add ddpm (#56)

tests/test_ddpm.py

@@ -0,0 +1,37 @@
+import pytest
+import tsgm
+
+import tensorflow as tf
+import numpy as np
+from tensorflow import keras
+
+
+def test_ddpm():
+    seq_len = 12
+    feat_dim = 1
+
+    model_type = tsgm.models.architectures.zoo["ddpm_denoiser"]
+    architecture = model_type(seq_len=seq_len, feat_dim=feat_dim)
+
+    denoiser_model = architecture.model
+
+    X = tsgm.utils.gen_sine_dataset(50, seq_len, feat_dim, max_value=20)
+
+    scaler = tsgm.utils.TSFeatureWiseScaler((0, 1))
+    X = scaler.fit_transform(X).astype(np.float64)
+
+    ddpm_model = tsgm.models.ddpm.DDPM(denoiser_model, model_type(seq_len=seq_len, feat_dim=feat_dim).model, 1000)
+    ddpm_model.compile(
+        loss=keras.losses.MeanSquaredError(),
+        optimizer=keras.optimizers.Adam(0.0003))
+
+    with pytest.raises(ValueError):
+        ddpm_model.generate(7)
+
+    ddpm_model.fit(X, epochs=1, batch_size=128)
+
+    x_samples = ddpm_model.generate(7)
+    assert x_samples.shape == (7, seq_len, feat_dim)
+
+    x_decoded = ddpm_model(3)
+    assert x_decoded.shape == (3, seq_len, feat_dim)

tsgm/models/__init__.py

@@ -5,5 +5,6 @@
 import tsgm.models.monitors
 import tsgm.models.sts
 import tsgm.models.timeGAN
+import tsgm.models.ddpm
 
 from tsgm.models.architectures import zoo

tsgm/models/architectures/zoo.py

@@ -964,6 +964,135 @@ def _build_discriminator(self):
         return keras.Model(inputs, x)
 
 
+class TimeEmbedding(layers.Layer):
+    def __init__(self, dim: int, **kwargs) -> None:
+        super().__init__(**kwargs)
+        self.dim = dim
+        self.half_dim = dim // 2
+        self.emb = math.log(10000) / (self.half_dim - 1)
+        self.emb = tf.exp(tf.range(self.half_dim, dtype=tf.float32) * -self.emb)
+
+    def call(self, inputs: tsgm.types.Tensor) -> tsgm.types.Tensor:
+        inputs = tf.cast(inputs, dtype=tf.float32)
+        emb = inputs[:, None] * self.emb[None, :]
+        emb = tf.concat([tf.sin(emb), tf.cos(emb)], axis=-1)
+
+        return emb
+
+
+class BaseDenoisingArchitecture(Architecture):
+    """
+    Base class for denoising architectures in DDPM (Denoising Diffusion Probabilistic Models, `tsgm.models.ddpm`).
+
+    Attributes:
+        arch_type: A string indicating the type of architecture, set to "ddpm:denoising".
+        _seq_len: The length of the input sequences.
+        _feat_dim: The dimensionality of the input features.
+        _n_filters: The number of filters used in the convolutional layers.
+        _n_conv_layers: The number of convolutional layers in the model.
+        _model: The Keras model instance built using the `_build_model` method.
+    """
+
+    arch_type = "ddpm:denoising"
+
+    def __init__(self, seq_len: int, feat_dim: int, n_filters: int = 64, n_conv_layers: int = 3, **kwargs) -> None:
+        """
+        Initializes the BaseDenoisingArchitecture with the specified parameters.
+
+        Args:
+            seq_len (int): The length of the input sequences.
+            feat_dim (int): The dimensionality of the input features.
+            n_filters (int, optional): The number of filters for convolutional layers. Default is 64.
+            n_conv_layers (int, optional): The number of convolutional layers. Default is 3.
+            **kwargs: Additional keyword arguments to be passed to the parent class `Architecture`.
+        """
+        self._seq_len = seq_len
+        self._feat_dim = feat_dim
+        self._n_filters = n_filters
+        self._n_conv_layers = n_conv_layers
+        self._model = self._build_model()
+
+    @property
+    def model(self) -> keras.models.Model:
+        """
+        Provides access to the Keras model instance.
+
+        Returns:
+            keras.models.Model: The Keras model instance built by `_build_model`.
+        """
+        return self._model
+
+    def get(self) -> T.Dict:
+        """
+        Returns a dictionary containing the model.
+
+        :returns: A dictionary containing the model.
+        :rtype: dict
+        """
+        return {"model": self.model}
+
+    def _build_model(self) -> None:
+        """
+        Abstract method for building the Keras model.
+        Subclasses must implement this method to define the specific architecture of the model.
+
+        Raises:
+            NotImplementedError: If the method is not overridden by a subclass.
+        """
+        raise NotImplementedError
+
+
+class DDPMConvDenoiser(BaseDenoisingArchitecture):
+    """
+    A convolutional denoising model for DDPM.
+
+    This class defines a convolutional neural network architecture used as a denoiser in DDPM.
+    It predicts the noise added to the input samples during the diffusion process.
+
+    Attributes:
+        arch_type: A string indicating the architecture type, set to "ddpm:denoiser".
+    """
+    arch_type = "ddpm:denoiser"
+
+    def __init__(self, **kwargs):
+        """
+        Initializes the DDPMConvDenoiser model with additional parameters.
+
+        Args:
+            **kwargs: Additional keyword arguments to be passed to the parent class.
+        """
+        super().__init__(**kwargs)
+
+    def _build_model(self) -> keras.Model:
+        """
+        Constructs and returns the Keras model for the DDPM denoiser.
+
+        The model consists of:
+            - A 1D convolutional layer to process input features.
+            - An additional input layer for time embedding to incorporate timestep information.
+            - `n_conv_layers` convolutional layers to process the combined features and time embeddings.
+            - A final convolutional layer to output the predicted noise.
+
+        Returns:
+            keras.Model: The Keras model instance for the DDPM denoiser.
+        """
+        inputs = keras.Input(shape=(self._seq_len, self._feat_dim))
+
+        # Input for the additional float parameter
+        time_input = keras.Input(shape=(1,))
+
+        temb = TimeEmbedding(dim=self._seq_len)(time_input)
+        temb = keras.layers.Reshape((temb.shape[-1], 1))(temb)
+
+        x = layers.Concatenate()([inputs, temb])
+
+        for l_id in range(self._n_conv_layers):
+            x = layers.Conv1D(self._n_filters, 3, padding="same", activation="relu")(x)
+
+        outputs = layers.Conv1D(self._feat_dim, 3, padding="same")(x)
+        return keras.Model(inputs=[inputs, time_input], outputs=outputs)
+
+
 class Zoo(dict):
     """
     A collection of architectures represented. It behaves like supports Python `dict` API.
@@ -995,6 +1124,7 @@ def summary(self) -> None:
         "cgan_lstm_n": cGAN_LSTMnArchitecture,
         "cgan_lstm_3": cGAN_LSTMConv3Architecture,
         "wavegan": WaveGANArchitecture,
+        "ddpm_denoiser": DDPMConvDenoiser,
 
         # Downstream models
         "clf_cn": ConvnArchitecture,