loss.py

# -*- coding: utf-8 -*-
"""
Created on Thu May 20 01:23:04 2021

@author: Kaima
"""
import torch
import numpy as np

def masked_mse(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels!=null_val)
    mask = mask.float()
    mask /= torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = (preds-labels)**2
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)

def masked_rmse(preds, labels, null_val=np.nan):
    return torch.sqrt(masked_mse(preds=preds, labels=labels, null_val=null_val))


def masked_mae(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels!=null_val)
    mask = mask.float()
    mask /=  torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = torch.abs(preds-labels)
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)


def masked_mape(preds, labels, null_val=np.nan):
    if np.isnan(null_val):
        mask = ~torch.isnan(labels)
    else:
        mask = (labels!=null_val)
    mask = mask.float()
    mask /=  torch.mean((mask))
    mask = torch.where(torch.isnan(mask), torch.zeros_like(mask), mask)
    loss = torch.abs(preds-labels)/labels
    loss = loss * mask
    loss = torch.where(torch.isnan(loss), torch.zeros_like(loss), loss)
    return torch.mean(loss)


def metric(pred, real):
    mae = masked_mae(pred,real,0.0).item()
    mape = masked_mape(pred,real,0.0).item()
    rmse = masked_rmse(pred,real,0.0).item()
    return mae,mape,rmse