添加三个metric：SMAPE，R^2，Corrcoef

basicts/metrics/corr.py

@@ -22,6 +22,10 @@ def masked_corr(prediction: torch.Tensor, target: torch.Tensor, null_val: float
 
     """
 
+    if len(prediction.shape) == 4: # (Bs, L, N, 1) else (Bs, N, 1)
+        prediction = torch.mean(prediction, dim=1)
+        target = torch.mean(target, dim=1)
+
     if np.isnan(null_val):
         mask = ~torch.isnan(target)
     else:
@@ -32,18 +36,17 @@ def masked_corr(prediction: torch.Tensor, target: torch.Tensor, null_val: float
     mask /= torch.mean(mask)  # Normalize mask to avoid bias in the loss due to the number of valid entries
     mask = torch.nan_to_num(mask)  # Replace any NaNs in the mask with zero
 
-    prediction_mean = torch.mean(prediction, dim=1, keepdim=True)
-    target_mean = torch.mean(target, dim=1, keepdim=True)
+    prediction_mean = torch.mean(prediction, dim=0, keepdim=True)
+    target_mean = torch.mean(target, dim=0, keepdim=True)
 
     # 计算偏差 (X - mean_X) 和 (Y - mean_Y)
     prediction_dev = prediction - prediction_mean
     target_dev = target - target_mean
 
     # 计算皮尔逊相关系数
-    numerator = torch.sum(prediction_dev * target_dev, dim=1, keepdim=True)  # 分子
-    denominator = torch.sqrt(torch.sum(prediction_dev ** 2, dim=1, keepdim=True) * torch.sum(target_dev ** 2, dim=1, keepdim=True))  # 分母
+    numerator = torch.sum(prediction_dev * target_dev, dim=0, keepdim=True)  # 分子
+    denominator = torch.sqrt(torch.sum(prediction_dev ** 2, dim=0, keepdim=True) * torch.sum(target_dev ** 2, dim=0, keepdim=True))  # 分母
     loss = numerator / denominator
-
     loss = loss * mask  # Apply the mask to the loss
     loss = torch.nan_to_num(loss)  # Replace any NaNs in the loss with zero
 

basicts/metrics/r_square.py

@@ -22,6 +22,10 @@ def masked_r2(prediction: torch.Tensor, target: torch.Tensor, null_val: float =
 
     """
 
+    if len(prediction.shape) == 4: # (Bs, L, N, 1) else (Bs, N, 1)
+        prediction = torch.mean(prediction, dim=1)
+        target = torch.mean(target, dim=1)
+
     eps = 5e-5
     if np.isnan(null_val):
         mask = ~torch.isnan(target)
@@ -34,11 +38,10 @@ def masked_r2(prediction: torch.Tensor, target: torch.Tensor, null_val: float =
     prediction = torch.nan_to_num(prediction)
     target = torch.nan_to_num(target)
 
-    ss_res = torch.sum(torch.pow((target - prediction), 2), dim=1)  # 残差平方和
-    ss_tot = torch.sum(torch.pow(target - torch.mean(target, dim=1, keepdim=True), 2), dim=1)  # 总平方和
+    ss_res = torch.sum(torch.pow((target - prediction), 2), dim=0)  # 残差平方和
+    ss_tot = torch.sum(torch.pow(target - torch.mean(target, dim=0, keepdim=True), 2), dim=0)  # 总平方和
 
     # 计算 R^2
     loss = 1 - (ss_res / (ss_tot + eps))
-
     loss = torch.nan_to_num(loss)  # Replace any NaNs in the loss with zero
     return torch.mean(loss)