e21-e26无改进
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baseline.ipynb
1681
baseline.ipynb
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@ -27,7 +27,7 @@ train:
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epochs: 300
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epochs: 300
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lr_init: 0.003
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lr_init: 0.003
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weight_decay: 0
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weight_decay: 0
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lr_decay: True
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lr_decay: False
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lr_decay_rate: 0.5
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lr_decay_rate: 0.5
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lr_decay_step: "5,20,40,65"
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lr_decay_step: "5,20,40,65"
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early_stop: True
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early_stop: True
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@ -14,18 +14,10 @@ data:
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days_per_week: 7
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days_per_week: 7
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model:
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model:
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batch_size: 64
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input_dim: 1
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input_dim: 1
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output_dim: 1
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output_dim: 1
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embed_dim: 12
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in_len: 12
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rnn_units: 64
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num_layers: 1
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cheb_order: 2
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use_day: True
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use_week: True
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graph_size: 30
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expert_nums: 8
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top_k: 2
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hidden_dim: 64
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train:
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train:
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loss_func: mae
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loss_func: mae
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@ -0,0 +1,58 @@
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data:
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num_nodes: 307
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lag: 12
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horizon: 12
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val_ratio: 0.2
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test_ratio: 0.2
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tod: False
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normalizer: std
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column_wise: False
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default_graph: True
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add_time_in_day: True
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add_day_in_week: True
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steps_per_day: 288
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days_per_week: 7
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model:
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input_dim: 3
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output_dim: 1
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history: 12
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horizon: 12
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num_nodes: 307
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input_len: 12
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embed_dim": 32
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output_len: 12
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num_layer: 3
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if_node: True
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node_dim: 32
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if_T_i_D: True
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if_D_i_W: True
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temp_dim_tid: 32
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temp_dim_diw: 32
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time_of_day_size: 288
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day_of_week_size: 7
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train:
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loss_func: mae
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seed: 1
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batch_size: 64
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epochs: 300
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lr_init: 0.002
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weight_decay: 0.0001
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lr_decay: False
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lr_decay_rate: 0.3
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lr_decay_step: "1,50,80"
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early_stop: True
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early_stop_patience: 15
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grad_norm: False
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max_grad_norm: 5
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real_value: True
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test:
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mae_thresh: null
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mape_thresh: 0.0
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log:
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log_step: 200
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plot: False
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@ -12,6 +12,8 @@ def init_model(args, device):
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nn.init.xavier_uniform_(p)
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nn.init.xavier_uniform_(p)
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else:
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else:
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nn.init.uniform_(p)
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nn.init.uniform_(p)
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total_params = sum(p.numel() for p in model.parameters())
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print(f"Model has {total_params} parameters")
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return model
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return model
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def init_optimizer(model, args):
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def init_optimizer(model, args):
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@ -21,7 +21,7 @@ class PositionalEncoding(nn.Module):
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return x + self.pe[:T].unsqueeze(1) # (T,1,d_model) 广播到 (T,B,d_model)
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return x + self.pe[:T].unsqueeze(1) # (T,1,d_model) 广播到 (T,B,d_model)
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class TemporalTransformerForecast(nn.Module):
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class EXP(nn.Module):
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"""
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"""
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Transformer-based 多步预测:
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Transformer-based 多步预测:
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- 只使用 x[...,0] 作为输入通道
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- 只使用 x[...,0] 作为输入通道
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@ -4,7 +4,7 @@ import torch.nn.functional as F
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"""
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"""
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使用多层感知机替换输入输出的proj层
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添加时间嵌入
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"""
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"""
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class DynamicGraphConstructor(nn.Module):
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class DynamicGraphConstructor(nn.Module):
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@ -104,6 +104,7 @@ class EXP(nn.Module):
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self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
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self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
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self.day_embedding = nn.Embedding(7, self.hidden_dim)
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self.day_embedding = nn.Embedding(7, self.hidden_dim)
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# input projection now still only takes the flow history
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# input projection now still only takes the flow history
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self.input_proj = MLP(
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self.input_proj = MLP(
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in_dim = self.seq_len,
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in_dim = self.seq_len,
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@ -2,11 +2,10 @@ import torch
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import torch.nn as nn
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import torch.nn as nn
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import torch.nn.functional as F
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import torch.nn.functional as F
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"""
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添加空间嵌入
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"""
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"""
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使用多层感知机替换输入输出的 proj 层,
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并在 EXP 模型中添加显式的空间嵌入(Spatial Embedding)。
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"""
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class DynamicGraphConstructor(nn.Module):
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class DynamicGraphConstructor(nn.Module):
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def __init__(self, node_num, embed_dim):
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def __init__(self, node_num, embed_dim):
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@ -35,8 +34,8 @@ class GraphConvBlock(nn.Module):
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def forward(self, x, adj):
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def forward(self, x, adj):
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# x: (B, N, F_in), adj: (N, N)
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# x: (B, N, F_in), adj: (N, N)
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res = x
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res = x
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x = torch.matmul(adj, x) # 邻接乘特征
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x = torch.matmul(adj, x) # 邻接乘特征
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x = self.theta(x) # 线性变换
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x = self.theta(x) # 线性变换
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# 残差连接
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# 残差连接
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x = x + (res if self.residual else self.res_proj(res))
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x = x + (res if self.residual else self.res_proj(res))
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return F.relu(x)
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return F.relu(x)
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@ -90,7 +89,7 @@ class MLP(nn.Module):
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dims = [in_dim] + hidden_dims + [out_dim]
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dims = [in_dim] + hidden_dims + [out_dim]
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layers = []
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layers = []
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for i in range(len(dims) - 2):
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for i in range(len(dims) - 2):
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layers += [nn.Linear(dims[i], dims[i+1]), activation()]
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layers += [nn.Linear(dims[i], dims[i + 1]), activation()]
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layers += [nn.Linear(dims[-2], dims[-1])]
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layers += [nn.Linear(dims[-2], dims[-1])]
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self.net = nn.Sequential(*layers)
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self.net = nn.Sequential(*layers)
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@ -103,17 +102,18 @@ class EXP(nn.Module):
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def __init__(self, args):
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def __init__(self, args):
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super().__init__()
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super().__init__()
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# 训练 & 输出参数
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# 训练 & 输出参数
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self.horizon = args['horizon']
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self.horizon = args['horizon']
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self.output_dim = args['output_dim']
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self.output_dim = args['output_dim']
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self.seq_len = args.get('in_len', 12)
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self.seq_len = args.get('in_len', 12)
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self.hidden_dim = args.get('hidden_dim', 64)
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self.hidden_dim = args.get('hidden_dim', 64)
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self.num_nodes = args['num_nodes']
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self.num_nodes = args['num_nodes']
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self.embed_dim = args.get('embed_dim', 16)
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self.embed_dim = args.get('embed_dim', 16)
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# ==== 时间嵌入 ====
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# ==== 时间嵌入 ====
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self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
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self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
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self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
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self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
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self.day_embedding = nn.Embedding(7, self.hidden_dim)
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self.day_embedding = nn.Embedding(7, self.hidden_dim)
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self.node_emb = nn.Parameter(torch.empty(self.num_nodes, self.embed_dim))
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# ==== 空间嵌入 ====
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# ==== 空间嵌入 ====
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# 每个节点一个可学习的向量
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# 每个节点一个可学习的向量
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@ -124,9 +124,9 @@ class EXP(nn.Module):
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# 输入投影:仅对流量序列做 MLP
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# 输入投影:仅对流量序列做 MLP
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self.input_proj = MLP(
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self.input_proj = MLP(
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in_dim = self.seq_len,
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in_dim=self.seq_len,
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hidden_dims = [self.hidden_dim],
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hidden_dims=[self.hidden_dim],
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out_dim = self.hidden_dim
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out_dim=self.hidden_dim
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)
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)
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# 两个 SandwichBlock
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# 两个 SandwichBlock
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# 输出投影
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# 输出投影
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self.out_proj = MLP(
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self.out_proj = MLP(
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in_dim = self.hidden_dim,
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in_dim=self.hidden_dim,
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hidden_dims = [2 * self.hidden_dim],
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hidden_dims=[2 * self.hidden_dim],
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out_dim = self.horizon * self.output_dim
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out_dim=self.horizon * self.output_dim
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)
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)
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def forward(self, x):
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def forward(self, x):
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@ -151,7 +151,7 @@ class EXP(nn.Module):
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# 拆分三条序列
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# 拆分三条序列
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x_flow = x[..., 0] # (B, T, N)
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x_flow = x[..., 0] # (B, T, N)
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x_time = x[..., 1] # (B, T, N)
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x_time = x[..., 1] # (B, T, N)
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x_day = x[..., 2] # (B, T, N)
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x_day = x[..., 2] # (B, T, N)
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B, T, N = x_flow.shape
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B, T, N = x_flow.shape
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assert T == self.seq_len, f"序列长度应为 {self.seq_len},但收到 {T}"
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assert T == self.seq_len, f"序列长度应为 {self.seq_len},但收到 {T}"
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@ -162,14 +162,16 @@ class EXP(nn.Module):
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# 2) 计算离散时间嵌入
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# 2) 计算离散时间嵌入
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t_idx = (x_time[:, -1, :] * (self.time_slots - 1)).long() # (B, N)
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t_idx = (x_time[:, -1, :] * (self.time_slots - 1)).long() # (B, N)
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d_idx = x_day[:, -1, :].long() # (B, N)
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d_idx = x_day[:, -1, :].long() # (B, N)
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time_emb = self.time_embedding(t_idx) # (B, N, hidden_dim)
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time_emb = self.time_embedding(t_idx) # (B, N, hidden_dim)
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day_emb = self.day_embedding(d_idx) # (B, N, hidden_dim)
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day_emb = self.day_embedding(d_idx) # (B, N, hidden_dim)
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# 3) 计算空间嵌入并扩展到 batch 大小
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# 3) 计算空间嵌入并扩展到 batch 大小
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node_idx = torch.arange(N, device=x.device) # (N,)
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# node_emb = []
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spatial_emb = self.spatial_embedding[node_idx] # (N, hidden_dim)
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# node_emb.append(self.node_emb.unsqueeze(0).expand(
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spatial_emb = spatial_emb.unsqueeze(0).expand(B, -1, -1) # (B, N, hidden_dim)
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# B, -1, -1).transpose(1, 2).unsqueeze(-1))
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# spatial_emb = torch.stack(node_emb)
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spatial_emb = self.spatial_embedding.unsqueeze(0).expand(B, N, self.hidden_dim) # -> (B, N, hidden_dim)
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# 4) 将三种嵌入相加到 h0
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# 4) 将三种嵌入相加到 h0
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h0 = h0 + time_emb + day_emb + spatial_emb
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h0 = h0 + time_emb + day_emb + spatial_emb
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@ -180,7 +182,7 @@ class EXP(nn.Module):
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h2 = self.sandwich2(h1)
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h2 = self.sandwich2(h1)
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# 6) 输出投影 -> (B, horizon, N, output_dim)
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# 6) 输出投影 -> (B, horizon, N, output_dim)
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out = self.out_proj(h2) # (B, N, horizon*out_dim)
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out = self.out_proj(h2) # (B, N, horizon*out_dim)
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out = out.view(B, N, self.horizon, self.output_dim)
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out = out.view(B, N, self.horizon, self.output_dim)
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out = out.permute(0, 2, 1, 3) # (B, horizon, N, output_dim)
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out = out.permute(0, 2, 1, 3) # (B, horizon, N, output_dim)
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return out
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return out
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@ -0,0 +1,159 @@
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import torch
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import torch.nn as nn
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import torch.nn.functional as F
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"""
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添加时间嵌入 + 基于可学习邻接矩阵的图构造
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"""
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class DynamicGraphConstructor(nn.Module):
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def __init__(self, node_num):
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super().__init__()
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# 直接用一个 N×N 的可学习参数矩阵来表示邻接
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self.adj_param = nn.Parameter(torch.randn(node_num, node_num), requires_grad=True)
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def forward(self):
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# 非线性截断,去除负边
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adj = F.relu(self.adj_param)
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# 行归一化
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adj = F.softmax(adj, dim=-1)
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return adj
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class GraphConvBlock(nn.Module):
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def __init__(self, input_dim, output_dim):
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super().__init__()
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self.theta = nn.Linear(input_dim, output_dim)
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self.residual = (input_dim == output_dim)
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if not self.residual:
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self.res_proj = nn.Linear(input_dim, output_dim)
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def forward(self, x, adj):
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# x: (B, N, C)
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res = x
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# 邻接乘特征
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x = torch.matmul(adj, x)
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x = self.theta(x)
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x = x + (res if self.residual else self.res_proj(res))
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return F.relu(x)
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class MANBA_Block(nn.Module):
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def __init__(self, input_dim, hidden_dim):
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super().__init__()
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self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
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self.ffn = nn.Sequential(
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nn.Linear(input_dim, hidden_dim),
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nn.ReLU(),
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nn.Linear(hidden_dim, input_dim)
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)
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self.norm1 = nn.LayerNorm(input_dim)
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self.norm2 = nn.LayerNorm(input_dim)
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def forward(self, x):
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# x: (B, N, C)
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res = x
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x_attn, _ = self.attn(x, x, x)
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x = self.norm1(res + x_attn)
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res2 = x
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x_ffn = self.ffn(x)
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x = self.norm2(res2 + x_ffn)
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return x
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class SandwichBlock(nn.Module):
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def __init__(self, num_nodes, hidden_dim):
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super().__init__()
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||||||
|
self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
self.graph_constructor = DynamicGraphConstructor(num_nodes)
|
||||||
|
self.gc = GraphConvBlock(hidden_dim, hidden_dim)
|
||||||
|
self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
|
||||||
|
def forward(self, h):
|
||||||
|
# h: (B, N, C)
|
||||||
|
h1 = self.manba1(h)
|
||||||
|
adj = self.graph_constructor() # (N, N)
|
||||||
|
h2 = self.gc(h1, adj)
|
||||||
|
h3 = self.manba2(h2)
|
||||||
|
return h3
|
||||||
|
|
||||||
|
class MLP(nn.Module):
|
||||||
|
def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU):
|
||||||
|
super().__init__()
|
||||||
|
dims = [in_dim] + hidden_dims + [out_dim]
|
||||||
|
layers = []
|
||||||
|
for i in range(len(dims) - 2):
|
||||||
|
layers += [nn.Linear(dims[i], dims[i + 1]), activation()]
|
||||||
|
layers += [nn.Linear(dims[-2], dims[-1])]
|
||||||
|
self.net = nn.Sequential(*layers)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
return self.net(x)
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
|
||||||
|
# ==== 离散时间嵌入 ====
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# 流量历史投影
|
||||||
|
self.input_proj = MLP(
|
||||||
|
in_dim = self.seq_len,
|
||||||
|
hidden_dims = [self.hidden_dim],
|
||||||
|
out_dim = self.hidden_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
# 两个 SandwichBlock
|
||||||
|
self.sandwich1 = SandwichBlock(self.num_nodes, self.hidden_dim)
|
||||||
|
self.sandwich2 = SandwichBlock(self.num_nodes, self.hidden_dim)
|
||||||
|
|
||||||
|
# 输出投影
|
||||||
|
self.out_proj = MLP(
|
||||||
|
in_dim = self.hidden_dim,
|
||||||
|
hidden_dims = [2 * self.hidden_dim],
|
||||||
|
out_dim = self.horizon * self.output_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
"""
|
||||||
|
x: (B, T, N, D_total)
|
||||||
|
D_total >= 3:
|
||||||
|
x[...,0] = flow,
|
||||||
|
x[...,1] = time_in_day (0…1),
|
||||||
|
x[...,2] = day_in_week (0…6)
|
||||||
|
"""
|
||||||
|
x_flow = x[..., 0] # (B, T, N)
|
||||||
|
x_time = x[..., 1] # (B, T, N)
|
||||||
|
x_day = x[..., 2] # (B, T, N)
|
||||||
|
|
||||||
|
B, T, N = x_flow.shape
|
||||||
|
assert T == self.seq_len
|
||||||
|
|
||||||
|
# 1) 投影流量历史
|
||||||
|
x_flat = x_flow.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
# 2) 离散时间索引
|
||||||
|
t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long() # (B, N)
|
||||||
|
d_idx = x_day[:, -1, :,].long() # (B, N)
|
||||||
|
time_emb = self.time_embedding(t_idx)
|
||||||
|
day_emb = self.day_embedding(d_idx)
|
||||||
|
|
||||||
|
# 3) 注入时间嵌入
|
||||||
|
h0 = h0 + time_emb + day_emb
|
||||||
|
|
||||||
|
# 4) Sandwich + 残差
|
||||||
|
h1 = self.sandwich1(h0)
|
||||||
|
h1 = h1 + h0
|
||||||
|
h2 = self.sandwich2(h1)
|
||||||
|
|
||||||
|
# 5) 输出投影
|
||||||
|
out = self.out_proj(h2) # (B, N, horizon*output_dim)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim)
|
||||||
|
out = out.permute(0, 2, 1, 3) # (B, horizon, N, output_dim)
|
||||||
|
return out
|
||||||
|
|
@ -0,0 +1,168 @@
|
||||||
|
import torch
|
||||||
|
import torch.nn as nn
|
||||||
|
import torch.nn.functional as F
|
||||||
|
|
||||||
|
|
||||||
|
"""
|
||||||
|
添加时间嵌入 + 三重残差
|
||||||
|
"""
|
||||||
|
|
||||||
|
class DynamicGraphConstructor(nn.Module):
|
||||||
|
def __init__(self, node_num, embed_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.nodevec1 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
self.nodevec2 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
|
||||||
|
def forward(self):
|
||||||
|
adj = torch.matmul(self.nodevec1, self.nodevec2.T)
|
||||||
|
adj = F.relu(adj)
|
||||||
|
adj = F.softmax(adj, dim=-1)
|
||||||
|
return adj
|
||||||
|
|
||||||
|
|
||||||
|
class GraphConvBlock(nn.Module):
|
||||||
|
def __init__(self, input_dim, output_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.theta = nn.Linear(input_dim, output_dim)
|
||||||
|
self.residual = (input_dim == output_dim)
|
||||||
|
if not self.residual:
|
||||||
|
self.res_proj = nn.Linear(input_dim, output_dim)
|
||||||
|
|
||||||
|
def forward(self, x, adj):
|
||||||
|
res = x
|
||||||
|
x = torch.matmul(adj, x)
|
||||||
|
x = self.theta(x)
|
||||||
|
x = x + (res if self.residual else self.res_proj(res))
|
||||||
|
return F.relu(x)
|
||||||
|
|
||||||
|
|
||||||
|
class MANBA_Block(nn.Module):
|
||||||
|
def __init__(self, input_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
|
||||||
|
self.ffn = nn.Sequential(
|
||||||
|
nn.Linear(input_dim, hidden_dim),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim, input_dim)
|
||||||
|
)
|
||||||
|
self.norm1 = nn.LayerNorm(input_dim)
|
||||||
|
self.norm2 = nn.LayerNorm(input_dim)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
res = x
|
||||||
|
x_attn, _ = self.attn(x, x, x)
|
||||||
|
x = self.norm1(res + x_attn)
|
||||||
|
res2 = x
|
||||||
|
x_ffn = self.ffn(x)
|
||||||
|
x = self.norm2(res2 + x_ffn)
|
||||||
|
return x
|
||||||
|
|
||||||
|
|
||||||
|
class SandwichBlock(nn.Module):
|
||||||
|
def __init__(self, num_nodes, embed_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
self.graph_constructor = DynamicGraphConstructor(num_nodes, embed_dim)
|
||||||
|
self.gc = GraphConvBlock(hidden_dim, hidden_dim)
|
||||||
|
self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
|
||||||
|
def forward(self, h):
|
||||||
|
h1 = self.manba1(h)
|
||||||
|
adj = self.graph_constructor()
|
||||||
|
h2 = self.gc(h1, adj)
|
||||||
|
h3 = self.manba2(h2)
|
||||||
|
return h3 # 不在这里加残差,留给上层 EXP 统一处理
|
||||||
|
|
||||||
|
|
||||||
|
class MLP(nn.Module):
|
||||||
|
def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU):
|
||||||
|
super().__init__()
|
||||||
|
dims = [in_dim] + hidden_dims + [out_dim]
|
||||||
|
layers = []
|
||||||
|
for i in range(len(dims)-2):
|
||||||
|
layers += [nn.Linear(dims[i], dims[i+1]), activation()]
|
||||||
|
layers += [nn.Linear(dims[-2], dims[-1])]
|
||||||
|
self.net = nn.Sequential(*layers)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
return self.net(x)
|
||||||
|
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
self.embed_dim = args.get('embed_dim', 16)
|
||||||
|
|
||||||
|
# ==== 离散时间嵌入 ====
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# 流量历史投影
|
||||||
|
self.input_proj = MLP(
|
||||||
|
in_dim = self.seq_len,
|
||||||
|
hidden_dims = [self.hidden_dim],
|
||||||
|
out_dim = self.hidden_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
# 两个 SandwichBlock
|
||||||
|
self.sandwich1 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
self.sandwich2 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
|
||||||
|
# 输出投影
|
||||||
|
self.out_proj = MLP(
|
||||||
|
in_dim = self.hidden_dim,
|
||||||
|
hidden_dims = [2 * self.hidden_dim],
|
||||||
|
out_dim = self.horizon * self.output_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
"""
|
||||||
|
x: (B, T, N, D_total)
|
||||||
|
D_total >= 3:
|
||||||
|
x[...,0] = flow,
|
||||||
|
x[...,1] = time_in_day (0…1),
|
||||||
|
x[...,2] = day_in_week (0…6)
|
||||||
|
"""
|
||||||
|
x_flow = x[..., 0] # (B, T, N)
|
||||||
|
x_time = x[..., 1] # (B, T, N)
|
||||||
|
x_day = x[..., 2] # (B, T, N)
|
||||||
|
|
||||||
|
B, T, N = x_flow.shape
|
||||||
|
assert T == self.seq_len
|
||||||
|
|
||||||
|
# 1) 投影流量历史
|
||||||
|
x_flat = x_flow.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
# 2) 离散时间索引
|
||||||
|
t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long() # (B, N)
|
||||||
|
d_idx = x_day[:, -1, :,].long() # (B, N)
|
||||||
|
time_emb = self.time_embedding(t_idx)
|
||||||
|
day_emb = self.day_embedding(d_idx)
|
||||||
|
|
||||||
|
# 3) 注入时间嵌入
|
||||||
|
h0 = h0 + time_emb + day_emb
|
||||||
|
|
||||||
|
# ==== 三重残差 ====
|
||||||
|
# 第一重:Sandwich1 + 残差
|
||||||
|
h1 = self.sandwich1(h0)
|
||||||
|
h1 = h1 + h0
|
||||||
|
|
||||||
|
# 第二重:Sandwich2 + 残差
|
||||||
|
h2 = self.sandwich2(h1)
|
||||||
|
h2 = h2 + h1
|
||||||
|
|
||||||
|
# 第三重:全局残差 (直接连接到最初 h0)
|
||||||
|
h3 = h2 + h0
|
||||||
|
|
||||||
|
# 5) 输出投影
|
||||||
|
out = self.out_proj(h3) # (B, N, horizon*output_dim)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim)
|
||||||
|
out = out.permute(0, 2, 1, 3) # (B, horizon, N, output_dim)
|
||||||
|
return out
|
||||||
|
|
@ -0,0 +1,196 @@
|
||||||
|
import torch
|
||||||
|
import torch.nn as nn
|
||||||
|
import torch.nn.functional as F
|
||||||
|
|
||||||
|
|
||||||
|
class DynamicTanh(nn.Module):
|
||||||
|
"""
|
||||||
|
Dynamic tanh activation with learnable scaling (alpha) and affine transformation (weight, bias).
|
||||||
|
"""
|
||||||
|
def __init__(self, normalized_shape, channels_last=True, alpha_init_value=0.5):
|
||||||
|
super().__init__()
|
||||||
|
self.normalized_shape = normalized_shape
|
||||||
|
self.alpha_init_value = alpha_init_value
|
||||||
|
self.channels_last = channels_last
|
||||||
|
|
||||||
|
# learnable scale for tanh
|
||||||
|
self.alpha = nn.Parameter(torch.full((1,), alpha_init_value))
|
||||||
|
# affine parameters
|
||||||
|
self.weight = nn.Parameter(torch.ones(normalized_shape))
|
||||||
|
self.bias = nn.Parameter(torch.zeros(normalized_shape))
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# scaled tanh
|
||||||
|
x = torch.tanh(self.alpha * x)
|
||||||
|
# affine transform
|
||||||
|
if self.channels_last:
|
||||||
|
x = x * self.weight + self.bias
|
||||||
|
else:
|
||||||
|
# channels_first: assume shape (B, C, H, W)
|
||||||
|
x = x * self.weight[:, None, None] + self.bias[:, None, None]
|
||||||
|
return x
|
||||||
|
|
||||||
|
def extra_repr(self):
|
||||||
|
return f"normalized_shape={self.normalized_shape}, alpha_init_value={self.alpha_init_value}, channels_last={self.channels_last}"
|
||||||
|
|
||||||
|
|
||||||
|
class DynamicGraphConstructor(nn.Module):
|
||||||
|
def __init__(self, node_num, embed_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.nodevec1 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
self.nodevec2 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
|
||||||
|
def forward(self):
|
||||||
|
adj = torch.matmul(self.nodevec1, self.nodevec2.T)
|
||||||
|
adj = F.relu(adj)
|
||||||
|
adj = F.softmax(adj, dim=-1)
|
||||||
|
return adj
|
||||||
|
|
||||||
|
|
||||||
|
class GraphConvBlock(nn.Module):
|
||||||
|
def __init__(self, input_dim, output_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.theta = nn.Linear(input_dim, output_dim)
|
||||||
|
self.residual = (input_dim == output_dim)
|
||||||
|
if not self.residual:
|
||||||
|
self.res_proj = nn.Linear(input_dim, output_dim)
|
||||||
|
|
||||||
|
def forward(self, x, adj):
|
||||||
|
res = x
|
||||||
|
x = torch.matmul(adj, x)
|
||||||
|
x = self.theta(x)
|
||||||
|
x = x + (res if self.residual else self.res_proj(res))
|
||||||
|
return F.relu(x)
|
||||||
|
|
||||||
|
|
||||||
|
class MANBA_Block(nn.Module):
|
||||||
|
"""
|
||||||
|
Multi-head attention + feed-forward network with DynamicTanh replacing LayerNorm.
|
||||||
|
"""
|
||||||
|
def __init__(self, input_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
|
||||||
|
self.ffn = nn.Sequential(
|
||||||
|
nn.Linear(input_dim, hidden_dim),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim, input_dim)
|
||||||
|
)
|
||||||
|
# replace LayerNorm with DynamicTanh
|
||||||
|
self.norm1 = DynamicTanh(normalized_shape=input_dim, channels_last=True)
|
||||||
|
self.norm2 = DynamicTanh(normalized_shape=input_dim, channels_last=True)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# self-attention
|
||||||
|
res = x
|
||||||
|
x_attn, _ = self.attn(x, x, x)
|
||||||
|
x = self.norm1(res + x_attn)
|
||||||
|
# feed-forward
|
||||||
|
res2 = x
|
||||||
|
x_ffn = self.ffn(x)
|
||||||
|
x = self.norm2(res2 + x_ffn)
|
||||||
|
return x
|
||||||
|
|
||||||
|
|
||||||
|
class SandwichBlock(nn.Module):
|
||||||
|
def __init__(self, num_nodes, embed_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
self.graph_constructor = DynamicGraphConstructor(num_nodes, embed_dim)
|
||||||
|
self.gc = GraphConvBlock(hidden_dim, hidden_dim)
|
||||||
|
self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
|
||||||
|
def forward(self, h):
|
||||||
|
h1 = self.manba1(h)
|
||||||
|
adj = self.graph_constructor()
|
||||||
|
h2 = self.gc(h1, adj)
|
||||||
|
h3 = self.manba2(h2)
|
||||||
|
return h3
|
||||||
|
|
||||||
|
|
||||||
|
class MLP(nn.Module):
|
||||||
|
def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU):
|
||||||
|
super().__init__()
|
||||||
|
dims = [in_dim] + hidden_dims + [out_dim]
|
||||||
|
layers = []
|
||||||
|
for i in range(len(dims) - 2):
|
||||||
|
layers.append(nn.Linear(dims[i], dims[i+1]))
|
||||||
|
layers.append(activation())
|
||||||
|
layers.append(nn.Linear(dims[-2], dims[-1]))
|
||||||
|
self.net = nn.Sequential(*layers)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
return self.net(x)
|
||||||
|
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
self.embed_dim = args.get('embed_dim', 16)
|
||||||
|
|
||||||
|
# discrete time embeddings
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# input projection for flow history
|
||||||
|
self.input_proj = MLP(
|
||||||
|
in_dim = self.seq_len,
|
||||||
|
hidden_dims = [self.hidden_dim],
|
||||||
|
out_dim = self.hidden_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
# two Sandwich blocks
|
||||||
|
self.sandwich1 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
self.sandwich2 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
|
||||||
|
# output projection
|
||||||
|
self.out_proj = MLP(
|
||||||
|
in_dim = self.hidden_dim,
|
||||||
|
hidden_dims = [2 * self.hidden_dim],
|
||||||
|
out_dim = self.horizon * self.output_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
"""
|
||||||
|
x: (B, T, N, D_total) where
|
||||||
|
x[...,0]=flow, x[...,1]=time_in_day (scaled), x[...,2]=day_in_week
|
||||||
|
"""
|
||||||
|
x_flow = x[..., 0] # (B, T, N)
|
||||||
|
x_time = x[..., 1] # (B, T, N)
|
||||||
|
x_day = x[..., 2] # (B, T, N)
|
||||||
|
|
||||||
|
B, T, N = x_flow.shape
|
||||||
|
assert T == self.seq_len, "Input sequence length mismatch"
|
||||||
|
|
||||||
|
# project flow history
|
||||||
|
x_flat = x_flow.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
# time embeddings at last step
|
||||||
|
t_idx = (x_time[:, -1, :] * (self.time_slots - 1)).long()
|
||||||
|
d_idx = x_day[:, -1, :].long()
|
||||||
|
time_emb = self.time_embedding(t_idx)
|
||||||
|
day_emb = self.day_embedding(d_idx)
|
||||||
|
|
||||||
|
# inject time features
|
||||||
|
h0 = h0 + time_emb + day_emb
|
||||||
|
|
||||||
|
# Sandwich + residuals
|
||||||
|
h1 = self.sandwich1(h0) + h0
|
||||||
|
h2 = self.sandwich2(h1)
|
||||||
|
|
||||||
|
# output
|
||||||
|
out = self.out_proj(h2)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim)
|
||||||
|
out = out.permute(0, 2, 1, 3)
|
||||||
|
return out
|
||||||
|
|
||||||
|
# Example usage:
|
||||||
|
# args = {'horizon':12, 'output_dim':1, 'num_nodes':170}
|
||||||
|
# model = EXP(args)
|
||||||
|
# print(model)
|
||||||
|
|
@ -0,0 +1,195 @@
|
||||||
|
import torch
|
||||||
|
import torch.nn as nn
|
||||||
|
import torch.nn.functional as F
|
||||||
|
|
||||||
|
"""
|
||||||
|
添加时间嵌入 + 引入图注意力网络(GAT)
|
||||||
|
"""
|
||||||
|
|
||||||
|
class DynamicGraphConstructor(nn.Module):
|
||||||
|
def __init__(self, node_num, embed_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.nodevec1 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
self.nodevec2 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
|
||||||
|
def forward(self):
|
||||||
|
adj = torch.matmul(self.nodevec1, self.nodevec2.T)
|
||||||
|
adj = F.relu(adj)
|
||||||
|
adj = F.softmax(adj, dim=-1)
|
||||||
|
return adj
|
||||||
|
|
||||||
|
|
||||||
|
# 原来的 GCN 块保留备用
|
||||||
|
class GraphConvBlock(nn.Module):
|
||||||
|
def __init__(self, input_dim, output_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.theta = nn.Linear(input_dim, output_dim)
|
||||||
|
self.residual = (input_dim == output_dim)
|
||||||
|
if not self.residual:
|
||||||
|
self.res_proj = nn.Linear(input_dim, output_dim)
|
||||||
|
|
||||||
|
def forward(self, x, adj):
|
||||||
|
res = x
|
||||||
|
x = torch.matmul(adj, x)
|
||||||
|
x = self.theta(x)
|
||||||
|
x = x + (res if self.residual else self.res_proj(res))
|
||||||
|
return F.relu(x)
|
||||||
|
|
||||||
|
|
||||||
|
# ★★ GAT 部分:从 LeronQ/GCN_predict-Pytorch 改写而来 ★★
|
||||||
|
class GraphAttentionLayer(nn.Module):
|
||||||
|
def __init__(self, in_c, out_c):
|
||||||
|
super().__init__()
|
||||||
|
self.W = nn.Linear(in_c, out_c, bias=False)
|
||||||
|
self.b = nn.Parameter(torch.Tensor(out_c))
|
||||||
|
nn.init.xavier_uniform_(self.W.weight)
|
||||||
|
nn.init.zeros_(self.b)
|
||||||
|
|
||||||
|
def forward(self, h, adj):
|
||||||
|
# h: [B, N, C_in], adj: [N, N]
|
||||||
|
Wh = self.W(h) # [B, N, C_out]
|
||||||
|
# 计算注意力得分
|
||||||
|
score = torch.bmm(Wh, Wh.transpose(1, 2)) * adj.unsqueeze(0) # [B, N, N]
|
||||||
|
score = score.masked_fill(score == 0, -1e16)
|
||||||
|
alpha = F.softmax(score, dim=-1) # [B, N, N]
|
||||||
|
# 加权求和并加偏置
|
||||||
|
out = torch.bmm(alpha, Wh) + self.b # [B, N, C_out]
|
||||||
|
return F.relu(out)
|
||||||
|
|
||||||
|
class GraphAttentionBlock(nn.Module):
|
||||||
|
def __init__(self, input_dim, output_dim, n_heads=4):
|
||||||
|
super().__init__()
|
||||||
|
# 多头注意力
|
||||||
|
self.heads = nn.ModuleList([GraphAttentionLayer(input_dim, output_dim) for _ in range(n_heads)])
|
||||||
|
# 合并后再做一次线性映射
|
||||||
|
self.out_att = GraphAttentionLayer(output_dim * n_heads, output_dim)
|
||||||
|
self.act = nn.ReLU()
|
||||||
|
|
||||||
|
def forward(self, x, adj):
|
||||||
|
# x: [B, N, C], adj: [N, N]
|
||||||
|
# 并行多头,然后拼接
|
||||||
|
h_cat = torch.cat([head(x, adj) for head in self.heads], dim=-1) # [B, N, output_dim * n_heads]
|
||||||
|
h_out = self.out_att(h_cat, adj) # [B, N, output_dim]
|
||||||
|
return self.act(h_out)
|
||||||
|
|
||||||
|
|
||||||
|
class MANBA_Block(nn.Module):
|
||||||
|
def __init__(self, input_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
|
||||||
|
self.ffn = nn.Sequential(
|
||||||
|
nn.Linear(input_dim, hidden_dim),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim, input_dim)
|
||||||
|
)
|
||||||
|
self.norm1 = nn.LayerNorm(input_dim)
|
||||||
|
self.norm2 = nn.LayerNorm(input_dim)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
res = x
|
||||||
|
x_attn, _ = self.attn(x, x, x)
|
||||||
|
x = self.norm1(res + x_attn)
|
||||||
|
res2 = x
|
||||||
|
x_ffn = self.ffn(x)
|
||||||
|
x = self.norm2(res2 + x_ffn)
|
||||||
|
return x
|
||||||
|
|
||||||
|
|
||||||
|
class SandwichBlock(nn.Module):
|
||||||
|
def __init__(self, num_nodes, embed_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
self.graph_constructor = DynamicGraphConstructor(num_nodes, embed_dim)
|
||||||
|
# ★★ 替换为 GATBlock ★★
|
||||||
|
self.gc = GraphAttentionBlock(hidden_dim, hidden_dim, n_heads=4)
|
||||||
|
self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
|
||||||
|
def forward(self, h):
|
||||||
|
h1 = self.manba1(h)
|
||||||
|
adj = self.graph_constructor()
|
||||||
|
h2 = self.gc(h1, adj)
|
||||||
|
h3 = self.manba2(h2)
|
||||||
|
return h3
|
||||||
|
|
||||||
|
|
||||||
|
class MLP(nn.Module):
|
||||||
|
def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU):
|
||||||
|
super().__init__()
|
||||||
|
dims = [in_dim] + hidden_dims + [out_dim]
|
||||||
|
layers = []
|
||||||
|
for i in range(len(dims)-2):
|
||||||
|
layers += [nn.Linear(dims[i], dims[i+1]), activation()]
|
||||||
|
layers += [nn.Linear(dims[-2], dims[-1])]
|
||||||
|
self.net = nn.Sequential(*layers)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
return self.net(x)
|
||||||
|
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
self.embed_dim = args.get('embed_dim', 16)
|
||||||
|
|
||||||
|
# ==== 新增:离散时间嵌入 ====
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# 输入投影(仅 flow)
|
||||||
|
self.input_proj = MLP(
|
||||||
|
in_dim = self.seq_len,
|
||||||
|
hidden_dims = [self.hidden_dim],
|
||||||
|
out_dim = self.hidden_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
# 两个 SandwichBlock(已替换为 GAT)
|
||||||
|
self.sandwich1 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
self.sandwich2 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim)
|
||||||
|
|
||||||
|
# 输出投影
|
||||||
|
self.out_proj = MLP(
|
||||||
|
in_dim = self.hidden_dim,
|
||||||
|
hidden_dims = [2 * self.hidden_dim],
|
||||||
|
out_dim = self.horizon * self.output_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
"""
|
||||||
|
x: (B, T, N, D_total)
|
||||||
|
D_total >= 3, x[...,0]=flow, x[...,1]=time_in_day, x[...,2]=day_in_week
|
||||||
|
"""
|
||||||
|
x_flow = x[..., 0] # (B, T, N)
|
||||||
|
x_time = x[..., 1] # (B, T, N)
|
||||||
|
x_day = x[..., 2] # (B, T, N)
|
||||||
|
|
||||||
|
B, T, N = x_flow.shape
|
||||||
|
assert T == self.seq_len
|
||||||
|
|
||||||
|
# 1) 投影流量历史
|
||||||
|
x_flat = x_flow.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
# 2) 取最后一步的时间索引并嵌入
|
||||||
|
t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long()
|
||||||
|
d_idx = x_day[:, -1, :,].long()
|
||||||
|
time_emb = self.time_embedding(t_idx)
|
||||||
|
day_emb = self.day_embedding(d_idx)
|
||||||
|
|
||||||
|
# 3) 注入时间信息
|
||||||
|
h0 = h0 + time_emb + day_emb
|
||||||
|
|
||||||
|
# 4) Sandwich + 残差
|
||||||
|
h1 = self.sandwich1(h0)
|
||||||
|
h1 = h1 + h0
|
||||||
|
h2 = self.sandwich2(h1)
|
||||||
|
|
||||||
|
# 5) 输出
|
||||||
|
out = self.out_proj(h2)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim).permute(0, 2, 1, 3)
|
||||||
|
return out
|
||||||
|
|
@ -0,0 +1,170 @@
|
||||||
|
import torch
|
||||||
|
import torch.nn as nn
|
||||||
|
import torch.nn.functional as F
|
||||||
|
|
||||||
|
|
||||||
|
class MANBA_Block(nn.Module):
|
||||||
|
def __init__(self, input_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
|
||||||
|
self.ffn = nn.Sequential(
|
||||||
|
nn.Linear(input_dim, hidden_dim),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim, input_dim)
|
||||||
|
)
|
||||||
|
self.norm1 = nn.LayerNorm(input_dim)
|
||||||
|
self.norm2 = nn.LayerNorm(input_dim)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# x: (B, N, input_dim)
|
||||||
|
res = x
|
||||||
|
x_attn, _ = self.attn(x, x, x)
|
||||||
|
x = self.norm1(res + x_attn)
|
||||||
|
res2 = x
|
||||||
|
x_ffn = self.ffn(x)
|
||||||
|
x = self.norm2(res2 + x_ffn)
|
||||||
|
return x
|
||||||
|
|
||||||
|
|
||||||
|
class ExpertBlock(nn.Module):
|
||||||
|
"""
|
||||||
|
Mixture-of-Experts block: routes each node's representation to a selected expert or a shared expert.
|
||||||
|
"""
|
||||||
|
def __init__(self, hidden_dim, num_experts):
|
||||||
|
super().__init__()
|
||||||
|
self.num_experts = num_experts
|
||||||
|
# gating network projects to num_experts + 1 (extra shared expert)
|
||||||
|
self.gate = nn.Linear(hidden_dim, num_experts + 1)
|
||||||
|
# per-expert FFNs
|
||||||
|
self.experts = nn.ModuleList([
|
||||||
|
nn.Sequential(
|
||||||
|
nn.Linear(hidden_dim, hidden_dim * 2),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim * 2, hidden_dim)
|
||||||
|
) for _ in range(num_experts)
|
||||||
|
])
|
||||||
|
# shared expert
|
||||||
|
self.shared_expert = nn.Sequential(
|
||||||
|
nn.Linear(hidden_dim, hidden_dim * 2),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim * 2, hidden_dim)
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# x: (B, N, hidden_dim)
|
||||||
|
B, N, D = x.shape
|
||||||
|
# flatten to (B*N, D)
|
||||||
|
flat = x.view(B * N, D)
|
||||||
|
# compute gating scores and select expert per node
|
||||||
|
scores = F.softmax(self.gate(flat), dim=-1) # (B*N, num_experts+1)
|
||||||
|
idx = scores.argmax(dim=-1) # (B*N,)
|
||||||
|
|
||||||
|
out_flat = torch.zeros_like(flat)
|
||||||
|
# apply each expert
|
||||||
|
for e in range(self.num_experts):
|
||||||
|
mask = (idx == e)
|
||||||
|
if mask.any():
|
||||||
|
out_flat[mask] = self.experts[e](flat[mask])
|
||||||
|
# apply shared expert for last index
|
||||||
|
shared_mask = (idx == self.num_experts)
|
||||||
|
if shared_mask.any():
|
||||||
|
out_flat[shared_mask] = self.shared_expert(flat[shared_mask])
|
||||||
|
|
||||||
|
# reshape back to (B, N, D)
|
||||||
|
return out_flat.view(B, N, D)
|
||||||
|
|
||||||
|
|
||||||
|
class MLP(nn.Module):
|
||||||
|
def __init__(self, in_dim, hidden_dims, out_dim, activation=nn.ReLU):
|
||||||
|
super().__init__()
|
||||||
|
dims = [in_dim] + hidden_dims + [out_dim]
|
||||||
|
layers = []
|
||||||
|
for i in range(len(dims) - 2):
|
||||||
|
layers += [nn.Linear(dims[i], dims[i+1]), activation()]
|
||||||
|
layers += [nn.Linear(dims[-2], dims[-1])]
|
||||||
|
self.net = nn.Sequential(*layers)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
return self.net(x)
|
||||||
|
|
||||||
|
|
||||||
|
class SandwichBlock(nn.Module):
|
||||||
|
def __init__(self, num_nodes, embed_dim, hidden_dim, num_experts):
|
||||||
|
super().__init__()
|
||||||
|
self.manba1 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
self.expert_block = ExpertBlock(hidden_dim, num_experts)
|
||||||
|
self.manba2 = MANBA_Block(hidden_dim, hidden_dim * 2)
|
||||||
|
|
||||||
|
def forward(self, h):
|
||||||
|
h1 = self.manba1(h)
|
||||||
|
h2 = self.expert_block(h1)
|
||||||
|
h3 = self.manba2(h2)
|
||||||
|
return h3
|
||||||
|
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
self.embed_dim = args.get('embed_dim', 16)
|
||||||
|
self.num_experts = args.get('num_experts', 8) # number of private experts
|
||||||
|
|
||||||
|
# discrete time embeddings
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# input projection
|
||||||
|
self.input_proj = MLP(
|
||||||
|
in_dim = self.seq_len,
|
||||||
|
hidden_dims = [self.hidden_dim],
|
||||||
|
out_dim = self.hidden_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
# two Sandwich blocks with MoE
|
||||||
|
self.sandwich1 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim, self.num_experts)
|
||||||
|
self.sandwich2 = SandwichBlock(self.num_nodes, self.embed_dim, self.hidden_dim, self.num_experts)
|
||||||
|
|
||||||
|
# output projection
|
||||||
|
self.out_proj = MLP(
|
||||||
|
in_dim = self.hidden_dim,
|
||||||
|
hidden_dims = [2 * self.hidden_dim],
|
||||||
|
out_dim = self.horizon * self.output_dim
|
||||||
|
)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
"""
|
||||||
|
x: (B, T, N, D_total)
|
||||||
|
x[...,0]= flow, x[...,1]=time_in_day, x[...,2]=day_in_week
|
||||||
|
"""
|
||||||
|
x_flow = x[..., 0]
|
||||||
|
x_time = x[..., 1]
|
||||||
|
x_day = x[..., 2]
|
||||||
|
|
||||||
|
B, T, N = x_flow.shape
|
||||||
|
assert T == self.seq_len
|
||||||
|
|
||||||
|
# project flow history
|
||||||
|
x_flat = x_flow.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h0 = self.input_proj(x_flat).view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
# time & day embeddings at last step
|
||||||
|
t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long()
|
||||||
|
d_idx = x_day[:, -1, :,].long()
|
||||||
|
time_emb = self.time_embedding(t_idx)
|
||||||
|
day_emb = self.day_embedding(d_idx)
|
||||||
|
h0 = h0 + time_emb + day_emb
|
||||||
|
|
||||||
|
# two MoE Sandwich blocks + residuals
|
||||||
|
h1 = self.sandwich1(h0) + h0
|
||||||
|
h2 = self.sandwich2(h1) + h1
|
||||||
|
|
||||||
|
# output
|
||||||
|
out = self.out_proj(h2)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim)
|
||||||
|
out = out.permute(0, 2, 1, 3)
|
||||||
|
return out
|
||||||
|
|
@ -0,0 +1,133 @@
|
||||||
|
import torch
|
||||||
|
import torch.nn as nn
|
||||||
|
import torch.nn.functional as F
|
||||||
|
|
||||||
|
"""
|
||||||
|
含残差版本
|
||||||
|
"""
|
||||||
|
|
||||||
|
class DynamicGraphConstructor(nn.Module):
|
||||||
|
def __init__(self, node_num, embed_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.nodevec1 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
self.nodevec2 = nn.Parameter(torch.randn(node_num, embed_dim), requires_grad=True)
|
||||||
|
|
||||||
|
def forward(self):
|
||||||
|
# (N, D) @ (D, N) -> (N, N)
|
||||||
|
adj = torch.matmul(self.nodevec1, self.nodevec2.T)
|
||||||
|
adj = F.relu(adj)
|
||||||
|
adj = F.softmax(adj, dim=-1)
|
||||||
|
return adj
|
||||||
|
|
||||||
|
|
||||||
|
class GraphConvBlock(nn.Module):
|
||||||
|
def __init__(self, input_dim, output_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.theta = nn.Linear(input_dim, output_dim)
|
||||||
|
self.residual = input_dim == output_dim
|
||||||
|
if not self.residual:
|
||||||
|
self.res_proj = nn.Linear(input_dim, output_dim)
|
||||||
|
|
||||||
|
def forward(self, x, adj):
|
||||||
|
# x: (B, N, C) / adj: (N, N)
|
||||||
|
res = x
|
||||||
|
x = torch.matmul(adj, x) # (B, N, C)
|
||||||
|
x = self.theta(x)
|
||||||
|
|
||||||
|
# 残差连接
|
||||||
|
if self.residual:
|
||||||
|
x = x + res
|
||||||
|
else:
|
||||||
|
x = x + self.res_proj(res)
|
||||||
|
|
||||||
|
return F.relu(x)
|
||||||
|
|
||||||
|
|
||||||
|
class MANBA_Block(nn.Module):
|
||||||
|
def __init__(self, input_dim, hidden_dim):
|
||||||
|
super().__init__()
|
||||||
|
self.attn = nn.MultiheadAttention(embed_dim=input_dim, num_heads=4, batch_first=True)
|
||||||
|
self.ffn = nn.Sequential(
|
||||||
|
nn.Linear(input_dim, hidden_dim),
|
||||||
|
nn.ReLU(),
|
||||||
|
nn.Linear(hidden_dim, input_dim)
|
||||||
|
)
|
||||||
|
self.norm1 = nn.LayerNorm(input_dim)
|
||||||
|
self.norm2 = nn.LayerNorm(input_dim)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# x: (B, T, C)
|
||||||
|
res = x
|
||||||
|
x_attn, _ = self.attn(x, x, x)
|
||||||
|
x = self.norm1(res + x_attn)
|
||||||
|
|
||||||
|
res2 = x
|
||||||
|
x_ffn = self.ffn(x)
|
||||||
|
x = self.norm2(res2 + x_ffn)
|
||||||
|
|
||||||
|
return x
|
||||||
|
|
||||||
|
|
||||||
|
class EXP(nn.Module):
|
||||||
|
def __init__(self, args):
|
||||||
|
super().__init__()
|
||||||
|
self.horizon = args['horizon']
|
||||||
|
self.output_dim = args['output_dim']
|
||||||
|
self.seq_len = args.get('in_len', 12)
|
||||||
|
self.hidden_dim = args.get('hidden_dim', 64)
|
||||||
|
self.num_nodes = args['num_nodes']
|
||||||
|
|
||||||
|
self.time_slots = args.get('time_slots', 24 * 60 // args.get('time_slot', 5))
|
||||||
|
self.time_embedding = nn.Embedding(self.time_slots, self.hidden_dim)
|
||||||
|
self.day_embedding = nn.Embedding(7, self.hidden_dim)
|
||||||
|
|
||||||
|
# 动态图构建
|
||||||
|
self.graph = DynamicGraphConstructor(self.num_nodes, embed_dim=16)
|
||||||
|
|
||||||
|
# 输入映射层
|
||||||
|
self.input_proj = nn.Linear(self.seq_len, self.hidden_dim)
|
||||||
|
|
||||||
|
# 图卷积
|
||||||
|
self.gc = GraphConvBlock(self.hidden_dim, self.hidden_dim)
|
||||||
|
|
||||||
|
# MANBA block
|
||||||
|
self.manba = MANBA_Block(self.hidden_dim, self.hidden_dim * 2)
|
||||||
|
|
||||||
|
# 输出映射
|
||||||
|
self.out_proj = nn.Linear(self.hidden_dim, self.horizon * self.output_dim)
|
||||||
|
|
||||||
|
def forward(self, x):
|
||||||
|
# x: (B, T, N, D_total)
|
||||||
|
x_time = x[..., 1] # (B, T, N)
|
||||||
|
x_day = x[..., 2] # (B, T, N)
|
||||||
|
x = x[..., 0] # 只用主通道 (B, T, N)
|
||||||
|
B, T, N = x.shape
|
||||||
|
assert T == self.seq_len
|
||||||
|
|
||||||
|
# 输入投影 (B, T, N) -> (B, N, T) -> (B*N, T) -> (B*N, H)
|
||||||
|
x = x.permute(0, 2, 1).reshape(B * N, T)
|
||||||
|
h = self.input_proj(x) # (B*N, hidden_dim)
|
||||||
|
h = h.view(B, N, self.hidden_dim)
|
||||||
|
|
||||||
|
t_idx = (x_time[:, -1, :,] * (self.time_slots - 1)).long() # (B, N)
|
||||||
|
d_idx = x_day[:, -1, :,].long() # (B, N)
|
||||||
|
|
||||||
|
time_emb = self.time_embedding(t_idx) # (B, N, hidden_dim)
|
||||||
|
day_emb = self.day_embedding(d_idx) # (B, N, hidden_dim)
|
||||||
|
|
||||||
|
# 3) inject them into the initial hidden state
|
||||||
|
h = h + time_emb + day_emb
|
||||||
|
|
||||||
|
# 动态图构建
|
||||||
|
adj = self.graph() # (N, N)
|
||||||
|
|
||||||
|
# 空间建模:图卷积
|
||||||
|
h = self.gc(h, adj) # (B, N, hidden_dim)
|
||||||
|
|
||||||
|
# 时间建模:MANBA
|
||||||
|
h = self.manba(h) # (B, N, hidden_dim)
|
||||||
|
|
||||||
|
# 输出映射
|
||||||
|
out = self.out_proj(h) # (B, N, horizon * output_dim)
|
||||||
|
out = out.view(B, N, self.horizon, self.output_dim).permute(0, 2, 1, 3)
|
||||||
|
return out # (B, horizon, N, output_dim)
|
||||||
|
|
@ -0,0 +1,29 @@
|
||||||
|
import torch
|
||||||
|
from torch import nn
|
||||||
|
|
||||||
|
|
||||||
|
class MultiLayerPerceptron(nn.Module):
|
||||||
|
"""Multi-Layer Perceptron with residual links."""
|
||||||
|
|
||||||
|
def __init__(self, input_dim, hidden_dim) -> None:
|
||||||
|
super().__init__()
|
||||||
|
self.fc1 = nn.Conv2d(
|
||||||
|
in_channels=input_dim, out_channels=hidden_dim, kernel_size=(1, 1), bias=True)
|
||||||
|
self.fc2 = nn.Conv2d(
|
||||||
|
in_channels=hidden_dim, out_channels=hidden_dim, kernel_size=(1, 1), bias=True)
|
||||||
|
self.act = nn.ReLU()
|
||||||
|
self.drop = nn.Dropout(p=0.15)
|
||||||
|
|
||||||
|
def forward(self, input_data: torch.Tensor) -> torch.Tensor:
|
||||||
|
"""Feed forward of MLP.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
input_data (torch.Tensor): input data with shape [B, D, N]
|
||||||
|
|
||||||
|
Returns:
|
||||||
|
torch.Tensor: latent repr
|
||||||
|
"""
|
||||||
|
|
||||||
|
hidden = self.fc2(self.drop(self.act(self.fc1(input_data)))) # MLP
|
||||||
|
hidden = hidden + input_data # residual
|
||||||
|
return hidden
|
||||||
|
|
@ -0,0 +1,117 @@
|
||||||
|
import torch
|
||||||
|
from torch import nn
|
||||||
|
|
||||||
|
from model.STID.MLP import MultiLayerPerceptron
|
||||||
|
|
||||||
|
|
||||||
|
class STID(nn.Module):
|
||||||
|
"""
|
||||||
|
Paper: Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting
|
||||||
|
Link: https://arxiv.org/abs/2208.05233
|
||||||
|
Official Code: https://github.com/zezhishao/STID
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(self, model_args):
|
||||||
|
super().__init__()
|
||||||
|
# attributes
|
||||||
|
self.num_nodes = model_args["num_nodes"]
|
||||||
|
self.node_dim = model_args["node_dim"]
|
||||||
|
self.input_len = model_args["input_len"]
|
||||||
|
self.input_dim = model_args["input_dim"]
|
||||||
|
self.embed_dim = model_args["embed_dim"]
|
||||||
|
self.output_len = model_args["output_len"]
|
||||||
|
self.num_layer = model_args["num_layer"]
|
||||||
|
self.temp_dim_tid = model_args["temp_dim_tid"]
|
||||||
|
self.temp_dim_diw = model_args["temp_dim_diw"]
|
||||||
|
self.time_of_day_size = model_args["time_of_day_size"]
|
||||||
|
self.day_of_week_size = model_args["day_of_week_size"]
|
||||||
|
|
||||||
|
self.if_time_in_day = model_args["if_T_i_D"]
|
||||||
|
self.if_day_in_week = model_args["if_D_i_W"]
|
||||||
|
self.if_spatial = model_args["if_node"]
|
||||||
|
|
||||||
|
# spatial embeddings
|
||||||
|
if self.if_spatial:
|
||||||
|
self.node_emb = nn.Parameter(torch.empty(self.num_nodes, self.node_dim))
|
||||||
|
nn.init.xavier_uniform_(self.node_emb)
|
||||||
|
# temporal embeddings
|
||||||
|
if self.if_time_in_day:
|
||||||
|
self.time_in_day_emb = nn.Parameter(
|
||||||
|
torch.empty(self.time_of_day_size, self.temp_dim_tid))
|
||||||
|
nn.init.xavier_uniform_(self.time_in_day_emb)
|
||||||
|
if self.if_day_in_week:
|
||||||
|
self.day_in_week_emb = nn.Parameter(
|
||||||
|
torch.empty(self.day_of_week_size, self.temp_dim_diw))
|
||||||
|
nn.init.xavier_uniform_(self.day_in_week_emb)
|
||||||
|
|
||||||
|
# embedding layer
|
||||||
|
self.time_series_emb_layer = nn.Conv2d(
|
||||||
|
in_channels=self.input_dim * self.input_len, out_channels=self.embed_dim, kernel_size=(1, 1), bias=True)
|
||||||
|
|
||||||
|
# encoding
|
||||||
|
self.hidden_dim = self.embed_dim+self.node_dim * \
|
||||||
|
int(self.if_spatial)+self.temp_dim_tid*int(self.if_day_in_week) + \
|
||||||
|
self.temp_dim_diw*int(self.if_time_in_day)
|
||||||
|
self.encoder = nn.Sequential(
|
||||||
|
*[MultiLayerPerceptron(self.hidden_dim, self.hidden_dim) for _ in range(self.num_layer)])
|
||||||
|
|
||||||
|
# regression
|
||||||
|
self.regression_layer = nn.Conv2d(
|
||||||
|
in_channels=self.hidden_dim, out_channels=self.output_len, kernel_size=(1, 1), bias=True)
|
||||||
|
|
||||||
|
def forward(self, history_data: torch.Tensor) -> torch.Tensor:
|
||||||
|
"""Feed forward of STID.
|
||||||
|
|
||||||
|
Args:
|
||||||
|
history_data (torch.Tensor): history data with shape [B, L, N, C]
|
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|
|
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|
Returns:
|
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|
torch.Tensor: prediction with shape [B, L, N, C]
|
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|
"""
|
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|
|
||||||
|
# prepare data
|
||||||
|
input_data = history_data[..., range(self.input_dim)]
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|
# input_data = history_data[..., 0:1]
|
||||||
|
|
||||||
|
if self.if_time_in_day:
|
||||||
|
t_i_d_data = history_data[..., 1]
|
||||||
|
# In the datasets used in STID, the time_of_day feature is normalized to [0, 1]. We multiply it by 288 to get the index.
|
||||||
|
# If you use other datasets, you may need to change this line.
|
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|
time_in_day_emb = self.time_in_day_emb[(t_i_d_data[:, -1, :] * self.time_of_day_size).type(torch.LongTensor)]
|
||||||
|
else:
|
||||||
|
time_in_day_emb = None
|
||||||
|
if self.if_day_in_week:
|
||||||
|
d_i_w_data = history_data[..., 2]
|
||||||
|
day_in_week_emb = self.day_in_week_emb[(d_i_w_data[:, -1, :] * self.day_of_week_size).type(torch.LongTensor)]
|
||||||
|
else:
|
||||||
|
day_in_week_emb = None
|
||||||
|
|
||||||
|
# time series embedding
|
||||||
|
batch_size, _, num_nodes, _ = input_data.shape
|
||||||
|
input_data = input_data.transpose(1, 2).contiguous()
|
||||||
|
input_data = input_data.view(
|
||||||
|
batch_size, num_nodes, -1).transpose(1, 2).unsqueeze(-1)
|
||||||
|
time_series_emb = self.time_series_emb_layer(input_data)
|
||||||
|
|
||||||
|
node_emb = []
|
||||||
|
if self.if_spatial:
|
||||||
|
# expand node embeddings
|
||||||
|
node_emb.append(self.node_emb.unsqueeze(0).expand(
|
||||||
|
batch_size, -1, -1).transpose(1, 2).unsqueeze(-1))
|
||||||
|
# temporal embeddings
|
||||||
|
tem_emb = []
|
||||||
|
if time_in_day_emb is not None:
|
||||||
|
tem_emb.append(time_in_day_emb.transpose(1, 2).unsqueeze(-1))
|
||||||
|
if day_in_week_emb is not None:
|
||||||
|
tem_emb.append(day_in_week_emb.transpose(1, 2).unsqueeze(-1))
|
||||||
|
|
||||||
|
# concate all embeddings
|
||||||
|
hidden = torch.cat([time_series_emb] + node_emb + tem_emb, dim=1)
|
||||||
|
|
||||||
|
# encoding
|
||||||
|
hidden = self.encoder(hidden)
|
||||||
|
|
||||||
|
# regression
|
||||||
|
prediction = self.regression_layer(hidden)
|
||||||
|
|
||||||
|
return prediction
|
||||||
|
|
@ -13,7 +13,8 @@ from model.STFGNN.STFGNN import STFGNN
|
||||||
from model.STSGCN.STSGCN import STSGCN
|
from model.STSGCN.STSGCN import STSGCN
|
||||||
from model.STGODE.STGODE import ODEGCN
|
from model.STGODE.STGODE import ODEGCN
|
||||||
from model.PDG2SEQ.PDG2Seq import PDG2Seq
|
from model.PDG2SEQ.PDG2Seq import PDG2Seq
|
||||||
from model.EXP.EXP21 import EXP as EXP
|
from model.STID.STID import STID
|
||||||
|
from model.EXP.EXP26 import EXP as EXP
|
||||||
|
|
||||||
def model_selector(model):
|
def model_selector(model):
|
||||||
match model['type']:
|
match model['type']:
|
||||||
|
|
@ -32,5 +33,6 @@ def model_selector(model):
|
||||||
case 'STSGCN': return STSGCN(model)
|
case 'STSGCN': return STSGCN(model)
|
||||||
case 'STGODE': return ODEGCN(model)
|
case 'STGODE': return ODEGCN(model)
|
||||||
case 'PDG2SEQ': return PDG2Seq(model)
|
case 'PDG2SEQ': return PDG2Seq(model)
|
||||||
|
case 'STID': return STID(model)
|
||||||
case 'EXP': return EXP(model)
|
case 'EXP': return EXP(model)
|
||||||
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue