util.py

import numpy as np
import os
import torch


class DataLoader(object):
    def __init__(self, xs, ys, batch_size, pad_with_last_sample=True):
        """
        :param xs:
        :param ys:
        :param batch_size:
        :param pad_with_last_sample: pad with the last sample to make number of samples divisible to batch_size.
        """
        self.batch_size = batch_size
        self.current_ind = 0
        if pad_with_last_sample:
            num_padding = (batch_size - (len(xs) % batch_size)) % batch_size
            x_padding = np.repeat(xs[-1:], num_padding, axis=0)
            y_padding = np.repeat(ys[-1:], num_padding, axis=0)
            xs = np.concatenate([xs, x_padding], axis=0)
            ys = np.concatenate([ys, y_padding], axis=0)
        self.size = len(xs)
        self.num_batch = int(self.size // self.batch_size)
        self.xs = xs
        self.ys = ys

    def shuffle(self):
        permutation = np.random.permutation(self.size)
        xs, ys = self.xs[permutation], self.ys[permutation]
        self.xs = xs
        self.ys = ys

    def get_iterator(self):
        self.current_ind = 0

        def _wrapper():
            while self.current_ind < self.num_batch:
                start_ind = self.batch_size * self.current_ind
                end_ind = min(self.size, self.batch_size * (self.current_ind + 1))
                x_i = self.xs[start_ind: end_ind, ...]
                y_i = self.ys[start_ind: end_ind, ...]
                yield (x_i, y_i)
                self.current_ind += 1

        return _wrapper()


class StandardScaler():
    """
    Standard the input
    """

    def __init__(self, mean, std):
        self.mean = mean
        self.std = std

    def transform(self, data):
        return (data - self.mean) / self.std

    def inverse_transform(self, data):
        return (data * self.std) + self.mean


def load_dataset(dataset_dir, batch_size, valid_batch_size=None, test_batch_size=None):
    data = {}
    for category in ['train', 'val', 'test']:
        cat_data = np.load(os.path.join(dataset_dir, category + '.npz'))
        data['x_' + category] = cat_data['x']
        data['y_' + category] = cat_data['y']
    scaler = StandardScaler(mean=data['x_train'][..., 0].mean(), std=data['x_train'][..., 0].std())
    # Data format
    for category in ['train', 'val', 'test']:
        data['x_' + category][..., 0] = scaler.transform(data['x_' + category][..., 0])
    data['train_loader'] = DataLoader(data['x_train'], data['y_train'], batch_size)
    data['val_loader'] = DataLoader(data['x_val'], data['y_val'], valid_batch_size)
    data['test_loader'] = DataLoader(data['x_test'], data['y_test'], test_batch_size)
    data['scaler'] = scaler
    return data


def masked_mse(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels != null_val)
    mask = mask.float()
    mask /= torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = (preds - labels) ** 2
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)


def masked_rmse(preds, labels, null_val=np.nan):
    return torch.sqrt(masked_mse(preds=preds, labels=labels, null_val=null_val))


def masked_mae(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels != null_val)
    mask = mask.float()
    mask /= torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = torch.abs(preds - labels)
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)


def masked_mape(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels != null_val)
    mask = mask.float()
    mask /= torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = torch.abs(preds - labels) / labels
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)


def metric(pred, real):
    mae = masked_mae(pred, real, 0.0).item()
    mape = masked_mape(pred, real, 0.0).item()
    rmse = masked_rmse(pred, real, 0.0).item()
    return mae, mape, rmse