@ -482,13 +458,12 @@ def main():
gc.collect()
wait(gpu_dfs)
# TRAIN THE MODEL
labels = None
t1 = datetime.datetime.now()
bst = dxgb_gpu.train(client, dxgb_gpu_params, gpu_dfs, labels, num_boost_round=dxgb_gpu_params['nround'])
t2 = datetime.datetime.now()
print("Training time ...")
print(t2-t1)
print('str(bst) is {0}'.format(str(bst)))
print('\n---->>>> Training time: {0} <<<<----\n'.format(str(t2-t1)))
print('Exiting script')
if __name__ == '__main__':

View File

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

View File

@@ -1,723 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Track Data Drift between Training and Inference Data in Production \n",
"\n",
"With this notebook, you will learn how to enable the DataDrift service to automatically track and determine whether your inference data is drifting from the data your model was initially trained on. The DataDrift service provides metrics and visualizations to help stakeholders identify which specific features cause the concept drift to occur.\n",
"\n",
"Please email driftfeedback@microsoft.com with any issues. A member from the DataDrift team will respond shortly. \n",
"\n",
"The DataDrift Public Preview API can be found [here](https://docs.microsoft.com/en-us/python/api/azureml-contrib-datadrift/?view=azure-ml-py). "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/contrib/datadrift/azureml-datadrift.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Prerequisites and Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Install the DataDrift package\n",
"\n",
"Install the azureml-contrib-datadrift, azureml-opendatasets and lightgbm packages before running this notebook.\n",
"```\n",
"pip install azureml-contrib-datadrift\n",
"pip install lightgbm\n",
"```"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Import Dependencies"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"import os\n",
"import time\n",
"from datetime import datetime, timedelta\n",
"\n",
"import numpy as np\n",
"import pandas as pd\n",
"import requests\n",
"from azureml.contrib.datadrift import DataDriftDetector, AlertConfiguration\n",
"from azureml.opendatasets import NoaaIsdWeather\n",
"from azureml.core import Dataset, Workspace, Run\n",
"from azureml.core.compute import AksCompute, ComputeTarget\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.image import ContainerImage\n",
"from azureml.core.model import Model\n",
"from azureml.core.webservice import Webservice, AksWebservice\n",
"from azureml.widgets import RunDetails\n",
"from sklearn.externals import joblib\n",
"from sklearn.model_selection import train_test_split\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Set up Configuraton and Create Azure ML Workspace\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) first if you haven't already to establish your connection to the AzureML Workspace."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Please type in your initials/alias. The prefix is prepended to the names of resources created by this notebook. \n",
"prefix = \"dd\"\n",
"\n",
"# NOTE: Please do not change the model_name, as it's required by the score.py file\n",
"model_name = \"driftmodel\"\n",
"image_name = \"{}driftimage\".format(prefix)\n",
"service_name = \"{}driftservice\".format(prefix)\n",
"\n",
"# optionally, set email address to receive an email alert for DataDrift\n",
"email_address = \"\""
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"print(ws.name, ws.resource_group, ws.location, ws.subscription_id, sep = '\\n')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Generate Train/Testing Data\n",
"\n",
"For this demo, we will use NOAA weather data from [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/). You may replace this step with your own dataset. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"usaf_list = ['725724', '722149', '723090', '722159', '723910', '720279',\n",
" '725513', '725254', '726430', '720381', '723074', '726682',\n",
" '725486', '727883', '723177', '722075', '723086', '724053',\n",
" '725070', '722073', '726060', '725224', '725260', '724520',\n",
" '720305', '724020', '726510', '725126', '722523', '703333',\n",
" '722249', '722728', '725483', '722972', '724975', '742079',\n",
" '727468', '722193', '725624', '722030', '726380', '720309',\n",
" '722071', '720326', '725415', '724504', '725665', '725424',\n",
" '725066']\n",
"\n",
"columns = ['usaf', 'wban', 'datetime', 'latitude', 'longitude', 'elevation', 'windAngle', 'windSpeed', 'temperature', 'stationName', 'p_k']\n",
"\n",
"\n",
"def enrich_weather_noaa_data(noaa_df):\n",
" hours_in_day = 23\n",
" week_in_year = 52\n",
" \n",
" noaa_df[\"hour\"] = noaa_df[\"datetime\"].dt.hour\n",
" noaa_df[\"weekofyear\"] = noaa_df[\"datetime\"].dt.week\n",
" \n",
" noaa_df[\"sine_weekofyear\"] = noaa_df['datetime'].transform(lambda x: np.sin((2*np.pi*x.dt.week-1)/week_in_year))\n",
" noaa_df[\"cosine_weekofyear\"] = noaa_df['datetime'].transform(lambda x: np.cos((2*np.pi*x.dt.week-1)/week_in_year))\n",
"\n",
" noaa_df[\"sine_hourofday\"] = noaa_df['datetime'].transform(lambda x: np.sin(2*np.pi*x.dt.hour/hours_in_day))\n",
" noaa_df[\"cosine_hourofday\"] = noaa_df['datetime'].transform(lambda x: np.cos(2*np.pi*x.dt.hour/hours_in_day))\n",
" \n",
" return noaa_df\n",
"\n",
"def add_window_col(input_df):\n",
" shift_interval = pd.Timedelta('-7 days') # your X days interval\n",
" df_shifted = input_df.copy()\n",
" df_shifted['datetime'] = df_shifted['datetime'] - shift_interval\n",
" df_shifted.drop(list(input_df.columns.difference(['datetime', 'usaf', 'wban', 'sine_hourofday', 'temperature'])), axis=1, inplace=True)\n",
"\n",
" # merge, keeping only observations where -1 lag is present\n",
" df2 = pd.merge(input_df,\n",
" df_shifted,\n",
" on=['datetime', 'usaf', 'wban', 'sine_hourofday'],\n",
" how='inner', # use 'left' to keep observations without lags\n",
" suffixes=['', '-7'])\n",
" return df2\n",
"\n",
"def get_noaa_data(start_time, end_time, cols, station_list):\n",
" isd = NoaaIsdWeather(start_time, end_time, cols=cols)\n",
" # Read into Pandas data frame.\n",
" noaa_df = isd.to_pandas_dataframe()\n",
" noaa_df = noaa_df.rename(columns={\"stationName\": \"station_name\"})\n",
" \n",
" df_filtered = noaa_df[noaa_df[\"usaf\"].isin(station_list)]\n",
" df_filtered.reset_index(drop=True)\n",
" \n",
" # Enrich with time features\n",
" df_enriched = enrich_weather_noaa_data(df_filtered)\n",
" \n",
" return df_enriched\n",
"\n",
"def get_featurized_noaa_df(start_time, end_time, cols, station_list):\n",
" df_1 = get_noaa_data(start_time - timedelta(days=7), start_time - timedelta(seconds=1), cols, station_list)\n",
" df_2 = get_noaa_data(start_time, end_time, cols, station_list)\n",
" noaa_df = pd.concat([df_1, df_2])\n",
" \n",
" print(\"Adding window feature\")\n",
" df_window = add_window_col(noaa_df)\n",
" \n",
" cat_columns = df_window.dtypes == object\n",
" cat_columns = cat_columns[cat_columns == True]\n",
" \n",
" print(\"Encoding categorical columns\")\n",
" df_encoded = pd.get_dummies(df_window, columns=cat_columns.keys().tolist())\n",
" \n",
" print(\"Dropping unnecessary columns\")\n",
" df_featurized = df_encoded.drop(['windAngle', 'windSpeed', 'datetime', 'elevation'], axis=1).dropna().drop_duplicates()\n",
" \n",
" return df_featurized"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Train model on Jan 1 - 14, 2009 data\n",
"df = get_featurized_noaa_df(datetime(2009, 1, 1), datetime(2009, 1, 14, 23, 59, 59), columns, usaf_list)\n",
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"label = \"temperature\"\n",
"x_df = df.drop(label, axis=1)\n",
"y_df = df[[label]]\n",
"x_train, x_test, y_train, y_test = train_test_split(df, y_df, test_size=0.2, random_state=223)\n",
"print(x_train.shape, x_test.shape, y_train.shape, y_test.shape)\n",
"\n",
"training_dir = 'outputs/training'\n",
"training_file = \"training.csv\"\n",
"\n",
"# Generate training dataframe to register as Training Dataset\n",
"os.makedirs(training_dir, exist_ok=True)\n",
"training_df = pd.merge(x_train.drop(label, axis=1), y_train, left_index=True, right_index=True)\n",
"training_df.to_csv(training_dir + \"/\" + training_file)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create/Register Training Dataset"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset_name = \"dataset\"\n",
"name_suffix = datetime.utcnow().strftime(\"%Y-%m-%d-%H-%M-%S\")\n",
"snapshot_name = \"snapshot-{}\".format(name_suffix)\n",
"\n",
"dstore = ws.get_default_datastore()\n",
"dstore.upload(training_dir, \"data/training\", show_progress=True)\n",
"dpath = dstore.path(\"data/training/training.csv\")\n",
"trainingDataset = Dataset.auto_read_files(dpath, include_path=True)\n",
"trainingDataset = trainingDataset.register(workspace=ws, name=dataset_name, description=\"dset\", exist_ok=True)\n",
"\n",
"datasets = [(Dataset.Scenario.TRAINING, trainingDataset)]\n",
"print(\"dataset registration done.\\n\")\n",
"datasets"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train and Save Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import lightgbm as lgb\n",
"\n",
"train = lgb.Dataset(data=x_train, \n",
" label=y_train)\n",
"\n",
"test = lgb.Dataset(data=x_test, \n",
" label=y_test,\n",
" reference=train)\n",
"\n",
"params = {'learning_rate' : 0.1,\n",
" 'boosting' : 'gbdt',\n",
" 'metric' : 'rmse',\n",
" 'feature_fraction' : 1,\n",
" 'bagging_fraction' : 1,\n",
" 'max_depth': 6,\n",
" 'num_leaves' : 31,\n",
" 'objective' : 'regression',\n",
" 'bagging_freq' : 1,\n",
" \"verbose\": -1,\n",
" 'min_data_per_leaf': 100}\n",
"\n",
"model = lgb.train(params, \n",
" num_boost_round=500,\n",
" train_set=train,\n",
" valid_sets=[train, test],\n",
" verbose_eval=50,\n",
" early_stopping_rounds=25)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_file = 'outputs/{}.pkl'.format(model_name)\n",
"\n",
"os.makedirs('outputs', exist_ok=True)\n",
"joblib.dump(model, model_file)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register Model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model = Model.register(model_path=model_file,\n",
" model_name=model_name,\n",
" workspace=ws,\n",
" datasets=datasets)\n",
"\n",
"print(model_name, image_name, service_name, model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Deploy Model To AKS"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Prepare Environment"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn', 'joblib', 'lightgbm', 'pandas'],\n",
" pip_packages=['azureml-monitoring', 'azureml-sdk[automl]'])\n",
"\n",
"with open(\"myenv.yml\",\"w\") as f:\n",
" f.write(myenv.serialize_to_string())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create Image"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Image creation may take up to 15 minutes.\n",
"\n",
"image_name = image_name + str(model.version)\n",
"\n",
"if not image_name in ws.images:\n",
" # Use the score.py defined in this directory as the execution script\n",
" # NOTE: The Model Data Collector must be enabled in the execution script for DataDrift to run correctly\n",
" image_config = ContainerImage.image_configuration(execution_script=\"score.py\",\n",
" runtime=\"python\",\n",
" conda_file=\"myenv.yml\",\n",
" description=\"Image with weather dataset model\")\n",
" image = ContainerImage.create(name=image_name,\n",
" models=[model],\n",
" image_config=image_config,\n",
" workspace=ws)\n",
"\n",
" image.wait_for_creation(show_output=True)\n",
"else:\n",
" image = ws.images[image_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create Compute Target"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_name = 'dd-demo-e2e'\n",
"prov_config = AksCompute.provisioning_configuration()\n",
"\n",
"if not aks_name in ws.compute_targets:\n",
" aks_target = ComputeTarget.create(workspace=ws,\n",
" name=aks_name,\n",
" provisioning_configuration=prov_config)\n",
"\n",
" aks_target.wait_for_completion(show_output=True)\n",
" print(aks_target.provisioning_state)\n",
" print(aks_target.provisioning_errors)\n",
"else:\n",
" aks_target=ws.compute_targets[aks_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy Service"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service_name = service_name\n",
"\n",
"if not aks_service_name in ws.webservices:\n",
" aks_config = AksWebservice.deploy_configuration(collect_model_data=True, enable_app_insights=True)\n",
" aks_service = Webservice.deploy_from_image(workspace=ws,\n",
" name=aks_service_name,\n",
" image=image,\n",
" deployment_config=aks_config,\n",
" deployment_target=aks_target)\n",
" aks_service.wait_for_deployment(show_output=True)\n",
" print(aks_service.state)\n",
"else:\n",
" aks_service = ws.webservices[aks_service_name]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Run DataDrift Analysis"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Send Scoring Data to Service"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download Scoring Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Score Model on March 15, 2016 data\n",
"scoring_df = get_noaa_data(datetime(2016, 3, 15) - timedelta(days=7), datetime(2016, 3, 16), columns, usaf_list)\n",
"# Add the window feature column\n",
"scoring_df = add_window_col(scoring_df)\n",
"\n",
"# Drop features not used by the model\n",
"print(\"Dropping unnecessary columns\")\n",
"scoring_df = scoring_df.drop(['windAngle', 'windSpeed', 'datetime', 'elevation'], axis=1).dropna()\n",
"scoring_df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# One Hot Encode the scoring dataset to match the training dataset schema\n",
"columns_dict = model.datasets[\"training\"][0].get_profile().columns\n",
"extra_cols = ('Path', 'Column1')\n",
"for k in extra_cols:\n",
" columns_dict.pop(k, None)\n",
"training_columns = list(columns_dict.keys())\n",
"\n",
"categorical_columns = scoring_df.dtypes == object\n",
"categorical_columns = categorical_columns[categorical_columns == True]\n",
"\n",
"test_df = pd.get_dummies(scoring_df[categorical_columns.keys().tolist()])\n",
"encoded_df = scoring_df.join(test_df)\n",
"\n",
"# Populate missing OHE columns with 0 values to match traning dataset schema\n",
"difference = list(set(training_columns) - set(encoded_df.columns.tolist()))\n",
"for col in difference:\n",
" encoded_df[col] = 0\n",
"encoded_df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Serialize dataframe to list of row dictionaries\n",
"encoded_dict = encoded_df.to_dict('records')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Scoring Data to Service"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%time\n",
"\n",
"# retreive the API keys. AML generates two keys.\n",
"key1, key2 = aks_service.get_keys()\n",
"\n",
"total_count = len(scoring_df)\n",
"i = 0\n",
"load = []\n",
"for row in encoded_dict:\n",
" load.append(row)\n",
" i = i + 1\n",
" if i % 100 == 0:\n",
" payload = json.dumps({\"data\": load})\n",
" \n",
" # construct raw HTTP request and send to the service\n",
" payload_binary = bytes(payload,encoding = 'utf8')\n",
" headers = {'Content-Type':'application/json', 'Authorization': 'Bearer ' + key1}\n",
" resp = requests.post(aks_service.scoring_uri, payload_binary, headers=headers)\n",
" \n",
" print(\"prediction:\", resp.content, \"Progress: {}/{}\".format(i, total_count)) \n",
"\n",
" load = []\n",
" time.sleep(3)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We need to wait up to 10 minutes for the Model Data Collector to dump the model input and inference data to storage in the Workspace, where it's used by the DataDriftDetector job."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"time.sleep(600)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Configure DataDrift"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"services = [service_name]\n",
"start = datetime.now() - timedelta(days=2)\n",
"end = datetime(year=2020, month=1, day=22, hour=15, minute=16)\n",
"feature_list = ['usaf', 'wban', 'latitude', 'longitude', 'station_name', 'p_k', 'sine_hourofday', 'cosine_hourofday', 'temperature-7']\n",
"alert_config = AlertConfiguration([email_address]) if email_address else None\n",
"\n",
"# there will be an exception indicating using get() method if DataDrift object already exist\n",
"try:\n",
" datadrift = DataDriftDetector.create(ws, model.name, model.version, services, frequency=\"Day\", alert_config=alert_config)\n",
"except KeyError:\n",
" datadrift = DataDriftDetector.get(ws, model.name, model.version)\n",
" \n",
"print(\"Details of DataDrift Object:\\n{}\".format(datadrift))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Run an Adhoc DataDriftDetector Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"target_date = datetime.today()\n",
"run = datadrift.run(target_date, services, feature_list=feature_list, create_compute_target=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"exp = Experiment(ws, datadrift._id)\n",
"dd_run = Run(experiment=exp, run_id=run)\n",
"RunDetails(dd_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Get Drift Analysis Results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(dd_run.get_children())\n",
"for child in children:\n",
" child.wait_for_completion()\n",
"\n",
"drift_metrics = datadrift.get_output(start_time=start, end_time=end)\n",
"drift_metrics"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Show all drift figures, one per serivice.\n",
"# If setting with_details is False (by default), only drift will be shown; if it's True, all details will be shown.\n",
"\n",
"drift_figures = datadrift.show(with_details=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Enable DataDrift Schedule"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"datadrift.enable_schedule()"
]
}
],
"metadata": {
"authors": [
{
"name": "rafarmah"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,8 +0,0 @@
name: azure-ml-datadrift
dependencies:
- pip:
- azureml-sdk
- azureml-contrib-datadrift
- azureml-opendatasets
- lightgbm
- azureml-widgets

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

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

View File

@@ -1,8 +1,8 @@
# Table of Contents
1. [Automated ML Introduction](#introduction)
1. [Setup using Azure Notebooks](#jupyter)
1. [Setup using Azure Databricks](#databricks)
1. [Setup using Compute Instances](#jupyter)
1. [Setup using a Local Conda environment](#localconda)
1. [Setup using Azure Databricks](#databricks)
1. [Automated ML SDK Sample Notebooks](#samples)
1. [Documentation](#documentation)
1. [Running using python command](#pythoncommand)
@@ -21,22 +21,14 @@ Below are the three execution environments supported by automated ML.
<a name="jupyter"></a>
## Setup using Azure Notebooks - Jupyter based notebooks in the Azure cloud
## Setup using Compute Instances - Jupyter based notebooks from a Azure Virtual Machine
1. [![Azure Notebooks](https://notebooks.azure.com/launch.png)](https://aka.ms/aml-clone-azure-notebooks)
[Import sample notebooks ](https://aka.ms/aml-clone-azure-notebooks) into Azure Notebooks.
1. Follow the instructions in the [configuration](../../configuration.ipynb) notebook to create and connect to a workspace.
1. Open one of the sample notebooks.
<a name="databricks"></a>
## Setup using Azure Databricks
**NOTE**: Please create your Azure Databricks cluster as v4.x (high concurrency preferred) with **Python 3** (dropdown).
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
- Please remove the previous SDK version if there is any and install the latest SDK by installing **azureml-sdk[automl_databricks]** as a PyPi library in Azure Databricks workspace.
- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks).
- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks) and import into the Azure databricks workspace.
- Attach the notebook to the cluster.
1. Open the [ML Azure portal](https://ml.azure.com)
1. Select Compute
1. Select Compute Instances
1. Click New
1. Type a Compute Name, select a Virtual Machine type and select a Virtual Machine size
1. Click Create
<a name="localconda"></a>
## Setup using a Local Conda environment
@@ -102,111 +94,99 @@ source activate azure_automl
jupyter notebook
```
<a name="databricks"></a>
## Setup using Azure Databricks
**NOTE**: Please create your Azure Databricks cluster as v7.1 (high concurrency preferred) with **Python 3** (dropdown).
**NOTE**: You should at least have contributor access to your Azure subcription to run the notebook.
- You can find the detail Readme instructions at [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl).
- Download the sample notebook automl-databricks-local-01.ipynb from [GitHub](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/azure-databricks/automl) and import into the Azure databricks workspace.
- Attach the notebook to the cluster.
<a name="samples"></a>
# Automated ML SDK Sample Notebooks
- [auto-ml-classification.ipynb](classification/auto-ml-classification.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification
- Uses local compute for training
## Classification
- **Classify Credit Card Fraud**
- Dataset: [Kaggle's credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
- **[Jupyter Notebook (remote run)](classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.ipynb)**
- run the experiment remotely on AML Compute cluster
- test the performance of the best model in the local environment
- **[Jupyter Notebook (local run)](local-run-classification-credit-card-fraud/auto-ml-classification-credit-card-fraud-local.ipynb)**
- run experiment in the local environment
- use Mimic Explainer for computing feature importance
- deploy the best model along with the explainer to an Azure Kubernetes (AKS) cluster, which will compute the raw and engineered feature importances at inference time
- **Predict Term Deposit Subscriptions in a Bank**
- Dataset: [UCI's bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
- **[Jupyter Notebook](classification-bank-marketing-all-features/auto-ml-classification-bank-marketing-all-features.ipynb)**
- run experiment remotely on AML Compute cluster to generate ONNX compatible models
- view the featurization steps that were applied during training
- view feature importance for the best model
- download the best model in ONNX format and use it for inferencing using ONNXRuntime
- deploy the best model in PKL format to Azure Container Instance (ACI)
- **Predict Newsgroup based on Text from News Article**
- Dataset: [20 newsgroups text dataset](https://scikit-learn.org/0.19/datasets/twenty_newsgroups.html)
- **[Jupyter Notebook](classification-text-dnn/auto-ml-classification-text-dnn.ipynb)**
- AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data
- AutoML will use Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used
- Bidirectional Long-Short Term neural network (BiLSTM) will be utilized when a CPU compute is used, thereby optimizing the choice of DNN
- [auto-ml-regression.ipynb](regression/auto-ml-regression.ipynb)
- Dataset: scikit learn's [diabetes dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_diabetes.html)
- Simple example of using automated ML for regression
- Uses local compute for training
## Regression
- **Predict Performance of Hardware Parts**
- Dataset: Hardware Performance Dataset
- **[Jupyter Notebook](regression/auto-ml-regression.ipynb)**
- run the experiment remotely on AML Compute cluster
- get best trained model for a different metric than the one the experiment was optimized for
- test the performance of the best model in the local environment
- **[Jupyter Notebook (advanced)](regression/auto-ml-regression.ipynb)**
- run the experiment remotely on AML Compute cluster
- customize featurization: override column purpose within the dataset, configure transformer parameters
- get best trained model for a different metric than the one the experiment was optimized for
- run a model explanation experiment on the remote cluster
- deploy the model along the explainer and run online inferencing
- [auto-ml-remote-amlcompute.ipynb](remote-amlcompute/auto-ml-remote-amlcompute.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Example of using automated ML for classification using remote AmlCompute for training
- Parallel execution of iterations
- Async tracking of progress
- Cancelling individual iterations or entire run
- Retrieving models for any iteration or logged metric
- Specify automated ML settings as kwargs
- [auto-ml-missing-data-blacklist-early-termination.ipynb](missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Blacklist certain pipelines
- Specify a target metrics to indicate stopping criteria
- Handling Missing Data in the input
- [auto-ml-sparse-data-train-test-split.ipynb](sparse-data-train-test-split/auto-ml-sparse-data-train-test-split.ipynb)
- Dataset: Scikit learn's [20newsgroup](http://scikit-learn.org/stable/datasets/twenty_newsgroups.html)
- Handle sparse datasets
- Specify custom train and validation set
- [auto-ml-exploring-previous-runs.ipynb](exploring-previous-runs/auto-ml-exploring-previous-runs.ipynb)
- List all projects for the workspace
- List all automated ML Runs for a given project
- Get details for a automated ML Run. (automated ML settings, run widget & all metrics)
- Download fitted pipeline for any iteration
- [auto-ml-classification-with-deployment.ipynb](classification-with-deployment/auto-ml-classification-with-deployment.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification
- Registering the model
- Creating Image and creating aci service
- Testing the aci service
- [auto-ml-sample-weight.ipynb](sample-weight/auto-ml-sample-weight.ipynb)
- How to specifying sample_weight
- The difference that it makes to test results
- [auto-ml-subsampling-local.ipynb](subsampling/auto-ml-subsampling-local.ipynb)
- How to enable subsampling
- [auto-ml-dataset.ipynb](dataprep/auto-ml-dataset.ipynb)
- Using Dataset for reading data
- [auto-ml-dataset-remote-execution.ipynb](dataprep-remote-execution/auto-ml-dataset-remote-execution.ipynb)
- Using Dataset for reading data with remote execution
- [auto-ml-classification-with-whitelisting.ipynb](classification-with-whitelisting/auto-ml-classification-with-whitelisting.ipynb)
- Dataset: scikit learn's [digit dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html#sklearn.datasets.load_digits)
- Simple example of using automated ML for classification with whitelisting tensorflow models.
- Uses local compute for training
- [auto-ml-forecasting-energy-demand.ipynb](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)
- Dataset: [NYC energy demand data](forecasting-a/nyc_energy.csv)
- Example of using automated ML for training a forecasting model
- [auto-ml-forecasting-orange-juice-sales.ipynb](forecasting-orange-juice-sales/auto-ml-forecasting-orange-juice-sales.ipynb)
- Dataset: [Dominick's grocery sales of orange juice](forecasting-b/dominicks_OJ.csv)
- Example of training an automated ML forecasting model on multiple time-series
- [auto-ml-classification-with-onnx.ipynb](classification-with-onnx/auto-ml-classification-with-onnx.ipynb)
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
- Simple example of using automated ML for classification with ONNX models
- Uses local compute for training
- [auto-ml-remote-amlcompute-with-onnx.ipynb](remote-amlcompute-with-onnx/auto-ml-remote-amlcompute-with-onnx.ipynb)
- Dataset: scikit learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html)
- Example of using automated ML for classification using remote AmlCompute for training
- Train the models with ONNX compatible config on
- Parallel execution of iterations
- Async tracking of progress
- Cancelling individual iterations or entire run
- Retrieving the ONNX models and do the inference with them
- [auto-ml-bank-marketing-subscribers-with-deployment.ipynb](bank-marketing-subscribers-with-deployment/auto-ml-bank-marketing-with-deployment.ipynb)
- Dataset: UCI's [bank marketing dataset](https://www.kaggle.com/janiobachmann/bank-marketing-dataset)
- Simple example of using automated ML for classification to predict term deposit subscriptions for a bank
- Uses azure compute for training
- [auto-ml-creditcard-with-deployment.ipynb](credit-card-fraud-detection-with-deployment/auto-ml-creditcard-with-deployment.ipynb)
- Dataset: Kaggle's [credit card fraud detection dataset](https://www.kaggle.com/mlg-ulb/creditcardfraud)
- Simple example of using automated ML for classification to fraudulent credit card transactions
- Uses azure compute for training
- [auto-ml-hardware-performance-with-deployment.ipynb](hardware-performance-prediction-with-deployment/auto-ml-hardware-performance-with-deployment.ipynb)
- Dataset: UCI's [computer hardware dataset](https://archive.ics.uci.edu/ml/datasets/Computer+Hardware)
- Simple example of using automated ML for regression to predict the performance of certain combinations of hardware components
- Uses azure compute for training
- [auto-ml-concrete-strength-with-deployment.ipynb](predicting-concrete-strength-with-deployment/auto-ml-concrete-strength-with-deployment.ipynb)
- Dataset: UCI's [concrete compressive strength dataset](https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set)
- Simple example of using automated ML for regression to predict the strength predict the compressive strength of concrete based off of different ingredient combinations and quantities of those ingredients
- Uses azure compute for training
## Time Series Forecasting
- **Forecast Energy Demand**
- Dataset: [NYC energy demand data](http://mis.nyiso.com/public/P-58Blist.htm)
- **[Jupyter Notebook](forecasting-energy-demand/auto-ml-forecasting-energy-demand.ipynb)**
- run experiment remotely on AML Compute cluster
- use lags and rolling window features
- view the featurization steps that were applied during training
- get the best model, use it to forecast on test data and compare the accuracy of predictions against real data
- **Forecast Orange Juice Sales (Multi-Series)**
- Dataset: [Dominick's grocery sales of orange juice](forecasting-orange-juice-sales/dominicks_OJ.csv)
- **[Jupyter Notebook](forecasting-orange-juice-sales/dominicks_OJ.csv)**
- run experiment remotely on AML Compute cluster
- customize time-series featurization, change column purpose and override transformer hyper parameters
- evaluate locally the performance of the generated best model
- deploy the best model as a webservice on Azure Container Instance (ACI)
- get online predictions from the deployed model
- **Forecast Demand of a Bike-Sharing Service**
- Dataset: [Bike demand data](forecasting-bike-share/bike-no.csv)
- **[Jupyter Notebook](forecasting-bike-share/auto-ml-forecasting-bike-share.ipynb)**
- run experiment remotely on AML Compute cluster
- integrate holiday features
- run rolling forecast for test set that is longer than the forecast horizon
- compute metrics on the predictions from the remote forecast
- **The Forecast Function Interface**
- Dataset: Generated for sample purposes
- **[Jupyter Notebook](forecasting-forecast-function/auto-ml-forecasting-function.ipynb)**
- train a forecaster using a remote AML Compute cluster
- capabilities of forecast function (e.g. forecast farther into the horizon)
- generate confidence intervals
- **Forecast Beverage Production**
- Dataset: [Monthly beer production data](forecasting-beer-remote/Beer_no_valid_split_train.csv)
- **[Jupyter Notebook](forecasting-beer-remote/auto-ml-forecasting-beer-remote.ipynb)**
- train using a remote AML Compute cluster
- enable the DNN learning model
- forecast on a remote compute cluster and compare different model performance
- **Continuous Retraining with NOAA Weather Data**
- Dataset: [NOAA weather data from Azure Open Datasets](https://azure.microsoft.com/en-us/services/open-datasets/)
- **[Jupyter Notebook](continuous-retraining/auto-ml-continuous-retraining.ipynb)**
- continuously retrain a model using Pipelines and AutoML
- create a Pipeline to upload a time series dataset to an Azure blob
- create a Pipeline to run an AutoML experiment and register the best resulting model in the Workspace
- publish the training pipeline created and schedule it to run daily
<a name="documentation"></a>
See [Configure automated machine learning experiments](https://docs.microsoft.com/azure/machine-learning/service/how-to-configure-auto-train) to learn how more about the the settings and features available for automated machine learning experiments.
@@ -227,7 +207,7 @@ The main code of the file must be indented so that it is under this condition.
## automl_setup fails
1. On Windows, make sure that you are running automl_setup from an Anconda Prompt window rather than a regular cmd window. You can launch the "Anaconda Prompt" window by hitting the Start button and typing "Anaconda Prompt". If you don't see the application "Anaconda Prompt", you might not have conda or mini conda installed. In that case, you can install it [here](https://conda.io/miniconda.html)
2. Check that you have conda 64-bit installed rather than 32-bit. You can check this with the command `conda info`. The `platform` should be `win-64` for Windows or `osx-64` for Mac.
3. Check that you have conda 4.4.10 or later. You can check the version with the command `conda -V`. If you have a previous version installed, you can update it using the command: `conda update conda`.
3. Check that you have conda 4.7.8 or later. You can check the version with the command `conda -V`. If you have a previous version installed, you can update it using the command: `conda update conda`.
4. On Linux, if the error is `gcc: error trying to exec 'cc1plus': execvp: No such file or directory`, install build essentials using the command `sudo apt-get install build-essential`.
5. Pass a new name as the first parameter to automl_setup so that it creates a new conda environment. You can view existing conda environments using `conda env list` and remove them with `conda env remove -n <environmentname>`.
@@ -245,6 +225,17 @@ If automl_setup_linux.sh fails on Ubuntu Linux with the error: `unable to execut
4) Check that the region is one of the supported regions: `eastus2`, `eastus`, `westcentralus`, `southeastasia`, `westeurope`, `australiaeast`, `westus2`, `southcentralus`
5) Check that you have access to the region using the Azure Portal.
## import AutoMLConfig fails after upgrade from before 1.0.76 to 1.0.76 or later
There were package changes in automated machine learning version 1.0.76, which require the previous version to be uninstalled before upgrading to the new version.
If you have manually upgraded from a version of automated machine learning before 1.0.76 to 1.0.76 or later, you may get the error:
`ImportError: cannot import name 'AutoMLConfig'`
This can be resolved by running:
`pip uninstall azureml-train-automl` and then
`pip install azureml-train-automl`
The automl_setup.cmd script does this automatically.
## workspace.from_config fails
If the call `ws = Workspace.from_config()` fails:
1) Make sure that you have run the `configuration.ipynb` notebook successfully.
@@ -267,6 +258,15 @@ You may check the version of tensorflow and uninstall as follows
2) enter `pip freeze` and look for `tensorflow` , if found, the version listed should be < 1.13
3) If the listed version is a not a supported version, `pip uninstall tensorflow` in the command shell and enter y for confirmation.
## KeyError: 'brand' when running AutoML on local compute or Azure Databricks cluster**
If a new environment was created after 10 June 2020 using SDK 1.7.0 or lower, training may fail with the above error due to an update in the py-cpuinfo package. (Environments created on or before 10 June 2020 are unaffected, as well as experiments run on remote compute as cached training images are used.) To work around this issue, either of the two following steps can be taken:
1) Update the SDK version to 1.8.0 or higher (this will also downgrade py-cpuinfo to 5.0.0):
`pip install --upgrade azureml-sdk[automl]`
2) Downgrade the installed version of py-cpuinfo to 5.0.0:
`pip install py-cpuinfo==5.0.0`
## Remote run: DsvmCompute.create fails
There are several reasons why the DsvmCompute.create can fail. The reason is usually in the error message but you have to look at the end of the error message for the detailed reason. Some common reasons are:
1) `Compute name is invalid, it should start with a letter, be between 2 and 16 character, and only include letters (a-zA-Z), numbers (0-9) and \'-\'.` Note that underscore is not allowed in the name.

View File

@@ -2,24 +2,27 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip
- python>=3.5.2,<3.6.8
- pip==20.2.4
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy>=1.11.0,<=1.16.2
- numpy==1.18.5
- cython
- urllib3<1.24
- scipy>=1.0.0,<=1.1.0
- scikit-learn>=0.19.0,<=0.20.3
- pandas>=0.22.0,<=0.23.4
- py-xgboost<=0.80
- pyarrow>=0.11.0
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-defaults
- azureml-train-automl
- azureml-widgets
- azureml-explain-model
- pandas_ml
- azureml-widgets~=1.20.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.20.0/validated_win32_requirements.txt [--no-deps]

View File

@@ -0,0 +1,29 @@
name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip==20.2.4
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy==1.18.5
- cython
- urllib3<1.24
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=10.1.243
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-widgets~=1.20.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.20.0/validated_linux_requirements.txt [--no-deps]

View File

@@ -2,25 +2,28 @@ name: azure_automl
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip
- pip==20.2.4
- nomkl
- python>=3.5.2,<3.6.8
- python>=3.5.2,<3.8
- nb_conda
- boto3==1.15.18
- matplotlib==2.1.0
- numpy>=1.11.0,<=1.16.2
- numpy==1.18.5
- cython
- urllib3<1.24
- scipy>=1.0.0,<=1.1.0
- scikit-learn>=0.19.0,<=0.20.3
- pandas>=0.22.0,<0.23.0
- py-xgboost<=0.80
- pyarrow>=0.11.0
- scipy>=1.4.1,<=1.5.2
- scikit-learn==0.22.1
- pandas==0.25.1
- py-xgboost<=0.90
- conda-forge::fbprophet==0.5
- holidays==0.9.11
- pytorch::pytorch=1.4.0
- cudatoolkit=9.0
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-defaults
- azureml-train-automl
- azureml-widgets
- azureml-explain-model
- pandas_ml
- azureml-widgets~=1.20.0
- pytorch-transformers==1.0.0
- spacy==2.1.8
- https://aka.ms/automl-resources/packages/en_core_web_sm-2.1.0.tar.gz
- -r https://automlcesdkdataresources.blob.core.windows.net/validated-requirements/1.20.0/validated_darwin_requirements.txt [--no-deps]

View File

@@ -6,16 +6,28 @@ set PIP_NO_WARN_SCRIPT_LOCATION=0
IF "%conda_env_name%"=="" SET conda_env_name="azure_automl"
IF "%automl_env_file%"=="" SET automl_env_file="automl_env.yml"
SET check_conda_version_script="check_conda_version.py"
IF NOT EXIST %automl_env_file% GOTO YmlMissing
IF "%CONDA_EXE%"=="" GOTO CondaMissing
IF NOT EXIST %check_conda_version_script% GOTO VersionCheckMissing
python "%check_conda_version_script%"
IF errorlevel 1 GOTO ErrorExit:
SET replace_version_script="replace_latest_version.ps1"
IF EXIST %replace_version_script% (
powershell -file %replace_version_script% %automl_env_file%
)
call conda activate %conda_env_name% 2>nul:
if not errorlevel 1 (
echo Upgrading azureml-sdk[automl,notebooks,explain] in existing conda environment %conda_env_name%
call pip install --upgrade azureml-sdk[automl,notebooks,explain]
echo Upgrading existing conda environment %conda_env_name%
call pip uninstall azureml-train-automl -y -q
call conda env update --name %conda_env_name% --file %automl_env_file%
if errorlevel 1 goto ErrorExit
) else (
call conda env create -f %automl_env_file% -n %conda_env_name%
@@ -53,6 +65,10 @@ echo If you are running an older version of Miniconda or Anaconda,
echo you can upgrade using the command: conda update conda
goto End
:VersionCheckMissing
echo File %check_conda_version_script% not found.
goto End
:YmlMissing
echo File %automl_env_file% not found.

View File

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

View File

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

View File

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

View File

@@ -0,0 +1,948 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-bank-marketing-all-features/auto-ml-classification-bank-marketing.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Deployment using a Bank Marketing Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Deploy](#Deploy)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the UCI Bank Marketing dataset to showcase how you can use AutoML for a classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if the client will subscribe to a term deposit with the bank.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute with ONNX compatible config on.\n",
"4. Explore the results, featurization transparency options and save the ONNX model\n",
"5. Inference with the ONNX model.\n",
"6. Register the model.\n",
"7. Create a container image.\n",
"8. Create an Azure Container Instance (ACI) service.\n",
"9. Test the ACI service.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- **Blocking** certain pipelines\n",
"- Specifying **target metrics** to indicate stopping criteria\n",
"- Handling **missing data** in the input"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.automl.core.featurization import FeaturizationConfig\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.interpret import ExplanationClient"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Accessing the Azure ML workspace requires authentication with Azure.\n",
"\n",
"The default authentication is interactive authentication using the default tenant. Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
"\n",
"If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"\n",
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-bmarketing-all'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"cpu-cluster-4\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Leverage azure compute to load the bank marketing dataset as a Tabular Dataset into the dataset variable. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Training Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = pd.read_csv(\"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\")\n",
"data.head()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Add missing values in 75% of the lines.\n",
"import numpy as np\n",
"\n",
"missing_rate = 0.75\n",
"n_missing_samples = int(np.floor(data.shape[0] * missing_rate))\n",
"missing_samples = np.hstack((np.zeros(data.shape[0] - n_missing_samples, dtype=np.bool), np.ones(n_missing_samples, dtype=np.bool)))\n",
"rng = np.random.RandomState(0)\n",
"rng.shuffle(missing_samples)\n",
"missing_features = rng.randint(0, data.shape[1], n_missing_samples)\n",
"data.values[np.where(missing_samples)[0], missing_features] = np.nan"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"# Save the train data to a csv to be uploaded to the datastore\n",
"pd.DataFrame(data).to_csv(\"data/train_data.csv\", index=False)\n",
"\n",
"ds = ws.get_default_datastore()\n",
"ds.upload(src_dir='./data', target_path='bankmarketing', overwrite=True, show_progress=True)\n",
"\n",
" \n",
"\n",
"# Upload the training data as a tabular dataset for access during training on remote compute\n",
"train_data = Dataset.Tabular.from_delimited_files(path=ds.path('bankmarketing/train_data.csv'))\n",
"label = \"y\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Validation Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"validation_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
"validation_dataset = Dataset.Tabular.from_delimited_files(validation_data)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_test.csv\"\n",
"test_dataset = Dataset.Tabular.from_delimited_files(test_data)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression or forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**blocked_models** | *List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run. <br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><br>Allowed values for **Forecasting**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i><br><i>Arima</i><br><i>Prophet</i>|\n",
"|**allowed_models** | *List* of *strings* indicating machine learning algorithms for AutoML to use in this run. Same values listed above for **blocked_models** allowed for **allowed_models**.|\n",
"|**experiment_exit_score**| Value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
"|**experiment_timeout_hours**| Maximum amount of time in hours that all iterations combined can take before the experiment terminates.|\n",
"|**enable_early_stopping**| Flag to enble early termination if the score is not improving in the short term.|\n",
"|**featurization**| 'auto' / 'off' Indicator for whether featurization step should be done automatically or not. Note: If the input data is sparse, featurization cannot be turned on.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"experiment_timeout_hours\" : 0.3,\n",
" \"enable_early_stopping\" : True,\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" #\"n_cross_validations\": 2,\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"featurization\": 'auto',\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target=compute_target,\n",
" experiment_exit_score = 0.9984,\n",
" blocked_models = ['KNN','LinearSVM'],\n",
" enable_onnx_compatible_models=True,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" validation_data = validation_dataset,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the following cell to access previous runs. Uncomment the cell below and update the run_id."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment=experiment, run_id='<run_ID_goes_here')\n",
"#remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait for the remote run to complete\n",
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run_customized, fitted_model_customized = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Transparency\n",
"\n",
"View updated featurization summary"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer = fitted_model_customized.named_steps['datatransformer']\n",
"df = custom_featurizer.get_featurization_summary()\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Set `is_user_friendly=False` to get a more detailed summary for the transforms being applied."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = custom_featurizer.get_featurization_summary(is_user_friendly=False)\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = custom_featurizer.get_stats_feature_type_summary()\n",
"pd.DataFrame(data=df)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model's explanation\n",
"Retrieve the explanation from the best_run which includes explanations for engineered features and raw features. Make sure that the run for generating explanations for the best model is completed."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Wait for the best model explanation run to complete\n",
"from azureml.core.run import Run\n",
"model_explainability_run_id = remote_run.id + \"_\" + \"ModelExplain\"\n",
"print(model_explainability_run_id)\n",
"model_explainability_run = Run(experiment=experiment, run_id=model_explainability_run_id)\n",
"model_explainability_run.wait_for_completion()\n",
"\n",
"# Get the best run object\n",
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download engineered feature importance from artifact store\n",
"You can use ExplanationClient to download the engineered feature explanations from the artifact store of the best_run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"exp_data = engineered_explanations.get_feature_importance_dict()\n",
"exp_data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download raw feature importance from artifact store\n",
"You can use ExplanationClient to download the raw feature explanations from the artifact store of the best_run."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=True)\n",
"exp_data = engineered_explanations.get_feature_importance_dict()\n",
"exp_data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best ONNX Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
"\n",
"Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, onnx_mdl = remote_run.get_output(return_onnx_model=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Save the best ONNX model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.runtime.onnx_convert import OnnxConverter\n",
"onnx_fl_path = \"./best_model.onnx\"\n",
"OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Predict with the ONNX model, using onnxruntime package"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import sys\n",
"import json\n",
"from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
"from azureml.train.automl import constants\n",
"\n",
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
" python_version_compatible = True\n",
"else:\n",
" python_version_compatible = False\n",
"\n",
"import onnxruntime\n",
"from azureml.automl.runtime.onnx_convert import OnnxInferenceHelper\n",
"\n",
"def get_onnx_res(run):\n",
" res_path = 'onnx_resource.json'\n",
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
" with open(res_path) as f:\n",
" onnx_res = json.load(f)\n",
" return onnx_res\n",
"\n",
"if python_version_compatible:\n",
" test_df = test_dataset.to_pandas_dataframe()\n",
" mdl_bytes = onnx_mdl.SerializeToString()\n",
" onnx_res = get_onnx_res(best_run)\n",
"\n",
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(test_df)\n",
"\n",
" print(pred_onnx)\n",
" print(pred_prob_onnx)\n",
"else:\n",
" print('Please use Python version 3.6 or 3.7 to run the inference helper.')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_name = best_run.properties['model_name']\n",
"\n",
"script_file_name = 'inference/score.py'\n",
"\n",
"best_run.download_file('outputs/scoring_file_v_1_0_0.py', 'inference/score.py')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
"tags = None\n",
"model = remote_run.register_model(model_name = model_name, description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"from azureml.core.environment import Environment\n",
"\n",
"inference_config = InferenceConfig(entry_script=script_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')\n",
"\n",
"aci_service_name = 'automl-sample-bankmarketing-all'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained, run the test data through the trained model to get the predicted values. This calls the ACI web service to do the prediction.\n",
"\n",
"Note that the JSON passed to the ACI web service is an array of rows of data. Each row should either be an array of values in the same order that was used for training or a dictionary where the keys are the same as the column names used for training. The example below uses dictionary rows."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load the bank marketing datasets.\n",
"from numpy import array"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = test_dataset.drop_columns(columns=['y'])\n",
"y_test = test_dataset.keep_columns(columns=['y'], validate=True)\n",
"test_dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"import requests\n",
"\n",
"X_test_json = X_test.to_json(orient='records')\n",
"data = \"{\\\"data\\\": \" + X_test_json +\"}\"\n",
"headers = {'Content-Type': 'application/json'}\n",
"\n",
"resp = requests.post(aci_service.scoring_uri, data, headers=headers)\n",
"\n",
"y_pred = json.loads(json.loads(resp.text))['result']"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"actual = array(y_test)\n",
"actual = actual[:,0]\n",
"print(len(y_pred), \" \", len(actual))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data as a confusion matrix that compared the predicted values against the actual values.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib notebook\n",
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(actual,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['no','yes']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','no','yes',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
"\n",
"_**Acknowledgements**_\n",
"This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
"\n",
"[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
]
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"AML"
],
"datasets": [
"Bankmarketing"
],
"deployment": [
"ACI"
],
"exclude_from_index": false,
"framework": [
"None"
],
"friendly_name": "Automated ML run with basic edition features.",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"tags": [
"featurization",
"explainability",
"remote_run",
"AutomatedML"
],
"task": "Classification"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -1,718 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-bank-marketing/auto-ml-classification-bank-marketing.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Deployment using a Bank Marketing Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Deploy](#Deploy)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the UCI Bank Marketing dataset to showcase how you can use AutoML for a classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if the client will subscribe to a term deposit with the bank.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Register the model.\n",
"6. Create a container image.\n",
"7. Create an Azure Container Instance (ACI) service.\n",
"8. Test the ACI service."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import os\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-bmarketing'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-classification-bankmarketing'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Here load the data in the get_data() script to be utilized in azure compute. To do this first load all the necessary libraries and dependencies to set up paths for the data and to create the conda_Run_config."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"if not os.path.exists(project_folder):\n",
" os.makedirs(project_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Here we create the script to be run in azure comput for loading the data, we load the bank marketing dataset into X_train and y_train. Next X_train and y_train is returned for training the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_train.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X_train = dataset.drop_columns(columns=['y'])\n",
"y_train = dataset.keep_columns(columns=['y'], validate=True)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 2,\n",
" \"primary_metric\": 'AUC_weighted',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Deploy\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model trained on bank marketing data to predict if a client will subscribe to a term deposit'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = np.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
" pip_packages=['azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a Container Image\n",
"\n",
"Next use Azure Container Instances for deploying models as a web service for quickly deploying and validating your model\n",
"or when testing a model that is under development."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.image import Image, ContainerImage\n",
"\n",
"image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
" execution_script = script_file_name,\n",
" conda_file = conda_env_file_name,\n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"},\n",
" description = \"Image for automl classification sample\")\n",
"\n",
"image = Image.create(name = \"automlsampleimage\",\n",
" # this is the model object \n",
" models = [model],\n",
" image_config = image_config, \n",
" workspace = ws)\n",
"\n",
"image.wait_for_creation(show_output = True)\n",
"\n",
"if image.creation_state == 'Failed':\n",
" print(\"Image build log at: \" + image.image_build_log_uri)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the Image as a Web Service on Azure Container Instance\n",
"\n",
"Deploy an image that contains the model and other assets needed by the service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import AciWebservice\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"bmData\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"\n",
"aci_service_name = 'automl-sample-bankmarketing'\n",
"print(aci_service_name)\n",
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
" image = image,\n",
" name = aci_service_name,\n",
" workspace = ws)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"Now that the model is trained split our data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Load the bank marketing datasets.\n",
"from numpy import array"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/bankmarketing_validate.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X_test = dataset.drop_columns(columns=['y'])\n",
"y_test = dataset.keep_columns(columns=['y'], validate=True)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred = fitted_model.predict(X_test)\n",
"actual = array(y_test)\n",
"actual = actual[:,0]\n",
"print(y_pred.shape, \" \", actual.shape)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib notebook\n",
"test_pred = plt.scatter(actual, y_pred, color='b')\n",
"test_test = plt.scatter(actual, actual, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Bank Marketing dataset is made available under the Creative Commons (CCO: Public Domain) License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: https://creativecommons.org/publicdomain/zero/1.0/ and is available at: https://www.kaggle.com/janiobachmann/bank-marketing-dataset .\n",
"\n",
"_**Acknowledgements**_\n",
"This data set is originally available within the UCI Machine Learning Database: https://archive.ics.uci.edu/ml/datasets/bank+marketing\n",
"\n",
"[Moro et al., 2014] S. Moro, P. Cortez and P. Rita. A Data-Driven Approach to Predict the Success of Bank Telemarketing. Decision Support Systems, Elsevier, 62:22-31, June 2014"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,10 +0,0 @@
name: auto-ml-classification-bank-marketing
dependencies:
- pip:
- azureml-sdk
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -21,14 +21,13 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Deployment using Credit Card Dataset**_\n",
"_**Classification of credit card fraudulent transactions on remote compute **_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Deploy](#Deploy)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
@@ -39,19 +38,18 @@
"source": [
"## Introduction\n",
"\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem and deploy it to an Azure Container Instance (ACI). The classification goal is to predict if a creditcard transaction is or is not considered a fraudulent charge.\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem. The goal is to predict if a credit card transaction is considered a fraudulent charge.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"This notebook is using remote compute to train the model.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"3. Train the model using remote compute.\n",
"4. Explore the results.\n",
"5. Register the model.\n",
"6. Create a container image.\n",
"7. Create an Azure Container Instance (ACI) service.\n",
"8. Test the ACI service."
"5. Test the fitted model."
]
},
{
@@ -60,7 +58,7 @@
"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."
"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."
]
},
{
@@ -82,6 +80,23 @@
"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 1.20.0 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,
@@ -91,19 +106,15 @@
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-ccard'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-classification-creditcard'\n",
"experiment_name = 'automl-classification-ccard-remote'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -115,10 +126,10 @@
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"A compute target is required to execute the Automated ML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
"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."
]
},
{
@@ -127,78 +138,29 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"cpu-cluster-1\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"# 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",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
"# For a more detailed view of current AmlCompute status, use get_status()."
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Here load the data in the get_data script to be utilized in azure compute. To do this, first load all the necessary libraries and dependencies to set up paths for the data and to create the conda_run_config."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"if not os.path.exists(project_folder):\n",
" os.makedirs(project_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
"# Data"
]
},
{
@@ -207,7 +169,7 @@
"source": [
"### Load Data\n",
"\n",
"Here create the script to be run in azure compute for loading the data, load the credit card dataset into cards and store the Class column (y) in the y variable and store the remaining data in the x variable. Next split the data using random_split and return X_train and y_train for training the model."
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
]
},
{
@@ -218,10 +180,8 @@
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X = dataset.drop_columns(columns=['Class'])\n",
"y = dataset.keep_columns(columns=['Class'], validate=True)\n",
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
"y_train, y_test = y.random_split(percentage=0.8, seed=223)"
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
"label_column_name = 'Class'"
]
},
{
@@ -236,23 +196,14 @@
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**enable_early_stopping**|Stop the run if the metric score is not showing improvement.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
]
},
{
"cell_type": "code",
"execution_count": null,
@@ -260,21 +211,19 @@
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 2,\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\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_20190417.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\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",
" )"
]
@@ -283,8 +232,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
@@ -293,7 +241,18 @@
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
@@ -326,22 +285,44 @@
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"metadata": {
"tags": [
"widget-rundetails-sample"
]
},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
"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": [
"## Deploy\n",
"#### Explain model\n",
"\n",
"Automated ML models can be explained and visualized using the SDK Explainability library. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Analyze results\n",
"\n",
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
@@ -350,260 +331,23 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()"
"best_run, fitted_model = remote_run.get_output()\n",
"fitted_model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register the Fitted Model for Deployment\n",
"If neither `metric` nor `iteration` are specified in the `register_model` call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
"#### Print the properties of the model\n",
"The fitted_model is a python object and you can read the different properties of the object.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = numpy.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost<=0.80'],\n",
" pip_packages=['azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a Container Image\n",
"\n",
"Next use Azure Container Instances for deploying models as a web service for quickly deploying and validating your model\n",
"or when testing a model that is under development."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.image import Image, ContainerImage\n",
"\n",
"image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
" execution_script = script_file_name,\n",
" conda_file = conda_env_file_name,\n",
" tags = {'area': \"cards\", 'type': \"automl_classification\"},\n",
" description = \"Image for automl classification sample\")\n",
"\n",
"image = Image.create(name = \"automlsampleimage\",\n",
" # this is the model object \n",
" models = [model],\n",
" image_config = image_config, \n",
" workspace = ws)\n",
"\n",
"image.wait_for_creation(show_output = True)\n",
"\n",
"if image.creation_state == 'Failed':\n",
" print(\"Image build log at: \" + image.image_build_log_uri)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the Image as a Web Service on Azure Container Instance\n",
"\n",
"Deploy an image that contains the model and other assets needed by the service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import AciWebservice\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"cards\", 'type': \"automl_classification\"}, \n",
" description = 'sample service for Automl Classification')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"\n",
"aci_service_name = 'automl-sample-creditcard'\n",
"print(aci_service_name)\n",
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
" image = image,\n",
" name = aci_service_name,\n",
" workspace = ws)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"## 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."
]
@@ -614,9 +358,9 @@
"metadata": {},
"outputs": [],
"source": [
"#Randomly select and test\n",
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()\n"
"# 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()"
]
},
{
@@ -625,7 +369,8 @@
"metadata": {},
"outputs": [],
"source": [
"y_pred = fitted_model.predict(X_test)\n",
"# call the predict functions on the model\n",
"y_pred = fitted_model.predict(X_test_df)\n",
"y_pred"
]
},
@@ -645,14 +390,25 @@
"metadata": {},
"outputs": [],
"source": [
"#Randomly select and test\n",
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(y_test, y_pred, color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()\n",
"\n"
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(y_test_df.values,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['False','True']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','False','True',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
@@ -668,24 +424,52 @@
"source": [
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection.\n",
"More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u00a9 Libre de Bruxelles) on big data mining and fraud detection. More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"Please cite the following works: \n",
"\u00e2\u20ac\u00a2\tAndrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\u00e2\u20ac\u00a2\tDal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"o\tDal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\u00e2\u20ac\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing"
"Please cite the following works:\n",
"\n",
"Andrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\n",
"Dal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\n",
"Dal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"\n",
"Dal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\n",
"Carcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\n",
"Carcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing\n",
"\n",
"Bertrand Lebichot, Yann-A\u00c3\u00abl Le Borgne, Liyun He, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Deep-Learning Domain Adaptation Techniques for Credit Cards Fraud Detection, INNSBDDL 2019: Recent Advances in Big Data and Deep Learning, pp 78-88, 2019\n",
"\n",
"Fabrizio Carcillo, Yann-A\u00c3\u00abl Le Borgne, Olivier Caelen, Frederic Obl\u00c3\u00a9, Gianluca Bontempi Combining Unsupervised and Supervised Learning in Credit Card Fraud Detection Information Sciences, 2019"
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"AML Compute"
],
"datasets": [
"Creditcard"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"file_extension": ".py",
"framework": [
"None"
],
"friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -702,7 +486,17 @@
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"remote_run",
"AutomatedML"
],
"task": "Classification",
"version": "3.6.7"
},
"nbformat": 4,
"nbformat_minor": 2

View File

@@ -2,9 +2,3 @@ name: auto-ml-classification-credit-card-fraud
dependencies:
- pip:
- azureml-sdk
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -0,0 +1,589 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-text-dnn/auto-ml-classification-text-dnn.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Text Classification Using Deep Learning**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Evaluate](#Evaluate)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"This notebook demonstrates classification with text data using deep learning in AutoML.\n",
"\n",
"AutoML highlights here include using deep neural networks (DNNs) to create embedded features from text data. Depending on the compute cluster the user provides, AutoML tried out Bidirectional Encoder Representations from Transformers (BERT) when a GPU compute is used, and Bidirectional Long-Short Term neural network (BiLSTM) when a CPU compute is used, thereby optimizing the choice of DNN for the uesr's setup.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and remote run of AutoML for a text dataset (20 Newsgroups dataset from scikit-learn) for classification\n",
"3. Registering the best model for future use\n",
"4. Evaluating the final model on a test set"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"import os\n",
"import shutil\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"from azureml.core.run import Run\n",
"from azureml.widgets import RunDetails\n",
"from azureml.core.model import Model \n",
"from helper import run_inference, get_result_df\n",
"from azureml.train.automl import AutoMLConfig\n",
"from sklearn.datasets import fetch_20newsgroups"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose an experiment name.\n",
"experiment_name = 'automl-classification-text-dnn'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Set up a compute cluster\n",
"This section uses a user-provided compute cluster (named \"dnntext-cluster\" in this example). If a cluster with this name does not exist in the user's workspace, the below code will create a new cluster. You can choose the parameters of the cluster as mentioned in the comments.\n",
"\n",
"Whether you provide/select a CPU or GPU cluster, AutoML will choose the appropriate DNN for that setup - BiLSTM or BERT text featurizer will be included in the candidate featurizers on CPU and GPU respectively. If your goal is to obtain the most accurate model, we recommend you use GPU clusters since BERT featurizers usually outperform BiLSTM featurizers."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"num_nodes = 2\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"dnntext-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_NC6\", # CPU for BiLSTM, such as \"STANDARD_D2_V2\" \n",
" # To use BERT (this is recommended for best performance), select a GPU such as \"STANDARD_NC6\" \n",
" # or similar GPU option\n",
" # available in your workspace\n",
" max_nodes = num_nodes)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get data\n",
"For this notebook we will use 20 Newsgroups data from scikit-learn. We filter the data to contain four classes and take a sample as training data. Please note that for accuracy improvement, more data is needed. For this notebook we provide a small-data example so that you can use this template to use with your larger sized data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_dir = \"text-dnn-data\" # Local directory to store data\n",
"blobstore_datadir = data_dir # Blob store directory to store data in\n",
"target_column_name = 'y'\n",
"feature_column_name = 'X'\n",
"\n",
"def get_20newsgroups_data():\n",
" '''Fetches 20 Newsgroups data from scikit-learn\n",
" Returns them in form of pandas dataframes\n",
" '''\n",
" remove = ('headers', 'footers', 'quotes')\n",
" categories = [\n",
" 'rec.sport.baseball',\n",
" 'rec.sport.hockey',\n",
" 'comp.graphics',\n",
" 'sci.space',\n",
" ]\n",
"\n",
" data = fetch_20newsgroups(subset = 'train', categories = categories,\n",
" shuffle = True, random_state = 42,\n",
" remove = remove)\n",
" data = pd.DataFrame({feature_column_name: data.data, target_column_name: data.target})\n",
"\n",
" data_train = data[:200]\n",
" data_test = data[200:300] \n",
"\n",
" data_train = remove_blanks_20news(data_train, feature_column_name, target_column_name)\n",
" data_test = remove_blanks_20news(data_test, feature_column_name, target_column_name)\n",
" \n",
" return data_train, data_test\n",
" \n",
"def remove_blanks_20news(data, feature_column_name, target_column_name):\n",
" \n",
" data[feature_column_name] = data[feature_column_name].replace(r'\\n', ' ', regex=True).apply(lambda x: x.strip())\n",
" data = data[data[feature_column_name] != '']\n",
" \n",
" return data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Fetch data and upload to datastore for use in training"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_train, data_test = get_20newsgroups_data()\n",
"\n",
"if not os.path.isdir(data_dir):\n",
" os.mkdir(data_dir)\n",
" \n",
"train_data_fname = data_dir + '/train_data.csv'\n",
"test_data_fname = data_dir + '/test_data.csv'\n",
"\n",
"data_train.to_csv(train_data_fname, index=False)\n",
"data_test.to_csv(test_data_fname, index=False)\n",
"\n",
"datastore = ws.get_default_datastore()\n",
"datastore.upload(src_dir=data_dir, target_path=blobstore_datadir,\n",
" overwrite=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/train_data.csv')])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Prepare AutoML run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This notebook uses the blocked_models parameter to exclude some models that can take a longer time to train on some text datasets. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"experiment_timeout_minutes\": 20,\n",
" \"primary_metric\": 'accuracy',\n",
" \"max_concurrent_iterations\": num_nodes, \n",
" \"max_cores_per_iteration\": -1,\n",
" \"enable_dnn\": True,\n",
" \"enable_early_stopping\": True,\n",
" \"validation_size\": 0.3,\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_voting_ensemble\": False,\n",
" \"enable_stack_ensemble\": False,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" compute_target=compute_target,\n",
" training_data=train_dataset,\n",
" label_column_name=target_column_name,\n",
" blocked_models = ['LightGBM', 'XGBoostClassifier'],\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Submit AutoML Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"Below we select the best model pipeline from our iterations, use it to test on test data on the same compute cluster."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can test the model locally to get a feel of the input/output. When the model contains BERT, this step will require pytorch and pytorch-transformers installed in your local environment. The exact versions of these packages can be found in the **automl_env.yml** file located in the local copy of your MachineLearningNotebooks folder here:\n",
"MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl_env.yml"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = automl_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can now see what text transformations are used to convert text data to features for this dataset, including deep learning transformations based on BiLSTM or Transformer (BERT is one implementation of a Transformer) models."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"text_transformations_used = []\n",
"for column_group in fitted_model.named_steps['datatransformer'].get_featurization_summary():\n",
" text_transformations_used.extend(column_group['Transformations'])\n",
"text_transformations_used"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Registering the best model\n",
"We now register the best fitted model from the AutoML Run for use in future deployments. "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Get results stats, extract the best model from AutoML run, download and register the resultant best model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"summary_df = get_result_df(automl_run)\n",
"best_dnn_run_id = summary_df['run_id'].iloc[0]\n",
"best_dnn_run = Run(experiment, best_dnn_run_id)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"model_dir = 'Model' # Local folder where the model will be stored temporarily\n",
"if not os.path.isdir(model_dir):\n",
" os.mkdir(model_dir)\n",
" \n",
"best_dnn_run.download_file('outputs/model.pkl', model_dir + '/model.pkl')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Register the model in your Azure Machine Learning Workspace. If you previously registered a model, please make sure to delete it so as to replace it with this new model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Register the model\n",
"model_name = 'textDNN-20News'\n",
"model = Model.register(model_path = model_dir + '/model.pkl',\n",
" model_name = model_name,\n",
" tags=None,\n",
" workspace=ws)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Evaluate on Test Data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now use the best fitted model from the AutoML Run to make predictions on the test set. \n",
"\n",
"Test set schema should match that of the training set."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, blobstore_datadir + '/test_data.csv')])\n",
"\n",
"# preview the first 3 rows of the dataset\n",
"test_dataset.take(3).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"script_folder = os.path.join(os.getcwd(), 'inference')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('infer.py', script_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run,\n",
" train_dataset, test_dataset, target_column_name, model_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Display computed metrics"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"RunDetails(test_run).show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pd.Series(test_run.get_metrics())"
]
}
],
"metadata": {
"authors": [
{
"name": "anshirga"
}
],
"compute": [
"AML Compute"
],
"datasets": [
"None"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"framework": [
"None"
],
"friendly_name": "DNN Text Featurization",
"index_order": 2,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"tags": [
"None"
],
"task": "Text featurization using DNNs for classification"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

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

View File

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

View File

@@ -1,381 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-with-onnx/auto-ml-classification-with-onnx.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Local Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the scikit-learn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Please find the ONNX related documentations [here](https://github.com/onnx/onnx).\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute with ONNX compatible config on.\n",
"4. Explore the results and save the ONNX model.\n",
"5. Inference with the ONNX model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"from sklearn.model_selection import train_test_split\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig, constants"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-classification-onnx'\n",
"project_folder = './sample_projects/automl-classification-onnx'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"\n",
"This uses scikit-learn's [load_iris](https://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) method."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iris = datasets.load_iris()\n",
"X_train, X_test, y_train, y_test = train_test_split(iris.data, \n",
" iris.target, \n",
" test_size=0.2, \n",
" random_state=0)\n",
"\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Ensure the x_train and x_test are pandas DataFrame."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Convert the X_train and X_test to pandas DataFrame and set column names,\n",
"# This is needed for initializing the input variable names of ONNX model, \n",
"# and the prediction with the ONNX model using the inference helper.\n",
"X_train = pd.DataFrame(X_train, columns=['c1', 'c2', 'c3', 'c4'])\n",
"X_test = pd.DataFrame(X_test, columns=['c1', 'c2', 'c3', 'c4'])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"**Note:** Set the parameter enable_onnx_compatible_models=True, if you also want to generate the ONNX compatible models. Please note, the forecasting task and TensorFlow models are not ONNX compatible yet.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**enable_onnx_compatible_models**|Enable the ONNX compatible models in the experiment.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Set the preprocess=True, currently the InferenceHelper only supports this mode."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 10,\n",
" verbosity = logging.INFO, \n",
" X = X_train, \n",
" y = y_train,\n",
" preprocess=True,\n",
" enable_onnx_compatible_models=True,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best ONNX Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*.\n",
"\n",
"Set the parameter return_onnx_model=True to retrieve the best ONNX model, instead of the Python model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, onnx_mdl = local_run.get_output(return_onnx_model=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Save the best ONNX model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.onnx_convert import OnnxConverter\n",
"onnx_fl_path = \"./best_model.onnx\"\n",
"OnnxConverter.save_onnx_model(onnx_mdl, onnx_fl_path)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Predict with the ONNX model, using onnxruntime package"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import sys\n",
"import json\n",
"from azureml.automl.core.onnx_convert import OnnxConvertConstants\n",
"\n",
"if sys.version_info < OnnxConvertConstants.OnnxIncompatiblePythonVersion:\n",
" python_version_compatible = True\n",
"else:\n",
" python_version_compatible = False\n",
"\n",
"try:\n",
" import onnxruntime\n",
" from azureml.automl.core.onnx_convert import OnnxInferenceHelper \n",
" onnxrt_present = True\n",
"except ImportError:\n",
" onnxrt_present = False\n",
"\n",
"def get_onnx_res(run):\n",
" res_path = 'onnx_resource.json'\n",
" run.download_file(name=constants.MODEL_RESOURCE_PATH_ONNX, output_file_path=res_path)\n",
" with open(res_path) as f:\n",
" onnx_res = json.load(f)\n",
" return onnx_res\n",
"\n",
"if onnxrt_present and python_version_compatible: \n",
" mdl_bytes = onnx_mdl.SerializeToString()\n",
" onnx_res = get_onnx_res(best_run)\n",
"\n",
" onnxrt_helper = OnnxInferenceHelper(mdl_bytes, onnx_res)\n",
" pred_onnx, pred_prob_onnx = onnxrt_helper.predict(X_test)\n",
"\n",
" print(pred_onnx)\n",
" print(pred_prob_onnx)\n",
"else:\n",
" if not python_version_compatible:\n",
" print('Please use Python version 3.6 or 3.7 to run the inference helper.') \n",
" if not onnxrt_present:\n",
" print('Please install the onnxruntime package to do the prediction with ONNX model.')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

@@ -1,486 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification/auto-ml-classification.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification with Local Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Accessing the Azure ML workspace requires authentication with Azure.\n",
"\n",
"The default authentication is interactive authentication using the default tenant. Executing the `ws = Workspace.from_config()` line in the cell below will prompt for authentication the first time that it is run.\n",
"\n",
"If you have multiple Azure tenants, you can specify the tenant by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"\n",
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the `ws = Workspace.from_config()` line in the cell below with the following:\n",
"\n",
"```\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"For more details, see [aka.ms/aml-notebook-auth](http://aka.ms/aml-notebook-auth)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-classification'\n",
"project_folder = './sample_projects/automl-classification'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"\n",
"This uses scikit-learn's [load_digits](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_digits.html) method."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"\n",
"# Exclude the first 100 rows from training so that they can be used for test.\n",
"X_train = digits.data[100:,:]\n",
"y_train = digits.target[100:]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|\n",
"\n",
"Automated machine learning trains multiple machine learning pipelines. Each pipelines training is known as an iteration.\n",
"* You can specify a maximum number of iterations using the `iterations` parameter.\n",
"* You can specify a maximum time for the run using the `experiment_timeout_minutes` parameter.\n",
"* If you specify neither the `iterations` nor the `experiment_timeout_minutes`, automated ML keeps running iterations while it continues to see improvements in the scores.\n",
"\n",
"The following example doesn't specify `iterations` or `experiment_timeout_minutes` and so runs until the scores stop improving.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" primary_metric = 'AUC_weighted',\n",
" X = X_train, \n",
" y = y_train,\n",
" n_cross_validations = 3)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Optionally, you can continue an interrupted local run by calling `continue_experiment` without the `iterations` parameter, or run more iterations for a completed run by specifying the `iterations` parameter:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = local_run.continue_experiment(X = X_train, \n",
" y = y_train, \n",
" show_output = True,\n",
" iterations = 5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"widget-rundetails-sample"
]
},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Print the properties of the model\n",
"The fitted_model is a python object and you can read the different properties of the object.\n",
"The following shows printing hyperparameters for each step in the pipeline."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from pprint import pprint\n",
"\n",
"def print_model(model, prefix=\"\"):\n",
" for step in model.steps:\n",
" print(prefix + step[0])\n",
" if hasattr(step[1], 'estimators') and hasattr(step[1], 'weights'):\n",
" pprint({'estimators': list(e[0] for e in step[1].estimators), 'weights': step[1].weights})\n",
" print()\n",
" for estimator in step[1].estimators:\n",
" print_model(estimator[1], estimator[0]+ ' - ')\n",
" elif hasattr(step[1], '_base_learners') and hasattr(step[1], '_meta_learner'):\n",
" print(\"\\nMeta Learner\")\n",
" pprint(step[1]._meta_learner)\n",
" print()\n",
" for estimator in step[1]._base_learners:\n",
" print_model(estimator[1], estimator[0]+ ' - ')\n",
" else:\n",
" pprint(step[1].get_params())\n",
" print()\n",
" \n",
"print_model(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print_model(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the third iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = local_run.get_output(iteration = iteration)\n",
"print(third_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print_model(third_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test \n",
"\n",
"#### Load Test Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_test = digits.data[:10, :]\n",
"y_test = digits.target[:10]\n",
"images = digits.images[:10]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model\n",
"We will try to predict 2 digits and see how our model works."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(1, figsize = (3,3))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" plt.show()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -0,0 +1,569 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved. \n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/continous-retraining/auto-ml-continuous-retraining.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning \n",
"**Continuous retraining using Pipelines and Time-Series TabularDataset**\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"2. [Setup](#Setup)\n",
"3. [Compute](#Compute)\n",
"4. [Run Configuration](#Run-Configuration)\n",
"5. [Data Ingestion Pipeline](#Data-Ingestion-Pipeline)\n",
"6. [Training Pipeline](#Training-Pipeline)\n",
"7. [Publish Retraining Pipeline and Schedule](#Publish-Retraining-Pipeline-and-Schedule)\n",
"8. [Test Retraining](#Test-Retraining)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use AutoML and Pipelines to enable contious retraining of a model based on updates to the training dataset. We will create two pipelines, the first one to demonstrate a training dataset that gets updated over time. We leverage time-series capabilities of `TabularDataset` to achieve this. The second pipeline utilizes pipeline `Schedule` to trigger continuous retraining. \n",
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
"In this notebook you will learn how to:\n",
"* Create an Experiment in an existing Workspace.\n",
"* Configure AutoML using AutoMLConfig.\n",
"* Create data ingestion pipeline to update a time-series based TabularDataset\n",
"* Create training pipeline to prepare data, run AutoML, register the model and setup pipeline triggers.\n",
"\n",
"## Setup\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Accessing the Azure ML workspace requires authentication with Azure.\n",
"\n",
"The default authentication is interactive authentication using the default tenant. Executing the ws = Workspace.from_config() line in the cell below will prompt for authentication the first time that it is run.\n",
"\n",
"If you have multiple Azure tenants, you can specify the tenant by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
"```\n",
"from azureml.core.authentication import InteractiveLoginAuthentication\n",
"auth = InteractiveLoginAuthentication(tenant_id = 'mytenantid')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"If you need to run in an environment where interactive login is not possible, you can use Service Principal authentication by replacing the ws = Workspace.from_config() line in the cell below with the following:\n",
"```\n",
"from azureml.core.authentication import ServicePrincipalAuthentication\n",
"auth = auth = ServicePrincipalAuthentication('mytenantid', 'myappid', 'mypassword')\n",
"ws = Workspace.from_config(auth = auth)\n",
"```\n",
"For more details, see aka.ms/aml-notebook-auth"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"dstor = ws.get_default_datastore()\n",
"\n",
"# Choose a name for the run history container in the workspace.\n",
"experiment_name = 'retrain-noaaweather'\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Compute \n",
"\n",
"#### Create or Attach existing AmlCompute\n",
"\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"amlcompute_cluster_name = \"cont-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Run Configuration"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import CondaDependencies, RunConfiguration\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]', 'applicationinsights', 'azureml-opendatasets', 'azureml-defaults'], \n",
" conda_packages=['numpy==1.16.2'], \n",
" pin_sdk_version=False)\n",
"conda_run_config.environment.python.conda_dependencies = cd\n",
"\n",
"print('run config is ready')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data Ingestion Pipeline \n",
"For this demo, we will use NOAA weather data from [Azure Open Datasets](https://azure.microsoft.com/services/open-datasets/). You can replace this with your own dataset, or you can skip this pipeline if you already have a time-series based `TabularDataset`.\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The name and target column of the Dataset to create \n",
"dataset = \"NOAA-Weather-DS4\"\n",
"target_column_name = \"temperature\""
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"### Upload Data Step\n",
"The data ingestion pipeline has a single step with a script to query the latest weather data and upload it to the blob store. During the first run, the script will create and register a time-series based `TabularDataset` with the past one week of weather data. For each subsequent run, the script will create a partition in the blob store by querying NOAA for new weather data since the last modified time of the dataset (`dataset.data_changed_time`) and creating a data.csv file."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Pipeline, PipelineParameter\n",
"from azureml.pipeline.steps import PythonScriptStep\n",
"\n",
"ds_name = PipelineParameter(name=\"ds_name\", default_value=dataset)\n",
"upload_data_step = PythonScriptStep(script_name=\"upload_weather_data.py\", \n",
" allow_reuse=False,\n",
" name=\"upload_weather_data\",\n",
" arguments=[\"--ds_name\", ds_name],\n",
" compute_target=compute_target, \n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Pipeline Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_pipeline = Pipeline(\n",
" description=\"pipeline_with_uploaddata\",\n",
" workspace=ws, \n",
" steps=[upload_data_step])\n",
"data_pipeline_run = experiment.submit(data_pipeline, pipeline_parameters={\"ds_name\":dataset})"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_pipeline_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Training Pipeline\n",
"### Prepare Training Data Step\n",
"\n",
"Script to check if new data is available since the model was last trained. If no new data is available, we cancel the remaining pipeline steps. We need to set allow_reuse flag to False to allow the pipeline to run even when inputs don't change. We also need the name of the model to check the time the model was last trained."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineData\n",
"\n",
"# The model name with which to register the trained model in the workspace.\n",
"model_name = PipelineParameter(\"model_name\", default_value=\"noaaweatherds\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data_prep_step = PythonScriptStep(script_name=\"check_data.py\", \n",
" allow_reuse=False,\n",
" name=\"check_data\",\n",
" arguments=[\"--ds_name\", ds_name,\n",
" \"--model_name\", model_name],\n",
" compute_target=compute_target, \n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core import Dataset\n",
"train_ds = Dataset.get_by_name(ws, dataset)\n",
"train_ds = train_ds.drop_columns([\"partition_date\"])"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### AutoMLStep\n",
"Create an AutoMLConfig and a training step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.pipeline.steps import AutoMLStep\n",
"\n",
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 10,\n",
" \"experiment_timeout_hours\": 0.25,\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"max_concurrent_iterations\": 3,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_early_stopping\": True\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl_errors.log',\n",
" path = \".\",\n",
" compute_target=compute_target,\n",
" training_data = train_ds,\n",
" label_column_name = target_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import PipelineData, TrainingOutput\n",
"\n",
"metrics_output_name = 'metrics_output'\n",
"best_model_output_name = 'best_model_output'\n",
"\n",
"metrics_data = PipelineData(name='metrics_data',\n",
" datastore=dstor,\n",
" pipeline_output_name=metrics_output_name,\n",
" training_output=TrainingOutput(type='Metrics'))\n",
"model_data = PipelineData(name='model_data',\n",
" datastore=dstor,\n",
" pipeline_output_name=best_model_output_name,\n",
" training_output=TrainingOutput(type='Model'))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_step = AutoMLStep(\n",
" name='automl_module',\n",
" automl_config=automl_config,\n",
" outputs=[metrics_data, model_data],\n",
" allow_reuse=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Register Model Step\n",
"Script to register the model to the workspace. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"register_model_step = PythonScriptStep(script_name=\"register_model.py\",\n",
" name=\"register_model\",\n",
" allow_reuse=False,\n",
" arguments=[\"--model_name\", model_name, \"--model_path\", model_data, \"--ds_name\", ds_name],\n",
" inputs=[model_data],\n",
" compute_target=compute_target,\n",
" runconfig=conda_run_config)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Submit Pipeline Run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline = Pipeline(\n",
" description=\"training_pipeline\",\n",
" workspace=ws, \n",
" steps=[data_prep_step, automl_step, register_model_step])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline_run = experiment.submit(training_pipeline, pipeline_parameters={\n",
" \"ds_name\": dataset, \"model_name\": \"noaaweatherds\"})"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"training_pipeline_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Publish Retraining Pipeline and Schedule\n",
"Once we are happy with the pipeline, we can publish the training pipeline to the workspace and create a schedule to trigger on blob change. The schedule polls the blob store where the data is being uploaded and runs the retraining pipeline if there is a data change. A new version of the model will be registered to the workspace once the run is complete."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pipeline_name = \"Retraining-Pipeline-NOAAWeather\"\n",
"\n",
"published_pipeline = training_pipeline.publish(\n",
" name=pipeline_name, \n",
" description=\"Pipeline that retrains AutoML model\")\n",
"\n",
"published_pipeline"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Schedule\n",
"schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule\",\n",
" pipeline_parameters={\"ds_name\": dataset, \"model_name\": \"noaaweatherds\"},\n",
" pipeline_id=published_pipeline.id, \n",
" experiment_name=experiment_name, \n",
" datastore=dstor,\n",
" wait_for_provisioning=True,\n",
" polling_interval=1440)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test Retraining\n",
"Here we setup the data ingestion pipeline to run on a schedule, to verify that the retraining pipeline runs as expected. \n",
"\n",
"Note: \n",
"* Azure NOAA Weather data is updated daily and retraining will not trigger if there is no new data available. \n",
"* Depending on the polling interval set in the schedule, the retraining may take some time trigger after data ingestion pipeline completes."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"pipeline_name = \"DataIngestion-Pipeline-NOAAWeather\"\n",
"\n",
"published_pipeline = training_pipeline.publish(\n",
" name=pipeline_name, \n",
" description=\"Pipeline that updates NOAAWeather Dataset\")\n",
"\n",
"published_pipeline"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.pipeline.core import Schedule\n",
"schedule = Schedule.create(workspace=ws, name=\"RetrainingSchedule-DataIngestion\",\n",
" pipeline_parameters={\"ds_name\":dataset},\n",
" pipeline_id=published_pipeline.id, \n",
" experiment_name=experiment_name, \n",
" datastore=dstor,\n",
" wait_for_provisioning=True,\n",
" polling_interval=1440)"
]
}
],
"metadata": {
"authors": [
{
"name": "vivijay"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

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

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

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

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

View File

@@ -1,529 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/dataprep-remote-execution/auto-ml-dataprep-remote-execution.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Prepare Data using `azureml.dataprep` for Remote Execution (AmlCompute)**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we showcase how you can use the `azureml.dataprep` SDK to load and prepare data for AutoML. `azureml.dataprep` can also be used standalone; full documentation can be found [here](https://github.com/Microsoft/PendletonDocs).\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Define data loading and preparation steps in a `Dataflow` using `azureml.dataprep`.\n",
"2. Pass the `Dataflow` to AutoML for a local run.\n",
"3. Pass the `Dataflow` to AutoML for a remote run."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"Currently, Data Prep only supports __Ubuntu 16__ and __Red Hat Enterprise Linux 7__. We are working on supporting more linux distros."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"import time\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.compute import DsvmCompute\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"import azureml.dataprep as dprep\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
" \n",
"# choose a name for experiment\n",
"experiment_name = 'automl-dataprep-remote-dsvm'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-dataprep-remote-dsvm'\n",
" \n",
"experiment = Experiment(ws, experiment_name)\n",
" \n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# You can use `auto_read_file` which intelligently figures out delimiters and datatypes of a file.\n",
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
"# You can also use `read_csv` and `to_*` transformations to read (with overridable delimiter)\n",
"# and convert column types manually.\n",
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
"dflow = dprep.read_csv(example_data, infer_column_types=True)\n",
"dflow.get_profile()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# As `Primary Type` is our y data, we need to drop the values those are null in this column.\n",
"dflow = dflow.drop_nulls('Primary Type')\n",
"dflow.head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Review the Data Preparation Result\n",
"\n",
"You can peek the result of a Dataflow at any range using `skip(i)` and `head(j)`. Doing so evaluates only `j` records for all the steps in the Dataflow, which makes it fast even against large datasets.\n",
"\n",
"`Dataflow` objects are immutable and are composed of a list of data preparation steps. A `Dataflow` object can be branched at any point for further usage."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X = dflow.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
"y = dflow.keep_columns(columns=['Primary Type'], validate_column_exists=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"This creates a general AutoML settings object applicable for both local and remote runs."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\" : 10,\n",
" \"iterations\" : 2,\n",
" \"primary_metric\" : 'AUC_weighted',\n",
" \"preprocess\" : True,\n",
" \"verbosity\" : logging.INFO\n",
"}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach an AmlCompute cluster"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"cpu-cluster\"\n",
"\n",
"found = False\n",
"\n",
"# Check if this compute target already exists in the workspace.\n",
"\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
"\n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\\n\",\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
"\n",
" # Can poll for a minimum number of nodes and for a specific timeout.\n",
" # If no min_node_count is provided, it will use the scale settings for the cluster.\n",
" compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
" # For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"conda_run_config.environment.docker.base_image = azureml.core.runconfig.DEFAULT_CPU_IMAGE\n",
"\n",
"dprep_dependency = 'azureml-dataprep==' + pkg_resources.get_distribution(\"azureml-dataprep\").version\n",
"\n",
"cd = CondaDependencies.create(pip_packages=['azureml-sdk[automl]', dprep_dependency], conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pass Data with `Dataflow` Objects\n",
"\n",
"The `Dataflow` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `Dataflow` object and send it to the remote compute target. The `Dataflow` will not be evaluated locally."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" X = X,\n",
" y = y,\n",
" **automl_settings)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pre-process cache cleanup\n",
"The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.clean_preprocessor_cache()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Cancelling Runs\n",
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
"# remote_run.cancel()\n",
"\n",
"# Cancel iteration 1 and move onto iteration 2.\n",
"# remote_run.cancel_iteration(1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
" \n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the first iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 0\n",
"best_run, fitted_model = remote_run.get_output(iteration = iteration)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"#### Load Test Data\n",
"For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dflow_test = dprep.auto_read_file(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv').skip(1)\n",
"dflow_test = dflow_test.drop_nulls('Primary Type')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model\n",
"We will use confusion matrix to see how our model works."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from pandas_ml import ConfusionMatrix\n",
"\n",
"y_test = dflow_test.keep_columns(columns=['Primary Type']).to_pandas_dataframe()\n",
"X_test = dflow_test.drop_columns(columns=['Primary Type', 'FBI Code']).to_pandas_dataframe()\n",
"\n",
"\n",
"ypred = fitted_model.predict(X_test)\n",
"\n",
"cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
"\n",
"print(cm)\n",
"\n",
"cm.plot()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

@@ -1,509 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/dataprep-remote-execution/auto-ml-dataprep-remote-execution.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Load Data using `TabularDataset` for Remote Execution (AmlCompute)**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create a `TabularDataset` pointing to the training data.\n",
"2. Pass the `TabularDataset` to AutoML for a remote run."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-dataset-remote-bai'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-dataprep-remote-bai'\n",
" \n",
"experiment = Experiment(ws, experiment_name)\n",
" \n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Review the data\n",
"\n",
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
"\n",
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X = dataset.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
"y = dataset.keep_columns(columns=['Primary Type'], validate=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"This creates a general AutoML settings object applicable for both local and remote runs."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\" : 10,\n",
" \"iterations\" : 2,\n",
" \"primary_metric\" : 'AUC_weighted',\n",
" \"preprocess\" : True,\n",
" \"verbosity\" : logging.INFO\n",
"}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create or Attach an AmlCompute cluster"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlc2\"\n",
"\n",
"found = False\n",
"\n",
"# Check if this compute target already exists in the workspace.\n",
"\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
"\n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\\n\",\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
"\n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
"\n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy','py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pass Data with `TabularDataset` Objects\n",
"\n",
"The `TabularDataset` objects captured above can also be passed to the `submit` method for a remote run. AutoML will serialize the `TabularDataset` object and send it to the remote compute target. The `TabularDataset` will not be evaluated locally."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" X = X,\n",
" y = y,\n",
" **automl_settings)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pre-process cache cleanup\n",
"The preprocess data gets cache at user default file store. When the run is completed the cache can be cleaned by running below cell"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.clean_preprocessor_cache()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Cancelling Runs\n",
"You can cancel ongoing remote runs using the `cancel` and `cancel_iteration` functions."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Cancel the ongoing experiment and stop scheduling new iterations.\n",
"# remote_run.cancel()\n",
"\n",
"# Cancel iteration 1 and move onto iteration 2.\n",
"# remote_run.cancel_iteration(1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
" \n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the first iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 0\n",
"best_run, fitted_model = remote_run.get_output(iteration = iteration)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"#### Load Test Data\n",
"For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model\n",
"We will use confusion matrix to see how our model works."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from pandas_ml import ConfusionMatrix\n",
"\n",
"ypred = fitted_model.predict(X_test)\n",
"\n",
"cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
"\n",
"print(cm)\n",
"\n",
"cm.plot()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,10 +0,0 @@
name: auto-ml-dataset-remote-execution
dependencies:
- pip:
- azureml-sdk
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

View File

@@ -1,402 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/dataprep/auto-ml-dataprep.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Load Data using `TabularDataset` for Local Execution**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we showcase how you can use AzureML Dataset to load data for AutoML.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create a `TabularDataset` pointing to the training data.\n",
"2. Pass the `TabularDataset` to AutoML for a local run."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
" \n",
"# choose a name for experiment\n",
"experiment_name = 'automl-dataset-local'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-dataset-local'\n",
" \n",
"experiment = Experiment(ws, experiment_name)\n",
" \n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The data referenced here was a 1MB simple random sample of the Chicago Crime data into a local temporary directory.\n",
"example_data = 'https://dprepdata.blob.core.windows.net/demo/crime0-random.csv'\n",
"dataset = Dataset.Tabular.from_delimited_files(example_data)\n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Review the data\n",
"\n",
"You can peek the result of a `TabularDataset` at any range using `skip(i)` and `take(j).to_pandas_dataframe()`. Doing so evaluates only `j` records, which makes it fast even against large datasets.\n",
"\n",
"`TabularDataset` objects are immutable and are composed of a list of subsetting transformations (optional)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X = dataset.drop_columns(columns=['Primary Type', 'FBI Code'])\n",
"y = dataset.keep_columns(columns=['Primary Type'], validate=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"This creates a general AutoML settings object applicable for both local and remote runs."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\" : 10,\n",
" \"iterations\" : 2,\n",
" \"primary_metric\" : 'AUC_weighted',\n",
" \"preprocess\" : True,\n",
" \"verbosity\" : logging.INFO\n",
"}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Pass Data with `TabularDataset` Objects\n",
"\n",
"The `TabularDataset` objects captured above can be passed to the `submit` method for a local run. AutoML will retrieve the results from the `TabularDataset` for model training."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" X = X,\n",
" y = y,\n",
" **automl_settings)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
" \n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest `log_loss` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"log_loss\"\n",
"best_run, fitted_model = local_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the first iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 0\n",
"best_run, fitted_model = local_run.get_output(iteration = iteration)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test\n",
"\n",
"#### Load Test Data\n",
"For the test data, it should have the same preparation step as the train data. Otherwise it might get failed at the preprocessing step."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset_test = Dataset.Tabular.from_delimited_files(path='https://dprepdata.blob.core.windows.net/demo/crime0-test.csv')\n",
"\n",
"df_test = dataset_test.to_pandas_dataframe()\n",
"df_test = df_test[pd.notnull(df_test['Primary Type'])]\n",
"\n",
"y_test = df_test[['Primary Type']]\n",
"X_test = df_test.drop(['Primary Type', 'FBI Code'], axis=1)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Testing Our Best Fitted Model\n",
"We will use confusion matrix to see how our model works."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from pandas_ml import ConfusionMatrix\n",
"\n",
"ypred = fitted_model.predict(X_test)\n",
"\n",
"cm = ConfusionMatrix(y_test['Primary Type'], ypred)\n",
"\n",
"print(cm)\n",
"\n",
"cm.plot()"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

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

View File

@@ -0,0 +1,20 @@
name: azure_automl_experimental
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip<=19.3.1
- python>=3.5.2,<3.8
- nb_conda
- matplotlib==2.1.0
- numpy~=1.18.0
- cython
- urllib3<1.24
- scikit-learn==0.22.1
- pandas==0.25.1
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-defaults
- azureml-sdk
- azureml-widgets
- azureml-explain-model

View File

@@ -0,0 +1,21 @@
name: azure_automl_experimental
dependencies:
# The python interpreter version.
# Currently Azure ML only supports 3.5.2 and later.
- pip<=19.3.1
- nomkl
- python>=3.5.2,<3.8
- nb_conda
- matplotlib==2.1.0
- numpy~=1.18.0
- cython
- urllib3<1.24
- scikit-learn==0.22.1
- pandas==0.25.1
- pip:
# Required packages for AzureML execution, history, and data preparation.
- azureml-defaults
- azureml-sdk
- azureml-widgets
- azureml-explain-model

View File

@@ -0,0 +1,503 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/experimental/regression-model-proxy/auto-ml-regression-model-proxy.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Aml Compute**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use an experimental feature, Model Proxy, to do a predict on the best generated model without downloading the model locally. The prediction will happen on same compute and environment that was used to train the model. This feature is currently in the experimental state, which means that the API is prone to changing, please make sure to run on the latest version of this notebook if you face any issues.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using remote compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import json\n",
"import numpy as np\n",
"import pandas as pd\n",
" \n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-regression-model-proxy'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you use `AmlCompute` as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"# Try to ensure that the cluster name is unique across the notebooks\n",
"cpu_cluster_name = \"reg-model-proxy\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"Load the hardware dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/machineData.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"\n",
"# Split the dataset into train and test datasets\n",
"train_data, test_data = dataset.random_split(percentage=0.8, seed=223)\n",
"\n",
"label = \"ERP\"\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification, regression or forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**scenario**|We need to set this parameter to 'Latest' to enable some experimental features. This parameter should not be set outside of this experimental notebook.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"automlconfig-remarks-sample"
]
},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'r2_score',\n",
" \"enable_early_stopping\": True, \n",
" \"experiment_timeout_hours\": 0.3, #for real scenarios we reccommend a timeout of at least one hour \n",
" \"max_concurrent_iterations\": 4,\n",
" \"max_cores_per_iteration\": -1,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" compute_target = compute_target,\n",
" training_data = train_data,\n",
" label_column_name = label,\n",
" scenario='Latest',\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of remote runs is asynchronous. Depending on the data and the number of iterations this can run for a while. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "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()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Child Run\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_best_child` method returns the best run. Overloads on `get_best_child` allow you to retrieve the best run for *any* logged metric."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run = remote_run.get_best_child()\n",
"print(best_run)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Show hyperparameters\n",
"Show the model pipeline used for the best run with its hyperparameters."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"run_properties = json.loads(best_run.get_details()['properties']['pipeline_script'])\n",
"print(json.dumps(run_properties, indent = 1)) "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Child Run Based on Any Other Metric\n",
"Show the run and the model that has the smallest `root_mean_squared_error` value (which turned out to be the same as the one with largest `spearman_correlation` value):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run = remote_run.get_best_child(metric = lookup_metric)\n",
"print(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# preview the first 3 rows of the dataset\n",
"\n",
"test_data = test_data.to_pandas_dataframe()\n",
"y_test = test_data['ERP'].fillna(0)\n",
"test_data = test_data.drop('ERP', 1)\n",
"test_data = test_data.fillna(0)\n",
"\n",
"\n",
"train_data = train_data.to_pandas_dataframe()\n",
"y_train = train_data['ERP'].fillna(0)\n",
"train_data = train_data.drop('ERP', 1)\n",
"train_data = train_data.fillna(0)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Creating ModelProxy for submitting prediction runs to the training environment.\n",
"We will create a ModelProxy for the best child run, which will allow us to submit a run that does the prediction in the training environment. Unlike the local client, which can have different versions of some libraries, the training environment will have all the compatible libraries for the model already."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.model_proxy import ModelProxy\n",
"best_model_proxy = ModelProxy(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = best_model_proxy.predict(train_data).to_pandas_dataframe().values.flatten()\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = best_model_proxy.predict(test_data).to_pandas_dataframe().values.flatten()\n",
"y_residual_test = y_test - y_pred_test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"from sklearn.metrics import mean_squared_error, r2_score\n",
"\n",
"# Set up a multi-plot chart.\n",
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
"f.set_figheight(6)\n",
"f.set_figwidth(16)\n",
"\n",
"# Plot residual values of training set.\n",
"a0.axis([0, 360, -100, 100])\n",
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)),fontsize = 12)\n",
"a0.set_xlabel('Training samples', fontsize = 12)\n",
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
"\n",
"# Plot residual values of test set.\n",
"a1.axis([0, 90, -100, 100])\n",
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)),fontsize = 12)\n",
"a1.set_xlabel('Test samples', fontsize = 12)\n",
"a1.set_yticklabels([])\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"test_pred = plt.scatter(y_test, y_pred_test, color='')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "sekrupa"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.2"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

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

View File

@@ -0,0 +1,301 @@
DATE,grain,BeerProduction
1992-01-01,grain,3459
1992-02-01,grain,3458
1992-03-01,grain,4002
1992-04-01,grain,4564
1992-05-01,grain,4221
1992-06-01,grain,4529
1992-07-01,grain,4466
1992-08-01,grain,4137
1992-09-01,grain,4126
1992-10-01,grain,4259
1992-11-01,grain,4240
1992-12-01,grain,4936
1993-01-01,grain,3031
1993-02-01,grain,3261
1993-03-01,grain,4160
1993-04-01,grain,4377
1993-05-01,grain,4307
1993-06-01,grain,4696
1993-07-01,grain,4458
1993-08-01,grain,4457
1993-09-01,grain,4364
1993-10-01,grain,4236
1993-11-01,grain,4500
1993-12-01,grain,4974
1994-01-01,grain,3075
1994-02-01,grain,3377
1994-03-01,grain,4443
1994-04-01,grain,4261
1994-05-01,grain,4460
1994-06-01,grain,4985
1994-07-01,grain,4324
1994-08-01,grain,4719
1994-09-01,grain,4374
1994-10-01,grain,4248
1994-11-01,grain,4784
1994-12-01,grain,4971
1995-01-01,grain,3370
1995-02-01,grain,3484
1995-03-01,grain,4269
1995-04-01,grain,3994
1995-05-01,grain,4715
1995-06-01,grain,4974
1995-07-01,grain,4223
1995-08-01,grain,5000
1995-09-01,grain,4235
1995-10-01,grain,4554
1995-11-01,grain,4851
1995-12-01,grain,4826
1996-01-01,grain,3699
1996-02-01,grain,3983
1996-03-01,grain,4262
1996-04-01,grain,4619
1996-05-01,grain,5219
1996-06-01,grain,4836
1996-07-01,grain,4941
1996-08-01,grain,5062
1996-09-01,grain,4365
1996-10-01,grain,5012
1996-11-01,grain,4850
1996-12-01,grain,5097
1997-01-01,grain,3758
1997-02-01,grain,3825
1997-03-01,grain,4454
1997-04-01,grain,4635
1997-05-01,grain,5210
1997-06-01,grain,5057
1997-07-01,grain,5231
1997-08-01,grain,5034
1997-09-01,grain,4970
1997-10-01,grain,5342
1997-11-01,grain,4831
1997-12-01,grain,5965
1998-01-01,grain,3796
1998-02-01,grain,4019
1998-03-01,grain,4898
1998-04-01,grain,5090
1998-05-01,grain,5237
1998-06-01,grain,5447
1998-07-01,grain,5435
1998-08-01,grain,5107
1998-09-01,grain,5515
1998-10-01,grain,5583
1998-11-01,grain,5346
1998-12-01,grain,6286
1999-01-01,grain,4032
1999-02-01,grain,4435
1999-03-01,grain,5479
1999-04-01,grain,5483
1999-05-01,grain,5587
1999-06-01,grain,6176
1999-07-01,grain,5621
1999-08-01,grain,5889
1999-09-01,grain,5828
1999-10-01,grain,5849
1999-11-01,grain,6180
1999-12-01,grain,6771
2000-01-01,grain,4243
2000-02-01,grain,4952
2000-03-01,grain,6008
2000-04-01,grain,5353
2000-05-01,grain,6435
2000-06-01,grain,6673
2000-07-01,grain,5636
2000-08-01,grain,6630
2000-09-01,grain,5887
2000-10-01,grain,6322
2000-11-01,grain,6520
2000-12-01,grain,6678
2001-01-01,grain,5082
2001-02-01,grain,5216
2001-03-01,grain,5893
2001-04-01,grain,5894
2001-05-01,grain,6799
2001-06-01,grain,6667
2001-07-01,grain,6374
2001-08-01,grain,6840
2001-09-01,grain,5575
2001-10-01,grain,6545
2001-11-01,grain,6789
2001-12-01,grain,7180
2002-01-01,grain,5117
2002-02-01,grain,5442
2002-03-01,grain,6337
2002-04-01,grain,6525
2002-05-01,grain,7216
2002-06-01,grain,6761
2002-07-01,grain,6958
2002-08-01,grain,7070
2002-09-01,grain,6148
2002-10-01,grain,6924
2002-11-01,grain,6716
2002-12-01,grain,7975
2003-01-01,grain,5326
2003-02-01,grain,5609
2003-03-01,grain,6414
2003-04-01,grain,6741
2003-05-01,grain,7144
2003-06-01,grain,7133
2003-07-01,grain,7568
2003-08-01,grain,7266
2003-09-01,grain,6634
2003-10-01,grain,7626
2003-11-01,grain,6843
2003-12-01,grain,8540
2004-01-01,grain,5629
2004-02-01,grain,5898
2004-03-01,grain,7045
2004-04-01,grain,7094
2004-05-01,grain,7333
2004-06-01,grain,7918
2004-07-01,grain,7289
2004-08-01,grain,7396
2004-09-01,grain,7259
2004-10-01,grain,7268
2004-11-01,grain,7731
2004-12-01,grain,9058
2005-01-01,grain,5557
2005-02-01,grain,6237
2005-03-01,grain,7723
2005-04-01,grain,7262
2005-05-01,grain,8241
2005-06-01,grain,8757
2005-07-01,grain,7352
2005-08-01,grain,8496
2005-09-01,grain,7741
2005-10-01,grain,7710
2005-11-01,grain,8247
2005-12-01,grain,8902
2006-01-01,grain,6066
2006-02-01,grain,6590
2006-03-01,grain,7923
2006-04-01,grain,7335
2006-05-01,grain,8843
2006-06-01,grain,9327
2006-07-01,grain,7792
2006-08-01,grain,9156
2006-09-01,grain,8037
2006-10-01,grain,8640
2006-11-01,grain,9128
2006-12-01,grain,9545
2007-01-01,grain,6627
2007-02-01,grain,6743
2007-03-01,grain,8195
2007-04-01,grain,7828
2007-05-01,grain,9570
2007-06-01,grain,9484
2007-07-01,grain,8608
2007-08-01,grain,9543
2007-09-01,grain,8123
2007-10-01,grain,9649
2007-11-01,grain,9390
2007-12-01,grain,10065
2008-01-01,grain,7093
2008-02-01,grain,7483
2008-03-01,grain,8365
2008-04-01,grain,8895
2008-05-01,grain,9794
2008-06-01,grain,9977
2008-07-01,grain,9553
2008-08-01,grain,9375
2008-09-01,grain,9225
2008-10-01,grain,9948
2008-11-01,grain,8758
2008-12-01,grain,10839
2009-01-01,grain,7266
2009-02-01,grain,7578
2009-03-01,grain,8688
2009-04-01,grain,9162
2009-05-01,grain,9369
2009-06-01,grain,10167
2009-07-01,grain,9507
2009-08-01,grain,8923
2009-09-01,grain,9272
2009-10-01,grain,9075
2009-11-01,grain,8949
2009-12-01,grain,10843
2010-01-01,grain,6558
2010-02-01,grain,7481
2010-03-01,grain,9475
2010-04-01,grain,9424
2010-05-01,grain,9351
2010-06-01,grain,10552
2010-07-01,grain,9077
2010-08-01,grain,9273
2010-09-01,grain,9420
2010-10-01,grain,9413
2010-11-01,grain,9866
2010-12-01,grain,11455
2011-01-01,grain,6901
2011-02-01,grain,8014
2011-03-01,grain,9832
2011-04-01,grain,9281
2011-05-01,grain,9967
2011-06-01,grain,11344
2011-07-01,grain,9106
2011-08-01,grain,10469
2011-09-01,grain,10085
2011-10-01,grain,9612
2011-11-01,grain,10328
2011-12-01,grain,11483
2012-01-01,grain,7486
2012-02-01,grain,8641
2012-03-01,grain,9709
2012-04-01,grain,9423
2012-05-01,grain,11342
2012-06-01,grain,11274
2012-07-01,grain,9845
2012-08-01,grain,11163
2012-09-01,grain,9532
2012-10-01,grain,10754
2012-11-01,grain,10953
2012-12-01,grain,11922
2013-01-01,grain,8395
2013-02-01,grain,8888
2013-03-01,grain,10110
2013-04-01,grain,10493
2013-05-01,grain,12218
2013-06-01,grain,11385
2013-07-01,grain,11186
2013-08-01,grain,11462
2013-09-01,grain,10494
2013-10-01,grain,11540
2013-11-01,grain,11138
2013-12-01,grain,12709
2014-01-01,grain,8557
2014-02-01,grain,9059
2014-03-01,grain,10055
2014-04-01,grain,10977
2014-05-01,grain,11792
2014-06-01,grain,11904
2014-07-01,grain,10965
2014-08-01,grain,10981
2014-09-01,grain,10828
2014-10-01,grain,11817
2014-11-01,grain,10470
2014-12-01,grain,13310
2015-01-01,grain,8400
2015-02-01,grain,9062
2015-03-01,grain,10722
2015-04-01,grain,11107
2015-05-01,grain,11508
2015-06-01,grain,12904
2015-07-01,grain,11869
2015-08-01,grain,11224
2015-09-01,grain,12022
2015-10-01,grain,11983
2015-11-01,grain,11506
2015-12-01,grain,14183
2016-01-01,grain,8650
2016-02-01,grain,10323
2016-03-01,grain,12110
2016-04-01,grain,11424
2016-05-01,grain,12243
2016-06-01,grain,13686
2016-07-01,grain,10956
2016-08-01,grain,12706
2016-09-01,grain,12279
2016-10-01,grain,11914
2016-11-01,grain,13025
2016-12-01,grain,14431
1 DATE grain BeerProduction
2 1992-01-01 grain 3459
3 1992-02-01 grain 3458
4 1992-03-01 grain 4002
5 1992-04-01 grain 4564
6 1992-05-01 grain 4221
7 1992-06-01 grain 4529
8 1992-07-01 grain 4466
9 1992-08-01 grain 4137
10 1992-09-01 grain 4126
11 1992-10-01 grain 4259
12 1992-11-01 grain 4240
13 1992-12-01 grain 4936
14 1993-01-01 grain 3031
15 1993-02-01 grain 3261
16 1993-03-01 grain 4160
17 1993-04-01 grain 4377
18 1993-05-01 grain 4307
19 1993-06-01 grain 4696
20 1993-07-01 grain 4458
21 1993-08-01 grain 4457
22 1993-09-01 grain 4364
23 1993-10-01 grain 4236
24 1993-11-01 grain 4500
25 1993-12-01 grain 4974
26 1994-01-01 grain 3075
27 1994-02-01 grain 3377
28 1994-03-01 grain 4443
29 1994-04-01 grain 4261
30 1994-05-01 grain 4460
31 1994-06-01 grain 4985
32 1994-07-01 grain 4324
33 1994-08-01 grain 4719
34 1994-09-01 grain 4374
35 1994-10-01 grain 4248
36 1994-11-01 grain 4784
37 1994-12-01 grain 4971
38 1995-01-01 grain 3370
39 1995-02-01 grain 3484
40 1995-03-01 grain 4269
41 1995-04-01 grain 3994
42 1995-05-01 grain 4715
43 1995-06-01 grain 4974
44 1995-07-01 grain 4223
45 1995-08-01 grain 5000
46 1995-09-01 grain 4235
47 1995-10-01 grain 4554
48 1995-11-01 grain 4851
49 1995-12-01 grain 4826
50 1996-01-01 grain 3699
51 1996-02-01 grain 3983
52 1996-03-01 grain 4262
53 1996-04-01 grain 4619
54 1996-05-01 grain 5219
55 1996-06-01 grain 4836
56 1996-07-01 grain 4941
57 1996-08-01 grain 5062
58 1996-09-01 grain 4365
59 1996-10-01 grain 5012
60 1996-11-01 grain 4850
61 1996-12-01 grain 5097
62 1997-01-01 grain 3758
63 1997-02-01 grain 3825
64 1997-03-01 grain 4454
65 1997-04-01 grain 4635
66 1997-05-01 grain 5210
67 1997-06-01 grain 5057
68 1997-07-01 grain 5231
69 1997-08-01 grain 5034
70 1997-09-01 grain 4970
71 1997-10-01 grain 5342
72 1997-11-01 grain 4831
73 1997-12-01 grain 5965
74 1998-01-01 grain 3796
75 1998-02-01 grain 4019
76 1998-03-01 grain 4898
77 1998-04-01 grain 5090
78 1998-05-01 grain 5237
79 1998-06-01 grain 5447
80 1998-07-01 grain 5435
81 1998-08-01 grain 5107
82 1998-09-01 grain 5515
83 1998-10-01 grain 5583
84 1998-11-01 grain 5346
85 1998-12-01 grain 6286
86 1999-01-01 grain 4032
87 1999-02-01 grain 4435
88 1999-03-01 grain 5479
89 1999-04-01 grain 5483
90 1999-05-01 grain 5587
91 1999-06-01 grain 6176
92 1999-07-01 grain 5621
93 1999-08-01 grain 5889
94 1999-09-01 grain 5828
95 1999-10-01 grain 5849
96 1999-11-01 grain 6180
97 1999-12-01 grain 6771
98 2000-01-01 grain 4243
99 2000-02-01 grain 4952
100 2000-03-01 grain 6008
101 2000-04-01 grain 5353
102 2000-05-01 grain 6435
103 2000-06-01 grain 6673
104 2000-07-01 grain 5636
105 2000-08-01 grain 6630
106 2000-09-01 grain 5887
107 2000-10-01 grain 6322
108 2000-11-01 grain 6520
109 2000-12-01 grain 6678
110 2001-01-01 grain 5082
111 2001-02-01 grain 5216
112 2001-03-01 grain 5893
113 2001-04-01 grain 5894
114 2001-05-01 grain 6799
115 2001-06-01 grain 6667
116 2001-07-01 grain 6374
117 2001-08-01 grain 6840
118 2001-09-01 grain 5575
119 2001-10-01 grain 6545
120 2001-11-01 grain 6789
121 2001-12-01 grain 7180
122 2002-01-01 grain 5117
123 2002-02-01 grain 5442
124 2002-03-01 grain 6337
125 2002-04-01 grain 6525
126 2002-05-01 grain 7216
127 2002-06-01 grain 6761
128 2002-07-01 grain 6958
129 2002-08-01 grain 7070
130 2002-09-01 grain 6148
131 2002-10-01 grain 6924
132 2002-11-01 grain 6716
133 2002-12-01 grain 7975
134 2003-01-01 grain 5326
135 2003-02-01 grain 5609
136 2003-03-01 grain 6414
137 2003-04-01 grain 6741
138 2003-05-01 grain 7144
139 2003-06-01 grain 7133
140 2003-07-01 grain 7568
141 2003-08-01 grain 7266
142 2003-09-01 grain 6634
143 2003-10-01 grain 7626
144 2003-11-01 grain 6843
145 2003-12-01 grain 8540
146 2004-01-01 grain 5629
147 2004-02-01 grain 5898
148 2004-03-01 grain 7045
149 2004-04-01 grain 7094
150 2004-05-01 grain 7333
151 2004-06-01 grain 7918
152 2004-07-01 grain 7289
153 2004-08-01 grain 7396
154 2004-09-01 grain 7259
155 2004-10-01 grain 7268
156 2004-11-01 grain 7731
157 2004-12-01 grain 9058
158 2005-01-01 grain 5557
159 2005-02-01 grain 6237
160 2005-03-01 grain 7723
161 2005-04-01 grain 7262
162 2005-05-01 grain 8241
163 2005-06-01 grain 8757
164 2005-07-01 grain 7352
165 2005-08-01 grain 8496
166 2005-09-01 grain 7741
167 2005-10-01 grain 7710
168 2005-11-01 grain 8247
169 2005-12-01 grain 8902
170 2006-01-01 grain 6066
171 2006-02-01 grain 6590
172 2006-03-01 grain 7923
173 2006-04-01 grain 7335
174 2006-05-01 grain 8843
175 2006-06-01 grain 9327
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242 2012-01-01 grain 7486
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277 2014-12-01 grain 13310
278 2015-01-01 grain 8400
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280 2015-03-01 grain 10722
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{
"cells": [
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/forecasting-beer-remote/auto-ml-forecasting-beer-remote.png)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"# Automated Machine Learning\n",
"**Beer Production Forecasting**\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Evaluate](#Evaluate)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Introduction\n",
"This notebook demonstrates demand forecasting for Beer Production Dataset using AutoML.\n",
"\n",
"AutoML highlights here include using Deep Learning forecasts, Arima, Prophet, Remote Execution and Remote Inferencing, and working with the `forecast` function. Please also look at the additional forecasting notebooks, which document lagging, rolling windows, forecast quantiles, other ways to use the forecast function, and forecaster deployment.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and remote run of AutoML for a time-series model exploring Regression learners, Arima, Prophet and DNNs\n",
"4. Evaluating the fitted model using a rolling test "
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Setup\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import os\n",
"import azureml.core\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"from pandas.tseries.frequencies import to_offset\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from matplotlib import pyplot as plt\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
"from azureml.train.estimator import Estimator"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'beer-remote-cpu'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Using AmlCompute\n",
"You will need to create a [compute target](https://docs.microsoft.com/azure/machine-learning/service/concept-azure-machine-learning-architecture#compute-target) for your AutoML run. In this tutorial, you use `AmlCompute` as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"cpu_cluster_name = \"beer-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=cpu_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Data\n",
"Read Beer demand data from file, and preview data."
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Let's set up what we know about the dataset. \n",
"\n",
"**Target column** is what we want to forecast.\n",
"\n",
"**Time column** is the time axis along which to predict.\n",
"\n",
"**Time series identifier columns** are identified by values of the columns listed `time_series_id_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
"\n",
"This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import pandas as pd\n",
"from pandas import DataFrame\n",
"from pandas import Grouper\n",
"from pandas import concat\n",
"from pandas.plotting import register_matplotlib_converters\n",
"\n",
"register_matplotlib_converters()\n",
"plt.figure(figsize=(20, 10))\n",
"plt.tight_layout()\n",
"\n",
"plt.subplot(2, 1, 1)\n",
"plt.title('Beer Production By Year')\n",
"df = pd.read_csv(\"Beer_no_valid_split_train.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
"test_df = pd.read_csv(\"Beer_no_valid_split_test.csv\", parse_dates=True, index_col= 'DATE').drop(columns='grain')\n",
"plt.plot(df)\n",
"\n",
"plt.subplot(2, 1, 2)\n",
"plt.title('Beer Production By Month')\n",
"groups = df.groupby(df.index.month)\n",
"months = concat([DataFrame(x[1].values) for x in groups], axis=1)\n",
"months = DataFrame(months)\n",
"months.columns = range(1,13)\n",
"months.boxplot()\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"target_column_name = 'BeerProduction'\n",
"time_column_name = 'DATE'\n",
"time_series_id_column_names = []\n",
"freq = 'M' #Monthly data"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split Training data into Train and Validation set and Upload to Datastores"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from helper import split_fraction_by_grain\n",
"from helper import split_full_for_forecasting\n",
"\n",
"train, valid = split_full_for_forecasting(df, time_column_name)\n",
"train.to_csv(\"train.csv\")\n",
"valid.to_csv(\"valid.csv\")\n",
"test_df.to_csv(\"test.csv\")\n",
"\n",
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./train.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"datastore.upload_files(files = ['./valid.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"datastore.upload_files(files = ['./test.csv'], target_path = 'beer-dataset/tabular/', overwrite = True,show_progress = True)\n",
"\n",
"from azureml.core import Dataset\n",
"train_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/train.csv')])\n",
"valid_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/valid.csv')])\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Setting forecaster maximum horizon \n",
"\n",
"The forecast horizon is the number of periods into the future that the model should predict. Here, we set the horizon to 12 periods (i.e. 12 months). Notice that this is much shorter than the number of months in the test set; we will need to use a rolling test to evaluate the performance on the whole test set. For more discussion of forecast horizons and guiding principles for setting them, please see the [energy demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand). "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"forecast_horizon = 12"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**enable_dnn**|Enable Forecasting DNNs|\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon\n",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_hours = 1,\n",
" training_data=train_dataset,\n",
" label_column_name=target_column_name,\n",
" validation_data=valid_dataset, \n",
" verbosity=logging.INFO,\n",
" compute_target=compute_target,\n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" enable_dnn=True,\n",
" forecasting_parameters=forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"We will now run the experiment, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output= False)\n",
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"# from azureml.train.automl.run import AutoMLRun\n",
"# remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"### Retrieve the Best Model for Each Algorithm\n",
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from helper import get_result_df\n",
"summary_df = get_result_df(remote_run)\n",
"summary_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core.run import Run\n",
"from azureml.widgets import RunDetails\n",
"forecast_model = 'TCNForecaster'\n",
"if not forecast_model in summary_df['run_id']:\n",
" forecast_model = 'ForecastTCN'\n",
" \n",
"best_dnn_run_id = summary_df['run_id'][forecast_model]\n",
"best_dnn_run = Run(experiment, best_dnn_run_id)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"best_dnn_run.parent\n",
"RunDetails(best_dnn_run.parent).show() "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"best_dnn_run\n",
"RunDetails(best_dnn_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"## Evaluate on Test Data"
]
},
{
"cell_type": "markdown",
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"source": [
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. \n",
"\n",
"We always score on the original dataset whose schema matches the training set schema."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"from azureml.core import Dataset\n",
"test_dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'beer-dataset/tabular/test.csv')])\n",
"# preview the first 3 rows of the dataset\n",
"test_dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"compute_target = ws.compute_targets['beer-cluster']\n",
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"import os\n",
"import shutil\n",
"\n",
"script_folder = os.path.join(os.getcwd(), 'inference')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('infer.py', script_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from helper import run_inference\n",
"\n",
"test_run = run_inference(test_experiment, compute_target, script_folder, best_dnn_run, test_dataset, valid_dataset, forecast_horizon,\n",
" target_column_name, time_column_name, freq)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"RunDetails(test_run).show()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from helper import run_multiple_inferences\n",
"\n",
"summary_df = run_multiple_inferences(summary_df, experiment, test_experiment, compute_target, script_folder, test_dataset, \n",
" valid_dataset, forecast_horizon, target_column_name, time_column_name, freq)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"for run_name, run_summary in summary_df.iterrows():\n",
" print(run_name)\n",
" print(run_summary)\n",
" run_id = run_summary.run_id\n",
" test_run_id = run_summary.test_run_id\n",
" test_run = Run(test_experiment, test_run_id)\n",
" test_run.wait_for_completion()\n",
" test_score = test_run.get_metrics()[run_summary.primary_metric]\n",
" summary_df.loc[summary_df.run_id == run_id, 'Test Score'] = test_score\n",
" print(\"Test Score: \", test_score)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"hideCode": false,
"hidePrompt": false
},
"outputs": [],
"source": [
"summary_df"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
}
],
"hide_code_all_hidden": false,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

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

View File

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

View File

@@ -26,8 +26,10 @@
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Compute](#Compute)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Featurization](#Featurization)\n",
"1. [Evaluate](#Evaluate)"
]
},
@@ -40,7 +42,7 @@
"\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](../../../configuration.ipynb) before running this notebook.\n",
"Make sure you have executed the [configuration notebook](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"Notebook synopsis:\n",
"1. Creating an Experiment in an existing Workspace\n",
@@ -66,18 +68,27 @@
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"from pandas.tseries.frequencies import to_offset\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.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"
"from datetime import datetime"
]
},
{
"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 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
@@ -97,18 +108,15 @@
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-bikeshareforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-bikeshareforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['SKU'] = ws.sku\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -119,8 +127,11 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"Read bike share demand data from file, and preview data."
"## Compute\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
@@ -129,8 +140,41 @@
"metadata": {},
"outputs": [],
"source": [
"data = pd.read_csv('bike-no.csv', parse_dates=['date'])\n",
"data.head()"
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"bike-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=4)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"\n",
"The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace) is paired with the storage account, which contains the default data store. We will use it to upload the bike share data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./bike-no.csv'], target_path = 'dataset/', overwrite = True,show_progress = True)"
]
},
{
@@ -141,11 +185,7 @@
"\n",
"**Target column** is what we want to forecast.\n",
"\n",
"**Time column** is the time axis along which to predict.\n",
"\n",
"**Grain** is another word for an individual time series in your dataset. Grains are identified by values of the columns listed `grain_column_names`, for example \"store\" and \"item\" if your data has multiple time series of sales, one series for each combination of store and item sold.\n",
"\n",
"This dataset has only one time series. Please see the [orange juice notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-orange-juice-sales) for an example of a multi-time series dataset."
"**Time column** is the time axis along which to predict."
]
},
{
@@ -155,17 +195,7 @@
"outputs": [],
"source": [
"target_column_name = 'cnt'\n",
"time_column_name = 'date'\n",
"grain_column_names = []"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Split the data\n",
"\n",
"The first split we make is into train and test sets. Note we are splitting on time."
"time_column_name = 'date'"
]
},
{
@@ -174,19 +204,78 @@
"metadata": {},
"outputs": [],
"source": [
"train = data[data[time_column_name] < '2012-09-01']\n",
"test = data[data[time_column_name] >= '2012-09-01']\n",
"dataset = Dataset.Tabular.from_delimited_files(path = [(datastore, 'dataset/bike-no.csv')]).with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
"dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data\n",
"\n",
"X_train = train.copy()\n",
"y_train = X_train.pop(target_column_name).values\n",
"The first split we make is into train and test sets. Note we are splitting on time. Data before 9/1 will be used for training, and data after and including 9/1 will be used for testing."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# select data that occurs before a specified date\n",
"train = dataset.time_before(datetime(2012, 8, 31), include_boundary=True)\n",
"train.to_pandas_dataframe().tail(5).reset_index(drop=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"test = dataset.time_after(datetime(2012, 9, 1), include_boundary=True)\n",
"test.to_pandas_dataframe().head(5).reset_index(drop=True)"
]
},
{
"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",
"X_test = test.copy()\n",
"y_test = X_test.pop(target_column_name).values\n",
"|Property|Description|\n",
"|-|-|\n",
"|**time_column_name**|The name of your time column.|\n",
"|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|\n",
"|**country_or_region_for_holidays**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
"|**target_lags**|The target_lags specifies how far back we will construct the lags of the target variable.|\n",
"|**drop_column_names**|Name(s) of columns to drop prior to modeling|"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"print(X_train.shape)\n",
"print(y_train.shape)\n",
"print(X_test.shape)\n",
"print(y_test.shape)"
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
"|**experiment_timeout_hours**|Experimentation timeout in hours.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**compute_target**|The remote compute for training.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**enable_early_stopping**|If early stopping is on, training will stop when the primary metric is no longer improving.|\n",
"|**forecasting_parameters**|A class that holds all the forecasting related parameters.|\n",
"\n",
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
]
},
{
@@ -204,28 +293,14 @@
"metadata": {},
"outputs": [],
"source": [
"max_horizon = 14"
"forecast_horizon = 14"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**country_or_region**|The country/region used to generate holiday features. These should be ISO 3166 two-letter country/region codes (i.e. 'US', 'GB').|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
"### Config AutoML"
]
},
{
@@ -234,33 +309,35 @@
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" 'time_column_name': time_column_name,\n",
" 'max_horizon': max_horizon,\n",
" # knowing the country/region allows Automated ML to bring in holidays\n",
" 'country_or_region': 'US',\n",
" 'target_lags': 1,\n",
" # these columns are a breakdown of the total and therefore a leak\n",
" 'drop_column_names': ['casual', 'registered']\n",
"}\n",
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name,\n",
" forecast_horizon=forecast_horizon,\n",
" country_or_region_for_holidays='US', # set country_or_region will trigger holiday featurizer\n",
" target_lags='auto', # use heuristic based lag setting \n",
" drop_column_names=['casual', 'registered'] # these columns are a breakdown of the total and therefore a leak\n",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" iterations=10,\n",
" iteration_timeout_minutes=5,\n",
" X=X_train,\n",
" y=y_train,\n",
" blocked_models = ['ExtremeRandomTrees'], \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping=True,\n",
" n_cross_validations=3, \n",
" path=project_folder,\n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" verbosity=logging.INFO,\n",
" **automl_settings)"
" forecasting_parameters=forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We will now run the experiment, starting with 10 iterations of model search. The experiment can be continued for more iterations if more accurate results are required. You will see the currently running iterations printing to the console."
"We will now run the experiment, you can go to Azure ML portal to view the run details. "
]
},
{
@@ -269,14 +346,8 @@
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Displaying the run objects gives you links to the visual tools in the Azure Portal. Go try them!"
"remote_run = experiment.submit(automl_config, show_output=False)\n",
"remote_run"
]
},
{
@@ -285,7 +356,7 @@
"metadata": {},
"outputs": [],
"source": [
"local_run"
"remote_run.wait_for_completion()"
]
},
{
@@ -293,7 +364,7 @@
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
"Below we select the best model from all the training iterations using get_output method."
]
},
{
@@ -302,7 +373,7 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"best_run, fitted_model = remote_run.get_output()\n",
"fitted_model.steps"
]
},
@@ -310,9 +381,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### View the engineered names for featurized data\n",
"## Featurization\n",
"\n",
"You can accees the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
"You can access the engineered feature names generated in time-series featurization. Note that a number of named holiday periods are represented. We recommend that you have at least one year of data when using this feature to ensure that all yearly holidays are captured in the training featurization."
]
},
{
@@ -362,9 +433,9 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. \n",
"We now use the best fitted model from the AutoML Run to make forecasts for the test set. We will do batch scoring on the test dataset which should have the same schema as training dataset.\n",
"\n",
"We always score on the original dataset whose schema matches the training set schema."
"The scoring will run on a remote compute. In this example, it will reuse the training compute."
]
},
{
@@ -373,16 +444,15 @@
"metadata": {},
"outputs": [],
"source": [
"X_test.head()"
"test_experiment = Experiment(ws, experiment_name + \"_test\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now define some functions for aligning output to input and for producing rolling forecasts over the full test set. As previously stated, the forecast horizon of 14 days is shorter than the length of the test set - which is about 120 days. To get predictions over the full test set, we iterate over the test set, making forecasts 14 days at a time and combining the results. We also make sure that each 14-day forecast uses up-to-date actuals - the current context - to construct lag features. \n",
"\n",
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
"### Retrieving forecasts from the model\n",
"To run the forecast on the remote compute we will use a helper script: forecasting_script. This script contains the utility methods which will be used by the remote estimator. We copy the script to the project folder to upload it to remote compute."
]
},
{
@@ -391,99 +461,19 @@
"metadata": {},
"outputs": [],
"source": [
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name='predicted',\n",
" horizon_colname='horizon_origin'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
" the output's shape differs from the input shape, or if\n",
" the data got re-sorted by time and grain during forecasting.\n",
" \n",
" Typical causes of misalignment are:\n",
" * we predicted some periods that were missing in actuals -> drop from eval\n",
" * model was asked to predict past max_horizon -> increase max horizon\n",
" * data at start of X_test was needed for lags -> provide previous periods\n",
" \"\"\"\n",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted,\n",
" horizon_colname: X_trans[horizon_colname]})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
" # align original X_test to y_test \n",
" X_test_full = X_test.copy()\n",
" X_test_full[target_column_name] = y_test\n",
"import os\n",
"import shutil\n",
"\n",
" # X_test_full's index does not include origin, so reset for merge\n",
" df_fcst.reset_index(inplace=True)\n",
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
" together = df_fcst.merge(X_test_full, how='right')\n",
" \n",
" # drop rows where prediction or actuals are nan \n",
" # happens because of missing actuals \n",
" # or at edges of time due to lags/rolling windows\n",
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
" return(clean)\n",
"\n",
"def do_rolling_forecast(fitted_model, X_test, y_test, max_horizon, freq='D'):\n",
" \"\"\"\n",
" Produce forecasts on a rolling origin over the given test set.\n",
" \n",
" Each iteration makes a forecast for the next 'max_horizon' periods \n",
" with respect to the current origin, then advances the origin by the horizon time duration. \n",
" The prediction context for each forecast is set so that the forecaster uses \n",
" the actual target values prior to the current origin time for constructing lag features.\n",
" \n",
" This function returns a concatenated DataFrame of rolling forecasts.\n",
" \"\"\"\n",
" df_list = []\n",
" origin_time = X_test[time_column_name].min()\n",
" while origin_time <= X_test[time_column_name].max():\n",
" # Set the horizon time - end date of the forecast\n",
" horizon_time = origin_time + max_horizon * to_offset(freq)\n",
" \n",
" # Extract test data from an expanding window up-to the horizon \n",
" expand_wind = (X_test[time_column_name] < horizon_time)\n",
" X_test_expand = X_test[expand_wind]\n",
" y_query_expand = np.zeros(len(X_test_expand)).astype(np.float)\n",
" y_query_expand.fill(np.NaN)\n",
" \n",
" if origin_time != X_test[time_column_name].min():\n",
" # Set the context by including actuals up-to the origin time\n",
" test_context_expand_wind = (X_test[time_column_name] < origin_time)\n",
" context_expand_wind = (X_test_expand[time_column_name] < origin_time)\n",
" y_query_expand[context_expand_wind] = y_test[test_context_expand_wind]\n",
" \n",
" # Make a forecast out to the maximum horizon\n",
" y_fcst, X_trans = fitted_model.forecast(X_test_expand, y_query_expand)\n",
" \n",
" # Align forecast with test set for dates within the current rolling window \n",
" trans_tindex = X_trans.index.get_level_values(time_column_name)\n",
" trans_roll_wind = (trans_tindex >= origin_time) & (trans_tindex < horizon_time)\n",
" test_roll_wind = expand_wind & (X_test[time_column_name] >= origin_time)\n",
" df_list.append(align_outputs(y_fcst[trans_roll_wind], X_trans[trans_roll_wind],\n",
" X_test[test_roll_wind], y_test[test_roll_wind]))\n",
" \n",
" # Advance the origin time\n",
" origin_time = horizon_time\n",
" \n",
" return pd.concat(df_list, ignore_index=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df_all = do_rolling_forecast(fitted_model, X_test, y_test, max_horizon)\n",
"df_all"
"script_folder = os.path.join(os.getcwd(), 'forecast')\n",
"os.makedirs(script_folder, exist_ok=True)\n",
"shutil.copy('forecasting_script.py', script_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now calculate some error metrics for the forecasts and vizualize the predictions vs. the actuals."
"For brevity, we have created a function called run_forecast that submits the test data to the best model determined during the training run and retrieves forecasts. The test set is longer than the forecast horizon specified at train time, so the forecasting script uses a so-called rolling evaluation to generate predictions over the whole test set. A rolling evaluation iterates the forecaster over the test set, using the actuals in the test set to make lag features as needed. "
]
},
{
@@ -492,23 +482,10 @@
"metadata": {},
"outputs": [],
"source": [
"def APE(actual, pred):\n",
" \"\"\"\n",
" Calculate absolute percentage error.\n",
" Returns a vector of APE values with same length as actual/pred.\n",
" \"\"\"\n",
" return 100*np.abs((actual - pred)/actual)\n",
"from run_forecast import run_rolling_forecast\n",
"\n",
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
" Remove NA and values where actual is close to zero\n",
" \"\"\"\n",
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" return np.mean(APE(actual_safe, pred_safe))"
"remote_run = run_rolling_forecast(test_experiment, compute_target, best_run, test, target_column_name)\n",
"remote_run"
]
},
{
@@ -517,17 +494,52 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"Simple forecasting model\")\n",
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"remote_run.wait_for_completion(show_output=False)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Download the prediction result for metrics calcuation\n",
"The test data with predictions are saved in artifact outputs/predictions.csv. You can download it and calculation some error metrics for the forecasts and vizualize the predictions vs. the actuals."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.download_file('outputs/predictions.csv', 'predictions.csv')\n",
"df_all = pd.read_csv('predictions.csv')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
" \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(y_test, y_test, color='g')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
@@ -536,7 +548,10 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"The MAPE seems high; it is being skewed by an actual with a small absolute value. For a more informative evaluation, we can calculate the metrics by forecast horizon:"
"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:"
]
},
{
@@ -545,6 +560,7 @@
"metadata": {},
"outputs": [],
"source": [
"from metrics_helper import MAPE, APE\n",
"df_all.groupby('horizon_origin').apply(\n",
" lambda df: pd.Series({'MAPE': MAPE(df[target_column_name], df['predicted']),\n",
" 'RMSE': np.sqrt(mean_squared_error(df[target_column_name], df['predicted'])),\n",
@@ -555,7 +571,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"It's also interesting to see the distributions of APE (absolute percentage error) by horizon. On a log scale, the outlying APE in the horizon-3 group is clear."
"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."
]
},
{
@@ -565,7 +581,7 @@
"outputs": [],
"source": [
"df_all_APE = df_all.assign(APE=APE(df_all[target_column_name], df_all['predicted']))\n",
"APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, max_horizon + 1)]\n",
"APEs = [df_all_APE[df_all['horizon_origin'] == h].APE.values for h in range(1, forecast_horizon + 1)]\n",
"\n",
"%matplotlib inline\n",
"plt.boxplot(APEs)\n",
@@ -581,9 +597,26 @@
"metadata": {
"authors": [
{
"name": "erwright"
"name": "jialiu"
}
],
"category": "tutorial",
"compute": [
"Remote"
],
"datasets": [
"BikeShare"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"file_extension": ".py",
"framework": [
"Azure ML AutoML"
],
"friendly_name": "Forecasting BikeShare Demand",
"index_order": 1,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
@@ -599,9 +632,18 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
}
"version": "3.6.7"
},
"mimetype": "text/x-python",
"name": "python",
"npconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"Forecasting"
],
"task": "Forecasting",
"version": 3
},
"nbformat": 4,
"nbformat_minor": 2
"nbformat_minor": 4
}

View File

@@ -2,8 +2,3 @@ name: auto-ml-forecasting-bike-share
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels

View File

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

View File

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

View File

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

View File

@@ -21,13 +21,17 @@
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Energy Demand Forecasting**_\n",
"_**Forecasting using the Energy Demand Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)"
"1. [Data and Forecasting Configurations](#Data)\n",
"1. [Train](#Train)\n",
"\n",
"Advanced Forecasting\n",
"1. [Advanced Training](#advanced_training)\n",
"1. [Advanced Results](#advanced_results)"
]
},
{
@@ -35,23 +39,25 @@
"metadata": {},
"source": [
"## Introduction\n",
"In this example, we show how AutoML can be used to forecast a single time-series in the energy demand application area. \n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"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",
"Notebook synopsis:\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Configuration and local run of AutoML for a simple time-series model\n",
"3. View engineered features and prediction results\n",
"4. Configuration and local run of AutoML for a time-series model with lag and rolling window features\n",
"5. Estimate feature importance"
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration notebook](../../../configuration.ipynb) first, if you haven't already, to establish your connection to the AzureML Workspace.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Creating an Experiment using an existing Workspace\n",
"1. Configure AutoML using 'AutoMLConfig'\n",
"1. Train the model using AmlCompute\n",
"1. Explore the engineered features and results\n",
"1. Configuration and remote run of AutoML for a time-series model with lag and rolling window features\n",
"1. Run and explore the forecast"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n"
"## Setup"
]
},
{
@@ -60,27 +66,46 @@
"metadata": {},
"outputs": [],
"source": [
"import azureml.core\n",
"import logging\n",
"\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"import os\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"import azureml.core\n",
"from azureml.core import Experiment, Workspace, 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, r2_score"
"from datetime import datetime"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created a <b>Workspace</b>. To run AutoML, you also need to create an <b>Experiment</b>. An Experiment corresponds to a prediction problem you are trying to solve, while a Run corresponds to a specific approach to the problem."
"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 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
@@ -92,19 +117,18 @@
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-energydemandforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-energydemandforecasting'\n",
"experiment_name = 'automl-forecasting-energydemand'\n",
"\n",
"# # project folder\n",
"# project_folder = './sample_projects/automl-forecasting-energy-demand'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
@@ -115,8 +139,14 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"We will use energy consumption data from New York City for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. Pandas CSV reader is used to read the file into memory. Special attention is given to the \"timeStamp\" column in the data since it contains text which should be parsed as datetime-type objects. "
"## Create or Attach existing AmlCompute\n",
"A compute target is required to execute a remote Automated ML run. \n",
"\n",
"[Azure Machine Learning Compute](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) is a managed-compute infrastructure that allows the user to easily create a single or multi-node compute. In this tutorial, you create AmlCompute as your training compute resource.\n",
"\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
@@ -125,40 +155,45 @@
"metadata": {},
"outputs": [],
"source": [
"data = pd.read_csv(\"nyc_energy.csv\", parse_dates=['timeStamp'])\n",
"data.head()"
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"energy-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_DS12_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We must now define the schema of this dataset. Every time-series must have a time column and a target. The target quantity is what will be eventually forecasted by a trained model. In this case, the target is the \"demand\" column. The other columns, \"temp\" and \"precip,\" are implicitly designated as features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Dataset schema\n",
"time_column_name = 'timeStamp'\n",
"target_column_name = 'demand'"
"# Data\n",
"\n",
"We will use energy consumption [data from New York City](http://mis.nyiso.com/public/P-58Blist.htm) for model training. The data is stored in a tabular format and includes energy demand and basic weather data at an hourly frequency. \n",
"\n",
"With Azure Machine Learning datasets you can keep a single copy of data in your storage, easily access data during model training, share data and collaborate with other users. Below, we will upload the datatset and create a [tabular dataset](https://docs.microsoft.com/bs-latn-ba/azure/machine-learning/service/how-to-create-register-datasets#dataset-types) to be used training and prediction."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Forecast Horizon\n",
"Let's set up what we know about the dataset.\n",
"\n",
"In addition to the data schema, we must also specify the forecast horizon. A forecast horizon is a time span into the future (or just beyond the latest date in the training data) where forecasts of the target quantity are needed. Choosing a forecast horizon is application specific, but a rule-of-thumb is that **the horizon should be the time-frame where you need actionable decisions based on the forecast.** The horizon usually has a strong relationship with the frequency of the time-series data, that is, the sampling interval of the target quantity and the features. For instance, the NYC energy demand data has an hourly frequency. A decision that requires a demand forecast to the hour is unlikely to be made weeks or months in advance, particularly if we expect weather to be a strong determinant of demand. We may have fairly accurate meteorological forecasts of the hourly temperature and precipitation on a the time-scale of a day or two, however.\n",
"<b>Target column</b> is what we want to forecast.<br></br>\n",
"<b>Time column</b> is the time axis along which to predict.\n",
"\n",
"Given the above discussion, we generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so the user should consider carefully how they set this value. If a long horizon forecast really is necessary, it may be good practice to aggregate the series to a coarser time scale. \n",
"\n",
"\n",
"Forecast horizons in AutoML are given as integer multiples of the time-series frequency. In this example, we set the horizon to 48 hours."
"The other columns, \"temp\" and \"precip\", are implicitly designated as features."
]
},
{
@@ -167,15 +202,25 @@
"metadata": {},
"outputs": [],
"source": [
"max_horizon = 48"
"target_column_name = 'demand'\n",
"time_column_name = 'timeStamp'"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dataset = Dataset.Tabular.from_delimited_files(path = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/nyc_energy.csv\").with_timestamp_columns(fine_grain_timestamp=time_column_name) \n",
"dataset.take(5).to_pandas_dataframe().reset_index(drop=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Split the data into train and test sets\n",
"We now split the data into a train and a test set so that we may evaluate model performance. We note that the tail of the dataset contains a large number of NA values in the target column, so we designate the test set as the 48 hour window ending on the latest date of known energy demand. "
"The NYC Energy dataset is missing energy demand values for all datetimes later than August 10th, 2017 5AM. Below, we trim the rows containing these missing values from the end of the dataset."
]
},
{
@@ -184,17 +229,79 @@
"metadata": {},
"outputs": [],
"source": [
"# Find time point to split on\n",
"latest_known_time = data[~pd.isnull(data[target_column_name])][time_column_name].max()\n",
"split_time = latest_known_time - pd.Timedelta(hours=max_horizon)\n",
"# Cut off the end of the dataset due to large number of nan values\n",
"dataset = dataset.time_before(datetime(2017, 10, 10, 5))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Split the data into train and test sets"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The first split we make is into train and test sets. Note that we are splitting on time. Data before and including August 8th, 2017 5AM will be used for training, and data after will be used for testing."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# split into train based on time\n",
"train = dataset.time_before(datetime(2017, 8, 8, 5), include_boundary=True)\n",
"train.to_pandas_dataframe().reset_index(drop=True).sort_values(time_column_name).tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# split into test based on time\n",
"test = dataset.time_between(datetime(2017, 8, 8, 6), datetime(2017, 8, 10, 5))\n",
"test.to_pandas_dataframe().reset_index(drop=True).head(5)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Setting the maximum forecast horizon\n",
"\n",
"# Split into train/test sets\n",
"X_train = data[data[time_column_name] <= split_time]\n",
"X_test = data[(data[time_column_name] > split_time) & (data[time_column_name] <= latest_known_time)]\n",
"The forecast horizon is the number of periods into the future that the model should predict. It is generally recommend that users set forecast horizons to less than 100 time periods (i.e. less than 100 hours in the NYC energy example). Furthermore, **AutoML's memory use and computation time increase in proportion to the length of the horizon**, so consider carefully how this value is set. If a long horizon forecast really is necessary, consider aggregating the series to a coarser time scale. \n",
"\n",
"# Move the target values into their own arrays \n",
"y_train = X_train.pop(target_column_name).values\n",
"y_test = X_test.pop(target_column_name).values"
"Learn more about forecast horizons in our [Auto-train a time-series forecast model](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-auto-train-forecast#configure-and-run-experiment) guide.\n",
"\n",
"In this example, we set the horizon to 48 hours."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"forecast_horizon = 48"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting Parameters\n",
"To define forecasting parameters for your experiment training, you can leverage the ForecastingParameters class. The table below details the forecasting parameter we will be passing into our experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**time_column_name**|The name of your time column.|\n",
"|**forecast_horizon**|The forecast horizon is how many periods forward you would like to forecast. This integer horizon is in units of the timeseries frequency (e.g. daily, weekly).|"
]
},
{
@@ -203,18 +310,27 @@
"source": [
"## Train\n",
"\n",
"We now instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. For forecasting tasks, we must provide extra configuration related to the time-series data schema and forecasting context. Here, only the name of the time column and the maximum forecast horizon are needed. Other settings are described below:\n",
"Instantiate an AutoMLConfig object. This config defines the settings and data used to run the experiment. We can provide extra configurations within 'automl_settings', for this forecasting task we add the forecasting parameters to hold all the additional forecasting parameters.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**blocked_models**|Models in blocked_models won't be used by AutoML. All supported models can be found at [here](https://docs.microsoft.com/en-us/python/api/azureml-train-automl-client/azureml.train.automl.constants.supportedmodels.forecasting?view=azure-ml-py).|\n",
"|**experiment_timeout_hours**|Maximum amount of time in hours that the experiment take before it terminates.|\n",
"|**training_data**|The training data to be used within the experiment.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**compute_target**|The remote compute for training.|\n",
"|**n_cross_validations**|Number of cross validation splits. Rolling Origin Validation is used to split time-series in a temporally consistent way.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. "
"|**enable_early_stopping**|Flag to enble early termination if the score is not improving in the short term.|\n",
"|**forecasting_parameters**|A class holds all the forecasting related parameters.|\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the experiment_timeout_hours parameter value to get results."
]
},
{
@@ -223,32 +339,30 @@
"metadata": {},
"outputs": [],
"source": [
"time_series_settings = {\n",
" 'time_column_name': time_column_name,\n",
" 'max_horizon': max_horizon\n",
"}\n",
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon\n",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_nyc_energy_errors.log',\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blacklist_models = ['ExtremeRandomTrees'],\n",
" iterations=10,\n",
" iteration_timeout_minutes=5,\n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=3,\n",
" path=project_folder,\n",
" verbosity = logging.INFO,\n",
" **time_series_settings)"
" blocked_models = ['ExtremeRandomTrees', 'AutoArima', 'Prophet'], \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping=True,\n",
" n_cross_validations=3, \n",
" verbosity=logging.INFO,\n",
" forecasting_parameters=forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Submitting the configuration will start a new run in this experiment. For local runs, the execution is synchronous. Depending on the data and number of iterations, this can run for a while. Parameters controlling concurrency may speed up the process, depending on your hardware.\n",
"\n",
"You will see the currently running iterations printing to the console."
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while.\n",
"One may specify `show_output = True` to print currently running iterations to the console."
]
},
{
@@ -257,7 +371,7 @@
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
"remote_run = experiment.submit(automl_config, show_output=False)"
]
},
{
@@ -266,15 +380,24 @@
"metadata": {},
"outputs": [],
"source": [
"local_run"
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method on automl_classifier returns the best run and the fitted model for the last fit invocation. There are overloads on get_output that allow you to retrieve the best run and fitted model for any logged metric or a particular iteration."
"## Retrieve the Best Model\n",
"Below we select the best model from all the training iterations using get_output method."
]
},
{
@@ -283,7 +406,7 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"best_run, fitted_model = remote_run.get_output()\n",
"fitted_model.steps"
]
},
@@ -291,8 +414,8 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### View the engineered names for featurized data\n",
"Below we display the engineered feature names generated for the featurized data using the time-series featurization."
"## Featurization\n",
"You can access the engineered feature names generated in time-series featurization."
]
},
{
@@ -308,13 +431,53 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test the Best Fitted Model\n",
"### View featurization summary\n",
"You can also see what featurization steps were performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:\n",
"\n",
"For forecasting, we will use the `forecast` function instead of the `predict` function. There are two reasons for this.\n",
"\n",
"We need to pass the recent values of the target variable `y`, whereas the scikit-compatible `predict` function only takes the non-target variables `X`. In our case, the test data immediately follows the training data, and we fill the `y` variable with `NaN`. The `NaN` serves as a question mark for the forecaster to fill with the actuals. Using the forecast function will produce forecasts using the shortest possible forecast horizon. The last time at which a definite (non-NaN) value is seen is the _forecast origin_ - the last time when the value of the target is known. \n",
"\n",
"Using the `predict` method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use."
"+ Raw feature name\n",
"+ Number of engineered features formed out of this raw feature\n",
"+ Type detected\n",
"+ If feature was dropped\n",
"+ List of feature transformations for the raw feature"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Get the featurization summary as a list of JSON\n",
"featurization_summary = fitted_model.named_steps['timeseriestransformer'].get_featurization_summary()\n",
"# View the featurization summary as a pandas dataframe\n",
"pd.DataFrame.from_records(featurization_summary)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting\n",
"\n",
"Now that we have retrieved the best pipeline/model, it can be used to make predictions on test data. First, we remove the target values from the test set:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = test.to_pandas_dataframe().reset_index(drop=True)\n",
"y_test = X_test.pop(target_column_name).values"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Forecast Function\n",
"For forecasting, we will use the forecast function instead of the predict function. Using the predict method would result in getting predictions for EVERY horizon the forecaster can predict at. This is useful when training and evaluating the performance of the forecaster at various horizons, but the level of detail is excessive for normal use. Forecast function also can handle more complicated scenarios, see the [forecast function notebook](../forecasting-forecast-function/auto-ml-forecasting-function.ipynb)."
]
},
{
@@ -323,15 +486,20 @@
"metadata": {},
"outputs": [],
"source": [
"# Replace ALL values in y_pred by NaN. \n",
"# The forecast origin will be at the beginning of the first forecast period\n",
"# (which is the same time as the end of the last training period).\n",
"y_query = y_test.copy().astype(np.float)\n",
"y_query.fill(np.nan)\n",
"# The featurized data, aligned to y, will also be returned.\n",
"# This contains the assumptions that were made in the forecast\n",
"# and helps align the forecast to the original data\n",
"y_fcst, X_trans = fitted_model.forecast(X_test, y_query)"
"y_predictions, X_trans = fitted_model.forecast(X_test)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Evaluate\n",
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE). For more metrics that can be used for evaluation after training, please see [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics), and [how to calculate residuals](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\n",
"\n",
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
]
},
{
@@ -340,40 +508,37 @@
"metadata": {},
"outputs": [],
"source": [
"# limit the evaluation to data where y_test has actuals\n",
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
" the output's shape differs from the input shape, or if\n",
" the data got re-sorted by time and grain during forecasting.\n",
" \n",
" Typical causes of misalignment are:\n",
" * we predicted some periods that were missing in actuals -> drop from eval\n",
" * model was asked to predict past max_horizon -> increase max horizon\n",
" * data at start of X_test was needed for lags -> provide previous periods\n",
" \"\"\"\n",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
" # align original X_test to y_test \n",
" X_test_full = X_test.copy()\n",
" X_test_full[target_column_name] = y_test\n",
"from forecasting_helper import align_outputs\n",
"\n",
" # X_test_full's does not include origin, so reset for merge\n",
" df_fcst.reset_index(inplace=True)\n",
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
" together = df_fcst.merge(X_test_full, how='right')\n",
" \n",
" # drop rows where prediction or actuals are nan \n",
" # happens because of missing actuals \n",
" # or at edges of time due to lags/rolling windows\n",
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
" return(clean)\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from matplotlib import pyplot as plt\n",
"\n",
"df_all = align_outputs(y_fcst, X_trans, X_test, y_test)\n",
"df_all.head()"
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
" \n",
"# Plot outputs\n",
"%matplotlib inline\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
@@ -396,8 +561,18 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate accuracy metrics\n",
"Finally, we calculate some accuracy metrics for the forecast and plot the predictions vs. the actuals over the time range in the test set."
"## Advanced Training <a id=\"advanced_training\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using lags and rolling window features\n",
"Now we will configure the target lags, that is the previous values of the target variables, meaning the prediction is no longer horizon-less. We therefore must still specify the `forecast_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features.\n",
"\n",
"This notebook uses the blocked_models parameter to exclude some models that take a longer time to train on this dataset. You can choose to remove models from the blocked_models list but you may need to increase the iteration_timeout_minutes parameter value to get results."
]
},
{
@@ -406,98 +581,29 @@
"metadata": {},
"outputs": [],
"source": [
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
" Remove NA and values where actual is close to zero\n",
" \"\"\"\n",
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
" return np.mean(APE)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simple forecasting model\")\n",
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"advanced_forecasting_parameters = ForecastingParameters(\n",
" time_column_name=time_column_name, forecast_horizon=forecast_horizon,\n",
" target_lags=12, target_rolling_window_size=4\n",
")\n",
"\n",
"# Plot outputs\n",
"%matplotlib inline\n",
"pred, = plt.plot(df_all[time_column_name], df_all['predicted'], color='b')\n",
"actual, = plt.plot(df_all[time_column_name], df_all[target_column_name], color='g')\n",
"plt.xticks(fontsize=8)\n",
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.title('Prediction vs. Actual Time-Series')\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The distribution looks a little heavy tailed: we underestimate the excursions of the extremes. A normal-quantile transform of the target might help, but let's first try using some past data with the lags and rolling window transforms.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Using lags and rolling window features"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, grain and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation.\n",
"\n",
"Now that we configured target lags, that is the previous values of the target variables, and the prediction is no longer horizon-less. We therefore must still specify the `max_horizon` that the model will learn to forecast. The `target_lags` keyword specifies how far back we will construct the lags of the target variable, and the `target_rolling_window_size` specifies the size of the rolling window over which we will generate the `max`, `min` and `sum` features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"time_series_settings_with_lags = {\n",
" 'time_column_name': time_column_name,\n",
" 'max_horizon': max_horizon,\n",
" 'target_lags': 12,\n",
" 'target_rolling_window_size': 4\n",
"}\n",
"\n",
"automl_config_lags = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_nyc_energy_errors.log',\n",
"automl_config = AutoMLConfig(task='forecasting', \n",
" primary_metric='normalized_root_mean_squared_error',\n",
" blacklist_models=['ElasticNet','ExtremeRandomTrees','GradientBoosting'],\n",
" iterations=10,\n",
" iteration_timeout_minutes=10,\n",
" X=X_train,\n",
" y=y_train,\n",
" n_cross_validations=3,\n",
" path=project_folder,\n",
" blocked_models = ['ElasticNet','ExtremeRandomTrees','GradientBoosting','XGBoostRegressor','ExtremeRandomTrees', 'AutoArima', 'Prophet'], #These models are blocked for tutorial purposes, remove this for real use cases. \n",
" experiment_timeout_hours=0.3,\n",
" training_data=train,\n",
" label_column_name=target_column_name,\n",
" compute_target=compute_target,\n",
" enable_early_stopping = True,\n",
" n_cross_validations=3, \n",
" verbosity=logging.INFO,\n",
" **time_series_settings_with_lags)"
" forecasting_parameters=advanced_forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"We now start a new local run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
"We now start a new remote run, this time with lag and rolling window featurization. AutoML applies featurizations in the setup stage, prior to iterating over ML models. The full training set is featurized first, followed by featurization of each of the CV splits. Lag and rolling window features introduce additional complexity, so the run will take longer than in the previous example that lacked these featurizations."
]
},
{
@@ -506,7 +612,7 @@
"metadata": {},
"outputs": [],
"source": [
"local_run_lags = experiment.submit(automl_config_lags, show_output=True)"
"advanced_remote_run = experiment.submit(automl_config, show_output=False)"
]
},
{
@@ -515,10 +621,14 @@
"metadata": {},
"outputs": [],
"source": [
"best_run_lags, fitted_model_lags = local_run_lags.get_output()\n",
"y_fcst_lags, X_trans_lags = fitted_model_lags.forecast(X_test, y_query)\n",
"df_lags = align_outputs(y_fcst_lags, X_trans_lags, X_test, y_test)\n",
"df_lags.head()"
"advanced_remote_run.wait_for_completion()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model"
]
},
{
@@ -527,7 +637,15 @@
"metadata": {},
"outputs": [],
"source": [
"X_trans_lags"
"best_run_lags, fitted_model_lags = advanced_remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Advanced Results<a id=\"advanced_results\"></a>\n",
"We did not use lags in the previous model specification. In effect, the prediction was the result of a simple regression on date, time series identifier columns and any additional features. This is often a very good prediction as common time series patterns like seasonality and trends can be captured in this manner. Such simple regression is horizon-less: it doesn't matter how far into the future we are predicting, because we are not using past data. In the previous example, the horizon was only used to split the data for cross-validation."
]
},
{
@@ -536,61 +654,62 @@
"metadata": {},
"outputs": [],
"source": [
"print(\"Forecasting model with lags\")\n",
"rmse = np.sqrt(mean_squared_error(df_lags[target_column_name], df_lags['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_lags[target_column_name], df_lags['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_lags[target_column_name], df_lags['predicted']))\n",
"# The featurized data, aligned to y, will also be returned.\n",
"# This contains the assumptions that were made in the forecast\n",
"# and helps align the forecast to the original data\n",
"y_predictions, X_trans = fitted_model_lags.forecast(X_test)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from forecasting_helper import align_outputs\n",
"\n",
"df_all = align_outputs(y_predictions, X_trans, X_test, y_test, target_column_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl metrics module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
" \n",
"# Plot outputs\n",
"%matplotlib inline\n",
"pred, = plt.plot(df_lags[time_column_name], df_lags['predicted'], color='b')\n",
"actual, = plt.plot(df_lags[time_column_name], df_lags[target_column_name], color='g')\n",
"plt.xticks(fontsize=8)\n",
"plt.legend((pred, actual), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### What features matter for the forecast?"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import explain_model\n",
"\n",
"# feature names are everything in the transformed data except the target\n",
"features = X_trans_lags.columns[:-1]\n",
"expl = explain_model(fitted_model_lags, X_train.copy(), X_test.copy(), features=features, best_run=best_run_lags, y_train=y_train)\n",
"# unpack the tuple\n",
"shap_values, expected_values, feat_overall_imp, feat_names, per_class_summary, per_class_imp = expl\n",
"best_run_lags"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please go to the Azure Portal's best run to see the top features chart.\n",
"\n",
"The informative features make all sorts of intuitive sense. Temperature is a strong driver of heating and cooling demand in NYC. Apart from that, the daily life cycle, expressed by `hour`, and the weekly cycle, expressed by `wday` drives people's energy use habits."
]
}
],
"metadata": {
"authors": [
{
"name": "erwright"
"name": "jialiu"
}
],
"categories": [
"how-to-use-azureml",
"automated-machine-learning"
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",

View File

@@ -2,9 +2,3 @@ name: auto-ml-forecasting-energy-demand
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels
- azureml-explain-model

View File

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

View File

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

View File

@@ -0,0 +1,856 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"\n",
"#### Forecasting away from training data\n",
"\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"2. [Setup](#Setup)\n",
"3. [Data](#Data)\n",
"4. [Prepare remote compute and data.](#prepare_remote)\n",
"4. [Create the configuration and train a forecaster](#train)\n",
"5. [Forecasting from the trained model](#forecasting)\n",
"6. [Forecasting away from training data](#forecasting_away)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"This notebook demonstrates the full interface of the `forecast()` function. \n",
"\n",
"The best known and most frequent usage of `forecast` enables forecasting on test sets that immediately follows training data. \n",
"\n",
"However, in many use cases it is necessary to continue using the model for some time before retraining it. This happens especially in **high frequency forecasting** when forecasts need to be made more frequently than the model can be retrained. Examples are in Internet of Things and predictive cloud resource scaling.\n",
"\n",
"Here we show how to use the `forecast()` function when a time gap exists between training data and prediction period.\n",
"\n",
"Terminology:\n",
"* forecast origin: the last period when the target value is known\n",
"* forecast periods(s): the period(s) for which the value of the target is desired.\n",
"* lookback: how many past periods (before forecast origin) the model function depends on. The larger of number of lags and length of rolling window.\n",
"* prediction context: `lookback` periods immediately preceding the forecast origin\n",
"\n",
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/automl-forecasting-function.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Please make sure you have followed the `configuration.ipynb` notebook so that your ML workspace information is saved in the config file."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"import azureml.core\n",
"from azureml.core.dataset import Dataset\n",
"from pandas.tseries.frequencies import to_offset\n",
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"np.set_printoptions(precision=4, suppress=True, linewidth=120)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-forecast-function-demo'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['SKU'] = ws.sku\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data\n",
"For the demonstration purposes we will generate the data artificially and use them for the forecasting."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"TIME_COLUMN_NAME = 'date'\n",
"TIME_SERIES_ID_COLUMN_NAME = 'time_series_id'\n",
"TARGET_COLUMN_NAME = 'y'\n",
"\n",
"def get_timeseries(train_len: int,\n",
" test_len: int,\n",
" time_column_name: str,\n",
" target_column_name: str,\n",
" time_series_id_column_name: str,\n",
" time_series_number: int = 1,\n",
" freq: str = 'H'):\n",
" \"\"\"\n",
" Return the time series of designed length.\n",
"\n",
" :param train_len: The length of training data (one series).\n",
" :type train_len: int\n",
" :param test_len: The length of testing data (one series).\n",
" :type test_len: int\n",
" :param time_column_name: The desired name of a time column.\n",
" :type time_column_name: str\n",
" :param time_series_number: The number of time series in the data set.\n",
" :type time_series_number: int\n",
" :param freq: The frequency string representing pandas offset.\n",
" see https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html\n",
" :type freq: str\n",
" :returns: the tuple of train and test data sets.\n",
" :rtype: tuple\n",
"\n",
" \"\"\"\n",
" data_train = [] # type: List[pd.DataFrame]\n",
" data_test = [] # type: List[pd.DataFrame]\n",
" data_length = train_len + test_len\n",
" for i in range(time_series_number):\n",
" X = pd.DataFrame({\n",
" time_column_name: pd.date_range(start='2000-01-01',\n",
" periods=data_length,\n",
" freq=freq),\n",
" target_column_name: np.arange(data_length).astype(float) + np.random.rand(data_length) + i*5,\n",
" 'ext_predictor': np.asarray(range(42, 42 + data_length)),\n",
" time_series_id_column_name: np.repeat('ts{}'.format(i), data_length)\n",
" })\n",
" data_train.append(X[:train_len])\n",
" data_test.append(X[train_len:])\n",
" X_train = pd.concat(data_train)\n",
" y_train = X_train.pop(target_column_name).values\n",
" X_test = pd.concat(data_test)\n",
" y_test = X_test.pop(target_column_name).values\n",
" return X_train, y_train, X_test, y_test\n",
"\n",
"n_test_periods = 6\n",
"n_train_periods = 30\n",
"X_train, y_train, X_test, y_test = get_timeseries(train_len=n_train_periods,\n",
" test_len=n_test_periods,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=2)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see what the training data looks like."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train.tail()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# plot the example time series\n",
"import matplotlib.pyplot as plt\n",
"whole_data = X_train.copy()\n",
"target_label = 'y'\n",
"whole_data[target_label] = y_train\n",
"for g in whole_data.groupby('time_series_id'): \n",
" plt.plot(g[1]['date'].values, g[1]['y'].values, label=g[0])\n",
"plt.legend()\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Prepare remote compute and data. <a id=\"prepare_remote\"></a>\n",
"The [Machine Learning service workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/concept-workspace), is paired with the storage account, which contains the default data store. We will use it to upload the artificial data and create [tabular dataset](https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.data.tabulardataset?view=azure-ml-py) for training. A tabular dataset defines a series of lazily-evaluated, immutable operations to load data from the data source into tabular representation."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# We need to save thw artificial data and then upload them to default workspace datastore.\n",
"DATA_PATH = \"fc_fn_data\"\n",
"DATA_PATH_X = \"{}/data_train.csv\".format(DATA_PATH)\n",
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
"pd.DataFrame(whole_data).to_csv(\"data/data_train.csv\", index=False)\n",
"# Upload saved data to the default data store.\n",
"ds = ws.get_default_datastore()\n",
"ds.upload(src_dir='./data', target_path=DATA_PATH, overwrite=True, show_progress=True)\n",
"train_data = Dataset.Tabular.from_delimited_files(path=ds.path(DATA_PATH_X))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"amlcompute_cluster_name = \"fcfn-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create the configuration and train a forecaster <a id=\"train\"></a>\n",
"First generate the configuration, in which we:\n",
"* Set metadata columns: target, time column and time-series id column names.\n",
"* Validate our data using cross validation with rolling window method.\n",
"* Set normalized root mean squared error as a metric to select the best model.\n",
"* Set early termination to True, so the iterations through the models will stop when no improvements in accuracy score will be made.\n",
"* Set limitations on the length of experiment run to 15 minutes.\n",
"* Finally, we set the task to be forecasting.\n",
"* We apply the lag lead operator to the target value i.e. we use the previous values as a predictor for the future ones."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\n",
"lags = [1,2,3]\n",
"forecast_horizon = n_test_periods\n",
"forecasting_parameters = ForecastingParameters(\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" forecast_horizon=forecast_horizon,\n",
" time_series_id_column_names=[ TIME_SERIES_ID_COLUMN_NAME ],\n",
" target_lags=lags\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Run the model selection and training process. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_forecasting_function.log',\n",
" primary_metric='normalized_root_mean_squared_error',\n",
" experiment_timeout_hours=0.25,\n",
" enable_early_stopping=True,\n",
" training_data=train_data,\n",
" compute_target=compute_target,\n",
" n_cross_validations=3,\n",
" verbosity = logging.INFO,\n",
" max_concurrent_iterations=4,\n",
" max_cores_per_iteration=-1,\n",
" label_column_name=target_label,\n",
" forecasting_parameters=forecasting_parameters)\n",
"\n",
"remote_run = experiment.submit(automl_config, show_output=False)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Retrieve the best model to use it further.\n",
"_, fitted_model = remote_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting from the trained model <a id=\"forecasting\"></a>"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"In this section we will review the `forecast` interface for two main scenarios: forecasting right after the training data, and the more complex interface for forecasting when there is a gap (in the time sense) between training and testing data."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### X_train is directly followed by the X_test\n",
"\n",
"Let's first consider the case when the prediction period immediately follows the training data. This is typical in scenarios where we have the time to retrain the model every time we wish to forecast. Forecasts that are made on daily and slower cadence typically fall into this category. Retraining the model every time benefits the accuracy because the most recent data is often the most informative.\n",
"\n",
"![Forecasting after training](forecast_function_at_train.png)\n",
"\n",
"We use `X_test` as a **forecast request** to generate the predictions."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Typical path: X_test is known, forecast all upcoming periods"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# The data set contains hourly data, the training set ends at 01/02/2000 at 05:00\n",
"\n",
"# These are predictions we are asking the model to make (does not contain thet target column y),\n",
"# for 6 periods beginning with 2000-01-02 06:00, which immediately follows the training data\n",
"X_test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_no_gap, xy_nogap = fitted_model.forecast(X_test)\n",
"\n",
"# xy_nogap contains the predictions in the _automl_target_col column.\n",
"# Those same numbers are output in y_pred_no_gap\n",
"xy_nogap"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Confidence intervals"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Forecasting model may be used for the prediction of forecasting intervals by running ```forecast_quantiles()```. \n",
"This method accepts the same parameters as forecast()."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"quantiles = fitted_model.forecast_quantiles(X_test)\n",
"quantiles"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Distribution forecasts\n",
"\n",
"Often the figure of interest is not just the point prediction, but the prediction at some quantile of the distribution. \n",
"This arises when the forecast is used to control some kind of inventory, for example of grocery items or virtual machines for a cloud service. In such case, the control point is usually something like \"we want the item to be in stock and not run out 99% of the time\". This is called a \"service level\". Here is how you get quantile forecasts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# specify which quantiles you would like \n",
"fitted_model.quantiles = [0.01, 0.5, 0.95]\n",
"# use forecast_quantiles function, not the forecast() one\n",
"y_pred_quantiles = fitted_model.forecast_quantiles(X_test)\n",
"\n",
"# quantile forecasts returned in a Dataframe along with the time and time series id columns \n",
"y_pred_quantiles"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Destination-date forecast: \"just do something\"\n",
"\n",
"In some scenarios, the X_test is not known. The forecast is likely to be weak, because it is missing contemporaneous predictors, which we will need to impute. If you still wish to predict forward under the assumption that the last known values will be carried forward, you can forecast out to \"destination date\". The destination date still needs to fit within the forecast horizon from training."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# We will take the destination date as a last date in the test set.\n",
"dest = max(X_test[TIME_COLUMN_NAME])\n",
"y_pred_dest, xy_dest = fitted_model.forecast(forecast_destination=dest)\n",
"\n",
"# This form also shows how we imputed the predictors which were not given. (Not so well! Use with caution!)\n",
"xy_dest"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting away from training data <a id=\"forecasting_away\"></a>\n",
"\n",
"Suppose we trained a model, some time passed, and now we want to apply the model without re-training. If the model \"looks back\" -- uses previous values of the target -- then we somehow need to provide those values to the model.\n",
"\n",
"![Forecasting after training](forecast_function_away_from_train.png)\n",
"\n",
"The notion of forecast origin comes into play: the forecast origin is **the last period for which we have seen the target value**. This applies per time-series, so each time-series can have a different forecast origin. \n",
"\n",
"The part of data before the forecast origin is the **prediction context**. To provide the context values the model needs when it looks back, we pass definite values in `y_test` (aligned with corresponding times in `X_test`)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# generate the same kind of test data we trained on, \n",
"# but now make the train set much longer, so that the test set will be in the future\n",
"X_context, y_context, X_away, y_away = get_timeseries(train_len=42, # train data was 30 steps long\n",
" test_len=4,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=2)\n",
"\n",
"# end of the data we trained on\n",
"print(X_train.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())\n",
"# start of the data we want to predict on\n",
"print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"There is a gap of 12 hours between end of training and beginning of `X_away`. (It looks like 13 because all timestamps point to the start of the one hour periods.) Using only `X_away` will fail without adding context data for the model to consume."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"try: \n",
" y_pred_away, xy_away = fitted_model.forecast(X_away)\n",
" xy_away\n",
"except Exception as e:\n",
" print(e)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"How should we read that eror message? The forecast origin is at the last time the model saw an actual value of `y` (the target). That was at the end of the training data! The model is attempting to forecast from the end of training data. But the requested forecast periods are past the forecast horizon. We need to provide a define `y` value to establish the forecast origin.\n",
"\n",
"We will use this helper function to take the required amount of context from the data preceding the testing data. It's definition is intentionally simplified to keep the idea in the clear."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"def make_forecasting_query(fulldata, time_column_name, target_column_name, forecast_origin, horizon, lookback):\n",
"\n",
" \"\"\"\n",
" This function will take the full dataset, and create the query\n",
" to predict all values of the time series from the `forecast_origin`\n",
" forward for the next `horizon` horizons. Context from previous\n",
" `lookback` periods will be included.\n",
"\n",
" \n",
"\n",
" fulldata: pandas.DataFrame a time series dataset. Needs to contain X and y.\n",
" time_column_name: string which column (must be in fulldata) is the time axis\n",
" target_column_name: string which column (must be in fulldata) is to be forecast\n",
" forecast_origin: datetime type the last time we (pretend to) have target values \n",
" horizon: timedelta how far forward, in time units (not periods)\n",
" lookback: timedelta how far back does the model look?\n",
"\n",
" Example:\n",
"\n",
"\n",
" ```\n",
"\n",
" forecast_origin = pd.to_datetime('2012-09-01') + pd.DateOffset(days=5) # forecast 5 days after end of training\n",
" print(forecast_origin)\n",
"\n",
" X_query, y_query = make_forecasting_query(data, \n",
" forecast_origin = forecast_origin,\n",
" horizon = pd.DateOffset(days=7), # 7 days into the future\n",
" lookback = pd.DateOffset(days=1), # model has lag 1 period (day)\n",
" )\n",
"\n",
" ```\n",
" \"\"\"\n",
"\n",
" X_past = fulldata[ (fulldata[ time_column_name ] > forecast_origin - lookback) &\n",
" (fulldata[ time_column_name ] <= forecast_origin)\n",
" ]\n",
"\n",
" X_future = fulldata[ (fulldata[ time_column_name ] > forecast_origin) &\n",
" (fulldata[ time_column_name ] <= forecast_origin + horizon)\n",
" ]\n",
"\n",
" y_past = X_past.pop(target_column_name).values.astype(np.float)\n",
" y_future = X_future.pop(target_column_name).values.astype(np.float)\n",
"\n",
" # Now take y_future and turn it into question marks\n",
" y_query = y_future.copy().astype(np.float) # because sometimes life hands you an int\n",
" y_query.fill(np.NaN)\n",
"\n",
"\n",
" print(\"X_past is \" + str(X_past.shape) + \" - shaped\")\n",
" print(\"X_future is \" + str(X_future.shape) + \" - shaped\")\n",
" print(\"y_past is \" + str(y_past.shape) + \" - shaped\")\n",
" print(\"y_query is \" + str(y_query.shape) + \" - shaped\")\n",
"\n",
"\n",
" X_pred = pd.concat([X_past, X_future])\n",
" y_pred = np.concatenate([y_past, y_query])\n",
" return X_pred, y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Let's see where the context data ends - it ends, by construction, just before the testing data starts."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(X_context.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"print(X_away.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].agg(['min','max','count']))\n",
"X_context.tail(5)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Since the length of the lookback is 3, \n",
"# we need to add 3 periods from the context to the request\n",
"# so that the model has the data it needs\n",
"\n",
"# Put the X and y back together for a while. \n",
"# They like each other and it makes them happy.\n",
"X_context[TARGET_COLUMN_NAME] = y_context\n",
"X_away[TARGET_COLUMN_NAME] = y_away\n",
"fulldata = pd.concat([X_context, X_away])\n",
"\n",
"# forecast origin is the last point of data, which is one 1-hr period before test\n",
"forecast_origin = X_away[TIME_COLUMN_NAME].min() - pd.DateOffset(hours=1)\n",
"# it is indeed the last point of the context\n",
"assert forecast_origin == X_context[TIME_COLUMN_NAME].max()\n",
"print(\"Forecast origin: \" + str(forecast_origin))\n",
" \n",
"# the model uses lags and rolling windows to look back in time\n",
"n_lookback_periods = max(lags)\n",
"lookback = pd.DateOffset(hours=n_lookback_periods)\n",
"\n",
"horizon = pd.DateOffset(hours=forecast_horizon)\n",
"\n",
"# now make the forecast query from context (refer to figure)\n",
"X_pred, y_pred = make_forecasting_query(fulldata, TIME_COLUMN_NAME, TARGET_COLUMN_NAME,\n",
" forecast_origin, horizon, lookback)\n",
"\n",
"# show the forecast request aligned\n",
"X_show = X_pred.copy()\n",
"X_show[TARGET_COLUMN_NAME] = y_pred\n",
"X_show"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Note that the forecast origin is at 17:00 for both time-series, and periods from 18:00 are to be forecast."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Now everything works\n",
"y_pred_away, xy_away = fitted_model.forecast(X_pred, y_pred)\n",
"\n",
"# show the forecast aligned\n",
"X_show = xy_away.reset_index()\n",
"# without the generated features\n",
"X_show[['date', 'time_series_id', 'ext_predictor', '_automl_target_col']]\n",
"# prediction is in _automl_target_col"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Forecasting farther than the forecast horizon <a id=\"recursive forecasting\"></a>\n",
"When the forecast destination, or the latest date in the prediction data frame, is farther into the future than the specified forecast horizon, the `forecast()` function will still make point predictions out to the later date using a recursive operation mode. Internally, the method recursively applies the regular forecaster to generate context so that we can forecast further into the future. \n",
"\n",
"To illustrate the use-case and operation of recursive forecasting, we'll consider an example with a single time-series where the forecasting period directly follows the training period and is twice as long as the forecasting horizon given at training time.\n",
"\n",
"![Recursive_forecast_overview](recursive_forecast_overview_small.png)\n",
"\n",
"Internally, we apply the forecaster in an iterative manner and finish the forecast task in two interations. In the first iteration, we apply the forecaster and get the prediction for the first forecast-horizon periods (y_pred1). In the second iteraction, y_pred1 is used as the context to produce the prediction for the next forecast-horizon periods (y_pred2). The combination of (y_pred1 and y_pred2) gives the results for the total forecast periods. \n",
"\n",
"A caveat: forecast accuracy will likely be worse the farther we predict into the future since errors are compounded with recursive application of the forecaster.\n",
"\n",
"![Recursive_forecast_iter1](recursive_forecast_iter1.png)\n",
"![Recursive_forecast_iter2](recursive_forecast_iter2.png)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# generate the same kind of test data we trained on, but with a single time-series and test period twice as long\n",
"# as the forecast_horizon.\n",
"_, _, X_test_long, y_test_long = get_timeseries(train_len=n_train_periods,\n",
" test_len=forecast_horizon*2,\n",
" time_column_name=TIME_COLUMN_NAME,\n",
" target_column_name=TARGET_COLUMN_NAME,\n",
" time_series_id_column_name=TIME_SERIES_ID_COLUMN_NAME,\n",
" time_series_number=1)\n",
"\n",
"print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].min())\n",
"print(X_test_long.groupby(TIME_SERIES_ID_COLUMN_NAME)[TIME_COLUMN_NAME].max())"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# forecast() function will invoke the recursive forecast method internally.\n",
"y_pred_long, X_trans_long = fitted_model.forecast(X_test_long)\n",
"y_pred_long"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# What forecast() function does in this case is equivalent to iterating it twice over the test set as the following. \n",
"y_pred1, _ = fitted_model.forecast(X_test_long[:forecast_horizon])\n",
"y_pred_all, _ = fitted_model.forecast(X_test_long, np.concatenate((y_pred1, np.full(forecast_horizon, np.nan))))\n",
"np.array_equal(y_pred_all, y_pred_long)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Confidence interval and distributional forecasts\n",
"AutoML cannot currently estimate forecast errors beyond the forecast horizon set during training, so the `forecast_quantiles()` function will return missing values for quantiles not equal to 0.5 beyond the forecast horizon. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.forecast_quantiles(X_test_long)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Similarly with the simple senarios illustrated above, forecasting farther than the forecast horizon in other senarios like 'multiple time-series', 'Destination-date forecast', and 'forecast away from the training data' are also automatically handled by the `forecast()` function. "
]
}
],
"metadata": {
"authors": [
{
"name": "jialiu"
}
],
"category": "tutorial",
"compute": [
"Remote"
],
"datasets": [
"None"
],
"deployment": [
"None"
],
"exclude_from_index": false,
"framework": [
"Azure ML AutoML"
],
"friendly_name": "Forecasting away from training data",
"index_order": 3,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
},
"tags": [
"Forecasting",
"Confidence Intervals"
],
"task": "Forecasting"
},
"nbformat": 4,
"nbformat_minor": 2
}

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

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@@ -26,6 +26,7 @@
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Compute](#Compute)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Predict](#Predict)\n",
@@ -61,15 +62,28 @@
"import pandas as pd\n",
"import numpy as np\n",
"import logging\n",
"import warnings\n",
"\n",
"# Squash warning messages for cleaner output in the notebook\n",
"warnings.showwarning = lambda *args, **kwargs: None\n",
"\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.train.automl import AutoMLConfig\n",
"from sklearn.metrics import mean_absolute_error, mean_squared_error"
"from azureml.automl.core.featurization import FeaturizationConfig"
]
},
{
"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 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
@@ -89,24 +103,56 @@
"\n",
"# choose a name for the run history container in the workspace\n",
"experiment_name = 'automl-ojforecasting'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-local-ojforecasting'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['SKU'] = ws.sku\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Run History Name'] = experiment_name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Compute\n",
"You will need to create a [compute target](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-set-up-training-targets#amlcompute) for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read [this article](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-quotas) on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AmlCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your CPU cluster\n",
"amlcompute_cluster_name = \"oj-cluster\"\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" compute_target = ComputeTarget(workspace=ws, name=amlcompute_cluster_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" compute_config = AmlCompute.provisioning_configuration(vm_size='STANDARD_D2_V2',\n",
" max_nodes=6)\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, compute_config)\n",
"\n",
"compute_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
@@ -132,7 +178,7 @@
"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 thus define the **grain** - the columns whose values determine the boundaries between time-series: "
"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: "
]
},
{
@@ -141,8 +187,8 @@
"metadata": {},
"outputs": [],
"source": [
"grain_column_names = ['Store', 'Brand']\n",
"nseries = data.groupby(grain_column_names).ngroups\n",
"time_series_id_column_names = ['Store', 'Brand']\n",
"nseries = data.groupby(time_series_id_column_names).ngroups\n",
"print('Data contains {0} individual time-series.'.format(nseries))"
]
},
@@ -161,7 +207,7 @@
"source": [
"use_stores = [2, 5, 8]\n",
"data_subset = data[data.Store.isin(use_stores)]\n",
"nseries = data_subset.groupby(grain_column_names).ngroups\n",
"nseries = data_subset.groupby(time_series_id_column_names).ngroups\n",
"print('Data subset contains {0} individual time-series.'.format(nseries))"
]
},
@@ -170,7 +216,7 @@
"metadata": {},
"source": [
"### Data Splitting\n",
"We now split the data into a training and a testing set for later forecast evaluation. The test set will contain the final 20 weeks of observed sales for each time-series. The splits should be stratified by series, so we use a group-by statement on the grain columns."
"We now split the data into a training and a testing set for later forecast evaluation. The test set will contain the final 20 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."
]
},
{
@@ -181,15 +227,69 @@
"source": [
"n_test_periods = 20\n",
"\n",
"def split_last_n_by_grain(df, n):\n",
" \"\"\"Group df by grain and split on last n rows for each group.\"\"\"\n",
"def split_last_n_by_series_id(df, n):\n",
" \"\"\"Group df by series identifiers and split on last n rows for each group.\"\"\"\n",
" df_grouped = (df.sort_values(time_column_name) # Sort by ascending time\n",
" .groupby(grain_column_names, group_keys=False))\n",
" .groupby(time_series_id_column_names, group_keys=False))\n",
" df_head = df_grouped.apply(lambda dfg: dfg.iloc[:-n])\n",
" df_tail = df_grouped.apply(lambda dfg: dfg.iloc[-n:])\n",
" return df_head, df_tail\n",
"\n",
"X_train, X_test = split_last_n_by_grain(data_subset, n_test_periods)"
"train, test = split_last_n_by_series_id(data_subset, n_test_periods)"
]
},
{
"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": [
"train.to_csv (r'./dominicks_OJ_train.csv', index = None, header=True)\n",
"test.to_csv (r'./dominicks_OJ_test.csv', index = None, header=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"datastore = ws.get_default_datastore()\n",
"datastore.upload_files(files = ['./dominicks_OJ_train.csv', './dominicks_OJ_test.csv'], target_path = 'dataset/', overwrite = True,show_progress = True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create dataset for training"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.dataset import Dataset\n",
"train_dataset = Dataset.Tabular.from_delimited_files(path=datastore.path('dataset/dominicks_OJ_train.csv'))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"train_dataset.to_pandas_dataframe().tail()"
]
},
{
@@ -201,11 +301,11 @@
"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 grain-based features to enable fixed effects across different series\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",
"AutoML will currently train a single, regression-type model across **all** time-series in a given training set. This allows the model to generalize across related series.\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 separate the target column from the rest of the DataFrame: "
]
@@ -216,8 +316,57 @@
"metadata": {},
"outputs": [],
"source": [
"target_column_name = 'Quantity'\n",
"y_train = X_train.pop(target_column_name).values"
"target_column_name = 'Quantity'"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Customization\n",
"\n",
"The featurization customization in forecasting is an advanced feature in AutoML which allows our customers to change the default forecasting featurization behaviors and column types through `FeaturizationConfig`. The supported scenarios include:\n",
"\n",
"1. Column purposes update: Override feature type for the specified column. Currently supports DateTime, Categorical and Numeric. This customization can be used in the scenario that the type of the column cannot correctly reflect its purpose. Some numerical columns, for instance, can be treated as Categorical columns which need to be converted to categorical while some can be treated as epoch timestamp which need to be converted to datetime. To tell our SDK to correctly preprocess these columns, a configuration need to be add with the columns and their desired types.\n",
"2. Transformer parameters update: Currently supports parameter change for Imputer only. User can customize imputation methods. The supported imputing methods for target column are constant and ffill (forward fill). The supported imputing methods for feature columns are mean, median, most frequent, constant and ffill (forward fill). This customization can be used for the scenario that our customers know which imputation methods fit best to the input data. For instance, some datasets use NaN to represent 0 which the correct behavior should impute all the missing value with 0. To achieve this behavior, these columns need to be configured as constant imputation with `fill_value` 0.\n",
"3. Drop columns: Columns to drop from being featurized. These usually are the columns which are leaky or the columns contain no useful data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"tags": [
"sample-featurizationconfig-remarks"
]
},
"outputs": [],
"source": [
"featurization_config = FeaturizationConfig()\n",
"featurization_config.drop_columns = ['logQuantity'] # 'logQuantity' is a leaky feature, so we remove it.\n",
"# Force the CPWVOL5 feature to be numeric type.\n",
"featurization_config.add_column_purpose('CPWVOL5', 'Numeric')\n",
"# Fill missing values in the target column, Quantity, with zeros.\n",
"featurization_config.add_transformer_params('Imputer', ['Quantity'], {\"strategy\": \"constant\", \"fill_value\": 0})\n",
"# Fill missing values in the INCOME column with median value.\n",
"featurization_config.add_transformer_params('Imputer', ['INCOME'], {\"strategy\": \"median\"})\n",
"# Fill missing values in the Price column with forward fill (last value carried forward).\n",
"featurization_config.add_transformer_params('Imputer', ['Price'], {\"strategy\": \"ffill\"})"
]
},
{
"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.|"
]
},
{
@@ -226,13 +375,20 @@
"source": [
"## Train\n",
"\n",
"The AutoMLConfig 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",
"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: the name of the column holding the date/time, the grain column names, and the maximum forecast horizon. A time column is required for forecasting, while the grain is optional. If a grain is not given, AutoML assumes that the whole dataset is a single time-series. We also pass a list of columns to drop prior to modeling. The _logQuantity_ column is completely correlated with the target quantity, so it must be removed to prevent a target leak.\n",
"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 maximum horizon to the number of samples per series in the test set (n_test_periods). Generally, the value of this parameter will be dictated by business needs. For example, a demand planning organizaion that needs to estimate the next month of sales would set the horizon accordingly. Please see the [energy_demand notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) for more discussion of forecast horizon.\n",
"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",
"Finally, a note about the cross-validation (CV) procedure for time-series data. AutoML uses out-of-sample error estimates to select a best pipeline/model, so it is important that the CV fold splitting is done correctly. Time-series can violate the basic statistical assumptions of the canonical K-Fold CV strategy, so AutoML implements a [rolling origin validation](https://robjhyndman.com/hyndsight/tscv/) procedure to create CV folds for time-series data. To use this procedure, you just need to specify the desired number of CV folds in the AutoMLConfig object. It is also possible to bypass CV and use your own validation set by setting the *X_valid* and *y_valid* parameters of AutoMLConfig.\n",
"We note here that AutoML can sweep over two types of time-series models:\n",
"* Models that are trained for each series such as ARIMA and Facebook's Prophet.\n",
"* Models trained across multiple time-series using a regression approach.\n",
"\n",
"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",
"\n",
"Here is a summary of AutoMLConfig parameters used for training the OJ model:\n",
"\n",
@@ -240,18 +396,17 @@
"|-|-|\n",
"|**task**|forecasting|\n",
"|**primary_metric**|This is the metric that you want to optimize.<br> Forecasting supports the following primary metrics <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>\n",
"|**iterations**|Number of iterations. In each iteration, Auto ML trains a specific pipeline on the given data|\n",
"|**X**|Training matrix of features as a pandas DataFrame, shape = [n_training_samples, n_features]|\n",
"|**y**|Target values as a numpy.ndarray, shape = [n_training_samples, ]|\n",
"|**experiment_timeout_hours**|Experimentation timeout in hours.|\n",
"|**enable_early_stopping**|If early stopping is on, training will stop when the primary metric is no longer improving.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"|**compute_target**|The remote compute for training.|\n",
"|**n_cross_validations**|Number of cross-validation folds to use for model/pipeline selection|\n",
"|**enable_voting_ensemble**|Allow AutoML to create a Voting ensemble of the best performing models\n",
"|**enable_stack_ensemble**|Allow AutoML to create a Stack ensemble of the best performing models\n",
"|**debug_log**|Log file path for writing debugging information\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"|**time_column_name**|Name of the datetime column in the input data|\n",
"|**grain_column_names**|Name(s) of the columns defining individual series in the input data|\n",
"|**drop_column_names**|Name(s) of columns to drop prior to modeling|\n",
"|**max_horizon**|Maximum desired forecast horizon in units of time-series frequency|"
"|**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",
"|**featurization**| 'auto' / 'off' / FeaturizationConfig Indicator for whether featurization step should be done automatically or not, or whether customized featurization should be used. Setting this enables AutoML to perform featurization on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
"|**max_cores_per_iteration**|Maximum number of cores to utilize per iteration. A value of -1 indicates all available cores should be used"
]
},
{
@@ -260,33 +415,34 @@
"metadata": {},
"outputs": [],
"source": [
"time_series_settings = {\n",
" 'time_column_name': time_column_name,\n",
" 'grain_column_names': grain_column_names,\n",
" 'drop_column_names': ['logQuantity'],\n",
" 'max_horizon': n_test_periods\n",
"}\n",
"from azureml.automl.core.forecasting_parameters import ForecastingParameters\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",
")\n",
"\n",
"automl_config = AutoMLConfig(task='forecasting',\n",
" debug_log='automl_oj_sales_errors.log',\n",
" primary_metric='normalized_mean_absolute_error',\n",
" iterations=10,\n",
" X=X_train,\n",
" y=y_train,\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",
" featurization=featurization_config,\n",
" n_cross_validations=3,\n",
" enable_voting_ensemble=False,\n",
" enable_stack_ensemble=False,\n",
" path=project_folder,\n",
" verbosity=logging.INFO,\n",
" **time_series_settings)"
" max_cores_per_iteration=-1,\n",
" forecasting_parameters=forecasting_parameters)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can now submit a new training run. For local runs, the execution is synchronous. Depending on the data and number of iterations this operation may take several minutes.\n",
"Information from each iteration will be printed to the console."
"You can now submit a new training run. Depending on the data and number of iterations this operation may take several minutes.\n",
"Information from each iteration will be printed to the console. Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
]
},
{
@@ -295,7 +451,17 @@
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
"remote_run = experiment.submit(automl_config, show_output=False)\n",
"remote_run"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run.wait_for_completion()"
]
},
{
@@ -312,8 +478,36 @@
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_pipeline = local_run.get_output()\n",
"fitted_pipeline.steps"
"best_run, fitted_model = remote_run.get_output()\n",
"print(fitted_model.steps)\n",
"model_name = best_run.properties['model_name']"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Transparency\n",
"\n",
"View updated featurization summary"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer = fitted_model.named_steps['timeseriestransformer']"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"custom_featurizer.get_featurization_summary()"
]
},
{
@@ -331,6 +525,7 @@
"metadata": {},
"outputs": [],
"source": [
"X_test = test\n",
"y_test = X_test.pop(target_column_name).values"
]
},
@@ -347,9 +542,7 @@
"cell_type": "markdown",
"metadata": {},
"source": [
"To produce predictions on the test set, we need to know the feature values at all dates in the test set. This requirement is somewhat reasonable for the OJ sales data since the features mainly consist of price, which is usually set in advance, and customer demographics which are approximately constant for each store over the 20 week forecast horizon in the testing data. \n",
"\n",
"We will first create a query `y_query`, which is aligned index-for-index to `X_test`. This is a vector of target values where each `NaN` serves the function of the question mark to be replaced by forecast. Passing definite values in the `y` argument allows the `forecast` function to make predictions on data that does not immediately follow the train data which contains `y`. In each grain, the last time point where the model sees a definite value of `y` is that grain's _forecast origin_."
"To produce predictions on the test set, we need to know the feature values at all dates in the test set. This requirement is somewhat reasonable for the OJ sales data since the features mainly consist of price, which is usually set in advance, and customer demographics which are approximately constant for each store over the 20 week forecast horizon in the testing data."
]
},
{
@@ -358,15 +551,9 @@
"metadata": {},
"outputs": [],
"source": [
"# Replace ALL values in y_pred by NaN.\n",
"# The forecast origin will be at the beginning of the first forecast period.\n",
"# (Which is the same time as the end of the last training period.)\n",
"y_query = y_test.copy().astype(np.float)\n",
"y_query.fill(np.nan)\n",
"# The featurized data, aligned to y, will also be returned.\n",
"# forecast returns the predictions and the featurized data, aligned to X_test.\n",
"# This contains the assumptions that were made in the forecast\n",
"# and helps align the forecast to the original data\n",
"y_pred, X_trans = fitted_pipeline.forecast(X_test, y_query)"
"y_predictions, X_trans = fitted_model.forecast(X_test)"
]
},
{
@@ -375,7 +562,7 @@
"source": [
"If you are used to scikit pipelines, perhaps you expected `predict(X_test)`. However, forecasting requires a more general interface that also supplies the past target `y` values. Please use `forecast(X,y)` as `predict(X)` is reserved for internal purposes on forecasting models.\n",
"\n",
"The [energy demand forecasting notebook](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning/forecasting-energy-demand) demonstrates the use of the forecast function in more detail in the context of using lags and rolling window features. "
"The [forecast function notebook](../forecasting-forecast-function/auto-ml-forecasting-function.ipynb)."
]
},
{
@@ -384,9 +571,9 @@
"source": [
"# Evaluate\n",
"\n",
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE). \n",
"To evaluate the accuracy of the forecast, we'll compare against the actual sales quantities for some select metrics, included the mean absolute percentage error (MAPE). For more metrics that can be used for evaluation after training, please see [supported metrics](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#regressionforecasting-metrics), and [how to calculate residuals](https://docs.microsoft.com/en-us/azure/machine-learning/how-to-understand-automated-ml#residuals).\n",
"\n",
"It is a good practice to always align the output explicitly to the input, as the count and order of the rows may have changed during transformations that span multiple rows."
"We'll add predictions and actuals into a single dataframe for convenience in calculating the metrics."
]
},
{
@@ -395,39 +582,8 @@
"metadata": {},
"outputs": [],
"source": [
"def align_outputs(y_predicted, X_trans, X_test, y_test, predicted_column_name = 'predicted'):\n",
" \"\"\"\n",
" Demonstrates how to get the output aligned to the inputs\n",
" using pandas indexes. Helps understand what happened if\n",
" the output's shape differs from the input shape, or if\n",
" the data got re-sorted by time and grain during forecasting.\n",
" \n",
" Typical causes of misalignment are:\n",
" * we predicted some periods that were missing in actuals -> drop from eval\n",
" * model was asked to predict past max_horizon -> increase max horizon\n",
" * data at start of X_test was needed for lags -> provide previous periods in y\n",
" \"\"\"\n",
" \n",
" df_fcst = pd.DataFrame({predicted_column_name : y_predicted})\n",
" # y and X outputs are aligned by forecast() function contract\n",
" df_fcst.index = X_trans.index\n",
" \n",
" # align original X_test to y_test \n",
" X_test_full = X_test.copy()\n",
" X_test_full[target_column_name] = y_test\n",
"\n",
" # X_test_full's index does not include origin, so reset for merge\n",
" df_fcst.reset_index(inplace=True)\n",
" X_test_full = X_test_full.reset_index().drop(columns='index')\n",
" together = df_fcst.merge(X_test_full, how='right')\n",
" \n",
" # drop rows where prediction or actuals are nan \n",
" # happens because of missing actuals \n",
" # or at edges of time due to lags/rolling windows\n",
" clean = together[together[[target_column_name, predicted_column_name]].notnull().all(axis=1)]\n",
" return(clean)\n",
"\n",
"df_all = align_outputs(y_pred, X_trans, X_test, y_test)"
"assign_dict = {'predicted': y_predictions, target_column_name: y_test}\n",
"df_all = X_test.assign(**assign_dict)"
]
},
{
@@ -436,38 +592,24 @@
"metadata": {},
"outputs": [],
"source": [
"def MAPE(actual, pred):\n",
" \"\"\"\n",
" Calculate mean absolute percentage error.\n",
" Remove NA and values where actual is close to zero\n",
" \"\"\"\n",
" not_na = ~(np.isnan(actual) | np.isnan(pred))\n",
" not_zero = ~np.isclose(actual, 0.0)\n",
" actual_safe = actual[not_na & not_zero]\n",
" pred_safe = pred[not_na & not_zero]\n",
" APE = 100*np.abs((actual_safe - pred_safe)/actual_safe)\n",
" return np.mean(APE)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simple forecasting model\")\n",
"rmse = np.sqrt(mean_squared_error(df_all[target_column_name], df_all['predicted']))\n",
"print(\"[Test Data] \\nRoot Mean squared error: %.2f\" % rmse)\n",
"mae = mean_absolute_error(df_all[target_column_name], df_all['predicted'])\n",
"print('mean_absolute_error score: %.2f' % mae)\n",
"print('MAPE: %.2f' % MAPE(df_all[target_column_name], df_all['predicted']))\n",
"from azureml.automl.core.shared import constants\n",
"from azureml.automl.runtime.shared.score import scoring\n",
"from matplotlib import pyplot as plt\n",
"\n",
"# use automl scoring module\n",
"scores = scoring.score_regression(\n",
" y_test=df_all[target_column_name],\n",
" y_pred=df_all['predicted'],\n",
" metrics=list(constants.Metric.SCALAR_REGRESSION_SET))\n",
"\n",
"print(\"[Test data scores]\\n\")\n",
"for key, value in scores.items(): \n",
" print('{}: {:.3f}'.format(key, value))\n",
" \n",
"# Plot outputs\n",
"import matplotlib.pyplot as plt\n",
"\n",
"%matplotlib inline\n",
"test_pred = plt.scatter(df_all[target_column_name], df_all['predicted'], color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"test_test = plt.scatter(df_all[target_column_name], df_all[target_column_name], color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
@@ -494,9 +636,9 @@
"source": [
"description = 'AutoML OJ forecaster'\n",
"tags = None\n",
"model = local_run.register_model(description = description, tags = tags)\n",
"model = remote_run.register_model(model_name = model_name, description = description, tags = tags)\n",
"\n",
"print(local_run.model_id)"
"print(remote_run.model_id)"
]
},
{
@@ -505,7 +647,7 @@
"source": [
"### Develop the scoring script\n",
"\n",
"Serializing and deserializing complex data frames may be tricky. We first develop the `run()` function of the scoring script locally, then write it into a scoring script. It is much easier to debug any quirks of the scoring function without crossing two compute environments. For this exercise, we handle a common quirk of how pandas dataframes serialize time stamp values."
"For the deployment we need a function which will run the forecast on serialized data. It can be obtained from the best_run."
]
},
{
@@ -514,70 +656,15 @@
"metadata": {},
"outputs": [],
"source": [
"# this is where we test the run function of the scoring script interactively\n",
"# before putting it in the scoring script\n",
"\n",
"timestamp_columns = ['WeekStarting']\n",
"\n",
"def run(rawdata, test_model = None):\n",
" \"\"\"\n",
" Intended to process 'rawdata' string produced by\n",
" \n",
" {'X': X_test.to_json(), y' : y_test.to_json()}\n",
" \n",
" Don't convert the X payload to numpy.array, use it as pandas.DataFrame\n",
" \"\"\"\n",
" try:\n",
" # unpack the data frame with timestamp \n",
" rawobj = json.loads(rawdata) # rawobj is now a dict of strings \n",
" X_pred = pd.read_json(rawobj['X'], convert_dates=False) # load the pandas DF from a json string\n",
" for col in timestamp_columns: # fix timestamps\n",
" X_pred[col] = pd.to_datetime(X_pred[col], unit='ms') \n",
" \n",
" y_pred = np.array(rawobj['y']) # reconstitute numpy array from serialized list\n",
" \n",
" if test_model is None:\n",
" result = model.forecast(X_pred, y_pred) # use the global model from init function\n",
" else:\n",
" result = test_model.forecast(X_pred, y_pred) # use the model on which we are testing\n",
" \n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" \n",
" forecast_as_list = result[0].tolist()\n",
" index_as_df = result[1].index.to_frame().reset_index(drop=True)\n",
" \n",
" return json.dumps({\"forecast\": forecast_as_list, # return the minimum over the wire: \n",
" \"index\": index_as_df.to_json() # no forecast and its featurized values\n",
" })"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# test the run function here before putting in the scoring script\n",
"import json\n",
"\n",
"test_sample = json.dumps({'X': X_test.to_json(), 'y' : y_query.tolist()})\n",
"response = run(test_sample, fitted_pipeline)\n",
"\n",
"# unpack the response, dealing with the timestamp serialization again\n",
"res_dict = json.loads(response)\n",
"y_fcst_all = pd.read_json(res_dict['index'])\n",
"y_fcst_all[time_column_name] = pd.to_datetime(y_fcst_all[time_column_name], unit = 'ms')\n",
"y_fcst_all['forecast'] = res_dict['forecast']\n",
"y_fcst_all.head()"
"script_file_name = 'score_fcast.py'\n",
"best_run.download_file('outputs/scoring_file_v_1_0_0.py', script_file_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Now that the function works locally in the notebook, let's write it down into the scoring script. The scoring script is authored by the data scientist. Adjust it to taste, adding inputs, outputs and processing as needed."
"### Deploy the model as a Web Service on Azure Container Instance"
]
},
{
@@ -586,173 +673,24 @@
"metadata": {},
"outputs": [],
"source": [
"%%writefile score_fcast.py\n",
"import pickle\n",
"import json\n",
"import numpy as np\n",
"import pandas as pd\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import InferenceConfig\n",
"from azureml.core.webservice import AciWebservice\n",
"from azureml.core.webservice import Webservice\n",
"from azureml.core.model import Model\n",
"\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"timestamp_columns = ['WeekStarting']\n",
"\n",
"def run(rawdata, test_model = None):\n",
" \"\"\"\n",
" Intended to process 'rawdata' string produced by\n",
" \n",
" {'X': X_test.to_json(), y' : y_test.to_json()}\n",
" \n",
" Don't convert the X payload to numpy.array, use it as pandas.DataFrame\n",
" \"\"\"\n",
" try:\n",
" # unpack the data frame with timestamp \n",
" rawobj = json.loads(rawdata) # rawobj is now a dict of strings \n",
" X_pred = pd.read_json(rawobj['X'], convert_dates=False) # load the pandas DF from a json string\n",
" for col in timestamp_columns: # fix timestamps\n",
" X_pred[col] = pd.to_datetime(X_pred[col], unit='ms') \n",
" \n",
" y_pred = np.array(rawobj['y']) # reconstitute numpy array from serialized list\n",
" \n",
" if test_model is None:\n",
" result = model.forecast(X_pred, y_pred) # use the global model from init function\n",
" else:\n",
" result = test_model.forecast(X_pred, y_pred) # use the model on which we are testing\n",
" \n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" \n",
" # prepare to send over wire as json\n",
" forecast_as_list = result[0].tolist()\n",
" index_as_df = result[1].index.to_frame().reset_index(drop=True)\n",
" \n",
" return json.dumps({\"forecast\": forecast_as_list, # return the minimum over the wire: \n",
" \"index\": index_as_df.to_json() # no forecast and its featurized values\n",
" })"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# get the model\n",
"from azureml.train.automl.run import AutoMLRun\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"ml_run = AutoMLRun(experiment = experiment, run_id = local_run.id)\n",
"best_iteration = int(str.split(best_run.id,'_')[-1]) # the iteration number is a postfix of the run ID."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# get the best model's dependencies and write them into this file\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"\n",
"conda_env_file_name = 'fcast_env.yml'\n",
"\n",
"dependencies = ml_run.get_run_sdk_dependencies(iteration = best_iteration)\n",
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))\n",
"\n",
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn'], pip_packages=['azureml-train-automl'])\n",
"\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# this is the script file name we wrote a few cells above\n",
"script_file_name = 'score_fcast.py'\n",
"\n",
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', local_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a Container Image"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.image import Image, ContainerImage\n",
"\n",
"image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
" execution_script = script_file_name,\n",
" conda_file = conda_env_file_name,\n",
" tags = {'type': \"automl-forecasting\"},\n",
" description = \"Image for automl forecasting sample\")\n",
"\n",
"image = Image.create(name = \"automl-fcast-image\",\n",
" # this is the model object \n",
" models = [model],\n",
" image_config = image_config, \n",
" workspace = ws)\n",
"\n",
"image.wait_for_creation(show_output = True)\n",
"\n",
"if image.creation_state == 'Failed':\n",
" print(\"Image build log at: \" + image.image_build_log_uri)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the Image as a Web Service on Azure Container Instance"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import AciWebservice\n",
"inference_config = InferenceConfig(environment = best_run.get_environment(), \n",
" entry_script = script_file_name)\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 2, \n",
" tags = {'type': \"automl-forecasting\"},\n",
" description = \"Automl forecasting sample service\")"
" description = \"Automl forecasting sample service\")\n",
"\n",
"aci_service_name = 'automl-oj-forecast-01'\n",
"print(aci_service_name)\n",
"aci_service = Model.deploy(ws, aci_service_name, [model], inference_config, aciconfig)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
@@ -761,17 +699,7 @@
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"\n",
"aci_service_name = 'automl-forecast-01'\n",
"print(aci_service_name)\n",
"\n",
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
" image = image,\n",
" name = aci_service_name,\n",
" workspace = ws)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
"aci_service.get_logs()"
]
},
{
@@ -787,14 +715,18 @@
"metadata": {},
"outputs": [],
"source": [
"# we send the data to the service serialized into a json string\n",
"test_sample = json.dumps({'X':X_test.to_json(), 'y' : y_query.tolist()})\n",
"import json\n",
"X_query = X_test.copy()\n",
"# We have to convert datetime to string, because Timestamps cannot be serialized to JSON.\n",
"X_query[time_column_name] = X_query[time_column_name].astype(str)\n",
"# The Service object accept the complex dictionary, which is internally converted to JSON string.\n",
"# The section 'data' contains the data frame in the form of dictionary.\n",
"test_sample = json.dumps({'data': X_query.to_dict(orient='records')})\n",
"response = aci_service.run(input_data = test_sample)\n",
"\n",
"# translate from networkese to datascientese\n",
"try: \n",
" res_dict = json.loads(response)\n",
" y_fcst_all = pd.read_json(res_dict['index'])\n",
" y_fcst_all = pd.DataFrame(res_dict['index'])\n",
" y_fcst_all[time_column_name] = pd.to_datetime(y_fcst_all[time_column_name], unit = 'ms')\n",
" y_fcst_all['forecast'] = res_dict['forecast'] \n",
"except:\n",
@@ -823,17 +755,34 @@
"metadata": {},
"outputs": [],
"source": [
"serv = Webservice(ws, 'automl-forecast-01')\n",
"# serv.delete() # don't do it accidentally"
"serv = Webservice(ws, 'automl-oj-forecast-01')\n",
"serv.delete() # don't do it accidentally"
]
}
],
"metadata": {
"authors": [
{
"name": "erwright"
"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 3.6",
"language": "python",
@@ -850,8 +799,12 @@
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
}
},
"tags": [
"None"
],
"task": "Forecasting"
},
"nbformat": 4,
"nbformat_minor": 2
"nbformat_minor": 4
}

View File

@@ -2,8 +2,3 @@ name: auto-ml-forecasting-orange-juice-sales
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- statsmodels

View File

@@ -0,0 +1,873 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Classification of credit card fraudulent transactions with local run **_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Tests)\n",
"1. [Explanation](#Explanation)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"\n",
"In this example we use the associated credit card dataset to showcase how you can use AutoML for a simple classification problem. The goal is to predict if a credit card transaction is considered a fraudulent charge.\n",
"\n",
"This notebook is using the local machine compute to train the model.\n",
"\n",
"If you are using an Azure Machine Learning Compute Instance, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an experiment using an existing workspace.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model.\n",
"4. Explore the results.\n",
"5. Test the fitted model.\n",
"6. Explore any model's explanation and explore feature importance in azure portal.\n",
"7. Create an AKS cluster, deploy the webservice of AutoML scoring model and the explainer model to the AKS and consume the web service."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import pandas as pd\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig\n",
"from azureml.interpret import ExplanationClient"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This sample notebook may use features that are not available in previous versions of the Azure ML SDK."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"This notebook was created using version 1.20.0 of the Azure ML SDK\")\n",
"print(\"You are currently using version\", azureml.core.VERSION, \"of the Azure ML SDK\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-classification-ccard-local'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Load the credit card dataset from a csv file containing both training features and labels. The features are inputs to the model, while the training labels represent the expected output of the model. Next, we'll split the data using random_split and extract the training data for the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/creditcard.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"training_data, validation_data = dataset.random_split(percentage=0.8, seed=223)\n",
"label_column_name = 'Class'"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**enable_early_stopping**|Stop the run if the metric score is not showing improvement.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**training_data**|Input dataset, containing both features and label column.|\n",
"|**label_column_name**|The name of the label column.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"n_cross_validations\": 3,\n",
" \"primary_metric\": 'average_precision_score_weighted',\n",
" \"experiment_timeout_hours\": 0.25, # This is a time limit for testing purposes, remove it for real use cases, this will drastically limit ability to find the best model possible\n",
" \"verbosity\": logging.INFO,\n",
" \"enable_stack_ensemble\": False\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" training_data = training_data,\n",
" label_column_name = label_column_name,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# If you need to retrieve a run that already started, use the following code\n",
"#from azureml.train.automl.run import AutoMLRun\n",
"#local_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Analyze results\n",
"\n",
"#### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method on `automl_classifier` returns the best run and the fitted model for the last invocation. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"fitted_model"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Print the properties of the model\n",
"The fitted_model is a python object and you can read the different properties of the object.\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Tests\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# convert the test data to dataframe\n",
"X_test_df = validation_data.drop_columns(columns=[label_column_name]).to_pandas_dataframe()\n",
"y_test_df = validation_data.keep_columns(columns=[label_column_name], validate=True).to_pandas_dataframe()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# call the predict functions on the model\n",
"y_pred = fitted_model.predict(X_test_df)\n",
"y_pred"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn.metrics import confusion_matrix\n",
"import numpy as np\n",
"import itertools\n",
"\n",
"cf =confusion_matrix(y_test_df.values,y_pred)\n",
"plt.imshow(cf,cmap=plt.cm.Blues,interpolation='nearest')\n",
"plt.colorbar()\n",
"plt.title('Confusion Matrix')\n",
"plt.xlabel('Predicted')\n",
"plt.ylabel('Actual')\n",
"class_labels = ['False','True']\n",
"tick_marks = np.arange(len(class_labels))\n",
"plt.xticks(tick_marks,class_labels)\n",
"plt.yticks([-0.5,0,1,1.5],['','False','True',''])\n",
"# plotting text value inside cells\n",
"thresh = cf.max() / 2.\n",
"for i,j in itertools.product(range(cf.shape[0]),range(cf.shape[1])):\n",
" plt.text(j,i,format(cf[i,j],'d'),horizontalalignment='center',color='white' if cf[i,j] >thresh else 'black')\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Explanation\n",
"In this section, we will show how to compute model explanations and visualize the explanations using azureml-interpret package. We will also show how to run the automl model and the explainer model through deploying an AKS web service.\n",
"\n",
"Besides retrieving an existing model explanation for an AutoML model, you can also explain your AutoML model with different test data. The following steps will allow you to compute and visualize engineered feature importance based on your test data.\n",
"\n",
"### Run the explanation\n",
"#### Download the engineered feature importance from artifact store\n",
"You can use ExplanationClient to download the engineered feature explanations from the artifact store of the best_run. You can also use azure portal url to view the dash board visualization of the feature importance values of the engineered features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"client = ExplanationClient.from_run(best_run)\n",
"engineered_explanations = client.download_model_explanation(raw=False)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + best_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Download the raw feature importance from artifact store\n",
"You can use ExplanationClient to download the raw feature explanations from the artifact store of the best_run. You can also use azure portal url to view the dash board visualization of the feature importance values of the raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"raw_explanations = client.download_model_explanation(raw=True)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + best_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Retrieve any other AutoML model from training"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_run, fitted_model = local_run.get_output(metric='accuracy')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Setup the model explanations for AutoML models\n",
"The fitted_model can generate the following which will be used for getting the engineered explanations using automl_setup_model_explanations:-\n",
"\n",
"1. Featurized data from train samples/test samples\n",
"2. Gather engineered name lists\n",
"3. Find the classes in your labeled column in classification scenarios\n",
"\n",
"The automl_explainer_setup_obj contains all the structures from above list."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_train = training_data.drop_columns(columns=[label_column_name])\n",
"y_train = training_data.keep_columns(columns=[label_column_name], validate=True)\n",
"X_test = validation_data.drop_columns(columns=[label_column_name])"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations\n",
"\n",
"automl_explainer_setup_obj = automl_setup_model_explanations(fitted_model, X=X_train, \n",
" X_test=X_test, y=y_train, \n",
" task='classification')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initialize the Mimic Explainer for feature importance\n",
"For explaining the AutoML models, use the MimicWrapper from azureml-interpret package. The MimicWrapper can be initialized with fields in automl_explainer_setup_obj, your workspace and a surrogate model to explain the AutoML model (fitted_model here). The MimicWrapper also takes the automl_run object where engineered explanations will be uploaded."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from interpret.ext.glassbox import LGBMExplainableModel\n",
"from azureml.interpret.mimic_wrapper import MimicWrapper\n",
"explainer = MimicWrapper(ws, automl_explainer_setup_obj.automl_estimator,\n",
" explainable_model=automl_explainer_setup_obj.surrogate_model, \n",
" init_dataset=automl_explainer_setup_obj.X_transform, run=automl_run,\n",
" features=automl_explainer_setup_obj.engineered_feature_names, \n",
" feature_maps=[automl_explainer_setup_obj.feature_map],\n",
" classes=automl_explainer_setup_obj.classes,\n",
" explainer_kwargs=automl_explainer_setup_obj.surrogate_model_params)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing engineered feature importance\n",
"The explain() method in MimicWrapper can be called with the transformed test samples to get the feature importance for the generated engineered features. You can also use azure portal url to view the dash board visualization of the feature importance values of the engineered features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Compute the engineered explanations\n",
"engineered_explanations = explainer.explain(['local', 'global'], eval_dataset=automl_explainer_setup_obj.X_test_transform)\n",
"print(engineered_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the engineered explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Use Mimic Explainer for computing and visualizing raw feature importance\n",
"The explain() method in MimicWrapper can be called with the transformed test samples to get the feature importance for the original features in your data. You can also use azure portal url to view the dash board visualization of the feature importance values of the original/raw features."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Compute the raw explanations\n",
"raw_explanations = explainer.explain(['local', 'global'], get_raw=True,\n",
" raw_feature_names=automl_explainer_setup_obj.raw_feature_names,\n",
" eval_dataset=automl_explainer_setup_obj.X_test_transform,\n",
" raw_eval_dataset=automl_explainer_setup_obj.X_test_raw)\n",
"print(raw_explanations.get_feature_importance_dict())\n",
"print(\"You can visualize the raw explanations under the 'Explanations (preview)' tab in the AutoML run at:-\\n\" + automl_run.get_portal_url())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initialize the scoring Explainer, save and upload it for later use in scoring explanation"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.interpret.scoring.scoring_explainer import TreeScoringExplainer\n",
"import joblib\n",
"\n",
"# Initialize the ScoringExplainer\n",
"scoring_explainer = TreeScoringExplainer(explainer.explainer, feature_maps=[automl_explainer_setup_obj.feature_map])\n",
"\n",
"# Pickle scoring explainer locally to './scoring_explainer.pkl'\n",
"scoring_explainer_file_name = 'scoring_explainer.pkl'\n",
"with open(scoring_explainer_file_name, 'wb') as stream:\n",
" joblib.dump(scoring_explainer, stream)\n",
"\n",
"# Upload the scoring explainer to the automl run\n",
"automl_run.upload_file('outputs/scoring_explainer.pkl', scoring_explainer_file_name)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploying the scoring and explainer models to a web service to Azure Kubernetes Service (AKS)\n",
"\n",
"We use the TreeScoringExplainer from azureml.interpret package to create the scoring explainer which will be used to compute the raw and engineered feature importances at the inference time. In the cell below, we register the AutoML model and the scoring explainer with the Model Management Service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Register trained automl model present in the 'outputs' folder in the artifacts\n",
"original_model = automl_run.register_model(model_name='automl_model', \n",
" model_path='outputs/model.pkl')\n",
"scoring_explainer_model = automl_run.register_model(model_name='scoring_explainer',\n",
" model_path='outputs/scoring_explainer.pkl')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create the conda dependencies for setting up the service\n",
"\n",
"We need to download the conda dependencies using the automl_run object."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.automl.core.shared import constants\n",
"from azureml.core.environment import Environment\n",
"\n",
"automl_run.download_file(constants.CONDA_ENV_FILE_PATH, 'myenv.yml')\n",
"myenv = Environment.from_conda_specification(name=\"myenv\", file_path=\"myenv.yml\")\n",
"myenv"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Write the Entry Script\n",
"Write the script that will be used to predict on your model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import joblib\n",
"import pandas as pd\n",
"from azureml.core.model import Model\n",
"from azureml.train.automl.runtime.automl_explain_utilities import automl_setup_model_explanations\n",
"\n",
"\n",
"def init():\n",
" global automl_model\n",
" global scoring_explainer\n",
"\n",
" # Retrieve the path to the model file using the model name\n",
" # Assume original model is named original_prediction_model\n",
" automl_model_path = Model.get_model_path('automl_model')\n",
" scoring_explainer_path = Model.get_model_path('scoring_explainer')\n",
"\n",
" automl_model = joblib.load(automl_model_path)\n",
" scoring_explainer = joblib.load(scoring_explainer_path)\n",
"\n",
"\n",
"def run(raw_data):\n",
" data = pd.read_json(raw_data, orient='records') \n",
" # Make prediction\n",
" predictions = automl_model.predict(data)\n",
" # Setup for inferencing explanations\n",
" automl_explainer_setup_obj = automl_setup_model_explanations(automl_model,\n",
" X_test=data, task='classification')\n",
" # Retrieve model explanations for engineered explanations\n",
" engineered_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform)\n",
" # Retrieve model explanations for raw explanations\n",
" raw_local_importance_values = scoring_explainer.explain(automl_explainer_setup_obj.X_test_transform, get_raw=True)\n",
" # You can return any data type as long as it is JSON-serializable\n",
" return {'predictions': predictions.tolist(),\n",
" 'engineered_local_importance_values': engineered_local_importance_values,\n",
" 'raw_local_importance_values': raw_local_importance_values}\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Create the InferenceConfig \n",
"Create the inference config that will be used when deploying the model"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.model import InferenceConfig\n",
"\n",
"inf_config = InferenceConfig(entry_script='score.py', environment=myenv)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Provision the AKS Cluster\n",
"This is a one time setup. You can reuse this cluster for multiple deployments after it has been created. If you delete the cluster or the resource group that contains it, then you would have to recreate it."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import ComputeTarget, AksCompute\n",
"from azureml.core.compute_target import ComputeTargetException\n",
"\n",
"# Choose a name for your cluster.\n",
"aks_name = 'scoring-explain'\n",
"\n",
"# Verify that cluster does not exist already\n",
"try:\n",
" aks_target = ComputeTarget(workspace=ws, name=aks_name)\n",
" print('Found existing cluster, use it.')\n",
"except ComputeTargetException:\n",
" prov_config = AksCompute.provisioning_configuration(vm_size='STANDARD_D3_V2')\n",
" aks_target = ComputeTarget.create(workspace=ws, \n",
" name=aks_name,\n",
" provisioning_configuration=prov_config)\n",
"aks_target.wait_for_completion(show_output=True)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Deploy web service to AKS"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Set the web service configuration (using default here)\n",
"from azureml.core.webservice import AksWebservice\n",
"from azureml.core.model import Model\n",
"\n",
"aks_config = AksWebservice.deploy_configuration()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service_name ='model-scoring-local-aks'\n",
"\n",
"aks_service = Model.deploy(workspace=ws,\n",
" name=aks_service_name,\n",
" models=[scoring_explainer_model, original_model],\n",
" inference_config=inf_config,\n",
" deployment_config=aks_config,\n",
" deployment_target=aks_target)\n",
"\n",
"aks_service.wait_for_deployment(show_output = True)\n",
"print(aks_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the service logs"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Consume the web service using run method to do the scoring and explanation of scoring.\n",
"We test the web sevice by passing data. Run() method retrieves API keys behind the scenes to make sure that call is authenticated."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Serialize the first row of the test data into json\n",
"X_test_json = X_test_df[:1].to_json(orient='records')\n",
"print(X_test_json)\n",
"\n",
"# Call the service to get the predictions and the engineered and raw explanations\n",
"output = aks_service.run(X_test_json)\n",
"\n",
"# Print the predicted value\n",
"print('predictions:\\n{}\\n'.format(output['predictions']))\n",
"# Print the engineered feature importances for the predicted value\n",
"print('engineered_local_importance_values:\\n{}\\n'.format(output['engineered_local_importance_values']))\n",
"# Print the raw feature importances for the predicted value\n",
"print('raw_local_importance_values:\\n{}\\n'.format(output['raw_local_importance_values']))\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Clean up\n",
"Delete the service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"aks_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"This Credit Card fraud Detection dataset is made available under the Open Database License: http://opendatacommons.org/licenses/odbl/1.0/. Any rights in individual contents of the database are licensed under the Database Contents License: http://opendatacommons.org/licenses/dbcl/1.0/ and is available at: https://www.kaggle.com/mlg-ulb/creditcardfraud\n",
"\n",
"\n",
"The dataset has been collected and analysed during a research collaboration of Worldline and the Machine Learning Group (http://mlg.ulb.ac.be) of ULB (Universit\u00c3\u0192\u00c2\u00a9 Libre de Bruxelles) on big data mining and fraud detection. More details on current and past projects on related topics are available on https://www.researchgate.net/project/Fraud-detection-5 and the page of the DefeatFraud project\n",
"Please cite the following works: \n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tAndrea Dal Pozzolo, Olivier Caelen, Reid A. Johnson and Gianluca Bontempi. Calibrating Probability with Undersampling for Unbalanced Classification. In Symposium on Computational Intelligence and Data Mining (CIDM), IEEE, 2015\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tDal Pozzolo, Andrea; Caelen, Olivier; Le Borgne, Yann-Ael; Waterschoot, Serge; Bontempi, Gianluca. Learned lessons in credit card fraud detection from a practitioner perspective, Expert systems with applications,41,10,4915-4928,2014, Pergamon\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tDal Pozzolo, Andrea; Boracchi, Giacomo; Caelen, Olivier; Alippi, Cesare; Bontempi, Gianluca. Credit card fraud detection: a realistic modeling and a novel learning strategy, IEEE transactions on neural networks and learning systems,29,8,3784-3797,2018,IEEE\n",
"o\tDal Pozzolo, Andrea Adaptive Machine learning for credit card fraud detection ULB MLG PhD thesis (supervised by G. Bontempi)\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Dal Pozzolo, Andrea; Le Borgne, Yann-A\u00c3\u0192\u00c2\u00abl; Caelen, Olivier; Mazzer, Yannis; Bontempi, Gianluca. Scarff: a scalable framework for streaming credit card fraud detection with Spark, Information fusion,41, 182-194,2018,Elsevier\n",
"\u00c3\u00a2\u00e2\u201a\u00ac\u00c2\u00a2\tCarcillo, Fabrizio; Le Borgne, Yann-A\u00c3\u0192\u00c2\u00abl; Caelen, Olivier; Bontempi, Gianluca. Streaming active learning strategies for real-life credit card fraud detection: assessment and visualization, International Journal of Data Science and Analytics, 5,4,285-300,2018,Springer International Publishing"
]
}
],
"metadata": {
"authors": [
{
"name": "ratanase"
}
],
"category": "tutorial",
"compute": [
"Local"
],
"datasets": [
"creditcard"
],
"deployment": [
"None"
],
"exclude_from_index": true,
"file_extension": ".py",
"framework": [
"None"
],
"friendly_name": "Classification of credit card fraudulent transactions using Automated ML",
"index_order": 5,
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.7"
},
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"tags": [
"local_run",
"AutomatedML"
],
"task": "Classification",
"version": "3.6.7"
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -1,427 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/missing-data-blacklist-early-termination/auto-ml-missing-data-blacklist-early-termination.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Blacklisting Models, Early Termination, and Handling Missing Data**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the scikit-learn's [digit dataset](http://scikit-learn.org/stable/datasets/index.html#optical-recognition-of-handwritten-digits-dataset) to showcase how you can use AutoML for handling missing values in data. We also provide a stopping metric indicating a target for the primary metrics so that AutoML can terminate the run without necessarly going through all the iterations. Finally, if you want to avoid a certain pipeline, we allow you to specify a blacklist of algorithms that AutoML will ignore for this run.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model.\n",
"4. Explore the results.\n",
"5. Viewing the engineered names for featurized data and featurization summary for all raw features.\n",
"6. Test the best fitted model.\n",
"\n",
"In addition this notebook showcases the following features\n",
"- **Blacklisting** certain pipelines\n",
"- Specifying **target metrics** to indicate stopping criteria\n",
"- Handling **missing data** in the input"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created an Azure ML `Workspace` object. For AutoML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from sklearn import datasets\n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment.\n",
"experiment_name = 'automl-local-missing-data'\n",
"project_folder = './sample_projects/automl-local-missing-data'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_train = digits.data[10:,:]\n",
"y_train = digits.target[10:]\n",
"\n",
"# Add missing values in 75% of the lines.\n",
"missing_rate = 0.75\n",
"n_missing_samples = int(np.floor(X_train.shape[0] * missing_rate))\n",
"missing_samples = np.hstack((np.zeros(X_train.shape[0] - n_missing_samples, dtype=np.bool), np.ones(n_missing_samples, dtype=np.bool)))\n",
"rng = np.random.RandomState(0)\n",
"rng.shuffle(missing_samples)\n",
"missing_features = rng.randint(0, X_train.shape[1], n_missing_samples)\n",
"X_train[np.where(missing_samples)[0], missing_features] = np.nan"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"df = pd.DataFrame(data = X_train)\n",
"df['Label'] = pd.Series(y_train, index=df.index)\n",
"df.head()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment. This includes setting `experiment_exit_score`, which should cause the run to complete before the `iterations` count is reached.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**preprocess**|Setting this to *True* enables AutoML to perform preprocessing on the input to handle *missing data*, and to perform some common *feature extraction*.|\n",
"|**experiment_exit_score**|*double* value indicating the target for *primary_metric*. <br>Once the target is surpassed the run terminates.|\n",
"|**blacklist_models**|*List* of *strings* indicating machine learning algorithms for AutoML to avoid in this run.<br><br> Allowed values for **Classification**<br><i>LogisticRegression</i><br><i>SGD</i><br><i>MultinomialNaiveBayes</i><br><i>BernoulliNaiveBayes</i><br><i>SVM</i><br><i>LinearSVM</i><br><i>KNN</i><br><i>DecisionTree</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>GradientBoosting</i><br><i>TensorFlowDNN</i><br><i>TensorFlowLinearClassifier</i><br><br>Allowed values for **Regression**<br><i>ElasticNet</i><br><i>GradientBoosting</i><br><i>DecisionTree</i><br><i>KNN</i><br><i>LassoLars</i><br><i>SGD</i><br><i>RandomForest</i><br><i>ExtremeRandomTrees</i><br><i>LightGBM</i><br><i>TensorFlowLinearRegressor</i><br><i>TensorFlowDNN</i>|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 60,\n",
" iterations = 20,\n",
" preprocess = True,\n",
" experiment_exit_score = 0.9984,\n",
" blacklist_models = ['KNN','LinearSVM'],\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" path = project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Call the `submit` method on the experiment object and pass the run configuration. Execution of local runs is synchronous. Depending on the data and the number of iterations this can run for a while.\n",
"In this example, we specify `show_output = True` to print currently running iterations to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Widget for Monitoring Runs\n",
"\n",
"The widget will first report a \"loading\" status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"**Note:** The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"#### Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(local_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Best Model Based on Any Other Metric\n",
"Show the run and the model which has the smallest `accuracy` value:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# lookup_metric = \"accuracy\"\n",
"# best_run, fitted_model = local_run.get_output(metric = lookup_metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Model from a Specific Iteration\n",
"Show the run and the model from the third iteration:"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# iteration = 3\n",
"# best_run, fitted_model = local_run.get_output(iteration = iteration)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the engineered names for featurized data\n",
"Below we display the engineered feature names generated for the featurized data using the preprocessing featurization."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"fitted_model.named_steps['datatransformer'].get_engineered_feature_names()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### View the featurization summary\n",
"Below we display the featurization that was performed on different raw features in the user data. For each raw feature in the user data, the following information is displayed:-\n",
"- Raw feature name\n",
"- Number of engineered features formed out of this raw feature\n",
"- Type detected\n",
"- If feature was dropped\n",
"- List of feature transformations for the raw feature"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Get the featurization summary as a list of JSON\n",
"featurization_summary = fitted_model.named_steps['datatransformer'].get_featurization_summary()\n",
"# View the featurization summary as a pandas dataframe\n",
"pd.DataFrame.from_records(featurization_summary)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Test"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"digits = datasets.load_digits()\n",
"X_test = digits.data[:10, :]\n",
"y_test = digits.target[:10]\n",
"images = digits.images[:10]\n",
"\n",
"# Randomly select digits and test.\n",
"for index in np.random.choice(len(y_test), 2, replace = False):\n",
" print(index)\n",
" predicted = fitted_model.predict(X_test[index:index + 1])[0]\n",
" label = y_test[index]\n",
" title = \"Label value = %d Predicted value = %d \" % (label, predicted)\n",
" fig = plt.figure(1, figsize=(3,3))\n",
" ax1 = fig.add_axes((0,0,.8,.8))\n",
" ax1.set_title(title)\n",
" plt.imshow(images[index], cmap = plt.cm.gray_r, interpolation = 'nearest')\n",
" plt.show()\n"
]
}
],
"metadata": {
"authors": [
{
"name": "savitam"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

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

View File

@@ -1,357 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/model-explanation/auto-ml-model-explanation.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Explain classification model and visualize the explanation**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the sklearn's [iris dataset](http://scikit-learn.org/stable/modules/generated/sklearn.datasets.load_iris.html) to showcase how you can use the AutoML Classifier for a simple classification problem.\n",
"\n",
"Make sure you have executed the [configuration](../../../configuration.ipynb) before running this notebook.\n",
"\n",
"In this notebook you would see\n",
"1. Creating an Experiment in an existing Workspace\n",
"2. Instantiating AutoMLConfig\n",
"3. Training the Model using local compute and explain the model\n",
"4. Visualization model's feature importance in widget\n",
"5. Explore best model's explanation"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"\n",
"As part of the setup you have already created a <b>Workspace</b>. For AutoML you would need to create an <b>Experiment</b>. An <b>Experiment</b> is a named object in a <b>Workspace</b>, which is used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"import pandas as pd\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# choose a name for experiment\n",
"experiment_name = 'automl-model-explanation'\n",
"# project folder\n",
"project_folder = './sample_projects/automl-model-explanation'\n",
"\n",
"experiment=Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from sklearn import datasets\n",
"\n",
"iris = datasets.load_iris()\n",
"y = iris.target\n",
"X = iris.data\n",
"\n",
"features = iris.feature_names\n",
"\n",
"from sklearn.model_selection import train_test_split\n",
"X_train, X_test, y_train, y_test = train_test_split(X,\n",
" y,\n",
" test_size=0.1,\n",
" random_state=100,\n",
" stratify=y)\n",
"\n",
"X_train = pd.DataFrame(X_train, columns=features)\n",
"X_test = pd.DataFrame(X_test, columns=features)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate a AutoMLConfig object. This defines the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Classification supports the following primary metrics: <br><i>accuracy</i><br><i>AUC_weighted</i><br><i>average_precision_score_weighted</i><br><i>norm_macro_recall</i><br><i>precision_score_weighted</i>|\n",
"|**max_time_sec**|Time limit in minutes for each iterations|\n",
"|**iterations**|Number of iterations. In each iteration Auto ML trains the data with a specific pipeline|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**X_valid**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y_valid**|(sparse) array-like, shape = [n_samples, ], Multi-class targets.|\n",
"|**model_explainability**|Indicate to explain each trained pipeline or not |\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder. |"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_config = AutoMLConfig(task = 'classification',\n",
" debug_log = 'automl_errors.log',\n",
" primary_metric = 'AUC_weighted',\n",
" iteration_timeout_minutes = 200,\n",
" iterations = 10,\n",
" verbosity = logging.INFO,\n",
" X = X_train, \n",
" y = y_train,\n",
" X_valid = X_test,\n",
" y_valid = y_test,\n",
" model_explainability=True,\n",
" path=project_folder)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"You can call the submit method on the experiment object and pass the run configuration. For Local runs the execution is synchronous. Depending on the data and number of iterations this can run for while.\n",
"You will see the currently running iterations printing to the console."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run = experiment.submit(automl_config, show_output=True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"local_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Widget for monitoring runs\n",
"\n",
"The widget will sit on \"loading\" until the first iteration completed, then you will see an auto-updating graph and table show up. It refreshed once per minute, so you should see the graph update as child runs complete.\n",
"\n",
"NOTE: The widget displays a link at the bottom. This links to a web-ui to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(local_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Retrieve the Best Model\n",
"\n",
"Below we select the best pipeline from our iterations. The *get_output* method on automl_classifier returns the best run and the fitted model for the last *fit* invocation. There are overloads on *get_output* that allow you to retrieve the best run and fitted model for *any* logged metric or a particular *iteration*."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = local_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Best Model 's explanation\n",
"\n",
"Retrieve the explanation from the best_run. And explanation information includes:\n",
"\n",
"1.\tshap_values: The explanation information generated by shap lib\n",
"2.\texpected_values: The expected value of the model applied to set of X_train data.\n",
"3.\toverall_summary: The model level feature importance values sorted in descending order\n",
"4.\toverall_imp: The feature names sorted in the same order as in overall_summary\n",
"5.\tper_class_summary: The class level feature importance values sorted in descending order. Only available for the classification case\n",
"6.\tper_class_imp: The feature names sorted in the same order as in per_class_summary. Only available for the classification case\n",
"\n",
"Note:- The **retrieve_model_explanation()** API only works in case AutoML has been configured with **'model_explainability'** flag set to **True**. "
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import retrieve_model_explanation\n",
"\n",
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
" retrieve_model_explanation(best_run)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(overall_summary)\n",
"print(overall_imp)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(per_class_summary)\n",
"print(per_class_imp)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Beside retrieve the existed model explanation information, explain the model with different train/test data"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.train.automl.automlexplainer import explain_model\n",
"\n",
"shap_values, expected_values, overall_summary, overall_imp, per_class_summary, per_class_imp = \\\n",
" explain_model(fitted_model, X_train, X_test, features=features)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(overall_summary)\n",
"print(overall_imp)"
]
}
],
"metadata": {
"authors": [
{
"name": "xif"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.6"
}
},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,9 +0,0 @@
name: auto-ml-model-explanation
dependencies:
- pip:
- azureml-sdk
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml
- azureml-explain-model

View File

@@ -1,796 +0,0 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Copyright (c) Microsoft Corporation. All rights reserved.\n",
"\n",
"Licensed under the MIT License."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression-concrete-strength/auto-ml-regression-concrete-strength.png)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Automated Machine Learning\n",
"_**Regression with Deployment using Hardware Performance Dataset**_\n",
"\n",
"## Contents\n",
"1. [Introduction](#Introduction)\n",
"1. [Setup](#Setup)\n",
"1. [Data](#Data)\n",
"1. [Train](#Train)\n",
"1. [Results](#Results)\n",
"1. [Test](#Test)\n",
"1. [Acknowledgements](#Acknowledgements)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Introduction\n",
"In this example we use the Predicting Compressive Strength of Concrete Dataset to showcase how you can use AutoML for a regression problem. The regression goal is to predict the compressive strength of concrete based off of different ingredient combinations and the quantities of those ingredients.\n",
"\n",
"If you are using an Azure Machine Learning Notebook VM, you are all set. Otherwise, go through the [configuration](../../../configuration.ipynb) notebook first if you haven't already to establish your connection to the AzureML Workspace. \n",
"\n",
"In this notebook you will learn how to:\n",
"1. Create an `Experiment` in an existing `Workspace`.\n",
"2. Configure AutoML using `AutoMLConfig`.\n",
"3. Train the model using local compute.\n",
"4. Explore the results.\n",
"5. Test the best fitted model."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Setup\n",
"As part of the setup you have already created an Azure ML Workspace object. For AutoML you will need to create an Experiment object, which is a named object in a Workspace used to run experiments."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import logging\n",
"\n",
"from matplotlib import pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"import os\n",
" \n",
"\n",
"import azureml.core\n",
"from azureml.core.experiment import Experiment\n",
"from azureml.core.workspace import Workspace\n",
"from azureml.core.dataset import Dataset\n",
"from azureml.train.automl import AutoMLConfig"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"ws = Workspace.from_config()\n",
"\n",
"# Choose a name for the experiment and specify the project folder.\n",
"experiment_name = 'automl-regression-concrete'\n",
"project_folder = './sample_projects/automl-regression-concrete'\n",
"\n",
"experiment = Experiment(ws, experiment_name)\n",
"\n",
"output = {}\n",
"output['SDK version'] = azureml.core.VERSION\n",
"output['Subscription ID'] = ws.subscription_id\n",
"output['Workspace Name'] = ws.name\n",
"output['Resource Group'] = ws.resource_group\n",
"output['Location'] = ws.location\n",
"output['Project Directory'] = project_folder\n",
"output['Experiment Name'] = experiment.name\n",
"pd.set_option('display.max_colwidth', -1)\n",
"outputDf = pd.DataFrame(data = output, index = [''])\n",
"outputDf.T"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Create or Attach existing AmlCompute\n",
"You will need to create a compute target for your AutoML run. In this tutorial, you create AmlCompute as your training compute resource.\n",
"#### Creation of AmlCompute takes approximately 5 minutes. \n",
"If the AmlCompute with that name is already in your workspace this code will skip the creation process.\n",
"As with other Azure services, there are limits on certain resources (e.g. AmlCompute) associated with the Azure Machine Learning service. Please read this article on the default limits and how to request more quota."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.compute import AmlCompute\n",
"from azureml.core.compute import ComputeTarget\n",
"\n",
"# Choose a name for your cluster.\n",
"amlcompute_cluster_name = \"automlcl\"\n",
"\n",
"found = False\n",
"# Check if this compute target already exists in the workspace.\n",
"cts = ws.compute_targets\n",
"if amlcompute_cluster_name in cts and cts[amlcompute_cluster_name].type == 'AmlCompute':\n",
" found = True\n",
" print('Found existing compute target.')\n",
" compute_target = cts[amlcompute_cluster_name]\n",
" \n",
"if not found:\n",
" print('Creating a new compute target...')\n",
" provisioning_config = AmlCompute.provisioning_configuration(vm_size = \"STANDARD_D2_V2\", # for GPU, use \"STANDARD_NC6\"\n",
" #vm_priority = 'lowpriority', # optional\n",
" max_nodes = 6)\n",
"\n",
" # Create the cluster.\n",
" compute_target = ComputeTarget.create(ws, amlcompute_cluster_name, provisioning_config)\n",
" \n",
"print('Checking cluster status...')\n",
"# Can poll for a minimum number of nodes and for a specific timeout.\n",
"# If no min_node_count is provided, it will use the scale settings for the cluster.\n",
"compute_target.wait_for_completion(show_output = True, min_node_count = None, timeout_in_minutes = 20)\n",
" \n",
"# For a more detailed view of current AmlCompute status, use get_status()."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Data\n",
"\n",
"Here load the data in the get_data script to be utilized in azure compute. To do this, first load all the necessary libraries and dependencies to set up paths for the data and to create the conda_run_config."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"if not os.path.isdir('data'):\n",
" os.mkdir('data')\n",
" \n",
"if not os.path.exists(project_folder):\n",
" os.makedirs(project_folder)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.runconfig import RunConfiguration\n",
"from azureml.core.conda_dependencies import CondaDependencies\n",
"import pkg_resources\n",
"\n",
"# create a new RunConfig object\n",
"conda_run_config = RunConfiguration(framework=\"python\")\n",
"\n",
"# Set compute target to AmlCompute\n",
"conda_run_config.target = compute_target\n",
"conda_run_config.environment.docker.enabled = True\n",
"\n",
"cd = CondaDependencies.create(conda_packages=['numpy', 'py-xgboost<=0.80'])\n",
"conda_run_config.environment.python.conda_dependencies = cd"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Load Data\n",
"\n",
"Here create the script to be run in azure compute for loading the data, load the concrete strength dataset into the X and y variables. Next, split the data using random_split and return X_train and y_train for training the model. Finally, return X_train and y_train for training the model."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"data = \"https://automlsamplenotebookdata.blob.core.windows.net/automl-sample-notebook-data/compresive_strength_concrete.csv\"\n",
"dataset = Dataset.Tabular.from_delimited_files(data)\n",
"X = dataset.drop_columns(columns=['CONCRETE'])\n",
"y = dataset.keep_columns(columns=['CONCRETE'], validate=True)\n",
"X_train, X_test = X.random_split(percentage=0.8, seed=223)\n",
"y_train, y_test = y.random_split(percentage=0.8, seed=223) \n",
"dataset.take(5).to_pandas_dataframe()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Train\n",
"\n",
"Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
"\n",
"|Property|Description|\n",
"|-|-|\n",
"|**task**|classification or regression|\n",
"|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
"|**iteration_timeout_minutes**|Time limit in minutes for each iteration.|\n",
"|**iterations**|Number of iterations. In each iteration AutoML trains a specific pipeline with the data.|\n",
"|**n_cross_validations**|Number of cross validation splits.|\n",
"|**X**|(sparse) array-like, shape = [n_samples, n_features]|\n",
"|**y**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
"|**path**|Relative path to the project folder. AutoML stores configuration files for the experiment under this folder. You can specify a new empty folder.|\n",
"\n",
"**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### If you would like to see even better results increase \"iteration_time_out minutes\" to 10+ mins and increase \"iterations\" to a minimum of 30"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"automl_settings = {\n",
" \"iteration_timeout_minutes\": 5,\n",
" \"iterations\": 10,\n",
" \"n_cross_validations\": 5,\n",
" \"primary_metric\": 'spearman_correlation',\n",
" \"preprocess\": True,\n",
" \"max_concurrent_iterations\": 5,\n",
" \"verbosity\": logging.INFO,\n",
"}\n",
"\n",
"automl_config = AutoMLConfig(task = 'regression',\n",
" debug_log = 'automl.log',\n",
" path = project_folder,\n",
" run_configuration=conda_run_config,\n",
" X = X_train,\n",
" y = y_train,\n",
" **automl_settings\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run = experiment.submit(automl_config, show_output = True)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"remote_run"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Results\n",
"Widget for Monitoring Runs\n",
"The widget will first report a \u00e2\u20ac\u0153loading status while running the first iteration. After completing the first iteration, an auto-updating graph and table will be shown. The widget will refresh once per minute, so you should see the graph update as child runs complete.\n",
"Note: The widget displays a link at the bottom. Use this link to open a web interface to explore the individual run details."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.widgets import RunDetails\n",
"RunDetails(remote_run).show() "
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"\n",
"Retrieve All Child Runs\n",
"You can also use SDK methods to fetch all the child runs and see individual metrics that we log."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"children = list(remote_run.get_children())\n",
"metricslist = {}\n",
"for run in children:\n",
" properties = run.get_properties()\n",
" metrics = {k: v for k, v in run.get_metrics().items() if isinstance(v, float)}\n",
" metricslist[int(properties['iteration'])] = metrics\n",
"\n",
"rundata = pd.DataFrame(metricslist).sort_index(1)\n",
"rundata"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Retrieve the Best Model\n",
"Below we select the best pipeline from our iterations. The get_output method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing. Overloads on get_output allow you to retrieve the best run and fitted model for any logged metric or for a particular iteration."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"best_run, fitted_model = remote_run.get_output()\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Best Model Based on Any Other Metric\n",
"Show the run and the model that has the smallest root_mean_squared_error value (which turned out to be the same as the one with largest spearman_correlation value):"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"lookup_metric = \"root_mean_squared_error\"\n",
"best_run, fitted_model = remote_run.get_output(metric = lookup_metric)\n",
"print(best_run)\n",
"print(fitted_model)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"iteration = 3\n",
"third_run, third_model = remote_run.get_output(iteration = iteration)\n",
"print(third_run)\n",
"print(third_model)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Register the Fitted Model for Deployment\n",
"If neither metric nor iteration are specified in the register_model call, the iteration with the best primary metric is registered."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"description = 'AutoML Model'\n",
"tags = None\n",
"model = remote_run.register_model(description = description, tags = tags)\n",
"\n",
"print(remote_run.model_id) # This will be written to the script file later in the notebook."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create Scoring Script\n",
"The scoring script is required to generate the image for deployment. It contains the code to do the predictions on input data."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%%writefile score.py\n",
"import pickle\n",
"import json\n",
"import numpy\n",
"import azureml.train.automl\n",
"from sklearn.externals import joblib\n",
"from azureml.core.model import Model\n",
"\n",
"def init():\n",
" global model\n",
" model_path = Model.get_model_path(model_name = '<<modelid>>') # this name is model.id of model that we want to deploy\n",
" # deserialize the model file back into a sklearn model\n",
" model = joblib.load(model_path)\n",
"\n",
"def run(rawdata):\n",
" try:\n",
" data = json.loads(rawdata)['data']\n",
" data = numpy.array(data)\n",
" result = model.predict(data)\n",
" except Exception as e:\n",
" result = str(e)\n",
" return json.dumps({\"error\": result})\n",
" return json.dumps({\"result\":result.tolist()})"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a YAML File for the Environment"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"To ensure the fit results are consistent with the training results, the SDK dependency versions need to be the same as the environment that trains the model. Details about retrieving the versions can be found in notebook [12.auto-ml-retrieve-the-training-sdk-versions](12.auto-ml-retrieve-the-training-sdk-versions.ipynb)."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"dependencies = remote_run.get_run_sdk_dependencies(iteration = 1)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"for p in ['azureml-train-automl', 'azureml-core']:\n",
" print('{}\\t{}'.format(p, dependencies[p]))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"myenv = CondaDependencies.create(conda_packages=['numpy','scikit-learn','py-xgboost==0.80'], pip_packages=['azureml-train-automl'])\n",
"\n",
"conda_env_file_name = 'myenv.yml'\n",
"myenv.save_to_file('.', conda_env_file_name)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Substitute the actual version number in the environment file.\n",
"# This is not strictly needed in this notebook because the model should have been generated using the current SDK version.\n",
"# However, we include this in case this code is used on an experiment from a previous SDK version.\n",
"\n",
"with open(conda_env_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(conda_env_file_name, 'w') as cefw:\n",
" cefw.write(content.replace(azureml.core.VERSION, dependencies['azureml-train-automl']))\n",
"\n",
"# Substitute the actual model id in the script file.\n",
"\n",
"script_file_name = 'score.py'\n",
"\n",
"with open(script_file_name, 'r') as cefr:\n",
" content = cefr.read()\n",
"\n",
"with open(script_file_name, 'w') as cefw:\n",
" cefw.write(content.replace('<<modelid>>', remote_run.model_id))"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Create a Container Image\n",
"\n",
"Next use Azure Container Instances for deploying models as a web service for quickly deploying and validating your model\n",
"or when testing a model that is under development."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.image import Image, ContainerImage\n",
"\n",
"image_config = ContainerImage.image_configuration(runtime= \"python\",\n",
" execution_script = script_file_name,\n",
" conda_file = conda_env_file_name,\n",
" tags = {'area': \"digits\", 'type': \"automl_regression\"},\n",
" description = \"Image for automl regression sample\")\n",
"\n",
"image = Image.create(name = \"automlsampleimage\",\n",
" # this is the model object \n",
" models = [model],\n",
" image_config = image_config, \n",
" workspace = ws)\n",
"\n",
"image.wait_for_creation(show_output = True)\n",
"\n",
"if image.creation_state == 'Failed':\n",
" print(\"Image build log at: \" + image.image_build_log_uri)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Deploy the Image as a Web Service on Azure Container Instance\n",
"\n",
"Deploy an image that contains the model and other assets needed by the service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import AciWebservice\n",
"\n",
"aciconfig = AciWebservice.deploy_configuration(cpu_cores = 1, \n",
" memory_gb = 1, \n",
" tags = {'area': \"digits\", 'type': \"automl_regression\"}, \n",
" description = 'sample service for Automl Regression')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"from azureml.core.webservice import Webservice\n",
"\n",
"aci_service_name = 'automl-sample-concrete'\n",
"print(aci_service_name)\n",
"aci_service = Webservice.deploy_from_image(deployment_config = aciconfig,\n",
" image = image,\n",
" name = aci_service_name,\n",
" workspace = ws)\n",
"aci_service.wait_for_deployment(True)\n",
"print(aci_service.state)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Delete a Web Service\n",
"\n",
"Deletes the specified web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.delete()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Get Logs from a Deployed Web Service\n",
"\n",
"Gets logs from a deployed web service."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"#aci_service.get_logs()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Test\n",
"\n",
"Now that the model is trained, split the data in the same way the data was split for training (The difference here is the data is being split locally) and then run the test data through the trained model to get the predicted values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"X_test = X_test.to_pandas_dataframe()\n",
"y_test = y_test.to_pandas_dataframe()\n",
"y_test = np.array(y_test)\n",
"y_test = y_test[:,0]\n",
"X_train = X_train.to_pandas_dataframe()\n",
"y_train = y_train.to_pandas_dataframe()\n",
"y_train = np.array(y_train)\n",
"y_train = y_train[:,0]"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"##### Predict on training and test set, and calculate residual values."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"y_pred_train = fitted_model.predict(X_train)\n",
"y_residual_train = y_train - y_pred_train\n",
"\n",
"y_pred_test = fitted_model.predict(X_test)\n",
"y_residual_test = y_test - y_pred_test\n",
"\n",
"y_residual_train.shape"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"from sklearn.metrics import mean_squared_error, r2_score\n",
"\n",
"# Set up a multi-plot chart.\n",
"f, (a0, a1) = plt.subplots(1, 2, gridspec_kw = {'width_ratios':[1, 1], 'wspace':0, 'hspace': 0})\n",
"f.suptitle('Regression Residual Values', fontsize = 18)\n",
"f.set_figheight(6)\n",
"f.set_figwidth(16)\n",
"\n",
"# Plot residual values of training set.\n",
"a0.axis([0, 360, -200, 200])\n",
"a0.plot(y_residual_train, 'bo', alpha = 0.5)\n",
"a0.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a0.text(16,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_train, y_pred_train))), fontsize = 12)\n",
"a0.text(16,140,'R2 score = {0:.2f}'.format(r2_score(y_train, y_pred_train)), fontsize = 12)\n",
"a0.set_xlabel('Training samples', fontsize = 12)\n",
"a0.set_ylabel('Residual Values', fontsize = 12)\n",
"\n",
"# Plot a histogram.\n",
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), bins = 10, histtype = 'step')\n",
"#a0.hist(y_residual_train, orientation = 'horizontal', color = ['b']*len(y_residual_train), alpha = 0.2, bins = 10)\n",
"\n",
"# Plot residual values of test set.\n",
"a1.axis([0, 90, -200, 200])\n",
"a1.plot(y_residual_test, 'bo', alpha = 0.5)\n",
"a1.plot([-10,360],[0,0], 'r-', lw = 3)\n",
"a1.text(5,170,'RMSE = {0:.2f}'.format(np.sqrt(mean_squared_error(y_test, y_pred_test))), fontsize = 12)\n",
"a1.text(5,140,'R2 score = {0:.2f}'.format(r2_score(y_test, y_pred_test)), fontsize = 12)\n",
"a1.set_xlabel('Test samples', fontsize = 12)\n",
"a1.set_yticklabels([])\n",
"\n",
"# Plot a histogram.\n",
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), bins = 10, histtype = 'step')\n",
"#a1.hist(y_residual_test, orientation = 'horizontal', color = ['b']*len(y_residual_test), alpha = 0.2, bins = 10)\n",
"\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Calculate metrics for the prediction\n",
"\n",
"Now visualize the data on a scatter plot to show what our truth (actual) values are compared to the predicted values \n",
"from the trained model that was returned."
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# Plot outputs\n",
"%matplotlib notebook\n",
"test_pred = plt.scatter(y_test, y_pred_test, color='b')\n",
"test_test = plt.scatter(y_test, y_test, color='g')\n",
"plt.legend((test_pred, test_test), ('prediction', 'truth'), loc='upper left', fontsize=8)\n",
"plt.show()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Acknowledgements\n",
"\n",
"This Predicting Compressive Strength of Concrete Dataset is made available under the CC0 1.0 Universal (CC0 1.0)\n",
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/. Any rights in individual contents of the database are licensed under the CC0 1.0 Universal (CC0 1.0)\n",
"Public Domain Dedication License: https://creativecommons.org/publicdomain/zero/1.0/ . The dataset itself can be found here: https://www.kaggle.com/pavanraj159/concrete-compressive-strength-data-set and http://archive.ics.uci.edu/ml/datasets/concrete+compressive+strength\n",
"\n",
"I-Cheng Yeh, \"Modeling of strength of high performance concrete using artificial neural networks,\" Cement and Concrete Research, Vol. 28, No. 12, pp. 1797-1808 (1998). \n",
"\n",
"Dua, D. and Graff, C. (2019). UCI Machine Learning Repository [http://archive.ics.uci.edu/ml]. Irvine, CA: University of California, School of Information and Computer Science."
]
}
],
"metadata": {
"authors": [
{
"name": "v-rasav"
}
],
"kernelspec": {
"display_name": "Python 3.6",
"language": "python",
"name": "python36"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
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},
"nbformat": 4,
"nbformat_minor": 2
}

View File

@@ -1,10 +0,0 @@
name: auto-ml-regression-concrete-strength
dependencies:
- pip:
- azureml-sdk
- azureml-defaults
- azureml-explain-model
- azureml-train-automl
- azureml-widgets
- matplotlib
- pandas_ml

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