AutoML aggregate exception (#5631)

* added check for aggregate exception

* Update src/Microsoft.ML.AutoML/Experiment/Experiment.cs

Co-authored-by: Eric Erhardt <eric.erhardt@microsoft.com>

* Update src/Microsoft.ML.AutoML/Experiment/Experiment.cs

Co-authored-by: Eric Erhardt <eric.erhardt@microsoft.com>

* pulled message out to private variable so its not duplicated

* Update src/Microsoft.ML.AutoML/Experiment/Experiment.cs

Co-authored-by: Justin Ormont <justinormont@users.noreply.github.com>

Co-authored-by: Eric Erhardt <eric.erhardt@microsoft.com>
Co-authored-by: Justin Ormont <justinormont@users.noreply.github.com>

src/Microsoft.ML.AutoML/Experiment/Experiment.cs

@@ -27,6 +27,10 @@ internal class Experiment<TRunDetail, TMetrics> where TRunDetail : RunDetail
         private readonly IRunner<TRunDetail> _runner;
         private readonly IList<SuggestedPipelineRunDetail> _history;
         private readonly IChannel _logger;
+
+        private readonly string _operationCancelledMessage = "OperationCanceledException has been caught after maximum experiment time" +
+                        "was reached, and the running MLContext was stopped. Details: {0}";
+
         private Timer _maxExperimentTimeTimer;
         private Timer _mainContextCanceledTimer;
         private bool _experimentTimerExpired;
@@ -192,10 +196,24 @@ public IList<TRunDetail> Execute()
                     // This exception is thrown when the IHost/MLContext of the trainer is canceled due to
                     // reaching maximum experiment time. Simply catch this exception and return finished
                     // iteration results.
-                    _logger.Warning("OperationCanceledException has been caught after maximum experiment time" +
-                        "was reached, and the running MLContext was stopped. Details: {0}", e.Message);
+                    _logger.Warning(_operationCancelledMessage, e.Message);
                     return iterationResults;
                 }
+                catch (AggregateException e)
+                {
+                    // This exception is thrown when the IHost/MLContext of the trainer is canceled due to
+                    // reaching maximum experiment time. Simply catch this exception and return finished
+                    // iteration results. For some trainers, like FastTree, because training is done in parallel
+                    // in can throw multiple OperationCancelledExceptions. This causes them to be returned as an
+                    // AggregateException and misses the first catch block. This is to handle that case.
+                    if (e.InnerExceptions.All(exception => exception is OperationCanceledException))
+                    {
+                        _logger.Warning(_operationCancelledMessage, e.Message);
+                        return iterationResults;
+                    }
+
+                    throw;
+                }
             } while (_history.Count < _experimentSettings.MaxModels &&
                     !_experimentSettings.CancellationToken.IsCancellationRequested &&
                     !_experimentTimerExpired);