Time Series Forecasting
Transformers
Safetensors
sundial
text-generation
time series
time-series
forecasting
foundation models
pretrained models
generative models
time series foundation models
custom_code
Instructions to use thuml/sundial-base-128m with libraries, inference providers, notebooks, and local apps. Follow these links to get started.
- Libraries
- Transformers
How to use thuml/sundial-base-128m with Transformers:
# Load model directly from transformers import AutoModelForCausalLM model = AutoModelForCausalLM.from_pretrained("thuml/sundial-base-128m", trust_remote_code=True, device_map="auto") - Notebooks
- Google Colab
- Kaggle
| from typing import Optional, Tuple, List, Union | |
| import torch | |
| from torch import nn | |
| import torch.nn.functional as F | |
| from transformers import PreTrainedModel, Cache, DynamicCache | |
| from transformers.activations import ACT2FN | |
| from transformers.modeling_attn_mask_utils import _prepare_4d_causal_attention_mask | |
| from transformers.modeling_outputs import MoeModelOutputWithPast, MoeCausalLMOutputWithPast | |
| from .configuration_sundial import SundialConfig | |
| from .ts_generation_mixin import TSGenerationMixin | |
| from .flow_loss import FlowLoss | |
| def rotate_half(x): | |
| x1 = x[..., : x.shape[-1] // 2] | |
| x2 = x[..., x.shape[-1] // 2:] | |
| return torch.cat((-x2, x1), dim=-1) | |
| def apply_rotary_pos_emb(q, k, cos, sin, position_ids, unsqueeze_dim=1): | |
| cos = cos[position_ids].unsqueeze(unsqueeze_dim) | |
| sin = sin[position_ids].unsqueeze(unsqueeze_dim) | |
| q_embed = (q * cos) + (rotate_half(q) * sin) | |
| k_embed = (k * cos) + (rotate_half(k) * sin) | |
| return q_embed, k_embed | |
| class SundialPatchEmbedding(nn.Module): | |
| def __init__(self, config: SundialConfig): | |
| super().__init__() | |
| self.dropout = nn.Dropout(config.dropout_rate) | |
| self.hidden_layer = nn.Linear( | |
| config.input_token_len * 2, config.intermediate_size) | |
| self.act = ACT2FN[config.hidden_act] | |
| self.output_layer = nn.Linear( | |
| config.intermediate_size, config.hidden_size) | |
| self.residual_layer = nn.Linear( | |
| config.input_token_len * 2, config.hidden_size) | |
| self.input_token_len = config.input_token_len | |
| def forward(self, x): | |
| mask = torch.ones_like(x, dtype=torch.float32) | |
| input_length = x.shape[-1] | |
| padding_length = (self.input_token_len - (input_length % | |
| self.input_token_len)) % self.input_token_len | |
| x = F.pad(x, (padding_length, 0)) | |
| mask = F.pad(mask, (padding_length, 0)) | |
| x = x.unfold(dimension=-1, size=self.input_token_len, | |
| step=self.input_token_len) | |
| mask = mask.unfold( | |
| dimension=-1, size=self.input_token_len, step=self.input_token_len) | |
| x = torch.cat([x, mask], dim=-1) | |
| hid = self.act(self.hidden_layer(x)) | |
| out = self.dropout(self.output_layer(hid)) | |
| res = self.residual_layer(x) | |
| out = out + res | |
| return out | |
| class SundialRotaryEmbedding(torch.nn.Module): | |
| def __init__(self, dim, max_position_embeddings=10000, base=10000, device=None): | |
| super().__init__() | |
| self.dim = dim | |
| self.max_position_embeddings = max_position_embeddings | |
| self.base = base | |
| inv_freq = 1.0 / (self.base ** (torch.arange(0, self.dim, | |
| 2, dtype=torch.int64).float().to(device) / self.dim)) | |
| self.register_buffer("inv_freq", inv_freq, persistent=False) | |
| # Build here to make `torch.jit.trace` work. | |
| self._set_cos_sin_cache( | |
| seq_len=max_position_embeddings, device=self.inv_freq.device, dtype=torch.get_default_dtype() | |
| ) | |
| def _set_cos_sin_cache(self, seq_len, device, dtype): | |
| self.max_seq_len_cached = seq_len | |
| t = torch.arange(self.max_seq_len_cached, device=device, | |
| dtype=torch.int64).type_as(self.inv_freq) | |
| freqs = torch.outer(t, self.inv_freq) | |
| # Different from paper, but it uses a different permutation in order to obtain the same calculation | |
| emb = torch.cat((freqs, freqs), dim=-1) | |
| self.register_buffer( | |
| "cos_cached", emb.cos().to(dtype), persistent=False) | |
| self.register_buffer( | |
| "sin_cached", emb.sin().to(dtype), persistent=False) | |
| def forward(self, x, seq_len=None): | |
| # x: [bs, num_attention_heads, seq_len, head_size] | |
| if seq_len > self.max_seq_len_cached: | |
| self._set_cos_sin_cache( | |
| seq_len=seq_len, device=x.device, dtype=x.dtype) | |
| return ( | |
| self.cos_cached[:seq_len].to(dtype=x.dtype), | |
| self.sin_cached[:seq_len].to(dtype=x.dtype), | |
| ) | |
| class SundialAttention(nn.Module): | |
| def __init__(self, config: SundialConfig, layer_idx: Optional[int] = None): | |
| super().__init__() | |
| self.layer_idx = layer_idx | |
| self.hidden_size = config.hidden_size | |
| self.num_heads = config.num_attention_heads | |
| self.head_dim = self.hidden_size // self.num_heads | |
| self.attention_dropout = config.dropout_rate | |
| self.q_proj = nn.Linear(self.hidden_size, self.hidden_size, bias=True) | |
| self.k_proj = nn.Linear(self.hidden_size, self.hidden_size, bias=True) | |
| self.v_proj = nn.Linear(self.hidden_size, self.hidden_size, bias=True) | |
| self.o_proj = nn.Linear(self.hidden_size, self.hidden_size, bias=False) | |
| self.rotary_emb = SundialRotaryEmbedding( | |
| self.head_dim, max_position_embeddings=config.max_position_embeddings) | |
| def forward( | |
| self, | |
| hidden_states: torch.Tensor, | |
| attention_mask: Optional[torch.Tensor] = None, | |
| position_ids: Optional[torch.LongTensor] = None, | |
| past_key_value: Optional[Cache] = None, | |
| output_attentions: bool = False, | |
| **kwargs, | |
| ) -> Tuple[torch.Tensor, Optional[torch.Tensor], Optional[Tuple[torch.Tensor]]]: | |
| bsz, q_len, _ = hidden_states.size() | |
| query_states = self.q_proj(hidden_states) | |
| key_states = self.k_proj(hidden_states) | |
| value_states = self.v_proj(hidden_states) | |
| query_states = query_states.view( | |
| bsz, q_len, self.num_heads, self.head_dim).transpose(1, 2) | |
| key_states = key_states.view( | |
| bsz, q_len, self.num_heads, self.head_dim).transpose(1, 2) | |
| value_states = value_states.view( | |
| bsz, q_len, self.num_heads, self.head_dim).transpose(1, 2) | |
| kv_seq_len = key_states.shape[-2] | |
| if past_key_value is not None: | |
| kv_seq_len += past_key_value.get_usable_length( | |
| kv_seq_len, self.layer_idx) | |
| cos, sin = self.rotary_emb(value_states, seq_len=kv_seq_len) | |
| query_states, key_states = apply_rotary_pos_emb( | |
| query_states, key_states, cos, sin, position_ids) | |
| if past_key_value is not None: | |
| key_states, value_states = past_key_value.update( | |
| key_states, value_states, self.layer_idx) | |
| attn_output = F.scaled_dot_product_attention( | |
| query_states, key_states, value_states, attention_mask, dropout_p=(self.attention_dropout if self.training else 0.0)) | |
| attn_output = attn_output.transpose(1, 2).contiguous() | |
| attn_output = attn_output.reshape(bsz, q_len, self.hidden_size) | |
| attn_output = self.o_proj(attn_output) | |
| if not output_attentions: | |
| attn_weights = None | |
| return attn_output, attn_weights, past_key_value | |
| class SundialMLP(nn.Module): | |
| def __init__(self, hidden_size: int, intermediate_size: int, hidden_act: str): | |
| super().__init__() | |
| self.hidden_size = hidden_size | |
| self.intermediate_size = intermediate_size | |
| self.gate_proj = nn.Linear( | |
| self.hidden_size, self.intermediate_size, bias=False) | |
| self.up_proj = nn.Linear( | |
| self.hidden_size, self.intermediate_size, bias=False) | |
| self.down_proj = nn.Linear( | |
| self.intermediate_size, self.hidden_size, bias=False) | |
| self.act_fn = ACT2FN[hidden_act] | |
| def forward(self, hidden_state): | |
| return self.down_proj(self.act_fn(self.gate_proj(hidden_state)) * self.up_proj(hidden_state)) | |
| class SundialDecoderLayer(nn.Module): | |
| def __init__(self, config: SundialConfig, layer_idx: int): | |
| super().__init__() | |
| self.self_attn = SundialAttention(config, layer_idx) | |
| self.ffn_layer = SundialMLP( | |
| hidden_size=config.hidden_size, | |
| intermediate_size=config.intermediate_size, | |
| hidden_act=config.hidden_act, | |
| ) | |
| self.norm1 = torch.nn.LayerNorm(config.hidden_size) | |
| self.norm2 = torch.nn.LayerNorm(config.hidden_size) | |
| def forward( | |
| self, | |
| hidden_states: torch.Tensor, | |
| attention_mask: Optional[torch.Tensor] = None, | |
| position_ids: Optional[torch.LongTensor] = None, | |
| past_key_value: Optional[Tuple[torch.Tensor]] = None, | |
| output_attentions: Optional[bool] = False, | |
| use_cache: Optional[bool] = False, | |
| **kwargs, | |
| ) -> Tuple[torch.FloatTensor, torch.FloatTensor, Optional[torch.FloatTensor], Optional[torch.FloatTensor]]: | |
| residual = hidden_states | |
| hidden_states = self.norm1(hidden_states) | |
| # Self Attention | |
| hidden_states, self_attn_weights, present_key_value = self.self_attn( | |
| hidden_states=hidden_states, | |
| attention_mask=attention_mask, | |
| position_ids=position_ids, | |
| past_key_value=past_key_value, | |
| output_attentions=output_attentions, | |
| use_cache=use_cache, | |
| ) | |
| hidden_states = residual + hidden_states | |
| # Fully Connected | |
| residual = hidden_states | |
| hidden_states = self.norm2(hidden_states) | |
| hidden_states = self.ffn_layer(hidden_states) | |
| hidden_states = residual + hidden_states | |
| if not output_attentions: | |
| self_attn_weights = None | |
| if not use_cache: | |
| present_key_value = None | |
| return hidden_states, self_attn_weights, present_key_value | |
| class SundialPreTrainedModel(PreTrainedModel): | |
| config_class = SundialConfig | |
| base_model_prefix = "model" | |
| supports_gradient_checkpointing = True | |
| _no_split_modules = ["SundialDecoderLayer"] | |
| _skip_keys_device_placement = "past_key_values" | |
| _supports_flash_attn_2 = True | |
| _supports_sdpa = False | |
| _supports_cache_class = True | |
| def _init_weights(self, module): | |
| std = self.config.initializer_range | |
| if isinstance(module, torch.nn.Linear): | |
| module.weight.data.normal_(mean=0.0, std=std) | |
| if module.bias is not None: | |
| module.bias.data.zero_() | |
| elif isinstance(module, torch.nn.Embedding): | |
| module.weight.data.normal_(mean=0.0, std=std) | |
| if module.padding_idx is not None: | |
| module.weight.data[module.padding_idx].zero_() | |
| class SundialModel(SundialPreTrainedModel): | |
| def __init__(self, config: SundialConfig): | |
| super().__init__(config) | |
| self.embed_layer = SundialPatchEmbedding(config) | |
| self.layers = nn.ModuleList( | |
| [SundialDecoderLayer(config, layer_idx) | |
| for layer_idx in range(config.num_hidden_layers)] | |
| ) | |
| self.norm = torch.nn.LayerNorm(config.hidden_size) | |
| self.gradient_checkpointing = False | |
| def forward( | |
| self, | |
| input_ids: torch.FloatTensor = None, | |
| attention_mask: Optional[torch.Tensor] = None, | |
| position_ids: Optional[torch.LongTensor] = None, | |
| past_key_values: Optional[List[torch.FloatTensor]] = None, | |
| inputs_embeds: Optional[torch.FloatTensor] = None, | |
| use_cache: Optional[bool] = None, | |
| output_attentions: Optional[bool] = None, | |
| output_hidden_states: Optional[bool] = None, | |
| return_dict: Optional[bool] = None, | |
| ) -> Union[Tuple, MoeModelOutputWithPast]: | |
| # input_ids is the input of time series, its shape is [batch_size, seq_len] | |
| output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions | |
| output_hidden_states = ( | |
| output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states | |
| ) | |
| use_cache = use_cache if use_cache is not None else self.config.use_cache | |
| return_dict = return_dict if return_dict is not None else self.config.use_return_dict | |
| # retrieve input_ids and inputs_embeds | |
| if input_ids is not None and inputs_embeds is not None: | |
| raise ValueError( | |
| "You cannot specify both decoder_input_ids and decoder_inputs_embeds at the same time") | |
| elif input_ids is not None: | |
| batch_size, seq_length = input_ids.shape | |
| elif inputs_embeds is not None: | |
| batch_size, seq_length, _ = inputs_embeds.shape | |
| else: | |
| raise ValueError( | |
| "You have to specify either decoder_input_ids or decoder_inputs_embeds") | |
| if inputs_embeds is None: | |
| inputs_embeds = self.embed_layer(input_ids) | |
| seq_length = inputs_embeds.shape[1] | |
| if self.gradient_checkpointing and self.training: | |
| if use_cache: | |
| use_cache = False | |
| past_key_values_length = 0 | |
| if use_cache: | |
| use_legacy_cache = not isinstance(past_key_values, Cache) | |
| if use_legacy_cache: | |
| past_key_values = DynamicCache.from_legacy_cache( | |
| past_key_values) | |
| past_key_values_length = past_key_values.get_usable_length( | |
| seq_length) | |
| if position_ids is None: | |
| device = input_ids.device if input_ids is not None else inputs_embeds.device | |
| position_ids = torch.arange( | |
| past_key_values_length, seq_length + past_key_values_length, dtype=torch.long, device=device | |
| ) | |
| # position_ids = position_ids.unsqueeze(0).view(-1, seq_length) | |
| position_ids = position_ids.view(-1, seq_length) | |
| else: | |
| position_ids = position_ids.view(-1, seq_length).long() | |
| # 4d mask is passed through the layers | |
| attention_mask = _prepare_4d_causal_attention_mask( | |
| attention_mask, | |
| (batch_size, seq_length), | |
| inputs_embeds, | |
| past_key_values_length, | |
| sliding_window=None, | |
| ) | |
| hidden_states = inputs_embeds | |
| # decoder layers | |
| all_hidden_states = () if output_hidden_states else None | |
| all_self_attns = () if output_attentions else None | |
| next_decoder_cache = None | |
| for decoder_layer in self.layers: | |
| if output_hidden_states: | |
| all_hidden_states += (hidden_states,) | |
| if self.gradient_checkpointing and self.training: | |
| layer_outputs = self._gradient_checkpointing_func( | |
| decoder_layer.__call__, | |
| hidden_states, | |
| attention_mask, | |
| position_ids, | |
| past_key_values, | |
| output_attentions, | |
| use_cache, | |
| ) | |
| else: | |
| layer_outputs = decoder_layer( | |
| hidden_states, | |
| attention_mask=attention_mask, | |
| position_ids=position_ids, | |
| past_key_value=past_key_values, | |
| output_attentions=output_attentions, | |
| use_cache=use_cache, | |
| ) | |
| hidden_states = layer_outputs[0] | |
| if output_attentions: | |
| all_self_attns += (layer_outputs[1],) | |
| if use_cache: | |
| next_decoder_cache = layer_outputs[2] | |
| hidden_states = self.norm(hidden_states) | |
| # add hidden states from the last decoder layer | |
| if output_hidden_states: | |
| all_hidden_states += (hidden_states,) | |
| next_cache = None | |
| if use_cache: | |
| next_cache = next_decoder_cache.to_legacy_cache( | |
| ) if use_legacy_cache else next_decoder_cache | |
| if not return_dict: | |
| return tuple( | |
| v | |
| for v in [hidden_states, next_cache, all_hidden_states, all_self_attns] | |
| if v is not None | |
| ) | |
| return MoeModelOutputWithPast( | |
| last_hidden_state=hidden_states, | |
| past_key_values=next_cache, | |
| hidden_states=all_hidden_states, | |
| attentions=all_self_attns, | |
| ) | |
| class SundialForPrediction(SundialPreTrainedModel, TSGenerationMixin): | |
| def __init__(self, config: SundialConfig): | |
| super().__init__(config) | |
| self.config = config | |
| self.model = SundialModel(self.config) | |
| self.flow_loss = FlowLoss(self.config.output_token_lens[-1], self.config.hidden_size, | |
| self.config.flow_loss_depth, self.config.hidden_size, self.config.num_sampling_steps) | |
| self.post_init() | |
| def set_decoder(self, decoder): | |
| self.model = decoder | |
| def get_decoder(self): | |
| return self.model | |
| def forward( | |
| self, | |
| input_ids: torch.FloatTensor = None, | |
| attention_mask: Optional[torch.Tensor] = None, | |
| position_ids: Optional[torch.LongTensor] = None, | |
| past_key_values: Optional[List[torch.FloatTensor]] = None, | |
| inputs_embeds: Optional[torch.FloatTensor] = None, | |
| labels: Optional[torch.FloatTensor] = None, | |
| loss_masks: Optional[torch.FloatTensor] = None, | |
| mask_y: Optional[torch.FloatTensor] = None, | |
| use_cache: Optional[bool] = None, | |
| output_attentions: Optional[bool] = None, | |
| output_hidden_states: Optional[bool] = None, | |
| return_dict: Optional[bool] = None, | |
| max_output_length: Optional[int] = None, | |
| revin: Optional[bool] = False, | |
| num_samples: Optional[int] = 1, | |
| ) -> Union[Tuple, MoeCausalLMOutputWithPast]: | |
| output_attentions = output_attentions if output_attentions is not None else self.config.output_attentions | |
| output_hidden_states = ( | |
| output_hidden_states if output_hidden_states is not None else self.config.output_hidden_states | |
| ) | |
| return_dict = return_dict if return_dict is not None else self.config.use_return_dict | |
| if revin: | |
| means = input_ids.mean(1, keepdim=True).detach() | |
| stdev = input_ids.std(dim=1, keepdim=True, unbiased=False).detach() | |
| stdev = torch.where(stdev > 1e-2, stdev, torch.tensor(1.0, device=input_ids.device)) | |
| input_ids = (input_ids - means) / stdev | |
| outputs = self.model( | |
| input_ids=input_ids, | |
| attention_mask=attention_mask, | |
| position_ids=position_ids, | |
| past_key_values=past_key_values, | |
| inputs_embeds=inputs_embeds, | |
| use_cache=use_cache, | |
| output_attentions=output_attentions, | |
| output_hidden_states=output_hidden_states, | |
| return_dict=return_dict, | |
| ) | |
| hidden_states = outputs[0] if not return_dict else outputs.last_hidden_state | |
| predictions = None | |
| loss = None | |
| if labels is not None: | |
| if revin: | |
| labels = (labels - means) / stdev | |
| output_token_len = self.config.output_token_lens[-1] | |
| seq_len = hidden_states.shape[1] * self.config.input_token_len | |
| labels = labels[:, :seq_len - | |
| self.config.input_token_len + output_token_len] | |
| shift_labels = labels.unfold( | |
| dimension=-1, size=output_token_len, step=self.config.input_token_len) | |
| bsz, L, _ = shift_labels.shape | |
| shift_labels = shift_labels.reshape( | |
| bsz * L, -1).repeat(self.config.diffusion_batch_mul, 1) | |
| hidden_states = hidden_states.reshape( | |
| bsz * L, -1).repeat(self.config.diffusion_batch_mul, 1) | |
| loss_masks = loss_masks.reshape( | |
| bsz * L).repeat(self.config.diffusion_batch_mul) | |
| mask_y = mask_y.repeat(L * self.config.diffusion_batch_mul, 1) | |
| loss = self.flow_loss(shift_labels, hidden_states, loss_masks, mask_y) | |
| else: | |
| if max_output_length is None: | |
| output_token_len = self.config.output_token_lens[0] | |
| max_output_length = output_token_len | |
| else: | |
| output_token_len = self.config.output_token_lens[0] | |
| for h in self.config.output_token_lens[1:]: | |
| if h > max_output_length: | |
| break | |
| else: | |
| output_token_len = h | |
| bsz = hidden_states.shape[0] | |
| hidden_states = hidden_states[:, -1, :] | |
| predictions = self.flow_loss.sample(hidden_states, num_samples) | |
| if output_token_len > max_output_length: | |
| predictions = predictions[:, :, :max_output_length] | |
| if revin: | |
| predictions = predictions * stdev + means | |
| if not return_dict: | |
| output = (predictions,) + outputs[1:] | |
| return (loss) + output if loss is not None else output | |
| return MoeCausalLMOutputWithPast( | |
| loss=loss, | |
| logits=predictions, | |
| past_key_values=outputs.past_key_values, | |
| hidden_states=outputs.hidden_states, | |
| attentions=outputs.attentions, | |
| ) | |
| def prepare_inputs_for_generation( | |
| self, input_ids, past_key_values=None, attention_mask=None, inputs_embeds=None, revin=False, num_samples=1, **kwargs | |
| ): | |
| # Omit tokens covered by past_key_values | |
| if past_key_values is not None: | |
| if isinstance(past_key_values, Cache): | |
| cache_length = past_key_values.get_seq_length() | |
| if isinstance(past_key_values, DynamicCache): | |
| past_length = past_key_values.seen_tokens | |
| else: | |
| past_length = cache_length | |
| max_cache_length = past_key_values.get_max_length() | |
| else: | |
| cache_length = past_length = past_key_values[0][0].shape[2] | |
| max_cache_length = None | |
| # Keep only the unprocessed tokens: | |
| # 1 - If the length of the attention_mask exceeds the length of input_ids, then we are in a setting where | |
| # some of the inputs are exclusively passed as part of the cache (e.g. when passing input_embeds as | |
| # input) | |
| if attention_mask is not None and attention_mask.shape[1] > (input_ids.shape[1] // self.config.input_token_len): | |
| input_ids = input_ids[:, - | |
| (attention_mask.shape[1] - past_length) * self.config.input_token_len:] | |
| # 2 - If the past_length is smaller than input_ids', then input_ids holds all input tokens. We can discard | |
| # input_ids based on the past_length. | |
| elif past_length < (input_ids.shape[1] // self.config.input_token_len): | |
| input_ids = input_ids[:, past_length * | |
| self.config.input_token_len:] | |
| # 3 - Otherwise (past_length >= (input_ids.shape[1] // self.config.input_token_len)), let's assume input_ids only has unprocessed tokens. | |
| # If we are about to go beyond the maximum cache length, we need to crop the input attention mask. | |
| if ( | |
| max_cache_length is not None | |
| and attention_mask is not None | |
| and cache_length + (input_ids.shape[1] // self.config.input_token_len) > max_cache_length | |
| ): | |
| attention_mask = attention_mask[:, -max_cache_length:] | |
| position_ids = kwargs.get("position_ids", None) | |
| if attention_mask is not None and position_ids is None: | |
| # create position_ids on the fly for batch generation | |
| position_ids = attention_mask.long().cumsum(-1) - 1 | |
| position_ids.masked_fill_(attention_mask == 0, 1) | |
| if past_key_values: | |
| position_ids = position_ids[:, - | |
| (input_ids.shape[1] // self.config.input_token_len):] | |
| # if `inputs_embeds` are passed, we only want to use them in the 1st generation step | |
| if inputs_embeds is not None and past_key_values is None: | |
| model_inputs = {"inputs_embeds": inputs_embeds} | |
| else: | |
| model_inputs = {"input_ids": input_ids} | |
| model_inputs.update( | |
| { | |
| "position_ids": position_ids, | |
| "past_key_values": past_key_values, | |
| "use_cache": kwargs.get("use_cache"), | |
| "attention_mask": attention_mask, | |
| "revin": revin, | |
| "num_samples": num_samples, | |
| } | |
| ) | |
| return model_inputs | |