import torch import torch.nn.functional as F import torch.nn as nn from model.STGNCDE import controldiffeq from model.STGNCDE.vector_fields import * class NeuralGCDE(nn.Module): def __init__(self, args, func_f, func_g, input_channels, hidden_channels, output_channels, initial, device, atol, rtol, solver): super(NeuralGCDE, self).__init__() self.num_node = args['num_nodes'] self.input_dim = input_channels self.hidden_dim = hidden_channels self.output_dim = output_channels self.horizon = args['horizon'] self.num_layers = args['num_layers'] self.default_graph = args['default_graph'] self.node_embeddings = nn.Parameter(torch.randn(self.num_node, args['embed_dim']), requires_grad=True) self.func_f = func_f self.func_g = func_g self.solver = solver self.atol = atol self.rtol = rtol #predictor self.end_conv = nn.Conv2d(1, args['horizon'] * self.output_dim, kernel_size=(1, self.hidden_dim), bias=True) self.init_type = 'fc' if self.init_type == 'fc': self.initial_h = torch.nn.Linear(self.input_dim, self.hidden_dim) self.initial_z = torch.nn.Linear(self.input_dim, self.hidden_dim) elif self.init_type == 'conv': self.start_conv_h = nn.Conv2d(in_channels=input_channels, out_channels=hidden_channels, kernel_size=(1,1)) self.start_conv_z = nn.Conv2d(in_channels=input_channels, out_channels=hidden_channels, kernel_size=(1,1)) def forward(self, times, coeffs): # source: B, T_1, N, D # target: B, T_2, N, D spline = controldiffeq.NaturalCubicSpline(times, coeffs) if self.init_type == 'fc': h0 = self.initial_h(spline.evaluate(times[0])) z0 = self.initial_z(spline.evaluate(times[0])) elif self.init_type == 'conv': h0 = self.start_conv_h(spline.evaluate(times[0]).transpose(1,2).unsqueeze(-1)).transpose(1,2).squeeze() z0 = self.start_conv_z(spline.evaluate(times[0]).transpose(1,2).unsqueeze(-1)).transpose(1,2).squeeze() z_t = controldiffeq.cdeint_gde_dev(dX_dt=spline.derivative, #dh_dt h0=h0, z0=z0, func_f=self.func_f, func_g=self.func_g, t=times, method=self.solver, atol=self.atol, rtol=self.rtol) # init_state = self.encoder.init_hidden(source.shape[0]) # output, _ = self.encoder(source, init_state, self.node_embeddings) #B, T, N, hidden # output = output[:, -1:, :, :] #B, 1, N, hidden z_T = z_t[-1:,...].transpose(0,1) #CNN based predictor output = self.end_conv(z_T) #B, T*C, N, 1 output = output.squeeze(-1).reshape(-1, self.horizon, self.output_dim, self.num_node) output = output.permute(0, 1, 3, 2) #B, T, N, C return output