aiops/Pathformer_ICLR2024/layers/Embedding.py

import torch
import torch.nn as nn
import numpy as np
import math

class PositionalEmbedding(nn.Module):
    def __init__(self, d_model, n_position=1024):
        super(PositionalEmbedding, self).__init__()

        # Not a parameter
        self.register_buffer('pos_table', self._get_sinusoid_encoding_table(n_position, d_model))

    def _get_sinusoid_encoding_table(self, n_position, d_model):
        ''' Sinusoid position encoding table '''
        def get_position_angle_vec(position):
            return [position / np.power(10000, 2 * (hid_j // 2) / d_model) for hid_j in range(d_model)]
        
        sinusoid_table = np.array([get_position_angle_vec(pos_i) for pos_i in range(n_position)])
        sinusoid_table[:, 0::2] = np.sin(sinusoid_table[:, 0::2])
        sinusoid_table[:, 1::2] = np.cos(sinusoid_table[:, 1::2])

        return torch.FloatTensor(sinusoid_table).unsqueeze(0)

    def forward(self, x):

        return self.pos_table[:, :x.size(1)].clone().detach()


class TokenEmbedding(nn.Module):
    def __init__(self, c_in, d_model):
        super(TokenEmbedding, self).__init__()
        padding = 1 if torch.__version__ >= '1.5.0' else 2
        self.tokenConv = nn.Conv1d(in_channels=c_in, out_channels=d_model,
                                   kernel_size=3, padding=padding, padding_mode='circular', bias=False)
        for m in self.modules():
            if isinstance(m, nn.Conv1d):
                nn.init.kaiming_normal_(m.weight, mode='fan_in', nonlinearity='leaky_relu')

    def forward(self, x):
        x = self.tokenConv(x.permute(0, 2, 1)).transpose(1, 2)
        return x


class FixedEmbedding(nn.Module):
    def __init__(self, c_in, d_model):
        super(FixedEmbedding, self).__init__()

        w = torch.zeros(c_in, d_model).float()
        w.require_grad = False

        position = torch.arange(0, c_in).float().unsqueeze(1)
        div_term = (torch.arange(0, d_model, 2).float() * -(math.log(10000.0) / d_model)).exp()

        w[:, 0::2] = torch.sin(position * div_term)
        w[:, 1::2] = torch.cos(position * div_term)

        self.emb = nn.Embedding(c_in, d_model)
        self.emb.weight = nn.Parameter(w, requires_grad=False)

    def forward(self, x):
        return self.emb(x).detach()


class TemporalEmbedding(nn.Module):
    def __init__(self, d_model, embed_type='fixed', freq='h'):
        super(TemporalEmbedding, self).__init__()

        minute_size = 4
        hour_size = 24
        weekday_size = 7
        day_size = 32
        month_size = 13

        Embed = FixedEmbedding if embed_type == 'fixed' else nn.Embedding
        if freq == 't':
            self.minute_embed = Embed(minute_size, d_model)
        self.hour_embed = Embed(hour_size, d_model)
        self.weekday_embed = Embed(weekday_size, d_model)
        self.day_embed = Embed(day_size, d_model)
        self.month_embed = Embed(month_size, d_model)

    def forward(self, x):
        x = x.long()

        minute_x = self.minute_embed(x[:, :, 4]) if hasattr(self, 'minute_embed') else 0.
        hour_x = self.hour_embed(x[:, :, 3])
        weekday_x = self.weekday_embed(x[:, :, 2])
        day_x = self.day_embed(x[:, :, 1])
        month_x = self.month_embed(x[:, :, 0])

        return hour_x + weekday_x + day_x + month_x + minute_x


class TimeFeatureEmbedding(nn.Module):
    def __init__(self, d_model, embed_type='timeF', freq='h'):
        super(TimeFeatureEmbedding, self).__init__()

        freq_map = {'h': 4, 't': 5, 's': 6, 'm': 1, 'a': 1, 'w': 2, 'd': 3, 'b': 3}
        d_inp = freq_map[freq]
        self.embed = nn.Linear(d_inp, d_model, bias=False)

    def forward(self, x):
        return self.embed(x)


class DataEmbedding(nn.Module):
    def __init__(self, c_in, d_model, embed_type='fixed', freq='h', dropout=0.1):
        super(DataEmbedding, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.temporal_embedding = TemporalEmbedding(d_model=d_model, embed_type=embed_type,
                                                    freq=freq) if embed_type != 'timeF' else TimeFeatureEmbedding(
            d_model=d_model, embed_type=embed_type, freq=freq)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark):
        x = self.value_embedding(x) + self.temporal_embedding(x_mark) + self.position_embedding(x)
        return self.dropout(x)


class DataEmbedding_wo_temp(nn.Module):
    def __init__(self, c_in, d_model, dropout=0.1):
        super(DataEmbedding_wo_temp, self).__init__()

        self.value_embedding = TokenEmbedding(c_in=c_in, d_model=d_model)
        self.position_embedding = PositionalEmbedding(d_model=d_model)
        self.dropout = nn.Dropout(p=dropout)

    def forward(self, x, x_mark=None):
        x = self.value_embedding(x) + self.position_embedding(x)
        
        return self.dropout(x)




def PositionalEncoding(q_len, d_model, normalize=True):
    pe = torch.zeros(q_len, d_model)
    position = torch.arange(0, q_len).unsqueeze(1)
    div_term = torch.exp(torch.arange(0, d_model, 2) * -(math.log(10000.0) / d_model))
    pe[:, 0::2] = torch.sin(position * div_term)
    pe[:, 1::2] = torch.cos(position * div_term)
    if normalize:
        pe = pe - pe.mean()
        pe = pe / (pe.std() * 10)
    return pe

SinCosPosEncoding = PositionalEncoding

def Coord2dPosEncoding(q_len, d_model, exponential=False, normalize=True, eps=1e-3, verbose=False):
    x = .5 if exponential else 1
    i = 0
    for i in range(100):
        cpe = 2 * (torch.linspace(0, 1, q_len).reshape(-1, 1) ** x) * (torch.linspace(0, 1, d_model).reshape(1, -1) ** x) - 1
        pv(f'{i:4.0f}  {x:5.3f}  {cpe.mean():+6.3f}', verbose)
        if abs(cpe.mean()) <= eps: break
        elif cpe.mean() > eps: x += .001
        else: x -= .001
        i += 1
    if normalize:
        cpe = cpe - cpe.mean()
        cpe = cpe / (cpe.std() * 10)
    return cpe

def Coord1dPosEncoding(q_len, exponential=False, normalize=True):
    cpe = (2 * (torch.linspace(0, 1, q_len).reshape(-1, 1)**(.5 if exponential else 1)) - 1)
    if normalize:
        cpe = cpe - cpe.mean()
        cpe = cpe / (cpe.std() * 10)
    return cpe

def positional_encoding(pe, learn_pe, q_len, d_model):
    # Positional encoding
    if pe == None:
        W_pos = torch.empty((q_len, d_model)) # pe = None and learn_pe = False can be used to measure impact of pe
        nn.init.uniform_(W_pos, -0.02, 0.02)
        learn_pe = False
    elif pe == 'zero':
        W_pos = torch.empty((q_len, 1))
        nn.init.uniform_(W_pos, -0.02, 0.02)
    elif pe == 'zeros':
        W_pos = torch.empty((q_len, d_model))
        nn.init.uniform_(W_pos, -0.02, 0.02)
    elif pe == 'normal' or pe == 'gauss':
        W_pos = torch.zeros((q_len, 1))
        torch.nn.init.normal_(W_pos, mean=0.0, std=0.1)
    elif pe == 'uniform':
        W_pos = torch.zeros((q_len, 1))
        nn.init.uniform_(W_pos, a=0.0, b=0.1)
    elif pe == 'lin1d': W_pos = Coord1dPosEncoding(q_len, exponential=False, normalize=True)
    elif pe == 'exp1d': W_pos = Coord1dPosEncoding(q_len, exponential=True, normalize=True)
    elif pe == 'lin2d': W_pos = Coord2dPosEncoding(q_len, d_model, exponential=False, normalize=True)
    elif pe == 'exp2d': W_pos = Coord2dPosEncoding(q_len, d_model, exponential=True, normalize=True)
    elif pe == 'sincos': W_pos = PositionalEncoding(q_len, d_model, normalize=True)
    else: raise ValueError(f"{pe} is not a valid pe (positional encoder. Available types: 'gauss'=='normal', \
        'zeros', 'zero', uniform', 'lin1d', 'exp1d', 'lin2d', 'exp2d', 'sincos', None.)")
    return nn.Parameter(W_pos, requires_grad=learn_pe)