2020-03-30 22:28:31 +00:00
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import torch
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class TensorRunningMean(object):
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"""
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Tracks a running mean without graph references.
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Round robbin for the mean
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Examples:
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>>> accum = TensorRunningMean(5)
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>>> accum.last(), accum.mean()
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(None, None)
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>>> accum.append(torch.tensor(1.5))
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>>> accum.last(), accum.mean()
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(tensor(1.5000), tensor(1.5000))
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>>> accum.append(torch.tensor(2.5))
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>>> accum.last(), accum.mean()
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(tensor(2.5000), tensor(2.))
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>>> accum.reset()
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>>> _= [accum.append(torch.tensor(i)) for i in range(13)]
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>>> accum.last(), accum.mean()
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(tensor(12.), tensor(10.))
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"""
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def __init__(self, window_length: int):
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self.window_length = window_length
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self.memory = torch.Tensor(self.window_length)
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self.current_idx: int = 0
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self.last_idx: int = None
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self.rotated: bool = False
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def reset(self) -> None:
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self = TensorRunningMean(self.window_length)
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def last(self):
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if self.last_idx is not None:
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return self.memory[self.last_idx]
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def append(self, x):
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2020-04-07 00:29:55 +00:00
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# ensure same device and type
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if self.memory.device != x.device or self.memory.type() != x.type():
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x = x.to(self.memory)
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2020-03-30 22:28:31 +00:00
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# store without grads
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with torch.no_grad():
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self.memory[self.current_idx] = x
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self.last_idx = self.current_idx
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# increase index
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self.current_idx += 1
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# reset index when hit limit of tensor
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self.current_idx = self.current_idx % self.window_length
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if self.current_idx == 0:
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self.rotated = True
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def mean(self):
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if self.last_idx is not None:
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return self.memory.mean() if self.rotated else self.memory[:self.current_idx].mean()
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