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mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 12:30:57 +08:00

Update R related codes

This commit is contained in:
Jactus
2020-11-13 21:34:13 +08:00
parent 138ab10c1a
commit ea5f14ce12
9 changed files with 704 additions and 131 deletions

View File

@@ -4,20 +4,51 @@
from contextlib import contextmanager
from .expm import MLflowExpManager
from ..utils import Wrapper
from ..config import C
class QlibRecorder:
"""
A global system that helps to manage the experiments.
The components of the system:
1) ExperimentManager: a class managing experiments.
2) Experiment: a class of experiment, and each instance of it is responsible for a single experiment.
3) Recorder: a class of recorder, and each instance of it is responsible for a single run.
The general structure of the system:
ExperimentManager
- Experiment 1
- Recorder 1
- Recorder 2
- ...
- Experiment 2
- ...
- ...
"""
def __init__(self, exp_manager):
self.exp_manager = exp_manager
self.uri = C["exp_uri"]
@contextmanager
def start(self, experiment_name):
"""
Method to start an experiment. This method can only be called within a Python's `with` statement.
Use case:
---------
```
with R.start('test'):
model.fit(dataset)
R.log...
... # further operations
```
Parameters
----------
experiment_name : str
name of the experiment one wants to start.
"""
run = self.start_exp(experiment_name)
try:
yield run
@@ -26,44 +57,425 @@ class QlibRecorder:
raise e
self.end_exp("FINISHED")
def start_exp(self, experiment_name=None):
return self.exp_manager.start_exp(experiment_name, self.uri)
def start_exp(self, experiment_name=None, uri=None):
"""
Lower leverl method for starting an experiment. When use this method, one should end the experiment manually
and the status of the recorder may not be handled properly.
Use case:
---------
```
R.start_exp(experiment_name='test')
... # further operations
R.end_exp('FINISHED')
```
Parameters
----------
experiment_name : str
the name of the experiment to be started
uri : str
the tracking uri of the experiment, where all the artifacts/metrics etc. will be stored.
Returns
-------
An experiment instance being started.
"""
return self.exp_manager.start_exp(experiment_name, uri)
def end_exp(self, status):
"""
Method for ending an experiment manually. It will end the current active experiment, as well as its
active recorder with the specified `status` type.
Use case:
---------
```
R.start_exp(experiment_name='test')
... # further operations
R.end_exp('FINISHED')
```
Parameters
----------
status : str
The status of a recorder, which can be SCHEDULED, RUNNING, FINISHED, FAILED.
"""
self.exp_manager.end_exp(status)
def search_records(self, experiment_ids, **kwargs):
"""
Get a pandas DataFrame of records that fit the search criteria.
Use case:
---------
```
R.log_metrics(m=2.50, step=0)
records = R.search_runs([experiment_id], order_by=["metrics.m DESC"])
```
Parameters
----------
experiment_ids : list
list of experiment IDs.
filter_string : str
filter query string, defaults to searching all runs.
run_view_type : int
one of enum values ACTIVE_ONLY, DELETED_ONLY, or ALL (e.g. in mlflow.entities.ViewType).
max_results : int
the maximum number of runs to put in the dataframe.
order_by : list
list of columns to order by (e.g., “metrics.rmse”).
Returns
-------
A pandas.DataFrame of records, where each metric, parameter, and tag
are expanded into their own columns named metrics.*, params.*, and tags.*
respectively. For records that don't have a particular metric, parameter, or tag, their
value will be (NumPy) Nan, None, or None respectively.
"""
return self.exp_manager.search_records(experiment_ids, **kwargs)
def get_exp(self, experiment_id=None, experiment_name=None):
return self.exp_manager.get_exp(experiment_id, experiment_name)
def list_experiments(self):
"""
Method for listing all the existing experiments (except for those being deleted.)
def delete_exp(self, experiment_id):
self.exp_manager.delete_exp(experiment_id)
Use case:
---------
```
exps = R.list_experiments()
```
Returns
-------
A dictionary (name -> experiment) of experiments information that being stored.
"""
return self.exp_manager.list_experiments()
def list_recorders(self, experiment_id=None, experiment_name=None):
"""
Method for listing all the recorders of experiment with given id or name.
Use case:
---------
```
recorders = R.list_recorders(experiment_name='test')
```
Parameters
----------
experiment_id : str
id of the experiment.
experiment_name : str
name of the experiment.
Returns
-------
A dictionary (id -> recorder) of recorder information that being stored.
"""
return self.get_exp(experiment_id, experiment_name).list_recorders()
def get_exp(self, experiment_id=None, experiment_name=None, create=True):
"""
Method for retrieving an experiment with given id or name. Once the `create` argument is set to
True, if no valid experiment is found, this method will create one for you. Otherwise, it will
only retrieve a specific experiment or raise an Error.
If `create` is True:
If R's running:
1) no id or name specified, return the active experiment.
2) if id or name is specified, return the specified experiment. If no such exp found,
create a new experiment with given id or name.
If R's not running:
1) no id or name specified, create a default experiment.
2) if id or name is specified, return the specified experiment. If no such exp found,
create a new experiment with given id or name.
Else If `create` is False:
If R's running:
1) no id or name specified, return the active experiment.
2) if id or name is specified, return the specified experiment. If no such exp found,
raise Error.
If R's not running:
1) no id or name specified, raise Error.
2) if id or name is specified, return the specified experiment. If no such exp found,
raise Error.
Use case:
---------
```
# Case 1
with R.start('test'):
exp = R.get_exp()
recorders = exp.list_recorders()
# Case 2
with R.start('test'):
exp = R.get_exp('test1')
# Case 3
exp = R.get_exp() -> a default experiment.
# Case 4
exp = R.get_exp(experiment_name='test')
# Case 5
exp = R.get_exp(create=False) -> Error
```
Parameters
----------
experiment_id : str
id of the experiment.
experiment_name : str
name of the experiment.
create : boolean
decide whether to create an default experiment.
Returns
-------
An experiment instance with given id or name.
"""
return self.exp_manager.get_exp(experiment_id, experiment_name, create)
def delete_exp(self, experiment_id=None, experiment_name=None):
"""
Method for deleting the experiment with given id or name. At least one of id or name must be given,
otherwise, error will occur.
Use case:
---------
```
R.delete_exp(experiment_name='test')
```
Parameters
----------
experiment_id : str
id of the experiment.
experiment_name : str
name of the experiment.
"""
self.exp_manager.delete_exp(experiment_id, experiment_name)
def get_uri(self):
"""
Method for retrieving the uri of current experiment manager.
Use case:
---------
```
uri = R.get_uri()
```
Returns
-------
The uri of current experiment manager.
"""
return self.exp_manager.get_uri()
def get_recorder(self, recorder_id=None, recorder_name=None):
return self.exp_manager.active_experiment.get_recorder(recorder_id, recorder_name)
def get_recorder(self, recorder_id=None, recorder_name=None, experiment_name=None):
"""
Method for retrieving a recorder.
If R's running: 1) no id or name specified, return the active recorder. 2) if id or name is
specified, return the specified recorder.
If R's not running: 1) no id or name specified, raise Error. 2) if id or name is specified,
and the corresponding experiment_name must be given, return the specified recorder. Otherwise,
raise Error.
The recorder can be used for further process such as `save_object`, `load_object`, `log_params`,
`log_metrics`, etc.
Use case:
---------
```
# Case 1
with R.start('test'):
recorder = R.get_recorder()
# Case 2
with R.start('test'):
recorder = R.get_recorder(recorder_id='2e7a4efd66574fa49039e00ffaefa99d')
# Case 3
recorder = R.get_recorder() -> Error
# Case 4
recorder = R.get_recorder(recorder_id='2e7a4efd66574fa49039e00ffaefa99d') -> Error
# Case 5
recorder = R.get_recorder(recorder_id='2e7a4efd66574fa49039e00ffaefa99d', experiment_name='test')
```
Parameters
----------
recorder_id : str
id of the recorder.
recorder_name : str
name of the recorder.
experiment_name : str
name of the experiment.
Returns
-------
A recorder instance.
"""
return self.get_exp(experiment_name=experiment_name, create=False).get_recorder(
recorder_id, recorder_name, create=False
)
def delete_recorder(self, recorder_id=None, recorder_name=None):
"""
Method for deleting the recorders with given id or name. At least one of id or name must be given,
otherwise, error will occur.
Use case:
---------
```
R.delete_recorder(recorder_id='2e7a4efd66574fa49039e00ffaefa99d')
```
Parameters
----------
recorder_id : str
id of the experiment.
recorder_name : str
name of the experiment.
"""
self.get_exp().delete_recorder(recorder_id, recorder_name)
def save_objects(self, local_path=None, artifact_path=None, **kwargs):
self.exp_manager.active_experiment.active_recorder.save_objects(local_path, artifact_path, **kwargs)
"""
Method for saving objects as artifacts in the experiment to the uri. It supports either saving
from a local file/directory, or directly saving objects.
def load_object(self, name):
return self.exp_manager.active_experiment.active_recorder.load_object(name)
If R's running: it will save the objects through the running recorder.
If R's not running: the system will create a default experiment, and a new recorder and
save objects under it.
If one wants to save objects with a specific recorder. It is recommended to first
get the specific recorder through `get_recorder` API and use the recorder the save objects.
The supported arguments are the same as this method.
Use case:
---------
```
# Case 1
with R.start('test'):
pred = model.predict(dataset)
R.save_objects(data=pred, name='pred.pkl', artifact_path='prediction')
# Case 2
with R.start('test'):
pred1 = model1.predict(dataset)
pred2 = model2.predict(dataset)
dn_list = [(pred1, 'pred1.pkl'), (pred2, 'pred2.pkl')]
R.save_objects(data_name_list=dn_list)
# Case 3
with R.start('test'):
R.save_objects(local_path='results/pred.pkl')
```
Parameters
----------
data : any type
the data to be saved.
name : str
name of the file to be saved.
data_name_list : list
list of (data, name) pairs
local_path : str
if provided, them save the file or directory to the artifact URI.
artifact_path=None : str
the relative path for the artifact to be stored in the URI.
"""
self.get_exp().get_recorder().save_objects(local_path, artifact_path, **kwargs)
def log_params(self, **kwargs):
self.exp_manager.active_experiment.active_recorder.log_params(**kwargs)
"""
Method for logging parameters during an experiment.
If R's running: it will log parameters through the running recorder.
If R's not running: the system will create a default experiment as well as a new recorder, and
log parameters under it.
One can also log to a specific recorder after getting it with `get_recorder` API.
Use case:
---------
```
# Case 1
with R.start('test'):
R.log_params(learning_rate=0.01)
# Case 2
R.log_params(learning_rate=0.01)
```
Parameters
----------
keyword argument:
name1=value1, name2=value2, ...
"""
self.get_exp().get_recorder().log_params(**kwargs)
def log_metrics(self, step=None, **kwargs):
self.exp_manager.active_experiment.active_recorder.log_metrics(step, **kwargs)
"""
Method for logging metrics during an experiment.
If R's running: it will log metrics through the running recorder.
If R's not running: the system will create a default experiment as well as a new recorder, and
log metrics under it.
One can also log to a specific recorder after getting it with `get_recorder` API.
Use case:
---------
```
# Case 1
with R.start('test'):
R.log_metrics(train_loss=0.33, step=1)
# Case 2
R.log_metrics(train_loss=0.33, step=1)
```
Parameters
----------
keyword argument:
name1=value1, name2=value2, ...
"""
self.get_exp().get_recorder().log_metrics(step, **kwargs)
def set_tags(self, **kwargs):
self.exp_manager.active_experiment.active_recorder.set_tags(**kwargs)
"""
Method for setting tags for a recorder.
def delete_tag(self, *key):
self.exp_manager.active_experiment.active_recorder.delete_tag(*key)
If R's running: it will set tags through the running recorder.
If R's not running: the system will create a default experiment as well as a new recorder, and
set the tags under it.
One can also set the tag to a specific recorder after getting it with `get_recorder` API.
Use case:
---------
```
# Case 1
with R.start('test'):
R.set_tags(release_version=2.2.0)
# Case 2
R.set_tags(release_version=2.2.0)
```
Parameters
----------
keyword argument:
name1=value1, name2=value2, ...
"""
self.get_exp().get_recorder().set_tags(**kwargs)
# global record