Flaml

Highlights

* Spark is now supported as a new parallel tuning backend.
* New tuning capability: targeted tuning with multiple lexicographic objectives. Check out [documentation](https://microsoft.github.io/FLAML/docs/Use-Cases/Tune-User-Defined-Function#lexicographic-objectives) and an [example](https://microsoft.github.io/FLAML/docs/Examples/Tune-Lexicographic-objectives) for this new tuning capability.
* New metrics: roc_auc_weighted, roc_auc_ovr_weighted, roc_auc_ovo_weighted.
* New reproducible learner selection method when time_budget is not specified.
* AutoML-related functionaility is moved into a new `automl` subpackage.

Thanks to all contributors who contributed to this release!

What's Changed
* Bump actions/checkout from 2 to 3 by dependabot in https://github.com/microsoft/FLAML/pull/699
* fix dependably alert by skzhang1 in https://github.com/microsoft/FLAML/pull/818
* fix typo by skzhang1 in https://github.com/microsoft/FLAML/pull/823
* install editable package in codespace by sonichi in https://github.com/microsoft/FLAML/pull/826
* skip test_hf_data in py 3.6 by sonichi in https://github.com/microsoft/FLAML/pull/832
* fix typo of output directory by thinkall in https://github.com/microsoft/FLAML/pull/828
* catch TFT logger bugs by int-chaos in https://github.com/microsoft/FLAML/pull/833
* roc_auc_weighted metric addition by shreyas36 in https://github.com/microsoft/FLAML/pull/827
* make performance test reproducible by sonichi in https://github.com/microsoft/FLAML/pull/837
* Refactor into automl subpackage by markharley in https://github.com/microsoft/FLAML/pull/809
* Edit the announcement of AAAI-23 tutorial and the KDD tutorial announcement. by HangHouCheong in https://github.com/microsoft/FLAML/pull/820
* Use get to avoid KeyError by sonichi in https://github.com/microsoft/FLAML/pull/824
* Update doc by skzhang1 in https://github.com/microsoft/FLAML/pull/843
* fix bug related to _choice_ by sonichi in https://github.com/microsoft/FLAML/pull/848
* FAQ about OOM by sonichi in https://github.com/microsoft/FLAML/pull/849
* Update .NET documentation links by luisquintanilla in https://github.com/microsoft/FLAML/pull/847
* Added an info reminding user that if no time_budget and no max_iter is specified, then effectively zero-shot AutoML is used by jingdong00 in https://github.com/microsoft/FLAML/pull/850
* Fix example tune-pytorch where the checkpoint path may be named differently by jingdong00 in https://github.com/microsoft/FLAML/pull/853
* Format errors on the web. by skzhang1 in https://github.com/microsoft/FLAML/pull/855
* Add supporting using Spark as the backend of parallel training by thinkall in https://github.com/microsoft/FLAML/pull/846
* Info and naming by sonichi in https://github.com/microsoft/FLAML/pull/864

New Contributors
* thinkall made their first contribution in https://github.com/microsoft/FLAML/pull/828
* markharley made their first contribution in https://github.com/microsoft/FLAML/pull/809
* HangHouCheong made their first contribution in https://github.com/microsoft/FLAML/pull/820

**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.14...v1.1.0

Highlights
* Preparing alpha release of multi-objective hyperparameter tuning with lexicographic preference.
* Fixed issues related to zero-shot automl.
* Multiple improvements to documentation.

What's Changed
* Discord Badge Added by royninja in https://github.com/microsoft/FLAML/pull/760
* fix bug in current nlp documentation by liususan091219 in https://github.com/microsoft/FLAML/pull/763
* Multiple objectives hyperparameter tuning with lexicographic preference by Anonymous-submission-repo in https://github.com/microsoft/FLAML/pull/752
* Indentation corrected by Kirito-Excalibur in https://github.com/microsoft/FLAML/pull/778
* Included hint to escape brackets for pip setup by evensure in https://github.com/microsoft/FLAML/pull/786
* Docs by velezbeltran in https://github.com/microsoft/FLAML/pull/765
* Bump actions/setup-python from 2 to 4 by dependabot in https://github.com/microsoft/FLAML/pull/700
* Bump codecov/codecov-action from 1 to 3 by dependabot in https://github.com/microsoft/FLAML/pull/697
* Removed extra | in documentation by satya-vinay in https://github.com/microsoft/FLAML/pull/790
* fix_alert by skzhang1 in https://github.com/microsoft/FLAML/pull/793
* Fixed typo by ElinaAndreeva in https://github.com/microsoft/FLAML/pull/797
* fix_alerts by skzhang1 in https://github.com/microsoft/FLAML/pull/799
* Documentation about classification/regression task 753 by royninja in https://github.com/microsoft/FLAML/pull/802
* Added a link to documentation webpage in notebook time_series_forcast by jingdong00 in https://github.com/microsoft/FLAML/pull/791
* Fix issues related to zero-shot automl by sonichi in https://github.com/microsoft/FLAML/pull/783
* added the models used for forecasting in documentation by shreyas36 in https://github.com/microsoft/FLAML/pull/811
* Add performance test for LexiFlow by Anonymous-submission-repo in https://github.com/microsoft/FLAML/pull/812

New Contributors
* royninja made their first contribution in https://github.com/microsoft/FLAML/pull/760
* Anonymous-submission-repo made their first contribution in https://github.com/microsoft/FLAML/pull/752
* Kirito-Excalibur made their first contribution in https://github.com/microsoft/FLAML/pull/778
* evensure made their first contribution in https://github.com/microsoft/FLAML/pull/786
* velezbeltran made their first contribution in https://github.com/microsoft/FLAML/pull/765
* satya-vinay made their first contribution in https://github.com/microsoft/FLAML/pull/790
* ElinaAndreeva made their first contribution in https://github.com/microsoft/FLAML/pull/797
* jingdong00 made their first contribution in https://github.com/microsoft/FLAML/pull/791
* shreyas36 made their first contribution in https://github.com/microsoft/FLAML/pull/811

**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.13...v1.0.14

Highlights
* Logging the search_state.config directly to MLflow instead of key-dictionary pair
* Move searcher and scheduler into tune
* Move import location for Ray 2
* Fix NLP dimension mismatch bug

What's Changed
* Dockerfile building problem by skzhang1 in https://github.com/microsoft/FLAML/pull/719
* Update Contribute.md by vijaya-lakshmi-venkatraman in https://github.com/microsoft/FLAML/pull/716
* Move import location for Ray 2 by sonichi in https://github.com/microsoft/FLAML/pull/721
* Fix issue 728 add hyperlink to GitHub location by Libens-bufo in https://github.com/microsoft/FLAML/pull/731
* Update model.py by vijaya-lakshmi-venkatraman in https://github.com/microsoft/FLAML/pull/739
* Issue724 by liususan091219 in https://github.com/microsoft/FLAML/pull/745
* log search_state.config directly instead of under tag config by prithvikannan in https://github.com/microsoft/FLAML/pull/747
* move searcher and scheduler into tune by sonichi in https://github.com/microsoft/FLAML/pull/746
* updating the data collator for seq-regression to handle the dim mismatch problem by liususan091219 in https://github.com/microsoft/FLAML/pull/751
* Update Contribute by sonichi in https://github.com/microsoft/FLAML/pull/741
* Remove NLP classification head by liususan091219 in https://github.com/microsoft/FLAML/pull/756

New Contributors
* vijaya-lakshmi-venkatraman made their first contribution in https://github.com/microsoft/FLAML/pull/716
* Libens-bufo made their first contribution in https://github.com/microsoft/FLAML/pull/731
* prithvikannan made their first contribution in https://github.com/microsoft/FLAML/pull/747

**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.12...v1.0.13

Highlights
* Fix MLFlow bug to support the case where search.state.metric_for_logging is None
* Support customized cross-validation strategy
* Fix SARIMAX seasonal_order parameter name in the wrapper

Thanks to all the contributors for this release!

What's Changed
* chore: Auto update github actions with dependabot by iemejia in https://github.com/microsoft/FLAML/pull/688
* talks and tutorials by qingyun-wu in https://github.com/microsoft/FLAML/pull/694
* updating nlp notebook by liususan091219 in https://github.com/microsoft/FLAML/pull/693
* "intermediate_results" TypeError: argument of type 'NoneType' is not iterable by liususan091219 in https://github.com/microsoft/FLAML/pull/695
* Update Research.md by sonichi in https://github.com/microsoft/FLAML/pull/701
* Bump actions/setup-node from 2 to 3 by dependabot in https://github.com/microsoft/FLAML/pull/698
* Bump actions/cache from 1 to 3 by dependabot in https://github.com/microsoft/FLAML/pull/696
* Support customized cross-validation strategy by skzhang1 in https://github.com/microsoft/FLAML/pull/669
* Add `$schema` to `cgmanifest.json` by JamieMagee in https://github.com/microsoft/FLAML/pull/708
* Fix SARIMAX seasonal_order parameter name in the wrapper by EgorKraevTransferwise in https://github.com/microsoft/FLAML/pull/711

New Contributors
* iemejia made their first contribution in https://github.com/microsoft/FLAML/pull/688
* JamieMagee made their first contribution in https://github.com/microsoft/FLAML/pull/708
* EgorKraevTransferwise made their first contribution in https://github.com/microsoft/FLAML/pull/711

**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.11...v1.0.12

Highlights

* Preserve the checkpoint when deleting `AutoML` objects.
* Create no eval set when setting `use_best_model` to False for catboost.

What's Changed
* add guideline collection by qingyun-wu in https://github.com/microsoft/FLAML/pull/687
* LightGBM notebook update by sonichi in https://github.com/microsoft/FLAML/pull/690
* Add preserve_checkpoint to preserve the checkpoint after del by liususan091219 in https://github.com/microsoft/FLAML/pull/692
* use_best_model for catboost by sonichi in https://github.com/microsoft/FLAML/pull/679


**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.10...v1.0.11

This release contains several new features to highlight:
* A major new feature is to support multiple time series in one dataset with a new task named "ts_forecast_panel" and a neural network estimator from pytorch-forecast.
* Allow disabling shuffle for custom splitter.
* Allow explicit specification of whether the choices of a hp have an inherent order.
* Allow skipping data transformation to avoid overhead.
* Support AzureML pipeline tuning.
* Allow log file name to be specified in `tune.run` and perform logging when ray is used.

There are other improvements for the transformer estimator and bug fixes for config constraints.

What's Changed
* Fixing the issue that FLAML trial number is significantly smaller than Transformers.hyperparameter_search by liususan091219 in https://github.com/microsoft/FLAML/pull/657
* make test result more stable by sonichi in https://github.com/microsoft/FLAML/pull/646
* Add pipeline tuner component and dependencies. by ruizhuanguw in https://github.com/microsoft/FLAML/pull/671
* Skip transform by jmrichardson in https://github.com/microsoft/FLAML/pull/665
* pull request template by sonichi in https://github.com/microsoft/FLAML/pull/668
* Update Research.md by liususan091219 in https://github.com/microsoft/FLAML/pull/672
* Documentation on search space and parallel/sequential tuning by qingyun-wu in https://github.com/microsoft/FLAML/pull/675
* time series forecasting with panel datasets by int-chaos in https://github.com/microsoft/FLAML/pull/541
* categorical choice can be ordered or unordered by sonichi in https://github.com/microsoft/FLAML/pull/677
* Disable shuffle for custom CV by jmrichardson in https://github.com/microsoft/FLAML/pull/659
* update time series forecast notebook by int-chaos in https://github.com/microsoft/FLAML/pull/682
* check config constraints for the initial config by sonichi in https://github.com/microsoft/FLAML/pull/685
* log_file_name in tune.run() by sonichi in https://github.com/microsoft/FLAML/pull/681
* updating nlp notebook by liususan091219 in https://github.com/microsoft/FLAML/pull/683
* VW version requirement and documentation on config_constraints vs metric_constraints by qingyun-wu in https://github.com/microsoft/FLAML/pull/686

New Contributors
* jmrichardson made their first contribution in https://github.com/microsoft/FLAML/pull/665

**Full Changelog**: https://github.com/microsoft/FLAML/compare/v1.0.9...v1.0.10