Shourya Bose
commited on
Commit
Β·
4cc7625
1
Parent(s):
881bc20
updated models for L=512
Browse filesThis view is limited to 50 files because it contains too many changes. Β
See raw diff
- README.md +4 -5
- model_kwargs.py +11 -0
- models/Autoformer.py +3 -0
- models/Informer.py +3 -0
- models/LSTM.py +2 -0
- models/LSTNet.py +2 -1
- models/PatchTST.py +382 -0
- models/TimesNet.py +3 -0
- models/Transformer.py +3 -0
- weights/{autoformer_L_96_T_4_HET.pth β Autoformer_L_512_T_48_HET.pth} +2 -2
- weights/{autoformer_L_96_T_4_HOM.pth β Autoformer_L_512_T_48_HOM.pth} +2 -2
- weights/{autoformer_L_96_T_48_HET.pth β Autoformer_L_512_T_4_HET.pth} +1 -1
- weights/{autoformer_L_96_T_48_HOM.pth β Autoformer_L_512_T_4_HOM.pth} +1 -1
- weights/Autoformer_L_512_T_96_HET.pth +3 -0
- weights/Autoformer_L_512_T_96_HOM.pth +3 -0
- weights/Informer_L_512_T_48_HET.pth +3 -0
- weights/Informer_L_512_T_48_HOM.pth +3 -0
- weights/{informer_L_96_T_48_HET.pth β Informer_L_512_T_4_HET.pth} +1 -1
- weights/{informer_L_96_T_48_HOM.pth β Informer_L_512_T_4_HOM.pth} +1 -1
- weights/Informer_L_512_T_96_HET.pth +3 -0
- weights/Informer_L_512_T_96_HOM.pth +3 -0
- weights/{lstm_L_96_T_48_HET.pth β LSTM_L_512_T_48_HET.pth} +2 -2
- weights/{lstm_L_96_T_48_HOM.pth β LSTM_L_512_T_48_HOM.pth} +2 -2
- weights/{lstm_L_96_T_4_HET.pth β LSTM_L_512_T_4_HET.pth} +2 -2
- weights/{lstm_L_96_T_4_HOM.pth β LSTM_L_512_T_4_HOM.pth} +2 -2
- weights/LSTM_L_512_T_96_HET.pth +3 -0
- weights/LSTM_L_512_T_96_HOM.pth +3 -0
- weights/LSTNet_L_512_T_48_HET.pth +3 -0
- weights/LSTNet_L_512_T_48_HOM.pth +3 -0
- weights/LSTNet_L_512_T_4_HET.pth +3 -0
- weights/LSTNet_L_512_T_4_HOM.pth +3 -0
- weights/LSTNet_L_512_T_96_HET.pth +3 -0
- weights/LSTNet_L_512_T_96_HOM.pth +3 -0
- weights/PatchTST_L_512_T_48_HET.pth +3 -0
- weights/PatchTST_L_512_T_48_HOM.pth +3 -0
- weights/PatchTST_L_512_T_4_HET.pth +3 -0
- weights/PatchTST_L_512_T_4_HOM.pth +3 -0
- weights/PatchTST_L_512_T_96_HET.pth +3 -0
- weights/PatchTST_L_512_T_96_HOM.pth +3 -0
- weights/TimesNet_L_512_T_48_HET.pth +3 -0
- weights/TimesNet_L_512_T_48_HOM.pth +3 -0
- weights/TimesNet_L_512_T_4_HET.pth +3 -0
- weights/TimesNet_L_512_T_4_HOM.pth +3 -0
- weights/TimesNet_L_512_T_96_HET.pth +3 -0
- weights/TimesNet_L_512_T_96_HOM.pth +3 -0
- weights/Transformer_L_512_T_48_HET.pth +3 -0
- weights/Transformer_L_512_T_48_HOM.pth +3 -0
- weights/{transformer_L_96_T_48_HET.pth β Transformer_L_512_T_4_HET.pth} +1 -1
- weights/{transformer_L_96_T_48_HOM.pth β Transformer_L_512_T_4_HOM.pth} +1 -1
- weights/Transformer_L_512_T_96_HET.pth +3 -0
README.md
CHANGED
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@@ -1,20 +1,19 @@
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---
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license: cc
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---
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-
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## About
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This repository provides model weights to run load forecasting models trained on ComStock datasets. The companion dataset repository is [this](https://huggingface.co/datasets/APPFL/Illinois_load_datasets). The model definitions are present in the `models` directory. The corresponding trained model weights are present in the `weights` directory. The corresponding model keyword arguments (as a function of a provided `lookback` and `lookahead`) can be imported from the file `model_kwargs.py`.
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Note that `lookback` is denoted by `L` and `lookahead` by `T` in the weights directory. We provide weights for the following `(L,T)` pairs: `(
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## Data
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When using the companion [dataset](https://huggingface.co/datasets/APPFL/Illinois_load_datasets), the following points must be noted (see the
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- All models accept normalized inputs and produce normalized outputs, i.e. set `normalize = True` when generating the datasets.
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- For Transformer, Autoformer, Informer, and TimesNet set `transformer = True`, while for LSTM
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## Credits
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Some model definitions have been adapted from the code provided in the [TSLib Library](https://github.com/thuml/Time-Series-Library).
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---
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license: cc
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---
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## About
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This repository provides model weights to run load forecasting models trained on ComStock datasets. The companion dataset repository is [this](https://huggingface.co/datasets/APPFL/Illinois_load_datasets). The model definitions are present in the `models` directory. The corresponding trained model weights are present in the `weights` directory. The corresponding model keyword arguments (as a function of a provided `lookback` and `lookahead`) can be imported from the file `model_kwargs.py`.
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Note that `lookback` is denoted by `L` and `lookahead` by `T` in the weights directory. We provide weights for the following `(L,T)` pairs: `(512,4)`, `(512,48)`, and `(512,96)`, and for `HOM`ogenous and `HET`erogenous datasets.
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## Data
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When using the companion [dataset](https://huggingface.co/datasets/APPFL/Illinois_load_datasets), the following points must be noted (see the page for more information on configuring the data loaders):
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- All models accept normalized inputs and produce normalized outputs, i.e. set `normalize = True` when generating the datasets.
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- For Transformer, Autoformer, Informer, and TimesNet set `transformer = True`, while for LSTM, LSTNet, and PatchTST set `transformer = False`.
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## Credits
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Some model definitions have been adapted from the code provided in the [TSLib Library](https://github.com/thuml/Time-Series-Library).
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model_kwargs.py
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@@ -52,4 +52,15 @@ lstnet_kwargs = lambda lookback,lookahead:{
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'conv1_out_channels':8*4,
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'conv1_kernel_height':3*4,
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'recc1_out_channels':32*4
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}
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'conv1_out_channels':8*4,
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'conv1_kernel_height':3*4,
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'recc1_out_channels':32*4
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}
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patchtst_kwargs = lambda lookback,lookahead:{
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'enc_in': 6,
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'dec_in': 2,
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'c_out': 1,
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'pred_len': lookahead,
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'seq_len': lookback,
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'd_model': 32*4,
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'data_idx': [0,3,4,5,6,7],
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'time_idx': [1,2]
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}
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models/Autoformer.py
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import math
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import numpy as np
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class AutoCorrelation(nn.Module):
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"""
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AutoCorrelation Mechanism with the following two phases:
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import math
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import numpy as np
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# Modified from: https://github.com/thuml/Time-Series-Library
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# Modified by Shourya Bose, shbose@ucsc.edu
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class AutoCorrelation(nn.Module):
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"""
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AutoCorrelation Mechanism with the following two phases:
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models/Informer.py
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import numpy as np
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import torch.nn.functional as F
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class ConvLayer(nn.Module):
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def __init__(self, c_in):
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super(ConvLayer, self).__init__()
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import numpy as np
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import torch.nn.functional as F
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# Modified from: https://github.com/thuml/Time-Series-Library
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# Modified by Shourya Bose, shbose@ucsc.edu
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class ConvLayer(nn.Module):
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def __init__(self, c_in):
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super(ConvLayer, self).__init__()
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models/LSTM.py
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import torch.nn as nn
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from typing import Union, List, Tuple
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class LSTM(nn.Module):
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def __init__(
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import torch.nn as nn
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from typing import Union, List, Tuple
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# Written by Shourya Bose, shbose@ucsc.edu
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class LSTM(nn.Module):
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def __init__(
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models/LSTNet.py
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import torch.nn.functional as F
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import numpy as np
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# https://github.com/gokulkarthik/LSTNet.pytorch/blob/master/LSTNet.py
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class LSTNet(nn.Module):
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import torch.nn.functional as F
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import numpy as np
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# Modified from https://github.com/gokulkarthik/LSTNet.pytorch/blob/master/LSTNet.py
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# Modified by Shourya Bose, shbose@ucsc.edu
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class LSTNet(nn.Module):
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models/PatchTST.py
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|
| 1 |
+
import torch
|
| 2 |
+
from torch import nn
|
| 3 |
+
import torch.nn.functional as F
|
| 4 |
+
import math
|
| 5 |
+
from math import sqrt
|
| 6 |
+
import numpy as np
|
| 7 |
+
|
| 8 |
+
# Modified from: https://github.com/thuml/Time-Series-Library
|
| 9 |
+
# Modified by Shourya Bose, shbose@ucsc.edu
|
| 10 |
+
|
| 11 |
+
class PositionalEmbedding(nn.Module):
|
| 12 |
+
def __init__(self, d_model, max_len=5000):
|
| 13 |
+
super(PositionalEmbedding, self).__init__()
|
| 14 |
+
# Compute the positional encodings once in log space.
|
| 15 |
+
pe = torch.zeros(max_len, d_model).float()
|
| 16 |
+
pe.require_grad = False
|
| 17 |
+
|
| 18 |
+
position = torch.arange(0, max_len).float().unsqueeze(1)
|
| 19 |
+
div_term = (torch.arange(0, d_model, 2).float()
|
| 20 |
+
* -(math.log(10000.0) / d_model)).exp()
|
| 21 |
+
|
| 22 |
+
pe[:, 0::2] = torch.sin(position * div_term)
|
| 23 |
+
pe[:, 1::2] = torch.cos(position * div_term)
|
| 24 |
+
|
| 25 |
+
pe = pe.unsqueeze(0)
|
| 26 |
+
self.register_buffer('pe', pe)
|
| 27 |
+
|
| 28 |
+
def forward(self, x):
|
| 29 |
+
return self.pe[:, :x.size(1)]
|
| 30 |
+
|
| 31 |
+
class PatchEmbedding(nn.Module):
|
| 32 |
+
def __init__(self, d_model, patch_len, stride, padding, dropout):
|
| 33 |
+
super(PatchEmbedding, self).__init__()
|
| 34 |
+
# Patching
|
| 35 |
+
self.patch_len = patch_len
|
| 36 |
+
self.stride = stride
|
| 37 |
+
self.padding_patch_layer = nn.ReplicationPad1d((0, padding))
|
| 38 |
+
|
| 39 |
+
# Backbone, Input encoding: projection of feature vectors onto a d-dim vector space
|
| 40 |
+
self.value_embedding = nn.Linear(patch_len, d_model, bias=False)
|
| 41 |
+
|
| 42 |
+
# Positional embedding
|
| 43 |
+
self.position_embedding = PositionalEmbedding(d_model)
|
| 44 |
+
|
| 45 |
+
# Residual dropout
|
| 46 |
+
self.dropout = nn.Dropout(dropout)
|
| 47 |
+
|
| 48 |
+
def forward(self, x):
|
| 49 |
+
# do patching
|
| 50 |
+
n_vars = x.shape[1]
|
| 51 |
+
x = self.padding_patch_layer(x)
|
| 52 |
+
x = x.unfold(dimension=-1, size=self.patch_len, step=self.stride)
|
| 53 |
+
x = torch.reshape(x, (x.shape[0] * x.shape[1], x.shape[2], x.shape[3]))
|
| 54 |
+
# Input encoding
|
| 55 |
+
x = self.value_embedding(x) + self.position_embedding(x)
|
| 56 |
+
return self.dropout(x), n_vars
|
| 57 |
+
|
| 58 |
+
class AttentionLayer(nn.Module):
|
| 59 |
+
def __init__(self, attention, d_model, n_heads, d_keys=None,
|
| 60 |
+
d_values=None):
|
| 61 |
+
super(AttentionLayer, self).__init__()
|
| 62 |
+
|
| 63 |
+
d_keys = d_keys or (d_model // n_heads)
|
| 64 |
+
d_values = d_values or (d_model // n_heads)
|
| 65 |
+
|
| 66 |
+
self.inner_attention = attention
|
| 67 |
+
self.query_projection = nn.Linear(d_model, d_keys * n_heads)
|
| 68 |
+
self.key_projection = nn.Linear(d_model, d_keys * n_heads)
|
| 69 |
+
self.value_projection = nn.Linear(d_model, d_values * n_heads)
|
| 70 |
+
self.out_projection = nn.Linear(d_values * n_heads, d_model)
|
| 71 |
+
self.n_heads = n_heads
|
| 72 |
+
|
| 73 |
+
def forward(self, queries, keys, values, attn_mask, tau=None, delta=None):
|
| 74 |
+
B, L, _ = queries.shape
|
| 75 |
+
_, S, _ = keys.shape
|
| 76 |
+
H = self.n_heads
|
| 77 |
+
|
| 78 |
+
queries = self.query_projection(queries).view(B, L, H, -1)
|
| 79 |
+
keys = self.key_projection(keys).view(B, S, H, -1)
|
| 80 |
+
values = self.value_projection(values).view(B, S, H, -1)
|
| 81 |
+
|
| 82 |
+
out, attn = self.inner_attention(
|
| 83 |
+
queries,
|
| 84 |
+
keys,
|
| 85 |
+
values,
|
| 86 |
+
attn_mask,
|
| 87 |
+
tau=tau,
|
| 88 |
+
delta=delta
|
| 89 |
+
)
|
| 90 |
+
out = out.view(B, L, -1)
|
| 91 |
+
|
| 92 |
+
return self.out_projection(out), attn
|
| 93 |
+
|
| 94 |
+
class FullAttention(nn.Module):
|
| 95 |
+
def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False):
|
| 96 |
+
super(FullAttention, self).__init__()
|
| 97 |
+
self.scale = scale
|
| 98 |
+
self.mask_flag = mask_flag
|
| 99 |
+
self.output_attention = output_attention
|
| 100 |
+
self.dropout = nn.Dropout(attention_dropout)
|
| 101 |
+
|
| 102 |
+
def forward(self, queries, keys, values, attn_mask, tau=None, delta=None):
|
| 103 |
+
B, L, H, E = queries.shape
|
| 104 |
+
_, S, _, D = values.shape
|
| 105 |
+
scale = self.scale or 1. / sqrt(E)
|
| 106 |
+
|
| 107 |
+
scores = torch.einsum("blhe,bshe->bhls", queries, keys)
|
| 108 |
+
|
| 109 |
+
if self.mask_flag:
|
| 110 |
+
if attn_mask is None:
|
| 111 |
+
attn_mask = TriangularCausalMask(B, L, device=queries.device)
|
| 112 |
+
|
| 113 |
+
scores.masked_fill_(attn_mask.mask, -np.inf)
|
| 114 |
+
|
| 115 |
+
A = self.dropout(torch.softmax(scale * scores, dim=-1))
|
| 116 |
+
V = torch.einsum("bhls,bshd->blhd", A, values)
|
| 117 |
+
|
| 118 |
+
if self.output_attention:
|
| 119 |
+
return V.contiguous(), A
|
| 120 |
+
else:
|
| 121 |
+
return V.contiguous(), None
|
| 122 |
+
|
| 123 |
+
class TriangularCausalMask():
|
| 124 |
+
def __init__(self, B, L, device="cpu"):
|
| 125 |
+
mask_shape = [B, 1, L, L]
|
| 126 |
+
with torch.no_grad():
|
| 127 |
+
self._mask = torch.triu(torch.ones(mask_shape, dtype=torch.bool), diagonal=1).to(device)
|
| 128 |
+
|
| 129 |
+
@property
|
| 130 |
+
def mask(self):
|
| 131 |
+
return self._mask
|
| 132 |
+
|
| 133 |
+
class FullAttention(nn.Module):
|
| 134 |
+
def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False):
|
| 135 |
+
super(FullAttention, self).__init__()
|
| 136 |
+
self.scale = scale
|
| 137 |
+
self.mask_flag = mask_flag
|
| 138 |
+
self.output_attention = output_attention
|
| 139 |
+
self.dropout = nn.Dropout(attention_dropout)
|
| 140 |
+
|
| 141 |
+
def forward(self, queries, keys, values, attn_mask, tau=None, delta=None):
|
| 142 |
+
B, L, H, E = queries.shape
|
| 143 |
+
_, S, _, D = values.shape
|
| 144 |
+
scale = self.scale or 1. / sqrt(E)
|
| 145 |
+
|
| 146 |
+
scores = torch.einsum("blhe,bshe->bhls", queries, keys)
|
| 147 |
+
|
| 148 |
+
if self.mask_flag:
|
| 149 |
+
if attn_mask is None:
|
| 150 |
+
attn_mask = TriangularCausalMask(B, L, device=queries.device)
|
| 151 |
+
|
| 152 |
+
scores.masked_fill_(attn_mask.mask, -np.inf)
|
| 153 |
+
|
| 154 |
+
A = self.dropout(torch.softmax(scale * scores, dim=-1))
|
| 155 |
+
V = torch.einsum("bhls,bshd->blhd", A, values)
|
| 156 |
+
|
| 157 |
+
if self.output_attention:
|
| 158 |
+
return V.contiguous(), A
|
| 159 |
+
else:
|
| 160 |
+
return V.contiguous(), None
|
| 161 |
+
|
| 162 |
+
class AttentionLayer(nn.Module):
|
| 163 |
+
def __init__(self, attention, d_model, n_heads, d_keys=None,
|
| 164 |
+
d_values=None):
|
| 165 |
+
super(AttentionLayer, self).__init__()
|
| 166 |
+
|
| 167 |
+
d_keys = d_keys or (d_model // n_heads)
|
| 168 |
+
d_values = d_values or (d_model // n_heads)
|
| 169 |
+
|
| 170 |
+
self.inner_attention = attention
|
| 171 |
+
self.query_projection = nn.Linear(d_model, d_keys * n_heads)
|
| 172 |
+
self.key_projection = nn.Linear(d_model, d_keys * n_heads)
|
| 173 |
+
self.value_projection = nn.Linear(d_model, d_values * n_heads)
|
| 174 |
+
self.out_projection = nn.Linear(d_values * n_heads, d_model)
|
| 175 |
+
self.n_heads = n_heads
|
| 176 |
+
|
| 177 |
+
def forward(self, queries, keys, values, attn_mask, tau=None, delta=None):
|
| 178 |
+
B, L, _ = queries.shape
|
| 179 |
+
_, S, _ = keys.shape
|
| 180 |
+
H = self.n_heads
|
| 181 |
+
|
| 182 |
+
queries = self.query_projection(queries).view(B, L, H, -1)
|
| 183 |
+
keys = self.key_projection(keys).view(B, S, H, -1)
|
| 184 |
+
values = self.value_projection(values).view(B, S, H, -1)
|
| 185 |
+
|
| 186 |
+
out, attn = self.inner_attention(
|
| 187 |
+
queries,
|
| 188 |
+
keys,
|
| 189 |
+
values,
|
| 190 |
+
attn_mask,
|
| 191 |
+
tau=tau,
|
| 192 |
+
delta=delta
|
| 193 |
+
)
|
| 194 |
+
out = out.view(B, L, -1)
|
| 195 |
+
|
| 196 |
+
return self.out_projection(out), attn
|
| 197 |
+
|
| 198 |
+
class EncoderLayer(nn.Module):
|
| 199 |
+
def __init__(self, attention, d_model, d_ff=None, dropout=0.1, activation="relu"):
|
| 200 |
+
super(EncoderLayer, self).__init__()
|
| 201 |
+
d_ff = d_ff or 4 * d_model
|
| 202 |
+
self.attention = attention
|
| 203 |
+
self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1)
|
| 204 |
+
self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1)
|
| 205 |
+
self.norm1 = nn.LayerNorm(d_model)
|
| 206 |
+
self.norm2 = nn.LayerNorm(d_model)
|
| 207 |
+
self.dropout = nn.Dropout(dropout)
|
| 208 |
+
self.activation = F.relu if activation == "relu" else F.gelu
|
| 209 |
+
|
| 210 |
+
def forward(self, x, attn_mask=None, tau=None, delta=None):
|
| 211 |
+
new_x, attn = self.attention(
|
| 212 |
+
x, x, x,
|
| 213 |
+
attn_mask=attn_mask,
|
| 214 |
+
tau=tau, delta=delta
|
| 215 |
+
)
|
| 216 |
+
x = x + self.dropout(new_x)
|
| 217 |
+
|
| 218 |
+
y = x = self.norm1(x)
|
| 219 |
+
y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
|
| 220 |
+
y = self.dropout(self.conv2(y).transpose(-1, 1))
|
| 221 |
+
|
| 222 |
+
return self.norm2(x + y), attn
|
| 223 |
+
|
| 224 |
+
|
| 225 |
+
class Encoder(nn.Module):
|
| 226 |
+
def __init__(self, attn_layers, conv_layers=None, norm_layer=None):
|
| 227 |
+
super(Encoder, self).__init__()
|
| 228 |
+
self.attn_layers = nn.ModuleList(attn_layers)
|
| 229 |
+
self.conv_layers = nn.ModuleList(conv_layers) if conv_layers is not None else None
|
| 230 |
+
self.norm = norm_layer
|
| 231 |
+
|
| 232 |
+
def forward(self, x, attn_mask=None, tau=None, delta=None):
|
| 233 |
+
# x [B, L, D]
|
| 234 |
+
attns = []
|
| 235 |
+
if self.conv_layers is not None:
|
| 236 |
+
for i, (attn_layer, conv_layer) in enumerate(zip(self.attn_layers, self.conv_layers)):
|
| 237 |
+
delta = delta if i == 0 else None
|
| 238 |
+
x, attn = attn_layer(x, attn_mask=attn_mask, tau=tau, delta=delta)
|
| 239 |
+
x = conv_layer(x)
|
| 240 |
+
attns.append(attn)
|
| 241 |
+
x, attn = self.attn_layers[-1](x, tau=tau, delta=None)
|
| 242 |
+
attns.append(attn)
|
| 243 |
+
else:
|
| 244 |
+
for attn_layer in self.attn_layers:
|
| 245 |
+
x, attn = attn_layer(x, attn_mask=attn_mask, tau=tau, delta=delta)
|
| 246 |
+
attns.append(attn)
|
| 247 |
+
|
| 248 |
+
if self.norm is not None:
|
| 249 |
+
x = self.norm(x)
|
| 250 |
+
|
| 251 |
+
return x, attns
|
| 252 |
+
|
| 253 |
+
class Transpose(nn.Module):
|
| 254 |
+
def __init__(self, *dims, contiguous=False):
|
| 255 |
+
super().__init__()
|
| 256 |
+
self.dims, self.contiguous = dims, contiguous
|
| 257 |
+
def forward(self, x):
|
| 258 |
+
if self.contiguous: return x.transpose(*self.dims).contiguous()
|
| 259 |
+
else: return x.transpose(*self.dims)
|
| 260 |
+
|
| 261 |
+
|
| 262 |
+
class FlattenHead(nn.Module):
|
| 263 |
+
def __init__(self, n_vars, nf, target_window, head_dropout=0):
|
| 264 |
+
super().__init__()
|
| 265 |
+
self.n_vars = n_vars
|
| 266 |
+
self.flatten = nn.Flatten(start_dim=-2)
|
| 267 |
+
self.linear = nn.Linear(nf, target_window)
|
| 268 |
+
self.dropout = nn.Dropout(head_dropout)
|
| 269 |
+
|
| 270 |
+
def forward(self, x): # x: [bs x nvars x d_model x patch_num]
|
| 271 |
+
x = self.flatten(x)
|
| 272 |
+
x = self.linear(x)
|
| 273 |
+
x = self.dropout(x)
|
| 274 |
+
return x
|
| 275 |
+
|
| 276 |
+
|
| 277 |
+
class PatchTST(nn.Module):
|
| 278 |
+
"""
|
| 279 |
+
Paper link: https://arxiv.org/pdf/2211.14730.pdf
|
| 280 |
+
"""
|
| 281 |
+
|
| 282 |
+
def __init__(
|
| 283 |
+
self,
|
| 284 |
+
enc_in,
|
| 285 |
+
dec_in, # unused
|
| 286 |
+
c_out, # unused
|
| 287 |
+
pred_len,
|
| 288 |
+
seq_len,
|
| 289 |
+
d_model = 64,
|
| 290 |
+
patch_len = 16,
|
| 291 |
+
stride = 8,
|
| 292 |
+
data_idx = [0,3,4,5,6,7],
|
| 293 |
+
time_idx = [1,2],
|
| 294 |
+
output_attention = False,
|
| 295 |
+
factor = 3,
|
| 296 |
+
n_heads = 4,
|
| 297 |
+
d_ff = 512,
|
| 298 |
+
e_layers = 3,
|
| 299 |
+
activation = 'gelu',
|
| 300 |
+
dropout = 0.1
|
| 301 |
+
):
|
| 302 |
+
|
| 303 |
+
#(self, configs, patch_len=16, stride=8):
|
| 304 |
+
"""
|
| 305 |
+
patch_len: int, patch len for patch_embedding
|
| 306 |
+
stride: int, stride for patch_embedding
|
| 307 |
+
"""
|
| 308 |
+
super().__init__()
|
| 309 |
+
self.seq_len = seq_len
|
| 310 |
+
self.pred_len = pred_len
|
| 311 |
+
self.data_idx = data_idx
|
| 312 |
+
self.time_idx = time_idx
|
| 313 |
+
self.dec_in = dec_in
|
| 314 |
+
padding = stride
|
| 315 |
+
|
| 316 |
+
# patching and embedding
|
| 317 |
+
self.patch_embedding = PatchEmbedding(
|
| 318 |
+
d_model, patch_len, stride, padding, dropout)
|
| 319 |
+
|
| 320 |
+
# Encoder
|
| 321 |
+
self.encoder = Encoder(
|
| 322 |
+
[
|
| 323 |
+
EncoderLayer(
|
| 324 |
+
AttentionLayer(
|
| 325 |
+
FullAttention(False, factor, attention_dropout=dropout,
|
| 326 |
+
output_attention=output_attention), d_model, n_heads),
|
| 327 |
+
d_model,
|
| 328 |
+
d_ff,
|
| 329 |
+
dropout=dropout,
|
| 330 |
+
activation=activation
|
| 331 |
+
) for l in range(e_layers)
|
| 332 |
+
],
|
| 333 |
+
norm_layer=nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 334 |
+
)
|
| 335 |
+
|
| 336 |
+
# Prediction Head
|
| 337 |
+
self.head_nf = d_model * \
|
| 338 |
+
int((seq_len - patch_len) / stride + 2)
|
| 339 |
+
self.head = FlattenHead(enc_in, self.head_nf,pred_len,
|
| 340 |
+
head_dropout=dropout)
|
| 341 |
+
|
| 342 |
+
def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
|
| 343 |
+
# Normalization from Non-stationary Transformer
|
| 344 |
+
means = x_enc.mean(1, keepdim=True).detach()
|
| 345 |
+
x_enc = x_enc - means
|
| 346 |
+
stdev = torch.sqrt(
|
| 347 |
+
torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)
|
| 348 |
+
x_enc /= stdev
|
| 349 |
+
|
| 350 |
+
# do patching and embedding
|
| 351 |
+
x_enc = x_enc.permute(0, 2, 1)
|
| 352 |
+
# u: [bs * nvars x patch_num x d_model]
|
| 353 |
+
enc_out, n_vars = self.patch_embedding(x_enc)
|
| 354 |
+
|
| 355 |
+
# Encoder
|
| 356 |
+
# z: [bs * nvars x patch_num x d_model]
|
| 357 |
+
enc_out, attns = self.encoder(enc_out)
|
| 358 |
+
# z: [bs x nvars x patch_num x d_model]
|
| 359 |
+
enc_out = torch.reshape(
|
| 360 |
+
enc_out, (-1, n_vars, enc_out.shape[-2], enc_out.shape[-1]))
|
| 361 |
+
# z: [bs x nvars x d_model x patch_num]
|
| 362 |
+
enc_out = enc_out.permute(0, 1, 3, 2)
|
| 363 |
+
|
| 364 |
+
# Decoder
|
| 365 |
+
dec_out = self.head(enc_out) # z: [bs x nvars x target_window]
|
| 366 |
+
dec_out = dec_out.permute(0, 2, 1)
|
| 367 |
+
|
| 368 |
+
# De-Normalization from Non-stationary Transformer
|
| 369 |
+
dec_out = dec_out * \
|
| 370 |
+
(stdev[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1))
|
| 371 |
+
dec_out = dec_out + \
|
| 372 |
+
(means[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1))
|
| 373 |
+
return dec_out
|
| 374 |
+
|
| 375 |
+
def forward(self, x, fut_time):
|
| 376 |
+
|
| 377 |
+
x_enc = x[:,:,self.data_idx]
|
| 378 |
+
x_mark_enc = x[:,:,self.time_idx]
|
| 379 |
+
x_dec = torch.zeros((fut_time.shape[0],fut_time.shape[1],self.dec_in),dtype=fut_time.dtype,device=fut_time.device)
|
| 380 |
+
x_mark_dec = fut_time
|
| 381 |
+
|
| 382 |
+
return self.forecast(x_enc,x_mark_enc,x_dec,x_mark_dec)[:,-1,[0]]
|
models/TimesNet.py
CHANGED
|
@@ -4,6 +4,9 @@ import torch.nn.functional as F
|
|
| 4 |
import torch.fft
|
| 5 |
import math
|
| 6 |
|
|
|
|
|
|
|
|
|
|
| 7 |
class Inception_Block_V1(nn.Module):
|
| 8 |
def __init__(self, in_channels, out_channels, num_kernels=6, init_weight=True):
|
| 9 |
super(Inception_Block_V1, self).__init__()
|
|
|
|
| 4 |
import torch.fft
|
| 5 |
import math
|
| 6 |
|
| 7 |
+
# Modified from: https://github.com/thuml/Time-Series-Library
|
| 8 |
+
# Modified by Shourya Bose, shbose@ucsc.edu
|
| 9 |
+
|
| 10 |
class Inception_Block_V1(nn.Module):
|
| 11 |
def __init__(self, in_channels, out_channels, num_kernels=6, init_weight=True):
|
| 12 |
super(Inception_Block_V1, self).__init__()
|
models/Transformer.py
CHANGED
|
@@ -5,6 +5,9 @@ import numpy as np
|
|
| 5 |
import math
|
| 6 |
from math import sqrt
|
| 7 |
|
|
|
|
|
|
|
|
|
|
| 8 |
class TriangularCausalMask():
|
| 9 |
def __init__(self, B, L, device="cpu"):
|
| 10 |
mask_shape = [B, 1, L, L]
|
|
|
|
| 5 |
import math
|
| 6 |
from math import sqrt
|
| 7 |
|
| 8 |
+
# Modified from: https://github.com/thuml/Time-Series-Library
|
| 9 |
+
# Modified by Shourya Bose, shbose@ucsc.edu
|
| 10 |
+
|
| 11 |
class TriangularCausalMask():
|
| 12 |
def __init__(self, B, L, device="cpu"):
|
| 13 |
mask_shape = [B, 1, L, L]
|
weights/{autoformer_L_96_T_4_HET.pth β Autoformer_L_512_T_48_HET.pth}
RENAMED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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| 2 |
-
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-
size
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|
| 1 |
version https://git-lfs.github.com/spec/v1
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size 5688555
|
weights/{autoformer_L_96_T_4_HOM.pth β Autoformer_L_512_T_48_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size
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|
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version https://git-lfs.github.com/spec/v1
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|
weights/{autoformer_L_96_T_48_HET.pth β Autoformer_L_512_T_4_HET.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size 5688452
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|
| 1 |
version https://git-lfs.github.com/spec/v1
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|
| 3 |
size 5688452
|
weights/{autoformer_L_96_T_48_HOM.pth β Autoformer_L_512_T_4_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
| 1 |
version https://git-lfs.github.com/spec/v1
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size 5688452
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version https://git-lfs.github.com/spec/v1
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|
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size 5688452
|
weights/Autoformer_L_512_T_96_HET.pth
ADDED
|
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|
|
|
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|
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|
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version https://git-lfs.github.com/spec/v1
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|
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|
weights/Autoformer_L_512_T_96_HOM.pth
ADDED
|
@@ -0,0 +1,3 @@
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version https://git-lfs.github.com/spec/v1
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|
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weights/Informer_L_512_T_48_HET.pth
ADDED
|
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version https://git-lfs.github.com/spec/v1
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|
weights/Informer_L_512_T_48_HOM.pth
ADDED
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size 11244254
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weights/{informer_L_96_T_48_HET.pth β Informer_L_512_T_4_HET.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size 11244096
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size 11244096
|
weights/{informer_L_96_T_48_HOM.pth β Informer_L_512_T_4_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size 11244096
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weights/Informer_L_512_T_96_HET.pth
ADDED
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|
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version https://git-lfs.github.com/spec/v1
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weights/Informer_L_512_T_96_HOM.pth
ADDED
|
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version https://git-lfs.github.com/spec/v1
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|
weights/{lstm_L_96_T_48_HET.pth β LSTM_L_512_T_48_HET.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size
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|
weights/{lstm_L_96_T_48_HOM.pth β LSTM_L_512_T_48_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size 57440
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weights/{lstm_L_96_T_4_HET.pth β LSTM_L_512_T_4_HET.pth}
RENAMED
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@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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size
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version https://git-lfs.github.com/spec/v1
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|
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|
weights/{lstm_L_96_T_4_HOM.pth β LSTM_L_512_T_4_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
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|
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version https://git-lfs.github.com/spec/v1
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version https://git-lfs.github.com/spec/v1
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ADDED
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weights/LSTNet_L_512_T_48_HET.pth
ADDED
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|
weights/LSTNet_L_512_T_48_HOM.pth
ADDED
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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size 10841738
|
weights/{transformer_L_96_T_48_HET.pth β Transformer_L_512_T_4_HET.pth}
RENAMED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
size 10841594
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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| 2 |
+
oid sha256:135e67bd5fc9311cc835817be2e9daf41da59909b71771d8f7d3115bc1d0aaa6
|
| 3 |
size 10841594
|
weights/{transformer_L_96_T_48_HOM.pth β Transformer_L_512_T_4_HOM.pth}
RENAMED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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| 2 |
-
oid sha256:
|
| 3 |
size 10841594
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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+
oid sha256:8480ce975178bb82aa429faa2de0e827a7d3ad96416513d500afe858402a635a
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| 3 |
size 10841594
|
weights/Transformer_L_512_T_96_HET.pth
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
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| 2 |
+
oid sha256:aa315ca034ddf92ffda0269a961fcc6998b2dec2cacc71294feb0c44d1ba93d8
|
| 3 |
+
size 10841738
|