File size: 32,044 Bytes
e11caaf c39e45e e11caaf e05efc0 e11caaf e05efc0 c39e45e e11caaf c39e45e e11caaf c39e45e e11caaf c39e45e e11caaf c73792a e11caaf c39e45e e11caaf c39e45e e11caaf d3b2f33 e11caaf c39e45e e11caaf c39e45e e11caaf c39e45e e11caaf c39e45e e11caaf | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 | from typing import Optional
from typing import Tuple
import math
import numpy as np
import torch
import torch.nn as nn
import torch.nn.functional as F
import zuko
from einops import rearrange
from mamba_ssm import Mamba2
from torch import Tensor
from transformers import PreTrainedModel
from transformers.modeling_outputs import MoeCausalLMOutputWithPast
from .configuration_flame import FLAMEConfig
from .ts_generation_mixin import TSGenerationMixin
class Transpose(nn.Module):
def __init__(self, *dims, contiguous=False):
super().__init__()
self.dims, self.contiguous = dims, contiguous
def forward(self, x):
if self.contiguous:
return x.transpose(*self.dims).contiguous()
else:
return x.transpose(*self.dims)
class MultiheadAttention(nn.Module):
def __init__(self, d_model, n_heads, d_k=None, d_v=None, res_attention=False, attn_dropout=0., proj_dropout=0.,
qkv_bias=True, lsa=False, rope_type=False):
"""Multi Head Attention Layer
Input shape:
Q: [batch_size (bs) x max_q_len x d_model]
K, V: [batch_size (bs) x q_len x d_model]
mask: [q_len x q_len]
"""
super().__init__()
d_k = d_model // n_heads if d_k is None else d_k
d_v = d_model // n_heads if d_v is None else d_v
self.n_heads, self.d_k, self.d_v = n_heads, d_k, d_v
self.W_Q = nn.Linear(d_model, d_k * n_heads, bias=qkv_bias)
self.W_K = nn.Linear(d_model, d_k * n_heads, bias=qkv_bias)
self.W_V = nn.Linear(d_model, d_v * n_heads, bias=qkv_bias)
# Scaled Dot-Product Attention (multiple heads)
self.res_attention = res_attention
self.sdp_attn = ScaledDotProductAttention(d_model, n_heads, attn_dropout=attn_dropout,
res_attention=self.res_attention, lsa=lsa, rope_type=rope_type)
# Poject output
self.to_out = nn.Sequential(nn.Linear(n_heads * d_v, d_model), nn.Dropout(proj_dropout))
def forward(self, Q: Tensor, K: Optional[Tensor] = None, V: Optional[Tensor] = None, prev: Optional[Tensor] = None,
key_padding_mask: Optional[Tensor] = None, attn_mask: Optional[Tensor] = None):
bs = Q.size(0)
if K is None: K = Q
if V is None: V = Q
# Linear (+ split in multiple heads)
q_s = self.W_Q(Q).view(bs, -1, self.n_heads, self.d_k).transpose(1,
2) # q_s : [bs x n_heads x max_q_len x d_k]
k_s = self.W_K(K).view(bs, -1, self.n_heads, self.d_k).permute(0, 2, 3,
1) # k_s : [bs x n_heads x d_k x q_len] - transpose(1,2) + transpose(2,3)
v_s = self.W_V(V).view(bs, -1, self.n_heads, self.d_v).transpose(1, 2) # v_s : [bs x n_heads x q_len x d_v]
# Apply Scaled Dot-Product Attention (multiple heads)
if self.res_attention:
output, attn_weights, attn_scores = self.sdp_attn(q_s, k_s, v_s, prev=prev,
key_padding_mask=key_padding_mask, attn_mask=attn_mask)
else:
output, attn_weights = self.sdp_attn(q_s, k_s, v_s, key_padding_mask=key_padding_mask, attn_mask=attn_mask)
# output: [bs x n_heads x q_len x d_v], attn: [bs x n_heads x q_len x q_len], scores: [bs x n_heads x max_q_len x q_len]
# back to the original inputs dimensions
output = output.transpose(1, 2).contiguous().view(bs, -1,
self.n_heads * self.d_v) # output: [bs x q_len x n_heads * d_v]
output = self.to_out(output)
if self.res_attention:
return output, attn_weights, attn_scores
else:
return output, attn_weights
class ScaledDotProductAttention(nn.Module):
r"""Scaled Dot-Product Attention module (Attention is all you need by Vaswani et al., 2017) with optional residual attention from previous layer
(Realformer: Transformer likes residual attention by He et al, 2020) and locality self sttention (Vision Transformer for Small-Size Datasets
by Lee et al, 2021)"""
def __init__(self, d_model, n_heads, attn_dropout=0., res_attention=False, lsa=False, rope_type=False):
super().__init__()
self.attn_dropout = nn.Dropout(attn_dropout)
self.res_attention = res_attention
head_dim = d_model // n_heads
self.scale = nn.Parameter(torch.tensor(head_dim ** -0.5), requires_grad=lsa)
self.lsa = lsa
self.rope_type = rope_type
def forward(self, q: Tensor, k: Tensor, v: Tensor, prev: Optional[Tensor] = None,
key_padding_mask: Optional[Tensor] = None, attn_mask: Optional[Tensor] = None):
'''
Input shape:
q : [bs x n_heads x max_q_len x d_k]
k : [bs x n_heads x d_k x seq_len]
v : [bs x n_heads x seq_len x d_v]
prev : [bs x n_heads x q_len x seq_len]
key_padding_mask: [bs x seq_len]
attn_mask : [1 x seq_len x seq_len]
Output shape:
output: [bs x n_heads x q_len x d_v]
attn : [bs x n_heads x q_len x seq_len]
scores : [bs x n_heads x q_len x seq_len]
'''
# using RoPE
if self.rope_type:
q, k = RoPE_decoder(q, k.permute(0, 1, 3, 2))
else:
q, k = RoPE(q, k.permute(0, 1, 3, 2))
k = k.permute(0, 1, 3, 2)
# Scaled MatMul (q, k) - similarity scores for all pairs of positions in an input sequence
attn_scores = torch.matmul(q, k) * self.scale # attn_scores : [bs x n_heads x max_q_len x q_len]
# Add pre-softmax attention scores from the previous layer (optional)
if prev is not None: attn_scores = attn_scores + prev
# Attention mask (optional)
if attn_mask is not None: # attn_mask with shape [q_len x seq_len] - only used when q_len == seq_len
if attn_mask.dtype == torch.bool:
attn_scores.masked_fill_(attn_mask, -np.inf)
else:
attn_scores += attn_mask
# Key padding mask (optional)
if key_padding_mask is not None: # mask with shape [bs x q_len] (only when max_w_len == q_len)
attn_scores.masked_fill_(key_padding_mask.unsqueeze(1).unsqueeze(2), -np.inf)
# normalize the attention weights
attn_weights = F.softmax(attn_scores, dim=-1) # attn_weights : [bs x n_heads x max_q_len x q_len]
attn_weights = self.attn_dropout(attn_weights)
# compute the new values given the attention weights
output = torch.matmul(attn_weights, v) # output: [bs x n_heads x max_q_len x d_v]
if self.res_attention:
return output, attn_weights, attn_scores
else:
return output, attn_weights
def RoPE(q, k):
# q,k: (bs, head, max_len, output_dim)
batch_size = q.shape[0]
nums_head = q.shape[1]
max_len = q.shape[2]
output_dim = q.shape[-1]
# (bs, head, max_len, output_dim)
pos_emb = sinusoidal_position_embedding(batch_size, nums_head, max_len, output_dim, q.device, factor=1)
# cos_pos,sin_pos: (bs, head, max_len, output_dim)
# 看rope公式可知,相邻cos,sin之间是相同的,所以复制一遍。如(1,2,3)变成(1,1,2,2,3,3)
cos_pos = pos_emb[..., 1::2].repeat_interleave(2, dim=-1) # 将奇数列信息抽取出来也就是cos 拿出来并复制
sin_pos = pos_emb[..., ::2].repeat_interleave(2, dim=-1) # 将偶数列信息抽取出来也就是sin 拿出来并复制
# q,k: (bs, head, max_len, output_dim)
q2 = torch.stack([-q[..., 1::2], q[..., ::2]], dim=-1)
q2 = q2.reshape(q.shape) # reshape后就是正负交替了
# 更新qw, *对应位置相乘
q = q * cos_pos + q2 * sin_pos
k2 = torch.stack([-k[..., 1::2], k[..., ::2]], dim=-1)
k2 = k2.reshape(k.shape)
# 更新kw, *对应位置相乘
k = k * cos_pos + k2 * sin_pos
return q, k
def RoPE_decoder(q, k):
# q,k: (bs, head, max_len, output_dim)
batch_size = q.shape[0]
nums_head = q.shape[1]
q_max_len = q.shape[2]
k_max_len = k.shape[2]
output_dim = q.shape[-1]
# (bs, head, max_len, output_dim)
pos_emb = sinusoidal_position_embedding(batch_size, nums_head, k_max_len + q_max_len, output_dim, q.device,
factor=1)
# cos_pos,sin_pos: (bs, head, max_len, output_dim)
# 看rope公式可知,相邻cos,sin之间是相同的,所以复制一遍。如(1,2,3)变成(1,1,2,2,3,3)
cos_pos = pos_emb[..., 1::2].repeat_interleave(2, dim=-1) # 将奇数列信息抽取出来也就是cos 拿出来并复制
sin_pos = pos_emb[..., ::2].repeat_interleave(2, dim=-1) # 将偶数列信息抽取出来也就是sin 拿出来并复制
# q,k: (bs, head, max_len, output_dim)
q2 = torch.stack([-q[..., 1::2], q[..., ::2]], dim=-1)
q2 = q2.reshape(q.shape) # reshape后就是正负交替了
# 更新qw, *对应位置相乘
q = q * cos_pos[:, :, -q_max_len:, :] + q2 * sin_pos[:, :, -q_max_len:, :]
k2 = torch.stack([-k[..., 1::2], k[..., ::2]], dim=-1)
k2 = k2.reshape(k.shape)
# 更新kw, *对应位置相乘
k = k * cos_pos[:, :, :k_max_len, :] + k2 * sin_pos[:, :, :k_max_len, :]
return q, k
def sinusoidal_position_embedding(batch_size, nums_head, max_len, output_dim, device, factor=1.0):
# (max_len * factor, 1)
position = torch.arange(0, max_len * factor, 1 / factor, dtype=torch.float).unsqueeze(-1)
# (output_dim//2)
ids = torch.arange(0, output_dim // 2, dtype=torch.float) # i 范围是 [0, d/2]
theta = torch.pow(10000, -2 * ids / output_dim)
# (max_len * factor, output_dim//2)
embeddings = position * theta
# (max_len * factor, output_dim//2, 2)
embeddings = torch.stack([torch.sin(embeddings), torch.cos(embeddings)], dim=-1)
# (bs, head, max_len * factor, output_dim//2, 2)
embeddings = embeddings.repeat((batch_size, nums_head, *([1] * len(embeddings.shape))))
# (bs, head, max_len * factor, output_dim)
embeddings = torch.reshape(embeddings, (batch_size, nums_head, -1, output_dim))
embeddings = embeddings.to(device)
# 如果 factor > 1, 使用插值位置来生成更细粒度的嵌入
if factor > 1.0:
interpolation_indices = torch.linspace(0, embeddings.shape[2] - 1, max_len).long()
embeddings = embeddings[:, :, interpolation_indices, :]
return embeddings
def causal_attention_mask(seq_length):
mask = torch.triu(torch.ones(seq_length, seq_length) * float('-inf'), diagonal=1)
return mask.unsqueeze(0).unsqueeze(0)
def resize(x_tensor, new_shape):
return F.interpolate(x_tensor.unsqueeze(0), size=new_shape, mode='linear').squeeze(0)
def resample(old: torch.Tensor, new_patch_len: int):
assert old.dim() == 2, "the size of input tensor should be (d_model, patch_size)"
if old.size(1) == new_patch_len:
return old
old = old.T
old_shape = old.size(0)
factor = new_patch_len / old_shape
basis_vectors = torch.eye(old_shape, dtype=torch.get_default_dtype(), device=old.device)
resize_mat = resize(basis_vectors, new_patch_len).T
resize_mat_pinv = torch.linalg.pinv(resize_mat.T)
resampled_kernels = resize_mat_pinv @ old * math.sqrt(factor)
return resampled_kernels.T
class MambaDecoder(nn.Module):
def __init__(self, configs):
super(MambaDecoder, self).__init__()
self.mamba_dec = nn.ModuleList(
[DecoderLayer(configs)
for _ in range(configs.dec_layers)])
def forward(self, x_enc, x_rec):
x_dec = x_enc
for layer in self.mamba_dec:
x_dec = layer(x_dec, x_rec)
return x_dec
class DecoderLayer(nn.Module):
def __init__(self, configs):
super(DecoderLayer, self).__init__()
self.mamba = Mamba2(d_model=configs.d_model,
expand=configs.expand,
d_state=configs.d_ff,
d_conv=configs.d_conv,
headdim=configs.head_dim)
self.cross_attention = MultiheadAttention(configs.d_model, configs.n_heads, attn_dropout=configs.dropout,
rope_type=True)
self.mlp = nn.Sequential(nn.Linear(configs.d_model, configs.d_ff), nn.SiLU(),
nn.Linear(configs.d_ff, configs.d_model))
if configs.norm_mode == 'batch':
self.norm1 = nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(configs.d_model), Transpose(1, 2))
self.norm2 = nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(configs.d_model), Transpose(1, 2))
self.norm3 = nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(configs.d_model), Transpose(1, 2))
else:
self.norm1 = nn.LayerNorm(configs.d_model)
self.norm2 = nn.LayerNorm(configs.d_model)
self.norm3 = nn.LayerNorm(configs.d_model)
def forward(self, x_enc, x_rec):
x_dec = self.mamba(x_enc)
x_dec = self.norm1(x_dec) + x_enc
tokens, _ = self.cross_attention(x_dec, x_rec, x_rec)
tokens = self.norm2(tokens) + x_dec
repr = self.mlp(tokens)
repr = self.norm3(repr) + tokens
return repr
class TSTEncoder(nn.Module):
def __init__(self, configs, norm='BatchNorm', activation='gelu', res_attention=False, pre_norm=False,
store_attn=False):
super().__init__()
self.layers = nn.ModuleList(
[TSTEncoderLayer(configs.d_model, n_heads=configs.n_heads, d_ff=configs.d_ff, norm=norm,
attn_dropout=configs.dropout, dropout=configs.head_dropout,
activation=activation, res_attention=res_attention,
pre_norm=pre_norm, store_attn=store_attn) for _ in
range(configs.enc_layers)])
self.res_attention = res_attention
def forward(self, src: Tensor):
"""
src: tensor [bs x q_len x d_model]
"""
output = src
scores = None
if self.res_attention:
for mod in self.layers: output, scores = mod(output, prev=scores)
return output
else:
for mod in self.layers: output = mod(output)
return output
class TSTEncoderLayer(nn.Module):
def __init__(self, d_model, n_heads, d_ff=256, store_attn=False,
norm='LayerNorm', attn_dropout=0, dropout=0., bias=True,
activation="gelu", res_attention=False, pre_norm=False):
super().__init__()
assert not d_model % n_heads, f"d_model ({d_model}) must be divisible by n_heads ({n_heads})"
d_k = d_model // n_heads
d_v = d_model // n_heads
# Multi-Head attention
self.res_attention = res_attention
self.self_attn = MultiheadAttention(d_model, n_heads, d_k, d_v, attn_dropout=attn_dropout, proj_dropout=dropout,
res_attention=res_attention)
# Add & Norm
self.dropout_attn = nn.Dropout(dropout)
if "batch" in norm.lower():
self.norm_attn = nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(d_model), Transpose(1, 2))
else:
self.norm_attn = nn.LayerNorm(d_model)
# Position-wise Feed-Forward
self.ff = nn.Sequential(nn.Linear(d_model, d_ff, bias=bias),
get_activation_fn(activation),
nn.Dropout(dropout),
nn.Linear(d_ff, d_model, bias=bias))
# Add & Norm
self.dropout_ffn = nn.Dropout(dropout)
if "batch" in norm.lower():
self.norm_ffn = nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(d_model), Transpose(1, 2))
else:
self.norm_ffn = nn.LayerNorm(d_model)
self.pre_norm = pre_norm
self.store_attn = store_attn
# # se block
# self.SE = SE_Block(inchannel=7)
def forward(self, src: Tensor, prev: Optional[Tensor] = None):
"""
src: tensor [bs x q_len x d_model]
"""
# Multi-Head attention sublayer
if self.pre_norm:
src = self.norm_attn(src)
## Multi-Head attention
if self.res_attention:
src2, attn, scores = self.self_attn(src, src, src, prev)
else:
# attention_mask = causal_attention_mask(src.shape[1]).to(src.device)
# src2, attn = self.self_attn(src, src, src, attn_mask=attention_mask)
src2, attn = self.self_attn(src, src, src)
if self.store_attn:
self.attn = attn
# total, num_patch, d_model = src2.size()
# bs = int(total/7)
# src2 = self.SE(src2.reshape(bs, 7, num_patch, -1)).reshape(total, num_patch, -1)
## Add & Norm
src = src + self.dropout_attn(src2) # Add: residual connection with residual dropout
if not self.pre_norm:
src = self.norm_attn(src)
# Feed-forward sublayer
if self.pre_norm:
src = self.norm_ffn(src)
## Position-wise Feed-Forward
src2 = self.ff(src)
## Add & Norm
src = src + self.dropout_ffn(src2) # Add: residual connection with residual dropout
if not self.pre_norm:
src = self.norm_ffn(src)
if self.res_attention:
return src, scores
else:
return src
def get_activation_fn(activation):
if callable(activation):
return activation()
elif activation.lower() == "relu":
return nn.ReLU()
elif activation.lower() == "gelu":
return nn.GELU()
raise ValueError(f'{activation} is not available. You can use "relu", "gelu", or a callable')
class PatchEmbedding(nn.Module):
def __init__(self, configs):
super(PatchEmbedding, self).__init__()
self.patch_len = configs.patch_len
self.d_model = configs.d_model
self.proj = nn.Linear(self.patch_len, self.d_model, bias=False)
def forward(self, x):
output = self.proj(x)
return output
class LegendreMemory(nn.Module):
def __init__(self, configs):
super(LegendreMemory, self).__init__()
self.d_model = configs.d_model
A, B = self._gen_AB_base_matrices(self.d_model)
if configs.learnable:
self.A = nn.Parameter(A)
self.B = nn.Parameter(B)
else:
self.register_buffer("A", A)
self.register_buffer("B", B)
def _pytorch_cont2discrete_zoh(
self, A: torch.Tensor, B: torch.Tensor, dt: float = 1.0
) -> Tuple[torch.Tensor, torch.Tensor]:
"""
Pytorch-specific implementation of discretization of a continuous-time
state space model using zero-order hold (ZOH) on the inputs.
"""
em_upper = torch.cat((A, B), dim=1)
# Need to stack zeros under the a and b matrices
em_lower = torch.cat((
torch.zeros((B.shape[1], B.shape[0]), dtype=A.dtype, device=A.device),
torch.zeros((B.shape[1], B.shape[1]), dtype=A.dtype, device=A.device)
), dim=1)
em = torch.cat((em_upper, em_lower), dim=0)
ms = torch.linalg.matrix_exp(dt * em)
# Dispose of the lower rows
ms = ms[:A.shape[0], :]
ad = ms[:, :A.shape[1]]
bd = ms[:, A.shape[1]:]
return ad, bd
def _gen_AB_base_matrices(self, order: int) -> Tuple[torch.Tensor, torch.Tensor]:
# Compute analog A/B matrices
Q = torch.arange(order, dtype=torch.float64)
R = (2 * Q + 1).unsqueeze(1)
i, j = torch.meshgrid(Q, Q, indexing="ij")
A = torch.where(i < j, -1, (-1.0) ** (i - j + 1)) * R
B = (-1.0) ** Q.unsqueeze(1) * R
return A, B
def _gen_AB(self, theta, dt=1.0) -> Tuple[torch.Tensor, torch.Tensor]:
# Discretize
Ad, Bd = self._pytorch_cont2discrete_zoh(self.A / theta, self.B / theta, dt)
return Ad.float(), Bd.float()
def _one_step(self, Ad, Bd, m, u):
m_prime = torch.einsum('dk,bk -> bd', Ad, m) + torch.einsum('dk,bk->bd', Bd, u)
return m_prime
def forward(self, x):
b, theta = x.shape
Ad, Bd = self._gen_AB(theta)
m = torch.zeros(b, self.d_model, dtype=x.dtype, device=x.device)
for i in range(theta):
u = x[:, i:i + 1]
m = self._one_step(Ad, Bd, m, u)
return m
class TimeDelayEmbedding(nn.Module):
def __init__(self, configs):
super(TimeDelayEmbedding, self).__init__()
self.patch_len = configs.patch_len
self.stride = configs.stride
self.Legendre_Memory = LegendreMemory(configs)
def _period_search(self, x):
xf = torch.fft.rfft(x, dim=-1)
# find period by amplitudes
frequency_list = abs(xf).mean(0)
frequency_list[0] = 0
_, top_list = torch.topk(frequency_list, 1)
top_list = top_list.detach().cpu().numpy()
period = x.shape[1] // top_list
return period
def _embedding(self, x, period=None):
if period is None:
period = list(self._period_search(x))[0]
patch_len = period
patches = x.unfold(dimension=-1, size=patch_len, step=patch_len)
b, n, p = patches.shape
patches = rearrange(patches, 'b n p -> (b n) p')
embedding = self.Legendre_Memory(patches)
embedding = rearrange(embedding, '(b n) d -> b n d', b=b, n=n)
return embedding
def forward(self, x, period=None):
if not self.training:
return self._embedding(x, period=period)
if period is None:
period = list(self._period_search(x))[0]
seq_len = x.shape[-1]
period = period if period < seq_len else self.patch_len
padding_num = ((self.patch_len + period - 1) // period) * period - self.patch_len
padding_action = nn.ReplicationPad1d((padding_num, 0))
padded_x = padding_action(x)
new_patch_len = self.patch_len + padding_num
patches = padded_x.unfold(dimension=-1, size=new_patch_len, step=self.stride)
b, n, p = patches.shape
patches = rearrange(patches, 'b n p -> (b n) p')
embedding = self.Legendre_Memory(patches)
embedding = rearrange(embedding, '(b n) d -> b n d', b=b, n=n)
return embedding
class MixedEmbedding(nn.Module):
def __init__(self, configs):
super(MixedEmbedding, self).__init__()
self.configs = configs
self.patch_len = configs.patch_len
self.stride = configs.patch_len
self.d_model = configs.d_model
# TimeDelayEmbedding
self.time_delay_embedding = TimeDelayEmbedding(configs)
# PatchEmbedding
self.patch_embedding = PatchEmbedding(configs)
self.dropout = nn.Dropout(configs.dropout)
def _flex_embedding(self, x, inference_patch_len):
patch_len = inference_patch_len
seq_len = x.shape[-1]
patch_num = math.ceil((seq_len - patch_len) / patch_len) + 1
padding = patch_num * patch_len - seq_len
padding_patch_layer = nn.ReplicationPad1d((0, padding))
x = padding_patch_layer(x)
# [batch_size, patch_num, patch_size]
patches = x.unfold(dimension=-1, size=patch_len, step=patch_len)
resampled_weight = resample(old=self.patch_embedding.proj.weight.data, new_patch_len=patch_len)
patch_embedding = F.linear(patches, resampled_weight)
time_delay_embedding = self.time_delay_embedding(x, period=patch_len)
embedding = patch_embedding + time_delay_embedding
return embedding
def forward(self, x, inference_patch_len=48):
# do patching
# padding for the original stride
if not self.training:
return self._flex_embedding(x, inference_patch_len)
seq_len = x.shape[-1]
patch_num = math.ceil((seq_len - self.patch_len) / self.stride) + 1
padding = self.patch_len + (patch_num - 1) * self.stride - seq_len
padding_patch_layer = nn.ReplicationPad1d((0, padding))
x = padding_patch_layer(x)
# [batch_size, patch_num, patch_size]
patches = x.unfold(dimension=-1, size=self.patch_len, step=self.stride)
# [batch_size, patch_num, d_model]
patch_embedding = self.patch_embedding(patches)
# [batch_size, patch_num, d_model]
time_delay_embedding = self.time_delay_embedding(x)
embedding = patch_embedding + time_delay_embedding
return self.dropout(embedding)
class FLAMEModel(nn.Module):
def __init__(self, configs):
super(FLAMEModel, self).__init__()
self.patch_len = configs.patch_len
configs.stride = configs.patch_len
self.embedding = MixedEmbedding(configs)
self.d_model = configs.d_model
self.encoder = TSTEncoder(configs)
self.decoder = MambaDecoder(configs)
self.proj = nn.Linear(configs.d_model, configs.patch_len, bias=False)
self.dropout = nn.Dropout(configs.head_dropout)
self.flow = zuko.flows.MAF(features=configs.patch_len, context=configs.d_model,
transforms=configs.couple_layers,
hidden_features=[configs.d_couple] * configs.couple_layers)
self.configs = configs
def _prob_head(self, dec_out):
tokens = rearrange(dec_out, 'b n d -> (b n) d')
dist = self.flow(tokens)
return dist
def _get_weights(self, n_preds, decay_rate=0.5):
"""
Generate dynamic weights for the replicated tokens using an exponential decay scheme.
Args:
- n_preds (int): Number of predictions to generate weights for.
- decay_rate (float): The base of the exponential decay. Lower values decay faster (default: 0.9).
Returns:
- torch.Tensor: A tensor of weights with exponential decay.
"""
# Exponential decay weights
weights = decay_rate ** torch.arange(n_preds)
return weights
def forward(self, input, target=None, pred_len=None, inference_patch_len=48, num_samples=1):
if not self.training:
return self._predict(input, pred_len=pred_len, inference_patch_len=inference_patch_len,
num_samples=num_samples)
else:
return self._loss(input=input, target=target)
def _loss(self, input, target, eps=1e2):
# forward
pred_len = input.shape[-1]
x_enc = self.embedding(input)
x_enc = self.encoder(x_enc)
x_rec = rearrange(x_enc, 'b n p -> b (n p)')
predict_token_num = math.ceil(pred_len / self.patch_len)
weights = self._get_weights(predict_token_num).unsqueeze(0).unsqueeze(-1).to(input.device)
last_token = x_enc[:, -1:, :]
x_enc = weights * last_token.repeat(1, predict_token_num, 1)
# decoding
x_dec = self.decoder(x_enc, x_rec)
dec_out = self.proj(self.dropout(x_dec))
point_forecasts = rearrange(dec_out, 'b n p -> b (n p)')
forecasts = point_forecasts[:, :pred_len]
dist = self._prob_head(x_dec.detach())
# calculate loss
point_loss = self.point_loss(forecasts, target)
rec_loss = self.point_loss(x_rec, input)
transformed_target = rearrange(target, 'b (n p) -> (b n) p', p=self.patch_len)
raw_prob_loss = -dist.log_prob(transformed_target)
mask = raw_prob_loss < eps
raw_prob_loss = torch.where(mask, raw_prob_loss, torch.zeros_like(raw_prob_loss))
prob_loss = raw_prob_loss.mean() / self.patch_len
return point_loss + rec_loss + prob_loss
def _predict(self, input, pred_len, inference_patch_len=48, num_samples=None):
if num_samples is not None and num_samples > 1:
return self._prob_predict(input, pred_len, num_samples, inference_patch_len)
x_enc = self.embedding(input, inference_patch_len)
x_rec = self.encoder(x_enc)
predict_token_num = math.ceil(pred_len / inference_patch_len)
weights = self._get_weights(predict_token_num).unsqueeze(0).unsqueeze(-1).to(input.device)
last_token = x_rec[:, -1:, :]
x_enc = weights * last_token.repeat(1, predict_token_num, 1)
# decoding
x_dec = self.decoder(x_enc, x_rec)
resampled_weight = resample(old=self.proj.weight.data.T, new_patch_len=inference_patch_len).T
dec_out = F.linear(x_dec, resampled_weight)
point_forecasts = rearrange(dec_out, 'b n p -> b (n p)')
return point_forecasts[:, :pred_len]
def _prob_predict(self, input, pred_len, num_samples=None, inference_patch_len=48):
x_enc = self.embedding(input, inference_patch_len=inference_patch_len)
x_rec = self.encoder(x_enc)
predict_token_num = math.ceil(pred_len / inference_patch_len)
weights = self._get_weights(predict_token_num).unsqueeze(0).unsqueeze(-1).to(input.device)
last_token = x_rec[:, -1:, :]
x_enc = weights * last_token.repeat(1, predict_token_num, 1)
# decoding
x_dec = self.decoder(x_enc, x_rec)
dist = self._prob_head(x_dec)
samples = dist.sample((num_samples,))
weights = torch.eye(self.patch_len, device=x_dec.device)
resampled_weights = resample(old=weights, new_patch_len=inference_patch_len).T
samples = F.linear(samples, resampled_weights)
samples = rearrange(samples, 's (b n) p -> b s (n p) ', n=predict_token_num)[:, :, :pred_len]
prob_forecasts = samples
return prob_forecasts
class FLAMEPretrainedModel(PreTrainedModel):
config_class = FLAMEConfig
base_model_prefix = "model"
supports_gradient_checkpointing = True
_no_split_modules = ["TSTEncoder", "MambaDecoder"]
_supports_flash_attn_2 = True
_supports_sdpa = False
_supports_cache_class = False
class FLAMEForPrediction(FLAMEPretrainedModel, TSGenerationMixin):
def __init__(self, config: FLAMEConfig):
super().__init__(config)
self.config = config
self.model = FLAMEModel(config)
def set_decoder(self, decoder):
self.model = decoder
def get_decoder(self):
return self.model
def forward(
self,
input_ids: torch.FloatTensor = None,
labels: Optional[torch.FloatTensor] = None,
max_output_length: Optional[int] = None,
revin: Optional[bool] = True,
num_samples: Optional[int] = 1,
inference_patch_len: Optional[int] = 48,
):
if revin:
means = input_ids.mean(1, keepdim=True).detach()
stdev = input_ids.std(dim=1, keepdim=True, unbiased=False).detach() + 1e-5
input_ids = (input_ids - means) / stdev
outputs = self.model(
input=input_ids,
target=labels,
inference_patch_len=inference_patch_len,
num_samples=num_samples,
pred_len=max_output_length
)
loss = None
if labels is not None:
loss = outputs
else:
forecasts = outputs
if forecasts.ndim == 2:
forecasts = forecasts.unsqueeze(1)
forecasts = forecasts.repeat(1, num_samples, 1)
if revin:
stdev = stdev.unsqueeze(1).repeat(1, num_samples, 1)
means = means.unsqueeze(1).repeat(1, num_samples, 1)
forecasts = (forecasts * stdev) + means
return MoeCausalLMOutputWithPast(
loss=loss,
logits=forecasts,
)
|