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Improve statsmodels autologging metrics #4942

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merged 17 commits into from Oct 29, 2021

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WeichenXu123
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@WeichenXu123 WeichenXu123 commented Oct 25, 2021

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:
image

How is this patch tested?

Unit tests.

Release Notes

Is this a user-facing change?

  • No. You can skip the rest of this section.
  • Yes. Give a description of this change to be included in the release notes for MLflow users.

(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 logging
  • area/build: Build and test infrastructure for MLflow
  • area/docs: MLflow documentation pages
  • area/examples: Example code
  • area/model-registry: Model Registry service, APIs, and the fluent client calls for Model Registry
  • area/models: MLmodel format, model serialization/deserialization, flavors
  • area/projects: MLproject format, project running backends
  • area/scoring: MLflow Model server, model deployment tools, Spark UDFs
  • area/server-infra: MLflow Tracking server backend
  • area/tracking: Tracking Service, tracking client APIs, autologging

Interface

  • area/uiux: Front-end, user experience, plotting, JavaScript, JavaScript dev server
  • area/docker: Docker use across MLflow's components, such as MLflow Projects and MLflow Models
  • area/sqlalchemy: Use of SQLAlchemy in the Tracking Service or Model Registry
  • area/windows: Windows support

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  • language/r: R APIs and clients
  • language/java: Java APIs and clients
  • language/new: Proposals for new client languages

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  • integrations/azure: Azure and Azure ML integrations
  • integrations/sagemaker: SageMaker integrations
  • integrations/databricks: Databricks integrations

How should the PR be classified in the release notes? Choose one:

  • rn/breaking-change - The PR will be mentioned in the "Breaking Changes" section
  • rn/none - No description will be included. The PR will be mentioned only by the PR number in the "Small Bugfixes and Documentation Updates" section
  • rn/feature - A new user-facing feature worth mentioning in the release notes
  • rn/bug-fix - A user-facing bug fix worth mentioning in the release notes
  • rn/documentation - A user-facing documentation change worth mentioning in the release notes

@github-actions github-actions bot added area/tracking Tracking service, tracking client APIs, autologging rn/none List under Small Changes in Changelogs. rn/feature Mention under Features in Changelogs. and removed rn/none List under Small Changes in Changelogs. labels Oct 25, 2021
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LGTM with a couple small comments. Thanks @WeichenXu123 !

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Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
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!

Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
Comment on lines 139 to 140
# 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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@harupy harupy Oct 29, 2021

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Suggested change
# 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.

Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
@WeichenXu123 WeichenXu123 merged commit 721f93f into mlflow:master Oct 29, 2021
westford14 pushed a commit to westford14/mlflow that referenced this pull request Nov 2, 2021
* 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>
westford14 pushed a commit to westford14/mlflow that referenced this pull request Nov 2, 2021
* 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>
westford14 pushed a commit to westford14/mlflow that referenced this pull request Nov 2, 2021
* 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>
westford14 pushed a commit to westford14/mlflow that referenced this pull request Nov 2, 2021
* 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>
westford14 pushed a commit to westford14/mlflow that referenced this pull request Nov 2, 2021
* 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>
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