mirror of
https://github.com/wassname/pytorch-ts.git
synced 2026-07-15 11:25:33 +08:00
91 lines
2.4 KiB
Python
91 lines
2.4 KiB
Python
from abc import ABC, abstractmethod
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from typing import Callable, Dict, Optional, Tuple
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import numpy as np
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import torch
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import torch.nn as nn
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import torch.nn.functional as F
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from torch.distributions import Distribution, StudentT, TransformedDistribution, AffineTransform
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from .lambda_layer import LambdaLayer
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class ArgProj(nn.Module):
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def __init__(
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self,
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in_features: int,
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args_dim: Dict[str, int],
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domain_map: Callable[..., Tuple[torch.Tensor]],
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dtype: np.dtype = np.float32,
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prefix: Optional[str] = None,
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**kwargs,
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):
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super().__init__(**kwargs)
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self.args_dim = args_dim
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self.dtype = dtype
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self.proj = nn.ModuleList(
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[nn.Linear(in_features, dim) for dim in args_dim.values()]
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)
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self.domain_map = domain_map
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def forward(self, x: torch.Tensor) -> Tuple[torch.Tensor]:
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params_unbounded = [proj(x) for proj in self.proj]
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return self.domain_map(*params_unbounded)
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class Output(ABC):
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in_features: int
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args_dim: Dict[str, int]
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_dtype: np.dtype = np.float32
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@property
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def dtype(self):
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return self._dtype
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@dtype.setter
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def dtype(self, dtype: np.dtype):
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self._dtype = dtype
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def get_args_proj(self, in_features: int, prefix: Optional[str] = None) -> ArgProj:
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return ArgProj(
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in_features=in_features,
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args_dim=self.args_dim,
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domain_map=LambdaLayer(self.domain_map),
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prefix=prefix,
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dtype=self.dtype,
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)
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@abstractmethod
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def domain_map(self, *args: torch.Tensor):
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pass
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class DistributionOutput(Output):
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distr_cls: type
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def distribution(
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self, distr_args, scale: Optional[torch.Tensor] = None
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) -> Distribution:
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if scale is None:
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return self.distr_cls(*distr_args)
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else:
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distr = self.distr_cls(*distr_args)
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return TransformedDistribution(distr, [AffineTransform(loc=0, scale=scale)])
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class StudentTOutput(DistributionOutput):
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args_dim: Dict[str, int] = {"df": 1, "loc": 1, "scale": 1}
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distr_cls: type = StudentT
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@classmethod
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def domain_map(cls, df, loc, scale):
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scale = F.softplus(scale)
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df = 2.0 + F.softplus(df)
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return df.squeeze(-1), loc.squeeze(-1), scale.squeeze(-1)
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@property
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def event_shape(self) -> Tuple:
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return () |