nhirschey
commented
3 years ago I'm having the same issue following some of the F# examples but trying to use OlsTrainer. Is there a solution? @luisquintanilla have you come across a solution to this?
The code is like what is below and comes up with the error after the let capmEstimate line.
We tried the extra dependencies mentioned here for macOS: https://docs.microsoft.com/en-us/dotnet/machine-learning/how-to-guides/install-extra-dependencies
#r "nuget:Microsoft.ML,1.5"
#r "nuget:Microsoft.ML.MKL.Components,1.5"
open Microsoft.ML
open Microsoft.ML.Data
type RegData =
// The ML.NET OLS trainer requires 32bit "single" floats
{ Date : DateTime
Portfolio : single
MktRf : single }
// Some quick example data
let longShortRegData =
[|{Date = DateTime.Now; Portfolio = single 1.0; MktRf=single 1.2}
{Date = DateTime.Now; Portfolio = single 1.1; MktRf=single 4.2}
{Date = DateTime.Now; Portfolio = single 0.9; MktRf=single 3.2}
|]
let ctx = new MLContext()
let longShortMlData = ctx.Data.LoadFromEnumerable<RegData>(longShortRegData)
let trainer = ctx.Regression.Trainers.Ols()
let capmModel =
EstimatorChain()
.Append(ctx.Transforms.CopyColumns("Label","Portfolio"))
.Append(ctx.Transforms.Concatenate("Features",[|"MktRf"|]))
.Append(trainer)
let capmEstimate = longShortMlData |> capmModel.Fit
But on windows everything works, and I can do
> capmEstimate.LastTransformer.Model;;
val it : Trainers.OlsModelParameters =
Microsoft.ML.Trainers.OlsModelParameters
{Bias = 0.9385714531f;
HasStatistics = true;
PValues = [|0.1293603629; 0.7877045274|];
RSquared = 0.1071432954;
RSquaredAdjusted = 0.0;
StandardErrors = [|0.1933855408; 0.06185896589|];
TValues = [|4.853369431; 0.3464098719|];
Weights = seq [0.02142855711f];}
Bytezart
michaelgsharp
andrelmp
quooston
System information
OS: MacOS Big Sur OS Version: 11.3.1 .Net Version: 5.0.202 .Net Framework: .Net Core 3.1 Packages/Versions: Microsoft.ML 1.5.5 Microsoft.ML.TimeSeries 1.5.5 Microsoft.ML.Mkl.Redist 1.5.5
Issue
Executing the following method throws an exception as denoted below. SsaForecastingTransformer.Fit(IDataView input) throws exception Microsoft.ML.TimeSeries: Unable to load shared library 'MklImports' or one of its dependencies.
Source Code
I can produce this error using the example code as found in the method documentation at microsoft.ml.timeseriescatalog.forecastbyssa or in even simpler configurations.
Self Help Troubleshooting
Installed Extra ML.ET Dependencies as instructed @ Install extra ML.NET dependencies - ML.NET | Microsoft Docs
The following fails on this version of MacOS. However, upon further inspection of the HomeBrew script the bottle SHA signatures were failing to validate. Correcting these seems to have allowed the script to install.
wget https://raw.githubusercontent.com/Homebrew/homebrew-core/fb8323f2b170bd4ae97e1bac9bf3e2983af3fdb0/Formula/libomp.rb && brew install ./libomp.rb && brew link libomp --forceEnabled DYLD_PRINT_LIBRARIES After enabling this environment variable it appears that dotnet --version command will list all the linked libraries as exampled below. However, the libomp library cannot be found in this list.
Example Output of dotnet --version where libomp isn't found. dyld: loaded: <23377312-A7DE-3C6C-BCCD-CC68DA1B1898> /usr/local/share/dotnet/dotnet dyld: loaded: /usr/lib/libc++.1.dylib
dyld: loaded: /usr/lib/libSystem.B.dylib
dyld: loaded: <22AFC7FC-2DB6-3EF0-9CC0-EFFB9B65D5E2> /usr/lib/libc++abi.dylib
...
...
...
Related Issue
Unable to load shared library 'MklImports' or one of its dependencies. · Issue #3903 · dotnet/machinelearning · GitHub