""" github找的第三方实现的Mtad-Gat源码 由于源码使用了torch.empty,经常导致loss为nan,因此替换为了torch.zeros """ import torch import torch.nn as nn import torch.nn.functional as F import torch.utils.data as tud class ConvLayer(nn.Module): """1-D Convolution layer to extract high-level features of each time-series input :param n_features: Number of input features/nodes :param window_size: length of the input sequence :param kernel_size: size of kernel to use in the convolution operation """ def __init__(self, n_features, kernel_size=7): super(ConvLayer, self).__init__() self.padding = nn.ConstantPad1d((kernel_size - 1) // 2, 0.0) self.conv = nn.Conv1d(in_channels=n_features, out_channels=n_features, kernel_size=kernel_size) self.relu = nn.ReLU() def forward(self, x): x = x.permute(0, 2, 1) x = self.padding(x) x = self.relu(self.conv(x)) return x.permute(0, 2, 1) # Permute back class FeatureAttentionLayer(nn.Module): """Single Graph Feature/Spatial Attention Layer :param n_features: Number of input features/nodes :param window_size: length of the input sequence :param dropout: percentage of nodes to dropout :param alpha: negative slope used in the leaky rely activation function :param embed_dim: embedding dimension (output dimension of linear transformation) :param use_gatv2: whether to use the modified attention mechanism of GATv2 instead of standard GAT :param use_bias: whether to include a bias term in the attention layer """ def __init__(self, n_features, window_size, dropout, alpha, embed_dim=None, use_gatv2=True, use_bias=True): super(FeatureAttentionLayer, self).__init__() self.n_features = n_features self.window_size = window_size self.dropout = dropout self.embed_dim = embed_dim if embed_dim is not None else window_size self.use_gatv2 = use_gatv2 self.num_nodes = n_features self.use_bias = use_bias # Because linear transformation is done after concatenation in GATv2 if self.use_gatv2: self.embed_dim *= 2 lin_input_dim = 2 * window_size a_input_dim = self.embed_dim else: lin_input_dim = window_size a_input_dim = 2 * self.embed_dim self.lin = nn.Linear(lin_input_dim, self.embed_dim) # self.a = nn.Parameter(torch.empty((a_input_dim, 1))) self.a = nn.Parameter(torch.zeros((a_input_dim, 1))) nn.init.xavier_uniform_(self.a.data, gain=1.414) if self.use_bias: # self.bias = nn.Parameter(torch.empty(n_features, n_features)) self.bias = nn.Parameter(torch.zeros(n_features, n_features)) self.leakyrelu = nn.LeakyReLU(alpha) self.sigmoid = nn.Sigmoid() def forward(self, x): # x shape (b, n, k): b - batch size, n - window size, k - number of features # For feature attention we represent a node as the values of a particular feature across all timestamps x = x.permute(0, 2, 1) # 'Dynamic' GAT attention # Proposed by Brody et. al., 2021 (https://arxiv.org/pdf/2105.14491.pdf) # Linear transformation applied after concatenation and attention layer applied after leakyrelu if self.use_gatv2: a_input = self._make_attention_input(x) # (b, k, k, 2*window_size) a_input = self.leakyrelu(self.lin(a_input)) # (b, k, k, embed_dim) e = torch.matmul(a_input, self.a).squeeze(3) # (b, k, k, 1) # Original GAT attention else: Wx = self.lin(x) # (b, k, k, embed_dim) a_input = self._make_attention_input(Wx) # (b, k, k, 2*embed_dim) e = self.leakyrelu(torch.matmul(a_input, self.a)).squeeze(3) # (b, k, k, 1) if self.use_bias: e += self.bias # Attention weights attention = torch.softmax(e, dim=2) attention = torch.dropout(attention, self.dropout, train=self.training) # Computing new node features using the attention h = self.sigmoid(torch.matmul(attention, x)) return h.permute(0, 2, 1) def _make_attention_input(self, v): """Preparing the feature attention mechanism. Creating matrix with all possible combinations of concatenations of node. Each node consists of all values of that node within the window v1 || v1, ... v1 || vK, v2 || v1, ... v2 || vK, ... ... vK || v1, ... vK || vK, """ K = self.num_nodes blocks_repeating = v.repeat_interleave(K, dim=1) # Left-side of the matrix blocks_alternating = v.repeat(1, K, 1) # Right-side of the matrix combined = torch.cat((blocks_repeating, blocks_alternating), dim=2) # (b, K*K, 2*window_size) if self.use_gatv2: return combined.view(v.size(0), K, K, 2 * self.window_size) else: return combined.view(v.size(0), K, K, 2 * self.embed_dim) class TemporalAttentionLayer(nn.Module): """Single Graph Temporal Attention Layer :param n_features: number of input features/nodes :param window_size: length of the input sequence :param dropout: percentage of nodes to dropout :param alpha: negative slope used in the leaky rely activation function :param embed_dim: embedding dimension (output dimension of linear transformation) :param use_gatv2: whether to use the modified attention mechanism of GATv2 instead of standard GAT :param use_bias: whether to include a bias term in the attention layer """ def __init__(self, n_features, window_size, dropout, alpha, embed_dim=None, use_gatv2=True, use_bias=True): super(TemporalAttentionLayer, self).__init__() self.n_features = n_features self.window_size = window_size self.dropout = dropout self.use_gatv2 = use_gatv2 self.embed_dim = embed_dim if embed_dim is not None else n_features self.num_nodes = window_size self.use_bias = use_bias # Because linear transformation is performed after concatenation in GATv2 if self.use_gatv2: self.embed_dim *= 2 lin_input_dim = 2 * n_features a_input_dim = self.embed_dim else: lin_input_dim = n_features a_input_dim = 2 * self.embed_dim self.lin = nn.Linear(lin_input_dim, self.embed_dim) # self.a = nn.Parameter(torch.empty((a_input_dim, 1))) self.a = nn.Parameter(torch.zeros((a_input_dim, 1))) nn.init.xavier_uniform_(self.a.data, gain=1.414) if self.use_bias: # self.bias = nn.Parameter(torch.empty(window_size, window_size)) self.bias = nn.Parameter(torch.zeros(window_size, window_size)) self.leakyrelu = nn.LeakyReLU(alpha) self.sigmoid = nn.Sigmoid() def forward(self, x): # x shape (b, n, k): b - batch size, n - window size, k - number of features # For temporal attention a node is represented as all feature values at a specific timestamp # 'Dynamic' GAT attention # Proposed by Brody et. al., 2021 (https://arxiv.org/pdf/2105.14491.pdf) # Linear transformation applied after concatenation and attention layer applied after leakyrelu if self.use_gatv2: a_input = self._make_attention_input(x) # (b, n, n, 2*n_features) a_input = self.leakyrelu(self.lin(a_input)) # (b, n, n, embed_dim) e = torch.matmul(a_input, self.a).squeeze(3) # (b, n, n, 1) # Original GAT attention else: Wx = self.lin(x) # (b, n, n, embed_dim) a_input = self._make_attention_input(Wx) # (b, n, n, 2*embed_dim) e = self.leakyrelu(torch.matmul(a_input, self.a)).squeeze(3) # (b, n, n, 1) if self.use_bias: e += self.bias # (b, n, n, 1) # Attention weights attention = torch.softmax(e, dim=2) attention = torch.dropout(attention, self.dropout, train=self.training) h = self.sigmoid(torch.matmul(attention, x)) # (b, n, k) return h def _make_attention_input(self, v): """Preparing the temporal attention mechanism. Creating matrix with all possible combinations of concatenations of node values: (v1, v2..)_t1 || (v1, v2..)_t1 (v1, v2..)_t1 || (v1, v2..)_t2 ... ... (v1, v2..)_tn || (v1, v2..)_t1 (v1, v2..)_tn || (v1, v2..)_t2 """ K = self.num_nodes blocks_repeating = v.repeat_interleave(K, dim=1) # Left-side of the matrix blocks_alternating = v.repeat(1, K, 1) # Right-side of the matrix combined = torch.cat((blocks_repeating, blocks_alternating), dim=2) if self.use_gatv2: return combined.view(v.size(0), K, K, 2 * self.n_features) else: return combined.view(v.size(0), K, K, 2 * self.embed_dim) class GRULayer(nn.Module): """Gated Recurrent Unit (GRU) Layer :param in_dim: number of input features :param hid_dim: hidden size of the GRU :param n_layers: number of layers in GRU :param dropout: dropout rate """ def __init__(self, in_dim, hid_dim, n_layers, dropout): super(GRULayer, self).__init__() self.hid_dim = hid_dim self.n_layers = n_layers self.dropout = 0.0 if n_layers == 1 else dropout self.gru = nn.GRU(in_dim, hid_dim, num_layers=n_layers, batch_first=True, dropout=self.dropout) def forward(self, x): out, h = self.gru(x) out, h = out[-1, :, :], h[-1, :, :] # Extracting from last layer return out, h class RNNDecoder(nn.Module): """GRU-based Decoder network that converts latent vector into output :param in_dim: number of input features :param n_layers: number of layers in RNN :param hid_dim: hidden size of the RNN :param dropout: dropout rate """ def __init__(self, in_dim, hid_dim, n_layers, dropout): super(RNNDecoder, self).__init__() self.in_dim = in_dim self.dropout = 0.0 if n_layers == 1 else dropout self.rnn = nn.GRU(in_dim, hid_dim, n_layers, batch_first=True, dropout=self.dropout) def forward(self, x): decoder_out, _ = self.rnn(x) return decoder_out class ReconstructionModel(nn.Module): """Reconstruction Model :param window_size: length of the input sequence :param in_dim: number of input features :param n_layers: number of layers in RNN :param hid_dim: hidden size of the RNN :param in_dim: number of output features :param dropout: dropout rate """ def __init__(self, window_size, in_dim, hid_dim, out_dim, n_layers, dropout): super(ReconstructionModel, self).__init__() self.window_size = window_size self.decoder = RNNDecoder(in_dim, hid_dim, n_layers, dropout) self.fc = nn.Linear(hid_dim, out_dim) def forward(self, x): # x will be last hidden state of the GRU layer h_end = x h_end_rep = h_end.repeat_interleave(self.window_size, dim=1).view(x.size(0), self.window_size, -1) decoder_out = self.decoder(h_end_rep) out = self.fc(decoder_out) return out class Forecasting_Model(nn.Module): """Forecasting model (fully-connected network) :param in_dim: number of input features :param hid_dim: hidden size of the FC network :param out_dim: number of output features :param n_layers: number of FC layers :param dropout: dropout rate """ def __init__(self, in_dim, hid_dim, out_dim, n_layers, dropout): super(Forecasting_Model, self).__init__() layers = [nn.Linear(in_dim, hid_dim)] for _ in range(n_layers - 1): layers.append(nn.Linear(hid_dim, hid_dim)) layers.append(nn.Linear(hid_dim, out_dim)) self.layers = nn.ModuleList(layers) self.dropout = nn.Dropout(dropout) self.relu = nn.ReLU() def forward(self, x): for i in range(len(self.layers) - 1): x = self.relu(self.layers[i](x)) x = self.dropout(x) return self.layers[-1](x) class Model(nn.Module): """ MTAD_GAT model class. :param n_features: Number of input features :param window_size: Length of the input sequence :param out_dim: Number of features to output :param kernel_size: size of kernel to use in the 1-D convolution :param feat_gat_embed_dim: embedding dimension (output dimension of linear transformation) in feat-oriented GAT layer :param time_gat_embed_dim: embedding dimension (output dimension of linear transformation) in time-oriented GAT layer :param use_gatv2: whether to use the modified attention mechanism of GATv2 instead of standard GAT :param gru_n_layers: number of layers in the GRU layer :param gru_hid_dim: hidden dimension in the GRU layer :param forecast_n_layers: number of layers in the FC-based Forecasting Model :param forecast_hid_dim: hidden dimension in the FC-based Forecasting Model :param recon_n_layers: number of layers in the GRU-based Reconstruction Model :param recon_hid_dim: hidden dimension in the GRU-based Reconstruction Model :param dropout: dropout rate :param alpha: negative slope used in the leaky rely activation function """ def __init__(self, customs: {}, dataloader: tud.DataLoader): super(Model, self).__init__() n_features = dataloader.dataset.train_inputs.shape[-1] window_size = int(customs["input_size"]) out_dim = n_features kernel_size = 7 feat_gat_embed_dim = None time_gat_embed_dim = None use_gatv2 = True gru_n_layers = 1 gru_hid_dim = 150 forecast_n_layers = 1 forecast_hid_dim = 150 recon_n_layers = 1 recon_hid_dim = 150 dropout = 0.2 alpha = 0.2 self.name = "MtadGat" self.conv = ConvLayer(n_features, kernel_size) self.feature_gat = FeatureAttentionLayer( n_features, window_size, dropout, alpha, feat_gat_embed_dim, use_gatv2) self.temporal_gat = TemporalAttentionLayer(n_features, window_size, dropout, alpha, time_gat_embed_dim, use_gatv2) self.gru = GRULayer(3 * n_features, gru_hid_dim, gru_n_layers, dropout) self.forecasting_model = Forecasting_Model( gru_hid_dim, forecast_hid_dim, out_dim, forecast_n_layers, dropout) self.recon_model = ReconstructionModel(window_size, gru_hid_dim, recon_hid_dim, out_dim, recon_n_layers, dropout) def forward(self, x): # x shape (b, n, k): b - batch size, n - window size, k - number of features x = self.conv(x) h_feat = self.feature_gat(x) h_temp = self.temporal_gat(x) h_cat = torch.cat([x, h_feat, h_temp], dim=2) # (b, n, 3k) _, h_end = self.gru(h_cat) h_end = h_end.view(x.shape[0], -1) # Hidden state for last timestamp predictions = self.forecasting_model(h_end) recons = self.recon_model(h_end) return predictions, recons def loss(self, x, y_true, epoch: int = None, device: str = "cpu"): preds, recons = self.forward(x) if preds.ndim == 3: preds = preds.squeeze(1) if y_true.ndim == 3: y_true = y_true.squeeze(1) forecast_criterion = nn.MSELoss() recon_criterion = nn.MSELoss() forecast_loss = torch.sqrt(forecast_criterion(y_true, preds)) recon_loss = torch.sqrt(recon_criterion(x, recons)) loss = forecast_loss + recon_loss loss.backward() return loss.item() def detection(self, x, y_true, epoch: int = None, device: str = "cpu"): preds, recons = self.forward(x) score = F.pairwise_distance(recons.reshape(recons.size(0), -1), x.reshape(x.size(0), -1)) + \ F.pairwise_distance(y_true.reshape(y_true.size(0), -1), preds.reshape(preds.size(0), -1)) return score, None