throw exception when call AppendCacheCheckPoint on empty estimator chain

src/Microsoft.ML.Data/DataLoadSave/EstimatorChain.cs

@@ -2,6 +2,7 @@
 // The .NET Foundation licenses this file to you under the MIT license.
 // See the LICENSE file in the project root for more information.
 
+using System;
 using System.Linq;
 using Microsoft.ML.Internal.Utilities;
 using Microsoft.ML.Runtime;
@@ -99,7 +100,7 @@ public EstimatorChain<TNewTrans> Append<TNewTrans>(IEstimator<TNewTrans> estimat
         /// cached data. It is helpful to have a caching checkpoint before trainers or feature engineering that take multiple data passes.
         /// It is also helpful to have after a slow operation, for example after dataset loading from a slow source or after feature
         /// engineering that is slow on its apply phase, if downstream estimators will do multiple passes over the output of this operation.
-        /// Adding a cache checkpoint at the end of an <see cref="EstimatorChain{TLastTransformer}"/> is meaningless and should be avoided.
+        /// Adding a cache checkpoint at the begin or end of an <see cref="EstimatorChain{TLastTransformer}"/> is meaningless and should be avoided.
         /// Cache checkpoints should be removed if disk thrashing or OutOfMemory exceptions are seen, which can occur on when the featured
         /// dataset immediately prior to the checkpoint is larger than available RAM.
         /// </summary>
@@ -108,9 +109,12 @@ public EstimatorChain<TLastTransformer> AppendCacheCheckpoint(IHostEnvironment e
         {
             Contracts.CheckValue(env, nameof(env));
 
-            if (_estimators.Length == 0 || _needCacheAfter.Last())
+            if(_estimators.Length == 0)
+                throw new InvalidOperationException("Current estimator chain has no estimator, can't append cache checkpoint.");
+
+            if (_needCacheAfter.Last())
             {
-                // If there are no estimators, or if we already need to cache after this, we don't need to do anything else.
+                // If we already need to cache after this, we don't need to do anything else.
                 return this;
             }
 

test/Microsoft.ML.Tests/CachingTests.cs

@@ -2,6 +2,7 @@
 // The .NET Foundation licenses this file to you under the MIT license.
 // See the LICENSE file in the project root for more information.
 
+using System;
 using System.Linq;
 using System.Threading;
 using Microsoft.ML.Data;
@@ -60,6 +61,22 @@ public void CacheCheckpointTest()
             Assert.True(trainData.All(x => x.AccessCount == 1));
         }
 
+        [Fact]
+        public void CacheOnEmptyEstimatorChainTest()
+        {
+            var ex = Assert.Throws<InvalidOperationException>(() => CacheOnEmptyEstimatorChain());
+            Assert.Contains("Current estimator chain has no estimator, can't append cache checkpoint.", ex.Message, 
+                StringComparison.InvariantCultureIgnoreCase);
+        }
+
+        private void CacheOnEmptyEstimatorChain()
+        {
+            new EstimatorChain<ITransformer>().AppendCacheCheckpoint(ML)
+                .Append(ML.Transforms.CopyColumns("F1", "Features"))
+                .Append(ML.Transforms.NormalizeMinMax("Norm1", "F1"))
+                .Append(ML.Transforms.NormalizeMeanVariance("Norm2", "F1"));
+        }
+
         [Fact]
         public void CacheTest()
         {