datetime columns preprocess for validation data fixed. (#73)

* datetime columns preprocess for validation data fixed.

* code line formatted.

flaml/data.py

@@ -192,12 +192,13 @@ class DataTransformer:
         if isinstance(X, pd.DataFrame):
             X = X.copy()
             n = X.shape[0]
-            cat_columns, num_columns = [], []
+            cat_columns, num_columns, datetime_columns = [], [], []
             drop = False
             for column in X.columns:
                 # sklearn\utils\validation.py needs int/float values
                 if X[column].dtype.name == 'datetime64[ns]':
                     X[column] = X[column].map(datetime.toordinal)
+                    datetime_columns.append(column)
                 if X[column].dtype.name in ('object', 'category'):
                     if X[column].nunique() == 1 or X[column].nunique(
                             dropna=True) == n - X[column].isnull().sum():
@@ -236,7 +237,8 @@ class DataTransformer:
                     SimpleImputer(missing_values=np.nan, strategy='median'),
                     X_num.columns)])
                 X[num_columns] = self.transformer.fit_transform(X_num)
-            self._cat_columns, self._num_columns = cat_columns, num_columns
+            self._cat_columns, self._num_columns, self._datetime_columns = cat_columns, \
+                                                                           num_columns, datetime_columns
             self._drop = drop
 
         if task == 'regression':
@@ -249,7 +251,11 @@ class DataTransformer:
 
     def transform(self, X):
         if isinstance(X, pd.DataFrame):
-            cat_columns, num_columns = self._cat_columns, self._num_columns
+            cat_columns, num_columns, datetime_columns = self._cat_columns, \
+                                                         self._num_columns, self._datetime_columns
+            if datetime_columns:
+                for dt_column in datetime_columns:
+                    X[dt_column] = X[dt_column].map(datetime.toordinal)
             X = X[cat_columns + num_columns].copy()
             for column in cat_columns:
                 # print(column, X[column].dtype.name)

test/test_automl.py

@@ -4,6 +4,9 @@ import numpy as np
 import scipy.sparse
 from sklearn.datasets import load_boston, load_iris, load_wine
 
+import pandas as pd
+from datetime import datetime
+
 from flaml import AutoML
 from flaml.data import get_output_from_log
 
@@ -219,6 +222,23 @@ class TestAutoML(unittest.TestCase):
         print(automl_experiment.model)
         print(automl_experiment.predict_proba(X_train)[:5])
 
+    def test_datetime_columns(self):
+
+        automl_experiment = AutoML()
+        automl_settings = {
+            "time_budget":         2,
+            "metric":              'mse',
+            "task":                'regression',
+            "log_file_name":       "test/datetime_columns.log",
+            "log_training_metric": True,
+            "n_jobs":              1,
+            "model_history":       True
+        }
+
+        fake_df = pd.DataFrame({'A': [datetime(1900, 2, 3), datetime(1900, 3, 4)]})
+        y = np.array([0, 1])
+        automl_experiment.fit(X_train=fake_df, X_val=fake_df, y_train=y, y_val=y, **automl_settings)
+
     def test_regression(self):
 
         automl_experiment = AutoML()