4  AutoML using metamorph pipelines

author: Carsten Behring

In this tutorial we see how to use metamorph.ml to perform automatic machine learning. With AutoML we mean to try lots of different models and hyper parameters and rely on automatic validation to pick the best performing model automatically.

(ns noj-book.automl
  (:require [noj-book.ml-basic :as ml-basic]))

4.1 The metamorph pipeline abstraction

For doing automl, it is very useful to be able to handle the steps of machine learning pipeline (so data transformations and modeling) as a single function which can be moved around freely. This cannot work with a threading macro, as this executes immediate.

The Clojure way to do this, is function composing and higher level functions

(The following is a very low level explanation of metamorph, as a metamorph.ml user we do not use this low-level functions , see next chapter)

While before we saw how to use the pair of train and predict to perform machine learning, AutoML requires us to use an other abstraction, in order to encapsulate both train and predict in single function.(or other any operation)

We will use the concept of a “metamorph pipeline”, which is a sequence of specific functions, and each function can behaves differently, depending on the “mode” in which the pipelines get run. It can run either in mode :fit or in mode :transform, and the functions of the pipeline can (but don’t need to) do different things depend on the mode

Specifically we have a function called metamorph.ml/model which will do train in mode :fit and predict in mode :transform

The names :fit and :transform come from the fact that functions could do other things then train and predict, so :fit and :transform represent a more general concept then train/predict

(require '[scicloj.metamorph.ml :as ml]
         '[scicloj.metamorph.core :as mm]
         '[tablecloth.api :as tc])

We will use the ready-for-modeling data from basic-ml tutorial,

(def titanic ml-basic/numeric-titanic-data)

so lets create splits of the data first.

(def splits (first (tc/split->seq titanic)))
(def train-ds (:train splits))
(def test-ds (:test splits))

In its foundation a metamorph pipeline is a sequential composition of functions, which all take a map as only parameter, the so called context, and they return an other context, changed by the functions. The composed function , hence the pipeline overall, has this same property. Any other function parameters are closed over on function creation. The following creates such a composed function out of other metamorph compliant operations. The overall result of the pipeline function, is the result of the last operation. (in this case we have only ‘1’ operation)

In nearly all cases, the last pipeline operation is ml/model . But this is not absolutely required.

(def my-pipeline
  (mm/pipeline
   (ml/model {:model-type :metamorph.ml/dummy-classifier})))

as we see, this is a function itself

my-pipeline
#function[clojure.core/partial/fn--5908]

This function is metamorph compliant, so it takes a map (my-pipeline {}) and returns a map.

But this map cannot be “arbitrary”, it need to adhere to the metamorph conventions.

The following trains a model, because the ml/model function does this when called with :mode :fit And it is the only operation in the pipeline, so the pipeline does one thing, it trains a model

(def ctx-after-train
  (my-pipeline {:metamorph/data train-ds
                :metamorph/mode :fit}))
ctx-after-train

{

:metamorph/data

Group: 0 [711 4]:

:sex :pclass :embarked :survived
1.0 2.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 3.0 0.0 1.0
0.0 3.0 0.0 0.0
1.0 3.0 1.0 1.0
0.0 1.0 2.0 0.0
0.0 2.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 2.0 0.0 0.0
... ... ... ...
1.0 3.0 1.0 0.0
1.0 3.0 0.0 1.0
0.0 3.0 1.0 0.0
1.0 3.0 0.0 0.0
1.0 3.0 0.0 1.0
0.0 3.0 0.0 0.0
1.0 1.0 0.0 1.0
0.0 1.0 0.0 1.0
0.0 2.0 0.0 0.0
0.0 2.0 0.0 0.0
0.0 3.0 2.0 0.0
:metamorph/mode :fit
#uuid "63263b11-3fbf-4c9e-8795-3993c63dec1b" {:model-data {:majority-class 1.0, :distinct-labels (0.0 1.0)}, :options {:model-type :metamorph.ml/dummy-classifier}, :id #uuid "36f54c5c-110f-4076-913b-687984de2539", :feature-columns [:sex :pclass :embarked], :target-columns [:survived], :target-categorical-maps {:survived #tech.v3.dataset.categorical.CategoricalMap{:lookup-table {"no" 0, "yes" 1}, :src-column :survived, :result-datatype :float64}}, :scicloj.metamorph.ml/unsupervised? nil}

}

(keys ctx-after-train)
(:metamorph/data
 :metamorph/mode
 #uuid "63263b11-3fbf-4c9e-8795-3993c63dec1b")

This context map has the “data”, the “mode” and an UUID for each operation (we had only one in this pipeline)

(vals ctx-after-train)

(

Group: 0 [711 4]:

:sex :pclass :embarked :survived
1.0 2.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 3.0 0.0 1.0
0.0 3.0 0.0 0.0
1.0 3.0 1.0 1.0
0.0 1.0 2.0 0.0
0.0 2.0 0.0 0.0
0.0 3.0 0.0 0.0
0.0 2.0 0.0 0.0
... ... ... ...
1.0 3.0 1.0 0.0
1.0 3.0 0.0 1.0
0.0 3.0 1.0 0.0
1.0 3.0 0.0 0.0
1.0 3.0 0.0 1.0
0.0 3.0 0.0 0.0
1.0 1.0 0.0 1.0
0.0 1.0 0.0 1.0
0.0 2.0 0.0 0.0
0.0 2.0 0.0 0.0
0.0 3.0 2.0 0.0
:fit
{:model-data {:majority-class 1.0, :distinct-labels (0.0 1.0)},
 :options {:model-type :metamorph.ml/dummy-classifier},
 :id #uuid "36f54c5c-110f-4076-913b-687984de2539",
 :feature-columns [:sex :pclass :embarked],
 :target-columns [:survived],
 :target-categorical-maps
 {:survived
  {:lookup-table {"no" 0, "yes" 1},
   :src-column :survived,
   :result-datatype :float64}},
 :scicloj.metamorph.ml/unsupervised? nil}

)

The model function has closed over the id, so is knows “his id”, so in the transform mode it can get the data created at :fit. So the model function can “send” data to itself from :fit to :transform, the trained model.

So this will do the predict on new data

(def ctx-after-predict
  (my-pipeline (assoc ctx-after-train
                      :metamorph/mode :transform
                      :metamorph/data test-ds)))
ctx-after-predict

{

:metamorph/data

_unnamed [178 1]:

:survived
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
...
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
:metamorph/mode :transform
#uuid "63263b11-3fbf-4c9e-8795-3993c63dec1b"

{

:feature-columns [:sex :pclass :embarked]
:target-categorical-maps {:survived #tech.v3.dataset.categorical.CategoricalMap{:lookup-table {"no" 0, "yes" 1}, :src-column :survived, :result-datatype :float64}}
:target-columns [:survived]
:scicloj.metamorph.ml/unsupervised? nil
:scicloj.metamorph.ml/feature-ds

Group: 0 [178 3]:

:sex :pclass :embarked
1.0 2.0 0.0
0.0 3.0 0.0
1.0 3.0 0.0
0.0 3.0 0.0
1.0 3.0 0.0
1.0 3.0 0.0
0.0 3.0 2.0
1.0 1.0 2.0
1.0 3.0 0.0
0.0 1.0 2.0
... ... ...
1.0 2.0 0.0
0.0 2.0 0.0
0.0 2.0 0.0
0.0 3.0 0.0
0.0 3.0 0.0
0.0 3.0 0.0
1.0 1.0 2.0
0.0 1.0 0.0
1.0 2.0 0.0
0.0 2.0 0.0
1.0 3.0 0.0
:model-data {:majority-class 1.0, :distinct-labels (0.0 1.0)}
:id #uuid "36f54c5c-110f-4076-913b-687984de2539"
:scicloj.metamorph.ml/target-ds

Group: 0 [178 1]:

:survived
1.0
0.0
1.0
0.0
0.0
0.0
1.0
1.0
0.0
0.0
...
1.0
0.0
0.0
0.0
0.0
0.0
1.0
0.0
1.0
0.0
1.0
:options {:model-type :metamorph.ml/dummy-classifier}

}

}

For the dummy-model we do not see a trained-model, but it “communicates” the majority class from the train data to use it for prediction. So the dummy-model has ‘learned’ the majority class from its training data.

So we can get prediction result out of the ctx:

(-> ctx-after-predict :metamorph/data :survived)
#tech.v3.dataset.column<float64>[178]
:survived
[1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000...]

This works as long as all operations of the pipeline follow the metamorph convention (we can create such compliant functions, out of normal dataset->dataset functions, as we will see)

my-pipeline represents therefore a not yet executed model training / prediction. It can be freely moved around and applied to a dataset when needed.

4.2 Use metamorph pipelines to do model training with higher level API

As user of metamorph.ml we do not need to deal with this low-level details of how metamorph works, we have convenience functions which hide this

The following code will do the same as train, but return a context object, which contains the trained model, so it will execute the pipeline, and not only create it.

It uses a convenience function mm/fit which generates compliant context maps internally and executes the pipeline as well.

The ctx acts a collector of everything “learned” during :fit, mainly the trained model, but it could be as well other information learned from the data during :fit and to be applied at :transform .

(def train-ctx
  (mm/fit titanic
          (ml/model {:model-type :metamorph.ml/dummy-classifier})))

(The dummy-classifier model does not have a lot of state, so there is little to see)

train-ctx

{

:metamorph/data

_unnamed [889 4]:

:sex :pclass :embarked :survived
0.0 3.0 0.0 0.0
1.0 1.0 2.0 1.0
1.0 3.0 0.0 1.0
1.0 1.0 0.0 1.0
0.0 3.0 0.0 0.0
0.0 3.0 1.0 0.0
0.0 1.0 0.0 0.0
0.0 3.0 0.0 0.0
1.0 3.0 0.0 1.0
1.0 2.0 2.0 1.0
... ... ... ...
1.0 2.0 0.0 1.0
0.0 3.0 0.0 0.0
1.0 3.0 0.0 0.0
0.0 2.0 0.0 0.0
0.0 3.0 0.0 0.0
1.0 3.0 1.0 0.0
0.0 2.0 0.0 0.0
1.0 1.0 0.0 1.0
1.0 3.0 0.0 0.0
0.0 1.0 2.0 1.0
0.0 3.0 1.0 0.0
:metamorph/mode :fit
#uuid "66756a3f-1849-48ae-9217-684bc198857d" {:model-data {:majority-class 1, :distinct-labels (0.0 1.0)}, :options {:model-type :metamorph.ml/dummy-classifier}, :id #uuid "0aa0639a-66ea-4601-b7c1-e26a8ac92d8b", :feature-columns [:sex :pclass :embarked], :target-columns [:survived], :target-categorical-maps {:survived #tech.v3.dataset.categorical.CategoricalMap{:lookup-table {"no" 0, "yes" 1}, :src-column :survived, :result-datatype :float64}}, :scicloj.metamorph.ml/unsupervised? nil}

}

To show the power of pipelines, I start with doing the simplest possible pipeline, and expand then on it.

we can already chain train and test with usual functions:

(->>
 (ml/train train-ds {:model-type :metamorph.ml/dummy-classifier})
 (ml/predict test-ds)
 :survived)
#tech.v3.dataset.column<float64>[178]
:survived
[1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000...]

the same with pipelines

(def pipeline
  (mm/pipeline (ml/model {:model-type :metamorph.ml/dummy-classifier})))
(->>
 (mm/fit-pipe train-ds pipeline)
 (mm/transform-pipe test-ds pipeline)
 :metamorph/data :survived)
#tech.v3.dataset.column<float64>[178]
:survived
[1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000, 1.000...]

4.3 Create metamorph compliant functions

As said before, a metamorph pipeline is composed of metamorph compliant functions / operations, which take as input and output the ctx. There are three ways to create those.

The following three expressions create the same metamorph compliant function

  1. implementing a metamorph compliant function directly via anonymous function
(def ops (fn [ctx]
            (assoc ctx :metamorph/data
                 (tc/drop-columns (:metamorph/data ctx) [:embarked]))))
  1. using mm/lift which does the same as 1.
(def ops (mm/lift tc/drop-columns [:embarked]))
  1. using a name-space containing lifted functions
(require '[tablecloth.pipeline])
(def ops (tablecloth.pipeline/drop-columns [:embarked]))

All three create the same pipeline op and can be used to make a pipeline

(mm/pipeline ops)
#function[clojure.core/partial/fn--5908]

Pipeline as data is as well supported

(def op-spec [[ml/model {:model-type :metamorph.ml/dummy-classifier}]])
(mm/->pipeline op-spec)
#function[clojure.core/partial/fn--5908]

All these do not execute anything, they produce functions which can be executed against a context as part of a metamorph pipeline.

The mm/lift function transposes any dataset->dataset functions into a ctx->ctx function, while using the metamorh convention, as required for metamorph pipeline operations

For convenience tablecloth contains a ns where all dataset->dataset functions are lifted into ctx->ctx operations, so can be added to pipelines directly without using lift.

So a metamorph pipeline can encapsulate arbitray transformation of a dataset in the 2 modes. They can be “stateless” (only chaining the dataset, such as drop-columns) or “state-full”, so they store data in the ctx during :fit and can use it in :transform. In the pipeline above, the trained model is stored in this way.

This state is not stored globaly, but inside the pipeline so this makes pipeline execution “isolated”.

So now we can add more operations to the pipeline, and nothing else changes, for example drop columns.

4.4 Automatic ML with metamorph.ml

The AutoML support in metamorph.ml consists now in the possibility to create an arbitrary number of different pipelines and have them run against arbitray test/train data splits and it automatically chooses the best model evaluated by by a certain metric.

helper for later

(defn make-results-ds [evaluation-results]
  (->> evaluation-results
       flatten
       (map #(hash-map :options (-> % :test-transform :ctx :model :options)
                       :used-features (-> % :fit-ctx :used-features)
                       :mean-accuracy (-> % :test-transform :mean)))
       tc/dataset))
(require '[scicloj.metamorph.ml :as ml]
         '[scicloj.metamorph.ml.loss :as loss]
         '[scicloj.metamorph.core :as mm]
         '[scicloj.ml.tribuo])

4.5 Finding the best model automatically

The advantage of the pipelines is even more visible, if we want to have configurable pipelines, and do a grid search to find optimal settings.

the following will find the best model across:

  • 6 different model classes

  • 6 different selections of used features

  • k-cross validate this with different test / train splits

(defn make-pipe-fn [model-spec features]
  (mm/pipeline
   ;; store the used features in ctx, so we can retrieve them at the end
   (fn [ctx]
     (assoc ctx :used-features features))
   (mm/lift tc/select-columns (conj features :survived))
   {:metamorph/id :model} (ml/model model-spec)))

Create a 5-K cross validation split of the data:

(def titanic-k-fold (tc/split->seq ml-basic/numeric-titanic-data :kfold {:seed 12345}))

The list of the model types we want to try:

(def models [{:model-type :metamorph.ml/dummy-classifier}
             {:model-type :smile.classification/random-forest}
             {:model-type :smile.classification/logistic-regression}
             {:model-type :smile.classification/decision-tree}
             {:model-type :smile.classification/ada-boost}
             {:model-type :scicloj.ml.tribuo/classification
              :tribuo-components [{:name "trainer"
                                   :type "org.tribuo.classification.dtree.CARTClassificationTrainer"
                                   :properties {:maxDepth "8"
                                                :useRandomSplitPoints "false"
                                                :fractionFeaturesInSplit "0.5"}}]
              :tribuo-trainer-name "trainer"}])

This uses models from Smile and Tribuo, but could be any metamorph.ml compliant model ( library sklearn-clj wraps all python sklearn models, for example)

The list of feature combinations to try for each model:

(def feature-combinations
  [[:sex :pclass :embarked]
   [:sex]
   [:pclass :embarked]
   [:embarked]
   [:sex :embarked]
   [:sex :pclass]])

generate 36 pipeline functions:

(def pipe-fns
  (for [model models
        feature-combination feature-combinations]
    (make-pipe-fn model feature-combination)))

Exceute all pipelines for all splits in the cross-validations and return best model by classification-accuracy

(def evaluation-results
  (ml/evaluate-pipelines
   pipe-fns
   titanic-k-fold
   loss/classification-accuracy
   :accuracy))

By default it returns the best mode only

(make-results-ds evaluation-results)

_unnamed [1 3]:

:used-features :mean-accuracy :options
[:sex :pclass :embarked] 0.81107726 {:model-type :scicloj.ml.tribuo/classification,
:tribuo-components
[{:name trainer,
:type org.tribuo.classification.dtree.CARTClassificationTrainer,
:properties
{:maxDepth 8,
:useRandomSplitPoints false,
:fractionFeaturesInSplit 0.5}}],
:tribuo-trainer-name trainer}

The key observation is here, that the metamorph pipelines allow to not only grid-search over the model hyper-parameters, but as well over arbitrary pipeline variations, like which features to include. Both get handled in the same way.

We can get all results as well:

(def evaluation-results-all
  (ml/evaluate-pipelines
   pipe-fns
   titanic-k-fold
   loss/classification-accuracy
   :accuracy
   {:return-best-crossvalidation-only false
    :return-best-pipeline-only false}))

In total it creates and evaluates 6 models * 6 feature configurarions * 5 CV = 180 models

(->  evaluation-results-all flatten count)
180

We can find the best as well by hand, it’s the first from the list, when sorted by accuracy.

(-> (make-results-ds evaluation-results-all)
    (tc/unique-by)
    (tc/order-by [:mean-accuracy] :desc)
    (tc/head))

_unnamed [5 3]:

:used-features :mean-accuracy :options
[:sex :pclass :embarked] 0.81107726 {:model-type :scicloj.ml.tribuo/classification,
:tribuo-components
[{:name trainer,
:type org.tribuo.classification.dtree.CARTClassificationTrainer,
:properties
{:maxDepth 8,
:useRandomSplitPoints false,
:fractionFeaturesInSplit 0.5}}],
:tribuo-trainer-name trainer}
[:sex :pclass :embarked] 0.81107726 {:model-type :smile.classification/ada-boost}
[:sex] 0.78633276 {:model-type :smile.classification/logistic-regression}
[:sex] 0.78633276 {:model-type :scicloj.ml.tribuo/classification,
:tribuo-components
[{:name trainer,
:type org.tribuo.classification.dtree.CARTClassificationTrainer,
:properties
{:maxDepth 8,
:useRandomSplitPoints false,
:fractionFeaturesInSplit 0.5}}],
:tribuo-trainer-name trainer}
[:sex :embarked] 0.78633276 {:model-type :smile.classification/ada-boost}

4.6 Best practices for data transformation steps in or outside pipeline

(require '[scicloj.metamorph.ml.toydata :as data]
         '[tech.v3.dataset.modelling :as ds-mod]
         '[tech.v3.dataset.categorical :as ds-cat]
         '[tech.v3.dataset :as ds])

We have seen that we have two ways to transform the input data, outside the pipeline and inside the pipeline.

These are the total steps from raw data to “into the model” for the titanic use case.

  1. raw data
(def titanic
  (:train
   (data/titanic-ds-split)))
  1. first transformation, no metamorph pipeline
(def relevant-titanic-data
  (-> titanic
      (tc/select-columns (conj ml-basic/categorical-feature-columns :survived))
      (tc/drop-missing)
      (ds/categorical->number [:sex :pclass :embarked] [0 1 2 "male" "female" "S" "Q" "C"] :float64)
      (ds/categorical->number [:survived] [0 1] :float64)
      (ds-mod/set-inference-target :survived)))
  1. transform via pipelines
(defn make-pipe-fn [model-type features]
  (mm/pipeline
   ;; store the used features in ctx, so we can retrieve them at the end
   (fn [ctx]
     (assoc ctx :used-features features))
   (mm/lift tc/select-columns (conj features :survived))
   {:metamorph/id :model} (ml/model {:model-type model-type})))

While it would be technically possible to move all steps from the “first transformation” into the pipeline, by just using the “lifted” form of the transformations, I would not do so, even though this should give the same result.

I think it is better to separate the steps which are “fixed”, from the steps which are parameterized, so for which we want to find the best values by “trying out”.

In my view there are two reasons for this: 1. Debugging: It is harder to debug a pipeline and see the results of steps. We have one macro helping in this: mm/def-ctx 2. Performance: The pipeline is executed lots of times, for every split / variant of the pipeline. It should be faster to do things only once, before the pipeline

source: notebooks/noj_book/automl.clj