import torch import torch.nn as nn import numpy as np from math import sqrt from utils.masking import TriangularCausalMask, ProbMask from reformer_pytorch import LSHSelfAttention from einops import rearrange, repeat class DSAttention(nn.Module): '''De-stationary Attention''' def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False): super(DSAttention, self).__init__() self.scale = scale self.mask_flag = mask_flag self.output_attention = output_attention self.dropout = nn.Dropout(attention_dropout) def forward(self, queries, keys, values, attn_mask, tau=None, delta=None): B, L, H, E = queries.shape _, S, _, D = values.shape scale = self.scale or 1. / sqrt(E) tau = 1.0 if tau is None else tau.unsqueeze( 1).unsqueeze(1) # B x 1 x 1 x 1 delta = 0.0 if delta is None else delta.unsqueeze( 1).unsqueeze(1) # B x 1 x 1 x S # De-stationary Attention, rescaling pre-softmax score with learned de-stationary factors scores = torch.einsum("blhe,bshe->bhls", queries, keys) * tau + delta if self.mask_flag: if attn_mask is None: attn_mask = TriangularCausalMask(B, L, device=queries.device) scores.masked_fill_(attn_mask.mask, -np.inf) A = self.dropout(torch.softmax(scale * scores, dim=-1)) V = torch.einsum("bhls,bshd->blhd", A, values) if self.output_attention: return V.contiguous(), A else: return V.contiguous(), None class FullAttention(nn.Module): def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False): super(FullAttention, self).__init__() self.scale = scale self.mask_flag = mask_flag self.output_attention = output_attention self.dropout = nn.Dropout(attention_dropout) def forward(self, queries, keys, values, attn_mask, tau=None, delta=None): B, L, H, E = queries.shape _, S, _, D = values.shape scale = self.scale or 1. / sqrt(E) scores = torch.einsum("blhe,bshe->bhls", queries, keys) if self.mask_flag: if attn_mask is None: attn_mask = TriangularCausalMask(B, L, device=queries.device) scores.masked_fill_(attn_mask.mask, -np.inf) A = self.dropout(torch.softmax(scale * scores, dim=-1)) V = torch.einsum("bhls,bshd->blhd", A, values) if self.output_attention: return V.contiguous(), A else: return V.contiguous(), None class ProbAttention(nn.Module): def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0.1, output_attention=False): super(ProbAttention, self).__init__() self.factor = factor self.scale = scale self.mask_flag = mask_flag self.output_attention = output_attention self.dropout = nn.Dropout(attention_dropout) def _prob_QK(self, Q, K, sample_k, n_top): # n_top: c*ln(L_q) # Q [B, H, L, D] B, H, L_K, E = K.shape _, _, L_Q, _ = Q.shape # calculate the sampled Q_K K_expand = K.unsqueeze(-3).expand(B, H, L_Q, L_K, E) # real U = U_part(factor*ln(L_k))*L_q index_sample = torch.randint(L_K, (L_Q, sample_k)) K_sample = K_expand[:, :, torch.arange( L_Q).unsqueeze(1), index_sample, :] Q_K_sample = torch.matmul( Q.unsqueeze(-2), K_sample.transpose(-2, -1)).squeeze() # find the Top_k query with sparisty measurement M = Q_K_sample.max(-1)[0] - torch.div(Q_K_sample.sum(-1), L_K) M_top = M.topk(n_top, sorted=False)[1] # use the reduced Q to calculate Q_K Q_reduce = Q[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], M_top, :] # factor*ln(L_q) Q_K = torch.matmul(Q_reduce, K.transpose(-2, -1)) # factor*ln(L_q)*L_k return Q_K, M_top def _get_initial_context(self, V, L_Q): B, H, L_V, D = V.shape if not self.mask_flag: # V_sum = V.sum(dim=-2) V_sum = V.mean(dim=-2) contex = V_sum.unsqueeze(-2).expand(B, H, L_Q, V_sum.shape[-1]).clone() else: # use mask # requires that L_Q == L_V, i.e. for self-attention only assert (L_Q == L_V) contex = V.cumsum(dim=-2) return contex def _update_context(self, context_in, V, scores, index, L_Q, attn_mask): B, H, L_V, D = V.shape if self.mask_flag: attn_mask = ProbMask(B, H, L_Q, index, scores, device=V.device) scores.masked_fill_(attn_mask.mask, -np.inf) attn = torch.softmax(scores, dim=-1) # nn.Softmax(dim=-1)(scores) context_in[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :] = torch.matmul(attn, V).type_as(context_in) if self.output_attention: attns = (torch.ones([B, H, L_V, L_V]) / L_V).type_as(attn).to(attn.device) attns[torch.arange(B)[:, None, None], torch.arange(H)[ None, :, None], index, :] = attn return context_in, attns else: return context_in, None def forward(self, queries, keys, values, attn_mask, tau=None, delta=None): B, L_Q, H, D = queries.shape _, L_K, _, _ = keys.shape queries = queries.transpose(2, 1) keys = keys.transpose(2, 1) values = values.transpose(2, 1) U_part = self.factor * \ np.ceil(np.log(L_K)).astype('int').item() # c*ln(L_k) u = self.factor * \ np.ceil(np.log(L_Q)).astype('int').item() # c*ln(L_q) U_part = U_part if U_part < L_K else L_K u = u if u < L_Q else L_Q scores_top, index = self._prob_QK( queries, keys, sample_k=U_part, n_top=u) # add scale factor scale = self.scale or 1. / sqrt(D) if scale is not None: scores_top = scores_top * scale # get the context context = self._get_initial_context(values, L_Q) # update the context with selected top_k queries context, attn = self._update_context( context, values, scores_top, index, L_Q, attn_mask) return context.contiguous(), attn class AttentionLayer(nn.Module): def __init__(self, attention, d_model, n_heads, d_keys=None, d_values=None): super(AttentionLayer, self).__init__() d_keys = d_keys or (d_model // n_heads) d_values = d_values or (d_model // n_heads) self.inner_attention = attention self.query_projection = nn.Linear(d_model, d_keys * n_heads) self.key_projection = nn.Linear(d_model, d_keys * n_heads) self.value_projection = nn.Linear(d_model, d_values * n_heads) self.out_projection = nn.Linear(d_values * n_heads, d_model) self.n_heads = n_heads def forward(self, queries, keys, values, attn_mask, tau=None, delta=None): B, L, _ = queries.shape _, S, _ = keys.shape H = self.n_heads queries = self.query_projection(queries).view(B, L, H, -1) keys = self.key_projection(keys).view(B, S, H, -1) values = self.value_projection(values).view(B, S, H, -1) out, attn = self.inner_attention( queries, keys, values, attn_mask, tau=tau, delta=delta ) out = out.view(B, L, -1) return self.out_projection(out), attn class ReformerLayer(nn.Module): def __init__(self, attention, d_model, n_heads, d_keys=None, d_values=None, causal=False, bucket_size=4, n_hashes=4): super().__init__() self.bucket_size = bucket_size self.attn = LSHSelfAttention( dim=d_model, heads=n_heads, bucket_size=bucket_size, n_hashes=n_hashes, causal=causal ) def fit_length(self, queries): # inside reformer: assert N % (bucket_size * 2) == 0 B, N, C = queries.shape if N % (self.bucket_size * 2) == 0: return queries else: # fill the time series fill_len = (self.bucket_size * 2) - (N % (self.bucket_size * 2)) return torch.cat([queries, torch.zeros([B, fill_len, C]).to(queries.device)], dim=1) def forward(self, queries, keys, values, attn_mask, tau, delta): # in Reformer: defalut queries=keys B, N, C = queries.shape queries = self.attn(self.fit_length(queries))[:, :N, :] return queries, None class TwoStageAttentionLayer(nn.Module): ''' The Two Stage Attention (TSA) Layer input/output shape: [batch_size, Data_dim(D), Seg_num(L), d_model] ''' def __init__(self, configs, seg_num, factor, d_model, n_heads, d_ff=None, dropout=0.1): super(TwoStageAttentionLayer, self).__init__() d_ff = d_ff or 4 * d_model self.time_attention = AttentionLayer(FullAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False), d_model, n_heads) self.dim_sender = AttentionLayer(FullAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False), d_model, n_heads) self.dim_receiver = AttentionLayer(FullAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False), d_model, n_heads) self.router = nn.Parameter(torch.randn(seg_num, factor, d_model)) self.dropout = nn.Dropout(dropout) self.norm1 = nn.LayerNorm(d_model) self.norm2 = nn.LayerNorm(d_model) self.norm3 = nn.LayerNorm(d_model) self.norm4 = nn.LayerNorm(d_model) self.MLP1 = nn.Sequential(nn.Linear(d_model, d_ff), nn.GELU(), nn.Linear(d_ff, d_model)) self.MLP2 = nn.Sequential(nn.Linear(d_model, d_ff), nn.GELU(), nn.Linear(d_ff, d_model)) def forward(self, x, attn_mask=None, tau=None, delta=None): # Cross Time Stage: Directly apply MSA to each dimension batch = x.shape[0] time_in = rearrange(x, 'b ts_d seg_num d_model -> (b ts_d) seg_num d_model') time_enc, attn = self.time_attention( time_in, time_in, time_in, attn_mask=None, tau=None, delta=None ) dim_in = time_in + self.dropout(time_enc) dim_in = self.norm1(dim_in) dim_in = dim_in + self.dropout(self.MLP1(dim_in)) dim_in = self.norm2(dim_in) # Cross Dimension Stage: use a small set of learnable vectors to aggregate and distribute messages to build the D-to-D connection dim_send = rearrange(dim_in, '(b ts_d) seg_num d_model -> (b seg_num) ts_d d_model', b=batch) batch_router = repeat(self.router, 'seg_num factor d_model -> (repeat seg_num) factor d_model', repeat=batch) dim_buffer, attn = self.dim_sender(batch_router, dim_send, dim_send, attn_mask=None, tau=None, delta=None) dim_receive, attn = self.dim_receiver(dim_send, dim_buffer, dim_buffer, attn_mask=None, tau=None, delta=None) dim_enc = dim_send + self.dropout(dim_receive) dim_enc = self.norm3(dim_enc) dim_enc = dim_enc + self.dropout(self.MLP2(dim_enc)) dim_enc = self.norm4(dim_enc) final_out = rearrange(dim_enc, '(b seg_num) ts_d d_model -> b ts_d seg_num d_model', b=batch) return final_out