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