620 lines
22 KiB
Python
620 lines
22 KiB
Python
"""
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The ``mlflow.statsmodels`` module provides an API for logging and loading statsmodels models.
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This module exports statsmodels models with the following flavors:
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statsmodels (native) format
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This is the main flavor that can be loaded back into statsmodels, which relies on pickle
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internally to serialize a model.
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:py:mod:`mlflow.pyfunc`
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Produced for use by generic pyfunc-based deployment tools and batch inference.
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.. _statsmodels.base.model.Results:
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https://www.statsmodels.org/stable/_modules/statsmodels/base/model.html#Results
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"""
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import inspect
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import itertools
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import logging
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import os
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from typing import Any
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import yaml
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import mlflow
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from mlflow import pyfunc
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from mlflow.exceptions import MlflowException
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from mlflow.models import Model, ModelInputExample, ModelSignature
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from mlflow.models.model import MLMODEL_FILE_NAME
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from mlflow.models.signature import _infer_signature_from_input_example
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from mlflow.models.utils import _save_example
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from mlflow.tracking._model_registry import DEFAULT_AWAIT_MAX_SLEEP_SECONDS
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from mlflow.tracking.artifact_utils import _download_artifact_from_uri
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from mlflow.utils.autologging_utils import (
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autologging_integration,
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get_autologging_config,
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log_fn_args_as_params,
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safe_patch,
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)
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from mlflow.utils.docstring_utils import LOG_MODEL_PARAM_DOCS, format_docstring
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from mlflow.utils.environment import (
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_CONDA_ENV_FILE_NAME,
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_CONSTRAINTS_FILE_NAME,
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_PYTHON_ENV_FILE_NAME,
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_REQUIREMENTS_FILE_NAME,
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_mlflow_conda_env,
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_process_conda_env,
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_process_pip_requirements,
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_PythonEnv,
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_validate_env_arguments,
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)
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from mlflow.utils.file_utils import get_total_file_size, write_to
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from mlflow.utils.model_utils import (
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_add_code_from_conf_to_system_path,
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_copy_extra_files,
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_get_flavor_configuration,
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_validate_and_copy_code_paths,
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_validate_and_prepare_target_save_path,
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)
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from mlflow.utils.requirements_utils import _get_pinned_requirement
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from mlflow.utils.thread_utils import ThreadLocalVariable
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from mlflow.utils.validation import _is_numeric
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FLAVOR_NAME = "statsmodels"
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STATSMODELS_DATA_SUBPATH = "model.statsmodels"
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_logger = logging.getLogger(__name__)
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def get_default_pip_requirements():
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"""
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Returns:
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A list of default pip requirements for MLflow Models produced by this flavor.
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Calls to :func:`save_model()` and :func:`log_model()` produce a pip environment
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that, at minimum, contains these requirements.
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"""
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return [_get_pinned_requirement("statsmodels")]
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def get_default_conda_env():
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"""
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Returns:
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The default Conda environment for MLflow Models produced by calls to
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:func:`save_model()` and :func:`log_model()`.
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"""
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return _mlflow_conda_env(additional_pip_deps=get_default_pip_requirements())
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_model_size_threshold_for_emitting_warning = 100 * 1024 * 1024 # 100 MB
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# Thread local variable key for flag indicating `save_model` is called from autologging routine
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_SAVE_MODEL_CALLED_FROM_AUTOLOG = ThreadLocalVariable(default_factory=lambda: False)
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@format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME))
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def save_model(
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statsmodels_model,
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path,
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conda_env=None,
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code_paths=None,
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mlflow_model=None,
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remove_data: bool = False,
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signature: ModelSignature = None,
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input_example: ModelInputExample = None,
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pip_requirements=None,
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extra_pip_requirements=None,
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metadata=None,
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extra_files=None,
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):
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"""
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Save a statsmodels model to a path on the local file system.
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Args:
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statsmodels_model: statsmodels model (an instance of `statsmodels.base.model.Results`_) to
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be saved.
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path: Local path where the model is to be saved.
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conda_env: {{ conda_env }}
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code_paths: {{ code_paths }}
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mlflow_model: :py:mod:`mlflow.models.Model` this flavor is being added to.
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remove_data: bool. If False (default), then the instance is pickled without changes. If
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True, then all arrays with length nobs are set to None before pickling. See the
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remove_data method. In some cases not all arrays will be set to None.
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signature: {{ signature }}
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input_example: {{ input_example }}
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pip_requirements: {{ pip_requirements }}
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extra_pip_requirements: {{ extra_pip_requirements }}
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metadata: {{ metadata }}
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extra_files: {{ extra_files }}
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"""
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import statsmodels
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_validate_env_arguments(conda_env, pip_requirements, extra_pip_requirements)
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path = os.path.abspath(path)
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_validate_and_prepare_target_save_path(path)
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model_data_path = os.path.join(path, STATSMODELS_DATA_SUBPATH)
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code_dir_subpath = _validate_and_copy_code_paths(code_paths, path)
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if mlflow_model is None:
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mlflow_model = Model()
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saved_example = _save_example(mlflow_model, input_example, path)
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if signature is None and saved_example is not None:
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wrapped_model = _StatsmodelsModelWrapper(statsmodels_model)
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signature = _infer_signature_from_input_example(saved_example, wrapped_model)
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elif signature is False:
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signature = None
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if signature is not None:
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mlflow_model.signature = signature
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if metadata is not None:
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mlflow_model.metadata = metadata
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# Save a statsmodels model
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statsmodels_model.save(model_data_path, remove_data)
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if _SAVE_MODEL_CALLED_FROM_AUTOLOG.get() and not remove_data:
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saved_model_size = os.path.getsize(model_data_path)
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if saved_model_size >= _model_size_threshold_for_emitting_warning:
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_logger.warning(
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"The fitted model is larger than "
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f"{_model_size_threshold_for_emitting_warning // (1024 * 1024)} MB, "
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f"saving it as artifacts is time consuming.\n"
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"To reduce model size, use `mlflow.statsmodels.autolog(log_models=False)` and "
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"manually log model by "
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'`mlflow.statsmodels.log_model(model, remove_data=True, artifact_path="model")`'
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)
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extra_files_config = _copy_extra_files(extra_files, path)
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pyfunc.add_to_model(
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mlflow_model,
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loader_module="mlflow.statsmodels",
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data=STATSMODELS_DATA_SUBPATH,
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conda_env=_CONDA_ENV_FILE_NAME,
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python_env=_PYTHON_ENV_FILE_NAME,
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code=code_dir_subpath,
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)
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mlflow_model.add_flavor(
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FLAVOR_NAME,
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statsmodels_version=statsmodels.__version__,
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data=STATSMODELS_DATA_SUBPATH,
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code=code_dir_subpath,
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**extra_files_config,
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)
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if size := get_total_file_size(path):
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mlflow_model.model_size_bytes = size
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mlflow_model.save(os.path.join(path, MLMODEL_FILE_NAME))
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if conda_env is None:
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if pip_requirements is None:
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default_reqs = get_default_pip_requirements()
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# To ensure `_load_pyfunc` can successfully load the model during the dependency
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# inference, `mlflow_model.save` must be called beforehand to save an MLmodel file.
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inferred_reqs = mlflow.models.infer_pip_requirements(
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path,
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FLAVOR_NAME,
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fallback=default_reqs,
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)
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default_reqs = sorted(set(inferred_reqs).union(default_reqs))
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else:
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default_reqs = None
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conda_env, pip_requirements, pip_constraints = _process_pip_requirements(
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default_reqs,
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pip_requirements,
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extra_pip_requirements,
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)
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else:
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conda_env, pip_requirements, pip_constraints = _process_conda_env(conda_env)
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with open(os.path.join(path, _CONDA_ENV_FILE_NAME), "w") as f:
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yaml.safe_dump(conda_env, stream=f, default_flow_style=False)
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# Save `constraints.txt` if necessary
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if pip_constraints:
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write_to(os.path.join(path, _CONSTRAINTS_FILE_NAME), "\n".join(pip_constraints))
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# Save `requirements.txt`
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write_to(os.path.join(path, _REQUIREMENTS_FILE_NAME), "\n".join(pip_requirements))
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_PythonEnv.current().to_yaml(os.path.join(path, _PYTHON_ENV_FILE_NAME))
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@format_docstring(LOG_MODEL_PARAM_DOCS.format(package_name=FLAVOR_NAME))
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def log_model(
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statsmodels_model,
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artifact_path: str | None = None,
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conda_env=None,
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code_paths=None,
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registered_model_name=None,
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remove_data: bool = False,
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signature: ModelSignature = None,
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input_example: ModelInputExample = None,
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await_registration_for=DEFAULT_AWAIT_MAX_SLEEP_SECONDS,
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pip_requirements=None,
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extra_pip_requirements=None,
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metadata=None,
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extra_files=None,
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name: str | None = None,
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params: dict[str, Any] | None = None,
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tags: dict[str, Any] | None = None,
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model_type: str | None = None,
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step: int = 0,
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model_id: str | None = None,
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**kwargs,
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):
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"""
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Log a statsmodels model as an MLflow artifact for the current run.
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Args:
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statsmodels_model: statsmodels model (an instance of `statsmodels.base.model.Results`_) to
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be saved.
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artifact_path: Deprecated. Use `name` instead.
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conda_env: {{ conda_env }}
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code_paths: {{ code_paths }}
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registered_model_name: If given, create a model version under ``registered_model_name``,
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also creating a registered model if one with the given name does not exist.
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remove_data: bool. If False (default), then the instance is pickled without changes. If
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True, then all arrays with length nobs are set to None before pickling. See the
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remove_data method. In some cases not all arrays will be set to None.
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signature: {{ signature }}
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input_example: {{ input_example }}
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await_registration_for: Number of seconds to wait for the model version to finish being
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created and is in ``READY`` status. By default, the function waits for five minutes.
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Specify 0 or None to skip waiting.
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pip_requirements: {{ pip_requirements }}
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extra_pip_requirements: {{ extra_pip_requirements }}
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metadata: {{ metadata }}
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extra_files: {{ extra_files }}
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name: {{ name }}
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params: {{ params }}
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tags: {{ tags }}
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model_type: {{ model_type }}
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step: {{ step }}
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model_id: {{ model_id }}
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kwargs: Extra kwargs to pass to ``mlflow.models.Model.log``.
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Returns:
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A :py:class:`ModelInfo <mlflow.models.model.ModelInfo>` instance that contains the metadata
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of the logged model.
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"""
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return Model.log(
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artifact_path=artifact_path,
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name=name,
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flavor=mlflow.statsmodels,
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registered_model_name=registered_model_name,
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statsmodels_model=statsmodels_model,
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conda_env=conda_env,
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code_paths=code_paths,
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signature=signature,
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input_example=input_example,
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await_registration_for=await_registration_for,
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remove_data=remove_data,
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pip_requirements=pip_requirements,
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extra_pip_requirements=extra_pip_requirements,
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metadata=metadata,
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extra_files=extra_files,
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params=params,
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tags=tags,
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model_type=model_type,
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step=step,
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model_id=model_id,
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**kwargs,
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)
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def _load_model(path):
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import statsmodels.iolib.api as smio
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return smio.load_pickle(path)
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def _load_pyfunc(path):
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"""
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Load PyFunc implementation. Called by ``pyfunc.load_model``.
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Args:
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path: Local filesystem path to the MLflow Model with the ``statsmodels`` flavor.
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"""
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return _StatsmodelsModelWrapper(_load_model(path))
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def load_model(model_uri, dst_path=None):
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"""
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Load a statsmodels model from a local file or a run.
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Args:
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model_uri: The location, in URI format, of the MLflow model. For example:
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- ``/Users/me/path/to/local/model``
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- ``relative/path/to/local/model``
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- ``s3://my_bucket/path/to/model``
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- ``runs:/<mlflow_run_id>/run-relative/path/to/model``
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For more information about supported URI schemes, see
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`Referencing Artifacts <https://www.mlflow.org/docs/latest/tracking.html#
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artifact-locations>`_.
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dst_path: The local filesystem path to which to download the model artifact.
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This directory must already exist. If unspecified, a local output
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path will be created.
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Returns:
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A statsmodels model (an instance of `statsmodels.base.model.Results`_).
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"""
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local_model_path = _download_artifact_from_uri(artifact_uri=model_uri, output_path=dst_path)
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flavor_conf = _get_flavor_configuration(model_path=local_model_path, flavor_name=FLAVOR_NAME)
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_add_code_from_conf_to_system_path(local_model_path, flavor_conf)
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statsmodels_model_file_path = os.path.join(
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local_model_path, flavor_conf.get("data", STATSMODELS_DATA_SUBPATH)
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)
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return _load_model(path=statsmodels_model_file_path)
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class _StatsmodelsModelWrapper:
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def __init__(self, statsmodels_model):
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self.statsmodels_model = statsmodels_model
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def get_raw_model(self):
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"""
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Returns the underlying model.
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"""
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return self.statsmodels_model
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def predict(
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self,
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dataframe,
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params: dict[str, Any] | None = None,
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):
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"""
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Args:
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dataframe: Model input data.
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params: Additional parameters to pass to the model for inference.
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Returns:
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Model predictions.
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"""
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from statsmodels.tsa.base.tsa_model import TimeSeriesModel
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model = self.statsmodels_model.model
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if isinstance(model, TimeSeriesModel):
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# Assume the inference dataframe has columns "start" and "end", and just one row
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# TODO: move this to a specific mlflow.statsmodels.tsa flavor? Time series models
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# often expect slightly different arguments to make predictions
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if dataframe.shape[0] != 1 or not (
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"start" in dataframe.columns and "end" in dataframe.columns
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):
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raise MlflowException(
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"prediction dataframes for a TimeSeriesModel must have exactly one row"
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+ " and include columns called start and end"
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)
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start_date = dataframe["start"][0]
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end_date = dataframe["end"][0]
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return self.statsmodels_model.predict(start=start_date, end=end_date)
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else:
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return self.statsmodels_model.predict(dataframe)
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class AutologHelpers:
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# Autologging should be done only in the fit function called by the user, but not
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# inside other internal fit functions
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should_autolog = True
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# Currently we only autolog basic metrics
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_autolog_metric_allowlist = [
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"aic",
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"bic",
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"centered_tss",
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"condition_number",
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"df_model",
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"df_resid",
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"ess",
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"f_pvalue",
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"fvalue",
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"llf",
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"mse_model",
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"mse_resid",
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"mse_total",
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"rsquared",
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"rsquared_adj",
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"scale",
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"ssr",
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"uncentered_tss",
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]
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def _get_autolog_metrics(fitted_model):
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result_metrics = {}
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failed_evaluating_metrics = set()
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for metric in _autolog_metric_allowlist:
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try:
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if hasattr(fitted_model, metric):
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metric_value = getattr(fitted_model, metric)
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if _is_numeric(metric_value):
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result_metrics[metric] = metric_value
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except Exception:
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failed_evaluating_metrics.add(metric)
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if len(failed_evaluating_metrics) > 0:
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_logger.warning(
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f"Failed to autolog metrics: {', '.join(sorted(failed_evaluating_metrics))}."
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)
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return result_metrics
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@autologging_integration(FLAVOR_NAME)
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def autolog(
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log_models=True,
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log_datasets=True,
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disable=False,
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exclusive=False,
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disable_for_unsupported_versions=False,
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silent=False,
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registered_model_name=None,
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extra_tags=None,
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):
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"""
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Enables (or disables) and configures automatic logging from statsmodels to MLflow.
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Logs the following:
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- allowlisted metrics returned by method `fit` of any subclass of
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statsmodels.base.model.Model, the allowlisted metrics including: {autolog_metric_allowlist}
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- trained model.
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- an html artifact which shows the model summary.
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Args:
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log_models: If ``True``, trained models are logged as MLflow model artifacts.
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If ``False``, trained models are not logged.
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Input examples and model signatures, which are attributes of MLflow models,
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are also omitted when ``log_models`` is ``False``.
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log_datasets: If ``True``, dataset information is logged to MLflow Tracking.
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If ``False``, dataset information is not logged.
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disable: If ``True``, disables the statsmodels autologging integration. If ``False``,
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enables the statsmodels autologging integration.
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exclusive: If ``True``, autologged content is not logged to user-created fluent runs.
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If ``False``, autologged content is logged to the active fluent run,
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which may be user-created.
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disable_for_unsupported_versions: If ``True``, disable autologging for versions of
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statsmodels that have not been tested against this version of the MLflow
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client or are incompatible.
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silent: If ``True``, suppress all event logs and warnings from MLflow during statsmodels
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autologging. If ``False``, show all events and warnings during statsmodels
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autologging.
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registered_model_name: If given, each time a model is trained, it is registered as a
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new model version of the registered model with this name.
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The registered model is created if it does not already exist.
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extra_tags: A dictionary of extra tags to set on each managed run created by autologging.
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"""
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import statsmodels
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# Autologging depends on the exploration of the models class tree within the
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# `statsmodels.base.models` module. In order to load / access this module, the
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# `statsmodels.api` module must be imported
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import statsmodels.api # noqa: F401
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def find_subclasses(klass):
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"""
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Recursively return a (non-nested) list of the class object and all its subclasses.
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Args:
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klass: The class whose class subtree we want to retrieve.
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Returns:
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A list of classes that includes the argument in the first position.
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"""
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if subclasses := klass.__subclasses__():
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subclass_lists = [find_subclasses(c) for c in subclasses]
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chain = itertools.chain.from_iterable(subclass_lists)
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return [klass] + list(chain)
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else:
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return [klass]
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def overrides(klass, function_name):
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"""
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Returns True when the class passed as first argument overrides the function_name
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Based on https://stackoverflow.com/a/62303206/5726057
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Args:
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klass: The class we are inspecting.
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function_name: A string with the name of the method we want to check overriding.
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Returns:
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True if the class overrides the function_name, False otherwise.
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"""
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try:
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superclass = inspect.getmro(klass)[1]
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return getattr(klass, function_name) is not getattr(superclass, function_name)
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except (IndexError, AttributeError):
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return False
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def patch_class_tree(klass):
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"""
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Patches all subclasses that override any auto-loggable method via monkey patching using
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the gorilla package, taking the argument as the tree root in the class hierarchy. Every
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auto-loggable method found in any of the subclasses is replaced by the patched version.
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Args:
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klass: Root in the class hierarchy to be analyzed and patched recursively.
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"""
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# TODO: add more autologgable methods here (e.g. fit_regularized, from_formula, etc)
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# See https://www.statsmodels.org/dev/api.html
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autolog_supported_func = {"fit": wrapper_fit}
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glob_subclasses = set(find_subclasses(klass))
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# Create a patch for every method that needs to be patched, i.e. those
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# which actually override an autologgable method
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patches_list = [
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# Link the patched function with the original via a local variable in the closure
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# to allow invoking superclass methods in the context of the subclass, and not
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# losing the trace of the true original method
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(clazz, method_name, wrapper_func)
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for clazz in glob_subclasses
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for (method_name, wrapper_func) in autolog_supported_func.items()
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if overrides(clazz, method_name)
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]
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for clazz, method_name, patch_impl in patches_list:
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safe_patch(
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FLAVOR_NAME, clazz, method_name, patch_impl, manage_run=True, extra_tags=extra_tags
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)
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def wrapper_fit(original, self, *args, **kwargs):
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should_autolog = False
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if AutologHelpers.should_autolog:
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AutologHelpers.should_autolog = False
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should_autolog = True
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try:
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if should_autolog:
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# This may generate warnings due to collisions in already-logged param names
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log_fn_args_as_params(original, args, kwargs)
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# training model
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model = original(self, *args, **kwargs)
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if should_autolog:
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# Log the model
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model_id = None
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if get_autologging_config(FLAVOR_NAME, "log_models", True):
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_SAVE_MODEL_CALLED_FROM_AUTOLOG.set(True)
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registered_model_name = get_autologging_config(
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FLAVOR_NAME, "registered_model_name", None
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)
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try:
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model_id = log_model(
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model,
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"model",
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registered_model_name=registered_model_name,
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).model_id
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finally:
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_SAVE_MODEL_CALLED_FROM_AUTOLOG.set(False)
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# Log the most common metrics
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if isinstance(model, statsmodels.base.wrapper.ResultsWrapper):
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metrics_dict = _get_autolog_metrics(model)
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mlflow.log_metrics(metrics_dict, model_id=model_id)
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model_summary = model.summary().as_text()
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mlflow.log_text(model_summary, "model_summary.txt")
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return model
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finally:
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# Clean the shared flag for future calls in case it had been set here ...
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if should_autolog:
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AutologHelpers.should_autolog = True
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patch_class_tree(statsmodels.base.model.Model)
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if autolog.__doc__ is not None:
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autolog.__doc__ = autolog.__doc__.format(
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autolog_metric_allowlist=", ".join(_autolog_metric_allowlist)
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)
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