Forecasting: Training failed with error "All instances skipped due to missing features." when choosing "smac" tuner to train SQL server data.

[v-Hailishi]

System Information (please complete the following information):
Windows OS: Windows-11-Enterprise-22H2
ML.Net Model Builder 2022: 17.16.0.2331601 (Main Build)
Microsoft Visual Studio Enterprise: 2022(17.5.5)
.Net: 6.0, 7.0

Describe the bug

• On which step of the process did you run into an issue:
  Training failed with error "All instances skipped due to missing features." when choosing "smac" tuner to train SQL server data.

TestMatrix
https://github.com/dotnet/machinelearning-samples/raw/main/samples/csharp/getting-started/Forecasting_BikeSharingDemand/BikeDemandForecasting/Data/DailyDemand.mdf

To Reproduce
Steps to reproduce the behavior:

1. Select Create a new project from the Visual Studio start window.
2. Choose the C# Console App (.NET Core) project template.
3. Add model builder by right click on the project.
4. Select Forecasting scenario.
5. On Data page, choose the SQL server data source.
6. On the Train page, click the "Advanced training options..." link.
7. Go to "Tuners" tab, choose "smac" tuner and save it.
8. The training would be failed with error "All instances skipped due to missing features.".

Expected behavior
Training successfully.

Screenshot

Additional context
The bug is not repro when choosing "smac" tuner to train (csv,tsv,txt) file data.

[LittleLittleCloud]

This is because all the first 20 trial fails so smac tuner can't initiate correctly.

The fix is to update smac tuner to ignore fail trials during initialization.

[v-Hailishi]

The bug is still repro on the latest main build 17.16.0.2332301.

[LittleLittleCloud]

@v-Hailishi The fix was just merged into main. Maybe try the latest build?

[v-Hailishi]

@LittleLittleCloud The bug is still repro on the latest main build 17.17.0.2332602.

[v-Hailishi]

The bug is still repro on the latest main build 17.19.0.2455701.