How to utilize mlops in a quant system - jaeaehkim/trading_system_beta GitHub Wiki
Motivation
- ML Model ์คํ์ ์ฒด๊ณ์ ํ์
์ ํ์์ฑ
- ์ด๋ค ๋ฐ์ดํฐ๋ฅผ ์ด์ฉํด์ ํ์ตํ๋๊ฐ?
- ์ด ๋ชจ๋ธ์์ ์ฌ์ฉ๋ Feature๋ ์ด๋ค ๊ฒ์ด์๋๊ฐ?
- ์ด๋ค Parameter๋ฅผ ์ด์ฉํด์ ํ์ตํ๋๊ฐ?
- ์คํ ๊ฒฐ๊ณผ ๊ด๋ฆฌ, ๋ชจ๋ธ ๋ฒ์ ๊ด๋ฆฌ, ๋ชจ๋ธ ์ฝ๋ ๊ด๋ฆฌ
- ํด๊ฒฐ ๋ฐฉ๋ฒ
- DB Architecture ๋ฐ๋ฐ๋ฅ ๋ถํฐ ๊ตฌ์ฑ
- mlflow์ ๊ฐ์ด ์ด๋ฏธ ๊ณ ์๋ ์๋ฃจ์ ํ์ฉ
Overview
- Tracking
- Code version (from an mlflow project)
- Start & End Time
- Source (from an mlflow project)
- Parameters (key-value)
- Metrics
- records and visualize metric's full history
- Artifacts
- output files any format.
- image, model, data files
- output files any format.
- Project
- Name : human-readable
- Entry Points
- mlproject files
- Enviroment
- include all library dependencies by the project code
- Conda, Virtualenv, Docker Containers
- Models
- time_created : UTC ISO 8601 format
- run_id
- signature (JSON)
- input_example
- databricks_runtime
- mlflow_version
- Model Registry
- Model
- created from an experiment or run that is logged
- Registered Model
- ModelVersion
- Same model name increments the version number
- ModelStage
- Staging / Production / Archived
- Annotations and Descriptions
- annotate the top-level model , using Markdown (description, relevant information, algo description, dataset employed )
- Model
Ref
- Mlops
- docs : https://github.com/jaeaehkim/awesome-mlops
- pattern : https://mercari.github.io/ml-system-design-pattern/README_ko.html
- https://www.youtube.com/watch?v=I-sa8bOcOUk
- https://speakerdeck.com/mlopskr/mlops-cuncu-jeongug-sidae-jeongri-byeonseongyun?slide=58
- uber : https://openproceedings.org/2020/conf/edbt/paper_217.pdf
- Mlflow + ray :
- https://medium.com/distributed-computing-with-ray/ray-mlflow-taking-distributed-machine-learning-applications-to-production-103f5505cb88
- https://zzsza.github.io/mlops/2021/01/03/python-ray/
- https://zzsza.github.io/mlops/2019/01/16/mlflow-basic/
- https://www.youtube.com/watch?v=H-4ZIfOJDaw
- https://towardsdatascience.com/feature-factories-pt-2-an-introduction-to-mlflow-873be3c66b66
- https://towardsdatascience.com/tracking-ml-experiments-using-mlflow-7910197091bb
- mlflow blog
- Mlproject : https://dailyheumsi.tistory.com/263
- Models : https://dailyheumsi.tistory.com/262?category=980484
- Model registry : https://dailyheumsi.tistory.com/261?category=980484
- Tracking Server : https://dailyheumsi.tistory.com/260?category=980484
- Async
- python socket
- django
- test/log