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# get query proj
query_states = self.q_proj(hidden_states) * self.scaling
# get key, value proj
# `past_key_value[0].shape[2] == key_value_states.shape[1]`
# is checking that the `sequence_length` of the `past_key_value` is the same as
# the provided `key_value_states` to support prefix tuning
if (
is_cross_attention
and past_key_value is not None
and past_key_value[0].shape[2] == key_value_states.shape[1]
):
# reuse k,v, cross_attentions
key_states = past_key_value[0]
value_states = past_key_value[1]
elif is_cross_attention:
# cross_attentions
key_states = self._shape(self.k_proj(key_value_states), -1, bsz)
value_states = self._shape(self.v_proj(key_value_states), -1, bsz)
elif past_key_value is not None:
# reuse k, v, self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
key_states = torch.cat([past_key_value[0], key_states], dim=2)
value_states = torch.cat([past_key_value[1], value_states], dim=2)
else:
# self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
value_states = self._shape(self.v_proj(hidden_states), -1, bsz) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if self.is_decoder:
# if cross_attention save Tuple(torch.Tensor, torch.Tensor) of all cross attention key/value_states.
# Further calls to cross_attention layer can then reuse all cross-attention
# key/value_states (first "if" case)
# if uni-directional self-attention (decoder) save Tuple(torch.Tensor, torch.Tensor) of
# all previous decoder key/value_states. Further calls to uni-directional self-attention
# can concat previous decoder key/value_states to current projected key/value_states (third "elif" case)
# if encoder bi-directional self-attention `past_key_value` is always `None`
past_key_value = (key_states, value_states)
proj_shape = (bsz * self.num_heads, -1, self.head_dim)
query_states = self._shape(query_states, tgt_len, bsz).view(*proj_shape)
key_states = key_states.reshape(*proj_shape)
value_states = value_states.reshape(*proj_shape) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
src_len = key_states.size(1)
attn_weights = torch.bmm(query_states, key_states.transpose(1, 2))
if attn_weights.size() != (bsz * self.num_heads, tgt_len, src_len):
raise ValueError(
f"Attention weights should be of size {(bsz * self.num_heads, tgt_len, src_len)}, but is"
f" {attn_weights.size()}"
)
if attention_mask is not None:
if attention_mask.size() != (bsz, 1, tgt_len, src_len):
raise ValueError(
f"Attention mask should be of size {(bsz, 1, tgt_len, src_len)}, but is {attention_mask.size()}"
)
attn_weights = attn_weights.view(bsz, self.num_heads, tgt_len, src_len) + attention_mask
attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len)
attn_weights = nn.functional.softmax(attn_weights, dim=-1) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if layer_head_mask is not None:
if layer_head_mask.size() != (self.num_heads,):
raise ValueError(
f"Head mask for a single layer should be of size {(self.num_heads,)}, but is"
f" {layer_head_mask.size()}"
)
attn_weights = layer_head_mask.view(1, -1, 1, 1) * attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if output_attentions:
# this operation is a bit awkward, but it's required to
# make sure that attn_weights keeps its gradient.
# In order to do so, attn_weights have to be reshaped
# twice and have to be reused in the following
attn_weights_reshaped = attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
attn_weights = attn_weights_reshaped.view(bsz * self.num_heads, tgt_len, src_len)
else:
attn_weights_reshaped = None
attn_probs = nn.functional.dropout(attn_weights, p=self.dropout, training=self.training)
attn_output = torch.bmm(attn_probs, value_states)
if attn_output.size() != (bsz * self.num_heads, tgt_len, self.head_dim):
raise ValueError(
f"`attn_output` should be of size {(bsz * self.num_heads, tgt_len, self.head_dim)}, but is"
f" {attn_output.size()}"
) | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
attn_output = attn_output.view(bsz, self.num_heads, tgt_len, self.head_dim)
attn_output = attn_output.transpose(1, 2)
# Use the `embed_dim` from the config (stored in the class) rather than `hidden_state` because `attn_output` can be
# partitioned across GPUs when using tensor-parallelism.
attn_output = attn_output.reshape(bsz, tgt_len, self.embed_dim)
attn_output = self.out_proj(attn_output)
return attn_output, attn_weights_reshaped, past_key_value | 3,341 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerEncoderLayer(nn.Module):
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__()
self.embed_dim = config.d_model
self.self_attn = TIME_SERIES_TRANSFORMER_ATTENTION_CLASSES[config._attn_implementation](
embed_dim=self.embed_dim,
num_heads=config.encoder_attention_heads,
dropout=config.attention_dropout,
config=config,
)
self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.dropout = config.dropout
self.activation_fn = ACT2FN[config.activation_function]
self.activation_dropout = config.activation_dropout
self.fc1 = nn.Linear(self.embed_dim, config.encoder_ffn_dim)
self.fc2 = nn.Linear(config.encoder_ffn_dim, self.embed_dim)
self.final_layer_norm = nn.LayerNorm(self.embed_dim) | 3,342 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
def forward(
self,
hidden_states: torch.FloatTensor,
attention_mask: torch.FloatTensor,
layer_head_mask: torch.FloatTensor,
output_attentions: Optional[bool] = False,
) -> Tuple[torch.FloatTensor, Optional[torch.FloatTensor]]:
"""
Args:
hidden_states (`torch.FloatTensor`): input to the layer of shape `(batch, seq_len, embed_dim)`
attention_mask (`torch.FloatTensor`): attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
`(encoder_attention_heads,)`.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
"""
residual = hidden_states | 3,342 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
hidden_states, attn_weights, _ = self.self_attn(
hidden_states=hidden_states,
attention_mask=attention_mask,
layer_head_mask=layer_head_mask,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.self_attn_layer_norm(hidden_states) | 3,342 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
residual = hidden_states
hidden_states = self.activation_fn(self.fc1(hidden_states))
hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
hidden_states = self.fc2(hidden_states)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.final_layer_norm(hidden_states)
if hidden_states.dtype == torch.float16 and (
torch.isinf(hidden_states).any() or torch.isnan(hidden_states).any()
):
clamp_value = torch.finfo(hidden_states.dtype).max - 1000
hidden_states = torch.clamp(hidden_states, min=-clamp_value, max=clamp_value)
outputs = (hidden_states,)
if output_attentions:
outputs += (attn_weights,)
return outputs | 3,342 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerDecoderLayer(nn.Module):
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__()
self.embed_dim = config.d_model
self.self_attn = TIME_SERIES_TRANSFORMER_ATTENTION_CLASSES[config._attn_implementation](
embed_dim=self.embed_dim,
num_heads=config.decoder_attention_heads,
dropout=config.attention_dropout,
is_decoder=True,
is_causal=True,
config=config,
)
self.dropout = config.dropout
self.activation_fn = ACT2FN[config.activation_function]
self.activation_dropout = config.activation_dropout | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.encoder_attn = TIME_SERIES_TRANSFORMER_ATTENTION_CLASSES[config._attn_implementation](
self.embed_dim,
config.decoder_attention_heads,
dropout=config.attention_dropout,
is_decoder=True,
config=config,
)
self.encoder_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.fc1 = nn.Linear(self.embed_dim, config.decoder_ffn_dim)
self.fc2 = nn.Linear(config.decoder_ffn_dim, self.embed_dim)
self.final_layer_norm = nn.LayerNorm(self.embed_dim) | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
def forward(
self,
hidden_states: torch.Tensor,
attention_mask: Optional[torch.Tensor] = None,
encoder_hidden_states: Optional[torch.Tensor] = None,
encoder_attention_mask: Optional[torch.Tensor] = None,
layer_head_mask: Optional[torch.Tensor] = None,
cross_attn_layer_head_mask: Optional[torch.Tensor] = None,
past_key_value: Optional[Tuple[torch.Tensor]] = None,
output_attentions: Optional[bool] = False,
use_cache: Optional[bool] = True,
) -> Tuple[torch.FloatTensor, Optional[Tuple[torch.FloatTensor, torch.FloatTensor]]]:
"""
Args:
hidden_states (`torch.FloatTensor`): input to the layer of shape `(batch, seq_len, embed_dim)`
attention_mask (`torch.FloatTensor`): attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
encoder_hidden_states (`torch.FloatTensor`): | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
cross attention input to the layer of shape `(batch, seq_len, embed_dim)`
encoder_attention_mask (`torch.FloatTensor`): encoder attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
`(encoder_attention_heads,)`.
cross_attn_layer_head_mask (`torch.FloatTensor`): mask for cross-attention heads in a given layer of
size `(decoder_attention_heads,)`.
past_key_value (`Tuple(torch.FloatTensor)`): cached past key and value projection states
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
"""
residual = hidden_states | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# Self Attention
# decoder uni-directional self-attention cached key/values tuple is at positions 1,2
self_attn_past_key_value = past_key_value[:2] if past_key_value is not None else None
# add present self-attn cache to positions 1,2 of present_key_value tuple
hidden_states, self_attn_weights, present_key_value = self.self_attn(
hidden_states=hidden_states,
past_key_value=self_attn_past_key_value,
attention_mask=attention_mask,
layer_head_mask=layer_head_mask,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.self_attn_layer_norm(hidden_states)
# Cross-Attention Block
cross_attn_present_key_value = None
cross_attn_weights = None
if encoder_hidden_states is not None:
residual = hidden_states | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# cross_attn cached key/values tuple is at positions 3,4 of present_key_value tuple
cross_attn_past_key_value = past_key_value[-2:] if past_key_value is not None else None
hidden_states, cross_attn_weights, cross_attn_present_key_value = self.encoder_attn(
hidden_states=hidden_states,
key_value_states=encoder_hidden_states,
attention_mask=encoder_attention_mask,
layer_head_mask=cross_attn_layer_head_mask,
past_key_value=cross_attn_past_key_value,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.encoder_attn_layer_norm(hidden_states)
# add cross-attn to positions 3,4 of present_key_value tuple
present_key_value = present_key_value + cross_attn_present_key_value | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# Fully Connected
residual = hidden_states
hidden_states = self.activation_fn(self.fc1(hidden_states))
hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
hidden_states = self.fc2(hidden_states)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.final_layer_norm(hidden_states)
outputs = (hidden_states,)
if output_attentions:
outputs += (self_attn_weights, cross_attn_weights)
if use_cache:
outputs += (present_key_value,)
return outputs | 3,343 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerPreTrainedModel(PreTrainedModel):
config_class = TimeSeriesTransformerConfig
base_model_prefix = "model"
main_input_name = "past_values"
supports_gradient_checkpointing = True
def _init_weights(self, module):
std = self.config.init_std
if isinstance(module, nn.Linear):
module.weight.data.normal_(mean=0.0, std=std)
if module.bias is not None:
module.bias.data.zero_()
elif isinstance(module, TimeSeriesSinusoidalPositionalEmbedding):
pass
elif isinstance(module, nn.Embedding):
module.weight.data.normal_(mean=0.0, std=std)
if module.padding_idx is not None:
module.weight.data[module.padding_idx].zero_() | 3,344 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerEncoder(TimeSeriesTransformerPreTrainedModel):
"""
Transformer encoder consisting of *config.encoder_layers* self attention layers. Each layer is a
[`TimeSeriesTransformerEncoderLayer`].
Args:
config: TimeSeriesTransformerConfig
"""
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__(config)
self.dropout = config.dropout
self.layerdrop = config.encoder_layerdrop
if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.") | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
self.value_embedding = TimeSeriesValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model
)
self.layers = nn.ModuleList([TimeSeriesTransformerEncoderLayer(config) for _ in range(config.encoder_layers)])
self.layernorm_embedding = nn.LayerNorm(config.d_model)
self.gradient_checkpointing = False
# Initialize weights and apply final processing
self.post_init() | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
def forward(
self,
attention_mask: Optional[torch.Tensor] = None,
head_mask: Optional[torch.Tensor] = None,
inputs_embeds: Optional[torch.FloatTensor] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Tuple, BaseModelOutput]:
r"""
Args:
attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
head_mask (`torch.Tensor` of shape `(encoder_layers, encoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`: | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**. | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
This is useful if you want more control over how to convert `input_ids` indices into associated vectors
than the model's internal embedding lookup matrix.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
for more detail.
return_dict (`bool`, *optional*):
Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
""" | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
return_dict = return_dict if return_dict is not None else self.config.use_return_dict | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
hidden_states = self.value_embedding(inputs_embeds)
embed_pos = self.embed_positions(inputs_embeds.size())
hidden_states = self.layernorm_embedding(hidden_states + embed_pos)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
# expand attention_mask
if attention_mask is not None:
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
attention_mask = _prepare_4d_attention_mask(attention_mask, inputs_embeds.dtype)
encoder_states = () if output_hidden_states else None
all_attentions = () if output_attentions else None | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# check if head_mask has a correct number of layers specified if desired
if head_mask is not None:
if head_mask.size()[0] != (len(self.layers)):
raise ValueError(
f"The head_mask should be specified for {len(self.layers)} layers, but it is for"
f" {head_mask.size()[0]}."
)
for idx, encoder_layer in enumerate(self.layers):
if output_hidden_states:
encoder_states = encoder_states + (hidden_states,)
# add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
to_drop = False
if self.training:
dropout_probability = torch.rand([])
if dropout_probability < self.layerdrop: # skip the layer
to_drop = True | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if to_drop:
layer_outputs = (None, None)
else:
if self.gradient_checkpointing and self.training:
layer_outputs = self._gradient_checkpointing_func(
encoder_layer.__call__,
hidden_states,
attention_mask,
(head_mask[idx] if head_mask is not None else None),
output_attentions,
)
else:
layer_outputs = encoder_layer(
hidden_states,
attention_mask,
layer_head_mask=(head_mask[idx] if head_mask is not None else None),
output_attentions=output_attentions,
)
hidden_states = layer_outputs[0]
if output_attentions:
all_attentions = all_attentions + (layer_outputs[1],) | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if output_hidden_states:
encoder_states = encoder_states + (hidden_states,)
if not return_dict:
return tuple(v for v in [hidden_states, encoder_states, all_attentions] if v is not None)
return BaseModelOutput(
last_hidden_state=hidden_states, hidden_states=encoder_states, attentions=all_attentions
) | 3,345 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerDecoder(TimeSeriesTransformerPreTrainedModel):
"""
Transformer decoder consisting of *config.decoder_layers* layers. Each layer is a
[`TimeSeriesTransformerDecoderLayer`]
Args:
config: TimeSeriesTransformerConfig
"""
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__(config)
self.dropout = config.dropout
self.layerdrop = config.decoder_layerdrop
if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.") | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
self.value_embedding = TimeSeriesValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model
)
self.layers = nn.ModuleList([TimeSeriesTransformerDecoderLayer(config) for _ in range(config.decoder_layers)])
self.layernorm_embedding = nn.LayerNorm(config.d_model)
self.gradient_checkpointing = False
# Initialize weights and apply final processing
self.post_init() | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
def forward(
self,
attention_mask: Optional[torch.Tensor] = None,
encoder_hidden_states: Optional[torch.FloatTensor] = None,
encoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None,
inputs_embeds: Optional[torch.FloatTensor] = None,
use_cache: Optional[bool] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Tuple, BaseModelOutputWithPastAndCrossAttentions]:
r"""
Args:
attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`: | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
encoder_hidden_states (`torch.FloatTensor` of shape `(batch_size, encoder_sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder. Used in the cross-attention
of the decoder.
encoder_attention_mask (`torch.LongTensor` of shape `(batch_size, encoder_sequence_length)`, *optional*):
Mask to avoid performing cross-attention on padding tokens indices of encoder input_ids. Mask values
selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**. | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
[What are attention masks?](../glossary#attention-mask)
head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
cross_attn_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the cross-attention modules in the decoder to avoid performing
cross-attention on hidden heads. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**. | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of
shape `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of
shape `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the
cross-attention blocks) that can be used (see `past_key_values` input) to speed up sequential decoding. | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
If `past_key_values` are used, the user can optionally input only the last `decoder_input_ids` (those
that don't have their past key value states given to this model) of shape `(batch_size, 1)` instead of
all `decoder_input_ids` of shape `(batch_size, sequence_length)`.
inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
This is useful if you want more control over how to convert `input_ids` indices into associated vectors
than the model's internal embedding lookup matrix.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
output_hidden_states (`bool`, *optional*): | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
for more detail.
return_dict (`bool`, *optional*):
Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
"""
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
use_cache = use_cache if use_cache is not None else self.config.use_cache
return_dict = return_dict if return_dict is not None else self.config.use_return_dict | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
input_shape = inputs_embeds.size()[:-1]
# past_key_values_length
past_key_values_length = past_key_values[0][0].shape[2] if past_key_values is not None else 0
attention_mask = _prepare_4d_causal_attention_mask(
attention_mask, input_shape, inputs_embeds, past_key_values_length
)
# expand encoder attention mask
if encoder_hidden_states is not None and encoder_attention_mask is not None:
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
encoder_attention_mask = _prepare_4d_attention_mask(
encoder_attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1]
) | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
hidden_states = self.value_embedding(inputs_embeds)
embed_pos = self.embed_positions(inputs_embeds.size(), past_key_values_length=self.config.context_length)
hidden_states = self.layernorm_embedding(hidden_states + embed_pos)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
if self.gradient_checkpointing and self.training:
if use_cache:
logger.warning_once(
"`use_cache=True` is incompatible with gradient checkpointing. Setting `use_cache=False`..."
)
use_cache = False
# decoder layers
all_hidden_states = () if output_hidden_states else None
all_self_attns = () if output_attentions else None
all_cross_attentions = () if (output_attentions and encoder_hidden_states is not None) else None
next_decoder_cache = () if use_cache else None | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# check if head_mask/cross_attn_head_mask has a correct number of layers specified if desired
for attn_mask, mask_name in zip([head_mask, cross_attn_head_mask], ["head_mask", "cross_attn_head_mask"]):
if attn_mask is not None:
if attn_mask.size()[0] != (len(self.layers)):
raise ValueError(
f"The `{mask_name}` should be specified for {len(self.layers)} layers, but it is for"
f" {head_mask.size()[0]}."
)
for idx, decoder_layer in enumerate(self.layers):
# add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
if output_hidden_states:
all_hidden_states += (hidden_states,)
if self.training:
dropout_probability = torch.rand([])
if dropout_probability < self.layerdrop:
continue | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
past_key_value = past_key_values[idx] if past_key_values is not None else None | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if self.gradient_checkpointing and self.training:
layer_outputs = self._gradient_checkpointing_func(
decoder_layer.__call__,
hidden_states,
attention_mask,
encoder_hidden_states,
encoder_attention_mask,
head_mask[idx] if head_mask is not None else None,
cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None,
None,
output_attentions,
use_cache,
)
else:
layer_outputs = decoder_layer(
hidden_states,
attention_mask=attention_mask,
encoder_hidden_states=encoder_hidden_states,
encoder_attention_mask=encoder_attention_mask,
layer_head_mask=(head_mask[idx] if head_mask is not None else None), | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
cross_attn_layer_head_mask=(
cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None
),
past_key_value=past_key_value,
output_attentions=output_attentions,
use_cache=use_cache,
)
hidden_states = layer_outputs[0] | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if use_cache:
next_decoder_cache += (layer_outputs[3 if output_attentions else 1],)
if output_attentions:
all_self_attns += (layer_outputs[1],)
if encoder_hidden_states is not None:
all_cross_attentions += (layer_outputs[2],)
# add hidden states from the last decoder layer
if output_hidden_states:
all_hidden_states += (hidden_states,) | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
next_cache = next_decoder_cache if use_cache else None
if not return_dict:
return tuple(
v
for v in [hidden_states, next_cache, all_hidden_states, all_self_attns, all_cross_attentions]
if v is not None
)
return BaseModelOutputWithPastAndCrossAttentions(
last_hidden_state=hidden_states,
past_key_values=next_cache,
hidden_states=all_hidden_states,
attentions=all_self_attns,
cross_attentions=all_cross_attentions,
) | 3,346 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__(config)
if config.scaling == "mean" or config.scaling is True:
self.scaler = TimeSeriesMeanScaler(config)
elif config.scaling == "std":
self.scaler = TimeSeriesStdScaler(config)
else:
self.scaler = TimeSeriesNOPScaler(config)
if config.num_static_categorical_features > 0:
self.embedder = TimeSeriesFeatureEmbedder(
cardinalities=config.cardinality,
embedding_dims=config.embedding_dimension,
)
# transformer encoder-decoder and mask initializer
self.encoder = TimeSeriesTransformerEncoder(config)
self.decoder = TimeSeriesTransformerDecoder(config)
# Initialize weights and apply final processing
self.post_init() | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
@property
def _past_length(self) -> int:
return self.config.context_length + max(self.config.lags_sequence)
def get_lagged_subsequences(
self, sequence: torch.Tensor, subsequences_length: int, shift: int = 0
) -> torch.Tensor:
"""
Returns lagged subsequences of a given sequence. Returns a tensor of shape (N, S, C, I),
where S = subsequences_length and I = len(indices), containing lagged subsequences. Specifically, lagged[i,
j, :, k] = sequence[i, -indices[k]-S+j, :].
Args:
sequence: Tensor
The sequence from which lagged subsequences should be extracted. Shape: (N, T, C).
subsequences_length : int
Length of the subsequences to be extracted.
shift: int
Shift the lags by this amount back.
"""
sequence_length = sequence.shape[1]
indices = [lag - shift for lag in self.config.lags_sequence] | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if max(indices) + subsequences_length > sequence_length:
raise ValueError(
f"lags cannot go further than history length, found lag {max(indices)} "
f"while history length is only {sequence_length}"
)
lagged_values = []
for lag_index in indices:
begin_index = -lag_index - subsequences_length
end_index = -lag_index if lag_index > 0 else None
lagged_values.append(sequence[:, begin_index:end_index, ...])
return torch.stack(lagged_values, dim=-1) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
def create_network_inputs(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
past_observed_mask: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
):
# time feature
time_feat = (
torch.cat(
(
past_time_features[:, self._past_length - self.config.context_length :, ...],
future_time_features,
),
dim=1,
)
if future_values is not None
else past_time_features[:, self._past_length - self.config.context_length :, ...]
)
# target
if past_observed_mask is None:
past_observed_mask = torch.ones_like(past_values) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
context = past_values[:, -self.config.context_length :]
observed_context = past_observed_mask[:, -self.config.context_length :]
_, loc, scale = self.scaler(context, observed_context)
inputs = (
(torch.cat((past_values, future_values), dim=1) - loc) / scale
if future_values is not None
else (past_values - loc) / scale
)
# static features
log_abs_loc = loc.abs().log1p() if self.config.input_size == 1 else loc.squeeze(1).abs().log1p()
log_scale = scale.log() if self.config.input_size == 1 else scale.squeeze(1).log()
static_feat = torch.cat((log_abs_loc, log_scale), dim=1) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if static_real_features is not None:
static_feat = torch.cat((static_real_features, static_feat), dim=1)
if static_categorical_features is not None:
embedded_cat = self.embedder(static_categorical_features)
static_feat = torch.cat((embedded_cat, static_feat), dim=1)
expanded_static_feat = static_feat.unsqueeze(1).expand(-1, time_feat.shape[1], -1)
# all features
features = torch.cat((expanded_static_feat, time_feat), dim=-1)
# lagged features
subsequences_length = (
self.config.context_length + self.config.prediction_length
if future_values is not None
else self.config.context_length
)
lagged_sequence = self.get_lagged_subsequences(sequence=inputs, subsequences_length=subsequences_length)
lags_shape = lagged_sequence.shape
reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if reshaped_lagged_sequence.shape[1] != time_feat.shape[1]:
raise ValueError(
f"input length {reshaped_lagged_sequence.shape[1]} and time feature lengths {time_feat.shape[1]} does not match"
)
# transformer inputs
transformer_inputs = torch.cat((reshaped_lagged_sequence, features), dim=-1)
return transformer_inputs, loc, scale, static_feat
def get_encoder(self):
return self.encoder
def get_decoder(self):
return self.decoder | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
@add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
past_observed_mask: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
decoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
decoder_head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
encoder_outputs: Optional[List[torch.FloatTensor]] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None,
output_hidden_states: Optional[bool] = None, | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTSModelOutput, Tuple]:
r"""
Returns: | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
Examples:
```python
>>> from huggingface_hub import hf_hub_download
>>> import torch
>>> from transformers import TimeSeriesTransformerModel
>>> file = hf_hub_download(
... repo_id="hf-internal-testing/tourism-monthly-batch", filename="train-batch.pt", repo_type="dataset"
... )
>>> batch = torch.load(file)
>>> model = TimeSeriesTransformerModel.from_pretrained("huggingface/time-series-transformer-tourism-monthly") | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
>>> # during training, one provides both past and future values
>>> # as well as possible additional features
>>> outputs = model(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_values=batch["future_values"],
... future_time_features=batch["future_time_features"],
... ) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
>>> last_hidden_state = outputs.last_hidden_state
```"""
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
use_cache = use_cache if use_cache is not None else self.config.use_cache
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
transformer_inputs, loc, scale, static_feat = self.create_network_inputs(
past_values=past_values,
past_time_features=past_time_features,
past_observed_mask=past_observed_mask,
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
future_values=future_values,
future_time_features=future_time_features,
) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if encoder_outputs is None:
enc_input = transformer_inputs[:, : self.config.context_length, ...]
encoder_outputs = self.encoder(
inputs_embeds=enc_input,
head_mask=head_mask,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=return_dict,
)
# If the user passed a tuple for encoder_outputs, we wrap it in a BaseModelOutput when return_dict=True
elif return_dict and not isinstance(encoder_outputs, BaseModelOutput):
encoder_outputs = BaseModelOutput(
last_hidden_state=encoder_outputs[0],
hidden_states=encoder_outputs[1] if len(encoder_outputs) > 1 else None,
attentions=encoder_outputs[2] if len(encoder_outputs) > 2 else None,
) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
dec_input = transformer_inputs[:, self.config.context_length :, ...]
decoder_outputs = self.decoder(
inputs_embeds=dec_input,
attention_mask=decoder_attention_mask,
encoder_hidden_states=encoder_outputs[0],
head_mask=decoder_head_mask,
cross_attn_head_mask=cross_attn_head_mask,
past_key_values=past_key_values,
use_cache=use_cache,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=return_dict,
)
if not return_dict:
return decoder_outputs + encoder_outputs + (loc, scale, static_feat) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
return Seq2SeqTSModelOutput(
last_hidden_state=decoder_outputs.last_hidden_state,
past_key_values=decoder_outputs.past_key_values,
decoder_hidden_states=decoder_outputs.hidden_states,
decoder_attentions=decoder_outputs.attentions,
cross_attentions=decoder_outputs.cross_attentions,
encoder_last_hidden_state=encoder_outputs.last_hidden_state,
encoder_hidden_states=encoder_outputs.hidden_states,
encoder_attentions=encoder_outputs.attentions,
loc=loc,
scale=scale,
static_features=static_feat,
) | 3,347 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
def __init__(self, config: TimeSeriesTransformerConfig):
super().__init__(config)
self.model = TimeSeriesTransformerModel(config)
if config.distribution_output == "student_t":
self.distribution_output = StudentTOutput(dim=config.input_size)
elif config.distribution_output == "normal":
self.distribution_output = NormalOutput(dim=config.input_size)
elif config.distribution_output == "negative_binomial":
self.distribution_output = NegativeBinomialOutput(dim=config.input_size)
else:
raise ValueError(f"Unknown distribution output {config.distribution_output}")
self.parameter_projection = self.distribution_output.get_parameter_projection(self.model.config.d_model)
self.target_shape = self.distribution_output.event_shape | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
if config.loss == "nll":
self.loss = nll
else:
raise ValueError(f"Unknown loss function {config.loss}")
# Initialize weights of distribution_output and apply final processing
self.post_init()
def output_params(self, dec_output):
return self.parameter_projection(dec_output)
def get_encoder(self):
return self.model.get_encoder()
def get_decoder(self):
return self.model.get_decoder()
@torch.jit.ignore
def output_distribution(self, params, loc=None, scale=None, trailing_n=None) -> torch.distributions.Distribution:
sliced_params = params
if trailing_n is not None:
sliced_params = [p[:, -trailing_n:] for p in params]
return self.distribution_output.distribution(sliced_params, loc=loc, scale=scale) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
@add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
past_observed_mask: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
future_observed_mask: Optional[torch.Tensor] = None,
decoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
decoder_head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
encoder_outputs: Optional[List[torch.FloatTensor]] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None, | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
output_hidden_states: Optional[bool] = None,
output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTSModelOutput, Tuple]:
r"""
Returns: | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
Examples:
```python
>>> from huggingface_hub import hf_hub_download
>>> import torch
>>> from transformers import TimeSeriesTransformerForPrediction
>>> file = hf_hub_download(
... repo_id="hf-internal-testing/tourism-monthly-batch", filename="train-batch.pt", repo_type="dataset"
... )
>>> batch = torch.load(file)
>>> model = TimeSeriesTransformerForPrediction.from_pretrained(
... "huggingface/time-series-transformer-tourism-monthly"
... ) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
>>> # during training, one provides both past and future values
>>> # as well as possible additional features
>>> outputs = model(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_values=batch["future_values"],
... future_time_features=batch["future_time_features"],
... )
>>> loss = outputs.loss
>>> loss.backward() | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
>>> # during inference, one only provides past values
>>> # as well as possible additional features
>>> # the model autoregressively generates future values
>>> outputs = model.generate(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_time_features=batch["future_time_features"],
... )
>>> mean_prediction = outputs.sequences.mean(dim=1)
```"""
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
if future_values is not None:
use_cache = False | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
outputs = self.model(
past_values=past_values,
past_time_features=past_time_features,
past_observed_mask=past_observed_mask,
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
future_values=future_values,
future_time_features=future_time_features,
decoder_attention_mask=decoder_attention_mask,
head_mask=head_mask,
decoder_head_mask=decoder_head_mask,
cross_attn_head_mask=cross_attn_head_mask,
encoder_outputs=encoder_outputs,
past_key_values=past_key_values,
output_hidden_states=output_hidden_states,
output_attentions=output_attentions,
use_cache=use_cache,
return_dict=return_dict,
) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
prediction_loss = None
params = None
if future_values is not None:
params = self.output_params(outputs[0]) # outputs.last_hidden_state
# loc is 3rd last and scale is 2nd last output
distribution = self.output_distribution(params, loc=outputs[-3], scale=outputs[-2])
loss = self.loss(distribution, future_values)
if future_observed_mask is None:
future_observed_mask = torch.ones_like(future_values)
if len(self.target_shape) == 0:
loss_weights = future_observed_mask
else:
loss_weights, _ = future_observed_mask.min(dim=-1, keepdim=False)
prediction_loss = weighted_average(loss, weights=loss_weights)
if not return_dict:
outputs = ((params,) + outputs[1:]) if params is not None else outputs[1:]
return ((prediction_loss,) + outputs) if prediction_loss is not None else outputs | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
return Seq2SeqTSPredictionOutput(
loss=prediction_loss,
params=params,
past_key_values=outputs.past_key_values,
decoder_hidden_states=outputs.decoder_hidden_states,
decoder_attentions=outputs.decoder_attentions,
cross_attentions=outputs.cross_attentions,
encoder_last_hidden_state=outputs.encoder_last_hidden_state,
encoder_hidden_states=outputs.encoder_hidden_states,
encoder_attentions=outputs.encoder_attentions,
loc=outputs.loc,
scale=outputs.scale,
static_features=outputs.static_features,
) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
@torch.no_grad()
def generate(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
future_time_features: torch.Tensor,
past_observed_mask: Optional[torch.Tensor] = None,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
) -> SampleTSPredictionOutput:
r"""
Greedily generate sequences of sample predictions from a model with a probability distribution head. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
Parameters:
past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`):
Past values of the time series, that serve as context in order to predict the future. The sequence size
of this tensor must be larger than the `context_length` of the model, since the model will use the
larger size to construct lag features, i.e. additional values from the past which are added in order to
serve as "extra context".
The `sequence_length` here is equal to `config.context_length` + `max(config.lags_sequence)`, which if
no `lags_sequence` is configured, is equal to `config.context_length` + 7 (as by default, the largest
look-back index in `config.lags_sequence` is 7). The property `_past_length` returns the actual length
of the past. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
The `past_values` is what the Transformer encoder gets as input (with optional additional features,
such as `static_categorical_features`, `static_real_features`, `past_time_features` and lags).
Optionally, missing values need to be replaced with zeros and indicated via the `past_observed_mask`. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
For multivariate time series, the `input_size` > 1 dimension is required and corresponds to the number
of variates in the time series per time step.
past_time_features (`torch.FloatTensor` of shape `(batch_size, sequence_length, num_features)`):
Required time features, which the model internally will add to `past_values`. These could be things
like "month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features).
These could also be so-called "age" features, which basically help the model know "at which point in
life" a time-series is. Age features have small values for distant past time steps and increase
monotonically the more we approach the current time step. Holiday features are also a good example of
time features. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT,
where the position encodings are learned from scratch internally as parameters of the model, the Time
Series Transformer requires to provide additional time features. The Time Series Transformer only
learns additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these
features must but known at prediction time. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
future_time_features (`torch.FloatTensor` of shape `(batch_size, prediction_length, num_features)`):
Required time features for the prediction window, which the model internally will add to sampled
predictions. These could be things like "month of year", "day of the month", etc. encoded as vectors
(for instance as Fourier features). These could also be so-called "age" features, which basically help
the model know "at which point in life" a time-series is. Age features have small values for distant
past time steps and increase monotonically the more we approach the current time step. Holiday features
are also a good example of time features. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT,
where the position encodings are learned from scratch internally as parameters of the model, the Time
Series Transformer requires to provide additional time features. The Time Series Transformer only
learns additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these
features must but known at prediction time. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
past_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`, *optional*):
Boolean mask to indicate which `past_values` were observed and which were missing. Mask values selected
in `[0, 1]`:
- 1 for values that are **observed**,
- 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).
static_categorical_features (`torch.LongTensor` of shape `(batch_size, number of static categorical features)`, *optional*):
Optional static categorical features for which the model will learn an embedding, which it will add to
the values of the time series.
Static categorical features are features which have the same value for all time steps (static over
time). | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
A typical example of a static categorical feature is a time series ID.
static_real_features (`torch.FloatTensor` of shape `(batch_size, number of static real features)`, *optional*):
Optional static real features which the model will add to the values of the time series.
Static real features are features which have the same value for all time steps (static over time).
A typical example of a static real feature is promotion information.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers. | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
Return:
[`SampleTSPredictionOutput`] where the outputs `sequences` tensor will have shape `(batch_size, number of
samples, prediction_length)` or `(batch_size, number of samples, prediction_length, input_size)` for
multivariate predictions.
"""
outputs = self(
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
past_time_features=past_time_features,
past_values=past_values,
past_observed_mask=past_observed_mask,
future_time_features=future_time_features,
future_values=None,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=True,
use_cache=True,
) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
decoder = self.model.get_decoder()
enc_last_hidden = outputs.encoder_last_hidden_state
loc = outputs.loc
scale = outputs.scale
static_feat = outputs.static_features
num_parallel_samples = self.config.num_parallel_samples
repeated_loc = loc.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_scale = scale.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_past_values = (
past_values.repeat_interleave(repeats=num_parallel_samples, dim=0) - repeated_loc
) / repeated_scale
expanded_static_feat = static_feat.unsqueeze(1).expand(-1, future_time_features.shape[1], -1)
features = torch.cat((expanded_static_feat, future_time_features), dim=-1)
repeated_features = features.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_enc_last_hidden = enc_last_hidden.repeat_interleave(repeats=num_parallel_samples, dim=0)
future_samples = [] | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
# greedy decoding
for k in range(self.config.prediction_length):
lagged_sequence = self.model.get_lagged_subsequences(
sequence=repeated_past_values,
subsequences_length=1 + k,
shift=1,
)
lags_shape = lagged_sequence.shape
reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1)
decoder_input = torch.cat((reshaped_lagged_sequence, repeated_features[:, : k + 1]), dim=-1)
dec_output = decoder(inputs_embeds=decoder_input, encoder_hidden_states=repeated_enc_last_hidden)
dec_last_hidden = dec_output.last_hidden_state
params = self.parameter_projection(dec_last_hidden[:, -1:])
distr = self.output_distribution(params, loc=repeated_loc, scale=repeated_scale)
next_sample = distr.sample() | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
repeated_past_values = torch.cat(
(repeated_past_values, (next_sample - repeated_loc) / repeated_scale), dim=1
)
future_samples.append(next_sample)
concat_future_samples = torch.cat(future_samples, dim=1)
return SampleTSPredictionOutput(
sequences=concat_future_samples.reshape(
(-1, num_parallel_samples, self.config.prediction_length) + self.target_shape,
)
) | 3,348 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/time_series_transformer/modeling_time_series_transformer.py |
class MllamaConverter(TikTokenConverter):
def __init__(
self,
vocab_file,
special_tokens: List[str],
pattern: str,
model_max_length: int,
chat_template: Optional[str] = None,
**kwargs,
):
super().__init__(vocab_file, pattern=pattern)
self.additional_special_tokens = special_tokens
tokenizer = self.converted()
if chat_template is not None:
kwargs["chat_template"] = chat_template
self.tokenizer = PreTrainedTokenizerFast(
tokenizer_object=tokenizer,
model_input_names=["input_ids", "attention_mask"],
model_max_length=model_max_length,
**kwargs,
) | 3,349 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/convert_mllama_weights_to_hf.py |
class MllamaImageProcessor(BaseImageProcessor):
"""
Constructs a Mllama image processor. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
Args:
do_convert_rgb (`bool`, *optional*, defaults to `True`):
Whether to convert the image to RGB. This is useful if the input image is of a different format e.g. RGBA.
Only has an effect if the input image is in the PIL format.
do_resize (`bool`, *optional*, defaults to `True`):
Whether to resize the image.
size (`Dict[str, int]`, *optional*, defaults to `self.size`):
Size of the image tile. Should be a dictionary containing 'height' and 'width' keys, both with integer values.
The height and width values should be equal.
resample (`int`, *optional*, defaults to `Resampling.BILINEAR`):
Resampling filter to use if resizing the image. This can be one of the enum `PILImageResampling`. Only
has an effect if `do_resize` is set to `True`.
do_rescale (`bool`, *optional*, defaults to `True`):
Whether to rescale the image. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
rescale_factor (`float`, *optional*, defaults to 0.0):
Rescale factor to rescale the image by if `do_rescale` is set to `True`.
do_normalize (`bool`, *optional*, defaults to `True`):
Whether to normalize the image.
image_mean (`float` or `List[float]`, *optional*, defaults to `self.image_mean`):
Image mean to use for normalization. Only has an effect if `do_normalize` is set to `True`.
image_std (`float` or `List[float]`, *optional*, defaults to `self.image_std`):
Image standard deviation to use for normalization. Only has an effect if `do_normalize` is set to
`True`.
do_pad (`bool`, *optional*, defaults to `True`):
Whether or not to pad the images to the largest height and width in the batch.
max_image_tiles (`int`, *optional*, defaults to 4):
The maximum number of tiles to split the image into.
""" | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
model_input_names = ["pixel_values", "num_tiles", "aspect_ratio_ids", "aspect_ratio_mask"] | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
def __init__(
self,
do_convert_rgb: bool = True,
do_resize: bool = True,
size: Optional[Dict[str, int]] = None,
resample: PILImageResampling = PILImageResampling.BILINEAR,
do_rescale: bool = True,
rescale_factor: float = 1 / 255,
do_normalize: bool = True,
image_mean: Optional[Union[float, List[float]]] = None,
image_std: Optional[Union[float, List[float]]] = None,
do_pad: bool = True,
max_image_tiles: int = 4,
**kwargs,
) -> None:
super().__init__(**kwargs)
self.do_convert_rgb = do_convert_rgb
self.do_resize = do_resize
self.size = size if size is not None else {"height": 224, "width": 224}
self.resample = resample
self.do_rescale = do_rescale
self.rescale_factor = rescale_factor
self.do_normalize = do_normalize
self.image_mean = image_mean if image_mean is not None else IMAGENET_STANDARD_MEAN | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
self.image_std = image_std if image_std is not None else IMAGENET_STANDARD_STD
self.do_pad = do_pad
self.max_image_tiles = max_image_tiles | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
_validate_mllama_preprocess_arguments(self.do_resize, self.size, self.do_pad, self.max_image_tiles)
def preprocess(
self,
images: ImageInput,
do_convert_rgb: Optional[bool] = None,
do_resize: Optional[bool] = None,
size: Optional[Dict[str, int]] = None,
resample: Optional[PILImageResampling] = None,
do_rescale: Optional[bool] = None,
rescale_factor: Optional[float] = None,
do_normalize: Optional[bool] = None,
image_mean: Optional[Union[float, List[float]]] = None,
image_std: Optional[Union[float, List[float]]] = None,
do_pad: Optional[bool] = None,
max_image_tiles: Optional[int] = None,
input_data_format: Optional[Union[str, ChannelDimension]] = None,
return_tensors: Optional[Union[str, TensorType]] = None,
):
"""
Preprocess a batch of images. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
Args:
images (`ImageInput`):
A list of images to preprocess.
do_convert_rgb (`bool`, *optional*, defaults to `self.do_convert_rgb`):
Whether to convert the image to RGB.
do_resize (`bool`, *optional*, defaults to `self.do_resize`):
Whether to resize the image.
size (`Dict[str, int]`, *optional*, defaults to `self.size`):
Size of the image tile. Should be a dictionary containing 'height' and 'width' keys, both with integer values.
The height and width values should be equal.
resample (`int`, *optional*, defaults to `self.resample`):
Resampling filter to use if resizing the image. This can be one of the enum `PILImageResampling`. Only
has an effect if `do_resize` is set to `True`.
do_rescale (`bool`, *optional*, defaults to `self.do_rescale`):
Whether to rescale the image. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
rescale_factor (`float`, *optional*, defaults to `self.rescale_factor`):
Rescale factor to rescale the image by if `do_rescale` is set to `True`.
do_normalize (`bool`, *optional*, defaults to `self.do_normalize`):
Whether to normalize the image.
image_mean (`float` or `List[float]`, *optional*, defaults to `self.image_mean`):
Image mean to use for normalization. Only has an effect if `do_normalize` is set to `True`.
image_std (`float` or `List[float]`, *optional*, defaults to `self.image_std`):
Image standard deviation to use for normalization. Only has an effect if `do_normalize` is set to
`True`.
do_pad (`bool`, *optional*, defaults to `self.do_pad`):
Whether or not to pad the images to the largest height and width in the batch.
max_image_tiles (`int`, *optional*, defaults to `self.max_image_tiles`): | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
The maximum number of tiles to split the image into.
input_data_format (`ChannelDimension` or `str`, *optional*):
The channel dimension format for the input image. If unset, the channel dimension format is inferred
from the input image. Can be one of:
- `"channels_first"` or `ChannelDimension.FIRST`: image in (num_channels, height, width) format.
- `"channels_last"` or `ChannelDimension.LAST`: image in (height, width, num_channels) format.
- `"none"` or `ChannelDimension.NONE`: image in (height, width) format.
return_tensors (`str` or `TensorType`, *optional*):
The type of tensors to return. Can be one of:
- Unset: Return a list of `np.ndarray`.
- `TensorType.TENSORFLOW` or `'tf'`: Return a batch of type `tf.Tensor`.
- `TensorType.PYTORCH` or `'pt'`: Return a batch of type `torch.Tensor`. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
- `TensorType.NUMPY` or `'np'`: Return a batch of type `np.ndarray`.
- `TensorType.JAX` or `'jax'`: Return a batch of type `jax.numpy.ndarray`. | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
Returns:
`BatchFeature` of the following structure:
- **pixel_values** (`TensorType`): The preprocessed pixel values.
- **aspect_ratio_ids** (`TensorType`): The aspect ratio ids of the images.
- **num_tiles** (`List[List[int]]`): The number of tiles for each image in the batch.
"""
do_convert_rgb = do_convert_rgb if do_convert_rgb is not None else self.do_convert_rgb
do_resize = do_resize if do_resize is not None else self.do_resize
size = size if size is not None else self.size
resample = resample if resample is not None else self.resample
do_rescale = do_rescale if do_rescale is not None else self.do_rescale
rescale_factor = rescale_factor if rescale_factor is not None else self.rescale_factor
do_normalize = do_normalize if do_normalize is not None else self.do_normalize
image_mean = image_mean if image_mean is not None else self.image_mean | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
image_std = image_std if image_std is not None else self.image_std
do_pad = do_pad if do_pad is not None else self.do_pad
max_image_tiles = max_image_tiles if max_image_tiles is not None else self.max_image_tiles | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
validate_preprocess_arguments(
do_rescale=do_rescale,
rescale_factor=rescale_factor,
do_normalize=do_normalize,
image_mean=image_mean,
image_std=image_std,
do_resize=do_resize,
size=size,
resample=resample,
)
# extra validation
_validate_mllama_preprocess_arguments(do_resize, size, do_pad, max_image_tiles)
images_list = make_list_of_images(images)
if self.do_convert_rgb:
images_list = [[convert_to_rgb(image) for image in images] for images in images_list]
images_list = [[to_numpy_array(image) for image in images] for images in images_list]
batch_images = []
batch_aspect_ratios = []
# iterate over batch samples
for images in images_list:
sample_images = []
sample_aspect_ratios = [] | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
# iterate over images in a batch sample
for image in images:
# convert images to channels first format for faster processing
# LAST is slower for `pad` and not supported by `split_to_tiles`
data_format = ChannelDimension.FIRST
image = to_channel_dimension_format(image, data_format, input_channel_dim=input_data_format)
# do_resize=False is not supported, validated
image, aspect_ratio = self.resize(
image=image,
size=size,
resample=resample,
max_image_tiles=max_image_tiles,
input_data_format=data_format,
data_format=data_format,
) | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
# do_pad=False is not supported, validated
image = self.pad(
image=image,
size=size,
aspect_ratio=aspect_ratio,
input_data_format=data_format,
data_format=data_format,
)
if do_rescale:
image = self.rescale(
image=image,
scale=rescale_factor,
input_data_format=input_data_format,
data_format=data_format,
)
if do_normalize:
image = self.normalize(
image=image,
mean=image_mean,
std=image_std,
input_data_format=input_data_format,
data_format=data_format,
) | 3,350 | /Users/nielsrogge/Documents/python_projecten/transformers/src/transformers/models/mllama/image_processing_mllama.py |
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