Files
NexQuant/rdagent/components/benchmark/eval_method.py
T
Xu Yang 6b626eb56d New Framework for idea proposal and implementation on RD-Agent (#34)
* Commit init framework

* Co-authored-by: Yuante Li (FESCO Adecco Human Resources) <v-yuanteli@microsoft.com>
Co-authored-by: XianBW <XianBW@users.noreply.github.com>

* add an import

* refine the whole framework

* benchmark related framework

* fix black and isort errors

* move requirements to folder

* fix black again

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-28 11:45:23 +08:00

159 lines
5.8 KiB
Python

from collections import defaultdict
from pathlib import Path
from typing import List, Tuple, Union
from tqdm import tqdm
from rdagent.components.task_implementation.factor_implementation.evolving.evaluators import (
FactorImplementationCorrelationEvaluator,
FactorImplementationEvaluator,
FactorImplementationIndexEvaluator,
FactorImplementationIndexFormatEvaluator,
FactorImplementationMissingValuesEvaluator,
FactorImplementationRowCountEvaluator,
FactorImplementationSingleColumnEvaluator,
FactorImplementationValuesEvaluator,
)
from rdagent.components.task_implementation.factor_implementation.evolving.factor import (
FileBasedFactorImplementation,
)
from rdagent.components.task_implementation.factor_implementation.share_modules.factor_implementation_config import (
FACTOR_IMPLEMENT_SETTINGS,
)
from rdagent.core.exception import ImplementRunException
from rdagent.core.implementation import TaskGenerator
from rdagent.core.task import TaskImplementation, TestCase
from rdagent.core.utils import multiprocessing_wrapper
class BaseEval:
"""
The benchmark benchmark evaluation.
"""
def __init__(
self,
evaluator_l: List[FactorImplementationEvaluator],
test_cases: List[TestCase],
generate_method: TaskGenerator,
catch_eval_except: bool = True,
):
"""Parameters
----------
test_cases : List[TestCase]
cases to be evaluated, ground truth are included in the test cases.
evaluator_l : List[FactorImplementationEvaluator]
A list of evaluators to evaluate the generated code.
catch_eval_except : bool
If we want to debug the evaluators, we recommend to set the this parameter to True.
"""
self.evaluator_l = evaluator_l
self.test_cases = test_cases
self.generate_method = generate_method
self.catch_eval_except = catch_eval_except
def load_cases_to_eval(
self,
path: Union[Path, str],
**kwargs,
) -> List[TaskImplementation]:
path = Path(path)
fi_l = []
for tc in self.test_cases:
try:
fi = FileBasedFactorImplementation.from_folder(tc.task, path, **kwargs)
fi_l.append(fi)
except FileNotFoundError:
print("Fail to load test case for factor: ", tc.task.factor_name)
return fi_l
def eval_case(
self,
case_gt: TaskImplementation,
case_gen: TaskImplementation,
) -> List[Union[Tuple[FactorImplementationEvaluator, object], Exception]]:
"""Parameters
----------
case_gt : FactorImplementation
case_gen : FactorImplementation
Returns
-------
List[Union[Tuple[FactorImplementationEvaluator, object],Exception]]
for each item
If the evaluation run successfully, return the evaluate results. Otherwise, return the exception.
"""
eval_res = []
for ev in self.evaluator_l:
try:
eval_res.append((ev, ev.evaluate(case_gt, case_gen)))
# if the corr ev is successfully evaluated and achieve the best performance, then break
except ImplementRunException as e:
return e
except Exception as e:
# exception when evaluation
if self.catch_eval_except:
eval_res.append((ev, e))
else:
raise e
return eval_res
class FactorImplementEval(BaseEval):
def __init__(
self,
test_cases: TestCase,
method: TaskGenerator,
test_round: int = 10,
*args,
**kwargs,
):
online_evaluator_l = [
FactorImplementationSingleColumnEvaluator(),
FactorImplementationIndexFormatEvaluator(),
FactorImplementationRowCountEvaluator(),
FactorImplementationIndexEvaluator(),
FactorImplementationMissingValuesEvaluator(),
FactorImplementationValuesEvaluator(),
FactorImplementationCorrelationEvaluator(hard_check=False),
]
super().__init__(online_evaluator_l, test_cases, method, *args, **kwargs)
self.test_round = test_round
def eval(self):
gen_factor_l_all_rounds = []
test_cases_all_rounds = []
res = defaultdict(list)
for _ in tqdm(range(self.test_round), desc="Rounds of Eval"):
print("\n========================================================")
print(f"Eval {_}-th times...")
print("========================================================\n")
try:
gen_factor_l = self.generate_method.generate(self.test_cases.target_task)
except KeyboardInterrupt:
# TODO: Why still need to save result after KeyboardInterrupt?
print("Manually interrupted the evaluation. Saving existing results")
break
if len(gen_factor_l.corresponding_implementations) != len(self.test_cases.ground_truth):
raise ValueError(
"The number of cases to eval should be equal to the number of test cases.",
)
gen_factor_l_all_rounds.extend(gen_factor_l.corresponding_implementations)
test_cases_all_rounds.extend(self.test_cases.ground_truth)
eval_res_list = multiprocessing_wrapper(
[
(self.eval_case, (gt_case, gen_factor))
for gt_case, gen_factor in zip(test_cases_all_rounds, gen_factor_l_all_rounds)
],
n=FACTOR_IMPLEMENT_SETTINGS.evo_multi_proc_n,
)
for gt_case, eval_res, gen_factor in tqdm(zip(test_cases_all_rounds, eval_res_list, gen_factor_l_all_rounds)):
res[gt_case.target_task.factor_name].append((gen_factor, eval_res))
return res