Files
NexQuant/rdagent/benchmark/eval_method.py
T
USTCKevinF ebb659a018 reporeformat V2 (#23)
* reformat factor implement process

* move some code to more reasonable place

* fix the bug

* add test function in factor_extract_and_implement.py

* change select factor number to ratio , add some factor implement setting and fix some bug while using knowledgebase

* change evoagent

* add abstract class EvoAgent

* add benchmark workflow

* fix some bug in llm_utils

* run wenjun's code

* fix the knowledgebase instance check

---------

Co-authored-by: xuyang1 <xuyang1@microsoft.com>
2024-06-14 12:59:44 +08:00

159 lines
5.8 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 RDAgentSettings
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=RDAgentSettings().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