QuantConnect / QuantConnect/Lean

[Library Upgrade] ray

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bug library-request
Dominant language
C#
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Description

Expected Behavior

autogluon.tabular.TabularPredictor doesn't raise exception. We probably need to upgrade ray and maybe autogluon

Actual Behavior

FATAL UNHANDLED EXCEPTION when we use "high_quality"

  predictor = predictor.fit(
                train_data=train_df,
                presets="high_quality",
                hyperparameters={"GBM": {}},
)

Full code:
https://www.quantconnect.cloud/backtest/9a7197ec020b382b1330f0f1bd56dddc/?theme=chrome

Potential Solution

Upgrade ray since the exception comes from this library

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reproducing the failure with autogluon.tabular.TabularPredictor.fit using the “high_quality” preset and the GBM hyperparameters shown in the issue, using the linked backtest as context. Check the project’s dependency configuration for the ray and autogluon versions involved. Done means the same training path no longer produces the reported FATAL UNHANDLED EXCEPTION.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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