""" Example of hyperparameter search in MLflow using Hyperopt. The run method will instantiate and run Hyperopt optimizer. Each parameter configuration is evaluated in a new MLflow run invoking main entry point with selected parameters. The runs are evaluated based on validation set loss. Test set score is calculated to verify the results. This example currently does not support parallel execution. """ import click import numpy as np from hyperopt import fmin, hp, rand, tpe import mlflow.projects from mlflow.tracking import MlflowClient _inf = np.finfo(np.float64).max @click.command( help="Perform hyperparameter search with Hyperopt library. Optimize dl_train target." ) @click.option("--max-runs", type=click.INT, default=10, help="Maximum number of runs to evaluate.") @click.option("--epochs", type=click.INT, default=500, help="Number of epochs") @click.option("--metric", type=click.STRING, default="rmse", help="Metric to optimize on.") @click.option("--algo", type=click.STRING, default="tpe.suggest", help="Optimizer algorithm.") @click.option("--seed", type=click.INT, default=97531, help="Seed for the random generator") @click.argument("training_data") def train(training_data, max_runs, epochs, metric, algo, seed): """ Run hyperparameter optimization. """ # create random file to store run ids of the training tasks tracking_client = MlflowClient() def new_eval( nepochs, experiment_id, null_train_loss, null_valid_loss, null_test_loss, return_all=False ): """ Create a new eval function Args: nepochs: Number of epochs to train the model. experiment_id: Experiment id for the training run. null_train_loss: Loss of a null model on the training dataset. null_valid_loss: Loss of a null model on the validation dataset. null_test_loss Loss of a null model on the test dataset. return_all: If True, return train, validation, and test loss. Otherwise, return only the validation loss. Default is False. Returns: An evaluation function that trains the model and logs metrics to MLflow. """ def eval(params): """ Train Keras model with given parameters by invoking MLflow run. Notice we store runUuid and resulting metric in a file. We will later use these to pick the best run and to log the runUuids of the child runs as an artifact. This is a temporary workaround until MLflow offers better mechanism of linking runs together. Args: params: Parameters to the train_keras script we optimize over: learning_rate, drop_out_1 Returns: The metric value evaluated on the validation data. """ import mlflow.tracking lr, momentum = params with mlflow.start_run(nested=True) as child_run: p = mlflow.projects.run( uri=".", entry_point="train", run_id=child_run.info.run_id, parameters={ "training_data": training_data, "epochs": str(nepochs), "learning_rate": str(lr), "momentum": str(momentum), "seed": seed, }, experiment_id=experiment_id, synchronous=False, # Allow the run to fail if a model is not properly created ) succeeded = p.wait() mlflow.log_params({"lr": lr, "momentum": momentum}) if succeeded: training_run = tracking_client.get_run(p.run_id) metrics = training_run.data.metrics # cap the loss at the loss of the null model train_loss = min(null_train_loss, metrics[f"train_{metric}"]) valid_loss = min(null_valid_loss, metrics[f"val_{metric}"]) test_loss = min(null_test_loss, metrics[f"test_{metric}"]) else: # run failed => return null loss tracking_client.set_terminated(p.run_id, "FAILED") train_loss = null_train_loss valid_loss = null_valid_loss test_loss = null_test_loss mlflow.log_metrics({ f"train_{metric}": train_loss, f"val_{metric}": valid_loss, f"test_{metric}": test_loss, }) if return_all: return train_loss, valid_loss, test_loss else: return valid_loss return eval space = [ hp.uniform("lr", 1e-5, 1e-1), hp.uniform("momentum", 0.0, 1.0), ] with mlflow.start_run() as run: experiment_id = run.info.experiment_id # Evaluate null model first. train_null_loss, valid_null_loss, test_null_loss = new_eval( 0, experiment_id, _inf, _inf, _inf, True )(params=[0, 0]) best = fmin( fn=new_eval(epochs, experiment_id, train_null_loss, valid_null_loss, test_null_loss), space=space, algo=tpe.suggest if algo == "tpe.suggest" else rand.suggest, max_evals=max_runs, ) mlflow.set_tag("best params", str(best)) # find the best run, log its metrics as the final metrics of this run. client = MlflowClient() runs = client.search_runs( [experiment_id], f"tags.mlflow.parentRunId = '{run.info.run_id}' " ) best_val_train = _inf best_val_valid = _inf best_val_test = _inf best_run = None for r in runs: if r.data.metrics["val_rmse"] < best_val_valid: best_run = r best_val_train = r.data.metrics["train_rmse"] best_val_valid = r.data.metrics["val_rmse"] best_val_test = r.data.metrics["test_rmse"] mlflow.set_tag("best_run", best_run.info.run_id) mlflow.log_metrics({ f"train_{metric}": best_val_train, f"val_{metric}": best_val_valid, f"test_{metric}": best_val_test, }) if __name__ == "__main__": train()