Table Of Contents
Table Of Contents

Source code for gluonts.block.cnn

# Copyright 2018, 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.
# A copy of the License is located at
# or in the "license" file accompanying this file. This file is distributed
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.

# Standard library imports
from typing import Optional, Union, List, Tuple

# Third-party imports
from mxnet import gluon
from mxnet.gluon import nn

# First-party imports
from gluonts.model.common import Tensor

[docs]class CausalConv1D(gluon.HybridBlock): """ 1D causal temporal convolution, where the term causal means that output[t] does not depend on input[t+1:]. Notice that Conv1D is not implemented in Gluon. This is the basic structure used in Wavenet [ODZ+16]_ and Temporal Convolution Network [BKK18]_. The output has the same shape as the input, while we always left-pad zeros. Parameters ---------- channels The dimensionality of the output space, i.e. the number of output channels (filters) in the convolution. kernel_size Specifies the dimensions of the convolution window. dilation Specifies the dilation rate to use for dilated convolution. activation Activation function to use. See :func:`~mxnet.ndarray.Activation`. If you don't specify anything, no activation is applied (ie. "linear" activation: `a(x) = x`). """ def __init__( self, channels: int, kernel_size: int, dilation: int = 1, activation: Optional[str] = "relu", **kwargs, ): super(CausalConv1D, self).__init__(**kwargs) self.dilation = dilation self.kernel_size = kernel_size self.padding = dilation * (kernel_size - 1) self.conv1d = nn.Conv1D( channels=channels, kernel_size=kernel_size, dilation=dilation, padding=self.padding, activation=activation, **kwargs, ) # noinspection PyMethodOverriding
[docs] def hybrid_forward(self, F, data: Tensor) -> Tensor: """ In Gluon's conv1D implementation, input has dimension NCW where N is batch_size, C is channel, and W is time (sequence_length). Parameters ---------- data Shape (batch_size, num_features, sequence_length) Returns ------- Tensor causal conv1d output. Shape (batch_size, num_features, sequence_length) """ ct = self.conv1d(data) if self.kernel_size > 0: ct = F.slice_axis(ct, axis=2, begin=0, end=-self.padding) return ct
[docs]class DilatedCausalGated(gluon.HybridBlock): """ 1D convolution with Gated mechanism, see the Wavenet papers described above. Parameters ---------- inner_channels The dimensionality of the intermediate space out_channels The dimensionality of the output space kernel_size Specifies the dimensions of the convolution window. dilation Specifies the dilation rate to use for dilated convolution. """ def __init__( self, inner_channels: int, out_channels: int, kernel_size: Union[int, Tuple[int], List[int]], dilation: Union[int, Tuple[int], List[int]], **kwargs, ) -> None: super(DilatedCausalGated, self).__init__(**kwargs) with self.name_scope(): self.conv1 = CausalConv1D( channels=inner_channels, kernel_size=kernel_size, dilation=dilation, activation="tanh", ) self.conv2 = CausalConv1D( channels=inner_channels, kernel_size=kernel_size, dilation=dilation, activation="sigmoid", ) self.output_conv = gluon.nn.Conv1D( channels=out_channels, kernel_size=1 ) # noinspection PyMethodOverriding
[docs] def hybrid_forward(self, F, x: Tensor) -> Tensor: """ Compute the 1D convolution with Gated mechanism. Parameters ---------- x input features, shape (batch_size, num_features, sequence_length) Returns ------- Tensor output, shape (batch_size, num_features, sequence_length) """ x1 = self.conv1(x) x2 = self.conv2(x) return self.output_conv(x1 * x2)
[docs]class ResidualSequential(gluon.nn.HybridSequential): """ Adding residual connection to each layer of the hybrid sequential blocks """ def __init__(self, **kwargs): super(ResidualSequential, self).__init__(**kwargs) # noinspection PyMethodOverriding
[docs] def hybrid_forward(self, F, x: Tensor) -> Tensor: """ Parameters ---------- F A module that can either refer to the Symbol API or the NDArray API in MXNet. x input tensor Returns ------- Tensor output of the ResidualSequential """ outs = [] for i, block in enumerate(self._children.values()): out = block(x) outs.append(out) if i == 0: x = out else: x = x + out return sum(outs)