FLAME / modeling_flame.py
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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,
)