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# coding=utf-8
# Copyright 2023 The HuggingFace Inc. team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
""" Autoformer model configuration"""
from typing import List, Optional
from ...configuration_utils import PretrainedConfig
from ...utils import logging
logger = logging.get_logger(__name__)
AUTOFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP = {
"huggingface/autoformer-tourism-monthly": "https://huggingface.co/huggingface/autoformer-tourism-monthly/resolve/main/config.json",
}
class AutoformerConfig(PretrainedConfig):
r"""
This is the configuration class to store the configuration of an [`AutoformerModel`]. It is used to instantiate an
Autoformer model according to the specified arguments, defining the model architecture. Instantiating a
configuration with the defaults will yield a similar configuration to that of the Autoformer
[huggingface/autoformer-tourism-monthly](https://huggingface.co/huggingface/autoformer-tourism-monthly)
architecture.
Configuration objects inherit from [`PretrainedConfig`] can be used to control the model outputs. Read the
documentation from [`PretrainedConfig`] for more information.
Args:
prediction_length (`int`):
The prediction length for the decoder. In other words, the prediction horizon of the model.
context_length (`int`, *optional*, defaults to `prediction_length`):
The context length for the encoder. If unset, the context length will be the same as the
`prediction_length`.
distribution_output (`string`, *optional*, defaults to `"student_t"`):
The distribution emission head for the model. Could be either "student_t", "normal" or "negative_binomial".
loss (`string`, *optional*, defaults to `"nll"`):
The loss function for the model corresponding to the `distribution_output` head. For parametric
distributions it is the negative log likelihood (nll) - which currently is the only supported one.
input_size (`int`, *optional*, defaults to 1):
The size of the target variable which by default is 1 for univariate targets. Would be > 1 in case of
multivariate targets.
lags_sequence (`list[int]`, *optional*, defaults to `[1, 2, 3, 4, 5, 6, 7]`):
The lags of the input time series as covariates often dictated by the frequency. Default is `[1, 2, 3, 4,
5, 6, 7]`.
scaling (`bool`, *optional* defaults to `True`):
Whether to scale the input targets.
num_time_features (`int`, *optional*, defaults to 0):
The number of time features in the input time series.
num_dynamic_real_features (`int`, *optional*, defaults to 0):
The number of dynamic real valued features.
num_static_categorical_features (`int`, *optional*, defaults to 0):
The number of static categorical features.
num_static_real_features (`int`, *optional*, defaults to 0):
The number of static real valued features.
cardinality (`list[int]`, *optional*):
The cardinality (number of different values) for each of the static categorical features. Should be a list
of integers, having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
embedding_dimension (`list[int]`, *optional*):
The dimension of the embedding for each of the static categorical features. Should be a list of integers,
having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
d_model (`int`, *optional*, defaults to 64):
Dimensionality of the transformer layers.
encoder_layers (`int`, *optional*, defaults to 2):
Number of encoder layers.
decoder_layers (`int`, *optional*, defaults to 2):
Number of decoder layers.
encoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer encoder.
decoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer decoder.
encoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in encoder.
decoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in decoder.
activation_function (`str` or `function`, *optional*, defaults to `"gelu"`):
The non-linear activation function (function or string) in the encoder and decoder. If string, `"gelu"` and
`"relu"` are supported.
dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for all fully connected layers in the encoder, and decoder.
encoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each encoder layer.
decoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each decoder layer.
attention_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention probabilities.
activation_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability used between the two layers of the feed-forward networks.
num_parallel_samples (`int`, *optional*, defaults to 100):
The number of samples to generate in parallel for each time step of inference.
init_std (`float`, *optional*, defaults to 0.02):
The standard deviation of the truncated normal weight initialization distribution.
use_cache (`bool`, *optional*, defaults to `True`):
Whether to use the past key/values attentions (if applicable to the model) to speed up decoding.
label_length (`int`, *optional*, defaults to 10):
Start token length of the Autoformer decoder, which is used for direct multi-step prediction (i.e.
non-autoregressive generation).
moving_average (`int`, defaults to 25):
The window size of the moving average. In practice, it's the kernel size in AvgPool1d of the Decomposition
Layer.
autocorrelation_factor (`int`, defaults to 3):
"Attention" (i.e. AutoCorrelation mechanism) factor which is used to find top k autocorrelations delays.
It's recommended in the paper to set it to a number between 1 and 5.
Example:
```python
>>> from transformers import AutoformerConfig, AutoformerModel
>>> # Initializing a default Autoformer configuration
>>> configuration = AutoformerConfig()
>>> # Randomly initializing a model (with random weights) from the configuration
>>> model = AutoformerModel(configuration)
>>> # Accessing the model configuration
>>> configuration = model.config
```"""
model_type = "autoformer"
attribute_map = {
"hidden_size": "d_model",
"num_attention_heads": "encoder_attention_heads",
"num_hidden_layers": "encoder_layers",
}
def __init__(
self,
prediction_length: Optional[int] = None,
context_length: Optional[int] = None,
distribution_output: str = "student_t",
loss: str = "nll",
input_size: int = 1,
lags_sequence: List[int] = [1, 2, 3, 4, 5, 6, 7],
scaling: bool = True,
num_time_features: int = 0,
num_dynamic_real_features: int = 0,
num_static_categorical_features: int = 0,
num_static_real_features: int = 0,
cardinality: Optional[List[int]] = None,
embedding_dimension: Optional[List[int]] = None,
d_model: int = 64,
encoder_attention_heads: int = 2,
decoder_attention_heads: int = 2,
encoder_layers: int = 2,
decoder_layers: int = 2,
encoder_ffn_dim: int = 32,
decoder_ffn_dim: int = 32,
activation_function: str = "gelu",
dropout: float = 0.1,
encoder_layerdrop: float = 0.1,
decoder_layerdrop: float = 0.1,
attention_dropout: float = 0.1,
activation_dropout: float = 0.1,
num_parallel_samples: int = 100,
init_std: float = 0.02,
use_cache: bool = True,
is_encoder_decoder=True,
# Autoformer arguments
label_length: int = 10,
moving_average: int = 25,
autocorrelation_factor: int = 3,
**kwargs,
):
# time series specific configuration
self.prediction_length = prediction_length
self.context_length = context_length if context_length is not None else prediction_length
self.distribution_output = distribution_output
self.loss = loss
self.input_size = input_size
self.num_time_features = num_time_features
self.lags_sequence = lags_sequence
self.scaling = scaling
self.num_dynamic_real_features = num_dynamic_real_features
self.num_static_real_features = num_static_real_features
self.num_static_categorical_features = num_static_categorical_features
if cardinality is not None and num_static_categorical_features > 0:
if len(cardinality) != num_static_categorical_features:
raise ValueError(
"The cardinality should be a list of the same length as `num_static_categorical_features`"
)
self.cardinality = cardinality
else:
self.cardinality = [0]
if embedding_dimension is not None and num_static_categorical_features > 0:
if len(embedding_dimension) != num_static_categorical_features:
raise ValueError(
"The embedding dimension should be a list of the same length as `num_static_categorical_features`"
)
self.embedding_dimension = embedding_dimension
else:
self.embedding_dimension = [min(50, (cat + 1) // 2) for cat in self.cardinality]
self.num_parallel_samples = num_parallel_samples
# Transformer architecture configuration
self.feature_size = input_size * len(self.lags_sequence) + self._number_of_features
self.d_model = d_model
self.encoder_attention_heads = encoder_attention_heads
self.decoder_attention_heads = decoder_attention_heads
self.encoder_ffn_dim = encoder_ffn_dim
self.decoder_ffn_dim = decoder_ffn_dim
self.encoder_layers = encoder_layers
self.decoder_layers = decoder_layers
self.dropout = dropout
self.attention_dropout = attention_dropout
self.activation_dropout = activation_dropout
self.encoder_layerdrop = encoder_layerdrop
self.decoder_layerdrop = decoder_layerdrop
self.activation_function = activation_function
self.init_std = init_std
self.use_cache = use_cache
# Autoformer
self.label_length = label_length
self.moving_average = moving_average
self.autocorrelation_factor = autocorrelation_factor
super().__init__(is_encoder_decoder=is_encoder_decoder, **kwargs)
@property
def _number_of_features(self) -> int:
return (
sum(self.embedding_dimension)
+ self.num_dynamic_real_features
+ self.num_time_features
+ self.num_static_real_features
+ self.input_size * 2 # the log1p(abs(loc)) and log(scale) features
)
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