forked from zhihanyue/ts2vec
-
Notifications
You must be signed in to change notification settings - Fork 1
/
utils.py
128 lines (112 loc) · 3.86 KB
/
utils.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
import os
import numpy as np
import pickle
import torch
import random
from datetime import datetime
def pkl_save(name, var):
with open(name, 'wb') as f:
pickle.dump(var, f)
def pkl_load(name):
with open(name, 'rb') as f:
return pickle.load(f)
def torch_pad_nan(arr, left=0, right=0, dim=0):
if left > 0:
padshape = list(arr.shape)
padshape[dim] = left
arr = torch.cat((torch.full(padshape, np.nan), arr), dim=dim)
if right > 0:
padshape = list(arr.shape)
padshape[dim] = right
arr = torch.cat((arr, torch.full(padshape, np.nan)), dim=dim)
return arr
def pad_nan_to_target(array, target_length, axis=0, both_side=False):
assert array.dtype in [np.float16, np.float32, np.float64]
pad_size = target_length - array.shape[axis]
if pad_size <= 0:
return array
npad = [(0, 0)] * array.ndim
if both_side:
npad[axis] = (pad_size // 2, pad_size - pad_size//2)
else:
npad[axis] = (0, pad_size)
return np.pad(array, pad_width=npad, mode='constant', constant_values=np.nan)
def split_with_nan(x, sections, axis=0):
assert x.dtype in [np.float16, np.float32, np.float64]
arrs = np.array_split(x, sections, axis=axis)
target_length = arrs[0].shape[axis]
for i in range(len(arrs)):
arrs[i] = pad_nan_to_target(arrs[i], target_length, axis=axis)
return arrs
def take_per_row(A, indx, num_elem):
all_indx = indx[:,None] + np.arange(num_elem)
return A[torch.arange(all_indx.shape[0])[:,None], all_indx]
def centerize_vary_length_series(x):
prefix_zeros = np.argmax(~np.isnan(x).all(axis=-1), axis=1)
suffix_zeros = np.argmax(~np.isnan(x[:, ::-1]).all(axis=-1), axis=1)
offset = (prefix_zeros + suffix_zeros) // 2 - prefix_zeros
rows, column_indices = np.ogrid[:x.shape[0], :x.shape[1]]
offset[offset < 0] += x.shape[1]
column_indices = column_indices - offset[:, np.newaxis]
return x[rows, column_indices]
def data_dropout(arr, p):
B, T = arr.shape[0], arr.shape[1]
mask = np.full(B*T, False, dtype=np.bool)
ele_sel = np.random.choice(
B*T,
size=int(B*T*p),
replace=False
)
mask[ele_sel] = True
res = arr.copy()
res[mask.reshape(B, T)] = np.nan
return res
def name_with_datetime(prefix='default'):
now = datetime.now()
return prefix + '_' + now.strftime("%Y%m%d_%H%M%S")
def init_dl_program(
device_name,
seed=None,
use_cudnn=True,
deterministic=False,
benchmark=False,
use_tf32=False,
max_threads=None
):
import torch
if max_threads is not None:
torch.set_num_threads(max_threads) # intraop
if torch.get_num_interop_threads() != max_threads:
torch.set_num_interop_threads(max_threads) # interop
try:
import mkl
except:
pass
else:
mkl.set_num_threads(max_threads)
if seed is not None:
random.seed(seed)
seed += 1
np.random.seed(seed)
seed += 1
torch.manual_seed(seed)
if isinstance(device_name, (str, int)):
device_name = [device_name]
devices = []
for t in reversed(device_name):
t_device = torch.device(t)
devices.append(t_device)
if t_device.type == 'cuda':
assert torch.cuda.is_available()
torch.cuda.set_device(t_device)
if seed is not None:
seed += 1
torch.cuda.manual_seed(seed)
devices.reverse()
torch.backends.cudnn.enabled = use_cudnn
torch.backends.cudnn.deterministic = deterministic
torch.backends.cudnn.benchmark = benchmark
if hasattr(torch.backends.cudnn, 'allow_tf32'):
torch.backends.cudnn.allow_tf32 = use_tf32
torch.backends.cuda.matmul.allow_tf32 = use_tf32
return devices if len(devices) > 1 else devices[0]