[Time-Series] Autoformer model (#21891)
* ran `transformers-cli add-new-model-like` * added `AutoformerLayernorm` and `AutoformerSeriesDecomposition` * added `decomposition_layer` in `init` and `moving_avg` to config * added `AutoformerAutoCorrelation` to encoder & decoder * removed caninical self attention `AutoformerAttention` * added arguments in config and model tester. Init works! 😁 * WIP autoformer attention with autocorrlation * fixed `attn_weights` size * wip time_delay_agg_training * fixing sizes and debug time_delay_agg_training * aggregation in training works! 😁 * `top_k_delays` -> `top_k_delays_index` and added `contiguous()` * wip time_delay_agg_inference * finish time_delay_agg_inference 😎 * added resize to autocorrelation * bug fix: added the length of the output signal to `irfft` * `attention_mask = None` in the decoder * fixed test: changed attention expected size, `test_attention_outputs` works! * removed unnecessary code * apply AutoformerLayernorm in final norm in enc & dec * added series decomposition to the encoder * added series decomp to decoder, with inputs * added trend todos * added autoformer to README * added to index * added autoformer.mdx * remove scaling and init attention_mask in the decoder * make style * fix copies * make fix-copies * inital fix-copies * fix from https://github.com/huggingface/transformers/pull/22076 * make style * fix class names * added trend * added d_model and projection layers * added `trend_projection` source, and decomp layer init * added trend & seasonal init for decoder input * AutoformerModel cannot be copied as it has the decomp layer too * encoder can be copied from time series transformer * fixed generation and made distrb. out more robust * use context window to calculate decomposition * use the context_window for decomposition * use output_params helper * clean up AutoformerAttention * subsequences_length off by 1 * make fix copies * fix test * added init for nn.Conv1d * fix IGNORE_NON_TESTED * added model_doc * fix ruff * ignore tests * remove dup * fix SPECIAL_CASES_TO_ALLOW * do not copy due to conv1d weight init * remove unused imports * added short summary * added label_length and made the model non-autoregressive * added params docs * better doc for `factor` * fix tests * renamed `moving_avg` to `moving_average` * renamed `factor` to `autocorrelation_factor` * make style * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com> * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com> * fix configurations * fix integration tests * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * fixing `lags_sequence` doc * Revert "fixing `lags_sequence` doc" This reverts commit 21e34911e36a6f8f45f25cbf43584a49e5316c55. * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Apply suggestions from code review Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * model layers now take the config * added `layer_norm_eps` to the config * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * added `config.layer_norm_eps` to AutoformerLayernorm * added `config.layer_norm_eps` to all layernorm layers * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * fix variable names * added inital pretrained model * added use_cache docstring * doc strings for trend and use_cache * fix order of args * imports on one line * fixed get_lagged_subsequences docs * add docstring for create_network_inputs * get rid of layer_norm_eps config * add back layernorm * update fixture location * fix signature * use AutoformerModelOutput dataclass * fix pretrain config * no need as default exists * subclass ModelOutput * remove layer_norm_eps config * fix test_model_outputs_equivalence test * test hidden_states_output * make fix-copies * Update src/transformers/models/autoformer/configuration_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * removed unused attr * Update tests/models/autoformer/test_modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * Update src/transformers/models/autoformer/modeling_autoformer.py Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com> * use AutoFormerDecoderOutput * fix formatting * fix formatting --------- Co-authored-by: Kashif Rasul <kashif.rasul@gmail.com> Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com> Co-authored-by: amyeroberts <22614925+amyeroberts@users.noreply.github.com>
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tests/models/autoformer/__init__.py
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tests/models/autoformer/__init__.py
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tests/models/autoformer/test_modeling_autoformer.py
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tests/models/autoformer/test_modeling_autoformer.py
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# coding=utf-8
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# Copyright 2023 The HuggingFace Inc. team. All rights reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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""" Testing suite for the PyTorch Autoformer model. """
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import inspect
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import tempfile
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import unittest
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from huggingface_hub import hf_hub_download
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from transformers import is_torch_available
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from transformers.testing_utils import require_torch, slow, torch_device
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from ...test_configuration_common import ConfigTester
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from ...test_modeling_common import ModelTesterMixin, floats_tensor, ids_tensor
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TOLERANCE = 1e-4
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if is_torch_available():
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import torch
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from transformers import AutoformerConfig, AutoformerForPrediction, AutoformerModel
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from transformers.models.autoformer.modeling_autoformer import AutoformerDecoder, AutoformerEncoder
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@require_torch
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class AutoformerModelTester:
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def __init__(
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self,
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parent,
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d_model=16,
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batch_size=13,
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prediction_length=7,
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context_length=14,
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label_length=10,
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cardinality=19,
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embedding_dimension=5,
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num_time_features=4,
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is_training=True,
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hidden_size=16,
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num_hidden_layers=2,
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num_attention_heads=4,
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intermediate_size=4,
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hidden_act="gelu",
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hidden_dropout_prob=0.1,
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attention_probs_dropout_prob=0.1,
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lags_sequence=[1, 2, 3, 4, 5],
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moving_average=25,
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autocorrelation_factor=5,
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):
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self.d_model = d_model
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self.parent = parent
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self.batch_size = batch_size
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self.prediction_length = prediction_length
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self.context_length = context_length
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self.cardinality = cardinality
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self.num_time_features = num_time_features
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self.lags_sequence = lags_sequence
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self.embedding_dimension = embedding_dimension
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self.is_training = is_training
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self.hidden_size = hidden_size
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self.num_hidden_layers = num_hidden_layers
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self.num_attention_heads = num_attention_heads
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self.intermediate_size = intermediate_size
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self.hidden_act = hidden_act
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self.hidden_dropout_prob = hidden_dropout_prob
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self.attention_probs_dropout_prob = attention_probs_dropout_prob
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self.encoder_seq_length = context_length
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self.decoder_seq_length = prediction_length + label_length
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self.label_length = label_length
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self.moving_average = moving_average
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self.autocorrelation_factor = autocorrelation_factor
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def get_config(self):
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return AutoformerConfig(
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d_model=self.d_model,
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encoder_layers=self.num_hidden_layers,
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decoder_layers=self.num_hidden_layers,
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encoder_attention_heads=self.num_attention_heads,
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decoder_attention_heads=self.num_attention_heads,
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encoder_ffn_dim=self.intermediate_size,
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decoder_ffn_dim=self.intermediate_size,
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dropout=self.hidden_dropout_prob,
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attention_dropout=self.attention_probs_dropout_prob,
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prediction_length=self.prediction_length,
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context_length=self.context_length,
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label_length=self.label_length,
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lags_sequence=self.lags_sequence,
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num_time_features=self.num_time_features,
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num_static_categorical_features=1,
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cardinality=[self.cardinality],
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embedding_dimension=[self.embedding_dimension],
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moving_average=self.moving_average,
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)
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def prepare_autoformer_inputs_dict(self, config):
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_past_length = config.context_length + max(config.lags_sequence)
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static_categorical_features = ids_tensor([self.batch_size, 1], config.cardinality[0])
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past_time_features = floats_tensor([self.batch_size, _past_length, config.num_time_features])
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past_values = floats_tensor([self.batch_size, _past_length])
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past_observed_mask = floats_tensor([self.batch_size, _past_length]) > 0.5
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# decoder inputs
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future_time_features = floats_tensor([self.batch_size, config.prediction_length, config.num_time_features])
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future_values = floats_tensor([self.batch_size, config.prediction_length])
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inputs_dict = {
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"past_values": past_values,
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"static_categorical_features": static_categorical_features,
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"past_time_features": past_time_features,
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"past_observed_mask": past_observed_mask,
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"future_time_features": future_time_features,
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"future_values": future_values,
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}
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return inputs_dict
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def prepare_config_and_inputs(self):
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config = self.get_config()
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inputs_dict = self.prepare_autoformer_inputs_dict(config)
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return config, inputs_dict
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def prepare_config_and_inputs_for_common(self):
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config, inputs_dict = self.prepare_config_and_inputs()
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return config, inputs_dict
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def check_encoder_decoder_model_standalone(self, config, inputs_dict):
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model = AutoformerModel(config=config).to(torch_device).eval()
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outputs = model(**inputs_dict)
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encoder_last_hidden_state = outputs.encoder_last_hidden_state
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last_hidden_state = outputs.last_hidden_state
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with tempfile.TemporaryDirectory() as tmpdirname:
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encoder = model.get_encoder()
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encoder.save_pretrained(tmpdirname)
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encoder = AutoformerEncoder.from_pretrained(tmpdirname).to(torch_device)
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transformer_inputs, feature, _, _, _ = model.create_network_inputs(**inputs_dict)
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seasonal_input, trend_input = model.decomposition_layer(transformer_inputs[:, : config.context_length, ...])
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enc_input = torch.cat(
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(transformer_inputs[:, : config.context_length, ...], feature[:, : config.context_length, ...]),
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dim=-1,
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)
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encoder_last_hidden_state_2 = encoder(inputs_embeds=enc_input)[0]
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self.parent.assertTrue((encoder_last_hidden_state_2 - encoder_last_hidden_state).abs().max().item() < 1e-3)
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mean = (
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torch.mean(transformer_inputs[:, : config.context_length, ...], dim=1)
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.unsqueeze(1)
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.repeat(1, config.prediction_length, 1)
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)
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zeros = torch.zeros(
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[transformer_inputs.shape[0], config.prediction_length, transformer_inputs.shape[2]],
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device=enc_input.device,
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)
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dec_input = torch.cat(
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(
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torch.cat((seasonal_input[:, -config.label_length :, ...], zeros), dim=1),
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feature[:, config.context_length - config.label_length :, ...],
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),
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dim=-1,
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)
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trend_init = torch.cat(
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(
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torch.cat((trend_input[:, -config.label_length :, ...], mean), dim=1),
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feature[:, config.context_length - config.label_length :, ...],
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),
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dim=-1,
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)
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with tempfile.TemporaryDirectory() as tmpdirname:
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decoder = model.get_decoder()
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decoder.save_pretrained(tmpdirname)
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decoder = AutoformerDecoder.from_pretrained(tmpdirname).to(torch_device)
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last_hidden_state_2 = decoder(
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trend=trend_init,
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inputs_embeds=dec_input,
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encoder_hidden_states=encoder_last_hidden_state,
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)[0]
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self.parent.assertTrue((last_hidden_state_2 - last_hidden_state).abs().max().item() < 1e-3)
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@require_torch
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class AutoformerModelTest(ModelTesterMixin, unittest.TestCase):
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all_model_classes = (AutoformerModel, AutoformerForPrediction) if is_torch_available() else ()
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all_generative_model_classes = (AutoformerForPrediction,) if is_torch_available() else ()
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test_pruning = False
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test_head_masking = False
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test_missing_keys = False
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test_torchscript = False
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test_inputs_embeds = False
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test_model_common_attributes = False
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def setUp(self):
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self.model_tester = AutoformerModelTester(self)
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self.config_tester = ConfigTester(self, config_class=AutoformerConfig, has_text_modality=False)
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def test_config(self):
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self.config_tester.run_common_tests()
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def test_save_load_strict(self):
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config, inputs_dict = self.model_tester.prepare_config_and_inputs()
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for model_class in self.all_model_classes:
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model = model_class(config)
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with tempfile.TemporaryDirectory() as tmpdirname:
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model.save_pretrained(tmpdirname)
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model2, info = model_class.from_pretrained(tmpdirname, output_loading_info=True)
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self.assertEqual(info["missing_keys"], [])
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def test_encoder_decoder_model_standalone(self):
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config_and_inputs = self.model_tester.prepare_config_and_inputs_for_common()
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self.model_tester.check_encoder_decoder_model_standalone(*config_and_inputs)
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@unittest.skip(reason="Model has no tokens embeddings")
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def test_resize_tokens_embeddings(self):
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pass
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# # Input is 'static_categorical_features' not 'input_ids'
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def test_model_main_input_name(self):
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model_signature = inspect.signature(getattr(AutoformerModel, "forward"))
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# The main input is the name of the argument after `self`
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observed_main_input_name = list(model_signature.parameters.keys())[1]
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self.assertEqual(AutoformerModel.main_input_name, observed_main_input_name)
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def test_forward_signature(self):
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config, _ = self.model_tester.prepare_config_and_inputs_for_common()
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for model_class in self.all_model_classes:
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model = model_class(config)
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signature = inspect.signature(model.forward)
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# signature.parameters is an OrderedDict => so arg_names order is deterministic
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arg_names = [*signature.parameters.keys()]
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expected_arg_names = [
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"past_values",
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"past_time_features",
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"past_observed_mask",
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"static_categorical_features",
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"static_real_features",
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"future_values",
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"future_time_features",
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]
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if model.__class__.__name__ in ["AutoformerForPrediction"]:
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expected_arg_names.append("future_observed_mask")
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expected_arg_names.extend(
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[
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"decoder_attention_mask",
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"head_mask",
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"decoder_head_mask",
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"cross_attn_head_mask",
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"encoder_outputs",
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"past_key_values",
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"output_hidden_states",
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"output_attentions",
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"use_cache",
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"return_dict",
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]
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)
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self.assertListEqual(arg_names[: len(expected_arg_names)], expected_arg_names)
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def test_attention_outputs(self):
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config, inputs_dict = self.model_tester.prepare_config_and_inputs_for_common()
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config.return_dict = True
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seq_len = getattr(self.model_tester, "seq_length", None)
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decoder_seq_length = getattr(self.model_tester, "decoder_seq_length", seq_len)
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encoder_seq_length = getattr(self.model_tester, "encoder_seq_length", seq_len)
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d_model = getattr(self.model_tester, "d_model", None)
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num_attention_heads = getattr(self.model_tester, "num_attention_heads", None)
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dim = d_model // num_attention_heads
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for model_class in self.all_model_classes:
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inputs_dict["output_attentions"] = True
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inputs_dict["output_hidden_states"] = False
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config.return_dict = True
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model = model_class(config)
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model.to(torch_device)
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model.eval()
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with torch.no_grad():
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outputs = model(**self._prepare_for_class(inputs_dict, model_class))
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attentions = outputs.encoder_attentions if config.is_encoder_decoder else outputs.attentions
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self.assertEqual(len(attentions), self.model_tester.num_hidden_layers)
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# check that output_attentions also work using config
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del inputs_dict["output_attentions"]
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config.output_attentions = True
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model = model_class(config)
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model.to(torch_device)
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model.eval()
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with torch.no_grad():
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outputs = model(**self._prepare_for_class(inputs_dict, model_class))
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attentions = outputs.encoder_attentions
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self.assertEqual(len(attentions), self.model_tester.num_hidden_layers)
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self.assertListEqual(
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list(attentions[0].shape[-3:]),
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[self.model_tester.num_attention_heads, encoder_seq_length, dim],
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)
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out_len = len(outputs)
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correct_outlen = 7
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if "last_hidden_state" in outputs:
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correct_outlen += 1
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if "trend" in outputs:
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correct_outlen += 1
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if "past_key_values" in outputs:
|
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correct_outlen += 1 # past_key_values have been returned
|
||||
|
||||
if "loss" in outputs:
|
||||
correct_outlen += 1
|
||||
|
||||
if "params" in outputs:
|
||||
correct_outlen += 1
|
||||
|
||||
self.assertEqual(out_len, correct_outlen)
|
||||
|
||||
# decoder attentions
|
||||
decoder_attentions = outputs.decoder_attentions
|
||||
self.assertIsInstance(decoder_attentions, (list, tuple))
|
||||
self.assertEqual(len(decoder_attentions), self.model_tester.num_hidden_layers)
|
||||
self.assertListEqual(
|
||||
list(decoder_attentions[0].shape[-3:]),
|
||||
[self.model_tester.num_attention_heads, decoder_seq_length, dim],
|
||||
)
|
||||
|
||||
# cross attentions
|
||||
cross_attentions = outputs.cross_attentions
|
||||
self.assertIsInstance(cross_attentions, (list, tuple))
|
||||
self.assertEqual(len(cross_attentions), self.model_tester.num_hidden_layers)
|
||||
self.assertListEqual(
|
||||
list(cross_attentions[0].shape[-3:]),
|
||||
[self.model_tester.num_attention_heads, decoder_seq_length, dim],
|
||||
)
|
||||
|
||||
# Check attention is always last and order is fine
|
||||
inputs_dict["output_attentions"] = True
|
||||
inputs_dict["output_hidden_states"] = True
|
||||
model = model_class(config)
|
||||
model.to(torch_device)
|
||||
model.eval()
|
||||
with torch.no_grad():
|
||||
outputs = model(**self._prepare_for_class(inputs_dict, model_class))
|
||||
|
||||
self.assertEqual(out_len + 2, len(outputs))
|
||||
|
||||
self_attentions = outputs.encoder_attentions if config.is_encoder_decoder else outputs.attentions
|
||||
|
||||
self.assertEqual(len(self_attentions), self.model_tester.num_hidden_layers)
|
||||
self.assertListEqual(
|
||||
list(self_attentions[0].shape[-3:]),
|
||||
[self.model_tester.num_attention_heads, encoder_seq_length, dim],
|
||||
)
|
||||
|
||||
|
||||
def prepare_batch(filename="train-batch.pt"):
|
||||
file = hf_hub_download(repo_id="hf-internal-testing/tourism-monthly-batch", filename=filename, repo_type="dataset")
|
||||
batch = torch.load(file, map_location=torch_device)
|
||||
return batch
|
||||
|
||||
|
||||
@require_torch
|
||||
@slow
|
||||
class AutoformerModelIntegrationTests(unittest.TestCase):
|
||||
def test_inference_no_head(self):
|
||||
model = AutoformerModel.from_pretrained("huggingface/autoformer-tourism-monthly").to(torch_device)
|
||||
batch = prepare_batch()
|
||||
|
||||
with torch.no_grad():
|
||||
output = model(
|
||||
past_values=batch["past_values"],
|
||||
past_time_features=batch["past_time_features"],
|
||||
past_observed_mask=batch["past_observed_mask"],
|
||||
static_categorical_features=batch["static_categorical_features"],
|
||||
future_values=batch["future_values"],
|
||||
future_time_features=batch["future_time_features"],
|
||||
)[0]
|
||||
|
||||
expected_shape = torch.Size(
|
||||
(64, model.config.prediction_length + model.config.label_length, model.config.feature_size)
|
||||
)
|
||||
self.assertEqual(output.shape, expected_shape)
|
||||
|
||||
expected_slice = torch.tensor(
|
||||
[[0.3593, -1.3398, 0.6330], [0.2279, 1.5396, -0.1792], [0.0450, 1.3225, -0.2335]], device=torch_device
|
||||
)
|
||||
self.assertTrue(torch.allclose(output[0, :3, :3], expected_slice, atol=TOLERANCE))
|
||||
|
||||
def test_inference_head(self):
|
||||
model = AutoformerForPrediction.from_pretrained("huggingface/autoformer-tourism-monthly").to(torch_device)
|
||||
batch = prepare_batch("val-batch.pt")
|
||||
with torch.no_grad():
|
||||
output = model(
|
||||
past_values=batch["past_values"],
|
||||
past_time_features=batch["past_time_features"],
|
||||
past_observed_mask=batch["past_observed_mask"],
|
||||
static_categorical_features=batch["static_categorical_features"],
|
||||
).encoder_last_hidden_state
|
||||
expected_shape = torch.Size((64, model.config.context_length, model.config.d_model))
|
||||
self.assertEqual(output.shape, expected_shape)
|
||||
|
||||
expected_slice = torch.tensor(
|
||||
[[-0.0734, -0.9036, 0.8358], [4.7186, 2.4113, 1.9581], [1.7953, 2.3558, 1.2970]], device=torch_device
|
||||
)
|
||||
self.assertTrue(torch.allclose(output[0, :3, :3], expected_slice, atol=TOLERANCE))
|
||||
|
||||
def test_seq_to_seq_generation(self):
|
||||
model = AutoformerForPrediction.from_pretrained("huggingface/autoformer-tourism-monthly").to(torch_device)
|
||||
batch = prepare_batch("val-batch.pt")
|
||||
with torch.no_grad():
|
||||
outputs = model.generate(
|
||||
static_categorical_features=batch["static_categorical_features"],
|
||||
past_time_features=batch["past_time_features"],
|
||||
past_values=batch["past_values"],
|
||||
future_time_features=batch["future_time_features"],
|
||||
past_observed_mask=batch["past_observed_mask"],
|
||||
)
|
||||
expected_shape = torch.Size((64, model.config.num_parallel_samples, model.config.prediction_length))
|
||||
self.assertEqual(outputs.sequences.shape, expected_shape)
|
||||
|
||||
expected_slice = torch.tensor([3130.6763, 4056.5293, 7053.0786], device=torch_device)
|
||||
mean_prediction = outputs.sequences.mean(dim=1)
|
||||
self.assertTrue(torch.allclose(mean_prediction[0, -3:], expected_slice, rtol=1e-1))
|
||||
@@ -438,7 +438,7 @@ class InformerModelTest(ModelTesterMixin, PipelineTesterMixin, unittest.TestCase
|
||||
|
||||
|
||||
def prepare_batch(filename="train-batch.pt"):
|
||||
file = hf_hub_download(repo_id="kashif/tourism-monthly-batch", filename=filename, repo_type="dataset")
|
||||
file = hf_hub_download(repo_id="hf-internal-testing/tourism-monthly-batch", filename=filename, repo_type="dataset")
|
||||
batch = torch.load(file, map_location=torch_device)
|
||||
return batch
|
||||
|
||||
|
||||
@@ -459,7 +459,7 @@ class TimeSeriesTransformerModelTest(ModelTesterMixin, PipelineTesterMixin, unit
|
||||
|
||||
|
||||
def prepare_batch(filename="train-batch.pt"):
|
||||
file = hf_hub_download(repo_id="kashif/tourism-monthly-batch", filename=filename, repo_type="dataset")
|
||||
file = hf_hub_download(repo_id="hf-internal-testing/tourism-monthly-batch", filename=filename, repo_type="dataset")
|
||||
batch = torch.load(file, map_location=torch_device)
|
||||
return batch
|
||||
|
||||
|
||||
Reference in New Issue
Block a user