import torch from torch import nn from torch.nn import functional as F from ..util import mask_upper_triangular class TransformerSeq(nn.Module): """ A single transformer, masking nan or 0 """ def __init__(self, x_dim, y_dim, attention_dropout=0, nhead=8, nlayers=2, hidden_size=16, nan_value=0, min_std=0.01): super().__init__() self._min_std = min_std self.nan_value = nan_value enc_x_dim = x_dim + y_dim self.enc_emb = nn.Linear(enc_x_dim, hidden_size) encoder_norm = nn.LayerNorm(hidden_size) layer_enc = nn.TransformerEncoderLayer( d_model=hidden_size, dim_feedforward=hidden_size*4, dropout=attention_dropout, nhead=nhead, # activation ) self.encoder = nn.TransformerEncoder( layer_enc, num_layers=nlayers, norm=encoder_norm ) self.mean = nn.Linear(hidden_size, y_dim) self.std = nn.Linear(hidden_size, y_dim) 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() # Masks x_mask = torch.isfinite(x) & (x != self.nan_value) x[~x_mask] = 0 x = x.detach() x_key_padding_mask = ~x_mask.any(-1) x = self.enc_emb(x).permute(1, 0, 2) outputs = self.encoder(x, src_key_padding_mask=x_key_padding_mask).permute( 1, 0, 2 ) # Seems to help a little, especially with extrapolating out of bounds steps = future_x.shape[1] mean = self.mean(outputs)[:, -steps:, :] log_sigma = self.std(outputs)[:, -steps:, :] sigma = self._min_std + (1 - self._min_std) * F.softplus(log_sigma) return torch.distributions.Normal(mean, sigma), {}