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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 | |
import sympy | |
from sympy import sympify, Symbol, lambdify | |
import subprocess | |
import tempfile | |
import shutil | |
from pathlib import Path | |
from datetime import datetime | |
global_equation_file = 'hall_of_fame.csv' | |
global_n_features = None | |
global_variable_names = [] | |
global_extra_sympy_mappings = {} | |
sympy_mappings = { | |
'div': lambda x, y : x/y, | |
'mult': lambda x, y : x*y, | |
'sqrtm':lambda x : sympy.sqrt(abs(x)), | |
'square':lambda x : x**2, | |
'cube': lambda x : x**3, | |
'plus': lambda x, y : x + y, | |
'sub': lambda x, y : x - y, | |
'neg': lambda x : -x, | |
'pow': lambda x, y : sympy.sign(x)*abs(x)**y, | |
'cos': lambda x : sympy.cos(x), | |
'sin': lambda x : sympy.sin(x), | |
'tan': lambda x : sympy.tan(x), | |
'cosh': lambda x : sympy.cosh(x), | |
'sinh': lambda x : sympy.sinh(x), | |
'tanh': lambda x : sympy.tanh(x), | |
'exp': lambda x : sympy.exp(x), | |
'acos': lambda x : sympy.acos(x), | |
'asin': lambda x : sympy.asin(x), | |
'atan': lambda x : sympy.atan(x), | |
'acosh':lambda x : sympy.acosh(x), | |
'asinh':lambda x : sympy.asinh(x), | |
'atanh':lambda x : sympy.atanh(x), | |
'abs': lambda x : abs(x), | |
'mod': lambda x, y : sympy.Mod(x, y), | |
'erf': lambda x : sympy.erf(x), | |
'erfc': lambda x : sympy.erfc(x), | |
'logm': lambda x : sympy.log(abs(x)), | |
'logm10':lambda x : sympy.log10(abs(x)), | |
'logm2': lambda x : sympy.log2(abs(x)), | |
'log1p': lambda x : sympy.log(x + 1), | |
'floor': lambda x : sympy.floor(x), | |
'ceil': lambda x : sympy.ceil(x), | |
'sign': lambda x : sympy.sign(x), | |
'round': lambda x : sympy.round(x), | |
} | |
def pysr(X=None, y=None, weights=None, | |
procs=4, | |
populations=None, | |
niterations=100, | |
ncyclesperiteration=300, | |
binary_operators=["plus", "mult"], | |
unary_operators=["cos", "exp", "sin"], | |
alpha=0.1, | |
annealing=True, | |
fractionReplaced=0.10, | |
fractionReplacedHof=0.10, | |
npop=1000, | |
parsimony=1e-4, | |
migration=True, | |
hofMigration=True, | |
shouldOptimizeConstants=True, | |
topn=10, | |
weightAddNode=1, | |
weightInsertNode=3, | |
weightDeleteNode=3, | |
weightDoNothing=1, | |
weightMutateConstant=10, | |
weightMutateOperator=1, | |
weightRandomize=1, | |
weightSimplify=0.01, | |
perturbationFactor=1.0, | |
nrestarts=3, | |
timeout=None, | |
extra_sympy_mappings={}, | |
equation_file=None, | |
test='simple1', | |
verbosity=1e9, | |
maxsize=20, | |
fast_cycle=False, | |
maxdepth=None, | |
variable_names=[], | |
batching=False, | |
batchSize=50, | |
select_k_features=None, | |
warmupMaxsize=0, | |
constraints={}, | |
useFrequency=False, | |
tempdir=None, | |
delete_tempfiles=True, | |
limitPowComplexity=False, #deprecated | |
threads=None, #deprecated | |
julia_optimization=3, | |
): | |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i. | |
Note: most default parameters have been tuned over several example | |
equations, but you should adjust `threads`, `niterations`, | |
`binary_operators`, `unary_operators` to your requirements. | |
:param X: np.ndarray or pandas.DataFrame, 2D array. Rows are examples, | |
columns are features. If pandas DataFrame, the columns are used | |
for variable names (so make sure they don't contain spaces). | |
:param y: np.ndarray, 1D array. Rows are examples. | |
:param weights: np.ndarray, 1D array. Each row is how to weight the | |
mean-square-error loss on weights. | |
:param procs: int, Number of processes (=number of populations running). | |
:param populations: int, Number of populations running; by default=procs. | |
:param niterations: int, Number of iterations of the algorithm to run. The best | |
equations are printed, and migrate between populations, at the | |
end of each. | |
:param ncyclesperiteration: int, Number of total mutations to run, per 10 | |
samples of the population, per iteration. | |
:param binary_operators: list, List of strings giving the binary operators | |
in Julia's Base, or in `operator.jl`. | |
:param unary_operators: list, Same but for operators taking a single `Float32`. | |
:param alpha: float, Initial temperature. | |
:param annealing: bool, Whether to use annealing. You should (and it is default). | |
:param fractionReplaced: float, How much of population to replace with migrating | |
equations from other populations. | |
:param fractionReplacedHof: float, How much of population to replace with migrating | |
equations from hall of fame. | |
:param npop: int, Number of individuals in each population | |
:param parsimony: float, Multiplicative factor for how much to punish complexity. | |
:param migration: bool, Whether to migrate. | |
:param hofMigration: bool, Whether to have the hall of fame migrate. | |
:param shouldOptimizeConstants: bool, Whether to numerically optimize | |
constants (Nelder-Mead/Newton) at the end of each iteration. | |
:param topn: int, How many top individuals migrate from each population. | |
:param nrestarts: int, Number of times to restart the constant optimizer | |
:param perturbationFactor: float, Constants are perturbed by a max | |
factor of (perturbationFactor*T + 1). Either multiplied by this | |
or divided by this. | |
:param weightAddNode: float, Relative likelihood for mutation to add a node | |
:param weightInsertNode: float, Relative likelihood for mutation to insert a node | |
:param weightDeleteNode: float, Relative likelihood for mutation to delete a node | |
:param weightDoNothing: float, Relative likelihood for mutation to leave the individual | |
:param weightMutateConstant: float, Relative likelihood for mutation to change | |
the constant slightly in a random direction. | |
:param weightMutateOperator: float, Relative likelihood for mutation to swap | |
an operator. | |
:param weightRandomize: float, Relative likelihood for mutation to completely | |
delete and then randomly generate the equation | |
:param weightSimplify: float, Relative likelihood for mutation to simplify | |
constant parts by evaluation | |
:param timeout: float, Time in seconds to timeout search | |
:param equation_file: str, Where to save the files (.csv separated by |) | |
:param test: str, What test to run, if X,y not passed. | |
:param maxsize: int, Max size of an equation. | |
:param maxdepth: int, Max depth of an equation. You can use both maxsize and maxdepth. | |
maxdepth is by default set to = maxsize, which means that it is redundant. | |
:param fast_cycle: bool, (experimental) - batch over population subsamples. This | |
is a slightly different algorithm than regularized evolution, but does cycles | |
15% faster. May be algorithmically less efficient. | |
:param variable_names: list, a list of names for the variables, other | |
than "x0", "x1", etc. | |
:param batching: bool, whether to compare population members on small batches | |
during evolution. Still uses full dataset for comparing against | |
hall of fame. | |
:param batchSize: int, the amount of data to use if doing batching. | |
:param select_k_features: (None, int), whether to run feature selection in | |
Python using random forests, before passing to the symbolic regression | |
code. None means no feature selection; an int means select that many | |
features. | |
:param warmupMaxsize: int, whether to slowly increase max size from | |
a small number up to the maxsize (if greater than 0). | |
If greater than 0, says how many cycles before the maxsize | |
is increased. | |
:param constraints: dict of int (unary) or 2-tuples (binary), | |
this enforces maxsize constraints on the individual | |
arguments of operators. E.g., `'pow': (-1, 1)` | |
says that power laws can have any complexity left argument, but only | |
1 complexity exponent. Use this to force more interpretable solutions. | |
:param useFrequency: bool, whether to measure the frequency of complexities, | |
and use that instead of parsimony to explore equation space. Will | |
naturally find equations of all complexities. | |
:param julia_optimization: int, Optimization level (0, 1, 2, 3) | |
:param tempdir: str or None, directory for the temporary files | |
:param delete_tempfiles: bool, whether to delete the temporary files after finishing | |
:returns: pd.DataFrame, Results dataframe, giving complexity, MSE, and equations | |
(as strings). | |
""" | |
raise_depreciation_errors(limitPowComplexity, threads) | |
if isinstance(X, pd.DataFrame): | |
variable_names = list(X.columns) | |
X = np.array(X) | |
use_custom_variable_names = (len(variable_names) != 0) | |
if len(X.shape) == 1: | |
X = X[:, None] | |
check_assertions(X, binary_operators, unary_operators, | |
use_custom_variable_names, variable_names, weights, y) | |
X, variable_names = handle_feature_selection( | |
X, select_k_features, | |
use_custom_variable_names, variable_names, y | |
) | |
if maxdepth is None: | |
maxdepth = maxsize | |
if equation_file is None: | |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3] | |
equation_file = 'hall_of_fame_' + date_time + '.csv' | |
if populations is None: | |
populations = procs | |
if isinstance(binary_operators, str): | |
binary_operators = [binary_operators] | |
if isinstance(unary_operators, str): | |
unary_operators = [unary_operators] | |
if X is None: | |
X, y = _using_test_input(X, test, y) | |
kwargs = dict(X=X, y=y, weights=weights, | |
alpha=alpha, annealing=annealing, batchSize=batchSize, | |
batching=batching, binary_operators=binary_operators, | |
equation_file=equation_file, fast_cycle=fast_cycle, | |
fractionReplaced=fractionReplaced, | |
ncyclesperiteration=ncyclesperiteration, | |
niterations=niterations, npop=npop, | |
topn=topn, verbosity=verbosity, | |
julia_optimization=julia_optimization, timeout=timeout, extra_sympy_mappings=extra_sympy_mappings, | |
fractionReplacedHof=fractionReplacedHof, | |
hofMigration=hofMigration, | |
limitPowComplexity=limitPowComplexity, maxdepth=maxdepth, | |
maxsize=maxsize, migration=migration, nrestarts=nrestarts, | |
parsimony=parsimony, perturbationFactor=perturbationFactor, | |
populations=populations, procs=procs, | |
shouldOptimizeConstants=shouldOptimizeConstants, | |
unary_operators=unary_operators, useFrequency=useFrequency, | |
use_custom_variable_names=use_custom_variable_names, | |
variable_names=variable_names, warmupMaxsize=warmupMaxsize, | |
weightAddNode=weightAddNode, | |
weightDeleteNode=weightDeleteNode, | |
weightDoNothing=weightDoNothing, | |
weightInsertNode=weightInsertNode, | |
weightMutateConstant=weightMutateConstant, | |
weightMutateOperator=weightMutateOperator, | |
weightRandomize=weightRandomize, | |
weightSimplify=weightSimplify, | |
constraints=constraints) | |
kwargs = {**_set_paths(tempdir), **kwargs} | |
kwargs['def_hyperparams'] = _metaprogram_fast_operator(**kwargs) | |
_handle_constraints(**kwargs) | |
kwargs['constraints_str'] = _make_constraints_str(**kwargs) | |
kwargs['def_hyperparams'] = _make_hyperparams_julia_str(**kwargs) | |
kwargs['def_auxiliary'] = _make_auxiliary_julia_str(**kwargs) | |
kwargs['def_datasets'] = _make_datasets_julia_str(**kwargs) | |
_create_julia_files(**kwargs) | |
_final_pysr_process(**kwargs) | |
_set_globals(**kwargs) | |
if delete_tempfiles: | |
shutil.rmtree(kwargs['tmpdir']) | |
return get_hof() | |
def _make_auxiliary_julia_str(julia_auxiliary_filenames, **kwargs): | |
def_auxiliary = '\n'.join([ | |
f"""include("{_escape_filename(aux_fname)}")""" for aux_fname in julia_auxiliary_filenames | |
]) | |
return def_auxiliary | |
def _set_globals(X, equation_file, extra_sympy_mappings, variable_names, **kwargs): | |
global global_n_features | |
global global_equation_file | |
global global_variable_names | |
global global_extra_sympy_mappings | |
global_n_features = X.shape[1] | |
global_equation_file = equation_file | |
global_variable_names = variable_names | |
global_extra_sympy_mappings = extra_sympy_mappings | |
def _final_pysr_process(julia_optimization, procs, runfile_filename, timeout, **kwargs): | |
command = [ | |
f'julia', f'-O{julia_optimization:d}', | |
f'-p', f'{procs}', | |
str(runfile_filename), | |
] | |
if timeout is not None: | |
command = [f'timeout', f'{timeout}'] + command | |
print("Running on", ' '.join(command)) | |
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=1, shell=True) | |
try: | |
while True: | |
line = process.stdout.readline() | |
if not line: break | |
print(line.decode('utf-8').replace('\n', '')) | |
process.stdout.close() | |
process.wait() | |
except KeyboardInterrupt: | |
print("Killing process... will return when done.") | |
process.kill() | |
def _create_julia_files(auxiliary_filename, dataset_filename, def_auxiliary, def_datasets, def_hyperparams, fractionReplaced, hyperparam_filename, | |
ncyclesperiteration, niterations, npop, pkg_filename, runfile_filename, topn, verbosity, **kwargs): | |
with open(hyperparam_filename, 'w') as f: | |
print(def_hyperparams, file=f) | |
with open(dataset_filename, 'w') as f: | |
print(def_datasets, file=f) | |
with open(auxiliary_filename, 'w') as f: | |
print(def_auxiliary, file=f) | |
with open(runfile_filename, 'w') as f: | |
print(f'@everywhere include("{_escape_filename(hyperparam_filename)}")', file=f) | |
print(f'@everywhere include("{_escape_filename(dataset_filename)}")', file=f) | |
print(f'@everywhere include("{_escape_filename(auxiliary_filename)}")', file=f) | |
print(f'@everywhere include("{_escape_filename(pkg_filename)}")', file=f) | |
print( | |
f'fullRun({niterations:d}, npop={npop:d}, ncyclesperiteration={ncyclesperiteration:d}, fractionReplaced={fractionReplaced:f}f0, verbosity=round(Int32, {verbosity:f}), topn={topn:d})', | |
file=f) | |
print(f'rmprocs(nprocs)', file=f) | |
def _make_datasets_julia_str(X, X_filename, weights, weights_filename, y, y_filename, **kwargs): | |
def_datasets = """using DelimitedFiles""" | |
np.savetxt(X_filename, X, delimiter=',') | |
np.savetxt(y_filename, y, delimiter=',') | |
if weights is not None: | |
np.savetxt(weights_filename, weights, delimiter=',') | |
def_datasets += f""" | |
const X = readdlm("{_escape_filename(X_filename)}", ',', Float32, '\\n') | |
const y = readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')""" | |
if weights is not None: | |
def_datasets += f""" | |
const weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')""" | |
return def_datasets | |
def _make_hyperparams_julia_str(X, alpha, annealing, batchSize, batching, binary_operators, constraints_str, | |
def_hyperparams, equation_file, fast_cycle, fractionReplacedHof, hofMigration, | |
limitPowComplexity, maxdepth, maxsize, migration, nrestarts, operator_filename, | |
parsimony, perturbationFactor, populations, procs, shouldOptimizeConstants, | |
unary_operators, useFrequency, use_custom_variable_names, variable_names, warmupMaxsize, weightAddNode, | |
weightDeleteNode, weightDoNothing, weightInsertNode, weightMutateConstant, | |
weightMutateOperator, weightRandomize, weightSimplify, weights, **kwargs): | |
def_hyperparams += f"""include("{_escape_filename(operator_filename)}") | |
{constraints_str} | |
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 maxdepth = {maxdepth:d} | |
const fast_cycle = {'true' if fast_cycle else 'false'} | |
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 nprocs = {procs:d} | |
const npopulations = {populations:d} | |
const nrestarts = {nrestarts:d} | |
const perturbationFactor = {perturbationFactor:f}f0 | |
const annealing = {"true" if annealing else "false"} | |
const weighted = {"true" if weights is not None else "false"} | |
const batching = {"true" if batching else "false"} | |
const batchSize = {min([batchSize, len(X)]) if batching else len(X):d} | |
const useVarMap = {"true" if use_custom_variable_names else "false"} | |
const mutationWeights = [ | |
{weightMutateConstant:f}, | |
{weightMutateOperator:f}, | |
{weightAddNode:f}, | |
{weightInsertNode:f}, | |
{weightDeleteNode:f}, | |
{weightSimplify:f}, | |
{weightRandomize:f}, | |
{weightDoNothing:f} | |
] | |
const warmupMaxsize = {warmupMaxsize:d} | |
const limitPowComplexity = {"true" if limitPowComplexity else "false"} | |
const useFrequency = {"true" if useFrequency else "false"} | |
""" | |
op_runner = "" | |
if len(binary_operators) > 0: | |
op_runner += """ | |
@inline function BINOP!(x::Array{Float32, 1}, y::Array{Float32, 1}, i::Int, clen::Int) | |
if i === 1 | |
@inbounds @simd for j=1:clen | |
x[j] = """f"{binary_operators[0]}""""(x[j], y[j]) | |
end""" | |
for i in range(1, len(binary_operators)): | |
op_runner += f""" | |
elseif i === {i + 1} | |
@inbounds @simd for j=1:clen | |
x[j] = {binary_operators[i]}(x[j], y[j]) | |
end""" | |
op_runner += """ | |
end | |
end""" | |
if len(unary_operators) > 0: | |
op_runner += """ | |
@inline function UNAOP!(x::Array{Float32, 1}, i::Int, clen::Int) | |
if i === 1 | |
@inbounds @simd for j=1:clen | |
x[j] = """f"{unary_operators[0]}(x[j])"""" | |
end""" | |
for i in range(1, len(unary_operators)): | |
op_runner += f""" | |
elseif i === {i + 1} | |
@inbounds @simd for j=1:clen | |
x[j] = {unary_operators[i]}(x[j]) | |
end""" | |
op_runner += """ | |
end | |
end""" | |
def_hyperparams += op_runner | |
if use_custom_variable_names: | |
def_hyperparams += f""" | |
const varMap = {'["' + '", "'.join(variable_names) + '"]'}""" | |
return def_hyperparams | |
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs): | |
constraints_str = "const una_constraints = [" | |
first = True | |
for op in unary_operators: | |
val = constraints[op] | |
if not first: | |
constraints_str += ", " | |
constraints_str += f"{val:d}" | |
first = False | |
constraints_str += """] | |
const bin_constraints = [""" | |
first = True | |
for op in binary_operators: | |
tup = constraints[op] | |
if not first: | |
constraints_str += ", " | |
constraints_str += f"({tup[0]:d}, {tup[1]:d})" | |
first = False | |
constraints_str += "]" | |
return constraints_str | |
def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs): | |
for op in unary_operators: | |
if op not in constraints: | |
constraints[op] = -1 | |
for op in binary_operators: | |
if op not in constraints: | |
constraints[op] = (-1, -1) | |
if op in ['plus', 'sub']: | |
if constraints[op][0] != constraints[op][1]: | |
raise NotImplementedError( | |
"You need equal constraints on both sides for - and *, due to simplification strategies.") | |
elif op == 'mult': | |
# Make sure the complex expression is in the left side. | |
if constraints[op][0] == -1: | |
continue | |
elif constraints[op][1] == -1 or constraints[op][0] < constraints[op][1]: | |
constraints[op][0], constraints[op][1] = constraints[op][1], constraints[op][0] | |
def _metaprogram_fast_operator(binary_operators, unary_operators, **kwargs): | |
def_hyperparams = "" | |
for op_list in [binary_operators, unary_operators]: | |
for i in range(len(op_list)): | |
op = op_list[i] | |
is_user_defined_operator = '(' in op | |
if is_user_defined_operator: | |
def_hyperparams += op + "\n" | |
# Cut off from the first non-alphanumeric char: | |
first_non_char = [ | |
j for j in range(len(op)) | |
if not (op[j].isalpha() or op[j].isdigit())][0] | |
function_name = op[:first_non_char] | |
op_list[i] = function_name | |
return def_hyperparams | |
def _using_test_input(X, test, y): | |
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])+1)" | |
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)/(np.abs(X[:, 1]) + np.cos(X[:, 0]) + 1.1)" | |
X = np.random.randn(100, 5) * 3 | |
y = eval(eval_str) | |
print("Running on", eval_str) | |
return X, y | |
def handle_feature_selection(X, select_k_features, use_custom_variable_names, variable_names, y): | |
if select_k_features is not None: | |
selection = run_feature_selection(X, y, select_k_features) | |
print(f"Using features {selection}") | |
X = X[:, selection] | |
if use_custom_variable_names: | |
variable_names = [variable_names[selection[i]] for i in range(len(selection))] | |
return X, variable_names | |
def _set_paths(tempdir): | |
# System-independent paths | |
pkg_directory = Path(__file__).parents[1] / 'julia' | |
pkg_filename = pkg_directory / "sr.jl" | |
operator_filename = pkg_directory / "Operators.jl" | |
julia_auxiliaries = [ | |
"Equation.jl", "ProgramConstants.jl", | |
"LossFunctions.jl", "Utils.jl", "EvaluateEquation.jl", | |
"MutationFunctions.jl", "SimplifyEquation.jl", "PopMember.jl", | |
"HallOfFame.jl", "CheckConstraints.jl", "Mutate.jl", | |
"Population.jl", "RegularizedEvolution.jl", "SingleIteration.jl", | |
"ConstantOptimization.jl" | |
] | |
julia_auxiliary_filenames = [ | |
pkg_directory / fname | |
for fname in julia_auxiliaries | |
] | |
tmpdir = Path(tempfile.mkdtemp(dir=tempdir)) | |
hyperparam_filename = tmpdir / f'hyperparams.jl' | |
dataset_filename = tmpdir / f'dataset.jl' | |
auxiliary_filename = tmpdir / f'auxiliary.jl' | |
runfile_filename = tmpdir / f'runfile.jl' | |
X_filename = tmpdir / "X.csv" | |
y_filename = tmpdir / "y.csv" | |
weights_filename = tmpdir / "weights.csv" | |
return dict(auxiliary_filename=auxiliary_filename, X_filename=X_filename, | |
dataset_filename=dataset_filename, | |
hyperparam_filename=hyperparam_filename, | |
julia_auxiliary_filenames=julia_auxiliary_filenames, | |
operator_filename=operator_filename, pkg_filename=pkg_filename, | |
runfile_filename=runfile_filename, tmpdir=tmpdir, | |
weights_filename=weights_filename, y_filename=y_filename) | |
def check_assertions(X, binary_operators, unary_operators, use_custom_variable_names, variable_names, weights, y): | |
# Check for potential errors before they happen | |
assert len(unary_operators) + len(binary_operators) > 0 | |
assert len(X.shape) == 2 | |
assert len(y.shape) == 1 | |
assert X.shape[0] == y.shape[0] | |
if weights is not None: | |
assert len(weights.shape) == 1 | |
assert X.shape[0] == weights.shape[0] | |
if use_custom_variable_names: | |
assert len(variable_names) == X.shape[1] | |
def raise_depreciation_errors(limitPowComplexity, threads): | |
if threads is not None: | |
raise ValueError("The threads kwarg is deprecated. Use procs.") | |
if limitPowComplexity: | |
raise ValueError("The limitPowComplexity kwarg is deprecated. Use constraints.") | |
def run_feature_selection(X, y, select_k_features): | |
"""Use a gradient boosting tree regressor as a proxy for finding | |
the k most important features in X, returning indices for those | |
features as output.""" | |
from sklearn.ensemble import RandomForestRegressor, GradientBoostingRegressor | |
from sklearn.feature_selection import SelectFromModel, SelectKBest | |
clf = GradientBoostingRegressor(n_estimators=100, learning_rate=0.1, max_depth=1, random_state=0, loss='ls') #RandomForestRegressor() | |
clf.fit(X, y) | |
selector = SelectFromModel(clf, threshold=-np.inf, | |
max_features=select_k_features, prefit=True) | |
return selector.get_support(indices=True) | |
def get_hof(equation_file=None, n_features=None, variable_names=None, extra_sympy_mappings=None): | |
"""Get the equations from a hall of fame file. If no arguments | |
entered, the ones used previously from a call to PySR will be used.""" | |
global global_n_features | |
global global_equation_file | |
global global_variable_names | |
global global_extra_sympy_mappings | |
if equation_file is None: equation_file = global_equation_file | |
if n_features is None: n_features = global_n_features | |
if variable_names is None: variable_names = global_variable_names | |
if extra_sympy_mappings is None: extra_sympy_mappings = global_extra_sympy_mappings | |
global_equation_file = equation_file | |
global_n_features = n_features | |
global_variable_names = variable_names | |
global_extra_sympy_mappings = extra_sympy_mappings | |
try: | |
output = pd.read_csv(equation_file + '.bkup', sep="|") | |
except FileNotFoundError: | |
print("Couldn't find equation file!") | |
return pd.DataFrame() | |
scores = [] | |
lastMSE = None | |
lastComplexity = 0 | |
sympy_format = [] | |
lambda_format = [] | |
use_custom_variable_names = (len(variable_names) != 0) | |
local_sympy_mappings = { | |
**extra_sympy_mappings, | |
**sympy_mappings | |
} | |
if use_custom_variable_names: | |
sympy_symbols = [sympy.Symbol(variable_names[i]) for i in range(n_features)] | |
else: | |
sympy_symbols = [sympy.Symbol('x%d'%i) for i in range(n_features)] | |
for i in range(len(output)): | |
eqn = sympify(output.loc[i, 'Equation'], locals=local_sympy_mappings) | |
sympy_format.append(eqn) | |
lambda_format.append(lambdify(sympy_symbols, eqn)) | |
curMSE = output.loc[i, 'MSE'] | |
curComplexity = output.loc[i, 'Complexity'] | |
if lastMSE is None: | |
cur_score = 0.0 | |
else: | |
cur_score = - np.log(curMSE/lastMSE)/(curComplexity - lastComplexity) | |
scores.append(cur_score) | |
lastMSE = curMSE | |
lastComplexity = curComplexity | |
output['score'] = np.array(scores) | |
output['sympy_format'] = sympy_format | |
output['lambda_format'] = lambda_format | |
return output[['Complexity', 'MSE', 'score', 'Equation', 'sympy_format', 'lambda_format']] | |
def best_row(equations=None): | |
"""Return the best row of a hall of fame file using the score column. | |
By default this uses the last equation file. | |
""" | |
if equations is None: equations = get_hof() | |
best_idx = np.argmax(equations['score']) | |
return equations.iloc[best_idx] | |
def best_tex(equations=None): | |
"""Return the equation with the best score, in latex format | |
By default this uses the last equation file. | |
""" | |
if equations is None: equations = get_hof() | |
best_sympy = best_row(equations)['sympy_format'] | |
return sympy.latex(best_sympy.simplify()) | |
def best(equations=None): | |
"""Return the equation with the best score, in sympy format. | |
By default this uses the last equation file. | |
""" | |
if equations is None: equations = get_hof() | |
best_sympy = best_row(equations)['sympy_format'] | |
return best_sympy.simplify() | |
def best_callable(equations=None): | |
"""Return the equation with the best score, in callable format. | |
By default this uses the last equation file. | |
""" | |
if equations is None: equations = get_hof() | |
return best_row(equations)['lambda_format'] | |
def _escape_filename(filename): | |
"""Turns a file into a string representation with correctly escaped backslashes""" | |
repr = str(filename) | |
repr = repr.replace('\\', '\\\\') | |
return repr | |