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pytorch-ts/pts/model/quantile.py
T
Dr. Kashif Rasul 4fa5a991bd added missing license files
for issue #11
2020-04-30 11:04:18 +02:00

99 lines
3.0 KiB
Python

# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License").
# You may not use this file except in compliance with the License.
# A copy of the License is located at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file is distributed
# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.
import re
from typing import NamedTuple, Union
class Quantile(NamedTuple):
value: float
name: str
@property
def loss_name(self):
return f"QuantileLoss[{self.name}]"
@property
def weighted_loss_name(self):
return f"wQuantileLoss[{self.name}]"
@property
def coverage_name(self):
return f"Coverage[{self.name}]"
@classmethod
def checked(cls, value: float, name: str) -> "Quantile":
if not 0 <= value <= 1:
raise Exception(f"quantile value should be in [0, 1] but found {value}")
return Quantile(value, name)
@classmethod
def from_float(cls, quantile: float) -> "Quantile":
assert isinstance(quantile, float)
return cls.checked(value=quantile, name=str(quantile))
@classmethod
def from_str(cls, quantile: str) -> "Quantile":
assert isinstance(quantile, str)
try:
return cls.checked(value=float(quantile), name=quantile)
except ValueError:
m = re.match(r"^p(\d{2})$", quantile)
if m is None:
raise Exception(
"Quantile string should be of the form "
f'"p10", "p50", ... or "0.1", "0.5", ... but found {quantile}'
)
else:
quantile_float: float = int(m.group(1)) / 100
return cls(value=quantile_float, name=str(quantile_float))
@classmethod
def parse(cls, quantile: Union["Quantile", float, str]) -> "Quantile":
"""Produces equivalent float and string representation of a given
quantile level.
>>> Quantile.parse(0.1)
Quantile(value=0.1, name='0.1')
>>> Quantile.parse('0.2')
Quantile(value=0.2, name='0.2')
>>> Quantile.parse('0.20')
Quantile(value=0.2, name='0.20')
>>> Quantile.parse('p99')
Quantile(value=0.99, name='0.99')
Parameters
----------
quantile
Quantile, can be a float a str representing a float e.g. '0.1' or a
quantile string of the form 'p0.1'.
Returns
-------
Quantile
A tuple containing both a float and a string representation of the
input quantile level.
"""
if isinstance(quantile, Quantile):
return quantile
elif isinstance(quantile, float):
return cls.from_float(quantile)
else:
return cls.from_str(quantile)