autodl-projects/lib/trade_models/transformers.py
2021-03-21 20:52:22 +08:00

210 lines
7.7 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
import spaces
from xlayers import trunc_normal_
from xlayers import super_core
__all__ = ["DefaultSearchSpace"]
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_max_depth = 5
DefaultSearchSpace = dict(
d_feat=6,
stem_dim=spaces.Categorical(*_get_list_mul(8, 16)),
embed_dims=_get_mul_specs(_get_list_mul(8, 16), _default_max_depth),
num_heads=_get_mul_specs((1, 2, 4, 8), _default_max_depth),
mlp_hidden_multipliers=_get_mul_specs((0.5, 1, 2, 4, 8), _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,
stem_dim: super_core.IntSpaceType = DefaultSearchSpace["stem_dim"],
embed_dims: List[super_core.IntSpaceType] = DefaultSearchSpace["embed_dims"],
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_dims = embed_dims
self._stem_dim = stem_dim
self._num_heads = num_heads
self._mlp_hidden_multipliers = mlp_hidden_multipliers
# the stem part
self.input_embed = super_core.SuperAlphaEBDv1(d_feat, stem_dim)
self.cls_token = nn.Parameter(torch.zeros(1, 1, self.stem_dim))
self.pos_embed = super_core.SuperPositionalEncoder(
d_model=stem_dim, max_seq_len=max_seq_len, dropout=pos_drop
)
# build the transformer encode layers -->> check params
_assert_types(embed_dims, (tuple, list))
_assert_types(num_heads, (tuple, list))
_assert_types(mlp_hidden_multipliers, (tuple, list))
num_layers = len(embed_dims)
assert (
num_layers == len(num_heads) == len(mlp_hidden_multipliers)
), "{:} vs {:} vs {:}".format(
num_layers, len(num_heads), len(mlp_hidden_multipliers)
)
# build the transformer encode layers -->> backbone
layers, input_dim = [], stem_dim
for embed_dim, num_head, mlp_hidden_multiplier in zip(
embed_dims, num_heads, mlp_hidden_multipliers
):
layer = super_core.SuperTransformerEncoderLayer(
input_dim,
embed_dim,
num_head,
qkv_bias,
mlp_hidden_multiplier,
other_drop,
)
layers.append(layer)
input_dim = embed_dim
self.backbone = super_core.SuperSequential(*layers)
# the regression head
self.head = super_core.SuperLinear(self._embed_dims[-1], 1)
trunc_normal_(self.cls_token, std=0.02)
self.apply(self._init_weights)
@property
def stem_dim(self):
return spaces.get_max(self._stem_dim)
@property
def abstract_search_space(self):
root_node = spaces.VirtualNode(id(self))
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,
)
if not spaces.is_determined(self._stem_dim):
root_node.append("_stem_dim", self._stem_dim.abstract(reuse_last=True))
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):
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):
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._stem_dim):
stem_dim = self.abstract_child["_stem_dim"].value
else:
stem_dim = spaces.get_determined_value(self._stem_dim)
cls_tokens = self.cls_token.expand(batch, -1, -1)
cls_tokens = F.interpolate(cls_tokens, size=(stem_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 = TransformerModel(
d_feat=config.get("d_feat"),
embed_dim=config.get("embed_dim"),
depth=config.get("depth"),
num_heads=config.get("num_heads"),
mlp_ratio=config.get("mlp_ratio"),
qkv_bias=config.get("qkv_bias"),
qk_scale=config.get("qkv_scale"),
pos_drop=config.get("pos_drop"),
mlp_drop_rate=config.get("mlp_drop_rate"),
attn_drop_rate=config.get("attn_drop_rate"),
drop_path_rate=config.get("drop_path_rate"),
norm_layer=config.get("norm_layer", None),
)
else:
raise ValueError("Unknown model name: {:}".format(name))
return model