from typing import Tuple from abc import ABC, abstractmethod import torch import torch.nn as nn class Scaler(ABC, nn.Module): def __init__(self, keepdim: bool = False): super().__init__() self.keepdim = keepdim @abstractmethod def compute_scale( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> torch.Tensor: pass def forward( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> Tuple[torch.Tensor, torch.Tensor]: """ Parameters ---------- data tensor of shape (N, T, C) containing the data to be scaled observed_indicator observed_indicator: binary tensor with the same shape as ``data``, that has 1 in correspondence of observed data points, and 0 in correspondence of missing data points. Returns ------- Tensor Tensor containing the "scaled" data, shape: (N, T, C). Tensor Tensor containing the scale, of shape (N, C) if ``keepdim == False``, and shape (N, 1, C) if ``keepdim == True``. """ scale = self.compute_scale(data, observed_indicator) if self.keepdim: scale = scale.unsqueeze(1) return data / scale, scale else: return data / scale.unsqueeze(1), scale class MeanScaler(Scaler): """ The ``MeanScaler`` computes a per-item scale according to the average absolute value over time of each item. The average is computed only among the observed values in the data tensor, as indicated by the second argument. Items with no observed data are assigned a scale based on the global average. Parameters ---------- minimum_scale default scale that is used if the time series has only zeros. """ def __init__(self, minimum_scale: float = 1e-10, *args, **kwargs): super().__init__(*args, **kwargs) self.register_buffer("minimum_scale", torch.tensor(minimum_scale)) def compute_scale( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> torch.Tensor: # these will have shape (N, C) num_observed = observed_indicator.sum(dim=1) sum_observed = (data.abs() * observed_indicator).sum(dim=1) # first compute a global scale per-dimension total_observed = num_observed.sum(dim=0) denominator = torch.max(total_observed, torch.ones_like(total_observed)) default_scale = sum_observed.sum(dim=0) / denominator # then compute a per-item, per-dimension scale denominator = torch.max(num_observed, torch.ones_like(num_observed)) scale = sum_observed / denominator # use per-batch scale when no element is observed # or when the sequence contains only zeros scale = torch.where( sum_observed > torch.zeros_like(sum_observed), scale, default_scale * torch.ones_like(num_observed), ) return torch.max(scale, self.minimum_scale).detach() class NOPScaler(Scaler): """ The ``NOPScaler`` assigns a scale equals to 1 to each input item, i.e., no scaling is applied upon calling the ``NOPScaler``. """ def __init__(self, *args, **kwargs): super().__init__(*args, **kwargs) def compute_scale( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> torch.Tensor: return torch.ones_like(data).mean(dim=1)