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[//]: # (Logo:) | |
<img src="https://raw.githubusercontent.com/MilesCranmer/PySR/master/pysr_logo.svg" width="400" /> | |
**PySR: parallel symbolic regression built on Julia, and interfaced by Python.** | |
Uses regularized evolution, simulated annealing, and gradient-free optimization. | |
| **Docs** | **pip** | | |
|---|---| | |
|[![Documentation Status](https://readthedocs.org/projects/pysr/badge/?version=latest)](https://pysr.readthedocs.io/en/latest/?badge=latest)|[![PyPI version](https://badge.fury.io/py/pysr.svg)](https://badge.fury.io/py/pysr)| | |
(pronounced like *py* as in python, and then *sur* as in surface) | |
If you find PySR useful, please cite it using the citation information given in [CITATION.md](https://github.com/MilesCranmer/PySR/blob/master/CITATION.md). | |
If you've finished a project with PySR, please let me know and I may showcase your work here! | |
### Test status: | |
| **Linux** | **Windows** | **macOS** | **Docker** | **Coverage** | | |
|---|---|---|---|---| | |
|[![Linux](https://github.com/MilesCranmer/PySR/actions/workflows/CI.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI.yml)|[![Windows](https://github.com/MilesCranmer/PySR/actions/workflows/CI_Windows.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI_Windows.yml)|[![macOS](https://github.com/MilesCranmer/PySR/actions/workflows/CI_mac.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI_mac.yml)|[![Docker](https://github.com/MilesCranmer/PySR/actions/workflows/CI_docker.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI_docker.yml)|[![Coverage Status](https://coveralls.io/repos/github/MilesCranmer/PySR/badge.svg?branch=master&service=github)](https://coveralls.io/github/MilesCranmer/PySR)| | |
Check out [SymbolicRegression.jl](https://github.com/MilesCranmer/SymbolicRegression.jl) for | |
the pure-Julia backend of this package. | |
Symbolic regression is a very interpretable machine learning algorithm | |
for low-dimensional problems: these tools search equation space | |
to find algebraic relations that approximate a dataset. | |
One can also | |
extend these approaches to higher-dimensional | |
spaces by using a neural network as proxy, as explained in | |
[2006.11287](https://arxiv.org/abs/2006.11287), where we apply | |
it to N-body problems. Here, one essentially uses | |
symbolic regression to convert a neural net | |
to an analytic equation. Thus, these tools simultaneously present | |
an explicit and powerful way to interpret deep models. | |
*Backstory:* | |
Previously, we have used | |
[eureqa](https://www.creativemachineslab.com/eureqa.html), | |
which is a very efficient and user-friendly tool. However, | |
eureqa is GUI-only, doesn't allow for user-defined | |
operators, has no distributed capabilities, | |
and has become proprietary (and recently been merged into an online | |
service). Thus, the goal | |
of this package is to have an open-source symbolic regression tool | |
as efficient as eureqa, while also exposing a configurable | |
python interface. | |
# Installation | |
PySR uses both Julia and Python, so you need to have both installed. | |
Install Julia - see [downloads](https://julialang.org/downloads/), and | |
then instructions for [mac](https://julialang.org/downloads/platform/#macos) | |
and [linux](https://julialang.org/downloads/platform/#linux_and_freebsd). | |
(Don't use the `conda-forge` version; it doesn't seem to work properly.) | |
You can install PySR with: | |
```bash | |
pip3 install pysr | |
python3 -c 'import pysr; pysr.install()' | |
``` | |
The second line will install and update the required Julia packages, including | |
`PyCall.jl`. | |
Most common issues at this stage are solved | |
by [tweaking the Julia package server](https://github.com/MilesCranmer/PySR/issues/27). | |
to use up-to-date packages. | |
# Quickstart | |
Let's create a PySR example. First, let's import | |
numpy to generate some test data: | |
```python | |
import numpy as np | |
X = 2 * np.random.randn(100, 5) | |
y = 2.5382 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 0.5 | |
``` | |
We have created a dataset with 100 datapoints, with 5 features each. | |
The relation we wish to model is $2.5382 \cos(x_3) + x_0^2 - 0.5$. | |
Now, let's create a PySR model and train it. | |
PySR's main interface is in the style of scikit-learn: | |
```python | |
from pysr import PySRRegressor | |
model = PySRRegressor( | |
niterations=5, | |
populations=8, | |
binary_operators=["+", "*"], | |
unary_operators=[ | |
"cos", | |
"exp", | |
"sin", | |
"inv(x) = 1/x", # Custom operator (julia syntax) | |
], | |
model_selection="best", | |
loss="loss(x, y) = (x - y)^2", # Custom loss function (julia syntax) | |
) | |
``` | |
This will set up the model for 5 iterations of the search code, which contains hundreds of thousands of mutations and equation evaluations. | |
Let's train this model on our dataset: | |
```python | |
model.fit(X, y) | |
``` | |
Internally, this launches a Julia process which will do a multithreaded search for equations to fit the dataset. | |
Equations will be printed during training, and once you are satisfied, you may | |
quit early by hitting 'q' and then \<enter\>. | |
After the model has been fit, you can run `model.predict(X)` | |
to see the predictions on a given dataset. | |
You may run: | |
```python | |
print(model) | |
``` | |
to print the learned equations: | |
```python | |
PySRRegressor.equations = [ | |
pick score Equation MSE Complexity | |
0 0.000000 3.5082064 2.710828e+01 1 | |
1 0.964260 (x0 * x0) 3.940544e+00 3 | |
2 0.030096 (-0.47978288 + (x0 * x0)) 3.710349e+00 5 | |
3 0.840770 ((x0 * x0) + cos(x3)) 1.600564e+00 6 | |
4 0.928380 ((x0 * x0) + (2.5313091 * cos(x3))) 2.499724e-01 8 | |
5 >>>> 13.956461 ((-0.49999997 + (x0 * x0)) + (2.5382001 * cos(... 1.885665e-13 10 | |
] | |
``` | |
This arrow in the `pick` column indicates which equation is currently selected by your | |
`model_selection` strategy for prediction. | |
(You may change `model_selection` after `.fit(X, y)` as well.) | |
`model.equations` is a pandas DataFrame containing all equations, including callable format | |
(`lambda_format`), | |
SymPy format (`sympy_format`), and even JAX and PyTorch format | |
(both of which are differentiable). | |
There are several other useful features such as denoising (e.g., `denoising=True`), | |
feature selection (e.g., `select_k_features=3`). | |
For a summary of features and options, see [this docs page](https://pysr.readthedocs.io/en/latest/docs/options/). | |
You can see the full API at [this page](https://pysr.readthedocs.io/en/latest/docs/api-documentation/). | |
# Docker | |
You can also test out PySR in Docker, without | |
installing it locally, by running the following command in | |
the root directory of this repo: | |
```bash | |
docker build --pull --rm -f "Dockerfile" -t pysr "." | |
``` | |
This builds an image called `pysr`. If you have issues building (for example, on Apple Silicon), | |
you can emulate an architecture that works by including: `--platform linux/amd64`. | |
You can then run this with: | |
```bash | |
docker run -it --rm -v "$PWD:/data" pysr ipython | |
``` | |
which will link the current directory to the container's `/data` directory | |
and then launch ipython. | |