fix: apply symmetric tolerance guard in revin denormalization - #528
Open
reginaldalfret wants to merge 2 commits into
Open
reginaldalfret wants to merge 2 commits into
reginaldalfret wants to merge 2 commits into
Conversation
In reversible instance normalization (revin), forward normalization guards against division-by-zero on low/zero-variance inputs (sigma < _TOLERANCE) by substituting 1.0. However, reverse denormalization previously used raw sigma directly (x * sigma + mu). For zero-variance or near-zero-variance series, this destroyed the roundtrip identity revin(revin(x, reverse=False), reverse=True) == x, multiplying forecast deltas by zero and collapsing predictions to a flat line (mu). Apply the tolerance guard symmetrically during reverse denormalization across PyTorch, Flax, and MLX implementations, and add regression unit tests. Fixes google-research#522 Signed-off-by: Reginald Alfret <reginaldalfret@gmail.com>
|
Thanks for your pull request! It looks like this may be your first contribution to a Google open source project. Before we can look at your pull request, you'll need to sign a Contributor License Agreement (CLA). View this failed invocation of the CLA check for more information. For the most up to date status, view the checks section at the bottom of the pull request. |
Author
|
@google-cla recheck |
Signed-off-by: Reginald Alfret <reginaldalfret@gmail.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Description
Fixes #522.
In reversible instance normalization (
evin), forward normalization guards against division-by-zero on low/zero-variance inputs (\sigma < _TOLERANCE) by clamping small \sigma\ to \1.0. However, reverse denormalization previously used raw \sigma\ directly (\x * sigma + mu).
For zero-variance or near-zero-variance series (\sigma < 10^-6, common in telemetry, quiescent sensors, piecewise-constant metrics, or idle systems), the transformer backbone's predicted forecast deltas were multiplied by \