Initial commit

config.json

@@ -0,0 +1,38 @@
+{
+  "_name_or_path": "time_moe_50m",
+  "apply_aux_loss": true,
+  "architectures": [
+    "TimeMoeForPrediction"
+  ],
+  "auto_map": {
+    "AutoConfig": "configuration_time_moe.TimeMoeConfig",
+    "AutoModelForCausalLM": "modeling_time_moe.TimeMoeForPrediction"
+  },
+  "attention_dropout": 0.0,
+  "hidden_act": "silu",
+  "hidden_size": 384,
+  "horizon_lengths": [
+    1,
+    8,
+    32,
+    64
+  ],
+  "initializer_range": 0.02,
+  "input_size": 1,
+  "intermediate_size": 1536,
+  "max_position_embeddings": 4096,
+  "model_type": "time_moe",
+  "num_attention_heads": 12,
+  "num_experts": 8,
+  "num_experts_per_tok": 2,
+  "num_hidden_layers": 12,
+  "num_key_value_heads": 12,
+  "rms_norm_eps": 1e-06,
+  "rope_theta": 10000,
+  "router_aux_loss_factor": 0.02,
+  "tie_word_embeddings": false,
+  "torch_dtype": "bfloat16",
+  "transformers_version": "4.40.1",
+  "use_cache": true,
+  "use_dense": false
+}

configuration_time_moe.py

@@ -0,0 +1,65 @@
+from typing import List
+from transformers import PretrainedConfig
+
+
+class TimeMoeConfig(PretrainedConfig):
+    model_type = "time_moe"
+    keys_to_ignore_at_inference = ["past_key_values"]
+
+    def __init__(
+            self,
+            input_size: int = 1,
+            hidden_size: int = 4096,
+            intermediate_size: int = 22016,
+            horizon_lengths: List[int] = 1,
+            num_hidden_layers: int = 32,
+            num_attention_heads: int = 32,
+            num_key_value_heads: int = None,
+            hidden_act: str = "silu",
+            num_experts_per_tok: int = 2,
+            num_experts: int = 1,
+            max_position_embeddings: int = 32768,
+            initializer_range: float = 0.02,
+            rms_norm_eps: float = 1e-6,
+            use_cache: bool = True,
+            use_dense: bool = False,
+            rope_theta: int = 10000,
+            attention_dropout: float = 0.0,
+            apply_aux_loss: bool = True,
+            router_aux_loss_factor: float = 0.02,
+            tie_word_embeddings: bool = False,
+            **kwargs,
+    ):
+        self.input_size = input_size
+        self.hidden_size = hidden_size
+        self.intermediate_size = intermediate_size
+        self.max_position_embeddings = max_position_embeddings
+        self.num_hidden_layers = num_hidden_layers
+        self.num_attention_heads = num_attention_heads
+
+        if num_key_value_heads is None:
+            num_key_value_heads = num_attention_heads
+
+        self.num_key_value_heads = num_key_value_heads
+        self.hidden_act = hidden_act
+        if isinstance(horizon_lengths, int):
+            horizon_lengths = [horizon_lengths]
+        self.horizon_lengths = horizon_lengths  # Predict horizon length for each prediction.
+        self.num_experts_per_tok = num_experts_per_tok
+        self.num_experts = num_experts
+        self.initializer_range = initializer_range
+        self.rms_norm_eps = rms_norm_eps
+        self.use_cache = use_cache
+        self.use_dense = use_dense
+        self.rope_theta = rope_theta
+        self.attention_dropout = attention_dropout
+        self.apply_aux_loss = apply_aux_loss
+        self.router_aux_loss_factor = router_aux_loss_factor
+
+        assert self.use_dense ^ self.apply_aux_loss, 'Both use_dense and apply_aux_loss cannot be set to True or False at the same time.'
+
+        kwargs.pop('tie_word_embeddings', None)
+        super().__init__(
+            tie_word_embeddings=tie_word_embeddings,
+            **kwargs,
+        )

generation_config.json

@@ -0,0 +1,4 @@
+{
+  "_from_model_config": true,
+  "transformers_version": "4.40.1"
+}

model.safetensors

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0127209833663df6f5ae3cf1c3316f739a8dd1dae27e59036268bbfdb48f91a4
+size 226760264

modeling_time_moe.py

@@ -0,0 +1,1176 @@
+import math
+from typing import Optional, Tuple, List, Union
+import warnings
+
+import torch
+from torch import nn
+import torch.nn.functional as F
+from transformers import PreTrainedModel, Cache, DynamicCache, StaticCache
+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 transformers.utils import logging, is_flash_attn_2_available, is_flash_attn_greater_or_equal_2_10
+
+from .configuration_time_moe import TimeMoeConfig
+from .ts_generation_mixin import TSGenerationMixin
+
+logger = logging.get_logger(__name__)
+
+if is_flash_attn_2_available():
+    from flash_attn import flash_attn_func, flash_attn_varlen_func
+    from flash_attn.bert_padding import index_first_axis, pad_input, unpad_input  # noqa
+
+
+def _get_unpad_data(attention_mask):
+    seqlens_in_batch = attention_mask.sum(dim=-1, dtype=torch.int32)
+    indices = torch.nonzero(attention_mask.flatten(), as_tuple=False).flatten()
+    max_seqlen_in_batch = seqlens_in_batch.max().item()
+    cu_seqlens = F.pad(torch.cumsum(seqlens_in_batch, dim=0, dtype=torch.int32), (1, 0))
+    return (
+        indices,
+        cu_seqlens,
+        max_seqlen_in_batch,
+    )
+
+
+def load_balancing_loss_func(
+        gate_logits: Union[torch.Tensor, Tuple[torch.Tensor], List[torch.Tensor]],
+        top_k: int,
+        num_experts: int = None,
+        attention_mask: Optional[torch.Tensor] = None
+) -> torch.Tensor:
+    r"""
+    Computes auxiliary load balancing loss as in Switch Transformer - implemented in Pytorch.
+
+    See Switch Transformer (https://arxiv.org/abs/2101.03961) for more details. This function implements the loss
+    function presented in equations (4) - (6) of the paper. It aims at penalizing cases where the routing between
+    experts is too unbalanced.
+
+    Args:
+        gate_logits (Union[`torch.Tensor`, Tuple[torch.Tensor], List[torch.Tensor]):
+            Logits from the `gate`, should be a tuple of model.config.num_hidden_layers tensors of
+            shape [batch_size X sequence_length, num_experts].
+        top_k (`int`)
+            Selected Top k over the experts.
+        attention_mask (`torch.Tensor`, None):
+            The attention_mask used in forward function
+            shape [batch_size X sequence_length] if not None.
+        num_experts (`int`, *optional*):
+            Number of experts
+
+    Returns:
+        The auxiliary loss.
+    """
+    if gate_logits is None or not isinstance(gate_logits, (tuple, list)) or gate_logits[0] is None:
+        return None
+
+    compute_device = gate_logits[0].device
+    concatenated_gate_logits = torch.cat([layer_gate.to(compute_device) for layer_gate in gate_logits], dim=0)
+
+    routing_weights = torch.nn.functional.softmax(concatenated_gate_logits, dim=-1)
+
+    _, selected_experts = torch.topk(routing_weights, top_k, dim=-1)
+
+    expert_mask = torch.nn.functional.one_hot(selected_experts, num_experts)
+
+    if attention_mask is None:
+        # Compute the percentage of tokens routed to each expert
+        tokens_per_expert = torch.mean(expert_mask.float(), dim=0)
+
+        # Compute the average probability of routing to these experts
+        router_prob_per_expert = torch.mean(routing_weights, dim=0)
+    else:
+        batch_size, sequence_length = attention_mask.shape
+        num_hidden_layers = concatenated_gate_logits.shape[0] // (batch_size * sequence_length)
+
+        # Compute the mask that masks all padding tokens as 0 with the same shape of expert_mask
+        expert_attention_mask = (
+            attention_mask[None, :, :, None, None]
+            .expand((num_hidden_layers, batch_size, sequence_length, 2, num_experts))
+            .reshape(-1, 2, num_experts)
+            .to(compute_device)
+        )
+
+        # Compute the percentage of tokens routed to each experts
+        tokens_per_expert = torch.sum(expert_mask.float() * expert_attention_mask, dim=0) / torch.sum(
+            expert_attention_mask, dim=0
+        )
+
+        # Compute the mask that masks all padding tokens as 0 with the same shape of tokens_per_expert
+        router_per_expert_attention_mask = (
+            attention_mask[None, :, :, None]
+            .expand((num_hidden_layers, batch_size, sequence_length, num_experts))
+            .reshape(-1, num_experts)
+            .to(compute_device)
+        )
+
+        # Compute the average probability of routing to these experts
+        router_prob_per_expert = torch.sum(routing_weights * router_per_expert_attention_mask, dim=0) / torch.sum(
+            router_per_expert_attention_mask, dim=0
+        )
+
+    overall_loss = torch.sum(tokens_per_expert * router_prob_per_expert.unsqueeze(dim=0))
+
+    return overall_loss * num_experts
+
+
+# Copied from transformers.models.llama.modeling_llama.repeat_kv
+def repeat_kv(hidden_states: torch.Tensor, n_rep: int) -> torch.Tensor:
+    """
+    This is the equivalent of torch.repeat_interleave(x, dim=1, repeats=n_rep). The hidden states go from (batch,
+    num_key_value_heads, seqlen, head_dim) to (batch, num_attention_heads, seqlen, head_dim)
+    """
+    batch, num_key_value_heads, slen, head_dim = hidden_states.shape
+    if n_rep == 1:
+        return hidden_states
+    hidden_states = hidden_states[:, :, None, :, :].expand(batch, num_key_value_heads, n_rep, slen, head_dim)
+    return hidden_states.reshape(batch, num_key_value_heads * n_rep, slen, head_dim)
+
+
+# Copied from transformers.models.llama.modeling_llama.rotate_half
+def rotate_half(x):
+    """Rotates half the hidden dims of the input."""
+    x1 = x[..., : x.shape[-1] // 2]
+    x2 = x[..., x.shape[-1] // 2:]
+    return torch.cat((-x2, x1), dim=-1)
+
+
+# Copied from transformers.models.mistral.modeling_mistral.apply_rotary_pos_emb
+def apply_rotary_pos_emb(q, k, cos, sin, position_ids, unsqueeze_dim=1):
+    """Applies Rotary Position Embedding to the query and key tensors.
+
+    Args:
+        q (`torch.Tensor`): The query tensor.
+        k (`torch.Tensor`): The key tensor.
+        cos (`torch.Tensor`): The cosine part of the rotary embedding.
+        sin (`torch.Tensor`): The sine part of the rotary embedding.
+        position_ids (`torch.Tensor`):
+            The position indices of the tokens corresponding to the query and key tensors. For example, this can be
+            used to pass offsetted position ids when working with a KV-cache.
+        unsqueeze_dim (`int`, *optional*, defaults to 1):
+            The 'unsqueeze_dim' argument specifies the dimension along which to unsqueeze cos[position_ids] and
+            sin[position_ids] so that they can be properly broadcasted to the dimensions of q and k. For example, note
+            that cos[position_ids] and sin[position_ids] have the shape [batch_size, seq_len, head_dim]. Then, if q and
+            k have the shape [batch_size, heads, seq_len, head_dim], then setting unsqueeze_dim=1 makes
+            cos[position_ids] and sin[position_ids] broadcastable to the shapes of q and k. Similarly, if q and k have
+            the shape [batch_size, seq_len, heads, head_dim], then set unsqueeze_dim=2.
+    Returns:
+        `tuple(torch.Tensor)` comprising of the query and key tensors rotated using the Rotary Position Embedding.
+    """
+    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 TimeMoeInputEmbedding(nn.Module):
+    """
+    Use a mlp layer to embedding the time-series.
+    """
+
+    def __init__(self, config: TimeMoeConfig):
+        super().__init__()
+        self.config = config
+        self.input_size = config.input_size  # default 1
+        self.hidden_size = config.hidden_size
+        self.emb_layer = nn.Linear(self.input_size, self.hidden_size, bias=False)
+        self.gate_layer = nn.Linear(self.input_size, self.hidden_size, bias=False)
+        self.act_fn = ACT2FN[config.hidden_act]
+
+    def forward(self, x):
+        emb = self.act_fn(self.gate_layer(x)) * self.emb_layer(x)
+        return emb
+
+
+# Copied from transformers.models.mistral.modeling_mistral.MistralRotaryEmbedding with Mistral->TimeMOE
+class TimeMoeRotaryEmbedding(torch.nn.Module):
+    def __init__(self, dim, max_position_embeddings=2048, 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),
+        )
+
+
+# Copied from transformers.models.llama.modeling_llama.LlamaRMSNorm with Llama->TimeMOE
+class TimeMoeRMSNorm(torch.nn.Module):
+    def __init__(self, hidden_size, eps=1e-6):
+        super().__init__()
+        self.weight = nn.Parameter(torch.ones(hidden_size))
+        self.variance_epsilon = eps
+
+    def forward(self, hidden_states):
+        input_dtype = hidden_states.dtype
+        hidden_states = hidden_states.to(torch.float32)
+        variance = hidden_states.pow(2).mean(-1, keepdim=True)
+        hidden_states = hidden_states * torch.rsqrt(variance + self.variance_epsilon)
+        return self.weight * hidden_states.to(input_dtype)
+
+
+class TimeMoeTemporalBlock(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 TimeMoeMLP(TimeMoeTemporalBlock):
+    def __init__(self, hidden_size: int, intermediate_size: int, hidden_act: str):
+        super().__init__(hidden_size, intermediate_size, hidden_act)
+
+    def forward(self, hidden_state):
+        return super().forward(hidden_state), None
+
+
+class TimeMoeSparseExpertsLayer(nn.Module):
+    def __init__(self, config):
+        super().__init__()
+        self.config = config
+        self.top_k = config.num_experts_per_tok
+        self.hidden_size = config.hidden_size
+        self.num_experts = config.num_experts
+        self.norm_topk_prob = False
+
+        moe_intermediate_size = self.config.intermediate_size // self.top_k
+
+        # gating
+        self.gate = nn.Linear(config.hidden_size, config.num_experts, bias=False)
+        self.experts = nn.ModuleList(
+            [TimeMoeTemporalBlock(
+                hidden_size=self.config.hidden_size,
+                intermediate_size=moe_intermediate_size,
+                hidden_act=self.config.hidden_act,
+            ) for _ in range(self.num_experts)]
+        )
+
+        self.shared_expert = TimeMoeTemporalBlock(
+            hidden_size=self.config.hidden_size,
+            intermediate_size=self.config.intermediate_size,
+            hidden_act=self.config.hidden_act,
+        )
+        self.shared_expert_gate = torch.nn.Linear(config.hidden_size, 1, bias=False)
+
+    def forward(self, hidden_states: torch.Tensor):
+        """ """
+        batch_size, sequence_length, hidden_dim = hidden_states.shape
+        hidden_states = hidden_states.view(-1, hidden_dim)
+        # router_logits: (batch * sequence_length, n_experts)
+        router_logits = self.gate(hidden_states)
+
+        routing_weights = F.softmax(router_logits, dim=1, dtype=torch.float)
+        routing_weights, selected_experts = torch.topk(routing_weights, self.top_k, dim=-1)
+        if self.norm_topk_prob:
+            routing_weights /= routing_weights.sum(dim=-1, keepdim=True)
+        # we cast back to the input dtype
+        routing_weights = routing_weights.to(hidden_states.dtype)
+
+        final_hidden_states = torch.zeros(
+            (batch_size * sequence_length, hidden_dim), dtype=hidden_states.dtype, device=hidden_states.device
+        )
+
+        # One hot encode the selected experts to create an expert mask
+        # this will be used to easily index which expert is going to be sollicitated
+        expert_mask = torch.nn.functional.one_hot(selected_experts, num_classes=self.num_experts).permute(2, 1, 0)
+
+        # Loop over all available experts in the model and perform the computation on each expert
+        for expert_idx in range(self.num_experts):
+            expert_layer = self.experts[expert_idx]
+            idx, top_x = torch.where(expert_mask[expert_idx])
+
+            # Index the correct hidden states and compute the expert hidden state for
+            # the current expert. We need to make sure to multiply the output hidden
+            # states by `routing_weights` on the corresponding tokens (top-1 and top-2)
+            current_state = hidden_states[None, top_x].reshape(-1, hidden_dim)
+            current_hidden_states = expert_layer(current_state) * routing_weights[top_x, idx, None]
+
+            # However `index_add_` only support torch tensors for indexing so we'll use
+            # the `top_x` tensor here.
+            final_hidden_states.index_add_(0, top_x, current_hidden_states.to(hidden_states.dtype))
+
+        shared_expert_output = self.shared_expert(hidden_states)
+        shared_expert_output = F.sigmoid(self.shared_expert_gate(hidden_states)) * shared_expert_output
+
+        final_hidden_states = final_hidden_states + shared_expert_output
+
+        final_hidden_states = final_hidden_states.reshape(batch_size, sequence_length, hidden_dim)
+        return final_hidden_states, router_logits
+
+
+# Copied from transformers.models.qwen2.modeling_qwen2.Qwen2Attention with Qwen2->TimeMoe
+class TimeMoeAttention(nn.Module):
+    """
+    Multi-headed attention from 'Attention Is All You Need' paper. Modified to use sliding window attention: Longformer
+    and "Generating Long Sequences with Sparse Transformers".
+    """
+
+    def __init__(self, config: TimeMoeConfig, layer_idx: Optional[int] = None):
+        super().__init__()
+        self.config = config
+        self.layer_idx = layer_idx
+        if layer_idx is None:
+            logger.warning_once(
+                f"Instantiating {self.__class__.__name__} without passing `layer_idx` is not recommended and will "
+                "to errors during the forward call, if caching is used. Please make sure to provide a `layer_idx` "
+                "when creating this class."
+            )
+
+        self.hidden_size = config.hidden_size
+        self.num_heads = config.num_attention_heads
+        self.head_dim = self.hidden_size // self.num_heads
+        self.num_key_value_heads = config.num_key_value_heads
+        self.num_key_value_groups = self.num_heads // self.num_key_value_heads
+        self.max_position_embeddings = config.max_position_embeddings
+        self.rope_theta = config.rope_theta
+        self.is_causal = True
+        self.attention_dropout = config.attention_dropout
+
+        if (self.head_dim * self.num_heads) != self.hidden_size:
+            raise ValueError(
+                f"hidden_size must be divisible by num_heads (got `hidden_size`: {self.hidden_size}"
+                f" and `num_heads`: {self.num_heads})."
+            )
+        self.q_proj = nn.Linear(self.hidden_size, self.num_heads * self.head_dim, bias=True)
+        self.k_proj = nn.Linear(self.hidden_size, self.num_key_value_heads * self.head_dim, bias=True)
+        self.v_proj = nn.Linear(self.hidden_size, self.num_key_value_heads * self.head_dim, bias=True)
+        self.o_proj = nn.Linear(self.num_heads * self.head_dim, self.hidden_size, bias=False)
+
+        self.rotary_emb = TimeMoeRotaryEmbedding(
+            self.head_dim,
+            max_position_embeddings=self.max_position_embeddings,
+            base=self.rope_theta,
+        )
+
+    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]]]:
+        if "padding_mask" in kwargs:
+            warnings.warn(
+                "Passing `padding_mask` is deprecated and will be removed in v4.37. Please make sure use `attention_mask` instead.`"
+            )
+        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_key_value_heads, self.head_dim).transpose(1, 2)
+        value_states = value_states.view(bsz, q_len, self.num_key_value_heads, self.head_dim).transpose(1, 2)
+
+        kv_seq_len = key_states.shape[-2]
+        if past_key_value is not None:
+            if self.layer_idx is None:
+                raise ValueError(
+                    f"The cache structure has changed since version v4.36. If you are using {self.__class__.__name__} "
+                    "for auto-regressive decoding with k/v caching, please make sure to initialize the attention class "
+                    "with a layer index."
+                )
+            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:
+            cache_kwargs = {"sin": sin, "cos": cos}  # Specific to RoPE models
+            key_states, value_states = past_key_value.update(key_states, value_states, self.layer_idx, cache_kwargs)
+
+        # repeat k/v heads if n_kv_heads < n_heads
+        key_states = repeat_kv(key_states, self.num_key_value_groups)
+        value_states = repeat_kv(value_states, self.num_key_value_groups)
+
+        attn_weights = torch.matmul(query_states, key_states.transpose(2, 3)) / math.sqrt(self.head_dim)
+
+        if attn_weights.size() != (bsz, self.num_heads, q_len, kv_seq_len):
+            raise ValueError(
+                f"Attention weights should be of size {(bsz, self.num_heads, q_len, kv_seq_len)}, but is"
+                f" {attn_weights.size()}"
+            )
+
+        if attention_mask is not None:
+            if attention_mask.size() != (bsz, 1, q_len, kv_seq_len):
+                raise ValueError(
+                    f"Attention mask should be of size {(bsz, 1, q_len, kv_seq_len)}, but is {attention_mask.size()}"
+                )
+
+            attn_weights = attn_weights + attention_mask
+
+        # upcast attention to fp32
+        attn_weights = nn.functional.softmax(attn_weights, dim=-1, dtype=torch.float32).to(query_states.dtype)
+        attn_weights = nn.functional.dropout(attn_weights, p=self.attention_dropout, training=self.training)
+        attn_output = torch.matmul(attn_weights, value_states)
+
+        if attn_output.size() != (bsz, self.num_heads, q_len, self.head_dim):
+            raise ValueError(
+                f"`attn_output` should be of size {(bsz, self.num_heads, q_len, self.head_dim)}, but is"
+                f" {attn_output.size()}"
+            )
+
+        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 TimeMoeFlashAttention2(TimeMoeAttention):
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+        self._flash_attn_uses_top_left_mask = not is_flash_attn_greater_or_equal_2_10()
+
+    def forward(
+            self,
+            hidden_states: torch.Tensor,
+            attention_mask: Optional[torch.LongTensor] = None,
+            position_ids: Optional[torch.LongTensor] = None,
+            past_key_value: Optional[Cache] = None,
+            output_attentions: bool = False,
+            use_cache: bool = False,
+            cache_position: Optional[torch.LongTensor] = None,
+    ) -> Tuple[torch.Tensor, Optional[torch.Tensor], Optional[Tuple[torch.Tensor]]]:
+        if isinstance(past_key_value, StaticCache):
+            raise ValueError(
+                "`static` cache implementation is not compatible with `attn_implementation==flash_attention_2` "
+                "make sure to use `sdpa` in the mean time, and open an issue at https://github.com/huggingface/transformers"
+            )
+
+        output_attentions = False
+
+        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)
+
+        # Flash attention requires the input to have the shape
+        # batch_size x seq_length x head_dim x hidden_dim
+        # therefore we just need to keep the original shape
+        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_key_value_heads, self.head_dim).transpose(1, 2)
+        value_states = value_states.view(bsz, q_len, self.num_key_value_heads, self.head_dim).transpose(1, 2)
+
+        kv_seq_len = key_states.shape[-2]
+        if past_key_value is not None:
+            if self.layer_idx is None:
+                raise ValueError(
+                    f"The cache structure has changed since version v4.36. If you are using {self.__class__.__name__} "
+                    "for auto-regressive decoding with k/v caching, please make sure to initialize the attention class "
+                    "with a layer index."
+                )
+            kv_seq_len += past_key_value.get_usable_length(kv_seq_len, self.layer_idx)
+        rotary_seq_len = max(kv_seq_len, position_ids[:, -1].max().item()) + 1
+        cos, sin = self.rotary_emb(value_states, seq_len=rotary_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:
+            # sin and cos are specific to RoPE models; cache_position needed for the static cache
+            cache_kwargs = {"sin": sin, "cos": cos, "cache_position": cache_position}
+            key_states, value_states = past_key_value.update(key_states, value_states, self.layer_idx, cache_kwargs)
+
+        # TODO: These transpose are quite inefficient but Flash Attention requires the layout [batch_size, sequence_length, num_heads, head_dim]. We would need to refactor the KV cache
+        # to be able to avoid many of these transpose/reshape/view.
+        query_states = query_states.transpose(1, 2)
+        key_states = key_states.transpose(1, 2)
+        value_states = value_states.transpose(1, 2)
+
+        dropout_rate = self.attention_dropout if self.training else 0.0
+
+        # In PEFT, usually we cast the layer norms in float32 for training stability reasons
+        # therefore the input hidden states gets silently casted in float32. Hence, we need
+        # cast them back in the correct dtype just to be sure everything works as expected.
+        # This might slowdown training & inference so it is recommended to not cast the LayerNorms
+        # in fp32. (LlamaRMSNorm handles it correctly)
+
+        input_dtype = query_states.dtype
+        if input_dtype == torch.float32:
+
+            if torch.is_autocast_enabled():
+                target_dtype = torch.get_autocast_gpu_dtype()
+            # Handle the case where the model is quantized
+            elif hasattr(self.config, "_pre_quantization_dtype"):
+                target_dtype = self.config._pre_quantization_dtype
+            else:
+                target_dtype = self.q_proj.weight.dtype
+
+            logger.warning_once(
+                f"The input hidden states seems to be silently casted in float32, this might be related to"
+                f" the fact you have upcasted embedding or layer norm layers in float32. We will cast back the input in"
+                f" {target_dtype}."
+            )
+
+            query_states = query_states.to(target_dtype)
+            key_states = key_states.to(target_dtype)
+            value_states = value_states.to(target_dtype)
+
+        attn_output = self._flash_attention_forward(
+            query_states, key_states, value_states, attention_mask, q_len, dropout=dropout_rate
+        )
+
+        attn_output = attn_output.reshape(bsz, q_len, -1).contiguous()
+        attn_output = self.o_proj(attn_output)
+
+        if not output_attentions:
+            attn_weights = None
+
+        return attn_output, attn_weights, past_key_value
+
+    def _flash_attention_forward(
+            self, query_states, key_states, value_states, attention_mask, query_length, dropout=0.0, softmax_scale=None
+    ):
+        """
+        Calls the forward method of Flash Attention - if the input hidden states contain at least one padding token
+        first unpad the input, then computes the attention scores and pad the final attention scores.
+
+        Args:
+            query_states (`torch.Tensor`):
+                Input query states to be passed to Flash Attention API
+            key_states (`torch.Tensor`):
+                Input key states to be passed to Flash Attention API
+            value_states (`torch.Tensor`):
+                Input value states to be passed to Flash Attention API
+            attention_mask (`torch.Tensor`):
+                The padding mask - corresponds to a tensor of size `(batch_size, seq_len)` where 0 stands for the
+                position of padding tokens and 1 for the position of non-padding tokens.
+            dropout (`float`):
+                Attention dropout
+            softmax_scale (`float`, *optional*):
+                The scaling of QK^T before applying softmax. Default to 1 / sqrt(head_dim)
+        """
+        if not self._flash_attn_uses_top_left_mask:
+            causal = self.is_causal
+        else:
+            # TODO: Remove the `query_length != 1` check once Flash Attention for RoCm is bumped to 2.1. For details, please see the comment in LlamaFlashAttention2 __init__.
+            causal = self.is_causal and query_length != 1
+
+        origin_dtype = query_states.dtype
+        if origin_dtype not in [torch.bfloat16, torch.float16]:
+            query_states = query_states.to(dtype=torch.bfloat16)
+            key_states = key_states.to(dtype=torch.bfloat16)
+            value_states = value_states.to(dtype=torch.bfloat16)
+
+        # without attention mask to faster speed
+        attn_output = flash_attn_func(
+            query_states,
+            key_states,
+            value_states,
+            dropout,
+            softmax_scale=softmax_scale,
+            causal=causal
+        )
+        if origin_dtype not in [torch.bfloat16, torch.float16]:
+            return attn_output.to(origin_dtype)
+        else:
+            return attn_output
+
+    def _upad_input(self, query_layer, key_layer, value_layer, attention_mask, query_length):
+        indices_k, cu_seqlens_k, max_seqlen_in_batch_k = _get_unpad_data(attention_mask)
+        batch_size, kv_seq_len, num_key_value_heads, head_dim = key_layer.shape
+
+        key_layer = index_first_axis(
+            key_layer.reshape(batch_size * kv_seq_len, num_key_value_heads, head_dim), indices_k
+        )
+        value_layer = index_first_axis(
+            value_layer.reshape(batch_size * kv_seq_len, num_key_value_heads, head_dim), indices_k
+        )
+        if query_length == kv_seq_len:
+            query_layer = index_first_axis(
+                query_layer.reshape(batch_size * kv_seq_len, self.num_heads, head_dim), indices_k
+            )
+            cu_seqlens_q = cu_seqlens_k
+            max_seqlen_in_batch_q = max_seqlen_in_batch_k
+            indices_q = indices_k
+        elif query_length == 1:
+            max_seqlen_in_batch_q = 1
+            cu_seqlens_q = torch.arange(
+                batch_size + 1, dtype=torch.int32, device=query_layer.device
+            )  # There is a memcpy here, that is very bad.
+            indices_q = cu_seqlens_q[:-1]
+            query_layer = query_layer.squeeze(1)
+        else:
+            # The -q_len: slice assumes left padding.
+            attention_mask = attention_mask[:, -query_length:]
+            query_layer, indices_q, cu_seqlens_q, max_seqlen_in_batch_q = unpad_input(query_layer, attention_mask)
+
+        return (
+            query_layer,
+            key_layer,
+            value_layer,
+            indices_q,
+            (cu_seqlens_q, cu_seqlens_k),
+            (max_seqlen_in_batch_q, max_seqlen_in_batch_k),
+        )
+
+
+TIME_MOE_ATTENTION_CLASSES = {
+    "eager": TimeMoeAttention,
+    'flash_attention_2': TimeMoeFlashAttention2,
+}
+
+
+class TimeMoeDecoderLayer(nn.Module):
+    def __init__(self, config: TimeMoeConfig, layer_idx: int):
+        super().__init__()
+        self.config = config
+        self.hidden_size = config.hidden_size
+
+        self.self_attn = TIME_MOE_ATTENTION_CLASSES[config._attn_implementation](config, layer_idx)
+
+        if self.config.use_dense:
+            self.ffn_layer = TimeMoeMLP(
+                hidden_size=self.config.hidden_size,
+                intermediate_size=self.config.intermediate_size,
+                hidden_act=self.config.hidden_act,
+            )
+        else:
+            self.ffn_layer = TimeMoeSparseExpertsLayer(config)
+        self.input_layernorm = TimeMoeRMSNorm(config.hidden_size, eps=config.rms_norm_eps)
+        self.post_attention_layernorm = TimeMoeRMSNorm(config.hidden_size, eps=config.rms_norm_eps)
+
+    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]]:
+        if "padding_mask" in kwargs:
+            warnings.warn(
+                "Passing `padding_mask` is deprecated and will be removed in v4.37. "
+                "Please make sure use `attention_mask` instead.`"
+            )
+        """
+        Args:
+            hidden_states (`torch.FloatTensor`): input to the layer of shape `(batch, seq_len, embed_dim)`
+            attention_mask (`torch.FloatTensor`, *optional*): attention mask of size
+                `(batch, sequence_length)` where padding elements are indicated by 0.
+            output_attentions (`bool`, *optional*):
+                Whether or not to return the attentions tensors of all attention layers. See `attentions` under
+                returned tensors for more detail.
+            use_cache (`bool`, *optional*):
+                If set to `True`, `past_key_values` key value states are returned and can be used to speed up decoding
+                (see `past_key_values`).
+            past_key_value (`Tuple(torch.FloatTensor)`, *optional*): cached past key and value projection states
+        """
+
+        residual = hidden_states
+
+        hidden_states = self.input_layernorm(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.post_attention_layernorm(hidden_states)
+        hidden_states, router_logits = 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, router_logits
+
+
+class TimeMoePreTrainedModel(PreTrainedModel):
+    config_class = TimeMoeConfig
+    base_model_prefix = "model"
+    supports_gradient_checkpointing = True
+    _no_split_modules = ["TimeMoeDecoderLayer"]
+    _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 TimeMoeModel(TimeMoePreTrainedModel):
+    """
+    Transformer decoder consisting of *config.num_hidden_layers* layers. Each layer is a [`TimeMoeDecoderLayer`]
+
+    Args:
+        config: TimeMoeConfig
+    """
+
+    def __init__(self, config: TimeMoeConfig):
+        super().__init__(config)
+        # self.padding_idx = config.pad_token_id
+
+        self.embed_layer = TimeMoeInputEmbedding(config)
+        self.layers = nn.ModuleList(
+            [TimeMoeDecoderLayer(config, layer_idx) for layer_idx in range(config.num_hidden_layers)]
+        )
+        self._attn_implementation = config._attn_implementation
+        self.norm = TimeMoeRMSNorm(config.hidden_size, eps=config.rms_norm_eps)
+
+        self.gradient_checkpointing = False
+        # Initialize weights and apply final processing
+        self.post_init()
+
+    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, input_size]
+        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:
+            if len(input_ids.shape) == 2:
+                input_ids.unsqueeze_(dim=-1)
+            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 self.gradient_checkpointing and self.training:
+            if use_cache:
+                logger.warning_once(
+                    "`use_cache=True` is incompatible with gradient checkpointing. Setting `use_cache=False`..."
+                )
+                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()
+
+        if inputs_embeds is None:
+            inputs_embeds = self.embed_layer(input_ids)
+
+        # 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
+        all_router_logits = ()
+        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]
+
+            all_router_logits += (layer_outputs[-1],)
+
+            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, all_router_logits]
+                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,
+            router_logits=all_router_logits
+        )
+
+
+class TimeMoeOutputLayer(nn.Module):
+
+    def __init__(self, hidden_size: int, horizon_length: int, input_size: int = 1):
+        super().__init__()
+
+        self.out_layer = nn.Linear(
+            hidden_size,
+            input_size * horizon_length,
+            bias=False,
+        )
+
+    def forward(self, x):
+        """
+
+        Args:
+            x (torch.FloatTensor): with shape [B, seq_len, hidden_size]
+
+        Returns:
+    `       torch.FloatTensor: final prediction with shape [B, seq_len, input_size]
+        """
+        return self.out_layer(x)
+
+
+class TimeMoeForPrediction(TimeMoePreTrainedModel, TSGenerationMixin):
+
+    def __init__(self, config: TimeMoeConfig):
+        super().__init__(config)
+        self.config = config
+        self.apply_aux_loss = config.apply_aux_loss
+        self.num_experts_per_tok = config.num_experts_per_tok
+        self.router_aux_loss_factor = config.router_aux_loss_factor
+
+        self.model = TimeMoeModel(config)
+        # output layer
+        lm_head_list = []
+        self.horizon_length_map = {}
+        for i, horizon_length in enumerate(config.horizon_lengths):
+            lm_head_list.append(
+                TimeMoeOutputLayer(
+                    hidden_size=self.config.hidden_size,
+                    input_size=self.config.input_size,
+                    horizon_length=horizon_length,
+                )
+            )
+            self.horizon_length_map[horizon_length] = i
+        self.lm_heads = nn.ModuleList(lm_head_list)
+
+        self.loss_function = torch.nn.HuberLoss(reduction='none', delta=2.0)
+
+        # Initialize weights and apply final processing
+        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,
+            use_cache: Optional[bool] = None,
+            output_attentions: Optional[bool] = None,
+            output_hidden_states: Optional[bool] = None,
+            return_dict: Optional[bool] = None,
+            max_horizon_length: Optional[int] = None,
+    ) -> 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
+
+        # decoder outputs consists of (dec_features, layer_state, dec_hidden, dec_attn)
+        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]
+        predictions = None
+
+        loss = None
+        aux_loss = None
+        if labels is not None:
+            # AutoRegressive loss
+            ar_loss = 0.0
+            for lm_head, horizon_length in zip(self.lm_heads, self.config.horizon_lengths):
+                one_predictions = lm_head(hidden_states)
+                one_loss = self.calc_ar_loss(one_predictions, labels, loss_masks, horizon_length)
+                ar_loss += one_loss
+                if predictions is None:
+                    predictions = one_predictions
+            loss = ar_loss / len(self.config.horizon_lengths)
+
+            if self.apply_aux_loss:
+                router_logits = outputs.router_logits if return_dict else outputs[-1]
+
+                temporal_aux_loss = load_balancing_loss_func(
+                    router_logits,
+                    top_k=self.num_experts_per_tok,
+                    num_experts=self.config.num_experts,
+                    attention_mask=attention_mask
+                )
+                loss += self.router_aux_loss_factor * temporal_aux_loss.to(loss.device)
+        else:
+            if max_horizon_length is None:
+                horizon_length = self.config.horizon_lengths[0]
+                max_horizon_length = horizon_length
+            else:
+                horizon_length = self.config.horizon_lengths[0]
+                for h in self.config.horizon_lengths[1:]:
+                    if h > max_horizon_length:
+                        break
+                    else:
+                        horizon_length = h
+            lm_head = self.lm_heads[self.horizon_length_map[horizon_length]]
+            predictions = lm_head(hidden_states)
+            if horizon_length > max_horizon_length:
+                predictions = predictions[:, :, : self.config.input_size * max_horizon_length]
+
+        if not return_dict:
+            output = (predictions,) + outputs[1:]
+            return (loss, aux_loss) + output if loss is not None else output
+
+        return MoeCausalLMOutputWithPast(
+            loss=loss,
+            aux_loss=aux_loss,
+            logits=predictions,
+            past_key_values=outputs.past_key_values,
+            hidden_states=outputs.hidden_states,
+            attentions=outputs.attentions,
+        )
+
+    def calc_ar_loss(self, predictions, labels, loss_masks, horizon_length):
+        if len(labels.shape) == 2:
+            labels.unsqueeze_(dim=-1)
+            # enable model parallelism
+            labels = labels.to(predictions.device)
+        if loss_masks is not None and len(loss_masks.shape) == 2:
+            loss_masks.unsqueeze_(dim=-1)
+            # enable model parallelism
+            loss_masks = loss_masks.to(predictions.device)
+
+        if horizon_length > 1:
+            batch_size, seq_len, output_size = predictions.shape
+            shift_predictions = predictions.view(batch_size, seq_len, horizon_length, -1)
+
+            # pad to the same length with predictions
+            # shape -> [B, input_size, seq_len + horizon_length -1]
+            labels = F.pad(labels.transpose(-1, -2), (0, horizon_length - 1), mode='constant', value=0)
+
+            # shape -> [B, input_size, seq_len, horizon_length]
+            shift_labels = labels.unfold(dimension=-1, size=horizon_length, step=1)
+            shift_labels = shift_labels.permute(0, 2, 3, 1)
+
+            if loss_masks is not None:
+                # pad to the same length with predictions
+                loss_masks = F.pad(loss_masks.transpose(-1, -2), (0, horizon_length - 1), mode='constant', value=0)
+
+                loss_masks = loss_masks.unfold(dimension=-1, size=horizon_length, step=1)
+                loss_masks = loss_masks.permute(0, 2, 3, 1)
+
+        else:
+            shift_predictions = predictions
+            shift_labels = labels
+
+        # Calculate loss with mask
+        # losses = self.loss_function(shift_predictions.to(torch.float32), shift_labels.to(torch.float32))
+        losses = self.loss_function(shift_predictions, shift_labels)
+
+        if loss_masks is not None:
+            losses = losses * loss_masks
+
+            loss = losses.sum() / loss_masks.sum()
+        else:
+            loss = torch.mean(losses)
+
+        return loss
+
+    def prepare_inputs_for_generation(
+            self, input_ids, past_key_values=None, attention_mask=None, inputs_embeds=None, **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]:
+                input_ids = input_ids[:, -(attention_mask.shape[1] - past_length):]
+            # 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]:
+                input_ids = input_ids[:, past_length:]
+            # 3 - Otherwise (past_length >= input_ids.shape[1]), 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] > 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]:]
+
+        # 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:
+            logger.info('Use input_embedding')
+            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,
+            }
+        )
+        return model_inputs
+
+    @staticmethod
+    def _reorder_cache(past_key_values, beam_idx):
+        reordered_past = ()
+        for layer_past in past_key_values:
+            reordered_past += (
+                tuple(past_state.index_select(0, beam_idx.to(past_state.device)) for past_state in layer_past),
+            )
+        return reordered_past

ts_generation_mixin.py

@@ -0,0 +1,234 @@
+import warnings
+from typing import Any, Dict, List, Optional, Union
+
+import torch
+
+from transformers import GenerationMixin, LogitsProcessorList, StoppingCriteriaList
+from transformers.generation import validate_stopping_criteria, EosTokenCriteria
+from transformers.generation.utils import GenerateNonBeamOutput, GenerateEncoderDecoderOutput, GenerateDecoderOnlyOutput
+from transformers.utils import ModelOutput
+
+
+class TSGenerationMixin(GenerationMixin):
+
+    def _greedy_search(
+            self,
+            input_ids: torch.LongTensor,
+            logits_processor: Optional[LogitsProcessorList] = None,
+            stopping_criteria: Optional[StoppingCriteriaList] = None,
+            max_length: Optional[int] = None,
+            pad_token_id: Optional[int] = None,
+            eos_token_id: Optional[Union[int, List[int]]] = None,
+            output_attentions: Optional[bool] = None,
+            output_hidden_states: Optional[bool] = None,
+            output_scores: Optional[bool] = None,
+            output_logits: Optional[bool] = None,
+            return_dict_in_generate: Optional[bool] = None,
+            synced_gpus: bool = False,
+            streamer: Optional["BaseStreamer"] = None,
+            **model_kwargs,
+    ) -> Union[GenerateNonBeamOutput, torch.LongTensor]:
+        # init values
+        logits_processor = logits_processor if logits_processor is not None else LogitsProcessorList()
+        stopping_criteria = stopping_criteria if stopping_criteria is not None else StoppingCriteriaList()
+        if max_length is not None:
+            warnings.warn(
+                "`max_length` is deprecated in this function, use"
+                " `stopping_criteria=StoppingCriteriaList([MaxLengthCriteria(max_length=max_length)])` instead.",
+                UserWarning,
+            )
+            stopping_criteria = validate_stopping_criteria(stopping_criteria, max_length)
+        pad_token_id = pad_token_id if pad_token_id is not None else self.generation_config.pad_token_id
+        if eos_token_id is not None:
+            stopping_criteria.append(EosTokenCriteria(eos_token_id=eos_token_id))
+        else:
+            # remove when the method is totally private
+            # need to get `eos_token_id` and add stopping criteria, so that generation does not go forever
+            eos_token_id = [
+                criteria.eos_token_id.tolist() for criteria in stopping_criteria if hasattr(criteria, "eos_token_id")
+            ]
+            eos_token_id = eos_token_id[0] if eos_token_id else None
+            if eos_token_id is None and self.generation_config.eos_token_id is not None:
+                eos_token_id = self.generation_config.eos_token_id
+                stopping_criteria.append(EosTokenCriteria(eos_token_id=eos_token_id))
+
+        if isinstance(eos_token_id, int):
+            eos_token_id = [eos_token_id]
+        output_scores = output_scores if output_scores is not None else self.generation_config.output_scores
+        output_attentions = (
+            output_attentions if output_attentions is not None else self.generation_config.output_attentions
+        )
+        output_hidden_states = (
+            output_hidden_states if output_hidden_states is not None else self.generation_config.output_hidden_states
+        )
+        return_dict_in_generate = (
+            return_dict_in_generate
+            if return_dict_in_generate is not None
+            else self.generation_config.return_dict_in_generate
+        )
+
+        # init attention / hidden states / scores tuples
+        raw_logits = () if (return_dict_in_generate and output_logits) else None
+        scores = () if (return_dict_in_generate and output_scores) else None
+        decoder_attentions = () if (return_dict_in_generate and output_attentions) else None
+        cross_attentions = () if (return_dict_in_generate and output_attentions) else None
+        decoder_hidden_states = () if (return_dict_in_generate and output_hidden_states) else None
+
+        # if model is an encoder-decoder, retrieve encoder attention weights and hidden states
+        if return_dict_in_generate and self.config.is_encoder_decoder:
+            encoder_attentions = model_kwargs["encoder_outputs"].get("attentions") if output_attentions else None
+            encoder_hidden_states = (
+                model_kwargs["encoder_outputs"].get("hidden_states") if output_hidden_states else None
+            )
+
+        # keep track of which sequences are already finished
+        batch_size, cur_len = input_ids.shape
+        if "inputs_embeds" in model_kwargs:
+            cur_len = model_kwargs["inputs_embeds"].shape[1]
+        this_peer_finished = False
+        unfinished_sequences = torch.ones(batch_size, dtype=torch.long, device=input_ids.device)
+        model_kwargs["cache_position"] = torch.arange(cur_len, device=input_ids.device)
+
+        max_length = stopping_criteria.max_length
+        while self._has_unfinished_sequences(this_peer_finished, synced_gpus, device=input_ids.device):
+            # prepare model inputs
+            model_inputs = self.prepare_inputs_for_generation(input_ids, **model_kwargs)
+
+            input_length = input_ids.shape[1]
+
+            # forward pass to get next token
+            outputs = self(
+                **model_inputs,
+                return_dict=True,
+                output_attentions=output_attentions,
+                output_hidden_states=output_hidden_states,
+                max_horizon_length=max_length - input_length,
+            )
+
+            if synced_gpus and this_peer_finished:
+                continue  # don't waste resources running the code we don't need
+
+            next_token_logits = outputs.logits[:, -1, :]
+
+            # pre-process distribution
+            next_tokens_scores = logits_processor(input_ids, next_token_logits)
+
+            # Store scores, attentions and hidden_states when required
+            if return_dict_in_generate:
+                if output_scores:
+                    scores += (next_tokens_scores,)
+                if output_logits:
+                    raw_logits += (next_token_logits,)
+                if output_attentions:
+                    decoder_attentions += (
+                        (outputs.decoder_attentions,) if self.config.is_encoder_decoder else (outputs.attentions,)
+                    )
+                    if self.config.is_encoder_decoder:
+                        cross_attentions += (outputs.cross_attentions,)
+
+                if output_hidden_states:
+                    decoder_hidden_states += (
+                        (outputs.decoder_hidden_states,)
+                        if self.config.is_encoder_decoder
+                        else (outputs.hidden_states,)
+                    )
+
+            # argmax
+            # next_tokens = torch.argmax(next_tokens_scores, dim=-1)
+            next_tokens = next_tokens_scores
+
+            # finished sentences should have their next token be a padding token
+            if eos_token_id is not None:
+                if pad_token_id is None:
+                    raise ValueError("If `eos_token_id` is defined, make sure that `pad_token_id` is defined.")
+                next_tokens = next_tokens * unfinished_sequences + pad_token_id * (1 - unfinished_sequences)
+
+            # update generated ids, model inputs, and length for next step
+            next_tokens = next_tokens.reshape(batch_size, -1, self.config.input_size)
+            horizon_length = next_tokens.shape[1]
+
+            input_ids = torch.cat([input_ids, next_tokens], dim=-2)
+            if streamer is not None:
+                streamer.put(next_tokens.cpu())
+            model_kwargs = self._update_model_kwargs_for_generation(
+                outputs,
+                model_kwargs,
+                horizon_length=horizon_length,
+                is_encoder_decoder=self.config.is_encoder_decoder,
+            )
+
+            unfinished_sequences = unfinished_sequences & ~stopping_criteria(input_ids[..., 0], scores)
+            this_peer_finished = unfinished_sequences.max() == 0
+
+        if input_ids.shape[1] > max_length:
+            input_ids = input_ids[:, :max_length]
+
+        if streamer is not None:
+            streamer.end()
+
+        if return_dict_in_generate:
+            if self.config.is_encoder_decoder:
+                return GenerateEncoderDecoderOutput(
+                    sequences=input_ids,
+                    scores=scores,
+                    logits=raw_logits,
+                    encoder_attentions=encoder_attentions,
+                    encoder_hidden_states=encoder_hidden_states,
+                    decoder_attentions=decoder_attentions,
+                    cross_attentions=cross_attentions,
+                    decoder_hidden_states=decoder_hidden_states,
+                    past_key_values=model_kwargs.get("past_key_values"),
+                )
+            else:
+                return GenerateDecoderOnlyOutput(
+                    sequences=input_ids,
+                    scores=scores,
+                    logits=raw_logits,
+                    attentions=decoder_attentions,
+                    hidden_states=decoder_hidden_states,
+                    past_key_values=model_kwargs.get("past_key_values"),
+                )
+        else:
+            return input_ids
+
+    def _update_model_kwargs_for_generation(
+            self,
+            outputs: ModelOutput,
+            model_kwargs: Dict[str, Any],
+            horizon_length: int = 1,
+            is_encoder_decoder: bool = False,
+            standardize_cache_format: bool = False,
+    ) -> Dict[str, Any]:
+        # update past_key_values
+        model_kwargs["past_key_values"] = self._extract_past_from_model_output(
+            outputs, standardize_cache_format=standardize_cache_format
+        )
+        if getattr(outputs, "state", None) is not None:
+            model_kwargs["state"] = outputs.state
+
+        # update token_type_ids with last value
+        if "token_type_ids" in model_kwargs:
+            token_type_ids = model_kwargs["token_type_ids"]
+            model_kwargs["token_type_ids"] = torch.cat([token_type_ids, token_type_ids[:, -1].unsqueeze(-1)], dim=-1)
+
+        if not is_encoder_decoder:
+            # update attention mask
+            if "attention_mask" in model_kwargs:
+                attention_mask = model_kwargs["attention_mask"]
+                model_kwargs["attention_mask"] = torch.cat(
+                    [attention_mask, attention_mask.new_ones((attention_mask.shape[0], horizon_length))], dim=-1
+                )
+        else:
+            # update decoder attention mask
+            if "decoder_attention_mask" in model_kwargs:
+                decoder_attention_mask = model_kwargs["decoder_attention_mask"]
+                model_kwargs["decoder_attention_mask"] = torch.cat(
+                    [decoder_attention_mask, decoder_attention_mask.new_ones((decoder_attention_mask.shape[0], 1))],
+                    dim=-1,
+                )
+
+        if "cache_position" in model_kwargs and model_kwargs["cache_position"] is not None:
+            # model_kwargs["cache_position"] = model_kwargs["cache_position"][-1:] + horizon_length
+            model_kwargs["cache_position"] = model_kwargs["cache_position"][-1:] + 1
+
+        return model_kwargs