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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 | |
import warnings | |
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, | |
julia_optimization=3, | |
julia_project=None, | |
user_input=True | |
): | |
"""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 `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 | |
:param julia_project: str or None, a Julia environment location containing | |
a Project.toml (and potentially the source code for SymbolicRegression.jl). | |
Default gives the Python package directory, where a Project.toml file | |
should be present from the install. | |
:param user_input: Whether to ask for user input or not for installing (to | |
be used for automated scripts). Will choose to install when asked. | |
:returns: pd.DataFrame, Results dataframe, giving complexity, MSE, and equations | |
(as strings). | |
""" | |
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) | |
if len(X) > 10000 and not batching: | |
warnings.warn("Note: you are running with more than 10,000 datapoints. You should consider turning on batching (https://pysr.readthedocs.io/en/latest/docs/options/#batching). You should also reconsider if you need that many datapoints. Unless you have a large amount of noise (in which case you should smooth your dataset first), generally < 10,000 datapoints is enough to find a functional form with symbolic regression. More datapoints will lower the search speed.") | |
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, | |
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, | |
extra_sympy_mappings=extra_sympy_mappings, | |
julia_project=julia_project) | |
kwargs = {**_set_paths(tempdir), **kwargs} | |
pkg_directory = kwargs['pkg_directory'] | |
kwargs['need_install'] = False | |
if not (pkg_directory / 'Manifest.toml').is_file(): | |
kwargs['need_install'] = (not user_input) or _yesno("I will install Julia packages using PySR's Project.toml file. OK?") | |
if kwargs['need_install']: | |
print("OK. I will install at launch.") | |
kwargs['def_hyperparams'] = _create_inline_operators(**kwargs) | |
_handle_constraints(**kwargs) | |
kwargs['constraints_str'] = _make_constraints_str(**kwargs) | |
kwargs['def_hyperparams'] = _make_hyperparams_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(**kwargs) | |
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, runfile_filename, timeout, **kwargs): | |
command = [ | |
f'julia', f'-O{julia_optimization:d}', | |
str(runfile_filename), | |
] | |
if timeout is not None: | |
command = [f'timeout', f'{timeout}'] + command | |
_cmd_runner(command) | |
def _cmd_runner(command): | |
print("Running on", ' '.join(command)) | |
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=1) | |
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(dataset_filename, def_datasets, hyperparam_filename, def_hyperparams, | |
fractionReplaced, ncyclesperiteration, niterations, npop, | |
runfile_filename, topn, verbosity, julia_project, procs, weights, | |
X, variable_names, pkg_directory, need_install, **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(runfile_filename, 'w') as f: | |
if julia_project is None: | |
julia_project = pkg_directory | |
else: | |
julia_project = Path(julia_project) | |
print(f'import Pkg', file=f) | |
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f) | |
if need_install: | |
print(f'Pkg.add("SymbolicRegression")', file=f) | |
print(f'Pkg.instantiate()', file=f) | |
print(f'Pkg.precompile()', file=f) | |
print(f'using SymbolicRegression', file=f) | |
print(f'include("{_escape_filename(hyperparam_filename)}")', file=f) | |
print(f'include("{_escape_filename(dataset_filename)}")', file=f) | |
if len(variable_names) == 0: | |
varMap = "[" + ",".join([f'"x{i}"' for i in range(X.shape[1])]) + "]" | |
else: | |
varMap = "[" + ",".join(variable_names) + "]" | |
if weights is not None: | |
print(f'EquationSearch(X, y, weights=weights, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={procs})', file=f) | |
else: | |
print(f'EquationSearch(X, y, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={procs})', 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.reshape(-1, 1), delimiter=',') | |
if weights is not None: | |
np.savetxt(weights_filename, weights.reshape(-1, 1), delimiter=',') | |
def_datasets += f""" | |
X = copy(transpose(readdlm("{_escape_filename(X_filename)}", ',', Float32, '\\n'))) | |
y = readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')[:, 1]""" | |
if weights is not None: | |
def_datasets += f""" | |
weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')[:, 1]""" | |
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, npop, | |
parsimony, perturbationFactor, populations, procs, shouldOptimizeConstants, | |
unary_operators, useFrequency, use_custom_variable_names, | |
variable_names, warmupMaxsize, weightAddNode, | |
ncyclesperiteration, fractionReplaced, topn, verbosity, | |
weightDeleteNode, weightDoNothing, weightInsertNode, weightMutateConstant, | |
weightMutateOperator, weightRandomize, weightSimplify, weights, **kwargs): | |
def tuple_fix(ops): | |
if len(ops) > 1: | |
return ', '.join(ops) | |
elif len(ops) == 0: | |
return '' | |
else: | |
return ops[0] + ',' | |
def_hyperparams += f"""\n | |
plus=(+) | |
sub=(-) | |
mult=(*) | |
square=SymbolicRegression.square | |
cube=SymbolicRegression.cube | |
pow=(^) | |
div=(/) | |
logm=SymbolicRegression.logm | |
logm2=SymbolicRegression.logm2 | |
logm10=SymbolicRegression.logm10 | |
sqrtm=SymbolicRegression.sqrtm | |
neg=SymbolicRegression.neg | |
greater=SymbolicRegression.greater | |
relu=SymbolicRegression.relu | |
logical_or=SymbolicRegression.logical_or | |
logical_and=SymbolicRegression.logical_and | |
options = SymbolicRegression.Options(binary_operators={'(' + tuple_fix(binary_operators) + ')'}, | |
unary_operators={'(' + tuple_fix(unary_operators) + ')'}, | |
{constraints_str} | |
parsimony={parsimony:f}f0, | |
alpha={alpha:f}f0, | |
maxsize={maxsize:d}, | |
maxdepth={maxdepth:d}, | |
fast_cycle={'true' if fast_cycle else 'false'}, | |
migration={'true' if migration else 'false'}, | |
hofMigration={'true' if hofMigration else 'false'}, | |
fractionReplacedHof={fractionReplacedHof}f0, | |
shouldOptimizeConstants={'true' if shouldOptimizeConstants else 'false'}, | |
hofFile="{equation_file}", | |
npopulations={populations:d}, | |
nrestarts={nrestarts:d}, | |
perturbationFactor={perturbationFactor:f}f0, | |
annealing={"true" if annealing else "false"}, | |
batching={"true" if batching else "false"}, | |
batchSize={min([batchSize, len(X)]) if batching else len(X):d}, | |
mutationWeights=[ | |
{weightMutateConstant:f}, | |
{weightMutateOperator:f}, | |
{weightAddNode:f}, | |
{weightInsertNode:f}, | |
{weightDeleteNode:f}, | |
{weightSimplify:f}, | |
{weightRandomize:f}, | |
{weightDoNothing:f} | |
], | |
warmupMaxsize={warmupMaxsize:d}, | |
limitPowComplexity={"true" if limitPowComplexity else "false"}, | |
useFrequency={"true" if useFrequency else "false"}, | |
npop={npop:d}, | |
ncyclesperiteration={ncyclesperiteration:d}, | |
fractionReplaced={fractionReplaced:f}f0, | |
topn={topn:d}, | |
verbosity=round(Int32, {verbosity:f}) | |
""" | |
if use_custom_variable_names: | |
def_hyperparams += f""", | |
varMap = {'["' + '", "'.join(variable_names) + '"]'}""" | |
def_hyperparams += '\n)' | |
return def_hyperparams | |
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs): | |
constraints_str = "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 += """], | |
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 _create_inline_operators(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] | |
default_project_file = pkg_directory / "Project.toml" | |
tmpdir = Path(tempfile.mkdtemp(dir=tempdir)) | |
hyperparam_filename = tmpdir / f'hyperparams.jl' | |
dataset_filename = tmpdir / f'dataset.jl' | |
runfile_filename = tmpdir / f'runfile.jl' | |
X_filename = tmpdir / "X.csv" | |
y_filename = tmpdir / "y.csv" | |
weights_filename = tmpdir / "weights.csv" | |
return dict(pkg_directory=pkg_directory, | |
default_project_file=default_project_file, | |
X_filename=X_filename, | |
dataset_filename=dataset_filename, | |
hyperparam_filename=hyperparam_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 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, **kwargs): | |
"""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 | |
# https://gist.github.com/garrettdreyfus/8153571 | |
def _yesno(question): | |
"""Simple Yes/No Function.""" | |
prompt = f'{question} (y/n): ' | |
ans = input(prompt).strip().lower() | |
if ans not in ['y', 'n']: | |
print(f'{ans} is invalid, please try again...') | |
return _yesno(question) | |
if ans == 'y': | |
return True | |
return False | |