Askl2 more metadata

MANIFEST.in

@@ -4,6 +4,6 @@ recursive-include autosklearn/metalearning/files *.txt
 include autosklearn/util/logging.yaml
 include requirements.txt
 include autosklearn/requirements.txt
-recursive-include autosklearn/experimental/askl2_portfolios *.json
+recursive-include autosklearn/experimental/ *.json
 include autosklearn/experimental/askl2_training_data.json
 include LICENSE.txt

autosklearn/experimental/askl2.py

@@ -15,53 +15,60 @@
 import autosklearn
 from autosklearn.classification import AutoSklearnClassifier
 import autosklearn.experimental.selector
-from autosklearn.metrics import Scorer
+from autosklearn.metrics import Scorer, balanced_accuracy, roc_auc, log_loss, accuracy
 
+metrics = (balanced_accuracy, roc_auc, log_loss)
+selector_files = {}
 this_directory = pathlib.Path(__file__).resolve().parent
-training_data_file = this_directory / 'askl2_training_data.json'
-with open(training_data_file) as fh:
-    training_data = json.load(fh)
-    fh.seek(0)
-    m = hashlib.md5()
-    m.update(fh.read().encode('utf8'))
-training_data_hash = m.hexdigest()[:10]
-selector_filename = "askl2_selector_%s_%s_%s.pkl" % (
-    autosklearn.__version__,
-    sklearn.__version__,
-    training_data_hash
-)
-selector_directory = os.environ.get('XDG_CACHE_HOME')
-if selector_directory is None:
-    selector_directory = pathlib.Path.home()
-selector_directory = pathlib.Path(selector_directory).joinpath('auto-sklearn').expanduser()
-selector_file = selector_directory / selector_filename
-metafeatures = pd.DataFrame(training_data['metafeatures'])
-y_values = np.array(training_data['y_values'])
-strategies = training_data['strategies']
-minima_for_methods = training_data['minima_for_methods']
-maxima_for_methods = training_data['maxima_for_methods']
-if not selector_file.exists():
-    selector = autosklearn.experimental.selector.OneVSOneSelector(
-        configuration=training_data['configuration'],
-        default_strategy_idx=strategies.index('RF_SH-eta4-i_holdout_iterative_es_if'),
-        rng=1,
+for metric in metrics:
+    training_data_file = this_directory / metric.name / 'askl2_training_data.json'
+    with open(training_data_file) as fh:
+        training_data = json.load(fh)
+        fh.seek(0)
+        m = hashlib.md5()
+        m.update(fh.read().encode('utf8'))
+    training_data_hash = m.hexdigest()[:10]
+    selector_filename = "askl2_selector_%s_%s_%s_%s.pkl" % (
+        autosklearn.__version__,
+        sklearn.__version__,
+        metric.name,
+        training_data_hash
     )
-    selector.fit(
-        X=metafeatures,
-        y=y_values,
-        methods=strategies,
-        minima=minima_for_methods,
-        maxima=maxima_for_methods,
-    )
-    selector_file.parent.mkdir(exist_ok=True, parents=True)
-    try:
-        with open(selector_file, 'wb') as fh:
-            pickle.dump(selector, fh)
-    except Exception as e:
-        print("AutoSklearn2Classifier needs to create a selector file under "
-              "the user's home directory or XDG_CACHE_HOME. Nevertheless "
-              "the path {} is not writable.".format(selector_file))
-        raise e
+    selector_directory = os.environ.get('XDG_CACHE_HOME')
+    if selector_directory is None:
+        selector_directory = pathlib.Path.home()
+    selector_directory = pathlib.Path(selector_directory).joinpath('auto-sklearn').expanduser()
+    selector_files[metric.name] = selector_directory / selector_filename
+    metafeatures = pd.DataFrame(training_data['metafeatures'])
+    strategies = training_data['strategies']
+    y_values = pd.DataFrame(training_data['y_values'], columns=strategies, index=metafeatures.index)
+    minima_for_methods = training_data['minima_for_methods']
+    maxima_for_methods = training_data['maxima_for_methods']
+    default_strategies = training_data['tie_break_order']
+    if not selector_files[metric.name].exists():
+        selector = autosklearn.experimental.selector.OVORF(
+            configuration=training_data['configuration'],
+            random_state=np.random.RandomState(1),
+            n_estimators=500,
+            tie_break_order=default_strategies,
+        )
+        selector = autosklearn.experimental.selector.FallbackWrapper(selector, default_strategies)
+        selector.fit(
+            X=metafeatures,
+            y=y_values,
+            minima=minima_for_methods,
+            maxima=maxima_for_methods,
+        )
+        selector_files[metric.name].parent.mkdir(exist_ok=True, parents=True)
+
+        try:
+            with open(selector_files[metric.name], 'wb') as fh:
+                pickle.dump(selector, fh)
+        except Exception as e:
+            print("AutoSklearn2Classifier needs to create a selector file under "
+                  "the user's home directory or XDG_CACHE_HOME. Nevertheless "
+                  "the path {} is not writable.".format(selector_files[metric.name]))
+            raise e
 
 
 class SmacObjectCallback:
@@ -296,7 +303,7 @@ def __init__(
         Attributes
         ----------
 
-        cv_results\_ : dict of numpy (masked) ndarrays
+        cv_results_ : dict of numpy (masked) ndarrays
             A dict with keys as column headers and values as columns, that can be
             imported into a pandas ``DataFrame``.
 
@@ -346,10 +353,22 @@ def fit(self, X, y,
             feat_type=None,
             dataset_name=None):
 
+        if self.metric is None:
+            if len(y.shape) == 1 or y.shape[1] == 1:
+                self.metric = accuracy
+            else:
+                self.metric = log_loss
+
+        if self.metric in metrics:
+            metric_name = self.metric.name
+            selector_file = selector_files[metric_name]
+        else:
+            metric_name = 'balanced_accuracy'
+            selector_file = selector_files[metric_name]
         with open(selector_file, 'rb') as fh:
             selector = pickle.load(fh)
 
-        metafeatures = np.array([len(np.unique(y)), X.shape[1], X.shape[0]])
+        metafeatures = pd.DataFrame({dataset_name: [X.shape[1], X.shape[0]]}).transpose()
         selection = np.argmax(selector.predict(metafeatures))
         automl_policy = strategies[selection]
 
@@ -400,7 +419,9 @@ def fit(self, X, y,
         else:
             resampling_strategy_kwargs = None
 
-        portfolio_file = this_directory / 'askl2_portfolios' / ('%s.json' % automl_policy)
+        portfolio_file = (
+            this_directory / metric_name / 'askl2_portfolios' / ('%s.json' % automl_policy)
+        )
         with open(portfolio_file) as fh:
             portfolio_json = json.load(fh)
         portfolio = portfolio_json['portfolio']