import torch import torch.nn as nn import torch.nn.functional as F from layers.Transformer_EncDec import Encoder, EncoderLayer from layers.SelfAttention_Family import ReformerLayer from layers.Embed import DataEmbedding class Model(nn.Module): """ Reformer with O(LlogL) complexity Paper link: https://openreview.net/forum?id=rkgNKkHtvB """ def __init__(self, configs, bucket_size=4, n_hashes=4): """ bucket_size: int, n_hashes: int, """ super(Model, self).__init__() self.task_name = configs.task_name self.pred_len = configs.pred_len self.seq_len = configs.seq_len self.enc_embedding = DataEmbedding(configs.enc_in, configs.d_model, configs.embed, configs.freq, configs.dropout) # Encoder self.encoder = Encoder( [ EncoderLayer( ReformerLayer(None, configs.d_model, configs.n_heads, bucket_size=bucket_size, n_hashes=n_hashes), configs.d_model, configs.d_ff, dropout=configs.dropout, activation=configs.activation ) for l in range(configs.e_layers) ], norm_layer=torch.nn.LayerNorm(configs.d_model) ) if self.task_name == 'classification': self.act = F.gelu self.dropout = nn.Dropout(configs.dropout) self.projection = nn.Linear( configs.d_model * configs.seq_len, configs.num_class) else: self.projection = nn.Linear( configs.d_model, configs.c_out, bias=True) def long_forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): # add placeholder x_enc = torch.cat([x_enc, x_dec[:, -self.pred_len:, :]], dim=1) if x_mark_enc is not None: x_mark_enc = torch.cat( [x_mark_enc, x_mark_dec[:, -self.pred_len:, :]], dim=1) enc_out = self.enc_embedding(x_enc, x_mark_enc) # [B,T,C] enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projection(enc_out) return dec_out # [B, L, D] def short_forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec): # Normalization mean_enc = x_enc.mean(1, keepdim=True).detach() # B x 1 x E x_enc = x_enc - mean_enc std_enc = torch.sqrt(torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5).detach() # B x 1 x E x_enc = x_enc / std_enc # add placeholder x_enc = torch.cat([x_enc, x_dec[:, -self.pred_len:, :]], dim=1) if x_mark_enc is not None: x_mark_enc = torch.cat( [x_mark_enc, x_mark_dec[:, -self.pred_len:, :]], dim=1) enc_out = self.enc_embedding(x_enc, x_mark_enc) # [B,T,C] enc_out, attns = self.encoder(enc_out, attn_mask=None) dec_out = self.projection(enc_out) dec_out = dec_out * std_enc + mean_enc return dec_out # [B, L, D] def imputation(self, x_enc, x_mark_enc): enc_out = self.enc_embedding(x_enc, x_mark_enc) # [B,T,C] enc_out, attns = self.encoder(enc_out) enc_out = self.projection(enc_out) return enc_out # [B, L, D] def anomaly_detection(self, x_enc): enc_out = self.enc_embedding(x_enc, None) # [B,T,C] enc_out, attns = self.encoder(enc_out) enc_out = self.projection(enc_out) return enc_out # [B, L, D] def classification(self, x_enc, x_mark_enc): # enc enc_out = self.enc_embedding(x_enc, None) enc_out, attns = self.encoder(enc_out) # Output # the output transformer encoder/decoder embeddings don't include non-linearity output = self.act(enc_out) output = self.dropout(output) # zero-out padding embeddings output = output * x_mark_enc.unsqueeze(-1) # (batch_size, seq_length * d_model) output = output.reshape(output.shape[0], -1) output = self.projection(output) # (batch_size, num_classes) return output def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None): if self.task_name == 'long_term_forecast': dec_out = self.long_forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out[:, -self.pred_len:, :] # [B, L, D] if self.task_name == 'short_term_forecast': dec_out = self.short_forecast(x_enc, x_mark_enc, x_dec, x_mark_dec) return dec_out[:, -self.pred_len:, :] # [B, L, D] if self.task_name == 'imputation': dec_out = self.imputation(x_enc, x_mark_enc) return dec_out # [B, L, D] if self.task_name == 'anomaly_detection': dec_out = self.anomaly_detection(x_enc) return dec_out # [B, L, D] if self.task_name == 'classification': dec_out = self.classification(x_enc, x_mark_enc) return dec_out # [B, N] return None