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import torch
import torch.nn as nn
import torch.optim as optim
def extract_upper_triangle(corr_matrices):
"""
Extract upper triangles from correlation matrices
Args:
corr_matrices: numpy array of shape (n_segments, n_channels, n_channels)
Returns:
numpy array of shape (n_segments, n_features) where n_features = n_channels*(n_channels-1)/2
"""
n_segments, n_channels, _ = corr_matrices.shape
n_features = n_channels * (n_channels - 1) // 2
flattened = np.zeros((n_segments, n_features))
for i in range(n_segments):
# Get upper triangle indices (excluding diagonal)
upper_indices = np.triu_indices(n_channels, k=1)
# Extract values
flattened[i] = corr_matrices[i][upper_indices]
return flattened
class MultiHeadAttention(nn.Module):
def __init__(self, embed_dim, num_heads, dropout=0.3):
super(MultiHeadAttention, self).__init__()
self.embed_dim = embed_dim
self.num_heads = num_heads
self.head_dim = embed_dim // num_heads
assert self.head_dim * num_heads == embed_dim, "embed_dim must be divisible by num_heads"
# Linear projections for Q, K, V
self.q_proj = nn.Linear(embed_dim, embed_dim)
self.k_proj = nn.Linear(embed_dim, embed_dim)
self.v_proj = nn.Linear(embed_dim, embed_dim)
# Final projection after concatenating heads
self.out_proj = nn.Linear(embed_dim, embed_dim)
# Dropout
self.dropout = nn.Dropout(dropout)
# Softmax for attention weights
self.softmax = nn.Softmax(dim=-1)
def forward(self, x, mask=None):
batch_size = x.size(0)
# Project Q, K, V
Q = self.q_proj(x) # (batch_size, seq_len, embed_dim)
K = self.k_proj(x) # (batch_size, seq_len, embed_dim)
V = self.v_proj(x) # (batch_size, seq_len, embed_dim)
# Split into multiple heads
Q = Q.view(batch_size, -1, self.num_heads, self.head_dim).transpose(1, 2) # (batch_size, num_heads, seq_len, head_dim)
K = K.view(batch_size, -1, self.num_heads, self.head_dim).transpose(1, 2) # (batch_size, num_heads, seq_len, head_dim)
V = V.view(batch_size, -1, self.num_heads, self.head_dim).transpose(1, 2) # (batch_size, num_heads, seq_len, head_dim)
# Calculate attention scores
scores = torch.matmul(Q, K.transpose(-2, -1)) / (self.head_dim ** 0.5) # (batch_size, num_heads, seq_len, seq_len)
# Apply mask (if provided)
if mask is not None:
scores = scores.masked_fill(mask == 0, float('-inf'))
# Apply softmax to get attention weights
attn_weights = self.softmax(scores) # (batch_size, num_heads, seq_len, seq_len)
attn_weights = self.dropout(attn_weights)
# Calculate weighted output
attn_output = torch.matmul(attn_weights, V) # (batch_size, num_heads, seq_len, head_dim)
# Recompose heads
attn_output = attn_output.transpose(1, 2).contiguous().view(batch_size, -1, self.embed_dim) # (batch_size, seq_len, embed_dim)
# Pass through final projection
output = self.out_proj(attn_output) # (batch_size, seq_len, embed_dim)
return output, attn_weights
class PositionalEncoding(nn.Module):
def __init__(self, embed_dim, max_seq_length=100):
super(PositionalEncoding, self).__init__()
# Create positional encoding matrix
pe = torch.zeros(max_seq_length, embed_dim)
position = torch.arange(0, max_seq_length, dtype=torch.float).unsqueeze(1)
div_term = torch.exp(torch.arange(0, embed_dim, 2).float() * (-np.log(10000.0) / embed_dim))
pe[:, 0::2] = torch.sin(position * div_term)
pe[:, 1::2] = torch.cos(position * div_term)
# Register as buffer (not a parameter)
self.register_buffer('pe', pe.unsqueeze(0))
def forward(self, x):
# Add positional encoding to input
# x: [batch_size, seq_len, embed_dim]
return x + self.pe[:, :x.size(1)]
class TimeSeriesAttentionClassifier(nn.Module):
def __init__(self, input_dim, embed_dim, num_heads, num_classes=2, dropout=0.2):
super(TimeSeriesAttentionClassifier, self).__init__()
# Project flattened correlation features to embedding space
self.embedding = nn.Linear(input_dim, embed_dim)
# Positional encoding
self.pos_encoding = PositionalEncoding(embed_dim)
# Multi-head attention
self.attention = MultiHeadAttention(embed_dim, num_heads, dropout)
# Layer normalization
self.layer_norm1 = nn.LayerNorm(embed_dim)
self.layer_norm2 = nn.LayerNorm(embed_dim)
# Feed-forward network
self.ffn = nn.Sequential(
nn.Linear(embed_dim, embed_dim * 4),
nn.GELU(),
nn.Dropout(dropout),
nn.Linear(embed_dim * 4, embed_dim)
)
# Output layer
self.classifier = nn.Sequential(
nn.Linear(embed_dim, embed_dim // 2),
nn.GELU(),
nn.Dropout(dropout),
nn.Linear(embed_dim // 2, 1),
nn.Sigmoid()
)
def forward(self, x):
# batch_size, seq_len, input_dim = x.shape
# Project to embedding space
x = self.embedding(x)
# Add positional encoding
x = self.pos_encoding(x)
# Self-attention (use x for query, key, and value)
residual = x
x, attention_weights = self.attention(x)
x = self.layer_norm1(x + residual)
# Feed-forward network with residual connection
residual = x
x = self.ffn(x)
x = self.layer_norm2(x + residual)
# Global average pooling over sequence dimension
x = torch.mean(x, dim=1)
# Classification
logits = self.classifier(x)
return logits, attention_weights
def train_model(model, train_loader, val_loader, num_epochs=50, learning_rate=1e-4, weight_decay=1e-5, patience=10, scheduler_factor=0.5, min_lr=1e-6):
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
model = model.to(device)
# Changed from CrossEntropyLoss to BCELoss for binary classification with sigmoid
criterion = nn.BCELoss()
# optimizer = optim.Adam(model.parameters(), lr=learning_rate)
# Add L2 regularization through weight_decay parameter in Adam
optimizer = optim.Adam(model.parameters(), lr=learning_rate, weight_decay=weight_decay)
# Learning rate scheduler - reduce LR when validation loss plateaus
scheduler = optim.lr_scheduler.ReduceLROnPlateau(
optimizer,
mode='min',
factor=scheduler_factor,
patience=patience,
verbose=True,
min_lr=min_lr
)
train_losses = []
val_losses = []
val_accuracies = []
# Track best model and early stopping
best_val_loss = float('inf')
best_model_state = None
early_stop_counter = 0
early_stop_patience = patience * 2 # Stop after 2x the scheduler patience
for epoch in range(num_epochs):
# Training
model.train()
train_loss = 0.0
for inputs, labels in train_loader:
inputs, labels = inputs.to(device), labels.to(device)
# Convert labels to float and reshape for BCE loss
labels = labels.float().view(-1, 1)
optimizer.zero_grad()
outputs, _ = model(inputs)
loss = criterion(outputs, labels)
loss.backward()
optimizer.step()
train_loss += loss.item()
train_loss /= len(train_loader)
train_losses.append(train_loss)
# Validation
model.eval()
val_loss = 0.0
correct = 0
total = 0
with torch.no_grad():
for inputs, labels in val_loader:
inputs, labels = inputs.to(device), labels.to(device)
# Convert labels to float and reshape for BCE loss
labels = labels.float().view(-1, 1)
outputs, _ = model(inputs)
loss = criterion(outputs, labels)
val_loss += loss.item()
# For binary classification with sigmoid, prediction is 1 if output > 0.5
predicted = (outputs > 0.5).float()
total += labels.size(0)
correct += (predicted == labels).sum().item()
val_loss /= len(val_loader)
val_losses.append(val_loss)
accuracy = 100 * correct / total
val_accuracies.append(accuracy)
# Learning rate scheduler step based on validation loss
scheduler.step(val_loss)
# Print current learning rate
current_lr = optimizer.param_groups[0]['lr']
# Print epoch results
print(f'Epoch {epoch+1}/{num_epochs}, LR: {current_lr:.6f}, Train Loss: {train_loss:.4f}, '
f'Val Loss: {val_loss:.4f}, Val Accuracy: {accuracy:.2f}%')
# Save best model
if val_loss < best_val_loss:
best_val_loss = val_loss
best_model_state = model.state_dict().copy()
early_stop_counter = 0
else:
early_stop_counter += 1
# Early stopping
if early_stop_counter >= early_stop_patience:
print(f"Early stopping triggered after {epoch+1} epochs")
break
# Load best model weights
if best_model_state is not None:
model.load_state_dict(best_model_state)
print(f"Loaded best model with validation loss: {best_val_loss:.4f}")
return train_losses, val_losses, val_accuracies
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