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Additional augmentations #48

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jankrepl opened this issue Jun 7, 2020 · 0 comments
Open
2 of 9 tasks

Additional augmentations #48

jankrepl opened this issue Jun 7, 2020 · 0 comments
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enhancement New feature or request

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@jankrepl
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jankrepl commented Jun 7, 2020

Rather than reinventing the wheel one could just use torchvision transforms https://pytorch.org/docs/stable/torchvision/transforms.html

  • Compose (already recreated in deepdow)
  • RandomApply - apply all with some probability
  • RandomChoice - apply exactly one but at random
  • RandomOrder - apply all but in random order
  • 1Dwarping - Affine would be a special case, one could in theory have any increasing function (derivative > 0)
  • RandomAffine - scaling and translation along the y axis (lookback) could be a brilliant augmentation for deepdow tensors
  • RandomHorizontalFlip - flipping the time flow, probably super confusing if one wants to pic up mean reversion
  • Normalize - a must together with some helper function that computes means, stds in the training set. However, it still assumes that the time series is stationary.
  • RandomErasing - (similar to the current Dropout however it is contiguous regions)

Additionally, torchvision might be also helpful in other tasks (see #39)

The clear downside is introducing yet another dependency. Additionally, one might argue that it is better to go all the way and use imgaug, albumentation,...

Other nonvision augmentations:

@jankrepl jankrepl added the enhancement New feature or request label Jun 7, 2020
@jankrepl jankrepl mentioned this issue Jun 7, 2020
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