Spaces:
Sleeping
Sleeping
MilesCranmer
commited on
Commit
•
97f43e5
1
Parent(s):
42acd41
Remove non-PyJulia parts of codebase
Browse files- pysr/sr.py +177 -529
pysr/sr.py
CHANGED
@@ -27,7 +27,7 @@ global_state = dict(
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selection=None,
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)
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-
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sympy_mappings = {
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"div": lambda x, y: x / y,
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@@ -99,7 +99,6 @@ def pysr(
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weightRandomize=1,
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weightSimplify=0.01,
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perturbationFactor=1.0,
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-
timeout=None,
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extra_sympy_mappings=None,
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extra_torch_mappings=None,
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extra_jax_mappings=None,
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@@ -118,7 +117,6 @@ def pysr(
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useFrequency=True,
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tempdir=None,
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delete_tempfiles=True,
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-
julia_optimization=3,
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julia_project=None,
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user_input=True,
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update=True,
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@@ -135,7 +133,6 @@ def pysr(
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Xresampled=None,
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precision=32,
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multithreading=None,
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-
pyjulia=False,
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):
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"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
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Note: most default parameters have been tuned over several example
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@@ -202,8 +199,6 @@ def pysr(
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:type weightRandomize: float
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:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
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:type weightSimplify: float
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-
:param timeout: Time in seconds to timeout search
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-
:type timeout: float
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:param equation_file: Where to save the files (.csv separated by |)
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:type equation_file: str
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:param verbosity: What verbosity level to use. 0 means minimal print statements.
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@@ -230,8 +225,6 @@ def pysr(
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:type constraints: dict
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:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
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:type useFrequency: bool
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-
:param julia_optimization: Optimization level (0, 1, 2, 3)
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-
:type julia_optimization: int
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:param tempdir: directory for the temporary files
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:type tempdir: str/None
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:param delete_tempfiles: whether to delete the temporary files after finishing
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@@ -258,11 +251,11 @@ def pysr(
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:type precision: int
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:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
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:type multithreading: bool
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-
:param pyjulia: Whether to use PyJulia instead of julia binary. PyJulia should reduce startup time for repeat calls.
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-
:type pyjulia: bool
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:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
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:type: pd.DataFrame/list
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"""
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if binary_operators is None:
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binary_operators = "+ * - /".split(" ")
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if unary_operators is None:
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@@ -278,19 +271,14 @@ def pysr(
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# or procs is set to 0 (serial mode).
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multithreading = procs != 0
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-
# Start up Julia:
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global Main
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-
if
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-
# if not multithreading:
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# raise AssertionError(
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# "PyJulia does not support multiprocessing. Turn multithreading=True."
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# )
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-
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if multithreading:
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os.environ["JULIA_NUM_THREADS"] = str(procs)
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from julia import Main
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-
buffer_available = "buffer" in sys.stdout.__dir__()
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if progress is not None:
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if progress and not buffer_available:
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@@ -298,11 +286,6 @@ def pysr(
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"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
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)
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progress = False
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-
if progress and pyjulia:
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warnings.warn(
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-
"Note: it looks like you are using PyJulia. The progress bar will be turned off."
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-
)
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progress = False
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else:
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progress = buffer_available
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@@ -344,8 +327,6 @@ def pysr(
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weights,
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y,
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)
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-
if not pyjulia:
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-
_check_for_julia_installation()
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if len(X) > 10000 and not batching:
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warnings.warn(
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@@ -398,503 +379,212 @@ def pysr(
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else:
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X, y = _denoise(X, y, Xresampled=Xresampled)
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-
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-
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-
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-
weights=weights,
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-
alpha=alpha,
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-
annealing=annealing,
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-
batchSize=batchSize,
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-
batching=batching,
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-
binary_operators=binary_operators,
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-
fast_cycle=fast_cycle,
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-
fractionReplaced=fractionReplaced,
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-
ncyclesperiteration=ncyclesperiteration,
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-
niterations=niterations,
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-
npop=npop,
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-
topn=topn,
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-
verbosity=verbosity,
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-
progress=progress,
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-
update=update,
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-
julia_optimization=julia_optimization,
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-
timeout=timeout,
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-
fractionReplacedHof=fractionReplacedHof,
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-
hofMigration=hofMigration,
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-
maxdepth=maxdepth,
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-
maxsize=maxsize,
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-
migration=migration,
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-
optimizer_algorithm=optimizer_algorithm,
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-
optimizer_nrestarts=optimizer_nrestarts,
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-
optimize_probability=optimize_probability,
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-
optimizer_iterations=optimizer_iterations,
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-
parsimony=parsimony,
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-
perturbationFactor=perturbationFactor,
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-
populations=populations,
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-
procs=procs,
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-
shouldOptimizeConstants=shouldOptimizeConstants,
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-
unary_operators=unary_operators,
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-
useFrequency=useFrequency,
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-
use_custom_variable_names=use_custom_variable_names,
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-
variable_names=variable_names,
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-
warmupMaxsizeBy=warmupMaxsizeBy,
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-
weightAddNode=weightAddNode,
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441 |
-
weightDeleteNode=weightDeleteNode,
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-
weightDoNothing=weightDoNothing,
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-
weightInsertNode=weightInsertNode,
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-
weightMutateConstant=weightMutateConstant,
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-
weightMutateOperator=weightMutateOperator,
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-
weightRandomize=weightRandomize,
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-
weightSimplify=weightSimplify,
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-
constraints=constraints,
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-
extra_sympy_mappings=extra_sympy_mappings,
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450 |
-
extra_jax_mappings=extra_jax_mappings,
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-
extra_torch_mappings=extra_torch_mappings,
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-
julia_project=julia_project,
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loss=loss,
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output_jax_format=output_jax_format,
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output_torch_format=output_torch_format,
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-
selection=selection,
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multioutput=multioutput,
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-
nout=nout,
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tournament_selection_n=tournament_selection_n,
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tournament_selection_p=tournament_selection_p,
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denoise=denoise,
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precision=precision,
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multithreading=multithreading,
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pyjulia=pyjulia,
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-
)
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-
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-
kwargs = {**_set_paths(tempdir), **kwargs}
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if temp_equation_file:
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-
equation_file =
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elif equation_file is None:
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date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
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equation_file = "hall_of_fame_" + date_time + ".csv"
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-
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-
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-
pkg_directory = kwargs["pkg_directory"]
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478 |
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if kwargs["julia_project"] is not None:
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-
manifest_filepath = Path(kwargs["julia_project"]) / "Manifest.toml"
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480 |
-
else:
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manifest_filepath = pkg_directory / "Manifest.toml"
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-
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-
# Set julia project to correct directory:
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-
if kwargs["julia_project"] is None:
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-
kwargs["julia_project"] = pkg_directory
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else:
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-
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-
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if not (manifest_filepath).is_file() and not pyjulia:
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-
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"I will install Julia packages using PySR's Project.toml file. OK?"
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)
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if
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print("OK. I will install at launch.")
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assert update
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-
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-
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-
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_handle_constraints(
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-
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-
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-
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-
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-
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-
from julia import Pkg
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-
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Pkg.activate(f"{_escape_filename(kwargs['julia_project'])}")
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-
if kwargs["need_install"]:
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-
Pkg.instantiate()
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-
Pkg.update()
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-
Pkg.precompile()
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-
elif update:
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Pkg.update()
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from julia import SymbolicRegression
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-
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already_ran_with_pyjulia = True
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-
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X = kwargs["X"]
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-
y = kwargs["y"]
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-
weights = kwargs["weights"]
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-
def_hyperparams = kwargs["def_hyperparams"]
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-
variable_names = kwargs["variable_names"]
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-
multithreading = kwargs["multithreading"]
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527 |
-
procs = kwargs["procs"]
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528 |
-
niterations = kwargs["niterations"]
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-
precision = kwargs["precision"]
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530 |
-
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
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531 |
-
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532 |
-
Main.X = np.array(X, dtype=np_dtype).T
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533 |
-
if len(y.shape) == 1:
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-
Main.y = np.array(y, dtype=np_dtype)
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535 |
-
else:
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-
Main.y = np.array(y, dtype=np_dtype).T
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537 |
-
if weights is not None:
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-
if len(weights.shape) == 1:
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-
Main.weights = np.array(weights, dtype=np_dtype)
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540 |
-
else:
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-
Main.weights = np.array(weights, dtype=np_dtype).T
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542 |
-
else:
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-
Main.weights = None
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-
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Main.eval(def_hyperparams)
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546 |
-
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547 |
-
varMap = Main.eval(_make_varmap(X, variable_names))
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-
cprocs = 0 if multithreading else procs
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-
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-
SymbolicRegression.EquationSearch(
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Main.X,
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552 |
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Main.y,
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-
weights=Main.weights,
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-
niterations=niterations,
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-
varMap=varMap,
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-
options=Main.options,
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-
numprocs=cprocs,
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-
multithreading=multithreading,
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-
)
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-
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-
else:
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562 |
-
kwargs["def_datasets"] = _make_datasets_julia_str(**kwargs)
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563 |
-
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-
_create_julia_files(**kwargs)
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-
_final_pysr_process(**kwargs)
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566 |
-
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567 |
-
_set_globals(**kwargs)
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568 |
-
equations = get_hof(**kwargs)
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569 |
-
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570 |
-
if delete_tempfiles:
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571 |
-
shutil.rmtree(kwargs["tmpdir"])
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572 |
-
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573 |
-
return equations
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574 |
-
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575 |
-
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576 |
-
def _set_globals(X, **kwargs):
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577 |
-
global global_state
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578 |
-
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-
global_state["n_features"] = X.shape[1]
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-
for key, value in kwargs.items():
|
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-
if key in global_state:
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-
global_state[key] = value
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-
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-
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-
def _final_pysr_process(
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586 |
-
julia_optimization, runfile_filename, timeout, multithreading, procs, **kwargs
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-
):
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-
command = [
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589 |
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"julia",
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590 |
-
f"-O{julia_optimization:d}",
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-
]
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592 |
-
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593 |
-
if multithreading:
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command.append("--threads")
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command.append(f"{procs}")
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596 |
-
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597 |
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command.append(str(runfile_filename))
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if timeout is not None:
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command = ["timeout", f"{timeout}"] + command
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-
_cmd_runner(command, **kwargs)
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603 |
-
def _cmd_runner(command, progress, **kwargs):
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604 |
-
if kwargs["verbosity"] > 0:
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605 |
-
print("Running on", " ".join(command))
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process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=-1)
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try:
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608 |
-
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609 |
-
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610 |
-
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break
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612 |
-
decoded_line = line.decode("utf-8")
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613 |
-
if progress:
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614 |
-
decoded_line = (
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615 |
-
decoded_line.replace("\\033[K", "\033[K")
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616 |
-
.replace("\\033[1A", "\033[1A")
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-
.replace("\\033[1B", "\033[1B")
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618 |
-
.replace("\\r", "\r")
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-
.encode(sys.stdout.encoding, errors="replace")
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-
)
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621 |
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sys.stdout.buffer.write(decoded_line)
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-
sys.stdout.flush()
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623 |
-
else:
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624 |
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print(decoded_line, end="")
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-
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626 |
-
process.stdout.close()
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627 |
-
process.wait()
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628 |
-
except KeyboardInterrupt:
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629 |
-
print("Killing process... will return when done.")
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630 |
-
process.kill()
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631 |
-
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632 |
-
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633 |
-
def _create_julia_files(
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-
dataset_filename,
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-
def_datasets,
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hyperparam_filename,
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637 |
-
def_hyperparams,
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-
niterations,
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runfile_filename,
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julia_project,
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-
procs,
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-
weights,
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X,
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variable_names,
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need_install,
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-
update,
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multithreading,
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**kwargs,
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-
):
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with open(hyperparam_filename, "w") as f:
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-
print(def_hyperparams, file=f)
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-
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653 |
-
with open(dataset_filename, "w") as f:
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-
print(def_datasets, file=f)
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-
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656 |
-
with open(runfile_filename, "w") as f:
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657 |
-
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658 |
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print(f"import Pkg", file=f)
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659 |
-
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f)
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660 |
-
if need_install:
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661 |
-
print(f"Pkg.instantiate()", file=f)
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662 |
-
print("Pkg.update()", file=f)
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663 |
-
print("Pkg.precompile()", file=f)
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664 |
-
elif update:
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-
print(f"Pkg.update()", file=f)
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-
print(f"using SymbolicRegression", file=f)
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667 |
-
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668 |
-
print(f'include("{_escape_filename(hyperparam_filename)}")', file=f)
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669 |
-
|
670 |
-
print(f'include("{_escape_filename(dataset_filename)}")', file=f)
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671 |
-
|
672 |
-
varMap = _make_varmap(X, variable_names)
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673 |
-
|
674 |
-
cprocs = 0 if multithreading else procs
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675 |
-
if weights is not None:
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-
print(
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-
f"EquationSearch(X, y, weights=weights, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})",
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678 |
-
file=f,
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-
)
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-
else:
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681 |
-
print(
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-
f"EquationSearch(X, y, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})",
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683 |
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file=f,
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)
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-
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-
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|
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-
def _make_datasets_julia_str(
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695 |
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X,
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-
X_filename,
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-
weights,
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-
weights_filename,
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y,
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y_filename,
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-
multioutput,
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precision,
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**kwargs,
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-
):
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def_datasets = """using DelimitedFiles"""
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-
julia_dtype = {16: "Float16", 32: "Float32", 64: "Float64"}[precision]
|
707 |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
|
708 |
|
709 |
-
np.
|
710 |
-
if
|
711 |
-
np.
|
712 |
else:
|
713 |
-
|
714 |
-
|
715 |
if weights is not None:
|
716 |
-
if
|
717 |
-
np.
|
718 |
else:
|
719 |
-
np.
|
720 |
-
|
721 |
-
|
722 |
-
|
723 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
724 |
|
725 |
-
|
726 |
-
X
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
727 |
|
728 |
-
|
729 |
-
|
730 |
-
|
731 |
-
|
732 |
-
|
733 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
734 |
|
735 |
-
if
|
736 |
-
|
737 |
-
def_datasets += f"""
|
738 |
-
weights = copy(transpose(readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')))"""
|
739 |
-
else:
|
740 |
-
def_datasets += f"""
|
741 |
-
weights = readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')[:, 1]"""
|
742 |
-
return def_datasets
|
743 |
|
|
|
744 |
|
745 |
-
|
|
|
|
|
746 |
X,
|
747 |
-
alpha,
|
748 |
-
annealing,
|
749 |
-
batchSize,
|
750 |
-
batching,
|
751 |
-
binary_operators,
|
752 |
-
constraints_str,
|
753 |
-
def_hyperparams,
|
754 |
equation_file,
|
755 |
-
|
756 |
-
|
757 |
-
|
758 |
-
|
759 |
-
|
760 |
-
|
761 |
-
|
762 |
-
|
763 |
-
|
764 |
-
optimizer_iterations,
|
765 |
-
npop,
|
766 |
-
parsimony,
|
767 |
-
perturbationFactor,
|
768 |
-
populations,
|
769 |
-
shouldOptimizeConstants,
|
770 |
-
unary_operators,
|
771 |
-
useFrequency,
|
772 |
-
warmupMaxsizeBy,
|
773 |
-
weightAddNode,
|
774 |
-
ncyclesperiteration,
|
775 |
-
fractionReplaced,
|
776 |
-
topn,
|
777 |
-
verbosity,
|
778 |
-
progress,
|
779 |
-
loss,
|
780 |
-
weightDeleteNode,
|
781 |
-
weightDoNothing,
|
782 |
-
weightInsertNode,
|
783 |
-
weightMutateConstant,
|
784 |
-
weightMutateOperator,
|
785 |
-
weightRandomize,
|
786 |
-
weightSimplify,
|
787 |
-
tournament_selection_n,
|
788 |
-
tournament_selection_p,
|
789 |
-
**kwargs,
|
790 |
):
|
791 |
-
|
792 |
-
term_width = shutil.get_terminal_size().columns
|
793 |
-
except:
|
794 |
-
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
795 |
|
796 |
-
|
797 |
-
|
798 |
-
|
799 |
-
|
800 |
-
|
801 |
-
|
802 |
-
|
803 |
-
|
804 |
-
|
805 |
-
|
806 |
-
|
807 |
-
square=SymbolicRegression.square
|
808 |
-
cube=SymbolicRegression.cube
|
809 |
-
pow=(^)
|
810 |
-
div=(/)
|
811 |
-
log_abs=SymbolicRegression.log_abs
|
812 |
-
log2_abs=SymbolicRegression.log2_abs
|
813 |
-
log10_abs=SymbolicRegression.log10_abs
|
814 |
-
log1p_abs=SymbolicRegression.log1p_abs
|
815 |
-
acosh_abs=SymbolicRegression.acosh_abs
|
816 |
-
atanh_clip=SymbolicRegression.atanh_clip
|
817 |
-
sqrt_abs=SymbolicRegression.sqrt_abs
|
818 |
-
neg=SymbolicRegression.neg
|
819 |
-
greater=SymbolicRegression.greater
|
820 |
-
relu=SymbolicRegression.relu
|
821 |
-
logical_or=SymbolicRegression.logical_or
|
822 |
-
logical_and=SymbolicRegression.logical_and
|
823 |
-
_custom_loss = {loss}
|
824 |
-
|
825 |
-
options = SymbolicRegression.Options(binary_operators={'(' + tuple_fix(binary_operators) + ')'},
|
826 |
-
unary_operators={'(' + tuple_fix(unary_operators) + ')'},
|
827 |
-
{constraints_str}
|
828 |
-
parsimony={parsimony:f}f0,
|
829 |
-
loss=_custom_loss,
|
830 |
-
alpha={alpha:f}f0,
|
831 |
-
maxsize={maxsize:d},
|
832 |
-
maxdepth={maxdepth:d},
|
833 |
-
fast_cycle={'true' if fast_cycle else 'false'},
|
834 |
-
migration={'true' if migration else 'false'},
|
835 |
-
hofMigration={'true' if hofMigration else 'false'},
|
836 |
-
fractionReplacedHof={fractionReplacedHof}f0,
|
837 |
-
shouldOptimizeConstants={'true' if shouldOptimizeConstants else 'false'},
|
838 |
-
hofFile="{_escape_filename(equation_file)}",
|
839 |
-
npopulations={populations:d},
|
840 |
-
optimizer_algorithm="{optimizer_algorithm}",
|
841 |
-
optimizer_nrestarts={optimizer_nrestarts:d},
|
842 |
-
optimize_probability={optimize_probability:f}f0,
|
843 |
-
optimizer_iterations={optimizer_iterations:d},
|
844 |
-
perturbationFactor={perturbationFactor:f}f0,
|
845 |
-
annealing={"true" if annealing else "false"},
|
846 |
-
batching={"true" if batching else "false"},
|
847 |
-
batchSize={min([batchSize, len(X)]) if batching else len(X):d},
|
848 |
-
mutationWeights=[
|
849 |
-
{weightMutateConstant:f},
|
850 |
-
{weightMutateOperator:f},
|
851 |
-
{weightAddNode:f},
|
852 |
-
{weightInsertNode:f},
|
853 |
-
{weightDeleteNode:f},
|
854 |
-
{weightSimplify:f},
|
855 |
-
{weightRandomize:f},
|
856 |
-
{weightDoNothing:f}
|
857 |
-
],
|
858 |
-
warmupMaxsizeBy={warmupMaxsizeBy:f}f0,
|
859 |
-
useFrequency={"true" if useFrequency else "false"},
|
860 |
-
npop={npop:d},
|
861 |
-
ns={tournament_selection_n:d},
|
862 |
-
probPickFirst={tournament_selection_p:f}f0,
|
863 |
-
ncyclesperiteration={ncyclesperiteration:d},
|
864 |
-
fractionReplaced={fractionReplaced:f}f0,
|
865 |
-
topn={topn:d},
|
866 |
-
verbosity=round(Int32, {verbosity:f}),
|
867 |
-
progress={'true' if progress else 'false'},
|
868 |
-
terminal_width={term_width:d}
|
869 |
-
"""
|
870 |
-
|
871 |
-
def_hyperparams += "\n)"
|
872 |
-
return def_hyperparams
|
873 |
-
|
874 |
-
|
875 |
-
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs):
|
876 |
-
constraints_str = "una_constraints = ["
|
877 |
-
first = True
|
878 |
-
for op in unary_operators:
|
879 |
-
val = constraints[op]
|
880 |
-
if not first:
|
881 |
-
constraints_str += ", "
|
882 |
-
constraints_str += f"{val:d}"
|
883 |
-
first = False
|
884 |
-
constraints_str += """],
|
885 |
-
bin_constraints = ["""
|
886 |
-
first = True
|
887 |
-
for op in binary_operators:
|
888 |
-
tup = constraints[op]
|
889 |
-
if not first:
|
890 |
-
constraints_str += ", "
|
891 |
-
constraints_str += f"({tup[0]:d}, {tup[1]:d})"
|
892 |
-
first = False
|
893 |
-
constraints_str += "],"
|
894 |
-
return constraints_str
|
895 |
|
896 |
|
897 |
-
def _handle_constraints(binary_operators,
|
898 |
for op in unary_operators:
|
899 |
if op not in constraints:
|
900 |
constraints[op] = -1
|
@@ -917,14 +607,14 @@ def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs
|
|
917 |
)
|
918 |
|
919 |
|
920 |
-
def _create_inline_operators(binary_operators, unary_operators
|
921 |
-
|
922 |
for op_list in [binary_operators, unary_operators]:
|
923 |
for i, op in enumerate(op_list):
|
924 |
is_user_defined_operator = "(" in op
|
925 |
|
926 |
if is_user_defined_operator:
|
927 |
-
|
928 |
# Cut off from the first non-alphanumeric char:
|
929 |
first_non_char = [
|
930 |
j
|
@@ -933,7 +623,6 @@ def _create_inline_operators(binary_operators, unary_operators, **kwargs):
|
|
933 |
][0]
|
934 |
function_name = op[:first_non_char]
|
935 |
op_list[i] = function_name
|
936 |
-
return def_hyperparams
|
937 |
|
938 |
|
939 |
def _handle_feature_selection(
|
@@ -951,30 +640,6 @@ def _handle_feature_selection(
|
|
951 |
return X, variable_names, selection
|
952 |
|
953 |
|
954 |
-
def _set_paths(tempdir):
|
955 |
-
# System-independent paths
|
956 |
-
pkg_directory = Path(__file__).parents[1]
|
957 |
-
default_project_file = pkg_directory / "Project.toml"
|
958 |
-
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
959 |
-
hyperparam_filename = tmpdir / f"hyperparams.jl"
|
960 |
-
dataset_filename = tmpdir / f"dataset.jl"
|
961 |
-
runfile_filename = tmpdir / "runfile.jl"
|
962 |
-
X_filename = tmpdir / "X.csv"
|
963 |
-
y_filename = tmpdir / "y.csv"
|
964 |
-
weights_filename = tmpdir / "weights.csv"
|
965 |
-
return dict(
|
966 |
-
pkg_directory=pkg_directory,
|
967 |
-
default_project_file=default_project_file,
|
968 |
-
X_filename=X_filename,
|
969 |
-
dataset_filename=dataset_filename,
|
970 |
-
hyperparam_filename=hyperparam_filename,
|
971 |
-
runfile_filename=runfile_filename,
|
972 |
-
tmpdir=tmpdir,
|
973 |
-
weights_filename=weights_filename,
|
974 |
-
y_filename=y_filename,
|
975 |
-
)
|
976 |
-
|
977 |
-
|
978 |
def _check_assertions(
|
979 |
X,
|
980 |
binary_operators,
|
@@ -996,23 +661,6 @@ def _check_assertions(
|
|
996 |
assert len(variable_names) == X.shape[1]
|
997 |
|
998 |
|
999 |
-
def _check_for_julia_installation():
|
1000 |
-
try:
|
1001 |
-
process = subprocess.Popen(["julia", "-v"], stdout=subprocess.PIPE, bufsize=-1)
|
1002 |
-
while True:
|
1003 |
-
line = process.stdout.readline()
|
1004 |
-
if not line:
|
1005 |
-
break
|
1006 |
-
process.stdout.close()
|
1007 |
-
process.wait()
|
1008 |
-
except FileNotFoundError:
|
1009 |
-
|
1010 |
-
raise RuntimeError(
|
1011 |
-
f"Your current $PATH is: {os.environ['PATH']}\nPySR could not start julia. Make sure julia is installed and on your $PATH."
|
1012 |
-
)
|
1013 |
-
process.kill()
|
1014 |
-
|
1015 |
-
|
1016 |
def run_feature_selection(X, y, select_k_features):
|
1017 |
"""Use a gradient boosting tree regressor as a proxy for finding
|
1018 |
the k most important features in X, returning indices for those
|
|
|
27 |
selection=None,
|
28 |
)
|
29 |
|
30 |
+
already_ran = False
|
31 |
|
32 |
sympy_mappings = {
|
33 |
"div": lambda x, y: x / y,
|
|
|
99 |
weightRandomize=1,
|
100 |
weightSimplify=0.01,
|
101 |
perturbationFactor=1.0,
|
|
|
102 |
extra_sympy_mappings=None,
|
103 |
extra_torch_mappings=None,
|
104 |
extra_jax_mappings=None,
|
|
|
117 |
useFrequency=True,
|
118 |
tempdir=None,
|
119 |
delete_tempfiles=True,
|
|
|
120 |
julia_project=None,
|
121 |
user_input=True,
|
122 |
update=True,
|
|
|
133 |
Xresampled=None,
|
134 |
precision=32,
|
135 |
multithreading=None,
|
|
|
136 |
):
|
137 |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
|
138 |
Note: most default parameters have been tuned over several example
|
|
|
199 |
:type weightRandomize: float
|
200 |
:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
|
201 |
:type weightSimplify: float
|
|
|
|
|
202 |
:param equation_file: Where to save the files (.csv separated by |)
|
203 |
:type equation_file: str
|
204 |
:param verbosity: What verbosity level to use. 0 means minimal print statements.
|
|
|
225 |
:type constraints: dict
|
226 |
:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
|
227 |
:type useFrequency: bool
|
|
|
|
|
228 |
:param tempdir: directory for the temporary files
|
229 |
:type tempdir: str/None
|
230 |
:param delete_tempfiles: whether to delete the temporary files after finishing
|
|
|
251 |
:type precision: int
|
252 |
:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
|
253 |
:type multithreading: bool
|
|
|
|
|
254 |
:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
|
255 |
:type: pd.DataFrame/list
|
256 |
"""
|
257 |
+
global already_ran
|
258 |
+
|
259 |
if binary_operators is None:
|
260 |
binary_operators = "+ * - /".split(" ")
|
261 |
if unary_operators is None:
|
|
|
271 |
# or procs is set to 0 (serial mode).
|
272 |
multithreading = procs != 0
|
273 |
|
|
|
274 |
global Main
|
275 |
+
if Main is None:
|
|
|
|
|
|
|
|
|
|
|
276 |
if multithreading:
|
277 |
os.environ["JULIA_NUM_THREADS"] = str(procs)
|
278 |
+
|
279 |
from julia import Main
|
280 |
|
281 |
+
buffer_available = "buffer" in sys.stdout.__dir__()
|
282 |
|
283 |
if progress is not None:
|
284 |
if progress and not buffer_available:
|
|
|
286 |
"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
|
287 |
)
|
288 |
progress = False
|
|
|
|
|
|
|
|
|
|
|
289 |
else:
|
290 |
progress = buffer_available
|
291 |
|
|
|
327 |
weights,
|
328 |
y,
|
329 |
)
|
|
|
|
|
330 |
|
331 |
if len(X) > 10000 and not batching:
|
332 |
warnings.warn(
|
|
|
379 |
else:
|
380 |
X, y = _denoise(X, y, Xresampled=Xresampled)
|
381 |
|
382 |
+
pkg_directory = Path(__file__).parents[1]
|
383 |
+
default_project_file = pkg_directory / "Project.toml"
|
384 |
+
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
385 |
|
386 |
if temp_equation_file:
|
387 |
+
equation_file = tmpdir / "hall_of_fame.csv"
|
388 |
elif equation_file is None:
|
389 |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
390 |
equation_file = "hall_of_fame_" + date_time + ".csv"
|
391 |
|
392 |
+
if julia_project is None:
|
|
|
|
|
|
|
|
|
|
|
393 |
manifest_filepath = pkg_directory / "Manifest.toml"
|
394 |
+
julia_project = pkg_directory
|
|
|
|
|
|
|
395 |
else:
|
396 |
+
manifest_filepath = Path(julia_project) / "Manifest.toml"
|
397 |
+
julia_project = Path(julia_project)
|
398 |
|
399 |
+
need_install = False
|
400 |
|
401 |
if not (manifest_filepath).is_file() and not pyjulia:
|
402 |
+
need_install = (not user_input) or _yesno(
|
403 |
"I will install Julia packages using PySR's Project.toml file. OK?"
|
404 |
)
|
405 |
+
if need_install:
|
406 |
print("OK. I will install at launch.")
|
407 |
assert update
|
408 |
|
409 |
+
_create_inline_operators(
|
410 |
+
binary_operators=binary_operators, unary_operators=unary_operators
|
411 |
+
)
|
412 |
+
_handle_constraints(
|
413 |
+
binary_operators=binary_operators,
|
414 |
+
unary_operators=unary_operators,
|
415 |
+
constraints=constraints,
|
416 |
+
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
417 |
|
418 |
+
una_constraints = [constraints[op] for op in unary_operators]
|
419 |
+
bin_constraints = [constraints[op] for op in binary_operators]
|
420 |
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|
421 |
try:
|
422 |
+
term_width = shutil.get_terminal_size().columns
|
423 |
+
except:
|
424 |
+
_, term_width = subprocess.check_output(["stty", "size"]).split()
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|
425 |
|
426 |
+
from julia import Pkg
|
427 |
+
|
428 |
+
Pkg.activate(f"{_escape_filename(julia_project)}")
|
429 |
+
if need_install:
|
430 |
+
Pkg.instantiate()
|
431 |
+
Pkg.update()
|
432 |
+
Pkg.precompile()
|
433 |
+
elif update:
|
434 |
+
Pkg.update()
|
435 |
+
|
436 |
+
Main.eval("using SymbolicRegression")
|
437 |
+
|
438 |
+
Main.plus = Main.eval("(+)")
|
439 |
+
Main.sub = Main.eval("(-)")
|
440 |
+
Main.mult = Main.eval("(*)")
|
441 |
+
Main.pow = Main.eval("(^)")
|
442 |
+
Main.div = Main.eval("(/)")
|
443 |
+
|
444 |
+
Main.custom_loss = Main.eval(loss)
|
445 |
+
|
446 |
+
mutationWeights = [
|
447 |
+
float(weightMutateConstant),
|
448 |
+
float(weightMutateOperator),
|
449 |
+
float(weightAddNode),
|
450 |
+
float(weightInsertNode),
|
451 |
+
float(weightDeleteNode),
|
452 |
+
float(weightSimplify),
|
453 |
+
float(weightRandomize),
|
454 |
+
float(weightDoNothing),
|
455 |
+
]
|
456 |
|
457 |
+
options = Main.Options(
|
458 |
+
binary_operators=Main.eval(str(tuple(binary_operators)).replace("'", "")),
|
459 |
+
unary_operators=Main.eval(str(tuple(unary_operators)).replace("'", "")),
|
460 |
+
bin_constraints=bin_constraints,
|
461 |
+
una_constraints=una_constraints,
|
462 |
+
parsimony=float(parsimony),
|
463 |
+
loss=Main.custom_loss,
|
464 |
+
alpha=float(alpha),
|
465 |
+
maxsize=int(maxsize),
|
466 |
+
maxdepth=int(maxdepth),
|
467 |
+
fast_cycle=fast_cycle,
|
468 |
+
migration=migration,
|
469 |
+
hofMigration=hofMigration,
|
470 |
+
fractionReplacedHof=float(fractionReplacedHof),
|
471 |
+
shouldOptimizeConstants=shouldOptimizeConstants,
|
472 |
+
hofFile=_escape_filename(equation_file),
|
473 |
+
npopulations=int(populations),
|
474 |
+
optimizer_algorithm=optimizer_algorithm,
|
475 |
+
optimizer_nrestarts=int(optimizer_nrestarts),
|
476 |
+
optimize_probability=float(optimize_probability),
|
477 |
+
optimizer_iterations=int(optimizer_iterations),
|
478 |
+
perturbationFactor=float(perturbationFactor),
|
479 |
+
annealing=annealing,
|
480 |
+
batching=batching,
|
481 |
+
batchSize=int(min([batchSize, len(X)]) if batching else len(X)),
|
482 |
+
mutationWeights=mutationWeights,
|
483 |
+
warmupMaxsizeBy=float(warmupMaxsizeBy),
|
484 |
+
useFrequency=useFrequency,
|
485 |
+
npop=int(npop),
|
486 |
+
ns=int(tournament_selection_n),
|
487 |
+
probPickFirst=float(tournament_selection_p),
|
488 |
+
ncyclesperiteration=int(ncyclesperiteration),
|
489 |
+
fractionReplaced=float(fractionReplaced),
|
490 |
+
topn=int(topn),
|
491 |
+
verbosity=int(verbosity),
|
492 |
+
progress=progress,
|
493 |
+
terminal_width=int(term_width),
|
494 |
+
)
|
495 |
|
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|
496 |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
|
497 |
|
498 |
+
Main.X = np.array(X, dtype=np_dtype).T
|
499 |
+
if len(y.shape) == 1:
|
500 |
+
Main.y = np.array(y, dtype=np_dtype)
|
501 |
else:
|
502 |
+
Main.y = np.array(y, dtype=np_dtype).T
|
|
|
503 |
if weights is not None:
|
504 |
+
if len(weights.shape) == 1:
|
505 |
+
Main.weights = np.array(weights, dtype=np_dtype)
|
506 |
else:
|
507 |
+
Main.weights = np.array(weights, dtype=np_dtype).T
|
508 |
+
else:
|
509 |
+
Main.weights = None
|
510 |
+
|
511 |
+
cprocs = 0 if multithreading else procs
|
512 |
+
|
513 |
+
output_equations = Main.EquationSearch(
|
514 |
+
Main.X,
|
515 |
+
Main.y,
|
516 |
+
weights=Main.weights,
|
517 |
+
niterations=int(niterations),
|
518 |
+
varMap=variable_names,
|
519 |
+
options=options,
|
520 |
+
numprocs=int(cprocs),
|
521 |
+
multithreading=bool(multithreading),
|
522 |
+
)
|
523 |
|
524 |
+
_set_globals(
|
525 |
+
X=X,
|
526 |
+
equation_file=equation_file,
|
527 |
+
variable_names=variable_names,
|
528 |
+
extra_sympy_mappings=extra_sympy_mappings,
|
529 |
+
extra_torch_mappings=extra_torch_mappings,
|
530 |
+
extra_jax_mappings=extra_jax_mappings,
|
531 |
+
output_jax_format=output_jax_format,
|
532 |
+
output_torch_format=output_torch_format,
|
533 |
+
multioutput=multioutput,
|
534 |
+
nout=nout,
|
535 |
+
selection=selection,
|
536 |
+
)
|
537 |
|
538 |
+
equations = get_hof(
|
539 |
+
equation_file=equation_file,
|
540 |
+
n_features=X.shape[1],
|
541 |
+
variable_names=variable_names,
|
542 |
+
output_jax_format=output_jax_format,
|
543 |
+
output_torch_format=output_torch_format,
|
544 |
+
selection=selection,
|
545 |
+
extra_sympy_mappings=extra_sympy_mappings,
|
546 |
+
extra_jax_mappings=extra_jax_mappings,
|
547 |
+
extra_torch_mappings=extra_torch_mappings,
|
548 |
+
multioutput=multioutput,
|
549 |
+
nout=nout,
|
550 |
+
)
|
551 |
|
552 |
+
if delete_tempfiles:
|
553 |
+
shutil.rmtree(tmpdir)
|
|
|
|
|
|
|
|
|
|
|
|
|
554 |
|
555 |
+
return equations, output_equations
|
556 |
|
557 |
+
|
558 |
+
def _set_globals(
|
559 |
+
*,
|
560 |
X,
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
561 |
equation_file,
|
562 |
+
variable_names,
|
563 |
+
extra_sympy_mappings,
|
564 |
+
extra_torch_mappings,
|
565 |
+
extra_jax_mappings,
|
566 |
+
output_jax_format,
|
567 |
+
output_torch_format,
|
568 |
+
multioutput,
|
569 |
+
nout,
|
570 |
+
selection,
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
571 |
):
|
572 |
+
global global_state
|
|
|
|
|
|
|
573 |
|
574 |
+
global_state["n_features"] = X.shape[1]
|
575 |
+
global_state["equation_file"] = equation_file
|
576 |
+
global_state["variable_names"] = variable_names
|
577 |
+
global_state["extra_sympy_mappings"] = extra_sympy_mappings
|
578 |
+
global_state["extra_torch_mappings"] = extra_torch_mappings
|
579 |
+
global_state["extra_jax_mappings"] = extra_jax_mappings
|
580 |
+
global_state["output_jax_format"] = output_jax_format
|
581 |
+
global_state["output_torch_format"] = output_torch_format
|
582 |
+
global_state["multioutput"] = multioutput
|
583 |
+
global_state["nout"] = nout
|
584 |
+
global_state["selection"] = selection
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
585 |
|
586 |
|
587 |
+
def _handle_constraints(binary_operators, unary_operators, constraints):
|
588 |
for op in unary_operators:
|
589 |
if op not in constraints:
|
590 |
constraints[op] = -1
|
|
|
607 |
)
|
608 |
|
609 |
|
610 |
+
def _create_inline_operators(binary_operators, unary_operators):
|
611 |
+
global Main
|
612 |
for op_list in [binary_operators, unary_operators]:
|
613 |
for i, op in enumerate(op_list):
|
614 |
is_user_defined_operator = "(" in op
|
615 |
|
616 |
if is_user_defined_operator:
|
617 |
+
Main.eval(op)
|
618 |
# Cut off from the first non-alphanumeric char:
|
619 |
first_non_char = [
|
620 |
j
|
|
|
623 |
][0]
|
624 |
function_name = op[:first_non_char]
|
625 |
op_list[i] = function_name
|
|
|
626 |
|
627 |
|
628 |
def _handle_feature_selection(
|
|
|
640 |
return X, variable_names, selection
|
641 |
|
642 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
643 |
def _check_assertions(
|
644 |
X,
|
645 |
binary_operators,
|
|
|
661 |
assert len(variable_names) == X.shape[1]
|
662 |
|
663 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
664 |
def run_feature_selection(X, y, select_k_features):
|
665 |
"""Use a gradient boosting tree regressor as a proxy for finding
|
666 |
the k most important features in X, returning indices for those
|