"tune function and CLI command"

seraphimstreets · seraphimstreets · commit c7fe54f35142 · 2022-06-20T04:02:35.000+08:00
diff --git a/dffml/__init__.py b/dffml/__init__.py
@@ -57,6 +57,7 @@ class DuplicateName(Exception):
     "train": "high_level.ml",
     "predict": "high_level.ml",
     "score": "high_level.ml",
+    "tune": "high_level.ml",
     "load": "high_level.source",
     "save": "high_level.source",
     "run": "high_level.dataflow",
diff --git a/dffml/cli/cli.py b/dffml/cli/cli.py
@@ -39,7 +39,7 @@
 
 from .dataflow import Dataflow
 from .config import Config
-from .ml import Train, Accuracy, Predict
+from .ml import Train, Accuracy, Predict, Tune
 from .list import List
 
 version = VERSION
@@ -366,6 +366,7 @@ class CLI(CMD):
     train = Train
     accuracy = Accuracy
     predict = Predict
+    tune = Tune
     service = services()
     dataflow = Dataflow
     config = Config
diff --git a/dffml/cli/ml.py b/dffml/cli/ml.py
@@ -1,9 +1,10 @@
 import inspect
 
 from ..model.model import Model
+from ..tuner.tuner import Tuner
 from ..source.source import Sources, SubsetSources
 from ..util.cli.cmd import CMD, CMDOutputOverride
-from ..high_level.ml import train, predict, score
+from ..high_level.ml import train, predict, score, tune
 from ..util.config.fields import FIELD_SOURCES
 from ..util.cli.cmds import (
     SourcesCMD,
@@ -15,6 +16,7 @@
 )
 from ..base import config, field
 from ..accuracy import AccuracyScorer
+
 from ..feature import Features
 
 
@@ -118,3 +120,37 @@ class Predict(CMD):
 
     record = PredictRecord
     _all = PredictAll
+
+
+@config
+class TuneCMDConfig:
+    model: Model = field("Model used for ML", required=True)
+    tuner: Tuner = field("Tuner to optimize hyperparameters", required=True)
+    scorer: AccuracyScorer = field(
+        "Method to use to score accuracy", required=True
+    )
+    features: Features = field("Predict Feature(s)", default=Features())
+    sources: Sources = FIELD_SOURCES
+  
+
+class Tune(MLCMD):
+    """Optimize hyperparameters of model with given sources"""
+
+    CONFIG = TuneCMDConfig
+
+    async def run(self):
+        # Instantiate the accuracy scorer class if for some reason it is a class
+        # at this point rather than an instance.
+        if inspect.isclass(self.scorer):
+            self.scorer = self.scorer.withconfig(self.extra_config)
+        if inspect.isclass(self.tuner):
+            self.tuner = self.tuner.withconfig(self.extra_config)
+        
+        return await tune(
+            self.model,
+            self.tuner,
+            self.scorer,
+            self.features,
+            [self.sources[0]],
+            [self.sources[1]],
+        )
diff --git a/dffml/high_level/ml.py b/dffml/high_level/ml.py
@@ -1,12 +1,14 @@
 import contextlib
 from typing import Union, Dict, Any, List
 
+
 from ..record import Record
 from ..source.source import BaseSource
 from ..feature import Feature, Features
 from ..model import Model, ModelContext
 from ..util.internal import records_to_sources, list_records_to_dict
 from ..accuracy.accuracy import AccuracyScorer, AccuracyContext
+from ..tuner import Tuner, TunerContext
 
 
 async def train(model, *args: Union[BaseSource, Record, Dict[str, Any], List]):
@@ -293,3 +295,150 @@ async def predict(
             )
             if update:
                 await sctx.update(record)
+
+async def tune(
+    model,
+    tuner: Union[Tuner, TunerContext],
+    accuracy_scorer: Union[AccuracyScorer, AccuracyContext],
+    features: Union[Feature, Features],
+    train_ds: Union[BaseSource, Record, Dict[str, Any], List],
+    valid_ds: Union[BaseSource, Record, Dict[str, Any], List],
+) -> float:
+
+    """
+    Tune the hyperparameters of a model with a given tuner.
+
+    
+    Parameters
+    ----------
+    model : Model
+        Machine Learning model to use. See :doc:`/plugins/dffml_model` for
+        models options.
+    tuner: Tuner
+        Hyperparameter tuning method to use. See :doc:`/plugins/dffml_tuner` for
+        tuner options.
+    train_ds : list
+        Input data for training. Could be a ``dict``, :py:class:`Record`,
+        filename, one of the data :doc:`/plugins/dffml_source`, or a filename
+        with the extension being one of the data sources.
+    valid_ds : list
+        Validation data for testing. Could be a ``dict``, :py:class:`Record`,
+        filename, one of the data :doc:`/plugins/dffml_source`, or a filename
+        with the extension being one of the data sources.
+
+
+    Returns
+    -------
+    float
+        A decimal value representing the result of the accuracy scorer on the given
+        test set. For instance, ClassificationAccuracy represents the percentage of correct
+        classifications made by the model.
+
+    Examples
+    --------
+
+    >>> import asyncio
+    >>> from dffml import *
+    >>> from dffml_model_xgboost.xgbclassifier import XGBClassifierModel
+    >>>
+    >>> model = XGBClassifierModel(
+    ...     features=Features(
+    ...         Feature("SepalLength", float, 1),
+    ...         Feature("SepalWidth", float, 1),
+    ...         Feature("PetalLength", float, 1),
+    ...     ),
+    ...     predict=Feature("classification", int, 1),
+    ...     location="tempdir",
+    ... )
+    >>>
+    >>> async def main():
+    ...     await tune(
+    ...         model,
+    ...         ParameterGrid(
+    ...               parameters={
+    ...                 "learning_rate": [0.01, 0.05, 0.1],
+    ...                 "n_estimators": [20, 100, 200],
+    ...                 "max_depth": [3,5,8]
+    ...             }
+    ...         ),
+    ...         MeanSquaredErrorAccuracy(),
+    ...         Features(
+    ...             Feature("SepalLength", float, 1),
+    ...             Feature("SepalWidth", float, 1),
+    ...             Feature("PetalLength", float, 1),
+    ...         ),
+    ...         [CSVSource(filename="iris_training.csv")],
+    ...         [CSVSource(filename="iris_test.csv")],
+    ... )
+    >>>
+    >>> asyncio.run(main())
+    Accuracy: 0.0
+    """
+
+    if not isinstance(features, (Feature, Features)):
+        raise TypeError(
+            f"features was {type(features)}: {features!r}. Should have been Feature or Features"
+        )
+    if isinstance(features, Feature):
+        features = Features(features)
+    if hasattr(model.config, "predict"):
+        if isinstance(model.config.predict, Features):
+            predict_feature = [
+                feature.name for feature in model.config.predict
+            ]
+        else:
+            predict_feature = [model.config.predict.name]
+
+    if hasattr(model.config, "features") and any(
+        isinstance(td, list) for td in train_ds
+    ):
+        train_ds = list_records_to_dict(
+            [feature.name for feature in model.config.features]
+            + predict_feature,
+            *train_ds,
+            model=model,
+        )
+    if hasattr(model.config, "features") and any(
+        isinstance(td, list) for td in valid_ds
+    ):
+        valid_ds = list_records_to_dict(
+            [feature.name for feature in model.config.features]
+            + predict_feature,
+            *valid_ds,
+            model=model,
+        )
+
+    async with contextlib.AsyncExitStack() as astack:
+        # Open sources
+        train = await astack.enter_async_context(records_to_sources(*train_ds))
+        test = await astack.enter_async_context(records_to_sources(*valid_ds))
+        # Allow for keep models open
+        if isinstance(model, Model):
+            model = await astack.enter_async_context(model)
+            mctx = await astack.enter_async_context(model())
+        elif isinstance(model, ModelContext):
+            mctx = model
+
+        # Allow for keep models open
+        if isinstance(accuracy_scorer, AccuracyScorer):
+            accuracy_scorer = await astack.enter_async_context(accuracy_scorer)
+            actx = await astack.enter_async_context(accuracy_scorer())
+        elif isinstance(accuracy_scorer, AccuracyContext):
+            actx = accuracy_scorer
+        else:
+            # TODO Replace this with static type checking and maybe dynamic
+            # through something like pydantic. See issue #36
+            raise TypeError(f"{accuracy_scorer} is not an AccuracyScorer")
+
+        if isinstance(tuner, Tuner):
+            tuner = await astack.enter_async_context(tuner)
+            tctx = await astack.enter_async_context(tuner())
+        elif isinstance(tuner, TunerContext):
+            tctx = tuner
+        else:
+            raise TypeError(f"{tuner} is not an Tuner")
+
+        return float(
+            await tctx.optimize(mctx, model.config.predict, actx, train, test)
+        )
+
diff --git a/dffml/noasync.py b/dffml/noasync.py
@@ -6,6 +6,7 @@
     train as high_level_train,
     score as high_level_score,
     predict as high_level_predict,
+    tune as high_level_tune,
 )
 
 
@@ -24,6 +25,21 @@ def train(*args, **kwargs):
     )
 )
 
+def tune(*args, **kwargs):
+    return asyncio.run(high_level_tune(*args, **kwargs))
+
+
+tune.__doc__ = (
+    high_level_tune.__doc__.replace("await ", "")
+    .replace("async ", "")
+    .replace("asyncio.run(main())", "main()")
+    .replace("    >>> import asyncio\n", "")
+    .replace(
+        "    >>> from dffml import *\n",
+        "    >>> from dffml import *\n    >>> from dffml.noasync import tune\n",
+    )
+)
+
 
 def score(*args, **kwargs):
     return asyncio.run(high_level_score(*args, **kwargs))
diff --git a/dffml/tuner/__init__.py b/dffml/tuner/__init__.py
@@ -7,5 +7,4 @@
     TunerConfig,
     TunerContext,
     Tuner,
-)
-from .parameter_grid import ParameterGrid
+)
diff --git a/dffml/tuner/parameter_grid.py b/dffml/tuner/parameter_grid.py
@@ -18,6 +18,7 @@
 @config
 class ParameterGridConfig:
     parameters: dict = field("Parameters to be optimized")
+    objective: str = field("How to optimize for the scorer", default="max")
 
 
 class ParameterGridContext(TunerContext):
@@ -61,31 +62,50 @@ async def optimize(
         float
             The highest score value
         """
-        highest_acc = -1
+        if self.parent.config.objective == "min":
+            highest_acc = float("inf")
+        elif self.parent.config.objective == "max":
+            highest_acc = -1
+
         best_config = dict()
         logging.info(
             f"Optimizing model with parameter grid: {self.parent.config.parameters}"
         )
+
         names = list(self.parent.config.parameters.keys())
         logging.info(names)
-        with model.config.no_enforce_immutable():
+
+        with model.parent.config.no_enforce_immutable():
             for combination in itertools.product(
                 *list(self.parent.config.parameters.values())
             ):
                 logging.info(combination)
+
                 for i in range(len(combination)):
                     param = names[i]
-                    setattr(model.config, names[i], combination[i])
-                await train(model, *train_data)
-                acc = await score(model, accuracy_scorer, feature, *test_data)
+                    setattr(model.parent.config, names[i], combination[i])
+
+                await train(model.parent, *train_data)
+
+                acc = await score(
+                    model.parent, accuracy_scorer, feature, *test_data
+                )
+
                 logging.info(f"Accuracy of the tuned model: {acc}")
-                if acc > highest_acc:
-                    highest_acc = acc
-                    for param in names:
-                        best_config[param] = getattr(model.config, param)
+                if self.parent.config.objective == "min":
+                    if acc < highest_acc:
+                        highest_acc = acc
+                        
+                elif self.parent.config.objective == "max":
+                    if acc > highest_acc:
+                        highest_acc = acc
+                for param in names:
+                    best_config[param] = getattr(
+                        model.parent.config, param
+                    )
             for param in names:
-                setattr(model.config, param, best_config[param])
-            await train(model, *train_data)
+                setattr(model.parent.config, param, best_config[param])
+            await train(model.parent, *train_data)
         logging.info(f"\nOptimal Hyper-parameters: {best_config}")
         logging.info(f"Accuracy of Optimized model: {highest_acc}")
         return highest_acc
