def calc_mean_var_loss(epochsInds,loss_train):
#Loss train is in dimension # epochs X #batchs
num_of_epochs = loss_train.shape[0]
#Average over the batchs
loss_train_mean = np.mean(loss_train,1)
#The diff divided by the sampled indexes
d_mean_loss_to_dt = np.sqrt(np.abs(np.diff(loss_train_mean) / np.diff(epochsInds[:])))
var_loss = []
#Go over the epochs
for epoch_index in range(num_of_epochs):
#The loss for the specpic epoch
current_loss = loss_train[epoch_index, :]
#The derivative between the batchs
current_loss_dt = np.diff(current_loss)
#The mean of his derivative
average_loss = np.mean(current_loss_dt)
current_loss_minus_mean = current_loss_dt- average_loss
#The covarince between the batchs
cov_mat = np.dot(current_loss_minus_mean[:, None], current_loss_minus_mean[None, :])
# The trace of the cov matrix
trac_cov = np.trace(cov_mat)
var_loss.append(trac_cov)
return np.array(var_loss), d_mean_loss_to_dt
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