fix v1 var calculation
1. Masked variance calculation (lines 95-107): Changed from the numerically unstable E[X²] - E[X]² formula to the stable centered formula E[(X-μ)²] 2. Sigma clamping (line 609): Changed from torch.where(sigma < tolerance, 1.0, sigma) to torch.clamp(sigma, min=tolerance)
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@@ -94,26 +94,16 @@ def _masked_mean_std(
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# Calculate the number of valid elements
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# Calculate the number of valid elements
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num_valid_elements = torch.sum(mask, dim=1)
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num_valid_elements = torch.sum(mask, dim=1)
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num_valid_elements = torch.where(
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num_valid_elements = torch.clamp(num_valid_elements, min=1.0)
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num_valid_elements == 0,
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torch.tensor(1,
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dtype=num_valid_elements.dtype,
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device=num_valid_elements.device),
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num_valid_elements,
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)
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# Calculate the masked sum and squared sum
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# Calculate the masked sum and mean
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masked_sum = torch.sum(arr * mask, dim=1)
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masked_sum = torch.sum(arr * mask, dim=1)
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masked_squared_sum = torch.sum((arr * mask)**2, dim=1)
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# Calculate the masked mean and standard deviation
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masked_mean = masked_sum / num_valid_elements
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masked_mean = masked_sum / num_valid_elements
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masked_var = masked_squared_sum / num_valid_elements - masked_mean**2
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masked_var = torch.where(
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# Calculate the masked variance using centered values (numerically stable)
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masked_var < 0.0,
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masked_centered_arr = (arr - masked_mean.unsqueeze(-1)) * mask
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torch.tensor(0.0, dtype=masked_var.dtype, device=masked_var.device),
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masked_var = torch.sum(masked_centered_arr**2, dim=1) / num_valid_elements
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masked_var,
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masked_var = torch.clamp(masked_var, min=0.0)
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)
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masked_std = torch.sqrt(masked_var)
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masked_std = torch.sqrt(masked_var)
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return masked_mean, masked_std
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return masked_mean, masked_std
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@@ -616,11 +606,7 @@ class PatchedTimeSeriesDecoder(nn.Module):
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) -> tuple[torch.Tensor, tuple[torch.Tensor, torch.Tensor]]:
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) -> tuple[torch.Tensor, tuple[torch.Tensor, torch.Tensor]]:
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"""Input is of shape [B, N, P]."""
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"""Input is of shape [B, N, P]."""
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mu, sigma = _masked_mean_std(inputs, patched_pads)
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mu, sigma = _masked_mean_std(inputs, patched_pads)
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sigma = torch.where(
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sigma = torch.clamp(sigma, min=self.config.tolerance)
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sigma < self.config.tolerance,
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torch.tensor(1.0, dtype=sigma.dtype, device=sigma.device),
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sigma,
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)
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# Normalize each patch
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# Normalize each patch
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outputs = (inputs - mu[:, None, None]) / sigma[:, None, None]
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outputs = (inputs - mu[:, None, None]) / sigma[:, None, None]
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