Spaces:
Running
Running
refactor to arranged code
Browse files- matching_series.py +132 -141
matching_series.py
CHANGED
@@ -164,11 +164,14 @@ class matching_series(evaluate.Metric):
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return_coverages = True
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predictions = np.array(predictions).astype(dtype)
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references = np.array(references).astype(dtype)
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if instance_normalization:
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predictions = (predictions - predictions.mean(axis=1, keepdims=True)) / predictions.std(
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axis=1, keepdims=True
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)
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references = (references - references.mean(axis=1, keepdims=True)) / references.std(axis=1, keepdims=True)
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if predictions.shape[1:] != references.shape[1:]:
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raise ValueError(
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"The number of features in the predictions and references should be the same. predictions: {}, references: {}".format(
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@@ -177,7 +180,110 @@ class matching_series(evaluate.Metric):
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)
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# at first, convert the inputs to numpy arrays
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# distance between predictions and references for all example combinations for each features
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# shape: (num_generation, num_reference, num_features)
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if batch_size is not None:
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@@ -194,7 +300,7 @@ class matching_series(evaluate.Metric):
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]
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with concurrent.futures.ProcessPoolExecutor(max_workers=num_process) as executor:
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results = executor.map(
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-
self.
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*zip(*args),
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)
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for (i, j), d in zip(idxs, results):
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@@ -205,7 +311,7 @@ class matching_series(evaluate.Metric):
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# iterate over the predictions and references in batches
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for i in range(0, len(predictions) + batch_size, batch_size):
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for j in range(0, len(references) + batch_size, batch_size):
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-
d = self.
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predictions[i : i + batch_size, None],
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references[None, j : j + batch_size],
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metric=metric,
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@@ -213,24 +319,34 @@ class matching_series(evaluate.Metric):
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)
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distance[i : i + batch_size, j : j + batch_size] = d
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else:
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distance = self.
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index_distance = distance.diagonal(axis1=0, axis2=1).mean().item()
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# matching scores
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-
distance_mean = distance.mean(axis=-1)
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# best match for each generated time series
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# shape: (num_generation,)
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best_match = np.argmin(
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-
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# matching distance
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# shape: (num_generation,)
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precision_distance = distance_mean[np.arange(len(best_match)), best_match].mean().item()
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# best match for each reference time series
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# shape: (num_reference,)
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best_match_inv = np.argmin(
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-
recall_distance =
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f1_distance = 2 / (1 / (precision_distance + eps) + 1 / (recall_distance + eps))
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mean_distance = (precision_distance + recall_distance) / 2
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@@ -240,144 +356,19 @@ class matching_series(evaluate.Metric):
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matching_precision = np.unique(best_match_inv).size / len(best_match)
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matching_f1 = 2 / (1 / (matching_precision + eps) + 1 / (matching_recall + eps))
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-
# take matching for each feature and compute metrics for them
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precision_distance_features = []
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recall_distance_features = []
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f1_distance_features = []
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mean_distance_features = []
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matching_precision_features = []
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matching_recall_features = []
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matching_f1_features = []
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index_distance_features = []
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coverages_features = []
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cuc_features = []
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for f in range(predictions.shape[-1]):
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distance_f = distance[:, :, f]
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index_distance_f = (distance_f.diagonal(axis1=0, axis2=1).mean()).item()
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best_match_f = np.argmin(distance_f, axis=-1)
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precision_distance_f = (distance_f[np.arange(len(best_match_f)), best_match_f].mean()).item()
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best_match_inv_f = np.argmin(distance_f, axis=0)
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recall_distance_f = (distance_f[best_match_inv_f, np.arange(len(best_match_inv_f))].mean()).item()
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f1_distance_f = 2 / (1 / (precision_distance_f + eps) + 1 / (recall_distance_f + eps))
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mean_distance_f = (precision_distance_f + recall_distance_f) / 2
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precision_distance_features.append(precision_distance_f)
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recall_distance_features.append(recall_distance_f)
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f1_distance_features.append(f1_distance_f)
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index_distance_features.append(index_distance_f)
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mean_distance_features.append(mean_distance_f)
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-
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matching_recall_f = np.unique(best_match_f).size / len(best_match_f)
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matching_precision_f = np.unique(best_match_inv_f).size / len(best_match_inv_f)
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matching_f1_f = 2 / (1 / (matching_precision_f + eps) + 1 / (matching_recall_f + eps))
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matching_precision_features.append(matching_precision_f)
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matching_recall_features.append(matching_recall_f)
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matching_f1_features.append(matching_f1_f)
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-
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coverages_f, cuc_f = self.compute_cuc(best_match_f, len(references), cuc_n_calculation, cuc_n_samples)
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coverages_features.append(coverages_f)
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cuc_features.append(cuc_f)
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-
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macro_precision_distance = statistics.mean(precision_distance_features)
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macro_recall_distance = statistics.mean(recall_distance_features)
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macro_f1_distance = statistics.mean(f1_distance_features)
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macro_mean_distance = statistics.mean(mean_distance_features)
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macro_index_distance = statistics.mean(index_distance_features)
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-
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macro_matching_precision = statistics.mean(matching_precision_features)
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macro_matching_recall = statistics.mean(matching_recall_features)
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macro_matching_f1 = statistics.mean(matching_f1_features)
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-
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# cuc
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coverages, cuc = self.compute_cuc(best_match, len(
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macro_cuc = statistics.mean(cuc_features)
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macro_coverages = [statistics.mean(c) for c in zip(*coverages_features)]
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out = {
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"precision_distance": precision_distance,
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"f1_distance": f1_distance,
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"recall_distance": recall_distance,
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"mean_distance": mean_distance,
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"index_distance": index_distance,
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"macro_precision_distance": macro_precision_distance,
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"macro_recall_distance": macro_recall_distance,
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"macro_f1_distance": macro_f1_distance,
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"macro_mean_distance": macro_mean_distance,
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"macro_index_distance": macro_index_distance,
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"matching_precision": matching_precision,
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"matching_recall": matching_recall,
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"matching_f1": matching_f1,
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"macro_matching_precision": macro_matching_precision,
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"macro_matching_recall": macro_matching_recall,
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"macro_matching_f1": macro_matching_f1,
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"cuc": cuc,
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-
"
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}
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if return_distance:
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out["distance"] = distance
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if return_matching:
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out["match"] = best_match
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out["match_inv"] = best_match_inv
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if return_each_features:
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if return_distance:
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out["distance_features"] = distance_mean
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out.update(
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{
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"precision_distance_features": precision_distance_features,
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"f1_distance_features": f1_distance_features,
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"recall_distance_features": recall_distance_features,
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"index_distance_features": index_distance_features,
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"matching_precision_features": matching_precision_features,
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"matching_recall_features": matching_recall_features,
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"matching_f1_features": matching_f1_features,
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"cuc_features": cuc_features,
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"coverages_features": coverages_features,
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}
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)
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if return_coverages:
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out["coverages"] = coverages
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out["macro_coverages"] = macro_coverages
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return out
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-
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def compute_cuc(
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self,
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match: np.ndarray,
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n_reference: int,
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n_calculation: int,
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n_samples: Union[List[int], str],
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):
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"""
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-
Compute Coverage Under Curve
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Args:
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match: best match for each generated time series
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n_reference: number of reference time series
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n_calculation: number of Coverage Under Curve calculate times
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n_samples: number of samples to use for Coverage Under Curve calculation. If "auto", it uses the number of samples of the predictions.
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Returns:
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"""
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n_generaiton = len(match)
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if n_samples == "auto":
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exp = int(math.log2(n_generaiton))
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n_samples = [int(2**i) for i in range(exp)]
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n_samples.append(n_generaiton)
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assert isinstance(n_samples, list) and all(isinstance(n, int) for n in n_samples)
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-
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coverages = []
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for n_sample in n_samples:
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coverage = 0
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for _ in range(n_calculation):
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sample = np.random.choice(match, size=n_sample, replace=False) # type: ignore
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coverage += len(np.unique(sample)) / n_reference
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coverages.append(coverage / n_calculation)
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cuc = (np.trapz(coverages, n_samples) / len(n_samples) / max(n_samples)).item()
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return coverages, cuc
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-
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@staticmethod
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def _compute_metric(x, y, metric: str = "mse", axis: int = -1):
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if metric.lower() == "mse":
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return np.mean((x - y) ** 2, axis=axis)
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elif metric.lower() == "mae":
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return np.mean(np.abs(x - y), axis=axis)
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elif metric.lower() == "rmse":
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return np.sqrt(np.mean((x - y) ** 2, axis=axis))
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-
else:
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raise ValueError("Unknown metric: {}".format(metric))
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return_coverages = True
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predictions = np.array(predictions).astype(dtype)
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references = np.array(references).astype(dtype)
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+
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if instance_normalization:
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predictions = (predictions - predictions.mean(axis=1, keepdims=True)) / predictions.std(
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axis=1, keepdims=True
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)
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references = (references - references.mean(axis=1, keepdims=True)) / references.std(axis=1, keepdims=True)
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+
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+
assert isinstance(predictions, np.ndarray) and isinstance(references, np.ndarray)
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if predictions.shape[1:] != references.shape[1:]:
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raise ValueError(
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"The number of features in the predictions and references should be the same. predictions: {}, references: {}".format(
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)
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# at first, convert the inputs to numpy arrays
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+
distance = self.compute_distance(
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+
predictions=predictions,
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+
references=references,
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+
metric=metric,
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+
batch_size=batch_size,
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+
num_process=num_process,
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+
dtype=dtype,
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+
)
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+
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+
metrics = self._compute_metrics(
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+
distance=distance.mean(axis=-1),
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+
eps=eps,
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+
cuc_n_calculation=cuc_n_calculation,
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cuc_n_samples=cuc_n_samples,
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+
)
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+
metrics_feature = [
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self._compute_metrics(distance[:, :, f], eps, cuc_n_calculation, cuc_n_samples)
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+
for f in range(predictions.shape[-1])
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+
]
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+
macro_metrics = {
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+
"macro_" + k: statistics.mean([m[k] for m in metrics_feature]) # type: ignore
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+
for k in metrics_feature[0].keys()
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+
if isinstance(metrics_feature[0][k], (int, float))
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+
}
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+
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+
out = {}
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+
out.update({k: v for k, v in metrics.items() if isinstance(v, (int, float))})
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+
out.update(macro_metrics)
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+
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+
if return_distance:
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+
out["distance"] = distance
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+
if return_matching:
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+
out.update({k: v for k, v in metrics.items() if "match" in k})
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+
if return_coverages:
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+
out["coverages"] = metrics["coverages"]
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+
if return_each_features:
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+
out.update(
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+
{
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+
k + "_features": [m[k] for m in metrics_feature]
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+
for k in metrics_feature[0].keys()
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+
if isinstance(metrics_feature[0][k], (int, float))
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+
}
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)
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+
if return_coverages:
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+
out.update(
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+
{
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+
"coverages_features": [m["coverages"] for m in metrics_feature],
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+
}
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+
)
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+
return out
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+
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+
def compute_cuc(
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+
self,
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+
match: np.ndarray,
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+
n_reference: int,
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+
n_calculation: int,
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+
n_samples: Union[List[int], str],
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+
):
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+
"""
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+
Compute Coverage Under Curve
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+
Args:
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+
match: best match for each generated time series
|
245 |
+
n_reference: number of reference time series
|
246 |
+
n_calculation: number of Coverage Under Curve calculate times
|
247 |
+
n_samples: number of samples to use for Coverage Under Curve calculation. If "auto", it uses the number of samples of the predictions.
|
248 |
+
Returns:
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249 |
+
"""
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+
n_generaiton = len(match)
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+
if n_samples == "auto":
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+
exp = int(math.log2(n_generaiton))
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+
n_samples = [int(2**i) for i in range(exp)]
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+
n_samples.append(n_generaiton)
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+
assert isinstance(n_samples, list) and all(isinstance(n, int) for n in n_samples)
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+
coverages = []
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+
for n_sample in n_samples:
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+
coverage = 0
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+
for _ in range(n_calculation):
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+
sample = np.random.choice(match, size=n_sample, replace=False) # type: ignore
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+
coverage += len(np.unique(sample)) / n_reference
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+
coverages.append(coverage / n_calculation)
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+
cuc = (np.trapz(coverages, n_samples) / len(n_samples) / max(n_samples)).item()
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+
return coverages, cuc
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+
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+
@staticmethod
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+
def _compute_distance(x, y, metric: str = "mse", axis: int = -1):
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+
if metric.lower() == "mse":
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+
return np.mean((x - y) ** 2, axis=axis)
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+
elif metric.lower() == "mae":
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+
return np.mean(np.abs(x - y), axis=axis)
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+
elif metric.lower() == "rmse":
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+
return np.sqrt(np.mean((x - y) ** 2, axis=axis))
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+
else:
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+
raise ValueError("Unknown metric: {}".format(metric))
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+
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+
def compute_distance(
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+
self,
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+
predictions: np.ndarray,
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+
references: np.ndarray,
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+
metric: str,
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+
batch_size: Optional[int] = None,
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+
num_process: int = 1,
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+
dtype=np.float32,
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+
):
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# distance between predictions and references for all example combinations for each features
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# shape: (num_generation, num_reference, num_features)
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if batch_size is not None:
|
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300 |
]
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with concurrent.futures.ProcessPoolExecutor(max_workers=num_process) as executor:
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results = executor.map(
|
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+
self._compute_distance,
|
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*zip(*args),
|
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)
|
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for (i, j), d in zip(idxs, results):
|
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|
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# iterate over the predictions and references in batches
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for i in range(0, len(predictions) + batch_size, batch_size):
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for j in range(0, len(references) + batch_size, batch_size):
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+
d = self._compute_distance(
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predictions[i : i + batch_size, None],
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references[None, j : j + batch_size],
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metric=metric,
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)
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distance[i : i + batch_size, j : j + batch_size] = d
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else:
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+
distance = self._compute_distance(predictions[:, None], references[None, :], metric=metric, axis=-2)
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+
return distance
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+
def _compute_metrics(
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+
self,
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+
distance: np.ndarray,
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+
eps: float = 1e-10,
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+
cuc_n_calculation: int = 3,
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+
cuc_n_samples: Union[List[int], str] = "auto",
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+
) -> dict[str, float | list[float]]:
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+
"""
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+
Compute metrics from the distance matrix
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+
Args:
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+
distance: distance matrix. shape: (num_generation, num_reference)
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+
Returns:
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+
"""
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index_distance = distance.diagonal(axis1=0, axis2=1).mean().item()
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# matching scores
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# best match for each generated time series
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# shape: (num_generation,)
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+
best_match = np.argmin(distance, axis=-1)
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+
precision_distance = distance[np.arange(len(best_match)), best_match].mean().item()
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# best match for each reference time series
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# shape: (num_reference,)
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+
best_match_inv = np.argmin(distance, axis=0)
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+
recall_distance = distance[best_match_inv, np.arange(len(best_match_inv))].mean().item()
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f1_distance = 2 / (1 / (precision_distance + eps) + 1 / (recall_distance + eps))
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mean_distance = (precision_distance + recall_distance) / 2
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matching_precision = np.unique(best_match_inv).size / len(best_match)
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matching_f1 = 2 / (1 / (matching_precision + eps) + 1 / (matching_recall + eps))
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359 |
# cuc
|
360 |
+
coverages, cuc = self.compute_cuc(best_match, len(best_match_inv), cuc_n_calculation, cuc_n_samples)
|
361 |
+
return {
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|
362 |
"precision_distance": precision_distance,
|
363 |
"f1_distance": f1_distance,
|
364 |
"recall_distance": recall_distance,
|
365 |
"mean_distance": mean_distance,
|
366 |
"index_distance": index_distance,
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|
367 |
"matching_precision": matching_precision,
|
368 |
"matching_recall": matching_recall,
|
369 |
"matching_f1": matching_f1,
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|
370 |
"cuc": cuc,
|
371 |
+
"coverages": coverages,
|
372 |
+
"match": best_match,
|
373 |
+
"match_inv": best_match_inv,
|
374 |
}
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