Last updated: 2023-03-16.
Module: tf_quant_finance.experimental.io#
Utilities to serialize and deserialize dictionaries of numpy arrays.
This module defines generic reader and writer for serialized data as well as
specialized methods to export collections of numpy arrays to files.
The latter is based on TFRecords format. The main difference is
that instead of directly storing elements in FloatList (or IntList etc)
protos, it first serializes them to bytes and then stores them as a single
element BytesList. This is necessary to improve deserialization performance
when we have large arrays.
Classes#
class ArrayDictReader: Iterator over the data serialized by ArrayDictWriter.
class ArrayDictWriter: Writer to write dictionaries of numpy arrays in binary format.
Functions#
decode_array(...): Decodes a bytestring into a numpy array.
encode_array(...): Encodes a numpy array using TensorProto protocol buffer.