transformer.py

import torch
import torch.nn as nn
import torch.nn.functional as F
import matplotlib.pyplot as plt
import numpy as np
import math
from math import sqrt
import os
from torch.nn.utils import weight_norm


class PositionalEmbedding(nn.Module):
    def __init__(self, d_model, max_len=5000):
        super(PositionalEmbedding, self).__init__()
        # Compute the positional encodings once in log space.
        pe = torch.zeros(max_len, d_model).float()
        pe.require_grad = False

        position = torch.arange(0, max_len).float().unsqueeze(1)
        div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()

        pe[:, 0::2] = torch.sin(position * div_term)
        pe[:, 1::2] = torch.cos(position * div_term)

        pe = pe.unsqueeze(0)
        self.register_buffer('pe', pe)

    def forward(self, x):
        return self.pe[:, :x.size(1)]


class TokenEmbedding(nn.Module):
    def __init__(self, c_in, d_model):
        super(TokenEmbedding, self).__init__()
        padding = 1 if torch.__version__ >= '1.5.0' else 2
        self.tokenConv = nn.Conv1d(in_channels=c_in, out_channels=d_model,
                                   kernel_size=3, padding=padding, padding_mode='circular', bias=False)
        for m in self.modules():
            if isinstance(m, nn.Conv1d):
                nn.init.kaiming_normal_(m.weight, mode='fan_in', nonlinearity='leaky_relu')

    def forward(self, x):
        x = self.tokenConv(x.permute(0, 2, 1)).transpose(1, 2)
        return x


class FixedEmbedding(nn.Module):
    def __init__(self, c_in, d_model):
        super(FixedEmbedding, self).__init__()

        w = torch.zeros(c_in, d_model).float()
        w.require_grad = False

        position = torch.arange(0, c_in).float().unsqueeze(1)
        div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()

        w[:, 0::2] = torch.sin(position * div_term)
        w[:, 1::2] = torch.cos(position * div_term)

        self.emb = nn.Embedding(c_in, d_model)
        self.emb.weight = nn.Parameter(w, requires_grad=False)

    def forward(self, x):
        return self.emb(x).detach()


class TemporalEmbedding(nn.Module):
    def __init__(self, d_model, embed_type='fixed', freq='h'):
        super(TemporalEmbedding, self).__init__()

        minute_size = 4
        hour_size = 24
        weekday_size = 7
        day_size = 32
        month_size = 13

        Embed = FixedEmbedding if embed_type == 'fixed' else nn.Embedding
        if freq == 't':
            self.minute_embed = Embed(minute_size, d_model)
        self.hour_embed = Embed(hour_size, d_model)
        self.weekday_embed = Embed(weekday_size, d_model)
        self.day_embed = Embed(day_size, d_model)
        self.month_embed = Embed(month_size, d_model)

    def forward(self, x):
        x = x.long()

        minute_x = self.minute_embed(x[:, :, 4]) if hasattr(self, 'minute_embed') else 0.
        hour_x = self.hour_embed(x[:, :, 3])
        weekday_x = self.weekday_embed(x[:, :, 2])
        day_x = self.day_embed(x[:, :, 1])
        month_x = self.month_embed(x[:, :, 0])

        return hour_x + weekday_x + day_x + month_x + minute_x


class TimeFeatureEmbedding(nn.Module):
    def __init__(self, d_model, embed_type='timeF', freq='h'):
        super(TimeFeatureEmbedding, self).__init__()

        freq_map = {'h': 4, 't': 5, 's': 6, 'm': 1, 'a': 1, 'w': 2, 'd': 3, 'b': 3}
        d_inp = freq_map[freq]
        self.embed = nn.Linear(d_inp, d_model, bias=False)

    def forward(self, x):
        return self.embed(x)


class DataEmbedding(nn.Module):
    def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0):
        super(DataEmbedding, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type,
                                                    freq=freq) if embed_type != 'timeF' else TimeFeatureEmbedding(
            d_model=d_model, embed_type=embed_type, freq=freq)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark):
        x = self.value_embedding(x) + self.temporal_embedding(x_mark) + self.position_embedding(x)
        return self.dropout(x)


class DataEmbedding_wo_pos(nn.Module):
    def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0):
        super(DataEmbedding_wo_pos, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type,
                                                    freq=freq) if embed_type != 'timeF' else TimeFeatureEmbedding(
            d_model=d_model, embed_type=embed_type, freq=freq)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark):
        x = self.value_embedding(x) + self.temporal_embedding(x_mark)
        return self.dropout(x)


class DataEmbedding_wo_pos_temp(nn.Module):
    def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0):
        super(DataEmbedding_wo_pos_temp, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type,
                                                    freq=freq) if embed_type != 'timeF' else TimeFeatureEmbedding(
            d_model=d_model, embed_type=embed_type, freq=freq)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark):
        x = self.value_embedding(x)
        return self.dropout(x)


class DataEmbedding_wo_temp(nn.Module):
    def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0):
        super(DataEmbedding_wo_temp, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type,
                                                    freq=freq) if embed_type != 'timeF' else TimeFeatureEmbedding(
            d_model=d_model, embed_type=embed_type, freq=freq)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark):
        x = self.value_embedding(x) + self.position_embedding(x)
        return self.dropout(x)


class TriangularCausalMask():
    def __init__(self, B, L, device="cpu"):
        mask_shape = [B, 1, L, L]
        with torch.no_grad():
            self._mask = torch.triu(torch.ones(mask_shape, dtype=torch.bool), diagonal=1).to(device)

    @property
    def mask(self):
        return self._mask


class ProbMask():
    def __init__(self, B, H, L, index, scores, device="cpu"):
        _mask = torch.ones(L, scores.shape[-1], dtype=torch.bool).to(device).triu(1)
        _mask_ex = _mask[None, None, :].expand(B, H, L, scores.shape[-1])
        indicator = _mask_ex[torch.arange(B)[:, None, None],
                    torch.arange(H)[None, :, None],
                    index, :].to(device)
        self._mask = indicator.view(scores.shape).to(device)

    @property
    def mask(self):
        return self._mask


class FullAttention(nn.Module):
    def __init__(self, mask_flag=True, factor=5, scale=None, attention_dropout=0, 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):
        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, 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)
        index_sample = torch.randint(L_K, (L_Q, sample_k))  # real U = U_part(factor*ln(L_k))*L_q
        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
            assert (L_Q == L_V)  # requires that L_Q == L_V, i.e. for self-attention only
            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):
        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):
        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
        )
        out = out.view(B, L, -1)

        return self.out_projection(out), attn


class ConvLayer(nn.Module):
    def __init__(self, c_in):
        super(ConvLayer, self).__init__()
        self.downConv = nn.Conv1d(in_channels=c_in,
                                  out_channels=c_in,
                                  kernel_size=3,
                                  padding=2,
                                  padding_mode='circular')
        self.norm = nn.BatchNorm1d(c_in)
        self.activation = nn.ELU()
        self.maxPool = nn.MaxPool1d(kernel_size=3, stride=2, padding=1)

    def forward(self, x):
        x = self.downConv(x.permute(0, 2, 1))
        x = self.norm(x)
        x = self.activation(x)
        x = self.maxPool(x)
        x = x.transpose(1, 2)
        return x


class EncoderLayer(nn.Module):
    def __init__(self, attention, d_model, d_ff=None, dropout=0, activation="relu"):
        super(EncoderLayer, self).__init__()
        d_ff = d_ff or 4 * d_model
        self.attention = attention
        self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1)
        self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1)
        self.norm1 = nn.LayerNorm(d_model)
        self.norm2 = nn.LayerNorm(d_model)
        self.dropout = nn.Dropout(dropout)
        self.activation = F.relu if activation == "relu" else F.gelu

    def forward(self, x, attn_mask=None):
        new_x, attn = self.attention(
            x, x, x,
            attn_mask=attn_mask
        )
        x = x + self.dropout(new_x)

        y = x = self.norm1(x)
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))

        return self.norm2(x + y), attn


class Encoder(nn.Module):
    def __init__(self, attn_layers, conv_layers=None, norm_layer=None):
        super(Encoder, self).__init__()
        self.attn_layers = nn.ModuleList(attn_layers)
        self.conv_layers = nn.ModuleList(conv_layers) if conv_layers is not None else None
        self.norm = norm_layer

    def forward(self, x, attn_mask=None):
        # x [B, L, D]
        attns = []
        if self.conv_layers is not None:
            for attn_layer, conv_layer in zip(self.attn_layers, self.conv_layers):
                x, attn = attn_layer(x, attn_mask=attn_mask)
                x = conv_layer(x)
                attns.append(attn)
            x, attn = self.attn_layers[-1](x)
            attns.append(attn)
        else:
            for attn_layer in self.attn_layers:
                x, attn = attn_layer(x, attn_mask=attn_mask)
                attns.append(attn)

        if self.norm is not None:
            x = self.norm(x)

        return x, attns


class DecoderLayer(nn.Module):
    def __init__(self, self_attention, cross_attention, d_model, d_ff=None,
                 dropout=0, activation="relu"):
        super(DecoderLayer, self).__init__()
        d_ff = d_ff or 4 * d_model
        self.self_attention = self_attention
        self.cross_attention = cross_attention
        self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1)
        self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1)
        self.norm1 = nn.LayerNorm(d_model)
        self.norm2 = nn.LayerNorm(d_model)
        self.norm3 = nn.LayerNorm(d_model)
        self.dropout = nn.Dropout(dropout)
        self.activation = F.relu if activation == "relu" else F.gelu

    def forward(self, x, cross, x_mask=None, cross_mask=None):
        x = x + self.dropout(self.self_attention(
            x, x, x,
            attn_mask=x_mask
        )[0])
        x = self.norm1(x)

        x = x + self.dropout(self.cross_attention(
            x, cross, cross,
            attn_mask=cross_mask
        )[0])

        y = x = self.norm2(x)
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))

        return self.norm3(x + y)


class Decoder(nn.Module):
    def __init__(self, layers, norm_layer=None, projection=None):
        super(Decoder, self).__init__()
        self.layers = nn.ModuleList(layers)
        self.norm = norm_layer
        self.projection = projection

    def forward(self, x, cross, x_mask=None, cross_mask=None):
        for layer in self.layers:
            x = layer(x, cross, x_mask=x_mask, cross_mask=cross_mask)

        if self.norm is not None:
            x = self.norm(x)

        if self.projection is not None:
            x = self.projection(x)
        return x

class Transformer(nn.Module):
    """
    Vanilla Transformer with O(L^2) complexity
    """
    def __init__(self, enc_in = 2, d_model = 16, n_heads = 2, hidden_size=48, dropout=0, d_ff = 16, 
                 factor = 1, output_attention = False, enc_layers = 2, activation = 'gelu'):
        super(Transformer, self).__init__()
        self.output_attention = output_attention

        # Embedding
        self.enc_embedding = DataEmbedding_wo_temp(enc_in,d_model)
        # self.dec_embedding = DataEmbedding_wo_temp(configs.dec_in, configs.d_model)

        # Encoder
        self.encoder = Encoder(
            [
                EncoderLayer(
                    AttentionLayer(
                        FullAttention(False, factor, attention_dropout=dropout,
                                      output_attention=output_attention), d_model, n_heads),
                    d_model,
                    d_ff,
                    dropout = dropout,
                    activation = activation
                ) for l in range(enc_layers)
            ],
            norm_layer=torch.nn.LayerNorm(d_model)
        )
        self.GMP = torch.nn.AdaptiveMaxPool1d(1, return_indices=False)

        # # Decoder
        # self.decoder = Decoder(
        #     [
        #         DecoderLayer(
        #             AttentionLayer(
        #                 FullAttention(True, configs.factor, attention_dropout=configs.dropout, output_attention=False),
        #                 configs.d_model, configs.n_heads),
        #             AttentionLayer(
        #                 FullAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False),
        #                 configs.d_model, configs.n_heads),
        #             configs.d_model,
        #             configs.d_ff,
        #             dropout=configs.dropout,
        #             activation=configs.activation,
        #         )
        #         for l in range(configs.d_layers)
        #     ],
        #     norm_layer=torch.nn.LayerNorm(configs.d_model),
        #     projection=nn.Linear(configs.d_model, configs.c_out, bias=True)
        # )

    def forward(self, x_enc, x_mark_enc=None, x_dec=None, x_mark_dec=None,
                enc_self_mask=None, dec_self_mask=None, dec_enc_mask=None):

        enc_out = self.enc_embedding(x_enc, x_mark_enc)
        # print(enc_out.shape) 
        out, attns = self.encoder(enc_out, attn_mask=enc_self_mask)
        # out [bs, num_node, embedding_dim]
        out = self.GMP(out.permute(0,2,1)).squeeze(-1)
        # 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)

        # if self.output_attention:
        #     return dec_out[:, -self.pred_len:, :], attns
        # else:
        return out  # [B, L, D]

if __name__ == '__main__':
    net = Transformer()
    a = torch.randn((1,78,2))
    print(net(a).shape)