Tracking parameters for MLflow

tracking_param.py

for param in parameters_list:
    # start mlflow run
    with mlflow.start_run(run_name='arima_param'):
    
        # log parameters
        mlflow.log_param('param-qs', param[0])
        mlflow.log_param('param-ps', param[1])

        try:
            model = SARIMAX(btc_month.close_box, order=(param[0], d, param[1])).fit(disp=-1)
        except ValueError:
            print('bad parameter combination:', param)
            continue
        aic = model.aic

        # log metric
        mlflow.log_metric("metric", model.aic)

        if aic < best_aic:
            best_model = model
            best_aic = aic
            best_param = param
        results.append([param, model.aic])