Expanding static features when embedding - bug 
### System Info

Python 3.9, Pycharm

### Who can help?

@sgugger  @ArthurZucker and @younesbelkada 

### Information

- [ ] The official example scripts
- [X] My own modified scripts

### Tasks

- [ ] An officially supported task in the `examples` folder (such as GLUE/SQuAD, ...)
- [X] My own task or dataset (give details below)

### Reproduction

Here is the training script we used:

```py
    import torch
    import pandas as pd
    from torch.utils.data import Dataset, DataLoader
    from transformers import TimeSeriesTransformerConfig, TimeSeriesTransformerModel, TimeSeriesTransformerForPrediction
    from Preprocess import create_dataset
    
    
    class TimeSeriesDataset(Dataset):
        def __init__(self, subjects_dict):
            self.subjects_dict = subjects_dict
            self.subjects = list(subjects_dict.keys())
    
        def __len__(self):
            return len(self.subjects)
    
        def __getitem__(self, idx):
            subject = self.subjects[idx]
            subject_dict = self.subjects_dict[subject]
            # df_numpy = df.to_numpy()
            # inputs = torch.tensor(df[['past_values', 'future_values']].values, dtype=torch.float32)
            # inputs = torch.tensor()
            return subject_dict
    
    
    # Instantiating the dataset
    directory = 'D:\Final Project\TASK_PCC_PFC\TEMP'
    subjects_dict = create_dataset(directory)
    dataset = TimeSeriesDataset(subjects_dict)
    
    # Creating the dataloader
    dataloader = DataLoader(dataset, batch_size=32, shuffle=True)
    
    # Instantiating the TimeSeriesTransformerForPrediction
    # model = TimeSeriesTransformerForPrediction
    
    embedding_dimension = [349]
    cardinality = [15]#[1, 2, 3, 4,  5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15] #[15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15]#
    
    # Initializing a default Time Series Transformer configuration
    configuration = TimeSeriesTransformerConfig(prediction_length = 327, lags_sequence = [0, 0, 0], embedding_dimension = embedding_dimension,
                                                num_static_categorical_features =  1, encoder_attention_heads = 2, decoder_attention_heads = 2, cardinality =cardinality )
    
    # Randomly initializing a model (with random weights) from the configuration
    model = TimeSeriesTransformerModel(configuration)
    
    # Accessing the model configuration
    configuration = model.config
    #we dont know if passing the data as a dataframe instead if a tesndor would work
    #currently model.train() is throwing an error, maybe we need to use a gpu? TODO
    # Setting the model to training mode
    model.train()
    
    # Defining the loss function and optimizer
    loss_fn = torch.nn.MSELoss()
    optimizer = torch.optim.Adam(model.parameters(), lr=1e-3)
    
    # Training loop
    for epoch in range(100):
        for batch in dataloader:
            # Forward pass
            outputs =  model(
            past_values=batch["past_values"],
            past_time_features=batch["past_time_features"],
            past_observed_mask=None,
            static_categorical_features=batch['static_categorical_features'],
            static_real_features=batch['static_real_features'],
            future_values=batch["future_values"],
            future_time_features=batch["future_time_features"],
    
                             )
            loss = loss_fn(outputs, batch)
    
            # Backward pass and optimization
            optimizer.zero_grad()
            loss.backward()
            optimizer.step()
    
        # Printing the training loss
        if (epoch + 1) % 10 == 0:
            print(f"Epoch [{epoch + 1}/100], Loss: {loss.item()}")

```

Dataset:
HPC voxel dataset 

### Expected behavior

Hi,

We are trying to train TimeSeriesTransformer for forcasting using fMRI voxel data. The shape of the data is: (batch size, rows of datapoints, columns of features)

We encountered an issues in the embedding phase.
This is from the source code:

```
          
        # embeddings
        embedded_cat = self.embedder(static_categorical_features)
        
        # static features
        log_scale = scale.log() if self.config.input_size == 1 else scale.squeeze(1).log()
       
        static_feat = torch.cat((embedded_cat, static_real_features, log_scale), dim=1)
      
        expanded_static_feat = static_feat.unsqueeze(1).expand(-1, time_feat.shape[1], -1)
```

This is the error:
```
              Traceback (most recent call last):
              File "D:\Final Project\fMRI_Ariel_Lital\train.py", line 61, in <module>
                outputs =  model(
              File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\torch\nn\modules\module.py", line 1130, in _call_impl
                return forward_call(*input, **kwargs)
                File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\transformers\models\time_series_transformer\modeling_time_series_transformer.py", line 1626, in forward
                transformer_inputs, scale, static_feat = self.create_network_inputs(
              File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\transformers\models\time_series_transformer\modeling_time_series_transformer.py", line 1536, in create_network_inputs
                expanded_static_feat = static_feat.unsqueeze(1).expand(-1, time_feat.shape[1], -1)
              RuntimeError: expand(torch.DoubleTensor{[32, 1, 329, 349]}, size=[-1, 654, -1]): the number of sizes provided (3) must be greater or equal to the number of dimensions in the tensor (4)
        
        Process finished with exit code 1

```
 To our understanding there is a contradiction in this code. 
**embedded_cat** has 3 dimentions: (batch_size, rows, columns)  
**log_scale** has 3 dimenstions: (batch_size, 1, columns)
In order to use 'torch.cat', '**static_real_features**' must have the shape: [batch_size, n, columns] 
This means that aftre concatenation of these 3 variables, '**static_feat**' will have 3 dimensions. 
Then, when **unsqueezing** it will have 4 and then '**expand**' won't work.

How can we solve this?

Many thanks!

cc @kashif<|||||>thanks @LtlSh for the report.

So `embedding_dimension` is the size of the resulting vector for the given categorical covariate. `cardinality`  is the unique number of categories. So if you have only 15 different categories, perhaps it does not make sense to map the resulting vector to a 349 vector. Also the lags you can set it to `[1]` .

Finally, note the categorical feature is `static` meaning it has no temporal component and thus would have shape for a single feature `[B, 1]`

let me know if that makes sense?

<|||||>Thank you for your answer! @kashif 
We tried your suggestion, but we are still getting the same error:

`
C:\Users\Cognition\anaconda3\envs\ArielLital\python.exe "D:\Final Project\fMRI_Ariel_Lital\train.py" 
Traceback (most recent call last):
  File "D:\Final Project\fMRI_Ariel_Lital\train.py", line 62, in <module>
    outputs =  model(
  File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\torch\nn\modules\module.py", line 1130, in _call_impl
    return forward_call(*input, **kwargs)
  File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\transformers\models\time_series_transformer\modeling_time_series_transformer.py", line 1626, in forward
    transformer_inputs, scale, static_feat = self.create_network_inputs(
  File "C:\Users\Cognition\anaconda3\envs\ArielLital\lib\site-packages\transformers\models\time_series_transformer\modeling_time_series_transformer.py", line 1535, in create_network_inputs
    static_feat = torch.cat((embedded_cat, static_real_features, log_scale), dim=1)
RuntimeError: Sizes of tensors must match except in dimension 1. Expected size 3 but got size 349 for tensor number 1 in the list.

Process finished with exit code 1

`

In addition, we couldn't understand from your answer why there isn't a contradiction 
(I'm referring to this part of our previous comment: 
**embedded_cat** has 3 dimensions: (batch_size, rows, columns)
**log_scale** has 3 dimensions: (batch_size, 1, columns)
In order to use 'torch.cat', '**static_real_features**' must have the shape: [batch_size, n, columns]
This means that after concatenation of these 3 variables, '**static_feat**' will have 3 dimensions.
Then, when unsqueezing it will have 4 and then 'expand' won't work.)

Many thanks!!<|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.