Flexible NaN-handling

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評価

難易度
4/5
見積もり時間
3〜5日
初心者へのやさしさ
35/100
issue の種類
機能追加
明瞭さ
明確に書かれている
活発さ
停滞
技術スタック
numpy, python
領域
data

調査の方向性

Start with the ensemble metric implementations and shared helpers in core/utils.py, then follow the weighted Energy Score pattern for vs_ensemble, twvs_ensemble, owvs_ensemble, and vrvs_ensemble. Check how apply_nan_policy_ens_uv, apply_nan_policy_ens_mv, and nan_policy_check handle invalid members and unsupported estimators. Done means the Variogram Score variants support the requested policies with tests for propagation, omission, and errors.

索引モデルが issue の本文から書いたものです。

説明

enhancement

For ensemble-based scoring rules, we need flexible handling of missing values in ensemble members. Currently, ensemble-based metrics such as the CRPS return NaN if there is one or more NaNs in the ensemble members. It may be the case that users have an ensemble with a few NaNs (e.g. with lagged ensembles you have NaNs for some timestamps) but still want to get a valid score.

Proposed solution

We allow users to specify a nan_policy argument on ensemble metrics:

  • propagate (default): return NaN if any ensemble member is NaN
  • omit: ignore NaN values during computation
  • raise: raise an error if NaN values are encountered

NaN in the observations always propagates, regardless of policy. The omit policy flags every invalid member — any NaN member, and in the multivariate case any member with a NaN variable or weight — and folds it into the ensemble weights as a zero weight, routing the score through the existing weighted estimators (#117). Shared helpers (apply_nan_policy_ens_uv, apply_nan_policy_ens_mv, nan_policy_check) live in core/utils.py.

Status

Done

  • CRPS — crps_ensemble, twcrps_ensemble, owcrps_ensemble, vrcrps_ensemble (#118, merged).
  • Energy Score — es_ensemble, twes_ensemble, owes_ensemble, vres_ensemble (#123). First multivariate metric; also fixed two pre-existing bugs in the weighted energy numba kernels (ow = ow[0] scalar indexing, and np.mean(fw) vs np.sum(fw * ens_w) normalization).

Remaining

  • Variogram Score — vs_ensemble, twvs_ensemble, owvs_ensemble, vrvs_ensemble. Weighted estimators exist, so it follows the Energy pattern directly.
  • Gaussian Kernel Score — univariate and multivariate gks*_ensemble. Weighted estimators exist, but the weighted multivariate numba kernels still carry the ow = ow[0] bug fixed for Energy (core/kernels/_gufuncs_w.py:250, :277); needs fixing before the omit path runs on numba.

Not planned

  • Dawid–Sebastiani (dssuv_ensemble, dssmv_ensemble) — computed from mean/covariance, no weighted estimator to route through.
  • Log Score (logs_ensemble, clogs_ensemble) — kernel-density estimates, omit semantics not well defined.

Note: omit is not implemented for estimators that cannot be expressed through member weighting (CRPS int/akr/akr_circperm, Energy akr/akr_circperm); these raise NotImplementedError.

主要言語
Python
スター
108
フォーク
15
平均マージ
1時間 42分
マージ済み PR（30日）
9

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