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Save computed additional objectives during search #4141

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merged 7 commits into from
Apr 14, 2023

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eccabay
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@eccabay eccabay commented Apr 12, 2023

Closes #4140

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codecov bot commented Apr 12, 2023

Codecov Report

Merging #4141 (c50c229) into main (7bc6210) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #4141     +/-   ##
=======================================
+ Coverage   99.7%   99.7%   +0.1%     
=======================================
  Files        349     349             
  Lines      37770   37778      +8     
=======================================
+ Hits       37653   37661      +8     
  Misses       117     117             
Impacted Files Coverage Δ
evalml/automl/automl_search.py 99.6% <100.0%> (+0.1%) ⬆️
evalml/tests/automl_tests/test_automl.py 99.6% <100.0%> (+0.1%) ⬆️

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@eccabay eccabay marked this pull request as ready for review April 12, 2023 20:12
@eccabay eccabay requested review from jeremyliweishih, christopherbunn and chukarsten and removed request for jeremyliweishih April 12, 2023 20:12
else:
holdout_scores = evaluation_results["holdout_scores"]
ranking_additional_objectives = dict(holdout_scores)
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can you clarify for me why we take the holdout score for ranking_additional_objectives here?

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The end goal here is to always use the holdout scores instead of the mean cv scores, since it's conceptually a better method for measuring performance. However, I wanted to keep this as flexible as possible, so that we can still have access to results even if the holdout isn't run, as is the current default. This will enable us to build a recommendation score faster, regardless of the holdout score work.

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LGTM

@chukarsten chukarsten merged commit e75a945 into main Apr 14, 2023
@chukarsten chukarsten deleted the 7231_additional_objectives branch April 14, 2023 17:54
@chukarsten chukarsten mentioned this pull request Apr 18, 2023
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Expose/save additional_objectives computed during AutoMLSearch
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