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iTransformer.py
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iTransformer.py
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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 FullAttention, AttentionLayer
from layers.Embed import DataEmbedding_inverted
import numpy as np
class Model(nn.Module):
"""
Paper link: https://arxiv.org/abs/2310.06625
"""
def __init__(self, configs):
super(Model, self).__init__()
self.task_name = configs.task_name
self.seq_len = configs.seq_len
self.pred_len = configs.pred_len
# Embedding
self.enc_embedding = DataEmbedding_inverted(configs.seq_len, configs.d_model, configs.embed, configs.freq,
configs.dropout)
# Encoder
self.encoder = Encoder(
[
EncoderLayer(
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.e_layers)
],
norm_layer=torch.nn.LayerNorm(configs.d_model)
)
# Decoder
if self.task_name == 'long_term_forecast' or self.task_name == 'short_term_forecast':
self.projection = nn.Linear(configs.d_model, configs.pred_len, bias=True)
if self.task_name == 'imputation':
self.projection = nn.Linear(configs.d_model, configs.seq_len, bias=True)
if self.task_name == 'anomaly_detection':
self.projection = nn.Linear(configs.d_model, configs.seq_len, bias=True)
if self.task_name == 'classification':
self.act = F.gelu
self.dropout = nn.Dropout(configs.dropout)
self.projection = nn.Linear(configs.d_model * configs.enc_in, configs.num_class)
def forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
# Normalization from Non-stationary Transformer
means = x_enc.mean(1, keepdim=True).detach()
x_enc = x_enc - means
stdev = torch.sqrt(torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)
x_enc /= stdev
_, _, N = x_enc.shape
# Embedding
enc_out = self.enc_embedding(x_enc, x_mark_enc)
enc_out, attns = self.encoder(enc_out, attn_mask=None)
dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N]
# De-Normalization from Non-stationary Transformer
dec_out = dec_out * (stdev[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1))
dec_out = dec_out + (means[:, 0, :].unsqueeze(1).repeat(1, self.pred_len, 1))
return dec_out
def imputation(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask):
# Normalization from Non-stationary Transformer
means = x_enc.mean(1, keepdim=True).detach()
x_enc = x_enc - means
stdev = torch.sqrt(torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)
x_enc /= stdev
_, L, N = x_enc.shape
# Embedding
enc_out = self.enc_embedding(x_enc, x_mark_enc)
enc_out, attns = self.encoder(enc_out, attn_mask=None)
dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N]
# De-Normalization from Non-stationary Transformer
dec_out = dec_out * (stdev[:, 0, :].unsqueeze(1).repeat(1, L, 1))
dec_out = dec_out + (means[:, 0, :].unsqueeze(1).repeat(1, L, 1))
return dec_out
def anomaly_detection(self, x_enc):
# Normalization from Non-stationary Transformer
means = x_enc.mean(1, keepdim=True).detach()
x_enc = x_enc - means
stdev = torch.sqrt(torch.var(x_enc, dim=1, keepdim=True, unbiased=False) + 1e-5)
x_enc /= stdev
_, L, N = x_enc.shape
# Embedding
enc_out = self.enc_embedding(x_enc, None)
enc_out, attns = self.encoder(enc_out, attn_mask=None)
dec_out = self.projection(enc_out).permute(0, 2, 1)[:, :, :N]
# De-Normalization from Non-stationary Transformer
dec_out = dec_out * (stdev[:, 0, :].unsqueeze(1).repeat(1, L, 1))
dec_out = dec_out + (means[:, 0, :].unsqueeze(1).repeat(1, L, 1))
return dec_out
def classification(self, x_enc, x_mark_enc):
# Embedding
enc_out = self.enc_embedding(x_enc, None)
enc_out, attns = self.encoder(enc_out, attn_mask=None)
# Output
output = self.act(enc_out) # the output transformer encoder/decoder embeddings don't include non-linearity
output = self.dropout(output)
output = output.reshape(output.shape[0], -1) # (batch_size, c_in * d_model)
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' or self.task_name == 'short_term_forecast':
dec_out = self.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, x_dec, x_mark_dec, mask)
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