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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) | |