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

{
  "cells": [
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "Copyright (c) Microsoft Corporation. All rights reserved.\n",
        "\n",
        "Licensed under the MIT License."
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/regression/auto-ml-regression.png)"
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "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 the Hardware Performance Dataset to showcase how you can use AutoML for a simple regression problem. The Regression goal is to predict the performance of certain combinations of hardware parts.\n",
        "\n",
        "If you are using an Azure Machine Learning 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 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 Automated ML you will need to create an `Experiment` object, which is a named object in a `Workspace` used to run experiments."
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "import logging\n",
        "\n",
        "from matplotlib import pyplot as plt\n",
        "import numpy as np\n",
        "import pandas as pd\n",
        "\n",
        "\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": [
        "ws = Workspace.from_config()\n",
        "\n",
        "# Choose a name for the experiment.\n",
        "experiment_name = \"automl-regression\"\n",
        "\n",
        "experiment = Experiment(ws, experiment_name)\n",
        "\n",
        "output = {}\n",
        "output[\"Subscription ID\"] = ws.subscription_id\n",
        "output[\"Workspace\"] = ws.name\n",
        "output[\"Resource Group\"] = ws.resource_group\n",
        "output[\"Location\"] = ws.location\n",
        "output[\"Run History Name\"] = experiment_name\n",
        "output[\"SDK Version\"] = azureml.core.VERSION\n",
        "pd.set_option(\"display.max_colwidth\", None)\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",
        "cpu_cluster_name = \"reg-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(\n",
        "        vm_size=\"STANDARD_DS12_V2\", max_nodes=4\n",
        "    )\n",
        "    compute_target = ComputeTarget.create(ws, cpu_cluster_name, compute_config)\n",
        "\n",
        "compute_target.wait_for_completion(show_output=True)"
      ]
    },
    {
      "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\""
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "## Train\n",
        "\n",
        "Instantiate an `AutoMLConfig` object to specify the settings and data used to run the experiment.\n",
        "\n",
        "|Property|Description|\n",
        "|-|-|\n",
        "|**task**|classification, regression or forecasting|\n",
        "|**primary_metric**|This is the metric that you want to optimize. Regression supports the following primary metrics: <br><i>spearman_correlation</i><br><i>normalized_root_mean_squared_error</i><br><i>r2_score</i><br><i>normalized_mean_absolute_error</i>|\n",
        "|**n_cross_validations**|Number of cross validation splits.|\n",
        "|**training_data**|(sparse) array-like, shape = [n_samples, n_features]|\n",
        "|**label_column_name**|(sparse) array-like, shape = [n_samples, ], targets values.|\n",
        "\n",
        "**_You can find more information about primary metrics_** [here](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-auto-train#primary-metric)"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {
        "tags": [
          "automlconfig-remarks-sample"
        ]
      },
      "outputs": [],
      "source": [
        "automl_settings = {\n",
        "    \"n_cross_validations\": 3,\n",
        "    \"primary_metric\": \"r2_score\",\n",
        "    \"enable_early_stopping\": True,\n",
        "    \"experiment_timeout_hours\": 0.3,  # for real scenarios we 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(\n",
        "    task=\"regression\",\n",
        "    compute_target=compute_target,\n",
        "    training_data=train_data,\n",
        "    label_column_name=label,\n",
        "    **automl_settings,\n",
        ")"
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "Call the `submit` method on the experiment object and pass the run configuration. Execution of remote runs is asynchronous. Depending on the data and the number of iterations this can run for a while.  Validation errors and current status will be shown when setting `show_output=True` and the execution will be synchronous."
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "remote_run = experiment.submit(automl_config, show_output=False)"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "# If you need to retrieve a run that already started, use the following code\n",
        "# from azureml.train.automl.run import AutoMLRun\n",
        "# remote_run = AutoMLRun(experiment = experiment, run_id = '<replace with your run id>')"
      ]
    },
    {
      "cell_type": "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",
        "\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 Model\n",
        "\n",
        "Below we select the best pipeline from our iterations. The `get_output` method returns the best run and the fitted model. The Model includes the pipeline and any pre-processing.  Overloads on `get_output` allow you to retrieve the best run and fitted model for *any* logged metric or for a particular *iteration*."
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "best_run, fitted_model = remote_run.get_output()\n",
        "print(best_run)\n",
        "print(fitted_model)"
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "#### Best Model Based on Any Other Metric\n",
        "Show the run and the model 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": "markdown",
      "metadata": {},
      "source": [
        "#### Model from a Specific Iteration\n",
        "Show the run and the model from the third iteration:"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "iteration = 3\n",
        "third_run, third_model = remote_run.get_output(iteration=iteration)\n",
        "print(third_run)\n",
        "print(third_model)"
      ]
    },
    {
      "cell_type": "markdown",
      "metadata": {},
      "source": [
        "## Test"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "y_test = test_data.keep_columns(\"ERP\").to_pandas_dataframe()\n",
        "test_data = test_data.drop_columns(\"ERP\").to_pandas_dataframe()\n",
        "\n",
        "\n",
        "y_train = train_data.keep_columns(\"ERP\").to_pandas_dataframe()\n",
        "train_data = train_data.drop_columns(\"ERP\").to_pandas_dataframe()"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "y_pred_train = fitted_model.predict(train_data)\n",
        "y_residual_train = y_train.values - y_pred_train\n",
        "\n",
        "y_pred_test = fitted_model.predict(test_data)\n",
        "y_residual_test = y_test.values - 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(\n",
        "    1, 2, gridspec_kw={\"width_ratios\": [1, 1], \"wspace\": 0, \"hspace\": 0}\n",
        ")\n",
        "f.suptitle(\"Regression Residual Values\", fontsize=18)\n",
        "f.set_figheight(6)\n",
        "f.set_figwidth(16)\n",
        "\n",
        "# Plot residual values of training set.\n",
        "a0.axis([0, 360, -100, 100])\n",
        "a0.plot(y_residual_train, \"bo\", alpha=0.5)\n",
        "a0.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
        "a0.text(\n",
        "    16,\n",
        "    170,\n",
        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_train, y_pred_train))),\n",
        "    fontsize=12,\n",
        ")\n",
        "a0.text(\n",
        "    16, 140, \"R2 score = {0:.2f}\".format(r2_score(y_train, y_pred_train)), fontsize=12\n",
        ")\n",
        "a0.set_xlabel(\"Training samples\", fontsize=12)\n",
        "a0.set_ylabel(\"Residual Values\", fontsize=12)\n",
        "\n",
        "# Plot residual values of test set.\n",
        "a1.axis([0, 90, -100, 100])\n",
        "a1.plot(y_residual_test, \"bo\", alpha=0.5)\n",
        "a1.plot([-10, 360], [0, 0], \"r-\", lw=3)\n",
        "a1.text(\n",
        "    5,\n",
        "    170,\n",
        "    \"RMSE = {0:.2f}\".format(np.sqrt(mean_squared_error(y_test, y_pred_test))),\n",
        "    fontsize=12,\n",
        ")\n",
        "a1.text(5, 140, \"R2 score = {0:.2f}\".format(r2_score(y_test, y_pred_test)), fontsize=12)\n",
        "a1.set_xlabel(\"Test samples\", fontsize=12)\n",
        "a1.set_yticklabels([])\n",
        "\n",
        "plt.show()"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": [
        "%matplotlib inline\n",
        "test_pred = plt.scatter(y_test, y_pred_test, c=[\"b\"])\n",
        "test_test = plt.scatter(y_test, y_test, c=[\"g\"])\n",
        "plt.legend(\n",
        "    (test_pred, test_test), (\"prediction\", \"truth\"), loc=\"upper left\", fontsize=8\n",
        ")\n",
        "plt.show()"
      ]
    },
    {
      "cell_type": "code",
      "execution_count": null,
      "metadata": {},
      "outputs": [],
      "source": []
    }
  ],
  "metadata": {
    "authors": [
      {
        "name": "ratanase"
      }
    ],
    "categories": [
      "how-to-use-azureml",
      "automated-machine-learning"
    ],
    "kernelspec": {
      "display_name": "Python 3.8 - AzureML",
      "language": "python",
      "name": "python38-azureml"
    },
    "language_info": {
      "codemirror_mode": {
        "name": "ipython",
        "version": 3
      },
      "file_extension": ".py",
      "mimetype": "text/x-python",
      "name": "python",
      "nbconvert_exporter": "python",
      "pygments_lexer": "ipython3",
      "version": "3.6.2"
    }
  },
  "nbformat": 4,
  "nbformat_minor": 2
}