Train operation should be cancellable.

[kant2002]

System information

• OS version/distro: All supported
• .NET Version (eg., dotnet --info): All supported.

Issue

• I attempt to write training of the models using API as part of internal pipeline
• After I run pipeline.Train() I was not able to stop training using standard .NET CancellationToken API
• Please provide ability to cancel such long running operation as training.

[Zruty0]

With the new API we are going to expose IHostEnvironment to you (see https://github.com/dotnet/machinelearning/blob/master/src/Microsoft.ML.Core/Data/IHostEnvironment.cs).
Here's how you can cancel a process using that:

var env = new TlcEnvironment(); // Class name subject to change.
var host = env.Register("some user name");

var pipeline = ... // create pipeline using 'host'.
pipeline.Fit(data);

If you call host.StopExecution(), the training process will terminate with an exception.
I am not sure why we discarded the standard CancellationToken API. It was definitely considered at that time, but I forgot what was the reason not to use it.

[kant2002]

@Zruty0 are the IHostEnvironment could be used in the 0.4.0, or I should use nightlies for accessing this functionality? I'm aware about API change, just do not research on new API yet.

[klausmh]

Could you provide an example of "var pipeline = ... // create pipeline using 'host'." in the current version of ML.NET?

[codemzs]

Done as part of #2797

[kant2002]

Thanks!