Repository: sktime/sktime

Issue:
[ENH] Adding TapNet DL Model for Regression
**Is your feature request related to a problem? Please describe.**
Migrating TapNet Regressor model from sktime-dl to sktime.



Discussion:

Resolving patch:
diff --git a/sktime/networks/tapnet.py b/sktime/networks/tapnet.py
new file mode 100644
--- /dev/null
+++ b/sktime/networks/tapnet.py
@@ -0,0 +1,319 @@
+# -*- coding: utf-8 -*-
+"""Time Convolutional Neural Network (CNN) (minus the final output layer)."""
+
+__author__ = [
+    "Jack Russon",
+]
+
+import math
+
+import numpy as np
+
+from sktime.networks.base import BaseDeepNetwork
+from sktime.utils.validation._dependencies import (
+    _check_dl_dependencies,
+    _check_soft_dependencies,
+)
+
+_check_soft_dependencies(
+    "keras-self-attention",
+    package_import_alias={"keras-self-attention": "keras_self_attention"},
+    severity="warning",
+)
+_check_dl_dependencies(severity="warning")
+
+
+class TapNetNetwork(BaseDeepNetwork):
+    """Establish Network structure for TapNet.
+
+    Adapted from the implementation used in [1]
+
+    Parameters
+    ----------
+    kernel_size     : array of int, default = (8, 5, 3)
+        specifying the length of the 1D convolution window
+    layers          : array of int, default = (500, 300)
+        size of dense layers
+    filter_sizes    : array of int, shape = (nb_conv_layers), default = (256, 256, 128)
+    random_state    : int, default = 1
+        seed to any needed random actions
+    rp_params       : array of int, default = (-1, 3)
+        parameters for random permutation
+    dropout         : float, default = 0.5
+        dropout rate, in the range [0, 1)
+    dilation        : int, default = 1
+        dilation value
+    padding         : str, default = 'same'
+        type of padding for convolution layers
+    use_rp          : bool, default = True
+        whether to use random projections
+    use_att         : bool, default = True
+        whether to use self attention
+    use_lstm        : bool, default = True
+        whether to use an LSTM layer
+    use_cnn         : bool, default = True
+        whether to use a CNN layer
+
+    References
+    ----------
+    .. [1] Zhang et al. Tapnet: Multivariate time series classification with
+    attentional prototypical network,
+    Proceedings of the AAAI Conference on Artificial Intelligence
+    34(4), 6845-6852, 2020
+    """
+
+    _tags = {"python_dependencies": ["tensorflow", "keras-self-attention"]}
+
+    def __init__(
+        self,
+        dropout=0.5,
+        filter_sizes=(256, 256, 128),
+        kernel_size=(8, 5, 3),
+        dilation=1,
+        layers=(500, 300),
+        use_rp=True,
+        rp_params=(-1, 3),
+        use_att=True,
+        use_ss=False,
+        use_metric=False,
+        use_muse=False,
+        use_lstm=True,
+        use_cnn=True,
+        random_state=1,
+        padding="same",
+    ):
+        _check_soft_dependencies(
+            "keras-self-attention",
+            package_import_alias={"keras-self-attention": "keras_self_attention"},
+            severity="error",
+        )
+        _check_dl_dependencies(severity="error")
+
+        super(TapNetNetwork, self).__init__()
+
+        self.random_state = random_state
+        self.kernel_size = kernel_size
+        self.layers = layers
+        self.rp_params = rp_params
+        self.filter_sizes = filter_sizes
+        self.use_att = use_att
+        self.use_ss = use_ss
+        self.dilation = dilation
+        self.padding = padding
+
+        self.dropout = dropout
+        self.use_metric = use_metric
+        self.use_muse = use_muse
+        self.use_lstm = use_lstm
+        self.use_cnn = use_cnn
+
+        # parameters for random projection
+        self.use_rp = use_rp
+        self.rp_params = rp_params
+
+    @staticmethod
+    def output_conv_size(in_size, kernel_size, strides, padding):
+        """Get output size from a convolution layer.
+
+        Parameters
+        ----------
+        in_size         : int
+            Dimension of input image, either height or width
+        kernel_size     : int
+            Size of the convolutional kernel that is applied
+        strides         : int
+            Stride step between convolution operations
+        padding         : int
+            Amount of padding done on input.
+
+        Returns
+        -------
+        output          : int
+            Corresponding output dimension after convolution
+        """
+        # padding removed for now
+        output = int((in_size - kernel_size) / strides) + 1
+
+        return output
+
+    @staticmethod
+    def euclidean_dist(x, y):
+        """Get l2 distance between two points.
+
+        Parameters
+        ----------
+        x           : 2D array of shape (N x D)
+        y           : 2D array of shape (M x D)
+
+        Returns
+        -------
+        Euclidean distance x and y
+        """
+        import tensorflow as tf
+
+        # x: N x D
+        # y: M x D
+        n = tf.shape(x)[0]
+        m = tf.shape(y)[0]
+        d = tf.shape(x)[1]
+        # assert d == tf.shape(y)[1]
+        x = tf.expand_dims(x, 1)
+        y = tf.expand_dims(y, 0)
+        x = tf.broadcast_to(x, shape=(n, m, d))
+        y = tf.broadcast_to(y, shape=(n, m, d))
+        return tf.math.reduce_sum(tf.math.pow(x - y, 2), axis=2)
+
+    def build_network(self, input_shape, **kwargs):
+        """Construct a network and return its input and output layers.
+
+        Arguments
+        --------
+        input_shape: tuple
+            The shape of the data fed into the input layer
+
+        Returns
+        -------
+        input_layer  : a keras layer
+        output_layer : a keras layer
+        """
+        import tensorflow as tf
+        from keras_self_attention import SeqSelfAttention
+        from tensorflow import keras
+
+        input_layer = keras.layers.Input(input_shape)
+
+        if self.rp_params[0] < 0:
+            dim = input_shape[0]
+            self.rp_params = [3, math.floor(dim * 2 / 3)]
+        self.rp_group, self.rp_dim = self.rp_params
+
+        if self.use_lstm:
+
+            self.lstm_dim = 128
+
+            x_lstm = keras.layers.LSTM(self.lstm_dim, return_sequences=True)(
+                input_layer
+            )
+            x_lstm = keras.layers.Dropout(0.8)(x_lstm)
+
+            if self.use_att:
+                x_lstm = SeqSelfAttention(128, attention_type="multiplicative")(x_lstm)
+                # pass
+            x_lstm = keras.layers.GlobalAveragePooling1D()(x_lstm)
+
+        if self.use_cnn:
+            # Convolutional Network
+            # input ts: # N * C * L
+            if self.use_rp:
+                self.conv_1_models = keras.Sequential()
+
+                for i in range(self.rp_group):
+
+                    self.idx = np.random.permutation(input_shape[1])[0 : self.rp_dim]
+                    channel = keras.layers.Lambda(
+                        lambda x: tf.gather(x, indices=self.idx, axis=2)
+                    )(input_layer)
+                    # x_conv = x
+                    # x_conv = self.conv_1_models[i](x[:, self.idx[i], :])
+                    x_conv = keras.layers.Conv1D(
+                        self.filter_sizes[0],
+                        kernel_size=self.kernel_size[0],
+                        dilation_rate=self.dilation,
+                        strides=1,
+                        padding=self.padding,
+                    )(
+                        channel
+                    )  # N * C * L
+
+                    x_conv = keras.layers.BatchNormalization()(x_conv)
+                    x_conv = keras.layers.LeakyReLU()(x_conv)
+
+                    x_conv = keras.layers.Conv1D(
+                        self.filter_sizes[1],
+                        kernel_size=self.kernel_size[0],
+                        dilation_rate=self.dilation,
+                        strides=1,
+                        padding=self.padding,
+                    )(x_conv)
+                    x_conv = keras.layers.BatchNormalization()(x_conv)
+                    x_conv = keras.layers.LeakyReLU()(x_conv)
+
+                    x_conv = keras.layers.Conv1D(
+                        self.filter_sizes[2],
+                        kernel_size=self.kernel_size[0],
+                        dilation_rate=self.dilation,
+                        strides=1,
+                        padding=self.padding,
+                    )(x_conv)
+                    x_conv = keras.layers.BatchNormalization()(x_conv)
+                    x_conv = keras.layers.LeakyReLU()(x_conv)
+                    if self.use_att:
+                        x_conv = SeqSelfAttention(128, attention_type="multiplicative")(
+                            x_conv
+                        )
+                        # pass
+
+                    x_conv = keras.layers.GlobalAveragePooling1D()(x_conv)
+
+                    if i == 0:
+                        x_conv_sum = x_conv
+                    else:
+                        x_conv_sum = keras.layers.Concatenate()([x_conv_sum, x_conv])
+
+                x_conv = x_conv_sum
+
+            else:
+
+                x_conv = keras.layers.Conv1D(
+                    self.filter_sizes[0],
+                    kernel_size=self.kernel_size[0],
+                    dilation_rate=self.dilation,
+                    strides=1,
+                    padding=self.padding,
+                )(
+                    input_layer
+                )  # N * C * L
+
+                x_conv = keras.layers.BatchNormalization()(x_conv)
+                x_conv = keras.layers.LeakyReLU()(x_conv)
+
+                x_conv = keras.layers.Conv1D(
+                    self.filter_sizes[1],
+                    kernel_size=self.kernel_size[0],
+                    dilation_rate=self.dilation,
+                    strides=1,
+                    padding=self.padding,
+                )(x_conv)
+                x_conv = keras.layers.BatchNormalization()(x_conv)
+                x_conv = keras.layers.LeakyReLU()(x_conv)
+
+                x_conv = keras.layers.Conv1D(
+                    self.filter_sizes[2],
+                    kernel_size=self.kernel_size[0],
+                    dilation_rate=self.dilation,
+                    strides=1,
+                    padding=self.padding,
+                )(x_conv)
+                x_conv = keras.layers.BatchNormalization()(x_conv)
+                x_conv = keras.layers.LeakyReLU()(x_conv)
+                if self.use_att:
+                    x_conv = SeqSelfAttention(128)(x_conv)
+                    # pass
+
+                x_conv = keras.layers.GlobalAveragePooling1D()(x_conv)
+
+        if self.use_lstm and self.use_cnn:
+            x = keras.layers.Concatenate()([x_conv, x_lstm])
+        elif self.use_lstm:
+            x = x_lstm
+        elif self.use_cnn:
+            x = x_conv
+
+        # Mapping section
+        x = keras.layers.Dense(self.layers[0], name="fc_")(x)
+        x = keras.layers.LeakyReLU(name="relu_")(x)
+        x = keras.layers.BatchNormalization(name="bn_")(x)
+
+        x = keras.layers.Dense(self.layers[1], name="fc_2")(x)
+
+        return input_layer, x
diff --git a/sktime/regression/deep_learning/tapnet.py b/sktime/regression/deep_learning/tapnet.py
new file mode 100644
--- /dev/null
+++ b/sktime/regression/deep_learning/tapnet.py
@@ -0,0 +1,215 @@
+# -*- coding: utf-8 -*-
+"""Time Convolutional Neural Network (CNN) for classification."""
+
+__author__ = [
+    "Jack Russon",
+]
+__all__ = [
+    "TapNetRegressor",
+]
+
+from sklearn.utils import check_random_state
+
+from sktime.networks.tapnet import TapNetNetwork
+from sktime.regression.deep_learning.base import BaseDeepRegressor
+from sktime.utils.validation._dependencies import _check_dl_dependencies
+
+
+class TapNetRegressor(BaseDeepRegressor):
+    """Implementation of TapNetRegressor, as described in [1].
+
+    Parameters
+    ----------
+    filter_sizes        : array of int, default = (256, 256, 128)
+        sets the kernel size argument for each convolutional block.
+        Controls number of convolutional filters
+        and number of neurons in attention dense layers.
+    kernel_size        : array of int, default = (8, 5, 3)
+        controls the size of the convolutional kernels
+    layers              : array of int, default = (500, 300)
+        size of dense layers
+    n_epochs            : int, default = 2000
+        number of epochs to train the model
+    batch_size          : int, default = 16
+        number of samples per update
+    dropout             : float, default = 0.5
+        dropout rate, in the range [0, 1)
+    dilation            : int, default = 1
+        dilation value
+    activation          : str, default = "sigmoid"
+        activation function for the last output layer
+    loss                : str, default = "binary_crossentropy"
+        loss function for the classifier
+    optimizer           : str or None, default = "Adam(lr=0.01)"
+        gradient updating function for the classifer
+    use_bias            : bool, default = True
+        whether to use bias in the output dense layer
+    use_rp              : bool, default = True
+        whether to use random projections
+    use_att             : bool, default = True
+        whether to use self attention
+    use_lstm        : bool, default = True
+        whether to use an LSTM layer
+    use_cnn         : bool, default = True
+        whether to use a CNN layer
+    verbose         : bool, default = False
+        whether to output extra information
+    random_state    : int or None, default = None
+        seed for random
+
+    References
+    ----------
+    .. [1] Zhang et al. Tapnet: Multivariate time series classification with
+    attentional prototypical network,
+    Proceedings of the AAAI Conference on Artificial Intelligence
+    34(4), 6845-6852, 2020
+
+    Notes
+    -----
+    The Implementation of TapNet found at https://github.com/kdd2019-tapnet/tapnet
+    Currently does not implement custom distance matrix loss function
+    or class  based self attention.
+    """
+
+    _tags = {"python_dependencies": "tensorflow"}
+
+    def __init__(
+        self,
+        n_epochs=2000,
+        batch_size=16,
+        dropout=0.5,
+        filter_sizes=(256, 256, 128),
+        kernel_size=(8, 5, 3),
+        dilation=1,
+        layers=(500, 300),
+        use_rp=True,
+        activation=None,
+        rp_params=(-1, 3),
+        use_bias=True,
+        use_att=True,
+        use_lstm=True,
+        use_cnn=True,
+        random_state=None,
+        padding="same",
+        loss="mean_squared_error",
+        optimizer=None,
+        metrics=None,
+        callbacks=None,
+        verbose=False,
+    ):
+        _check_dl_dependencies(severity="error")
+        super(TapNetRegressor, self).__init__()
+
+        self.batch_size = batch_size
+        self.random_state = random_state
+        self.kernel_size = kernel_size
+        self.layers = layers
+        self.rp_params = rp_params
+        self.filter_sizes = filter_sizes
+        self.activation = activation
+        self.use_att = use_att
+        self.use_bias = use_bias
+
+        self.dilation = dilation
+        self.padding = padding
+        self.n_epochs = n_epochs
+        self.loss = loss
+        self.optimizer = optimizer
+        self.metrics = metrics
+        self.callbacks = callbacks
+        self.verbose = verbose
+
+        self._is_fitted = False
+
+        self.dropout = dropout
+        self.use_lstm = use_lstm
+        self.use_cnn = use_cnn
+
+        # parameters for random projection
+        self.use_rp = use_rp
+        self.rp_params = rp_params
+
+        self._network = TapNetNetwork()
+
+    def build_model(self, input_shape, **kwargs):
+        """Construct a complied, un-trained, keras model that is ready for training.
+
+        In sktime, time series are stored in numpy arrays of shape (d,m), where d
+        is the number of dimensions, m is the series length. Keras/tensorflow assume
+        data is in shape (m,d). This method also assumes (m,d). Transpose should
+        happen in fit.
+
+        Parameters
+        ----------
+        input_shape     : tuple
+            The shape of the data fed into the input layer, should be (m, d)
+
+        Returns
+        -------
+        output: a compiled Keras model
+        """
+        import tensorflow as tf
+        from tensorflow import keras
+
+        tf.random.set_seed(self.random_state)
+
+        metrics = ["mean_squared_error"] if self.metrics is None else self.metrics
+
+        input_layer, output_layer = self._network.build_network(input_shape, **kwargs)
+
+        output_layer = keras.layers.Dense(
+            units=1, activation=self.activation, use_bias=self.use_bias
+        )(output_layer)
+
+        self.optimizer_ = (
+            keras.optimizers.Adam(learning_rate=0.01)
+            if self.optimizer is None
+            else self.optimizer
+        )
+
+        model = keras.models.Model(inputs=input_layer, outputs=output_layer)
+        model.compile(
+            loss=self.loss,
+            optimizer=self.optimizer_,
+            metrics=metrics,
+        )
+
+        return model
+
+    def _fit(self, X, y):
+        """
+        Fit the regressor on the training set (X, y).
+
+        Parameters
+        ----------
+        X   : np.ndarray of shape = (n_instances(n), n_dimensions(d), series_length(m))
+            Input training samples
+        y   : np.ndarray of shape n
+            Input training responses
+
+        Returns
+        -------
+        self: object
+        """
+        if self.callbacks is None:
+            self._callbacks = []
+
+        # Transpose to conform to expectation format from keras
+        X = X.transpose(0, 2, 1)
+
+        check_random_state(self.random_state)
+        self.input_shape = X.shape[1:]
+
+        self.model_ = self.build_model(self.input_shape)
+        if self.verbose:
+            self.model_.summary()
+        self.history = self.model_.fit(
+            X,
+            y,
+            batch_size=self.batch_size,
+            epochs=self.n_epochs,
+            verbose=self.verbose,
+            callbacks=self._callbacks,
+        )
+
+        return self


Test patch:
diff --git a/sktime/tests/_config.py b/sktime/tests/_config.py
--- a/sktime/tests/_config.py
+++ b/sktime/tests/_config.py
@@ -63,6 +63,10 @@
         "test_fit_idempotent",
         "test_persistence_via_pickle",
     ],
+    "TapNetRegressor": [
+        "test_fit_idempotent",
+        "test_persistence_via_pickle",
+    ],
     # pickling problem with local method see #2490
     "ProximityStump": [
         "test_persistence_via_pickle",