Files
ETSformer/models/etsformer/exponential_smoothing.py

69 lines
2.0 KiB
Python

import math
import torch
import torch.nn as nn
import torch.fft as fft
from einops import rearrange, reduce, repeat
from scipy.fftpack import next_fast_len
def conv1d_fft(f, g, dim=-1):
N = f.size(dim)
M = g.size(dim)
fast_len = next_fast_len(N + M - 1)
F_f = fft.rfft(f, fast_len, dim=dim)
F_g = fft.rfft(g, fast_len, dim=dim)
F_fg = F_f * F_g.conj()
out = fft.irfft(F_fg, fast_len, dim=dim)
out = out.roll((-1,), dims=(dim,))
idx = torch.as_tensor(range(fast_len - N, fast_len)).to(out.device)
out = out.index_select(dim, idx)
return out
class ExponentialSmoothing(nn.Module):
def __init__(self, dim, nhead, dropout=0.1, aux=False):
super().__init__()
self._smoothing_weight = nn.Parameter(torch.randn(nhead, 1))
self.v0 = nn.Parameter(torch.randn(1, 1, nhead, dim))
self.dropout = nn.Dropout(dropout)
if aux:
self.aux_dropout = nn.Dropout(dropout)
def forward(self, values, aux_values=None):
b, t, h, d = values.shape
init_weight, weight = self.get_exponential_weight(t)
output = conv1d_fft(self.dropout(values), weight, dim=1)
output = init_weight * self.v0 + output
if aux_values is not None:
aux_weight = weight / (1 - self.weight) * self.weight
aux_output = conv1d_fft(self.aux_dropout(aux_values), aux_weight)
output = output + aux_output
return output
def get_exponential_weight(self, T):
# Generate array [0, 1, ..., T-1]
powers = torch.arange(T, dtype=torch.float, device=self.weight.device)
# (1 - \alpha) * \alpha^t, for all t = T-1, T-2, ..., 0]
weight = (1 - self.weight) * (self.weight ** torch.flip(powers, dims=(0,)))
# \alpha^t for all t = 1, 2, ..., T
init_weight = self.weight ** (powers + 1)
return rearrange(init_weight, 'h t -> 1 t h 1'), \
rearrange(weight, 'h t -> 1 t h 1')
@property
def weight(self):
return torch.sigmoid(self._smoothing_weight)