add metrics wrapper for sharing states across multiple metric #172
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Signed-off-by: Zhiyuan Chen <[email protected]>
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- Coverage 24.71% 24.36% -0.35%
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Files 173 174 +1
Lines 9892 10034 +142
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- Misses 7447 7589 +142
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Summary:
This MR introduces a metrics wrapper. It is intended to be used for multiple metrics that shares the same state.
We often calculate multiple metrics when evaluating the performance of our model. For example, we calculate the
r^2,MAE,PearsonandSpearmanfor regression tasks.They all use the same inputs and targets, but we have to store these state multiple times for each task.
Even worse, when running in distributed environment with multiple nodes, we have to sync these states multiple times.
To address these limitations, this MR introduces a metric wrapper that shares states between multiple tasks.
This MR is still WORK IN PROGRESS. The module name, class name, and additional utilities are yet to determine.
Any feedback is welcome!
Test plan:
Not included as of now, will add later.
Fixes #170