318 lines
10 KiB
Python

import torch
import torch.nn as nn
import torch.nn.functional as F
import math
# KANLinear实现
class KANLinear(nn.Module):
def __init__(
self,
in_features,
out_features,
grid_size=5,
spline_order=3,
scale_noise=0.1,
scale_base=1.0,
scale_spline=1.0,
enable_standalone_scale_spline=True,
base_activation=nn.SiLU,
grid_eps=0.02,
grid_range=[-1, 1],
):
super(KANLinear, self).__init__()
self.in_features = in_features
self.out_features = out_features
self.grid_size = grid_size
self.spline_order = spline_order
h = (grid_range[1] - grid_range[0]) / grid_size
grid = (
(
torch.arange(-spline_order, grid_size + spline_order + 1) * h
+ grid_range[0]
)
.expand(in_features, -1)
.contiguous()
)
self.register_buffer("grid", grid)
self.base_weight = nn.Parameter(torch.Tensor(out_features, in_features))
self.spline_weight = nn.Parameter(
torch.Tensor(out_features, in_features, grid_size + spline_order)
)
if enable_standalone_scale_spline:
self.spline_scaler = nn.Parameter(
torch.Tensor(out_features, in_features)
)
self.scale_noise = scale_noise
self.scale_base = scale_base
self.scale_spline = scale_spline
self.enable_standalone_scale_spline = enable_standalone_scale_spline
self.base_activation = base_activation()
self.grid_eps = grid_eps
self.reset_parameters()
def reset_parameters(self):
nn.init.kaiming_uniform_(self.base_weight, a=math.sqrt(5) * self.scale_base)
with torch.no_grad():
noise = (
(
torch.rand(self.grid_size + 1, self.in_features, self.out_features)
- 1 / 2
)
* self.scale_noise
/ self.grid_size
)
self.spline_weight.data.copy_(
(self.scale_spline if not self.enable_standalone_scale_spline else 1.0)
* self.curve2coeff(
self.grid.T[self.spline_order : -self.spline_order],
noise,
)
)
if self.enable_standalone_scale_spline:
nn.init.kaiming_uniform_(self.spline_scaler, a=math.sqrt(5) * self.scale_spline)
def b_splines(self, x: torch.Tensor):
"""
计算给定输入张量的B样条基函数
"""
assert x.dim() == 2 and x.size(1) == self.in_features
grid: torch.Tensor = self.grid
x = x.unsqueeze(-1)
bases = ((x >= grid[:, :-1]) & (x < grid[:, 1:])).to(x.dtype)
for k in range(1, self.spline_order + 1):
bases = (
(x - grid[:, : -(k + 1)])
/ (grid[:, k:-1] - grid[:, : -(k + 1)])
* bases[:, :, :-1]
) + (
(grid[:, k + 1 :] - x)
/ (grid[:, k + 1 :] - grid[:, 1:(-k)])
* bases[:, :, 1:]
)
assert bases.size() == (
x.size(0),
self.in_features,
self.grid_size + self.spline_order,
)
return bases.contiguous()
def curve2coeff(self, x: torch.Tensor, y: torch.Tensor):
"""
计算插值给定点的曲线系数
"""
assert x.dim() == 2 and x.size(1) == self.in_features
assert y.size() == (x.size(0), self.in_features, self.out_features)
A = self.b_splines(x).transpose(
0, 1
) # (in_features, batch_size, grid_size + spline_order)
B = y.transpose(0, 1) # (in_features, batch_size, out_features)
solution = torch.linalg.lstsq(
A, B
).solution # (in_features, grid_size + spline_order, out_features)
result = solution.permute(
2, 0, 1
) # (out_features, in_features, grid_size + spline_order)
assert result.size() == (
self.out_features,
self.in_features,
self.grid_size + self.spline_order,
)
return result.contiguous()
@property
def scaled_spline_weight(self):
return self.spline_weight * (
self.spline_scaler.unsqueeze(-1)
if self.enable_standalone_scale_spline
else 1.0
)
def forward(self, x: torch.Tensor):
assert x.size(-1) == self.in_features
original_shape = x.shape
x = x.view(-1, self.in_features)
base_output = F.linear(self.base_activation(x), self.base_weight)
spline_output = F.linear(
self.b_splines(x).view(x.size(0), -1),
self.scaled_spline_weight.view(self.out_features, -1),
)
output = base_output + spline_output
output = output.view(*original_shape[:-1], self.out_features)
return output
@torch.no_grad()
def update_grid(self, x: torch.Tensor, margin=0.01):
assert x.dim() == 2 and x.size(1) == self.in_features
batch = x.size(0)
splines = self.b_splines(x) # (batch, in, coeff)
splines = splines.permute(1, 0, 2) # (in, batch, coeff)
orig_coeff = self.scaled_spline_weight # (out, in, coeff)
orig_coeff = orig_coeff.permute(1, 2, 0) # (in, coeff, out)
unreduced_spline_output = torch.bmm(splines, orig_coeff) # (in, batch, out)
unreduced_spline_output = unreduced_spline_output.permute(
1, 0, 2
) # (batch, in, out)
# 排序每个通道以收集数据分布
x_sorted = torch.sort(x, dim=0)[0]
grid_adaptive = x_sorted[
torch.linspace(
0, batch - 1, self.grid_size + 1, dtype=torch.int64, device=x.device
)
]
uniform_step = (x_sorted[-1] - x_sorted[0] + 2 * margin) / self.grid_size
grid_uniform = (
torch.arange(
self.grid_size + 1, dtype=torch.float32, device=x.device
).unsqueeze(1)
* uniform_step
+ x_sorted[0]
- margin
)
grid = self.grid_eps * grid_uniform + (1 - self.grid_eps) * grid_adaptive
grid = torch.cat(
[
grid[:1]
- uniform_step
* torch.arange(self.spline_order, 0, -1, device=x.device).unsqueeze(1),
grid,
grid[-1:]
+ uniform_step
* torch.arange(1, self.spline_order + 1, device=x.device).unsqueeze(1),
],
dim=0,
)
self.grid.copy_(grid.T)
self.spline_weight.data.copy_(self.curve2coeff(x, unreduced_spline_output))
def regularization_loss(self, regularize_activation=1.0, regularize_entropy=1.0):
"""
计算正则化损失
"""
l1_fake = self.spline_weight.abs().mean(-1)
regularization_loss_activation = l1_fake.sum()
p = l1_fake / (regularization_loss_activation + 1e-8)
regularization_loss_entropy = -torch.sum(p * torch.log(p + 1e-8))
return (
regularize_activation * regularization_loss_activation
+ regularize_entropy * regularization_loss_entropy
)
# KAN模型实现
class KAN(nn.Module):
def __init__(
self,
layers_hidden,
grid_size=5,
spline_order=3,
scale_noise=0.1,
scale_base=1.0,
scale_spline=1.0,
base_activation=nn.SiLU,
grid_eps=0.02,
grid_range=[-1, 1],
):
super(KAN, self).__init__()
self.grid_size = grid_size
self.spline_order = spline_order
self.layers = nn.ModuleList()
for in_features, out_features in zip(layers_hidden, layers_hidden[1:]):
self.layers.append(
KANLinear(
in_features,
out_features,
grid_size=grid_size,
spline_order=spline_order,
scale_noise=scale_noise,
scale_base=scale_base,
scale_spline=scale_spline,
base_activation=base_activation,
grid_eps=grid_eps,
grid_range=grid_range,
)
)
def forward(self, x: torch.Tensor, update_grid=False):
for layer in self.layers:
if update_grid:
layer.update_grid(x)
x = layer(x)
return x
def regularization_loss(self, regularize_activation=1.0, regularize_entropy=1.0):
return sum(
layer.regularization_loss(regularize_activation, regularize_entropy)
for layer in self.layers
)
# 为时间序列预测创建的KAN模型
class KANForecaster(nn.Module):
def __init__(
self,
input_features,
hidden_sizes=[64, 128, 64],
output_size=1,
grid_size=5,
spline_order=3,
dropout_rate=0.1,
output_sequence_length=1
):
super(KANForecaster, self).__init__()
# 输入投影层
self.input_projection = nn.Linear(input_features, hidden_sizes[0])
# KAN层
layers_hidden = [hidden_sizes[0]] + hidden_sizes + [hidden_sizes[-1]]
self.kan = KAN(
layers_hidden=layers_hidden,
grid_size=grid_size,
spline_order=spline_order,
)
# 输出层
self.output_layer = nn.Linear(hidden_sizes[-1], output_sequence_length)
self.dropout = nn.Dropout(dropout_rate)
self.output_sequence_length = output_sequence_length
def forward(self, x, update_grid=False):
# 输入预处理 [batch_size, seq_length, features]
batch_size, seq_len, features = x.shape
# 展平时间步和批次维度
x_reshaped = x.reshape(-1, features)
# 经过输入投影
x = self.input_projection(x_reshaped)
x = F.relu(x)
x = self.dropout(x)
# 通过KAN网络
x = self.kan(x, update_grid)
# 重塑回批次和时间步
x = x.view(batch_size, seq_len, -1)
# 聚合时间维度(取最后一个时间步)
x = x[:, -1, :]
# 输出层
x = self.output_layer(x)
return x