[AutoML] If first three iterations all fail, short-circuit AutoML experiment (#3591)

Author: daholste

src/Microsoft.ML.Auto/Experiment/Experiment.cs

@@ -89,6 +89,12 @@ public IList<TRunDetail> Execute()
  break;
  }
 
+ // If after third run, all runs have failed so far, throw exception
+ if (_history.Count() == 3 && _history.All(r => !r.RunSucceded))
+ {
+ throw new InvalidOperationException($"Training failed with the exception: {_history.Last().Exception}");
+ }
+
  } while (_history.Count < _experimentSettings.MaxModels &&
  !_experimentSettings.CancellationToken.IsCancellationRequested &&
  stopwatch.Elapsed.TotalSeconds < _experimentSettings.MaxExperimentTimeInSeconds);

src/Microsoft.ML.Auto/Experiment/SuggestedPipelineRunDetails/SuggestedPipelineCrossValRunDetail.cs

@@ -42,6 +42,7 @@ internal SuggestedPipelineCrossValRunDetail(SuggestedPipeline pipeline,
  IEnumerable<SuggestedPipelineTrainResult<TMetrics>> results) : base(pipeline, score, runSucceeded)
  {
  Results = results;
+ Exception = Results.Select(r => r.Exception).FirstOrDefault(e => e != null);
  }
 
  public CrossValidationRunDetail<TMetrics> ToIterationResult(IEstimator<ITransformer> preFeaturizer)

src/Microsoft.ML.Auto/Experiment/SuggestedPipelineRunDetails/SuggestedPipelineRunDetail.cs

@@ -12,6 +12,8 @@ internal class SuggestedPipelineRunDetail
  public readonly bool RunSucceded;
  public readonly double Score;
 
+ public Exception Exception { get; set; }
+
  public SuggestedPipelineRunDetail(SuggestedPipeline pipeline, double score, bool runSucceeded)
  {
  Pipeline = pipeline;
@@ -34,7 +36,6 @@ internal class SuggestedPipelineRunDetail<TMetrics> : SuggestedPipelineRunDetail
  {
  public readonly TMetrics ValidationMetrics;
  public readonly ModelContainer ModelContainer;
- public readonly Exception Exception;
 
  internal SuggestedPipelineRunDetail(SuggestedPipeline pipeline,
  double score,