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Port Time Series (#977)
* Port of time series.
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‎Microsoft.ML.sln

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@@ -115,14 +115,18 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Analyzer", "sr
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.StaticPipelineTesting", "test\Microsoft.ML.StaticPipelineTesting\Microsoft.ML.StaticPipelineTesting.csproj", "{8B38BF24-35F4-4787-A9C5-22D35987106E}"
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.TimeSeries", "src\Microsoft.ML.TimeSeries\Microsoft.ML.TimeSeries.csproj", "{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}"
119+
EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.OnnxTransform", "src\Microsoft.ML.OnnxTransform\Microsoft.ML.OnnxTransform.csproj", "{8C05642D-C3AA-4972-B02C-93681161A6BC}"
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.DnnAnalyzer", "src\Microsoft.ML.DnnAnalyzer\Microsoft.ML.DnnAnalyzer\Microsoft.ML.DnnAnalyzer.csproj", "{73DAAC82-D308-48CC-8FFE-3B037F8BBCCA}"
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EndProject
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Microsoft.ML.OnnxTransformTest", "test\Microsoft.ML.OnnxTransformTest\Microsoft.ML.OnnxTransformTest.csproj", "{49D03292-8AFE-4B82-823C-D047BF8420F7}"
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.OnnxTransformTest", "test\Microsoft.ML.OnnxTransformTest\Microsoft.ML.OnnxTransformTest.csproj", "{49D03292-8AFE-4B82-823C-D047BF8420F7}"
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EndProject
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Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Benchmarks.Tests", "test\Microsoft.ML.Benchmarks.Tests\Microsoft.ML.Benchmarks.Tests.csproj", "{B6C83F04-A04B-4F00-9E68-1EC411F9317C}"
125127
EndProject
128+
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.TimeSeries.Tests", "test\Microsoft.ML.TimeSeries.Tests\Microsoft.ML.TimeSeries.Tests.csproj", "{4B101D58-E7E4-4877-A536-A9B41E2E82A3}"
129+
EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
@@ -427,6 +431,14 @@ Global
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{8B38BF24-35F4-4787-A9C5-22D35987106E}.Release|Any CPU.Build.0 = Release|Any CPU
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{8B38BF24-35F4-4787-A9C5-22D35987106E}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
434+
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug-Intrinsics|Any CPU.Build.0 = Debug-Intrinsics|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release|Any CPU.ActiveCfg = Release|Any CPU
439+
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release|Any CPU.Build.0 = Release|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
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{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
@@ -459,6 +471,14 @@ Global
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{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release|Any CPU.Build.0 = Release|Any CPU
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{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
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{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
474+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
475+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug|Any CPU.Build.0 = Debug|Any CPU
476+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
477+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug-Intrinsics|Any CPU.Build.0 = Debug-Intrinsics|Any CPU
478+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release|Any CPU.ActiveCfg = Release|Any CPU
479+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release|Any CPU.Build.0 = Release|Any CPU
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{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
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{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
@@ -506,10 +526,12 @@ Global
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{8B38BF24-35F4-4787-A9C5-22D35987106E} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
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{8C05642D-C3AA-4972-B02C-93681161A6BC} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
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{73DAAC82-D308-48CC-8FFE-3B037F8BBCCA} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
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{49D03292-8AFE-4B82-823C-D047BF8420F7} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
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{B6C83F04-A04B-4F00-9E68-1EC411F9317C} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
534+
{4B101D58-E7E4-4877-A536-A9B41E2E82A3} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
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EndGlobalSection
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GlobalSection(ExtensibilityGlobals) = postSolution
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SolutionGuid = {41165AF1-35BB-4832-A189-73060F82B01D}

‎build/Dependencies.props

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@@ -8,7 +8,7 @@
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<SystemReflectionEmitLightweightPackageVersion>4.3.0</SystemReflectionEmitLightweightPackageVersion>
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<PublishSymbolsPackageVersion>1.0.0-beta-62824-02</PublishSymbolsPackageVersion>
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<LightGBMPackageVersion>2.1.2.2</LightGBMPackageVersion>
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<MlNetMklDepsPackageVersion>0.0.0.6</MlNetMklDepsPackageVersion>
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<MlNetMklDepsPackageVersion>0.0.0.7</MlNetMklDepsPackageVersion>
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<SystemDrawingCommonPackageVersion>4.5.0</SystemDrawingCommonPackageVersion>
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<BenchmarkDotNetVersion>0.11.1</BenchmarkDotNetVersion>
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<TensorFlowVersion>1.10.0</TensorFlowVersion>

‎pkg/Microsoft.ML.HalLearners/Microsoft.ML.HalLearners.nupkgproj

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<ItemGroup>
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<ProjectReference Include="../Microsoft.ML/Microsoft.ML.nupkgproj" />
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<ProjectReference Include="../Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj" />
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</ItemGroup>
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<ItemGroup>
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<Content Include="$(PackagesDir)\mlnetmkldeps\$(MlNetMklDepsPackageVersion)\LICENSE.txt" Pack="true" PackagePath=".\NOTICE.txt" />
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<Content Include="..\common\CommonPackage.props" Pack="true" PackagePath="build\netstandard2.0\$(MSBuildProjectName).props" />
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</ItemGroup>
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‎pkg/Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj

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<Project Sdk="Microsoft.NET.Sdk" DefaultTargets="Pack">
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<PropertyGroup>
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<Authors>Intel</Authors>
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<TargetFramework>netstandard2.0</TargetFramework>
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<PackageDescription>$(MSBuildProjectName) contains the MKL library redistributed as a NuGet package.</PackageDescription>
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<PackageTags>$(PackageTags) MLNET MKL</PackageTags>
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</PropertyGroup>
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<ItemGroup>
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<Content Include="..\common\CommonPackage.props" Pack="true" PackagePath="build\netstandard2.0\$(MSBuildProjectName).props" />
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<Content Include="$(PackagesDir)\mlnetmkldeps\$(MlNetMklDepsPackageVersion)\LICENSE.txt" Pack="true" PackagePath=".\NOTICE.txt" />
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</ItemGroup>
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</Project>

‎pkg/Microsoft.ML.TimeSeries/Microsoft.ML.TimeSeries.nupkgproj

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<Project Sdk="Microsoft.NET.Sdk" DefaultTargets="Pack">
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<PropertyGroup>
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<TargetFramework>netstandard2.0</TargetFramework>
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<PackageDescription>Microsoft.ML.TimeSeries contains ML.NET Time Series prediction algorithms. Uses Intel Mkl.</PackageDescription>
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</PropertyGroup>
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<ItemGroup>
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<ProjectReference Include="../Microsoft.ML/Microsoft.ML.nupkgproj" />
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<ProjectReference Include="../Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj" />
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</ItemGroup>
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</Project>

‎pkg/Microsoft.ML.TimeSeries/Microsoft.ML.TimeSeries.symbols.nupkgproj

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<Project DefaultTargets="Pack">
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<Import Project="Microsoft.ML.TimeSeries.nupkgproj" />
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</Project>

‎src/Common/AssemblyLoadingUtils.cs

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@@ -152,6 +152,7 @@ private static bool ShouldSkipPath(string path)
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case "mklimports.dll":
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case "microsoft.research.controls.decisiontrees.dll":
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case "microsoft.ml.neuralnetworks.sse.dll":
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case "mklproxynative.dll":
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case "neuraltreeevaluator.dll":
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case "optimizationbuilderdotnet.dll":
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case "parallelcommunicator.dll":

‎src/Microsoft.ML.HalLearners/Microsoft.ML.HalLearners.csproj

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@@ -10,7 +10,6 @@
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<ProjectReference Include="..\Microsoft.ML.Core\Microsoft.ML.Core.csproj" />
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<ProjectReference Include="..\Microsoft.ML.Data\Microsoft.ML.Data.csproj" />
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<ProjectReference Include="..\Microsoft.ML.StandardLearners\Microsoft.ML.StandardLearners.csproj" />
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<PackageReference Include="MlNetMklDeps" Version="$(MlNetMklDepsPackageVersion)" />
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</ItemGroup>
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</Project>

‎src/Microsoft.ML.HalLearners/SymSgdClassificationTrainer.cs

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@@ -754,6 +754,9 @@ private void CheckLabel(RoleMappedData examples, out int weightSetCount)
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private static unsafe class Native
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{
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//To triger the loading of MKL library since SymSGD native library depends on it.
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static Native() => ErrorMessage(0);
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internal const string DllName = "SymSgdNative";
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[DllImport(DllName), SuppressUnmanagedCodeSecurity]
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{
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DeallocateSequentially((State*)stateGCHandle.AddrOfPinnedObject());
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}
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// See: https://software.intel.com/en-us/node/521990
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[System.Security.SuppressUnmanagedCodeSecurity]
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[DllImport("MklImports", EntryPoint = "DftiErrorMessage", CallingConvention = CallingConvention.Cdecl, CharSet = CharSet.Auto)]
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private static extern IntPtr ErrorMessage(int status);
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}
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/// <summary>

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