public ITuner CreateTuner(TrialSettings settings)
{
var experimentSetting = _provider.GetService <AutoMLExperiment.AutoMLExperimentSettings>();
var searchSpace = settings.Pipeline.SearchSpace;
var initParameter = settings.Pipeline.Parameter;
var isMaximize = experimentSetting.IsMaximizeMetric;
return(new CostFrugalTuner(searchSpace, initParameter, !isMaximize));
}
public void Update(TrialSettings settings, TrialResult result)
{
var schema = settings.Schema;
if (_tuners.TryGetValue(schema, out var tuner))
{
tuner.Update(result);
}
}
public void ReportFailTrial(TrialSettings settings, Exception exp)
{
var result = new BinaryClassificationTrialResult
{
TrialSettings = settings,
Exception = exp,
};
RunDetails.Add(result);
}
public Parameter Propose(TrialSettings settings)
{
if (!_enumerator.MoveNext())
{
_enumerator = _tuner.Propose().GetEnumerator();
return(Propose(settings));
}
else
{
var res = _enumerator.Current;
return(res);
}
}
public TrialSettings Propose(TrialSettings settings)
{
var tunerFactory = _provider.GetService <ITunerFactory>();
if (!_tuners.ContainsKey(settings.Schema))
{
var t = tunerFactory.CreateTuner(settings);
_tuners.Add(settings.Schema, t);
}
var tuner = _tuners[settings.Schema];
var parameter = tuner.Propose(settings);
settings.Parameter = parameter;
return(settings);
}
public TrialResult Run(TrialSettings settings, IServiceProvider provider)
{
var rnd = new Random(settings.ExperimentSettings.Seed ?? 0);
if (_datasetManager is CrossValidateDatasetManager datasetSettings &&
_metricManager is BinaryMetricManager metricSettings)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var fold = datasetSettings.Fold ?? 5;
var pipeline = settings.Pipeline.BuildTrainingPipeline(_context, settings.Parameter);
var metrics = _context.BinaryClassification.CrossValidateNonCalibrated(datasetSettings.Dataset, pipeline, fold, metricSettings.LabelColumn);
// now we just randomly pick a model, but a better way is to provide option to pick a model which score is the cloest to average or the best.
var res = metrics[rnd.Next(fold)];
var model = res.Model;
var metric = metricSettings.Metric switch
{
BinaryClassificationMetric.PositivePrecision => res.Metrics.PositivePrecision,
BinaryClassificationMetric.Accuracy => res.Metrics.Accuracy,
BinaryClassificationMetric.AreaUnderRocCurve => res.Metrics.AreaUnderRocCurve,
BinaryClassificationMetric.AreaUnderPrecisionRecallCurve => res.Metrics.AreaUnderPrecisionRecallCurve,
_ => throw new NotImplementedException($"{metricSettings.Metric} is not supported!"),
};
stopWatch.Stop();
return(new BinaryClassificationTrialResult()
{
Metric = metric,
Model = model,
TrialSettings = settings,
DurationInMilliseconds = stopWatch.ElapsedMilliseconds,
BinaryClassificationMetrics = res.Metrics,
CrossValidationMetrics = metrics,
});
}
throw new ArgumentException();
}
public Parameter Propose(TrialSettings settings)
{
var trialId = settings.TrialId;
if (_initUsed)
{
var searchThread = _searchThreadPool[_currentThreadId];
_configs[trialId] = _searchSpace.MappingToFeatureSpace(searchThread.Suggest(trialId));
_trialProposedBy[trialId] = _currentThreadId;
}
else
{
_configs[trialId] = CreateInitConfigFromAdmissibleRegion();
_trialProposedBy[trialId] = _currentThreadId;
}
var param = _configs[trialId];
return(_searchSpace.SampleFromFeatureSpace(param));
}
public TrialSettings Propose(TrialSettings settings)
{
_multiModelPipeline = settings.ExperimentSettings.Pipeline;
_learnerInitialCost = _multiModelPipeline.PipelineIds.ToDictionary(kv => kv, kv => GetEstimatedCostForPipeline(kv, _multiModelPipeline));
var pipelineIds = _multiModelPipeline.PipelineIds;
if (_eci == null)
{
// initialize eci with the estimated cost and always start from pipeline which has lowest cost.
_eci = pipelineIds.ToDictionary(kv => kv, kv => GetEstimatedCostForPipeline(kv, _multiModelPipeline));
settings.Schema = _eci.OrderBy(kv => kv.Value).First().Key;
}
else
{
var probabilities = pipelineIds.Select(id => _eci[id]).ToArray();
probabilities = ArrayMath.Inverse(probabilities);
probabilities = ArrayMath.Normalize(probabilities);
// sample
var randdouble = _rand.NextDouble();
var sum = 0.0;
// selected pipeline id index
int i;
for (i = 0; i != pipelineIds.Length; ++i)
{
sum += ((double[])probabilities)[i];
if (sum > randdouble)
{
break;
}
}
settings.Schema = pipelineIds[i];
}
settings.Pipeline = _multiModelPipeline.BuildSweepableEstimatorPipeline(settings.Schema);
return(settings);
}
public TrialResult Run(TrialSettings settings, IServiceProvider provider)
{
var rnd = new Random(settings.ExperimentSettings.Seed ?? 0);
if (_datasetManager is CrossValidateDatasetManager datasetSettings &&
_metricManager is MultiClassMetricManager metricSettings)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var fold = datasetSettings.Fold ?? 5;
var pipeline = settings.Pipeline.BuildTrainingPipeline(_context, settings.Parameter);
var metrics = _context.MulticlassClassification.CrossValidate(datasetSettings.Dataset, pipeline, fold, metricSettings.LabelColumn, seed: settings.ExperimentSettings?.Seed);
// now we just randomly pick a model, but a better way is to provide option to pick a model which score is the cloest to average or the best.
var res = metrics[rnd.Next(fold)];
var model = res.Model;
var metric = metricSettings.Metric switch
{
MulticlassClassificationMetric.MicroAccuracy => res.Metrics.MicroAccuracy,
MulticlassClassificationMetric.MacroAccuracy => res.Metrics.MacroAccuracy,
MulticlassClassificationMetric.TopKAccuracy => res.Metrics.TopKAccuracy,
MulticlassClassificationMetric.LogLoss => res.Metrics.LogLoss,
MulticlassClassificationMetric.LogLossReduction => res.Metrics.LogLossReduction,
_ => throw new NotImplementedException($"{metricSettings.Metric} is not supported!"),
};
stopWatch.Stop();
return(new TrialResult()
{
Metric = metric,
Model = model,
TrialSettings = settings,
DurationInMilliseconds = stopWatch.ElapsedMilliseconds,
});
}
throw new ArgumentException();
}
public TrialResult Run(TrialSettings settings, IServiceProvider provider)
{
if (_datasetManager is TrainTestDatasetManager datasetSettings &&
_metricManager is BinaryMetricManager metricSettings)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var pipeline = settings.Pipeline.BuildTrainingPipeline(_context, settings.Parameter);
var model = pipeline.Fit(datasetSettings.TrainDataset);
var eval = model.Transform(datasetSettings.TestDataset);
var metrics = _context.BinaryClassification.EvaluateNonCalibrated(eval, metricSettings.LabelColumn, predictedLabelColumnName: metricSettings.PredictedColumn);
// now we just randomly pick a model, but a better way is to provide option to pick a model which score is the cloest to average or the best.
var metric = metricSettings.Metric switch
{
BinaryClassificationMetric.PositivePrecision => metrics.PositivePrecision,
BinaryClassificationMetric.Accuracy => metrics.Accuracy,
BinaryClassificationMetric.AreaUnderRocCurve => metrics.AreaUnderRocCurve,
BinaryClassificationMetric.AreaUnderPrecisionRecallCurve => metrics.AreaUnderPrecisionRecallCurve,
_ => throw new NotImplementedException($"{metricSettings.Metric} is not supported!"),
};
stopWatch.Stop();
return(new BinaryClassificationTrialResult()
{
Metric = metric,
Model = model,
TrialSettings = settings,
DurationInMilliseconds = stopWatch.ElapsedMilliseconds,
BinaryClassificationMetrics = metrics,
});
}
throw new ArgumentException();
}
public TrialResult Run(TrialSettings settings, IServiceProvider provider)
{
if (_datasetManager is TrainTestDatasetManager datasetSettings &&
_metricManager is MultiClassMetricManager metricSettings)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var pipeline = settings.Pipeline.BuildTrainingPipeline(_context, settings.Parameter);
var model = pipeline.Fit(datasetSettings.TrainDataset);
var eval = model.Transform(datasetSettings.TestDataset);
var metrics = _context.MulticlassClassification.Evaluate(eval, metricSettings.LabelColumn, predictedLabelColumnName: metricSettings.PredictedColumn);
var metric = metricSettings.Metric switch
{
MulticlassClassificationMetric.MicroAccuracy => metrics.MicroAccuracy,
MulticlassClassificationMetric.MacroAccuracy => metrics.MacroAccuracy,
MulticlassClassificationMetric.TopKAccuracy => metrics.TopKAccuracy,
MulticlassClassificationMetric.LogLoss => metrics.LogLoss,
MulticlassClassificationMetric.LogLossReduction => metrics.LogLossReduction,
_ => throw new NotImplementedException($"{metricSettings.Metric} is not supported!"),
};
stopWatch.Stop();
return(new TrialResult()
{
Metric = metric,
Model = model,
TrialSettings = settings,
DurationInMilliseconds = stopWatch.ElapsedMilliseconds,
});
}
throw new ArgumentException();
}
public TrialResult Run(TrialSettings settings, IServiceProvider provider)
{
if (_datasetManager is TrainTestDatasetManager datasetSettings &&
_metricManager is RegressionMetricManager metricSettings)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var pipeline = settings.Pipeline.BuildTrainingPipeline(_context, settings.Parameter);
var model = pipeline.Fit(datasetSettings.TrainDataset);
var eval = model.Transform(datasetSettings.TestDataset);
var metrics = _context.Regression.Evaluate(eval, metricSettings.LabelColumn, scoreColumnName: metricSettings.ScoreColumn);
var metric = metricSettings.Metric switch
{
RegressionMetric.RootMeanSquaredError => metrics.RootMeanSquaredError,
RegressionMetric.RSquared => metrics.RSquared,
RegressionMetric.MeanSquaredError => metrics.MeanSquaredError,
RegressionMetric.MeanAbsoluteError => metrics.MeanAbsoluteError,
_ => throw new NotImplementedException($"{metricSettings.Metric} is not supported!"),
};
stopWatch.Stop();
return(new TrialResult()
{
Metric = metric,
Model = model,
TrialSettings = settings,
DurationInMilliseconds = stopWatch.ElapsedMilliseconds,
});
}
throw new ArgumentException();
}
public void ReportRunningTrial(TrialSettings setting)
{
}
public ITuner CreateTuner(TrialSettings settings)
{
var searchSpace = settings.Pipeline.SearchSpace;
return(new GridSearchTuner(searchSpace));
}
public void ReportRunningTrial(TrialSettings setting)
{
_logger.Info($"Update Running Trial - Id: {setting.TrialId} - Pipeline: {setting.Pipeline}");
}
public void ReportFailTrial(TrialSettings settings, Exception exception = null)
{
_logger.Info($"Update Failed Trial - Id: {settings.TrialId} - Pipeline: {settings.Pipeline}");
}
public void Update(TrialSettings parameter, TrialResult result)
{
var schema = parameter.Schema;
var error = CaculateError(result.Metric, parameter.ExperimentSettings.IsMaximizeMetric);
var duration = result.DurationInMilliseconds / 1000;
var pipelineIds = _multiModelPipeline.PipelineIds;
var isSuccess = duration != 0;
// if k1 is null, it means this is the first completed trial.
// in that case, initialize k1, k2, e1, e2 in the following way:
// k1: for every learner, k1[l] = c * duration where c is a ratio defined in learnerInitialCost
// k2: k2 = k1, which indicates the hypothesis that it costs the same time for learners to reach the next break through.
// e1: current error
// e2: 1.001*e1
if (isSuccess)
{
if (_k1 == null)
{
_k1 = pipelineIds.ToDictionary(id => id, id => duration * _learnerInitialCost[id] / _learnerInitialCost[schema]);
_k2 = _k1.ToDictionary(kv => kv.Key, kv => kv.Value);
_e1 = pipelineIds.ToDictionary(id => id, id => error);
_e2 = pipelineIds.ToDictionary(id => id, id => 1.05 * error);
_globalBestError = error;
}
else if (error >= _e1[schema])
{
// if error is larger than current best error, which means there's no improvements for
// the last trial with the current learner.
// In that case, simply increase the total spent time since the last best error for that learner.
_k1[schema] += duration;
}
else
{
// there's an improvement.
// k2 <= k1 && e2 <= e1, and update k1, e2.
_k2[schema] = _k1[schema];
_k1[schema] = duration;
_e2[schema] = _e1[schema];
_e1[schema] = error;
// update global best error as well
if (error < _globalBestError)
{
_globalBestError = error;
}
}
// update eci
var eci1 = Math.Max(_k1[schema], _k2[schema]);
var estimatorCostForBreakThrough = 2 * (error - _globalBestError) / ((_e2[schema] - _e1[schema]) / (_k2[schema] + _k1[schema]));
_eci[schema] = Math.Max(eci1, estimatorCostForBreakThrough);
}
else
{
// double eci of current trial twice of maxium ecis.
_eci[schema] = _eci.Select(kv => kv.Value).Max() * 2;
}
// normalize eci
var sum = _eci.Select(x => x.Value).Sum();
_eci = _eci.Select(x => (x.Key, x.Value / sum)).ToDictionary(x => x.Key, x => x.Item2);
// TODO
// save k1,k2,e1,e2,eci,bestError to training configuration
return;
}
public void ReportRunningTrial(TrialSettings setting)
{
ActiveTrial = setting;
ThrottledUpdate();
}
public Parameter Propose(TrialSettings settings)
{
return(_tuner.Propose(_searchSpace));
}
/// <summary>
/// Run experiment and return the best trial result asynchronizely. The experiment returns the current best trial result if there's any trial completed when <paramref name="ct"/> get cancelled,
/// and throws <see cref="TimeoutException"/> with message "Training time finished without completing a trial run" when no trial has completed.
/// Another thing needs to notice is that this function won't immediately return after <paramref name="ct"/> get cancelled. Instead, it will call <see cref="MLContext.CancelExecution"/> to cancel all training process
/// and wait all running trials get cancelled or completed.
/// </summary>
/// <returns></returns>
public async Task <TrialResult> RunAsync(CancellationToken ct = default)
{
ValidateSettings();
var cts = new CancellationTokenSource();
_settings.CancellationToken = ct;
cts.CancelAfter((int)_settings.MaxExperimentTimeInSeconds * 1000);
_settings.CancellationToken.Register(() => cts.Cancel());
cts.Token.Register(() =>
{
// only force-canceling running trials when there's completed trials.
// otherwise, wait for the current running trial to be completed.
if (_bestTrialResult != null)
{
_context.CancelExecution();
}
});
InitializeServiceCollection();
var serviceProvider = _serviceCollection.BuildServiceProvider();
var monitor = serviceProvider.GetService <IMonitor>();
var trialNum = 0;
var pipelineProposer = serviceProvider.GetService <PipelineProposer>();
var hyperParameterProposer = serviceProvider.GetService <HyperParameterProposer>();
var runnerFactory = serviceProvider.GetService <ITrialRunnerFactory>();
while (true)
{
if (cts.Token.IsCancellationRequested)
{
break;
}
var setting = new TrialSettings()
{
ExperimentSettings = _settings,
TrialId = trialNum++,
};
setting = pipelineProposer.Propose(setting);
setting = hyperParameterProposer.Propose(setting);
monitor.ReportRunningTrial(setting);
var runner = runnerFactory.CreateTrialRunner();
try
{
var trialResult = runner.Run(setting, serviceProvider);
monitor.ReportCompletedTrial(trialResult);
hyperParameterProposer.Update(setting, trialResult);
pipelineProposer.Update(setting, trialResult);
var error = _settings.IsMaximizeMetric ? 1 - trialResult.Metric : trialResult.Metric;
if (error < _bestError)
{
_bestTrialResult = trialResult;
_bestError = error;
monitor.ReportBestTrial(trialResult);
}
}
catch (Exception ex)
{
if (cts.Token.IsCancellationRequested)
{
break;
}
else
{
// TODO
// it's questionable on whether to abort the entire training process
// for a single fail trial. We should make it an option and only exit
// when error is fatal (like schema mismatch).
monitor.ReportFailTrial(setting, ex);
throw;
}
}
}
if (_bestTrialResult == null)
{
throw new TimeoutException("Training time finished without completing a trial run");
}
else
{
return(await Task.FromResult(_bestTrialResult));
}
}
public void ReportFailTrial(TrialSettings setting, Exception exp = null)
{
// TODO figure out what to do with failed trials.
ThrottledUpdate();
}
