feat: add mamba and dynamic chunking related code and test code

This commit is contained in:
gameloader
2025-09-04 01:32:13 +00:00
parent 12cb7652cf
commit ef307a57e9
21 changed files with 4550 additions and 86 deletions

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models/DC_PatchTST.py Normal file
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import torch
from torch import nn
import torch.nn.functional as F
from layers.SelfAttention_Family import FullAttention, AttentionLayer
# 需要 Mamba2 作为外层编码器
from mamba_ssm.modules.mamba2 import Mamba2
# -------------------- Routing余弦路由和论文一致 --------------------
class RoutingModule(nn.Module):
def __init__(self, d_model):
super().__init__()
self.q_proj = nn.Linear(d_model, d_model, bias=False)
self.k_proj = nn.Linear(d_model, d_model, bias=False)
with torch.no_grad():
nn.init.eye_(self.q_proj.weight)
nn.init.eye_(self.k_proj.weight)
self.q_proj.weight._no_reinit = True
self.k_proj.weight._no_reinit = True
def forward(self, x, mask=None):
"""
x: (B, L, D)
mask: (B, L) bool, True=有效
返回:
boundary_prob: (B, L, 2)
boundary_mask: (B, L) bool
selected_probs: (B, L, 1)
"""
B, L, D = x.shape
q = F.normalize(self.q_proj(x[:, :-1]), dim=-1) # (B, L-1, D)
k = F.normalize(self.k_proj(x[:, 1:]), dim=-1) # (B, L-1, D)
cos_sim = (q * k).sum(dim=-1) # (B, L-1)
p = torch.clamp((1 - cos_sim) / 2, 0.0, 1.0) # (B, L-1)
p = F.pad(p, (1, 0), value=1.0) # 强制首位是边界
if mask is not None:
p = p * mask.float()
p[:, 0] = torch.where(mask[:, 0], torch.ones_like(p[:, 0]), p[:, 0])
boundary_prob = torch.stack([1 - p, p], dim=-1) # (B, L, 2)
selected_idx = boundary_prob.argmax(dim=-1)
boundary_mask = (selected_idx == 1)
if mask is not None:
boundary_mask = boundary_mask & mask
selected_probs = boundary_prob.gather(-1, selected_idx.unsqueeze(-1)) # (B, L, 1)
return boundary_prob, boundary_mask, selected_probs
# -------------------- 选择并右侧零pad不丢弃、不重复填充 --------------------
def select_and_right_pad(x, boundary_mask):
"""
内存优化版本减少临时tensor创建
x: (B, L, D), boundary_mask: (B, L) bool
返回:
x_pad: (B, T_max, D)
key_padding_mask: (B, T_max) bool, True=有效
lengths: (B,)
"""
B, L, D = x.shape
device = x.device
lengths = boundary_mask.sum(dim=1) # (B,)
T_max = int(lengths.max().item()) if lengths.max() > 0 else 1
x_pad = x.new_zeros(B, T_max, D)
key_padding_mask = torch.zeros(B, T_max, dtype=torch.bool, device=device)
# 预创建默认索引tensor避免重复创建
default_idx = torch.tensor([0], device=device)
for b in range(B):
mask_b = boundary_mask[b]
if mask_b.any():
idx = mask_b.nonzero(as_tuple=True)[0] # 更高效的nonzero
t = idx.numel()
x_pad[b, :t] = x[b, idx]
key_padding_mask[b, :t] = True
else:
# 使用预创建的tensor
x_pad[b, 0] = x[b, default_idx]
key_padding_mask[b, 0] = True
return x_pad, key_padding_mask, lengths
# -------------------- Mamba2 堆叠(外层编码器) --------------------
class Mamba2Encoder(nn.Module):
def __init__(self, d_model, depth=4, dropout=0.0):
super().__init__()
self.layers = nn.ModuleList([Mamba2(d_model=d_model) for _ in range(depth)])
self.norm = nn.LayerNorm(d_model)
self.dropout = nn.Dropout(dropout)
def forward(self, x):
for layer in self.layers:
x = layer(x)
x = self.norm(x)
x = self.dropout(x)
return x
# -------------------- 两层Encoder + DC变长不丢信息以比率约束压缩 --------------------
class DCEmbedding2StageVarLen(nn.Module):
"""
- Stage 0: (B*nvars, L, 1) -> Linear(D0) -> Mamba2(D0) -> Routing -> 选择 -> 扩宽到 D1
- Stage 1: (B*nvars, L0_sel, D1) -> Mamba2(D1) -> Routing -> 选择
输出:
enc_out: (B*nvars, T_max, D1)
key_padding_mask: (B*nvars, T_max)
n_vars: int
aux: dict含两层ratio loss与边界信息
"""
def __init__(self, d_model_out, d_model_stage0, depth_enc0=4, depth_enc1=4, dropout=0.0,
target_ratio0=0.25, target_ratio1=0.5):
super().__init__()
assert d_model_out >= d_model_stage0, "要求 D0 <= D1"
self.d0 = d_model_stage0
self.d1 = d_model_out
# 标量 -> D0
self.input_proj = nn.Linear(1, self.d0)
# Stage 0
self.enc0 = Mamba2Encoder(self.d0, depth=depth_enc0, dropout=dropout)
self.router0 = RoutingModule(self.d0)
delta = self.d1 - self.d0
self.pad_vec = nn.Parameter(torch.zeros(delta)) if delta > 0 else None
self.target_ratio0 = target_ratio0
# Stage 1
self.enc1 = Mamba2Encoder(self.d1, depth=depth_enc1, dropout=dropout)
self.router1 = RoutingModule(self.d1)
self.target_ratio1 = target_ratio1
def _expand_width(self, x):
if self.pad_vec is None:
return x
B, L, _ = x.shape
return torch.cat([x, self.pad_vec.view(1, 1, -1).expand(B, L, -1)], dim=-1)
@staticmethod
def _ratio_loss(boundary_mask: torch.Tensor, boundary_prob: torch.Tensor, target_ratio: float) -> torch.Tensor:
eps = 1e-6
F_act = boundary_mask.float().mean(dim=1) # (B,)
G_prob = boundary_prob[..., 1].mean(dim=1) # (B,)
N = 1.0 / max(target_ratio, eps)
loss = N / (N - 1.0 + eps) * (((N - 1.0) * F_act * G_prob) + (1.0 - F_act) * (1.0 - G_prob))
return loss.mean()
def forward(self, x):
"""
x: (B, nvars, L)
内存优化版本及时删除中间tensor
"""
B, nvars, L = x.shape
x = x.reshape(B * nvars, L, 1)
x = self.input_proj(x) # (B*nvars, L, D0)
# Stage 0
h0 = self.enc0(x) # (B*nvars, L, D0)
p0, bm0, _ = self.router0(h0)
h0_sel, mask0, len0 = select_and_right_pad(h0, bm0) # (B*nvars, L0_max, D0)
# 及时删除不需要的tensor
del h0
# h0_sel = self._expand_width(h0_sel) # (B*nvars, L0_max, D1)
# Stage 1
#h1 = self.enc1(h0_sel) # (B*nvars, L0_max, D1)
#p1, bm1, _ = self.router1(h1)
#bm1 = bm1 & mask0
#h1_sel, mask1, len1 = select_and_right_pad(h1, bm1) # (B*nvars, L1_max, D1)
# 及时删除中间tensor
#del h1, h0_sel
# 计算ratio loss时使用detach避免保存计算图
ratio_loss0 = self._ratio_loss(bm0, p0, target_ratio=self.target_ratio0)
# ratio_loss1 = self._ratio_loss(bm1, p1, target_ratio=self.target_ratio1)
# 简化aux字典只保存必要信息
aux = {
"stage0": {"boundary_mask": bm0.detach(), "boundary_prob": p0.detach(), "lengths": len0.detach()},
# "stage1": {"boundary_mask": bm1.detach(), "boundary_prob": p1.detach(), "lengths": len1.detach()},
"ratio_loss0": ratio_loss0,
# "ratio_loss1": ratio_loss1,
}
return h0_sel, mask0, nvars, aux
# -------------------- Encoder/EncoderLayer带 key_padding_mask 透传) --------------------
class EncoderLayerWithMask(nn.Module):
"""
与原EncoderLayer结构一致但 forward 增加 key_padding_mask并传入 AttentionLayer。
FFN 用简单的 MLP与常规Transformer一致
"""
def __init__(self, attention: AttentionLayer, d_model, d_ff, dropout=0.1, activation="gelu"):
super().__init__()
self.attention = attention
self.dropout = nn.Dropout(dropout)
self.norm1 = nn.LayerNorm(d_model)
self.norm2 = nn.LayerNorm(d_model)
if activation == "relu":
act = nn.ReLU()
elif activation == "gelu":
act = nn.GELU()
else:
raise ValueError(f"Unsupported activation: {activation}")
self.ffn = nn.Sequential(
nn.Linear(d_model, d_ff),
act,
nn.Dropout(dropout),
nn.Linear(d_ff, d_model),
)
def forward(self, x, attn_mask=None, tau=None, delta=None, key_padding_mask=None):
# Multi-head attention with key padding mask
attn_out, attn = self.attention(
x, x, x, attn_mask, tau=tau, delta=delta, key_padding_mask=key_padding_mask
)
x = x + self.dropout(attn_out)
x = self.norm1(x)
# FFN
y = self.ffn(x)
x = x + self.dropout(y)
x = self.norm2(x)
return x, attn
class EncoderWithMask(nn.Module):
"""
与原Encoder类似但 forward 支持 key_padding_mask并传递给每一层的注意力。
"""
def __init__(self, attn_layers, norm_layer=None):
super().__init__()
self.attn_layers = nn.ModuleList(attn_layers)
self.norm = norm_layer
def forward(self, x, attn_mask=None, key_padding_mask=None):
attns = []
for attn_layer in self.attn_layers:
x, attn = attn_layer(x, attn_mask=attn_mask, key_padding_mask=key_padding_mask)
attns.append(attn)
if self.norm is not None:
x = self.norm(x)
return x, attns
# -------------------- 门控注意力聚合 + 任务头不依赖token数保留信息 --------------------
def masked_softmax(logits: torch.Tensor, mask: torch.Tensor, dim: int = -1) -> torch.Tensor:
"""
logits: (..., T)
mask: (..., T) bool, True=有效
"""
neg_inf = torch.finfo(logits.dtype).min
logits = logits.masked_fill(~mask, neg_inf)
return torch.softmax(logits, dim=dim)
class GatedAttnAggregator(nn.Module):
"""
门控注意力聚合器(可学习查询 + mask softmax + 值端门控)
输入: x: (B*, T, D), mask: (B*, T) bool
输出: slots: (B*, R, D) 其中 R 为聚合插槽数(可配置)
"""
def __init__(self, d_model: int, num_slots: int = 4, d_att: int = None, dropout: float = 0.1):
super().__init__()
self.d_model = d_model
self.R = num_slots
self.d_att = d_att or d_model
# 可学习查询R个
self.query = nn.Parameter(torch.randn(self.R, self.d_att) / (self.d_att ** 0.5))
# 线性投影
self.key_proj = nn.Linear(d_model, self.d_att)
self.val_proj = nn.Linear(d_model, d_model)
# 值端门控逐token标量门
self.gate = nn.Sequential(
nn.Linear(d_model, d_model // 2),
nn.GELU(),
nn.Linear(d_model // 2, 1),
nn.Sigmoid()
)
self.dropout = nn.Dropout(dropout)
def forward(self, x_bt_t_d: torch.Tensor, mask_bt: torch.Tensor) -> torch.Tensor:
"""
x_bt_t_d: (B*, T, D)
mask_bt: (B*, T) bool
return: slots (B*, R, D)
"""
BStar, T, D = x_bt_t_d.shape
K = self.key_proj(x_bt_t_d) # (B*, T, d_att)
V = self.val_proj(x_bt_t_d) # (B*, T, D)
g = self.gate(x_bt_t_d) # (B*, T, 1)
Vg = V * g # 门控后的值
Q = self.query.unsqueeze(0).expand(BStar, -1, -1) # (B*, R, d_att)
logits = torch.matmul(Q, K.transpose(1, 2)) / (self.d_att ** 0.5) # (B*, R, T)
attn_mask = mask_bt.unsqueeze(1) # (B*, 1, T)
attn = masked_softmax(logits, attn_mask, dim=-1)
attn = self.dropout(attn)
slots = torch.matmul(attn, Vg) # (B*, R, D)
return slots
class AttnPoolHeadForecast(nn.Module):
"""
预测任务头:门控注意力聚合到 R 个slots再映射到 target_windowpred_len
输出:(B, pred_len, nvars)
"""
def __init__(self, d_model: int, target_window: int, num_slots: int = 4, dropout: float = 0.1):
super().__init__()
self.agg = GatedAttnAggregator(d_model, num_slots=num_slots, dropout=dropout)
self.proj = nn.Sequential(
nn.LayerNorm(num_slots * d_model),
nn.Linear(num_slots * d_model, target_window),
)
self.dropout = nn.Dropout(dropout)
def forward(self, enc_out_bt_t_d: torch.Tensor, key_padding_mask_bt: torch.Tensor, n_vars: int, B: int):
slots = self.agg(enc_out_bt_t_d, key_padding_mask_bt) # (B*, R, D)
slots = slots.reshape(B, n_vars, -1) # (B, nvars, R*D)
out = self.proj(self.dropout(slots)) # (B, nvars, pred_len)
return out.permute(0, 2, 1) # (B, pred_len, nvars)
class AttnPoolHeadSeq(nn.Module):
"""
序列重建头:门控注意力聚合后映射到 seq_len
输出:(B, seq_len, nvars)
"""
def __init__(self, d_model: int, target_window: int, num_slots: int = 4, dropout: float = 0.1):
super().__init__()
self.agg = GatedAttnAggregator(d_model, num_slots=num_slots, dropout=dropout)
self.proj = nn.Sequential(
nn.LayerNorm(num_slots * d_model),
nn.Linear(num_slots * d_model, target_window),
)
self.dropout = nn.Dropout(dropout)
def forward(self, enc_out_bt_t_d: torch.Tensor, key_padding_mask_bt: torch.Tensor, n_vars: int, B: int):
slots = self.agg(enc_out_bt_t_d, key_padding_mask_bt) # (B*, R, D)
slots = slots.reshape(B, n_vars, -1) # (B, nvars, R*D)
out = self.proj(self.dropout(slots)) # (B, nvars, seq_len)
return out.permute(0, 2, 1) # (B, seq_len, nvars)
class AttnPoolHeadCls(nn.Module):
"""
分类头:每变量先门控注意力聚合到 R 个slots拼接所有变量后线性分类。
输出:(B, num_class)
"""
def __init__(self, d_model: int, n_vars: int, num_class: int, num_slots: int = 4, dropout: float = 0.1):
super().__init__()
self.agg = GatedAttnAggregator(d_model, num_slots=num_slots, dropout=dropout)
self.dropout = nn.Dropout(dropout)
self.proj = nn.Sequential(
nn.LayerNorm(n_vars * num_slots * d_model),
nn.Linear(n_vars * num_slots * d_model, num_class),
)
self.n_vars = n_vars
self.num_slots = num_slots
self.d_model = d_model
def forward(self, enc_out_bt_t_d: torch.Tensor, key_padding_mask_bt: torch.Tensor, n_vars: int, B: int):
slots = self.agg(enc_out_bt_t_d, key_padding_mask_bt) # (B*, R, D)
slots = slots.reshape(B, n_vars, self.num_slots * self.d_model) # (B, nvars, R*D)
flat = self.dropout(slots.reshape(B, -1)) # (B, nvars*R*D)
return self.proj(flat)
# -------------------- 主模型两层DC(比率控制) + 带mask的Encoder + 门控聚合头 --------------------
class Transpose(nn.Module):
def __init__(self, *dims, contiguous=False):
super().__init__()
self.dims, self.contiguous = dims, contiguous
def forward(self, x):
return x.transpose(*self.dims).contiguous() if self.contiguous else x.transpose(*self.dims)
class Model(nn.Module):
"""
PatchTST with DC and masked attention + gated heads:
- 用两层 Mamba2 编码器 + 动态分块 替代 PatchEmbedding
- DC 使用 ratio losstarget_ratio0/1控制压缩强度随层级加深序列变短d_model 变大D0->D1
- 注意力传入 key_padding_mask 屏蔽pad
- 头部使用门控注意力聚合不依赖token数信息保留更充分
"""
def __init__(
self, configs,
d_model_stage0=None, # D0默认= d_model // 2
depth_enc0=1, depth_enc1=1,
target_ratio0=0.25, # 约等于 1/N0
target_ratio1=0.5, # 约等于 1/N1
agg_slots=4, # 门控聚合的slot数
):
super().__init__()
self.task_name = configs.task_name
self.seq_len = configs.seq_len
self.pred_len = configs.pred_len
self.enc_in = configs.enc_in
# DC 嵌入
D1 = configs.d_model
D0 = d_model_stage0 if d_model_stage0 is not None else max(16, D1 // 2)
assert D1 >= D0, "要求 D0 <= D1"
self.dc_embedding = DCEmbedding2StageVarLen(
d_model_out=D1,
d_model_stage0=D0,
depth_enc0=depth_enc0,
depth_enc1=depth_enc1,
dropout=configs.dropout,
target_ratio0=target_ratio0,
target_ratio1=target_ratio1,
)
# 带mask的Encoder
attn_layers = [
EncoderLayerWithMask(
AttentionLayer(
FullAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False),
D1, configs.n_heads
),
d_model=D1,
d_ff=configs.d_ff,
dropout=configs.dropout,
activation=configs.activation
) for _ in range(configs.e_layers)
]
self.encoder = EncoderWithMask(
attn_layers,
norm_layer=nn.Sequential(Transpose(1, 2), nn.BatchNorm1d(D1), Transpose(1, 2))
)
# 门控聚合头与token数无关
if self.task_name in ('long_term_forecast', 'short_term_forecast'):
self.head = AttnPoolHeadForecast(D1, self.pred_len, num_slots=agg_slots, dropout=configs.dropout)
elif self.task_name in ('imputation', 'anomaly_detection'):
self.head = AttnPoolHeadSeq(D1, self.seq_len, num_slots=agg_slots, dropout=configs.dropout)
elif self.task_name == 'classification':
self.head_cls = AttnPoolHeadCls(D1, n_vars=self.enc_in, num_class=configs.num_class, num_slots=agg_slots, dropout=configs.dropout)
# --------- 归一化/反归一化 ---------
def _pre_norm(self, x):
means = x.mean(1, keepdim=True).detach()
x = x - means
stdev = torch.sqrt(torch.var(x, dim=1, keepdim=True, unbiased=False) + 1e-5)
x = x / stdev
return x, means, stdev
def _denorm(self, y, means, stdev, length):
return y * (stdev[:, 0, :].unsqueeze(1).repeat(1, length, 1)) + \
(means[:, 0, :].unsqueeze(1).repeat(1, length, 1))
# --------- DC + Transformer Encoder携带 key_padding_mask ----------
def _embed_and_encode(self, x_enc):
"""
x_enc: (B, L, C)
返回:
enc_out: (B*nvars, T_max, D1)
n_vars: int
key_padding_mask: (B*nvars, T_max)
aux: dict
"""
B, L, C = x_enc.shape
x_vars = x_enc.permute(0, 2, 1) # (B, nvars, L)
enc_out, key_padding_mask, n_vars, aux = self.dc_embedding(x_vars)
enc_out, _ = self.encoder(enc_out, attn_mask=None, key_padding_mask=key_padding_mask)
return enc_out, n_vars, key_padding_mask, B, aux
# --------- 各任务前向 ---------
def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
x_enc, means, stdev = self._pre_norm(x_enc)
enc_out, n_vars, key_padding_mask, B, aux = self._embed_and_encode(x_enc)
dec_out = self.head(enc_out, key_padding_mask, n_vars, B) # (B, pred_len, nvars)
dec_out = self._denorm(dec_out, means, stdev, self.pred_len)
return dec_out, aux
def imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask):
means = torch.sum(x_enc, dim=1) / torch.sum(mask == 1, dim=1)
means = means.unsqueeze(1).detach()
x = x_enc - means
x = x.masked_fill(mask == 0, 0)
stdev = torch.sqrt(torch.sum(x * x, dim=1) / torch.sum(mask == 1, dim=1) + 1e-5)
stdev = stdev.unsqueeze(1).detach()
x = x / stdev
enc_out, n_vars, key_padding_mask, B, aux = self._embed_and_encode(x)
dec_out = self.head(enc_out, key_padding_mask, n_vars, B) # (B, seq_len, nvars)
dec_out = self._denorm(dec_out, means, stdev, self.seq_len)
return dec_out, aux
def anomaly_detection(self, x_enc):
x_enc, means, stdev = self._pre_norm(x_enc)
enc_out, n_vars, key_padding_mask, B, aux = self._embed_and_encode(x_enc)
dec_out = self.head(enc_out, key_padding_mask, n_vars, B) # (B, seq_len, nvars)
dec_out = self._denorm(dec_out, means, stdev, self.seq_len)
return dec_out, aux
def classification(self, x_enc, x_mark_enc):
x_enc, _, _ = self._pre_norm(x_enc)
enc_out, n_vars, key_padding_mask, B, aux = self._embed_and_encode(x_enc)
logits = self.head_cls(enc_out, key_padding_mask, n_vars, B) # (B, num_class)
return logits, aux
def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
if self.task_name in ('long_term_forecast', 'short_term_forecast'):
dec_out, aux = self.forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
return dec_out[:, -self.pred_len:, :], aux # [B, L, D], aux含ratio losses
if self.task_name == 'imputation':
dec_out, aux = self.imputation(x_enc, x_mark_enc, x_dec, x_mark_dec, mask)
return dec_out, aux
if self.task_name == 'anomaly_detection':
dec_out, aux = self.anomaly_detection(x_enc)
return dec_out, aux
if self.task_name == 'classification':
logits, aux = self.classification(x_enc, x_mark_enc)
return logits, aux
return None, None

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from dataclasses import dataclass
from typing import Optional, Literal, List
import torch
import torch.nn as nn
import torch.nn.functional as F
# 来自你的代码库(可直接使用)
from hnet.modules.dc import RoutingModule, ChunkLayer
from hnet.modules.isotropic import Isotropic
from hnet.models.config_hnet import HNetConfig, SSMConfig, AttnConfig
# -------------------- 辅助 --------------------
def create_isotropic_encoder(d_model, arch="m", height=4, device=None, dtype=None):
"""创建简化的Isotropic编码器"""
factory_kwargs = {"device": device, "dtype": dtype}
# 创建HNetConfig确保list字段有足够的元素
config = HNetConfig(
arch_layout=[f"{arch}{height}"],
d_model=[d_model],
d_intermediate=[d_model * 2],
ssm_cfg=SSMConfig(
d_conv=4,
expand=2,
d_state=128,
chunk_size=256
),
attn_cfg=AttnConfig(
num_heads=[8], # 确保有至少一个元素
rotary_emb_dim=[0], # 确保有至少一个元素
window_size=[-1] # 确保有至少一个元素
)
)
return Isotropic(
config=config,
pos_idx=0,
stage_idx=0,
**factory_kwargs
)
def ratio_loss(boundary_mask: torch.Tensor, boundary_prob: torch.Tensor, target_N: int) -> torch.Tensor:
F_act = boundary_mask.float().mean(dim=1) # (B,)
G_prob = boundary_prob[..., 1].mean(dim=1) # (B,)
N = float(target_N)
loss = N / (N - 1.0) * (((N - 1.0) * F_act) + (1.0 - F_act) * (1.0 - G_prob))
return loss.mean()
def masked_mean(x: torch.Tensor, mask: torch.Tensor) -> torch.Tensor:
mask_f = mask.float().unsqueeze(-1) # (B, L, 1)
s = (x * mask_f).sum(dim=1) # (B, D)
denom = mask_f.sum(dim=1).clamp_min(1.0)
return s / denom
# -------------------- 多层Encoder金字塔每层Mamba2 + 路由下采样,只有最终有主网络 --------------------
class PyramidEncoders_NoDechunk(nn.Module):
"""
层级结构(仅编码器逐层压缩;主网络只在最终一层):
输入 x0: (B, L0, 1)
- 线性升维 -> D0
For s = 0..S-1:
Es(Mamba2, D_s) -> h_s (B, L_s, D_s)
路由 + 下采样 -> x_{s+1} (B, L_{s+1}, D_s), mask_{s+1}
维度扩展 D_s -> D_{s+1}(拼接共享向量)
最终 x_S: (B, L_S, D_S) 送入单一主网络 M (Transformer/Mamba)
跨尺度融合(不去分块):融合 E^0 的 pooled_enc0 与 主网络 pooled_main
"""
def __init__(
self,
d_models: List[int], # [D0, D1, ..., D_S] 单调非降
encoder_cfg_per_stage: List[dict], # S个编码器配置必须 arch='m'/'M'
main_cfg: dict, # 单一主网络配置(在最压缩序列上工作)
fusion_dropout: float = 0.1,
dtype: Optional[torch.dtype] = None,
device: Optional[torch.device] = None,
):
super().__init__()
factory_kwargs = {"device": device, "dtype": dtype}
assert len(d_models) >= 1
S = len(d_models) - 1
assert S == len(encoder_cfg_per_stage), "stage数等于encoder配置数"
for i in range(S):
assert d_models[i+1] >= d_models[i], "需满足 D_s <= D_{s+1}(宽度单调增加)"
assert encoder_cfg_per_stage[i].get("arch", "m") in ("m", "M"), "Encoder必须为Mamba2"
self.S = S
self.d_models = d_models
# 输入升维到 D0
self.input_proj = nn.Linear(1, d_models[0], **factory_kwargs)
# 每层编码器 + 路由 + 下采样 + 扩宽参数
self.encoders = nn.ModuleList()
self.routers = nn.ModuleList()
self.chunks = nn.ModuleList()
self.pad_vectors = nn.ParameterList()
for s in range(S):
self.encoders.append(
create_isotropic_encoder(
d_model=d_models[s],
**{k: v for k, v in encoder_cfg_per_stage[s].items() if k != "d_model"},
**factory_kwargs
)
)
self.routers.append(RoutingModule(d_models[s], **factory_kwargs))
self.chunks.append(ChunkLayer())
delta = d_models[s+1] - d_models[s]
self.pad_vectors.append(nn.Parameter(torch.zeros(delta, **factory_kwargs)) if delta > 0 else nn.Parameter(torch.empty(0, **factory_kwargs)))
# 最终唯一的主网络:在 D_S & L_S 上运行
self.main_network = create_isotropic_encoder(
d_model=d_models[-1],
**{k: v for k, v in main_cfg.items() if k != "d_model"},
**factory_kwargs
)
# 跨尺度融合:将 pooled_enc0(D0) 投到 D_S 并与 pooled_main(D_S) 融合 -> D_S
self.proj_enc0_to_DS = nn.Linear(d_models[0], d_models[-1], **factory_kwargs)
self.fusion_head = nn.Sequential(
nn.Linear(d_models[-1] + d_models[-1], d_models[-1], **factory_kwargs),
nn.GELU(),
nn.Dropout(fusion_dropout),
nn.Linear(d_models[-1], d_models[-1], **factory_kwargs),
)
def _expand_width(self, x: torch.Tensor, pad_vec: nn.Parameter) -> torch.Tensor:
if pad_vec.numel() == 0:
return x
early = x.shape[:-1]
return torch.cat([x, pad_vec.expand(*early, -1)], dim=-1)
def forward(self, x_scalar: torch.Tensor, mask: Optional[torch.Tensor] = None, return_seq: bool = False):
"""
x_scalar: (B, L) 或 (B, L, 1)
mask: (B, L) bool
返回:
fused_vec: (B, D_S)
debug: 可选
aux: 包含各层路由信息供ratio loss
"""
if x_scalar.dim() == 2:
x_scalar = x_scalar.unsqueeze(-1) # (B, L, 1)
B, L, _ = x_scalar.shape
device = x_scalar.device
if mask is None:
mask = torch.ones(B, L, dtype=torch.bool, device=device)
# 初始升维到 D0
x = self.input_proj(x_scalar) # (B, L0, D0)
cur_mask = mask
pooled_enc0 = None
aux_per_stage = []
seq_debug = [] if return_seq else None
# 逐层Encoder(Mamba2)->Routing->Chunk->Expand D
for s in range(self.S):
d_in = self.d_models[s]
# 细粒度编码(未压缩序列)
h_enc = self.encoders[s](x, mask=cur_mask) # (B, L_s, D_s)
if s == 0:
pooled_enc0 = masked_mean(h_enc, cur_mask) # (B, D0)
# 路由 + 下采样(得到更短序列)
bpred = self.routers[s](h_enc, mask=cur_mask)
x_next, _, _, mask_next = self.chunks[s](h_enc, bpred.boundary_mask, mask=cur_mask) # (B, L_{s+1}, D_s)
# 扩展宽度 D_s -> D_{s+1}
x_next = self._expand_width(x_next, self.pad_vectors[s]) # (B, L_{s+1}, D_{s+1})
# 推进到下一层
x, cur_mask = x_next, mask_next
aux_per_stage.append({
"boundary_mask": bpred.boundary_mask,
"boundary_prob": bpred.boundary_prob,
"selected_probs": bpred.selected_probs,
})
if return_seq:
seq_debug.append({"stage": s, "seq": x, "mask": cur_mask})
# 现在 x: (B, L_S, D_S), cur_mask: (B, L_S)
# 最终单一主网络在最压缩序列上
h_main = self.main_network(x, mask=cur_mask) # (B, L_S, D_S)
# 主网络池化
if cur_mask is None:
pooled_main = h_main.mean(dim=1) # (B, D_S)
else:
pooled_main = (h_main * cur_mask.float().unsqueeze(-1)).sum(dim=1) / \
cur_mask.float().sum(dim=1, keepdim=True).clamp_min(1.0)
# 跨尺度融合E^0 全局池化 与 主网络池化
pooled_enc0_in_DS = self.proj_enc0_to_DS(pooled_enc0) # (B, D_S)
fused = torch.cat([pooled_enc0_in_DS, pooled_main], dim=-1) # (B, 2*D_S)
fused = self.fusion_head(fused) # (B, D_S)
aux = {"per_stage": aux_per_stage}
if return_seq:
return fused, {"stages": seq_debug, "main_seq": h_main, "main_mask": cur_mask}, aux
else:
return fused, None, aux
# -------------------- 顶层:多通道融合 + 分类头(仅一个主网络) --------------------
@dataclass
class HierEncodersSingleMainConfig:
num_channels: int
d_models: List[int] # [D0, D1, ..., D_S] 单调非降
num_classes: int
encoder_cfg_per_stage: List[dict] # S个编码器配置均为Mamba2, height≈4
main_cfg: dict # 单一主网络配置Transformer或Mamba2d_model自动用D_S
target_compression_N_per_stage: List[int]
share_channel: bool = True
fusion_across_channels: Literal["mean", "concat"] = "mean"
dropout: float = 0.1
class HierEncodersSingleMainClassifier(nn.Module):
def __init__(self, cfg: HierEncodersSingleMainConfig, dtype=None, device=None):
super().__init__()
self.cfg = cfg
factory_kwargs = {"dtype": dtype, "device": device}
S = len(cfg.d_models) - 1
assert S == len(cfg.encoder_cfg_per_stage) == len(cfg.target_compression_N_per_stage), "stage数不一致"
if cfg.share_channel:
self.channel_encoder = PyramidEncoders_NoDechunk(
d_models=cfg.d_models,
encoder_cfg_per_stage=cfg.encoder_cfg_per_stage,
main_cfg=cfg.main_cfg,
**factory_kwargs,
)
else:
self.channel_encoder = nn.ModuleList([
PyramidEncoders_NoDechunk(
d_models=cfg.d_models,
encoder_cfg_per_stage=cfg.encoder_cfg_per_stage,
main_cfg=cfg.main_cfg,
**factory_kwargs,
)
for _ in range(cfg.num_channels)
])
fusion_dim = (cfg.num_channels * cfg.d_models[-1]) if cfg.fusion_across_channels == "concat" \
else cfg.d_models[-1]
self.dropout = nn.Dropout(cfg.dropout)
self.head = nn.Linear(fusion_dim, cfg.num_classes, **factory_kwargs)
def forward(self, x: torch.Tensor, mask: Optional[torch.Tensor] = None, return_seq: bool = False):
"""
x: (B, L, N) 多通道输入
mask: (B, L) 时序mask
"""
B, L, N = x.shape
assert N == self.cfg.num_channels
channel_vecs: List[torch.Tensor] = []
ratio_losses = []
seq_dbg_all = [] if return_seq else None
for c in range(N):
x_c = x[..., c] # (B, L)
if self.cfg.share_channel:
vec, seq_dbg, aux = self.channel_encoder(x_c, mask=mask, return_seq=return_seq)
else:
vec, seq_dbg, aux = self.channel_encoder[c](x_c, mask=mask, return_seq=return_seq)
# ratio loss 累加每个encoder stage一项
total_rl = 0.0
for s, aux_s in enumerate(aux["per_stage"]):
rl = ratio_loss(aux_s["boundary_mask"], aux_s["boundary_prob"], self.cfg.target_compression_N_per_stage[s])
total_rl = total_rl + rl
ratio_losses.append(total_rl)
channel_vecs.append(vec)
if return_seq:
seq_dbg_all.append(seq_dbg)
if self.cfg.fusion_across_channels == "concat":
fused = torch.cat(channel_vecs, dim=-1) # (B, N*D_S)
else:
fused = torch.stack(channel_vecs, dim=1).mean(dim=1) # (B, D_S)
fused = self.dropout(fused)
logits = self.head(fused)
aux_all = {"ratio_loss": torch.stack(ratio_losses).mean()}
if return_seq:
return logits, seq_dbg_all, aux_all
else:
return logits, None, aux_all
# -------------------- 使用示例 --------------------
if __name__ == "__main__":
"""
符合要求:
- 多层仅增加编码器数量每层Mamba2 + 动态分块),主网络只有最终一个
- 序列长度逐层缩短由DC决定通道维度 d_model 单调增大SpaceByte式共享向量拼接
- 不使用去分块dechunk跨尺度融合用 E^0 的全局池化 + 最终主网络池化
"""
B, L, N = 8, 1024, 6
num_classes = 7
d_models = [128, 256, 512] # D0 <= D1 <= D2
encoder_cfg_per_stage = [
dict(arch="m", height=4, ssm_cfg=dict(), attn_cfg=dict()), # stage 0 encoder (Mamba2)
dict(arch="m", height=4, ssm_cfg=dict(), attn_cfg=dict()), # stage 1 encoder (Mamba2)
]
main_cfg = dict(
arch="T", height=12, ssm_cfg=dict(), attn_cfg=dict(num_heads=8) # 最终主网络(较重)
)
target_compression_N_per_stage = [4, 4]
cfg = HierEncodersSingleMainConfig(
num_channels=N,
d_models=d_models,
num_classes=num_classes,
encoder_cfg_per_stage=encoder_cfg_per_stage,
main_cfg=main_cfg,
target_compression_N_per_stage=target_compression_N_per_stage,
share_channel=True,
fusion_across_channels="mean",
dropout=0.1,
)
model = HierEncodersSingleMainClassifier(cfg).cuda().train()
x = torch.randn(B, L, N, device="cuda")
mask = torch.ones(B, L, dtype=torch.bool, device="cuda")
logits, _, aux = model(x, mask=mask, return_seq=False)
y = torch.randint(0, num_classes, (B,), device="cuda")
cls_loss = F.cross_entropy(logits, y)
ratio_reg = 0.03 * aux["ratio_loss"]
loss = cls_loss + ratio_reg
loss.backward()
print("logits:", logits.shape, "loss:", float(loss))

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import torch
import torch.nn as nn
import torch.nn.functional as F
from mamba_ssm import Mamba2
class ValueEmbedding(nn.Module):
"""
对每个时间步的单通道标量做线性投影到 d_model并可选 Dropout。
不包含 temporal embedding 和 positional embedding。
"""
def __init__(self, in_dim: int, d_model: int, dropout: float = 0.0, bias: bool = True):
super().__init__()
self.proj = nn.Linear(in_dim, d_model, bias=bias)
self.dropout = nn.Dropout(dropout) if dropout and dropout > 0.0 else nn.Identity()
def forward(self, x: torch.Tensor) -> torch.Tensor:
# x: [B, L, 1] -> [B, L, d_model]
return self.dropout(self.proj(x))
class ChannelMambaBlock(nn.Module):
"""
针对单个通道的两层 Mamba-2 处理块:
- 输入: [B, L, 1],先做投影到 d_model
- 两层 Mamba2且在第一层输出和第二层输出均添加残差连接
- 每层后接 LayerNorm
- 输出: [B, L, d_model]
"""
def __init__(self, d_model: int, dropout: float, m2_kwargs: dict):
super().__init__()
self.embed = ValueEmbedding(in_dim=1, d_model=d_model, dropout=dropout, bias=True)
# 两层 Mamba-2
self.mamba1 = Mamba2(d_model=d_model, **m2_kwargs)
self.mamba2 = Mamba2(d_model=d_model, **m2_kwargs)
# 每层后接的归一化
self.ln1 = nn.LayerNorm(d_model)
self.ln2 = nn.LayerNorm(d_model)
def forward(self, x_ch: torch.Tensor) -> torch.Tensor:
# x_ch: [B, L, 1]
x = self.embed(x_ch) # [B, L, d_model]
# 第一层 + 残差
y1 = self.mamba1(x) # [B, L, d_model]
y1 = self.ln1(x + y1) # 残差1 + LN
# 第二层 + 残差
y2 = self.mamba2(y1) # [B, L, d_model]
y2 = self.ln2(y1 + y2) # 残差2 + LN
return y2 # [B, L, d_model]
class Model(nn.Module):
"""
按通道独立处理的 Mamba-2 分类模型:
- 将输入的每个通道拆开,分别使用独立的两层 Mamba2含两处残差
- 每个通道得到 [B, L, d_model] 输出
- 取各通道最后时间步的表示拼接,接分类头
输入:
- x_enc: [B, L, D] 多变量时间序列
输出:
- logits: [B, num_class]
"""
def __init__(self, configs):
super().__init__()
self.task_name = getattr(configs, 'task_name', 'classification')
assert self.task_name == 'classification', "当前模型仅实现 classification 任务"
# 基本配置
self.enc_in = configs.enc_in # 通道数 D
self.d_model = configs.d_model # 每通道的模型维度
self.num_class = configs.num_class
self.dropout = getattr(configs, 'dropout', 0.1)
# Mamba-2 超参数(按需从 configs 读取)
# 注意:此处不再使用 e_layers 的堆叠,而是固定每通道两层以满足“在第一层和第二层输出处添加残差”的要求
m2_kwargs = dict(
d_state=getattr(configs, 'd_state', 64),
d_conv=getattr(configs, 'd_conv', 4),
expand=getattr(configs, 'expand', 2),
headdim=getattr(configs, 'headdim', 64),
d_ssm=getattr(configs, 'd_ssm', None),
ngroups=getattr(configs, 'ngroups', 1),
A_init_range=getattr(configs, 'A_init_range', (1, 16)),
D_has_hdim=getattr(configs, 'D_has_hdim', False),
rmsnorm=getattr(configs, 'rmsnorm', True),
norm_before_gate=getattr(configs, 'norm_before_gate', False),
dt_min=getattr(configs, 'dt_min', 0.001),
dt_max=getattr(configs, 'dt_max', 0.1),
dt_init_floor=getattr(configs, 'dt_init_floor', 1e-4),
dt_limit=getattr(configs, 'dt_limit', (0.0, float("inf"))),
bias=getattr(configs, 'bias', False),
conv_bias=getattr(configs, 'conv_bias', True),
chunk_size=getattr(configs, 'chunk_size', 256),
use_mem_eff_path=getattr(configs, 'use_mem_eff_path', True),
)
# 为每个通道构建独立的两层 Mamba2 处理块
self.channel_blocks = nn.ModuleList([
ChannelMambaBlock(d_model=self.d_model, dropout=self.dropout, m2_kwargs=m2_kwargs)
for _ in range(self.enc_in)
])
# 分类头:将各通道最后时间步的表示拼接后 -> GELU -> Dropout -> Linear
self.act = nn.GELU()
self.head = nn.Sequential(
nn.Dropout(self.dropout),
nn.Linear(self.d_model * self.enc_in, self.num_class)
)
def classification(self, x_enc: torch.Tensor) -> torch.Tensor:
# x_enc: [B, L, D]
B, L, D = x_enc.shape
assert D == self.enc_in, f"输入通道数 {D} 与 enc_in {self.enc_in} 不一致"
per_channel_last = []
for c in range(D):
# 取出单通道序列 [B, L] -> [B, L, 1]
x_ch = x_enc[:, :, c].unsqueeze(-1)
y_ch = self.channel_blocks[c](x_ch) # [B, L, d_model]
per_channel_last.append(y_ch[:, -1, :]) # [B, d_model]
# 拼接各通道最后时刻的表示 -> [B, D * d_model]
h_last = torch.cat(per_channel_last, dim=-1)
# 分类头
h_last = self.act(h_last)
logits = self.head(h_last) # [B, num_class]
return logits
# 与 TimesNet 的 forward 签名保持一致;忽略 x_mark_enc / x_dec / x_mark_dec / mask
def forward(self, x_enc, x_mark_enc=None, x_dec=None, x_mark_dec=None, mask=None):
return self.classification(x_enc)

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models/vanillaMamba.py Normal file
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import torch
import torch.nn as nn
import torch.nn.functional as F
from mamba_ssm import Mamba2
class ValueEmbedding(nn.Module):
"""
对每个时间步的单通道标量做线性投影到 d_model并可选 Dropout。
不包含 temporal embedding 和 positional embedding。
"""
def __init__(self, in_dim: int, d_model: int, dropout: float = 0.0, bias: bool = True):
super().__init__()
self.proj = nn.Linear(in_dim, d_model, bias=bias)
self.dropout = nn.Dropout(dropout) if dropout and dropout > 0.0 else nn.Identity()
def forward(self, x: torch.Tensor) -> torch.Tensor:
# x: [B, L, 1] -> [B, L, d_model]
return self.dropout(self.proj(x))
class ChannelMambaBlock(nn.Module):
"""
针对单个通道的两层 Mamba-2 处理块:
- 输入: [B, L, 1],先做投影到 d_model
- 两层 Mamba2且在第一层输出和第二层输出均添加残差连接
- 每层后接 LayerNorm
- 输出: [B, L, d_model]
"""
def __init__(self, d_model: int, dropout: float, m2_kwargs: dict):
super().__init__()
self.embed = ValueEmbedding(in_dim=1, d_model=d_model, dropout=dropout, bias=True)
# 两层 Mamba-2
self.mamba1 = Mamba2(d_model=d_model, **m2_kwargs)
self.mamba2 = Mamba2(d_model=d_model, **m2_kwargs)
# 每层后接的归一化
self.ln1 = nn.LayerNorm(d_model)
self.ln2 = nn.LayerNorm(d_model)
def forward(self, x_ch: torch.Tensor) -> torch.Tensor:
# x_ch: [B, L, 1]
x = self.embed(x_ch) # [B, L, d_model]
# 第一层 + 残差
y1 = self.mamba1(x) # [B, L, d_model]
y1 = self.ln1(x + y1) # 残差1 + LN
# 第二层 + 残差
y2 = self.mamba2(y1) # [B, L, d_model]
y2 = self.ln2(y1 + y2) # 残差2 + LN
return y2 # [B, L, d_model]
class Model(nn.Module):
"""
按通道独立处理的 Mamba-2 模型,支持:
- 分类:各通道独立提取,取最后时刻拼接 -> 分类头
- 长/短期预测:各通道独立提取,保留整段序列,经时间维线性映射到目标长度,再投影回标量并拼接
注意:预测输出通道数与输入通道数严格相同(逐通道预测)。
输入:
- x_enc: [B, L, D] 多变量时间序列
- x_mark_enc, x_dec, x_mark_dec, mask: 兼容接口参数(本模型在分类/预测中未使用这些标注)
输出:
- classification: logits [B, num_class]
- forecast: [B, pred_len, D]
"""
def __init__(self, configs):
super().__init__()
# 任务类型
self.task_name = getattr(configs, 'task_name', 'classification')
assert self.task_name in ['classification', 'long_term_forecast', 'short_term_forecast'], \
"只支持 classification / long_term_forecast / short_term_forecast"
# 基本配置
self.enc_in = configs.enc_in # 通道数 D
self.d_model = configs.d_model # 每通道的模型维度
self.num_class = getattr(configs, 'num_class', None)
self.dropout = getattr(configs, 'dropout', 0.1)
# 预测相关
self.seq_len = getattr(configs, 'seq_len', None)
self.pred_len = getattr(configs, 'pred_len', None)
if self.task_name in ['long_term_forecast', 'short_term_forecast']:
assert self.seq_len is not None and self.pred_len is not None, "预测任务需要 seq_len 与 pred_len"
# 输出通道必须与输入通道一致
self.c_out = getattr(configs, 'c_out', self.enc_in)
assert self.c_out == self.enc_in, "预测任务要求输出通道 c_out 与输入通道 enc_in 一致"
# Mamba-2 超参数
m2_kwargs = dict(
d_state=getattr(configs, 'd_state', 64),
d_conv=getattr(configs, 'd_conv', 4),
expand=getattr(configs, 'expand', 2),
headdim=getattr(configs, 'headdim', 64),
d_ssm=getattr(configs, 'd_ssm', None),
ngroups=getattr(configs, 'ngroups', 1),
A_init_range=getattr(configs, 'A_init_range', (1, 16)),
D_has_hdim=getattr(configs, 'D_has_hdim', False),
rmsnorm=getattr(configs, 'rmsnorm', True),
norm_before_gate=getattr(configs, 'norm_before_gate', False),
dt_min=getattr(configs, 'dt_min', 0.001),
dt_max=getattr(configs, 'dt_max', 0.1),
dt_init_floor=getattr(configs, 'dt_init_floor', 1e-4),
dt_limit=getattr(configs, 'dt_limit', (0.0, float("inf"))),
bias=getattr(configs, 'bias', False),
conv_bias=getattr(configs, 'conv_bias', True),
chunk_size=getattr(configs, 'chunk_size', 256),
use_mem_eff_path=getattr(configs, 'use_mem_eff_path', True),
)
# 为每个通道构建独立的两层 Mamba2 处理块
self.channel_blocks = nn.ModuleList([
ChannelMambaBlock(d_model=self.d_model, dropout=self.dropout, m2_kwargs=m2_kwargs)
for _ in range(self.enc_in)
])
# 分类头:将各通道最后时间步的表示拼接后 -> GELU -> Dropout -> Linear
if self.task_name == 'classification':
assert self.num_class is not None, "classification 需要提供 num_class"
self.act = nn.GELU()
self.head = nn.Sequential(
nn.Dropout(self.dropout),
nn.Linear(self.d_model * self.enc_in, self.num_class)
)
# 预测头:
# - 先对时间维做线性映射: [B, L, d_model] -> [B, pred_len, d_model]
# - 再将 d_model 投影为单通道标量: [B, pred_len, d_model] -> [B, pred_len, 1]
if self.task_name in ['long_term_forecast', 'short_term_forecast']:
self.predict_linear = nn.Linear(self.seq_len, self.pred_len)
self.projection = nn.Linear(self.d_model, 1, bias=True)
def classification(self, x_enc: torch.Tensor) -> torch.Tensor:
# x_enc: [B, L, D]
B, L, D = x_enc.shape
assert D == self.enc_in, f"输入通道数 {D} 与 enc_in {self.enc_in} 不一致"
per_channel_last = []
for c in range(D):
# 取出单通道序列 [B, L] -> [B, L, 1]
x_ch = x_enc[:, :, c].unsqueeze(-1)
y_ch = self.channel_blocks[c](x_ch) # [B, L, d_model]
per_channel_last.append(y_ch[:, -1, :]) # [B, d_model]
# 拼接各通道最后时刻的表示 -> [B, D * d_model]
h_last = torch.cat(per_channel_last, dim=-1)
# 分类头
logits = self.head(self.act(h_last)) # [B, num_class]
return logits
def forecast(self, x_enc: torch.Tensor) -> torch.Tensor:
"""
逐通道预测:
- 归一化(时间维),按通道独立提取
- 使用整段 Mamba 输出序列,经时间维线性映射到目标长度,再投影为标量
- 反归一化
返回:
dec_out: [B, L+pred_len, D],在 forward 中会取最后 pred_len 段
"""
B, L, D = x_enc.shape
assert L == self.seq_len, f"输入长度 {L} 与配置 seq_len {self.seq_len} 不一致"
assert D == self.enc_in, f"输入通道数 {D} 与 enc_in {self.enc_in} 不一致"
# Normalization (per Non-stationary Transformer)
means = x_enc.mean(1, keepdim=True).detach() # [B, 1, D]
x = x_enc - means
stdev = torch.sqrt(x.var(dim=1, keepdim=True, unbiased=False) + 1e-5) # [B, 1, D]
x = x / stdev
per_channel_seq = []
for c in range(D):
x_ch = x[:, :, c].unsqueeze(-1) # [B, L, 1]
h_ch = self.channel_blocks[c](x_ch) # [B, L, d_model]
# 时间维映射到 L + pred_len
h_ch = self.predict_linear(h_ch.permute(0, 2, 1)).permute(0, 2, 1) # [B, L+pred_len, d_model]
# 投影回单通道
y_ch = self.projection(h_ch) # [B, L+pred_len, 1]
per_channel_seq.append(y_ch)
# 拼接通道
dec_out = torch.cat(per_channel_seq, dim=-1) # [B, pred_len, D]
# De-normalization
dec_out = dec_out * stdev[:, 0, :].unsqueeze(1) + means[:, 0, :].unsqueeze(1)
return dec_out
# 与 TimesNet 的 forward 签名保持一致;忽略 x_mark_enc / x_dec / x_mark_dec / mask
def forward(self, x_enc, x_mark_enc=None, x_dec=None, x_mark_dec=None, mask=None):
if self.task_name in ['long_term_forecast', 'short_term_forecast']:
dec_out = self.forecast(x_enc) # [B, L+pred_len, D]
return dec_out[:, -self.pred_len:, :] # 仅返回预测部分 [B, pred_len, D]
elif self.task_name == 'classification':
return self.classification(x_enc)
else:
raise NotImplementedError(f"Unsupported task: {self.task_name}")