import torch import torch.nn.functional as F import torch.nn as nn import math import numpy as np class AGCN(nn.Module): def __init__(self, dim_in, dim_out, cheb_k): super(AGCN, self).__init__() self.cheb_k = cheb_k self.weights = nn.Parameter(torch.FloatTensor(2*cheb_k*dim_in, dim_out)) # 2 is the length of support self.bias = nn.Parameter(torch.FloatTensor(dim_out)) nn.init.xavier_normal_(self.weights) nn.init.constant_(self.bias, val=0) def forward(self, x, supports): x_g = [] support_set = [] for support in supports: support_ks = [torch.eye(support.shape[0]).to(support.device), support] for k in range(2, self.cheb_k): support_ks.append(torch.matmul(2 * support, support_ks[-1]) - support_ks[-2]) support_set.extend(support_ks) for support in support_set: x_g.append(torch.einsum("nm,bmc->bnc", support, x)) x_g = torch.cat(x_g, dim=-1) # B, N, 2 * cheb_k * dim_in x_gconv = torch.einsum('bni,io->bno', x_g, self.weights) + self.bias # b, N, dim_out return x_gconv class AGCRNCell(nn.Module): def __init__(self, node_num, dim_in, dim_out, cheb_k): super(AGCRNCell, self).__init__() self.node_num = node_num self.hidden_dim = dim_out self.gate = AGCN(dim_in+self.hidden_dim, 2*dim_out, cheb_k) self.update = AGCN(dim_in+self.hidden_dim, dim_out, cheb_k) def forward(self, x, state, supports): #x: B, num_nodes, input_dim #state: B, num_nodes, hidden_dim state = state.to(x.device) input_and_state = torch.cat((x, state), dim=-1) z_r = torch.sigmoid(self.gate(input_and_state, supports)) z, r = torch.split(z_r, self.hidden_dim, dim=-1) candidate = torch.cat((x, z*state), dim=-1) hc = torch.tanh(self.update(candidate, supports)) h = r*state + (1-r)*hc return h def init_hidden_state(self, batch_size): return torch.zeros(batch_size, self.node_num, self.hidden_dim) class ADCRNN_Encoder(nn.Module): def __init__(self, node_num, dim_in, dim_out, cheb_k, num_layers): super(ADCRNN_Encoder, self).__init__() assert num_layers >= 1, 'At least one DCRNN layer in the Encoder.' self.node_num = node_num self.input_dim = dim_in self.num_layers = num_layers self.dcrnn_cells = nn.ModuleList() self.dcrnn_cells.append(AGCRNCell(node_num, dim_in, dim_out, cheb_k)) for _ in range(1, num_layers): self.dcrnn_cells.append(AGCRNCell(node_num, dim_out, dim_out, cheb_k)) def forward(self, x, init_state, supports): #shape of x: (B, T, N, D), shape of init_state: (num_layers, B, N, hidden_dim) assert x.shape[2] == self.node_num and x.shape[3] == self.input_dim seq_length = x.shape[1] current_inputs = x output_hidden = [] for i in range(self.num_layers): state = init_state[i] inner_states = [] for t in range(seq_length): state = self.dcrnn_cells[i](current_inputs[:, t, :, :], state, supports) inner_states.append(state) output_hidden.append(state) current_inputs = torch.stack(inner_states, dim=1) #current_inputs: the outputs of last layer: (B, T, N, hidden_dim) #last_state: (B, N, hidden_dim) #output_hidden: the last state for each layer: (num_layers, B, N, hidden_dim) #return current_inputs, torch.stack(output_hidden, dim=0) return current_inputs, output_hidden def init_hidden(self, batch_size): init_states = [] for i in range(self.num_layers): init_states.append(self.dcrnn_cells[i].init_hidden_state(batch_size)) return init_states class ADCRNN_Decoder(nn.Module): def __init__(self, node_num, dim_in, dim_out, cheb_k, num_layers): super(ADCRNN_Decoder, self).__init__() assert num_layers >= 1, 'At least one DCRNN layer in the Decoder.' self.node_num = node_num self.input_dim = dim_in self.num_layers = num_layers self.dcrnn_cells = nn.ModuleList() self.dcrnn_cells.append(AGCRNCell(node_num, dim_in, dim_out, cheb_k)) for _ in range(1, num_layers): self.dcrnn_cells.append(AGCRNCell(node_num, dim_out, dim_out, cheb_k)) def forward(self, xt, init_state, supports): # xt: (B, N, D) # init_state: (num_layers, B, N, hidden_dim) assert xt.shape[1] == self.node_num and xt.shape[2] == self.input_dim current_inputs = xt output_hidden = [] for i in range(self.num_layers): state = self.dcrnn_cells[i](current_inputs, init_state[i], supports) output_hidden.append(state) current_inputs = state return current_inputs, output_hidden class MegaCRN(nn.Module): def __init__(self, num_nodes, input_dim, output_dim, horizon, rnn_units, num_layers=1, cheb_k=3, ycov_dim=1, mem_num=20, mem_dim=64, cl_decay_steps=2000, use_curriculum_learning=True): super(MegaCRN, self).__init__() self.num_nodes = num_nodes self.input_dim = input_dim self.rnn_units = rnn_units self.output_dim = output_dim self.horizon = horizon self.num_layers = num_layers self.cheb_k = cheb_k self.ycov_dim = ycov_dim self.cl_decay_steps = cl_decay_steps self.use_curriculum_learning = use_curriculum_learning # memory self.mem_num = mem_num self.mem_dim = mem_dim self.memory = self.construct_memory() # encoder self.encoder = ADCRNN_Encoder(self.num_nodes, self.input_dim, self.rnn_units, self.cheb_k, self.num_layers) # deocoder self.decoder_dim = self.rnn_units + self.mem_dim self.decoder = ADCRNN_Decoder(self.num_nodes, self.output_dim + self.ycov_dim, self.decoder_dim, self.cheb_k, self.num_layers) # output self.proj = nn.Sequential(nn.Linear(self.decoder_dim, self.output_dim, bias=True)) def compute_sampling_threshold(self, batches_seen): return self.cl_decay_steps / (self.cl_decay_steps + np.exp(batches_seen / self.cl_decay_steps)) def construct_memory(self): memory_dict = nn.ParameterDict() memory_dict['Memory'] = nn.Parameter(torch.randn(self.mem_num, self.mem_dim), requires_grad=True) # (M, d) memory_dict['Wq'] = nn.Parameter(torch.randn(self.rnn_units, self.mem_dim), requires_grad=True) # project to query memory_dict['We1'] = nn.Parameter(torch.randn(self.num_nodes, self.mem_num), requires_grad=True) # project memory to embedding memory_dict['We2'] = nn.Parameter(torch.randn(self.num_nodes, self.mem_num), requires_grad=True) # project memory to embedding for param in memory_dict.values(): nn.init.xavier_normal_(param) return memory_dict def query_memory(self, h_t:torch.Tensor): query = torch.matmul(h_t, self.memory['Wq']) # (B, N, d) att_score = torch.softmax(torch.matmul(query, self.memory['Memory'].t()), dim=-1) # alpha: (B, N, M) value = torch.matmul(att_score, self.memory['Memory']) # (B, N, d) _, ind = torch.topk(att_score, k=2, dim=-1) pos = self.memory['Memory'][ind[:, :, 0]] # B, N, d neg = self.memory['Memory'][ind[:, :, 1]] # B, N, d return value, query, pos, neg def forward(self, x, y_cov, labels=None, batches_seen=None): node_embeddings1 = torch.matmul(self.memory['We1'], self.memory['Memory']) node_embeddings2 = torch.matmul(self.memory['We2'], self.memory['Memory']) g1 = F.softmax(F.relu(torch.mm(node_embeddings1, node_embeddings2.T)), dim=-1) g2 = F.softmax(F.relu(torch.mm(node_embeddings2, node_embeddings1.T)), dim=-1) supports = [g1, g2] init_state = self.encoder.init_hidden(x.shape[0]) h_en, state_en = self.encoder(x, init_state, supports) # B, T, N, hidden h_t = h_en[:, -1, :, :] # B, N, hidden (last state) h_att, query, pos, neg = self.query_memory(h_t) h_t = torch.cat([h_t, h_att], dim=-1) ht_list = [h_t]*self.num_layers go = torch.zeros((x.shape[0], self.num_nodes, self.output_dim), device=x.device) out = [] for t in range(self.horizon): h_de, ht_list = self.decoder(torch.cat([go, y_cov[:, t, ...]], dim=-1), ht_list, supports) go = self.proj(h_de) out.append(go) if self.training and self.use_curriculum_learning: c = np.random.uniform(0, 1) if c < self.compute_sampling_threshold(batches_seen): go = labels[:, t, ...] output = torch.stack(out, dim=1) return output, h_att, query, pos, neg def print_params(model): # print trainable params param_count = 0 print('Trainable parameter list:') for name, param in model.named_parameters(): if param.requires_grad: print(name, param.shape, param.numel()) param_count += param.numel() print(f'In total: {param_count} trainable parameters. \n') return def main(): import sys import argparse from torchsummary import summary parser = argparse.ArgumentParser() parser.add_argument("--gpu", type=int, default=3, help="which GPU to use") parser.add_argument('--num_variable', type=int, default=207, help='number of variables (e.g., 207 in METR-LA, 325 in PEMS-BAY)') parser.add_argument('--his_len', type=int, default=12, help='sequence length of historical observation') parser.add_argument('--seq_len', type=int, default=12, help='sequence length of prediction') parser.add_argument('--channelin', type=int, default=1, help='number of input channel') parser.add_argument('--channelout', type=int, default=1, help='number of output channel') parser.add_argument('--rnn_units', type=int, default=64, help='number of hidden units') args = parser.parse_args() device = torch.device("cuda:{}".format(args.gpu)) if torch.cuda.is_available() else torch.device("cpu") model = MegaCRN(num_nodes=args.num_variable, input_dim=args.channelin, output_dim=args.channelout, horizon=args.seq_len, rnn_units=args.rnn_units).to(device) summary(model, [(args.his_len, args.num_variable, args.channelin), (args.seq_len, args.num_variable, args.channelout)], device=device) print_params(model) if __name__ == '__main__': main()