autodl-projects/xautodl/trade_models/transformers.py
2021-08-14 16:01:07 -07:00

200 lines
7.2 KiB
Python

#####################################################
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021.03 #
#####################################################
from __future__ import division
from __future__ import print_function
import math
from functools import partial
from typing import Optional, Text, List
import torch
import torch.nn as nn
import torch.nn.functional as F
from xautodl import spaces
from xautodl.xlayers import weight_init
from xautodl.xlayers import super_core
__all__ = ["DefaultSearchSpace", "DEFAULT_NET_CONFIG", "get_transformer"]
def _get_mul_specs(candidates, num):
results = []
for i in range(num):
results.append(spaces.Categorical(*candidates))
return results
def _get_list_mul(num, multipler):
results = []
for i in range(1, num + 1):
results.append(i * multipler)
return results
def _assert_types(x, expected_types):
if not isinstance(x, expected_types):
raise TypeError(
"The type [{:}] is expected to be {:}.".format(type(x), expected_types)
)
DEFAULT_NET_CONFIG = None
_default_max_depth = 6
DefaultSearchSpace = dict(
d_feat=6,
embed_dim=32,
# embed_dim=spaces.Categorical(*_get_list_mul(8, 16)),
num_heads=[4] * _default_max_depth,
mlp_hidden_multipliers=[4] * _default_max_depth,
qkv_bias=True,
pos_drop=0.0,
other_drop=0.0,
)
class SuperTransformer(super_core.SuperModule):
"""The super model for transformer."""
def __init__(
self,
d_feat: int = 6,
embed_dim: List[super_core.IntSpaceType] = DefaultSearchSpace["embed_dim"],
num_heads: List[super_core.IntSpaceType] = DefaultSearchSpace["num_heads"],
mlp_hidden_multipliers: List[super_core.IntSpaceType] = DefaultSearchSpace[
"mlp_hidden_multipliers"
],
qkv_bias: bool = DefaultSearchSpace["qkv_bias"],
pos_drop: float = DefaultSearchSpace["pos_drop"],
other_drop: float = DefaultSearchSpace["other_drop"],
max_seq_len: int = 65,
):
super(SuperTransformer, self).__init__()
self._embed_dim = embed_dim
self._num_heads = num_heads
self._mlp_hidden_multipliers = mlp_hidden_multipliers
# the stem part
self.input_embed = super_core.SuperAlphaEBDv1(d_feat, embed_dim)
self.cls_token = nn.Parameter(torch.zeros(1, 1, self.embed_dim))
self.pos_embed = super_core.SuperPositionalEncoder(
d_model=embed_dim, max_seq_len=max_seq_len, dropout=pos_drop
)
# build the transformer encode layers -->> check params
_assert_types(num_heads, (tuple, list))
_assert_types(mlp_hidden_multipliers, (tuple, list))
assert len(num_heads) == len(mlp_hidden_multipliers), "{:} vs {:}".format(
len(num_heads), len(mlp_hidden_multipliers)
)
# build the transformer encode layers -->> backbone
layers = []
for num_head, mlp_hidden_multiplier in zip(num_heads, mlp_hidden_multipliers):
layer = super_core.SuperTransformerEncoderLayer(
embed_dim,
num_head,
qkv_bias,
mlp_hidden_multiplier,
other_drop,
)
layers.append(layer)
self.backbone = super_core.SuperSequential(*layers)
# the regression head
self.head = super_core.SuperSequential(
super_core.SuperLayerNorm1D(embed_dim), super_core.SuperLinear(embed_dim, 1)
)
weight_init.trunc_normal_(self.cls_token, std=0.02)
self.apply(self._init_weights)
@property
def embed_dim(self):
return spaces.get_max(self._embed_dim)
@property
def abstract_search_space(self):
root_node = spaces.VirtualNode(id(self))
if not spaces.is_determined(self._embed_dim):
root_node.append("_embed_dim", self._embed_dim.abstract(reuse_last=True))
xdict = dict(
input_embed=self.input_embed.abstract_search_space,
pos_embed=self.pos_embed.abstract_search_space,
backbone=self.backbone.abstract_search_space,
head=self.head.abstract_search_space,
)
for key, space in xdict.items():
if not spaces.is_determined(space):
root_node.append(key, space)
return root_node
def apply_candidate(self, abstract_child: spaces.VirtualNode):
super(SuperTransformer, self).apply_candidate(abstract_child)
xkeys = ("input_embed", "pos_embed", "backbone", "head")
for key in xkeys:
if key in abstract_child:
getattr(self, key).apply_candidate(abstract_child[key])
def _init_weights(self, m):
if isinstance(m, nn.Linear):
weight_init.trunc_normal_(m.weight, std=0.02)
if isinstance(m, nn.Linear) and m.bias is not None:
nn.init.constant_(m.bias, 0)
elif isinstance(m, super_core.SuperLinear):
weight_init.trunc_normal_(m._super_weight, std=0.02)
if m._super_bias is not None:
nn.init.constant_(m._super_bias, 0)
elif isinstance(m, super_core.SuperLayerNorm1D):
nn.init.constant_(m.weight, 1.0)
nn.init.constant_(m.bias, 0)
def forward_candidate(self, input: torch.Tensor) -> torch.Tensor:
batch, flatten_size = input.shape
feats = self.input_embed(input) # batch * 60 * 64
if not spaces.is_determined(self._embed_dim):
embed_dim = self.abstract_child["_embed_dim"].value
else:
embed_dim = spaces.get_determined_value(self._embed_dim)
cls_tokens = self.cls_token.expand(batch, -1, -1)
cls_tokens = F.interpolate(
cls_tokens, size=(embed_dim), mode="linear", align_corners=True
)
feats_w_ct = torch.cat((cls_tokens, feats), dim=1)
feats_w_tp = self.pos_embed(feats_w_ct)
xfeats = self.backbone(feats_w_tp)
xfeats = xfeats[:, 0, :] # use the feature for the first token
predicts = self.head(xfeats).squeeze(-1)
return predicts
def forward_raw(self, input: torch.Tensor) -> torch.Tensor:
batch, flatten_size = input.shape
feats = self.input_embed(input) # batch * 60 * 64
cls_tokens = self.cls_token.expand(batch, -1, -1)
feats_w_ct = torch.cat((cls_tokens, feats), dim=1)
feats_w_tp = self.pos_embed(feats_w_ct)
xfeats = self.backbone(feats_w_tp)
xfeats = xfeats[:, 0, :] # use the feature for the first token
predicts = self.head(xfeats).squeeze(-1)
return predicts
def get_transformer(config):
if config is None:
return SuperTransformer(6)
if not isinstance(config, dict):
raise ValueError("Invalid Configuration: {:}".format(config))
name = config.get("name", "basic")
if name == "basic":
model = SuperTransformer(
d_feat=config.get("d_feat"),
embed_dim=config.get("embed_dim"),
num_heads=config.get("num_heads"),
mlp_hidden_multipliers=config.get("mlp_hidden_multipliers"),
qkv_bias=config.get("qkv_bias"),
pos_drop=config.get("pos_drop"),
other_drop=config.get("other_drop"),
)
else:
raise ValueError("Unknown model name: {:}".format(name))
return model