import math import torch import torch.nn as nn import torch.nn.functional as F from einops import rearrange, repeat, einsum from layers.Embed import DataEmbedding class Model(nn.Module): """ Mamba, linear-time sequence modeling with selective state spaces O(L) Paper link: https://arxiv.org/abs/2312.00752 Implementation refernce: https://github.com/johnma2006/mamba-minimal/ """ def __init__(self, configs): super(Model, self).__init__() self.task_name = configs.task_name self.pred_len = configs.pred_len self.d_inner = configs.d_model * configs.expand self.dt_rank = math.ceil(configs.d_model / 16) self.embedding = DataEmbedding(configs.enc_in, configs.d_model, configs.embed, configs.freq, configs.dropout) self.layers = nn.ModuleList([ResidualBlock(configs, self.d_inner, self.dt_rank) for _ in range(configs.e_layers)]) self.norm = RMSNorm(configs.d_model) self.out_layer = nn.Linear(configs.d_model, configs.c_out, bias=False) def forecast(self, x_enc, x_mark_enc): mean_enc = x_enc.mean(1, keepdim=True).detach() x_enc = x_enc - mean_enc std_enc = torch.sqrt(torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5).detach() x_enc = x_enc / std_enc x = self.embedding(x_enc, x_mark_enc) for layer in self.layers: x = layer(x) x = self.norm(x) x_out = self.out_layer(x) x_out = x_out * std_enc + mean_enc return x_out def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): if self.task_name in ['short_term_forecast', 'long_term_forecast']: x_out = self.forecast(x_enc, x_mark_enc) return x_out[:, -self.pred_len:, :] class ResidualBlock(nn.Module): def __init__(self, configs, d_inner, dt_rank): super(ResidualBlock, self).__init__() self.mixer = MambaBlock(configs, d_inner, dt_rank) self.norm = RMSNorm(configs.d_model) def forward(self, x): output = self.mixer(self.norm(x)) + x return output class MambaBlock(nn.Module): def __init__(self, configs, d_inner, dt_rank): super(MambaBlock, self).__init__() self.d_inner = d_inner self.dt_rank = dt_rank self.in_proj = nn.Linear(configs.d_model, self.d_inner * 2, bias=False) self.conv1d = nn.Conv1d( in_channels = self.d_inner, out_channels = self.d_inner, bias = True, kernel_size = configs.d_conv, padding = configs.d_conv - 1, groups = self.d_inner ) # takes in x and outputs the input-specific delta, B, C self.x_proj = nn.Linear(self.d_inner, self.dt_rank + configs.d_ff * 2, bias=False) # projects delta self.dt_proj = nn.Linear(self.dt_rank, self.d_inner, bias=True) A = repeat(torch.arange(1, configs.d_ff + 1), "n -> d n", d=self.d_inner).float() self.A_log = nn.Parameter(torch.log(A)) self.D = nn.Parameter(torch.ones(self.d_inner)) self.out_proj = nn.Linear(self.d_inner, configs.d_model, bias=False) def forward(self, x): """ Figure 3 in Section 3.4 in the paper """ (b, l, d) = x.shape x_and_res = self.in_proj(x) # [B, L, 2 * d_inner] (x, res) = x_and_res.split(split_size=[self.d_inner, self.d_inner], dim=-1) x = rearrange(x, "b l d -> b d l") x = self.conv1d(x)[:, :, :l] x = rearrange(x, "b d l -> b l d") x = F.silu(x) y = self.ssm(x) y = y * F.silu(res) output = self.out_proj(y) return output def ssm(self, x): """ Algorithm 2 in Section 3.2 in the paper """ (d_in, n) = self.A_log.shape A = -torch.exp(self.A_log.float()) # [d_in, n] D = self.D.float() # [d_in] x_dbl = self.x_proj(x) # [B, L, d_rank + 2 * d_ff] (delta, B, C) = x_dbl.split(split_size=[self.dt_rank, n, n], dim=-1) # delta: [B, L, d_rank]; B, C: [B, L, n] delta = F.softplus(self.dt_proj(delta)) # [B, L, d_in] y = self.selective_scan(x, delta, A, B, C, D) return y def selective_scan(self, u, delta, A, B, C, D): (b, l, d_in) = u.shape n = A.shape[1] deltaA = torch.exp(einsum(delta, A, "b l d, d n -> b l d n")) # A is discretized using zero-order hold (ZOH) discretization deltaB_u = einsum(delta, B, u, "b l d, b l n, b l d -> b l d n") # B is discretized using a simplified Euler discretization instead of ZOH. From a discussion with authors: "A is the more important term and the performance doesn't change much with the simplification on B" # selective scan, sequential instead of parallel x = torch.zeros((b, d_in, n), device=deltaA.device) ys = [] for i in range(l): x = deltaA[:, i] * x + deltaB_u[:, i] y = einsum(x, C[:, i, :], "b d n, b n -> b d") ys.append(y) y = torch.stack(ys, dim=1) # [B, L, d_in] y = y + u * D return y class RMSNorm(nn.Module): def __init__(self, d_model, eps=1e-5): super(RMSNorm, self).__init__() self.eps = eps self.weight = nn.Parameter(torch.ones(d_model)) def forward(self, x): output = x * torch.rsqrt(x.pow(2).mean(-1, keepdim=True) + self.eps) * self.weight return output