Delete modeling_LightGTS.py
Browse files- modeling_LightGTS.py +0 -862
modeling_LightGTS.py
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from transformers import PreTrainedModel
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from configuration_LightGTS import LightGTSConfig
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from ts_generation_mixin import TSGenerationMixin
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import torch
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from torch import nn
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from torch import Tensor
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from typing import Callable, Optional
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import math
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import torch.nn.functional as F
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import numpy as np
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class LightGTSPreTrainedModel(PreTrainedModel):
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config_class = LightGTSConfig
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base_model_prefix = "model"
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supports_gradient_checkpointing = True
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_no_split_modules = ["TSTEncoderLayer"]
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_skip_keys_device_placement = "past_key_values"
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_supports_flash_attn_2 = True
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_supports_sdpa = False
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_supports_cache_class = True
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def _init_weights(self, module):
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std = self.config.initializer_range
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if isinstance(module, torch.nn.Linear):
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module.weight.data.normal_(mean=0.0, std=std)
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if module.bias is not None:
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module.bias.data.zero_()
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elif isinstance(module, torch.nn.Embedding):
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module.weight.data.normal_(mean=0.0, std=std)
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if module.padding_idx is not None:
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module.weight.data[module.padding_idx].zero_()
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class LightGTSForPrediction(LightGTSPreTrainedModel, TSGenerationMixin):
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def __init__(self, config: LightGTSConfig):
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super().__init__(config)
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self.config = config
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self.model = LightGTSForZeroShot(c_in=config.c_in,
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target_dim=config.target_dim,
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patch_len=config.patch_len,
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stride=config.stride,
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num_patch=config.num_patch,
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e_layers=config.e_layers,
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d_layers=config.d_layers,
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n_heads=config.n_heads,
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d_model=config.d_model,
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shared_embedding=True,
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d_ff=config.d_ff,
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dropout=config.dropout,
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attn_dropout=config.attn_dropout,
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head_dropout=config.head_dropout,
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act='relu',
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head_type=config.head_type,
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res_attention=False,
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learn_pe=False
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)
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def forward(self, input, labels=None):
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outputs = self.model(input)
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loss = None
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if labels is not None:
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if outputs.shape != labels.shape:
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outputs = outputs.view(labels.shape)
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loss = self.loss_fn(outputs, labels)
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return {"prediction": outputs, "loss": loss}
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class LightGTS(nn.Module):
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"""
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Output dimension:
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[bs x target_dim x nvars] for prediction
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[bs x target_dim] for regression
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[bs x target_dim] for classification
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[bs x num_patch x n_vars x patch_len] for pretrain
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"""
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def __init__(self, c_in:int, target_dim:int, patch_len:int, stride:int, num_patch:int, mask_mode:str = 'patch',mask_nums:int = 3,
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e_layers:int=3, d_layers:int=3, d_model=128, n_heads=16, shared_embedding=True, d_ff:int=256,
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norm:str='BatchNorm', attn_dropout:float=0.4, dropout:float=0., act:str="gelu",
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res_attention:bool=True, pre_norm:bool=False, store_attn:bool=False,
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pe:str='sincos', learn_pe:bool=False, head_dropout = 0,
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head_type = "prediction", individual = False,
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y_range:Optional[tuple]=None, verbose:bool=False, **kwargs):
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super().__init__()
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assert head_type in ['pretrain', 'prediction', 'regression', 'classification'], 'head type should be either pretrain, prediction, or regression'
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# Basic
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self.num_patch = num_patch
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self.target_dim=target_dim
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self.out_patch_num = math.ceil(target_dim / patch_len)
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self.target_patch_len = 48
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# Embedding
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self.embedding = nn.Linear(self.target_patch_len, d_model)
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self.cls_embedding = nn.Parameter(torch.randn(1, 1, 1, d_model),requires_grad=True)
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# Encoder
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self.encoder = TSTEncoder(d_model, n_heads, d_ff=d_ff, norm=norm, attn_dropout=attn_dropout, dropout=dropout,
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pre_norm=pre_norm, activation=act, res_attention=res_attention, n_layers=e_layers,
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store_attn=store_attn)
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# Decoder
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self.decoder = Decoder(d_layers, patch_len=patch_len, d_model=d_model, n_heads=n_heads, d_ff=d_ff,attn_dropout= attn_dropout, dropout=dropout)
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# Head
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self.n_vars = c_in
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self.head_type = head_type
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self.mask_mode = mask_mode
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self.mask_nums = mask_nums
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self.d_model = d_model
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self.patch_len = patch_len
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if head_type == "pretrain":
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self.head = PretrainHead(d_model, patch_len, head_dropout) # custom head passed as a partial func with all its kwargs
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elif head_type == "prediction":
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self.head = decoder_PredictHead(d_model, self.patch_len, self.target_patch_len, head_dropout)
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# def get_dynamic_weights(self, n_preds):
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# """
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# Generate dynamic weights for the replicated tokens. This example uses a linearly decreasing weight.
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# You can modify this to use other schemes like exponential decay, sine/cosine, etc.
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# """
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# # Linearly decreasing weights from 1.0 to 0.5 (as an example)
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# weights = torch.linspace(1.0, 0.5, n_preds)
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# return weights
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def get_dynamic_weights(self, n_preds, decay_rate=0.5):
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"""
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Generate dynamic weights for the replicated tokens using an exponential decay scheme.
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Args:
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- n_preds (int): Number of predictions to generate weights for.
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- decay_rate (float): The base of the exponential decay. Lower values decay faster (default: 0.9).
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Returns:
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- torch.Tensor: A tensor of weights with exponential decay.
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"""
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# Exponential decay weights
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weights = decay_rate ** torch.arange(n_preds)
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return weights
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def decoder_predict(self, bs, n_vars, dec_cross):
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"""
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dec_cross: tensor [bs x n_vars x num_patch x d_model]
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"""
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# dec_in = self.decoder_embedding.e xpand(bs, self.n_vars, self.out_patch_num, -1)
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# dec_in = self.embedding(self.decoder_len).expand(bs, -1, -1, -1)
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# dec_in = self.decoder_embedding.expand(bs, n_vars, self.out_patch_num, -1)
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# dec_in = dec_cross.mean(2).unsqueeze(2).expand(-1,-1,self.out_patch_num,-1)
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dec_in = dec_cross[:,:,-1,:].unsqueeze(2).expand(-1,-1,self.out_patch_num,-1)
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# dec_in = torch.ones_like(dec_in)
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weights = self.get_dynamic_weights(self.out_patch_num).to(dec_in.device)
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dec_in = dec_in * weights.unsqueeze(0).unsqueeze(0).unsqueeze(-1)
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# dec_in = torch.cat((dec_in, self.sep_tokens), dim=2)
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# dec_in = dec_cross[:,:,-self.out_patch_num:,:]
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# dec_in = torch.ones([bs, n_vars, self.out_patch_num, self.d_model]).to(dec_cross.device)
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# dec_in = dec_in + self.pos[-self.out_patch_num:,:]
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decoder_output = self.decoder(dec_in, dec_cross)
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decoder_output = decoder_output.transpose(2,3)
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return decoder_output
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def forward(self, z):
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"""
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z: tensor [bs x num_patch x n_vars x patch_len]
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"""
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bs, num_patch, n_vars, patch_len = z.shape
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# tokenizer
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cls_tokens = self.cls_embedding.expand(bs, n_vars, -1, -1)
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embedding = nn.Linear(patch_len, self.d_model, bias=False)
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embedding.weight.data = resample_patchemb(old=self.embedding.weight.data, new_patch_len=self.patch_len)
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z = embedding(z).permute(0,2,1,3) # [bs x n_vars x num_patch x d_model]
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z = torch.cat((cls_tokens, z), dim=2) # [bs x n_vars x (1 + num_patch) x d_model]
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# encoder
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z = torch.reshape(z, (-1, 1 + num_patch, self.d_model)) # [bs*n_vars x num_patch x d_model]
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z = self.encoder(z)
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z = torch.reshape(z, (-1, n_vars, 1 + num_patch, self.d_model)) # [bs, n_vars x num_patch x d_model]
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# decoder
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z = self.decoder_predict(bs, n_vars, z[:,:,:,:])
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# predict
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z = self.head(z[:,:,:,:])
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z = z[:,:self.target_dim, :]
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# z: [bs x target_dim x nvars] for prediction
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# [bs x target_dim] for regression
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# [bs x target_dim] for classification
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# [bs x num_patch x n_vars x patch_len] for pretrain
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return z
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class LightGTSForZeroShot(nn.Module):
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"""
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Output dimension:
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[bs x target_dim x nvars] for prediction
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[bs x target_dim] for regression
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[bs x target_dim] for classification
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[bs x num_patch x n_vars x patch_len] for pretrain
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"""
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def __init__(self, c_in:int, target_dim:int, patch_len:int, stride:int, num_patch:int, mask_mode:str = 'patch',mask_nums:int = 3,
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e_layers:int=3, d_layers:int=3, d_model=128, n_heads=16, shared_embedding=True, d_ff:int=256,
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norm:str='BatchNorm', attn_dropout:float=0.4, dropout:float=0., act:str="gelu",
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res_attention:bool=True, pre_norm:bool=False, store_attn:bool=False,
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pe:str='sincos', learn_pe:bool=False, head_dropout = 0,
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head_type = "prediction", individual = False,
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y_range:Optional[tuple]=None, verbose:bool=False, **kwargs):
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super().__init__()
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assert head_type in ['pretrain', 'prediction', 'regression', 'classification'], 'head type should be either pretrain, prediction, or regression'
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# Basic
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self.num_patch = num_patch
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self.target_dim=target_dim
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self.out_patch_num = math.ceil(target_dim / patch_len)
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self.target_patch_len = 48
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# Embedding
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self.embedding = nn.Linear(self.target_patch_len, d_model)
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# self.decoder_embedding = nn.Parameter(torch.randn(1, 1,1, d_model),requires_grad=True)
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self.cls_embedding = nn.Parameter(torch.randn(1, 1, 1, d_model),requires_grad=True)
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# self.sep_embedding = nn.Parameter(torch.randn(1, 1, 1, d_model),requires_grad=True)
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# Position Embedding
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# self.pos = positional_encoding(pe, learn_pe, 1 + num_patch + self.out_patch_num, d_model)
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# self.drop_out = nn.Dropout(dropout)
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# Encoder
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self.encoder = TSTEncoder(d_model, n_heads, d_ff=d_ff, norm=norm, attn_dropout=attn_dropout, dropout=dropout,
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pre_norm=pre_norm, activation=act, res_attention=res_attention, n_layers=e_layers,
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store_attn=store_attn)
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# Decoder
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self.decoder = Decoder(d_layers, patch_len=patch_len, d_model=d_model, n_heads=n_heads, d_ff=d_ff,attn_dropout= attn_dropout, dropout=dropout)
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# Head
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self.n_vars = c_in
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self.head_type = head_type
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self.mask_mode = mask_mode
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self.mask_nums = mask_nums
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self.d_model = d_model
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self.patch_len = patch_len
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if head_type == "pretrain":
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self.head = PretrainHead(d_model, patch_len, head_dropout) # custom head passed as a partial func with all its kwargs
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elif head_type == "prediction":
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self.head = decoder_PredictHead(d_model, self.patch_len, self.target_patch_len, head_dropout)
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# self.apply(self._init_weights)
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# def get_dynamic_weights(self, n_preds):
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# """
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# Generate dynamic weights for the replicated tokens. This example uses a linearly decreasing weight.
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# You can modify this to use other schemes like exponential decay, sine/cosine, etc.
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# """
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# # Linearly decreasing weights from 1.0 to 0.5 (as an example)
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# weights = torch.linspace(1.0, 0.5, n_preds)
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# return weights
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def get_dynamic_weights(self, n_preds, decay_rate=0.5):
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"""
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Generate dynamic weights for the replicated tokens using an exponential decay scheme.
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Args:
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- n_preds (int): Number of predictions to generate weights for.
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- decay_rate (float): The base of the exponential decay. Lower values decay faster (default: 0.9).
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Returns:
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- torch.Tensor: A tensor of weights with exponential decay.
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"""
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# Exponential decay weights
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weights = decay_rate ** torch.arange(n_preds)
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return weights
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def decoder_predict(self, bs, n_vars, dec_cross):
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"""
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dec_cross: tensor [bs x n_vars x num_patch x d_model]
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"""
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# dec_in = self.decoder_embedding.expand(bs, self.n_vars, self.out_patch_num, -1)
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# dec_in = self.embedding(self.decoder_len).expand(bs, -1, -1, -1)
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# dec_in = self.decoder_embedding.expand(bs, n_vars, self.out_patch_num, -1)
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# dec_in = dec_cross.mean(2).unsqueeze(2).expand(-1,-1,self.out_patch_num,-1)
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dec_in = dec_cross[:,:,-1,:].unsqueeze(2).expand(-1,-1,self.out_patch_num,-1)
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weights = self.get_dynamic_weights(self.out_patch_num).to(dec_in.device)
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dec_in = dec_in * weights.unsqueeze(0).unsqueeze(0).unsqueeze(-1)
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# dec_in = torch.cat((dec_in, self.sep_tokens), dim=2)
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# dec_in = dec_cross[:,:,-self.out_patch_num:,:]
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# dec_in = torch.ones([bs, n_vars, self.out_patch_num, self.d_model]).to(dec_cross.device)
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# dec_in = dec_in + self.pos[-self.out_patch_num:,:]
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decoder_output = self.decoder(dec_in, dec_cross)
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decoder_output = decoder_output.transpose(2,3)
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return decoder_output
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def forward(self, z):
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"""
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z: tensor [bs x num_patch x n_vars x patch_len]
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"""
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bs, num_patch, n_vars, patch_len = z.shape
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z = resize(z, target_patch_len=self.target_patch_len)
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# tokenizer
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cls_tokens = self.cls_embedding.expand(bs, n_vars, -1, -1)
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z = self.embedding(z).permute(0,2,1,3) # [bs x n_vars x num_patch x d_model]
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z = torch.cat((cls_tokens, z), dim=2) # [bs x n_vars x (1 + num_patch) x d_model]
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| 331 |
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# z = self.drop_out(z + self.pos[:1 + self.num_patch, :])
|
| 332 |
-
|
| 333 |
-
# encoder
|
| 334 |
-
z = torch.reshape(z, (-1, 1 + num_patch, self.d_model)) # [bs*n_vars x num_patch x d_model]
|
| 335 |
-
z = self.encoder(z)
|
| 336 |
-
z = torch.reshape(z, (-1, n_vars, 1 + num_patch, self.d_model)) # [bs, n_vars x num_patch x d_model]
|
| 337 |
-
|
| 338 |
-
# decoder
|
| 339 |
-
z = self.decoder_predict(bs, n_vars, z[:,:,:,:])
|
| 340 |
-
|
| 341 |
-
# predict
|
| 342 |
-
z = self.head(z[:,:,:,:])
|
| 343 |
-
z = z[:,:self.target_dim, :]
|
| 344 |
-
|
| 345 |
-
|
| 346 |
-
# z: [bs x target_dim x nvars] for prediction
|
| 347 |
-
# [bs x target_dim] for regression
|
| 348 |
-
# [bs x target_dim] for classification
|
| 349 |
-
# [bs x num_patch x n_vars x patch_len] for pretrain
|
| 350 |
-
return z
|
| 351 |
-
|
| 352 |
-
def resize(x, target_patch_len):
|
| 353 |
-
'''
|
| 354 |
-
x: tensor [bs x num_patch x n_vars x patch_len]]
|
| 355 |
-
'''
|
| 356 |
-
bs, num_patch, n_vars, patch_len = x.shape
|
| 357 |
-
x = x.reshape(bs*num_patch, n_vars, patch_len)
|
| 358 |
-
x = F.interpolate(x, size=target_patch_len, mode='linear', align_corners=False)
|
| 359 |
-
return x.reshape(bs, num_patch, n_vars, target_patch_len)
|
| 360 |
-
|
| 361 |
-
class TSTEncoder(nn.Module):
|
| 362 |
-
def __init__(self, d_model, n_heads, d_ff=None,
|
| 363 |
-
norm='BatchNorm', attn_dropout=0., dropout=0., activation='gelu',
|
| 364 |
-
res_attention=False, n_layers=1, pre_norm=False, store_attn=False):
|
| 365 |
-
super().__init__()
|
| 366 |
-
|
| 367 |
-
self.layers = nn.ModuleList([TSTEncoderLayer(d_model, n_heads=n_heads, d_ff=d_ff, norm=norm,
|
| 368 |
-
attn_dropout=attn_dropout, dropout=dropout,
|
| 369 |
-
activation=activation, res_attention=res_attention,
|
| 370 |
-
pre_norm=pre_norm, store_attn=store_attn) for i in range(n_layers)])
|
| 371 |
-
self.res_attention = res_attention
|
| 372 |
-
|
| 373 |
-
def forward(self, src:Tensor):
|
| 374 |
-
"""
|
| 375 |
-
src: tensor [bs x q_len x d_model]
|
| 376 |
-
"""
|
| 377 |
-
output = src
|
| 378 |
-
scores = None
|
| 379 |
-
if self.res_attention:
|
| 380 |
-
for mod in self.layers: output, scores = mod(output, prev=scores)
|
| 381 |
-
return output
|
| 382 |
-
else:
|
| 383 |
-
for mod in self.layers: output = mod(output)
|
| 384 |
-
return output
|
| 385 |
-
|
| 386 |
-
class TSTEncoderLayer(nn.Module):
|
| 387 |
-
def __init__(self, d_model, n_heads, d_ff=256, store_attn=False,
|
| 388 |
-
norm='LayerNorm', attn_dropout=0, dropout=0., bias=True,
|
| 389 |
-
activation="gelu", res_attention=False, pre_norm=False):
|
| 390 |
-
super().__init__()
|
| 391 |
-
assert not d_model%n_heads, f"d_model ({d_model}) must be divisible by n_heads ({n_heads})"
|
| 392 |
-
d_k = d_model // n_heads
|
| 393 |
-
d_v = d_model // n_heads
|
| 394 |
-
|
| 395 |
-
# Multi-Head attention
|
| 396 |
-
self.res_attention = res_attention
|
| 397 |
-
self.self_attn = MultiheadAttention(d_model, n_heads, d_k, d_v, attn_dropout=attn_dropout, proj_dropout=dropout, res_attention=res_attention)
|
| 398 |
-
|
| 399 |
-
# Add & Norm
|
| 400 |
-
self.dropout_attn = nn.Dropout(dropout)
|
| 401 |
-
if "batch" in norm.lower():
|
| 402 |
-
self.norm_attn = nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 403 |
-
else:
|
| 404 |
-
self.norm_attn = nn.LayerNorm(d_model)
|
| 405 |
-
|
| 406 |
-
# Position-wise Feed-Forward
|
| 407 |
-
self.ff = nn.Sequential(nn.Linear(d_model, d_ff, bias=bias),
|
| 408 |
-
get_activation_fn(activation),
|
| 409 |
-
nn.Dropout(dropout),
|
| 410 |
-
nn.Linear(d_ff, d_model, bias=bias))
|
| 411 |
-
|
| 412 |
-
# Add & Norm
|
| 413 |
-
self.dropout_ffn = nn.Dropout(dropout)
|
| 414 |
-
if "batch" in norm.lower():
|
| 415 |
-
self.norm_ffn = nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 416 |
-
else:
|
| 417 |
-
self.norm_ffn = nn.LayerNorm(d_model)
|
| 418 |
-
|
| 419 |
-
self.pre_norm = pre_norm
|
| 420 |
-
self.store_attn = store_attn
|
| 421 |
-
|
| 422 |
-
# # se block
|
| 423 |
-
# self.SE = SE_Block(inchannel=7)
|
| 424 |
-
|
| 425 |
-
|
| 426 |
-
def forward(self, src:Tensor, prev:Optional[Tensor]=None):
|
| 427 |
-
"""
|
| 428 |
-
src: tensor [bs x q_len x d_model]
|
| 429 |
-
"""
|
| 430 |
-
# Multi-Head attention sublayer
|
| 431 |
-
if self.pre_norm:
|
| 432 |
-
src = self.norm_attn(src)
|
| 433 |
-
## Multi-Head attention
|
| 434 |
-
if self.res_attention:
|
| 435 |
-
src2, attn, scores = self.self_attn(src, src, src, prev)
|
| 436 |
-
else:
|
| 437 |
-
# attention_mask = causal_attention_mask(src.shape[1]).to(src.device)
|
| 438 |
-
# src2, attn = self.self_attn(src, src, src, attn_mask=attention_mask)
|
| 439 |
-
src2, attn = self.self_attn(src, src, src)
|
| 440 |
-
if self.store_attn:
|
| 441 |
-
self.attn = attn
|
| 442 |
-
|
| 443 |
-
# total, num_patch, d_model = src2.size()
|
| 444 |
-
# bs = int(total/7)
|
| 445 |
-
|
| 446 |
-
# src2 = self.SE(src2.reshape(bs, 7, num_patch, -1)).reshape(total, num_patch, -1)
|
| 447 |
-
|
| 448 |
-
|
| 449 |
-
## Add & Norm
|
| 450 |
-
src = src + self.dropout_attn(src2) # Add: residual connection with residual dropout
|
| 451 |
-
if not self.pre_norm:
|
| 452 |
-
src = self.norm_attn(src)
|
| 453 |
-
|
| 454 |
-
# Feed-forward sublayer
|
| 455 |
-
if self.pre_norm:
|
| 456 |
-
src = self.norm_ffn(src)
|
| 457 |
-
## Position-wise Feed-Forward
|
| 458 |
-
src2 = self.ff(src)
|
| 459 |
-
## Add & Norm
|
| 460 |
-
src = src + self.dropout_ffn(src2) # Add: residual connection with residual dropout
|
| 461 |
-
if not self.pre_norm:
|
| 462 |
-
src = self.norm_ffn(src)
|
| 463 |
-
|
| 464 |
-
if self.res_attention:
|
| 465 |
-
return src, scores
|
| 466 |
-
else:
|
| 467 |
-
return src
|
| 468 |
-
|
| 469 |
-
|
| 470 |
-
class Decoder(nn.Module):
|
| 471 |
-
def __init__(self, d_layers, patch_len, d_model, n_heads, d_ff=None, attn_dropout=0.2, dropout=0.1):
|
| 472 |
-
super(Decoder, self).__init__()
|
| 473 |
-
|
| 474 |
-
self.decoder_layers = nn.ModuleList()
|
| 475 |
-
for i in range(d_layers):
|
| 476 |
-
self.decoder_layers.append(DecoderLayer(patch_len, d_model, n_heads, d_ff, attn_dropout, dropout))
|
| 477 |
-
|
| 478 |
-
def forward(self, x, cross):
|
| 479 |
-
output = x
|
| 480 |
-
for layer in self.decoder_layers:
|
| 481 |
-
output = layer(output, cross)
|
| 482 |
-
return output
|
| 483 |
-
|
| 484 |
-
|
| 485 |
-
class DecoderLayer(nn.Module):
|
| 486 |
-
def __init__(self, patch_len, d_model, n_heads, d_ff=None, attn_dropout = 0.2, dropout=0.5, norm="BatchNorm"):
|
| 487 |
-
super(DecoderLayer, self).__init__()
|
| 488 |
-
self.self_attention = MultiheadAttention(d_model, n_heads, res_attention=False, attn_dropout=attn_dropout)
|
| 489 |
-
self.cross_attention = MultiheadAttention(d_model, n_heads, attn_dropout=attn_dropout, rope_type=True)
|
| 490 |
-
# self.pos_embed = nn.Conv1d(d_model, d_model, kernel_size=3, padding=1, groups=d_model)
|
| 491 |
-
|
| 492 |
-
if 'batch' in norm.lower():
|
| 493 |
-
self.norm1 = nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 494 |
-
self.norm2 = nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 495 |
-
self.norm3 = nn.Sequential(Transpose(1,2), nn.BatchNorm1d(d_model), Transpose(1,2))
|
| 496 |
-
else:
|
| 497 |
-
self.norm1 = nn.LayerNorm(d_model)
|
| 498 |
-
self.norm2 = nn.LayerNorm(d_model)
|
| 499 |
-
self.norm3 = nn.LayerNorm(d_model)
|
| 500 |
-
|
| 501 |
-
|
| 502 |
-
self.dropout = nn.Dropout(dropout)
|
| 503 |
-
|
| 504 |
-
self.MLP1 = CMlp(in_features = d_model, hidden_features = d_ff, out_features = d_model, drop=dropout)
|
| 505 |
-
|
| 506 |
-
|
| 507 |
-
|
| 508 |
-
def forward(self, x, cross):
|
| 509 |
-
batch, n_vars, num_patch, d_model = x.shape
|
| 510 |
-
x = x.reshape(batch*n_vars, num_patch, d_model)
|
| 511 |
-
|
| 512 |
-
# x = x.permute(0,2,1)
|
| 513 |
-
# x = x + self.pos_embed(x)
|
| 514 |
-
# x = x.permute(0,2,1)
|
| 515 |
-
|
| 516 |
-
cross = cross.reshape(batch*n_vars, -1, d_model)
|
| 517 |
-
|
| 518 |
-
attention_mask = causal_attention_mask(num_patch).to(x.device)
|
| 519 |
-
x_attn , _= self.self_attention(x, attn_mask=attention_mask)
|
| 520 |
-
x_attn = self.norm1(x_attn) + x
|
| 521 |
-
|
| 522 |
-
x_cross , _ = self.cross_attention(x_attn, cross, cross)
|
| 523 |
-
x_cross = self.dropout(self.norm2(x_cross)) + x_attn
|
| 524 |
-
|
| 525 |
-
x_ff = self.MLP1(x_cross)
|
| 526 |
-
x_ff = self.norm3(x_ff) + x_cross
|
| 527 |
-
|
| 528 |
-
x_ff = x_ff.reshape(batch, n_vars, num_patch, d_model)
|
| 529 |
-
|
| 530 |
-
return x_ff
|
| 531 |
-
|
| 532 |
-
def causal_attention_mask(seq_length):
|
| 533 |
-
"""
|
| 534 |
-
创建一个因果注意力掩码。掩码中的每个位置 (i, j)
|
| 535 |
-
表示在计算第i个位置的attention时, 第j个位置是否可以被看见。
|
| 536 |
-
如果j <= i, 这个位置被设为1(可见), 否则设为0(不可见)。
|
| 537 |
-
|
| 538 |
-
Args:
|
| 539 |
-
seq_length (int): 序列的长度
|
| 540 |
-
|
| 541 |
-
Returns:
|
| 542 |
-
torch.Tensor: 因果注意力掩码,大小为 (seq_length, seq_length)
|
| 543 |
-
"""
|
| 544 |
-
mask = torch.triu(torch.ones(seq_length, seq_length) * float('-inf'), diagonal=1)
|
| 545 |
-
return mask
|
| 546 |
-
|
| 547 |
-
class CMlp(nn.Module):
|
| 548 |
-
def __init__(self, in_features, hidden_features=None, out_features=None, act_layer=nn.GELU, drop=0.):
|
| 549 |
-
super().__init__()
|
| 550 |
-
out_features = out_features or in_features
|
| 551 |
-
hidden_features = hidden_features or in_features
|
| 552 |
-
self.fc1 = nn.Conv1d(in_features, hidden_features, 1)
|
| 553 |
-
self.act = act_layer()
|
| 554 |
-
self.fc2 = nn.Conv1d(hidden_features, out_features, 1)
|
| 555 |
-
self.drop = nn.Dropout(drop)
|
| 556 |
-
|
| 557 |
-
def forward(self, x):
|
| 558 |
-
x = x.permute(0,2,1)
|
| 559 |
-
x = self.fc1(x)
|
| 560 |
-
x = self.act(x)
|
| 561 |
-
x = self.drop(x)
|
| 562 |
-
x = self.fc2(x)
|
| 563 |
-
x = self.drop(x)
|
| 564 |
-
x = x.permute(0,2,1)
|
| 565 |
-
return x
|
| 566 |
-
|
| 567 |
-
class Transpose(nn.Module):
|
| 568 |
-
def __init__(self, *dims, contiguous=False):
|
| 569 |
-
super().__init__()
|
| 570 |
-
self.dims, self.contiguous = dims, contiguous
|
| 571 |
-
def forward(self, x):
|
| 572 |
-
if self.contiguous: return x.transpose(*self.dims).contiguous()
|
| 573 |
-
else: return x.transpose(*self.dims)
|
| 574 |
-
|
| 575 |
-
|
| 576 |
-
class MultiheadAttention(nn.Module):
|
| 577 |
-
def __init__(self, d_model, n_heads, d_k=None, d_v=None, res_attention=False, attn_dropout=0., proj_dropout=0., qkv_bias=True, lsa=False, rope_type=False):
|
| 578 |
-
"""Multi Head Attention Layer
|
| 579 |
-
Input shape:
|
| 580 |
-
Q: [batch_size (bs) x max_q_len x d_model]
|
| 581 |
-
K, V: [batch_size (bs) x q_len x d_model]
|
| 582 |
-
mask: [q_len x q_len]
|
| 583 |
-
"""
|
| 584 |
-
super().__init__()
|
| 585 |
-
d_k = d_model // n_heads if d_k is None else d_k
|
| 586 |
-
d_v = d_model // n_heads if d_v is None else d_v
|
| 587 |
-
|
| 588 |
-
self.n_heads, self.d_k, self.d_v = n_heads, d_k, d_v
|
| 589 |
-
|
| 590 |
-
self.W_Q = nn.Linear(d_model, d_k * n_heads, bias=qkv_bias)
|
| 591 |
-
self.W_K = nn.Linear(d_model, d_k * n_heads, bias=qkv_bias)
|
| 592 |
-
self.W_V = nn.Linear(d_model, d_v * n_heads, bias=qkv_bias)
|
| 593 |
-
|
| 594 |
-
# Scaled Dot-Product Attention (multiple heads)
|
| 595 |
-
self.res_attention = res_attention
|
| 596 |
-
self.sdp_attn = ScaledDotProductAttention(d_model, n_heads, attn_dropout=attn_dropout, res_attention=self.res_attention, lsa=lsa, rope_type=rope_type)
|
| 597 |
-
|
| 598 |
-
# Poject output
|
| 599 |
-
self.to_out = nn.Sequential(nn.Linear(n_heads * d_v, d_model), nn.Dropout(proj_dropout))
|
| 600 |
-
|
| 601 |
-
|
| 602 |
-
|
| 603 |
-
|
| 604 |
-
def forward(self, Q:Tensor, K:Optional[Tensor]=None, V:Optional[Tensor]=None, prev:Optional[Tensor]=None,
|
| 605 |
-
key_padding_mask:Optional[Tensor]=None, attn_mask:Optional[Tensor]=None):
|
| 606 |
-
|
| 607 |
-
bs = Q.size(0)
|
| 608 |
-
if K is None: K = Q
|
| 609 |
-
if V is None: V = Q
|
| 610 |
-
|
| 611 |
-
# Linear (+ split in multiple heads)
|
| 612 |
-
q_s = self.W_Q(Q).view(bs, -1, self.n_heads, self.d_k).transpose(1,2) # q_s : [bs x n_heads x max_q_len x d_k]
|
| 613 |
-
k_s = self.W_K(K).view(bs, -1, self.n_heads, self.d_k).permute(0,2,3,1) # k_s : [bs x n_heads x d_k x q_len] - transpose(1,2) + transpose(2,3)
|
| 614 |
-
v_s = self.W_V(V).view(bs, -1, self.n_heads, self.d_v).transpose(1,2) # v_s : [bs x n_heads x q_len x d_v]
|
| 615 |
-
|
| 616 |
-
# Apply Scaled Dot-Product Attention (multiple heads)
|
| 617 |
-
if self.res_attention:
|
| 618 |
-
output, attn_weights, attn_scores = self.sdp_attn(q_s, k_s, v_s, prev=prev, key_padding_mask=key_padding_mask, attn_mask=attn_mask)
|
| 619 |
-
else:
|
| 620 |
-
output, attn_weights = self.sdp_attn(q_s, k_s, v_s, key_padding_mask=key_padding_mask, attn_mask=attn_mask)
|
| 621 |
-
# output: [bs x n_heads x q_len x d_v], attn: [bs x n_heads x q_len x q_len], scores: [bs x n_heads x max_q_len x q_len]
|
| 622 |
-
|
| 623 |
-
# back to the original inputs dimensions
|
| 624 |
-
output = output.transpose(1, 2).contiguous().view(bs, -1, self.n_heads * self.d_v) # output: [bs x q_len x n_heads * d_v]
|
| 625 |
-
output = self.to_out(output)
|
| 626 |
-
|
| 627 |
-
if self.res_attention: return output, attn_weights, attn_scores
|
| 628 |
-
else: return output, attn_weights
|
| 629 |
-
|
| 630 |
-
class ScaledDotProductAttention(nn.Module):
|
| 631 |
-
r"""Scaled Dot-Product Attention module (Attention is all you need by Vaswani et al., 2017) with optional residual attention from previous layer
|
| 632 |
-
(Realformer: Transformer likes residual attention by He et al, 2020) and locality self sttention (Vision Transformer for Small-Size Datasets
|
| 633 |
-
by Lee et al, 2021)"""
|
| 634 |
-
|
| 635 |
-
def __init__(self, d_model, n_heads, attn_dropout=0., res_attention=False, lsa=False, rope_type=False):
|
| 636 |
-
super().__init__()
|
| 637 |
-
self.attn_dropout = nn.Dropout(attn_dropout)
|
| 638 |
-
self.res_attention = res_attention
|
| 639 |
-
head_dim = d_model // n_heads
|
| 640 |
-
self.scale = nn.Parameter(torch.tensor(head_dim ** -0.5), requires_grad=lsa)
|
| 641 |
-
self.lsa = lsa
|
| 642 |
-
self.rope_type = rope_type
|
| 643 |
-
|
| 644 |
-
def forward(self, q:Tensor, k:Tensor, v:Tensor, prev:Optional[Tensor]=None, key_padding_mask:Optional[Tensor]=None, attn_mask:Optional[Tensor]=None):
|
| 645 |
-
'''
|
| 646 |
-
Input shape:
|
| 647 |
-
q : [bs x n_heads x max_q_len x d_k]
|
| 648 |
-
k : [bs x n_heads x d_k x seq_len]
|
| 649 |
-
v : [bs x n_heads x seq_len x d_v]
|
| 650 |
-
prev : [bs x n_heads x q_len x seq_len]
|
| 651 |
-
key_padding_mask: [bs x seq_len]
|
| 652 |
-
attn_mask : [1 x seq_len x seq_len]
|
| 653 |
-
Output shape:
|
| 654 |
-
output: [bs x n_heads x q_len x d_v]
|
| 655 |
-
attn : [bs x n_heads x q_len x seq_len]
|
| 656 |
-
scores : [bs x n_heads x q_len x seq_len]
|
| 657 |
-
'''
|
| 658 |
-
# using RoPE
|
| 659 |
-
if self.rope_type:
|
| 660 |
-
q, k = RoPE_decoder(q, k.permute(0,1,3,2))
|
| 661 |
-
else:
|
| 662 |
-
q, k = RoPE(q, k.permute(0,1,3,2))
|
| 663 |
-
k = k.permute(0,1,3,2)
|
| 664 |
-
|
| 665 |
-
# Scaled MatMul (q, k) - similarity scores for all pairs of positions in an input sequence
|
| 666 |
-
attn_scores = torch.matmul(q, k) * self.scale # attn_scores : [bs x n_heads x max_q_len x q_len]
|
| 667 |
-
|
| 668 |
-
# Add pre-softmax attention scores from the previous layer (optional)
|
| 669 |
-
if prev is not None: attn_scores = attn_scores + prev
|
| 670 |
-
|
| 671 |
-
# Attention mask (optional)
|
| 672 |
-
if attn_mask is not None: # attn_mask with shape [q_len x seq_len] - only used when q_len == seq_len
|
| 673 |
-
if attn_mask.dtype == torch.bool:
|
| 674 |
-
attn_scores.masked_fill_(attn_mask, -np.inf)
|
| 675 |
-
else:
|
| 676 |
-
attn_scores += attn_mask
|
| 677 |
-
|
| 678 |
-
# Key padding mask (optional)
|
| 679 |
-
if key_padding_mask is not None: # mask with shape [bs x q_len] (only when max_w_len == q_len)
|
| 680 |
-
attn_scores.masked_fill_(key_padding_mask.unsqueeze(1).unsqueeze(2), -np.inf)
|
| 681 |
-
|
| 682 |
-
# normalize the attention weights
|
| 683 |
-
attn_weights = F.softmax(attn_scores, dim=-1) # attn_weights : [bs x n_heads x max_q_len x q_len]
|
| 684 |
-
attn_weights = self.attn_dropout(attn_weights)
|
| 685 |
-
|
| 686 |
-
# compute the new values given the attention weights
|
| 687 |
-
output = torch.matmul(attn_weights, v) # output: [bs x n_heads x max_q_len x d_v]
|
| 688 |
-
|
| 689 |
-
if self.res_attention: return output, attn_weights, attn_scores
|
| 690 |
-
else: return output, attn_weights
|
| 691 |
-
|
| 692 |
-
def RoPE(q, k):
|
| 693 |
-
# q,k: (bs, head, max_len, output_dim)
|
| 694 |
-
batch_size = q.shape[0]
|
| 695 |
-
nums_head = q.shape[1]
|
| 696 |
-
max_len = q.shape[2]
|
| 697 |
-
output_dim = q.shape[-1]
|
| 698 |
-
|
| 699 |
-
# (bs, head, max_len, output_dim)
|
| 700 |
-
pos_emb = sinusoidal_position_embedding(batch_size, nums_head, max_len, output_dim, q.device, factor=1)
|
| 701 |
-
|
| 702 |
-
# cos_pos,sin_pos: (bs, head, max_len, output_dim)
|
| 703 |
-
# 看rope公式可知,相邻cos,sin之间是相同的,所以复制一遍。如(1,2,3)变成(1,1,2,2,3,3)
|
| 704 |
-
cos_pos = pos_emb[..., 1::2].repeat_interleave(2, dim=-1) # 将奇数列信息抽取出来也就是cos 拿出来并复制
|
| 705 |
-
sin_pos = pos_emb[..., ::2].repeat_interleave(2, dim=-1) # 将偶数列信息抽取出来也就是sin 拿出来并复制
|
| 706 |
-
|
| 707 |
-
# q,k: (bs, head, max_len, output_dim)
|
| 708 |
-
q2 = torch.stack([-q[..., 1::2], q[..., ::2]], dim=-1)
|
| 709 |
-
q2 = q2.reshape(q.shape) # reshape后就是正负交替了
|
| 710 |
-
|
| 711 |
-
|
| 712 |
-
# 更新qw, *对应位置相乘
|
| 713 |
-
q = q * cos_pos + q2 * sin_pos
|
| 714 |
-
|
| 715 |
-
k2 = torch.stack([-k[..., 1::2], k[..., ::2]], dim=-1)
|
| 716 |
-
k2 = k2.reshape(k.shape)
|
| 717 |
-
# 更新kw, *对应位置相乘
|
| 718 |
-
k = k * cos_pos + k2 * sin_pos
|
| 719 |
-
|
| 720 |
-
return q, k
|
| 721 |
-
|
| 722 |
-
|
| 723 |
-
def RoPE_decoder(q, k):
|
| 724 |
-
# q,k: (bs, head, max_len, output_dim)
|
| 725 |
-
batch_size = q.shape[0]
|
| 726 |
-
nums_head = q.shape[1]
|
| 727 |
-
q_max_len = q.shape[2]
|
| 728 |
-
k_max_len = k.shape[2]
|
| 729 |
-
output_dim = q.shape[-1]
|
| 730 |
-
|
| 731 |
-
# (bs, head, max_len, output_dim)
|
| 732 |
-
pos_emb = sinusoidal_position_embedding(batch_size, nums_head, k_max_len + q_max_len, output_dim, q.device, factor=1)
|
| 733 |
-
|
| 734 |
-
|
| 735 |
-
# cos_pos,sin_pos: (bs, head, max_len, output_dim)
|
| 736 |
-
# 看rope公式可知,相邻cos,sin之间是相同的,所以复制一遍。如(1,2,3)变成(1,1,2,2,3,3)
|
| 737 |
-
cos_pos = pos_emb[..., 1::2].repeat_interleave(2, dim=-1) # 将奇数列信息抽取出来也就是cos 拿出来并复制
|
| 738 |
-
sin_pos = pos_emb[..., ::2].repeat_interleave(2, dim=-1) # 将偶数列信息抽取出来也就是sin 拿出来并复制
|
| 739 |
-
|
| 740 |
-
# q,k: (bs, head, max_len, output_dim)
|
| 741 |
-
q2 = torch.stack([-q[..., 1::2], q[..., ::2]], dim=-1)
|
| 742 |
-
q2 = q2.reshape(q.shape) # reshape后就是正负交替了
|
| 743 |
-
|
| 744 |
-
|
| 745 |
-
# 更新qw, *对应位置相乘
|
| 746 |
-
q = q * cos_pos[:,:,-q_max_len:,:] + q2 * sin_pos[:,:,-q_max_len:,:]
|
| 747 |
-
|
| 748 |
-
|
| 749 |
-
k2 = torch.stack([-k[..., 1::2], k[..., ::2]], dim=-1)
|
| 750 |
-
k2 = k2.reshape(k.shape)
|
| 751 |
-
# 更新kw, *对应位置相乘
|
| 752 |
-
k = k * cos_pos[:,:,:k_max_len,:] + k2 * sin_pos[:,:,:k_max_len,:]
|
| 753 |
-
return q, k
|
| 754 |
-
|
| 755 |
-
def sinusoidal_position_embedding(batch_size, nums_head, max_len, output_dim, device, factor=1.0):
|
| 756 |
-
# (max_len * factor, 1)
|
| 757 |
-
position = torch.arange(0, max_len * factor, 1 / factor, dtype=torch.float).unsqueeze(-1)
|
| 758 |
-
# (output_dim//2)
|
| 759 |
-
ids = torch.arange(0, output_dim // 2, dtype=torch.float) # i 范围是 [0, d/2]
|
| 760 |
-
theta = torch.pow(10000, -2 * ids / output_dim)
|
| 761 |
-
|
| 762 |
-
# (max_len * factor, output_dim//2)
|
| 763 |
-
embeddings = position * theta
|
| 764 |
-
|
| 765 |
-
# (max_len * factor, output_dim//2, 2)
|
| 766 |
-
embeddings = torch.stack([torch.sin(embeddings), torch.cos(embeddings)], dim=-1)
|
| 767 |
-
|
| 768 |
-
# (bs, head, max_len * factor, output_dim//2, 2)
|
| 769 |
-
embeddings = embeddings.repeat((batch_size, nums_head, *([1] * len(embeddings.shape))))
|
| 770 |
-
|
| 771 |
-
# (bs, head, max_len * factor, output_dim)
|
| 772 |
-
embeddings = torch.reshape(embeddings, (batch_size, nums_head, -1, output_dim))
|
| 773 |
-
embeddings = embeddings.to(device)
|
| 774 |
-
|
| 775 |
-
# 如果 factor > 1, 使用插值位置来生成更细粒度的嵌入
|
| 776 |
-
if factor > 1.0:
|
| 777 |
-
interpolation_indices = torch.linspace(0, embeddings.shape[2] - 1, max_len).long()
|
| 778 |
-
embeddings = embeddings[:, :, interpolation_indices, :]
|
| 779 |
-
|
| 780 |
-
return embeddings
|
| 781 |
-
|
| 782 |
-
class PretrainHead(nn.Module):
|
| 783 |
-
def __init__(self, d_model, patch_len, dropout):
|
| 784 |
-
super().__init__()
|
| 785 |
-
self.dropout = nn.Dropout(dropout)
|
| 786 |
-
self.linear = nn.Linear(d_model, patch_len)
|
| 787 |
-
|
| 788 |
-
def forward(self, x):
|
| 789 |
-
"""
|
| 790 |
-
x: tensor [bs x nvars x d_model x num_patch]
|
| 791 |
-
output: tensor [bs x nvars x num_patch x patch_len]
|
| 792 |
-
"""
|
| 793 |
-
|
| 794 |
-
x = x.transpose(2,3) # [bs x nvars x num_patch x d_model]
|
| 795 |
-
x = self.linear( self.dropout(x) ) # [bs x nvars x num_patch x patch_len]
|
| 796 |
-
x = x.permute(0,2,1,3) # [bs x num_patch x nvars x patch_len]
|
| 797 |
-
return x
|
| 798 |
-
|
| 799 |
-
|
| 800 |
-
class decoder_PredictHead(nn.Module):
|
| 801 |
-
def __init__(self, d_model, patch_len, target_patch_len, dropout):
|
| 802 |
-
super().__init__()
|
| 803 |
-
self.dropout = nn.Dropout(dropout)
|
| 804 |
-
self.linear = nn.Linear(d_model, target_patch_len)
|
| 805 |
-
self.patch_len = patch_len
|
| 806 |
-
self.d_model = d_model
|
| 807 |
-
|
| 808 |
-
def forward(self, x):
|
| 809 |
-
"""
|
| 810 |
-
x: tensor [bs x nvars x d_model x num_patch]
|
| 811 |
-
output: tensor [bs x nvars x num_patch x patch_len]
|
| 812 |
-
"""
|
| 813 |
-
Linear = nn.Linear(self.d_model, self.patch_len, bias=False)
|
| 814 |
-
Linear.weight.data = resample_patchemb(old=self.linear.weight.data.T, new_patch_len=self.patch_len).T
|
| 815 |
-
|
| 816 |
-
x = x.transpose(2,3) # [bs x nvars x num_patch x d_model]
|
| 817 |
-
x = Linear( self.dropout(x) ) # [bs x nvars x num_patch x patch_len]
|
| 818 |
-
x = x.permute(0,2,3,1) # [bs x num_patch x x patch_len x nvars]
|
| 819 |
-
return x.reshape(x.shape[0],-1,x.shape[3])
|
| 820 |
-
|
| 821 |
-
def resample_patchemb(old: torch.Tensor, new_patch_len: int):
|
| 822 |
-
|
| 823 |
-
assert old.dim() == 2, "输入张量应为2D (d_model, patch_size)"
|
| 824 |
-
if old.size(1) == new_patch_len:
|
| 825 |
-
return old
|
| 826 |
-
|
| 827 |
-
old = old.T
|
| 828 |
-
old_shape = old.size(0)
|
| 829 |
-
factor = new_patch_len/old_shape
|
| 830 |
-
|
| 831 |
-
# 定义辅助函数:批量resize
|
| 832 |
-
def resize(x_tensor, new_shape):
|
| 833 |
-
return F.interpolate(x_tensor.unsqueeze(0), size=new_shape, mode='linear').squeeze(0)
|
| 834 |
-
|
| 835 |
-
# 构造缩放矩阵
|
| 836 |
-
basis_vectors = torch.eye(old_shape, dtype=torch.float32, device=old.device)
|
| 837 |
-
resize_mat = resize(basis_vectors, new_patch_len).T
|
| 838 |
-
# 计算伪逆
|
| 839 |
-
resize_mat_pinv = torch.linalg.pinv(resize_mat.T)
|
| 840 |
-
|
| 841 |
-
# z_inverse = z @ resize_mat_pinv
|
| 842 |
-
# z_inverse_var = z_inverse.var(dim=-1).mean(dim=1).mean()
|
| 843 |
-
# z_var = z.var(dim=-1).mean(dim=1).mean()
|
| 844 |
-
# z_interpolate = z_inverse @ resize_mat.T
|
| 845 |
-
# z_interpolate_var = z_interpolate.var(dim=-1).mean(dim=1).mean()
|
| 846 |
-
|
| 847 |
-
# print(z_inverse_var)
|
| 848 |
-
# print(z_var)
|
| 849 |
-
# print(z_interpolate_var/z_inverse_var)
|
| 850 |
-
|
| 851 |
-
|
| 852 |
-
# 直接矩阵操作完成重采样
|
| 853 |
-
resampled_kernels = resize_mat_pinv @ old * math.sqrt(factor)
|
| 854 |
-
|
| 855 |
-
return resampled_kernels.T
|
| 856 |
-
|
| 857 |
-
|
| 858 |
-
def get_activation_fn(activation):
|
| 859 |
-
if callable(activation): return activation()
|
| 860 |
-
elif activation.lower() == "relu": return nn.ReLU()
|
| 861 |
-
elif activation.lower() == "gelu": return nn.GELU()
|
| 862 |
-
raise ValueError(f'{activation} is not available. You can use "relu", "gelu", or a callable')
|
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