[AutoML] If first three iterations all fail, short-circuit AutoML experiment

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,