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https://user-images.githubusercontent.com/7593028/188328887-1b6cda72-2f41-439e-ae23-75dd3489bc24.mp4 | |
# PySR: High-Performance Symbolic Regression in Python | |
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PySR uses evolutionary algorithms to search for symbolic expressions which optimize a particular objective. | |
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| **Docs** | **colab** | **pip** | **conda** | **Stats** | | |
|---|---|---|---|---| | |
|[![Documentation](https://github.com/MilesCranmer/PySR/actions/workflows/docs.yml/badge.svg)](https://astroautomata.com/PySR/)|[![Colab](https://img.shields.io/badge/colab-notebook-yellow)](https://colab.research.google.com/github/MilesCranmer/PySR/blob/master/examples/pysr_demo.ipynb)|[![PyPI version](https://badge.fury.io/py/pysr.svg)](https://badge.fury.io/py/pysr)|[![Conda Version](https://img.shields.io/conda/vn/conda-forge/pysr.svg)](https://anaconda.org/conda-forge/pysr)|<div align="center">pip: [![Downloads](https://pepy.tech/badge/pysr)](https://badge.fury.io/py/pysr)<br>conda: [![Anaconda-Server Badge](https://anaconda.org/conda-forge/pysr/badges/downloads.svg)](https://anaconda.org/conda-forge/pysr)</div>| | |
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(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 submit a PR to showcase your work on the [Research Showcase page](https://astroautomata.com/PySR/papers)! | |
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### Test status | |
| **Linux** | **Windows** | **macOS (intel)** | | |
|---|---|---| | |
|[![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** | **Conda** | **Coverage** | | |
|[![Docker](https://github.com/MilesCranmer/PySR/actions/workflows/CI_docker.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI_docker.yml)|[![conda-forge](https://github.com/MilesCranmer/PySR/actions/workflows/CI_conda_forge.yml/badge.svg)](https://github.com/MilesCranmer/PySR/actions/workflows/CI_conda_forge.yml)|[![Coverage Status](https://coveralls.io/repos/github/MilesCranmer/PySR/badge.svg?branch=master&service=github)](https://coveralls.io/github/MilesCranmer/PySR)| | |
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PySR is built on an extremely optimized pure-Julia backend: [SymbolicRegression.jl](https://github.com/MilesCranmer/SymbolicRegression.jl). | |
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 | |
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| pip - **recommended** <br> (works everywhere) | conda <br>(Linux and Intel-based macOS) | | |
|---|---| | |
| 1. [Install Julia](https://julialang.org/downloads/)<br>2. Then, run: `pip install -U pysr`<br>3. Finally, to install Julia packages:<br>`python -c 'import pysr; pysr.install()'` | `conda install -c conda-forge pysr` | | |
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Common issues tend to be related to Python not finding Julia. | |
To debug this, try running `python -c 'import os; print(os.environ["PATH"])'`. | |
If none of these folders contain your Julia binary, then you need to add Julia's `bin` folder to your `PATH` environment variable. | |
**Running PySR on macOS with an M1 processor:** you should use the pip version, and make sure to get the Julia binary for ARM/M-series processors. | |
# Introduction | |
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( | |
model_selection="best", # Result is mix of simplicity+accuracy | |
niterations=40, | |
binary_operators=["+", "*"], | |
unary_operators=[ | |
"cos", | |
"exp", | |
"sin", | |
"inv(x) = 1/x", | |
# ^ Custom operator (julia syntax) | |
], | |
extra_sympy_mappings={"inv": lambda x: 1 / x}, | |
# ^ Define operator for SymPy as well | |
loss="loss(x, y) = (x - y)^2", | |
# ^ Custom loss function (julia syntax) | |
) | |
``` | |
This will set up the model for 40 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 loss complexity | |
0 0.000000 4.4324794 42.354317 1 | |
1 1.255691 (x0 * x0) 3.437307 3 | |
2 0.011629 ((x0 * x0) + -0.28087974) 3.358285 5 | |
3 0.897855 ((x0 * x0) + cos(x3)) 1.368308 6 | |
4 0.857018 ((x0 * x0) + (cos(x3) * 2.4566472)) 0.246483 8 | |
5 >>>> inf (((cos(x3) + -0.19699033) * 2.5382123) + (x0 *... 0.000000 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` - which you can also get with `model.sympy()`), and even JAX and PyTorch format | |
(both of which are differentiable - which you can get with `model.jax()` and `model.pytorch()`). | |
Note that `PySRRegressor` stores the state of the last search, and will restart from where you left off the next time you call `.fit()`, assuming you have set `warm_start=True`. | |
This will cause problems if significant changes are made to the search parameters (like changing the operators). You can run `model.reset()` to reset the state. | |
You will notice that PySR will save two files: `hall_of_fame...csv` and `hall_of_fame...pkl`. | |
The csv file is a list of equations and their losses, and the pkl file is a saved state of the model. | |
You may load the model from the `pkl` file with: | |
```python | |
model = PySRRegressor.from_file("hall_of_fame.2022-08-10_100832.281.pkl") | |
``` | |
There are several other useful features such as denoising (e.g., `denoising=True`), | |
feature selection (e.g., `select_k_features=3`). | |
For examples of these and other features, see the [examples page](https://astroautomata.com/PySR/examples). | |
For a detailed look at more options, see the [options page](https://astroautomata.com/PySR/options). | |
You can also see the full API at [this page](https://astroautomata.com/PySR/api). | |
## Detailed Example | |
The following code makes use of as many PySR features as possible. | |
Note that is just a demonstration of features and you should not use this example as-is. | |
For details on what each parameter does, check out the [API page](https://astroautomata.com/PySR/api/). | |
```python | |
model = PySRRegressor( | |
procs=4, | |
populations=8, | |
# ^ 2 populations per core, so one is always running. | |
population_size=50, | |
# ^ Slightly larger populations, for greater diversity. | |
ncyclesperiteration=500, | |
# ^ Generations between migrations. | |
niterations=10000000, # Run forever | |
early_stop_condition=( | |
"stop_if(loss, complexity) = loss < 1e-6 && complexity < 10" | |
# Stop early if we find a good and simple equation | |
), | |
timeout_in_seconds=60 * 60 * 24, | |
# ^ Alternatively, stop after 24 hours have passed. | |
maxsize=50, | |
# ^ Allow greater complexity. | |
maxdepth=10, | |
# ^ But, avoid deep nesting. | |
binary_operators=["*", "+", "-", "/"], | |
unary_operators=["square", "cube", "exp", "cos2(x)=cos(x)^2"], | |
constraints={ | |
"/": (-1, 9), | |
"square": 9, | |
"cube": 9, | |
"exp": 9, | |
}, | |
# ^ Limit the complexity within each argument. | |
# "inv": (-1, 9) states that the numerator has no constraint, | |
# but the denominator has a max complexity of 9. | |
# "exp": 9 simply states that `exp` can only have | |
# an expression of complexity 9 as input. | |
nested_constraints={ | |
"square": {"square": 1, "cube": 1, "exp": 0}, | |
"cube": {"square": 1, "cube": 1, "exp": 0}, | |
"exp": {"square": 1, "cube": 1, "exp": 0}, | |
}, | |
# ^ Nesting constraints on operators. For example, | |
# "square(exp(x))" is not allowed, since "square": {"exp": 0}. | |
complexity_of_operators={"/": 2, "exp": 3}, | |
# ^ Custom complexity of particular operators. | |
complexity_of_constants=2, | |
# ^ Punish constants more than variables | |
select_k_features=4, | |
# ^ Train on only the 4 most important features | |
progress=True, | |
# ^ Can set to false if printing to a file. | |
weight_randomize=0.1, | |
# ^ Randomize the tree much more frequently | |
cluster_manager=None, | |
# ^ Can be set to, e.g., "slurm", to run a slurm | |
# cluster. Just launch one script from the head node. | |
precision=64, | |
# ^ Higher precision calculations. | |
warm_start=True, | |
# ^ Start from where left off. | |
turbo=True, | |
# ^ Faster evaluation (experimental) | |
julia_project=None, | |
# ^ Can set to the path of a folder containing the | |
# "SymbolicRegression.jl" repo, for custom modifications. | |
update=False, | |
# ^ Don't update Julia packages | |
extra_sympy_mappings={"cos2": lambda x: sympy.cos(x)**2}, | |
# extra_torch_mappings={sympy.cos: torch.cos}, | |
# ^ Not needed as cos already defined, but this | |
# is how you define custom torch operators. | |
# extra_jax_mappings={sympy.cos: "jnp.cos"}, | |
# ^ For JAX, one passes a string. | |
) | |
``` | |
# 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`. | |
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. | |
If you have issues building (for example, on Apple Silicon), | |
you can emulate another architecture by including `--platform linux/amd64`, | |
before the `build` and `run` commands. | |