Source code for pypots.nn.modules.informer.layers

""" """

# Created by Wenjie Du <wenjay.du@gmail.com>
# License: BSD-3-Clause

from math import sqrt
from typing import Optional

import numpy as np
import torch
import torch.fft
import torch.nn as nn
import torch.nn.functional as F

from ....nn.modules.transformer.attention import AttentionOperator


class ProbMask:
    def __init__(self, B, H, L, index, scores, device="cpu"):
        _mask = torch.ones(L, scores.shape[-1], dtype=torch.bool).to(device).triu(1)
        _mask_ex = _mask[None, None, :].expand(B, H, L, scores.shape[-1])
        indicator = _mask_ex[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :].to(device)
        self._mask = indicator.view(scores.shape).to(device)

    @property
    def mask(self):
        return self._mask




class ConvLayer(nn.Module):
    def __init__(self, c_in):
        super().__init__()
        padding = 1 if torch.__version__ >= "1.5.0" else 2
        self.downConv = nn.Conv1d(
            in_channels=c_in,
            out_channels=c_in,
            kernel_size=3,
            padding=padding,
            padding_mode="circular",
        )
        self.norm = nn.BatchNorm1d(c_in)
        self.activation = nn.ELU()
        self.maxPool = nn.MaxPool1d(kernel_size=3, stride=2, padding=1)



    def forward(self, x):
        x = self.downConv(x.permute(0, 2, 1))
        x = self.norm(x)
        x = self.activation(x)
        x = self.maxPool(x)
        x = x.transpose(1, 2)
        return x






class ProbAttention(AttentionOperator):
    def __init__(
        self,
        mask_flag=True,
        factor=5,
        attention_dropout=0.1,
        scale=None,
    ):
        super().__init__()
        self.factor = factor
        self.scale = scale
        self.mask_flag = mask_flag
        self.dropout = nn.Dropout(attention_dropout)

    def _prob_QK(self, Q, K, sample_k, n_top):  # n_top: c*ln(L_q)
        # Q [B, H, L, D]
        B, H, L_K, E = K.shape
        _, _, L_Q, _ = Q.shape

        # calculate the sampled Q_K
        K_expand = K.unsqueeze(-3).expand(B, H, L_Q, L_K, E)
        index_sample = torch.randint(L_K, (L_Q, sample_k))  # real U = U_part(factor*ln(L_k))*L_q
        K_sample = K_expand[:, :, torch.arange(L_Q).unsqueeze(1), index_sample, :]
        Q_K_sample = torch.matmul(Q.unsqueeze(-2), K_sample.transpose(-2, -1)).squeeze(-2)

        # find the Top_k query with sparisty measurement
        M = Q_K_sample.max(-1)[0] - torch.div(Q_K_sample.sum(-1), L_K)
        M_top = M.topk(n_top, sorted=False)[1]

        # use the reduced Q to calculate Q_K
        Q_reduce = Q[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], M_top, :]  # factor*ln(L_q)
        Q_K = torch.matmul(Q_reduce, K.transpose(-2, -1))  # factor*ln(L_q)*L_k

        return Q_K, M_top

    def _get_initial_context(self, V, L_Q):
        B, H, L_V, D = V.shape
        if not self.mask_flag:
            # V_sum = V.sum(dim=-2)
            V_sum = V.mean(dim=-2)
            contex = V_sum.unsqueeze(-2).expand(B, H, L_Q, V_sum.shape[-1]).clone()
        else:  # use mask
            assert L_Q == L_V  # requires that L_Q == L_V, i.e. for self-attention only
            contex = V.cumsum(dim=-2)
        return contex

    def _update_context(self, context_in, V, scores, index, L_Q, attn_mask):
        B, H, L_V, D = V.shape

        if self.mask_flag:
            attn_mask = ProbMask(B, H, L_Q, index, scores, device=V.device)
            scores.masked_fill_(attn_mask.mask, -np.inf)

        attn = torch.softmax(scores, dim=-1)  # nn.Softmax(dim=-1)(scores)

        context_in[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :] = torch.matmul(
            attn, V
        ).type_as(context_in)

        attns = (torch.ones([B, H, L_V, L_V]) / L_V).type_as(attn).to(attn.device)
        attns[torch.arange(B)[:, None, None], torch.arange(H)[None, :, None], index, :] = attn
        return context_in, attns



    def forward(
        self,
        q: torch.Tensor,
        k: torch.Tensor,
        v: torch.Tensor,
        attn_mask: Optional[torch.Tensor] = None,
        **kwargs,
    ):
        # q, k, v all have 4 dimensions [batch_size, n_steps, n_heads, d_tensor]
        # d_tensor could be d_q, d_k, d_v

        B, L_Q, H, D = q.shape
        _, L_K, _, _ = k.shape

        q = q.transpose(2, 1)
        k = k.transpose(2, 1)
        v = v.transpose(2, 1)

        U_part = self.factor * np.ceil(np.log(L_K)).astype("int").item()  # c*ln(L_k)
        u = self.factor * np.ceil(np.log(L_Q)).astype("int").item()  # c*ln(L_q)

        U_part = U_part if U_part < L_K else L_K
        u = u if u < L_Q else L_Q

        scores_top, index = self._prob_QK(q, k, sample_k=U_part, n_top=u)

        # add scale factor
        scale = self.scale or 1.0 / sqrt(D)
        if scale is not None:
            scores_top = scores_top * scale
        # get the context
        context = self._get_initial_context(v, L_Q)
        # update the context with selected top_k queries
        context, attn = self._update_context(context, v, scores_top, index, L_Q, attn_mask)

        return context.transpose(2, 1).contiguous(), attn






class InformerEncoderLayer(nn.Module):
    def __init__(self, attention, d_model, d_ff=None, dropout=0.1, activation="relu"):
        super().__init__()
        d_ff = d_ff or 4 * d_model
        self.attention = attention
        self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1)
        self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1)
        self.norm1 = nn.LayerNorm(d_model)
        self.norm2 = nn.LayerNorm(d_model)
        self.dropout = nn.Dropout(dropout)
        self.activation = F.relu if activation == "relu" else F.gelu



    def forward(self, x, attn_mask=None):
        new_x, attn = self.attention(x, x, x, attn_mask=attn_mask)
        x = x + self.dropout(new_x)

        y = x = self.norm1(x)
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))

        return self.norm2(x + y), attn






class InformerDecoderLayer(nn.Module):
    def __init__(
        self,
        self_attention,
        cross_attention,
        d_model,
        d_ff=None,
        dropout=0.1,
        activation="relu",
    ):
        super().__init__()
        d_ff = d_ff or 4 * d_model
        self.self_attention = self_attention
        self.cross_attention = cross_attention
        self.conv1 = nn.Conv1d(in_channels=d_model, out_channels=d_ff, kernel_size=1)
        self.conv2 = nn.Conv1d(in_channels=d_ff, out_channels=d_model, kernel_size=1)
        self.norm1 = nn.LayerNorm(d_model)
        self.norm2 = nn.LayerNorm(d_model)
        self.norm3 = nn.LayerNorm(d_model)
        self.dropout = nn.Dropout(dropout)
        self.activation = F.relu if activation == "relu" else F.gelu



    def forward(self, x, cross, x_mask=None, cross_mask=None, tau=None, delta=None):
        x = x + self.dropout(self.self_attention(x, x, x, attn_mask=x_mask, tau=tau, delta=None)[0])
        x = self.norm1(x)

        x = x + self.dropout(self.cross_attention(x, cross, cross, attn_mask=cross_mask, tau=tau, delta=delta)[0])

        y = x = self.norm2(x)
        y = self.dropout(self.activation(self.conv1(y.transpose(-1, 1))))
        y = self.dropout(self.conv2(y).transpose(-1, 1))

        return self.norm3(x + y)