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| import math | |
| import torch | |
| import torch.nn.functional as F | |
| from torch import nn | |
| from einops import reduce | |
| from tqdm.auto import tqdm | |
| from functools import partial | |
| from ..model_utils import default, identity, extract | |
| from .control import * | |
| from .diff_csdi import diff_CSDI | |
| from .csdi import CSDI_base | |
| import numpy as np | |
| def linear_beta_schedule(timesteps): | |
| scale = 1000 / timesteps | |
| beta_start = scale * 0.0001 | |
| beta_end = scale * 0.02 | |
| return torch.linspace(beta_start, beta_end, timesteps, dtype=torch.float64) | |
| def cosine_beta_schedule(timesteps, s=0.008): | |
| """ | |
| cosine schedule | |
| as proposed in https://openreview.net/forum?id=-NEXDKk8gZ | |
| """ | |
| steps = timesteps + 1 | |
| x = torch.linspace(0, timesteps, steps, dtype=torch.float64) | |
| alphas_cumprod = torch.cos(((x / timesteps) + s) / (1 + s) * math.pi * 0.5) ** 2 | |
| alphas_cumprod = alphas_cumprod / alphas_cumprod[0] | |
| betas = 1 - (alphas_cumprod[1:] / alphas_cumprod[:-1]) | |
| return torch.clip(betas, 0, 0.999) | |
| class Tiffusion(nn.Module): | |
| def __init__( | |
| self, | |
| seq_length, | |
| feature_size, | |
| n_layer_enc=3, | |
| n_layer_dec=6, | |
| d_model=None, | |
| timesteps=1000, | |
| sampling_timesteps=None, | |
| loss_type="l1", | |
| beta_schedule="cosine", | |
| n_heads=4, | |
| mlp_hidden_times=4, | |
| eta=0.0, | |
| attn_pd=0.0, | |
| resid_pd=0.0, | |
| kernel_size=None, | |
| padding_size=None, | |
| use_ff=True, | |
| reg_weight=None, | |
| control_signal={}, | |
| moving_average=False, | |
| is_unconditional=False, | |
| target_strategy="mix", | |
| **kwargs, | |
| ): | |
| super(Tiffusion, self).__init__() | |
| self.device = torch.device("cuda" if torch.cuda.is_available() else "cpu") | |
| self.eta, self.use_ff = eta, use_ff | |
| self.seq_length = seq_length | |
| self.feature_size = feature_size | |
| self.ff_weight = default(reg_weight, math.sqrt(self.seq_length) / 5) | |
| self.sum_weight = default(reg_weight, math.sqrt(self.seq_length // 10) / 50) | |
| self.training_control_signal = control_signal # training control signal | |
| self.moving_average = moving_average | |
| self.is_unconditional = is_unconditional | |
| self.target_strategy = target_strategy | |
| self.target_strategy = "random" | |
| config = { | |
| "model": { | |
| "timeemb": 128, | |
| "featureemb": 16, | |
| "is_unconditional": False, | |
| "target_strategy": "mix", | |
| }, | |
| "diffusion": { | |
| "layers": 3, | |
| "channels": 64, | |
| "nheads": 8, | |
| "diffusion_embedding_dim": 128, | |
| "is_linear": False, | |
| "beta_start": 0.0001, | |
| "beta_end": 0.5, | |
| "schedule": "quad", | |
| "num_steps": 50, | |
| } | |
| } | |
| self.emb_time_dim = config["model"]["timeemb"] | |
| self.emb_feature_dim = config["model"]["featureemb"] | |
| self.is_unconditional = config["model"]["is_unconditional"] | |
| self.target_strategy = config["model"]["target_strategy"] | |
| # parameters for diffusion models | |
| config_diff = config["diffusion"] | |
| self.num_steps = config_diff["num_steps"] | |
| if config_diff["schedule"] == "quad": | |
| self.beta = np.linspace( | |
| config_diff["beta_start"] ** 0.5, config_diff["beta_end"] ** 0.5, self.num_steps | |
| ) ** 2 | |
| elif config_diff["schedule"] == "linear": | |
| self.beta = np.linspace( | |
| config_diff["beta_start"], config_diff["beta_end"], self.num_steps | |
| ) | |
| self.alpha_hat = 1 - self.beta | |
| self.alpha = np.cumprod(self.alpha_hat) | |
| self.alpha_torch = torch.tensor(self.alpha).float().to(self.device).unsqueeze(1).unsqueeze(1) | |
| self.emb_total_dim = self.emb_time_dim + self.emb_feature_dim | |
| if self.is_unconditional == False: | |
| self.emb_total_dim += 1 # for conditional mask | |
| self.target_dim = feature_size | |
| print(feature_size) | |
| self.embed_layer = nn.Embedding( | |
| num_embeddings=self.target_dim | |
| , embedding_dim=self.emb_feature_dim | |
| ) | |
| self.diffmodel = diff_CSDI( | |
| { | |
| "layers": 3, | |
| "channels": 64, | |
| "nheads": 8, | |
| "diffusion_embedding_dim": 128, | |
| "is_linear": False, | |
| "beta_start": 0.0001, | |
| "beta_end": 0.5, | |
| "schedule": "quad", | |
| "num_steps": 50, | |
| "side_dim": self.emb_total_dim | |
| }, | |
| (1 if self.is_unconditional == True else 2) | |
| ) | |
| if beta_schedule == "linear": | |
| betas = linear_beta_schedule(timesteps) | |
| elif beta_schedule == "cosine": | |
| betas = cosine_beta_schedule(timesteps) | |
| else: | |
| raise ValueError(f"unknown beta schedule {beta_schedule}") | |
| alphas = 1.0 - betas | |
| alphas_cumprod = torch.cumprod(alphas, dim=0) | |
| alphas_cumprod_prev = F.pad(alphas_cumprod[:-1], (1, 0), value=1.0) | |
| (timesteps,) = betas.shape | |
| self.num_timesteps = int(timesteps) | |
| self.loss_type = loss_type | |
| # sampling related parameters | |
| self.sampling_timesteps = default( | |
| sampling_timesteps, timesteps | |
| ) # default num sampling timesteps to number of timesteps at training | |
| assert self.sampling_timesteps <= timesteps | |
| self.fast_sampling = self.sampling_timesteps < timesteps | |
| # helper function to register buffer from float64 to float32 | |
| register_buffer = lambda name, val: self.register_buffer( | |
| name, val.to(torch.float32) | |
| ) | |
| register_buffer("betas", betas) | |
| register_buffer("alphas_cumprod", alphas_cumprod) | |
| register_buffer("alphas_cumprod_prev", alphas_cumprod_prev) | |
| # calculations for diffusion q(x_t | x_{t-1}) and others | |
| register_buffer("sqrt_alphas_cumprod", torch.sqrt(alphas_cumprod)) | |
| register_buffer( | |
| "sqrt_one_minus_alphas_cumprod", torch.sqrt(1.0 - alphas_cumprod) | |
| ) | |
| register_buffer("log_one_minus_alphas_cumprod", torch.log(1.0 - alphas_cumprod)) | |
| register_buffer("sqrt_recip_alphas_cumprod", torch.sqrt(1.0 / alphas_cumprod)) | |
| register_buffer( | |
| "sqrt_recipm1_alphas_cumprod", torch.sqrt(1.0 / alphas_cumprod - 1) | |
| ) | |
| # calculations for posterior q(x_{t-1} | x_t, x_0) | |
| posterior_variance = ( | |
| betas * (1.0 - alphas_cumprod_prev) / (1.0 - alphas_cumprod) | |
| ) | |
| # above: equal to 1. / (1. / (1. - alpha_cumprod_tm1) + alpha_t / beta_t) | |
| register_buffer("posterior_variance", posterior_variance) | |
| # below: log calculation clipped because the posterior variance is 0 at the beginning of the diffusion chain | |
| register_buffer( | |
| "posterior_log_variance_clipped", | |
| torch.log(posterior_variance.clamp(min=1e-20)), | |
| ) | |
| register_buffer( | |
| "posterior_mean_coef1", | |
| betas * torch.sqrt(alphas_cumprod_prev) / (1.0 - alphas_cumprod), | |
| ) | |
| register_buffer( | |
| "posterior_mean_coef2", | |
| (1.0 - alphas_cumprod_prev) * torch.sqrt(alphas) / (1.0 - alphas_cumprod), | |
| ) | |
| # calculate reweighting | |
| register_buffer( | |
| "loss_weight", | |
| torch.sqrt(alphas) * torch.sqrt(1.0 - alphas_cumprod) / betas / 100, | |
| ) | |
| def predict_noise_from_start(self, x_t, t, x0): | |
| return ( | |
| extract(self.sqrt_recip_alphas_cumprod, t, x_t.shape) * x_t - x0 | |
| ) / extract(self.sqrt_recipm1_alphas_cumprod, t, x_t.shape) | |
| def predict_start_from_noise(self, x_t, t, noise): | |
| return ( | |
| extract(self.sqrt_recip_alphas_cumprod, t, x_t.shape) * x_t | |
| - extract(self.sqrt_recipm1_alphas_cumprod, t, x_t.shape) * noise | |
| ) | |
| def q_posterior(self, x_start, x_t, t): | |
| posterior_mean = ( | |
| extract(self.posterior_mean_coef1, t, x_t.shape) * x_start | |
| + extract(self.posterior_mean_coef2, t, x_t.shape) * x_t | |
| ) | |
| posterior_variance = extract(self.posterior_variance, t, x_t.shape) | |
| posterior_log_variance_clipped = extract( | |
| self.posterior_log_variance_clipped, t, x_t.shape | |
| ) | |
| return posterior_mean, posterior_variance, posterior_log_variance_clipped | |
| def output(self, x, t, padding_masks=None, control_signal=None): | |
| """Modified output function to work with CSDI""" | |
| if isinstance(t, int): | |
| t = torch.tensor([t]).to(x.device) | |
| # Prepare side info | |
| observed_tp = torch.arange(x.shape[1], device=x.device).float() | |
| observed_tp = observed_tp.unsqueeze(0).expand(x.shape[0], -1) | |
| side_info = self.get_side_info(observed_tp, padding_masks) | |
| # Get model prediction | |
| predicted, _ = self.diffmodel(x, side_info, t) | |
| return predicted | |
| def generate_mts(self, batch_size=16): | |
| feature_size, seq_length = self.feature_size, self.seq_length | |
| sample_fn = self.fast_sample if self.fast_sampling else self.sample | |
| return sample_fn((batch_size, seq_length, feature_size)) | |
| def generate_mts_infill(self, target, partial_mask=None, clip_denoised=True, model_kwargs=None): | |
| """Improved method for conditional generation""" | |
| with torch.no_grad(): | |
| # Setup inputs | |
| observed_tp = torch.arange(target.shape[1], device=target.device).float() | |
| observed_tp = observed_tp.unsqueeze(0).expand(target.shape[0], -1) | |
| # Generate side info | |
| side_info = self.get_side_info(observed_tp, partial_mask) | |
| # Sample using CSDI imputation | |
| samples = self.impute( | |
| observed_data=target, | |
| cond_mask=partial_mask, | |
| side_info=side_info, | |
| n_samples=1 | |
| ) | |
| return samples.squeeze(1) | |
| # def fast_sample_infill_float_mask( | |
| # self, | |
| # shape, | |
| # target: torch.Tensor, # target time series # [B, L, C] | |
| # sampling_timesteps, | |
| # partial_mask: torch.Tensor = None, # float mask between 0 and 1 # [B, L, C] | |
| # clip_denoised=True, | |
| # model_kwargs=None, | |
| # ): | |
| # batch, device, total_timesteps, eta = ( | |
| # shape[0], | |
| # self.betas.device, | |
| # self.num_timesteps, | |
| # self.eta, | |
| # ) | |
| # # [-1, 0, 1, 2, ..., T-1] when sampling_timesteps == total_timesteps | |
| # times = torch.linspace(-1, total_timesteps - 1, steps=sampling_timesteps + 1) | |
| # times = list(reversed(times.int().tolist())) | |
| # time_pairs = list( | |
| # zip(times[:-1], times[1:]) | |
| # ) # [(T-1, T-2), (T-2, T-3), ..., (1, 0), (0, -1)] | |
| # # Initialize with noise | |
| # img = torch.randn(shape, device=device) # [B, L, C] | |
| # for time, time_next in tqdm( | |
| # time_pairs, desc="conditional sampling loop time step" | |
| # ): | |
| # time_cond = torch.full((batch,), time, device=device, dtype=torch.long) | |
| # # pred_noise, x_start, *_ = self.model_predictions( | |
| # # img, | |
| # # time_cond, | |
| # # clip_x_start=clip_denoised, | |
| # # control_signal=model_kwargs.get("model_control_signal", {}), | |
| # # ) | |
| # # x, t, clip_x_start=False, padding_masks=None, control_signal=None | |
| # # if padding_masks is None: | |
| # padding_masks = torch.ones( | |
| # img.shape[0], self.seq_length, dtype=bool, device=img.device | |
| # ) | |
| # maybe_clip = ( | |
| # partial(torch.clamp, min=-1.0, max=1.0) if clip_denoised else identity | |
| # ) | |
| # # def output(self, x, t, padding_masks=None, control_signal=None): | |
| # # """Modified output function to work with CSDI""" | |
| # # if isinstance(t, int): | |
| # # t = torch.tensor([t]).to(x.device) | |
| # # # Prepare side info | |
| # # observed_tp = torch.arange(x.shape[1], device=x.device).float() | |
| # # observed_tp = observed_tp.unsqueeze(0).expand(x.shape[0], -1) | |
| # # side_info = self.get_side_info(observed_tp, padding_masks) | |
| # # # Get model prediction | |
| # # predicted, _ = self.diffmodel(x, side_info, t) | |
| # # return predicted | |
| # predicted, _ = self.diffmodel(img, time_cond) | |
| # coeff1 = 1 / self.alpha_hat[time] ** 0.5 | |
| # coeff2 = (1 - self.alpha_hat[time]) / (1 - self.alpha[time]) ** 0.5 | |
| # x_start = coeff1 * (img - coeff2 * predicted) | |
| # # x_start = self.output(img, time_cond, padding_masks) | |
| # x_start = maybe_clip(x_start) | |
| # pred_noise = self.predict_noise_from_start(img, time_cond, x_start) | |
| # # return pred_noise, x_start | |
| # if time_next < 0: | |
| # img = x_start | |
| # continue | |
| # # Compute the predicted mean | |
| # alpha = self.alphas_cumprod[time] | |
| # alpha_next = self.alphas_cumprod[time_next] | |
| # sigma = ( | |
| # eta * ((1 - alpha / alpha_next) * (1 - alpha_next) / (1 - alpha)).sqrt() | |
| # ) | |
| # c = (1 - alpha_next - sigma**2).sqrt() | |
| # noise = torch.randn_like(img) | |
| # pred_mean = x_start * alpha_next.sqrt() + c * pred_noise | |
| # img = pred_mean + sigma * noise | |
| # # # Langevin Dynamics part for additional gradient updates | |
| # # img = self.langevin_fn( | |
| # # sample=img, | |
| # # mean=pred_mean, | |
| # # sigma=sigma, | |
| # # t=time_cond, | |
| # # tgt_embs=target, | |
| # # partial_mask=partial_mask, | |
| # # enable_float_mask=True, | |
| # # **model_kwargs, | |
| # # ) | |
| # img = img * (1 - partial_mask) + target * partial_mask | |
| # img = img * (1 - partial_mask) + target * partial_mask | |
| # return img | |
| def langevin_fn( | |
| self, | |
| coef, | |
| partial_mask, | |
| tgt_embs, | |
| learning_rate, | |
| sample, | |
| mean, | |
| sigma, | |
| t, | |
| coef_=0.0, | |
| gradient_control_signal={}, | |
| model_control_signal={}, | |
| side_info=None, | |
| **kwargs, | |
| ): | |
| # we thus run more gradient updates at large diffusion step t to guide the generation then | |
| # reduce the number of gradient steps in stages to accelerate sampling. | |
| if t[0].item() < self.num_timesteps * 0.02 : | |
| K = 0 | |
| elif t[0].item() > self.num_timesteps * 0.9: | |
| K = 3 | |
| elif t[0].item() > self.num_timesteps * 0.75: | |
| K = 2 | |
| learning_rate = learning_rate * 0.5 | |
| else: | |
| K = 1 | |
| learning_rate = learning_rate * 0.25 | |
| input_embs_param = torch.nn.Parameter(sample) | |
| # 获取时间相关的权重调整因子 | |
| time_weight = get_time_dependent_weights(t[0], self.num_timesteps) | |
| with torch.enable_grad(): | |
| for iteration in range(K): | |
| # x_i+1 = x_i + noise * grad(logp(x_i)) + sqrt(2*noise) * z_i | |
| optimizer = torch.optim.Adagrad([input_embs_param], lr=learning_rate) | |
| optimizer.zero_grad() | |
| # x_start = self.output( | |
| # x=input_embs_param, | |
| # t=t, | |
| # control_signal=model_control_signal, | |
| # ) | |
| # Prepare model input | |
| # if self.is_unconditional: | |
| # diff_input = cond_mask * observed_data + (1.0 - cond_mask) * current_sample | |
| # diff_input = diff_input.unsqueeze(1) | |
| # else: | |
| # cond_obs = (cond_mask * observed_data).unsqueeze(1) | |
| # noisy_target = ((1 - cond_mask) * current_sample).unsqueeze(1) | |
| # diff_input = torch.cat([cond_obs, noisy_target], dim=1) | |
| if self.is_unconditional: | |
| diff_input = input_embs_param.unsqueeze(1) | |
| else: | |
| cond_obs = (partial_mask * tgt_embs).unsqueeze(1) | |
| noisy_target = ((1 - partial_mask) * input_embs_param).unsqueeze(1) | |
| diff_input = torch.cat([cond_obs, noisy_target], dim=1) | |
| x_start, _ = self.diffmodel(diff_input, side_info, t) | |
| if sigma.mean() == 0: | |
| logp_term = ( | |
| coef * ((mean - input_embs_param) ** 2 / 1.0).mean(dim=0).sum() | |
| ) | |
| # determine the partical_mask is float | |
| if kwargs.get("enable_float_mask", False): | |
| infill_loss = (x_start * (partial_mask) - tgt_embs * (partial_mask)) ** 2 | |
| else: | |
| infill_loss = (x_start[partial_mask] - tgt_embs[partial_mask]) ** 2 | |
| infill_loss = infill_loss.mean(dim=0).sum() | |
| else: | |
| logp_term = ( | |
| coef | |
| * ((mean - input_embs_param) ** 2 / sigma).mean(dim=0).sum() | |
| ) | |
| if kwargs.get("enable_float_mask", False): | |
| infill_loss = (x_start * (partial_mask) - tgt_embs * (partial_mask)) ** 2 | |
| else: | |
| infill_loss = (x_start[partial_mask] - tgt_embs[partial_mask]) ** 2 | |
| infill_loss = (infill_loss / sigma.mean()).mean(dim=0).sum() | |
| gradient_scale = gradient_control_signal.get("gradient_scale", 1.0) # 全局梯度缩放因子 | |
| control_loss = 0 | |
| auc_sum, peak_points, bar_regions, target_freq = \ | |
| gradient_control_signal.get("auc"), gradient_control_signal.get("peak_points"), gradient_control_signal.get("bar_regions"), gradient_control_signal.get("target_freq") | |
| # 1. 原有的sum控制 | |
| if auc_sum is not None: | |
| sum_weight = gradient_control_signal.get("auc_weight", 1.0) * time_weight | |
| auc_loss = - sum_weight * sum_guidance( | |
| x=input_embs_param, | |
| t=t, | |
| target_sum=auc_sum, | |
| gradient_scale=gradient_scale, | |
| segments=gradient_control_signal.get("segments", ()) | |
| ) | |
| control_loss += auc_loss | |
| # 峰值引导 | |
| if peak_points is not None: | |
| peak_weight = gradient_control_signal.get("peak_weight", 1.0) * time_weight | |
| peak_loss = - peak_weight * peak_guidance( | |
| x=input_embs_param, | |
| t=t, | |
| peak_points=peak_points, | |
| window_size=gradient_control_signal.get("peak_window_size", 5), | |
| alpha_1=gradient_control_signal.get("peak_alpha_1", 1.2), | |
| gradient_scale=gradient_scale | |
| ) | |
| control_loss += peak_loss | |
| # 区间引导 | |
| if bar_regions is not None: | |
| bar_weight = gradient_control_signal.get("bar_weight", 1.0) * time_weight | |
| bar_loss = -bar_weight * bar_guidance( | |
| x=input_embs_param, | |
| t=t, | |
| bar_regions=bar_regions, | |
| gradient_scale=gradient_scale | |
| ) | |
| control_loss += bar_loss | |
| # 频率引导 | |
| if target_freq is not None: | |
| freq_weight = gradient_control_signal.get("freq_weight", 1.0) * time_weight | |
| freq_loss = -freq_weight * frequency_guidance( | |
| x=input_embs_param, | |
| t=t, | |
| target_freq=target_freq, | |
| freq_weight=freq_weight, | |
| gradient_scale=gradient_scale | |
| ) | |
| control_loss += freq_loss | |
| loss = logp_term + infill_loss + control_loss | |
| loss.backward() | |
| optimizer.step() | |
| torch.nn.utils.clip_grad_norm_([input_embs_param], gradient_control_signal.get("max_grad_norm", 1.0)) | |
| epsilon = torch.randn_like(input_embs_param.data) | |
| noise_scale = coef_ * sigma.mean().item() | |
| input_embs_param = torch.nn.Parameter( | |
| ( | |
| input_embs_param.data + noise_scale * epsilon | |
| ).detach() | |
| ) | |
| if kwargs.get("enable_float_mask", False): | |
| sample = sample * partial_mask + input_embs_param.data * (1 - partial_mask) | |
| else: | |
| sample[~partial_mask] = input_embs_param.data[~partial_mask] | |
| return sample | |
| def predict_weighted_points( | |
| self, | |
| observed_points: torch.Tensor, | |
| observed_mask: torch.Tensor, | |
| coef=1e-1, | |
| stepsize=1e-1, | |
| sampling_steps=50, | |
| **kargs, | |
| ): | |
| model_kwargs = {} | |
| model_kwargs["coef"] = coef | |
| model_kwargs["learning_rate"] = stepsize | |
| model_kwargs = {**model_kwargs, **kargs} | |
| assert len(observed_points.shape) == 2, "observed_points should be 2D, batch size = 1" | |
| x = observed_points.unsqueeze(0) | |
| float_mask = observed_mask.unsqueeze(0) # x != 0, 1 for observed, 0 for missing, bool tensor | |
| binary_mask = float_mask.clone() | |
| binary_mask[binary_mask > 0] = 1 | |
| x = x * 2 - 1 # normalize | |
| self.device = x.device | |
| x, float_mask, binary_mask = x.to(self.device), float_mask.to(self.device), binary_mask.to(self.device) | |
| if sampling_steps == self.num_timesteps: | |
| print("normal sampling") | |
| raise NotImplementedError | |
| sample = self.ema.ema_model.sample_infill_float_mask( | |
| shape=x.shape, | |
| target=x * binary_mask, # x * t_m, 1 for observed, 0 for missing | |
| partial_mask=float_mask, | |
| model_kwargs=model_kwargs, | |
| ) | |
| # x: partially noise : (batch_size, seq_length, feature_dim) | |
| else: | |
| print("fast sampling") | |
| sample = self.fast_sample_infill_float_mask( | |
| shape=x.shape, | |
| target=x * binary_mask, # x * t_m, 1 for observed, 0 for missing | |
| partial_mask=float_mask, | |
| model_kwargs=model_kwargs, | |
| sampling_timesteps=sampling_steps, | |
| ) | |
| # unnormalize | |
| sample = (sample + 1) / 2 | |
| return sample.squeeze(0).detach().cpu().numpy() | |
| def forward(self, x, **kwargs): | |
| """Modified forward pass for CSDI training""" | |
| # Convert input from [B, C, L] to [B, L, C] | |
| observed_data = x.permute(0, 2, 1) | |
| observed_mask = kwargs.get("observed_mask", torch.ones_like(observed_data)) | |
| observed_tp = torch.arange(observed_data.shape[1], device=x.device).float() | |
| observed_tp = observed_tp.unsqueeze(0).expand(x.shape[0], -1) | |
| # Generate masks | |
| is_train = kwargs.get("is_train", 1) | |
| if is_train: | |
| cond_mask = self.get_randmask(observed_mask) | |
| else: | |
| gt_mask = kwargs.get("gt_mask", observed_mask.clone()) | |
| if "pred_length" in kwargs: | |
| gt_mask[:,:,-kwargs["pred_length"]:] = 0 | |
| cond_mask = gt_mask | |
| # Get side info and calculate loss | |
| side_info = self.get_side_info(observed_tp, cond_mask) | |
| loss_func = self.calc_loss if is_train else self.calc_loss_valid | |
| return loss_func(observed_data, cond_mask, observed_mask, side_info, is_train) | |
| def time_embedding(self, pos, d_model=128): | |
| pe = torch.zeros(pos.shape[0], pos.shape[1], d_model).to(pos.device) | |
| position = pos.unsqueeze(2) | |
| div_term = 1 / torch.pow( | |
| 10000.0, torch.arange(0, d_model, 2).to(pos.device) / d_model | |
| ) | |
| pe[:, :, 0::2] = torch.sin(position * div_term) | |
| pe[:, :, 1::2] = torch.cos(position * div_term) | |
| return pe | |
| def get_randmask(self, observed_mask): | |
| rand_for_mask = torch.rand_like(observed_mask) * observed_mask | |
| rand_for_mask = rand_for_mask.reshape(len(rand_for_mask), -1) | |
| for i in range(len(observed_mask)): | |
| sample_ratio = np.random.rand() # missing ratio | |
| num_observed = observed_mask[i].sum().item() | |
| num_masked = round(num_observed * sample_ratio) | |
| rand_for_mask[i][rand_for_mask[i].topk(num_masked).indices] = -1 | |
| cond_mask = (rand_for_mask > 0).reshape(observed_mask.shape).float() | |
| return cond_mask | |
| def get_hist_mask(self, observed_mask, for_pattern_mask=None): | |
| if for_pattern_mask is None: | |
| for_pattern_mask = observed_mask | |
| if self.target_strategy == "mix": | |
| rand_mask = self.get_randmask(observed_mask) | |
| cond_mask = observed_mask.clone() | |
| for i in range(len(cond_mask)): | |
| mask_choice = np.random.rand() | |
| if self.target_strategy == "mix" and mask_choice > 0.5: | |
| cond_mask[i] = rand_mask[i] | |
| else: # draw another sample for histmask (i-1 corresponds to another sample) | |
| cond_mask[i] = cond_mask[i] * for_pattern_mask[i - 1] | |
| return cond_mask | |
| def get_test_pattern_mask(self, observed_mask, test_pattern_mask): | |
| return observed_mask * test_pattern_mask | |
| def get_side_info(self, observed_tp, cond_mask): | |
| B, K, L = cond_mask.shape | |
| time_embed = self.time_embedding(observed_tp, self.emb_time_dim) # (B,L,emb) torch.Size([64, 24, 128]) | |
| # print(time_embed.shape) | |
| time_embed = time_embed.unsqueeze(2).expand(-1, -1, K, -1) | |
| feature_embed = self.embed_layer( | |
| torch.arange(self.target_dim).to(observed_tp.device) | |
| ) # (K, emb) | |
| # print("feature_embed",feature_embed.shape) | |
| feature_embed = feature_embed.unsqueeze(0).unsqueeze(0).expand(B, L, -1, -1) | |
| # torch.Size([64, 24, 24, 128])[64, 28, 28, 16]) | |
| # print(time_embed.shape, feature_embed.shape) | |
| side_info = torch.cat([time_embed, feature_embed], dim=-1) # (B,L,K,*) | |
| side_info = side_info.permute(0, 3, 2, 1) # (B,*,K,L) | |
| if self.is_unconditional == False: | |
| side_mask = cond_mask.unsqueeze(1) # (B,1,K,L) | |
| side_info = torch.cat([side_info, side_mask], dim=1) | |
| return side_info | |
| def calc_loss_valid( | |
| self, observed_data, cond_mask, observed_mask, side_info, is_train | |
| ): | |
| loss_sum = 0 | |
| for t in range(self.num_steps): # calculate loss for all t | |
| loss = self.calc_loss( | |
| observed_data, cond_mask, observed_mask, side_info, is_train, set_t=t | |
| ) | |
| loss_sum += loss.detach() | |
| return loss_sum / self.num_steps | |
| def calc_loss( | |
| self, observed_data, cond_mask, observed_mask, side_info, is_train, set_t=-1 | |
| ): | |
| B, K, L = observed_data.shape | |
| if is_train != 1: # for validation | |
| t = (torch.ones(B) * set_t).long().to(self.device) | |
| else: | |
| t = torch.randint(0, self.num_steps, [B]).to(self.device) | |
| current_alpha = self.alpha_torch[t] # (B,1,1) | |
| noise = torch.randn_like(observed_data) | |
| noisy_data = (current_alpha ** 0.5) * observed_data + (1.0 - current_alpha) ** 0.5 * noise | |
| total_input = self.set_input_to_diffmodel(noisy_data, observed_data, cond_mask) | |
| predicted, _ = self.diffmodel(total_input, side_info, t) # (B,K,L) | |
| target_mask = observed_mask - cond_mask | |
| residual = (noise - predicted) * target_mask | |
| num_eval = target_mask.sum() | |
| loss = (residual ** 2).sum() / (num_eval if num_eval > 0 else 1) | |
| return loss | |
| def evaluate(self, batch, n_samples): | |
| ( | |
| observed_data, # [B, L, K] | |
| observed_mask, # 1 for observed, 0 for missing | |
| observed_tp, # [0, 1, 2, ..., L-1] | |
| gt_mask, | |
| _, | |
| cut_length, | |
| ) = self.process_data(batch) | |
| with torch.no_grad(): | |
| cond_mask = gt_mask | |
| target_mask = observed_mask - cond_mask # 1 for missing, 0 for observed | |
| side_info = self.get_side_info(observed_tp, cond_mask) | |
| samples = self.impute(observed_data, cond_mask, side_info, n_samples) | |
| for i in range(len(cut_length)): # to avoid double evaluation | |
| target_mask[i, ..., 0 : cut_length[i].item()] = 0 | |
| return samples, observed_data, target_mask, observed_mask, observed_tp | |
| def impute(self, observed_data, cond_mask, side_info, n_samples): | |
| """Modified impute function with Langevin dynamics and control signals""" | |
| B, K, L = observed_data.shape | |
| imputed_samples = torch.zeros(B, n_samples, K, L).to(self.device) | |
| # Setup sampling parameters | |
| # times = torch.linspace(-1, self.num_steps - 1, steps=self.sampling_timesteps + 1) | |
| # times = list(reversed(times.int().tolist())) | |
| # time_pairs = list(zip(times[:-1], times[1:])) | |
| for i in range(n_samples): | |
| # Initialize with noise | |
| current_sample = torch.randn_like(observed_data) | |
| # for t, time_next in tqdm(time_pairs, desc="Imputation sampling"): | |
| for t in range(self.num_steps - 1, -1, -1): | |
| # Prepare time condition | |
| # time_cond = torch.full((B,), time, device=self.device, dtype=torch.long) | |
| time_cond = torch.tensor([t]).to(self.device) | |
| # Prepare model input | |
| if self.is_unconditional: | |
| diff_input = cond_mask * observed_data + (1.0 - cond_mask) * current_sample | |
| diff_input = diff_input.unsqueeze(1) | |
| else: | |
| cond_obs = (cond_mask * observed_data).unsqueeze(1) | |
| noisy_target = ((1 - cond_mask) * current_sample).unsqueeze(1) | |
| diff_input = torch.cat([cond_obs, noisy_target], dim=1) | |
| predicted, _ = self.diffmodel(diff_input, side_info, torch.tensor([t]).to(self.device)) | |
| coeff1 = 1 / self.alpha_hat[t] ** 0.5 | |
| coeff2 = (1 - self.alpha_hat[t]) / (1 - self.alpha[t]) ** 0.5 | |
| current_sample = coeff1 * (current_sample - coeff2 * predicted) | |
| if t > 0: | |
| noise = torch.randn_like(current_sample) | |
| sigma = ( | |
| (1.0 - self.alpha[t - 1]) / (1.0 - self.alpha[t]) * self.beta[t] | |
| ) ** 0.5 | |
| current_sample += sigma * noise | |
| # # Get prediction | |
| # predicted = self.diffmodel(diff_input, side_info, time_cond)[0] | |
| # if time_next < 0: | |
| # current_sample = predicted | |
| # continue | |
| # # Update sample with noise | |
| # alpha = self.alpha[time] | |
| # alpha_next = self.alpha[time_next] | |
| # # Compute transition parameters | |
| # sigma = self.eta * ((1 - alpha_next) / (1 - alpha) * (1 - alpha / alpha_next)).sqrt() | |
| # c = (1 - alpha_next - sigma**2).sqrt() | |
| # # Update sample | |
| # noise = torch.randn_like(current_sample) | |
| # pred_mean = predicted * alpha_next.sqrt() + c * current_sample | |
| # current_sample = pred_mean + sigma * noise | |
| # # # Apply Langevin dynamics and control signals | |
| # # if model_kwargs is not None: | |
| # # current_sample = self.langevin_fn( | |
| # # sample=current_sample, | |
| # # mean=pred_mean, | |
| # # sigma=sigma, | |
| # # t=time_cond, | |
| # # tgt_embs=observed_data, | |
| # # partial_mask=cond_mask, | |
| # # enable_float_mask=True, | |
| # # side_info=side_info, | |
| # # **model_kwargs | |
| # # ) | |
| # # Apply conditioning | |
| # current_sample = current_sample * (1 - cond_mask) + observed_data * cond_mask | |
| imputed_samples[:, i] = current_sample | |
| return imputed_samples | |
| def fast_sample_infill_float_mask( | |
| self, | |
| shape, | |
| target: torch.Tensor, | |
| sampling_timesteps, | |
| partial_mask: torch.Tensor = None, | |
| clip_denoised=True, | |
| model_kwargs=None, | |
| ): | |
| """Simplified fast sampling that uses improved impute function""" | |
| batch = shape[0] | |
| device = self.device | |
| target = target.permute(0, 2, 1) | |
| partial_mask = partial_mask.permute(0, 2, 1) | |
| # Generate timepoints | |
| observed_tp = torch.arange(shape[1], device=device).float() | |
| observed_tp = observed_tp.unsqueeze(0).expand(batch, -1) | |
| # Get side info | |
| side_info = self.get_side_info(observed_tp, partial_mask) | |
| # Use modified impute function with control signals | |
| samples = self.impute( | |
| observed_data=target, | |
| cond_mask=partial_mask, | |
| side_info=side_info, | |
| n_samples=1, | |
| ) | |
| return samples.squeeze(1).permute(0, 2, 1) | |