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fix(Evaluation): correlation test should work on a per asset level, not per model level (#142)

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* fix(Evaluation): correlation test should work on a per asset level, not per model level

* fix(Evaluation): correlations series initalized correctly

* fix(Reporting): don't name the run after the incorrectly supposed model_type

* fix(Reporting): put back send_report_to_wandb() into its original place

* fix(CI): sending reports again in comment
This commit is contained in:
Mark Aron Szulyovszky
2022-01-10 14:17:06 +01:00
committed by GitHub
parent ba2ab752d2
commit 73cfc67336
4 changed files with 7 additions and 21 deletions
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reporting/wandb.py
+4 -5
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@@ -9,7 +9,7 @@ def launch_wandb(project_name:str, default_config:dict, sweep:bool=False):
raise Exception("Wandb can not be initalized, the environment variable WANDB_API_KEY is missing (can also use .env file)")
elif sweep:
wandb.init(project=project_name, config = default_config)
wandb.init(project=project_name, config = default_config)
return wandb
else:
wandb.init(project=project_name, config = default_config, reinit=True)
@@ -33,13 +33,12 @@ def register_config_with_wandb(wandb: Optional[object], model_config:dict, train
def send_report_to_wandb(results: pd.DataFrame, wandb:Optional[object], project_name: str, model_name: str):
if wandb is None: return
run = wandb.init(project=project_name, config={"model_type": model_name}, reinit=True)
wandb.run.name = model_name+ "-" + wandb.run.id
wandb.run.save()
run = wandb.run
run.save()
mean_results = weighted_average(results, 'no_of_samples')
for key, value in mean_results.iteritems():
run.log({"model_type": model_name, key: value })
run.log({ key: value })
run.finish()