import torch import torch.nn as nn import math from math import sqrt import numpy as np import torch.nn.functional as F class ConvLayer(nn.Module): def __init__(self, c_in): super(ConvLayer, self).__init__() self.downConv = nn.Conv1d(in_channels=c_in, out_channels=c_in, kernel_size=3, padding=2, padding_mode='circular') self.norm = nn.BatchNorm1d(c_in) self.activation = nn.ELU() self.maxPool = nn.MaxPool1d(kernel_size=3, stride=2, padding=1) def forward(self, x): x = self.downConv(x.permute(0, 2, 1)) x = self.norm(x) x = self.activation(x) x = self.maxPool(x) x = x.transpose(1, 2) return x class ProbMask(): def __init__(self, B, H, L, index, scores, device="cpu"): _mask = torch.ones(L, scores.shape[-1], dtype=torch.bool).to(device).triu(1) _mask_ex = _mask[None, None, :].expand(B, H, L, scores.shape[-1]) indicator = _mask_ex[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :].to(device) self._mask = indicator.view(scores.shape).to(device) @property def mask(self): return self._mask class ProbAttention(nn.Module): def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False): super(ProbAttention, self).__init__() self.factor = factor self.scale = scale self.mask_flag = mask_flag self.output_attention = output_attention self.dropout = nn.Dropout(attention_dropout) def _prob_QK(self, Q, K, sample_k, n_top): # n_top: c*ln(L_q) # Q [B, H, L, D] B, H, L_K, E = K.shape _, _, L_Q, _ = Q.shape # calculate the sampled Q_K K_expand = K.unsqueeze(-3).expand(B, H, L_Q, L_K, E) index_sample = torch.randint(L_K, (L_Q, sample_k)) # real U = U_part(factor*ln(L_k))*L_q K_sample = K_expand[:, :, torch.arange(L_Q).unsqueeze(1), index_sample, :] Q_K_sample = torch.matmul(Q.unsqueeze(-2), K_sample.transpose(-2, -1)).squeeze() # find the Top_k query with sparisty measurement M = Q_K_sample.max(-1)[0] - torch.div(Q_K_sample.sum(-1), L_K) M_top = M.topk(n_top, sorted=False)[1] # use the reduced Q to calculate Q_K Q_reduce = Q[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], M_top, :] # factor*ln(L_q) Q_K = torch.matmul(Q_reduce, K.transpose(-2, -1)) # factor*ln(L_q)*L_k return Q_K, M_top def _get_initial_context(self, V, L_Q): B, H, L_V, D = V.shape if not self.mask_flag: # V_sum = V.sum(dim=-2) V_sum = V.mean(dim=-2) contex = V_sum.unsqueeze(-2).expand(B, H, L_Q, V_sum.shape[-1]).clone() else: # use mask assert (L_Q == L_V) # requires that L_Q == L_V, i.e. for self-attention only contex = V.cumsum(dim=-2) return contex def _update_context(self, context_in, V, scores, index, L_Q, attn_mask): B, H, L_V, D = V.shape if self.mask_flag: attn_mask = ProbMask(B, H, L_Q, index, scores, device=V.device) scores.masked_fill_(attn_mask.mask, -np.inf) attn = torch.softmax(scores, dim=-1) # nn.Softmax(dim=-1)(scores) context_in[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :] = torch.matmul(attn, V).type_as(context_in) if self.output_attention: attns = (torch.ones([B, H, L_V, L_V]) / L_V).type_as(attn).to(attn.device) attns[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :] = attn return (context_in, attns) else: return (context_in, None) def forward(self, queries, keys, values, attn_mask): B, L_Q, H, D = queries.shape _, L_K, _, _ = keys.shape queries = queries.transpose(2, 1) keys = keys.transpose(2, 1) values = values.transpose(2, 1) U_part = self.factor * np.ceil(np.log(L_K)).astype('int').item() # c*ln(L_k) u = self.factor * np.ceil(np.log(L_Q)).astype('int').item() # c*ln(L_q) U_part = U_part if U_part < L_K else L_K u = u if u < L_Q else L_Q scores_top, index = self._prob_QK(queries, keys, sample_k=U_part, n_top=u) # add scale factor scale = self.scale or 1. / sqrt(D) if scale is not None: scores_top = scores_top * scale # get the context context = self._get_initial_context(values, L_Q) # update the context with selected top_k queries context, attn = self._update_context(context, values, scores_top, index, L_Q, attn_mask) return context.contiguous(), attn class AttentionLayer(nn.Module): def __init__(self, attention, d_model, n_heads, d_keys=None, d_values=None): super(AttentionLayer, self).__init__() d_keys = d_keys or (d_model // n_heads) d_values = d_values or (d_model // n_heads) self.inner_attention = attention self.query_projection = nn.Linear(d_model, d_keys * n_heads) self.key_projection = nn.Linear(d_model, d_keys * n_heads) self.value_projection = nn.Linear(d_model, d_values * n_heads) self.out_projection = nn.Linear(d_values * n_heads, d_model) self.n_heads = n_heads def forward(self, queries, keys, values, attn_mask): B, L, _ = queries.shape _, S, _ = keys.shape H = self.n_heads queries = self.query_projection(queries).view(B, L, H, -1) keys = self.key_projection(keys).view(B, S, H, -1) values = self.value_projection(values).view(B, S, H, -1) out, attn = self.inner_attention( queries, keys, values, attn_mask ) out = out.view(B, L, -1) return self.out_projection(out), attn class EncoderLayer(nn.Module): def __init__(self, attention, d_model, d_ff=None, dropout=0.1, activation="relu"): super(EncoderLayer, self).__init__() d_ff = d_ff or 4 * d_model self.attention = attention self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1) self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1) self.norm1 = nn.LayerNorm(d_model) self.norm2 = nn.LayerNorm(d_model) self.dropout = nn.Dropout(dropout) self.activation = F.relu if activation == "relu" else F.gelu def forward(self, x, attn_mask=None): new_x, attn = self.attention( x, x, x, attn_mask=attn_mask ) x = x + self.dropout(new_x) y = x = self.norm1(x) y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1)))) y = self.dropout(self.conv2(y).transpose(-1, 1)) return self.norm2(x + y), attn class Encoder(nn.Module): def __init__(self, attn_layers, conv_layers=None, norm_layer=None): super(Encoder, self).__init__() self.attn_layers = nn.ModuleList(attn_layers) self.conv_layers = nn.ModuleList(conv_layers) if conv_layers is not None else None self.norm = norm_layer def forward(self, x, attn_mask=None): # x [B, L, D] attns = [] if self.conv_layers is not None: for attn_layer, conv_layer in zip(self.attn_layers, self.conv_layers): x, attn = attn_layer(x, attn_mask=attn_mask) x = conv_layer(x) attns.append(attn) x, attn = self.attn_layers[-1](x) attns.append(attn) else: for attn_layer in self.attn_layers: x, attn = attn_layer(x, attn_mask=attn_mask) attns.append(attn) if self.norm is not None: x = self.norm(x) return x, attns class DecoderLayer(nn.Module): def __init__(self, self_attention, cross_attention, d_model, d_ff=None, dropout=0.1, activation="relu"): super(DecoderLayer, self).__init__() d_ff = d_ff or 4 * d_model self.self_attention = self_attention self.cross_attention = cross_attention self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1) self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1) self.norm1 = nn.LayerNorm(d_model) self.norm2 = nn.LayerNorm(d_model) self.norm3 = nn.LayerNorm(d_model) self.dropout = nn.Dropout(dropout) self.activation = F.relu if activation == "relu" else F.gelu def forward(self, x, cross, x_mask=None, cross_mask=None): x = x + self.dropout(self.self_attention( x, x, x, attn_mask=x_mask )[0]) x = self.norm1(x) x = x + self.dropout(self.cross_attention( x, cross, cross, attn_mask=cross_mask )[0]) y = x = self.norm2(x) y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1)))) y = self.dropout(self.conv2(y).transpose(-1, 1)) return self.norm3(x + y) class Decoder(nn.Module): def __init__(self, layers, norm_layer=None, projection=None): super(Decoder, self).__init__() self.layers = nn.ModuleList(layers) self.norm = norm_layer self.projection = projection def forward(self, x, cross, x_mask=None, cross_mask=None): for layer in self.layers: x = layer(x, cross, x_mask=x_mask, cross_mask=cross_mask) if self.norm is not None: x = self.norm(x) if self.projection is not None: x = self.projection(x) return x class PositionalEmbedding(nn.Module): def __init__(self, d_model, max_len=5000): super(PositionalEmbedding, self).__init__() # Compute the positional encodings once in log space. pe = torch.zeros(max_len, d_model).float() pe.require_grad = False position = torch.arange(0, max_len).float().unsqueeze(1) div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp() pe[:, 0::2] = torch.sin(position * div_term) pe[:, 1::2] = torch.cos(position * div_term) pe = pe.unsqueeze(0) self.register_buffer('pe', pe) def forward(self, x): return self.pe[:, :x.size(1)] class FixedEmbedding(nn.Module): def __init__(self, c_in, d_model): super(FixedEmbedding, self).__init__() w = torch.zeros(c_in, d_model).float() w.require_grad = False position = torch.arange(0, c_in).float().unsqueeze(1) div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp() w[:, 0::2] = torch.sin(position * div_term) w[:, 1::2] = torch.cos(position * div_term) self.emb = nn.Embedding(c_in, d_model) self.emb.weight = nn.Parameter(w, requires_grad=False) def forward(self, x): return self.emb(x).detach() class TemporalEmbedding(nn.Module): def __init__(self, d_model, embed_type='fixed', freq='h'): super(TemporalEmbedding, self).__init__() hour_size = 96 weekday_size = 7 Embed = FixedEmbedding if embed_type == 'fixed' else nn.Embedding self.hour_embed = Embed(hour_size, d_model) self.weekday_embed = Embed(weekday_size, d_model) def forward(self, x): x = x.long() hour_x = self.hour_embed(x[:, :, 0]) weekday_x = self.weekday_embed(x[:, :, 1]) return hour_x + weekday_x class TokenEmbedding(nn.Module): def __init__(self, c_in, d_model): super(TokenEmbedding, self).__init__() padding = 1 if torch.__version__ >= '1.5.0' else 2 self.tokenConv = nn.Conv1d(in_channels=c_in, out_channels=d_model, kernel_size=3, padding=padding, padding_mode='circular', bias=False) for m in self.modules(): if isinstance(m, nn.Conv1d): nn.init.kaiming_normal_( m.weight, mode='fan_in', nonlinearity='leaky_relu') def forward(self, x): x = self.tokenConv(x.permute(0, 2, 1)).transpose(1, 2) return x class DataEmbedding(nn.Module): def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0.1): super(DataEmbedding, self).__init__() self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model) self.position_embedding = PositionalEmbedding(d_model=d_model) self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type, freq=freq) self.dropout = nn.Dropout(p=dropout) def forward(self, x, x_mark): if x_mark is None: x = self.value_embedding(x) + self.position_embedding(x) else: x = self.value_embedding(x) + self.temporal_embedding(x_mark) + self.position_embedding(x) return self.dropout(x) class Informer(nn.Module): """ Informer with Propspare attention in O(LlogL) complexity """ def __init__( self, enc_in, dec_in, c_out, pred_len, output_attention = False, data_idx = [0,3,4,5,6,7], time_idx = [1,2], d_model = 16, factor = 3, n_heads = 4, d_ff = 512, d_layers = 3, e_layers = 3, activation = 'gelu', dropout = 0.1 ): super(Informer, self).__init__() self.pred_len = pred_len self.output_attention = output_attention self.data_idx = data_idx self.time_idx = time_idx self.dec_in = dec_in # Embedding self.enc_embedding = DataEmbedding(enc_in, d_model, 'fixed', 'h', dropout) self.dec_embedding = DataEmbedding(dec_in, d_model,'fixed', 'h', dropout) # Encoder self.encoder = Encoder( [ EncoderLayer( AttentionLayer( ProbAttention(False, factor, attention_dropout=dropout, output_attention=output_attention), d_model, n_heads), d_model, d_ff, dropout=dropout, activation=activation ) for l in range(e_layers) ], [ ConvLayer( d_model ) for l in range(e_layers - 1) ], norm_layer=torch.nn.LayerNorm(d_model) ) # Decoder self.decoder = Decoder( [ DecoderLayer( AttentionLayer( ProbAttention(True, factor, attention_dropout=dropout, output_attention=False), d_model, n_heads), AttentionLayer( ProbAttention(False, factor, attention_dropout=dropout, output_attention=False), d_model, n_heads), d_model, d_ff, dropout=dropout, activation=activation, ) for l in range(d_layers) ], norm_layer=torch.nn.LayerNorm(d_model), projection=nn.Linear(d_model, c_out, bias=True) ) def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec, enc_self_mask=None, dec_self_mask=None, dec_enc_mask=None): enc_out = self.enc_embedding(x_enc, x_mark_enc) enc_out, attns = self.encoder(enc_out, attn_mask=enc_self_mask) dec_out = self.dec_embedding(x_dec, x_mark_dec) dec_out = self.decoder(dec_out, enc_out, x_mask=dec_self_mask, cross_mask=dec_enc_mask) if self.output_attention: return dec_out[:, -self.pred_len:, :], attns else: return dec_out[:, -self.pred_len:, :] # [B, L, D] def forward(self, x, fut_time): x_enc = x[:,:,self.data_idx] x_mark_enc = x[:,:,self.time_idx] x_dec = torch.zeros((fut_time.shape[0],fut_time.shape[1],self.dec_in),dtype=fut_time.dtype,device=fut_time.device) x_mark_dec = fut_time return self.forecast(x_enc,x_mark_enc,x_dec,x_mark_dec)[:,-1,[0]]