PySR / eureqa.py
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import os
from argparse import ArgumentParser, ArgumentDefaultsHelpFormatter
from collections import namedtuple
import pathlib
import numpy as np
import pandas as pd
def eureqa(X=None, y=None, threads=4, parsimony=1e-3, alpha=10,
maxsize=20, migration=True,
hofMigration=True, fractionReplacedHof=0.1,
shouldOptimizeConstants=True,
binary_operators=["plus", "mult"],
unary_operators=["cos", "exp", "sin"],
niterations=20, npop=100, annealing=True,
ncyclesperiteration=5000, fractionReplaced=0.1,
topn=10, equation_file='hall_of_fame.csv',
test='simple1',
weightMutateConstant=4.0,
weightMutateOperator=0.5,
weightAddNode=0.5,
weightDeleteNode=0.5,
weightSimplify=0.05,
weightRandomize=0.25,
weightDoNothing=1.0,
):
""" Runs symbolic regression in Julia, to fit y given X.
Either provide a 2D numpy array for X, 1D array for y, or declare a test to run.
Arguments:
--threads THREADS Number of threads (default: 4)
--parsimony PARSIMONY
How much to punish complexity (default: 0.001)
--alpha ALPHA Scaling of temperature (default: 10)
--maxsize MAXSIZE Max size of equation (default: 20)
--niterations NITERATIONS
Number of total migration periods (default: 20)
--npop NPOP Number of members per population (default: 100)
--ncyclesperiteration NCYCLESPERITERATION
Number of evolutionary cycles per migration (default:
5000)
--topn TOPN How many best species to distribute from each
population (default: 10)
--fractionReplacedHof FRACTIONREPLACEDHOF
Fraction of population to replace with hall of fame
(default: 0.1)
--fractionReplaced FRACTIONREPLACED
Fraction of population to replace with best from other
populations (default: 0.1)
--migration MIGRATION
Whether to migrate (default: True)
--hofMigration HOFMIGRATION
Whether to have hall of fame migration (default: True)
--shouldOptimizeConstants SHOULDOPTIMIZECONSTANTS
Whether to use classical optimization on constants
before every migration (doesn't impact performance
that much) (default: True)
--annealing ANNEALING
Whether to use simulated annealing (default: True)
--equation_file EQUATION_FILE
File to dump best equations to (default:
hall_of_fame.csv)
--test TEST Which test to run (default: simple1)
--binary-operators BINARY_OPERATORS [BINARY_OPERATORS ...]
Binary operators. Make sure they are defined in
operators.jl (default: ['plus', 'mult'])
--unary-operators UNARY_OPERATORS
Unary operators. Make sure they are defined in
operators.jl (default: ['exp', 'sin', 'cos'])
Returns:
Pandas dataset listing (complexity, MSE, equation string)
"""
if isinstance(binary_operators, str): binary_operators = [binary_operators]
if isinstance(unary_operators, str): unary_operators = [unary_operators]
if X is None:
if test == 'simple1':
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**2.5 + 5*np.cos(X[:, 3]) - 5"
elif test == 'simple2':
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**3.5 + 1/np.abs(X[:, 0])"
elif test == 'simple3':
eval_str = "np.exp(X[:, 0]/2) + 12.0 + np.log(np.abs(X[:, 0])*10 + 1)"
elif test == 'simple4':
eval_str = "1.0 + 3*X[:, 0]**2 - 0.5*X[:, 0]**3 + 0.1*X[:, 0]**4"
elif test == 'simple5':
eval_str = "(np.exp(X[:, 3]) + 3)/(X[:, 1] + np.cos(X[:, 0]))"
X = np.random.randn(100, 5)*3
y = eval(eval_str)
print("Running on", eval_str)
def_hyperparams = f"""
include("operators.jl")
const binops = {'[' + ', '.join(binary_operators) + ']'}
const unaops = {'[' + ', '.join(unary_operators) + ']'}
const ns=10;
const parsimony = {parsimony:f}f0
const alpha = {alpha:f}f0
const maxsize = {maxsize:d}
const migration = {'true' if migration else 'false'}
const hofMigration = {'true' if hofMigration else 'false'}
const fractionReplacedHof = {fractionReplacedHof}f0
const shouldOptimizeConstants = {'true' if shouldOptimizeConstants else 'false'}
const hofFile = "{equation_file}"
const nthreads = {threads:d}
const mutationWeights = [
{weightMutateConstant:f},
{weightMutateOperator:f},
{weightAddNode:f},
{weightDeleteNode:f},
{weightSimplify:f},
{weightRandomize:f},
{weightDoNothing:f}
]
"""
assert len(X.shape) == 2
assert len(y.shape) == 1
X_str = str(X.tolist()).replace('],', '];').replace(',', '')
y_str = str(y.tolist())
def_datasets = """
const X = convert(Array{Float32, 2}, """f"{X_str})""""
const y = convert(Array{Float32, 1}, """f"{y_str})""""
"""
starting_path = f'cd {pathlib.Path().absolute()}'
code_path = f'cd {pathlib.Path(__file__).parent.absolute()}' #Move to filepath of code
os.system(code_path)
with open('.hyperparams.jl', 'w') as f:
print(def_hyperparams, file=f)
with open('.dataset.jl', 'w') as f:
print(def_datasets, file=f)
command = [
'julia -O3',
f'--threads {threads}',
'-e',
f'\'include("eureqa.jl"); fullRun({niterations:d}, npop={npop:d}, annealing={"true" if annealing else "false"}, ncyclesperiteration={ncyclesperiteration:d}, fractionReplaced={fractionReplaced:f}f0, verbosity=round(Int32, 1e9), topn={topn:d})\'',
]
cur_cmd = ' '.join(command)
print("Running on", cur_cmd)
os.system(cur_cmd)
output = pd.read_csv(equation_file, sep="|")
os.system(starting_path)
return output
if __name__ == "__main__":
parser = ArgumentParser(formatter_class=ArgumentDefaultsHelpFormatter)
parser.add_argument("--threads", type=int, default=4, help="Number of threads")
parser.add_argument("--parsimony", type=float, default=0.001, help="How much to punish complexity")
parser.add_argument("--alpha", type=int, default=10, help="Scaling of temperature")
parser.add_argument("--maxsize", type=int, default=20, help="Max size of equation")
parser.add_argument("--niterations", type=int, default=20, help="Number of total migration periods")
parser.add_argument("--npop", type=int, default=100, help="Number of members per population")
parser.add_argument("--ncyclesperiteration", type=int, default=5000, help="Number of evolutionary cycles per migration")
parser.add_argument("--topn", type=int, default=10, help="How many best species to distribute from each population")
parser.add_argument("--fractionReplacedHof", type=float, default=0.1, help="Fraction of population to replace with hall of fame")
parser.add_argument("--fractionReplaced", type=float, default=0.1, help="Fraction of population to replace with best from other populations")
parser.add_argument("--migration", type=bool, default=True, help="Whether to migrate")
parser.add_argument("--hofMigration", type=bool, default=True, help="Whether to have hall of fame migration")
parser.add_argument("--shouldOptimizeConstants", type=bool, default=True, help="Whether to use classical optimization on constants before every migration (doesn't impact performance that much)")
parser.add_argument("--annealing", type=bool, default=True, help="Whether to use simulated annealing")
parser.add_argument("--equation_file", type=str, default='hall_of_fame.csv', help="File to dump best equations to")
parser.add_argument("--test", type=str, default='simple1', help="Which test to run")
parser.add_argument(
"--binary-operators", type=str, nargs="+", default=["plus", "mult"],
help="Binary operators. Make sure they are defined in operators.jl")
parser.add_argument(
"--unary-operators", type=str, nargs="+", default=["exp", "sin", "cos"],
help="Unary operators. Make sure they are defined in operators.jl")
args = vars(parser.parse_args()) #dict
eureqa(**args)