# 🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨 # This file was automatically generated from src/transformers/models/informer/modular_informer.py. # Do NOT edit this file manually as any edits will be overwritten by the generation of # the file from the modular. If any change should be done, please apply the change to the # modular_informer.py file directly. One of our CI enforces this. # 🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨🚨 # 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. from typing import Callable, Optional, Union import numpy as np import torch from torch import nn from ...activations import ACT2FN from ...cache_utils import Cache, DynamicCache, EncoderDecoderCache from ...modeling_attn_mask_utils import ( _prepare_4d_attention_mask, _prepare_4d_attention_mask_for_sdpa, _prepare_4d_causal_attention_mask, _prepare_4d_causal_attention_mask_for_sdpa, ) from ...modeling_flash_attention_utils import FlashAttentionKwargs from ...modeling_layers import GradientCheckpointingLayer from ...modeling_outputs import ( BaseModelOutput, BaseModelOutputWithPastAndCrossAttentions, SampleTSPredictionOutput, Seq2SeqTSModelOutput, Seq2SeqTSPredictionOutput, ) from ...modeling_utils import ALL_ATTENTION_FUNCTIONS, PreTrainedModel from ...processing_utils import Unpack from ...time_series_utils import NegativeBinomialOutput, NormalOutput, StudentTOutput from ...utils import auto_docstring, is_torch_flex_attn_available, logging from ...utils.deprecation import deprecate_kwarg from .configuration_informer import InformerConfig if is_torch_flex_attn_available(): from ...integrations.flex_attention import make_flex_block_causal_mask logger = logging.get_logger(__name__) 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, ) class InformerStdScaler(nn.Module): """ Standardize features by calculating the mean and scaling along the first dimension, and then normalizes it by subtracting from the mean and dividing by the standard deviation. """ def __init__(self, config: InformerConfig): super().__init__() self.dim = config.scaling_dim if hasattr(config, "scaling_dim") else 1 self.keepdim = config.keepdim if hasattr(config, "keepdim") else True self.minimum_scale = config.minimum_scale if hasattr(config, "minimum_scale") else 1e-5 def forward( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> tuple[torch.Tensor, torch.Tensor, torch.Tensor]: """ Parameters: data (`torch.Tensor` of shape `(batch_size, sequence_length, num_input_channels)`): input for Batch norm calculation observed_indicator (`torch.BoolTensor` of shape `(batch_size, sequence_length, num_input_channels)`): Calculating the scale on the observed indicator. Returns: tuple of `torch.Tensor` of shapes (`(batch_size, sequence_length, num_input_channels)`,`(batch_size, 1, num_input_channels)`, `(batch_size, 1, num_input_channels)`) """ denominator = observed_indicator.sum(self.dim, keepdim=self.keepdim) denominator = denominator.clamp_min(1.0) loc = (data * observed_indicator).sum(self.dim, keepdim=self.keepdim) / denominator variance = (((data - loc) * observed_indicator) ** 2).sum(self.dim, keepdim=self.keepdim) / denominator scale = torch.sqrt(variance + self.minimum_scale) return (data - loc) / scale, loc, scale class InformerMeanScaler(nn.Module): """ Computes a scaling factor as the weighted average absolute value along the first dimension, and scales the data accordingly. """ def __init__(self, config: InformerConfig): super().__init__() self.dim = config.scaling_dim if hasattr(config, "scaling_dim") else 1 self.keepdim = config.keepdim if hasattr(config, "keepdim") else True self.minimum_scale = config.minimum_scale if hasattr(config, "minimum_scale") else 1e-10 self.default_scale = config.default_scale if hasattr(config, "default_scale") else None def forward( self, data: torch.Tensor, observed_indicator: torch.Tensor ) -> tuple[torch.Tensor, torch.Tensor, torch.Tensor]: """ Parameters: data (`torch.Tensor` of shape `(batch_size, sequence_length, num_input_channels)`): input for Batch norm calculation observed_indicator (`torch.BoolTensor` of shape `(batch_size, sequence_length, num_input_channels)`): Calculating the scale on the observed indicator. Returns: tuple of `torch.Tensor` of shapes (`(batch_size, sequence_length, num_input_channels)`,`(batch_size, 1, num_input_channels)`, `(batch_size, 1, num_input_channels)`) """ 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 class InformerNOPScaler(nn.Module): """ Assigns a scaling factor equal to 1 along the first dimension, and therefore applies no scaling to the input data. """ def __init__(self, config: InformerConfig): super().__init__() self.dim = config.scaling_dim if hasattr(config, "scaling_dim") else 1 self.keepdim = config.keepdim if hasattr(config, "keepdim") else True def forward( self, data: torch.Tensor, observed_indicator: Optional[torch.Tensor] = None ) -> tuple[torch.Tensor, torch.Tensor, torch.Tensor]: """ Parameters: data (`torch.Tensor` of shape `(batch_size, sequence_length, num_input_channels)`): input for Batch norm calculation Returns: tuple of `torch.Tensor` of shapes (`(batch_size, sequence_length, num_input_channels)`,`(batch_size, 1, num_input_channels)`, `(batch_size, 1, num_input_channels)`) """ 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 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) def _init_weight(self): """ 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 = self.weight.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 = torch.empty(n_pos, dim, dtype=self.weight.dtype, requires_grad=False) 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])) self.weight = nn.Parameter(out, requires_grad=False) @torch.no_grad() def forward( self, input_ids_shape: torch.Size, past_key_values_length: int = 0, position_ids: Optional[torch.Tensor] = None ) -> torch.Tensor: """`input_ids_shape` is expected to be [bsz x seqlen].""" if position_ids is None: bsz, seq_len = input_ids_shape[:2] position_ids = torch.arange( past_key_values_length, past_key_values_length + seq_len, dtype=torch.long, device=self.weight.device ) return super().forward(position_ids) 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) @auto_docstring class InformerPreTrainedModel(PreTrainedModel): config: InformerConfig base_model_prefix = "model" main_input_name = "past_values" supports_gradient_checkpointing = True def _init_weights(self, module: nn.Module): super()._init_weights(module) if isinstance(module, InformerSinusoidalPositionalEmbedding): module._init_weight() # Copied from transformers.models.bart.modeling_bart.BartPreTrainedModel._update_full_mask def _update_full_mask( self, attention_mask: Union[torch.Tensor, None], inputs_embeds: torch.Tensor, ): if attention_mask is not None: if self.config._attn_implementation == "flash_attention_2": attention_mask = attention_mask if 0 in attention_mask else None elif self.config._attn_implementation == "sdpa": # output_attentions=True & head_mask can not be supported when using SDPA, fall back to # the manual implementation that requires a 4D causal mask in all cases. # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len] attention_mask = _prepare_4d_attention_mask_for_sdpa(attention_mask, inputs_embeds.dtype) elif self.config._attn_implementation == "flex_attention": if isinstance(attention_mask, torch.Tensor): attention_mask = make_flex_block_causal_mask(attention_mask, is_causal=False) else: # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len] attention_mask = _prepare_4d_attention_mask(attention_mask, inputs_embeds.dtype) return attention_mask # Copied from transformers.models.musicgen.modeling_musicgen.MusicgenDecoder._update_causal_mask def _update_causal_mask( self, attention_mask: Union[torch.Tensor, None], input_shape: torch.Size, inputs_embeds: torch.Tensor, past_key_values_length: int, ): if self.config._attn_implementation == "flash_attention_2": # 2d mask is passed through the layers attention_mask = attention_mask if (attention_mask is not None and 0 in attention_mask) else None elif self.config._attn_implementation == "sdpa": # output_attentions=True & cross_attn_head_mask can not be supported when using SDPA, and we fall back on # the manual implementation that requires a 4D causal mask in all cases. attention_mask = _prepare_4d_causal_attention_mask_for_sdpa( attention_mask, input_shape, inputs_embeds, past_key_values_length, ) elif self.config._attn_implementation == "flex_attention": if isinstance(attention_mask, torch.Tensor): attention_mask = make_flex_block_causal_mask(attention_mask) # Other attention flavors support in-built causal (when `mask is None`) # while we need to create our specific block mask regardless elif attention_mask is None: attention_mask = make_flex_block_causal_mask( torch.ones( size=(input_shape), device=inputs_embeds.device, ) ) else: # 4d mask is passed through the layers attention_mask = _prepare_4d_causal_attention_mask( attention_mask, input_shape, inputs_embeds, past_key_values_length ) return attention_mask # Copied from transformers.models.musicgen.modeling_musicgen.MusicgenDecoder._update_cross_attn_mask def _update_cross_attn_mask( self, encoder_hidden_states: Union[torch.Tensor, None], encoder_attention_mask: Union[torch.Tensor, None], input_shape: torch.Size, inputs_embeds: torch.Tensor, ): # expand encoder attention mask if encoder_hidden_states is not None and encoder_attention_mask is not None: if self.config._attn_implementation == "flash_attention_2": encoder_attention_mask = encoder_attention_mask if 0 in encoder_attention_mask else None elif self.config._attn_implementation == "sdpa": # output_attentions=True & cross_attn_head_mask can not be supported when using SDPA, and we fall back on # the manual implementation that requires a 4D causal mask in all cases. # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len] encoder_attention_mask = _prepare_4d_attention_mask_for_sdpa( encoder_attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1], ) elif self.config._attn_implementation == "flex_attention": if isinstance(encoder_attention_mask, torch.Tensor): encoder_attention_mask = make_flex_block_causal_mask( encoder_attention_mask, query_length=input_shape[-1], is_causal=False, ) else: # [bsz, seq_len] -> [bsz, 1, tgt_seq_len, src_seq_len] encoder_attention_mask = _prepare_4d_attention_mask( encoder_attention_mask, inputs_embeds.dtype, tgt_len=input_shape[-1] ) return encoder_attention_mask def eager_attention_forward( module: nn.Module, query: torch.Tensor, key: torch.Tensor, value: torch.Tensor, attention_mask: Optional[torch.Tensor], scaling: Optional[float] = None, dropout: float = 0.0, head_mask: Optional[torch.Tensor] = None, **kwargs, ): if scaling is None: scaling = query.size(-1) ** -0.5 attn_weights = torch.matmul(query, key.transpose(2, 3)) * scaling if attention_mask is not None: attn_weights = attn_weights + attention_mask attn_weights = nn.functional.softmax(attn_weights, dim=-1) if head_mask is not None: attn_weights = attn_weights * head_mask.view(1, -1, 1, 1) attn_weights = nn.functional.dropout(attn_weights, p=dropout, training=module.training) attn_output = torch.matmul(attn_weights, value) attn_output = attn_output.transpose(1, 2).contiguous() return attn_output, attn_weights 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, is_causal: bool = False, config: Optional[InformerConfig] = None, layer_idx: Optional[int] = None, ): super().__init__() self.embed_dim = embed_dim self.num_heads = num_heads self.dropout = dropout self.head_dim = embed_dim // num_heads self.config = config 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.is_causal = is_causal self.layer_idx = layer_idx if layer_idx is None and self.is_decoder: logger.warning_once( f"Instantiating a decoder {self.__class__.__name__} without passing `layer_idx` is not recommended and " "will lead to errors during the forward call, if caching is used. Please make sure to provide a `layer_idx` " "when creating this class." ) 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) @deprecate_kwarg("past_key_value", new_name="past_key_values", version="4.58") def forward( self, hidden_states: torch.Tensor, key_value_states: Optional[torch.Tensor] = None, past_key_values: Optional[Cache] = None, attention_mask: Optional[torch.Tensor] = None, layer_head_mask: Optional[torch.Tensor] = None, output_attentions: bool = False, cache_position: Optional[torch.Tensor] = None, # TODO: we need a refactor so that the different attention modules can get their specific kwargs # ATM, we have mixed things encoder, decoder, and encoder-decoder attn **kwargs: Unpack[FlashAttentionKwargs], ) -> 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 # determine input shapes bsz, tgt_len = hidden_states.shape[:-1] src_len = key_value_states.shape[1] if is_cross_attention else tgt_len q_input_shape = (bsz, tgt_len, -1, self.head_dim) kv_input_shape = (bsz, src_len, -1, self.head_dim) # get query proj query_states = self.q_proj(hidden_states).view(*q_input_shape).transpose(1, 2) is_updated = False if past_key_values is not None: if isinstance(past_key_values, EncoderDecoderCache): is_updated = past_key_values.is_updated.get(self.layer_idx) if is_cross_attention: # after the first generated id, we can subsequently re-use all key/value_states from cache curr_past_key_value = past_key_values.cross_attention_cache else: curr_past_key_value = past_key_values.self_attention_cache else: curr_past_key_value = past_key_values current_states = key_value_states if is_cross_attention else hidden_states if is_cross_attention and past_key_values is not None and is_updated: # reuse k,v, cross_attentions key_states = curr_past_key_value.layers[self.layer_idx].keys value_states = curr_past_key_value.layers[self.layer_idx].values else: key_states = self.k_proj(current_states) value_states = self.v_proj(current_states) key_states = key_states.view(*kv_input_shape).transpose(1, 2) value_states = value_states.view(*kv_input_shape).transpose(1, 2) if past_key_values is not None: # save all key/value_states to cache to be re-used for fast auto-regressive generation cache_position = cache_position if not is_cross_attention else None key_states, value_states = curr_past_key_value.update( key_states, value_states, self.layer_idx, {"cache_position": cache_position} ) # set flag that curr layer for cross-attn is already updated so we can re-use in subsequent calls if is_cross_attention and isinstance(past_key_values, EncoderDecoderCache): past_key_values.is_updated[self.layer_idx] = True attention_interface: Callable = eager_attention_forward if self.config._attn_implementation != "eager": attention_interface = ALL_ATTENTION_FUNCTIONS[self.config._attn_implementation] attn_output, attn_weights = attention_interface( self, query_states, key_states, value_states, attention_mask, dropout=0.0 if not self.training else self.dropout, scaling=self.scaling, output_attentions=output_attentions, head_mask=layer_head_mask, **kwargs, ) attn_output = attn_output.reshape(bsz, tgt_len, -1).contiguous() attn_output = self.out_proj(attn_output) return attn_output, attn_weights 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, layer_idx: Optional[int] = None, ): 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.layer_idx = layer_idx 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() @deprecate_kwarg("past_key_value", new_name="past_key_values", version="4.58") def forward( self, hidden_states: torch.Tensor, key_value_states: Optional[torch.Tensor] = None, past_key_values: Optional[Cache] = None, attention_mask: Optional[torch.Tensor] = None, layer_head_mask: Optional[torch.Tensor] = None, output_attentions: bool = False, cache_position: Optional[torch.Tensor] = None, ) -> 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() src_len = key_value_states.shape[1] if is_cross_attention else tgt_len kv_input_shape = (bsz, src_len, -1, self.head_dim) # get query proj query_states = self.q_proj(hidden_states) * self.scaling is_updated = False if past_key_values is not None: if isinstance(past_key_values, EncoderDecoderCache): is_updated = past_key_values.is_updated.get(self.layer_idx) if is_cross_attention: # after the first generated id, we can subsequently re-use all key/value_states from cache curr_past_key_value = past_key_values.cross_attention_cache else: curr_past_key_value = past_key_values.self_attention_cache else: curr_past_key_value = past_key_values current_states = key_value_states if is_cross_attention else hidden_states if is_cross_attention and past_key_values is not None and is_updated: # reuse k,v, cross_attentions key_states = curr_past_key_value.layers[self.layer_idx].keys value_states = curr_past_key_value.layers[self.layer_idx].values else: key_states = self.k_proj(current_states) value_states = self.v_proj(current_states) key_states = key_states.view(*kv_input_shape).transpose(1, 2) value_states = value_states.view(*kv_input_shape).transpose(1, 2) if past_key_values is not None: # save all key/value_states to cache to be re-used for fast auto-regressive generation cache_position = cache_position if not is_cross_attention else None key_states, value_states = curr_past_key_value.update( key_states, value_states, self.layer_idx, {"cache_position": cache_position} ) # set flag that curr layer for cross-attn is already updated so we can re-use in subsequent calls if is_cross_attention and isinstance(past_key_values, EncoderDecoderCache): past_key_values.is_updated[self.layer_idx] = True 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: # cast to float32 before operation to avoid overflow context = value_states.cumsum(dim=-2, dtype=torch.float32).to(value_states.dtype) 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 # source: https://github.com/zhouhaoyi/Informer2020/blob/main/models/encoder.py class InformerConvLayer(GradientCheckpointingLayer): 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(GradientCheckpointingLayer): def __init__(self, config: InformerConfig): super().__init__() self.embed_dim = config.d_model 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) 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, config=config, ) 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 `(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. 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(GradientCheckpointingLayer): def __init__(self, config: InformerConfig, layer_idx: Optional[int] = None): super().__init__() self.embed_dim = config.d_model 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, config=config, layer_idx=layer_idx, ) 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) 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, layer_idx=layer_idx, ) else: self.self_attn = InformerAttention( embed_dim=self.embed_dim, num_heads=config.decoder_attention_heads, dropout=config.attention_dropout, is_decoder=True, config=config, layer_idx=layer_idx, ) @deprecate_kwarg("past_key_value", new_name="past_key_values", version="4.58") 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_values: Optional[Cache] = None, output_attentions: Optional[bool] = False, use_cache: Optional[bool] = True, cache_position: Optional[torch.Tensor] = None, ) -> 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_values (`Cache`): 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. cache_position (`torch.LongTensor` of shape `(sequence_length)`, *optional*): Indices depicting the position of the input sequence tokens in the sequence. It is used to update the cache in the correct position and to infer the complete sequence length. """ residual = hidden_states # Self Attention hidden_states, self_attn_weights = self.self_attn( hidden_states=hidden_states, past_key_values=past_key_values, attention_mask=attention_mask, layer_head_mask=layer_head_mask, output_attentions=output_attentions, cache_position=cache_position, ) 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_weights = None if encoder_hidden_states is not None: residual = hidden_states hidden_states, cross_attn_weights = 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_values=past_key_values, output_attentions=output_attentions, cache_position=cache_position, ) 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) # 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) return outputs class InformerEncoder(InformerPreTrainedModel): """ Transformer encoder consisting of *config.encoder_layers* self attention layers. Each layer is a [`InformerEncoderLayer`]. Args: config: InformerConfig """ def __init__(self, config: InformerConfig): super().__init__(config) self.dropout = config.dropout self.layerdrop = config.encoder_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([InformerEncoderLayer(config) for _ in range(config.encoder_layers)]) self.layernorm_embedding = nn.LayerNorm(config.d_model) self.gradient_checkpointing = False 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 = _prepare_4d_attention_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://huggingface.co/papers/1909.11556 for description) to_drop = False if self.training: dropout_probability = torch.rand([]) if dropout_probability < self.layerdrop: # skip the layer to_drop = True if to_drop: layer_outputs = (None, None) 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 ) class InformerDecoder(InformerPreTrainedModel): """ Transformer 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, layer_idx=i) for i 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 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[Cache] = 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, cache_position: Optional[torch.LongTensor] = 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 (`Cache`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`): It is a [`~cache_utils.Cache`] instance. For more details, see our [kv cache guide](https://huggingface.co/docs/transformers/en/kv_cache). 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. cache_position (`torch.LongTensor` of shape `(sequence_length)`, *optional*): Indices depicting the position of the input sequence tokens in the sequence. It is used to update the cache in the correct position and to infer the complete sequence length. """ 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] # initialize `past_key_values` if use_cache and past_key_values is None: past_key_values = EncoderDecoderCache(DynamicCache(config=self.config), DynamicCache(config=self.config)) if use_cache and isinstance(past_key_values, tuple): logger.warning_once( "Passing a tuple of `past_key_values` is deprecated and will be removed in Transformers v4.58.0. " "You should pass an instance of `EncoderDecoderCache` instead, e.g. " "`past_key_values=EncoderDecoderCache.from_legacy_cache(past_key_values)`." ) past_key_values = EncoderDecoderCache.from_legacy_cache(past_key_values) past_key_values_length = past_key_values.get_seq_length() if past_key_values is not None else 0 if cache_position is None: cache_position = torch.arange( past_key_values_length, past_key_values_length + input_shape[1], device=inputs_embeds.device ) attention_mask = self._update_causal_mask( attention_mask, input_shape, inputs_embeds, past_key_values_length, ) encoder_attention_mask = self._update_cross_attn_mask( encoder_hidden_states, encoder_attention_mask, input_shape, inputs_embeds, ) 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) 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 # 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 # 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://huggingface.co/papers/1909.11556 for description) if output_hidden_states: all_hidden_states += (hidden_states,) if self.training: dropout_probability = torch.rand([]) if dropout_probability < self.layerdrop: continue layer_outputs = decoder_layer( hidden_states, attention_mask, encoder_hidden_states, # as a positional argument for gradient checkpointing 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_values=past_key_values, output_attentions=output_attentions, use_cache=use_cache, cache_position=cache_position, ) hidden_states = layer_outputs[0] 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,) if not return_dict: return tuple( v for v in [hidden_states, past_key_values, all_hidden_states, all_self_attns, all_cross_attentions] if v is not None ) return BaseModelOutputWithPastAndCrossAttentions( last_hidden_state=hidden_states, past_key_values=past_key_values, hidden_states=all_hidden_states, attentions=all_self_attns, cross_attentions=all_cross_attentions, ) @auto_docstring class InformerModel(InformerPreTrainedModel): def __init__(self, config: InformerConfig): super().__init__(config) if config.scaling == "mean" or config.scaling is True: self.scaler = InformerMeanScaler(config) elif config.scaling == "std": self.scaler = InformerStdScaler(config) else: self.scaler = InformerNOPScaler(config) 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 if loc.ndim == 3: squeezed_loc = loc.squeeze(1) squeezed_scale = scale.squeeze(1) else: squeezed_loc = loc squeezed_scale = scale log_abs_loc = squeezed_loc.abs().log1p() log_scale = squeezed_scale.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 @auto_docstring 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[Cache] = None, output_hidden_states: Optional[bool] = None, output_attentions: Optional[bool] = None, use_cache: Optional[bool] = None, return_dict: Optional[bool] = None, cache_position: Optional[torch.LongTensor] = None, ) -> Union[Seq2SeqTSModelOutput, tuple]: r""" 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`. 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. Examples: ```python >>> from huggingface_hub import hf_hub_download >>> import torch >>> from transformers import InformerModel >>> file = hf_hub_download( ... repo_id="hf-internal-testing/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, ) # Avoid empty tensors and instead create a zeroes tensor which # will be treated the same in torch, i.e. matmul with empty == all 0s if self.config.context_length >= transformer_inputs.shape[1]: bsz, _, dim = transformer_inputs.shape dec_input = torch.zeros( size=(bsz, 1, dim), device=transformer_inputs.device, dtype=transformer_inputs.dtype ) else: 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, cache_position=cache_position, ) 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, ) 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) 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) @auto_docstring 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) @auto_docstring 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[Cache] = None, output_hidden_states: Optional[bool] = None, output_attentions: Optional[bool] = None, use_cache: Optional[bool] = None, return_dict: Optional[bool] = None, cache_position: Optional[torch.LongTensor] = None, ) -> Union[Seq2SeqTSModelOutput, tuple]: r""" 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. 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. Examples: ```python >>> from huggingface_hub import hf_hub_download >>> import torch >>> from transformers import InformerForPrediction >>> file = hf_hub_download( ... repo_id="hf-internal-testing/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, cache_position=cache_position, ) 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, ) ) __all__ = ["InformerForPrediction", "InformerModel", "InformerPreTrainedModel"]