Combine the fold metrics into one data view in CV macro. (dotnet#207)

* Add entry point to combine arrays of metrics data views into one data view

* Add unit test for the multi-class case

* Update CSharpApi.cs after merge

* Fix unit test

* Handle the warnings data view, and address PR comment.

* Fix unit test merged from master.

* Trigger build.

* Address PR comments.

* Fix merge problems.

Author: yaeldMS

ZBaselines/Common/EntryPoints/core_ep-list.tsv

@@ -8,6 +8,7 @@ Models.BinaryClassificationEvaluator	Evaluates a binary classification scored da
 Models.BinaryCrossValidator	Cross validation for binary classification	Microsoft.ML.Runtime.EntryPoints.CrossValidationBinaryMacro	CrossValidateBinary	Microsoft.ML.Runtime.EntryPoints.CrossValidationBinaryMacro+Arguments	Microsoft.ML.Runtime.EntryPoints.CommonOutputs+MacroOutput`1[Microsoft.ML.Runtime.EntryPoints.CrossValidationBinaryMacro+Output]
 Models.ClassificationEvaluator	Evaluates a multi class classification scored dataset.	Microsoft.ML.Runtime.Data.Evaluate	MultiClass	Microsoft.ML.Runtime.Data.MultiClassMamlEvaluator+Arguments	Microsoft.ML.Runtime.EntryPoints.CommonOutputs+ClassificationEvaluateOutput
 Models.ClusterEvaluator	Evaluates a clustering scored dataset.	Microsoft.ML.Runtime.Data.Evaluate	Clustering	Microsoft.ML.Runtime.Data.ClusteringMamlEvaluator+Arguments	Microsoft.ML.Runtime.EntryPoints.CommonOutputs+CommonEvaluateOutput
+Models.CrossValidationResultsCombiner	Combine the metric data views returned from cross validation.	Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro	CombineMetrics	Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro+CombineMetricsInput	Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro+CombinedOutput
 Models.CrossValidator	Cross validation for general learning	Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro	CrossValidate	Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro+Arguments	Microsoft.ML.Runtime.EntryPoints.CommonOutputs+MacroOutput`1[Microsoft.ML.Runtime.EntryPoints.CrossValidationMacro+Output]
 Models.CrossValidatorDatasetSplitter	Split the dataset into the specified number of cross-validation folds (train and test sets)	Microsoft.ML.Runtime.EntryPoints.CVSplit	Split	Microsoft.ML.Runtime.EntryPoints.CVSplit+Input	Microsoft.ML.Runtime.EntryPoints.CVSplit+Output
 Models.DatasetTransformer	Applies a TransformModel to a dataset.	Microsoft.ML.Runtime.EntryPoints.ModelOperations	Apply	Microsoft.ML.Runtime.EntryPoints.ModelOperations+ApplyTransformModelInput	Microsoft.ML.Runtime.EntryPoints.ModelOperations+ApplyTransformModelOutput

ZBaselines/Common/EntryPoints/core_manifest.json

@@ -1238,6 +1238,116 @@
         "IEvaluatorOutput"
       ]
     },
+    {
+      "Name": "Models.CrossValidationResultsCombiner",
+      "Desc": "Combine the metric data views returned from cross validation.",
+      "FriendlyName": null,
+      "ShortName": null,
+      "Inputs": [
+        {
+          "Name": "OverallMetrics",
+          "Type": {
+            "Kind": "Array",
+            "ItemType": "DataView"
+          },
+          "Desc": "Overall metrics datasets",
+          "Required": false,
+          "SortOrder": 1.0,
+          "IsNullable": false,
+          "Default": null
+        },
+        {
+          "Name": "PerInstanceMetrics",
+          "Type": {
+            "Kind": "Array",
+            "ItemType": "DataView"
+          },
+          "Desc": "Per instance metrics datasets",
+          "Required": false,
+          "SortOrder": 2.0,
+          "IsNullable": false,
+          "Default": null
+        },
+        {
+          "Name": "ConfusionMatrix",
+          "Type": {
+            "Kind": "Array",
+            "ItemType": "DataView"
+          },
+          "Desc": "Confusion matrix datasets",
+          "Required": false,
+          "SortOrder": 3.0,
+          "IsNullable": false,
+          "Default": null
+        },
+        {
+          "Name": "Warnings",
+          "Type": {
+            "Kind": "Array",
+            "ItemType": "DataView"
+          },
+          "Desc": "Warning datasets",
+          "Required": false,
+          "SortOrder": 4.0,
+          "IsNullable": false,
+          "Default": null
+        },
+        {
+          "Name": "LabelColumn",
+          "Type": "String",
+          "Desc": "The label column name",
+          "Aliases": [
+            "Label"
+          ],
+          "Required": false,
+          "SortOrder": 6.0,
+          "IsNullable": false,
+          "Default": "Label"
+        },
+        {
+          "Name": "Kind",
+          "Type": {
+            "Kind": "Enum",
+            "Values": [
+              "SignatureBinaryClassifierTrainer",
+              "SignatureMultiClassClassifierTrainer",
+              "SignatureRankerTrainer",
+              "SignatureRegressorTrainer",
+              "SignatureMultiOutputRegressorTrainer",
+              "SignatureAnomalyDetectorTrainer",
+              "SignatureClusteringTrainer"
+            ]
+          },
+          "Desc": "Specifies the trainer kind, which determines the evaluator to be used.",
+          "Required": true,
+          "SortOrder": 7.0,
+          "IsNullable": false,
+          "Default": "SignatureBinaryClassifierTrainer"
+        }
+      ],
+      "Outputs": [
+        {
+          "Name": "Warnings",
+          "Type": "DataView",
+          "Desc": "Warning dataset"
+        },
+        {
+          "Name": "OverallMetrics",
+          "Type": "DataView",
+          "Desc": "Overall metrics dataset"
+        },
+        {
+          "Name": "PerInstanceMetrics",
+          "Type": "DataView",
+          "Desc": "Per instance metrics dataset"
+        },
+        {
+          "Name": "ConfusionMatrix",
+          "Type": "DataView",
+          "Desc": "Confusion matrix dataset"
+        }
+      ]
+    },
     {
       "Name": "Models.CrossValidator",
       "Desc": "Cross validation for general learning",
@@ -1368,34 +1478,22 @@
         },
         {
           "Name": "Warnings",
-          "Type": {
-            "Kind": "Array",
-            "ItemType": "DataView"
-          },
+          "Type": "DataView",
           "Desc": "Warning dataset"
         },
         {
           "Name": "OverallMetrics",
-          "Type": {
-            "Kind": "Array",
-            "ItemType": "DataView"
-          },
+          "Type": "DataView",
           "Desc": "Overall metrics dataset"
         },
         {
           "Name": "PerInstanceMetrics",
-          "Type": {
-            "Kind": "Array",
-            "ItemType": "DataView"
-          },
+          "Type": "DataView",
           "Desc": "Per instance metrics dataset"
         },
         {
           "Name": "ConfusionMatrix",
-          "Type": {
-            "Kind": "Array",
-            "ItemType": "DataView"
-          },
+          "Type": "DataView",
           "Desc": "Confusion matrix dataset"
         }
       ]