Update modeling_super_linear.py
Browse files- modeling_super_linear.py +289 -326
modeling_super_linear.py
CHANGED
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@@ -1,24 +1,13 @@
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from typing import Optional, Tuple, Union
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import torch, torch.nn as nn, torch.nn.functional as F
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from transformers import (PreTrainedModel,GenerationMixin,AutoConfig,AutoModelForCausalLM,)
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from transformers.modeling_outputs import CausalLMOutputWithCrossAttentions
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from .configuration_super_linear import SuperLinearConfig
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from typing import Tuple, Union
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import math
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import torch
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import numpy as np
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import torch.nn as nn
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import torch.nn.functional as F
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import matplotlib.pyplot as plt
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import os
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from torch.nn.functional import interpolate
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import datetime
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"-------------------------------------------------------------------------------------------------------------------"
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class RevIN(nn.Module):
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@@ -95,117 +84,45 @@ class RevIN(nn.Module):
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return x
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"-------------------------------------------------------------------------------------------------------------------"
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class moving_avg(nn.Module):
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"""
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Moving average block to highlight the trend of time series
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"""
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def __init__(self, kernel_size, stride):
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super(moving_avg, self).__init__()
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self.kernel_size = kernel_size
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self.avg = nn.AvgPool1d(kernel_size=kernel_size, stride=stride, padding=0)
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def forward(self, x):
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# x: [Batch, Input length]
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# padding on the both ends of time series
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front = x[:, 0:1].repeat(1, (self.kernel_size - 1) // 2)
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end = x[:, -1:].repeat(1, (self.kernel_size - 1) // 2)
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x = torch.cat([front, x, end], dim=1)
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x = self.avg(x.unsqueeze(1)).squeeze(1)
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return x
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class series_decomp(nn.Module):
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"""
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Series decomposition block
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"""
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def __init__(self, kernel_size):
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super(series_decomp, self).__init__()
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self.moving_avg = moving_avg(kernel_size, stride=1)
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def forward(self, x):
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moving_mean = self.moving_avg(x)
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res = x - moving_mean
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return res, moving_mean
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class DLinear(nn.Module):
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def __init__(self, input_len, output_len, kernel_size = 25):
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super(DLinear, self).__init__()
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self.seasonal = nn.Linear(input_len, output_len)
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self.trend = nn.Linear(input_len, output_len)
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self.moving_avg = moving_avg(kernel_size, stride=1)
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self.decompsition = series_decomp(kernel_size)
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def forward(self, x):
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# x: [Batch*Input length,Channel]
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seasonal_init, trend_init = self.decompsition(x)
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seasonal_output = self.seasonal(seasonal_init)
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trend_output = self.trend(trend_init)
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x = seasonal_output + trend_output
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return x # to [Batch, Output length, Channel]
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class Linear(nn.Module):
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def __init__(self, input_len, output_len):
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super(Linear, self).__init__()
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self.Linear = nn.Linear(input_len, output_len)
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def forward(self, x):
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# x: [Batch*Channel, Input length]
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x = x.unsqueeze(-1)
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x = self.Linear(x)
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if len(x_shape) == 2:
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x = x.squeeze(-1)
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return x # to [Batch, Output length, Channel]
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class Naive(nn.Module):
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def __init__(self, input_len, output_len):
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super(Naive, self).__init__()
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self.output_len = output_len
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def forward(self, x):
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# x: [Batch*Channel, Input length]
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x = x[:,-1].unsqueeze(1).repeat(1, self.output_len)
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return x # to [Batch, Output length, Channel]
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class Mean(nn.Module):
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def __init__(self, input_len, output_len):
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super(Mean, self).__init__()
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self.output_len = output_len
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def forward(self, x):
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# x: [Batch*Channel, Input length]
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x = x.mean(dim=1).unsqueeze(1).repeat(1, self.output_len)
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return x # to [Batch, Output length, Channel]
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class NLinear(nn.Module):
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def __init__(self, input_len, output_len):
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super(NLinear, self).__init__()
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self.Linear = nn.Linear(input_len, output_len)
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def forward(self, x):
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# x: [Batch* Input length,Channel]
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seq_last = x[:,-1:].detach()
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x = x - seq_last
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x = self.Linear(x)
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x = x + seq_last
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return x
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class RLinear(nn.Module):
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def __init__(self, input_len, output_len):
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super(RLinear, self).__init__()
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self.Linear
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self.revin_layer = RevIN(num_features = None, affine=False, norm_type = None, subtract_last = False)
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def forward(self, x):
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return x # to [Batch, Output length, Channel]
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"-------------------------------------------------------------------------------------------------------------------"
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class
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def __init__(self, configs, experts=None):
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super(
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input_dim = configs.seq_len
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output_dim = configs.pred_len
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self.noise_std = configs.noisy_gating_std
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self.
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self.experts = nn.ModuleList(experts)
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self.num_experts = len(experts)
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self.k = configs.top_k_experts
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if self.k > self.num_experts:
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print(f"Warning: k ({self.k}) is greater than the number of experts ({self.num_experts}). Setting k to {self.num_experts}.")
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self.k = self.num_experts
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self.mlp_gating = configs.mlp_gating
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self.moe_temp = configs.moe_temp
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self.use_fft = configs.use_fft
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self.fft_len = configs.fft_len
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self.moe_norm = configs.moe_norm
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if self.use_fft:
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self.gating_network = nn.Sequential(
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nn.Linear(self.fft_len//2, self.d_model),
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nn.ReLU(),
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nn.Linear(self.d_model, self.num_experts)
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)
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else:
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self.gating_network = nn.Linear(self.fft_len//2, self.num_experts, bias=True)
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else:
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self.gating_network = nn.Linear(
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if self.moe_norm:
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self.
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if inputs.dim() == 2:
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x_0 = inputs.unsqueeze(2)
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else:
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x_0 = inputs
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x_0 = x_0 - torch.mean(x_0, dim=1, keepdim=True)
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dft = torch.fft.fft(x_0, dim=1, n=n) / np.sqrt(n)
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dft = dft[:, :n//2, :]
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I = torch.abs(dft) ** 2
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I_sum = torch.sum(I, dim=1, keepdim=True)
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I_sum[I_sum == 0] = 1
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I = I / I_sum
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if torch.any(I_sum == 0):
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return I
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def forward(self, x, get_prob=False):
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if self.use_fft:
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x_0 = self.get_periodogram(x, n=self.fft_len)
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else:
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x_0 = x
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if self.moe_norm:
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self.gate_outputs = self.batch_norm(self.gate_outputs)
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#
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if not self.training:
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self.gate_outputs = self.gate_outputs / self.moe_temp
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#
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noise = torch.randn_like(self.gate_outputs).to(x.device) * self.noise_std
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if self.training:
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noisy_gate_outputs = self.gate_outputs + noise
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self.topk_values, topk_indices = torch.topk(noisy_gate_outputs, self.k, dim=1)
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else:
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self.topk_values, topk_indices = torch.topk(self.gate_outputs, self.k, dim=1)
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self.topk_gates = F.softmax(self.topk_values, dim=1)
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batch_size = x.size(0)
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expert_outputs = torch.stack([self.experts[i](x) for i in range(self.num_experts)], dim=1)
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topk_indices_expanded = topk_indices.unsqueeze(-1).expand(-1, -1, expert_outputs.size(2))
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sparse_expert_outputs = torch.gather(expert_outputs, 1, topk_indices_expanded)
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output = torch.sum(self.topk_gates.unsqueeze(2) * sparse_expert_outputs, dim=1)
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load_balancing_loss = self.calculate_load_balancing_loss(self.gate_outputs, batch_size)
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if get_prob:
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expert_probs = F.softmax(self.gate_outputs, dim=1)
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return output,
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return output
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def calculate_load_balancing_loss(self, gate_outputs, batch_size):
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gate_probs = F.softmax(gate_outputs, dim=1)
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assignments = torch.argmax(gate_outputs, dim=1)
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self.D = torch.zeros(self.num_experts, device=gate_outputs.device)
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for i in range(self.num_experts):
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self.D[i] = torch.sum(assignments == i).float() / batch_size
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P = torch.mean(gate_probs, dim=0)
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load_balancing_loss = torch.sum(self.D * P) * self.num_experts
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return load_balancing_loss
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def __init__(self, configs):
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super(
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self.configs = configs
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self.pred_len = configs.pred_len
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self.seq_len = configs.seq_len
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self.inf_pred_len = configs.inf_pred_len
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self.max_horizon = configs.max_horizon
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self.auto_regressive = configs.auto_regressive
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self.n_experts = configs.moe_n_experts
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self.moe = configs.moe
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self.model_name = "SuperLinear"
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if configs.freq_experts == "":
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self.freq_experts = None
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else:
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self.freq_experts = configs.freq_experts.split('_')
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self.moe_loss = None
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self.top_k_experts = configs.top_k_experts
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self.n_experts = configs.moe_n_experts
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self.freeze_experts = configs.freeze_experts
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self.layer_dict = {'DLinear': DLinear, 'Linear': Linear, 'NLinear': NLinear, 'RLinear': RLinear}
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# path = configs.linear_checkpoints_path + configs.linear_checkpoints_dir
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# dirs = os.listdir(path)
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# checkpoints_paths = [path + "/" + d + "/" + "checkpoint.pth" for d in dirs]
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if self.freq_experts == "all":
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self.freq_experts = []
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for cp in checkpoints_paths:
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if self.layer_type in cp:
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cycle = cp.split("/")
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self.experts = {}
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if self.freq_experts is not None:
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for expert_freq in self.freq_experts:
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if expert_freq == "naive" or expert_freq == "Naive":
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self.experts[expert_freq] = Naive(self.
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elif expert_freq == "mean" or expert_freq == "Mean":
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self.experts[expert_freq] = Mean(self.
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else:
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# param.requires_grad = False
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else:
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else:
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#
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# print(checkpoint.keys())
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# self.load_state_dict(checkpoint)
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# else:
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# print(f"Path {path} does not exist. Skipping loading weights.")
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-
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-
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# def map_to_cycle(self, freq):
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# if "/" in freq:
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# cycle = int(freq.split("/")[1])
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# elif "h" in freq:
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# cycle = 24
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# elif "2h":
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# cycle = 12
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# elif "3h" in freq:
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# cycle = 8
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# elif "4h" in freq:
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# cycle = 6
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# elif "D" in freq:
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# cycle = 7
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# elif "DM" in freq:
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# cycle = 30
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# elif "W" in freq:
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# cycle = 52
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# elif "M" in freq:
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# cycle = 12
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# elif "min" in freq:
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# cycle = 1440
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# elif "5min" in freq:
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# cycle = 288
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# elif "10min" in freq:
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# cycle = 144
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# elif "15min" in freq:
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# cycle = 96
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# elif "30min" in freq:
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# cycle = 48
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# else:
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# cycle = int(freq)
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# return cycle
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-
def forward(self, x_enc, x_mark_enc=None, x_dec=None, x_mark_dec=None, mask=None, freq=[None], get_prob=False, inf_pred_len=None):
|
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-
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if inf_pred_len is None:
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-
inf_pred_len = self.inf_pred_len
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-
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-
if len(x_enc.shape) > 2:
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-
x = x_enc.permute(0, 2, 1)
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B, V, L = x.shape
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-
else:
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x = x_enc
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B, L = x.shape
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V = 1
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-
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-
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-
#ceil - very bad heuristic!
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-
scale_factor = self.seq_len / L
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-
scale_factor = int(np.ceil(scale_factor))
|
| 507 |
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orig_pred_len = inf_pred_len
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expert_probs = None
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| 522 |
if get_prob:
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-
out,
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| 524 |
else:
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| 525 |
-
out
|
| 526 |
-
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| 527 |
-
if self.auto_regressive and self.max_horizon < inf_pred_len:
|
| 528 |
-
outputs = [out]
|
| 529 |
-
ar_x = torch.cat([x, out], dim=1)[:, -self.seq_len:]
|
| 530 |
-
for i in range(0, inf_pred_len, self.max_horizon):
|
| 531 |
-
ar_out, _ = self.moe(ar_x)
|
| 532 |
-
outputs.append(ar_out)
|
| 533 |
-
ar_x = torch.cat([ar_x, ar_out], dim=1)[:, -self.seq_len:]
|
| 534 |
-
out = torch.cat(outputs, dim=1)[:,:inf_pred_len]
|
| 535 |
-
out = out.reshape(B, V, out.shape[-1])
|
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| 541 |
result = out.permute(0, 2, 1)
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|
| 542 |
if get_prob:
|
| 543 |
expert_probs = expert_probs.reshape(B, V, expert_probs.shape[-1])
|
| 544 |
return result, expert_probs
|
| 545 |
return result
|
| 546 |
-
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| 547 |
"-------------------------------------------------------------------------------------------------------------------"
|
| 548 |
class SuperLinearForCausalLM(PreTrainedModel, GenerationMixin):
|
| 549 |
-
|
| 550 |
config_class = SuperLinearConfig
|
| 551 |
|
| 552 |
def __init__(self, config: SuperLinearConfig):
|
| 553 |
super().__init__(config)
|
| 554 |
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|
| 555 |
# the backbone keeps its own Config dataclass, so build one on‑the‑fly:
|
| 556 |
-
backbone_cfg
|
| 557 |
-
self.args
|
| 558 |
-
self.backbone
|
| 559 |
self.post_init()
|
| 560 |
|
| 561 |
-
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|
| 562 |
def forward(self,
|
| 563 |
-
inputs_embeds: torch.Tensor = None,
|
| 564 |
-
prediction_len: int = None,
|
| 565 |
attention_mask: Optional[torch.Tensor] = None,
|
| 566 |
past_key_values: Optional[Tuple] = None,
|
| 567 |
use_cache: bool = True,
|
|
@@ -573,17 +534,19 @@ class SuperLinearForCausalLM(PreTrainedModel, GenerationMixin):
|
|
| 573 |
raise ValueError("Pass the time‑series as `inputs_embeds`")
|
| 574 |
|
| 575 |
# backbone expects (B, C, L)
|
| 576 |
-
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|
| 577 |
return CausalLMOutputWithCrossAttentions(loss=None,logits=preds,past_key_values=None,hidden_states=None,attentions=None,)
|
| 578 |
|
| 579 |
|
| 580 |
-
def prepare_inputs_for_generation(self, inputs_embeds, past_key_values=None,
|
| 581 |
if past_key_values is not None:
|
| 582 |
# only feed the last new step
|
| 583 |
inputs_embeds = inputs_embeds[:, -1:, :]
|
| 584 |
-
return {"inputs_embeds": inputs_embeds, "past_key_values": past_key_values
|
| 585 |
|
| 586 |
def _reorder_cache(self, past, beam_idx, **kwargs):
|
| 587 |
return past # backbone keeps no KV cache
|
| 588 |
|
| 589 |
-
|
|
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|
| 1 |
+
from typing import Optional, Tuple
|
|
|
|
| 2 |
import torch, torch.nn as nn, torch.nn.functional as F
|
| 3 |
+
import numpy as np
|
| 4 |
+
import matplotlib.pyplot as plt
|
| 5 |
+
import os
|
| 6 |
|
| 7 |
from transformers import (PreTrainedModel,GenerationMixin,AutoConfig,AutoModelForCausalLM,)
|
| 8 |
from transformers.modeling_outputs import CausalLMOutputWithCrossAttentions
|
| 9 |
from .configuration_super_linear import SuperLinearConfig
|
| 10 |
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| 11 |
|
| 12 |
"-------------------------------------------------------------------------------------------------------------------"
|
| 13 |
class RevIN(nn.Module):
|
|
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|
| 84 |
|
| 85 |
return x
|
| 86 |
"-------------------------------------------------------------------------------------------------------------------"
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|
| 87 |
class Linear(nn.Module):
|
| 88 |
+
"""Simple linear layer expert."""
|
| 89 |
def __init__(self, input_len, output_len):
|
| 90 |
super(Linear, self).__init__()
|
| 91 |
self.Linear = nn.Linear(input_len, output_len)
|
| 92 |
|
| 93 |
def forward(self, x):
|
| 94 |
# x: [Batch*Channel, Input length]
|
| 95 |
+
x = x.clone()
|
| 96 |
+
x = self.Linear(x).clone()
|
|
|
|
|
|
|
|
|
|
|
|
|
| 97 |
return x # to [Batch, Output length, Channel]
|
| 98 |
|
| 99 |
class Naive(nn.Module):
|
| 100 |
+
"""Naive forecasting expert - repeats last value."""
|
| 101 |
def __init__(self, input_len, output_len):
|
| 102 |
super(Naive, self).__init__()
|
| 103 |
self.output_len = output_len
|
| 104 |
|
|
|
|
| 105 |
def forward(self, x):
|
| 106 |
# x: [Batch*Channel, Input length]
|
| 107 |
+
x = x[:,-1].unsqueeze(1).repeat(1, self.output_len)
|
|
|
|
|
|
|
|
|
|
|
|
|
| 108 |
return x # to [Batch, Output length, Channel]
|
| 109 |
|
| 110 |
class Mean(nn.Module):
|
| 111 |
+
"""Mean forecasting expert - repeats mean value."""
|
| 112 |
def __init__(self, input_len, output_len):
|
| 113 |
super(Mean, self).__init__()
|
| 114 |
self.output_len = output_len
|
| 115 |
|
| 116 |
def forward(self, x):
|
| 117 |
# x: [Batch*Channel, Input length]
|
| 118 |
+
x = x.mean(dim=1).unsqueeze(1).repeat(1, self.output_len)
|
|
|
|
|
|
|
| 119 |
return x # to [Batch, Output length, Channel]
|
|
|
|
| 120 |
|
|
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|
| 121 |
class RLinear(nn.Module):
|
| 122 |
+
"""Reversible Instance Normalization Linear layer expert."""
|
| 123 |
def __init__(self, input_len, output_len):
|
| 124 |
super(RLinear, self).__init__()
|
| 125 |
+
self.Linear = nn.Linear(input_len, output_len)
|
| 126 |
self.revin_layer = RevIN(num_features = None, affine=False, norm_type = None, subtract_last = False)
|
| 127 |
|
| 128 |
def forward(self, x):
|
|
|
|
| 140 |
return x # to [Batch, Output length, Channel]
|
| 141 |
|
| 142 |
"-------------------------------------------------------------------------------------------------------------------"
|
| 143 |
+
class SparseMoE(nn.Module):
|
| 144 |
+
"""
|
| 145 |
+
Sparse Mixture of Experts (MoE) module that routes inputs to the most relevant experts.
|
| 146 |
+
|
| 147 |
+
This implementation uses a gating network to determine which experts should process each input.
|
| 148 |
+
Only the top-k experts are used for each input, creating a sparse computation pattern.
|
| 149 |
+
|
| 150 |
+
Args:
|
| 151 |
+
configs: Configuration object containing MoE parameters
|
| 152 |
+
experts: Collection of expert modules (neural networks)
|
| 153 |
+
"""
|
| 154 |
def __init__(self, configs, experts=None):
|
| 155 |
+
super(SparseMoE, self).__init__()
|
|
|
|
|
|
|
|
|
|
| 156 |
self.noise_std = configs.noisy_gating_std
|
| 157 |
+
self.experts = nn.ModuleList(experts) # Store experts in ModuleList for proper registration
|
|
|
|
| 158 |
self.num_experts = len(experts)
|
| 159 |
self.k = configs.top_k_experts
|
| 160 |
+
|
| 161 |
if self.k > self.num_experts:
|
|
|
|
| 162 |
self.k = self.num_experts
|
| 163 |
+
|
|
|
|
| 164 |
self.moe_temp = configs.moe_temp
|
| 165 |
self.use_fft = configs.use_fft
|
| 166 |
self.fft_len = configs.fft_len
|
| 167 |
self.moe_norm = configs.moe_norm
|
| 168 |
+
|
| 169 |
+
# Initialize gating network based on configuration
|
| 170 |
if self.use_fft:
|
| 171 |
+
self.gating_network = nn.Linear(self.fft_len//2, self.num_experts, bias=True)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 172 |
else:
|
| 173 |
+
self.gating_network = nn.Linear(configs.seq_len, self.num_experts, bias=True)
|
| 174 |
|
| 175 |
if self.moe_norm:
|
| 176 |
+
self.gate_norm = nn.BatchNorm1d(self.num_experts)
|
|
|
|
| 177 |
|
| 178 |
+
def get_periodogram(self, inputs, n=10000):
|
| 179 |
+
"""
|
| 180 |
+
Calculate the periodogram (power spectral density) of input time series.
|
| 181 |
+
|
| 182 |
+
The periodogram is used as a frequency-domain representation of the signal
|
| 183 |
+
to help the gating network identify periodic patterns.
|
| 184 |
+
|
| 185 |
+
Args:
|
| 186 |
+
inputs: Input time series tensor of shape [batch_size, sequence_length] or [batch_size, sequence_length, features]
|
| 187 |
+
n: Number of points in FFT computation
|
| 188 |
+
|
| 189 |
+
Returns:
|
| 190 |
+
Normalized periodogram of the input signals
|
| 191 |
+
"""
|
| 192 |
if inputs.dim() == 2:
|
| 193 |
x_0 = inputs.unsqueeze(2)
|
| 194 |
else:
|
| 195 |
x_0 = inputs
|
| 196 |
+
x_0 = x_0 - torch.mean(x_0, dim=1, keepdim=True) # Remove mean (DC component)
|
| 197 |
|
| 198 |
+
# Compute FFT and normalize
|
| 199 |
dft = torch.fft.fft(x_0, dim=1, n=n) / np.sqrt(n)
|
| 200 |
+
dft = dft[:, :n//2, :] # Keep only positive frequencies
|
| 201 |
+
I = torch.abs(dft) ** 2 # Power spectral density
|
| 202 |
|
| 203 |
+
# Normalize periodogram
|
| 204 |
I_sum = torch.sum(I, dim=1, keepdim=True)
|
| 205 |
+
I_sum[I_sum == 0] = 1 # Avoid division by zero
|
| 206 |
I = I / I_sum
|
| 207 |
|
| 208 |
if torch.any(I_sum == 0):
|
|
|
|
| 215 |
return I
|
| 216 |
|
| 217 |
def forward(self, x, get_prob=False):
|
| 218 |
+
"""
|
| 219 |
+
Forward pass through the Mixture of Experts.
|
| 220 |
+
|
| 221 |
+
Args:
|
| 222 |
+
x: Input tensor of shape [batch_size, sequence_length]
|
| 223 |
+
get_prob: Whether to return expert selection probabilities
|
| 224 |
+
|
| 225 |
+
Returns:
|
| 226 |
+
- Output tensor from the selected experts
|
| 227 |
+
- (Optional) Expert selection probabilities if get_prob is True
|
| 228 |
+
"""
|
| 229 |
+
# Preprocess input if using FFT-based gating
|
| 230 |
if self.use_fft:
|
| 231 |
+
x_0 = self.get_periodogram(x, n=self.fft_len)
|
|
|
|
| 232 |
else:
|
| 233 |
x_0 = x
|
| 234 |
|
| 235 |
+
# Get gating logits
|
| 236 |
+
self.gate_outputs = self.gating_network(x_0) # Raw gating scores
|
| 237 |
+
|
| 238 |
if self.moe_norm:
|
| 239 |
+
self.gate_outputs = self.gate_norm(self.gate_outputs)
|
|
|
|
|
|
|
|
|
|
| 240 |
|
| 241 |
+
# Apply temperature scaling during inference
|
| 242 |
if not self.training:
|
| 243 |
self.gate_outputs = self.gate_outputs / self.moe_temp
|
| 244 |
|
| 245 |
+
# Add noise to gating logits during training (for exploration)
|
| 246 |
noise = torch.randn_like(self.gate_outputs).to(x.device) * self.noise_std
|
| 247 |
if self.training:
|
| 248 |
noisy_gate_outputs = self.gate_outputs + noise
|
| 249 |
+
self.topk_values, topk_indices = torch.topk(noisy_gate_outputs, self.k, dim=1)
|
| 250 |
else:
|
| 251 |
self.topk_values, topk_indices = torch.topk(self.gate_outputs, self.k, dim=1)
|
| 252 |
|
| 253 |
+
# Normalize the gate values with softmax
|
| 254 |
self.topk_gates = F.softmax(self.topk_values, dim=1)
|
| 255 |
|
| 256 |
batch_size = x.size(0)
|
| 257 |
+
# Get outputs from all experts
|
| 258 |
expert_outputs = torch.stack([self.experts[i](x) for i in range(self.num_experts)], dim=1)
|
| 259 |
|
| 260 |
+
# Select only the outputs from the top-k experts
|
| 261 |
topk_indices_expanded = topk_indices.unsqueeze(-1).expand(-1, -1, expert_outputs.size(2))
|
| 262 |
sparse_expert_outputs = torch.gather(expert_outputs, 1, topk_indices_expanded)
|
| 263 |
|
| 264 |
+
# Combine expert outputs using the gate values
|
| 265 |
output = torch.sum(self.topk_gates.unsqueeze(2) * sparse_expert_outputs, dim=1)
|
|
|
|
|
|
|
| 266 |
|
| 267 |
if get_prob:
|
| 268 |
expert_probs = F.softmax(self.gate_outputs, dim=1)
|
| 269 |
+
return output, expert_probs
|
| 270 |
|
| 271 |
+
return output
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 272 |
|
| 273 |
|
| 274 |
+
class Model(nn.Module):
|
| 275 |
+
"""
|
| 276 |
+
Main model class that employs a Mixture of Experts for time series forecasting.
|
| 277 |
+
|
| 278 |
+
This model can work with various types of linear layers as experts and supports
|
| 279 |
+
both standard prediction and auto-regressive prediction for longer horizons.
|
| 280 |
+
|
| 281 |
+
Args:
|
| 282 |
+
configs: Configuration object containing model parameters
|
| 283 |
+
"""
|
| 284 |
def __init__(self, configs):
|
| 285 |
+
super(Model, self).__init__()
|
|
|
|
| 286 |
self.configs = configs
|
|
|
|
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|
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| 287 |
self.model_name = "SuperLinear"
|
| 288 |
+
self.train_pred_len = configs.train_pred_len
|
| 289 |
+
self.train_seq_len = configs.train_seq_len
|
| 290 |
+
self.resample_long_lookback = configs.resample_long_lookback
|
| 291 |
+
self.layer_type = configs.layer_type
|
| 292 |
+
self.load_weights_full = configs.load_weights_full
|
| 293 |
+
self.load_linear = configs.load_linear
|
| 294 |
+
|
| 295 |
+
if self.load_weights_full:
|
| 296 |
+
pass # TODO: implement full weight loading
|
| 297 |
+
|
| 298 |
+
# Parse frequency experts from configuration
|
| 299 |
if configs.freq_experts == "":
|
| 300 |
self.freq_experts = None
|
| 301 |
else:
|
| 302 |
self.freq_experts = configs.freq_experts.split('_')
|
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| 304 |
self.top_k_experts = configs.top_k_experts
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| 305 |
self.freeze_experts = configs.freeze_experts
|
| 306 |
+
path = configs.linear_freq_weights_path
|
| 307 |
+
linear_freq_dirs = os.listdir(path) if os.path.exists(path) else []
|
| 308 |
+
checkpoints_paths = [path + "/" + d + "/" + "checkpoint.pth" for d in linear_freq_dirs]
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| 309 |
|
| 310 |
+
# Initialize experts based on frequency specification or create generic experts
|
| 311 |
self.experts = {}
|
| 312 |
if self.freq_experts is not None:
|
| 313 |
for expert_freq in self.freq_experts:
|
| 314 |
if expert_freq == "naive" or expert_freq == "Naive":
|
| 315 |
+
self.experts[expert_freq] = Naive(self.train_seq_len, self.train_pred_len)
|
| 316 |
elif expert_freq == "mean" or expert_freq == "Mean":
|
| 317 |
+
self.experts[expert_freq] = Mean(self.train_seq_len, self.train_pred_len)
|
| 318 |
else:
|
| 319 |
+
# Use the appropriate expert class based on layer_type
|
| 320 |
+
expert_classes = {'Linear': Linear, 'RLinear': RLinear}
|
| 321 |
+
if self.layer_type in expert_classes:
|
| 322 |
+
expert_class = expert_classes[self.layer_type]
|
| 323 |
+
self.experts[expert_freq] = expert_class(self.train_seq_len, self.train_pred_len)
|
| 324 |
+
else:
|
| 325 |
+
# Default to RLinear if unknown layer type
|
| 326 |
+
self.experts[expert_freq] = RLinear(self.train_seq_len, self.train_pred_len)
|
| 327 |
+
|
| 328 |
+
if self.load_linear and checkpoints_paths:
|
| 329 |
+
cycle = self.map_to_cycle(expert_freq)
|
| 330 |
+
cycle_str = f'cycle_{cycle}/'
|
| 331 |
+
cycle_checkpoint_path = [cp for cp in checkpoints_paths if (cycle_str in cp and self.layer_type in cp)]
|
| 332 |
+
if len(cycle_checkpoint_path) > 0:
|
| 333 |
+
cycle_checkpoint_path = cycle_checkpoint_path[0]
|
| 334 |
+
print(f'Loading checkpoint: {cycle_checkpoint_path}')
|
| 335 |
+
self.experts[expert_freq].load_state_dict(torch.load(cycle_checkpoint_path))
|
|
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|
| 336 |
|
| 337 |
+
if self.freeze_experts:
|
| 338 |
+
for param in self.experts[expert_freq].parameters():
|
| 339 |
+
param.requires_grad = False
|
| 340 |
else:
|
| 341 |
+
# Create generic experts
|
| 342 |
+
for i in range(configs.n_experts):
|
| 343 |
+
expert_classes = {'Linear': Linear, 'RLinear': RLinear}
|
| 344 |
+
if self.layer_type in expert_classes:
|
| 345 |
+
expert_class = expert_classes[self.layer_type]
|
| 346 |
+
self.experts[str(i)] = expert_class(self.train_seq_len, self.train_pred_len)
|
| 347 |
+
else:
|
| 348 |
+
# Default to RLinear if unknown layer type
|
| 349 |
+
self.experts[str(i)] = RLinear(self.train_seq_len, self.train_pred_len)
|
| 350 |
+
|
| 351 |
+
# Create additional complementary experts if specified
|
| 352 |
+
if configs.comp_moe > 0:
|
| 353 |
+
for i in range(configs.comp_moe):
|
| 354 |
+
expert_classes = {'Linear': Linear, 'RLinear': RLinear}
|
| 355 |
+
if self.layer_type in expert_classes:
|
| 356 |
+
expert_class = expert_classes[self.layer_type]
|
| 357 |
+
self.experts[f"comp_{i}"] = expert_class(self.train_seq_len, self.train_pred_len)
|
| 358 |
+
else:
|
| 359 |
+
# Default to RLinear if unknown layer type
|
| 360 |
+
self.experts[f"comp_{i}"] = RLinear(self.train_seq_len, self.train_pred_len)
|
| 361 |
+
|
| 362 |
+
# Initialize the MoE layer and dropout
|
| 363 |
+
self.moe = SparseMoE(configs, experts=self.experts.values())
|
| 364 |
+
|
| 365 |
+
# Load pre-trained weights if specified
|
| 366 |
+
if configs.load_weights_full:
|
| 367 |
+
pass # TODO: implement full weight loading
|
| 368 |
+
|
| 369 |
+
print("Experts:", self.experts.keys())
|
| 370 |
|
| 371 |
+
def add_experts(self, experts: dict):
|
| 372 |
+
"""
|
| 373 |
+
Add new experts to the model.
|
| 374 |
+
|
| 375 |
+
Args:
|
| 376 |
+
experts: Dictionary of expert instances to add
|
| 377 |
+
"""
|
| 378 |
+
for name, expert in experts.items():
|
| 379 |
+
self.experts[name] = expert
|
| 380 |
+
# Reinitialize the MoE layer with the updated experts
|
| 381 |
+
self.moe = SparseMoE(self.configs, experts=self.experts.values())
|
| 382 |
+
return self.moe
|
| 383 |
|
| 384 |
+
def resample_seq_len(self, x, pred_len, inverse=False, orig_pred_len=None):
|
| 385 |
+
"""
|
| 386 |
+
Resample sequence length for handling inputs shorter than expected training length.
|
| 387 |
+
|
| 388 |
+
Args:
|
| 389 |
+
x: Input tensor
|
| 390 |
+
pred_len: Prediction length
|
| 391 |
+
inverse: If True, downsample back to original scale; if False, upsample
|
| 392 |
+
orig_pred_len: Original prediction length (required for inverse=True)
|
| 393 |
+
|
| 394 |
+
Returns:
|
| 395 |
+
Tuple of (resampled_tensor, updated_pred_len, scale_factor, orig_pred_len)
|
| 396 |
+
For inverse=True: returns (resampled_tensor, None, None, None)
|
| 397 |
+
"""
|
| 398 |
+
if not inverse:
|
| 399 |
+
# Upsample if input is shorter than training length
|
| 400 |
+
if x.size(-1) < self.train_seq_len:
|
| 401 |
+
scale_factor = self.train_seq_len / x.size(-1)
|
| 402 |
+
x_resampled = F.interpolate(x.unsqueeze(1), size=self.train_seq_len, mode='linear', align_corners=False).squeeze(1)
|
| 403 |
+
pred_len_resampled = int(pred_len * scale_factor)
|
| 404 |
+
return x_resampled, pred_len_resampled, scale_factor, pred_len
|
| 405 |
else:
|
| 406 |
+
return x, pred_len, None, None
|
| 407 |
+
else:
|
| 408 |
+
# Downsample back to original scale
|
| 409 |
+
if orig_pred_len is not None:
|
| 410 |
+
x_resampled = F.interpolate(x.unsqueeze(1), size=orig_pred_len, mode='linear', align_corners=False).squeeze(1)
|
| 411 |
+
return x_resampled, None, None, None
|
| 412 |
+
else:
|
| 413 |
+
return x, None, None, None
|
| 414 |
|
| 415 |
+
def forward(self, x_in, get_prob=False, pred_len=None):
|
| 416 |
+
"""
|
| 417 |
+
Forward pass through the model.
|
| 418 |
+
|
| 419 |
+
Args:
|
| 420 |
+
x_in: Encoder input tensor
|
| 421 |
+
get_prob: Whether to return expert selection probabilities
|
| 422 |
+
pred_len: Override for prediction length
|
| 423 |
|
| 424 |
+
Returns:
|
| 425 |
+
- Prediction tensor
|
| 426 |
+
- (Optional) Expert selection probabilities if get_prob is True
|
| 427 |
+
"""
|
| 428 |
+
if pred_len is None:
|
| 429 |
+
pred_len = self.train_pred_len
|
| 430 |
+
|
| 431 |
+
x = x_in
|
| 432 |
+
# If input is 2D, add a channel dimension
|
| 433 |
+
if x_in.dim() == 2:
|
| 434 |
+
x = x.unsqueeze(-1)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
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|
|
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|
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|
|
|
|
|
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|
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|
|
|
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|
|
|
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|
|
|
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|
|
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|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 435 |
|
| 436 |
+
# Permute to shape [batch_size, features, sequence_length]
|
| 437 |
+
x = x.permute(0, 2, 1)
|
| 438 |
+
B, V, L = x.shape
|
|
|
|
|
|
|
|
|
|
|
|
|
| 439 |
|
| 440 |
+
scale_factor = None
|
| 441 |
+
orig_pred_len = None
|
| 442 |
|
| 443 |
+
# Handle resampling if input is shorter than training length
|
| 444 |
+
if self.resample_long_lookback and L < self.train_seq_len:
|
| 445 |
+
x, pred_len, scale_factor, orig_pred_len = self.resample_seq_len(x, pred_len, inverse=False)
|
| 446 |
|
| 447 |
+
# Reshape for MoE processing
|
| 448 |
+
x = x.reshape(B * V, x.size(-1))
|
| 449 |
|
| 450 |
+
# Forward through MoE
|
|
|
|
|
|
|
|
|
|
| 451 |
if get_prob:
|
| 452 |
+
out, expert_probs = self.moe(x, get_prob=True)
|
| 453 |
else:
|
| 454 |
+
out = self.moe(x)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 455 |
|
| 456 |
+
# Reshape back
|
| 457 |
+
out = out.reshape(B, V, out.size(-1))
|
| 458 |
+
|
| 459 |
+
# Handle resampling back to original scale if needed
|
| 460 |
+
if scale_factor is not None:
|
| 461 |
+
out, _, _, _ = self.resample_seq_len(out, None, inverse=True, orig_pred_len=orig_pred_len)
|
| 462 |
+
|
| 463 |
+
# Return to original shape conventions
|
| 464 |
result = out.permute(0, 2, 1)
|
| 465 |
+
|
| 466 |
+
if x_in.dim() == 2:
|
| 467 |
+
result = result.squeeze(-1)
|
| 468 |
+
|
| 469 |
if get_prob:
|
| 470 |
expert_probs = expert_probs.reshape(B, V, expert_probs.shape[-1])
|
| 471 |
return result, expert_probs
|
| 472 |
return result
|
| 473 |
+
|
| 474 |
+
def map_to_cycle(self, freq):
|
| 475 |
+
"""Map frequency string to cycle length for expert loading."""
|
| 476 |
+
if "/" in freq:
|
| 477 |
+
cycle = int(freq.split("/")[1])
|
| 478 |
+
elif "h" in freq:
|
| 479 |
+
cycle = 24
|
| 480 |
+
elif "2h" in freq:
|
| 481 |
+
cycle = 12
|
| 482 |
+
elif "3h" in freq:
|
| 483 |
+
cycle = 8
|
| 484 |
+
elif "4h" in freq:
|
| 485 |
+
cycle = 6
|
| 486 |
+
elif "D" in freq:
|
| 487 |
+
cycle = 7
|
| 488 |
+
elif "DM" in freq:
|
| 489 |
+
cycle = 30
|
| 490 |
+
elif "W" in freq:
|
| 491 |
+
cycle = 52
|
| 492 |
+
elif "M" in freq:
|
| 493 |
+
cycle = 12
|
| 494 |
+
elif "min" in freq:
|
| 495 |
+
cycle = 1440
|
| 496 |
+
elif "5min" in freq:
|
| 497 |
+
cycle = 288
|
| 498 |
+
elif "10min" in freq:
|
| 499 |
+
cycle = 144
|
| 500 |
+
elif "15min" in freq:
|
| 501 |
+
cycle = 96
|
| 502 |
+
elif "30min" in freq:
|
| 503 |
+
cycle = 48
|
| 504 |
+
else:
|
| 505 |
+
cycle = int(freq)
|
| 506 |
+
return cycle
|
| 507 |
"-------------------------------------------------------------------------------------------------------------------"
|
| 508 |
class SuperLinearForCausalLM(PreTrainedModel, GenerationMixin):
|
|
|
|
| 509 |
config_class = SuperLinearConfig
|
| 510 |
|
| 511 |
def __init__(self, config: SuperLinearConfig):
|
| 512 |
super().__init__(config)
|
| 513 |
|
| 514 |
+
|
| 515 |
# the backbone keeps its own Config dataclass, so build one on‑the‑fly:
|
| 516 |
+
backbone_cfg = type("Cfg", (), config.to_dict())()
|
| 517 |
+
self.args = backbone_cfg
|
| 518 |
+
self.backbone = Model(backbone_cfg)
|
| 519 |
self.post_init()
|
| 520 |
|
| 521 |
+
# ------------------------------------------------------------------
|
| 522 |
+
# Forward pass expected by AutoModelForCausalLM
|
| 523 |
+
# ------------------------------------------------------------------
|
| 524 |
def forward(self,
|
| 525 |
+
inputs_embeds: torch.Tensor = None,
|
|
|
|
| 526 |
attention_mask: Optional[torch.Tensor] = None,
|
| 527 |
past_key_values: Optional[Tuple] = None,
|
| 528 |
use_cache: bool = True,
|
|
|
|
| 534 |
raise ValueError("Pass the time‑series as `inputs_embeds`")
|
| 535 |
|
| 536 |
# backbone expects (B, C, L)
|
| 537 |
+
x_enc = inputs_embeds
|
| 538 |
+
|
| 539 |
+
# backbone returns (B, pred_len, C)
|
| 540 |
+
preds = self.backbone(x_enc)
|
| 541 |
return CausalLMOutputWithCrossAttentions(loss=None,logits=preds,past_key_values=None,hidden_states=None,attentions=None,)
|
| 542 |
|
| 543 |
|
| 544 |
+
def prepare_inputs_for_generation(self, inputs_embeds, past_key_values=None, **kwargs):
|
| 545 |
if past_key_values is not None:
|
| 546 |
# only feed the last new step
|
| 547 |
inputs_embeds = inputs_embeds[:, -1:, :]
|
| 548 |
+
return {"inputs_embeds": inputs_embeds, "past_key_values": past_key_values}
|
| 549 |
|
| 550 |
def _reorder_cache(self, past, beam_idx, **kwargs):
|
| 551 |
return past # backbone keeps no KV cache
|
| 552 |
|
|
|