You can configure that behaviour via customize.
Just do M-x customize-option <return> ac-use-menu-map <return>, then set this option to on (non-nil) and save it for future use.
How did I get this information? I looked at the source code. But it was also possible to find this from M-x customize-group <return> auto-complete <...
This was suggested to me through the org-mode mailing list: replace ‘org-tag-persistent-alist’ instead of org-tag-alist in ~/.emacs. I tried it: autocomplete works for both the local and global tag lists.
What company backends do you use? Remove company-files from company-backends.
company-files is an autoloaded interactive compiled Lisp function in
company-mode completion backend existing file names.
Completions works for proper absolute and relative files paths.
File paths with spaces are only supported inside strings.
The online help of Elpy says:
Elpy uses Company Mode for the completion interface, so its documentation is a good place for further information.
The most probable explanation is that company is not installed, or not correctly tweaked in your init.el file.
Make sure that company is installed and then try to add the following line in your init file: