import torch import torch.nn as nn import time from torchdiffeq import odeint device = torch.device("cuda" if torch.cuda.is_available() else "cpu") class DiffeqSolver(nn.Module): def __init__(self, odefunc, method, latent_dim, odeint_rtol = 1e-4, odeint_atol = 1e-5): nn.Module.__init__(self) self.ode_method = method self.odefunc = odefunc self.latent_dim = latent_dim self.rtol = odeint_rtol self.atol = odeint_atol def forward(self, first_point, time_steps_to_pred): """ Decoder the trajectory through the ODE Solver. :param time_steps_to_pred: horizon :param first_point: (n_traj_samples, batch_size, num_nodes * latent_dim) :return: pred_y: # shape (horizon, n_traj_samples, batch_size, self.num_nodes * self.output_dim) """ n_traj_samples, batch_size = first_point.size()[0], first_point.size()[1] first_point = first_point.reshape(n_traj_samples * batch_size, -1) # reduce the complexity by merging dimension # pred_y shape: (horizon, n_traj_samples * batch_size, num_nodes * latent_dim) start_time = time.time() self.odefunc.nfe = 0 pred_y = odeint(self.odefunc, first_point, time_steps_to_pred, rtol=self.rtol, atol=self.atol, method=self.ode_method) time_fe = time.time() - start_time # pred_y shape: (horizon, n_traj_samples, batch_size, num_nodes * latent_dim) pred_y = pred_y.reshape(pred_y.size()[0], n_traj_samples, batch_size, -1) # assert(pred_y.size()[1] == n_traj_samples) # assert(pred_y.size()[2] == batch_size) return pred_y, (self.odefunc.nfe, time_fe)