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instance splitter fix

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This commit is contained in:
Dr. Kashif Rasul
2019-12-20 12:16:44 +01:00
parent 887ff406b6
commit 8c3bc77757
3 changed files with 66 additions and 34 deletions
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pts/transform/split.py
+25 -18
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@@ -146,28 +146,35 @@ class InstanceSplitter(FlatMapTransformation):
len_target = target.shape[-1]
minimum_length = (
self.future_length
if self.pick_incomplete
else self.past_length + self.future_length
)
if is_train:
if len_target < self.future_length:
# We currently cannot handle time series that are shorter than
# the prediction length during training, so we just skip these.
# If we want to include them we would need to pad and to mask
# the loss.
sampling_indices: Union[np.ndarray, List[int]] = []
else:
if self.pick_incomplete:
sampling_indices = self.train_sampler(
target, 0, len_target - self.future_length
)
else:
sampling_indices = self.train_sampler(
target, self.past_length, len_target - self.future_length,
)
sampling_bounds = (
(0, len_target - self.future_length)
if self.pick_incomplete
else (self.past_length, len_target - self.future_length)
)
# We currently cannot handle time series that are
# too short during training, so we just skip these.
# If we want to include them we would need to pad and to
# mask the loss.
sampled_indices = (
np.array([], dtype=int)
if len_target < minimum_length
else self.train_sampler(target, *sampling_bounds)
)
else:
sampling_indices = [len_target]
for i in sampling_indices:
assert self.pick_incomplete or len_target >= self.past_length
sampled_indices = np.array([len_target], dtype=int)
for i in sampled_indices:
pad_length = max(self.past_length - i, 0)
if not self.pick_incomplete:
assert pad_length == 0
assert pad_length == 0, f"pad_length should be zero, got {pad_length}"
d = data.copy()
for ts_field in slice_cols:
if i > self.past_length: