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Improve statsmodels autologging metrics #4942
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LGTM with a couple small comments. Thanks @WeichenXu123 !
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
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LGTM, once #4942 (comment) is addressed!
# because we patch metric property to make it raise error, OLSResults.summary internally | ||
# call metric property will also raise error, so also patch OLSResults.summary |
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# because we patch metric property to make it raise error, OLSResults.summary internally | |
# call metric property will also raise error, so also patch OLSResults.summary | |
# Prevent `OLSResults.summary` from calling `fvalue` and `f_pvalue` that raise an exception. |
* init Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * emit_warning_only in autolog Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * add tests for bad metric warning Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> Signed-off-by: westford14 <westford14@gmail.com>
* init Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * emit_warning_only in autolog Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * add tests for bad metric warning Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> Signed-off-by: westford14 <westford14@gmail.com>
* init Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * emit_warning_only in autolog Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * add tests for bad metric warning Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> Signed-off-by: westford14 <westford14@gmail.com>
* init Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * emit_warning_only in autolog Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * add tests for bad metric warning Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> Signed-off-by: westford14 <westford14@gmail.com>
* init Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix lint Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * emit_warning_only in autolog Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * add tests for bad metric warning Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * fix Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> * update Signed-off-by: Weichen Xu <weichen.xu@databricks.com> Signed-off-by: westford14 <westford14@gmail.com>
Signed-off-by: Weichen Xu weichen.xu@databricks.com
Improve statsmodels autologging metrics
(1) We only log basic metrics of:
[
'aic', 'bic', 'centered_tss', 'condition_number', 'df_model', 'df_resid', 'ess', 'f_pvalue',
'fvalue', 'llf', 'mse_model', 'mse_resid', 'mse_total', 'rsquared', 'rsquared_adj', 'scale',
'ssr', 'uncentered_tss'
]
(2) log the model.summary() as a text artifact.
Example of artifact display:
How is this patch tested?
Unit tests.
Release Notes
Is this a user-facing change?
(Details in 1-2 sentences. You can just refer to another PR with a description if this PR is part of a larger change.)
What component(s), interfaces, languages, and integrations does this PR affect?
Components
area/artifacts
: Artifact stores and artifact loggingarea/build
: Build and test infrastructure for MLflowarea/docs
: MLflow documentation pagesarea/examples
: Example codearea/model-registry
: Model Registry service, APIs, and the fluent client calls for Model Registryarea/models
: MLmodel format, model serialization/deserialization, flavorsarea/projects
: MLproject format, project running backendsarea/scoring
: MLflow Model server, model deployment tools, Spark UDFsarea/server-infra
: MLflow Tracking server backendarea/tracking
: Tracking Service, tracking client APIs, autologgingInterface
area/uiux
: Front-end, user experience, plotting, JavaScript, JavaScript dev serverarea/docker
: Docker use across MLflow's components, such as MLflow Projects and MLflow Modelsarea/sqlalchemy
: Use of SQLAlchemy in the Tracking Service or Model Registryarea/windows
: Windows supportLanguage
language/r
: R APIs and clientslanguage/java
: Java APIs and clientslanguage/new
: Proposals for new client languagesIntegrations
integrations/azure
: Azure and Azure ML integrationsintegrations/sagemaker
: SageMaker integrationsintegrations/databricks
: Databricks integrationsHow should the PR be classified in the release notes? Choose one:
rn/breaking-change
- The PR will be mentioned in the "Breaking Changes" sectionrn/none
- No description will be included. The PR will be mentioned only by the PR number in the "Small Bugfixes and Documentation Updates" sectionrn/feature
- A new user-facing feature worth mentioning in the release notesrn/bug-fix
- A user-facing bug fix worth mentioning in the release notesrn/documentation
- A user-facing documentation change worth mentioning in the release notes