* Refactor into automl subpackage Moved some of the packages into an automl subpackage to tidy before the task-based refactor. This is in response to discussions with the group and a comment on the first task-based PR. Only changes here are moving subpackages and modules into the new automl, fixing imports to work with this structure and fixing some dependencies in setup.py. * Fix doc building post automl subpackage refactor * Fix broken links in website post automl subpackage refactor * Fix broken links in website post automl subpackage refactor * Remove vw from test deps as this is breaking the build * Move default back to the top-level I'd moved this to automl as that's where it's used internally, but had missed that this is actually part of the public interface so makes sense to live where it was. * Re-add top level modules with deprecation warnings flaml.data, flaml.ml and flaml.model are re-added to the top level, being re-exported from flaml.automl for backwards compatability. Adding a deprecation warning so that we can have a planned removal later. * Fix model.py line-endings * WIP * WIP - Notes below Got to the point where the methods from AutoML are pulled to GenericTask. Started removing private markers and removing the passing of automl to these methods. Done with decide_split_type, started on prepare_data. Need to do the others after * Re-add generic_task * Most of the merge done, test_forecast_automl fit succeeds, fails at predict() * Remaining fixes - test_forecast.py passes * Comment out holidays-related code as it's not currently used * Further holidays cleanup * Fix imports in a test * tidy up validate_data in time series task * Test fixes * Fix tests: add Task.__str__ * Fix tests: test for ray.ObjectRef * Hotwire TS_Sklearn wrapper to fix test fail * Attempt at test fix * Fix test where val_pred_y is a list * Attempt to fix remaining tests * Push to retrigger tests * Push to retrigger tests * Push to retrigger tests * Push to retrigger tests * Remove plots from automl/test_forecast * Remove unused data size field from Task * Fix import for CLASSIFICATION in notebook * Monkey patch TFT to avoid plotting, to fix tests on MacOS * Monkey patch TFT to avoid plotting v2, to fix tests on MacOS * Monkey patch TFT to avoid plotting v2, to fix tests on MacOS * Fix circular import * remove redundant code in task.py post-merge * Fix test: set svd_solver="full" in PCA * Update flaml/automl/data.py Co-authored-by: Chi Wang <wang.chi@microsoft.com> * Fix review comments * Fix task -> str in custom learner constructor * Remove unused CLASSIFICATION imports * Hotwire TS_Sklearn wrapper to fix test fail by setting optimizer_for_horizon == False * Revert changes to the automl_classification and pin FLAML version * Fix imports in reverted notebook * Fix FLAML version in automl notebooks * Fix ml.py line endings * Fix CLASSIFICATION task import in automl_classification notebook * Uncomment pip install in notebook and revert import Not convinced this will work because of installing an older version of the package into the environment in which we're running the tests, but let's see. * Revert c6a5dd1a0 * Fix get_classification_objective import in suggest.py * Remove hcrystallball docs reference in TS_Sklearn * Merge markharley:extract-task-class-from-automl into this * Fix import, remove smooth.py * Fix dependencies to fix TFT fail on Windows Python 3.8 and 3.9 * Add tensorboardX dependency to fix TFT fail on Windows Python 3.8 and 3.9 * Set pytorch-lightning==1.9.0 to fix TFT fail on Windows Python 3.8 and 3.9 * Set pytorch-lightning==1.9.0 to fix TFT fail on Windows Python 3.8 and 3.9 * Disable PCA reduction of lagged features for now, to fix svd convervence fail * Merge flaml/main into time_series_task * Attempt to fix formatting * Attempt to fix formatting * tentatively implement holt-winters-no covariates * fix forecast method, clean class * checking external regressors too * update test forecast * remove duplicated test file, re-add sarimax, search space cleanup * Update flaml/automl/model.py removed links. Most important one probably was: https://robjhyndman.com/hyndsight/ets-regressors/ Co-authored-by: Chi Wang <wang.chi@microsoft.com> * prevent short series * add docs * First attempt at merging Holt-Winters * Linter fix * Add holt-winters to TimeSeriesTask.estimators * Fix spark test fail * Attempt to fix another spark test fail * Attempt to fix another spark test fail * Change Black max line length to 127 * Change Black max line length to 120 * Add logging for ARIMA params, clean up time series models inheritance * Add more logging for missing ARIMA params * Remove a meaningless test causing a fail, add stricter check on ARIMA params * Fix a bug in HoltWinters * A pointless change to hopefully trigger the on and off KeyError in ARIMA.fit() * Fix formatting * Attempt to fix formatting * Attempt to fix formatting * Attempt to fix formatting * Attempt to fix formatting * Add type annotations to _train_with_config() in state.py * Add type annotations to prepare_sample_train_data() in state.py * Add docstring for time_col argument of AutoML.fit() * Address @sonichi's comments on PR * Fix formatting * Fix formatting * Reduce test time budget * Reduce test time budget * Increase time budget for the test to pass * Remove redundant imports * Remove more redundant imports * Minor fixes of points raised by Qingyun * Try to fix pandas import fail * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Try to fix pandas import fail, again * Formatting fixes * More formatting fixes * Added test that loops over TS models to ensure coverage * Fix formatting issues * Fix more formatting issues * Fix random fail in check * Put back in tests for ARIMA predict without fit * Put back in tests for lgbm * Update test/test_model.py cover dedup * Match target length to X length in missing test --------- Co-authored-by: Mark Harley <mark.harley@transferwise.com> Co-authored-by: Mark Harley <mharley.code@gmail.com> Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu> Co-authored-by: Chi Wang <wang.chi@microsoft.com> Co-authored-by: Andrea W <a.ruggerini@ammagamma.com> Co-authored-by: Andrea Ruggerini <nescio.adv@gmail.com> Co-authored-by: Egor Kraev <Egor.Kraev@tw.com> Co-authored-by: Li Jiang <bnujli@gmail.com>
A Fast Library for Automated Machine Learning & Tuning
🔥 FLAML is highlighted in OpenAI's cookbook.
🔥 autogen is released with support for ChatGPT and GPT-4, based on Cost-Effective Hyperparameter Optimization for Large Language Model Generation Inference.
🔥 FLAML supports AutoML and Hyperparameter Tuning features in Microsoft Fabric private preview. Sign up for these features at: https://aka.ms/fabric/data-science/sign-up.
What is FLAML
FLAML is a lightweight Python library for efficient automation of machine learning and AI operations, including selection of models, hyperparameters, and other tunable choices of an application (e.g., inference hyperparameters for foundation models, configurations in MLOps/LMOps workflows, pipelines, mathematical/statistical models, algorithms, computing experiments, software configurations).
- For foundation models like the GPT models, it automates the experimentation and optimization of their performance to maximize the effectiveness for applications and minimize the inference cost. FLAML enables users to build and use adaptive AI agents with minimal effort.
- For common machine learning tasks like classification and regression, it quickly finds quality models for user-provided data with low computational resources. It is easy to customize or extend. Users can find their desired customizability from a smooth range: minimal customization (computational resource budget), medium customization (e.g., search space and metric), or full customization (arbitrary training/inference/evaluation code).
- It supports fast and economical automatic tuning, capable of handling complex constraints/guidance/early stopping. FLAML is powered by a cost-effective hyperparameter optimization and model selection method invented by Microsoft Research, and many followup research studies.
FLAML has a .NET implementation in ML.NET, an open-source, cross-platform machine learning framework for .NET. In ML.NET, you can use FLAML via low-code solutions like Model Builder Visual Studio extension and the cross-platform ML.NET CLI. Alternatively, you can use the ML.NET AutoML API for a code-first experience.
Installation
Python
FLAML requires Python version >= 3.7. It can be installed from pip:
pip install flaml
Minimal dependencies are installed without extra options. You can install extra options based on the feature you need. For example, use the following to install the dependencies needed by the autogen package.
pip install "flaml[autogen]"
Find more options in Installation.
Each of the notebook examples may require a specific option to be installed.
.NET
Use the following guides to get started with FLAML in .NET:
Quickstart
- (New) The autogen package can help you maximize the utility out of the expensive LLMs such as ChatGPT and GPT-4, including:
- A drop-in replacement of
openai.Completionoropenai.ChatCompletionwith powerful functionalites like tuning, caching, templating, filtering. For example, you can optimize generations by LLM with your own tuning data, success metrics and budgets.
from flaml import oai # perform tuning config, analysis = oai.Completion.tune( data=tune_data, metric="success", mode="max", eval_func=eval_func, inference_budget=0.05, optimization_budget=3, num_samples=-1, ) # perform inference for a test instance response = oai.Completion.create(context=test_instance, **config)- LLM-driven intelligent agents which can perform tasks autonomously or with human feedback, including tasks that require using tools via code.
assistant = AssistantAgent("assistant") user = UserProxyAgent("user", human_input_mode="TERMINATE") assistant.receive("Draw a rocket and save to a file named 'rocket.svg'") - A drop-in replacement of
- With three lines of code, you can start using this economical and fast AutoML engine as a scikit-learn style estimator.
from flaml import AutoML
automl = AutoML()
automl.fit(X_train, y_train, task="classification")
- You can restrict the learners and use FLAML as a fast hyperparameter tuning tool for XGBoost, LightGBM, Random Forest etc. or a customized learner.
automl.fit(X_train, y_train, task="classification", estimator_list=["lgbm"])
- You can also run generic hyperparameter tuning for a custom function.
from flaml import tune
tune.run(evaluation_function, config={…}, low_cost_partial_config={…}, time_budget_s=3600)
- Zero-shot AutoML allows using the existing training API from lightgbm, xgboost etc. while getting the benefit of AutoML in choosing high-performance hyperparameter configurations per task.
from flaml.default import LGBMRegressor
# Use LGBMRegressor in the same way as you use lightgbm.LGBMRegressor.
estimator = LGBMRegressor()
# The hyperparameters are automatically set according to the training data.
estimator.fit(X_train, y_train)
Documentation
You can find a detailed documentation about FLAML here where you can find the API documentation, use cases and examples.
In addition, you can find:
-
ML.NET documentation and tutorials for Model Builder, ML.NET CLI, and AutoML API.
Contributing
This project welcomes contributions and suggestions. Most contributions require you to agree to a Contributor License Agreement (CLA) declaring that you have the right to, and actually do, grant us the rights to use your contribution. For details, visit https://cla.opensource.microsoft.com.
If you are new to GitHub here is a detailed help source on getting involved with development on GitHub.
When you submit a pull request, a CLA bot will automatically determine whether you need to provide a CLA and decorate the PR appropriately (e.g., status check, comment). Simply follow the instructions provided by the bot. You will only need to do this once across all repos using our CLA.
This project has adopted the Microsoft Open Source Code of Conduct. For more information see the Code of Conduct FAQ or contact opencode@microsoft.com with any additional questions or comments.