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https://github.com/webclinic017/drift.git
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cc70d3f907
* feat(Selection): added prototype feature selection python script * feat(Utils): added some helpers for the future from Advances in Financial ML book * feat(Selection): added RFECV * feat(Selection): added configurable feature selection step into pipeline * feat(Config): added level_1 & level_2 default config, PCA before feature selection process starts * feat(Selection): added backup feature selector models if current one can't output feature importance, removed unnecessary array for level-2 models * fix(Training): deal with zero first value coming out of static models * feat(Sweep): added feature selection sweep * fix(Sweep): config problem * fix(Sweep): config * chore(Utils): removed unnecessary purged k-fold crossval class * feat(Config): added dimensionality_reduction as a separate flag * fix(Sweep): config updated * fix(Sweep): sweep name * chore(Config): updated level_2 config to the best performing configuation
46 lines
1.4 KiB
Python
46 lines
1.4 KiB
Python
import pandas as pd
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from typing import Optional
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from utils.helpers import weighted_average
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def launch_wandb(project_name:str, default_config:dict, sweep:bool=False):
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from wandb_setup import get_wandb
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wandb = get_wandb()
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if wandb is None:
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return None
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elif sweep:
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wandb.init(project=project_name, config = default_config)
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return wandb
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else:
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wandb.init(project=project_name, config = default_config, reinit=True)
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return wandb
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def register_config_with_wandb(wandb: Optional[object], model_config:dict, training_config:dict, data_config:dict):
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if wandb is None: return
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config: dict = wandb.config
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for k in training_config:
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training_config[k] = config[k]
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for k in model_config:
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model_config[k] = config[k]
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for k in data_config:
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data_config[k] = config[k]
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def send_report_to_wandb(results: pd.DataFrame, wandb:Optional[object], project_name: str, model_name: str):
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if wandb is None: return
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run = wandb.init(project=project_name, config={"model_type": model_name}, reinit=True)
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wandb.run.name = model_name+ "-" + wandb.run.id
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wandb.run.save()
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mean_results = weighted_average(results, 'no_of_samples')
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for key, value in mean_results.iteritems():
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run.log({"model_type": model_name, key: value })
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run.finish()
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