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configuration_stockllama.py

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+from transformers.configuration_utils import PretrainedConfig
+
+class StockLlamaConfig(PretrainedConfig):
+    model_type = "stockllama"
+    keys_to_ignore_at_inference = ["past_key_values"]
+
+    def __init__(
+        self,
+        vocab_size=32000,
+        hidden_size=4096,
+        intermediate_size=11008,
+        num_hidden_layers=32,
+        num_attention_heads=32,
+        num_key_value_heads=None,
+        hidden_act="silu",
+        max_position_embeddings=2048,
+        term_number=4,
+        initializer_range=0.02,
+        rms_norm_eps=1e-6,
+        use_cache=True,
+        pad_token_id=None,
+        bos_token_id=1,
+        eos_token_id=2,
+        pretraining_tp=1,
+        tie_word_embeddings=False,
+        rope_theta=10000.0,
+        rope_scaling=None,
+        attention_bias=False,
+        attention_dropout=0.0,
+        mlp_bias=False,
+        head_dim=None,
+        **kwargs,
+    ):
+        self.vocab_size = vocab_size
+        self.max_position_embeddings = max_position_embeddings
+        self.term_number = term_number
+        self.hidden_size = hidden_size
+        self.intermediate_size = intermediate_size
+        self.num_hidden_layers = num_hidden_layers
+        self.num_attention_heads = num_attention_heads
+
+        if num_key_value_heads is None:
+            num_key_value_heads = num_attention_heads
+
+        self.num_key_value_heads = num_key_value_heads
+        self.hidden_act = hidden_act
+        self.initializer_range = initializer_range
+        self.rms_norm_eps = rms_norm_eps
+        self.pretraining_tp = pretraining_tp
+        self.use_cache = use_cache
+        self.rope_theta = rope_theta
+        self.rope_scaling = rope_scaling
+        self.attention_bias = attention_bias
+        self.attention_dropout = attention_dropout
+        self.mlp_bias = mlp_bias
+        self.head_dim = head_dim if head_dim is not None else self.hidden_size // self.num_attention_heads
+
+
+        super().__init__(
+            pad_token_id=pad_token_id,
+            bos_token_id=bos_token_id,
+            eos_token_id=eos_token_id,
+            tie_word_embeddings=tie_word_embeddings,
+            **kwargs,
+        )

modeling_stockllama.py

@@ -0,0 +1,140 @@
+from torch import nn
+from torch.nn import functional as F
+import torch
+
+from configuration_stockllama import StockLlamaConfig
+
+from transformers.models.llama.modeling_llama import LlamaPreTrainedModel
+from transformers.models.llama.modeling_llama import LlamaModel
+from transformers.modeling_utils import PreTrainedModel
+from transformers.modeling_outputs import BaseModelOutputWithPast, CausalLMOutputWithPast, SequenceClassifierOutputWithPast
+from transformers.cache_utils import Cache
+from torch.nn import BCEWithLogitsLoss, CrossEntropyLoss, MSELoss
+import math
+from typing import Any, Dict, List, Optional, Tuple , Union
+
+class FloatEmbedding(nn.Module):
+    def __init__(self, vocab_size, hidden_size, padding_idx ,term_number):
+        super(FloatEmbedding, self).__init__()
+        self.term_number = term_number
+        self.int_part = nn.Embedding(vocab_size, hidden_size ,padding_idx)
+        self.float_part = nn.Embedding(10**term_number , hidden_size)
+        
+    def forward(self, input):
+        float_input = ((input - torch.floor(input)) * (10**self.term_number)).to(torch.long)
+        int_input = input.to(torch.long)
+        output = self.float_part(float_input) + self.int_part(int_input)
+
+        return output
+    
+class StockLlamaPreTrainedModel(LlamaPreTrainedModel):
+    config_class = StockLlamaConfig
+    base_model_prefix = "model"
+    supports_gradient_checkpointing = True
+    _no_split_modules = ["LlamaDecoderLayer"]
+    _skip_keys_device_placement = ["past_key_values"]
+    _supports_flash_attn_2 = True
+    _supports_sdpa = True
+    _supports_cache_class = True
+    _supports_quantized_cache = True
+    _supports_static_cache = True
+
+    def _init_weights(self, module):
+        std = self.config.initializer_range
+        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, 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_()
+
+class StockLlamaModel(LlamaModel):
+    config_class = StockLlamaConfig
+
+    def __init__(self, config):
+        super().__init__(config)
+        self._use_flash_attention_2 = True
+        self.embed_tokens = FloatEmbedding(config.vocab_size, config.hidden_size, self.padding_idx, config.term_number)
+        self.post_init()
+
+
+class StockLlamaForForecasting(StockLlamaPreTrainedModel):
+    def __init__(self, config):
+        super().__init__(config)
+        self.model = StockLlamaModel(config)
+        self.score = nn.Linear(config.hidden_size, 1, bias=False)  
+        self.post_init()
+
+    def get_input_embeddings(self):
+        return self.model.embed_tokens
+
+    def set_input_embeddings(self, value):
+        self.model.embed_tokens = value
+
+    def forward(
+        self,
+        input_ids: Optional[torch.LongTensor] = None,
+        attention_mask: Optional[torch.Tensor] = None,
+        position_ids: Optional[torch.LongTensor] = None,
+        past_key_values: Optional[Union[Cache, List[torch.FloatTensor]]] = None,
+        inputs_embeds: Optional[torch.FloatTensor] = None,
+        labels: 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, SequenceClassifierOutputWithPast]:
+        return_dict = return_dict if return_dict is not None else self.config.use_return_dict
+
+        transformer_outputs = self.model(
+            input_ids,
+            attention_mask=attention_mask,
+            position_ids=position_ids,
+            past_key_values=past_key_values,
+            inputs_embeds=inputs_embeds,
+            use_cache=use_cache,
+            output_attentions=output_attentions,
+            output_hidden_states=output_hidden_states,
+            return_dict=return_dict,
+        )
+        hidden_states = transformer_outputs[0]
+        logits = self.score(hidden_states)
+
+        if input_ids is not None:
+            batch_size = input_ids.shape[0]
+        else:
+            batch_size = inputs_embeds.shape[0]
+
+        if self.config.pad_token_id is None and batch_size != 1:
+            raise ValueError("Cannot handle batch sizes > 1 if no padding token is defined.")
+        if self.config.pad_token_id is None:
+            sequence_lengths = -1
+        else:
+            if input_ids is not None:
+                sequence_lengths = torch.eq(input_ids, self.config.pad_token_id).int().argmax(-1) - 1
+                sequence_lengths = sequence_lengths % input_ids.shape[-1]
+                sequence_lengths = sequence_lengths.to(logits.device)
+            else:
+                sequence_lengths = -1
+
+        pooled_logits = logits[torch.arange(batch_size, device=logits.device), sequence_lengths]
+
+        loss = None
+        if labels is not None:
+            labels = labels.to(logits.device)
+            loss_fct = MSELoss()
+            loss = loss_fct(pooled_logits.squeeze(), labels.squeeze())
+
+        if not return_dict:
+            output = (pooled_logits,) + transformer_outputs[1:]
+            return ((loss,) + output) if loss is not None else output
+
+        return SequenceClassifierOutputWithPast(
+            loss=loss,
+            logits=pooled_logits,
+            past_key_values=transformer_outputs.past_key_values,
+            hidden_states=transformer_outputs.hidden_states,
+            attentions=transformer_outputs.attentions,
+        )