mljar / mljar-supervised

Python package for AutoML on Tabular Data with Feature Engineering, Hyper-Parameters Tuning, Explanations and Automatic Documentation
https://mljar.com
MIT License
2.97k stars 392 forks source link
automated-machine-learning automatic-machine-learning automl catboost data-science decision-tree ensemble feature-engineering hyper-parameters hyperparameter-optimization lightgbm machine-learning mljar models-tuning neural-network random-forest scikit-learn shap tuning-algorithm xgboost

New way for visual programming!

We are working on new way for visual programming. We developed desktop application called MLJAR Studio. It is a notebook based development environment with interactive code recipes and managed Python environment. All running locally on your machine. We are waiting for your feedback.

mljar AutoML


MLJAR Automated Machine Learning for Humans

Tests status PyPI version Anaconda-Server Badge PyPI pyversions

Anaconda-Server Badge Anaconda-Server Badge Downloads

mljar AutoML

mljar AutoML


Documentation: https://supervised.mljar.com/

Source Code: https://github.com/mljar/mljar-supervised

Looking for commercial support: Please contact us by email for details


Table of Contents

Automated Machine Learning

The mljar-supervised is an Automated Machine Learning Python package that works with tabular data. It is designed to save time for a data scientist. It abstracts the common way to preprocess the data, construct the machine learning models, and perform hyper-parameters tuning to find the best model :trophy:. It is no black box, as you can see exactly how the ML pipeline is constructed (with a detailed Markdown report for each ML model).

The mljar-supervised will help you with:

It has four built-in modes of work:

Of course, you can further customize the details of each mode to meet the requirements.

What's good in it?

AutoML Web App with User Interface

We created a Web App with GUI, so you don't need to write any code 🐍. Just upload your data. Please check the Web App at github.com/mljar/automl-app. You can run this Web App locally on your computer, so your data is safe and secure :cat:

AutoML training in Web App

Automatic Documentation

The AutoML Report

The report from running AutoML will contain the table with information about each model score and the time needed to train the model. There is a link for each model, which you can click to see the model's details. The performance of all ML models is presented as scatter and box plots so you can visually inspect which algorithms perform the best :trophy:.

AutoML leaderboard

The Decision Tree Report

The example for Decision Tree summary with trees visualization. For classification tasks, additional metrics are provided:

Decision Tree summary

The LightGBM Report

The example for LightGBM summary:

Decision Tree summary

Available Modes

In the docs you can find details about AutoML modes that are presented in the table.

Explain

automl = AutoML(mode="Explain")

It is aimed to be used when the user wants to explain and understand the data.

Perform

automl = AutoML(mode="Perform")

It should be used when the user wants to train a model that will be used in real-life use cases.

Compete

automl = AutoML(mode="Compete")

It should be used for machine learning competitions.

Optuna

automl = AutoML(mode="Optuna", optuna_time_budget=3600)

It should be used when the performance is the most important and time is not limited.

How to save and load AutoML?

All models in the AutoML are saved and loaded automatically. No need to call save() or load().

Example:

Train AutoML

automl = AutoML(results_path="AutoML_classifier")
automl.fit(X, y)

You will have all models saved in the AutoML_classifier directory. Each model will have a separate directory with the README.md file with all details from the training.

Compute predictions

automl = AutoML(results_path="AutoML_classifier")
automl.predict(X)

The AutoML automatically loads models from the results_path directory. If you will call fit() on already trained AutoML then you will get a warning message that AutoML is already fitted.

Why do you automatically save all models?

All models are automatically saved to be able to restore the training after interruption. For example, you are training AutoML for 48 hours, and after 47 hours, there is some unexpected interruption. In MLJAR AutoML you just call the same training code after the interruption and AutoML reloads already trained models and finishes the training.

Supported evaluation metrics (eval_metric argument in AutoML())

If you don't find the eval_metric that you need, please add a new issue. We will add it.

Fairness Aware Training

Starting from version 1.0.0 AutoML can optimize the Machine Learning pipeline with sensitive features. There are the following fairness related arguments in the AutoML constructor:

The fit() method accepts sensitive_features. When sensitive features are passed to AutoML, the best model will be selected among fair models only. In the AutoML reports, additional information about fairness metrics will be added. The MLJAR AutoML supports two methods for bias mitigation:

The fair ML building can be used with all algorithms, including Ensemble and Stacked Ensemble. We support three Machine Learning tasks:

Example code:

from sklearn.model_selection import train_test_split
from sklearn.datasets import fetch_openml
from supervised.automl import AutoML

data = fetch_openml(data_id=1590, as_frame=True)
X = data.data
y = (data.target == ">50K") * 1
sensitive_features = X[["sex"]]

X_train, X_test, y_train, y_test, S_train, S_test = train_test_split(
    X, y, sensitive_features, stratify=y, test_size=0.75, random_state=42
)

automl = AutoML(
    algorithms=[
        "Xgboost"
    ],
    train_ensemble=False,
    fairness_metric="demographic_parity_ratio",  
    fairness_threshold=0.8,
    privileged_groups = [{"sex": "Male"}],
    underprivileged_groups = [{"sex": "Female"}],
)

automl.fit(X_train, y_train, sensitive_features=S_train)

You can read more about fairness aware AutoML training in our article https://mljar.com/blog/fairness-machine-learning/

Fairness aware AutoML

Examples

:point_right: Binary Classification Example

There is a simple interface available with fit and predict methods.

import pandas as pd
from sklearn.model_selection import train_test_split
from supervised.automl import AutoML

df = pd.read_csv(
    "https://raw.githubusercontent.com/pplonski/datasets-for-start/master/adult/data.csv",
    skipinitialspace=True,
)
X_train, X_test, y_train, y_test = train_test_split(
    df[df.columns[:-1]], df["income"], test_size=0.25
)

automl = AutoML()
automl.fit(X_train, y_train)

predictions = automl.predict(X_test)

AutoML fit will print:

Create directory AutoML_1
AutoML task to be solved: binary_classification
AutoML will use algorithms: ['Baseline', 'Linear', 'Decision Tree', 'Random Forest', 'Xgboost', 'Neural Network']
AutoML will optimize for metric: logloss
1_Baseline final logloss 0.5519845471086654 time 0.08 seconds
2_DecisionTree final logloss 0.3655910192804364 time 10.28 seconds
3_Linear final logloss 0.38139916864708445 time 3.19 seconds
4_Default_RandomForest final logloss 0.2975204390214936 time 79.19 seconds
5_Default_Xgboost final logloss 0.2731086827200411 time 5.17 seconds
6_Default_NeuralNetwork final logloss 0.319812276905242 time 21.19 seconds
Ensemble final logloss 0.2731086821194617 time 1.43 seconds

:point_right: Multi-Class Classification Example

The example code for classification of the optical recognition of handwritten digits dataset. Running this code in less than 30 minutes will result in test accuracy ~98%.

import pandas as pd 
# scikit learn utilites
from sklearn.datasets import load_digits
from sklearn.metrics import accuracy_score
from sklearn.model_selection import train_test_split
# mljar-supervised package
from supervised.automl import AutoML

# load the data
digits = load_digits()
X_train, X_test, y_train, y_test = train_test_split(
    pd.DataFrame(digits.data), digits.target, stratify=digits.target, test_size=0.25,
    random_state=123
)

# train models with AutoML
automl = AutoML(mode="Perform")
automl.fit(X_train, y_train)

# compute the accuracy on test data
predictions = automl.predict_all(X_test)
print(predictions.head())
print("Test accuracy:", accuracy_score(y_test, predictions["label"].astype(int)))

:point_right: Regression Example

Regression example on California Housing house prices data.

import numpy as np
import pandas as pd
from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import train_test_split
from sklearn.metrics import mean_squared_error
from supervised.automl import AutoML # mljar-supervised

# Load the data
housing = fetch_california_housing()
X_train, X_test, y_train, y_test = train_test_split(
    pd.DataFrame(housing.data, columns=housing.feature_names),
    housing.target,
    test_size=0.25,
    random_state=123,
)

# train models with AutoML
automl = AutoML(mode="Explain")
automl.fit(X_train, y_train)

# compute the MSE on test data
predictions = automl.predict(X_test)
print("Test MSE:", mean_squared_error(y_test, predictions))

:point_right: More Examples

FAQ

What method is used for hyperparameters optimization? - For modes: `Explain`, `Perform`, and `Compete` there is used a random search method combined with hill climbing. In this approach, all checked models are saved and used for building Ensemble. - For mode: `Optuna` the Optuna framework is used. It uses using TPE sampler for tuning. Models checked during the Optuna hyperparameters search are not saved, only the best model is saved (the final model from tuning). You can check the details about checked hyperparameters from optuna by checking study files in the `optuna` directory in your AutoML `results_path`.
How to save and load AutoML? The save and load of AutoML models is automatic. All models created during AutoML training are saved in the directory set in `results_path` (argument of `AutoML()` constructor). If there is no `results_path` set, then the directory is created based on following name convention: `AutoML_{number}` the `number` will be number from 1 to 1000 (depends which directory name will be free). Example save and load: ```python automl = AutoML(results_path='AutoML_1') automl.fit(X, y) ``` The all models from AutoML are saved in `AutoML_1` directory. To load models: ```python automl = AutoML(results_path='AutoML_1') automl.predict(X) ```
How to set ML task (select between classification or regression)? The MLJAR AutoML can work with: - binary classification - multi-class classification - regression The ML task detection is automatic based on target values. There can be situation if you want to manually force AutoML to select the ML task, then you need to set `ml_task` parameter. It can be set to `'binary_classification'`, `'multiclass_classification'`, `'regression'`. Example: ```python automl = AutoML(ml_task='regression') automl.fit(X, y) ``` In the above example the regression model will be fitted.
How to reuse Optuna hyperparameters? You can reuse Optuna hyperparameters that were found in other AutoML training. You need to pass them in `optuna_init_params` argument. All hyperparameters found during Optuna tuning are saved in the `optuna/optuna.json` file (inside `results_path` directory). Example: ```python optuna_init = json.loads(open('previous_AutoML_training/optuna/optuna.json').read()) automl = AutoML( mode='Optuna', optuna_init_params=optuna_init ) automl.fit(X, y) ``` When reusing Optuna hyperparameters the Optuna tuning is simply skipped. The model will be trained with hyperparameters set in `optuna_init_params`. Right now there is no option to continue Optuna tuning with seed parameters.
How to know the order of classes for binary or multiclass problem when using predict_proba? To get predicted probabilites with information about class label please use the `predict_all()` method. It returns the pandas DataFrame with class names in the columns. The order of predicted columns is the same in the `predict_proba()` and `predict_all()` methods. The `predict_all()` method will additionaly have the column with the predicted class label.

Documentation

For details please check mljar-supervised docs.

Installation

From PyPi repository:

pip install mljar-supervised

To install this package with conda run:

conda install -c conda-forge mljar-supervised

From source code:

git clone https://github.com/mljar/mljar-supervised.git
cd mljar-supervised
python setup.py install

Installation for development

git clone https://github.com/mljar/mljar-supervised.git
virtualenv venv --python=python3.6
source venv/bin/activate
pip install -r requirements.txt
pip install -r requirements_dev.txt

Running in the docker:

FROM python:3.7-slim-buster
RUN apt-get update && apt-get -y update
RUN apt-get install -y build-essential python3-pip python3-dev
RUN pip3 -q install pip --upgrade
RUN pip3 install mljar-supervised jupyter
CMD ["jupyter", "notebook", "--port=8888", "--no-browser", "--ip=0.0.0.0", "--allow-root"]

Install from GitHub with pip:

pip install -q -U git+https://github.com/mljar/mljar-supervised.git@master

Demo

In the below demo GIF you will see:

Contributing

To get started take a look at our Contribution Guide for information about our process and where you can fit in!

Contributors

Cite

Would you like to cite MLJAR? Great! :)

You can cite MLJAR as follows:

@misc{mljar,
  author    = {Aleksandra P\l{}o\'{n}ska and Piotr P\l{}o\'{n}ski},
  year      = {2021},
  publisher = {MLJAR},
  address   = {\L{}apy, Poland},
  title     = {MLJAR: State-of-the-art Automated Machine Learning Framework for Tabular Data.  Version 0.10.3},
  url       = {https://github.com/mljar/mljar-supervised}
}

Would love to hear from you about how have you used MLJAR AutoML in your project. Please feel free to let us know at image

License

The mljar-supervised is provided with MIT license.

Commercial support

Looking for commercial support? Do you need new feature implementation? Please contact us by email for details.

MLJAR

The mljar-supervised is an open-source project created by MLJAR. We care about ease of use in Machine Learning. The mljar.com provides a beautiful and simple user interface for building machine learning models.