Informer是一种用于时间序列预测的模型，它可以处理多变量和多步预测问题。下面是使用PyTorch实现Informer模型的步骤：
1. 安装依赖库
```python
!pip install torch
!pip install tqdm
!pip install numpy
!pip install pandas
!pip install matplotlib
!pip install sklearn
```
2. 导入必要的库
```python
import torch
import torch.nn as nn
import torch.nn.functional as F
import numpy as np
import pandas as pd
from tqdm import tqdm
import matplotlib.pyplot as plt
from sklearn.preprocessing import StandardScaler
```
3. 定义Informer模型
```python
class Encoder(nn.Module):
def __init__(self, input_size, hidden_size, num_heads, seq_len):
super(Encoder, self).__init__()
self.input_size = input_size
self.hidden_size = hidden_size
self.num_heads = num_heads
self.seq_len = seq_len
self.multihead_attn = nn.MultiheadAttention(hidden_size, num_heads)
self.layer_norm1 = nn.LayerNorm(hidden_size)
self.pos_ffn = nn.Linear(hidden_size, hidden_size * 4)
self.layer_norm2 = nn.LayerNorm(hidden_size)
def forward(self, x):
residual = x
x = x.permute(1, 0, 2)
attn_output, _ = self.multihead_attn(x, x, x)
x = self.layer_norm1(residual + attn_output.permute(1, 0, 2))
residual = x
x = self.pos_ffn(x)
x = F.gelu(x)
x = self.pos_ffn(x)
x = self.layer_norm2(residual + x)
return x
class Decoder(nn.Module):
def __init__(self, input_size, hidden_size, num_heads, seq_len):
super(Decoder, self).__init__()
self.input_size = input_size
self.hidden_size = hidden_size
self.num_heads = num_heads
self.seq_len = seq_len
self.masked_multihead_attn = nn.MultiheadAttention(hidden_size, num_heads)
self.layer_norm1 = nn.LayerNorm(hidden_size)
self.multihead_attn = nn.MultiheadAttention(hidden_size, num_heads)
self.layer_norm2 = nn.LayerNorm(hidden_size)
self.pos_ffn = nn.Linear(hidden_size, hidden_size * 4)
self.layer_norm3 = nn.LayerNorm(hidden_size)
def forward(self, x, encoder_output):
residual = x
x = x.permute(1, 0, 2)
attn_output, _ = self.masked_multihead_attn(x, x, x, attn_mask=self._get_mask(x))
x = self.layer_norm1(residual + attn_output.permute(1, 0, 2))
residual = x
x = self.multihead_attn(x, encoder_output, encoder_output)
x = self.layer_norm2(residual + x)
residual = x
x = self.pos_ffn(x)
x = F.gelu(x)
x = self.pos_ffn(x)
x = self.layer_norm3(residual + x)
return x
def _get_mask(self, x):
mask = torch.ones(self.seq_len, self.seq_len).to(x.device)
mask = torch.tril(mask)
return mask
class Informer(nn.Module):
def __init__(self, input_size, output_size, hidden_size, num_encoder_layers, num_decoder_layers, num_heads, seq_len):
super(Informer, self).__init__()
self.input_size = input_size
self.output_size = output_size
self.hidden_size = hidden_size
self.num_encoder_layers = num_encoder_layers
self.num_decoder_layers = num_decoder_layers
self.num_heads = num_heads
self.seq_len = seq_len
self.encoder_layers = nn.ModuleList()
self.decoder_layers = nn.ModuleList()
for i in range(num_encoder_layers):
self.encoder_layers.append(Encoder(input_size, hidden_size, num_heads, seq_len))
for i in range(num_decoder_layers):
self.decoder_layers.append(Decoder(input_size, hidden_size, num_heads, seq_len))
self.linear = nn.Linear(hidden_size, output_size)
def forward(self, x):
encoder_output = x
for encoder_layer in self.encoder_layers:
encoder_output = encoder_layer(encoder_output)
decoder_output = x[:, -1:, :]
for decoder_layer in self.decoder_layers:
decoder_output = decoder_layer(decoder_output, encoder_output)
output = self.linear(decoder_output[:, -1:, :])
return output
```
4. 定义数据预处理函数
```python
def prepare_data(data, seq_len, train_ratio):
data = data.values
scaler = StandardScaler()
data = scaler.fit_transform(data)
data_x = []
data_y = []
for i in range(len(data) - seq_len):
data_x.append(data[i:i+seq_len])
data_y.append(data[i+seq_len])
data_x = np.array(data_x)
data_y = np.array(data_y)
train_size = int(len(data_x) * train_ratio)
train_x = data_x[:train_size, :, :]
train_y = data_y[:train_size, :]
test_x = data_x[train_size:, :, :]
test_y = data_y[train_size:, :]
return train_x, train_y, test_x, test_y, scaler
```
5. 定义训练函数
```python
def train(model, train_x, train_y, test_x, test_y, epochs, lr):
optimizer = torch.optim.Adam(model.parameters(), lr=lr)
loss_func = nn.MSELoss()
train_loss_list = []
test_loss_list = []
for epoch in tqdm(range(epochs)):
model.train()
train_loss = 0
for i in range(train_x.shape[0]):
optimizer.zero_grad()
x = torch.Tensor(train_x[i]).unsqueeze(0)
y = torch.Tensor(train_y[i]).unsqueeze(0)
output = model(x)
loss = loss_func(output, y)
loss.backward()
optimizer.step()
train_loss += loss.item()
train_loss /= train_x.shape[0]
train_loss_list.append(train_loss)
model.eval()
test_loss = 0
with torch.no_grad():
for i in range(test_x.shape[0]):
x = torch.Tensor(test_x[i]).unsqueeze(0)
y = torch.Tensor(test_y[i]).unsqueeze(0)
output = model(x)
loss = loss_func(output, y)
test_loss += loss.item()
test_loss /= test_x.shape[0]
test_loss_list.append(test_loss)
print('Epoch [{}/{}], train loss: {:.4f}, test loss: {:.4f}'.format(epoch+1, epochs, train_loss, test_loss))
return train_loss_list, test_loss_list
```
6. 载入数据集并调用训练函数
```python
data = pd.read_csv('data.csv', index_col=0)
train_x, train_y, test_x, test_y, scaler = prepare_data(data, seq_len=96, train_ratio=0.8)
model = Informer(input_size=train_x.shape[-1], output_size=train_y.shape[-1], hidden_size=256, num_encoder_layers=2, num_decoder_layers=2, num_heads=8, seq_len=96)
train_loss_list, test_loss_list = train(model, train_x, train_y, test_x, test_y, epochs=50, lr=0.001)
```
7. 绘制损失曲线
```python
plt.plot(train_loss_list, label='train loss')
plt.plot(test_loss_list, label='test loss')
plt.legend()
plt.show()
```
这样就可以使用PyTorch实现Informer模型了。
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