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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]
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