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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 20:41:09 +08:00

Merge branch 'main' into nested_decision_exe

This commit is contained in:
you-n-g
2021-07-07 17:30:31 +08:00
committed by GitHub
71 changed files with 3615 additions and 522 deletions

View File

@@ -97,7 +97,7 @@ class ModelFT(Model):
# Finetune model based on previous trained model
with R.start(experiment_name="finetune model"):
recorder = R.get_recorder(rid, experiment_name="init models")
recorder = R.get_recorder(recorder_id=rid, experiment_name="init models")
model = recorder.load_object("init_model")
model.finetune(dataset, num_boost_round=10)

View File

@@ -8,7 +8,7 @@ There are two steps in each Trainer including ``train``(make model recorder) and
This is a concept called ``DelayTrainer``, which can be used in online simulating for parallel training.
In ``DelayTrainer``, the first step is only to save some necessary info to model recorders, and the second step which will be finished in the end can do some concurrent and time-consuming operations such as model fitting.
``Qlib`` offer two kinds of Trainer, ``TrainerR`` is the simplest way and ``TrainerRM`` is based on TaskManager to help manager tasks lifecycle automatically.
``Qlib`` offer two kinds of Trainer, ``TrainerR`` is the simplest way and ``TrainerRM`` is based on TaskManager to help manager tasks lifecycle automatically.
"""
import socket
@@ -192,6 +192,9 @@ class Trainer:
"""
return self.delay
def __call__(self, *args, **kwargs) -> list:
return self.end_train(self.train(*args, **kwargs))
class TrainerR(Trainer):
"""
@@ -325,7 +328,9 @@ class TrainerRM(Trainer):
# This tag is the _id in TaskManager to distinguish tasks.
TM_ID = "_id in TaskManager"
def __init__(self, experiment_name: str = None, task_pool: str = None, train_func=task_train):
def __init__(
self, experiment_name: str = None, task_pool: str = None, train_func=task_train, skip_run_task: bool = False
):
"""
Init TrainerR.
@@ -333,11 +338,16 @@ class TrainerRM(Trainer):
experiment_name (str): the default name of experiment.
task_pool (str): task pool name in TaskManager. None for use same name as experiment_name.
train_func (Callable, optional): default training method. Defaults to `task_train`.
skip_run_task (bool):
If skip_run_task == True:
Only run_task in the worker. Otherwise skip run_task.
"""
super().__init__()
self.experiment_name = experiment_name
self.task_pool = task_pool
self.train_func = train_func
self.skip_run_task = skip_run_task
def train(
self,
@@ -379,15 +389,16 @@ class TrainerRM(Trainer):
tm = TaskManager(task_pool=task_pool)
_id_list = tm.create_task(tasks) # all tasks will be saved to MongoDB
query = {"_id": {"$in": _id_list}}
run_task(
train_func,
task_pool,
query=query, # only train these tasks
experiment_name=experiment_name,
before_status=before_status,
after_status=after_status,
**kwargs,
)
if not self.skip_run_task:
run_task(
train_func,
task_pool,
query=query, # only train these tasks
experiment_name=experiment_name,
before_status=before_status,
after_status=after_status,
**kwargs,
)
if not self.is_delay():
tm.wait(query=query)
@@ -450,6 +461,7 @@ class DelayTrainerRM(TrainerRM):
task_pool: str = None,
train_func=begin_task_train,
end_train_func=end_task_train,
skip_run_task: bool = False,
):
"""
Init DelayTrainerRM.
@@ -459,10 +471,15 @@ class DelayTrainerRM(TrainerRM):
task_pool (str): task pool name in TaskManager. None for use same name as experiment_name.
train_func (Callable, optional): default train method. Defaults to `begin_task_train`.
end_train_func (Callable, optional): default end_train method. Defaults to `end_task_train`.
skip_run_task (bool):
If skip_run_task == True:
Only run_task in the worker. Otherwise skip run_task.
E.g. Starting trainer on a CPU VM and then waiting tasks to be finished on GPU VMs.
"""
super().__init__(experiment_name, task_pool, train_func)
self.end_train_func = end_train_func
self.delay = True
self.skip_run_task = skip_run_task
def train(self, tasks: list, train_func=None, experiment_name: str = None, **kwargs) -> List[Recorder]:
"""
@@ -516,14 +533,15 @@ class DelayTrainerRM(TrainerRM):
_id_list.append(rec.list_tags()[self.TM_ID])
query = {"_id": {"$in": _id_list}}
run_task(
end_train_func,
task_pool,
query=query, # only train these tasks
experiment_name=experiment_name,
before_status=TaskManager.STATUS_PART_DONE,
**kwargs,
)
if not self.skip_run_task:
run_task(
end_train_func,
task_pool,
query=query, # only train these tasks
experiment_name=experiment_name,
before_status=TaskManager.STATUS_PART_DONE,
**kwargs,
)
TaskManager(task_pool=task_pool).wait(query=query)