#load "SetupML.fsx" //get it from here: http://fssnip.net/7Wi

open System.Threading
open Microsoft.ML
open Microsoft.ML.AutoML

let ctx = MLContext()

//data from here: https://www.kaggle.com/mlg-ulb/creditcardfraud
let trainFile = @"C:\Users\fwaris\Downloads\creditcardfraud\creditcard.csv"
let labelCol = "Class"

let colSelection = ctx.Auto().InferColumns(trainFile, labelCol)

let textLoader = ctx.Data.CreateTextLoader(colSelection.TextLoaderOptions)

let trainView = textLoader.Load(trainFile)

let cts = new CancellationTokenSource()

let expSettings = BinaryExperimentSettings()
expSettings.OptimizingMetric <- BinaryClassificationMetric.AreaUnderRocCurve
expSettings.CancellationToken <- cts.Token

let experiment = ctx.Auto().CreateBinaryClassificationExperiment(expSettings)

let progressReport =
    {new System.IProgress<RunDetail<Data.BinaryClassificationMetrics>> with 
        member x.Report v =
            let auc = v.ValidationMetrics.AreaUnderRocCurve 
            printfn "%s %f" v.TrainerName auc
    }

let results = ref None                                                                                      
async { 
    let r = experiment.Execute(trainView, colSelection.ColumnInformation, progressHandler=progressReport)
    results := Some r
    }
    |> Async.Start

(*
cts.Cancel()      // cancel to get results (can still take a while)



results.Value.Value.RunDetails
|> Seq.sortByDescending (fun x->x.ValidationMetrics.AreaUnderRocCurve)
|> Seq.iter (fun dtl -> printfn "%s %f" dtl.TrainerName dtl.ValidationMetrics.AreaUnderRocCurve)

*)