Class MultiFidelityAutoML<T, TInput, TOutput>
Built-in AutoML strategy that uses multi-fidelity (successive halving) and ASHA scheduling.
public sealed class MultiFidelityAutoML<T, TInput, TOutput> : BuiltInSupervisedAutoMLModelBase<T, TInput, TOutput>, IAutoMLModel<T, TInput, TOutput>, IFullModel<T, TInput, TOutput>, IModel<TInput, TOutput, ModelMetadata<T>>, IModelSerializer, ICheckpointableModel, IParameterizable<T, TInput, TOutput>, IFeatureAware, IFeatureImportance<T>, ICloneable<IFullModel<T, TInput, TOutput>>, IGradientComputable<T, TInput, TOutput>, IJitCompilable<T>
Type Parameters
TThe numeric type used for calculations.
TInputThe input data type.
TOutputThe output data type.
- Inheritance
-
AutoMLModelBase<T, TInput, TOutput>SupervisedAutoMLModelBase<T, TInput, TOutput>BuiltInSupervisedAutoMLModelBase<T, TInput, TOutput>MultiFidelityAutoML<T, TInput, TOutput>
- Implements
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IAutoMLModel<T, TInput, TOutput>IFullModel<T, TInput, TOutput>IModel<TInput, TOutput, ModelMetadata<T>>IParameterizable<T, TInput, TOutput>ICloneable<IFullModel<T, TInput, TOutput>>IGradientComputable<T, TInput, TOutput>
- Inherited Members
- Extension Methods
Remarks
This strategy evaluates many candidate configurations on a reduced training budget first (for example, a smaller subset of rows), then promotes only the most promising trials to higher budgets.
ASHA (Asynchronous Successive Halving Algorithm) extends this with:
- Parallel trial execution at each fidelity rung.
- Per-trial early stopping of underperforming configurations.
- Grace periods to allow trials to "warm up" before stopping.
For Beginners: This is a "try cheap first, then spend more on the best" strategy:
- Try many models quickly (small subset).
- Keep the best few.
- Re-train those on more data.
- Repeat until full training data.
Constructors
MultiFidelityAutoML(IModelEvaluator<T, TInput, TOutput>?, Random?, AutoMLMultiFidelityOptions?)
public MultiFidelityAutoML(IModelEvaluator<T, TInput, TOutput>? modelEvaluator = null, Random? random = null, AutoMLMultiFidelityOptions? options = null)
Parameters
modelEvaluatorIModelEvaluator<T, TInput, TOutput>randomRandomoptionsAutoMLMultiFidelityOptions
Methods
CreateInstanceForCopy()
Factory method for creating a new instance for deep copy. Derived classes must implement this to return a new instance of themselves. This ensures each copy has its own collections and lock object.
protected override AutoMLModelBase<T, TInput, TOutput> CreateInstanceForCopy()
Returns
- AutoMLModelBase<T, TInput, TOutput>
A fresh instance of the derived class with default parameters
Remarks
When implementing this method, derived classes should create a fresh instance with default parameters, and should not attempt to preserve runtime or initialization state from the original instance. The deep copy logic will transfer relevant state (trial history, search space, etc.) after construction.
SearchAsync(TInput, TOutput, TInput, TOutput, TimeSpan, CancellationToken)
Searches for the best model configuration
public override Task<IFullModel<T, TInput, TOutput>> SearchAsync(TInput inputs, TOutput targets, TInput validationInputs, TOutput validationTargets, TimeSpan timeLimit, CancellationToken cancellationToken = default)
Parameters
inputsTInputtargetsTOutputvalidationInputsTInputvalidationTargetsTOutputtimeLimitTimeSpancancellationTokenCancellationToken
Returns
- Task<IFullModel<T, TInput, TOutput>>
SuggestNextTrialAsync()
Suggests the next hyperparameters to try
public override Task<Dictionary<string, object>> SuggestNextTrialAsync()