Informer.py 3.46 KB
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import torch
import torch.nn as nn
import torch.nn.functional as F
from layers.Transformer_EncDec import Decoder, DecoderLayer, Encoder, EncoderLayer, ConvLayer
from layers.SelfAttention_Family import ProbAttention, AttentionLayer
from layers.Embed import DataEmbedding


class Model(nn.Module):
    """
    Informer with Propspare attention in O(LlogL) complexity
    Paper link: https://ojs.aaai.org/index.php/AAAI/article/view/17325/17132
    """

    def __init__(self, configs):
        super(Model, self).__init__()

        self.pred_len = configs.pred_len
        self.label_len = configs.label_len

        if configs.channel_independence:
            self.enc_in = 1
            self.dec_in = 1
            self.c_out = 1
        else:
            self.enc_in = configs.enc_in
            self.dec_in = configs.dec_in
            self.c_out = configs.c_out

        # Embedding
        self.enc_embedding = DataEmbedding(self.enc_in, configs.d_model, configs.embed, configs.freq,
                                           configs.dropout)
        self.dec_embedding = DataEmbedding(self.dec_in, configs.d_model, configs.embed, configs.freq,
                                           configs.dropout)

        # Encoder
        self.encoder = Encoder(
            [
                EncoderLayer(
                    AttentionLayer(
                        ProbAttention(False, configs.factor, attention_dropout=configs.dropout,
                                      output_attention=configs.output_attention),
                        configs.d_model, configs.n_heads),
                    configs.d_model,
                    configs.d_ff,
                    dropout=configs.dropout,
                    activation=configs.activation
                ) for l in range(configs.e_layers)
            ],
            [
                ConvLayer(
                    configs.d_model
                ) for l in range(configs.e_layers - 1)
            ] if configs.distil else None,
            norm_layer=torch.nn.LayerNorm(configs.d_model)
        )
        # Decoder
        self.decoder = Decoder(
            [
                DecoderLayer(
                    AttentionLayer(
                        ProbAttention(True, configs.factor, attention_dropout=configs.dropout, output_attention=False),
                        configs.d_model, configs.n_heads),
                    AttentionLayer(
                        ProbAttention(False, configs.factor, attention_dropout=configs.dropout, output_attention=False),
                        configs.d_model, configs.n_heads),
                    configs.d_model,
                    configs.d_ff,
                    dropout=configs.dropout,
                    activation=configs.activation,
                )
                for l in range(configs.d_layers)
            ],
            norm_layer=torch.nn.LayerNorm(configs.d_model),
            projection=nn.Linear(configs.d_model, configs.c_out, bias=True)
        )


    def long_forecast(self, x_enc, x_mark_enc, x_dec, x_mark_dec):
        enc_out = self.enc_embedding(x_enc, x_mark_enc)
        dec_out = self.dec_embedding(x_dec, x_mark_dec)
        enc_out, attns = self.encoder(enc_out, attn_mask=None)

        dec_out = self.decoder(dec_out, enc_out, x_mask=None, cross_mask=None)

        return dec_out  # [B, L, D]


    def forward(self, x_enc, x_mark_enc, x_dec, x_mark_dec, mask=None):
        dec_out = self.long_forecast(x_enc, x_mark_enc, x_dec, x_mark_dec)
        return dec_out[:, -self.pred_len:, :]  # [B, L, D]