Falcon-TST_Large / modeling_FalconTST.py
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import torch
from torch._dynamo import config
from typing import List, Optional, Union
import torch.nn as nn
import torch.nn.functional as F
# import transformer_engine as te
from torch import Tensor
import math
from einops import rearrange, repeat
from functools import reduce
from abc import ABC, abstractmethod
from .configuration_FalconTST import FalconTSTConfig
from transformers import PreTrainedModel, Cache, DynamicCache
from transformers.activations import ACT2FN
from transformers.modeling_attn_mask_utils import _prepare_4d_causal_attention_mask
from transformers.modeling_outputs import MoeModelOutputWithPast, MoeCausalLMOutputWithPast
def _rotate_half(x: Tensor, rotary_interleaved: bool) -> Tensor:
"""Change sign so the last dimension becomes [-odd, +even]
Args:
x (Tensor): Input tensor
Returns:
Tensor: Tensor rotated half
"""
if not rotary_interleaved:
x1, x2 = torch.chunk(x, 2, dim=-1)
return torch.cat((-x2, x1), dim=-1)
else:
x1 = x[:, :, :, ::2]
x2 = x[:, :, :, 1::2]
x_new = torch.stack((-x2, x1), dim=-1)
return x_new.view(x_new.shape[0], x_new.shape[1], x_new.shape[2], -1)
def _apply_rotary_pos_emb_bshd(
t: Tensor,
freqs: Tensor,
rotary_interleaved: bool = False,
multi_latent_attention: bool = False,
mscale: float = 1.0,
) -> Tensor:
"""Apply rotary positional embedding to input tensor T.
check https://kexue.fm/archives/8265 for detailed formulas
Args:
t (Tensor): Input tensor T is of shape [seq_length, ... , dim]
freqs (Tensor): Rotary Positional embedding tensor freq is of shape [seq_length, ..., dim]
Returns:
Tensor: The input tensor after applying RoPE
"""
freqs = freqs.to(t.device)
rot_dim = freqs.shape[-1]
# ideally t_pass is empty so rotary pos embedding is applied to all tensor t
t, t_pass = t[..., :rot_dim], t[..., rot_dim:]
if multi_latent_attention:
x1 = t[..., 0::2]
x2 = t[..., 1::2]
t = torch.cat((x1, x2), dim=-1)
# first part is cosine component
# second part is sine component, need to change signs with _rotate_half method
cos_ = (torch.cos(freqs) * mscale).to(t.dtype)
sin_ = (torch.sin(freqs) * mscale).to(t.dtype)
t = (t * cos_) + (_rotate_half(t, rotary_interleaved) * sin_)
return torch.cat((t, t_pass), dim=-1)
class RotaryEmbedding(nn.Module):
"""Rotary Embedding.
Args:
kv_channels (int): Projection weights dimension in multi-head attention. Obtained
from transformer config
rotary_interleaved (bool, optional): If True, interleaved rotary position embeddings.
Defaults to False.
rotary_base (int, optional): Base period for rotary position embeddings. Defaults to
10000.
use_cpu_initialization (bool, optional): If False, initialize the inv_freq directly
on the GPU. Defaults to False
"""
def __init__(
self,
kv_channels: int,
rotary_interleaved: bool = False,
rotary_base: int = 10000,
use_cpu_initialization: bool = False,
) -> None:
super().__init__()
dim = kv_channels
self.rotary_interleaved = rotary_interleaved
if use_cpu_initialization or not torch.cuda.is_available():
device = 'cpu'
else:
device = torch.cuda.current_device()
self.inv_freq = 1.0 / (
rotary_base ** (torch.arange(0, dim, 2, dtype=torch.float32, device=device) / dim)
)
def get_freqs_non_repeated(self, max_seq_len: int, offset: int = 0) -> Tensor:
"""Generates matrix of frequencies based on positions in the sequence,
used to create positional encodings"""
seq = (
torch.arange(max_seq_len, device=self.inv_freq.device, dtype=self.inv_freq.dtype)
+ offset
)
freqs = torch.outer(seq, self.inv_freq) # [seq len, dim]
return freqs
def forward(self, max_seq_len: int, offset: int = 0, packed_seq: bool = False, device=None) -> Tensor:
"""Forward pass of RoPE embedding.
Args:
max_seq_len (int): Maximum size of sequence
offset (int, optional): RoPE offset. Defaults to 0.
packed_seq (bool, optional): Whether to use packed sequence. Defaults to False.
Returns:
Tensor: Embeddings after applying RoPE.
"""
if device is None:
device = self.inv_freq.device
if self.inv_freq.device.type == 'cpu':
# move `inv_freq` to GPU once at the first micro-batch forward pass
self.inv_freq = self.inv_freq.to(device=device)
freqs = self.get_freqs_non_repeated(max_seq_len, offset).to(device)
# first part even vector components, second part odd vector components,
# 2 * dim in dimension size
if not self.rotary_interleaved:
emb = torch.cat((freqs, freqs), dim=-1)
else:
emb = torch.stack((freqs.view(-1, 1), freqs.view(-1, 1)), dim=-1).view(
freqs.shape[0], -1
)
# emb [seq_length, .., dim]
emb = emb[:, None, None, :]
return emb.to(device)
def _load_from_state_dict(self, state_dict, prefix, *args, **kwargs):
state_dict.pop(f'{prefix}inv_freq', None)
return super()._load_from_state_dict(state_dict, prefix, *args, **kwargs)
def get_rotary_seq_len(
self,
transformer_input: Tensor,
) -> float:
"""Function to get the rotary sequence length.
Args:
transformer_input (Tensor): Input tensor to the transformer
Returns:
float: The rotary sequence length
"""
rotary_seq_len = transformer_input.size(0)
return rotary_seq_len
class IdentityOp(nn.Module):
def forward(self, x):
return x
class RMSNorm(nn.Module):
def __init__(self, hidden_size, eps=1e-5):
super().__init__()
self.weight = nn.Parameter(torch.ones(hidden_size))
self.variance_epsilon = eps
def forward(self, hidden_states):
'''
hidden_states [bs, patch_num, d_model]
'''
input_dtype = hidden_states.dtype
hidden_states = hidden_states.to(torch.float32)
variance = hidden_states.pow(2).mean(-1, keepdim=True)
hidden_states = hidden_states * torch.rsqrt(variance + self.variance_epsilon)
return self.weight * hidden_states.to(input_dtype)
class TEDotProductAttention(nn.Module):
"""Implement the scaled dot product attention with softmax.
Arguments
---------
softmax_scale: The temperature to use for the softmax attention.
(default: 1/sqrt(d_keys) where d_keys is computed at
runtime)
attention_dropout: The dropout rate to apply to the attention
(default: 0.0)
"""
def __init__(self, causal=False, softmax_scale=None, attention_dropout=0.0):
super().__init__()
self.causal = causal
self.softmax_scale = softmax_scale
self.drop = nn.Dropout(attention_dropout)
def forward(self, q, k, v, attention_mask):
"""Implements the multihead softmax attention.
Arguments
---------
q,k,v: The tensor containing the query, key, and value. [seq_len, batch_size, hidden_size]
attention_mask: boolean mask to apply to the attention weights. True means to keep,
False means to mask out. [batch_size, 1, seq_len, seq_len]
"""
q = q.transpose(0,1).contiguous()
k = k.transpose(0,1).contiguous()
v = v.transpose(0,1).contiguous()
batch_size, seq_len = q.shape[0], q.shape[1]
softmax_scale = self.softmax_scale or 1.0 / math.sqrt(q.shape[-1])
# scores
scores = torch.einsum("bthd,bshd->bhts", q, k * softmax_scale)
scores = scores.masked_fill(attention_mask == 0, float('-1e9'))
# Softmax
attention = torch.softmax(scores, dim=-1, dtype=v.dtype)
# Dropout
attention_drop = self.drop(attention)
output = torch.einsum("bhts,bshd->bthd", attention_drop, v)
output = output.reshape(batch_size, seq_len, -1)
output = output.transpose(0,1).contiguous()
return output
class SelfAttention(nn.Module):
def __init__(self,config,):
super().__init__()
self.config = config
self.hidden_size = config.hidden_size
self.core_attention = TEDotProductAttention()
self.linear_proj = nn.Linear(self.hidden_size, self.hidden_size, bias=config.add_bias_linear,)
self.linear_qkv = nn.Linear(self.hidden_size, 3*self.hidden_size, bias=config.add_bias_linear,)
def forward(self, x, attention_mask, rotary_pos_emb):
'''
x: [seq_len, batch_size, hidden_size]
attention_mask: [batch_size, 1, seq_len, seq_len]
rotary_pos_emb: [seq_len, 1, 1, kv_channels(hidden_size // num_heads)]
'''
qkv = self.linear_qkv(x)
qkv = qkv.view(qkv.size(0), qkv.size(1), self.config.num_attention_heads, -1)
q, k, v = qkv.chunk(3, dim=-1)
# Apply rotary encoding to q and k
rotary_pos_emb = (rotary_pos_emb,) * 2
q_pos_emb, k_pos_emb = rotary_pos_emb
q = _apply_rotary_pos_emb_bshd(q, q_pos_emb)
k = _apply_rotary_pos_emb_bshd(k, k_pos_emb)
# attention
attn_output = self.core_attention(q, k, v, attention_mask)
output = self.linear_proj(attn_output)
return output
class MLP(nn.Module):
def __init__(self,config, in_features):
super().__init__()
self.config= config
self.linear_fc1 = nn.Linear(in_features, self.config.moe_ffn_hidden_size*2, bias=self.config.add_bias_linear,)
self.linear_fc2 = nn.Linear(self.config.moe_ffn_hidden_size, self.config.hidden_size, bias=self.config.add_bias_linear,)
def forward(self, x):
x = self.swiglu(self.linear_fc1(x))
x = self.linear_fc2(x)
return x
def swiglu(self,y):
"""Performs SwiGLU (Swish-Gated Linear Unit) activation function.
Args:
y (torch.Tensor): Input tensor to be split into two halves along the last dimension.
Returns:
torch.Tensor: Result of SwiGLU activation: SiLU(y1) * y2, where y1, y2 are the split halves.
"""
y_1, y_2 = torch.chunk(y, 2, -1)
return F.silu(y_1) * y_2
class TransformerLayer(nn.Module):
def __init__(self, config, input_layernorm):
super().__init__()
self.config = config
if input_layernorm:
self.input_layernorm = RMSNorm(self.config.hidden_size)
else:
self.input_layernorm = IdentityOp()
self.self_attention = SelfAttention(config)
self.pre_mlp_layernorm = RMSNorm(self.config.hidden_size)
self.mlp = MLP(config, self.config.hidden_size)
def forward(self, x, attention_mask, rotary_pos_emb):
'''
x: [seq_len, batch_size, hidden_size]
attention_mask: [batch_size, 1, seq_len, seq_len]
rotary_pos_emb: [seq_len, 1, 1, kv_channels(hidden_size // num_heads)]
'''
residual = x
x = self.input_layernorm(x)
x = self.self_attention(x, attention_mask, rotary_pos_emb)
x = x + residual
residual = x
x = self.pre_mlp_layernorm(x)
x = self.mlp(x)
x = x + residual
return x
class FalconTSTExpert(nn.Module):
def __init__(self, config, patch_input_size=32,expert_output_size=336,final_layernorm=True):
super().__init__()
self.config = config
self.patch_size= patch_input_size
self.seq_length = config.seq_length
assert self.seq_length % self.patch_size == 0, f'invalid patch_size: {self.patch_size} when seq_length={self.seq_length}'
self.patch_num = self.seq_length // self.patch_size
self.flatten_size = self.patch_num * self.config.hidden_size
self.layers = nn.ModuleList([
TransformerLayer(config,input_layernorm=config.transformer_input_layernorm)
for _ in range(self.config.expert_num_layers)
])
if final_layernorm:
self.final_layernorm = RMSNorm(self.config.hidden_size)
else:
self.final_layernorm = IdentityOp()
self.patch_embedding = MLP(config, in_features=patch_input_size)
self.output_layer = nn.Linear(in_features=self.flatten_size, out_features=expert_output_size, bias=False,)
def _forward_patch_embedding(
self,
input: Tensor, # [batch_size, seq_len]
):
"""
Perform patch embedding on the input time series.
This method applies a linear transformation to the input tensor to
convert it into patches and then embeds these patches using a linear layer.
"""
batch_size, seq_len = input.shape
assert seq_len == self.seq_length, f'Expected sequence length {self.seq_length}, but got {seq_len}'
# Create input_mask based on pad_length
# When a time point is masked, its value is mask_pad_value(default:255.)
input_mask = (input != self.config.mask_pad_value) # 0: mask, 1: unmask [batch_size, seq_len]
# so whether the masked value 0 has the same effective of attention_mask
input_data = input * input_mask # [batch_size, seq_len]
# Patchify the input
input_data = input_data.unfold(dimension=-1, size=self.patch_size, step=self.patch_size).contiguous() # input [batch_size, patch_num, patch_size]
hidden_states= self.patch_embedding(input_data) # hidden_states [batch_size, patch_num, hidden_size]
hidden_states = hidden_states.transpose(0, 1).contiguous() # hidden_states [patch_num, batch_size, hidden_size], To adapt to the Megatron
# Patchify the mask: only the entire time points in a patch are masked then this patch is masked
attention_mask = input_mask.unfold(dimension=-1, size=self.patch_size, step=self.patch_size).contiguous() # [batch_size, patch_num, patch_size]
attention_mask = (attention_mask.sum(-1) == self.patch_size) # [batch_size, patch_num] # 0: mask, 1: unmask
attention_mask[:, -1] = True # The last patch is not masked
_, patch_num = attention_mask.shape
attention_mask = attention_mask.unsqueeze(2).repeat(1,1,patch_num) * attention_mask.unsqueeze(1).repeat(1,patch_num,1) # [batch_size, patch_num, patch_num]
attention_mask = attention_mask.unsqueeze(1).contiguous() # [batch_size, 1, patch_num, patch_num]
return hidden_states, attention_mask, input_mask
def _forward_output(self, hidden_states, output_scale=None, input_mask=None):
"""
Perform a forward pass through the output layer.
Args:
hidden_states (Tensor): Transformed hidden states of shape [patch_num, batch_size, hidden_size]
output_scale (Tensor, optional): Expert probabilities for the output layer [batch_size]
input_mask (Tensor, optional): Expert input mask of shape [batch_size, seq_len], 0:mask, 1:unmask
Returns:
expert_output (Tensor): Expert output of shape [batch_size, expert_output_size]
"""
# [patch_num, batch_size, hidden_size] -> [batch_size, flatten_size (patch_num * hidden_size)]
patch_num, batch_size, hidden_size = hidden_states.shape
assert (patch_num * hidden_size) == self.flatten_size, f'patch_num ({patch_num}) * hidden_size ({hidden_size}) != flatten_size ({self.flatten_size})'
hidden_states = hidden_states.transpose(0, 1).reshape(-1, self.flatten_size).contiguous()
expert_output = self.output_layer(hidden_states) # [batch_size, expert_output_size]
if output_scale is not None:
original_dtype = expert_output.dtype
expert_output = expert_output * output_scale.unsqueeze(-1)
expert_output = expert_output.to(original_dtype)
return expert_output
def forward(self, expert_input, rotary_pos_emb, expert_probs=None):
hidden_states, attention_mask, input_mask = self._forward_patch_embedding(expert_input)
# hidden_states: [patch_num, batch_size, hidden_size]
# attention_mask: [batch_size, 1, patch_num, patch_num]
# input_mask: [batch_size, seq_len]
for layer in self.layers:
hidden_states = layer(hidden_states, attention_mask, rotary_pos_emb[:hidden_states.shape[0]])
hidden_states = self.final_layernorm(hidden_states)
expert_output = self._forward_output(hidden_states, expert_probs, input_mask)
return expert_output
class SequentialFalconTST(nn.Module):
def __init__(self, config,expert_output_size=336):
super().__init__()
self.config = config
self.expert_output_size = expert_output_size
self.local_experts = nn.ModuleList([
FalconTSTExpert(
config,
expert_output_size=expert_output_size,
patch_input_size=config.patch_size_list[expert_id],
final_layernorm=config.moe_expert_final_layernorm
)
for expert_id in range(config.num_moe_experts)
])
def forward(self, input, routing_map, rotary_pos_emb, expert_probs):
expert_output_list = []
batch_size, seq_len = input.size()
for i, expert in enumerate(self.local_experts):
token_mask = routing_map[:, i].bool() # shape (batch,)
current_inputs = input[token_mask] # (num_tokens_for_expert, seq_len)
current_probs = expert_probs[token_mask, i]
if current_inputs.numel() == 0:
expert_output = torch.zeros(0, self.expert_output_size, device=input.device, dtype=input.dtype)
else:
expert_output = expert(current_inputs, rotary_pos_emb, current_probs)
full_output = torch.zeros(batch_size, self.expert_output_size, device=input.device, dtype=input.dtype)
full_output[token_mask] = expert_output
expert_output_list.append(full_output)
expert_output = reduce(torch.add, expert_output_list)
return expert_output
class TopKRouter(nn.Module):
def __init__(self, config: FalconTSTConfig):
super().__init__()
self.config = config
self.topk = config.moe_router_topk
self.weight = nn.Parameter(
torch.empty((config.num_moe_experts, config.moe_router_input_size), dtype=torch.float32)
)
self.reset_parameters()
def reset_parameters(self):
nn.init.normal_(self.weight, mean=0, std=self.config.init_method_std)
def routing(self, logits: torch.Tensor):
score_function = self.config.moe_router_score_function
if score_function == "softmax":
if self.config.moe_router_pre_softmax:
scores = torch.softmax(logits, dim=-1, dtype=torch.float32).type_as(logits)
probs, top_indices = torch.topk(scores, self.topk, dim=1)
else:
scores, top_indices = torch.topk(logits, self.topk, dim=1)
probs = torch.softmax(scores, dim=-1, dtype=torch.float32).type_as(logits)
else:
raise NotImplementedError
routing_probs = torch.zeros_like(logits).scatter_(1, top_indices, probs)
routing_map = torch.zeros_like(logits, dtype=torch.bool).scatter_(1, top_indices, True)
return routing_probs, routing_map
def forward(self, input: torch.Tensor):
if self.weight.device != input.device:
self.weight.data = self.weight.data.to(input.device)
gating_logits = F.linear(input, self.weight)
num_tokens = gating_logits.shape[:-1].numel()
gating_logits = gating_logits.view(num_tokens, self.config.num_moe_experts)
scores, routing_map = self.routing(gating_logits)
return scores, routing_map
class FalconTSTMoELayer(nn.Module):
def __init__(self, config, layer_number):
super().__init__()
self.config = config
self.seq_length = config.seq_length
self.router = TopKRouter(config)
self.layer_number = layer_number
self.pred_length = config.pred_length
self.is_last_layer = self.layer_number == config.num_hidden_layers
if self.is_last_layer and self.config.heterogeneous_moe_layer:
self.expert_output_size = config.pred_length
else:
if self.config.do_expert_forecast:
self.expert_output_size = config.seq_length + config.pred_length
else:
self.expert_output_size = config.seq_length
if self.is_last_layer and self.config.heterogeneous_moe_layer:
# If heterogeneous_moe_layer is True, the backcast will be None
self.backcast_layernorm = None
else:
self.backcast_layernorm = RMSNorm(self.seq_length)
self.experts = SequentialFalconTST(
config,
expert_output_size=self.expert_output_size,
)
self.shared_experts = FalconTSTExpert(config,
expert_output_size=self.expert_output_size,
patch_input_size=config.shared_patch_size,
final_layernorm=config.moe_expert_final_layernorm)
def time_series_preprocess(self, input: torch.Tensor):
"""
Preprocess time series(sample) for dispatch.
Applies RevIN to input time series(sample), and process the input mask (0: mask, 1: unmask)
Args:
input (torch.Tensor): The input time series (samples) to the MoE layer. [batch_size, seq_len]
Returns:
input (torch.Tensor): The (RevIN) backcast time series (samples). [batch_size, seq_len]
means (torch.Tensor): The means of the non-masked backcast time series (samples). [batch_size, 1]
stdev (torch.Tensor): The standard deviation of the non-masked backcast time series (samples). [batch_size, 1]
"""
batch_size, seq_len = input.shape
assert seq_len == self.seq_length, f'seq_len {seq_len} != self.seq_length {self.seq_length}'
# Create input_mask based on pad_length
# When a time point is masked, its value is mask_pad_value(default:255.)
input_mask = (input != self.config.mask_pad_value) # 0: mask, 1: unmask [batch_size, seq_len]
self.input_mask = input_mask
return input
def router_and_preprocess(self, backcast: torch.Tensor):
"""Compute and preprocess time series(sample) routing for dispatch.
This method uses the router to determine which experts to send each time series(sample) to,
producing routing probabilities and a mapping. It then preprocesses the
input time series (samples) and probabilities for the time series(sample) dispatcher. The original
input time series (samples) are returned as a residual connection.
"""
# backcast [batch_size, seq_len] means/stdev [batch_size, 1]
backcast = self.time_series_preprocess(backcast)
residual = backcast # residual: [batch_size, seq_len], the input to the shared experts
# TODO: Check the effective of the masked value to the router
probs, routing_map = self.router(backcast * self.input_mask) # probs/routing_map: [batch_size, num_experts]
return backcast, probs, residual, routing_map
def experts_compute(
self,
input: torch.Tensor, # [num_permuted_samples_after_dispatch, seq_len]
probs: torch.Tensor, # [num_permuted_samples_after_dispatch]
residual: torch.Tensor, # [batch_size, seq_len]
rotary_pos_emb: torch.Tensor,
routing_map:torch.Tensor, # [seq_len, 1, 1, kv_channels(hidden_size // num_heads)]
):
"""Computes the output of the experts on the dispatched time series(sample).
This method first post-processes the dispatched input to get permuted time series(sample)
for each expert. It then passes the time series(sample) through the local experts.
If a shared expert is configured and not overlapped with communication,
it is also applied. The output from the experts is preprocessed for the
combine step.
"""
# shared_expert_output: [batch_size, seq_len (+ pred_len)]
shared_experts_output = self.shared_experts(residual, rotary_pos_emb)
# dispatched_input (global_input_tokens): [num_permuted_samples_after_dispatch_postprocess(sorted), seq_len]
# tokens_per_expert (global_probs): [num_experts]
# permuted_probs (global_probs): [num_permuted_samples_after_dispatch_postprocess(sorted)]
experts_output = self.experts(input, routing_map, rotary_pos_emb, probs)
return experts_output, shared_experts_output
def combine(
self,
experts_output: torch.Tensor,
shared_experts_output: torch.Tensor,
):
"""Combines expert outputs via communication and adds shared expert output.
This method uses the time series(sample) dispatcher to combine the outputs from different
experts. It then adds the output from the shared expert if it exists.
"""
assert experts_output.shape == shared_experts_output.shape,\
f'experts_output shape {experts_output.shape} doesn\'t equal to shared_experts_output shape:{shared_experts_output.shape}'
output = experts_output + shared_experts_output
if self.is_last_layer and self.config.heterogeneous_moe_layer:
output_backcast = None
output_forecast = output
assert output_forecast.shape[1] == self.pred_length, \
f'heterogeneous_moe_layer=True, expected the last moe layer\'s output pred len: {self.pred_length}, but got {output_forecast.shape[1]}'
else:
# Noting: the mask time point there maybe not mask_pad_value(default:255.), it will be postprocessed
output_backcast = output[:, :self.seq_length] # [batch_size, seq_len]
if self.config.do_expert_forecast:
output_forecast = output[:, self.seq_length:] # [batch_size, pred_len]
assert output_forecast.shape[1] == self.pred_length, \
f'do_expert_forecast=True, expected the last moe layer\'s output pred len: {self.pred_length}, but got {output_forecast.shape[1]}'
else:
output_forecast = None
return output_backcast, output_forecast
def postprocess(
self,
backcast: torch.Tensor, # [batch_size, seq_len]
forecast: torch.Tensor, # [batch_size, pred_len]
output_backcast: torch.Tensor, # [batch_size, seq_len]
output_forecast: torch.Tensor, # [batch_size, pred_len]
):
"""
Args:
backcast (torch.Tensor): The previous layer's backcast time series (samples). [batch_size, seq_len]
forecast (torch.Tensor): The previous layer's forecast time series (samples). [batch_size, pred_len]
output_backcast (torch.Tensor): The current layer's output backcast time series (samples). [batch_size, seq_len]
output_forecast (torch.Tensor): The current layer's output forecast time series (samples). [batch_size, pred_len]
"""
if output_backcast is not None:
# 25/8/14 @modified by xiaming replace the revin with layernorm after the moe layer
# And if we multiply the output_backcast with the input mask, the performance will be hurted
output_backcast = self.backcast_layernorm(output_backcast) # LayerNorm
if self.config.residual_backcast:
output_backcast = backcast - output_backcast
output_backcast[~self.input_mask] = self.config.mask_pad_value # Important! Recover the mask time point back to mask_pad_value(default:255.)
if self.config.do_expert_forecast and forecast is not None: # The first layer's forecast is None
output_forecast = forecast + output_forecast
return output_backcast, output_forecast
def forward(self, backcast, forecast, rotary_pos_emb):
inputs, probs, residual, routing_map = self.router_and_preprocess(backcast)
experts_output, shared_experts_output = self.experts_compute(inputs, probs, residual, rotary_pos_emb, routing_map)
output_backcast, output_forecast = self.combine(experts_output, shared_experts_output)
output_backcast, output_forecast = self.postprocess(backcast, forecast, output_backcast, output_forecast)
return output_backcast, output_forecast
class FalconTSTBlock(nn.Module):
def __init__(self, config, input_layernorm = True):
super().__init__()
self.config = config
if input_layernorm:
self.input_layernorm = RMSNorm(self.config.seq_length)
else:
self.input_layernorm = IdentityOp()
self.layers = nn.ModuleList([
FalconTSTMoELayer(config, layer_num + 1)
for layer_num in range(self.config.num_hidden_layers)
])
def forward(self, x, rotary_pos_emb):
backcast = x
forecast = None
input_mask = (backcast != self.config.mask_pad_value)
backcast = self.input_layernorm(backcast * input_mask)
backcast[~input_mask] = self.config.mask_pad_value
for layer in self.layers:
backcast, forecast = layer(backcast, forecast, rotary_pos_emb)
return backcast,forecast
class FalconTSTPreTrainedModel(PreTrainedModel):
config_class = FalconTSTConfig
base_model_prefix = "model"
supports_gradient_checkpointing = True
_no_split_modules = ["FalconTSTMoELayer"]
_skip_keys_device_placement = "past_key_values"
_supports_flash_attn_2 = True
_supports_sdpa = False
_supports_cache_class = True
def _init_weights(self, module):
if isinstance(module, nn.Linear):
module.weight.data.normal_(mean=0.0, std=self.config.initializer_range)
if module.bias is not None:
module.bias.data.zero_()
elif isinstance(module, nn.Embedding):
module.weight.data.normal_(mean=0.0, std=self.config.initializer_range)
if module.padding_idx is not None:
module.weight.data[module.padding_idx].zero_()
class FalconTSTModel(FalconTSTPreTrainedModel):
def __init__(self, config: FalconTSTConfig):
super().__init__(config)
self.config = config
self.seq_length = self.config.seq_length
self.rotary_pos_emb = RotaryEmbedding(
kv_channels=self.config.kv_channels,
rotary_base=self.config.rotary_base,
use_cpu_initialization=self.config.use_cpu_initialization,
rotary_interleaved=self.config.rotary_interleaved
)
self.decoder = FalconTSTBlock(
config=config,
input_layernorm=self.config.block_input_layernorm
)
if self.config.do_expert_forecast and self.config.heterogeneous_moe_layer:
self.output_layer = IdentityOp()
else:
self.output_layer = nn.Linear(in_features=self.seq_length,
out_features=self.config.pred_length,
bias=self.config.add_bias_linear,)
def revin(
self,
input: Tensor, # [batch_size, seq_len]
input_mask: Tensor, # [batch_size, seq_len] 0:mask, 1:unmask
):
""" Normalization from Non-stationary Transformer"""
input_data = input * input_mask
sum_per_sample = torch.sum(input_data, dim=1, keepdim=True).detach() # [batch_size, 1], torch.bfloat16
count_per_sample = torch.sum(input_mask, dim=1, keepdim=True).detach() # [batch_size, 1], torch.int64
assert torch.any(count_per_sample == 0) == False, \
f'There is zero in count_per_sample, shape: {input[torch.where(count_per_sample.squeeze(1) == 0)[0]]}'
means = sum_per_sample / count_per_sample # [batch_size, 1]
input_data = input_data - means
input_data = input_data * input_mask
var_per_sample = torch.sum(input_data ** 2, dim=1, keepdim=True).detach() / count_per_sample # [batch_size, 1]
stdev = torch.sqrt(var_per_sample + 1e-9)
input_data = input_data / stdev
input_data = input_data * input_mask
#recover the mask_pad_value(default:255.)
input = input * ~(input_mask) + input_data
return input, means, stdev
def forward(self, input, revin):
batch_size, input_len = input.shape
# realize varied input length
if input_len > self.seq_length:
input = input[:, -self.seq_length:]
elif input_len < self.seq_length:
pad_len = self.seq_length - input_len
input = F.pad(input, pad=(pad_len, 0), mode='constant', value=self.config.mask_pad_value)
input_len = self.seq_length
input_mask = (input != self.config.mask_pad_value)
# Step1. RevIN
if revin:
input, means, stdev = self.revin(input, input_mask)
# Step2. Get rotary_pos_emb
# rotary_pos_emb [input_len, 1, 1, kv_channels(hidden_size // num_heads)]
rotary_pos_emb = self.rotary_pos_emb(input_len, device=input.device)
# Step3. Do one-step inference to get mixed forecasts from multiple forecast heads
# mixed_pred: [batch_size, max(multi_forecast_head)]
mixed_pred = self._inference_step(
input=input,
input_mask=input_mask,
rotary_pos_emb=rotary_pos_emb
)
# Step4. Based on the mixed forecasts, do auto-regressive inference according to
# the step list of each forecast head
if self.config.multi_forecast_head_type == 'single':
final_output = self._auto_regressive_single_head(
input=input,
input_mask=input_mask,
FalconTST_forecast=mixed_pred,
rotary_pos_emb=rotary_pos_emb
)
else:
raise NotImplementedError
# Step5. RevIN
if revin:
final_output = final_output * (stdev.repeat(1, self.config.inference_length))
final_output = final_output + (means.repeat(1, self.config.inference_length))
return final_output.detach().float()
def _inference_step(
self,
input,
input_mask,
rotary_pos_emb,
):
if self.config.do_base_forecast:
base_forecast, _ = self.base_output_layer(input * input_mask)
else:
base_forecast = None
decoder_backcast, decoder_forecast = self.decoder(
input, # [batch_size, seq_len]
rotary_pos_emb, # [input_len, 1, 1, kv_channels(hidden_size // num_heads)]
)
if self.config.do_expert_forecast:
assert decoder_forecast is not None, f'decoder_forecast is None'
if self.config.heterogeneous_moe_layer:
decoder_forecast = self.output_layer(decoder_forecast) # IdentityOp
else:
final_forecast= self.output_layer(decoder_backcast * input_mask)
decoder_forecast = decoder_forecast + final_forecast
else:
# The decoder_backcast contains the mask_pad_val(default:255.)
decoder_forecast, _ = self.output_layer(decoder_backcast * input_mask)
if self.config.do_base_forecast:
assert base_forecast is not None, f'base_forecast is None'
FalconTST_forecast = base_forecast + decoder_forecast
else:
FalconTST_forecast = decoder_forecast
return FalconTST_forecast
def _auto_regressive_single_head(
self,
input, # [batch_size, seq_len]
input_mask, # [batch_size, seq_len]
FalconTST_forecast, # [batch_size, max(multi_forecast_head)]
rotary_pos_emb, # [seq_len, 1, 1, kv_channels(hidden_size // num_heads)]
auto_regressive_strategy='from_long_to_short'
):
"""auto regressive prediction with [single] head"""
assert self.config.multi_forecast_head_type == 'single', \
f'_auto_regressive_single_head only support multi_forecast_head_type==single '
if auto_regressive_strategy == 'from_long_to_short':
# From long to short
multi_forecast_head_list = sorted(self.config.multi_forecast_head_list, reverse=True)
final_output = FalconTST_forecast
while final_output.shape[1] < self.config.inference_length:
# adaptive choose the forecast head
remain_pred_len = self.config.inference_length - final_output.shape[1]
for idx, head_pred_len in enumerate(multi_forecast_head_list):
if head_pred_len <= remain_pred_len:
break
if idx == len(multi_forecast_head_list):
idx = len(multi_forecast_head_list) - 1
head_pred_len = multi_forecast_head_list[idx]
# one-step model prediction
input = torch.cat([input, FalconTST_forecast], dim=1)[:, -self.seq_length:].contiguous()
input_mask = torch.cat(
[input_mask,
torch.ones(FalconTST_forecast.shape, dtype=input_mask.dtype, device=input_mask.device)],
dim=1)[:, -self.seq_length:].contiguous() # 0:mask, 1:unmask
FalconTST_forecast = self._inference_step(
input=input,
input_mask=input_mask,
rotary_pos_emb=rotary_pos_emb,
)
# the core idea of multi forecast head type of [single]
FalconTST_forecast = FalconTST_forecast[:, :head_pred_len]
final_output = torch.cat([final_output, FalconTST_forecast], dim=1)
final_output = final_output[:, :self.config.inference_length]
else:
raise NotImplementedError
assert final_output.shape[1] == self.config.inference_length
return final_output
class FalconTSTForPrediction(FalconTSTPreTrainedModel):
def __init__(self, config: FalconTSTConfig):
super().__init__(config)
self.config = config
self.model = FalconTSTModel(self.config)
self.post_init()
@torch.no_grad()
def predict(
self,
time_series: torch.Tensor,
forecast_horizon: int,
revin: bool = True,
) -> torch.Tensor:
"""
Generates time series forecasts autoregressively.
Args:
time_series (torch.Tensor): Input time series data.
Shape: [batch_size, seq_len] or [batch_size, seq_len, channels].
forecast_horizon (int): The number of future time steps to predict.
Returns:
torch.Tensor: The forecasted time series. Shape: [batch_size, forecast_horizon, channels].
"""
self.eval()
assert time_series.ndim == 2 or time_series.ndim == 3, "Input shape must be [batch, seq_len, channel] or [batch, seq_len]"
is_multichannel = time_series.ndim == 3
if is_multichannel:
batch_size, seq_len, num_channels = time_series.shape
# [B, L, C] -> [B * C, L]
input_flat = time_series.permute(0, 2, 1).reshape(batch_size * num_channels, seq_len)
else:
batch_size, seq_len = time_series.shape
num_channels = 1
input_flat = time_series
self.config.inference_length = forecast_horizon
forecast_flat = self.model(
input=input_flat,
revin=revin
) # Shape: [B * C, H]
if is_multichannel:
forecast = forecast_flat.reshape(batch_size, num_channels, forecast_horizon)
forecast = forecast.permute(0, 2, 1).contiguous()
else:
forecast = forecast_flat
return forecast