Fix CV macro to output the warnings data view properly.

src/Microsoft.ML.Data/Evaluators/MulticlassClassifierEvaluator.cs

@@ -256,6 +256,8 @@ public Double MacroAvgAccuracy
                 {
                     get
                     {
+                        if (_numInstances == 0)
+                            return 0;
                         Double macroAvgAccuracy = 0;
                         int countOfNonEmptyClasses = 0;
                         for (int i = 0; i < _numClasses; ++i)
@@ -267,8 +269,7 @@ public Double MacroAvgAccuracy
                             }
                         }
 
-                        Contracts.Assert(countOfNonEmptyClasses > 0);
-                        return macroAvgAccuracy / countOfNonEmptyClasses;
+                        return countOfNonEmptyClasses > 0 ? macroAvgAccuracy / countOfNonEmptyClasses : 0;
                     }
                 }
 

src/Microsoft.ML.StandardLearners/Standard/OlsLinearRegression.cs

@@ -28,8 +28,6 @@
     "OLS Linear Regression Executor",
     OlsLinearRegressionPredictor.LoaderSignature)]
 
-[assembly: LoadableClass(typeof(void), typeof(OlsLinearRegressionTrainer), null, typeof(SignatureEntryPointModule), OlsLinearRegressionTrainer.LoadNameValue)]
-
 namespace Microsoft.ML.Runtime.Learners
 {
     public sealed class OlsLinearRegressionTrainer : TrainerBase<RoleMappedData, OlsLinearRegressionPredictor>

src/Microsoft.ML/Runtime/EntryPoints/CrossValidationMacro.cs

@@ -381,6 +381,10 @@ public static CommonOutputs.MacroOutput<Output> CrossValidate(
             // Set the input bindings for the CombineMetrics entry point.
             var combineInputBindingMap = new Dictionary<string, List<ParameterBinding>>();
             var combineInputMap = new Dictionary<ParameterBinding, VariableBinding>();
+
+            var warningsArray = new SimpleParameterBinding(nameof(combineArgs.Warnings));
+            combineInputBindingMap.Add(nameof(combineArgs.Warnings), new List<ParameterBinding> { warningsArray });
+            combineInputMap.Add(warningsArray, new SimpleVariableBinding(warningsOutput.OutputData.VarName));
             var overallArray = new SimpleParameterBinding(nameof(combineArgs.OverallMetrics));
             combineInputBindingMap.Add(nameof(combineArgs.OverallMetrics), new List<ParameterBinding> { overallArray });
             combineInputMap.Add(overallArray, new SimpleVariableBinding(overallMetricsOutput.OutputData.VarName));

test/Microsoft.ML.Core.Tests/UnitTests/TestCSharpApi.cs

@@ -528,6 +528,89 @@ public void TestCrossValidationMacroWithMultiClass()
                     }
                     Assert.Equal(0, rowCount);
                 }
+
+                var warnings = experiment.GetOutput(crossValidateOutput.Warnings);
+                using (var cursor = warnings.GetRowCursor(col => true))
+                    Assert.False(cursor.MoveNext());
+            }
+        }
+
+        [Fact]
+        public void TestCrossValidationMacroMultiClassWithWarnings()
+        {
+            var dataPath = GetDataPath(@"Train-Tiny-28x28.txt");
+            using (var env = new TlcEnvironment(42))
+            {
+                var subGraph = env.CreateExperiment();
+
+                var nop = new ML.Transforms.NoOperation();
+                var nopOutput = subGraph.Add(nop);
+
+                var learnerInput = new ML.Trainers.LogisticRegressionClassifier
+                {
+                    TrainingData = nopOutput.OutputData,
+                    NumThreads = 1
+                };
+                var learnerOutput = subGraph.Add(learnerInput);
+
+                var experiment = env.CreateExperiment();
+                var importInput = new ML.Data.TextLoader(dataPath);
+                var importOutput = experiment.Add(importInput);
+
+                var filter = new ML.Transforms.RowRangeFilter();
+                filter.Data = importOutput.Data;
+                filter.Column = "Label";
+                filter.Min = 0;
+                filter.Max = 5;
+                var filterOutput = experiment.Add(filter);
+
+                var term = new ML.Transforms.TextToKeyConverter();
+                term.Column = new[]
+                {
+                    new ML.Transforms.TermTransformColumn()
+                    {
+                        Source = "Label", Name = "Strat", Sort = ML.Transforms.TermTransformSortOrder.Value
+                    }
+                };
+                term.Data = filterOutput.OutputData;
+                var termOutput = experiment.Add(term);
+
+                var crossValidate = new ML.Models.CrossValidator
+                {
+                    Data = termOutput.OutputData,
+                    Nodes = subGraph,
+                    Kind = ML.Models.MacroUtilsTrainerKinds.SignatureMultiClassClassifierTrainer,
+                    TransformModel = null,
+                    StratificationColumn = "Strat"
+                };
+                crossValidate.Inputs.Data = nop.Data;
+                crossValidate.Outputs.PredictorModel = learnerOutput.PredictorModel;
+                var crossValidateOutput = experiment.Add(crossValidate);
+
+                experiment.Compile();
+                importInput.SetInput(env, experiment);
+                experiment.Run();
+                var warnings = experiment.GetOutput(crossValidateOutput.Warnings);
+
+                var schema = warnings.Schema;
+                var b = schema.TryGetColumnIndex("WarningText", out int warningCol);
+                Assert.True(b);
+                using (var cursor = warnings.GetRowCursor(col => col == warningCol))
+                {
+                    var getter = cursor.GetGetter<DvText>(warningCol);
+
+                    b = cursor.MoveNext();
+                    Assert.True(b);
+                    var warning = default(DvText);
+                    getter(ref warning);
+                    Assert.Contains("test instances with class values not seen in the training set.", warning.ToString());
+                    b = cursor.MoveNext();
+                    Assert.True(b);
+                    getter(ref warning);
+                    Assert.Contains("Detected columns of variable length: SortedScores, SortedClasses", warning.ToString());
+                    b = cursor.MoveNext();
+                    Assert.False(b);
+                }
             }
         }