Open joshua-xia opened 4 years ago
Hi @joshua-xia , Thanks for binging model ensembling up. This can be added to our plan. It would be very helpful for us if you can describe your scenario and how would you like nni to help you with ensembling. Such as do you use decision tree or deep neural network ? what kind of ensemble methodologies (stacking, blending, etc) you are using? what kinds of features you want nni to have?
I am using the stacking ensemble algorithm. for example the StackingClassifier in sklearn, and I think there are at least two kind of ways to integrate hyperopt and ensemble:
For the first way, if each first level model is tuned within one separate trial job, when doing the ensemble, how will you get other model's information in order to do ensemble in a trial job?
So are you planning to train multiple models + stacking model in a same trial job? each trial job run multiple first level model and stacking model (StackingClassifier )?
For the second way, we will do some investigation to see how nni can provide support in a general/elegant way for model ensembling.
What would you like to be added: I like to add the ensemble function into pipeline after hyper-opt
Why is this needed: the ensemble learning is very important to generate models
Without this feature, how does current nni work: current nni seems not support ensemble
Components that may involve changes: nni sdk need to provide ensemble learning algorithm library and config those algorithm into pipeline
Brief description of your proposal if any: