Use MLFlow with DataRobot API for tracking experimentation
Experimentation is a mandatory activity in any machine learning developer’s day-to-day activities. For time series projects, the number of parameters and settings to tune for achieving the best model is in itself a vast search space.
Many of the experiments in time series use cases are common and repeatable. Tracking these experiments and logging results is a task that needs streamlining. Manual errors and time limitations may lead to selection of suboptimal models leaving better models lost in global minima.
The integration of DataRobot API, Papermill, and MLFlow automates machine learning experimentation so that is becomes easier, robust, and easy to share.
As illustrated below, you will use the orchestration notebook to design and run the experiment notebook, with permutations of parameters handled automatically. At the end of the experiments, copies of the experiment notebook will be available, with the outputs for each permutation for collaboration and reference.