Introduction

MLJ (Machine Learning in Julia) is a toolbox written in Julia providing a common interface and meta-algorithms for selecting, tuning, evaluating, composing and comparing machine learning models written in Julia and other languages. In particular MLJ wraps a large number of scikit-learn models.

MLJ is released under the MIT licensed and sponsored by the Alan Turing Institute.

Try out MLJ in the following notebook on Binder. No installation required.

Key goals

• Offer a consistent way to use, compose and tune machine learning models in Julia,

• Promote the improvement of the Julia ML/Stats ecosystem by making it easier to use models from a wide range of packages,

• Unlock performance gains by exploiting Julia's support for parallelism, automatic differentiation, GPU, optimisation etc.

Key features

• Data agnostic, train models on any data supported by the Tables.jl interface,

• Extensive, state-of-the art, support for model composition (pipelines and learning networks) (see more below),

• Convenient syntax to tune and evaluate (composite) models.

• Consistent interface to handle probabilistic predictions.

• Extensible tuning interface, to support growing number of optimization strategies, and designed to play well with model composition.

Model composability

The generic model composition API's provided by other toolboxes we have surveyed share one or more of the following shortcomings, which do not exist in MLJ:

• Composite models do not inherit all the behavior of ordinary models.

• Composition is limited to linear (non-branching) pipelines.

• Supervised components in a linear pipeline can only occur at the end of the pipeline.

• Only static (unlearned) target transformations/inverse transformations are supported.

• Hyper-parameters in homogeneous model ensembles cannot be coupled.

• Model stacking, with out-of-sample predictions for base learners, cannot be implemented (using the generic API alone).

• Hyper-parameters and/or learned parameters of component models are not easily inspected or manipulated (by tuning algorithms, for example)

• Composite models cannot implement multiple opertations, for example, both a predict and transform method (as in clustering models) or both a transform and inverse_transform method.

Some of these features are demonstrated in this notebook

For more information see the MLJ design paper

Reporting problems

Users are encouraged to provide feedback on their experience using MLJ and to report issues. You can do so here or on the #mlj Julia slack channel.

For known issues that are not strictly MLJ bugs, see here

Installation

Initially it is recommended that MLJ and associated packages be installed in a new environment to avoid package conflicts. You can do this with

julia> using Pkg; Pkg.activate("My_MLJ_env", shared=true)

Installing MLJ is also done with the package manager:

julia> Pkg.add("MLJ")

It is important to note that MLJ is essentially a big wrapper providing a unified access to model providing packages and so you will also need to make sure these packages are available in your environment. For instance, if you want to use a Decision Tree Classifier, you need to have DecisionTree.jl installed:

julia> Pkg.add("DecisionTree");
julia> using MLJ;
julia> @load DecisionTreeClassifier

For a list of models and their packages run

using MLJ
models()

or refer to this table.

It is recommended that you start with models marked as coming from mature packages such as DecisionTree.jl, ScikitLearn.jl or XGBoost.jl.

MLJ is supported by a number of satelite packages (MLJTuning, MLJModelInterface, etc) which the general user is not required to install directly. Developers can learn more about these here

Learning Julia

If you have experience in programming in another language but are new to Julia, then we highly recommend Aaron Christinson's tutorial Dispatching Design Patterns which is nicely compressed in his half-hour video presentation.

However, one doesn't need to be able to program in Julia to start using MLJ.

Learning to use MLJ

The present document, although littered with examples, is primarily intended as a complete reference. For a lightning introduction to MLJ read the Getting Started section of this manual. For more leisurely and extensive tutorials, we highly recommend the MLJ Tutorials website. Each tutorial can be downloaded as a notebook or Julia script to facilitate experimentation. Finally, you may like to checkout the JuliaCon2020 Workshop on MLJ (recorded here).

You can try also MLJ out in the following notebook on Binder, without installing Julia or MLJ.

Users are also welcome to join the #mlj Julia slack channel to ask questions and make suggestions.

Citing MLJ

When presenting work that uses MLJ, please cite the MLJ design paper. Here is the relevant bibtex entry:

@misc{blaom2020mlj,
    title={MLJ: A Julia package for composable machine learning},
    author={Anthony D. Blaom and Franz Kiraly and Thibaut Lienart and Yiannis Simillides and Diego Arenas and Sebastian J. Vollmer},
    year={2020},
    eprint={2007.12285},
    archivePrefix={arXiv},
    primaryClass={cs.LG}
}