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Unverified Commit 8abe4930 authored by Eli Simhayev's avatar Eli Simhayev Committed by GitHub
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[Time-Series] informer model (#21099) 

* added informer to gitignore

* added informer to gitignore

* WIP informer2020

* added checking that instantiate works

* added config using gluonTS by kashif

* WIP config

* adding informeConfig. need to remove FeatureEmbedder

* done InformerConfig, but need to change the names

* Done informer model init. working on enc-dec

* added things to address, after reading again enc-dec in the paper

* done modeling - checking initialization work

* added informer to gitignore

* WIP informer2020

* added checking that instantiate works

* added config using gluonTS by kashif

* WIP config

* adding informeConfig. need to remove FeatureEmbedder

* done InformerConfig, but need to change the names

* Done informer model init. working on enc-dec

* added things to address, after reading again enc-dec in the paper

* done modeling - checking initialization work

* moved enc-dec init to InformerEncoder/Decoder init

* added 'init_std' to config, now model init works!

* WIP conversion script, and added code sources

* WIP conversion script: loading original informer pth works

* WIP conversion script: change defaults in the config

* WIP conversion script: supporting Informer input embedding

* WIP conversion script: added parameters for the informer embed

* WIP conversion script: change dim_feedforward=2048

* WIP conversion script: remove unused args for loading checkpoint

* just cleaning up

* DataEmbedding removed, after thinking with Kashif

* working on forward pass

* WIP forward pass: trying to establish working batch for forward pass

* cleaning and finalizing

* adding HF names and docs

* init after cleaning works

* WIP in tests

* added docs for the informer specific args

* fix style

* undo change

* cleaning informer, now need to work only enc-dec

* initial enc-dec classes

* added encoder and decoder

* added todo

* add todos for conv_layers

* added decoder docs from vanilla

* added encoder docs from vanilla

* remove encoder decoder from the original informer

* removed AttentionLayer from the original paper

* removed TriangularCausalMask, same as decoder_attention_mask

* initial sparse attention

* use conv_layers

* fixed test_config test

* fix parenthesis when itearting zip(layers, conv_layers)

* error found in prob attention, added sizes as comments

* fix sizes

* added proposal for q_reduce indexing, and remove unused

* WIP ProbMask, and changed factor=2 for testing

* remove unused libs for this PR for creating the env

* fix checking the attn_weights.size() after bmm

* Q_reduce: changed from torch.gather to simple slicing

* WIP calculate final attn_output

* finish adding v_aggregated, attn_output ready

* changed tgt_len to u in attention_mask, need to fix the size error

* comment attention_mask for encoder, and fix if cond for v_agg

* added ProbMask support (wip), removed old original code

* finished ProbMask 😃



* Revert "remove unused libs for this PR for creating the env"

This reverts commit 11a081e09e92771e51a5d2758d53a9afb59547f0.

* fixes

* make style

* fix initial tests

* fix more tests

* dry

* make style

* remove unused files

* style

* added integration tests

* fix num_static_real_features

* fix header

* remove unused function

* fix example

* fix docs

* Update src/transformers/models/informer/configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/modeling_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* fixes for reviewer

* use prediction_length from model

* fix style

* fixed informer.mdx

* added to index

* updated readme

* undo

* make fix-copies

* typo

* fix copy

* added Informer to toctree

* in order

* fixed comments

* remove unneeded new lines in docs

* make static real and cat optional

* fix use of distil conv layers

* fixed integration test

* added checkpoint for convlayer

* make fix-copies

* updated from time series model

* make fix-copies

* copy decoder

* fix unit tests

* updated scaling config

* fix integration tests

* IGNORE_NON_TESTED

* IGNORE_NON_AUTO_CONFIGURED

* IGNORE_NON_AUTO_CONFIGURED

* updated check configs

* fix formatting

* undo change from time series

* prediction_length should not be None

* aliign with the blog: prettify ProbSparse and change attention_factor  to sampling_factor

* make style

* make fix-copies

* niels CR: update contributed by

* niels CR: update configuration_informer.py
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* niels CR: update kashif -> huggingface
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>

* niels CR: `sampling_factor` only relevant when `attention_type`=prob

* make style

* fixed U_part: added multiplication by `L_Q`

* fixed bug: remove `is not None` from `if config.distil`

* fixed test: `decoder_seq_length` to `encoder_seq_length` in cross_attentions check

* fix integration tests

* updated model hub

* do not shift as in training

* undo

* fix make-copies

* make fix-copies

* added `if prediction_length is None`

* changed `ProbSparseAttention` to `InformerProbSparseAttention`

* changed `V_sum` -> `v_mean_dim_time`

* changed `ConvLayer` to `InformerConvLayer` and fixed `super()`

* TimeSeriesTansformer->Informer in decoder's Copied from

* more descriptive in ProbSparse

* make style

* fix coped from

* Revert "added `if prediction_length is None`"

This reverts commit b4cbddfa05e3bd739b79569cd3c3b89e316f2451.

* fixed indent

* use InformerSinusoidalPositionalEmbedding

* make fix-style

* fix from #21860

* fix name

* make fix-copies

* use time series utils

* fix dec num_heads

* docstring

* added time series util doc

* _import_structure

* formatting

* changes from review

* make style

* fix docs

* fix doc

* removed NegativeLogLikelihood

---------
Co-authored-by: default avatarKashif Rasul <kashif.rasul@gmail.com>
Co-authored-by: default avatarNielsRogge <48327001+NielsRogge@users.noreply.github.com>
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README.md
View file @ 8abe4930
......@@ -354,6 +354,7 @@ Current number of checkpoints: ![](https://img.shields.io/endpoint?url=https://h
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
......
README_es.md
View file @ 8abe4930
......@@ -342,6 +342,7 @@ Número actual de puntos de control: ![](https://img.shields.io/endpoint?url=htt
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
......
README_hd.md
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......@@ -314,6 +314,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (फेसबुक से) साथ में पेपर [ह्यूबर्ट: सेल्फ सुपरवाइज्ड स्पीच रिप्रेजेंटेशन लर्निंग बाय मास्क्ड प्रेडिक्शन ऑफ हिडन यूनिट्स](https ://arxiv.org/abs/2106.07447) वेई-निंग सू, बेंजामिन बोल्टे, याओ-हंग ह्यूबर्ट त्साई, कुशाल लखोटिया, रुस्लान सालाखुतदीनोव, अब्देलरहमान मोहम्मद द्वारा।
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (बर्कले से) साथ में कागज [I-BERT: Integer-only BERT Quantization](https:// arxiv.org/abs/2101.01321) सेहून किम, अमीर घोलमी, ज़ेवेई याओ, माइकल डब्ल्यू महोनी, कर्ट केटज़र द्वारा।
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
......
README_ja.md
View file @ 8abe4930
......@@ -376,6 +376,7 @@ Flax、PyTorch、TensorFlowをcondaでインストールする方法は、それ
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook から) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed から公開された研究論文: [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447)
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley から) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer から公開された研究論文: [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321)
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI から) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever から公開された研究論文: [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/)
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI から) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever から公開された研究論文: [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf)
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia から) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou から公開された研究論文: [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318)
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia から) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou から公開された研究論文: [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740)
......
README_ko.md
View file @ 8abe4930
......@@ -291,6 +291,7 @@ Flax, PyTorch, TensorFlow 설치 페이지에서 이들을 conda로 설치하는
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook 에서) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 의 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 논문과 함께 발표했습니다.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley 에서) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 의 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 논문과 함께 발표했습니다.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI 에서) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 의 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 논문과 함께 발표했습니다.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI 에서) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever 의 [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) 논문과 함께 발표했습니다.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia 에서) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 의 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 논문과 함께 발표했습니다.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia 에서) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 의 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 논문과 함께 발표했습니다.
......
README_zh-hans.md
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......@@ -315,6 +315,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (来自 Facebook) 伴随论文 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 由 Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 发布。
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (来自 Berkeley) 伴随论文 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 由 Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 发布。
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (来自 OpenAI) 伴随论文 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 由 Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 发布。
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 由 Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 发布。
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 由 Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 发布。
......
README_zh-hant.md
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......@@ -327,6 +327,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
......
docs/source/en/_toctree.yml
View file @ 8abe4930
......@@ -614,6 +614,8 @@
title: Reinforcement learning models
- isExpanded: false
sections:
- local: model_doc/informer
title: Informer
- local: model_doc/time_series_transformer
title: Time Series Transformer
title: Time series models
......@@ -640,5 +642,7 @@
title: Utilities for Audio processing
- local: internal/file_utils
title: General Utilities
- local: internal/time_series_utils
title: Utilities for Time Series
title: Internal Helpers
title: API
docs/source/en/index.mdx
View file @ 8abe4930
......@@ -128,6 +128,7 @@ The documentation is organized into five sections:
1. **[Hubert](model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
......@@ -318,6 +319,7 @@ Flax), PyTorch, and/or TensorFlow.
| Hubert | ❌ | ❌ | ✅ | ✅ | ❌ |
| I-BERT | ❌ | ❌ | ✅ | ❌ | ❌ |
| ImageGPT | ❌ | ❌ | ✅ | ❌ | ❌ |
| Informer | ❌ | ❌ | ✅ | ❌ | ❌ |
| Jukebox | ✅ | ❌ | ✅ | ❌ | ❌ |
| LayoutLM | ✅ | ✅ | ✅ | ✅ | ❌ |
| LayoutLMv2 | ✅ | ✅ | ✅ | ❌ | ❌ |
......
docs/source/en/internal/time_series_utils.mdx 0 → 100644
View file @ 8abe4930
<!--Copyright 2023 The HuggingFace Team. All rights reserved.
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with
the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on
an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the
specific language governing permissions and limitations under the License.
-->
# Time Series Utilities
This page lists all the utility functions and classes that can be used for Time Series based models.
Most of those are only useful if you are studying the code of the time series models or you wish to add to the collection of distributional output classes.
## Distributional Output
[[autodoc]] time_series_utils.NormalOutput
[[autodoc]] time_series_utils.StudentTOutput
[[autodoc]] time_series_utils.NegativeBinomialOutput
docs/source/en/main_classes/output.mdx
View file @ 8abe4930
......@@ -164,6 +164,18 @@ documented on their corresponding model page.
[[autodoc]] modeling_outputs.XVectorOutput
## Seq2SeqTSModelOutput
[[autodoc]] modeling_outputs.Seq2SeqTSModelOutput
## Seq2SeqTSPredictionOutput
[[autodoc]] modeling_outputs.Seq2SeqTSPredictionOutput
## SampleTSPredictionOutput
[[autodoc]] modeling_outputs.SampleTSPredictionOutput
## TFBaseModelOutput
[[autodoc]] modeling_tf_outputs.TFBaseModelOutput
......
docs/source/en/model_doc/informer.mdx 0 → 100644
View file @ 8abe4930
<!--Copyright 2023 The HuggingFace Team. All rights reserved.
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with
the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on
an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the
specific language governing permissions and limitations under the License.
-->
# Informer
## Overview
The Informer model was proposed in [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting ](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
This method introduces a Probabilistic Attention mechanism to select the "active" queries rather than the "lazy" queries and provides a sparse Transformer thus mitigating the quadratic compute and memory requirements of vanilla attention.
The abstract from the paper is the following:
*Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability to capture precise long-range dependency coupling between output and input efficiently. Recent studies have shown the potential of Transformer to increase the prediction capacity. However, there are several severe issues with Transformer that prevent it from being directly applicable to LSTF, including quadratic time complexity, high memory usage, and inherent limitation of the encoder-decoder architecture. To address these issues, we design an efficient transformer-based model for LSTF, named Informer, with three distinctive characteristics: (i) a ProbSparse self-attention mechanism, which achieves O(L logL) in time complexity and memory usage, and has comparable performance on sequences' dependency alignment. (ii) the self-attention distilling highlights dominating attention by halving cascading layer input, and efficiently handles extreme long input sequences. (iii) the generative style decoder, while conceptually simple, predicts the long time-series sequences at one forward operation rather than a step-by-step way, which drastically improves the inference speed of long-sequence predictions. Extensive experiments on four large-scale datasets demonstrate that Informer significantly outperforms existing methods and provides a new solution to the LSTF problem.*
This model was contributed by [elisim](https://huggingface.co/elisim) and [kashif](https://huggingface.co/kashif).
The original code can be found [here](https://github.com/zhouhaoyi/Informer2020).
## InformerConfig
[[autodoc]] InformerConfig
## InformerModel
[[autodoc]] InformerModel
- forward
## InformerForPrediction
[[autodoc]] InformerForPrediction
- forward
\ No newline at end of file
src/transformers/__init__.py
View file @ 8abe4930
......@@ -318,6 +318,7 @@ _import_structure = {
"models.hubert": ["HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "HubertConfig"],
"models.ibert": ["IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "IBertConfig"],
"models.imagegpt": ["IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP", "ImageGPTConfig"],
"models.informer": ["INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP", "InformerConfig"],
"models.jukebox": [
"JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP",
"JukeboxConfig",
......@@ -1706,6 +1707,14 @@ else:
"load_tf_weights_in_imagegpt",
]
)
_import_structure["models.informer"].extend(
[
"INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST",
"InformerForPrediction",
"InformerModel",
"InformerPreTrainedModel",
]
)
_import_structure["models.jukebox"].extend(
[
"JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST",
......@@ -2698,6 +2707,7 @@ else:
]
_import_structure["pytorch_utils"] = ["Conv1D", "apply_chunking_to_forward", "prune_layer"]
_import_structure["sagemaker"] = []
_import_structure["time_series_utils"] = []
_import_structure["trainer"] = ["Trainer"]
_import_structure["trainer_pt_utils"] = ["torch_distributed_zero_first"]
_import_structure["trainer_seq2seq"] = ["Seq2SeqTrainer"]
......@@ -3900,6 +3910,7 @@ if TYPE_CHECKING:
from .models.hubert import HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, HubertConfig
from .models.ibert import IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, IBertConfig
from .models.imagegpt import IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP, ImageGPTConfig
from .models.informer import INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP, InformerConfig
from .models.jukebox import (
JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP,
JukeboxConfig,
......@@ -5079,6 +5090,12 @@ if TYPE_CHECKING:
ImageGPTPreTrainedModel,
load_tf_weights_in_imagegpt,
)
from .models.informer import (
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST,
InformerForPrediction,
InformerModel,
InformerPreTrainedModel,
)
from .models.jukebox import (
JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST,
JukeboxModel,
......
src/transformers/modeling_outputs.py
View file @ 8abe4930
......@@ -1464,3 +1464,161 @@ class Seq2SeqSpectrogramOutput(ModelOutput):
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
@dataclass
class Seq2SeqTSModelOutput(ModelOutput):
"""
Base class for time series model's encoder outputs that also contains pre-computed hidden states that can speed up
sequential decoding.
Args:
last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`):
Sequence of hidden-states at the output of the last layer of the decoder of the model.
If `past_key_values` is used only the last hidden-state of the sequences of shape `(batch_size, 1,
hidden_size)` is output.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the optional initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the optional initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
last_hidden_state: torch.FloatTensor = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class Seq2SeqTSPredictionOutput(ModelOutput):
"""
Base class for time series model's decoder outputs that also contain the loss as well as the parameters of the
chosen distribution.
Args:
loss (`torch.FloatTensor` of shape `(1,)`, *optional*, returned when a `future_values` is provided):
Distributional loss.
params (`torch.FloatTensor` of shape `(batch_size, num_samples, num_params)`):
Parameters of the chosen distribution.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
loss: Optional[torch.FloatTensor] = None
params: Optional[Tuple[torch.FloatTensor]] = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class SampleTSPredictionOutput(ModelOutput):
"""
Base class for time series model's predictions outputs that contains the sampled values from the chosen
distribution.
Args:
sequences (`torch.FloatTensor` of shape `(batch_size, num_samples, prediction_length)` or `(batch_size, num_samples, prediction_length, input_size)`):
Sampled values from the chosen distribution.
"""
sequences: torch.FloatTensor = None
src/transformers/models/__init__.py
View file @ 8abe4930
......@@ -93,6 +93,7 @@ from . import (
hubert,
ibert,
imagegpt,
informer,
jukebox,
layoutlm,
layoutlmv2,
......
src/transformers/models/auto/configuration_auto.py
View file @ 8abe4930
......@@ -100,6 +100,7 @@ CONFIG_MAPPING_NAMES = OrderedDict(
("hubert", "HubertConfig"),
("ibert", "IBertConfig"),
("imagegpt", "ImageGPTConfig"),
("informer", "InformerConfig"),
("jukebox", "JukeboxConfig"),
("layoutlm", "LayoutLMConfig"),
("layoutlmv2", "LayoutLMv2Config"),
......@@ -274,6 +275,7 @@ CONFIG_ARCHIVE_MAP_MAPPING_NAMES = OrderedDict(
("hubert", "HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("ibert", "IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("imagegpt", "IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("informer", "INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("jukebox", "JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("layoutlm", "LAYOUTLM_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("layoutlmv2", "LAYOUTLMV2_PRETRAINED_CONFIG_ARCHIVE_MAP"),
......@@ -450,6 +452,7 @@ MODEL_NAMES_MAPPING = OrderedDict(
("hubert", "Hubert"),
("ibert", "I-BERT"),
("imagegpt", "ImageGPT"),
("informer", "Informer"),
("jukebox", "Jukebox"),
("layoutlm", "LayoutLM"),
("layoutlmv2", "LayoutLMv2"),
......
src/transformers/models/auto/modeling_auto.py
View file @ 8abe4930
......@@ -98,6 +98,7 @@ MODEL_MAPPING_NAMES = OrderedDict(
("hubert", "HubertModel"),
("ibert", "IBertModel"),
("imagegpt", "ImageGPTModel"),
("informer", "InformerModel"),
("jukebox", "JukeboxModel"),
("layoutlm", "LayoutLMModel"),
("layoutlmv2", "LayoutLMv2Model"),
......
src/transformers/models/informer/__init__.py 0 → 100644
View file @ 8abe4930
# Copyright 2023 The HuggingFace Team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from typing import TYPE_CHECKING
# rely on isort to merge the imports
from ...utils import OptionalDependencyNotAvailable, _LazyModule, is_torch_available
_import_structure = {
"configuration_informer": [
"INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP",
"InformerConfig",
],
}
try:
if not is_torch_available():
raise OptionalDependencyNotAvailable()
except OptionalDependencyNotAvailable:
pass
else:
_import_structure["modeling_informer"] = [
"INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST",
"InformerForPrediction",
"InformerModel",
"InformerPreTrainedModel",
]
if TYPE_CHECKING:
from .configuration_informer import INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP, InformerConfig
try:
if not is_torch_available():
raise OptionalDependencyNotAvailable()
except OptionalDependencyNotAvailable:
pass
else:
from .modeling_informer import (
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST,
InformerForPrediction,
InformerModel,
InformerPreTrainedModel,
)
else:
import sys
sys.modules[__name__] = _LazyModule(__name__, globals()["__file__"], _import_structure, module_spec=__spec__)
src/transformers/models/informer/configuration_informer.py 0 → 100644
View file @ 8abe4930
# coding=utf-8
# Copyright 2023 The HuggingFace Inc. team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Informer model configuration"""
from typing import List, Optional, Union
from ...configuration_utils import PretrainedConfig
from ...utils import logging
logger = logging.get_logger(__name__)
INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP = {
"huggingface/informer-tourism-monthly": (
"https://huggingface.co/huggingface/informer-tourism-monthly/resolve/main/config.json"
),
# See all Informer models at https://huggingface.co/models?filter=informer
}
class InformerConfig(PretrainedConfig):
r"""
This is the configuration class to store the configuration of an [`InformerModel`]. It is used to instantiate an
Informer model according to the specified arguments, defining the model architecture. Instantiating a configuration
with the defaults will yield a similar configuration to that of the Informer
[huggingface/informer-tourism-monthly](https://huggingface.co/huggingface/informer-tourism-monthly) architecture.
Configuration objects inherit from [`PretrainedConfig`] can be used to control the model outputs. Read the
documentation from [`PretrainedConfig`] for more information.
Args:
prediction_length (`int`):
The prediction length for the decoder. In other words, the prediction horizon of the model. This value is
typically dictated by the dataset and we recommend to set it appropriately.
context_length (`int`, *optional*, defaults to `prediction_length`):
The context length for the encoder. If `None`, the context length will be the same as the
`prediction_length`.
distribution_output (`string`, *optional*, defaults to `"student_t"`):
The distribution emission head for the model. Could be either "student_t", "normal" or "negative_binomial".
loss (`string`, *optional*, defaults to `"nll"`):
The loss function for the model corresponding to the `distribution_output` head. For parametric
distributions it is the negative log likelihood (nll) - which currently is the only supported one.
input_size (`int`, *optional*, defaults to 1):
The size of the target variable which by default is 1 for univariate targets. Would be > 1 in case of
multivariate targets.
scaling (`string` or `bool`, *optional* defaults to `"mean"`):
Whether to scale the input targets via "mean" scaler, "std" scaler or no scaler if `None`. If `True`, the
scaler is set to "mean".
lags_sequence (`list[int]`, *optional*, defaults to `[1, 2, 3, 4, 5, 6, 7]`):
The lags of the input time series as covariates often dictated by the frequency of the data. Default is
`[1, 2, 3, 4, 5, 6, 7]` but we recommend to change it based on the dataset appropriately.
num_time_features (`int`, *optional*, defaults to 0):
The number of time features in the input time series.
num_dynamic_real_features (`int`, *optional*, defaults to 0):
The number of dynamic real valued features.
num_static_categorical_features (`int`, *optional*, defaults to 0):
The number of static categorical features.
num_static_real_features (`int`, *optional*, defaults to 0):
The number of static real valued features.
cardinality (`list[int]`, *optional*):
The cardinality (number of different values) for each of the static categorical features. Should be a list
of integers, having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
embedding_dimension (`list[int]`, *optional*):
The dimension of the embedding for each of the static categorical features. Should be a list of integers,
having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
d_model (`int`, *optional*, defaults to 64):
Dimensionality of the transformer layers.
encoder_layers (`int`, *optional*, defaults to 2):
Number of encoder layers.
decoder_layers (`int`, *optional*, defaults to 2):
Number of decoder layers.
encoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer encoder.
decoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer decoder.
encoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in encoder.
decoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in decoder.
activation_function (`str` or `function`, *optional*, defaults to `"gelu"`):
The non-linear activation function (function or string) in the encoder and decoder. If string, `"gelu"` and
`"relu"` are supported.
dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for all fully connected layers in the encoder, and decoder.
encoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each encoder layer.
decoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each decoder layer.
attention_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention probabilities.
activation_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability used between the two layers of the feed-forward networks.
num_parallel_samples (`int`, *optional*, defaults to 100):
The number of samples to generate in parallel for each time step of inference.
init_std (`float`, *optional*, defaults to 0.02):
The standard deviation of the truncated normal weight initialization distribution.
use_cache (`bool`, *optional*, defaults to `True`):
Whether to use the past key/values attentions (if applicable to the model) to speed up decoding.
attention_type (`str`, *optional*, defaults to "prob"):
Attention used in encoder. This can be set to "prob" (Informer's ProbAttention) or "full" (vanilla
transformer's canonical self-attention).
sampling_factor (`int`, *optional*, defaults to 5):
ProbSparse sampling factor (only makes affect when `attention_type`="prob"). It is used to control the
reduced query matrix (Q_reduce) input length.
distil (`bool`, *optional*, defaults to `True`):
Whether to use distilling in encoder.
Example:
```python
>>> from transformers import InformerConfig, InformerModel
>>> # Initializing an Informer configuration with 12 time steps for prediction
>>> configuration = InformerConfig(prediction_length=12)
>>> # Randomly initializing a model (with random weights) from the configuration
>>> model = InformerModel(configuration)
>>> # Accessing the model configuration
>>> configuration = model.config
```"""
model_type = "informer"
attribute_map = {
"hidden_size": "d_model",
"num_attention_heads": "encoder_attention_heads",
"num_hidden_layers": "encoder_layers",
}
def __init__(
self,
prediction_length: Optional[int] = None,
context_length: Optional[int] = None,
distribution_output: str = "student_t",
loss: str = "nll",
input_size: int = 1,
lags_sequence: List[int] = None,
scaling: Optional[Union[str, bool]] = "mean",
num_dynamic_real_features: int = 0,
num_static_real_features: int = 0,
num_static_categorical_features: int = 0,
num_time_features: int = 0,
cardinality: Optional[List[int]] = None,
embedding_dimension: Optional[List[int]] = None,
d_model: int = 64,
encoder_ffn_dim: int = 32,
decoder_ffn_dim: int = 32,
encoder_attention_heads: int = 2,
decoder_attention_heads: int = 2,
encoder_layers: int = 2,
decoder_layers: int = 2,
is_encoder_decoder: bool = True,
activation_function: str = "gelu",
dropout: float = 0.05,
encoder_layerdrop: float = 0.1,
decoder_layerdrop: float = 0.1,
attention_dropout: float = 0.1,
activation_dropout: float = 0.1,
num_parallel_samples: int = 100,
init_std: float = 0.02,
use_cache=True,
# Informer arguments
attention_type: str = "prob",
sampling_factor: int = 5,
distil: bool = True,
**kwargs,
):
# time series specific configuration
self.prediction_length = prediction_length
self.context_length = context_length or prediction_length
self.distribution_output = distribution_output
self.loss = loss
self.input_size = input_size
self.num_time_features = num_time_features
self.lags_sequence = lags_sequence if lags_sequence is not None else [1, 2, 3, 4, 5, 6, 7]
self.scaling = scaling
self.num_dynamic_real_features = num_dynamic_real_features
self.num_static_real_features = num_static_real_features
self.num_static_categorical_features = num_static_categorical_features
# set cardinality
if cardinality and num_static_categorical_features > 0:
if len(cardinality) != num_static_categorical_features:
raise ValueError(
"The cardinality should be a list of the same length as `num_static_categorical_features`"
)
self.cardinality = cardinality
else:
self.cardinality = [0]
# set embedding_dimension
if embedding_dimension and num_static_categorical_features > 0:
if len(embedding_dimension) != num_static_categorical_features:
raise ValueError(
"The embedding dimension should be a list of the same length as `num_static_categorical_features`"
)
self.embedding_dimension = embedding_dimension
else:
self.embedding_dimension = [min(50, (cat + 1) // 2) for cat in self.cardinality]
self.num_parallel_samples = num_parallel_samples
# Transformer architecture configuration
self.feature_size = input_size * len(self.lags_sequence) + self._number_of_features
self.d_model = d_model
self.encoder_attention_heads = encoder_attention_heads
self.decoder_attention_heads = decoder_attention_heads
self.encoder_ffn_dim = encoder_ffn_dim
self.decoder_ffn_dim = decoder_ffn_dim
self.encoder_layers = encoder_layers
self.decoder_layers = decoder_layers
self.dropout = dropout
self.attention_dropout = attention_dropout
self.activation_dropout = activation_dropout
self.encoder_layerdrop = encoder_layerdrop
self.decoder_layerdrop = decoder_layerdrop
self.activation_function = activation_function
self.init_std = init_std
self.output_attentions = False
self.output_hidden_states = False
self.use_cache = use_cache
# Informer
self.attention_type = attention_type
self.sampling_factor = sampling_factor
self.distil = distil
super().__init__(is_encoder_decoder=is_encoder_decoder, **kwargs)
@property
def _number_of_features(self) -> int:
return (
sum(self.embedding_dimension)
+ self.num_dynamic_real_features
+ self.num_time_features
+ self.num_static_real_features
+ self.input_size * 2 # the log1p(abs(loc)) and log(scale) features
)
src/transformers/models/informer/modeling_informer.py 0 → 100644
View file @ 8abe4930
# coding=utf-8
# Copyright 2023 Amazon and The HuggingFace Inc. team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
""" PyTorch Informer model."""
import random
from typing import List, Optional, Tuple, Union
import numpy as np
import torch
from torch import nn
from ...activations import ACT2FN
from ...modeling_outputs import (
BaseModelOutput,
BaseModelOutputWithPastAndCrossAttentions,
SampleTSPredictionOutput,
Seq2SeqTSModelOutput,
Seq2SeqTSPredictionOutput,
)
from ...modeling_utils import PreTrainedModel
from ...time_series_utils import NegativeBinomialOutput, NormalOutput, StudentTOutput
from ...utils import add_start_docstrings, add_start_docstrings_to_model_forward, logging, replace_return_docstrings
from .configuration_informer import InformerConfig
logger = logging.get_logger(__name__)
_CONFIG_FOR_DOC = "InformerConfig"
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST = [
"huggingface/informer-tourism-monthly",
# See all Informer models at https://huggingface.co/models?filter=informer
]
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesFeatureEmbedder with TimeSeries->Informer
class InformerFeatureEmbedder(nn.Module):
"""
Embed a sequence of categorical features.
Args:
cardinalities (`list[int]`):
List of cardinalities of the categorical features.
embedding_dims (`list[int]`):
List of embedding dimensions of the categorical features.
"""
def __init__(self, cardinalities: List[int], embedding_dims: List[int]) -> None:
super().__init__()
self.num_features = len(cardinalities)
self.embedders = nn.ModuleList([nn.Embedding(c, d) for c, d in zip(cardinalities, embedding_dims)])
def forward(self, features: torch.Tensor) -> torch.Tensor:
if self.num_features > 1:
# we slice the last dimension, giving an array of length
# self.num_features with shape (N,T) or (N)
cat_feature_slices = torch.chunk(features, self.num_features, dim=-1)
else:
cat_feature_slices = [features]
return torch.cat(
[
embed(cat_feature_slice.squeeze(-1))
for embed, cat_feature_slice in zip(self.embedders, cat_feature_slices)
],
dim=-1,
)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesStdScaler with TimeSeries->Informer
class InformerStdScaler(nn.Module):
"""
Standardize features by calculating the mean and scaling along some given dimension `dim`, and then normalizes it
by subtracting from the mean and dividing by the standard deviation.
Args:
dim (`int`):
Dimension along which to calculate the mean and standard deviation.
keepdim (`bool`, *optional*, defaults to `False`):
Controls whether to retain dimension `dim` (of length 1) in the scale tensor, or suppress it.
minimum_scale (`float`, *optional*, defaults to 1e-5):
Default scale that is used for elements that are constantly zero along dimension `dim`.
"""
def __init__(self, dim: int, keepdim: bool = False, minimum_scale: float = 1e-5):
super().__init__()
if not dim > 0:
raise ValueError("Cannot compute scale along dim = 0 (batch dimension), please provide dim > 0")
self.dim = dim
self.keepdim = keepdim
self.minimum_scale = minimum_scale
@torch.no_grad()
def forward(self, data: torch.Tensor, weights: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor, torch.Tensor]:
denominator = weights.sum(self.dim, keepdim=self.keepdim)
denominator = denominator.clamp_min(1.0)
loc = (data * weights).sum(self.dim, keepdim=self.keepdim) / denominator
variance = (((data - loc) * weights) ** 2).sum(self.dim, keepdim=self.keepdim) / denominator
scale = torch.sqrt(variance + self.minimum_scale)
return (data - loc) / scale, loc, scale
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesMeanScaler with TimeSeries->Informer
class InformerMeanScaler(nn.Module):
"""
Computes a scaling factor as the weighted average absolute value along dimension `dim`, and scales the data
accordingly.
Args:
dim (`int`):
Dimension along which to compute the scale.
keepdim (`bool`, *optional*, defaults to `False`):
Controls whether to retain dimension `dim` (of length 1) in the scale tensor, or suppress it.
default_scale (`float`, *optional*, defaults to `None`):
Default scale that is used for elements that are constantly zero. If `None`, we use the scale of the batch.
minimum_scale (`float`, *optional*, defaults to 1e-10):
Default minimum possible scale that is used for any item.
"""
def __init__(
self, dim: int = -1, keepdim: bool = True, default_scale: Optional[float] = None, minimum_scale: float = 1e-10
):
super().__init__()
self.dim = dim
self.keepdim = keepdim
self.minimum_scale = minimum_scale
self.default_scale = default_scale
@torch.no_grad()
def forward(self, data: torch.Tensor, observed_indicator: torch.Tensor) -> Tuple[torch.Tensor, torch.Tensor]:
# shape: (N, [C], T=1)
ts_sum = (data * observed_indicator).abs().sum(self.dim, keepdim=True)
num_observed = observed_indicator.sum(self.dim, keepdim=True)
scale = ts_sum / torch.clamp(num_observed, min=1)
# If `default_scale` is provided, we use it, otherwise we use the scale
# of the batch.
if self.default_scale is None:
batch_sum = ts_sum.sum(dim=0)
batch_observations = torch.clamp(num_observed.sum(0), min=1)
default_scale = torch.squeeze(batch_sum / batch_observations)
else:
default_scale = self.default_scale * torch.ones_like(scale)
# apply default scale where there are no observations
scale = torch.where(num_observed > 0, scale, default_scale)
# ensure the scale is at least `self.minimum_scale`
scale = torch.clamp(scale, min=self.minimum_scale)
scaled_data = data / scale
if not self.keepdim:
scale = scale.squeeze(dim=self.dim)
return scaled_data, torch.zeros_like(scale), scale
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesNOPScaler with TimeSeries->Informer
class InformerNOPScaler(nn.Module):
"""
Assigns a scaling factor equal to 1 along dimension `dim`, and therefore applies no scaling to the input data.
Args:
dim (`int`):
Dimension along which to compute the scale.
keepdim (`bool`, *optional*, defaults to `False`):
Controls whether to retain dimension `dim` (of length 1) in the scale tensor, or suppress it.
"""
def __init__(self, dim: int, keepdim: bool = False):
super().__init__()
self.dim = dim
self.keepdim = keepdim
def forward(
self, data: torch.Tensor, observed_indicator: torch.Tensor
) -> Tuple[torch.Tensor, torch.Tensor, torch.Tensor]:
scale = torch.ones_like(data, requires_grad=False).mean(dim=self.dim, keepdim=self.keepdim)
loc = torch.zeros_like(data, requires_grad=False).mean(dim=self.dim, keepdim=self.keepdim)
return data, loc, scale
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.weighted_average
def weighted_average(input_tensor: torch.Tensor, weights: Optional[torch.Tensor] = None, dim=None) -> torch.Tensor:
"""
Computes the weighted average of a given tensor across a given `dim`, masking values associated with weight zero,
meaning instead of `nan * 0 = nan` you will get `0 * 0 = 0`.
Args:
input_tensor (`torch.FloatTensor`):
Input tensor, of which the average must be computed.
weights (`torch.FloatTensor`, *optional*):
Weights tensor, of the same shape as `input_tensor`.
dim (`int`, *optional*):
The dim along which to average `input_tensor`.
Returns:
`torch.FloatTensor`: The tensor with values averaged along the specified `dim`.
"""
if weights is not None:
weighted_tensor = torch.where(weights != 0, input_tensor * weights, torch.zeros_like(input_tensor))
sum_weights = torch.clamp(weights.sum(dim=dim) if dim else weights.sum(), min=1.0)
return (weighted_tensor.sum(dim=dim) if dim else weighted_tensor.sum()) / sum_weights
else:
return input_tensor.mean(dim=dim)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.nll
def nll(input: torch.distributions.Distribution, target: torch.Tensor) -> torch.Tensor:
"""
Computes the negative log likelihood loss from input distribution with respect to target.
"""
return -input.log_prob(target)
# Copied from transformers.models.bart.modeling_bart._make_causal_mask
def _make_causal_mask(input_ids_shape: torch.Size, dtype: torch.dtype, past_key_values_length: int = 0):
"""
Make causal mask used for bi-directional self-attention.
"""
bsz, tgt_len = input_ids_shape
mask = torch.full((tgt_len, tgt_len), torch.tensor(torch.finfo(dtype).min))
mask_cond = torch.arange(mask.size(-1))
mask.masked_fill_(mask_cond < (mask_cond + 1).view(mask.size(-1), 1), 0)
mask = mask.to(dtype)
if past_key_values_length > 0:
mask = torch.cat([torch.zeros(tgt_len, past_key_values_length, dtype=dtype), mask], dim=-1)
return mask[None, None, :, :].expand(bsz, 1, tgt_len, tgt_len + past_key_values_length)
# Copied from transformers.models.bart.modeling_bart._expand_mask
def _expand_mask(mask: torch.Tensor, dtype: torch.dtype, tgt_len: Optional[int] = None):
"""
Expands attention_mask from `[bsz, seq_len]` to `[bsz, 1, tgt_seq_len, src_seq_len]`.
"""
bsz, src_len = mask.size()
tgt_len = tgt_len if tgt_len is not None else src_len
expanded_mask = mask[:, None, None, :].expand(bsz, 1, tgt_len, src_len).to(dtype)
inverted_mask = 1.0 - expanded_mask
return inverted_mask.masked_fill(inverted_mask.to(torch.bool), torch.finfo(dtype).min)
# Copied from transformers.models.marian.modeling_marian.MarianSinusoidalPositionalEmbedding with Marian->Informer
class InformerSinusoidalPositionalEmbedding(nn.Embedding):
"""This module produces sinusoidal positional embeddings of any length."""
def __init__(self, num_positions: int, embedding_dim: int, padding_idx: Optional[int] = None) -> None:
super().__init__(num_positions, embedding_dim)
self.weight = self._init_weight(self.weight)
@staticmethod
def _init_weight(out: nn.Parameter) -> nn.Parameter:
"""
Identical to the XLM create_sinusoidal_embeddings except features are not interleaved. The cos features are in
the 2nd half of the vector. [dim // 2:]
"""
n_pos, dim = out.shape
position_enc = np.array(
[[pos / np.power(10000, 2 * (j // 2) / dim) for j in range(dim)] for pos in range(n_pos)]
)
out.requires_grad = False # set early to avoid an error in pytorch-1.8+
sentinel = dim // 2 if dim % 2 == 0 else (dim // 2) + 1
out[:, 0:sentinel] = torch.FloatTensor(np.sin(position_enc[:, 0::2]))
out[:, sentinel:] = torch.FloatTensor(np.cos(position_enc[:, 1::2]))
out.detach_()
return out
@torch.no_grad()
def forward(self, input_ids_shape: torch.Size, past_key_values_length: int = 0) -> torch.Tensor:
"""`input_ids_shape` is expected to be [bsz x seqlen]."""
bsz, seq_len = input_ids_shape[:2]
positions = torch.arange(
past_key_values_length, past_key_values_length + seq_len, dtype=torch.long, device=self.weight.device
)
return super().forward(positions)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesValueEmbedding with TimeSeries->Info
class InformerValueEmbedding(nn.Module):
def __init__(self, feature_size, d_model):
super().__init__()
self.value_projection = nn.Linear(in_features=feature_size, out_features=d_model, bias=False)
def forward(self, x):
return self.value_projection(x)
# Copied from transformers.models.bart.modeling_bart.BartAttention with Bart->Informer
class InformerAttention(nn.Module):
"""Multi-headed attention from 'Attention Is All You Need' paper"""
def __init__(
self,
embed_dim: int,
num_heads: int,
dropout: float = 0.0,
is_decoder: bool = False,
bias: bool = True,
):
super().__init__()
self.embed_dim = embed_dim
self.num_heads = num_heads
self.dropout = dropout
self.head_dim = embed_dim // num_heads
if (self.head_dim * num_heads) != self.embed_dim:
raise ValueError(
f"embed_dim must be divisible by num_heads (got `embed_dim`: {self.embed_dim}"
f" and `num_heads`: {num_heads})."
)
self.scaling = self.head_dim**-0.5
self.is_decoder = is_decoder
self.k_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.v_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.q_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.out_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
def _shape(self, tensor: torch.Tensor, seq_len: int, bsz: int):
return tensor.view(bsz, seq_len, self.num_heads, self.head_dim).transpose(1, 2).contiguous()
def forward(
self,
hidden_states: torch.Tensor,
key_value_states: Optional[torch.Tensor] = None,
past_key_value: Optional[Tuple[torch.Tensor]] = None,
attention_mask: Optional[torch.Tensor] = None,
layer_head_mask: Optional[torch.Tensor] = None,
output_attentions: bool = False,
) -> Tuple[torch.Tensor, Optional[torch.Tensor], Optional[Tuple[torch.Tensor]]]:
"""Input shape: Batch x Time x Channel"""
# if key_value_states are provided this layer is used as a cross-attention layer
# for the decoder
is_cross_attention = key_value_states is not None
bsz, tgt_len, _ = hidden_states.size()
# get query proj
query_states = self.q_proj(hidden_states) * self.scaling
# get key, value proj
# `past_key_value[0].shape[2] == key_value_states.shape[1]`
# is checking that the `sequence_length` of the `past_key_value` is the same as
# the provided `key_value_states` to support prefix tuning
if (
is_cross_attention
and past_key_value is not None
and past_key_value[0].shape[2] == key_value_states.shape[1]
):
# reuse k,v, cross_attentions
key_states = past_key_value[0]
value_states = past_key_value[1]
elif is_cross_attention:
# cross_attentions
key_states = self._shape(self.k_proj(key_value_states), -1, bsz)
value_states = self._shape(self.v_proj(key_value_states), -1, bsz)
elif past_key_value is not None:
# reuse k, v, self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
key_states = torch.cat([past_key_value[0], key_states], dim=2)
value_states = torch.cat([past_key_value[1], value_states], dim=2)
else:
# self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
if self.is_decoder:
# if cross_attention save Tuple(torch.Tensor, torch.Tensor) of all cross attention key/value_states.
# Further calls to cross_attention layer can then reuse all cross-attention
# key/value_states (first "if" case)
# if uni-directional self-attention (decoder) save Tuple(torch.Tensor, torch.Tensor) of
# all previous decoder key/value_states. Further calls to uni-directional self-attention
# can concat previous decoder key/value_states to current projected key/value_states (third "elif" case)
# if encoder bi-directional self-attention `past_key_value` is always `None`
past_key_value = (key_states, value_states)
proj_shape = (bsz * self.num_heads, -1, self.head_dim)
query_states = self._shape(query_states, tgt_len, bsz).view(*proj_shape)
key_states = key_states.reshape(*proj_shape)
value_states = value_states.reshape(*proj_shape)
src_len = key_states.size(1)
attn_weights = torch.bmm(query_states, key_states.transpose(1, 2))
if attn_weights.size() != (bsz * self.num_heads, tgt_len, src_len):
raise ValueError(
f"Attention weights should be of size {(bsz * self.num_heads, tgt_len, src_len)}, but is"
f" {attn_weights.size()}"
)
if attention_mask is not None:
if attention_mask.size() != (bsz, 1, tgt_len, src_len):
raise ValueError(
f"Attention mask should be of size {(bsz, 1, tgt_len, src_len)}, but is {attention_mask.size()}"
)
attn_weights = attn_weights.view(bsz, self.num_heads, tgt_len, src_len) + attention_mask
attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len)
attn_weights = nn.functional.softmax(attn_weights, dim=-1)
if layer_head_mask is not None:
if layer_head_mask.size() != (self.num_heads,):
raise ValueError(
f"Head mask for a single layer should be of size {(self.num_heads,)}, but is"
f" {layer_head_mask.size()}"
)
attn_weights = layer_head_mask.view(1, -1, 1, 1) * attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
attn_weights = attn_weights.view(bsz * self.num_heads, tgt_len, src_len)
if output_attentions:
# this operation is a bit awkward, but it's required to
# make sure that attn_weights keeps its gradient.
# In order to do so, attn_weights have to be reshaped
# twice and have to be reused in the following
attn_weights_reshaped = attn_weights.view(bsz, self.num_heads, tgt_len, src_len)
attn_weights = attn_weights_reshaped.view(bsz * self.num_heads, tgt_len, src_len)
else:
attn_weights_reshaped = None
attn_probs = nn.functional.dropout(attn_weights, p=self.dropout, training=self.training)
attn_output = torch.bmm(attn_probs, value_states)
if attn_output.size() != (bsz * self.num_heads, tgt_len, self.head_dim):
raise ValueError(
f"`attn_output` should be of size {(bsz * self.num_heads, tgt_len, self.head_dim)}, but is"
f" {attn_output.size()}"
)
attn_output = attn_output.view(bsz, self.num_heads, tgt_len, self.head_dim)
attn_output = attn_output.transpose(1, 2)
# Use the `embed_dim` from the config (stored in the class) rather than `hidden_state` because `attn_output` can be
# partitioned across GPUs when using tensor-parallelism.
attn_output = attn_output.reshape(bsz, tgt_len, self.embed_dim)
attn_output = self.out_proj(attn_output)
return attn_output, attn_weights_reshaped, past_key_value
class InformerProbSparseAttention(nn.Module):
"""Probabilistic Attention mechanism to select the "active"
queries rather than the "lazy" queries and provides a sparse Transformer thus mitigating the quadratic compute and
memory requirements of vanilla attention"""
def __init__(
self,
embed_dim: int,
num_heads: int,
dropout: float = 0.0,
is_decoder: bool = False,
sampling_factor: int = 5,
bias: bool = True,
):
super().__init__()
self.factor = sampling_factor
self.embed_dim = embed_dim
self.num_heads = num_heads
self.dropout = dropout
self.head_dim = embed_dim // num_heads
if (self.head_dim * num_heads) != self.embed_dim:
raise ValueError(
f"embed_dim must be divisible by num_heads (got `embed_dim`: {self.embed_dim}"
f" and `num_heads`: {num_heads})."
)
self.scaling = self.head_dim**-0.5
self.is_decoder = is_decoder
self.k_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.v_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.q_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
self.out_proj = nn.Linear(embed_dim, embed_dim, bias=bias)
def _shape(self, tensor: torch.Tensor, seq_len: int, bsz: int):
return tensor.view(bsz, seq_len, self.num_heads, self.head_dim).transpose(1, 2).contiguous()
def forward(
self,
hidden_states: torch.Tensor,
key_value_states: Optional[torch.Tensor] = None,
past_key_value: Optional[Tuple[torch.Tensor]] = None,
attention_mask: Optional[torch.Tensor] = None,
layer_head_mask: Optional[torch.Tensor] = None,
output_attentions: bool = False,
) -> Tuple[torch.Tensor, Optional[torch.Tensor], Optional[Tuple[torch.Tensor]]]:
"""Input shape: Batch x Time x Channel"""
# if key_value_states are provided this layer is used as a cross-attention layer
# for the decoder
is_cross_attention = key_value_states is not None
bsz, tgt_len, _ = hidden_states.size()
# get query proj
query_states = self.q_proj(hidden_states) * self.scaling
# get key, value proj
# `past_key_value[0].shape[2] == key_value_states.shape[1]`
# is checking that the `sequence_length` of the `past_key_value` is the same as
# the provided `key_value_states` to support prefix tuning
if (
is_cross_attention
and past_key_value is not None
and past_key_value[0].shape[2] == key_value_states.shape[1]
):
# reuse k,v, cross_attentions
key_states = past_key_value[0]
value_states = past_key_value[1]
elif is_cross_attention:
# cross_attentions
key_states = self._shape(self.k_proj(key_value_states), -1, bsz)
value_states = self._shape(self.v_proj(key_value_states), -1, bsz)
elif past_key_value is not None:
# reuse k, v, self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
key_states = torch.cat([past_key_value[0], key_states], dim=2)
value_states = torch.cat([past_key_value[1], value_states], dim=2)
else:
# self_attention
key_states = self._shape(self.k_proj(hidden_states), -1, bsz)
value_states = self._shape(self.v_proj(hidden_states), -1, bsz)
if self.is_decoder:
# if cross_attention save Tuple(torch.Tensor, torch.Tensor) of all cross attention key/value_states.
# Further calls to cross_attention layer can then reuse all cross-attention
# key/value_states (first "if" case)
# if uni-directional self-attention (decoder) save Tuple(torch.Tensor, torch.Tensor) of
# all previous decoder key/value_states. Further calls to uni-directional self-attention
# can concat previous decoder key/value_states to current projected key/value_states (third "elif" case)
# if encoder bi-directional self-attention `past_key_value` is always `None`
past_key_value = (key_states, value_states)
proj_shape = (bsz * self.num_heads, -1, self.head_dim)
query_states = self._shape(query_states, tgt_len, bsz).view(*proj_shape)
key_states = key_states.reshape(*proj_shape)
value_states = value_states.reshape(*proj_shape)
key_states_time_length = key_states.size(1) # L_K
log_key_states_time_length = np.ceil(np.log1p(key_states_time_length)).astype("int").item() # log_L_K
query_states_time_length = query_states.size(1) # L_Q
log_query_states_time_length = np.ceil(np.log1p(query_states_time_length)).astype("int").item() # log_L_Q
u_part = min(self.factor * query_states_time_length * log_key_states_time_length, key_states_time_length)
u = min(self.factor * log_query_states_time_length, query_states_time_length)
if key_states_time_length > 0:
index_sample = torch.randint(0, key_states_time_length, (u_part,))
k_sample = key_states[:, index_sample, :]
else:
k_sample = key_states
queries_keys_sample = torch.bmm(query_states, k_sample.transpose(1, 2)) # Q_K_sampled
# find the Top_k query with sparsity measurement
if u > 0:
sparsity_measurement = queries_keys_sample.max(dim=-1)[0] - torch.div(
queries_keys_sample.sum(dim=-1), key_states_time_length
) # M
top_u_sparsity_measurement = sparsity_measurement.topk(u, sorted=False)[1] # M_top
# calculate q_reduce: query_states[:, top_u_sparsity_measurement]
dim_for_slice = torch.arange(query_states.size(0)).unsqueeze(-1)
q_reduce = query_states[dim_for_slice, top_u_sparsity_measurement]
else:
q_reduce = query_states
top_u_sparsity_measurement = None
# Use q_reduce to calculate attention weights
attn_weights = torch.bmm(q_reduce, key_states.transpose(1, 2))
src_len = key_states.size(1)
if attn_weights.size() != (bsz * self.num_heads, u, src_len):
raise ValueError(
f"Attention weights should be of size {(bsz * self.num_heads, u, src_len)}, but is"
f" {attn_weights.size()}"
)
if attention_mask is not None:
if attention_mask.size() != (bsz, 1, tgt_len, src_len):
raise ValueError(
f"Attention mask should be of size {(bsz, 1, tgt_len, src_len)}, but is {attention_mask.size()}"
)
prob_mask = attention_mask.expand(bsz, self.num_heads, tgt_len, src_len).reshape(
bsz * self.num_heads, tgt_len, src_len
)
if top_u_sparsity_measurement is not None:
dim_for_slice = torch.arange(prob_mask.size(0)).unsqueeze(-1)
prob_mask = prob_mask[dim_for_slice, top_u_sparsity_measurement, :]
attn_weights = attn_weights.view(bsz, self.num_heads, u, src_len) + prob_mask.view(
bsz, self.num_heads, u, src_len
)
attn_weights = attn_weights.view(bsz * self.num_heads, u, src_len)
attn_weights = nn.functional.softmax(attn_weights, dim=-1)
if layer_head_mask is not None:
if layer_head_mask.size() != (self.num_heads,):
raise ValueError(
f"Head mask for a single layer should be of size {(self.num_heads,)}, but is"
f" {layer_head_mask.size()}"
)
attn_weights = layer_head_mask.view(1, -1, 1, 1) * attn_weights.view(bsz, self.num_heads, u, src_len)
attn_weights = attn_weights.view(bsz * self.num_heads, u, src_len)
if output_attentions:
# this operation is a bit awkward, but it's required to
# make sure that attn_weights keeps its gradient.
# In order to do so, attn_weights have to be reshaped
# twice and have to be reused in the following
attn_weights_reshaped = attn_weights.view(bsz, self.num_heads, u, src_len)
attn_weights = attn_weights_reshaped.view(bsz * self.num_heads, u, src_len)
else:
attn_weights_reshaped = None
attn_probs = nn.functional.dropout(attn_weights, p=self.dropout, training=self.training)
attn_output = torch.bmm(attn_probs, value_states)
# calculate context for updating the attn_output, based on:
# https://github.com/zhouhaoyi/Informer2020/blob/ac59c7447135473fb2aafeafe94395f884d5c7a5/models/attn.py#L74
if self.is_decoder:
context = value_states.cumsum(dim=-2)
else:
v_mean_dim_time = value_states.mean(dim=-2)
context = (
v_mean_dim_time.unsqueeze(dim=1)
.expand(bsz * self.num_heads, query_states_time_length, v_mean_dim_time.size(-1))
.clone()
)
if top_u_sparsity_measurement is not None:
# update context: copy the attention output to the context at top_u_sparsity_measurement index
dim_for_slice = torch.arange(context.size(0)).unsqueeze(-1)
context[dim_for_slice, top_u_sparsity_measurement, :] = attn_output
attn_output = context
if attn_output.size() != (bsz * self.num_heads, tgt_len, self.head_dim):
raise ValueError(
f"`attn_output` should be of size {(bsz * self.num_heads, tgt_len, self.head_dim)}, but is"
f" {attn_output.size()}"
)
attn_output = attn_output.view(bsz, self.num_heads, tgt_len, self.head_dim)
attn_output = attn_output.transpose(1, 2)
# Use the `embed_dim` from the config (stored in the class) rather than `hidden_state` because `attn_output` can be
# partitioned across GPUs when using tensor-parallelism.
attn_output = attn_output.reshape(bsz, tgt_len, self.embed_dim)
attn_output = self.out_proj(attn_output)
return attn_output, attn_weights_reshaped, past_key_value
# source: https://github.com/zhouhaoyi/Informer2020/blob/main/models/encoder.py
class InformerConvLayer(nn.Module):
def __init__(self, c_in):
super().__init__()
self.downConv = nn.Conv1d(
in_channels=c_in,
out_channels=c_in,
kernel_size=3,
padding=1,
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 InformerEncoderLayer(nn.Module):
def __init__(self, config: InformerConfig):
super().__init__()
self.embed_dim = config.d_model
if config.attention_type == "prob":
self.self_attn = InformerProbSparseAttention(
embed_dim=self.embed_dim,
num_heads=config.encoder_attention_heads,
dropout=config.attention_dropout,
sampling_factor=config.sampling_factor,
)
else:
self.self_attn = InformerAttention(
embed_dim=self.embed_dim,
num_heads=config.encoder_attention_heads,
dropout=config.attention_dropout,
)
self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.dropout = config.dropout
self.activation_fn = ACT2FN[config.activation_function]
self.activation_dropout = config.activation_dropout
self.fc1 = nn.Linear(self.embed_dim, config.encoder_ffn_dim)
self.fc2 = nn.Linear(config.encoder_ffn_dim, self.embed_dim)
self.final_layer_norm = nn.LayerNorm(self.embed_dim)
def forward(
self,
hidden_states: torch.FloatTensor,
attention_mask: torch.FloatTensor,
layer_head_mask: torch.FloatTensor,
output_attentions: Optional[bool] = False,
) -> Tuple[torch.FloatTensor, Optional[torch.FloatTensor]]:
"""
Args:
hidden_states (`torch.FloatTensor`): input to the layer of shape `(seq_len, batch, embed_dim)`
attention_mask (`torch.FloatTensor`): attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
`(encoder_attention_heads,)`.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
"""
residual = hidden_states
hidden_states, attn_weights, _ = self.self_attn(
hidden_states=hidden_states,
attention_mask=attention_mask,
layer_head_mask=layer_head_mask,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.self_attn_layer_norm(hidden_states)
residual = hidden_states
hidden_states = self.activation_fn(self.fc1(hidden_states))
hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
hidden_states = self.fc2(hidden_states)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.final_layer_norm(hidden_states)
if hidden_states.dtype == torch.float16 and (
torch.isinf(hidden_states).any() or torch.isnan(hidden_states).any()
):
clamp_value = torch.finfo(hidden_states.dtype).max - 1000
hidden_states = torch.clamp(hidden_states, min=-clamp_value, max=clamp_value)
outputs = (hidden_states,)
if output_attentions:
outputs += (attn_weights,)
return outputs
class InformerDecoderLayer(nn.Module):
def __init__(self, config: InformerConfig):
super().__init__()
self.embed_dim = config.d_model
if config.attention_type == "prob":
self.self_attn = InformerProbSparseAttention(
embed_dim=self.embed_dim,
num_heads=config.decoder_attention_heads,
dropout=config.attention_dropout,
sampling_factor=config.sampling_factor,
is_decoder=True,
)
else:
self.self_attn = InformerAttention(
embed_dim=self.embed_dim,
num_heads=config.decoder_attention_heads,
dropout=config.attention_dropout,
is_decoder=True,
)
self.dropout = config.dropout
self.activation_fn = ACT2FN[config.activation_function]
self.activation_dropout = config.activation_dropout
self.self_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.encoder_attn = InformerAttention(
self.embed_dim,
config.decoder_attention_heads,
dropout=config.attention_dropout,
is_decoder=True,
)
self.encoder_attn_layer_norm = nn.LayerNorm(self.embed_dim)
self.fc1 = nn.Linear(self.embed_dim, config.decoder_ffn_dim)
self.fc2 = nn.Linear(config.decoder_ffn_dim, self.embed_dim)
self.final_layer_norm = nn.LayerNorm(self.embed_dim)
def forward(
self,
hidden_states: torch.Tensor,
attention_mask: Optional[torch.Tensor] = None,
encoder_hidden_states: Optional[torch.Tensor] = None,
encoder_attention_mask: Optional[torch.Tensor] = None,
layer_head_mask: Optional[torch.Tensor] = None,
cross_attn_layer_head_mask: Optional[torch.Tensor] = None,
past_key_value: Optional[Tuple[torch.Tensor]] = None,
output_attentions: Optional[bool] = False,
use_cache: Optional[bool] = True,
) -> Tuple[torch.FloatTensor, Optional[Tuple[torch.FloatTensor, torch.FloatTensor]]]:
"""
Args:
hidden_states (`torch.FloatTensor`): input to the layer of shape `(batch, seq_len, embed_dim)`
attention_mask (`torch.FloatTensor`): attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
encoder_hidden_states (`torch.FloatTensor`):
cross attention input to the layer of shape `(batch, seq_len, embed_dim)`
encoder_attention_mask (`torch.FloatTensor`): encoder attention mask of size
`(batch, 1, tgt_len, src_len)` where padding elements are indicated by very large negative values.
layer_head_mask (`torch.FloatTensor`): mask for attention heads in a given layer of size
`(encoder_attention_heads,)`.
cross_attn_layer_head_mask (`torch.FloatTensor`): mask for cross-attention heads in a given layer of
size `(decoder_attention_heads,)`.
past_key_value (`Tuple(torch.FloatTensor)`): cached past key and value projection states
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
"""
residual = hidden_states
# Self Attention
# decoder uni-directional self-attention cached key/values tuple is at positions 1,2
self_attn_past_key_value = past_key_value[:2] if past_key_value is not None else None
# add present self-attn cache to positions 1,2 of present_key_value tuple
hidden_states, self_attn_weights, present_key_value = self.self_attn(
hidden_states=hidden_states,
past_key_value=self_attn_past_key_value,
attention_mask=attention_mask,
layer_head_mask=layer_head_mask,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.self_attn_layer_norm(hidden_states)
# Cross-Attention Block
cross_attn_present_key_value = None
cross_attn_weights = None
if encoder_hidden_states is not None:
residual = hidden_states
# cross_attn cached key/values tuple is at positions 3,4 of present_key_value tuple
cross_attn_past_key_value = past_key_value[-2:] if past_key_value is not None else None
hidden_states, cross_attn_weights, cross_attn_present_key_value = self.encoder_attn(
hidden_states=hidden_states,
key_value_states=encoder_hidden_states,
attention_mask=encoder_attention_mask,
layer_head_mask=cross_attn_layer_head_mask,
past_key_value=cross_attn_past_key_value,
output_attentions=output_attentions,
)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.encoder_attn_layer_norm(hidden_states)
# add cross-attn to positions 3,4 of present_key_value tuple
present_key_value = present_key_value + cross_attn_present_key_value
# Fully Connected
residual = hidden_states
hidden_states = self.activation_fn(self.fc1(hidden_states))
hidden_states = nn.functional.dropout(hidden_states, p=self.activation_dropout, training=self.training)
hidden_states = self.fc2(hidden_states)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
hidden_states = residual + hidden_states
hidden_states = self.final_layer_norm(hidden_states)
outputs = (hidden_states,)
if output_attentions:
outputs += (self_attn_weights, cross_attn_weights)
if use_cache:
outputs += (present_key_value,)
return outputs
class InformerPreTrainedModel(PreTrainedModel):
config_class = InformerConfig
base_model_prefix = "model"
main_input_name = "past_values"
supports_gradient_checkpointing = True
def _init_weights(self, module):
std = self.config.init_std
if isinstance(module, (nn.Linear, nn.Conv1d)):
module.weight.data.normal_(mean=0.0, std=std)
if module.bias is not None:
module.bias.data.zero_()
elif isinstance(module, nn.Embedding):
module.weight.data.normal_(mean=0.0, std=std)
if module.padding_idx is not None:
module.weight.data[module.padding_idx].zero_()
def _set_gradient_checkpointing(self, module, value=False):
if isinstance(module, (InformerDecoder, InformerEncoder)):
module.gradient_checkpointing = value
INFORMER_START_DOCSTRING = r"""
This model inherits from [`PreTrainedModel`]. Check the superclass documentation for the generic methods the
library implements for all its model (such as downloading or saving, resizing the input embeddings, pruning heads
etc.)
This model is also a PyTorch [torch.nn.Module](https://pytorch.org/docs/stable/nn.html#torch.nn.Module) subclass.
Use it as a regular PyTorch Module and refer to the PyTorch documentation for all matter related to general usage
and behavior.
Parameters:
config ([`TimeSeriesTransformerConfig`]):
Model configuration class with all the parameters of the model. Initializing with a config file does not
load the weights associated with the model, only the configuration. Check out the
[`~PreTrainedModel.from_pretrained`] method to load the model weights.
"""
INFORMER_INPUTS_DOCSTRING = r"""
Args:
past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`):
Past values of the time series, that serve as context in order to predict the future. The sequence size of
this tensor must be larger than the `context_length` of the model, since the model will use the larger size
to construct lag features, i.e. additional values from the past which are added in order to serve as "extra
context".
The `sequence_length` here is equal to `config.context_length` + `max(config.lags_sequence)`, which if no
`lags_sequence` is configured, is equal to `config.context_length` + 7 (as by default, the largest
look-back index in `config.lags_sequence` is 7). The property `_past_length` returns the actual length of
the past.
The `past_values` is what the Transformer encoder gets as input (with optional additional features, such as
`static_categorical_features`, `static_real_features`, `past_time_features` and lags).
Optionally, missing values need to be replaced with zeros and indicated via the `past_observed_mask`.
For multivariate time series, the `input_size` > 1 dimension is required and corresponds to the number of
variates in the time series per time step.
past_time_features (`torch.FloatTensor` of shape `(batch_size, sequence_length, num_features)`):
Required time features, which the model internally will add to `past_values`. These could be things like
"month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features). These
could also be so-called "age" features, which basically help the model know "at which point in life" a
time-series is. Age features have small values for distant past time steps and increase monotonically the
more we approach the current time step. Holiday features are also a good example of time features.
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where
the position encodings are learned from scratch internally as parameters of the model, the Time Series
Transformer requires to provide additional time features. The Time Series Transformer only learns
additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these features
must but known at prediction time.
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
past_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`, *optional*):
Boolean mask to indicate which `past_values` were observed and which were missing. Mask values selected in
`[0, 1]`:
- 1 for values that are **observed**,
- 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).
static_categorical_features (`torch.LongTensor` of shape `(batch_size, number of static categorical features)`, *optional*):
Optional static categorical features for which the model will learn an embedding, which it will add to the
values of the time series.
Static categorical features are features which have the same value for all time steps (static over time).
A typical example of a static categorical feature is a time series ID.
static_real_features (`torch.FloatTensor` of shape `(batch_size, number of static real features)`, *optional*):
Optional static real features which the model will add to the values of the time series.
Static real features are features which have the same value for all time steps (static over time).
A typical example of a static real feature is promotion information.
future_values (`torch.FloatTensor` of shape `(batch_size, prediction_length)` or `(batch_size, prediction_length, input_size)`, *optional*):
Future values of the time series, that serve as labels for the model. The `future_values` is what the
Transformer needs during training to learn to output, given the `past_values`.
The sequence length here is equal to `prediction_length`.
See the demo notebook and code snippets for details.
Optionally, during training any missing values need to be replaced with zeros and indicated via the
`future_observed_mask`.
For multivariate time series, the `input_size` > 1 dimension is required and corresponds to the number of
variates in the time series per time step.
future_time_features (`torch.FloatTensor` of shape `(batch_size, prediction_length, num_features)`):
Required time features for the prediction window, which the model internally will add to `future_values`.
These could be things like "month of year", "day of the month", etc. encoded as vectors (for instance as
Fourier features). These could also be so-called "age" features, which basically help the model know "at
which point in life" a time-series is. Age features have small values for distant past time steps and
increase monotonically the more we approach the current time step. Holiday features are also a good example
of time features.
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT, where
the position encodings are learned from scratch internally as parameters of the model, the Time Series
Transformer requires to provide additional time features. The Time Series Transformer only learns
additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these features
must but known at prediction time.
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
future_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`, *optional*):
Boolean mask to indicate which `future_values` were observed and which were missing. Mask values selected
in `[0, 1]`:
- 1 for values that are **observed**,
- 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).
This mask is used to filter out missing values for the final loss calculation.
attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
Mask to avoid performing attention on certain token indices. Mask values selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
decoder_attention_mask (`torch.LongTensor` of shape `(batch_size, target_sequence_length)`, *optional*):
Mask to avoid performing attention on certain token indices. By default, a causal mask will be used, to
make sure the model can only look at previous inputs in order to predict the future.
head_mask (`torch.Tensor` of shape `(encoder_layers, encoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules in the encoder. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
decoder_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules in the decoder. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
cross_attn_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the cross-attention modules. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
encoder_outputs (`tuple(tuple(torch.FloatTensor)`, *optional*):
Tuple consists of `last_hidden_state`, `hidden_states` (*optional*) and `attentions` (*optional*)
`last_hidden_state` of shape `(batch_size, sequence_length, hidden_size)` (*optional*) is a sequence of
hidden-states at the output of the last layer of the encoder. Used in the cross-attention of the decoder.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
If `past_key_values` are used, the user can optionally input only the last `decoder_input_ids` (those that
don't have their past key value states given to this model) of shape `(batch_size, 1)` instead of all
`decoder_input_ids` of shape `(batch_size, sequence_length)`.
inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation. This
is useful if you want more control over how to convert `input_ids` indices into associated vectors than the
model's internal embedding lookup matrix.
use_cache (`bool`, *optional*):
If set to `True`, `past_key_values` key value states are returned and can be used to speed up decoding (see
`past_key_values`).
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under returned
tensors for more detail.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors for
more detail.
return_dict (`bool`, *optional*):
Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
"""
class InformerEncoder(InformerPreTrainedModel):
"""
Informer encoder consisting of *config.encoder_layers* self attention layers with distillation layers. Each
attention layer is an [`InformerEncoderLayer`].
Args:
config: InformerConfig
"""
def __init__(self, config: InformerConfig):
super().__init__(config)
self.dropout = config.dropout
self.layerdrop = config.encoder_layerdrop
self.gradient_checkpointing = False
if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.")
self.value_embedding = InformerValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = InformerSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model
)
self.layers = nn.ModuleList([InformerEncoderLayer(config) for _ in range(config.encoder_layers)])
self.layernorm_embedding = nn.LayerNorm(config.d_model)
if config.distil:
self.conv_layers = nn.ModuleList(
[InformerConvLayer(config.d_model) for _ in range(config.encoder_layers - 1)]
)
self.conv_layers.append(None)
else:
self.conv_layers = [None] * config.encoder_layers
# Initialize weights and apply final processing
self.post_init()
def forward(
self,
attention_mask: Optional[torch.Tensor] = None,
head_mask: Optional[torch.Tensor] = None,
inputs_embeds: Optional[torch.FloatTensor] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Tuple, BaseModelOutput]:
r"""
Args:
attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
head_mask (`torch.Tensor` of shape `(encoder_layers, encoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
This is useful if you want more control over how to convert `input_ids` indices into associated vectors
than the model's internal embedding lookup matrix.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
for more detail.
return_dict (`bool`, *optional*):
Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
"""
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
hidden_states = self.value_embedding(inputs_embeds)
embed_pos = self.embed_positions(inputs_embeds.size())
hidden_states = self.layernorm_embedding(hidden_states + embed_pos)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
# expand attention_mask
if attention_mask is not None:
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
attention_mask = _expand_mask(attention_mask, inputs_embeds.dtype)
encoder_states = () if output_hidden_states else None
all_attentions = () if output_attentions else None
# check if head_mask has a correct number of layers specified if desired
if head_mask is not None:
if head_mask.size()[0] != (len(self.layers)):
raise ValueError(
f"The head_mask should be specified for {len(self.layers)} layers, but it is for"
f" {head_mask.size()[0]}."
)
for idx, (encoder_layer, conv_layer) in enumerate(zip(self.layers, self.conv_layers)):
if output_hidden_states:
encoder_states = encoder_states + (hidden_states,)
# add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
dropout_probability = random.uniform(0, 1)
if self.training and (dropout_probability < self.layerdrop): # skip the layer
layer_outputs = (None, None)
else:
if self.gradient_checkpointing and self.training:
def create_custom_forward(module):
def custom_forward(*inputs):
return module(*inputs, output_attentions)
return custom_forward
layer_outputs = torch.utils.checkpoint.checkpoint(
create_custom_forward(encoder_layer),
hidden_states,
attention_mask,
(head_mask[idx] if head_mask is not None else None),
)
if conv_layer is not None:
output = torch.utils.checkpoint.checkpoint(conv_layer, layer_outputs[0])
layer_outputs = (output,) + layer_outputs[1:]
else:
layer_outputs = encoder_layer(
hidden_states,
attention_mask,
layer_head_mask=(head_mask[idx] if head_mask is not None else None),
output_attentions=output_attentions,
)
if conv_layer is not None:
output = conv_layer(layer_outputs[0])
layer_outputs = (output,) + layer_outputs[1:]
hidden_states = layer_outputs[0]
if output_attentions:
all_attentions = all_attentions + (layer_outputs[1],)
if output_hidden_states:
encoder_states = encoder_states + (hidden_states,)
if not return_dict:
return tuple(v for v in [hidden_states, encoder_states, all_attentions] if v is not None)
return BaseModelOutput(
last_hidden_state=hidden_states, hidden_states=encoder_states, attentions=all_attentions
)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesTransformerDecoder with TimeSeriesTransformer->Informer,TimeSeriesTransformerConfig->InformerConfig,time-series-transformer->informer,Transformer->Informer,TimeSeries->Informer
class InformerDecoder(InformerPreTrainedModel):
"""
Informer decoder consisting of *config.decoder_layers* layers. Each layer is a [`InformerDecoderLayer`]
Args:
config: InformerConfig
"""
def __init__(self, config: InformerConfig):
super().__init__(config)
self.dropout = config.dropout
self.layerdrop = config.decoder_layerdrop
if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.")
self.value_embedding = InformerValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = InformerSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model
)
self.layers = nn.ModuleList([InformerDecoderLayer(config) for _ in range(config.decoder_layers)])
self.layernorm_embedding = nn.LayerNorm(config.d_model)
self.gradient_checkpointing = False
# Initialize weights and apply final processing
self.post_init()
def _prepare_decoder_attention_mask(self, attention_mask, input_shape, inputs_embeds, past_key_values_length):
# create causal mask
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
combined_attention_mask = None
if input_shape[-1] > 1:
combined_attention_mask = _make_causal_mask(
input_shape, inputs_embeds.dtype, past_key_values_length=past_key_values_length
).to(inputs_embeds.device)
if attention_mask is not None:
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
expanded_attn_mask = _expand_mask(attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1]).to(
inputs_embeds.device
)
combined_attention_mask = (
expanded_attn_mask if combined_attention_mask is None else expanded_attn_mask + combined_attention_mask
)
return combined_attention_mask
def forward(
self,
attention_mask: Optional[torch.Tensor] = None,
encoder_hidden_states: Optional[torch.FloatTensor] = None,
encoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None,
inputs_embeds: Optional[torch.FloatTensor] = None,
use_cache: Optional[bool] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Tuple, BaseModelOutputWithPastAndCrossAttentions]:
r"""
Args:
attention_mask (`torch.Tensor` of shape `(batch_size, sequence_length)`, *optional*):
Mask to avoid performing attention on padding token indices. Mask values selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
encoder_hidden_states (`torch.FloatTensor` of shape `(batch_size, encoder_sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder. Used in the cross-attention
of the decoder.
encoder_attention_mask (`torch.LongTensor` of shape `(batch_size, encoder_sequence_length)`, *optional*):
Mask to avoid performing cross-attention on padding tokens indices of encoder input_ids. Mask values
selected in `[0, 1]`:
- 1 for tokens that are **not masked**,
- 0 for tokens that are **masked**.
[What are attention masks?](../glossary#attention-mask)
head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the attention modules. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
cross_attn_head_mask (`torch.Tensor` of shape `(decoder_layers, decoder_attention_heads)`, *optional*):
Mask to nullify selected heads of the cross-attention modules in the decoder to avoid performing
cross-attention on hidden heads. Mask values selected in `[0, 1]`:
- 1 indicates the head is **not masked**,
- 0 indicates the head is **masked**.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of
shape `(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of
shape `(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the
cross-attention blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
If `past_key_values` are used, the user can optionally input only the last `decoder_input_ids` (those
that don't have their past key value states given to this model) of shape `(batch_size, 1)` instead of
all `decoder_input_ids` of shape `(batch_size, sequence_length)`.
inputs_embeds (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Optionally, instead of passing `input_ids` you can choose to directly pass an embedded representation.
This is useful if you want more control over how to convert `input_ids` indices into associated vectors
than the model's internal embedding lookup matrix.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers. See `attentions` under
returned tensors for more detail.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers. See `hidden_states` under returned tensors
for more detail.
return_dict (`bool`, *optional*):
Whether or not to return a [`~utils.ModelOutput`] instead of a plain tuple.
"""
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
use_cache = use_cache if use_cache is not None else self.config.use_cache
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
input_shape = inputs_embeds.size()[:-1]
# past_key_values_length
past_key_values_length = past_key_values[0][0].shape[2] if past_key_values is not None else 0
attention_mask = self._prepare_decoder_attention_mask(
attention_mask, input_shape, inputs_embeds, past_key_values_length
)
# expand encoder attention mask
if encoder_hidden_states is not None and encoder_attention_mask is not None:
# [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len]
encoder_attention_mask = _expand_mask(encoder_attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1])
hidden_states = self.value_embedding(inputs_embeds)
embed_pos = self.embed_positions(inputs_embeds.size(), past_key_values_length=self.config.context_length)
hidden_states = self.layernorm_embedding(hidden_states + embed_pos)
hidden_states = nn.functional.dropout(hidden_states, p=self.dropout, training=self.training)
# decoder layers
all_hidden_states = () if output_hidden_states else None
all_self_attns = () if output_attentions else None
all_cross_attentions = () if (output_attentions and encoder_hidden_states is not None) else None
next_decoder_cache = () if use_cache else None
# check if head_mask/cross_attn_head_mask has a correct number of layers specified if desired
for attn_mask, mask_name in zip([head_mask, cross_attn_head_mask], ["head_mask", "cross_attn_head_mask"]):
if attn_mask is not None:
if attn_mask.size()[0] != (len(self.layers)):
raise ValueError(
f"The `{mask_name}` should be specified for {len(self.layers)} layers, but it is for"
f" {head_mask.size()[0]}."
)
for idx, decoder_layer in enumerate(self.layers):
# add LayerDrop (see https://arxiv.org/abs/1909.11556 for description)
if output_hidden_states:
all_hidden_states += (hidden_states,)
dropout_probability = random.uniform(0, 1)
if self.training and (dropout_probability < self.layerdrop):
continue
past_key_value = past_key_values[idx] if past_key_values is not None else None
if self.gradient_checkpointing and self.training:
if use_cache:
logger.warning_once(
"`use_cache=True` is incompatible with gradient checkpointing. Setting `use_cache=False`..."
)
use_cache = False
def create_custom_forward(module):
def custom_forward(*inputs):
# None for past_key_value
return module(*inputs, output_attentions, use_cache)
return custom_forward
layer_outputs = torch.utils.checkpoint.checkpoint(
create_custom_forward(decoder_layer),
hidden_states,
attention_mask,
encoder_hidden_states,
encoder_attention_mask,
head_mask[idx] if head_mask is not None else None,
cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None,
None,
)
else:
layer_outputs = decoder_layer(
hidden_states,
attention_mask=attention_mask,
encoder_hidden_states=encoder_hidden_states,
encoder_attention_mask=encoder_attention_mask,
layer_head_mask=(head_mask[idx] if head_mask is not None else None),
cross_attn_layer_head_mask=(
cross_attn_head_mask[idx] if cross_attn_head_mask is not None else None
),
past_key_value=past_key_value,
output_attentions=output_attentions,
use_cache=use_cache,
)
hidden_states = layer_outputs[0]
if use_cache:
next_decoder_cache += (layer_outputs[3 if output_attentions else 1],)
if output_attentions:
all_self_attns += (layer_outputs[1],)
if encoder_hidden_states is not None:
all_cross_attentions += (layer_outputs[2],)
# add hidden states from the last decoder layer
if output_hidden_states:
all_hidden_states += (hidden_states,)
next_cache = next_decoder_cache if use_cache else None
if not return_dict:
return tuple(
v
for v in [hidden_states, next_cache, all_hidden_states, all_self_attns, all_cross_attentions]
if v is not None
)
return BaseModelOutputWithPastAndCrossAttentions(
last_hidden_state=hidden_states,
past_key_values=next_cache,
hidden_states=all_hidden_states,
attentions=all_self_attns,
cross_attentions=all_cross_attentions,
)
@add_start_docstrings(
"The bare Informer Model outputting raw hidden-states without any specific head on top.",
INFORMER_START_DOCSTRING,
)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesTransformerModel with TimeSeriesTransformer->Informer,TIME_SERIES_TRANSFORMER->INFORMER,time-series-transformer->informer,TimeSeries->Informer
class InformerModel(InformerPreTrainedModel):
def __init__(self, config: InformerConfig):
super().__init__(config)
if config.scaling == "mean" or config.scaling:
self.scaler = InformerMeanScaler(dim=1, keepdim=True)
elif config.scaling == "std":
self.scaler = InformerStdScaler(dim=1, keepdim=True)
else:
self.scaler = InformerNOPScaler(dim=1, keepdim=True)
if config.num_static_categorical_features > 0:
self.embedder = InformerFeatureEmbedder(
cardinalities=config.cardinality,
embedding_dims=config.embedding_dimension,
)
# transformer encoder-decoder and mask initializer
self.encoder = InformerEncoder(config)
self.decoder = InformerDecoder(config)
# Initialize weights and apply final processing
self.post_init()
@property
def _past_length(self) -> int:
return self.config.context_length + max(self.config.lags_sequence)
def get_lagged_subsequences(
self, sequence: torch.Tensor, subsequences_length: int, shift: int = 0
) -> torch.Tensor:
"""
Returns lagged subsequences of a given sequence. Returns a tensor of shape (N, S, C, I),
where S = subsequences_length and I = len(indices), containing lagged subsequences. Specifically, lagged[i,
j, :, k] = sequence[i, -indices[k]-S+j, :].
Args:
sequence: Tensor
The sequence from which lagged subsequences should be extracted. Shape: (N, T, C).
subsequences_length : int
Length of the subsequences to be extracted.
shift: int
Shift the lags by this amount back.
"""
sequence_length = sequence.shape[1]
indices = [lag - shift for lag in self.config.lags_sequence]
if max(indices) + subsequences_length > sequence_length:
raise ValueError(
f"lags cannot go further than history length, found lag {max(indices)} "
f"while history length is only {sequence_length}"
)
lagged_values = []
for lag_index in indices:
begin_index = -lag_index - subsequences_length
end_index = -lag_index if lag_index > 0 else None
lagged_values.append(sequence[:, begin_index:end_index, ...])
return torch.stack(lagged_values, dim=-1)
def create_network_inputs(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
past_observed_mask: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
):
# time feature
time_feat = (
torch.cat(
(
past_time_features[:, self._past_length - self.config.context_length :, ...],
future_time_features,
),
dim=1,
)
if future_values is not None
else past_time_features[:, self._past_length - self.config.context_length :, ...]
)
# target
if past_observed_mask is None:
past_observed_mask = torch.ones_like(past_values)
context = past_values[:, -self.config.context_length :]
observed_context = past_observed_mask[:, -self.config.context_length :]
_, loc, scale = self.scaler(context, observed_context)
inputs = (
(torch.cat((past_values, future_values), dim=1) - loc) / scale
if future_values is not None
else (past_values - loc) / scale
)
# static features
log_abs_loc = loc.abs().log1p() if self.config.input_size == 1 else loc.squeeze(1).abs().log1p()
log_scale = scale.log() if self.config.input_size == 1 else scale.squeeze(1).log()
static_feat = torch.cat((log_abs_loc, log_scale), dim=1)
if static_real_features is not None:
static_feat = torch.cat((static_real_features, static_feat), dim=1)
if static_categorical_features is not None:
embedded_cat = self.embedder(static_categorical_features)
static_feat = torch.cat((embedded_cat, static_feat), dim=1)
expanded_static_feat = static_feat.unsqueeze(1).expand(-1, time_feat.shape[1], -1)
# all features
features = torch.cat((expanded_static_feat, time_feat), dim=-1)
# lagged features
subsequences_length = (
self.config.context_length + self.config.prediction_length
if future_values is not None
else self.config.context_length
)
lagged_sequence = self.get_lagged_subsequences(sequence=inputs, subsequences_length=subsequences_length)
lags_shape = lagged_sequence.shape
reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1)
if reshaped_lagged_sequence.shape[1] != time_feat.shape[1]:
raise ValueError(
f"input length {reshaped_lagged_sequence.shape[1]} and time feature lengths {time_feat.shape[1]} does not match"
)
# transformer inputs
transformer_inputs = torch.cat((reshaped_lagged_sequence, features), dim=-1)
return transformer_inputs, loc, scale, static_feat
def get_encoder(self):
return self.encoder
def get_decoder(self):
return self.decoder
@add_start_docstrings_to_model_forward(INFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
past_observed_mask: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
decoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
decoder_head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
encoder_outputs: Optional[List[torch.FloatTensor]] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None,
output_hidden_states: Optional[bool] = None,
output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTSModelOutput, Tuple]:
r"""
Returns:
Examples:
```python
>>> from huggingface_hub import hf_hub_download
>>> import torch
>>> from transformers import InformerModel
>>> file = hf_hub_download(
... repo_id="kashif/tourism-monthly-batch", filename="train-batch.pt", repo_type="dataset"
... )
>>> batch = torch.load(file)
>>> model = InformerModel.from_pretrained("huggingface/informer-tourism-monthly")
>>> # during training, one provides both past and future values
>>> # as well as possible additional features
>>> outputs = model(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_values=batch["future_values"],
... future_time_features=batch["future_time_features"],
... )
>>> last_hidden_state = outputs.last_hidden_state
```"""
output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions
output_hidden_states = (
output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states
)
use_cache = use_cache if use_cache is not None else self.config.use_cache
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
transformer_inputs, loc, scale, static_feat = self.create_network_inputs(
past_values=past_values,
past_time_features=past_time_features,
past_observed_mask=past_observed_mask,
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
future_values=future_values,
future_time_features=future_time_features,
)
if encoder_outputs is None:
enc_input = transformer_inputs[:, : self.config.context_length, ...]
encoder_outputs = self.encoder(
inputs_embeds=enc_input,
head_mask=head_mask,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=return_dict,
)
# If the user passed a tuple for encoder_outputs, we wrap it in a BaseModelOutput when return_dict=True
elif return_dict and not isinstance(encoder_outputs, BaseModelOutput):
encoder_outputs = BaseModelOutput(
last_hidden_state=encoder_outputs[0],
hidden_states=encoder_outputs[1] if len(encoder_outputs) > 1 else None,
attentions=encoder_outputs[2] if len(encoder_outputs) > 2 else None,
)
dec_input = transformer_inputs[:, self.config.context_length :, ...]
decoder_outputs = self.decoder(
inputs_embeds=dec_input,
attention_mask=decoder_attention_mask,
encoder_hidden_states=encoder_outputs[0],
head_mask=decoder_head_mask,
cross_attn_head_mask=cross_attn_head_mask,
past_key_values=past_key_values,
use_cache=use_cache,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=return_dict,
)
if not return_dict:
return decoder_outputs + encoder_outputs + (loc, scale, static_feat)
return Seq2SeqTSModelOutput(
last_hidden_state=decoder_outputs.last_hidden_state,
past_key_values=decoder_outputs.past_key_values,
decoder_hidden_states=decoder_outputs.hidden_states,
decoder_attentions=decoder_outputs.attentions,
cross_attentions=decoder_outputs.cross_attentions,
encoder_last_hidden_state=encoder_outputs.last_hidden_state,
encoder_hidden_states=encoder_outputs.hidden_states,
encoder_attentions=encoder_outputs.attentions,
loc=loc,
scale=scale,
static_features=static_feat,
)
@add_start_docstrings(
"The Informer Model with a distribution head on top for time-series forecasting.",
INFORMER_START_DOCSTRING,
)
# Copied from transformers.models.time_series_transformer.modeling_time_series_transformer.TimeSeriesTransformerForPrediction with TimeSeriesTransformer->Informer,TIME_SERIES_TRANSFORMER->INFORMER,time-series-transformer->informer
class InformerForPrediction(InformerPreTrainedModel):
def __init__(self, config: InformerConfig):
super().__init__(config)
self.model = InformerModel(config)
if config.distribution_output == "student_t":
self.distribution_output = StudentTOutput(dim=config.input_size)
elif config.distribution_output == "normal":
self.distribution_output = NormalOutput(dim=config.input_size)
elif config.distribution_output == "negative_binomial":
self.distribution_output = NegativeBinomialOutput(dim=config.input_size)
else:
raise ValueError(f"Unknown distribution output {config.distribution_output}")
self.parameter_projection = self.distribution_output.get_parameter_projection(self.model.config.d_model)
self.target_shape = self.distribution_output.event_shape
if config.loss == "nll":
self.loss = nll
else:
raise ValueError(f"Unknown loss function {config.loss}")
# Initialize weights of distribution_output and apply final processing
self.post_init()
def output_params(self, dec_output):
return self.parameter_projection(dec_output)
def get_encoder(self):
return self.model.get_encoder()
def get_decoder(self):
return self.model.get_decoder()
@torch.jit.ignore
def output_distribution(self, params, loc=None, scale=None, trailing_n=None) -> torch.distributions.Distribution:
sliced_params = params
if trailing_n is not None:
sliced_params = [p[:, -trailing_n:] for p in params]
return self.distribution_output.distribution(sliced_params, loc=loc, scale=scale)
@add_start_docstrings_to_model_forward(INFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
past_observed_mask: torch.Tensor,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
future_values: Optional[torch.Tensor] = None,
future_time_features: Optional[torch.Tensor] = None,
future_observed_mask: Optional[torch.Tensor] = None,
decoder_attention_mask: Optional[torch.LongTensor] = None,
head_mask: Optional[torch.Tensor] = None,
decoder_head_mask: Optional[torch.Tensor] = None,
cross_attn_head_mask: Optional[torch.Tensor] = None,
encoder_outputs: Optional[List[torch.FloatTensor]] = None,
past_key_values: Optional[List[torch.FloatTensor]] = None,
output_hidden_states: Optional[bool] = None,
output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTSModelOutput, Tuple]:
r"""
Returns:
Examples:
```python
>>> from huggingface_hub import hf_hub_download
>>> import torch
>>> from transformers import InformerForPrediction
>>> file = hf_hub_download(
... repo_id="kashif/tourism-monthly-batch", filename="train-batch.pt", repo_type="dataset"
... )
>>> batch = torch.load(file)
>>> model = InformerForPrediction.from_pretrained("huggingface/informer-tourism-monthly")
>>> # during training, one provides both past and future values
>>> # as well as possible additional features
>>> outputs = model(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_values=batch["future_values"],
... future_time_features=batch["future_time_features"],
... )
>>> loss = outputs.loss
>>> loss.backward()
>>> # during inference, one only provides past values
>>> # as well as possible additional features
>>> # the model autoregressively generates future values
>>> outputs = model.generate(
... past_values=batch["past_values"],
... past_time_features=batch["past_time_features"],
... past_observed_mask=batch["past_observed_mask"],
... static_categorical_features=batch["static_categorical_features"],
... static_real_features=batch["static_real_features"],
... future_time_features=batch["future_time_features"],
... )
>>> mean_prediction = outputs.sequences.mean(dim=1)
```"""
return_dict = return_dict if return_dict is not None else self.config.use_return_dict
if future_values is not None:
use_cache = False
outputs = self.model(
past_values=past_values,
past_time_features=past_time_features,
past_observed_mask=past_observed_mask,
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
future_values=future_values,
future_time_features=future_time_features,
decoder_attention_mask=decoder_attention_mask,
head_mask=head_mask,
decoder_head_mask=decoder_head_mask,
cross_attn_head_mask=cross_attn_head_mask,
encoder_outputs=encoder_outputs,
past_key_values=past_key_values,
output_hidden_states=output_hidden_states,
output_attentions=output_attentions,
use_cache=use_cache,
return_dict=return_dict,
)
prediction_loss = None
params = None
if future_values is not None:
params = self.output_params(outputs[0]) # outputs.last_hidden_state
# loc is 3rd last and scale is 2nd last output
distribution = self.output_distribution(params, loc=outputs[-3], scale=outputs[-2])
loss = self.loss(distribution, future_values)
if future_observed_mask is None:
future_observed_mask = torch.ones_like(future_values)
if len(self.target_shape) == 0:
loss_weights = future_observed_mask
else:
loss_weights, _ = future_observed_mask.min(dim=-1, keepdim=False)
prediction_loss = weighted_average(loss, weights=loss_weights)
if not return_dict:
outputs = ((params,) + outputs[1:]) if params is not None else outputs[1:]
return ((prediction_loss,) + outputs) if prediction_loss is not None else outputs
return Seq2SeqTSPredictionOutput(
loss=prediction_loss,
params=params,
past_key_values=outputs.past_key_values,
decoder_hidden_states=outputs.decoder_hidden_states,
decoder_attentions=outputs.decoder_attentions,
cross_attentions=outputs.cross_attentions,
encoder_last_hidden_state=outputs.encoder_last_hidden_state,
encoder_hidden_states=outputs.encoder_hidden_states,
encoder_attentions=outputs.encoder_attentions,
loc=outputs.loc,
scale=outputs.scale,
static_features=outputs.static_features,
)
@torch.no_grad()
def generate(
self,
past_values: torch.Tensor,
past_time_features: torch.Tensor,
future_time_features: torch.Tensor,
past_observed_mask: Optional[torch.Tensor] = None,
static_categorical_features: Optional[torch.Tensor] = None,
static_real_features: Optional[torch.Tensor] = None,
output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None,
) -> SampleTSPredictionOutput:
r"""
Greedily generate sequences of sample predictions from a model with a probability distribution head.
Parameters:
past_values (`torch.FloatTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`):
Past values of the time series, that serve as context in order to predict the future. The sequence size
of this tensor must be larger than the `context_length` of the model, since the model will use the
larger size to construct lag features, i.e. additional values from the past which are added in order to
serve as "extra context".
The `sequence_length` here is equal to `config.context_length` + `max(config.lags_sequence)`, which if
no `lags_sequence` is configured, is equal to `config.context_length` + 7 (as by default, the largest
look-back index in `config.lags_sequence` is 7). The property `_past_length` returns the actual length
of the past.
The `past_values` is what the Transformer encoder gets as input (with optional additional features,
such as `static_categorical_features`, `static_real_features`, `past_time_features` and lags).
Optionally, missing values need to be replaced with zeros and indicated via the `past_observed_mask`.
For multivariate time series, the `input_size` > 1 dimension is required and corresponds to the number
of variates in the time series per time step.
past_time_features (`torch.FloatTensor` of shape `(batch_size, sequence_length, num_features)`):
Required time features, which the model internally will add to `past_values`. These could be things
like "month of year", "day of the month", etc. encoded as vectors (for instance as Fourier features).
These could also be so-called "age" features, which basically help the model know "at which point in
life" a time-series is. Age features have small values for distant past time steps and increase
monotonically the more we approach the current time step. Holiday features are also a good example of
time features.
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT,
where the position encodings are learned from scratch internally as parameters of the model, the Time
Series Transformer requires to provide additional time features. The Time Series Transformer only
learns additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these
features must but known at prediction time.
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
future_time_features (`torch.FloatTensor` of shape `(batch_size, prediction_length, num_features)`):
Required time features for the prediction window, which the model internally will add to sampled
predictions. These could be things like "month of year", "day of the month", etc. encoded as vectors
(for instance as Fourier features). These could also be so-called "age" features, which basically help
the model know "at which point in life" a time-series is. Age features have small values for distant
past time steps and increase monotonically the more we approach the current time step. Holiday features
are also a good example of time features.
These features serve as the "positional encodings" of the inputs. So contrary to a model like BERT,
where the position encodings are learned from scratch internally as parameters of the model, the Time
Series Transformer requires to provide additional time features. The Time Series Transformer only
learns additional embeddings for `static_categorical_features`.
Additional dynamic real covariates can be concatenated to this tensor, with the caveat that these
features must but known at prediction time.
The `num_features` here is equal to `config.`num_time_features` + `config.num_dynamic_real_features`.
past_observed_mask (`torch.BoolTensor` of shape `(batch_size, sequence_length)` or `(batch_size, sequence_length, input_size)`, *optional*):
Boolean mask to indicate which `past_values` were observed and which were missing. Mask values selected
in `[0, 1]`:
- 1 for values that are **observed**,
- 0 for values that are **missing** (i.e. NaNs that were replaced by zeros).
static_categorical_features (`torch.LongTensor` of shape `(batch_size, number of static categorical features)`, *optional*):
Optional static categorical features for which the model will learn an embedding, which it will add to
the values of the time series.
Static categorical features are features which have the same value for all time steps (static over
time).
A typical example of a static categorical feature is a time series ID.
static_real_features (`torch.FloatTensor` of shape `(batch_size, number of static real features)`, *optional*):
Optional static real features which the model will add to the values of the time series.
Static real features are features which have the same value for all time steps (static over time).
A typical example of a static real feature is promotion information.
output_attentions (`bool`, *optional*):
Whether or not to return the attentions tensors of all attention layers.
output_hidden_states (`bool`, *optional*):
Whether or not to return the hidden states of all layers.
Return:
[`SampleTSPredictionOutput`] where the outputs `sequences` tensor will have shape `(batch_size, number of
samples, prediction_length)` or `(batch_size, number of samples, prediction_length, input_size)` for
multivariate predictions.
"""
outputs = self(
static_categorical_features=static_categorical_features,
static_real_features=static_real_features,
past_time_features=past_time_features,
past_values=past_values,
past_observed_mask=past_observed_mask,
future_time_features=future_time_features,
future_values=None,
output_attentions=output_attentions,
output_hidden_states=output_hidden_states,
return_dict=True,
use_cache=True,
)
decoder = self.model.get_decoder()
enc_last_hidden = outputs.encoder_last_hidden_state
loc = outputs.loc
scale = outputs.scale
static_feat = outputs.static_features
num_parallel_samples = self.config.num_parallel_samples
repeated_loc = loc.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_scale = scale.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_past_values = (
past_values.repeat_interleave(repeats=num_parallel_samples, dim=0) - repeated_loc
) / repeated_scale
expanded_static_feat = static_feat.unsqueeze(1).expand(-1, future_time_features.shape[1], -1)
features = torch.cat((expanded_static_feat, future_time_features), dim=-1)
repeated_features = features.repeat_interleave(repeats=num_parallel_samples, dim=0)
repeated_enc_last_hidden = enc_last_hidden.repeat_interleave(repeats=num_parallel_samples, dim=0)
future_samples = []
# greedy decoding
for k in range(self.config.prediction_length):
lagged_sequence = self.model.get_lagged_subsequences(
sequence=repeated_past_values,
subsequences_length=1 + k,
shift=1,
)
lags_shape = lagged_sequence.shape
reshaped_lagged_sequence = lagged_sequence.reshape(lags_shape[0], lags_shape[1], -1)
decoder_input = torch.cat((reshaped_lagged_sequence, repeated_features[:, : k + 1]), dim=-1)
dec_output = decoder(inputs_embeds=decoder_input, encoder_hidden_states=repeated_enc_last_hidden)
dec_last_hidden = dec_output.last_hidden_state
params = self.parameter_projection(dec_last_hidden[:, -1:])
distr = self.output_distribution(params, loc=repeated_loc, scale=repeated_scale)
next_sample = distr.sample()
repeated_past_values = torch.cat(
(repeated_past_values, (next_sample - repeated_loc) / repeated_scale), dim=1
)
future_samples.append(next_sample)
concat_future_samples = torch.cat(future_samples, dim=1)
return SampleTSPredictionOutput(
sequences=concat_future_samples.reshape(
(-1, num_parallel_samples, self.config.prediction_length) + self.target_shape,
)
)
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