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You can use automated ML to combine techniques and approaches and get a recommended, high-quality time-series forecast. An automated time-series experiment is treated as a multivariate regression problem. Past time-series values are “pivoted” to become additional dimensions for the regressor together with other predictors.
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You can use automated ML to combine techniques and approaches and get a recommended, high-quality time-series forecast. An automated time-series experiment is treated as a multivariate regression problem. Past time-series values are "pivoted" to become additional dimensions for the regressor together with other predictors.
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This approach, unlike classical time series methods, has an advantage of naturally incorporating multiple contextual variables and their relationship to one another during training. In real-world forecasting applications, multiple factors can influence a forecast. For example, when forecasting sales, interactions of historical trends, exchange rate and price all jointly drive the sales outcome. A further benefit is that all recent innovations in regression models apply immediately to forecasting.
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ms.subservice: core
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ms.workload: data-services
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ms.topic: conceptual
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ms.date: 11/04/2019
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ms.date: 03/09/2020
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#Customer intent: As a professional data scientist, I can use automated machine learning (automated ML) functionality to build a model on an Azure Machine Learning remote compute target.
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ms.service: machine-learning
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ms.date: 03/09/2020
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---
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## Compute to run experiment
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Next determine where the model will be trained. An automated machine learning training experiment can run on the following compute options:
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*Your local machine such as a local desktop or laptop – Generally when you have small dataset and you are still in the exploration stage.
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*A remote machine in the cloud – [Azure Machine Learning Managed Compute](concept-compute-target.md#amlcompute) is a managed service that enables the ability to train machine learning models on clusters of Azure virtual machines.
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*Your local machine such as a local desktop or laptop – Generally when you have small dataset and you are still in the exploration stage.
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*A remote machine in the cloud – [Azure Machine Learning Managed Compute](concept-compute-target.md#amlcompute) is a managed service that enables the ability to train machine learning models on clusters of Azure virtual machines.
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See this [GitHub site](https://github.com/Azure/MachineLearningNotebooks/tree/master/how-to-use-azureml/automated-machine-learning) for examples of notebooks with local and remote compute targets.
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Some examples include:
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1.Classification experiment using AUC weighted as the primary metric with experiment timeout minutes set to 30 minutes and2 cross-validation folds.
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1.Classification experiment using AUC weighted as the primary metric with experiment timeout minutes set to 30 minutes and2 cross-validation folds.
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```python
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automl_classifier=AutoMLConfig(
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label_column_name=label,
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n_cross_validations=2)
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```
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2.Below is an example of a regression experiment set to end after 60 minutes with five validation cross folds.
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2.Below is an example of a regression experiment set to end after 60 minutes with five validation cross folds.
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```python
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automl_regressor= AutoMLConfig(
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This list includes all engineered feature names.
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>[!Note]
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>Use 'timeseriestransformer'fortask=’forecasting’, else use 'datatransformer'for‘regression’or‘classification’ task.
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>Use 'timeseriestransformer'fortask='forecasting', else use 'datatransformer'for'regression'or'classification' task.
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+API2: `get_featurization_summary()` returns featurization summary forall the input features.
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```
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>[!Note]
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>Use 'timeseriestransformer'fortask=’forecasting’, else use 'datatransformer'for‘regression’or‘classification’ task.
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>Use 'timeseriestransformer'fortask='forecasting', else use 'datatransformer'for'regression'or'classification' task.
In this article, you learn how to create, explore, and deploy automated machine learning experiments in Azure Machine Learning studio without a single line of code. Automated machine learning automates the process of selecting the best algorithm to use for your specific data, so you can generate a machine learning model quickly. [Learn more about automated machine learning](concept-automated-ml.md).
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In this article, you learn how to create, explore, and deploy automated machine learning models without a single line of code in Azure Machine Learning's studio interface. Automated machine learning is a process in which the best machine learning algorithm to use for your specific data is selected for you. This process enables you to generate machine learning models quickly. [Learn more about automated machine learning](concept-automated-ml.md).
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For an end to end example, try the [tutorial for creating a classification model with Azure Machine Learning's automated ML interface](tutorial-first-experiment-automated-ml.md).
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If you prefer a more code-based experience, you can also [configure your automated machine learning experiments in Python](how-to-configure-auto-train.md) with the [Azure Machine Learning SDK](https://docs.microsoft.com/python/api/overview/azure/ml/intro?view=azure-ml-py).
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For a Python code-based experience, [configure your automated machine learning experiments](how-to-configure-auto-train.md) with the Azure Machine Learning SDK.
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## Prerequisites
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* An Azure subscription. If you don’t have an Azure subscription, create a free account before you begin. Try the [free or paid version of Azure Machine Learning](https://aka.ms/AMLFree) today.
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* An Azure subscription. If you don't have an Azure subscription, create a free account before you begin. Try the [free or paid version of Azure Machine Learning](https://aka.ms/AMLFree) today.
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* An Azure Machine Learning workspace with a type of **Enterprise edition**. See [Create an Azure Machine Learning workspace](how-to-manage-workspace.md). To upgrade an existing workspace to Enterprise edition, see [Upgrade to Enterprise edition](how-to-manage-workspace.md#upgrade).
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## Get started
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1. Sign in to [Azure Machine Learning studio](https://ml.azure.com).
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1. Sign in to Azure Machine Learning at https://ml.azure.com.
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1. Select your subscription and workspace.
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|Impute missing values|For numerical features, impute with average of values in the column.<br/><br/>For categorical features, impute with most frequent value.|
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|Generate additional features|For DateTime features: Year, Month, Day, Day of week, Day of year, Quarter, Week of the year, Hour, Minute, Second.<br/><br/>For Text features: Term frequency based on unigrams, bi-grams, and tri-character-grams.|
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|Transform and encode |Numeric features with few unique values are transformed into categorical features.<br/><br/>One-hot encoding is performed for low cardinality categorical; for high cardinality, one-hot-hash encoding.|
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|Word embeddings|Text featurizer that converts vectors of text tokens into sentence vectors using a pre-trained model. Each word’s embedding vector in a document is aggregated together to produce a document feature vector.|
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|Word embeddings|Text featurizer that converts vectors of text tokens into sentence vectors using a pre-trained model. Each word's embedding vector in a document is aggregated together to produce a document feature vector.|
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|Target encodings|For categorical features, maps each category with averaged target value for regression problems, and to the class probability for each class for classification problems. Frequency-based weighting and k-fold cross validation is applied to reduce over fitting of the mapping and noise caused by sparse data categories.|
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|Text target encoding|For text input, a stacked linear model with bag-of-words is used to generate the probability of each class.|
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|Weight of Evidence (WoE)|Calculates WoE as a measure of correlation of categorical columns to the target column. It is calculated as the log of the ratio of in-class vs out-of-class probabilities. This step outputs one numerical feature column per class and removes the need to explicitly impute missing values and outlier treatment.|
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Guardrail|Status|Condition for trigger
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Missing values imputation |**Passed** <br> <br> **Fixed**|No missing value in any of the input columns <br> <br> Some columns have missing values
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Missing values imputation |**Passed** <br> <br> **Fixed**|No missing value in any of the input columns <br> <br> Some columns have missing values
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Cross validation|**Done**|If no explicit validation set is provided
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High cardinality feature detection|**Passed** <br> <br>**Done**|No high cardinality features were detected <br><br> High cardinality input columns were detected
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Class balance detection|**Passed** <br><br><br>**Alerted** |Classes are balanced in the training data; A dataset is considered balanced if each class has good representation in the dataset, as measured by number and ratio of samples <br> <br> Classes in the training data are imbalanced
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High cardinality feature detection|**Passed** <br> <br>**Done**|No high cardinality features were detected <br><br> High cardinality input columns were detected
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Class balance detection|**Passed** <br><br><br>**Alerted** |Classes are balanced in the training data; A dataset is considered balanced if each class has good representation in the dataset, as measured by number and ratio of samples <br> <br> Classes in the training data are imbalanced
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Time-series data consistency|**Passed** <br><br><br><br> **Fixed** |<br> The selected {horizon, lag, rolling window} value(s) were analyzed, and no potential out-of-memory issues were detected. <br> <br>The selected {horizon, lag, rolling window} values were analyzed and will potentially cause your experiment to run out of memory. The lag or rolling window has been turned off.
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## Run experiment and view results
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1. Select **Deploy**. Deployment can take about 20 minutes to complete.
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Now you have an operational web service to generate predictions! You can test the predictions by querying the service from [Power BI’s built in Azure Machine Learning support](how-to-consume-web-service.md#consume-the-service-from-power-bi).
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Now you have an operational web service to generate predictions! You can test the predictions by querying the service from [Power BI's built in Azure Machine Learning support](how-to-consume-web-service.md#consume-the-service-from-power-bi).
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## Next steps
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* Try the end to end [tutorial for creating your first automated ML experiment with Azure Machine Learning studio](tutorial-first-experiment-automated-ml.md).
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*[Learn more about automated machine learning](concept-automated-ml.md) and Azure Machine Learning.
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### Single-node training
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Use an `Estimator` for a single-node training run on remote compute in Azure for a scikit-learn model. You should have already created your [compute target](how-to-set-up-training-targets.md#amlcompute) object `compute_target` and your [datastore](how-to-access-data.md) object `ds`.
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Use an `Estimator` for a single-node training run on remote compute in Azure for a scikit-learn model. You should have already created your [compute target](how-to-set-up-training-targets.md#amlcompute) object `compute_target` and your [FileDataset](how-to-create-register-datasets.md) object `ds`.
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