How to utilize mlops in a quant system - jaeaehkim/trading_system_beta GitHub Wiki

Motivation

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  • ML Model ์‹คํ—˜์˜ ์ฒด๊ณ„์  ํŒŒ์•…์˜ ํ•„์š”์„ฑ
    • ์–ด๋–ค ๋ฐ์ดํ„ฐ๋ฅผ ์ด์šฉํ•ด์„œ ํ•™์Šตํ–ˆ๋Š”๊ฐ€?
    • ์ด ๋ชจ๋ธ์—์„œ ์‚ฌ์šฉ๋œ Feature๋Š” ์–ด๋–ค ๊ฒƒ์ด์—ˆ๋Š”๊ฐ€?
    • ์–ด๋–ค Parameter๋ฅผ ์ด์šฉํ•ด์„œ ํ•™์Šตํ–ˆ๋Š”๊ฐ€?
    • ์‹คํ—˜ ๊ฒฐ๊ณผ ๊ด€๋ฆฌ, ๋ชจ๋ธ ๋ฒ„์ „ ๊ด€๋ฆฌ, ๋ชจ๋ธ ์ฝ”๋“œ ๊ด€๋ฆฌ
  • ํ•ด๊ฒฐ ๋ฐฉ๋ฒ•
    • DB Architecture ๋ฐ‘๋ฐ”๋‹ฅ ๋ถ€ํ„ฐ ๊ตฌ์„ฑ
    • mlflow์™€ ๊ฐ™์ด ์ด๋ฏธ ๊ณ ์•ˆ๋œ ์†”๋ฃจ์…˜ ํ™œ์šฉ

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
  • 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 )

Ref