Files
NexQuant/rdagent/benchmark/eval_method.py
T
Xu Yang a126c84c92 Refine all the implementation code to higher quality for release (#29)
* refine CI script

* refine all the code to higher quality

* refine the script to factor extraction and implementation

* add task loader interface

* add a task loader interface && move pdf analysis to pdf task loader

* change the name to global variables

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-18 11:50:03 +08:00

164 lines
5.7 KiB
Python

from pathlib import Path
from typing import List, Tuple, Union
from tqdm import tqdm
from collections import defaultdict
from rdagent.core.conf import RD_AGENT_SETTINGS
from rdagent.core.exception import ImplementRunException
from rdagent.core.task import (
TaskImplementation,
TestCase,
)
from rdagent.factor_implementation.evolving.evaluators import (
FactorImplementationCorrelationEvaluator,
FactorImplementationIndexEvaluator,
FactorImplementationIndexFormatEvaluator,
FactorImplementationMissingValuesEvaluator,
FactorImplementationRowCountEvaluator,
FactorImplementationSingleColumnEvaluator,
FactorImplementationValuesEvaluator,
FactorImplementationEvaluator,
)
from rdagent.core.implementation import TaskGenerator
from rdagent.core.utils import multiprocessing_wrapper
from rdagent.factor_implementation.evolving.factor import FileBasedFactorImplementation
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_case: TestCase,
method: TaskGenerator,
test_round: int = 10,
*args,
**kwargs,
):
# evaluator collection for online evaluation
online_evaluator_l = (
[
FactorImplementationCorrelationEvaluator,
FactorImplementationIndexEvaluator,
FactorImplementationIndexFormatEvaluator,
FactorImplementationMissingValuesEvaluator,
FactorImplementationRowCountEvaluator,
FactorImplementationSingleColumnEvaluator,
FactorImplementationValuesEvaluator,
],
)
super().__init__(online_evaluator_l, test_case, 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) != len(self.test_cases):
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)
test_cases_all_rounds.extend(self.test_cases)
eval_res_l = []
eval_res_list = multiprocessing_wrapper(
[
(self.eval_case, (gt_case.ground_truth, gen_factor))
for gt_case, gen_factor in zip(test_cases_all_rounds, gen_factor_l_all_rounds)
],
n=RD_AGENT_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.task.factor_name].append((gen_factor, eval_res))
eval_res_l.append(eval_res)
return res