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Chronos: Evaluator enhancement
Background
Evaluation has become an important topic in our engagement with customers. There are many aspects we need to enhance our evaluator.
- Acurracy
- Quantitative: Currently we have
Evaluator.evaluate
to cover this function. - Qualitative: We need to provide a plot API for our users to check the forecasting/anomaly detection quality.
- Quantitative: Currently we have
- Performance
- We need an API to evaluate the time cost of a workflow
- Usability
- We need to support both torch and tf users in evaluator.
- We need to make the import line simplier.
Methodology
- Acurracy
- depend on matplotlib (will define the API)
- Performance
-
Evaluator.get_latency
(detailed design will be shown in PR.)
-
- Usability
- There are 2 possible methods 1. Use numpy ndarray to rewrite most of the metrics 2. Use https://www.tensorflow.org/api_docs/python/tf/keras/metrics to support tf backend (after discussion with @liangs6212 we both believe choice 1 is better).
- change to from bigdl.chronos.metric import Evaluator.