dsipts 1.1.9__py3-none-any.whl → 1.1.10__py3-none-any.whl

dsipts/models/base.py

@@ -136,9 +136,9 @@ class Base(pl.LightningModule):
             self.is_classification = False
             if len(self.quantiles)>0:
                 if self.loss_type=='cprs':
-                    self.use_quantiles = False
+                    self.use_quantiles = True
                     self.mul = len(self.quantiles)
-                    self.loss = CPRS()
+                    self.loss = CPRS(alpha=self.persistence_weight)
                 else:
                     assert len(self.quantiles)==3, beauty_string('ONLY 3 quantiles premitted','info',True)
                     self.use_quantiles = True
@@ -193,7 +193,9 @@ class Base(pl.LightningModule):
         """
         if self.loss_type=='cprs':
             tmp = self(batch)
-            return tmp.mean(axis=-1)
+            tmp = torch.quantile(tmp, torch.tensor([0.05, 0.5, 0.95]), dim=-1).permute(1,2,3,0)
+            return tmp
+            #return tmp.mean(axis=-1).unsqueeze(-1)
         
         return self(batch)
         

dsipts/models/base_v2.py

@@ -138,9 +138,9 @@ class Base(pl.LightningModule):
             self.is_classification = False
             if len(self.quantiles)>0:
                 if self.loss_type=='cprs':
-                    self.use_quantiles = False
+                    self.use_quantiles = True
                     self.mul = len(self.quantiles)
-                    self.loss = CPRS()
+                    self.loss = CPRS(alpha=self.persistence_weight)
                 else:
                     assert len(self.quantiles)==3, beauty_string('ONLY 3 quantiles premitted','info',True)
                     self.use_quantiles = True
@@ -197,7 +197,9 @@ class Base(pl.LightningModule):
         
         if self.loss_type=='cprs':
             tmp = self(batch)
-            return tmp.mean(axis=-1)
+            tmp = torch.quantile(tmp, torch.tensor([0.05, 0.5, 0.95]), dim=-1).permute(1,2,3,0)
+            return tmp
+            #return tmp.mean(axis=-1).unsqueeze(-1)
         
         return self(batch)
         

dsipts/models/utils.py

@@ -633,7 +633,7 @@ class CPRS(nn.Module):
     with large ensembles.
     """
     
-    def __init__(self, alpha=0.95, reduction='mean'):
+    def __init__(self, alpha=0.5, reduction='mean'):
         super().__init__()
         self.alpha = alpha
         self.reduction = reduction
@@ -674,17 +674,19 @@ class CPRS(nn.Module):
         # Create mask to exclude diagonal (i=j)
         mask = ~torch.eye(n_members, dtype=torch.bool, device=ensemble.device)
         mask = mask.view(1, n_members, n_members, *[1]*(len(ensemble.shape)-2))
-        
+
         # Apply mask and compute mean
-        pairwise_term = (pairwise_diffs * mask).sum(dim=(1, 2)) / (n_members * (n_members - 1))
+        pairwise_term = (pairwise_diffs * mask).sum(dim=(1, 2)) ##formula 3 second term 
         
         # Combine terms according to afCRPS formula
-        loss = mae_term - (1 - epsilon) * pairwise_term
+        loss = mae_term - (1 - epsilon) * pairwise_term/ (2*n_members * (n_members - 1))
         
         # Apply weights if provided
         if weights is not None:
             loss = loss * weights
-            
+        #if loss.mean()<-2:
+        #    import pdb
+        #    pdb.set_trace()
         # Apply reduction
         if self.reduction == 'none':
             return loss

{dsipts-1.1.9.dist-info → dsipts-1.1.10.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dsipts
-Version: 1.1.9
+Version: 1.1.10
 Summary: Unified library for timeseries modelling
 Author-email: Andrea Gobbi <agobbi@fbk.eu>
 Project-URL: Homepage, https://github.com/DSIP-FBK/DSIPTS

{dsipts-1.1.9.dist-info → dsipts-1.1.10.dist-info}/RECORD

@@ -28,9 +28,9 @@ dsipts/models/TimeXER.py,sha256=aCg0003LxYZzqZWyWugpbW_iOybcdHN4OH6_v77qp4o,7056
 dsipts/models/VQVAEA.py,sha256=sNJi8UZh-10qEIKcZK3SzhlOFUUjvqjoglzeZBFaeZM,13789
 dsipts/models/VVA.py,sha256=BnPkJ0Nzue0oShSHZVRNlf5RvT0Iwtf9bx19vLB9Nn0,11939
 dsipts/models/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-dsipts/models/base.py,sha256=-K6ZxmXism231GqBxM3-pXE_KA4a4QWuYJ6FM_uSRl4,18859
-dsipts/models/base_v2.py,sha256=39EJO3m00HvT3zkn8PO67YEckAVa3Ez3NQ5oEnwz9g8,19137
-dsipts/models/utils.py,sha256=eBEpczdHn--ftK9I0pOiSY4ANGLzkw1WIL3SOoV9y7Y,24412
+dsipts/models/base.py,sha256=0r_gGD9CPAVmuqTmySugTpCVUgoHJrwaMAqLx3P-ZBw,19021
+dsipts/models/base_v2.py,sha256=b_RaVTBnA2dU4HpVPI-P0_VkmbsQHtYzxVf5iFVvp1U,19299
+dsipts/models/utils.py,sha256=kjTwyktNCFMpPUy6zoleBCSKlvMvK_Jkgyh2T1OXg3E,24497
 dsipts/models/autoformer/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 dsipts/models/autoformer/layers.py,sha256=xHt8V1lKdD1cIvgxXdDbI_EqOz4zgOQ6LP8l7M1pAxM,13276
 dsipts/models/crossformer/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -76,7 +76,7 @@ dsipts/models/vva/minigpt.py,sha256=bg0JddqSD322uxSGexen3nPXL_hGTsk3vNLR62d7-w8,
 dsipts/models/vva/vqvae.py,sha256=RzCQ_M9xBprp7_x20dSV3EQqlO0FjPUGWV-qdyKrQsM,19680
 dsipts/models/xlstm/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 dsipts/models/xlstm/xLSTM.py,sha256=ZKZZmffmIq1Vb71CR4GSyM8viqVx-u0FChxhcNgHub8,10081
-dsipts-1.1.9.dist-info/METADATA,sha256=vraJDpYWc4hhcOfaj3C4E5hACrTNlYSEgGsT2zKyiPs,24794
-dsipts-1.1.9.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-dsipts-1.1.9.dist-info/top_level.txt,sha256=i6o0rf5ScFwZK21E89dSKjVNjUBkrEQpn0-Vij43748,7
-dsipts-1.1.9.dist-info/RECORD,,
+dsipts-1.1.10.dist-info/METADATA,sha256=hwFJB926XiPZjhisLz-Usqpic_ty16lk3ZwvHoZHC0c,24795
+dsipts-1.1.10.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+dsipts-1.1.10.dist-info/top_level.txt,sha256=i6o0rf5ScFwZK21E89dSKjVNjUBkrEQpn0-Vij43748,7
+dsipts-1.1.10.dist-info/RECORD,,