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Merged
merged 48 commits into from
Oct 2, 2018
Merged

Port Time Series #977

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e6d264b
time series.
codemzs Sep 21, 2018
90f9cbe
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 21, 2018
393b1e0
fixes.
codemzs Sep 21, 2018
b4e34a5
more tests and PR feedback.
codemzs Sep 21, 2018
bf3e1f7
cleanup.
codemzs Sep 21, 2018
14dc307
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 21, 2018
da4d0ed
fix linux/macOS test failures.
codemzs Sep 21, 2018
13af732
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 25, 2018
f9d4ad8
PR feedback.
codemzs Sep 25, 2018
948cc04
build break.
codemzs Sep 25, 2018
acadfa2
Add MKL proxy.
codemzs Sep 25, 2018
21177c6
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 25, 2018
ba44da2
Add MKL proxy.
codemzs Sep 25, 2018
474de5a
fix tests.
codemzs Sep 25, 2018
6bc60cb
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 25, 2018
52edb05
linux build break.
codemzs Sep 26, 2018
acf92d4
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 26, 2018
be0a01b
fix tests.
codemzs Sep 26, 2018
efc5e60
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 28, 2018
ee33ed0
Package time series into its own nuget and address PR comments.
codemzs Sep 28, 2018
8ce7436
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 28, 2018
649406b
PR feedback.
codemzs Sep 28, 2018
6f056d2
PR feedback.
codemzs Sep 28, 2018
82588fe
PR feedback.
codemzs Sep 28, 2018
994c6f6
remove mkl binaries from Time Series nuget.
codemzs Sep 28, 2018
2e66689
remove mkl binaries from HAL and Time Series nugets.
codemzs Sep 29, 2018
1dbd82b
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Sep 29, 2018
5002d18
add rpath to mkllib and use that in mklproxy and symsgd native code t…
codemzs Sep 29, 2018
32b36cd
misc.
codemzs Sep 29, 2018
5dd59a2
change mkl lib id to contain rpath before linking happens with native…
codemzs Sep 29, 2018
a7b7a84
More tests.
codemzs Sep 30, 2018
1c19bdb
Path combine.
codemzs Sep 30, 2018
28ee009
Path combine.
codemzs Sep 30, 2018
d46e155
port over time series from TFS repo.
codemzs Sep 30, 2018
61d5cb2
PR feedback.
codemzs Oct 2, 2018
e62ba6a
PR feedback.
codemzs Oct 2, 2018
023ed8f
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Oct 2, 2018
c5ac54d
misc.
codemzs Oct 2, 2018
bb73184
cleanup.
codemzs Oct 2, 2018
be7ccff
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Oct 2, 2018
4c08db4
clean up and enable a test.
codemzs Oct 2, 2018
69a1006
Merge branch 'master' of https://github.com/dotnet/machinelearning in…
codemzs Oct 2, 2018
9cefcdd
PR feedback.
codemzs Oct 2, 2018
386e697
PR feedback.
codemzs Oct 2, 2018
b50543a
PR feedback.
codemzs Oct 2, 2018
61ba084
PR feedback.
codemzs Oct 2, 2018
81cae6f
PR feedback.
codemzs Oct 2, 2018
b30cbd2
PR feedback.
codemzs Oct 2, 2018
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24 changes: 23 additions & 1 deletion Microsoft.ML.sln
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -115,14 +115,18 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.Analyzer", "sr
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.StaticPipelineTesting", "test\Microsoft.ML.StaticPipelineTesting\Microsoft.ML.StaticPipelineTesting.csproj", "{8B38BF24-35F4-4787-A9C5-22D35987106E}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.TimeSeries", "src\Microsoft.ML.TimeSeries\Microsoft.ML.TimeSeries.csproj", "{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}"
EndProject
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.OnnxTransform", "src\Microsoft.ML.OnnxTransform\Microsoft.ML.OnnxTransform.csproj", "{8C05642D-C3AA-4972-B02C-93681161A6BC}"
EndProject
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}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Microsoft.ML.OnnxTransformTest", "test\Microsoft.ML.OnnxTransformTest\Microsoft.ML.OnnxTransformTest.csproj", "{49D03292-8AFE-4B82-823C-D047BF8420F7}"
Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Microsoft.ML.OnnxTransformTest", "test\Microsoft.ML.OnnxTransformTest\Microsoft.ML.OnnxTransformTest.csproj", "{49D03292-8AFE-4B82-823C-D047BF8420F7}"
EndProject
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}"
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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}"
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Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|Any CPU = Debug|Any CPU
Expand Down Expand Up @@ -427,6 +431,14 @@ Global
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{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug|Any CPU.Build.0 = Debug|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Debug-Intrinsics|Any CPU.Build.0 = Debug-Intrinsics|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release|Any CPU.ActiveCfg = Release|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release|Any CPU.Build.0 = Release|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug|Any CPU.Build.0 = Debug|Any CPU
{8C05642D-C3AA-4972-B02C-93681161A6BC}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
Expand Down Expand Up @@ -459,6 +471,14 @@ Global
{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release|Any CPU.Build.0 = Release|Any CPU
{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
{B6C83F04-A04B-4F00-9E68-1EC411F9317C}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug|Any CPU.Build.0 = Debug|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug-Intrinsics|Any CPU.ActiveCfg = Debug-Intrinsics|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Debug-Intrinsics|Any CPU.Build.0 = Debug-Intrinsics|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release|Any CPU.ActiveCfg = Release|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release|Any CPU.Build.0 = Release|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release-Intrinsics|Any CPU.ActiveCfg = Release-Intrinsics|Any CPU
{4B101D58-E7E4-4877-A536-A9B41E2E82A3}.Release-Intrinsics|Any CPU.Build.0 = Release-Intrinsics|Any CPU
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
Expand Down Expand Up @@ -506,10 +526,12 @@ Global
{570A0B8A-5463-44D2-8521-54C0CA4CACA9} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
{6DEF0F40-3853-47B3-8165-5F24BA5E14DF} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
{8B38BF24-35F4-4787-A9C5-22D35987106E} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
{5A79C7F0-3D99-4123-B0DA-7C9FFCD13132} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
{8C05642D-C3AA-4972-B02C-93681161A6BC} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
{73DAAC82-D308-48CC-8FFE-3B037F8BBCCA} = {09EADF06-BE25-4228-AB53-95AE3E15B530}
{49D03292-8AFE-4B82-823C-D047BF8420F7} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
{B6C83F04-A04B-4F00-9E68-1EC411F9317C} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
{4B101D58-E7E4-4877-A536-A9B41E2E82A3} = {AED9C836-31E3-4F3F-8ABC-929555D3F3C4}
EndGlobalSection
GlobalSection(ExtensibilityGlobals) = postSolution
SolutionGuid = {41165AF1-35BB-4832-A189-73060F82B01D}
Expand Down
2 changes: 1 addition & 1 deletion build/Dependencies.props
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Expand Up @@ -8,7 +8,7 @@
<SystemReflectionEmitLightweightPackageVersion>4.3.0</SystemReflectionEmitLightweightPackageVersion>
<PublishSymbolsPackageVersion>1.0.0-beta-62824-02</PublishSymbolsPackageVersion>
<LightGBMPackageVersion>2.1.2.2</LightGBMPackageVersion>
<MlNetMklDepsPackageVersion>0.0.0.6</MlNetMklDepsPackageVersion>
<MlNetMklDepsPackageVersion>0.0.0.7</MlNetMklDepsPackageVersion>
<SystemDrawingCommonPackageVersion>4.5.0</SystemDrawingCommonPackageVersion>
<BenchmarkDotNetVersion>0.11.1</BenchmarkDotNetVersion>
<TensorFlowVersion>1.10.0</TensorFlowVersion>
Expand Down
2 changes: 1 addition & 1 deletion pkg/Microsoft.ML.HalLearners/Microsoft.ML.HalLearners.nupkgproj
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Expand Up @@ -7,10 +7,10 @@

<ItemGroup>
<ProjectReference Include="../Microsoft.ML/Microsoft.ML.nupkgproj" />
<ProjectReference Include="../Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj" />
</ItemGroup>

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

Expand Down
14 changes: 14 additions & 0 deletions pkg/Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj
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@@ -0,0 +1,14 @@
<Project Sdk="Microsoft.NET.Sdk" DefaultTargets="Pack">

<PropertyGroup>
<Authors>Intel</Authors>
<TargetFramework>netstandard2.0</TargetFramework>
<PackageDescription>$(MSBuildProjectName) contains the MKL library redistributed as a NuGet package.</PackageDescription>
<PackageTags>$(PackageTags) MLNET MKL</PackageTags>
</PropertyGroup>

<ItemGroup>
<Content Include="..\common\CommonPackage.props" Pack="true" PackagePath="build\netstandard2.0\$(MSBuildProjectName).props" />
<Content Include="$(PackagesDir)\mlnetmkldeps\$(MlNetMklDepsPackageVersion)\LICENSE.txt" Pack="true" PackagePath=".\NOTICE.txt" />
</ItemGroup>
</Project>
13 changes: 13 additions & 0 deletions pkg/Microsoft.ML.TimeSeries/Microsoft.ML.TimeSeries.nupkgproj
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@@ -0,0 +1,13 @@
<Project Sdk="Microsoft.NET.Sdk" DefaultTargets="Pack">

<PropertyGroup>
<TargetFramework>netstandard2.0</TargetFramework>
<PackageDescription>Microsoft.ML.TimeSeries contains ML.NET Time Series prediction algorithms. Uses Intel Mkl.</PackageDescription>
</PropertyGroup>

<ItemGroup>
<ProjectReference Include="../Microsoft.ML/Microsoft.ML.nupkgproj" />
<ProjectReference Include="../Microsoft.ML.Mkl.Redist/Microsoft.ML.Mkl.Redist.nupkgproj" />
</ItemGroup>

</Project>
5 changes: 5 additions & 0 deletions pkg/Microsoft.ML.TimeSeries/Microsoft.ML.TimeSeries.symbols.nupkgproj
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@@ -0,0 +1,5 @@
<Project DefaultTargets="Pack">

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

</Project>
1 change: 1 addition & 0 deletions src/Common/AssemblyLoadingUtils.cs
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Expand Up @@ -152,6 +152,7 @@ private static bool ShouldSkipPath(string path)
case "mklimports.dll":
case "microsoft.research.controls.decisiontrees.dll":
case "microsoft.ml.neuralnetworks.sse.dll":
case "mklproxynative.dll":
case "neuraltreeevaluator.dll":
case "optimizationbuilderdotnet.dll":
case "parallelcommunicator.dll":
Expand Down
1 change: 0 additions & 1 deletion src/Microsoft.ML.HalLearners/Microsoft.ML.HalLearners.csproj
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Expand Up @@ -10,7 +10,6 @@
<ProjectReference Include="..\Microsoft.ML.Core\Microsoft.ML.Core.csproj" />
<ProjectReference Include="..\Microsoft.ML.Data\Microsoft.ML.Data.csproj" />
<ProjectReference Include="..\Microsoft.ML.StandardLearners\Microsoft.ML.StandardLearners.csproj" />
<PackageReference Include="MlNetMklDeps" Version="$(MlNetMklDepsPackageVersion)" />
</ItemGroup>

</Project>
8 changes: 8 additions & 0 deletions src/Microsoft.ML.HalLearners/SymSgdClassificationTrainer.cs
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Expand Up @@ -754,6 +754,9 @@ private void CheckLabel(RoleMappedData examples, out int weightSetCount)

private static unsafe class Native
{
//To triger the loading of MKL library since SymSGD native library depends on it.
static Native() => ErrorMessage(0);

internal const string DllName = "SymSgdNative";

[DllImport(DllName), SuppressUnmanagedCodeSecurity]
Expand Down Expand Up @@ -848,6 +851,11 @@ public static void DeallocateSequentially(GCHandle stateGCHandle)
{
DeallocateSequentially((State*)stateGCHandle.AddrOfPinnedObject());
}

// See: https://software.intel.com/en-us/node/521990
[System.Security.SuppressUnmanagedCodeSecurity]
[DllImport("MklImports", EntryPoint = "DftiErrorMessage", CallingConvention = CallingConvention.Cdecl, CharSet = CharSet.Auto)]
private static extern IntPtr ErrorMessage(int status);
}

/// <summary>
Expand Down
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