mirror of
https://github.com/VictoriaMetrics/VictoriaMetrics.git
synced 2024-12-22 08:26:19 +01:00
354 lines
11 KiB
Markdown
354 lines
11 KiB
Markdown
|
---
|
|||
|
# sort: 3
|
|||
|
title: Scheduler
|
|||
|
weight: 3
|
|||
|
menu:
|
|||
|
docs:
|
|||
|
parent: "vmanomaly-components"
|
|||
|
weight: 3
|
|||
|
# sort: 3
|
|||
|
aliases:
|
|||
|
- /anomaly-detection/components/scheduler.html
|
|||
|
---
|
|||
|
|
|||
|
# Scheduler
|
|||
|
|
|||
|
Scheduler defines how often to run and make inferences, as well as what timerange to use to train the model.
|
|||
|
Is specified in `scheduler` section of a config for VictoriaMetrics Anomaly Detection.
|
|||
|
|
|||
|
## Parameters
|
|||
|
|
|||
|
`class`: str, default=`"scheduler.periodic.PeriodicScheduler"`,
|
|||
|
options={`"scheduler.periodic.PeriodicScheduler"`, `"scheduler.oneoff.OneoffScheduler"`, `"scheduler.backtesting.BacktestingScheduler"`}
|
|||
|
|
|||
|
- `"scheduler.periodic.PeriodicScheduler"`: periodically runs the models on new data. Useful for consecutive re-trainings to counter [data drift](https://www.datacamp.com/tutorial/understanding-data-drift-model-drift) and model degradation over time.
|
|||
|
- `"scheduler.oneoff.OneoffScheduler"`: runs the process once and exits. Useful for testing.
|
|||
|
- `"scheduler.backtesting.BacktestingScheduler"`: imitates consecutive backtesting runs of OneoffScheduler. Runs the process once and exits. Use to get more granular control over testing on historical data.
|
|||
|
|
|||
|
**Depending on selected class, different parameters should be used**
|
|||
|
|
|||
|
## Periodic scheduler
|
|||
|
|
|||
|
### Parameters
|
|||
|
|
|||
|
For periodic scheduler parameters are defined as differences in times, expressed in difference units, e.g. days, hours, minutes, seconds.
|
|||
|
|
|||
|
Examples: `"50s"`, `"4m"`, `"3h"`, `"2d"`, `"1w"`.
|
|||
|
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th></th>
|
|||
|
<th>Time granularity</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>s</td>
|
|||
|
<td>seconds</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>m</td>
|
|||
|
<td>minutes</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>h</td>
|
|||
|
<td>hours</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>d</td>
|
|||
|
<td>days</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>w</td>
|
|||
|
<td>weeks</td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td><code>fit_window</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"14d"</code></td>
|
|||
|
<td>What time range to use for training the models. Must be at least 1 second.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td><code>infer_every</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"1m"</code></td>
|
|||
|
<td>How often a model will write its conclusions on newly added data. Must be at least 1 second.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td><code>fit_every</code></td>
|
|||
|
<td>str, Optional</td>
|
|||
|
<td><code>"1h"</code></td>
|
|||
|
<td>How often to completely retrain the models. If missing value of <code>infer_every</code> is used and retrain on every inference run.</td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### Periodic scheduler config example
|
|||
|
|
|||
|
```yaml
|
|||
|
scheduler:
|
|||
|
class: "scheduler.periodic.PeriodicScheduler"
|
|||
|
fit_window: "14d"
|
|||
|
infer_every: "1m"
|
|||
|
fit_every: "1h"
|
|||
|
```
|
|||
|
|
|||
|
This part of the config means that `vmanomaly` will calculate the time window of the previous 14 days and use it to train a model. Every hour model will be retrained again on 14 days’ data, which will include + 1 hour of new data. The time window is strictly the same 14 days and doesn't extend for the next retrains. Every minute `vmanomaly` will produce model inferences for newly added data points by using the model that is kept in memory at that time.
|
|||
|
|
|||
|
## Oneoff scheduler
|
|||
|
|
|||
|
### Parameters
|
|||
|
For Oneoff scheduler timeframes can be defined in Unix time in seconds or ISO 8601 string format.
|
|||
|
ISO format supported time zone offset formats are:
|
|||
|
* Z (UTC)
|
|||
|
* ±HH:MM
|
|||
|
* ±HHMM
|
|||
|
* ±HH
|
|||
|
|
|||
|
If a time zone is omitted, a timezone-naive datetime is used.
|
|||
|
|
|||
|
### Defining fitting timeframe
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Format</th>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>fit_start_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-01T00:00:00Z", "2022-04-01T00:00:00+01:00", "2022-04-01T00:00:00+0100", "2022-04-01T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>Start datetime to use for training a model. ISO string or UNIX time in seconds.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>fit_start_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1648771200</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>fit_end_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-10T00:00:00Z", "2022-04-10T00:00:00+01:00", "2022-04-10T00:00:00+0100", "2022-04-10T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>End datetime to use for training a model. Must be greater than <code>fit_start_*</code>. ISO string or UNIX time in seconds.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>fit_end_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1649548800</td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### Defining inference timeframe
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Format</th>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>infer_start_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-11T00:00:00Z", "2022-04-11T00:00:00+01:00", "2022-04-11T00:00:00+0100", "2022-04-11T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>Start datetime to use for a model inference. ISO string or UNIX time in seconds.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>infer_start_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1649635200</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>infer_end_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-14T00:00:00Z", "2022-04-14T00:00:00+01:00", "2022-04-14T00:00:00+0100", "2022-04-14T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>End datetime to use for a model inference. Must be greater than <code>infer_start_*</code>. ISO string or UNIX time in seconds.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>infer_end_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1649894400</td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### ISO format scheduler config example
|
|||
|
```yaml
|
|||
|
scheduler:
|
|||
|
class: "scheduler.oneoff.OneoffScheduler"
|
|||
|
fit_start_iso: "2022-04-01T00:00:00Z"
|
|||
|
fit_end_iso: "2022-04-10T00:00:00Z"
|
|||
|
infer_start_iso: "2022-04-11T00:00:00Z"
|
|||
|
infer_end_iso: "2022-04-14T00:00:00Z"
|
|||
|
```
|
|||
|
|
|||
|
|
|||
|
### UNIX time format scheduler config example
|
|||
|
```yaml
|
|||
|
scheduler:
|
|||
|
class: "scheduler.oneoff.OneoffScheduler"
|
|||
|
fit_start_iso: 1648771200
|
|||
|
fit_end_iso: 1649548800
|
|||
|
infer_start_iso: 1649635200
|
|||
|
infer_end_iso: 1649894400
|
|||
|
```
|
|||
|
|
|||
|
## Backtesting scheduler
|
|||
|
|
|||
|
### Parameters
|
|||
|
As for [Oneoff scheduler](#oneoff-scheduler), timeframes can be defined in Unix time in seconds or ISO 8601 string format.
|
|||
|
ISO format supported time zone offset formats are:
|
|||
|
* Z (UTC)
|
|||
|
* ±HH:MM
|
|||
|
* ±HHMM
|
|||
|
* ±HH
|
|||
|
|
|||
|
If a time zone is omitted, a timezone-naive datetime is used.
|
|||
|
|
|||
|
### Defining overall timeframe
|
|||
|
|
|||
|
This timeframe will be used for slicing on intervals `(fit_window, infer_window == fit_every)`, starting from the *latest available* time point, which is `to_*` and going back, until no full `fit_window + infer_window` interval exists within the provided timeframe.
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Format</th>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>from_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-01T00:00:00Z", "2022-04-01T00:00:00+01:00", "2022-04-01T00:00:00+0100", "2022-04-01T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>Start datetime to use for backtesting.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>from_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1648771200</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td><code>to_iso</code></td>
|
|||
|
<td>str</td>
|
|||
|
<td><code>"2022-04-10T00:00:00Z", "2022-04-10T00:00:00+01:00", "2022-04-10T00:00:00+0100", "2022-04-10T00:00:00+01"</code></td>
|
|||
|
<td rowspan=2>End datetime to use for backtesting. Must be greater than <code>from_start_*</code>.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>UNIX time</td>
|
|||
|
<td><code>to_s</code></td>
|
|||
|
<td>float</td>
|
|||
|
<td>1649548800</td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### Defining training timeframe
|
|||
|
The same *explicit* logic as in [Periodic scheduler](#periodic-scheduler)
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Format</th>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td rowspan=2><code>fit_window</code></td>
|
|||
|
<td rowspan=2>str</td>
|
|||
|
<td><code>"PT1M", "P1H"</code></td>
|
|||
|
<td rowspan=2>What time range to use for training the models. Must be at least 1 second.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>Prometheus-compatible</td>
|
|||
|
<td><code>"1m", "1h"</code></td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### Defining inference timeframe
|
|||
|
In `BacktestingScheduler`, the inference window is *implicitly* defined as a period between 2 consecutive model `fit_every` runs. The *latest* inference window starts from `to_s` - `fit_every` and ends on the *latest available* time point, which is `to_s`. The previous periods for fit/infer are defined the same way, by shifting `fit_every` seconds backwards until we get the last full fit period of `fit_window` size, which start is >= `from_s`.
|
|||
|
<table>
|
|||
|
<thead>
|
|||
|
<tr>
|
|||
|
<th>Format</th>
|
|||
|
<th>Parameter</th>
|
|||
|
<th>Type</th>
|
|||
|
<th>Example</th>
|
|||
|
<th>Description</th>
|
|||
|
</tr>
|
|||
|
</thead>
|
|||
|
<tbody>
|
|||
|
<tr>
|
|||
|
<td>ISO 8601</td>
|
|||
|
<td rowspan=2><code>fit_every</code></td>
|
|||
|
<td rowspan=2>str</td>
|
|||
|
<td><code>"PT1M", "P1H"</code></td>
|
|||
|
<td rowspan=2>What time range to use previously trained model to infer on new data until next retrain happens.</td>
|
|||
|
</tr>
|
|||
|
<tr>
|
|||
|
<td>Prometheus-compatible</td>
|
|||
|
<td><code>"1m", "1h"</code></td>
|
|||
|
</tr>
|
|||
|
</tbody>
|
|||
|
</table>
|
|||
|
|
|||
|
### ISO format scheduler config example
|
|||
|
```yaml
|
|||
|
scheduler:
|
|||
|
class: "scheduler.backtesting.BacktestingScheduler"
|
|||
|
from_start_iso: '2021-01-01T00:00:00Z'
|
|||
|
to_end_iso: '2021-01-14T00:00:00Z'
|
|||
|
fit_window: 'P14D'
|
|||
|
fit_every: 'PT1H'
|
|||
|
```
|
|||
|
|
|||
|
### UNIX time format scheduler config example
|
|||
|
```yaml
|
|||
|
scheduler:
|
|||
|
class: "scheduler.backtesting.BacktestingScheduler"
|
|||
|
from_start_s: 167253120
|
|||
|
to_end_s: 167443200
|
|||
|
fit_window: '14d'
|
|||
|
fit_every: '1h'
|
|||
|
```
|