New Metric: Soft Dynamic Time Warping (Soft-DTW)

[VijayVignesh1]

What does this PR do?

Fixes #3084

Before submitting

• Was this discussed/agreed via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?

PR review

Added a new domain called timeseries to include Soft DTW loss.
Ref paper: https://arxiv.org/abs/1703.01541

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

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📚 Documentation preview 📚: https://torchmetrics--3287.org.readthedocs.build/en/3287/

[VijayVignesh1]

@Borda Just wanted to get your initial opinion on this before I move forward. The softDTW uses dynamic programming which makes it really slow to work with on cpus. It's runs faster on gpus. Do you think it's worth continuing the effort?

[Borda]

@Borda Just wanted to get your initial opinion on this before I move forward. The softDTW uses dynamic programming which makes it really slow to work with on cpus. It's runs faster on gpus. Do you think it's worth continuing the effort?

I think it is very fine to have only the GPU version and raise an exception or a warning on the CPU

[VijayVignesh1]

@justusschock I'm looking at the unittest results. Turns out it's erroring out:

numba.cuda.cudadrv.error.NvvmSupportError: libNVVM cannot be found. Do `conda install cudatoolkit`:
libnvvm.so: cannot open shared object file: No such file or directory

The pysdtw library used as reference needs it. Is there any way around it?

[justusschock]

@VijayVignesh1 not fully sure, but you could just add that libs installation to the docker command in .lightning/workloads.

[VijayVignesh1]

@VijayVignesh1 not fully sure, but you could just add that libs installation to the docker command in .lightning/workloads.

@justusschock I removed the cuda usage in reference implementation and everything works fine now.

[codecov]

Codecov Report

❌ Patch coverage is 35.71429% with 63 lines in your changes missing coverage. Please review.
✅ Project coverage is 37%. Comparing base (88bca94) to head (0f34ea5).

❌ Your project check has failed because the head coverage (37%) is below the target coverage (95%). You can increase the head coverage or adjust the target coverage.

Additional details and impacted files

@@           Coverage Diff           @@
##           master   #3287    +/-   ##
=======================================
- Coverage      37%     37%    -1%     
=======================================
  Files         364     353    -11     
  Lines       20096   19998    -98     
=======================================
- Hits         7520    7361   -159     
- Misses      12576   12637    +61     

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