import torch from torch import nn from torch.nn import functional as F class LSTMSeq(nn.Module): def __init__(self, input_size, output_size, hidden_size=32, lstm_layers=2, lstm_dropout=0, _min_std = 0.05, nan_value=0): super().__init__() self._min_std = _min_std self.nan_value = nan_value self.lstm = nn.LSTM( input_size=input_size + output_size, hidden_size=hidden_size, batch_first=True, num_layers=lstm_layers, dropout=lstm_dropout, ) self.mean = nn.Linear(hidden_size, output_size) self.std = nn.Linear(hidden_size, output_size) def forward(self, past_x, past_y, future_x, future_y=None): device = next(self.parameters()).device x = torch.cat([past_x, past_y], -1).detach() steps = future_x.shape[1] outputs, _ = self.lstm(x) outputs = outputs[:, -steps:, :] # outputs: [B, T, num_direction * H] mean = self.mean(outputs) log_sigma = self.std(outputs) sigma = self._min_std + (1 - self._min_std) * F.softplus(log_sigma) y_dist = torch.distributions.Normal(mean, sigma) return y_dist, {}