File size: 6,199 Bytes
9c31a35
976f8d8
3d7c303
9bfcbfa
a2fd8f3
976f8d8
 
9b2a102
7d4300a
9c31a35
51a6b05
 
 
90fd5d4
 
 
 
 
9c31a35
7d4300a
9c31a35
5fe5010
90fd5d4
 
9c31a35
 
7d4300a
9c31a35
7d4300a
c7187a6
3821242
 
 
4b56660
3821242
 
 
 
 
 
 
c7187a6
 
 
593c674
c7187a6
 
 
 
593c674
 
c7187a6
 
fbb7cf7
c7187a6
 
5fe5010
c7187a6
90fd5d4
c7187a6
5b0cc10
c7187a6
 
9bfcbfa
b07eb2d
fbb7cf7
 
4b56660
fbb7cf7
 
 
 
 
 
7d4300a
 
dca02e2
593c674
7d4300a
 
 
9bfcbfa
593c674
 
7d4300a
9bfcbfa
fbb7cf7
9bfcbfa
dca02e2
 
5fe5010
9bfcbfa
90fd5d4
c7187a6
5b0cc10
9bfcbfa
962c25c
 
 
932dcf5
962c25c
 
 
90fd5d4
962c25c
 
90fd5d4
 
962c25c
 
 
 
5b0cc10
962c25c
d4d95e5
 
 
fbb7cf7
 
4b56660
fbb7cf7
 
 
 
 
d4d95e5
 
 
c3a1736
593c674
d4d95e5
 
 
 
593c674
 
d4d95e5
 
fbb7cf7
dca02e2
d4d95e5
90fd5d4
d4d95e5
fbb7cf7
c3a1736
d398bf9
 
c3a1736
 
d4d95e5
90fd5d4
c7187a6
5b0cc10
d4d95e5
47dbec6
7cda629
c9cead8
 
7cda629
c9cead8
47dbec6
 
4b56660
7cda629
47dbec6
7cda629
47dbec6
7cda629
 
c9cead8
 
 
 
47dbec6
c9cead8
47dbec6
 
 
 
fbb7cf7
90fd5d4
47dbec6
5b0cc10
 
a2fd8f3
 
ef66f4a
a2fd8f3
ef66f4a
 
 
a2fd8f3
 
ef66f4a
 
a2fd8f3
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
import unittest

import numpy as np
import pandas as pd
import sympy

from .. import PySRRegressor, sympy2torch


class TestTorch(unittest.TestCase):
    def setUp(self):
        np.random.seed(0)

        # Need to import after juliacall:
        import torch

        self.torch = torch

    def test_sympy2torch(self):
        x, y, z = sympy.symbols("x y z")
        cosx = 1.0 * sympy.cos(x) + y

        X = self.torch.tensor(np.random.randn(1000, 3))
        true = 1.0 * self.torch.cos(X[:, 0]) + X[:, 1]
        torch_module = sympy2torch(cosx, [x, y, z])
        self.assertTrue(
            np.all(np.isclose(torch_module(X).detach().numpy(), true.detach().numpy()))
        )

    def test_pipeline_pandas(self):
        X = pd.DataFrame(np.random.randn(100, 10))
        y = np.ones(X.shape[0])
        model = PySRRegressor(
            progress=False,
            max_evals=10000,
            model_selection="accuracy",
            extra_sympy_mappings={},
            output_torch_format=True,
        )
        model.fit(X, y)

        equations = pd.DataFrame(
            {
                "Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
                "Loss": [1.0, 0.1, 1e-5],
                "Complexity": [1, 2, 3],
            }
        )

        equations["Complexity Loss Equation".split(" ")].to_csv(
            "equation_file.csv.bkup"
        )

        model.refresh(checkpoint_file="equation_file.csv")
        tformat = model.pytorch()
        self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")

        np.testing.assert_almost_equal(
            tformat(self.torch.tensor(X.values)).detach().numpy(),
            np.square(np.cos(X.values[:, 1])),  # Selection 1st feature
            decimal=3,
        )

    def test_pipeline(self):
        X = np.random.randn(100, 10)
        y = np.ones(X.shape[0])
        model = PySRRegressor(
            progress=False,
            max_evals=10000,
            model_selection="accuracy",
            output_torch_format=True,
        )
        model.fit(X, y)

        equations = pd.DataFrame(
            {
                "Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
                "Loss": [1.0, 0.1, 1e-5],
                "Complexity": [1, 2, 3],
            }
        )

        equations["Complexity Loss Equation".split(" ")].to_csv(
            "equation_file.csv.bkup"
        )

        model.refresh(checkpoint_file="equation_file.csv")

        tformat = model.pytorch()
        self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")

        np.testing.assert_almost_equal(
            tformat(self.torch.tensor(X)).detach().numpy(),
            np.square(np.cos(X[:, 1])),  # 2nd feature
            decimal=3,
        )

    def test_mod_mapping(self):
        x, y, z = sympy.symbols("x y z")
        expression = x**2 + sympy.atanh(sympy.Mod(y + 1, 2) - 1) * 3.2 * z

        module = sympy2torch(expression, [x, y, z])

        X = self.torch.rand(100, 3).float() * 10

        true_out = (
            X[:, 0] ** 2
            + self.torch.atanh(self.torch.fmod(X[:, 1] + 1, 2) - 1) * 3.2 * X[:, 2]
        )
        torch_out = module(X)

        np.testing.assert_array_almost_equal(
            true_out.detach(), torch_out.detach(), decimal=3
        )

    def test_custom_operator(self):
        X = np.random.randn(100, 3)
        y = np.ones(X.shape[0])
        model = PySRRegressor(
            progress=False,
            max_evals=10000,
            model_selection="accuracy",
            output_torch_format=True,
        )
        model.fit(X, y)

        equations = pd.DataFrame(
            {
                "Equation": ["1.0", "mycustomoperator(x1)"],
                "Loss": [1.0, 0.1],
                "Complexity": [1, 2],
            }
        )

        equations["Complexity Loss Equation".split(" ")].to_csv(
            "equation_file_custom_operator.csv.bkup"
        )

        model.set_params(
            equation_file="equation_file_custom_operator.csv",
            extra_sympy_mappings={"mycustomoperator": sympy.sin},
            extra_torch_mappings={"mycustomoperator": self.torch.sin},
        )
        model.refresh(checkpoint_file="equation_file_custom_operator.csv")
        self.assertEqual(str(model.sympy()), "sin(x1)")
        # Will automatically use the set global state from get_hof.

        tformat = model.pytorch()
        self.assertEqual(str(tformat), "_SingleSymPyModule(expression=sin(x1))")
        np.testing.assert_almost_equal(
            tformat(self.torch.tensor(X)).detach().numpy(),
            np.sin(X[:, 1]),
            decimal=3,
        )

    def test_feature_selection_custom_operators(self):
        rstate = np.random.RandomState(0)
        X = pd.DataFrame({f"k{i}": rstate.randn(2000) for i in range(10, 21)})
        cos_approx = lambda x: 1 - (x**2) / 2 + (x**4) / 24 + (x**6) / 720
        y = X["k15"] ** 2 + 2 * cos_approx(X["k20"])

        model = PySRRegressor(
            progress=False,
            unary_operators=["cos_approx(x) = 1 - x^2 / 2 + x^4 / 24 + x^6 / 720"],
            select_k_features=3,
            maxsize=10,
            early_stop_condition=1e-5,
            extra_sympy_mappings={"cos_approx": cos_approx},
            extra_torch_mappings={"cos_approx": cos_approx},
            random_state=0,
            deterministic=True,
            procs=0,
            multithreading=False,
        )
        np.random.seed(0)
        model.fit(X.values, y.values)
        torch_module = model.pytorch()

        np_output = model.predict(X.values)

        torch_output = torch_module(self.torch.tensor(X.values)).detach().numpy()

        np.testing.assert_almost_equal(y.values, np_output, decimal=3)
        np.testing.assert_almost_equal(y.values, torch_output, decimal=3)


def runtests(just_tests=False):
    """Run all tests in test_torch.py."""
    tests = [TestTorch]
    if just_tests:
        return tests
    loader = unittest.TestLoader()
    suite = unittest.TestSuite()
    for test in tests:
        suite.addTests(loader.loadTestsFromTestCase(test))
    runner = unittest.TextTestRunner()
    return runner.run(suite)