Lale: Auto-ML and Types for Scikit-learn¶

This notebook is an introductory guide to Lale for scikit-learn users. Scikit-learn is a popular, easy-to-use, and comprehensive data science library for Python. This notebook aims to show how Lale can make scikit-learn even better in two areas: auto-ML and type checking. First, if you do not want to manually select all algorithms or tune all hyperparameters, you can leave it to Lale to do that for you automatically. Second, when you pass hyperparameters or datasets to scikit-learn, Lale checks that these are type-correct. For both auto-ML and type-checking, Lale uses a single source of truth: machine-readable schemas associated with scikit-learn compatible transformers and estimators. Rather than invent a new schema specification language, Lale uses JSON Schema, because it is popular, widely-supported, and makes it easy to store or send hyperparameters as JSON objects. Furthermore, by using the same schemas both for auto-ML and for type-checking, Lale ensures that auto-ML is consistent with type checking while also reducing the maintenance burden to a single set of schemas.

Lale is an open-source Python library and you can install it by doing pip install lale. See installation for further instructions. Lale uses the term operator to refer to what scikit-learn calls machine-learning transformer or estimator. Lale provides schemas for 180 operators. Most of these operators come from scikit-learn itself, but there are also operators from other frameworks such as XGBoost or PyTorch. If Lale does not yet support your favorite operator, you can add it yourself by following this guide. If you do add a new operator, please consider contributing it back to Lale!

The rest of this notebook first demonstrates auto-ML, then reveals some of the schemas that make that possible, and finally demonstrates how to also use the very same schemas for type checking.

1. Auto-ML with Lale¶

Lale serves as an interface for two Auto-ML tasks: hyperparameter tuning and algorithm selection. Rather than provide new implementations for these tasks, Lale reuses existing implementations. The next few cells demonstrate how to use Hyperopt and GridSearchCV from Lale. Lale also supports additional optimizers, not shown in this notebook. In all cases, the syntax for specifying the search space is the same.

1.1 Hyperparameter Tuning with Lale and Hyperopt¶

Let's start by looking at hyperparameter tuning, which is an important subtask of auto-ML. To demonstrate it, we first need a dataset. Therefore, we load the California Housing dataset and display the first few rows to get a feeling for the data. Lale can process both Pandas dataframes and Numpy ndarrays; here we use dataframes.

In [1]:
import pandas as pd
import lale.datasets
(train_X, train_y), (test_X, test_y) = lale.datasets.california_housing_df()

Out[1]:
MedInc HouseAge AveRooms AveBedrms Population AveOccup Latitude Longitude target
0 3.2596 33.0 5.017657 1.006421 2300.0 3.691814 32.71 -117.03 1.030
1 3.8125 49.0 4.473545 1.041005 1314.0 1.738095 33.77 -118.16 3.821
2 4.1563 4.0 5.645833 0.985119 915.0 2.723214 34.66 -120.48 1.726
3 1.9425 36.0 4.002817 1.033803 1418.0 3.994366 32.69 -117.11 0.934
4 3.5542 43.0 6.268421 1.134211 874.0 2.300000 36.78 -119.80 0.965

As you can see, the target column is a continuous number, indicating that this is a regression task. Besides the target, there are eight feature columns, which are also all continuous numbers. That means many scikit-learn operators will work out of the box on this data without needing to preprocess it first. Next, we need to import a few operators. PCA (principal component analysis) is a transformer from scikit-learn for linear dimensionality reduction. DecisionTreeRegressor is an estimator from scikit-learn that can predict the target column. Pipeline is how scikit-learn composes operators into a sequence. Hyperopt is a Lale wrapper for the hyperopt auto-ML library. And finally, wrap_imported_operators augments PCA, Tree, and Pipeline with schemas to enable Lale to tune their hyperparameters.

In [2]:
from sklearn.decomposition import PCA
from sklearn.tree import DecisionTreeRegressor as Tree
from sklearn.pipeline import Pipeline
from lale.lib.lale import Hyperopt
lale.wrap_imported_operators()


Next, we create a two-step pipeline of PCA and Tree. This code looks almost like in scikit-learn. The only difference is that since we want Lale to tune the hyperparameters for us, we do not specify them by hand. Specifically, we just write PCA instead of PCA(...), omitting the hyperparameters for PCA. Analogously, we just write Tree instead of Tree(...), omitting the hyperparameters for Tree. Rather than binding hyperparameters by hand, we leave them free to be tuned by hyperopt.

In [3]:
pca_tree_planned = Pipeline(steps=[('tfm', PCA), ('estim', Tree)])


We use auto_configure on the pipeline and pass Hyperopt as an optimizer. This will use the pipeline's search space to find the best pipeline. In this case, the search uses 10 trials. Each trial draws values for the hyperparameters from the ranges specified by the JSON schemas associated with the operators in the pipeline.

In [4]:
%%time
pca_tree_trained = pca_tree_planned.auto_configure(
train_X, train_y, optimizer=Hyperopt, cv=3, max_evals=10, verbose=True)

100%|██████| 10/10 [00:08<00:00,  1.18trial/s, best loss: -0.41410769000479447]
CPU times: user 16.2 s, sys: 9.31 s, total: 25.5 s
Wall time: 9.45 s


By default, Hyperopt uses k-fold cross validation to evaluate each trial and a default scoring metric based on the task. The end result is the pipeline that performed best out of all trials. In addition to the cross-val score, we can also evaluate this best pipeline against the test data. We simply use the existing R2 score metric from scikit-learn for this purpose.

In [5]:
import sklearn.metrics
predicted = pca_tree_trained.predict(test_X)
print(f'R2 score {sklearn.metrics.r2_score(test_y, predicted):.2f}')

R2 score 0.37


1.2 Inspecting the Results of Automation¶

In the previous example, the automation picked hyperparameter values for PCA and the decision tree. We know the values were valid and we know how well the pipeline performed with them. But we might also want to know exactly which values were picked. One way to do that is by visualizing the pipeline and using tooltips. If you are looking at this notebook in a viewer that supports tooltips, you can hover the mouse pointer over either one of the operators to see its hyperparameters.

In [6]:
pca_tree_trained.visualize()


Another way to view the results of hyperparameter tuning in Lale is by pretty-printing the pipeline as Python source code. Calling the pretty_print method with ipython_display=True prints the code with syntax highlighting in a Jupyter notebook. The pretty-printed code contains the hyperparameters.

In [7]:
pca_tree_trained.pretty_print(ipython_display=True)

from sklearn.pipeline import Pipeline
from sklearn.decomposition import PCA
from sklearn.tree import DecisionTreeRegressor as Tree
import lale

lale.wrap_imported_operators()
pca = PCA(svd_solver="full", whiten=True)
tree = Tree(
min_samples_leaf=0.09016751753288961,
min_samples_split=0.47029117142535803,
)
pipeline = Pipeline(steps=[("tfm", pca), ("estim", tree)])


1.3 Hyperparameter Tuning with Lale and GridSearchCV¶

Lale supports multiple auto-ML tools, not just hyperopt. For instance, you can also use GridSearchCV from scikit-learn. You could use the exact same pca_tree_planned pipeline for this as we did with the hyperopt tool. However, to avoid running for a long time, here we simplify the space: for PCA, we bind the svd_solver so only the remaining hyperparameters are being searched, and for Tree, we call freeze_trainable() to bind all hyperparameters to their defaults. Lale again uses the schemas attached to the operators in the pipeline to generate a suitable search grid. Here, instead of the scikit-learn's Pipeline(...) API, we use the make_pipeline function. This function exists in both scikit-learn and Lale; the Lale version yields a Lale pipeline that supports auto_configure. Note that, to be compatible with scikit-learn, lale.lib.lale.GridSearchCV can also take a param_grid as an argument if the user chooses to use a handcrafted grid instead of the one generated automatically.

In [8]:
%%time
from lale.lib.lale import GridSearchCV
from lale.operators import make_pipeline
grid_search_planned = make_pipeline(
PCA(svd_solver='auto'), Tree().freeze_trainable())
grid_search_result = grid_search_planned.auto_configure(
train_X, train_y, optimizer=GridSearchCV, cv=3)

CPU times: user 12.8 s, sys: 6 s, total: 18.8 s
Wall time: 8.58 s


Just like we saw earlier with hyperopt, you can use the best pipeline found for scoring and evaluate the quality of the predictions.

In [9]:
predicted = grid_search_result.predict(test_X)
print(f'R2 score {sklearn.metrics.r2_score(test_y, predicted):.2f}')

R2 score 0.49


Similarly, to inspect the results of grid search, you have the same options as demonstrated earlier for hypopt. For instance, you can pretty-print the best pipeline found by grid search back as Python source code, and then look at its hyperparameters.

In [10]:
grid_search_result.visualize()
grid_search_result.pretty_print(ipython_display=True, combinators=False)

from sklearn.decomposition import PCA
from sklearn.tree import DecisionTreeRegressor as Tree
from lale.operators import make_pipeline

pipeline = make_pipeline(PCA(), Tree())


If we do not pretty-print with combinators=False, the pretty-printed code is rendered slightly differently, using >> instead of make_pipeline.

In [11]:
grid_search_result.pretty_print(ipython_display=True)

from sklearn.decomposition import PCA
from sklearn.tree import DecisionTreeRegressor as Tree
import lale

lale.wrap_imported_operators()
pipeline = PCA() >> Tree()


1.4 Pipeline Combinators¶

We already saw that >> is syntactic sugar for make_pipeline. Lale refers to >> as the pipe combinator. Besides >>, Lale supports two additional combinators. Before we introduce them, let's import a few more things.

In [12]:
from lale.lib.lale import NoOp, ConcatFeatures
from sklearn.linear_model import LinearRegression as LinReg
from xgboost import XGBRegressor as XGBoost
lale.wrap_imported_operators()


Lale emulates the scikit-learn APIs for composing pipelines using functions. We already saw make_pipeline. Another function in scikit-learn is make_union, which composes multiple sub-pipelines to run on the same data, then concatenates the features. In other words, make_union produces a horizontal stack of the data transformed by its sub-pipelines. To support auto-ML, Lale introduces a third function, make_choice, which does not exist in scikit-learn. The make_choice function specifies an algorithmic choice for auto-ML to resolve. In other words, make_choice creates a search space for automated algorithm selection.

In [13]:
dag_with_functions = lale.operators.make_pipeline(
lale.operators.make_union(PCA, NoOp),
lale.operators.make_choice(Tree, LinReg, XGBoost(booster='gbtree')))
dag_with_functions.visualize()


The visualization shows make_union as multiple sub-pipelines feeding into ConcatFeatures, and it shows make_choice using an | combinator. Operators shown in white are already fully trained; in this case, these operators actually do not have any learnable coefficients, nor do they have hyperparameters. For each of the three functions make_pipeline, make_choice, and make_union, Lale also provides a corresponding combinator. We already saw the pipe combinator (>>) and the choice combinator (|). To get the effect of make_union, use the and combinator (&) with the ConcatFeatures operator. The next example shows the exact same pipeline as before, but written using combinators instead of functions.

In [14]:
dag_with_combinators = (
(PCA(svd_solver='full') & NoOp)
>> ConcatFeatures
>> (Tree | LinReg | XGBoost(booster='gbtree')))
dag_with_combinators.visualize()


1.5 Combined Algorithm Selection and Hyperparameter Optimization¶

Since the dag_with_functions specifies an algorithm choice, when we feed it to a Hyperopt, hyperopt will do algorithm selection for us. And since some of the operators in the dag do not have all their hyperparameters bound, hyperopt will also tune their free hyperparameters for us. Note that booster for XGBoost is fixed to gbtree and hence Hyperopt would not tune it.

In [15]:
%%time
multi_alg_trained = dag_with_functions.auto_configure(
train_X, train_y, optimizer=Hyperopt, cv=3, max_evals=10)

100%|███████| 10/10 [01:42<00:00, 10.28s/trial, best loss: -0.8060166137873468]
CPU times: user 1min 56s, sys: 10.3 s, total: 2min 6s
Wall time: 1min 49s


Visualizing the best estimator reveals what algorithms hyperopt chose.

In [16]:
multi_alg_trained.visualize()


Pretty-printing the best estimator reveals how hyperopt tuned the hyperparameters. For instance, we can see that a randomized svd_solver was chosen for PCA.

In [17]:
multi_alg_trained.pretty_print(ipython_display=True, show_imports=False)

pca = PCA(n_components=0.31022802683920675, svd_solver="full", whiten=True)
xg_boost = XGBoost(
gamma=0.7146673182687348,
learning_rate=0.34333338181406947,
max_depth=2,
min_child_weight=9,
n_estimators=689,
reg_alpha=0.22238951827828057,
reg_lambda=0.3685687126451779,
subsample=0.498939586636504,
)
pipeline = (pca & NoOp()) >> ConcatFeatures() >> xg_boost


Of course, the trained pipeline can be used for predictions as usual, and we can use scikit-learn metrics to evaluate those predictions.

In [18]:
predicted = multi_alg_trained.predict(test_X)
print(f'R2 score {sklearn.metrics.r2_score(test_y, predicted):.2f}')

R2 score 0.81


2. Viewing and Customizing Schemas¶

This section reveals more of what happens behind the scenes for auto-ML with Lale. In particular, it shows the JSON Schemas used for auto-ML, and demonstrates how to customize them if desired.

2.1 Looking at Schemas from a Notebook¶

When writing data science code, I often don't remember all the API information about what hyperparameters and datasets an operator expects. Lale attaches this information to the operators and uses it for auto-ML as demonstrated above. The same information can also be useful as interactive documentation in a notebook. Most individual operators in the visualizations shown earlier in this notebook actually contain a hyperlink to the excellent online documentation of scikit-learn. We can also retrieve that hyperlink using a method call.

In [19]:
print(Tree.documentation_url())

https://lale.readthedocs.io/en/latest/modules/lale.lib.sklearn.decision_tree_regressor.html


Lale's helper function ipython_display pretty-prints JSON documents and JSON schemas in a Jupyter notebook. You can get a quick overview of the constructor arguments of an operator by calling the get_defaults method.

In [20]:
from lale.pretty_print import ipython_display
ipython_display(dict(Tree.get_defaults()))

{
"criterion": "mse",
"splitter": "best",
"max_depth": null,
"min_samples_split": 2,
"min_samples_leaf": 1,
"min_weight_fraction_leaf": 0.0,
"max_features": "auto",
"random_state": null,
"max_leaf_nodes": null,
"min_impurity_decrease": 0.0,
"min_impurity_split": null,
"ccp_alpha": 0.0,
}


Hyperparameters can be categorical (meaning they accept a few discrete values) or continuous (integers or real numbers). As an example for a categorical hyperparameter, let's look at the criterion. JSON Schema can encode categoricals as an enum.

In [21]:
ipython_display(Tree.hyperparam_schema('criterion'))

{
"description": "Function to measure the quality of a split.",
"anyOf": [
{"enum": ["mse", "friedman_mse", "poisson"]},
{"enum": ["mae"], "forOptimizer": false},
],
"default": "mse",
}


As an example for a continuous hyperparameter, let's look at max_depth. The decision tree regressor in scikit-learn accepts either an integer for that, or None, which has its own meaning. JSON Schema can express these two choices as an anyOf, and encodes the Python None as a JSON null. Also, while any positive integer is a valid value, in the context of auto-ML, Lale specifies a bounded range for the optimizer to search over.

In [22]:
ipython_display(Tree.hyperparam_schema('max_depth'))

{
"description": "Maximum depth of the tree.",
"default": null,
"anyOf": [
{
"type": "integer",
"minimum": 1,
"minimumForOptimizer": 3,
"maximumForOptimizer": 5,
},
{
"enum": [null],
"description": "If None, then nodes are expanded until all leaves are pure, or until all leaves contain less than min_samples_split samples.",
},
],
}


Besides hyperparameter schemas, Lale also provides dataset schemas. For exampe, NMF, which stands for non-negative matrix factorization, requires a non-negative matrix as X. In JSON Schema, we express this as an array of arrays of numbers with minimum: 0. While NMF also accepts a second argument y, it does not use that argument. Therefore, Lale gives y the schema {'laleType': 'Any'}, which permits any values.

In [23]:
from sklearn.decomposition import NMF
lale.wrap_imported_operators()
ipython_display(NMF.input_schema_fit())

{
"type": "object",
"required": ["X"],
"properties": {
"X": {
"type": "array",
"items": {
"type": "array",
"items": {"type": "number", "minimum": 0.0},
},
},
"y": {"laleType": "Any"},
},
}


2.2 Customizing Schemas from a Notebook¶

While you can use Lale schemas as-is, you can also customize the schemas to exert more control over the automation. As one example, it is common to tune XGBoost to use a large number for n_estimators. However, you might want to reduce the number of trees in an XGBoost forest to reduce memory consumption or to improve explainability. As another example, you might want to hand-pick one of the boosters to reduce the search space and thus hopefully speed up the search.

In [24]:
import lale.schemas as schemas
Grove = XGBoost.customize_schema(
n_estimators=schemas.Int(minimum=2, maximum=6),
booster=schemas.Enum(['gbtree'], default='gbtree'))


As this example demonstrates, Lale provides a simple Python API for writing schemas, which it then converts to JSON Schema internally. The result of customization is a new copy of the operator that can be used in the same way as any other operator in Lale. In particular, it can be part of a pipeline as before.

In [25]:
grove_planned = lale.operators.make_pipeline(
lale.operators.make_union(PCA, NoOp),
Grove)
grove_planned.visualize()


Given this new planned pipeline, we use hyperopt as before to search for a good trained pipeline.

In [26]:
%%time
grove_trained = grove_planned.auto_configure(
train_X, train_y, optimizer=Hyperopt, cv=3, max_evals=10)

100%|███████| 10/10 [00:12<00:00,  1.25s/trial, best loss: -0.7478344560672071]
CPU times: user 21.7 s, sys: 9.7 s, total: 31.4 s
Wall time: 13.3 s


As with all trained Lale pipelines, we can evaluate grove_trained with metrics to see how well it does. Also, we can pretty-print it back as Python code to double-check whether hyperopt obeyed the customized schemas for n_estimators and booster.

In [27]:
predicted = grove_trained.predict(test_X)
print(f'R2 score {sklearn.metrics.r2_score(test_y, predicted):.2f}')
grove_trained.pretty_print(ipython_display=True, show_imports=False)

R2 score 0.74

pca = PCA(svd_solver="full", whiten=True)
grove = Grove(
gamma=0.42208258595069725,
learning_rate=0.6558019595096513,
max_depth=5,
min_child_weight=13,
n_estimators=5,
reg_alpha=0.3590229319214039,
reg_lambda=0.7978279409450941,
subsample=0.6209085649172931,
)
pipeline = (pca & NoOp()) >> ConcatFeatures() >> grove


3. Type-Checking with Lale¶

The rest of this notebook gives examples for how the same schemas that serve for auto-ML can also serve for error checking. We will give comparative examples for error checking in scikit-learn (without schemas) and in Lale (with schemas). To make it clear which version of an operator is being used, all of the following examples uses fully-qualified names (e.g., sklearn.feature_selection.RFE). The fully-qualified names are for presentation purposes only; in typical usage of either scikit-learn or Lale, these would be simple names (e.g. just RFE).

3.1 Hyperparameter Error Example in Scikit-Learn¶

First, we import a few things.

In [28]:
import sys
import sklearn
from sklearn import pipeline, feature_selection, ensemble, tree


We use make_pipeline to compose a pipeline of two steps: an RFE transformer and a decision tree regressor. RFE performs recursive feature elimination, keeping only those features of the input data that are the most useful for its estimator argument. For RFE's estimator argument, the following code uses a random forest with 10 trees.

In [29]:
sklearn_hyperparam_error = sklearn.pipeline.make_pipeline(
sklearn.feature_selection.RFE(
estimator=sklearn.ensemble.RandomForestRegressor(n_estimators=10)),
sklearn.tree.DecisionTreeRegressor(max_depth=-1))


The max_depth argument for a decision tree cannot be a negative number. Hence, the above code actually contains a bug: it sets max_depth=-1. Scikit-learn does not check for this mistake from the __init__ method, otherwise we would have seen an error message already. Instead, scikit-learn checks for this mistake during fit. Unfortunately, it takes a few seconds to get the exception, because scikit-learn first trains the RFE transformer and uses it to transform the data. Only then does it pass the data to the decision tree.

In [30]:
%%time
try:
sklearn_hyperparam_error.fit(train_X, train_y)
except ValueError as e:
message = str(e)
print(message, file=sys.stderr)

CPU times: user 4.34 s, sys: 62.5 ms, total: 4.41 s
Wall time: 4.43 s

max_depth must be greater than zero.


Fortunately, this error message is pretty clear. Scikit-learn implements the error check imperatively, using Python if-statements to raise an exception when hyperparameters are configured wrong. This notebook is part of Lale's regression test suite and gets run automatically when changes are pushed to the Lale source code repository. The assertion in the following cell is a test that the error-check indeed behaves as expected and documented here.

In [31]:
assert message.startswith("max_depth must be greater than zero.")


3.2 Checking Hyperparameters with Types¶

Lale performs the same error checks, but using JSON Schema validation instead of Python if-statements and raise-statements. First, we import the jsonschema validator so we can catch its exceptions.

In [32]:
import jsonschema
#enable schema validation explicitly for the notebook
from lale.settings import set_disable_data_schema_validation, set_disable_hyperparams_schema_validation
set_disable_data_schema_validation(False)
set_disable_hyperparams_schema_validation(False)


Below is the exact same pipeline as before, but written in Lale instead of directly in scikit-learn. In both cases, the underlying implementation is in scikit-learn; Lale only adds thin wrappers to support type checking and auto-ML.

In [33]:
%%time
try:
lale_hyperparam_error = lale.operators.make_pipeline(
lale.lib.sklearn.RFE(
estimator=lale.lib.sklearn.RandomForestRegressor(n_estimators=10)),
lale.lib.sklearn.DecisionTreeRegressor(max_depth=-1))
except jsonschema.ValidationError as e:
message = e.message
print(message, file=sys.stderr)

CPU times: user 46.9 ms, sys: 15.6 ms, total: 62.5 ms
Wall time: 43 ms

Invalid configuration for DecisionTreeRegressor(max_depth=-1) due to invalid value max_depth=-1.
Schema of argument max_depth: {
"description": "Maximum depth of the tree.",
"default": null,
"anyOf": [
{
"type": "integer",
"minimum": 1,
"minimumForOptimizer": 3,
"maximumForOptimizer": 5,
},
{
"enum": [null],
"description": "If None, then nodes are expanded until all leaves are pure, or until all leaves contain less than min_samples_split samples.",
},
],
}
Value: -1

In [34]:
assert message.startswith("Invalid configuration for DecisionTreeRegressor(max_depth=-1)")


Just like in the scikit-learn example, the error message in the Lale example also pin-points the problem as passing max_depth=-1 to the decision tree. It does so in a more stylized way, printing the relevant JSON schema for this hyperparameter. Lale detects the error already when the wrong hyperparameter is being passed as an argument, thus reducing the amount of code you have to look at to find the root cause. Furthermore, Lale takes only tens of milliseconds to detect the error, because it does not attempt to train the RFE transformer first. In this example, that only saves a few seconds, which may not be significant. But there are situations with larger time savings, such as when using larger datasets, slower operators, or when auto-ML tries out many pipelines.

3.3 Dataset Error Example in Scikit-Learn¶

Above, we saw an example for detecting a hyperparameter error in scikit-learn and in Lale. Next, we look at an analogous example for a dataset error. Again, let's first look at the experience with scikit-learn and then the same thing with Lale.

In [35]:
from sklearn import decomposition


We use scikit-learn to compose a pipeline of two steps: an RFE transformer as before, this time followed by an NMF transformer.

In [36]:
sklearn_dataset_error = sklearn.pipeline.make_pipeline(
sklearn.feature_selection.RFE(
estimator=sklearn.ensemble.RandomForestRegressor(n_estimators=10)),
sklearn.decomposition.NMF())


NMF, or non-negative matrix factorization, does not allow any negative numbers in its input matrix. The California Housing dataset contains some negative numbers and the RFE does not eliminate those features. To detect the mistake, scikit-learn must first train the RFE and transform the data with it, which takes a few seconds. Then, NMF detects the error and throws an exception.

In [37]:
%%time
try:
sklearn_dataset_error.fit(train_X, train_y)
except ValueError as e:
message = str(e)
print(message, file=sys.stderr)

CPU times: user 4.41 s, sys: 62.5 ms, total: 4.47 s
Wall time: 4.61 s

Negative values in data passed to NMF (input X)

In [38]:
assert message.startswith("Negative values in data passed to NMF (input X)")


3.4 Types for Dataset Checking¶

Lale uses types (as expressed using JSON schemas) to check dataset-related mistakes. Below is the same pipeline as before, using thin Lale wrappers around scikit-learn operators. We redefine the pipeline to enable Lale type-checking for it.

In [39]:
lale_dataset_error = lale.operators.make_pipeline(
lale.lib.sklearn.RFE(
estimator=lale.lib.sklearn.RandomForestRegressor(n_estimators=10)),
lale.lib.sklearn.NMF())


When we call fit on the pipeline, before doing the actual training, Lale can check that the schema is correct at each step of the pipeline. In other words, it checks whether the schema of the input data is valid for the first step of the pipeline, and that the schema of the output from each step is valid for the next step. By saving the time for training the RFE, this completes in tens of milliseconds instead of seconds as before.

In [40]:
#Enable the data schema validation in lale settings
from lale.settings import set_disable_data_schema_validation
set_disable_data_schema_validation(False)

In [41]:
%%time
try:
lale_dataset_error.fit(train_X, train_y)
except ValueError as e:
message = str(e)
print(message, file=sys.stderr)

CPU times: user 93.8 ms, sys: 0 ns, total: 93.8 ms
Wall time: 131 ms

NMF.fit() invalid X, the schema of the actual data is not a subschema of the expected schema of the argument.
actual_schema = {"type": "array", "items": {"type": "array", "items": {"type": "number"}}}
expected_schema = {
"type": "array",
"items": {"type": "array", "items": {"type": "number", "minimum": 0.0}},
}

In [42]:
assert message.startswith('NMF.fit() invalid X, the schema of the actual data is not a subschema of the expected schema of the argument.')


In this example, the schemas for X differ: whereas the data is an array of arrays of unconstrained numbers, NMF expects an array of arrays of only non-negative numbers.

3.5 Hyperparameter Constraint Example in Scikit-Learn¶

Sometimes, the validity of hyperparameters cannot be checked in isolation. Instead, the value of one hyperparameter can restrict which values are valid for another hyperparameter. For example, scikit-learn imposes a conditional hyperparameter constraint between the svd_solver and n_components arguments to PCA.

In [43]:
sklearn_constraint_error = sklearn.pipeline.make_pipeline(
sklearn.feature_selection.RFE(
estimator=sklearn.ensemble.RandomForestRegressor(n_estimators=10)),
sklearn.decomposition.PCA(svd_solver='arpack', n_components='mle'))


The above notebook cell completed successfully, because scikit-learn did not yet check for the constraint. To observe the error message with scikit-learn, we must attempt to fit the pipeline.

In [44]:
%%time
message=None
try:
sklearn_constraint_error.fit(train_X, train_y)
except ValueError as e:
message = str(e)
print(message, file=sys.stderr)

CPU times: user 4.39 s, sys: 62.5 ms, total: 4.45 s
Wall time: 4.46 s

n_components='mle' cannot be a string with svd_solver='arpack'

In [45]:
assert message.startswith("n_components='mle' cannot be a string with svd_solver='arpack'")


Scikit-learn implements constraint-checking as Python code with if-statements and raise-statements. After a few seconds, we get an exception, and the error message explains what went wrong.

3.6 Types for Constraint Checking¶

Lale specifies constraints using JSON Schemas. When you configure an operator with actual hyperparameters, Lale immediately validates them against their schema including constraints.

In [46]:
%%time
try:
lale_constraint_error = lale.operators.make_pipeline(
lale.lib.sklearn.RFE(
estimator=lale.lib.sklearn.RandomForestRegressor(n_estimators=10)),
PCA(svd_solver='arpack', n_components='mle'))
except jsonschema.ValidationError as e:
message = str(e)
print(message, file=sys.stderr)

CPU times: user 31.2 ms, sys: 15.6 ms, total: 46.9 ms
Wall time: 34.8 ms

Invalid configuration for PCA(svd_solver='arpack', n_components='mle') due to constraint option n_components mle can only be set for svd_solver full or auto.
Schema of constraint 2: {
"description": "Option n_components mle can only be set for svd_solver full or auto.",
"anyOf": [
{
"type": "object",
"properties": {"n_components": {"not": {"enum": ["mle"]}}},
},
{
"type": "object",
"properties": {"svd_solver": {"enum": ["full", "auto"]}},
},
],
}
Value: {'svd_solver': 'arpack', 'n_components': 'mle', 'copy': True, 'whiten': False, 'tol': 0.0, 'iterated_power': 'auto', 'random_state': None}

In [47]:
assert message.startswith("Invalid configuration for PCA(svd_solver='arpack', n_components='mle')")


Lale reports the error quicker than scikit-learn, taking only tens of milliseconds instead of multiple seconds. The error message contains both a natural-language description of the constraint and its formal representation in JSON Schema. The 'anyOf' implements an 'or', so you can read the constraints as

(not (n_components in ['mle'])) or (svd_solver in ['full', 'auto'])


By basic Boolean algebra, this is equivalent to an implication

(n_components in ['mle']) implies (svd_solver in ['full', 'auto'])


Since the constraint is specified declaratively in the schema, it gets applied wherever the schema gets used. Specifically, the constraint gets applied both during auto-ML and during type-checking. In the context of auto-ML, the constraint prunes the search space: it eliminates some hyperparameter combinations so that the auto-ML tool does not have to try them out. We have observed cases where this pruning makes a big difference in search convergence.

4. Conclusion¶

This notebook showed additions to scikit-learn that simplify auto-ML as well as error checking. The common foundation for both of these additions is schemas for operators. For further reading, return to the Lale github repository, where you can find installation instructions, an FAQ, and links to further documentation, notebooks, talks, etc.