Display progress bar for grid search and exponentiated gradient

AUTHORS.md

@@ -23,3 +23,4 @@ All names are sorted alphabetically by last name. Contributors, please add your
 - [Hanna Wallach](https://www.microsoft.com/en-us/research/people/wallach/)
 - [Vincent Xu](https://github.com/vingu)
 - [Beth Zeranski](https://github.com/bethz)
+- [Arjun Singh](https://github.com/arjsingh)

CHANGES.md

@@ -41,6 +41,7 @@
 * Add new constraints and objectives in `ThresholdOptimizer`
 * Add class `InterpolatedThresholder` to represent the fitted `ThresholdOptimizer`
 * Add `fairlearn.datasets` module.
+* Display progress bar for grid search and exponentiated gradient
 
 ### v0.4.6
 

fairlearn/reductions/_exponentiated_gradient/exponentiated_gradient.py

@@ -9,6 +9,7 @@
 from ._constants import _ACCURACY_MUL, _REGRET_CHECK_START_T, _REGRET_CHECK_INCREASE_T, \
     _SHRINK_REGRET, _SHRINK_ETA, _MIN_ITER, _PRECISION, _INDENTATION
 from ._lagrangian import _Lagrangian
+from tqdm import tqdm
 
 from fairlearn.reductions._moments import ClassificationMoment
 from fairlearn._input_validation import _validate_and_reformat_input
@@ -101,7 +102,7 @@ def fit(self, X, y, **kwargs):
 
         last_regret_checked = _REGRET_CHECK_START_T
         last_gap = np.PINF
-        for t in range(0, self.max_iter):
+        for t in tqdm(range(0, self.max_iter)):
             logger.debug("...iter=%03d", t)
 
             # set lambdas for every constraint

fairlearn/reductions/_grid_search/grid_search.py

@@ -9,6 +9,7 @@
 from sklearn.dummy import DummyClassifier
 from sklearn.utils.validation import check_is_fitted
 from time import time
+from tqdm import tqdm
 
 from fairlearn._input_validation import _validate_and_reformat_input, _KW_SENSITIVE_FEATURES
 from fairlearn.reductions._moments import Moment, ClassificationMoment
@@ -151,7 +152,7 @@ def fit(self, X, y, **kwargs):
 
         # Fit the estimates
         logger.debug("Setup complete. Starting grid search")
-        for i in grid.columns:
+        for i in tqdm(grid.columns):
             lambda_vec = grid[i]
             logger.debug("Obtaining weights")
             weights = self.constraints.signed_weights(lambda_vec)

requirements.txt

@@ -4,6 +4,7 @@ numpy>=1.17.2
 pandas>=0.25.1
 scikit-learn>=0.22.1
 scipy>=1.4.1
+tqdm>=4.47.0
 
 # Required for environment
 autopep8

setup.py

@@ -23,7 +23,8 @@
         "numpy>=1.17.2",
         "pandas>=0.25.1",
         "scikit-learn>=0.22.1",
-        "scipy>=1.3.1"
+        "scipy>=1.3.1",
+        "tqdm>=4.47.0"
     ],
     extras_require={
         "customplots": [