Files
NexQuant/rdagent/scenarios/data_mining/proposal/model_proposal.py
T
Xu Yang 68d47e1f1f feat: Kaggle loop update (Feature & Model) (#241)
* Init todo

* Evaluation & dataset

* Generate new data

* dataset generation

* add the result

* Analysis

* Factor update

* Updates

* Reformat analysis.py

* CI fix

* Revised Preprocessing & Supported Random Forest

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* docs: update contributors (#230)

* Revised to support three models with feature

* Further revised prompts

* Slight Revision

* feat: kaggle model and feature (#238)

* update first version code

* make hypothesis_gen and experiment_builder fit for both feature and model

* feat: continue kaggle feature and model coder (#239)

* use qlib docker to run qlib models

* feature coder ready

* model coder ready

* fix CI

* finish the first round of runner (#240)

* Optimized the factor scenario and added the front-end.

* fix a small bug

* fix a typo

* update the kaggle scenario

* delete model_template folder

* use experiment to run data preprocess script

* add source data to scenarios

* minor fix

* minor bug fix

* train.py debug

* fixed a bug in train.py and added some TODOs

* For Debugging

* fix two small bugs in based_exp

* fix some bugs

* update preprocess

* fix a bug in preprocess

* fix a bug in train.py

* reformat

* Follow-up

* fix a bug in train.py

* fix a bug in workspace

* fix a bug in feature duplication

* fix a bug in feedback

* fix a bug in preprocessed data

* fix a bug om feature engineering

* fix a ci error

* Debugged & Connected

* Fixed error on feedback & added other fixes

* fix CI errors

* fix a CI bug

* fix: fix_dotenv_error (#257)

* fix_dotenv_error

* format with isort

* Update rdagent/app/cli.py

---------

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* chore(main): release 0.2.1 (#249)

Release-As: 0.2.1

* init a scenario for kaggle feature engineering

* delete error codes

* Delete rdagent/app/kaggle_feature/conf.py

---------

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: Taozhi Wang <taozhi.mark.wang@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: cyncyw <47289405+taozhiwang@users.noreply.github.com>
Co-authored-by: Xisen-Wang <xisen_application@163.com>
Co-authored-by: Haotian Chen <113661982+Hytn@users.noreply.github.com>
Co-authored-by: WinstonLiye <1957922024@qq.com>
Co-authored-by: WinstonLiyt <104308117+WinstonLiyt@users.noreply.github.com>
Co-authored-by: Linlang <30293408+SunsetWolf@users.noreply.github.com>
2024-09-11 15:26:52 +08:00

114 lines
4.3 KiB
Python

import json
from pathlib import Path
from typing import List, Tuple
from jinja2 import Environment, StrictUndefined
from rdagent.components.coder.model_coder.model import ModelExperiment, ModelTask
from rdagent.components.proposal.model_proposal import (
ModelHypothesis,
ModelHypothesis2Experiment,
ModelHypothesisGen,
)
from rdagent.core.prompts import Prompts
from rdagent.core.proposal import Hypothesis, Scenario, Trace
from rdagent.scenarios.data_mining.experiment.model_experiment import DMModelExperiment
prompt_dict = Prompts(file_path=Path(__file__).parent.parent.parent / "qlib" / "prompts.yaml")
DMModelHypothesis = ModelHypothesis
class DMModelHypothesisGen(ModelHypothesisGen):
"""
# NOTE: we can share this class across different data mining scenarios
# It may better to move the class into components folder like `rdagent/components/proposal/model_proposal.py`
# Here is the use case:
.. code-block:: python
class XXXDMModelHypothesisGen(DMModelHypothesisGen):
prompts: Prompts = a_specifc_prompt_dict
"""
def __init__(self, scen: Scenario) -> Tuple[dict, bool]:
super().__init__(scen)
def prepare_context(self, trace: Trace) -> Tuple[dict, bool]:
hypothesis_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
context_dict = {
"hypothesis_and_feedback": hypothesis_feedback,
"RAG": "",
"hypothesis_output_format": prompt_dict["hypothesis_output_format"],
"hypothesis_specification": prompt_dict["model_hypothesis_specification"],
}
return context_dict, True
def convert_response(self, response: str) -> ModelHypothesis:
response_dict = json.loads(response)
hypothesis = DMModelHypothesis(
hypothesis=response_dict["hypothesis"],
reason=response_dict["reason"],
concise_reason=response_dict["concise_reason"],
concise_observation=response_dict["concise_observation"],
concise_justification=response_dict["concise_justification"],
concise_knowledge=response_dict["concise_knowledge"],
)
return hypothesis
class DMModelHypothesis2Experiment(ModelHypothesis2Experiment):
def prepare_context(self, hypothesis: Hypothesis, trace: Trace) -> Tuple[dict, bool]:
scenario = trace.scen.get_scenario_all_desc()
experiment_output_format = prompt_dict["model_experiment_output_format"]
hypothesis_and_feedback = (
Environment(undefined=StrictUndefined)
.from_string(prompt_dict["hypothesis_and_feedback"])
.render(trace=trace)
)
experiment_list: List[ModelExperiment] = [t[1] for t in trace.hist]
model_list = []
for experiment in experiment_list:
model_list.extend(experiment.sub_tasks)
return {
"target_hypothesis": str(hypothesis),
"scenario": scenario,
"hypothesis_and_feedback": hypothesis_and_feedback,
"experiment_output_format": experiment_output_format,
"target_list": model_list,
"RAG": ...,
}, True
def convert_response(self, response: str, trace: Trace) -> ModelExperiment:
response_dict = json.loads(response)
tasks = []
for model_name in response_dict:
description = response_dict[model_name]["description"]
formulation = response_dict[model_name]["formulation"]
architecture = response_dict[model_name]["architecture"]
variables = response_dict[model_name]["variables"]
hyperparameters = response_dict[model_name]["hyperparameters"]
model_type = response_dict[model_name]["model_type"]
tasks.append(
ModelTask(
name=model_name,
description=description,
formulation=formulation,
architecture=architecture,
variables=variables,
hyperparameters=hyperparameters,
model_type=model_type,
)
)
exp = DMModelExperiment(tasks)
exp.based_experiments = [t[1] for t in trace.hist if t[2]]
return exp