[Time-Series] informer model (#21099)

* added informer to gitignore

* added informer to gitignore

* WIP informer2020

* added checking that instantiate works

* added config using gluonTS by kashif

* WIP config

* adding informeConfig. need to remove FeatureEmbedder

* done InformerConfig, but need to change the names

* Done informer model init. working on enc-dec

* added things to address, after reading again enc-dec in the paper

* done modeling - checking initialization work

* added informer to gitignore

* WIP informer2020

* added checking that instantiate works

* added config using gluonTS by kashif

* WIP config

* adding informeConfig. need to remove FeatureEmbedder

* done InformerConfig, but need to change the names

* Done informer model init. working on enc-dec

* added things to address, after reading again enc-dec in the paper

* done modeling - checking initialization work

* moved enc-dec init to InformerEncoder/Decoder init

* added 'init_std' to config, now model init works!

* WIP conversion script, and added code sources

* WIP conversion script: loading original informer pth works

* WIP conversion script: change defaults in the config

* WIP conversion script: supporting Informer input embedding

* WIP conversion script: added parameters for the informer embed

* WIP conversion script: change dim_feedforward=2048

* WIP conversion script: remove unused args for loading checkpoint

* just cleaning up

* DataEmbedding removed, after thinking with Kashif

* working on forward pass

* WIP forward pass: trying to establish working batch for forward pass

* cleaning and finalizing

* adding HF names and docs

* init after cleaning works

* WIP in tests

* added docs for the informer specific args

* fix style

* undo change

* cleaning informer, now need to work only enc-dec

* initial enc-dec classes

* added encoder and decoder

* added todo

* add todos for conv_layers

* added decoder docs from vanilla

* added encoder docs from vanilla

* remove encoder decoder from the original informer

* removed AttentionLayer from the original paper

* removed TriangularCausalMask, same as decoder_attention_mask

* initial sparse attention

* use conv_layers

* fixed test_config test

* fix parenthesis when itearting zip(layers, conv_layers)

* error found in prob attention, added sizes as comments

* fix sizes

* added proposal for q_reduce indexing, and remove unused

* WIP ProbMask, and changed factor=2 for testing

* remove unused libs for this PR for creating the env

* fix checking the attn_weights.size() after bmm

* Q_reduce: changed from torch.gather to simple slicing

* WIP calculate final attn_output

* finish adding v_aggregated, attn_output ready

* changed tgt_len to u in attention_mask, need to fix the size error

* comment attention_mask for encoder, and fix if cond for v_agg

* added ProbMask support (wip), removed old original code

* finished ProbMask 😃

* Revert "remove unused libs for this PR for creating the env"

This reverts commit 11a081e09e92771e51a5d2758d53a9afb59547f0.

* fixes

* make style

* fix initial tests

* fix more tests

* dry

* make style

* remove unused files

* style

* added integration tests

* fix num_static_real_features

* fix header

* remove unused function

* fix example

* fix docs

* Update src/transformers/models/informer/configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/modeling_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* Update src/transformers/models/informer/configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* fixes for reviewer

* use prediction_length from model

* fix style

* fixed informer.mdx

* added to index

* updated readme

* undo

* make fix-copies

* typo

* fix copy

* added Informer to toctree

* in order

* fixed comments

* remove unneeded new lines in docs

* make static real and cat optional

* fix use of distil conv layers

* fixed integration test

* added checkpoint for convlayer

* make fix-copies

* updated from time series model

* make fix-copies

* copy decoder

* fix unit tests

* updated scaling config

* fix integration tests

* IGNORE_NON_TESTED

* IGNORE_NON_AUTO_CONFIGURED

* IGNORE_NON_AUTO_CONFIGURED

* updated check configs

* fix formatting

* undo change from time series

* prediction_length should not be None

* aliign with the blog: prettify ProbSparse and change attention_factor  to sampling_factor

* make style

* make fix-copies

* niels CR: update contributed by

* niels CR: update configuration_informer.py

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* niels CR: update kashif -> huggingface

Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>

* niels CR: `sampling_factor` only relevant when `attention_type`=prob

* make style

* fixed U_part: added multiplication by `L_Q`

* fixed bug: remove `is not None` from `if config.distil`

* fixed test: `decoder_seq_length` to `encoder_seq_length` in cross_attentions check

* fix integration tests

* updated model hub

* do not shift as in training

* undo

* fix make-copies

* make fix-copies

* added `if prediction_length is None`

* changed `ProbSparseAttention` to `InformerProbSparseAttention`

* changed `V_sum` -> `v_mean_dim_time`

* changed `ConvLayer` to `InformerConvLayer` and fixed `super()`

* TimeSeriesTansformer->Informer in decoder's Copied from

* more descriptive in ProbSparse

* make style

* fix coped from

* Revert "added `if prediction_length is None`"

This reverts commit b4cbddfa05e3bd739b79569cd3c3b89e316f2451.

* fixed indent

* use InformerSinusoidalPositionalEmbedding

* make fix-style

* fix from #21860

* fix name

* make fix-copies

* use time series utils

* fix dec num_heads

* docstring

* added time series util doc

* _import_structure

* formatting

* changes from review

* make style

* fix docs

* fix doc

* removed NegativeLogLikelihood

---------

Co-authored-by: Kashif Rasul <kashif.rasul@gmail.com>
Co-authored-by: NielsRogge <48327001+NielsRogge@users.noreply.github.com>
This commit is contained in:
Eli Simhayev
2023-03-08 03:36:38 +07:00
committed by GitHub
parent dde718e7a6
commit 8abe4930d3
27 changed files with 3497 additions and 375 deletions

View File

@@ -354,6 +354,7 @@ Current number of checkpoints: ![](https://img.shields.io/endpoint?url=https://h
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed. 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer. 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever. 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou. 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou. 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.

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@@ -342,6 +342,7 @@ Número actual de puntos de control: ![](https://img.shields.io/endpoint?url=htt
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed. 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer. 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever. 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou. 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou. 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.

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@@ -314,6 +314,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (फेसबुक से) साथ में पेपर [ह्यूबर्ट: सेल्फ सुपरवाइज्ड स्पीच रिप्रेजेंटेशन लर्निंग बाय मास्क्ड प्रेडिक्शन ऑफ हिडन यूनिट्स](https ://arxiv.org/abs/2106.07447) वेई-निंग सू, बेंजामिन बोल्टे, याओ-हंग ह्यूबर्ट त्साई, कुशाल लखोटिया, रुस्लान सालाखुतदीनोव, अब्देलरहमान मोहम्मद द्वारा। 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (फेसबुक से) साथ में पेपर [ह्यूबर्ट: सेल्फ सुपरवाइज्ड स्पीच रिप्रेजेंटेशन लर्निंग बाय मास्क्ड प्रेडिक्शन ऑफ हिडन यूनिट्स](https ://arxiv.org/abs/2106.07447) वेई-निंग सू, बेंजामिन बोल्टे, याओ-हंग ह्यूबर्ट त्साई, कुशाल लखोटिया, रुस्लान सालाखुतदीनोव, अब्देलरहमान मोहम्मद द्वारा।
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (बर्कले से) साथ में कागज [I-BERT: Integer-only BERT Quantization](https:// arxiv.org/abs/2101.01321) सेहून किम, अमीर घोलमी, ज़ेवेई याओ, माइकल डब्ल्यू महोनी, कर्ट केटज़र द्वारा। 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (बर्कले से) साथ में कागज [I-BERT: Integer-only BERT Quantization](https:// arxiv.org/abs/2101.01321) सेहून किम, अमीर घोलमी, ज़ेवेई याओ, माइकल डब्ल्यू महोनी, कर्ट केटज़र द्वारा।
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever. 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou. 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou. 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.

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@@ -376,6 +376,7 @@ Flax、PyTorch、TensorFlowをcondaでインストールする方法は、それ
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook から) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed から公開された研究論文: [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook から) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed から公開された研究論文: [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447)
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley から) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer から公開された研究論文: [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley から) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer から公開された研究論文: [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321)
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI から) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever から公開された研究論文: [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI から) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever から公開された研究論文: [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/)
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI から) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever から公開された研究論文: [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI から) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever から公開された研究論文: [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf)
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia から) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou から公開された研究論文: [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia から) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou から公開された研究論文: [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318)
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia から) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou から公開された研究論文: [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia から) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou から公開された研究論文: [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740)

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@@ -291,6 +291,7 @@ Flax, PyTorch, TensorFlow 설치 페이지에서 이들을 conda로 설치하는
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook 에서) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 의 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 논문과 함께 발표했습니다. 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (Facebook 에서) Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 의 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 논문과 함께 발표했습니다.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley 에서) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 의 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 논문과 함께 발표했습니다. 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (Berkeley 에서) Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 의 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 논문과 함께 발표했습니다.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI 에서) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 의 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 논문과 함께 발표했습니다. 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (OpenAI 에서) Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 의 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 논문과 함께 발표했습니다.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI 에서) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever 의 [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) 논문과 함께 발표했습니다. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (OpenAI 에서) Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever 의 [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) 논문과 함께 발표했습니다.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia 에서) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 의 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 논문과 함께 발표했습니다. 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (Microsoft Research Asia 에서) Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 의 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 논문과 함께 발표했습니다.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia 에서) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 의 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 논문과 함께 발표했습니다. 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (Microsoft Research Asia 에서) Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 의 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 논문과 함께 발표했습니다.

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@@ -315,6 +315,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (来自 Facebook) 伴随论文 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 由 Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 发布。 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (来自 Facebook) 伴随论文 [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) 由 Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed 发布。
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (来自 Berkeley) 伴随论文 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 由 Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 发布。 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (来自 Berkeley) 伴随论文 [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) 由 Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer 发布。
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (来自 OpenAI) 伴随论文 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 由 Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 发布。 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (来自 OpenAI) 伴随论文 [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) 由 Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever 发布。
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 由 Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 发布。 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) 由 Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou 发布。
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 由 Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 发布。 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (来自 Microsoft Research Asia) 伴随论文 [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) 由 Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou 发布。

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@@ -327,6 +327,7 @@ conda install -c huggingface transformers
1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed. 1. **[Hubert](https://huggingface.co/docs/transformers/model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer. 1. **[I-BERT](https://huggingface.co/docs/transformers/model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever. 1. **[ImageGPT](https://huggingface.co/docs/transformers/model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](https://huggingface.co/docs/transformers/main/model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](https://huggingface.co/docs/transformers/model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou. 1. **[LayoutLM](https://huggingface.co/docs/transformers/model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou. 1. **[LayoutLMv2](https://huggingface.co/docs/transformers/model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.

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@@ -614,6 +614,8 @@
title: Reinforcement learning models title: Reinforcement learning models
- isExpanded: false - isExpanded: false
sections: sections:
- local: model_doc/informer
title: Informer
- local: model_doc/time_series_transformer - local: model_doc/time_series_transformer
title: Time Series Transformer title: Time Series Transformer
title: Time series models title: Time series models
@@ -640,5 +642,7 @@
title: Utilities for Audio processing title: Utilities for Audio processing
- local: internal/file_utils - local: internal/file_utils
title: General Utilities title: General Utilities
- local: internal/time_series_utils
title: Utilities for Time Series
title: Internal Helpers title: Internal Helpers
title: API title: API

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@@ -128,6 +128,7 @@ The documentation is organized into five sections:
1. **[Hubert](model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed. 1. **[Hubert](model_doc/hubert)** (from Facebook) released with the paper [HuBERT: Self-Supervised Speech Representation Learning by Masked Prediction of Hidden Units](https://arxiv.org/abs/2106.07447) by Wei-Ning Hsu, Benjamin Bolte, Yao-Hung Hubert Tsai, Kushal Lakhotia, Ruslan Salakhutdinov, Abdelrahman Mohamed.
1. **[I-BERT](model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer. 1. **[I-BERT](model_doc/ibert)** (from Berkeley) released with the paper [I-BERT: Integer-only BERT Quantization](https://arxiv.org/abs/2101.01321) by Sehoon Kim, Amir Gholami, Zhewei Yao, Michael W. Mahoney, Kurt Keutzer.
1. **[ImageGPT](model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever. 1. **[ImageGPT](model_doc/imagegpt)** (from OpenAI) released with the paper [Generative Pretraining from Pixels](https://openai.com/blog/image-gpt/) by Mark Chen, Alec Radford, Rewon Child, Jeffrey Wu, Heewoo Jun, David Luan, Ilya Sutskever.
1. **[Informer](model_doc/informer)** (from Beihang University, UC Berkeley, Rutgers University, SEDD Company) released with the paper [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
1. **[Jukebox](model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever. 1. **[Jukebox](model_doc/jukebox)** (from OpenAI) released with the paper [Jukebox: A Generative Model for Music](https://arxiv.org/pdf/2005.00341.pdf) by Prafulla Dhariwal, Heewoo Jun, Christine Payne, Jong Wook Kim, Alec Radford, Ilya Sutskever.
1. **[LayoutLM](model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou. 1. **[LayoutLM](model_doc/layoutlm)** (from Microsoft Research Asia) released with the paper [LayoutLM: Pre-training of Text and Layout for Document Image Understanding](https://arxiv.org/abs/1912.13318) by Yiheng Xu, Minghao Li, Lei Cui, Shaohan Huang, Furu Wei, Ming Zhou.
1. **[LayoutLMv2](model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou. 1. **[LayoutLMv2](model_doc/layoutlmv2)** (from Microsoft Research Asia) released with the paper [LayoutLMv2: Multi-modal Pre-training for Visually-Rich Document Understanding](https://arxiv.org/abs/2012.14740) by Yang Xu, Yiheng Xu, Tengchao Lv, Lei Cui, Furu Wei, Guoxin Wang, Yijuan Lu, Dinei Florencio, Cha Zhang, Wanxiang Che, Min Zhang, Lidong Zhou.
@@ -318,6 +319,7 @@ Flax), PyTorch, and/or TensorFlow.
| Hubert | ❌ | ❌ | ✅ | ✅ | ❌ | | Hubert | ❌ | ❌ | ✅ | ✅ | ❌ |
| I-BERT | ❌ | ❌ | ✅ | ❌ | ❌ | | I-BERT | ❌ | ❌ | ✅ | ❌ | ❌ |
| ImageGPT | ❌ | ❌ | ✅ | ❌ | ❌ | | ImageGPT | ❌ | ❌ | ✅ | ❌ | ❌ |
| Informer | ❌ | ❌ | ✅ | ❌ | ❌ |
| Jukebox | ✅ | ❌ | ✅ | ❌ | ❌ | | Jukebox | ✅ | ❌ | ✅ | ❌ | ❌ |
| LayoutLM | ✅ | ✅ | ✅ | ✅ | ❌ | | LayoutLM | ✅ | ✅ | ✅ | ✅ | ❌ |
| LayoutLMv2 | ✅ | ✅ | ✅ | ❌ | ❌ | | LayoutLMv2 | ✅ | ✅ | ✅ | ❌ | ❌ |

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@@ -0,0 +1,25 @@
<!--Copyright 2023 The HuggingFace Team. All rights reserved.
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with
the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on
an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the
specific language governing permissions and limitations under the License.
-->
# Time Series Utilities
This page lists all the utility functions and classes that can be used for Time Series based models.
Most of those are only useful if you are studying the code of the time series models or you wish to add to the collection of distributional output classes.
## Distributional Output
[[autodoc]] time_series_utils.NormalOutput
[[autodoc]] time_series_utils.StudentTOutput
[[autodoc]] time_series_utils.NegativeBinomialOutput

View File

@@ -164,6 +164,18 @@ documented on their corresponding model page.
[[autodoc]] modeling_outputs.XVectorOutput [[autodoc]] modeling_outputs.XVectorOutput
## Seq2SeqTSModelOutput
[[autodoc]] modeling_outputs.Seq2SeqTSModelOutput
## Seq2SeqTSPredictionOutput
[[autodoc]] modeling_outputs.Seq2SeqTSPredictionOutput
## SampleTSPredictionOutput
[[autodoc]] modeling_outputs.SampleTSPredictionOutput
## TFBaseModelOutput ## TFBaseModelOutput
[[autodoc]] modeling_tf_outputs.TFBaseModelOutput [[autodoc]] modeling_tf_outputs.TFBaseModelOutput

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@@ -0,0 +1,43 @@
<!--Copyright 2023 The HuggingFace Team. All rights reserved.
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with
the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on
an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the
specific language governing permissions and limitations under the License.
-->
# Informer
## Overview
The Informer model was proposed in [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting ](https://arxiv.org/abs/2012.07436) by Haoyi Zhou, Shanghang Zhang, Jieqi Peng, Shuai Zhang, Jianxin Li, Hui Xiong, and Wancai Zhang.
This method introduces a Probabilistic Attention mechanism to select the "active" queries rather than the "lazy" queries and provides a sparse Transformer thus mitigating the quadratic compute and memory requirements of vanilla attention.
The abstract from the paper is the following:
*Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability to capture precise long-range dependency coupling between output and input efficiently. Recent studies have shown the potential of Transformer to increase the prediction capacity. However, there are several severe issues with Transformer that prevent it from being directly applicable to LSTF, including quadratic time complexity, high memory usage, and inherent limitation of the encoder-decoder architecture. To address these issues, we design an efficient transformer-based model for LSTF, named Informer, with three distinctive characteristics: (i) a ProbSparse self-attention mechanism, which achieves O(L logL) in time complexity and memory usage, and has comparable performance on sequences' dependency alignment. (ii) the self-attention distilling highlights dominating attention by halving cascading layer input, and efficiently handles extreme long input sequences. (iii) the generative style decoder, while conceptually simple, predicts the long time-series sequences at one forward operation rather than a step-by-step way, which drastically improves the inference speed of long-sequence predictions. Extensive experiments on four large-scale datasets demonstrate that Informer significantly outperforms existing methods and provides a new solution to the LSTF problem.*
This model was contributed by [elisim](https://huggingface.co/elisim) and [kashif](https://huggingface.co/kashif).
The original code can be found [here](https://github.com/zhouhaoyi/Informer2020).
## InformerConfig
[[autodoc]] InformerConfig
## InformerModel
[[autodoc]] InformerModel
- forward
## InformerForPrediction
[[autodoc]] InformerForPrediction
- forward

View File

@@ -318,6 +318,7 @@ _import_structure = {
"models.hubert": ["HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "HubertConfig"], "models.hubert": ["HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "HubertConfig"],
"models.ibert": ["IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "IBertConfig"], "models.ibert": ["IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP", "IBertConfig"],
"models.imagegpt": ["IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP", "ImageGPTConfig"], "models.imagegpt": ["IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP", "ImageGPTConfig"],
"models.informer": ["INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP", "InformerConfig"],
"models.jukebox": [ "models.jukebox": [
"JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP", "JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP",
"JukeboxConfig", "JukeboxConfig",
@@ -1706,6 +1707,14 @@ else:
"load_tf_weights_in_imagegpt", "load_tf_weights_in_imagegpt",
] ]
) )
_import_structure["models.informer"].extend(
[
"INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST",
"InformerForPrediction",
"InformerModel",
"InformerPreTrainedModel",
]
)
_import_structure["models.jukebox"].extend( _import_structure["models.jukebox"].extend(
[ [
"JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST", "JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST",
@@ -2698,6 +2707,7 @@ else:
] ]
_import_structure["pytorch_utils"] = ["Conv1D", "apply_chunking_to_forward", "prune_layer"] _import_structure["pytorch_utils"] = ["Conv1D", "apply_chunking_to_forward", "prune_layer"]
_import_structure["sagemaker"] = [] _import_structure["sagemaker"] = []
_import_structure["time_series_utils"] = []
_import_structure["trainer"] = ["Trainer"] _import_structure["trainer"] = ["Trainer"]
_import_structure["trainer_pt_utils"] = ["torch_distributed_zero_first"] _import_structure["trainer_pt_utils"] = ["torch_distributed_zero_first"]
_import_structure["trainer_seq2seq"] = ["Seq2SeqTrainer"] _import_structure["trainer_seq2seq"] = ["Seq2SeqTrainer"]
@@ -3900,6 +3910,7 @@ if TYPE_CHECKING:
from .models.hubert import HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, HubertConfig from .models.hubert import HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, HubertConfig
from .models.ibert import IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, IBertConfig from .models.ibert import IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP, IBertConfig
from .models.imagegpt import IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP, ImageGPTConfig from .models.imagegpt import IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP, ImageGPTConfig
from .models.informer import INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP, InformerConfig
from .models.jukebox import ( from .models.jukebox import (
JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP, JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP,
JukeboxConfig, JukeboxConfig,
@@ -5079,6 +5090,12 @@ if TYPE_CHECKING:
ImageGPTPreTrainedModel, ImageGPTPreTrainedModel,
load_tf_weights_in_imagegpt, load_tf_weights_in_imagegpt,
) )
from .models.informer import (
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST,
InformerForPrediction,
InformerModel,
InformerPreTrainedModel,
)
from .models.jukebox import ( from .models.jukebox import (
JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST, JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST,
JukeboxModel, JukeboxModel,

View File

@@ -1464,3 +1464,161 @@ class Seq2SeqSpectrogramOutput(ModelOutput):
encoder_last_hidden_state: Optional[torch.FloatTensor] = None encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
@dataclass
class Seq2SeqTSModelOutput(ModelOutput):
"""
Base class for time series model's encoder outputs that also contains pre-computed hidden states that can speed up
sequential decoding.
Args:
last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`):
Sequence of hidden-states at the output of the last layer of the decoder of the model.
If `past_key_values` is used only the last hidden-state of the sequences of shape `(batch_size, 1,
hidden_size)` is output.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the optional initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the optional initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
last_hidden_state: torch.FloatTensor = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class Seq2SeqTSPredictionOutput(ModelOutput):
"""
Base class for time series model's decoder outputs that also contain the loss as well as the parameters of the
chosen distribution.
Args:
loss (`torch.FloatTensor` of shape `(1,)`, *optional*, returned when a `future_values` is provided):
Distributional loss.
params (`torch.FloatTensor` of shape `(batch_size, num_samples, num_params)`):
Parameters of the chosen distribution.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)` or `(batch_size, input_size)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
loss: Optional[torch.FloatTensor] = None
params: Optional[Tuple[torch.FloatTensor]] = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class SampleTSPredictionOutput(ModelOutput):
"""
Base class for time series model's predictions outputs that contains the sampled values from the chosen
distribution.
Args:
sequences (`torch.FloatTensor` of shape `(batch_size, num_samples, prediction_length)` or `(batch_size, num_samples, prediction_length, input_size)`):
Sampled values from the chosen distribution.
"""
sequences: torch.FloatTensor = None

View File

@@ -93,6 +93,7 @@ from . import (
hubert, hubert,
ibert, ibert,
imagegpt, imagegpt,
informer,
jukebox, jukebox,
layoutlm, layoutlm,
layoutlmv2, layoutlmv2,

View File

@@ -100,6 +100,7 @@ CONFIG_MAPPING_NAMES = OrderedDict(
("hubert", "HubertConfig"), ("hubert", "HubertConfig"),
("ibert", "IBertConfig"), ("ibert", "IBertConfig"),
("imagegpt", "ImageGPTConfig"), ("imagegpt", "ImageGPTConfig"),
("informer", "InformerConfig"),
("jukebox", "JukeboxConfig"), ("jukebox", "JukeboxConfig"),
("layoutlm", "LayoutLMConfig"), ("layoutlm", "LayoutLMConfig"),
("layoutlmv2", "LayoutLMv2Config"), ("layoutlmv2", "LayoutLMv2Config"),
@@ -274,6 +275,7 @@ CONFIG_ARCHIVE_MAP_MAPPING_NAMES = OrderedDict(
("hubert", "HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("hubert", "HUBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("ibert", "IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("ibert", "IBERT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("imagegpt", "IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("imagegpt", "IMAGEGPT_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("informer", "INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("jukebox", "JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("jukebox", "JUKEBOX_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("layoutlm", "LAYOUTLM_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("layoutlm", "LAYOUTLM_PRETRAINED_CONFIG_ARCHIVE_MAP"),
("layoutlmv2", "LAYOUTLMV2_PRETRAINED_CONFIG_ARCHIVE_MAP"), ("layoutlmv2", "LAYOUTLMV2_PRETRAINED_CONFIG_ARCHIVE_MAP"),
@@ -450,6 +452,7 @@ MODEL_NAMES_MAPPING = OrderedDict(
("hubert", "Hubert"), ("hubert", "Hubert"),
("ibert", "I-BERT"), ("ibert", "I-BERT"),
("imagegpt", "ImageGPT"), ("imagegpt", "ImageGPT"),
("informer", "Informer"),
("jukebox", "Jukebox"), ("jukebox", "Jukebox"),
("layoutlm", "LayoutLM"), ("layoutlm", "LayoutLM"),
("layoutlmv2", "LayoutLMv2"), ("layoutlmv2", "LayoutLMv2"),

View File

@@ -98,6 +98,7 @@ MODEL_MAPPING_NAMES = OrderedDict(
("hubert", "HubertModel"), ("hubert", "HubertModel"),
("ibert", "IBertModel"), ("ibert", "IBertModel"),
("imagegpt", "ImageGPTModel"), ("imagegpt", "ImageGPTModel"),
("informer", "InformerModel"),
("jukebox", "JukeboxModel"), ("jukebox", "JukeboxModel"),
("layoutlm", "LayoutLMModel"), ("layoutlm", "LayoutLMModel"),
("layoutlmv2", "LayoutLMv2Model"), ("layoutlmv2", "LayoutLMv2Model"),

View File

@@ -0,0 +1,60 @@
# Copyright 2023 The HuggingFace Team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from typing import TYPE_CHECKING
# rely on isort to merge the imports
from ...utils import OptionalDependencyNotAvailable, _LazyModule, is_torch_available
_import_structure = {
"configuration_informer": [
"INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP",
"InformerConfig",
],
}
try:
if not is_torch_available():
raise OptionalDependencyNotAvailable()
except OptionalDependencyNotAvailable:
pass
else:
_import_structure["modeling_informer"] = [
"INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST",
"InformerForPrediction",
"InformerModel",
"InformerPreTrainedModel",
]
if TYPE_CHECKING:
from .configuration_informer import INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP, InformerConfig
try:
if not is_torch_available():
raise OptionalDependencyNotAvailable()
except OptionalDependencyNotAvailable:
pass
else:
from .modeling_informer import (
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST,
InformerForPrediction,
InformerModel,
InformerPreTrainedModel,
)
else:
import sys
sys.modules[__name__] = _LazyModule(__name__, globals()["__file__"], _import_structure, module_spec=__spec__)

View File

@@ -0,0 +1,255 @@
# coding=utf-8
# Copyright 2023 The HuggingFace Inc. team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Informer model configuration"""
from typing import List, Optional, Union
from ...configuration_utils import PretrainedConfig
from ...utils import logging
logger = logging.get_logger(__name__)
INFORMER_PRETRAINED_CONFIG_ARCHIVE_MAP = {
"huggingface/informer-tourism-monthly": (
"https://huggingface.co/huggingface/informer-tourism-monthly/resolve/main/config.json"
),
# See all Informer models at https://huggingface.co/models?filter=informer
}
class InformerConfig(PretrainedConfig):
r"""
This is the configuration class to store the configuration of an [`InformerModel`]. It is used to instantiate an
Informer model according to the specified arguments, defining the model architecture. Instantiating a configuration
with the defaults will yield a similar configuration to that of the Informer
[huggingface/informer-tourism-monthly](https://huggingface.co/huggingface/informer-tourism-monthly) architecture.
Configuration objects inherit from [`PretrainedConfig`] can be used to control the model outputs. Read the
documentation from [`PretrainedConfig`] for more information.
Args:
prediction_length (`int`):
The prediction length for the decoder. In other words, the prediction horizon of the model. This value is
typically dictated by the dataset and we recommend to set it appropriately.
context_length (`int`, *optional*, defaults to `prediction_length`):
The context length for the encoder. If `None`, the context length will be the same as the
`prediction_length`.
distribution_output (`string`, *optional*, defaults to `"student_t"`):
The distribution emission head for the model. Could be either "student_t", "normal" or "negative_binomial".
loss (`string`, *optional*, defaults to `"nll"`):
The loss function for the model corresponding to the `distribution_output` head. For parametric
distributions it is the negative log likelihood (nll) - which currently is the only supported one.
input_size (`int`, *optional*, defaults to 1):
The size of the target variable which by default is 1 for univariate targets. Would be > 1 in case of
multivariate targets.
scaling (`string` or `bool`, *optional* defaults to `"mean"`):
Whether to scale the input targets via "mean" scaler, "std" scaler or no scaler if `None`. If `True`, the
scaler is set to "mean".
lags_sequence (`list[int]`, *optional*, defaults to `[1, 2, 3, 4, 5, 6, 7]`):
The lags of the input time series as covariates often dictated by the frequency of the data. Default is
`[1, 2, 3, 4, 5, 6, 7]` but we recommend to change it based on the dataset appropriately.
num_time_features (`int`, *optional*, defaults to 0):
The number of time features in the input time series.
num_dynamic_real_features (`int`, *optional*, defaults to 0):
The number of dynamic real valued features.
num_static_categorical_features (`int`, *optional*, defaults to 0):
The number of static categorical features.
num_static_real_features (`int`, *optional*, defaults to 0):
The number of static real valued features.
cardinality (`list[int]`, *optional*):
The cardinality (number of different values) for each of the static categorical features. Should be a list
of integers, having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
embedding_dimension (`list[int]`, *optional*):
The dimension of the embedding for each of the static categorical features. Should be a list of integers,
having the same length as `num_static_categorical_features`. Cannot be `None` if
`num_static_categorical_features` is > 0.
d_model (`int`, *optional*, defaults to 64):
Dimensionality of the transformer layers.
encoder_layers (`int`, *optional*, defaults to 2):
Number of encoder layers.
decoder_layers (`int`, *optional*, defaults to 2):
Number of decoder layers.
encoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer encoder.
decoder_attention_heads (`int`, *optional*, defaults to 2):
Number of attention heads for each attention layer in the Transformer decoder.
encoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in encoder.
decoder_ffn_dim (`int`, *optional*, defaults to 32):
Dimension of the "intermediate" (often named feed-forward) layer in decoder.
activation_function (`str` or `function`, *optional*, defaults to `"gelu"`):
The non-linear activation function (function or string) in the encoder and decoder. If string, `"gelu"` and
`"relu"` are supported.
dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for all fully connected layers in the encoder, and decoder.
encoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each encoder layer.
decoder_layerdrop (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention and fully connected layers for each decoder layer.
attention_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability for the attention probabilities.
activation_dropout (`float`, *optional*, defaults to 0.1):
The dropout probability used between the two layers of the feed-forward networks.
num_parallel_samples (`int`, *optional*, defaults to 100):
The number of samples to generate in parallel for each time step of inference.
init_std (`float`, *optional*, defaults to 0.02):
The standard deviation of the truncated normal weight initialization distribution.
use_cache (`bool`, *optional*, defaults to `True`):
Whether to use the past key/values attentions (if applicable to the model) to speed up decoding.
attention_type (`str`, *optional*, defaults to "prob"):
Attention used in encoder. This can be set to "prob" (Informer's ProbAttention) or "full" (vanilla
transformer's canonical self-attention).
sampling_factor (`int`, *optional*, defaults to 5):
ProbSparse sampling factor (only makes affect when `attention_type`="prob"). It is used to control the
reduced query matrix (Q_reduce) input length.
distil (`bool`, *optional*, defaults to `True`):
Whether to use distilling in encoder.
Example:
```python
>>> from transformers import InformerConfig, InformerModel
>>> # Initializing an Informer configuration with 12 time steps for prediction
>>> configuration = InformerConfig(prediction_length=12)
>>> # Randomly initializing a model (with random weights) from the configuration
>>> model = InformerModel(configuration)
>>> # Accessing the model configuration
>>> configuration = model.config
```"""
model_type = "informer"
attribute_map = {
"hidden_size": "d_model",
"num_attention_heads": "encoder_attention_heads",
"num_hidden_layers": "encoder_layers",
}
def __init__(
self,
prediction_length: Optional[int] = None,
context_length: Optional[int] = None,
distribution_output: str = "student_t",
loss: str = "nll",
input_size: int = 1,
lags_sequence: List[int] = None,
scaling: Optional[Union[str, bool]] = "mean",
num_dynamic_real_features: int = 0,
num_static_real_features: int = 0,
num_static_categorical_features: int = 0,
num_time_features: int = 0,
cardinality: Optional[List[int]] = None,
embedding_dimension: Optional[List[int]] = None,
d_model: int = 64,
encoder_ffn_dim: int = 32,
decoder_ffn_dim: int = 32,
encoder_attention_heads: int = 2,
decoder_attention_heads: int = 2,
encoder_layers: int = 2,
decoder_layers: int = 2,
is_encoder_decoder: bool = True,
activation_function: str = "gelu",
dropout: float = 0.05,
encoder_layerdrop: float = 0.1,
decoder_layerdrop: float = 0.1,
attention_dropout: float = 0.1,
activation_dropout: float = 0.1,
num_parallel_samples: int = 100,
init_std: float = 0.02,
use_cache=True,
# Informer arguments
attention_type: str = "prob",
sampling_factor: int = 5,
distil: bool = True,
**kwargs,
):
# time series specific configuration
self.prediction_length = prediction_length
self.context_length = context_length or prediction_length
self.distribution_output = distribution_output
self.loss = loss
self.input_size = input_size
self.num_time_features = num_time_features
self.lags_sequence = lags_sequence if lags_sequence is not None else [1, 2, 3, 4, 5, 6, 7]
self.scaling = scaling
self.num_dynamic_real_features = num_dynamic_real_features
self.num_static_real_features = num_static_real_features
self.num_static_categorical_features = num_static_categorical_features
# set cardinality
if cardinality and num_static_categorical_features > 0:
if len(cardinality) != num_static_categorical_features:
raise ValueError(
"The cardinality should be a list of the same length as `num_static_categorical_features`"
)
self.cardinality = cardinality
else:
self.cardinality = [0]
# set embedding_dimension
if embedding_dimension and num_static_categorical_features > 0:
if len(embedding_dimension) != num_static_categorical_features:
raise ValueError(
"The embedding dimension should be a list of the same length as `num_static_categorical_features`"
)
self.embedding_dimension = embedding_dimension
else:
self.embedding_dimension = [min(50, (cat + 1) // 2) for cat in self.cardinality]
self.num_parallel_samples = num_parallel_samples
# Transformer architecture configuration
self.feature_size = input_size * len(self.lags_sequence) + self._number_of_features
self.d_model = d_model
self.encoder_attention_heads = encoder_attention_heads
self.decoder_attention_heads = decoder_attention_heads
self.encoder_ffn_dim = encoder_ffn_dim
self.decoder_ffn_dim = decoder_ffn_dim
self.encoder_layers = encoder_layers
self.decoder_layers = decoder_layers
self.dropout = dropout
self.attention_dropout = attention_dropout
self.activation_dropout = activation_dropout
self.encoder_layerdrop = encoder_layerdrop
self.decoder_layerdrop = decoder_layerdrop
self.activation_function = activation_function
self.init_std = init_std
self.output_attentions = False
self.output_hidden_states = False
self.use_cache = use_cache
# Informer
self.attention_type = attention_type
self.sampling_factor = sampling_factor
self.distil = distil
super().__init__(is_encoder_decoder=is_encoder_decoder, **kwargs)
@property
def _number_of_features(self) -> int:
return (
sum(self.embedding_dimension)
+ self.num_dynamic_real_features
+ self.num_time_features
+ self.num_static_real_features
+ self.input_size * 2 # the log1p(abs(loc)) and log(scale) features
)

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@@ -16,25 +16,22 @@
""" PyTorch Time Series Transformer model.""" """ PyTorch Time Series Transformer model."""
import random import random
from dataclasses import dataclass from typing import List, Optional, Tuple, Union
from typing import Callable, Dict, List, Optional, Tuple, Union
import numpy as np import numpy as np
import torch import torch
from torch import nn from torch import nn
from torch.distributions import (
AffineTransform,
Distribution,
Independent,
NegativeBinomial,
Normal,
StudentT,
TransformedDistribution,
)
from ...activations import ACT2FN from ...activations import ACT2FN
from ...modeling_outputs import BaseModelOutput, BaseModelOutputWithPastAndCrossAttentions, ModelOutput from ...modeling_outputs import (
BaseModelOutput,
BaseModelOutputWithPastAndCrossAttentions,
SampleTSPredictionOutput,
Seq2SeqTSModelOutput,
Seq2SeqTSPredictionOutput,
)
from ...modeling_utils import PreTrainedModel from ...modeling_utils import PreTrainedModel
from ...time_series_utils import NegativeBinomialOutput, NormalOutput, StudentTOutput
from ...utils import add_start_docstrings, add_start_docstrings_to_model_forward, logging, replace_return_docstrings from ...utils import add_start_docstrings, add_start_docstrings_to_model_forward, logging, replace_return_docstrings
from .configuration_time_series_transformer import TimeSeriesTransformerConfig from .configuration_time_series_transformer import TimeSeriesTransformerConfig
@@ -50,189 +47,17 @@ TIME_SERIES_TRANSFORMER_PRETRAINED_MODEL_ARCHIVE_LIST = [
] ]
class AffineTransformed(TransformedDistribution): class TimeSeriesFeatureEmbedder(nn.Module):
def __init__(self, base_distribution: Distribution, loc=None, scale=None, event_dim=0): """
self.scale = 1.0 if scale is None else scale Embed a sequence of categorical features.
self.loc = 0.0 if loc is None else loc
super().__init__(base_distribution, [AffineTransform(loc=self.loc, scale=self.scale, event_dim=event_dim)]) Args:
cardinalities (`list[int]`):
List of cardinalities of the categorical features.
embedding_dims (`list[int]`):
List of embedding dimensions of the categorical features.
"""
@property
def mean(self):
"""
Returns the mean of the distribution.
"""
return self.base_dist.mean * self.scale + self.loc
@property
def variance(self):
"""
Returns the variance of the distribution.
"""
return self.base_dist.variance * self.scale**2
@property
def stddev(self):
"""
Returns the standard deviation of the distribution.
"""
return self.variance.sqrt()
class ParameterProjection(nn.Module):
def __init__(
self, in_features: int, args_dim: Dict[str, int], domain_map: Callable[..., Tuple[torch.Tensor]], **kwargs
) -> None:
super().__init__(**kwargs)
self.args_dim = args_dim
self.proj = nn.ModuleList([nn.Linear(in_features, dim) for dim in args_dim.values()])
self.domain_map = domain_map
def forward(self, x: torch.Tensor) -> Tuple[torch.Tensor]:
params_unbounded = [proj(x) for proj in self.proj]
return self.domain_map(*params_unbounded)
class LambdaLayer(nn.Module):
def __init__(self, function):
super().__init__()
self.function = function
def forward(self, x, *args):
return self.function(x, *args)
class DistributionOutput:
distribution_class: type
in_features: int
args_dim: Dict[str, int]
def __init__(self, dim: int = 1) -> None:
self.dim = dim
self.args_dim = {k: dim * self.args_dim[k] for k in self.args_dim}
def _base_distribution(self, distr_args):
if self.dim == 1:
return self.distribution_class(*distr_args)
else:
return Independent(self.distribution_class(*distr_args), 1)
def distribution(
self,
distr_args,
loc: Optional[torch.Tensor] = None,
scale: Optional[torch.Tensor] = None,
) -> Distribution:
distr = self._base_distribution(distr_args)
if loc is None and scale is None:
return distr
else:
return AffineTransformed(distr, loc=loc, scale=scale, event_dim=self.event_dim)
@property
def event_shape(self) -> Tuple:
r"""
Shape of each individual event contemplated by the distributions that this object constructs.
"""
return () if self.dim == 1 else (self.dim,)
@property
def event_dim(self) -> int:
r"""
Number of event dimensions, i.e., length of the `event_shape` tuple, of the distributions that this object
constructs.
"""
return len(self.event_shape)
@property
def value_in_support(self) -> float:
r"""
A float that will have a valid numeric value when computing the log-loss of the corresponding distribution. By
default 0.0. This value will be used when padding data series.
"""
return 0.0
def get_parameter_projection(self, in_features: int) -> nn.Module:
r"""
Return the parameter projection layer that maps the input to the appropriate parameters of the distribution.
"""
return ParameterProjection(
in_features=in_features,
args_dim=self.args_dim,
domain_map=LambdaLayer(self.domain_map),
)
def domain_map(self, *args: torch.Tensor):
r"""
Converts arguments to the right shape and domain. The domain depends on the type of distribution, while the
correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a
distribution of the right event_shape.
"""
raise NotImplementedError()
@classmethod
def squareplus(cls, x: torch.Tensor) -> torch.Tensor:
r"""
Helper to map inputs to the positive orthant by applying the square-plus operation. Reference:
https://twitter.com/jon_barron/status/1387167648669048833
"""
return (x + torch.sqrt(torch.square(x) + 4.0)) / 2.0
class StudentTOutput(DistributionOutput):
args_dim: Dict[str, int] = {"df": 1, "loc": 1, "scale": 1}
distribution_class: type = StudentT
@classmethod
def domain_map(cls, df: torch.Tensor, loc: torch.Tensor, scale: torch.Tensor):
scale = cls.squareplus(scale)
df = 2.0 + cls.squareplus(df)
return df.squeeze(-1), loc.squeeze(-1), scale.squeeze(-1)
class NormalOutput(DistributionOutput):
args_dim: Dict[str, int] = {"loc": 1, "scale": 1}
distribution_class: type = Normal
@classmethod
def domain_map(cls, loc: torch.Tensor, scale: torch.Tensor):
scale = cls.squareplus(scale)
return loc.squeeze(-1), scale.squeeze(-1)
class NegativeBinomialOutput(DistributionOutput):
args_dim: Dict[str, int] = {"total_count": 1, "logits": 1}
distribution_class: type = NegativeBinomial
@classmethod
def domain_map(cls, total_count: torch.Tensor, logits: torch.Tensor):
total_count = cls.squareplus(total_count)
return total_count.squeeze(-1), logits.squeeze(-1)
def _base_distribution(self, distr_args) -> Distribution:
total_count, logits = distr_args
if self.dim == 1:
return self.distribution_class(total_count=total_count, logits=logits)
else:
return Independent(self.distribution_class(total_count=total_count, logits=logits), 1)
# Overwrites the parent class method. We cannot scale using the affine
# transformation since negative binomial should return integers. Instead
# we scale the parameters.
def distribution(
self, distr_args, loc: Optional[torch.Tensor] = None, scale: Optional[torch.Tensor] = None
) -> Distribution:
total_count, logits = distr_args
if scale is not None:
# See scaling property of Gamma.
logits += scale.log()
return self._base_distribution((total_count, logits))
class FeatureEmbedder(nn.Module):
def __init__(self, cardinalities: List[int], embedding_dims: List[int]) -> None: def __init__(self, cardinalities: List[int], embedding_dims: List[int]) -> None:
super().__init__() super().__init__()
@@ -256,7 +81,7 @@ class FeatureEmbedder(nn.Module):
) )
class StdScaler(nn.Module): class TimeSeriesStdScaler(nn.Module):
""" """
Standardize features by calculating the mean and scaling along some given dimension `dim`, and then normalizes it Standardize features by calculating the mean and scaling along some given dimension `dim`, and then normalizes it
by subtracting from the mean and dividing by the standard deviation. by subtracting from the mean and dividing by the standard deviation.
@@ -289,7 +114,7 @@ class StdScaler(nn.Module):
return (data - loc) / scale, loc, scale return (data - loc) / scale, loc, scale
class MeanScaler(nn.Module): class TimeSeriesMeanScaler(nn.Module):
""" """
Computes a scaling factor as the weighted average absolute value along dimension `dim`, and scales the data Computes a scaling factor as the weighted average absolute value along dimension `dim`, and scales the data
accordingly. accordingly.
@@ -344,7 +169,7 @@ class MeanScaler(nn.Module):
return scaled_data, torch.zeros_like(scale), scale return scaled_data, torch.zeros_like(scale), scale
class NOPScaler(nn.Module): class TimeSeriesNOPScaler(nn.Module):
""" """
Assigns a scaling factor equal to 1 along dimension `dim`, and therefore applies no scaling to the input data. Assigns a scaling factor equal to 1 along dimension `dim`, and therefore applies no scaling to the input data.
@@ -368,6 +193,13 @@ class NOPScaler(nn.Module):
return data, loc, scale return data, loc, scale
def nll(input: torch.distributions.Distribution, target: torch.Tensor) -> torch.Tensor:
"""
Computes the negative log likelihood loss from input distribution with respect to target.
"""
return -input.log_prob(target)
def weighted_average(input_tensor: torch.Tensor, weights: Optional[torch.Tensor] = None, dim=None) -> torch.Tensor: def weighted_average(input_tensor: torch.Tensor, weights: Optional[torch.Tensor] = None, dim=None) -> torch.Tensor:
""" """
Computes the weighted average of a given tensor across a given `dim`, masking values associated with weight zero, Computes the weighted average of a given tensor across a given `dim`, masking values associated with weight zero,
@@ -392,15 +224,6 @@ def weighted_average(input_tensor: torch.Tensor, weights: Optional[torch.Tensor]
return input_tensor.mean(dim=dim) return input_tensor.mean(dim=dim)
class NegativeLogLikelihood:
"""
Computes the negative log likelihood loss from input distribution with respect to target.
"""
def __call__(self, input: torch.distributions.Distribution, target: torch.Tensor) -> torch.Tensor:
return -input.log_prob(target)
# Copied from transformers.models.bart.modeling_bart._make_causal_mask # Copied from transformers.models.bart.modeling_bart._make_causal_mask
def _make_causal_mask(input_ids_shape: torch.Size, dtype: torch.dtype, past_key_values_length: int = 0): def _make_causal_mask(input_ids_shape: torch.Size, dtype: torch.dtype, past_key_values_length: int = 0):
""" """
@@ -467,164 +290,15 @@ class TimeSeriesSinusoidalPositionalEmbedding(nn.Embedding):
return super().forward(positions) return super().forward(positions)
class ValueEmbedding(nn.Module): class TimeSeriesValueEmbedding(nn.Module):
def __init__(self, feature_size, d_model): def __init__(self, feature_size, d_model):
super(ValueEmbedding, self).__init__() super().__init__()
self.value_projection = nn.Linear(in_features=feature_size, out_features=d_model, bias=False) self.value_projection = nn.Linear(in_features=feature_size, out_features=d_model, bias=False)
def forward(self, x): def forward(self, x):
return self.value_projection(x) return self.value_projection(x)
@dataclass
class Seq2SeqTimeSeriesModelOutput(ModelOutput):
"""
Base class for model encoder's outputs that also contains pre-computed hidden states that can speed up sequential
decoding.
Args:
last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`):
Sequence of hidden-states at the output of the last layer of the decoder of the model.
If `past_key_values` is used only the last hidden-state of the sequences of shape `(batch_size, 1,
hidden_size)` is output.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the optional initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the optional initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
last_hidden_state: torch.FloatTensor = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class Seq2SeqTimeSeriesPredictionOutput(ModelOutput):
"""
Base class for model's predictions outputs that also contain the loss as well parameters of the chosen
distribution.
Args:
loss (`torch.FloatTensor` of shape `(1,)`, *optional*, returned when a `future_values` is provided):
Distributional loss.
params (`torch.FloatTensor` of shape `(batch_size, num_samples, num_params)`):
Parameters of the chosen distribution.
past_key_values (`tuple(tuple(torch.FloatTensor))`, *optional*, returned when `use_cache=True` is passed or when `config.use_cache=True`):
Tuple of `tuple(torch.FloatTensor)` of length `config.n_layers`, with each tuple having 2 tensors of shape
`(batch_size, num_heads, sequence_length, embed_size_per_head)`) and 2 additional tensors of shape
`(batch_size, num_heads, encoder_sequence_length, embed_size_per_head)`.
Contains pre-computed hidden-states (key and values in the self-attention blocks and in the cross-attention
blocks) that can be used (see `past_key_values` input) to speed up sequential decoding.
decoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the decoder at the output of each layer plus the initial embedding outputs.
decoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
cross_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the decoder's cross-attention layer, after the attention softmax, used to compute the
weighted average in the cross-attention heads.
encoder_last_hidden_state (`torch.FloatTensor` of shape `(batch_size, sequence_length, hidden_size)`, *optional*):
Sequence of hidden-states at the output of the last layer of the encoder of the model.
encoder_hidden_states (`tuple(torch.FloatTensor)`, *optional*, returned when `output_hidden_states=True` is passed or when `config.output_hidden_states=True`):
Tuple of `torch.FloatTensor` (one for the output of the embeddings, if the model has an embedding layer, +
one for the output of each layer) of shape `(batch_size, sequence_length, hidden_size)`.
Hidden-states of the encoder at the output of each layer plus the initial embedding outputs.
encoder_attentions (`tuple(torch.FloatTensor)`, *optional*, returned when `output_attentions=True` is passed or when `config.output_attentions=True`):
Tuple of `torch.FloatTensor` (one for each layer) of shape `(batch_size, num_heads, sequence_length,
sequence_length)`.
Attentions weights of the encoder, after the attention softmax, used to compute the weighted average in the
self-attention heads.
loc (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
Shift values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to shift back to the original magnitude.
scale (`torch.FloatTensor` of shape `(batch_size,)`, *optional*):
Scaling values of each time series' context window which is used to give the model inputs of the same
magnitude and then used to rescale back to the original magnitude.
static_features: (`torch.FloatTensor` of shape `(batch_size, feature size)`, *optional*):
Static features of each time series' in a batch which are copied to the covariates at inference time.
"""
loss: Optional[torch.FloatTensor] = None
params: Optional[Tuple[torch.FloatTensor]] = None
past_key_values: Optional[Tuple[Tuple[torch.FloatTensor]]] = None
decoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
decoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
cross_attentions: Optional[Tuple[torch.FloatTensor]] = None
encoder_last_hidden_state: Optional[torch.FloatTensor] = None
encoder_hidden_states: Optional[Tuple[torch.FloatTensor]] = None
encoder_attentions: Optional[Tuple[torch.FloatTensor]] = None
loc: Optional[torch.FloatTensor] = None
scale: Optional[torch.FloatTensor] = None
static_features: Optional[torch.FloatTensor] = None
@dataclass
class SampleTimeSeriesPredictionOutput(ModelOutput):
sequences: torch.FloatTensor = None
# Copied from transformers.models.bart.modeling_bart.BartAttention with Bart->TimeSeriesTransformer # Copied from transformers.models.bart.modeling_bart.BartAttention with Bart->TimeSeriesTransformer
class TimeSeriesTransformerAttention(nn.Module): class TimeSeriesTransformerAttention(nn.Module):
"""Multi-headed attention from 'Attention Is All You Need' paper""" """Multi-headed attention from 'Attention Is All You Need' paper"""
@@ -1179,7 +853,7 @@ class TimeSeriesTransformerEncoder(TimeSeriesTransformerPreTrainedModel):
if config.prediction_length is None: if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.") raise ValueError("The `prediction_length` config needs to be specified.")
self.value_embedding = ValueEmbedding(feature_size=config.feature_size, d_model=config.d_model) self.value_embedding = TimeSeriesValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding( self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model config.context_length + config.prediction_length, config.d_model
) )
@@ -1316,7 +990,7 @@ class TimeSeriesTransformerDecoder(TimeSeriesTransformerPreTrainedModel):
if config.prediction_length is None: if config.prediction_length is None:
raise ValueError("The `prediction_length` config needs to be specified.") raise ValueError("The `prediction_length` config needs to be specified.")
self.value_embedding = ValueEmbedding(feature_size=config.feature_size, d_model=config.d_model) self.value_embedding = TimeSeriesValueEmbedding(feature_size=config.feature_size, d_model=config.d_model)
self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding( self.embed_positions = TimeSeriesSinusoidalPositionalEmbedding(
config.context_length + config.prediction_length, config.d_model config.context_length + config.prediction_length, config.d_model
) )
@@ -1547,14 +1221,14 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
super().__init__(config) super().__init__(config)
if config.scaling == "mean" or config.scaling: if config.scaling == "mean" or config.scaling:
self.scaler = MeanScaler(dim=1, keepdim=True) self.scaler = TimeSeriesMeanScaler(dim=1, keepdim=True)
elif config.scaling == "std": elif config.scaling == "std":
self.scaler = StdScaler(dim=1, keepdim=True) self.scaler = TimeSeriesStdScaler(dim=1, keepdim=True)
else: else:
self.scaler = NOPScaler(dim=1, keepdim=True) self.scaler = TimeSeriesNOPScaler(dim=1, keepdim=True)
if config.num_static_categorical_features > 0: if config.num_static_categorical_features > 0:
self.embedder = FeatureEmbedder( self.embedder = TimeSeriesFeatureEmbedder(
cardinalities=config.cardinality, cardinalities=config.cardinality,
embedding_dims=config.embedding_dimension, embedding_dims=config.embedding_dimension,
) )
@@ -1681,7 +1355,7 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
return self.decoder return self.decoder
@add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING) @add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTimeSeriesModelOutput, config_class=_CONFIG_FOR_DOC) @replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward( def forward(
self, self,
past_values: torch.Tensor, past_values: torch.Tensor,
@@ -1701,7 +1375,7 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
output_attentions: Optional[bool] = None, output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None, use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None, return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTimeSeriesModelOutput, Tuple]: ) -> Union[Seq2SeqTSModelOutput, Tuple]:
r""" r"""
Returns: Returns:
@@ -1784,7 +1458,7 @@ class TimeSeriesTransformerModel(TimeSeriesTransformerPreTrainedModel):
if not return_dict: if not return_dict:
return decoder_outputs + encoder_outputs + (loc, scale, static_feat) return decoder_outputs + encoder_outputs + (loc, scale, static_feat)
return Seq2SeqTimeSeriesModelOutput( return Seq2SeqTSModelOutput(
last_hidden_state=decoder_outputs.last_hidden_state, last_hidden_state=decoder_outputs.last_hidden_state,
past_key_values=decoder_outputs.past_key_values, past_key_values=decoder_outputs.past_key_values,
decoder_hidden_states=decoder_outputs.hidden_states, decoder_hidden_states=decoder_outputs.hidden_states,
@@ -1820,7 +1494,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
self.target_shape = self.distribution_output.event_shape self.target_shape = self.distribution_output.event_shape
if config.loss == "nll": if config.loss == "nll":
self.loss = NegativeLogLikelihood() self.loss = nll
else: else:
raise ValueError(f"Unknown loss function {config.loss}") raise ValueError(f"Unknown loss function {config.loss}")
@@ -1844,7 +1518,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
return self.distribution_output.distribution(sliced_params, loc=loc, scale=scale) return self.distribution_output.distribution(sliced_params, loc=loc, scale=scale)
@add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING) @add_start_docstrings_to_model_forward(TIME_SERIES_TRANSFORMER_INPUTS_DOCSTRING)
@replace_return_docstrings(output_type=Seq2SeqTimeSeriesModelOutput, config_class=_CONFIG_FOR_DOC) @replace_return_docstrings(output_type=Seq2SeqTSModelOutput, config_class=_CONFIG_FOR_DOC)
def forward( def forward(
self, self,
past_values: torch.Tensor, past_values: torch.Tensor,
@@ -1865,7 +1539,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
output_attentions: Optional[bool] = None, output_attentions: Optional[bool] = None,
use_cache: Optional[bool] = None, use_cache: Optional[bool] = None,
return_dict: Optional[bool] = None, return_dict: Optional[bool] = None,
) -> Union[Seq2SeqTimeSeriesModelOutput, Tuple]: ) -> Union[Seq2SeqTSModelOutput, Tuple]:
r""" r"""
Returns: Returns:
@@ -1962,7 +1636,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
outputs = ((params,) + outputs[1:]) if params is not None else outputs[1:] outputs = ((params,) + outputs[1:]) if params is not None else outputs[1:]
return ((prediction_loss,) + outputs) if prediction_loss is not None else outputs return ((prediction_loss,) + outputs) if prediction_loss is not None else outputs
return Seq2SeqTimeSeriesPredictionOutput( return Seq2SeqTSPredictionOutput(
loss=prediction_loss, loss=prediction_loss,
params=params, params=params,
past_key_values=outputs.past_key_values, past_key_values=outputs.past_key_values,
@@ -1988,7 +1662,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
static_real_features: Optional[torch.Tensor] = None, static_real_features: Optional[torch.Tensor] = None,
output_attentions: Optional[bool] = None, output_attentions: Optional[bool] = None,
output_hidden_states: Optional[bool] = None, output_hidden_states: Optional[bool] = None,
) -> SampleTimeSeriesPredictionOutput: ) -> SampleTSPredictionOutput:
r""" r"""
Greedily generate sequences of sample predictions from a model with a probability distribution head. Greedily generate sequences of sample predictions from a model with a probability distribution head.
@@ -2072,9 +1746,9 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
Whether or not to return the hidden states of all layers. Whether or not to return the hidden states of all layers.
Return: Return:
[`SampleTimeSeriesPredictionOutput`] where the outputs `sequences` tensor will have shape `(batch_size, [`SampleTSPredictionOutput`] where the outputs `sequences` tensor will have shape `(batch_size, number of
number of samples, prediction_length)` or `(batch_size, number of samples, prediction_length, input_size)` samples, prediction_length)` or `(batch_size, number of samples, prediction_length, input_size)` for
for multivariate predictions. multivariate predictions.
""" """
outputs = self( outputs = self(
static_categorical_features=static_categorical_features, static_categorical_features=static_categorical_features,
@@ -2139,7 +1813,7 @@ class TimeSeriesTransformerForPrediction(TimeSeriesTransformerPreTrainedModel):
concat_future_samples = torch.cat(future_samples, dim=1) concat_future_samples = torch.cat(future_samples, dim=1)
return SampleTimeSeriesPredictionOutput( return SampleTSPredictionOutput(
sequences=concat_future_samples.reshape( sequences=concat_future_samples.reshape(
(-1, num_parallel_samples, self.config.prediction_length) + self.target_shape, (-1, num_parallel_samples, self.config.prediction_length) + self.target_shape,
) )

View File

@@ -0,0 +1,225 @@
# coding=utf-8
# Copyright 2023 The HuggingFace Inc. team.
# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""
Time series distributional output classes and utilities.
"""
from typing import Callable, Dict, Optional, Tuple
import torch
from torch import nn
from torch.distributions import (
AffineTransform,
Distribution,
Independent,
NegativeBinomial,
Normal,
StudentT,
TransformedDistribution,
)
class AffineTransformed(TransformedDistribution):
def __init__(self, base_distribution: Distribution, loc=None, scale=None, event_dim=0):
self.scale = 1.0 if scale is None else scale
self.loc = 0.0 if loc is None else loc
super().__init__(base_distribution, [AffineTransform(loc=self.loc, scale=self.scale, event_dim=event_dim)])
@property
def mean(self):
"""
Returns the mean of the distribution.
"""
return self.base_dist.mean * self.scale + self.loc
@property
def variance(self):
"""
Returns the variance of the distribution.
"""
return self.base_dist.variance * self.scale**2
@property
def stddev(self):
"""
Returns the standard deviation of the distribution.
"""
return self.variance.sqrt()
class ParameterProjection(nn.Module):
def __init__(
self, in_features: int, args_dim: Dict[str, int], domain_map: Callable[..., Tuple[torch.Tensor]], **kwargs
) -> None:
super().__init__(**kwargs)
self.args_dim = args_dim
self.proj = nn.ModuleList([nn.Linear(in_features, dim) for dim in args_dim.values()])
self.domain_map = domain_map
def forward(self, x: torch.Tensor) -> Tuple[torch.Tensor]:
params_unbounded = [proj(x) for proj in self.proj]
return self.domain_map(*params_unbounded)
class LambdaLayer(nn.Module):
def __init__(self, function):
super().__init__()
self.function = function
def forward(self, x, *args):
return self.function(x, *args)
class DistributionOutput:
distribution_class: type
in_features: int
args_dim: Dict[str, int]
def __init__(self, dim: int = 1) -> None:
self.dim = dim
self.args_dim = {k: dim * self.args_dim[k] for k in self.args_dim}
def _base_distribution(self, distr_args):
if self.dim == 1:
return self.distribution_class(*distr_args)
else:
return Independent(self.distribution_class(*distr_args), 1)
def distribution(
self,
distr_args,
loc: Optional[torch.Tensor] = None,
scale: Optional[torch.Tensor] = None,
) -> Distribution:
distr = self._base_distribution(distr_args)
if loc is None and scale is None:
return distr
else:
return AffineTransformed(distr, loc=loc, scale=scale, event_dim=self.event_dim)
@property
def event_shape(self) -> Tuple:
r"""
Shape of each individual event contemplated by the distributions that this object constructs.
"""
return () if self.dim == 1 else (self.dim,)
@property
def event_dim(self) -> int:
r"""
Number of event dimensions, i.e., length of the `event_shape` tuple, of the distributions that this object
constructs.
"""
return len(self.event_shape)
@property
def value_in_support(self) -> float:
r"""
A float that will have a valid numeric value when computing the log-loss of the corresponding distribution. By
default 0.0. This value will be used when padding data series.
"""
return 0.0
def get_parameter_projection(self, in_features: int) -> nn.Module:
r"""
Return the parameter projection layer that maps the input to the appropriate parameters of the distribution.
"""
return ParameterProjection(
in_features=in_features,
args_dim=self.args_dim,
domain_map=LambdaLayer(self.domain_map),
)
def domain_map(self, *args: torch.Tensor):
r"""
Converts arguments to the right shape and domain. The domain depends on the type of distribution, while the
correct shape is obtained by reshaping the trailing axis in such a way that the returned tensors define a
distribution of the right event_shape.
"""
raise NotImplementedError()
@staticmethod
def squareplus(x: torch.Tensor) -> torch.Tensor:
r"""
Helper to map inputs to the positive orthant by applying the square-plus operation. Reference:
https://twitter.com/jon_barron/status/1387167648669048833
"""
return (x + torch.sqrt(torch.square(x) + 4.0)) / 2.0
class StudentTOutput(DistributionOutput):
"""
Student-T distribution output class.
"""
args_dim: Dict[str, int] = {"df": 1, "loc": 1, "scale": 1}
distribution_class: type = StudentT
@classmethod
def domain_map(cls, df: torch.Tensor, loc: torch.Tensor, scale: torch.Tensor):
scale = cls.squareplus(scale)
df = 2.0 + cls.squareplus(df)
return df.squeeze(-1), loc.squeeze(-1), scale.squeeze(-1)
class NormalOutput(DistributionOutput):
"""
Normal distribution output class.
"""
args_dim: Dict[str, int] = {"loc": 1, "scale": 1}
distribution_class: type = Normal
@classmethod
def domain_map(cls, loc: torch.Tensor, scale: torch.Tensor):
scale = cls.squareplus(scale)
return loc.squeeze(-1), scale.squeeze(-1)
class NegativeBinomialOutput(DistributionOutput):
"""
Negative Binomial distribution output class.
"""
args_dim: Dict[str, int] = {"total_count": 1, "logits": 1}
distribution_class: type = NegativeBinomial
@classmethod
def domain_map(cls, total_count: torch.Tensor, logits: torch.Tensor):
total_count = cls.squareplus(total_count)
return total_count.squeeze(-1), logits.squeeze(-1)
def _base_distribution(self, distr_args) -> Distribution:
total_count, logits = distr_args
if self.dim == 1:
return self.distribution_class(total_count=total_count, logits=logits)
else:
return Independent(self.distribution_class(total_count=total_count, logits=logits), 1)
# Overwrites the parent class method. We cannot scale using the affine
# transformation since negative binomial should return integers. Instead
# we scale the parameters.
def distribution(
self, distr_args, loc: Optional[torch.Tensor] = None, scale: Optional[torch.Tensor] = None
) -> Distribution:
total_count, logits = distr_args
if scale is not None:
# See scaling property of Gamma.
logits += scale.log()
return self._base_distribution((total_count, logits))

View File

@@ -3430,6 +3430,30 @@ def load_tf_weights_in_imagegpt(*args, **kwargs):
requires_backends(load_tf_weights_in_imagegpt, ["torch"]) requires_backends(load_tf_weights_in_imagegpt, ["torch"])
INFORMER_PRETRAINED_MODEL_ARCHIVE_LIST = None
class InformerForPrediction(metaclass=DummyObject):
_backends = ["torch"]
def __init__(self, *args, **kwargs):
requires_backends(self, ["torch"])
class InformerModel(metaclass=DummyObject):
_backends = ["torch"]
def __init__(self, *args, **kwargs):
requires_backends(self, ["torch"])
class InformerPreTrainedModel(metaclass=DummyObject):
_backends = ["torch"]
def __init__(self, *args, **kwargs):
requires_backends(self, ["torch"])
JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST = None JUKEBOX_PRETRAINED_MODEL_ARCHIVE_LIST = None

View File

View File

@@ -0,0 +1,511 @@
# coding=utf-8
# Copyright 2023 The HuggingFace Inc. team. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
""" Testing suite for the PyTorch Informer model. """
import inspect
import tempfile
import unittest
import numpy as np
from huggingface_hub import hf_hub_download
from transformers import is_torch_available
from transformers.testing_utils import is_flaky, require_torch, slow, torch_device
from ...test_configuration_common import ConfigTester
from ...test_modeling_common import ModelTesterMixin, floats_tensor, ids_tensor
TOLERANCE = 1e-4
if is_torch_available():
import torch
from transformers import InformerConfig, InformerForPrediction, InformerModel
from transformers.models.informer.modeling_informer import InformerDecoder, InformerEncoder
@require_torch
class InformerModelTester:
def __init__(
self,
parent,
batch_size=13,
prediction_length=7,
context_length=14,
cardinality=19,
embedding_dimension=5,
num_time_features=4,
is_training=True,
hidden_size=16,
num_hidden_layers=2,
num_attention_heads=4,
intermediate_size=4,
hidden_act="gelu",
hidden_dropout_prob=0.1,
attention_probs_dropout_prob=0.1,
lags_sequence=[1, 2, 3, 4, 5],
sampling_factor=10,
distil=False,
):
self.parent = parent
self.batch_size = batch_size
self.prediction_length = prediction_length
self.context_length = context_length
self.cardinality = cardinality
self.num_time_features = num_time_features
self.lags_sequence = lags_sequence
self.embedding_dimension = embedding_dimension
self.is_training = is_training
self.hidden_size = hidden_size
self.num_hidden_layers = num_hidden_layers
self.num_attention_heads = num_attention_heads
self.intermediate_size = intermediate_size
self.hidden_act = hidden_act
self.hidden_dropout_prob = hidden_dropout_prob
self.attention_probs_dropout_prob = attention_probs_dropout_prob
self.encoder_seq_length = min(
sampling_factor * np.ceil(np.log1p(context_length)).astype("int").item(), context_length
)
self.decoder_seq_length = min(
sampling_factor * np.ceil(np.log1p(prediction_length)).astype("int").item(), prediction_length
)
self.sampling_factor = sampling_factor
self.distil = distil
def get_config(self):
return InformerConfig(
prediction_length=self.prediction_length,
d_model=self.hidden_size,
encoder_layers=self.num_hidden_layers,
decoder_layers=self.num_hidden_layers,
encoder_attention_heads=self.num_attention_heads,
decoder_attention_heads=self.num_attention_heads,
encoder_ffn_dim=self.intermediate_size,
decoder_ffn_dim=self.intermediate_size,
dropout=self.hidden_dropout_prob,
attention_dropout=self.attention_probs_dropout_prob,
context_length=self.context_length,
lags_sequence=self.lags_sequence,
num_time_features=self.num_time_features,
num_static_categorical_features=1,
num_static_real_features=1,
cardinality=[self.cardinality],
embedding_dimension=[self.embedding_dimension],
sampling_factor=self.sampling_factor,
distil=self.distil,
)
def prepare_informer_inputs_dict(self, config):
_past_length = config.context_length + max(config.lags_sequence)
static_categorical_features = ids_tensor([self.batch_size, 1], config.cardinality[0])
static_real_features = floats_tensor([self.batch_size, 1])
past_time_features = floats_tensor([self.batch_size, _past_length, config.num_time_features])
past_values = floats_tensor([self.batch_size, _past_length])
past_observed_mask = floats_tensor([self.batch_size, _past_length])
# decoder inputs
future_time_features = floats_tensor([self.batch_size, config.prediction_length, config.num_time_features])
future_values = floats_tensor([self.batch_size, config.prediction_length])
inputs_dict = {
"past_values": past_values,
"static_categorical_features": static_categorical_features,
"static_real_features": static_real_features,
"past_time_features": past_time_features,
"past_observed_mask": past_observed_mask,
"future_time_features": future_time_features,
"future_values": future_values,
}
return inputs_dict
def prepare_config_and_inputs(self):
config = self.get_config()
inputs_dict = self.prepare_informer_inputs_dict(config)
return config, inputs_dict
def prepare_config_and_inputs_for_common(self):
config, inputs_dict = self.prepare_config_and_inputs()
return config, inputs_dict
def check_encoder_decoder_model_standalone(self, config, inputs_dict):
model = InformerModel(config=config).to(torch_device).eval()
outputs = model(**inputs_dict)
encoder_last_hidden_state = outputs.encoder_last_hidden_state
last_hidden_state = outputs.last_hidden_state
with tempfile.TemporaryDirectory() as tmpdirname:
encoder = model.get_encoder()
encoder.save_pretrained(tmpdirname)
encoder = InformerEncoder.from_pretrained(tmpdirname).to(torch_device)
transformer_inputs, _, _, _ = model.create_network_inputs(**inputs_dict)
enc_input = transformer_inputs[:, : config.context_length, ...]
dec_input = transformer_inputs[:, config.context_length :, ...]
encoder_last_hidden_state_2 = encoder(inputs_embeds=enc_input)[0]
self.parent.assertTrue((encoder_last_hidden_state_2 - encoder_last_hidden_state).abs().max().item() < 1e-3)
with tempfile.TemporaryDirectory() as tmpdirname:
decoder = model.get_decoder()
decoder.save_pretrained(tmpdirname)
decoder = InformerDecoder.from_pretrained(tmpdirname).to(torch_device)
last_hidden_state_2 = decoder(
inputs_embeds=dec_input,
encoder_hidden_states=encoder_last_hidden_state,
)[0]
self.parent.assertTrue((last_hidden_state_2 - last_hidden_state).abs().max().item() < 1e-3)
@require_torch
class InformerModelTest(ModelTesterMixin, unittest.TestCase):
all_model_classes = (InformerModel, InformerForPrediction) if is_torch_available() else ()
all_generative_model_classes = (InformerForPrediction,) if is_torch_available() else ()
is_encoder_decoder = True
test_pruning = False
test_head_masking = False
test_missing_keys = False
test_torchscript = False
test_inputs_embeds = False
test_model_common_attributes = False
def setUp(self):
self.model_tester = InformerModelTester(self)
self.config_tester = ConfigTester(
self,
config_class=InformerConfig,
has_text_modality=False,
prediction_length=self.model_tester.prediction_length,
)
def test_config(self):
self.config_tester.run_common_tests()
def test_save_load_strict(self):
config, _ = self.model_tester.prepare_config_and_inputs()
for model_class in self.all_model_classes:
model = model_class(config)
with tempfile.TemporaryDirectory() as tmpdirname:
model.save_pretrained(tmpdirname)
model2, info = model_class.from_pretrained(tmpdirname, output_loading_info=True)
self.assertEqual(info["missing_keys"], [])
def test_encoder_decoder_model_standalone(self):
config_and_inputs = self.model_tester.prepare_config_and_inputs_for_common()
self.model_tester.check_encoder_decoder_model_standalone(*config_and_inputs)
def test_hidden_states_output(self):
def check_hidden_states_output(inputs_dict, config, model_class):
model = model_class(config)
model.to(torch_device)
model.eval()
with torch.no_grad():
outputs = model(**self._prepare_for_class(inputs_dict, model_class))
hidden_states = outputs.encoder_hidden_states if config.is_encoder_decoder else outputs.hidden_states
expected_num_layers = getattr(
self.model_tester, "expected_num_hidden_layers", self.model_tester.num_hidden_layers + 1
)
self.assertEqual(len(hidden_states), expected_num_layers)
if hasattr(self.model_tester, "encoder_seq_length"):
seq_length = self.model_tester.context_length
if hasattr(self.model_tester, "chunk_length") and self.model_tester.chunk_length > 1:
seq_length = seq_length * self.model_tester.chunk_length
else:
seq_length = self.model_tester.seq_length
self.assertListEqual(
list(hidden_states[0].shape[-2:]),
[seq_length, self.model_tester.hidden_size],
)
if config.is_encoder_decoder:
hidden_states = outputs.decoder_hidden_states
self.assertIsInstance(hidden_states, (list, tuple))
self.assertEqual(len(hidden_states), expected_num_layers)
seq_len = getattr(self.model_tester, "seq_length", None)
decoder_seq_length = getattr(self.model_tester, "prediction_length", seq_len)
self.assertListEqual(
list(hidden_states[0].shape[-2:]),
[decoder_seq_length, self.model_tester.hidden_size],
)
config, inputs_dict = self.model_tester.prepare_config_and_inputs_for_common()
for model_class in self.all_model_classes:
inputs_dict["output_hidden_states"] = True
check_hidden_states_output(inputs_dict, config, model_class)
# check that output_hidden_states also work using config
del inputs_dict["output_hidden_states"]
config.output_hidden_states = True
check_hidden_states_output(inputs_dict, config, model_class)
# Ignore since we have no tokens embeddings
def test_resize_tokens_embeddings(self):
pass
def test_model_outputs_equivalence(self):
pass
def test_determinism(self):
pass
# # Input is 'static_categorical_features' not 'input_ids'
def test_model_main_input_name(self):
model_signature = inspect.signature(getattr(InformerModel, "forward"))
# The main input is the name of the argument after `self`
observed_main_input_name = list(model_signature.parameters.keys())[1]
self.assertEqual(InformerModel.main_input_name, observed_main_input_name)
def test_forward_signature(self):
config, _ = self.model_tester.prepare_config_and_inputs_for_common()
for model_class in self.all_model_classes:
model = model_class(config)
signature = inspect.signature(model.forward)
# signature.parameters is an OrderedDict => so arg_names order is deterministic
arg_names = [*signature.parameters.keys()]
expected_arg_names = [
"past_values",
"past_time_features",
"past_observed_mask",
"static_categorical_features",
"static_real_features",
"future_values",
"future_time_features",
]
expected_arg_names.extend(
[
"future_observed_mask",
"decoder_attention_mask",
"head_mask",
"decoder_head_mask",
"cross_attn_head_mask",
"encoder_outputs",
"past_key_values",
"output_hidden_states",
"output_attentions",
"use_cache",
"return_dict",
]
if "future_observed_mask" in arg_names
else [
"decoder_attention_mask",
"head_mask",
"decoder_head_mask",
"cross_attn_head_mask",
"encoder_outputs",
"past_key_values",
"output_hidden_states",
"output_attentions",
"use_cache",
"return_dict",
]
)
self.assertListEqual(arg_names[: len(expected_arg_names)], expected_arg_names)
def test_attention_outputs(self):
config, inputs_dict = self.model_tester.prepare_config_and_inputs_for_common()
config.return_dict = True
seq_len = getattr(self.model_tester, "seq_length", None)
decoder_seq_length = getattr(self.model_tester, "decoder_seq_length", seq_len)
encoder_seq_length = getattr(self.model_tester, "encoder_seq_length", seq_len)
context_length = getattr(self.model_tester, "context_length", seq_len)
prediction_length = getattr(self.model_tester, "prediction_length", seq_len)
for model_class in self.all_model_classes:
inputs_dict["output_attentions"] = True
inputs_dict["output_hidden_states"] = False
config.return_dict = 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))
attentions = outputs.encoder_attentions if config.is_encoder_decoder else outputs.attentions
self.assertEqual(len(attentions), self.model_tester.num_hidden_layers)
# check that output_attentions also work using config
del inputs_dict["output_attentions"]
config.output_attentions = 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))
attentions = outputs.encoder_attentions
self.assertEqual(len(attentions), self.model_tester.num_hidden_layers)
self.assertListEqual(
list(attentions[0].shape[-3:]),
[self.model_tester.num_attention_heads, encoder_seq_length, context_length],
)
out_len = len(outputs)
correct_outlen = 7
if "last_hidden_state" in outputs:
correct_outlen += 1
if "past_key_values" in outputs:
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, prediction_length],
)
# 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,
encoder_seq_length,
],
)
# 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, context_length],
)
@is_flaky()
def test_retain_grad_hidden_states_attentions(self):
super().test_retain_grad_hidden_states_attentions()
def prepare_batch(filename="train-batch.pt"):
file = hf_hub_download(repo_id="kashif/tourism-monthly-batch", filename=filename, repo_type="dataset")
batch = torch.load(file, map_location=torch_device)
return batch
@require_torch
@slow
class InformerModelIntegrationTests(unittest.TestCase):
def test_inference_no_head(self):
model = InformerModel.from_pretrained("huggingface/informer-tourism-monthly").to(torch_device)
batch = prepare_batch()
torch.manual_seed(0)
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"],
).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(
[[0.4699, 0.7295, 0.8967], [0.4858, 0.3810, 0.9641], [-0.0233, 0.3608, 1.0303]],
device=torch_device,
)
self.assertTrue(torch.allclose(output[0, :3, :3], expected_slice, atol=TOLERANCE))
def test_inference_head(self):
model = InformerForPrediction.from_pretrained("huggingface/informer-tourism-monthly").to(torch_device)
batch = prepare_batch("val-batch.pt")
torch.manual_seed(0)
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_time_features=batch["future_time_features"],
).encoder_last_hidden_state
# encoder distils the context length to 1/8th of the original length
expected_shape = torch.Size((64, model.config.context_length // 8, model.config.d_model))
self.assertEqual(output.shape, expected_shape)
expected_slice = torch.tensor(
[[0.4170, 0.9067, 0.8153], [0.3004, 0.7574, 0.7066], [0.6803, -0.6323, 1.2802]], device=torch_device
)
self.assertTrue(torch.allclose(output[0, :3, :3], expected_slice, atol=TOLERANCE))
def test_seq_to_seq_generation(self):
model = InformerForPrediction.from_pretrained("huggingface/informer-tourism-monthly").to(torch_device)
batch = prepare_batch("val-batch.pt")
torch.manual_seed(0)
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([3400.8005, 4289.2637, 7101.9209], device=torch_device)
mean_prediction = outputs.sequences.mean(dim=1)
self.assertTrue(torch.allclose(mean_prediction[0, -3:], expected_slice, rtol=1e-1))

View File

@@ -69,6 +69,10 @@ SPECIAL_CASES_TO_ALLOW = {
"RetriBertConfig": ["layer_norm_eps"], "RetriBertConfig": ["layer_norm_eps"],
# having default values other than `1e-5` - we can't fix them without breaking # having default values other than `1e-5` - we can't fix them without breaking
"TrajectoryTransformerConfig": ["layer_norm_eps"], "TrajectoryTransformerConfig": ["layer_norm_eps"],
# used internally to calculate the feature size
"InformerConfig": ["num_static_real_features", "num_time_features"],
# used internally to calculate the feature size
"TimeSeriesTransformerConfig": ["num_static_real_features", "num_time_features"],
} }
# TODO (ydshieh): Check the failing cases, try to fix them or move some cases to the above block once we are sure # TODO (ydshieh): Check the failing cases, try to fix them or move some cases to the above block once we are sure
@@ -97,7 +101,6 @@ SPECIAL_CASES_TO_ALLOW.update(
"SwitchTransformersConfig": True, "SwitchTransformersConfig": True,
"TableTransformerConfig": True, "TableTransformerConfig": True,
"TapasConfig": True, "TapasConfig": True,
"TimeSeriesTransformerConfig": True,
"TrajectoryTransformerConfig": True, "TrajectoryTransformerConfig": True,
"TransfoXLConfig": True, "TransfoXLConfig": True,
"UniSpeechConfig": True, "UniSpeechConfig": True,

View File

@@ -68,6 +68,8 @@ IGNORE_NON_TESTED = PRIVATE_MODELS.copy() + [
"TableTransformerDecoder", # Building part of bigger (tested) model. "TableTransformerDecoder", # Building part of bigger (tested) model.
"TimeSeriesTransformerEncoder", # Building part of bigger (tested) model. "TimeSeriesTransformerEncoder", # Building part of bigger (tested) model.
"TimeSeriesTransformerDecoder", # Building part of bigger (tested) model. "TimeSeriesTransformerDecoder", # Building part of bigger (tested) model.
"InformerEncoder", # Building part of bigger (tested) model.
"InformerDecoder", # Building part of bigger (tested) model.
"JukeboxVQVAE", # Building part of bigger (tested) model. "JukeboxVQVAE", # Building part of bigger (tested) model.
"JukeboxPrior", # Building part of bigger (tested) model. "JukeboxPrior", # Building part of bigger (tested) model.
"DeformableDetrEncoder", # Building part of bigger (tested) model. "DeformableDetrEncoder", # Building part of bigger (tested) model.
@@ -208,6 +210,7 @@ IGNORE_NON_AUTO_CONFIGURED = PRIVATE_MODELS.copy() + [
"EsmForProteinFolding", "EsmForProteinFolding",
"GPTSanJapaneseModel", "GPTSanJapaneseModel",
"TimeSeriesTransformerForPrediction", "TimeSeriesTransformerForPrediction",
"InformerForPrediction",
"JukeboxVQVAE", "JukeboxVQVAE",
"JukeboxPrior", "JukeboxPrior",
"PegasusXEncoder", "PegasusXEncoder",