[FIX] Fixes for Tabular Regression

MANIFEST.in

@@ -1,10 +1,11 @@
 include requirements.txt
 include autoPyTorch/utils/logging.yaml
 include autoPyTorch/configs/default_pipeline_options.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/catboost.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/rotation_forest.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/random_forest.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/knn.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/svm.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/extra_trees.json
-include autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs/lgb.json
+include autoPyTorch/configs/greedy_portfolio.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/catboost.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/rotation_forest.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/random_forest.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/knn.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/svm.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/extra_trees.json
+include autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs/lgb.json

autoPyTorch/api/base_task.py

@@ -44,7 +44,7 @@
 from autoPyTorch.evaluation.tae import ExecuteTaFuncWithQueue, get_cost_of_crash
 from autoPyTorch.optimizer.smbo import AutoMLSMBO
 from autoPyTorch.pipeline.base_pipeline import BasePipeline
-from autoPyTorch.pipeline.components.setup.traditional_ml.classifier_models import get_available_classifiers
+from autoPyTorch.pipeline.components.setup.traditional_ml.traditional_learner import get_available_traditional_learners
 from autoPyTorch.pipeline.components.training.metrics.base import autoPyTorchMetric
 from autoPyTorch.pipeline.components.training.metrics.utils import calculate_score, get_metrics
 from autoPyTorch.utils.common import FitRequirement, replace_string_bool_to_bool
@@ -590,7 +590,7 @@ def _do_traditional_prediction(self, time_left: int, func_eval_time_limit_secs:
         memory_limit = self._memory_limit
         if memory_limit is not None:
             memory_limit = int(math.ceil(memory_limit))
-        available_classifiers = get_available_classifiers()
+        available_classifiers = get_available_traditional_learners()
         dask_futures = []
 
         total_number_classifiers = len(available_classifiers)
@@ -892,21 +892,18 @@ def _search(
         # ============> Run traditional ml
 
         if enable_traditional_pipeline:
-            if STRING_TO_TASK_TYPES[self.task_type] in REGRESSION_TASKS:
-                self._logger.warning("Traditional Pipeline is not enabled for regression. Skipping...")
-            else:
-                traditional_task_name = 'runTraditional'
-                self._stopwatch.start_task(traditional_task_name)
-                elapsed_time = self._stopwatch.wall_elapsed(self.dataset_name)
-                # We want time for at least 1 Neural network in SMAC
-                time_for_traditional = int(
-                    self._time_for_task - elapsed_time - func_eval_time_limit_secs
-                )
-                self._do_traditional_prediction(
-                    func_eval_time_limit_secs=func_eval_time_limit_secs,
-                    time_left=time_for_traditional,
-                )
-                self._stopwatch.stop_task(traditional_task_name)
+            traditional_task_name = 'runTraditional'
+            self._stopwatch.start_task(traditional_task_name)
+            elapsed_time = self._stopwatch.wall_elapsed(self.dataset_name)
+            # We want time for at least 1 Neural network in SMAC
+            time_for_traditional = int(
+                self._time_for_task - elapsed_time - func_eval_time_limit_secs
+            )
+            self._do_traditional_prediction(
+                func_eval_time_limit_secs=func_eval_time_limit_secs,
+                time_left=time_for_traditional,
+            )
+            self._stopwatch.stop_task(traditional_task_name)
 
         # ============> Starting ensemble
         elapsed_time = self._stopwatch.wall_elapsed(self.dataset_name)

autoPyTorch/api/tabular_regression.py

@@ -106,7 +106,7 @@ def search(
         budget: Optional[float] = None,
         total_walltime_limit: int = 100,
         func_eval_time_limit_secs: Optional[int] = None,
-        enable_traditional_pipeline: bool = False,
+        enable_traditional_pipeline: bool = True,
         memory_limit: Optional[int] = 4096,
         smac_scenario_args: Optional[Dict[str, Any]] = None,
         get_smac_object_callback: Optional[Callable] = None,
@@ -151,7 +151,7 @@ def search(
                 total_walltime_limit // 2 to allow enough time to fit
                 at least 2 individual machine learning algorithms.
                 Set to np.inf in case no time limit is desired.
-            enable_traditional_pipeline (bool), (default=False):
+            enable_traditional_pipeline (bool), (default=True):
                 Not enabled for regression. This flag is here to comply
                 with the API.
             memory_limit (Optional[int]), (default=4096): Memory
@@ -187,7 +187,11 @@ def search(
                 configurations, similar to (...herepathtogreedy...).
                 Additionally, the keyword 'greedy' is supported,
                 which would use the default portfolio from
-                `AutoPyTorch Tabular <https://arxiv.org/abs/2006.13799>`
+                `AutoPyTorch Tabular <https://arxiv.org/abs/2006.13799>`.
+                Although portfolio selection is supported for tabular
+                regression, the portfolio has been built using
+                classification datasets. We will update a portfolio
+                to cover tabular regression datasets.
 
         Returns:
             self

autoPyTorch/evaluation/abstract_evaluator.py

@@ -20,6 +20,7 @@
 import autoPyTorch.pipeline.tabular_classification
 import autoPyTorch.pipeline.tabular_regression
 import autoPyTorch.pipeline.traditional_tabular_classification
+import autoPyTorch.pipeline.traditional_tabular_regression
 from autoPyTorch.automl_common.common.utils.backend import Backend
 from autoPyTorch.constants import (
     CLASSIFICATION_TASKS,
@@ -64,7 +65,7 @@ class MyTraditionalTabularClassificationPipeline(BaseEstimator):
     Attributes:
         dataset_properties (Dict[str, Any]):
             A dictionary containing dataset specific information
-        random_state (Optional[Union[int, np.random.RandomState]]):
+        random_state (Optional[np.random.RandomState]):
             Object that contains a seed and allows for reproducible results
         init_params  (Optional[Dict]):
             An optional dictionary that is passed to the pipeline's steps. It complies
@@ -73,18 +74,18 @@ class MyTraditionalTabularClassificationPipeline(BaseEstimator):
 
     def __init__(self, config: str,
                  dataset_properties: Dict[str, Any],
-                 random_state: Optional[Union[int, np.random.RandomState]] = None,
+                 random_state: Optional[np.random.RandomState] = None,
                  init_params: Optional[Dict] = None):
         self.config = config
         self.dataset_properties = dataset_properties
         self.random_state = random_state
         self.init_params = init_params
-        self.pipeline = autoPyTorch.pipeline.traditional_tabular_classification.\
+        self.pipeline = autoPyTorch.pipeline.traditional_tabular_classification. \
             TraditionalTabularClassificationPipeline(dataset_properties=dataset_properties,
                                                      random_state=self.random_state)
         configuration_space = self.pipeline.get_hyperparameter_search_space()
         default_configuration = configuration_space.get_default_configuration().get_dictionary()
-        default_configuration['model_trainer:tabular_classifier:classifier'] = config
+        default_configuration['model_trainer:tabular_traditional_model:traditional_learner'] = config
         self.configuration = Configuration(configuration_space, default_configuration)
         self.pipeline.set_hyperparameters(self.configuration)
 
@@ -100,18 +101,15 @@ def predict(self, X: Union[np.ndarray, pd.DataFrame],
                 batch_size: int = 1000) -> np.array:
         return self.pipeline.predict(X, batch_size=batch_size)
 
-    def estimator_supports_iterative_fit(self) -> bool:  # pylint: disable=R0201
-        return False
-
-    def get_additional_run_info(self) -> Dict[str, Any]:  # pylint: disable=R0201
+    def get_additional_run_info(self) -> Dict[str, Any]:
         """
         Can be used to return additional info for the run.
         Returns:
             Dict[str, Any]:
             Currently contains
                 1. pipeline_configuration: the configuration of the pipeline, i.e, the traditional model used
                 2. trainer_configuration: the parameters for the traditional model used.
-                    Can be found in autoPyTorch/pipeline/components/setup/traditional_ml/classifier_configs
+                    Can be found in autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs
         """
         return {'pipeline_configuration': self.configuration,
                 'trainer_configuration': self.pipeline.named_steps['model_trainer'].choice.model.get_config(),
@@ -126,6 +124,71 @@ def get_default_pipeline_options() -> Dict[str, Any]:
             TraditionalTabularClassificationPipeline.get_default_pipeline_options()
 
 
+class MyTraditionalTabularRegressionPipeline(BaseEstimator):
+    """
+    A wrapper class that holds a pipeline for traditional regression.
+    Estimators like CatBoost, and Random Forest are considered traditional machine
+    learning models and are fitted before neural architecture search.
+
+    This class is an interface to fit a pipeline containing a traditional machine
+    learning model, and is the final object that is stored for inference.
+
+    Attributes:
+        dataset_properties (Dict[str, Any]):
+            A dictionary containing dataset specific information
+        random_state (Optional[np.random.RandomState]):
+            Object that contains a seed and allows for reproducible results
+        init_params  (Optional[Dict]):
+            An optional dictionary that is passed to the pipeline's steps. It complies
+            a similar function as the kwargs
+    """
+    def __init__(self, config: str,
+                 dataset_properties: Dict[str, Any],
+                 random_state: Optional[np.random.RandomState] = None,
+                 init_params: Optional[Dict] = None):
+        self.config = config
+        self.dataset_properties = dataset_properties
+        self.random_state = random_state
+        self.init_params = init_params
+        self.pipeline = autoPyTorch.pipeline.traditional_tabular_regression. \
+            TraditionalTabularRegressionPipeline(dataset_properties=dataset_properties,
+                                                 random_state=self.random_state)
+        configuration_space = self.pipeline.get_hyperparameter_search_space()
+        default_configuration = configuration_space.get_default_configuration().get_dictionary()
+        default_configuration['model_trainer:tabular_traditional_model:traditional_learner'] = config
+        self.configuration = Configuration(configuration_space, default_configuration)
+        self.pipeline.set_hyperparameters(self.configuration)
+
+    def fit(self, X: Dict[str, Any], y: Any,
+            sample_weight: Optional[np.ndarray] = None) -> object:
+        return self.pipeline.fit(X, y)
+
+    def predict(self, X: Union[np.ndarray, pd.DataFrame],
+                batch_size: int = 1000) -> np.array:
+        return self.pipeline.predict(X, batch_size=batch_size)
+
+    def get_additional_run_info(self) -> Dict[str, Any]:
+        """
+        Can be used to return additional info for the run.
+        Returns:
+            Dict[str, Any]:
+            Currently contains
+                1. pipeline_configuration: the configuration of the pipeline, i.e, the traditional model used
+                2. trainer_configuration: the parameters for the traditional model used.
+                    Can be found in autoPyTorch/pipeline/components/setup/traditional_ml/estimator_configs
+        """
+        return {'pipeline_configuration': self.configuration,
+                'trainer_configuration': self.pipeline.named_steps['model_trainer'].choice.model.get_config()}
+
+    def get_pipeline_representation(self) -> Dict[str, str]:
+        return self.pipeline.get_pipeline_representation()
+
+    @staticmethod
+    def get_default_pipeline_options() -> Dict[str, Any]:
+        return autoPyTorch.pipeline.traditional_tabular_regression.\
+            TraditionalTabularRegressionPipeline.get_default_pipeline_options()
+
+
 class DummyClassificationPipeline(DummyClassifier):
     """
     A wrapper class that holds a pipeline for dummy classification.
@@ -175,9 +238,6 @@ def predict(self, X: Union[np.ndarray, pd.DataFrame],
         new_X = np.ones((X.shape[0], 1))
         return super(DummyClassificationPipeline, self).predict(new_X).astype(np.float32)
 
-    def estimator_supports_iterative_fit(self) -> bool:  # pylint: disable=R0201
-        return False
-
     def get_additional_run_info(self) -> Dict:  # pylint: disable=R0201
         return {'configuration_origin': 'DUMMY'}
 
@@ -234,12 +294,15 @@ def predict(self, X: Union[np.ndarray, pd.DataFrame],
         new_X = np.ones((X.shape[0], 1))
         return super(DummyRegressionPipeline, self).predict(new_X).astype(np.float32)
 
-    def estimator_supports_iterative_fit(self) -> bool:  # pylint: disable=R0201
-        return False
-
     def get_additional_run_info(self) -> Dict:  # pylint: disable=R0201
         return {'configuration_origin': 'DUMMY'}
 
+    def get_pipeline_representation(self) -> Dict[str, str]:
+        return {
+            'Preprocessing': 'None',
+            'Estimator': 'Dummy',
+        }
+
     @staticmethod
     def get_default_pipeline_options() -> Dict[str, Any]:
         return {'budget_type': 'epochs',
@@ -401,8 +464,7 @@ def __init__(self, backend: Backend,
             if isinstance(self.configuration, int):
                 self.pipeline_class = DummyRegressionPipeline
             elif isinstance(self.configuration, str):
-                raise ValueError("Only tabular classifications tasks "
-                                 "are currently supported with traditional methods")
+                self.pipeline_class = MyTraditionalTabularRegressionPipeline
             elif isinstance(self.configuration, Configuration):
                 self.pipeline_class = autoPyTorch.pipeline.tabular_regression.TabularRegressionPipeline
             else:
@@ -415,8 +477,7 @@ def __init__(self, backend: Backend,
                 if self.task_type in TABULAR_TASKS:
                     self.pipeline_class = MyTraditionalTabularClassificationPipeline
                 else:
-                    raise ValueError("Only tabular classifications tasks "
-                                     "are currently supported with traditional methods")
+                    raise ValueError("Only tabular tasks are currently supported with traditional methods")
             elif isinstance(self.configuration, Configuration):
                 if self.task_type in TABULAR_TASKS:
                     self.pipeline_class = autoPyTorch.pipeline.tabular_classification.TabularClassificationPipeline
@@ -446,6 +507,7 @@ def __init__(self, backend: Backend,
             'y_test': self.y_test,
             'backend': self.backend,
             'logger_port': logger_port,
+            'optimize_metric': self.metric.name
         })
         assert self.pipeline_class is not None, "Could not infer pipeline class"
         pipeline_config = pipeline_config if pipeline_config is not None \