I am trying to make this operation below a bit faster, does anyone have a smart way of doing so utilizing vectorized operations?
Also it would be nice to know how to initialize a tensor that has size 0, that case should also work in the below setup(see ones and hundres variables, imagine another variable with the below setup):
def adstock_geometric(x: torch.Tensor, theta: float):
x_decayed = torch.zeros_like(x)
x_decayed[0] = x[0]
for xi in range(1, len(x_decayed)):
x_decayed[xi] = x[xi] + theta * x_decayed[xi - 1]
return x_decayed
def adstock_multiple_samples(x: torch.Tensor, theta: torch.Tensor):
listtheta = theta.tolist()
if isinstance(listtheta, float):
return adstock_geometric(x=x,
theta=theta)
x_decayed = torch.zeros((100, 112, 1))
for idx, theta_ in enumerate(listtheta):
x_decayed_one_entry = adstock_geometric(x=x,
theta=theta_)
x_decayed[idx] = x_decayed_one_entry
return x_decayed
if __name__ == '__main__':
ones = torch.tensor([1])
hundreds = torch.tensor([idx for idx in range(100)])
x = torch.tensor([[idx] for idx in range(112)])
ones = adstock_multiple_samples(x=x,
theta=ones)
hundreds = adstock_multiple_samples(x=x,
theta=hundreds)
print(ones)
print(hundreds)