Add mlflow loader, with log_model and load_model support

Author: Eduardo de Leon

python/interpret-core/interpret/glassbox/mlflow/.gitignore

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+mlruns

python/interpret-core/interpret/glassbox/mlflow/__init__.py

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+import json
+import os
+import yaml
+
+from tempfile import TemporaryDirectory
+
+import interpret
+
+
+def load_model(*args, **kwargs):
+    import mlflow.pyfunc
+    return mlflow.pyfunc.load_model(*args, **kwargs)
+
+
+def _load_pyfunc(path):
+    import cloudpickle as pickle
+    with open(os.path.join(path, "model.pkl"), "rb") as f:
+        return pickle.load(f)
+
+def _save_model(model, output_path):
+    import cloudpickle as pickle
+    if not os.path.exists(output_path):
+        os.mkdir(output_path)
+    with open(os.path.join(output_path, "model.pkl"), "wb") as stream:
+        pickle.dump(model, stream)
+    try:
+        with open(os.path.join(output_path, "global_explanation.json"), "w") as stream:
+            json.dump(model.explain_global().data(-1)["mli"], stream)
+    except ValueError as e:
+        raise Exception("Unsupported glassbox model type {}. Failed with error {}.".format(type(model), e))
+
+def log_model(path, model):
+    try:
+        import mlflow.pyfunc
+    except ImportError as e:
+        raise Exception("Could not log_model to mlflow. Missing mlflow dependency, pip install mlflow to resolve the error: {}.".format(e))
+
+    with TemporaryDirectory() as tempdir:
+        _save_model(model, tempdir)
+
+        conda_env = {"name": "mlflow-env",
+                     "channels": ["defaults"],
+                     "dependencies": ["interpret=".format(interpret.version.__version__),
+                                      "cloudpickle==0.5.8"
+                                     ]
+                    }
+        conda_path = os.path.join(tempdir, "conda.yaml")  # TODO Open issue and bug fix for dict support
+        with open(conda_path, "w") as stream:
+            yaml.dump(conda_env, stream)
+        mlflow.pyfunc.log_model(path, loader_module="interpret.glassbox.mlflow", data_path=tempdir, conda_env=conda_path)

python/interpret-core/interpret/glassbox/mlflow/test/test_save_load_model.py

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+# Copyright (c) 2019 Microsoft Corporation
+# Distributed under the MIT software license
+
+import json
+import os
+
+import pytest
+
+from sklearn.datasets import load_breast_cancer, load_boston
+from sklearn.linear_model import LogisticRegression as SKLogistic
+from sklearn.linear_model import Lasso as SKLinear
+
+from interpret.glassbox.linear import LogisticRegression, LinearRegression
+from interpret.glassbox.mlflow import load_model, log_model
+
+
+@pytest.fixture()
+def glassbox_model():
+    boston = load_boston()
+    return LinearRegression(feature_names=boston.feature_names, random_state=1)
+
+
+@pytest.fixture()
+def model():
+    return SKLinear(random_state=1)
+
+
+def test_linear_regression_save_load(glassbox_model, model):
+    boston = load_boston()
+    X, y = boston.data, boston.target
+
+    model.fit(X, y)
+    glassbox_model.fit(X, y)
+
+    save_location = "save_location"
+    log_model(save_location, glassbox_model)
+
+
+    import mlflow
+    glassbox_model_loaded = load_model("runs:/{}/{}".format(mlflow.active_run().info.run_id, save_location))
+
+    name = "name"
+    explanation_glassbox_data = glassbox_model.explain_global(name).data(-1)["mli"]
+    explanation_glassbox_data_loaded = glassbox_model_loaded.explain_global(name).data(-1)["mli"]
+    assert explanation_glassbox_data == explanation_glassbox_data_loaded