forked from mindspore/mindspore
159 lines
6.9 KiB
Python
159 lines
6.9 KiB
Python
import torch
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import torch.nn as nn
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import torch.nn.functional as F
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from utils.masking import TriangularCausalMask, ProbMask
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from models.encoder import Encoder, EncoderLayer, ConvLayer, EncoderStack
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from models.decoder import Decoder, DecoderLayer
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from models.attn import FullAttention, ProbAttention, AttentionLayer
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from models.embed import DataEmbedding
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class Informer(nn.Module):
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def __init__(self, enc_in, dec_in, c_out, seq_len, label_len, out_len,
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factor=5, d_model=512, n_heads=8, e_layers=3, d_layers=2, d_ff=512,
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dropout=0.0, attn='prob', embed='fixed', freq='h', activation='gelu',
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output_attention = False, distil=True, mix=True,
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device=torch.device('cuda:0')):
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super(Informer, self).__init__()
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self.pred_len = out_len
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self.attn = attn
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self.output_attention = output_attention
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# Encoding
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self.enc_embedding = DataEmbedding(enc_in, d_model, embed, freq, dropout)
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self.dec_embedding = DataEmbedding(dec_in, d_model, embed, freq, dropout)
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# Attention
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Attn = ProbAttention if attn=='prob' else FullAttention
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# Encoder
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self.encoder = Encoder(
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[
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EncoderLayer(
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AttentionLayer(Attn(False, factor, attention_dropout=dropout, output_attention=output_attention),
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d_model, n_heads, mix=False),
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d_model,
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d_ff,
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dropout=dropout,
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activation=activation
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) for l in range(e_layers)
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],
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[
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ConvLayer(
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d_model
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) for l in range(e_layers-1)
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] if distil else None,
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norm_layer=torch.nn.LayerNorm(d_model)
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)
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# Decoder
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self.decoder = Decoder(
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[
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DecoderLayer(
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AttentionLayer(Attn(True, factor, attention_dropout=dropout, output_attention=False),
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d_model, n_heads, mix=mix),
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AttentionLayer(FullAttention(False, factor, attention_dropout=dropout, output_attention=False),
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d_model, n_heads, mix=False),
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d_model,
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d_ff,
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dropout=dropout,
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activation=activation,
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)
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for l in range(d_layers)
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],
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norm_layer=torch.nn.LayerNorm(d_model)
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)
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# self.end_conv1 = nn.Conv1d(in_channels=label_len+out_len, out_channels=out_len, kernel_size=1, bias=True)
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# self.end_conv2 = nn.Conv1d(in_channels=d_model, out_channels=c_out, kernel_size=1, bias=True)
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self.projection = nn.Linear(d_model, c_out, bias=True)
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def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec,
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enc_self_mask=None, dec_self_mask=None, dec_enc_mask=None):
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enc_out = self.enc_embedding(x_enc, x_mark_enc)
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enc_out, attns = self.encoder(enc_out, attn_mask=enc_self_mask)
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dec_out = self.dec_embedding(x_dec, x_mark_dec)
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dec_out = self.decoder(dec_out, enc_out, x_mask=dec_self_mask, cross_mask=dec_enc_mask)
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dec_out = self.projection(dec_out)
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# dec_out = self.end_conv1(dec_out)
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# dec_out = self.end_conv2(dec_out.transpose(2,1)).transpose(1,2)
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if self.output_attention:
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return dec_out[:,-self.pred_len:,:], attns
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else:
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return dec_out[:,-self.pred_len:,:] # [B, L, D]
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class InformerStack(nn.Module):
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def __init__(self, enc_in, dec_in, c_out, seq_len, label_len, out_len,
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factor=5, d_model=512, n_heads=8, e_layers=[3,2,1], d_layers=2, d_ff=512,
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dropout=0.0, attn='prob', embed='fixed', freq='h', activation='gelu',
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output_attention = False, distil=True, mix=True,
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device=torch.device('cuda:0')):
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super(InformerStack, self).__init__()
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self.pred_len = out_len
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self.attn = attn
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self.output_attention = output_attention
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# Encoding
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self.enc_embedding = DataEmbedding(enc_in, d_model, embed, freq, dropout)
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self.dec_embedding = DataEmbedding(dec_in, d_model, embed, freq, dropout)
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# Attention
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Attn = ProbAttention if attn=='prob' else FullAttention
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# Encoder
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inp_lens = list(range(len(e_layers))) # [0,1,2,...] you can customize here
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encoders = [
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Encoder(
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[
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EncoderLayer(
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AttentionLayer(Attn(False, factor, attention_dropout=dropout, output_attention=output_attention),
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d_model, n_heads, mix=False),
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d_model,
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d_ff,
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dropout=dropout,
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activation=activation
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) for l in range(el)
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],
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[
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ConvLayer(
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d_model
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) for l in range(el-1)
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] if distil else None,
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norm_layer=torch.nn.LayerNorm(d_model)
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) for el in e_layers]
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self.encoder = EncoderStack(encoders, inp_lens)
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# Decoder
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self.decoder = Decoder(
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[
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DecoderLayer(
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AttentionLayer(Attn(True, factor, attention_dropout=dropout, output_attention=False),
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d_model, n_heads, mix=mix),
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AttentionLayer(FullAttention(False, factor, attention_dropout=dropout, output_attention=False),
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d_model, n_heads, mix=False),
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d_model,
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d_ff,
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dropout=dropout,
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activation=activation,
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)
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for l in range(d_layers)
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],
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norm_layer=torch.nn.LayerNorm(d_model)
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)
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# self.end_conv1 = nn.Conv1d(in_channels=label_len+out_len, out_channels=out_len, kernel_size=1, bias=True)
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# self.end_conv2 = nn.Conv1d(in_channels=d_model, out_channels=c_out, kernel_size=1, bias=True)
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self.projection = nn.Linear(d_model, c_out, bias=True)
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def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec,
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enc_self_mask=None, dec_self_mask=None, dec_enc_mask=None):
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enc_out = self.enc_embedding(x_enc, x_mark_enc)
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enc_out, attns = self.encoder(enc_out, attn_mask=enc_self_mask)
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dec_out = self.dec_embedding(x_dec, x_mark_dec)
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dec_out = self.decoder(dec_out, enc_out, x_mask=dec_self_mask, cross_mask=dec_enc_mask)
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dec_out = self.projection(dec_out)
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# dec_out = self.end_conv1(dec_out)
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# dec_out = self.end_conv2(dec_out.transpose(2,1)).transpose(1,2)
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if self.output_attention:
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return dec_out[:,-self.pred_len:,:], attns
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else:
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return dec_out[:,-self.pred_len:,:] # [B, L, D]
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