XGBoost integration infrastructure (still temporarily using Estimator rather than Trainer)

Microsoft.ML.sln

@@ -1,4 +1,4 @@
-Microsoft Visual Studio Solution File, Format Version 12.00
+Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.1.32120.378
 MinimumVisualStudioVersion = 10.0.40219.1
@@ -123,6 +123,8 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.AutoML", "src\
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.AutoML.Samples", "docs\samples\Microsoft.ML.AutoML.Samples\Microsoft.ML.AutoML.Samples.csproj", "{A6924919-9E37-4023-8B7F-E85C8E3CC9B3}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.AutoML.Interactive", "src\Microsoft.ML.AutoML.Interactive\Microsoft.ML.AutoML.Interactive.csproj", "{3B00090A-B5E4-4570-BCD0-B4CD5D499394}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Samples.GPU", "docs\samples\Microsoft.ML.Samples.GPU\Microsoft.ML.Samples.GPU.csproj", "{3C8F910B-7F23-4D25-B521-6D5AC9570ADD}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Featurizers", "src\Microsoft.ML.Featurizers\Microsoft.ML.Featurizers.csproj", "{E2DD0721-5B0F-4606-8182-4C7EFB834518}"
@@ -157,7 +159,13 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.SearchSpace.Te
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.AutoML.SourceGenerator", "tools-local\Microsoft.ML.AutoML.SourceGenerator\Microsoft.ML.AutoML.SourceGenerator.csproj", "{C804B990-390E-41D7-8FF1-6774495D70E2}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Microsoft.ML.TorchSharp", "src\Microsoft.ML.TorchSharp\Microsoft.ML.TorchSharp.csproj", "{FF0BD187-4451-4A3B-934B-2AE3454896E2}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.TorchSharp", "src\Microsoft.ML.TorchSharp\Microsoft.ML.TorchSharp.csproj", "{FF0BD187-4451-4A3B-934B-2AE3454896E2}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Tokenizers", "src\Microsoft.ML.Tokenizers\Microsoft.ML.Tokenizers.csproj", "{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Tokenizers.Tests", "test\Microsoft.ML.Tokenizers.Tests\Microsoft.ML.Tokenizers.Tests.csproj", "{C3D82402-F207-4F19-8C57-5AF0FBAF9682}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Microsoft.ML.XGBoost", "src\Microsoft.ML.XGBoost\Microsoft.ML.XGBoost.csproj", "{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -607,6 +615,14 @@ Global
 		{A6924919-9E37-4023-8B7F-E85C8E3CC9B3}.Release|Any CPU.Build.0 = Release|Any CPU
 		{A6924919-9E37-4023-8B7F-E85C8E3CC9B3}.Release|x64.ActiveCfg = Release|Any CPU
 		{A6924919-9E37-4023-8B7F-E85C8E3CC9B3}.Release|x64.Build.0 = Release|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Debug|x64.Build.0 = Debug|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Release|Any CPU.Build.0 = Release|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Release|x64.ActiveCfg = Release|Any CPU
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394}.Release|x64.Build.0 = Release|Any CPU
 		{3C8F910B-7F23-4D25-B521-6D5AC9570ADD}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
 		{3C8F910B-7F23-4D25-B521-6D5AC9570ADD}.Debug|Any CPU.Build.0 = Debug|Any CPU
 		{3C8F910B-7F23-4D25-B521-6D5AC9570ADD}.Debug|x64.ActiveCfg = Debug|Any CPU
@@ -747,6 +763,30 @@ Global
 		{FF0BD187-4451-4A3B-934B-2AE3454896E2}.Release|Any CPU.Build.0 = Release|Any CPU
 		{FF0BD187-4451-4A3B-934B-2AE3454896E2}.Release|x64.ActiveCfg = Release|Any CPU
 		{FF0BD187-4451-4A3B-934B-2AE3454896E2}.Release|x64.Build.0 = Release|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Debug|x64.Build.0 = Debug|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Release|Any CPU.Build.0 = Release|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Release|x64.ActiveCfg = Release|Any CPU
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745}.Release|x64.Build.0 = Release|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Debug|x64.Build.0 = Debug|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Release|Any CPU.Build.0 = Release|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Release|x64.ActiveCfg = Release|Any CPU
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682}.Release|x64.Build.0 = Release|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Debug|x64.Build.0 = Debug|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Release|Any CPU.Build.0 = Release|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Release|x64.ActiveCfg = Release|Any CPU
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE}.Release|x64.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -806,6 +846,7 @@ Global
 		{C2652287-CD6D-40FB-B042-95FB56D09DB8} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
 		{E48285BF-F49A-4EA3-AED0-1BDDBF77EB80} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
 		{A6924919-9E37-4023-8B7F-E85C8E3CC9B3} = {DA452A53-2E94-4433-B08C-041EDEC729E6}
+		{3B00090A-B5E4-4570-BCD0-B4CD5D499394} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
 		{3C8F910B-7F23-4D25-B521-6D5AC9570ADD} = {DA452A53-2E94-4433-B08C-041EDEC729E6}
 		{E2DD0721-5B0F-4606-8182-4C7EFB834518} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
 		{56CB0850-7341-4D71-9AE4-9EFC472D93DD} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
@@ -824,6 +865,9 @@ Global
 		{A3E9F25F-2718-4FF9-A35A-54C232A847AB} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
 		{C804B990-390E-41D7-8FF1-6774495D70E2} = {7F13E156-3EBA-4021-84A5-CD56BA72F99E}
 		{FF0BD187-4451-4A3B-934B-2AE3454896E2} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
+		{BBC3A950-BD68-45AC-9DBD-A8F4D8847745} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
+		{C3D82402-F207-4F19-8C57-5AF0FBAF9682} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
+		{9CF22D6B-3094-4F42-9CBF-1B07087CF1EE} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {41165AF1-35BB-4832-A189-73060F82B01D}

NuGet.config

@@ -5,6 +5,7 @@
   </solution>
   <packageSources>
     <clear />
+    <add key="LocalPackages" value="/home/rgesteve/projects/onedal_simple/Native" />
     <add key="dotnet-public" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-public/nuget/v3/index.json" />
     <add key="dotnet-tools" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-tools/nuget/v3/index.json" />
     <add key="dotnet-libraries" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-libraries/nuget/v3/index.json" />
@@ -13,6 +14,7 @@
     <add key="dotnet5-roslyn" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet5/nuget/v3/index.json" />
     <add key="mlnet-daily" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/MachineLearning/nuget/v3/index.json" />
     <add key="mlnet-assets" value="https://pkgs.dev.azure.com/dnceng/public/_packaging/machinelearning-assets/nuget/v3/index.json" />
+    <add key="nuget.org" value="https://api.nuget.org/v3/index.json" protocolVersion="3" />
   </packageSources>
   <disabledPackageSources>
     <clear />

THIRD-PARTY-NOTICES.TXT

@@ -65,4 +65,23 @@ INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PA
 PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE
 FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR
 OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
-DEALINGS IN THE SOFTWARE.
+DEALINGS IN THE SOFTWARE.
+
+License notice for HuggingFace Tokenizers
+------------------------------------------
+
+https://github.com/huggingface/tokenizers/blob/main/LICENSE
+
+Copyright 2004 HuggingFace Tokenizers
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.

build/.night-build.yml

@@ -64,7 +64,7 @@ jobs:
     buildScript: ./build.sh
     nightlyBuild: true
     pool:
-      vmImage: macOS-10.15
+      vmImage: macOS-12
 
 - template: /build/ci/job-template.yml
   parameters:
@@ -117,4 +117,4 @@ jobs:
     buildScript: build.cmd
     nightlyBuild: true
     pool:
-      vmImage: windows-2019
+      vmImage: windows-2019

build/ci/job-template.yml

@@ -20,7 +20,7 @@ jobs:
     ${{ if eq(parameters.nightlyBuild, 'true') }}:
       timeoutInMinutes: 30
     ${{ if and(eq(parameters.nightlyBuild, 'false'), eq(parameters.codeCoverage, 'false')) }}:
-      timeoutInMinutes: 90
+      timeoutInMinutes: 120
     ${{ if eq(parameters.codeCoverage, 'true') }}:
       timeoutInMinutes: 120
     cancelTimeoutInMinutes: 10
@@ -239,4 +239,4 @@ jobs:
         displayName: Clean up runtime folder for package (Unix)
     - ${{ if eq(parameters.nightlyBuild, 'false') }}:
       - script: ${{ parameters.buildScript }} /p:Build=false -pack -ci -configuration $(_configuration) /p:TargetArchitecture=${{ parameters.architecture }} /p:TestArchitectures=${{ parameters.architecture }} $(testTargetFramework)
-        displayName: Build Packages
+        displayName: Build Packages

build/vsts-ci.yml

@@ -119,13 +119,8 @@ jobs:
     DOTNET_SKIP_FIRST_TIME_EXPERIENCE: 1
     DOTNET_MULTILEVEL_LOOKUP: 0
   pool:
-    vmImage: macOS-10.15
+    vmImage: macOS-12
   steps:
-  # Work around MacOS Homebrew image/environment bug: https://github.com/actions/virtual-environments/issues/2322#issuecomment-749211076
-  - script: |
-      rm -rf /usr/local/bin/2to3
-    displayName: MacOS Homebrew bug Workaround
-    continueOnError: true
   - script: brew update && brew unlink [email protected] && brew install mono-libgdiplus && brew install $(Build.SourcesDirectory)/build/libomp.rb --build-from-source --formula && brew link libomp --force
     displayName: Install build dependencies
   - script: ./restore.sh
@@ -155,7 +150,7 @@ jobs:
     DOTNET_SKIP_FIRST_TIME_EXPERIENCE: 1
     DOTNET_MULTILEVEL_LOOKUP: 0
   pool:
-    vmImage: macOS-10.15
+    vmImage: macOS-12
   steps:
   # Work around MacOS Homebrew image/environment bug: https://github.com/actions/virtual-environments/issues/2322#issuecomment-749211076
   - script: |

docs/api-reference/algo-details-fasttree.md

@@ -35,6 +35,6 @@ For more information see:
 * [Wikipedia: Gradient boosting (Gradient tree
 boosting).](https://en.wikipedia.org/wiki/Gradient_boosting#Gradient_tree_boosting)
 * [Greedy function approximation: A gradient boosting
-machine.](https://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1013203451)
+machine.](https://projecteuclid.org/journals/annals-of-statistics/volume-29/issue-5/Greedy-function-approximation-A-gradient-boostingmachine/10.1214/aos/1013203451.full)
 
-Check the See Also section for links to examples of the usage.
+Check the See Also section for links to examples of the usage.

docs/samples/Microsoft.ML.AutoML.Samples/Cifar10.cs

@@ -0,0 +1,56 @@
+using System;
+using System.Collections.Generic;
+using System.IO;
+using System.Linq;
+using System.Text;
+
+namespace Microsoft.ML.AutoML.Samples
+{
+    public static class Cifar10
+    {
+        public static string cifar10FolderPath = Path.Combine(Path.GetTempPath(), "cifar10");
+        public static string cifar10ZipPath = Path.Combine(Path.GetTempPath(), "cifar10.zip");
+        public static string cifar10Url = @"https://github.com/YoongiKim/CIFAR-10-images/archive/refs/heads/master.zip";
+        public static string directory = "CIFAR-10-images-master";
+
+        public static void Run()
+        {
+            var imageInputs = Directory.GetFiles(cifar10FolderPath)
+                .Where(p => Path.GetExtension(p) == ".jpg")
+                .Select(p => new ModelInput
+                {
+                    ImagePath = p,
+                    Label = p.Split("\\").SkipLast(1).Last(),
+                });
+
+            var testImages = imageInputs.Where(f => f.ImagePath.Contains("test"));
+            var trainImages = imageInputs.Where(f => f.ImagePath.Contains("train"));
+            var context = new MLContext();
+            context.Log += (e, o) =>
+            {
+                if (o.Source.StartsWith("AutoMLExperiment"))
+                    Console.WriteLine(o.Message);
+            };
+
+            var trainDataset = context.Data.LoadFromEnumerable(trainImages);
+            var testDataset = context.Data.LoadFromEnumerable(testImages);
+            var experiment = context.Auto().CreateExperiment();
+            var pipeline = context.Auto().Featurizer(trainDataset)
+                            .Append(context.Auto().MultiClassification());
+
+            experiment.SetDataset(trainDataset, testDataset)
+                    .SetPipeline(pipeline)
+                    .SetMulticlassClassificationMetric(MulticlassClassificationMetric.MicroAccuracy)
+                    .SetTrainingTimeInSeconds(200);
+
+            var result = experiment.Run();
+        }
+
+        class ModelInput
+        {
+            public string ImagePath { get; set; }
+
+            public string Label { get; set; }
+        }
+    }
+}

docs/samples/Microsoft.ML.AutoML.Samples/Microsoft.ML.AutoML.Samples.csproj

@@ -10,6 +10,7 @@
     <ProjectReference Include="..\..\..\src\Microsoft.Data.Analysis\Microsoft.Data.Analysis.csproj" />
     <ProjectReference Include="..\..\..\src\Microsoft.ML.AutoML\Microsoft.ML.AutoML.csproj" />
     <ProjectReference Include="..\..\..\src\Microsoft.ML.Core\Microsoft.ML.Core.csproj" />
+    <ProjectReference Include="..\..\..\src\Microsoft.ML.SearchSpace\Microsoft.ML.SearchSpace.csproj" />
     <ProjectReference Include="..\..\..\src\Microsoft.ML.Transforms\Microsoft.ML.Transforms.csproj" />
     <NativeAssemblyReference Include="MatrixFactorizationNative" />
     <NativeAssemblyReference Include="FastTreeNative" />

docs/samples/Microsoft.ML.AutoML.Samples/Program.cs

@@ -23,6 +23,9 @@ public static void Main(string[] args)
                 RankingExperiment.Run();
                 Console.Clear();
 
+                Cifar10.Run();
+                Console.Clear();
+
                 Console.WriteLine("Done");
             }
             catch (Exception ex)

docs/samples/Microsoft.ML.Samples/Dynamic/Trainers/BinaryClassification/PriorTrainer.cs

@@ -38,6 +38,27 @@ public static void Example()
             // Run the model on test data set.
             var transformedTestData = model.Transform(testData);
 
+
+#if true
+            var predLabelColumn = transformedTestData.Schema["PredictedLabel"];
+            var scoreColumn = transformedTestData.Schema["Score"];
+            var probColumn = transformedTestData.Schema["Probability"];
+
+            bool predLabelVal = default(bool);
+            float scoreVal = default(float);
+            using (var cursor = transformedTestData.GetRowCursor(new[] { predLabelColumn, scoreColumn, probColumn }))
+            {
+                var predLabelGetter = cursor.GetGetter<bool>(predLabelColumn);
+                var scoreGetter = cursor.GetGetter<float>(scoreColumn);
+                while (cursor.MoveNext())
+                {
+                    predLabelGetter(ref predLabelVal);
+                    scoreGetter(ref scoreVal);
+                    Console.WriteLine(($"Got a score {scoreVal} with label {predLabelVal}"));
+                }
+            }
+#else
+
             // Convert IDataView object to a list.
             var predictions = mlContext.Data
                 .CreateEnumerable<Prediction>(transformedTestData,
@@ -60,6 +81,7 @@ public static void Example()
                 .Evaluate(transformedTestData);
 
             PrintMetrics(metrics);
+#endif
 
             // Expected output:
             //   Accuracy: 0.68