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MilesCranmer
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Merge pull request #49 from MilesCranmer/deepsource-transform-9e0a82d1
Browse files- benchmarks/hyperparamopt.py +72 -65
- example.py +15 -8
- pysr/export_jax.py +8 -4
- pysr/export_torch.py +32 -16
- pysr/feynman_problems.py +68 -35
- pysr/sr.py +508 -326
- setup.py +3 -9
- test/test.py +75 -54
- test/test_jax.py +25 -14
- test/test_torch.py +26 -15
benchmarks/hyperparamopt.py
CHANGED
@@ -10,6 +10,7 @@ import time
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import contextlib
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import numpy as np
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@contextlib.contextmanager
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def temp_seed(seed):
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state = np.random.get_state()
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@@ -20,11 +21,12 @@ def temp_seed(seed):
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np.random.set_state(state)
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#Change the following code to your file
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################################################################################
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TRIALS_FOLDER =
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NUMBER_TRIALS_PER_RUN = 1
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def run_trial(args):
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"""Evaluate the model loss using the hyperparams in args
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@@ -34,29 +36,29 @@ def run_trial(args):
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"""
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print("Running on", args)
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args[
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args[
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args[
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args[
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args[
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args[
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args[
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if args[
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print("Bad parameters")
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return {
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args[
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ntrials = 3
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with temp_seed(0):
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X = np.random.randn(100, 10)*3
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eval_str = [
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]
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print(f"Starting", str(args))
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@@ -67,51 +69,50 @@ def run_trial(args):
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for j in range(ntrials):
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print(f"Starting trial {j}")
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y = eval(eval_str[i])
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-
trial = pysr.pysr(
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procs=4,
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populations=20,
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binary_operators=["plus", "mult", "pow", "div"],
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unary_operators=["cos", "exp", "sin", "logm", "abs"],
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maxsize=25,
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constraints={
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**args
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trials.append(
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)
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print(f"Test {i} trial {j} with", str(args), f"got {trials[-1]}")
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except ValueError:
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print(f"Broken", str(args))
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return {
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'status': 'ok', # or 'fail' if nan loss
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'loss': np.inf
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}
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loss = np.average(trials)
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print(f"Finished with {loss}", str(args))
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return {
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'status': 'ok', # or 'fail' if nan loss
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'loss': loss
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}
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space = {
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}
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################################################################################
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def merge_trials(trials1, trials2_slice):
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"""Merge two hyperopt trials objects
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@@ -123,24 +124,23 @@ def merge_trials(trials1, trials2_slice):
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"""
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max_tid = 0
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if len(trials1.trials) > 0:
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max_tid = max([trial[
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for trial in trials2_slice:
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tid = trial[
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hyperopt_trial = Trials().new_trial_docs(
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-
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-
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results=[None],
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miscs=[None])
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hyperopt_trial[0] = trial
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hyperopt_trial[0][
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hyperopt_trial[0][
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for key in hyperopt_trial[0][
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hyperopt_trial[0][
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trials1.insert_trial_docs(hyperopt_trial)
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trials1.refresh()
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return trials1
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loaded_fnames = []
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trials = None
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# Run new hyperparameter trials until killed
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@@ -149,15 +149,16 @@ while True:
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# Load up all runs:
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import glob
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-
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for fname in glob.glob(path):
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if fname in loaded_fnames:
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continue
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trials_obj = pkl.load(open(fname,
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n_trials = trials_obj[
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trials_obj = trials_obj[
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if len(loaded_fnames) == 0:
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trials = trials_obj
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else:
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print("Merging trials")
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@@ -171,23 +172,29 @@ while True:
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n = NUMBER_TRIALS_PER_RUN
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try:
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best = fmin(
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space=space,
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algo=tpe.suggest,
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max_evals=n + len(trials.trials),
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trials=trials,
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verbose=1,
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rstate=np.random.RandomState(np.random.randint(1,10**6))
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-
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except hyperopt.exceptions.AllTrialsFailed:
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continue
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print(
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hyperopt_trial = Trials()
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# Merge with empty trials dataset:
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save_trials = merge_trials(hyperopt_trial, trials.trials[-n:])
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new_fname =
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loaded_fnames.append(new_fname)
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-
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import contextlib
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import numpy as np
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+
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@contextlib.contextmanager
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def temp_seed(seed):
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state = np.random.get_state()
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np.random.set_state(state)
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# Change the following code to your file
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################################################################################
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TRIALS_FOLDER = "trials"
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NUMBER_TRIALS_PER_RUN = 1
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+
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def run_trial(args):
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"""Evaluate the model loss using the hyperparams in args
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"""
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print("Running on", args)
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args["niterations"] = 100
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args["npop"] = 100
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args["ncyclesperiteration"] = 1000
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args["topn"] = 10
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args["parsimony"] = 0.0
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args["useFrequency"] = True
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args["annealing"] = True
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if args["npop"] < 20 or args["ncyclesperiteration"] < 3:
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print("Bad parameters")
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return {"status": "ok", "loss": np.inf}
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args["weightDoNothing"] = 1.0
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ntrials = 3
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with temp_seed(0):
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X = np.random.randn(100, 10) * 3
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eval_str = [
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"np.sign(X[:, 2])*np.abs(X[:, 2])**2.5 + 5*np.cos(X[:, 3]) - 5",
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"np.exp(X[:, 0]/2) + 12.0 + np.log(np.abs(X[:, 0])*10 + 1)",
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"(np.exp(X[:, 3]) + 3)/(np.abs(X[:, 1]) + np.cos(X[:, 0]) + 1.1)",
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"X[:, 0] * np.sin(2*np.pi * (X[:, 1] * X[:, 2] - X[:, 3] / X[:, 4])) + 3.0",
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]
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print(f"Starting", str(args))
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for j in range(ntrials):
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print(f"Starting trial {j}")
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y = eval(eval_str[i])
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trial = pysr.pysr(
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X,
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y,
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procs=4,
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populations=20,
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binary_operators=["plus", "mult", "pow", "div"],
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unary_operators=["cos", "exp", "sin", "logm", "abs"],
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maxsize=25,
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constraints={"pow": (-1, 1)},
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**args,
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)
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if len(trial) == 0:
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raise ValueError
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trials.append(
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np.min(trial["MSE"]) ** 0.5 / np.std(eval(eval_str[i - 1]))
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)
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print(f"Test {i} trial {j} with", str(args), f"got {trials[-1]}")
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except ValueError:
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print(f"Broken", str(args))
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return {"status": "ok", "loss": np.inf} # or 'fail' if nan loss
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loss = np.average(trials)
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print(f"Finished with {loss}", str(args))
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return {"status": "ok", "loss": loss} # or 'fail' if nan loss
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space = {
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"alpha": hp.lognormal("alpha", np.log(10.0), 1.0),
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"fractionReplacedHof": hp.lognormal("fractionReplacedHof", np.log(0.1), 1.0),
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"fractionReplaced": hp.lognormal("fractionReplaced", np.log(0.1), 1.0),
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"perturbationFactor": hp.lognormal("perturbationFactor", np.log(1.0), 1.0),
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"weightMutateConstant": hp.lognormal("weightMutateConstant", np.log(4.0), 1.0),
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"weightMutateOperator": hp.lognormal("weightMutateOperator", np.log(0.5), 1.0),
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"weightAddNode": hp.lognormal("weightAddNode", np.log(0.5), 1.0),
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"weightInsertNode": hp.lognormal("weightInsertNode", np.log(0.5), 1.0),
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"weightDeleteNode": hp.lognormal("weightDeleteNode", np.log(0.5), 1.0),
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"weightSimplify": hp.lognormal("weightSimplify", np.log(0.05), 1.0),
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"weightRandomize": hp.lognormal("weightRandomize", np.log(0.25), 1.0),
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}
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################################################################################
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+
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def merge_trials(trials1, trials2_slice):
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"""Merge two hyperopt trials objects
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"""
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max_tid = 0
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if len(trials1.trials) > 0:
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max_tid = max([trial["tid"] for trial in trials1.trials])
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for trial in trials2_slice:
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tid = trial["tid"] + max_tid + 1
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hyperopt_trial = Trials().new_trial_docs(
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tids=[None], specs=[None], results=[None], miscs=[None]
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)
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hyperopt_trial[0] = trial
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hyperopt_trial[0]["tid"] = tid
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hyperopt_trial[0]["misc"]["tid"] = tid
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for key in hyperopt_trial[0]["misc"]["idxs"].keys():
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hyperopt_trial[0]["misc"]["idxs"][key] = [tid]
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trials1.insert_trial_docs(hyperopt_trial)
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trials1.refresh()
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return trials1
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+
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loaded_fnames = []
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trials = None
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# Run new hyperparameter trials until killed
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# Load up all runs:
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import glob
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+
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path = TRIALS_FOLDER + "/*.pkl"
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for fname in glob.glob(path):
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if fname in loaded_fnames:
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continue
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trials_obj = pkl.load(open(fname, "rb"))
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n_trials = trials_obj["n"]
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trials_obj = trials_obj["trials"]
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if len(loaded_fnames) == 0:
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trials = trials_obj
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else:
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print("Merging trials")
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n = NUMBER_TRIALS_PER_RUN
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try:
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best = fmin(
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run_trial,
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space=space,
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algo=tpe.suggest,
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max_evals=n + len(trials.trials),
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trials=trials,
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verbose=1,
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+
rstate=np.random.RandomState(np.random.randint(1, 10 ** 6)),
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+
)
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except hyperopt.exceptions.AllTrialsFailed:
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continue
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+
print("current best", best)
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hyperopt_trial = Trials()
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# Merge with empty trials dataset:
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save_trials = merge_trials(hyperopt_trial, trials.trials[-n:])
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+
new_fname = (
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TRIALS_FOLDER
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+ "/"
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+ str(np.random.randint(0, sys.maxsize))
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+
+ str(time.time())
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+ ".pkl"
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)
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pkl.dump({"trials": save_trials, "n": n}, open(new_fname, "wb"))
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loaded_fnames.append(new_fname)
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example.py
CHANGED
@@ -2,18 +2,25 @@ import numpy as np
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from pysr import pysr, best
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# Dataset
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-
X = 2*np.random.randn(100, 5)
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y = 2*np.cos(X[:, 3]) + X[:, 0]**2 - 2
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# Learn equations
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-
equations = pysr(
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binary_operators=["plus", "mult"],
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unary_operators=[
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-
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-
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-
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-
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-
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print(best(equations))
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from pysr import pysr, best
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# Dataset
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X = 2 * np.random.randn(100, 5)
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y = 2 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 2
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# Learn equations
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+
equations = pysr(
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X,
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y,
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niterations=5,
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binary_operators=["plus", "mult"],
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unary_operators=[
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+
"cos",
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"exp",
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"sin", # Pre-defined library of operators (see https://pysr.readthedocs.io/en/latest/docs/operators/)
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"inv(x) = 1/x",
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],
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loss="loss(x, y) = abs(x - y)", # Custom loss function
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julia_project="../SymbolicRegression.jl",
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) # Define your own operator! (Julia syntax)
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... # (you can use ctl-c to exit early)
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print(best(equations))
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pysr/export_jax.py
CHANGED
@@ -58,14 +58,16 @@ def sympy2jaxtext(expr, parameters, symbols_in):
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elif issubclass(expr.func, sympy.Integer):
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return f"{int(expr)}"
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elif issubclass(expr.func, sympy.Symbol):
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-
return
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else:
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_func = _jnp_func_lookup[expr.func]
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args = [sympy2jaxtext(arg, parameters, symbols_in) for arg in expr.args]
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if _func == MUL:
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-
return
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elif _func == ADD:
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-
return
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else:
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return f'{_func}({", ".join(args)})'
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@@ -75,6 +77,7 @@ jax = None
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jnp = None
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jsp = None
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def _initialize_jax():
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global jax_initialized
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global jax
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@@ -85,6 +88,7 @@ def _initialize_jax():
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import jax as _jax
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from jax import numpy as _jnp
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from jax.scipy import special as _jsp
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jax = _jax
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jnp = _jnp
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jsp = _jsp
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@@ -169,7 +173,7 @@ def sympy2jax(expression, symbols_in, selection=None):
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parameters = []
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functional_form_text = sympy2jaxtext(expression, parameters, symbols_in)
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-
hash_string =
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text = f"def {hash_string}(X, parameters):\n"
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if selection is not None:
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# Impose the feature selection:
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elif issubclass(expr.func, sympy.Integer):
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return f"{int(expr)}"
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elif issubclass(expr.func, sympy.Symbol):
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+
return (
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+
f"X[:, {[i for i in range(len(symbols_in)) if symbols_in[i] == expr][0]}]"
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+
)
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64 |
else:
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65 |
_func = _jnp_func_lookup[expr.func]
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66 |
args = [sympy2jaxtext(arg, parameters, symbols_in) for arg in expr.args]
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67 |
if _func == MUL:
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+
return " * ".join(["(" + arg + ")" for arg in args])
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elif _func == ADD:
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+
return " + ".join(["(" + arg + ")" for arg in args])
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else:
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return f'{_func}({", ".join(args)})'
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jnp = None
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jsp = None
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+
|
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def _initialize_jax():
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82 |
global jax_initialized
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global jax
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import jax as _jax
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from jax import numpy as _jnp
|
90 |
from jax.scipy import special as _jsp
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+
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jax = _jax
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jnp = _jnp
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jsp = _jsp
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173 |
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parameters = []
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functional_form_text = sympy2jaxtext(expression, parameters, symbols_in)
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176 |
+
hash_string = "A_" + str(abs(hash(str(expression) + str(symbols_in))))
|
177 |
text = f"def {hash_string}(X, parameters):\n"
|
178 |
if selection is not None:
|
179 |
# Impose the feature selection:
|
pysr/export_torch.py
CHANGED
@@ -7,17 +7,21 @@ import collections as co
|
|
7 |
import functools as ft
|
8 |
import sympy
|
9 |
|
|
|
10 |
def _reduce(fn):
|
11 |
def fn_(*args):
|
12 |
return ft.reduce(fn, args)
|
|
|
13 |
return fn_
|
14 |
|
|
|
15 |
torch_initialized = False
|
16 |
torch = None
|
17 |
_global_func_lookup = None
|
18 |
_Node = None
|
19 |
SingleSymPyModule = None
|
20 |
|
|
|
21 |
def _initialize_torch():
|
22 |
global torch_initialized
|
23 |
global torch
|
@@ -29,6 +33,7 @@ def _initialize_torch():
|
|
29 |
# but still allow this module to be loaded in __init__
|
30 |
if not torch_initialized:
|
31 |
import torch as _torch
|
|
|
32 |
torch = _torch
|
33 |
|
34 |
_global_func_lookup = {
|
@@ -85,6 +90,7 @@ def _initialize_torch():
|
|
85 |
|
86 |
class _Node(torch.nn.Module):
|
87 |
"""SympyTorch code from https://github.com/patrick-kidger/sympytorch"""
|
|
|
88 |
def __init__(self, *, expr, _memodict, _func_lookup, **kwargs):
|
89 |
super().__init__(**kwargs)
|
90 |
|
@@ -95,9 +101,13 @@ def _initialize_torch():
|
|
95 |
self._torch_func = lambda: self._value
|
96 |
self._args = ()
|
97 |
elif issubclass(expr.func, sympy.UnevaluatedExpr):
|
98 |
-
if len(expr.args) != 1 or not issubclass(
|
99 |
-
|
100 |
-
|
|
|
|
|
|
|
|
|
101 |
self._torch_func = lambda: self._value
|
102 |
self._args = ()
|
103 |
elif issubclass(expr.func, sympy.Integer):
|
@@ -117,7 +127,12 @@ def _initialize_torch():
|
|
117 |
try:
|
118 |
arg_ = _memodict[arg]
|
119 |
except KeyError:
|
120 |
-
arg_ = type(self)(
|
|
|
|
|
|
|
|
|
|
|
121 |
_memodict[arg] = arg_
|
122 |
args.append(arg_)
|
123 |
self._args = torch.nn.ModuleList(args)
|
@@ -133,19 +148,22 @@ def _initialize_torch():
|
|
133 |
args.append(arg_)
|
134 |
return self._torch_func(*args)
|
135 |
|
136 |
-
|
137 |
class SingleSymPyModule(torch.nn.Module):
|
138 |
"""SympyTorch code from https://github.com/patrick-kidger/sympytorch"""
|
139 |
-
|
140 |
-
|
|
|
|
|
141 |
super().__init__(**kwargs)
|
142 |
-
|
143 |
if extra_funcs is None:
|
144 |
extra_funcs = {}
|
145 |
_func_lookup = co.ChainMap(_global_func_lookup, extra_funcs)
|
146 |
|
147 |
_memodict = {}
|
148 |
-
self._node = _Node(
|
|
|
|
|
149 |
self._expression_string = str(expression)
|
150 |
self._selection = selection
|
151 |
self.symbols_in = [str(symbol) for symbol in symbols_in]
|
@@ -156,13 +174,11 @@ def _initialize_torch():
|
|
156 |
def forward(self, X):
|
157 |
if self._selection is not None:
|
158 |
X = X[:, self._selection]
|
159 |
-
symbols = {symbol: X[:, i]
|
160 |
-
for i, symbol in enumerate(self.symbols_in)}
|
161 |
return self._node(symbols)
|
162 |
|
163 |
|
164 |
-
def sympy2torch(expression, symbols_in,
|
165 |
-
selection=None, extra_torch_mappings=None):
|
166 |
"""Returns a module for a given sympy expression with trainable parameters;
|
167 |
|
168 |
This function will assume the input to the module is a matrix X, where
|
@@ -172,6 +188,6 @@ def sympy2torch(expression, symbols_in,
|
|
172 |
|
173 |
_initialize_torch()
|
174 |
|
175 |
-
return SingleSymPyModule(
|
176 |
-
|
177 |
-
|
|
|
7 |
import functools as ft
|
8 |
import sympy
|
9 |
|
10 |
+
|
11 |
def _reduce(fn):
|
12 |
def fn_(*args):
|
13 |
return ft.reduce(fn, args)
|
14 |
+
|
15 |
return fn_
|
16 |
|
17 |
+
|
18 |
torch_initialized = False
|
19 |
torch = None
|
20 |
_global_func_lookup = None
|
21 |
_Node = None
|
22 |
SingleSymPyModule = None
|
23 |
|
24 |
+
|
25 |
def _initialize_torch():
|
26 |
global torch_initialized
|
27 |
global torch
|
|
|
33 |
# but still allow this module to be loaded in __init__
|
34 |
if not torch_initialized:
|
35 |
import torch as _torch
|
36 |
+
|
37 |
torch = _torch
|
38 |
|
39 |
_global_func_lookup = {
|
|
|
90 |
|
91 |
class _Node(torch.nn.Module):
|
92 |
"""SympyTorch code from https://github.com/patrick-kidger/sympytorch"""
|
93 |
+
|
94 |
def __init__(self, *, expr, _memodict, _func_lookup, **kwargs):
|
95 |
super().__init__(**kwargs)
|
96 |
|
|
|
101 |
self._torch_func = lambda: self._value
|
102 |
self._args = ()
|
103 |
elif issubclass(expr.func, sympy.UnevaluatedExpr):
|
104 |
+
if len(expr.args) != 1 or not issubclass(
|
105 |
+
expr.args[0].func, sympy.Float
|
106 |
+
):
|
107 |
+
raise ValueError(
|
108 |
+
"UnevaluatedExpr should only be used to wrap floats."
|
109 |
+
)
|
110 |
+
self.register_buffer("_value", torch.tensor(float(expr.args[0])))
|
111 |
self._torch_func = lambda: self._value
|
112 |
self._args = ()
|
113 |
elif issubclass(expr.func, sympy.Integer):
|
|
|
127 |
try:
|
128 |
arg_ = _memodict[arg]
|
129 |
except KeyError:
|
130 |
+
arg_ = type(self)(
|
131 |
+
expr=arg,
|
132 |
+
_memodict=_memodict,
|
133 |
+
_func_lookup=_func_lookup,
|
134 |
+
**kwargs,
|
135 |
+
)
|
136 |
_memodict[arg] = arg_
|
137 |
args.append(arg_)
|
138 |
self._args = torch.nn.ModuleList(args)
|
|
|
148 |
args.append(arg_)
|
149 |
return self._torch_func(*args)
|
150 |
|
|
|
151 |
class SingleSymPyModule(torch.nn.Module):
|
152 |
"""SympyTorch code from https://github.com/patrick-kidger/sympytorch"""
|
153 |
+
|
154 |
+
def __init__(
|
155 |
+
self, expression, symbols_in, selection=None, extra_funcs=None, **kwargs
|
156 |
+
):
|
157 |
super().__init__(**kwargs)
|
158 |
+
|
159 |
if extra_funcs is None:
|
160 |
extra_funcs = {}
|
161 |
_func_lookup = co.ChainMap(_global_func_lookup, extra_funcs)
|
162 |
|
163 |
_memodict = {}
|
164 |
+
self._node = _Node(
|
165 |
+
expr=expression, _memodict=_memodict, _func_lookup=_func_lookup
|
166 |
+
)
|
167 |
self._expression_string = str(expression)
|
168 |
self._selection = selection
|
169 |
self.symbols_in = [str(symbol) for symbol in symbols_in]
|
|
|
174 |
def forward(self, X):
|
175 |
if self._selection is not None:
|
176 |
X = X[:, self._selection]
|
177 |
+
symbols = {symbol: X[:, i] for i, symbol in enumerate(self.symbols_in)}
|
|
|
178 |
return self._node(symbols)
|
179 |
|
180 |
|
181 |
+
def sympy2torch(expression, symbols_in, selection=None, extra_torch_mappings=None):
|
|
|
182 |
"""Returns a module for a given sympy expression with trainable parameters;
|
183 |
|
184 |
This function will assume the input to the module is a matrix X, where
|
|
|
188 |
|
189 |
_initialize_torch()
|
190 |
|
191 |
+
return SingleSymPyModule(
|
192 |
+
expression, symbols_in, selection=selection, extra_funcs=extra_torch_mappings
|
193 |
+
)
|
pysr/feynman_problems.py
CHANGED
@@ -7,6 +7,7 @@ from pathlib import Path
|
|
7 |
PKG_DIR = Path(__file__).parents[1]
|
8 |
FEYNMAN_DATASET = PKG_DIR / "datasets" / "FeynmanEquations.csv"
|
9 |
|
|
|
10 |
class Problem:
|
11 |
"""
|
12 |
Problem API to work with PySR.
|
@@ -15,6 +16,7 @@ class Problem:
|
|
15 |
|
16 |
Should be able to call pysr(problem.X, problem.y, var_names=problem.var_names) and have it work
|
17 |
"""
|
|
|
18 |
def __init__(self, X, y, form=None, variable_names=None):
|
19 |
self.X = X
|
20 |
self.y = y
|
@@ -27,34 +29,39 @@ class FeynmanProblem(Problem):
|
|
27 |
Stores the data for the problems from the 100 Feynman Equations on Physics.
|
28 |
This is the benchmark used in the AI Feynman Paper
|
29 |
"""
|
|
|
30 |
def __init__(self, row, gen=False, dp=500):
|
31 |
"""
|
32 |
row: a row read as a dict from the FeynmanEquations dataset provided in the datasets folder of the repo
|
33 |
gen: If true the problem will have dp X and y values randomly generated else they will be None
|
34 |
"""
|
35 |
-
self.eq_id
|
36 |
-
self.n_vars
|
37 |
-
super(FeynmanProblem, self).__init__(
|
38 |
-
|
39 |
-
|
40 |
-
|
41 |
-
|
|
|
|
|
|
|
|
|
42 |
if gen:
|
43 |
self.X = np.random.uniform(0.01, 25, size=(self.dp, self.n_vars))
|
44 |
d = {}
|
45 |
for var in range(len(self.variable_names)):
|
46 |
d[self.variable_names[var]] = self.X[:, var]
|
47 |
-
d[
|
48 |
-
d[
|
49 |
-
d[
|
50 |
-
d[
|
51 |
-
d[
|
52 |
-
d[
|
53 |
-
d[
|
54 |
-
d[
|
55 |
-
d[
|
56 |
-
d[
|
57 |
-
self.y = eval(self.form,d)
|
58 |
return
|
59 |
|
60 |
def __str__(self):
|
@@ -77,7 +84,8 @@ class FeynmanProblem(Problem):
|
|
77 |
for i, row in enumerate(reader):
|
78 |
if ind > first:
|
79 |
break
|
80 |
-
if row[
|
|
|
81 |
try:
|
82 |
p = FeynmanProblem(row, gen=gen, dp=dp)
|
83 |
ret.append(p)
|
@@ -93,18 +101,34 @@ def run_on_problem(problem, verbosity=0, multiprocessing=True):
|
|
93 |
Takes in a problem and returns a tuple: (equations, best predicted equation, actual equation)
|
94 |
"""
|
95 |
from time import time
|
|
|
96 |
starting = time()
|
97 |
-
equations = pysr(
|
98 |
-
|
|
|
|
|
|
|
|
|
|
|
99 |
others = {"time": timing, "problem": problem}
|
100 |
if not multiprocessing:
|
101 |
-
others[
|
102 |
return str(best(equations)), problem.form, others
|
103 |
|
104 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
105 |
import multiprocessing as mp
|
106 |
from tqdm import tqdm
|
107 |
-
|
|
|
|
|
|
|
108 |
ids = []
|
109 |
predictions = []
|
110 |
true_equations = []
|
@@ -117,22 +141,31 @@ def do_feynman_experiments_parallel(first=100, verbosity=0, dp=500, output_file_
|
|
117 |
pbar.update()
|
118 |
for res in results:
|
119 |
prediction, true_equation, others = res
|
120 |
-
problem = others[
|
121 |
ids.append(problem.eq_id)
|
122 |
predictions.append(prediction)
|
123 |
true_equations.append(true_equation)
|
124 |
-
time_takens.append(others[
|
125 |
-
with open(output_file_path,
|
126 |
-
writer = csv.writer(f, delimiter=
|
127 |
-
writer.writerow([
|
128 |
for i in range(len(ids)):
|
129 |
writer.writerow([ids[i], predictions[i], true_equations[i], time_takens[i]])
|
130 |
return
|
131 |
|
132 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
133 |
from tqdm import tqdm
|
134 |
|
135 |
-
problems = FeynmanProblem.mk_problems(
|
|
|
|
|
136 |
indx = range(len(problems))
|
137 |
ids = []
|
138 |
predictions = []
|
@@ -143,10 +176,10 @@ def do_feynman_experiments(first=100, verbosity=0, dp=500, output_file_path="Fey
|
|
143 |
ids.append(problem.eq_id)
|
144 |
predictions.append(prediction)
|
145 |
true_equations.append(true_equation)
|
146 |
-
time_takens.append(others[
|
147 |
-
with open(output_file_path,
|
148 |
-
writer = csv.writer(f, delimiter=
|
149 |
-
writer.writerow([
|
150 |
for i in range(len(ids)):
|
151 |
writer.writerow([ids[i], predictions[i], true_equations[i], time_takens[i]])
|
152 |
return
|
|
|
7 |
PKG_DIR = Path(__file__).parents[1]
|
8 |
FEYNMAN_DATASET = PKG_DIR / "datasets" / "FeynmanEquations.csv"
|
9 |
|
10 |
+
|
11 |
class Problem:
|
12 |
"""
|
13 |
Problem API to work with PySR.
|
|
|
16 |
|
17 |
Should be able to call pysr(problem.X, problem.y, var_names=problem.var_names) and have it work
|
18 |
"""
|
19 |
+
|
20 |
def __init__(self, X, y, form=None, variable_names=None):
|
21 |
self.X = X
|
22 |
self.y = y
|
|
|
29 |
Stores the data for the problems from the 100 Feynman Equations on Physics.
|
30 |
This is the benchmark used in the AI Feynman Paper
|
31 |
"""
|
32 |
+
|
33 |
def __init__(self, row, gen=False, dp=500):
|
34 |
"""
|
35 |
row: a row read as a dict from the FeynmanEquations dataset provided in the datasets folder of the repo
|
36 |
gen: If true the problem will have dp X and y values randomly generated else they will be None
|
37 |
"""
|
38 |
+
self.eq_id = row["Filename"]
|
39 |
+
self.n_vars = int(row["# variables"])
|
40 |
+
super(FeynmanProblem, self).__init__(
|
41 |
+
None,
|
42 |
+
None,
|
43 |
+
form=row["Formula"],
|
44 |
+
variable_names=[row[f"v{i + 1}_name"] for i in range(self.n_vars)],
|
45 |
+
)
|
46 |
+
self.low = [float(row[f"v{i+1}_low"]) for i in range(self.n_vars)]
|
47 |
+
self.high = [float(row[f"v{i+1}_high"]) for i in range(self.n_vars)]
|
48 |
+
self.dp = dp
|
49 |
if gen:
|
50 |
self.X = np.random.uniform(0.01, 25, size=(self.dp, self.n_vars))
|
51 |
d = {}
|
52 |
for var in range(len(self.variable_names)):
|
53 |
d[self.variable_names[var]] = self.X[:, var]
|
54 |
+
d["exp"] = np.exp
|
55 |
+
d["sqrt"] = np.sqrt
|
56 |
+
d["pi"] = np.pi
|
57 |
+
d["cos"] = np.cos
|
58 |
+
d["sin"] = np.sin
|
59 |
+
d["tan"] = np.tan
|
60 |
+
d["tanh"] = np.tanh
|
61 |
+
d["ln"] = np.log
|
62 |
+
d["log"] = np.log # Quite sure the Feynman dataset has no base 10 logs
|
63 |
+
d["arcsin"] = np.arcsin
|
64 |
+
self.y = eval(self.form, d)
|
65 |
return
|
66 |
|
67 |
def __str__(self):
|
|
|
84 |
for i, row in enumerate(reader):
|
85 |
if ind > first:
|
86 |
break
|
87 |
+
if row["Filename"] == "":
|
88 |
+
continue
|
89 |
try:
|
90 |
p = FeynmanProblem(row, gen=gen, dp=dp)
|
91 |
ret.append(p)
|
|
|
101 |
Takes in a problem and returns a tuple: (equations, best predicted equation, actual equation)
|
102 |
"""
|
103 |
from time import time
|
104 |
+
|
105 |
starting = time()
|
106 |
+
equations = pysr(
|
107 |
+
problem.X,
|
108 |
+
problem.y,
|
109 |
+
variable_names=problem.variable_names,
|
110 |
+
verbosity=verbosity,
|
111 |
+
)
|
112 |
+
timing = time() - starting
|
113 |
others = {"time": timing, "problem": problem}
|
114 |
if not multiprocessing:
|
115 |
+
others["equations"] = equations
|
116 |
return str(best(equations)), problem.form, others
|
117 |
|
118 |
+
|
119 |
+
def do_feynman_experiments_parallel(
|
120 |
+
first=100,
|
121 |
+
verbosity=0,
|
122 |
+
dp=500,
|
123 |
+
output_file_path="FeynmanExperiment.csv",
|
124 |
+
data_dir=FEYNMAN_DATASET,
|
125 |
+
):
|
126 |
import multiprocessing as mp
|
127 |
from tqdm import tqdm
|
128 |
+
|
129 |
+
problems = FeynmanProblem.mk_problems(
|
130 |
+
first=first, gen=True, dp=dp, data_dir=data_dir
|
131 |
+
)
|
132 |
ids = []
|
133 |
predictions = []
|
134 |
true_equations = []
|
|
|
141 |
pbar.update()
|
142 |
for res in results:
|
143 |
prediction, true_equation, others = res
|
144 |
+
problem = others["problem"]
|
145 |
ids.append(problem.eq_id)
|
146 |
predictions.append(prediction)
|
147 |
true_equations.append(true_equation)
|
148 |
+
time_takens.append(others["time"])
|
149 |
+
with open(output_file_path, "a") as f:
|
150 |
+
writer = csv.writer(f, delimiter=",")
|
151 |
+
writer.writerow(["ID", "Predicted", "True", "Time"])
|
152 |
for i in range(len(ids)):
|
153 |
writer.writerow([ids[i], predictions[i], true_equations[i], time_takens[i]])
|
154 |
return
|
155 |
|
156 |
+
|
157 |
+
def do_feynman_experiments(
|
158 |
+
first=100,
|
159 |
+
verbosity=0,
|
160 |
+
dp=500,
|
161 |
+
output_file_path="FeynmanExperiment.csv",
|
162 |
+
data_dir=FEYNMAN_DATASET,
|
163 |
+
):
|
164 |
from tqdm import tqdm
|
165 |
|
166 |
+
problems = FeynmanProblem.mk_problems(
|
167 |
+
first=first, gen=True, dp=dp, data_dir=data_dir
|
168 |
+
)
|
169 |
indx = range(len(problems))
|
170 |
ids = []
|
171 |
predictions = []
|
|
|
176 |
ids.append(problem.eq_id)
|
177 |
predictions.append(prediction)
|
178 |
true_equations.append(true_equation)
|
179 |
+
time_takens.append(others["time"])
|
180 |
+
with open(output_file_path, "a") as f:
|
181 |
+
writer = csv.writer(f, delimiter=",")
|
182 |
+
writer.writerow(["ID", "Predicted", "True", "Time"])
|
183 |
for i in range(len(ids)):
|
184 |
writer.writerow([ids[i], predictions[i], true_equations[i], time_takens[i]])
|
185 |
return
|
pysr/sr.py
CHANGED
@@ -15,7 +15,7 @@ from datetime import datetime
|
|
15 |
import warnings
|
16 |
|
17 |
global_state = dict(
|
18 |
-
equation_file=
|
19 |
n_features=None,
|
20 |
variable_names=[],
|
21 |
extra_sympy_mappings={},
|
@@ -25,108 +25,112 @@ global_state = dict(
|
|
25 |
output_torch_format=False,
|
26 |
multioutput=False,
|
27 |
nout=1,
|
28 |
-
selection=None
|
29 |
)
|
30 |
|
31 |
sympy_mappings = {
|
32 |
-
|
33 |
-
|
34 |
-
|
35 |
-
|
36 |
-
|
37 |
-
|
38 |
-
|
39 |
-
|
40 |
-
|
41 |
-
|
42 |
-
|
43 |
-
|
44 |
-
|
45 |
-
|
46 |
-
|
47 |
-
|
48 |
-
|
49 |
-
|
50 |
-
|
51 |
-
|
52 |
-
|
53 |
-
|
54 |
-
|
55 |
-
|
56 |
-
|
57 |
-
|
58 |
-
|
59 |
-
|
60 |
-
|
61 |
-
|
62 |
-
|
63 |
-
|
64 |
-
|
65 |
-
|
66 |
-
|
67 |
-
|
68 |
}
|
69 |
|
70 |
-
|
71 |
-
|
72 |
-
|
73 |
-
|
74 |
-
|
75 |
-
|
76 |
-
|
77 |
-
|
78 |
-
|
79 |
-
|
80 |
-
|
81 |
-
|
82 |
-
|
83 |
-
|
84 |
-
|
85 |
-
|
86 |
-
|
87 |
-
|
88 |
-
|
89 |
-
|
90 |
-
|
91 |
-
|
92 |
-
|
93 |
-
|
94 |
-
|
95 |
-
|
96 |
-
|
97 |
-
|
98 |
-
|
99 |
-
|
100 |
-
|
101 |
-
|
102 |
-
|
103 |
-
|
104 |
-
|
105 |
-
|
106 |
-
|
107 |
-
|
108 |
-
|
109 |
-
|
110 |
-
|
111 |
-
|
112 |
-
|
113 |
-
|
114 |
-
|
115 |
-
|
116 |
-
|
117 |
-
|
118 |
-
|
119 |
-
|
120 |
-
|
121 |
-
|
122 |
-
|
123 |
-
|
124 |
-
|
125 |
-
|
126 |
-
|
127 |
-
|
128 |
-
|
129 |
-
|
|
|
|
|
|
|
|
|
130 |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
|
131 |
Note: most default parameters have been tuned over several example
|
132 |
equations, but you should adjust `niterations`,
|
@@ -244,7 +248,7 @@ def pysr(X, y, weights=None,
|
|
244 |
:type: pd.DataFrame/list
|
245 |
"""
|
246 |
if binary_operators is None:
|
247 |
-
binary_operators =
|
248 |
if unary_operators is None:
|
249 |
unary_operators = []
|
250 |
if extra_sympy_mappings is None:
|
@@ -255,16 +259,18 @@ def pysr(X, y, weights=None,
|
|
255 |
constraints = {}
|
256 |
|
257 |
if progress is not None:
|
258 |
-
if progress and (
|
259 |
-
warnings.warn(
|
|
|
|
|
260 |
progress = False
|
261 |
else:
|
262 |
-
if
|
263 |
progress = True
|
264 |
else:
|
265 |
progress = False
|
266 |
|
267 |
-
assert optimizer_algorithm in [
|
268 |
assert tournament_selection_n < npop
|
269 |
|
270 |
if isinstance(X, pd.DataFrame):
|
@@ -275,25 +281,34 @@ def pysr(X, y, weights=None,
|
|
275 |
X = X[:, None]
|
276 |
|
277 |
if len(variable_names) == 0:
|
278 |
-
variable_names = [f
|
279 |
-
|
280 |
-
use_custom_variable_names =
|
281 |
-
|
282 |
-
_check_assertions(
|
283 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
284 |
_check_for_julia_installation()
|
285 |
|
286 |
-
|
287 |
if len(X) > 10000 and not batching:
|
288 |
-
warnings.warn(
|
|
|
|
|
289 |
|
290 |
if maxsize > 40:
|
291 |
-
warnings.warn(
|
|
|
|
|
292 |
|
293 |
X, variable_names, selection = _handle_feature_selection(
|
294 |
-
|
295 |
-
|
296 |
-
)
|
297 |
|
298 |
if maxdepth is None:
|
299 |
maxdepth = maxsize
|
@@ -312,81 +327,102 @@ def pysr(X, y, weights=None,
|
|
312 |
else:
|
313 |
raise NotImplementedError("y shape not supported!")
|
314 |
|
315 |
-
kwargs = dict(
|
316 |
-
|
317 |
-
|
318 |
-
|
319 |
-
|
320 |
-
|
321 |
-
|
322 |
-
|
323 |
-
|
324 |
-
|
325 |
-
|
326 |
-
|
327 |
-
|
328 |
-
|
329 |
-
|
330 |
-
|
331 |
-
|
332 |
-
|
333 |
-
|
334 |
-
|
335 |
-
|
336 |
-
|
337 |
-
|
338 |
-
|
339 |
-
|
340 |
-
|
341 |
-
|
342 |
-
|
343 |
-
|
344 |
-
|
345 |
-
|
346 |
-
|
347 |
-
|
348 |
-
|
349 |
-
|
350 |
-
|
351 |
-
|
352 |
-
|
353 |
-
|
354 |
-
|
355 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
356 |
|
357 |
kwargs = {**_set_paths(tempdir), **kwargs}
|
358 |
|
359 |
if temp_equation_file:
|
360 |
-
equation_file = kwargs[
|
361 |
elif equation_file is None:
|
362 |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
363 |
-
equation_file =
|
364 |
|
365 |
kwargs = {**dict(equation_file=equation_file), **kwargs}
|
366 |
|
367 |
-
|
368 |
-
pkg_directory = kwargs['pkg_directory']
|
369 |
manifest_file = None
|
370 |
-
if kwargs[
|
371 |
-
manifest_filepath = Path(kwargs[
|
372 |
else:
|
373 |
-
manifest_filepath = pkg_directory /
|
374 |
|
375 |
-
kwargs[
|
376 |
|
377 |
if not (manifest_filepath).is_file():
|
378 |
-
kwargs[
|
379 |
-
|
|
|
|
|
380 |
print("OK. I will install at launch.")
|
381 |
assert update
|
382 |
|
383 |
-
kwargs[
|
384 |
|
385 |
_handle_constraints(**kwargs)
|
386 |
|
387 |
-
kwargs[
|
388 |
-
kwargs[
|
389 |
-
kwargs[
|
390 |
|
391 |
_create_julia_files(**kwargs)
|
392 |
_final_pysr_process(**kwargs)
|
@@ -395,7 +431,7 @@ def pysr(X, y, weights=None,
|
|
395 |
equations = get_hof(**kwargs)
|
396 |
|
397 |
if delete_tempfiles:
|
398 |
-
shutil.rmtree(kwargs[
|
399 |
|
400 |
return equations
|
401 |
|
@@ -403,7 +439,7 @@ def pysr(X, y, weights=None,
|
|
403 |
def _set_globals(X, **kwargs):
|
404 |
global global_state
|
405 |
|
406 |
-
global_state[
|
407 |
for key, value in kwargs.items():
|
408 |
if key in global_state:
|
409 |
global_state[key] = value
|
@@ -411,34 +447,37 @@ def _set_globals(X, **kwargs):
|
|
411 |
|
412 |
def _final_pysr_process(julia_optimization, runfile_filename, timeout, **kwargs):
|
413 |
command = [
|
414 |
-
f
|
|
|
415 |
str(runfile_filename),
|
416 |
]
|
417 |
if timeout is not None:
|
418 |
-
command = [f
|
419 |
_cmd_runner(command, **kwargs)
|
420 |
|
|
|
421 |
def _cmd_runner(command, progress, **kwargs):
|
422 |
-
if kwargs[
|
423 |
-
print("Running on",
|
424 |
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=-1)
|
425 |
try:
|
426 |
while True:
|
427 |
line = process.stdout.readline()
|
428 |
-
if not line:
|
429 |
-
|
|
|
430 |
if progress:
|
431 |
-
decoded_line = (
|
432 |
-
|
433 |
-
|
434 |
-
|
435 |
-
|
436 |
-
|
437 |
-
|
438 |
sys.stdout.buffer.write(decoded_line)
|
439 |
sys.stdout.flush()
|
440 |
else:
|
441 |
-
print(decoded_line, end=
|
442 |
|
443 |
process.stdout.close()
|
444 |
process.wait()
|
@@ -446,62 +485,94 @@ def _cmd_runner(command, progress, **kwargs):
|
|
446 |
print("Killing process... will return when done.")
|
447 |
process.kill()
|
448 |
|
449 |
-
|
450 |
-
|
451 |
-
|
452 |
-
|
453 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
454 |
print(def_hyperparams, file=f)
|
455 |
-
with open(dataset_filename,
|
456 |
print(def_datasets, file=f)
|
457 |
-
with open(runfile_filename,
|
458 |
if julia_project is None:
|
459 |
julia_project = pkg_directory
|
460 |
else:
|
461 |
julia_project = Path(julia_project)
|
462 |
-
print(f
|
463 |
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f)
|
464 |
if need_install:
|
465 |
-
print(f
|
466 |
-
print(f
|
467 |
-
print(f
|
468 |
elif update:
|
469 |
-
print(f
|
470 |
-
print(f
|
471 |
print(f'include("{_escape_filename(hyperparam_filename)}")', file=f)
|
472 |
print(f'include("{_escape_filename(dataset_filename)}")', file=f)
|
473 |
if len(variable_names) == 0:
|
474 |
varMap = "[" + ",".join([f'"x{i}"' for i in range(X.shape[1])]) + "]"
|
475 |
else:
|
476 |
-
varMap =
|
|
|
|
|
477 |
|
478 |
if weights is not None:
|
479 |
-
print(
|
|
|
|
|
|
|
480 |
else:
|
481 |
-
print(
|
|
|
|
|
|
|
482 |
|
483 |
|
484 |
-
def _make_datasets_julia_str(
|
485 |
-
|
|
|
486 |
def_datasets = """using DelimitedFiles"""
|
487 |
-
np.savetxt(X_filename, X.astype(np.float32), delimiter=
|
488 |
if multioutput:
|
489 |
-
np.savetxt(y_filename, y.astype(np.float32), delimiter=
|
490 |
else:
|
491 |
-
np.savetxt(y_filename, y.reshape(-1, 1).astype(np.float32), delimiter=
|
492 |
if weights is not None:
|
493 |
if multioutput:
|
494 |
-
np.savetxt(weights_filename, weights.astype(np.float32), delimiter=
|
495 |
else:
|
496 |
-
np.savetxt(
|
|
|
|
|
|
|
|
|
497 |
def_datasets += f"""
|
498 |
X = copy(transpose(readdlm("{_escape_filename(X_filename)}", ',', Float32, '\\n')))"""
|
499 |
|
500 |
if multioutput:
|
501 |
-
def_datasets+= f"""
|
502 |
y = copy(transpose(readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')))"""
|
503 |
else:
|
504 |
-
def_datasets+= f"""
|
505 |
y = readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')[:, 1]"""
|
506 |
|
507 |
if weights is not None:
|
@@ -513,30 +584,69 @@ weights = copy(transpose(readdlm("{_escape_filename(weights_filename)}", ',', Fl
|
|
513 |
weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')[:, 1]"""
|
514 |
return def_datasets
|
515 |
|
516 |
-
|
517 |
-
|
518 |
-
|
519 |
-
|
520 |
-
|
521 |
-
|
522 |
-
|
523 |
-
|
524 |
-
|
525 |
-
|
526 |
-
|
527 |
-
|
528 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
529 |
try:
|
530 |
term_width = shutil.get_terminal_size().columns
|
531 |
except:
|
532 |
-
_, term_width = subprocess.check_output([
|
|
|
533 |
def tuple_fix(ops):
|
534 |
if len(ops) > 1:
|
535 |
-
return
|
536 |
elif len(ops) == 0:
|
537 |
-
return
|
538 |
else:
|
539 |
-
return ops[0] +
|
540 |
|
541 |
def_hyperparams += f"""\n
|
542 |
plus=(+)
|
@@ -606,7 +716,7 @@ progress={'true' if progress else 'false'},
|
|
606 |
terminal_width={term_width:d}
|
607 |
"""
|
608 |
|
609 |
-
def_hyperparams +=
|
610 |
return def_hyperparams
|
611 |
|
612 |
|
@@ -639,16 +749,20 @@ def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs
|
|
639 |
for op in binary_operators:
|
640 |
if op not in constraints:
|
641 |
constraints[op] = (-1, -1)
|
642 |
-
if op in [
|
643 |
if constraints[op][0] != constraints[op][1]:
|
644 |
raise NotImplementedError(
|
645 |
-
"You need equal constraints on both sides for - and *, due to simplification strategies."
|
646 |
-
|
|
|
647 |
# Make sure the complex expression is in the left side.
|
648 |
if constraints[op][0] == -1:
|
649 |
continue
|
650 |
elif constraints[op][1] == -1 or constraints[op][0] < constraints[op][1]:
|
651 |
-
constraints[op][0], constraints[op][1] =
|
|
|
|
|
|
|
652 |
|
653 |
|
654 |
def _create_inline_operators(binary_operators, unary_operators, **kwargs):
|
@@ -656,27 +770,33 @@ def _create_inline_operators(binary_operators, unary_operators, **kwargs):
|
|
656 |
for op_list in [binary_operators, unary_operators]:
|
657 |
for i in range(len(op_list)):
|
658 |
op = op_list[i]
|
659 |
-
is_user_defined_operator =
|
660 |
|
661 |
if is_user_defined_operator:
|
662 |
def_hyperparams += op + "\n"
|
663 |
# Cut off from the first non-alphanumeric char:
|
664 |
first_non_char = [
|
665 |
-
j
|
666 |
-
|
|
|
|
|
667 |
function_name = op[:first_non_char]
|
668 |
op_list[i] = function_name
|
669 |
return def_hyperparams
|
670 |
|
671 |
|
672 |
-
def _handle_feature_selection(
|
|
|
|
|
673 |
if select_k_features is not None:
|
674 |
selection = run_feature_selection(X, y, select_k_features)
|
675 |
print(f"Using features {selection}")
|
676 |
X = X[:, selection]
|
677 |
|
678 |
if use_custom_variable_names:
|
679 |
-
variable_names = [
|
|
|
|
|
680 |
else:
|
681 |
selection = None
|
682 |
return X, variable_names, selection
|
@@ -687,22 +807,34 @@ def _set_paths(tempdir):
|
|
687 |
pkg_directory = Path(__file__).parents[1]
|
688 |
default_project_file = pkg_directory / "Project.toml"
|
689 |
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
690 |
-
hyperparam_filename = tmpdir / f
|
691 |
-
dataset_filename = tmpdir / f
|
692 |
-
runfile_filename = tmpdir / f
|
693 |
X_filename = tmpdir / "X.csv"
|
694 |
y_filename = tmpdir / "y.csv"
|
695 |
weights_filename = tmpdir / "weights.csv"
|
696 |
-
return dict(
|
697 |
-
|
698 |
-
|
699 |
-
|
700 |
-
|
701 |
-
|
702 |
-
|
703 |
-
|
704 |
-
|
705 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
706 |
# Check for potential errors before they happen
|
707 |
assert len(unary_operators) + len(binary_operators) > 0
|
708 |
assert len(X.shape) == 2
|
@@ -714,76 +846,108 @@ def _check_assertions(X, binary_operators, unary_operators, use_custom_variable_
|
|
714 |
if use_custom_variable_names:
|
715 |
assert len(variable_names) == X.shape[1]
|
716 |
|
|
|
717 |
def _check_for_julia_installation():
|
718 |
try:
|
719 |
process = subprocess.Popen(["julia", "-v"], stdout=subprocess.PIPE, bufsize=-1)
|
720 |
while True:
|
721 |
line = process.stdout.readline()
|
722 |
-
if not line:
|
|
|
723 |
process.stdout.close()
|
724 |
process.wait()
|
725 |
except FileNotFoundError:
|
726 |
import os
|
727 |
-
|
|
|
|
|
|
|
728 |
process.kill()
|
729 |
|
730 |
|
731 |
def run_feature_selection(X, y, select_k_features):
|
732 |
"""Use a gradient boosting tree regressor as a proxy for finding
|
733 |
-
|
734 |
-
|
735 |
|
736 |
from sklearn.ensemble import RandomForestRegressor
|
737 |
from sklearn.feature_selection import SelectFromModel, SelectKBest
|
738 |
|
739 |
clf = RandomForestRegressor(n_estimators=100, max_depth=3, random_state=0)
|
740 |
clf.fit(X, y)
|
741 |
-
selector = SelectFromModel(
|
742 |
-
|
|
|
743 |
return selector.get_support(indices=True)
|
744 |
|
745 |
-
|
746 |
-
|
747 |
-
|
748 |
-
|
749 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
750 |
"""Get the equations from a hall of fame file. If no arguments
|
751 |
entered, the ones used previously from a call to PySR will be used."""
|
752 |
|
753 |
global global_state
|
754 |
|
755 |
-
if equation_file is None:
|
756 |
-
|
757 |
-
if
|
758 |
-
|
759 |
-
if
|
760 |
-
|
761 |
-
if
|
762 |
-
|
763 |
-
if
|
764 |
-
|
765 |
-
if
|
766 |
-
|
767 |
-
|
768 |
-
|
769 |
-
|
770 |
-
|
771 |
-
|
772 |
-
|
773 |
-
|
774 |
-
|
775 |
-
|
776 |
-
|
777 |
-
|
778 |
-
global_state[
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
779 |
|
780 |
try:
|
781 |
if multioutput:
|
782 |
-
all_outputs = [
|
|
|
|
|
|
|
783 |
else:
|
784 |
-
all_outputs = [pd.read_csv(str(equation_file) +
|
785 |
except FileNotFoundError:
|
786 |
-
raise RuntimeError(
|
|
|
|
|
787 |
|
788 |
ret_outputs = []
|
789 |
|
@@ -798,19 +962,16 @@ def get_hof(equation_file=None, n_features=None, variable_names=None,
|
|
798 |
jax_format = []
|
799 |
if output_torch_format:
|
800 |
torch_format = []
|
801 |
-
use_custom_variable_names =
|
802 |
-
local_sympy_mappings = {
|
803 |
-
**extra_sympy_mappings,
|
804 |
-
**sympy_mappings
|
805 |
-
}
|
806 |
|
807 |
if use_custom_variable_names:
|
808 |
sympy_symbols = [sympy.Symbol(variable_names[i]) for i in range(n_features)]
|
809 |
else:
|
810 |
-
sympy_symbols = [sympy.Symbol(
|
811 |
|
812 |
for i in range(len(output)):
|
813 |
-
eqn = sympify(output.loc[i,
|
814 |
sympy_format.append(eqn)
|
815 |
|
816 |
# Numpy:
|
@@ -819,37 +980,46 @@ def get_hof(equation_file=None, n_features=None, variable_names=None,
|
|
819 |
# JAX:
|
820 |
if output_jax_format:
|
821 |
from .export_jax import sympy2jax
|
|
|
822 |
func, params = sympy2jax(eqn, sympy_symbols, selection)
|
823 |
-
jax_format.append({
|
824 |
|
825 |
# Torch:
|
826 |
if output_torch_format:
|
827 |
from .export_torch import sympy2torch
|
|
|
828 |
module = sympy2torch(eqn, sympy_symbols, selection=selection)
|
829 |
torch_format.append(module)
|
830 |
|
831 |
-
curMSE = output.loc[i,
|
832 |
-
curComplexity = output.loc[i,
|
833 |
|
834 |
if lastMSE is None:
|
835 |
cur_score = 0.0
|
836 |
else:
|
837 |
-
cur_score = -
|
838 |
|
839 |
scores.append(cur_score)
|
840 |
lastMSE = curMSE
|
841 |
lastComplexity = curComplexity
|
842 |
|
843 |
-
output[
|
844 |
-
output[
|
845 |
-
output[
|
846 |
-
output_cols = [
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
847 |
if output_jax_format:
|
848 |
-
output_cols += [
|
849 |
-
output[
|
850 |
if output_torch_format:
|
851 |
-
output_cols += [
|
852 |
-
output[
|
853 |
|
854 |
ret_outputs.append(output[output_cols])
|
855 |
|
@@ -858,67 +1028,80 @@ def get_hof(equation_file=None, n_features=None, variable_names=None,
|
|
858 |
else:
|
859 |
return ret_outputs[0]
|
860 |
|
|
|
861 |
def best_row(equations=None):
|
862 |
"""Return the best row of a hall of fame file using the score column.
|
863 |
By default this uses the last equation file.
|
864 |
"""
|
865 |
-
if equations is None:
|
|
|
866 |
if isinstance(equations, list):
|
867 |
-
return [eq.iloc[np.argmax(eq[
|
868 |
else:
|
869 |
-
return equations.iloc[np.argmax(equations[
|
|
|
870 |
|
871 |
def best_tex(equations=None):
|
872 |
"""Return the equation with the best score, in latex format
|
873 |
By default this uses the last equation file.
|
874 |
"""
|
875 |
-
if equations is None:
|
|
|
876 |
if isinstance(equations, list):
|
877 |
-
return [
|
|
|
|
|
878 |
else:
|
879 |
-
return sympy.latex(best_row(equations)[
|
|
|
880 |
|
881 |
def best(equations=None):
|
882 |
"""Return the equation with the best score, in sympy format.
|
883 |
By default this uses the last equation file.
|
884 |
"""
|
885 |
-
if equations is None:
|
|
|
886 |
if isinstance(equations, list):
|
887 |
-
return [best_row(eq)[
|
888 |
else:
|
889 |
-
return best_row(equations)[
|
|
|
890 |
|
891 |
def best_callable(equations=None):
|
892 |
"""Return the equation with the best score, in callable format.
|
893 |
By default this uses the last equation file.
|
894 |
"""
|
895 |
-
if equations is None:
|
|
|
896 |
if isinstance(equations, list):
|
897 |
-
return [best_row(eq)[
|
898 |
else:
|
899 |
-
return best_row(equations)[
|
|
|
900 |
|
901 |
def _escape_filename(filename):
|
902 |
"""Turns a file into a string representation with correctly escaped backslashes"""
|
903 |
repr = str(filename)
|
904 |
-
repr = repr.replace(
|
905 |
return repr
|
906 |
|
|
|
907 |
# https://gist.github.com/garrettdreyfus/8153571
|
908 |
def _yesno(question):
|
909 |
"""Simple Yes/No Function."""
|
910 |
-
prompt = f
|
911 |
ans = input(prompt).strip().lower()
|
912 |
-
if ans not in [
|
913 |
-
print(f
|
914 |
return _yesno(question)
|
915 |
-
if ans ==
|
916 |
return True
|
917 |
return False
|
918 |
|
919 |
|
920 |
class CallableEquation(object):
|
921 |
"""Simple wrapper for numpy lambda functions built with sympy"""
|
|
|
922 |
def __init__(self, sympy_symbols, eqn, selection=None):
|
923 |
self._sympy = eqn
|
924 |
self._sympy_symbols = sympy_symbols
|
@@ -933,4 +1116,3 @@ class CallableEquation(object):
|
|
933 |
return self._lambda(*X[:, self._selection].T)
|
934 |
else:
|
935 |
return self._lambda(*X.T)
|
936 |
-
|
|
|
15 |
import warnings
|
16 |
|
17 |
global_state = dict(
|
18 |
+
equation_file="hall_of_fame.csv",
|
19 |
n_features=None,
|
20 |
variable_names=[],
|
21 |
extra_sympy_mappings={},
|
|
|
25 |
output_torch_format=False,
|
26 |
multioutput=False,
|
27 |
nout=1,
|
28 |
+
selection=None,
|
29 |
)
|
30 |
|
31 |
sympy_mappings = {
|
32 |
+
"div": lambda x, y: x / y,
|
33 |
+
"mult": lambda x, y: x * y,
|
34 |
+
"sqrt_abs": lambda x: sympy.sqrt(abs(x)),
|
35 |
+
"square": lambda x: x ** 2,
|
36 |
+
"cube": lambda x: x ** 3,
|
37 |
+
"plus": lambda x, y: x + y,
|
38 |
+
"sub": lambda x, y: x - y,
|
39 |
+
"neg": lambda x: -x,
|
40 |
+
"pow": lambda x, y: abs(x) ** y,
|
41 |
+
"cos": lambda x: sympy.cos(x),
|
42 |
+
"sin": lambda x: sympy.sin(x),
|
43 |
+
"tan": lambda x: sympy.tan(x),
|
44 |
+
"cosh": lambda x: sympy.cosh(x),
|
45 |
+
"sinh": lambda x: sympy.sinh(x),
|
46 |
+
"tanh": lambda x: sympy.tanh(x),
|
47 |
+
"exp": lambda x: sympy.exp(x),
|
48 |
+
"acos": lambda x: sympy.acos(x),
|
49 |
+
"asin": lambda x: sympy.asin(x),
|
50 |
+
"atan": lambda x: sympy.atan(x),
|
51 |
+
"acosh": lambda x: sympy.acosh(abs(x) + 1),
|
52 |
+
"acosh_abs": lambda x: sympy.acosh(abs(x) + 1),
|
53 |
+
"asinh": lambda x: sympy.asinh(x),
|
54 |
+
"atanh": lambda x: sympy.atanh(sympy.Mod(x + 1, 2) - 1),
|
55 |
+
"atanh_clip": lambda x: sympy.atanh(sympy.Mod(x + 1, 2) - 1),
|
56 |
+
"abs": lambda x: abs(x),
|
57 |
+
"mod": lambda x, y: sympy.Mod(x, y),
|
58 |
+
"erf": lambda x: sympy.erf(x),
|
59 |
+
"erfc": lambda x: sympy.erfc(x),
|
60 |
+
"log_abs": lambda x: sympy.log(abs(x)),
|
61 |
+
"log10_abs": lambda x: sympy.log(abs(x), 10),
|
62 |
+
"log2_abs": lambda x: sympy.log(abs(x), 2),
|
63 |
+
"log1p_abs": lambda x: sympy.log(abs(x) + 1),
|
64 |
+
"floor": lambda x: sympy.floor(x),
|
65 |
+
"ceil": lambda x: sympy.ceil(x),
|
66 |
+
"sign": lambda x: sympy.sign(x),
|
67 |
+
"gamma": lambda x: sympy.gamma(x),
|
68 |
}
|
69 |
|
70 |
+
|
71 |
+
def pysr(
|
72 |
+
X,
|
73 |
+
y,
|
74 |
+
weights=None,
|
75 |
+
binary_operators=None,
|
76 |
+
unary_operators=None,
|
77 |
+
procs=4,
|
78 |
+
loss="L2DistLoss()",
|
79 |
+
populations=20,
|
80 |
+
niterations=100,
|
81 |
+
ncyclesperiteration=300,
|
82 |
+
alpha=0.1,
|
83 |
+
annealing=False,
|
84 |
+
fractionReplaced=0.10,
|
85 |
+
fractionReplacedHof=0.10,
|
86 |
+
npop=1000,
|
87 |
+
parsimony=1e-4,
|
88 |
+
migration=True,
|
89 |
+
hofMigration=True,
|
90 |
+
shouldOptimizeConstants=True,
|
91 |
+
topn=10,
|
92 |
+
weightAddNode=1,
|
93 |
+
weightInsertNode=3,
|
94 |
+
weightDeleteNode=3,
|
95 |
+
weightDoNothing=1,
|
96 |
+
weightMutateConstant=10,
|
97 |
+
weightMutateOperator=1,
|
98 |
+
weightRandomize=1,
|
99 |
+
weightSimplify=0.01,
|
100 |
+
perturbationFactor=1.0,
|
101 |
+
timeout=None,
|
102 |
+
extra_sympy_mappings=None,
|
103 |
+
extra_torch_mappings=None,
|
104 |
+
extra_jax_mappings=None,
|
105 |
+
equation_file=None,
|
106 |
+
verbosity=1e9,
|
107 |
+
progress=None,
|
108 |
+
maxsize=20,
|
109 |
+
fast_cycle=False,
|
110 |
+
maxdepth=None,
|
111 |
+
variable_names=None,
|
112 |
+
batching=False,
|
113 |
+
batchSize=50,
|
114 |
+
select_k_features=None,
|
115 |
+
warmupMaxsizeBy=0.0,
|
116 |
+
constraints=None,
|
117 |
+
useFrequency=True,
|
118 |
+
tempdir=None,
|
119 |
+
delete_tempfiles=True,
|
120 |
+
julia_optimization=3,
|
121 |
+
julia_project=None,
|
122 |
+
user_input=True,
|
123 |
+
update=True,
|
124 |
+
temp_equation_file=False,
|
125 |
+
output_jax_format=False,
|
126 |
+
output_torch_format=False,
|
127 |
+
optimizer_algorithm="BFGS",
|
128 |
+
optimizer_nrestarts=3,
|
129 |
+
optimize_probability=1.0,
|
130 |
+
optimizer_iterations=10,
|
131 |
+
tournament_selection_n=10,
|
132 |
+
tournament_selection_p=1.0,
|
133 |
+
):
|
134 |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
|
135 |
Note: most default parameters have been tuned over several example
|
136 |
equations, but you should adjust `niterations`,
|
|
|
248 |
:type: pd.DataFrame/list
|
249 |
"""
|
250 |
if binary_operators is None:
|
251 |
+
binary_operators = "+ * - /".split(" ")
|
252 |
if unary_operators is None:
|
253 |
unary_operators = []
|
254 |
if extra_sympy_mappings is None:
|
|
|
259 |
constraints = {}
|
260 |
|
261 |
if progress is not None:
|
262 |
+
if progress and ("buffer" not in sys.stdout.__dir__()):
|
263 |
+
warnings.warn(
|
264 |
+
"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
|
265 |
+
)
|
266 |
progress = False
|
267 |
else:
|
268 |
+
if "buffer" in sys.stdout.__dir__():
|
269 |
progress = True
|
270 |
else:
|
271 |
progress = False
|
272 |
|
273 |
+
assert optimizer_algorithm in ["NelderMead", "BFGS"]
|
274 |
assert tournament_selection_n < npop
|
275 |
|
276 |
if isinstance(X, pd.DataFrame):
|
|
|
281 |
X = X[:, None]
|
282 |
|
283 |
if len(variable_names) == 0:
|
284 |
+
variable_names = [f"x{i}" for i in range(X.shape[1])]
|
285 |
+
|
286 |
+
use_custom_variable_names = len(variable_names) != 0
|
287 |
+
|
288 |
+
_check_assertions(
|
289 |
+
X,
|
290 |
+
binary_operators,
|
291 |
+
unary_operators,
|
292 |
+
use_custom_variable_names,
|
293 |
+
variable_names,
|
294 |
+
weights,
|
295 |
+
y,
|
296 |
+
)
|
297 |
_check_for_julia_installation()
|
298 |
|
|
|
299 |
if len(X) > 10000 and not batching:
|
300 |
+
warnings.warn(
|
301 |
+
"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."
|
302 |
+
)
|
303 |
|
304 |
if maxsize > 40:
|
305 |
+
warnings.warn(
|
306 |
+
"Note: Using a large maxsize for the equation search will be exponentially slower and use significant memory. You should consider turning `useFrequency` to False, and perhaps use `warmupMaxsizeBy`."
|
307 |
+
)
|
308 |
|
309 |
X, variable_names, selection = _handle_feature_selection(
|
310 |
+
X, select_k_features, use_custom_variable_names, variable_names, y
|
311 |
+
)
|
|
|
312 |
|
313 |
if maxdepth is None:
|
314 |
maxdepth = maxsize
|
|
|
327 |
else:
|
328 |
raise NotImplementedError("y shape not supported!")
|
329 |
|
330 |
+
kwargs = dict(
|
331 |
+
X=X,
|
332 |
+
y=y,
|
333 |
+
weights=weights,
|
334 |
+
alpha=alpha,
|
335 |
+
annealing=annealing,
|
336 |
+
batchSize=batchSize,
|
337 |
+
batching=batching,
|
338 |
+
binary_operators=binary_operators,
|
339 |
+
fast_cycle=fast_cycle,
|
340 |
+
fractionReplaced=fractionReplaced,
|
341 |
+
ncyclesperiteration=ncyclesperiteration,
|
342 |
+
niterations=niterations,
|
343 |
+
npop=npop,
|
344 |
+
topn=topn,
|
345 |
+
verbosity=verbosity,
|
346 |
+
progress=progress,
|
347 |
+
update=update,
|
348 |
+
julia_optimization=julia_optimization,
|
349 |
+
timeout=timeout,
|
350 |
+
fractionReplacedHof=fractionReplacedHof,
|
351 |
+
hofMigration=hofMigration,
|
352 |
+
maxdepth=maxdepth,
|
353 |
+
maxsize=maxsize,
|
354 |
+
migration=migration,
|
355 |
+
optimizer_algorithm=optimizer_algorithm,
|
356 |
+
optimizer_nrestarts=optimizer_nrestarts,
|
357 |
+
optimize_probability=optimize_probability,
|
358 |
+
optimizer_iterations=optimizer_iterations,
|
359 |
+
parsimony=parsimony,
|
360 |
+
perturbationFactor=perturbationFactor,
|
361 |
+
populations=populations,
|
362 |
+
procs=procs,
|
363 |
+
shouldOptimizeConstants=shouldOptimizeConstants,
|
364 |
+
unary_operators=unary_operators,
|
365 |
+
useFrequency=useFrequency,
|
366 |
+
use_custom_variable_names=use_custom_variable_names,
|
367 |
+
variable_names=variable_names,
|
368 |
+
warmupMaxsizeBy=warmupMaxsizeBy,
|
369 |
+
weightAddNode=weightAddNode,
|
370 |
+
weightDeleteNode=weightDeleteNode,
|
371 |
+
weightDoNothing=weightDoNothing,
|
372 |
+
weightInsertNode=weightInsertNode,
|
373 |
+
weightMutateConstant=weightMutateConstant,
|
374 |
+
weightMutateOperator=weightMutateOperator,
|
375 |
+
weightRandomize=weightRandomize,
|
376 |
+
weightSimplify=weightSimplify,
|
377 |
+
constraints=constraints,
|
378 |
+
extra_sympy_mappings=extra_sympy_mappings,
|
379 |
+
extra_jax_mappings=extra_jax_mappings,
|
380 |
+
extra_torch_mappings=extra_torch_mappings,
|
381 |
+
julia_project=julia_project,
|
382 |
+
loss=loss,
|
383 |
+
output_jax_format=output_jax_format,
|
384 |
+
output_torch_format=output_torch_format,
|
385 |
+
selection=selection,
|
386 |
+
multioutput=multioutput,
|
387 |
+
nout=nout,
|
388 |
+
tournament_selection_n=tournament_selection_n,
|
389 |
+
tournament_selection_p=tournament_selection_p,
|
390 |
+
)
|
391 |
|
392 |
kwargs = {**_set_paths(tempdir), **kwargs}
|
393 |
|
394 |
if temp_equation_file:
|
395 |
+
equation_file = kwargs["tmpdir"] / f"hall_of_fame.csv"
|
396 |
elif equation_file is None:
|
397 |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
398 |
+
equation_file = "hall_of_fame_" + date_time + ".csv"
|
399 |
|
400 |
kwargs = {**dict(equation_file=equation_file), **kwargs}
|
401 |
|
402 |
+
pkg_directory = kwargs["pkg_directory"]
|
|
|
403 |
manifest_file = None
|
404 |
+
if kwargs["julia_project"] is not None:
|
405 |
+
manifest_filepath = Path(kwargs["julia_project"]) / "Manifest.toml"
|
406 |
else:
|
407 |
+
manifest_filepath = pkg_directory / "Manifest.toml"
|
408 |
|
409 |
+
kwargs["need_install"] = False
|
410 |
|
411 |
if not (manifest_filepath).is_file():
|
412 |
+
kwargs["need_install"] = (not user_input) or _yesno(
|
413 |
+
"I will install Julia packages using PySR's Project.toml file. OK?"
|
414 |
+
)
|
415 |
+
if kwargs["need_install"]:
|
416 |
print("OK. I will install at launch.")
|
417 |
assert update
|
418 |
|
419 |
+
kwargs["def_hyperparams"] = _create_inline_operators(**kwargs)
|
420 |
|
421 |
_handle_constraints(**kwargs)
|
422 |
|
423 |
+
kwargs["constraints_str"] = _make_constraints_str(**kwargs)
|
424 |
+
kwargs["def_hyperparams"] = _make_hyperparams_julia_str(**kwargs)
|
425 |
+
kwargs["def_datasets"] = _make_datasets_julia_str(**kwargs)
|
426 |
|
427 |
_create_julia_files(**kwargs)
|
428 |
_final_pysr_process(**kwargs)
|
|
|
431 |
equations = get_hof(**kwargs)
|
432 |
|
433 |
if delete_tempfiles:
|
434 |
+
shutil.rmtree(kwargs["tmpdir"])
|
435 |
|
436 |
return equations
|
437 |
|
|
|
439 |
def _set_globals(X, **kwargs):
|
440 |
global global_state
|
441 |
|
442 |
+
global_state["n_features"] = X.shape[1]
|
443 |
for key, value in kwargs.items():
|
444 |
if key in global_state:
|
445 |
global_state[key] = value
|
|
|
447 |
|
448 |
def _final_pysr_process(julia_optimization, runfile_filename, timeout, **kwargs):
|
449 |
command = [
|
450 |
+
f"julia",
|
451 |
+
f"-O{julia_optimization:d}",
|
452 |
str(runfile_filename),
|
453 |
]
|
454 |
if timeout is not None:
|
455 |
+
command = [f"timeout", f"{timeout}"] + command
|
456 |
_cmd_runner(command, **kwargs)
|
457 |
|
458 |
+
|
459 |
def _cmd_runner(command, progress, **kwargs):
|
460 |
+
if kwargs["verbosity"] > 0:
|
461 |
+
print("Running on", " ".join(command))
|
462 |
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=-1)
|
463 |
try:
|
464 |
while True:
|
465 |
line = process.stdout.readline()
|
466 |
+
if not line:
|
467 |
+
break
|
468 |
+
decoded_line = line.decode("utf-8")
|
469 |
if progress:
|
470 |
+
decoded_line = (
|
471 |
+
decoded_line.replace("\\033[K", "\033[K")
|
472 |
+
.replace("\\033[1A", "\033[1A")
|
473 |
+
.replace("\\033[1B", "\033[1B")
|
474 |
+
.replace("\\r", "\r")
|
475 |
+
.encode(sys.stdout.encoding, errors="replace")
|
476 |
+
)
|
477 |
sys.stdout.buffer.write(decoded_line)
|
478 |
sys.stdout.flush()
|
479 |
else:
|
480 |
+
print(decoded_line, end="")
|
481 |
|
482 |
process.stdout.close()
|
483 |
process.wait()
|
|
|
485 |
print("Killing process... will return when done.")
|
486 |
process.kill()
|
487 |
|
488 |
+
|
489 |
+
def _create_julia_files(
|
490 |
+
dataset_filename,
|
491 |
+
def_datasets,
|
492 |
+
hyperparam_filename,
|
493 |
+
def_hyperparams,
|
494 |
+
fractionReplaced,
|
495 |
+
ncyclesperiteration,
|
496 |
+
niterations,
|
497 |
+
npop,
|
498 |
+
runfile_filename,
|
499 |
+
topn,
|
500 |
+
verbosity,
|
501 |
+
julia_project,
|
502 |
+
procs,
|
503 |
+
weights,
|
504 |
+
X,
|
505 |
+
variable_names,
|
506 |
+
pkg_directory,
|
507 |
+
need_install,
|
508 |
+
update,
|
509 |
+
**kwargs,
|
510 |
+
):
|
511 |
+
with open(hyperparam_filename, "w") as f:
|
512 |
print(def_hyperparams, file=f)
|
513 |
+
with open(dataset_filename, "w") as f:
|
514 |
print(def_datasets, file=f)
|
515 |
+
with open(runfile_filename, "w") as f:
|
516 |
if julia_project is None:
|
517 |
julia_project = pkg_directory
|
518 |
else:
|
519 |
julia_project = Path(julia_project)
|
520 |
+
print(f"import Pkg", file=f)
|
521 |
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f)
|
522 |
if need_install:
|
523 |
+
print(f"Pkg.instantiate()", file=f)
|
524 |
+
print(f"Pkg.update()", file=f)
|
525 |
+
print(f"Pkg.precompile()", file=f)
|
526 |
elif update:
|
527 |
+
print(f"Pkg.update()", file=f)
|
528 |
+
print(f"using SymbolicRegression", file=f)
|
529 |
print(f'include("{_escape_filename(hyperparam_filename)}")', file=f)
|
530 |
print(f'include("{_escape_filename(dataset_filename)}")', file=f)
|
531 |
if len(variable_names) == 0:
|
532 |
varMap = "[" + ",".join([f'"x{i}"' for i in range(X.shape[1])]) + "]"
|
533 |
else:
|
534 |
+
varMap = (
|
535 |
+
"[" + ",".join(['"' + vname + '"' for vname in variable_names]) + "]"
|
536 |
+
)
|
537 |
|
538 |
if weights is not None:
|
539 |
+
print(
|
540 |
+
f"EquationSearch(X, y, weights=weights, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={procs})",
|
541 |
+
file=f,
|
542 |
+
)
|
543 |
else:
|
544 |
+
print(
|
545 |
+
f"EquationSearch(X, y, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={procs})",
|
546 |
+
file=f,
|
547 |
+
)
|
548 |
|
549 |
|
550 |
+
def _make_datasets_julia_str(
|
551 |
+
X, X_filename, weights, weights_filename, y, y_filename, multioutput, **kwargs
|
552 |
+
):
|
553 |
def_datasets = """using DelimitedFiles"""
|
554 |
+
np.savetxt(X_filename, X.astype(np.float32), delimiter=",")
|
555 |
if multioutput:
|
556 |
+
np.savetxt(y_filename, y.astype(np.float32), delimiter=",")
|
557 |
else:
|
558 |
+
np.savetxt(y_filename, y.reshape(-1, 1).astype(np.float32), delimiter=",")
|
559 |
if weights is not None:
|
560 |
if multioutput:
|
561 |
+
np.savetxt(weights_filename, weights.astype(np.float32), delimiter=",")
|
562 |
else:
|
563 |
+
np.savetxt(
|
564 |
+
weights_filename,
|
565 |
+
weights.reshape(-1, 1).astype(np.float32),
|
566 |
+
delimiter=",",
|
567 |
+
)
|
568 |
def_datasets += f"""
|
569 |
X = copy(transpose(readdlm("{_escape_filename(X_filename)}", ',', Float32, '\\n')))"""
|
570 |
|
571 |
if multioutput:
|
572 |
+
def_datasets += f"""
|
573 |
y = copy(transpose(readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')))"""
|
574 |
else:
|
575 |
+
def_datasets += f"""
|
576 |
y = readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')[:, 1]"""
|
577 |
|
578 |
if weights is not None:
|
|
|
584 |
weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')[:, 1]"""
|
585 |
return def_datasets
|
586 |
|
587 |
+
|
588 |
+
def _make_hyperparams_julia_str(
|
589 |
+
X,
|
590 |
+
alpha,
|
591 |
+
annealing,
|
592 |
+
batchSize,
|
593 |
+
batching,
|
594 |
+
binary_operators,
|
595 |
+
constraints_str,
|
596 |
+
def_hyperparams,
|
597 |
+
equation_file,
|
598 |
+
fast_cycle,
|
599 |
+
fractionReplacedHof,
|
600 |
+
hofMigration,
|
601 |
+
maxdepth,
|
602 |
+
maxsize,
|
603 |
+
migration,
|
604 |
+
optimizer_algorithm,
|
605 |
+
optimizer_nrestarts,
|
606 |
+
optimize_probability,
|
607 |
+
optimizer_iterations,
|
608 |
+
npop,
|
609 |
+
parsimony,
|
610 |
+
perturbationFactor,
|
611 |
+
populations,
|
612 |
+
procs,
|
613 |
+
shouldOptimizeConstants,
|
614 |
+
unary_operators,
|
615 |
+
useFrequency,
|
616 |
+
use_custom_variable_names,
|
617 |
+
variable_names,
|
618 |
+
warmupMaxsizeBy,
|
619 |
+
weightAddNode,
|
620 |
+
ncyclesperiteration,
|
621 |
+
fractionReplaced,
|
622 |
+
topn,
|
623 |
+
verbosity,
|
624 |
+
progress,
|
625 |
+
loss,
|
626 |
+
weightDeleteNode,
|
627 |
+
weightDoNothing,
|
628 |
+
weightInsertNode,
|
629 |
+
weightMutateConstant,
|
630 |
+
weightMutateOperator,
|
631 |
+
weightRandomize,
|
632 |
+
weightSimplify,
|
633 |
+
weights,
|
634 |
+
tournament_selection_n,
|
635 |
+
tournament_selection_p,
|
636 |
+
**kwargs,
|
637 |
+
):
|
638 |
try:
|
639 |
term_width = shutil.get_terminal_size().columns
|
640 |
except:
|
641 |
+
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
642 |
+
|
643 |
def tuple_fix(ops):
|
644 |
if len(ops) > 1:
|
645 |
+
return ", ".join(ops)
|
646 |
elif len(ops) == 0:
|
647 |
+
return ""
|
648 |
else:
|
649 |
+
return ops[0] + ","
|
650 |
|
651 |
def_hyperparams += f"""\n
|
652 |
plus=(+)
|
|
|
716 |
terminal_width={term_width:d}
|
717 |
"""
|
718 |
|
719 |
+
def_hyperparams += "\n)"
|
720 |
return def_hyperparams
|
721 |
|
722 |
|
|
|
749 |
for op in binary_operators:
|
750 |
if op not in constraints:
|
751 |
constraints[op] = (-1, -1)
|
752 |
+
if op in ["plus", "sub"]:
|
753 |
if constraints[op][0] != constraints[op][1]:
|
754 |
raise NotImplementedError(
|
755 |
+
"You need equal constraints on both sides for - and *, due to simplification strategies."
|
756 |
+
)
|
757 |
+
elif op == "mult":
|
758 |
# Make sure the complex expression is in the left side.
|
759 |
if constraints[op][0] == -1:
|
760 |
continue
|
761 |
elif constraints[op][1] == -1 or constraints[op][0] < constraints[op][1]:
|
762 |
+
constraints[op][0], constraints[op][1] = (
|
763 |
+
constraints[op][1],
|
764 |
+
constraints[op][0],
|
765 |
+
)
|
766 |
|
767 |
|
768 |
def _create_inline_operators(binary_operators, unary_operators, **kwargs):
|
|
|
770 |
for op_list in [binary_operators, unary_operators]:
|
771 |
for i in range(len(op_list)):
|
772 |
op = op_list[i]
|
773 |
+
is_user_defined_operator = "(" in op
|
774 |
|
775 |
if is_user_defined_operator:
|
776 |
def_hyperparams += op + "\n"
|
777 |
# Cut off from the first non-alphanumeric char:
|
778 |
first_non_char = [
|
779 |
+
j
|
780 |
+
for j in range(len(op))
|
781 |
+
if not (op[j].isalpha() or op[j].isdigit())
|
782 |
+
][0]
|
783 |
function_name = op[:first_non_char]
|
784 |
op_list[i] = function_name
|
785 |
return def_hyperparams
|
786 |
|
787 |
|
788 |
+
def _handle_feature_selection(
|
789 |
+
X, select_k_features, use_custom_variable_names, variable_names, y
|
790 |
+
):
|
791 |
if select_k_features is not None:
|
792 |
selection = run_feature_selection(X, y, select_k_features)
|
793 |
print(f"Using features {selection}")
|
794 |
X = X[:, selection]
|
795 |
|
796 |
if use_custom_variable_names:
|
797 |
+
variable_names = [
|
798 |
+
variable_names[selection[i]] for i in range(len(selection))
|
799 |
+
]
|
800 |
else:
|
801 |
selection = None
|
802 |
return X, variable_names, selection
|
|
|
807 |
pkg_directory = Path(__file__).parents[1]
|
808 |
default_project_file = pkg_directory / "Project.toml"
|
809 |
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
810 |
+
hyperparam_filename = tmpdir / f"hyperparams.jl"
|
811 |
+
dataset_filename = tmpdir / f"dataset.jl"
|
812 |
+
runfile_filename = tmpdir / f"runfile.jl"
|
813 |
X_filename = tmpdir / "X.csv"
|
814 |
y_filename = tmpdir / "y.csv"
|
815 |
weights_filename = tmpdir / "weights.csv"
|
816 |
+
return dict(
|
817 |
+
pkg_directory=pkg_directory,
|
818 |
+
default_project_file=default_project_file,
|
819 |
+
X_filename=X_filename,
|
820 |
+
dataset_filename=dataset_filename,
|
821 |
+
hyperparam_filename=hyperparam_filename,
|
822 |
+
runfile_filename=runfile_filename,
|
823 |
+
tmpdir=tmpdir,
|
824 |
+
weights_filename=weights_filename,
|
825 |
+
y_filename=y_filename,
|
826 |
+
)
|
827 |
+
|
828 |
+
|
829 |
+
def _check_assertions(
|
830 |
+
X,
|
831 |
+
binary_operators,
|
832 |
+
unary_operators,
|
833 |
+
use_custom_variable_names,
|
834 |
+
variable_names,
|
835 |
+
weights,
|
836 |
+
y,
|
837 |
+
):
|
838 |
# Check for potential errors before they happen
|
839 |
assert len(unary_operators) + len(binary_operators) > 0
|
840 |
assert len(X.shape) == 2
|
|
|
846 |
if use_custom_variable_names:
|
847 |
assert len(variable_names) == X.shape[1]
|
848 |
|
849 |
+
|
850 |
def _check_for_julia_installation():
|
851 |
try:
|
852 |
process = subprocess.Popen(["julia", "-v"], stdout=subprocess.PIPE, bufsize=-1)
|
853 |
while True:
|
854 |
line = process.stdout.readline()
|
855 |
+
if not line:
|
856 |
+
break
|
857 |
process.stdout.close()
|
858 |
process.wait()
|
859 |
except FileNotFoundError:
|
860 |
import os
|
861 |
+
|
862 |
+
raise RuntimeError(
|
863 |
+
f"Your current $PATH is: {os.environ['PATH']}\nPySR could not start julia. Make sure julia is installed and on your $PATH."
|
864 |
+
)
|
865 |
process.kill()
|
866 |
|
867 |
|
868 |
def run_feature_selection(X, y, select_k_features):
|
869 |
"""Use a gradient boosting tree regressor as a proxy for finding
|
870 |
+
the k most important features in X, returning indices for those
|
871 |
+
features as output."""
|
872 |
|
873 |
from sklearn.ensemble import RandomForestRegressor
|
874 |
from sklearn.feature_selection import SelectFromModel, SelectKBest
|
875 |
|
876 |
clf = RandomForestRegressor(n_estimators=100, max_depth=3, random_state=0)
|
877 |
clf.fit(X, y)
|
878 |
+
selector = SelectFromModel(
|
879 |
+
clf, threshold=-np.inf, max_features=select_k_features, prefit=True
|
880 |
+
)
|
881 |
return selector.get_support(indices=True)
|
882 |
|
883 |
+
|
884 |
+
def get_hof(
|
885 |
+
equation_file=None,
|
886 |
+
n_features=None,
|
887 |
+
variable_names=None,
|
888 |
+
output_jax_format=None,
|
889 |
+
output_torch_format=None,
|
890 |
+
selection=None,
|
891 |
+
extra_sympy_mappings=None,
|
892 |
+
extra_jax_mappings=None,
|
893 |
+
extra_torch_mappings=None,
|
894 |
+
multioutput=None,
|
895 |
+
nout=None,
|
896 |
+
**kwargs,
|
897 |
+
):
|
898 |
"""Get the equations from a hall of fame file. If no arguments
|
899 |
entered, the ones used previously from a call to PySR will be used."""
|
900 |
|
901 |
global global_state
|
902 |
|
903 |
+
if equation_file is None:
|
904 |
+
equation_file = global_state["equation_file"]
|
905 |
+
if n_features is None:
|
906 |
+
n_features = global_state["n_features"]
|
907 |
+
if variable_names is None:
|
908 |
+
variable_names = global_state["variable_names"]
|
909 |
+
if extra_sympy_mappings is None:
|
910 |
+
extra_sympy_mappings = global_state["extra_sympy_mappings"]
|
911 |
+
if extra_jax_mappings is None:
|
912 |
+
extra_jax_mappings = global_state["extra_jax_mappings"]
|
913 |
+
if extra_torch_mappings is None:
|
914 |
+
extra_torch_mappings = global_state["extra_torch_mappings"]
|
915 |
+
if output_torch_format is None:
|
916 |
+
output_torch_format = global_state["output_torch_format"]
|
917 |
+
if output_jax_format is None:
|
918 |
+
output_jax_format = global_state["output_jax_format"]
|
919 |
+
if multioutput is None:
|
920 |
+
multioutput = global_state["multioutput"]
|
921 |
+
if nout is None:
|
922 |
+
nout = global_state["nout"]
|
923 |
+
if selection is None:
|
924 |
+
selection = global_state["selection"]
|
925 |
+
|
926 |
+
global_state["selection"] = selection
|
927 |
+
global_state["equation_file"] = equation_file
|
928 |
+
global_state["n_features"] = n_features
|
929 |
+
global_state["variable_names"] = variable_names
|
930 |
+
global_state["extra_sympy_mappings"] = extra_sympy_mappings
|
931 |
+
global_state["extra_jax_mappings"] = extra_jax_mappings
|
932 |
+
global_state["extra_torch_mappings"] = extra_torch_mappings
|
933 |
+
global_state["output_torch_format"] = output_torch_format
|
934 |
+
global_state["output_jax_format"] = output_jax_format
|
935 |
+
global_state["multioutput"] = multioutput
|
936 |
+
global_state["nout"] = nout
|
937 |
+
global_state["selection"] = selection
|
938 |
|
939 |
try:
|
940 |
if multioutput:
|
941 |
+
all_outputs = [
|
942 |
+
pd.read_csv(str(equation_file) + f".out{i}" + ".bkup", sep="|")
|
943 |
+
for i in range(1, nout + 1)
|
944 |
+
]
|
945 |
else:
|
946 |
+
all_outputs = [pd.read_csv(str(equation_file) + ".bkup", sep="|")]
|
947 |
except FileNotFoundError:
|
948 |
+
raise RuntimeError(
|
949 |
+
"Couldn't find equation file! The equation search likely exited before a single iteration completed."
|
950 |
+
)
|
951 |
|
952 |
ret_outputs = []
|
953 |
|
|
|
962 |
jax_format = []
|
963 |
if output_torch_format:
|
964 |
torch_format = []
|
965 |
+
use_custom_variable_names = len(variable_names) != 0
|
966 |
+
local_sympy_mappings = {**extra_sympy_mappings, **sympy_mappings}
|
|
|
|
|
|
|
967 |
|
968 |
if use_custom_variable_names:
|
969 |
sympy_symbols = [sympy.Symbol(variable_names[i]) for i in range(n_features)]
|
970 |
else:
|
971 |
+
sympy_symbols = [sympy.Symbol("x%d" % i) for i in range(n_features)]
|
972 |
|
973 |
for i in range(len(output)):
|
974 |
+
eqn = sympify(output.loc[i, "Equation"], locals=local_sympy_mappings)
|
975 |
sympy_format.append(eqn)
|
976 |
|
977 |
# Numpy:
|
|
|
980 |
# JAX:
|
981 |
if output_jax_format:
|
982 |
from .export_jax import sympy2jax
|
983 |
+
|
984 |
func, params = sympy2jax(eqn, sympy_symbols, selection)
|
985 |
+
jax_format.append({"callable": func, "parameters": params})
|
986 |
|
987 |
# Torch:
|
988 |
if output_torch_format:
|
989 |
from .export_torch import sympy2torch
|
990 |
+
|
991 |
module = sympy2torch(eqn, sympy_symbols, selection=selection)
|
992 |
torch_format.append(module)
|
993 |
|
994 |
+
curMSE = output.loc[i, "MSE"]
|
995 |
+
curComplexity = output.loc[i, "Complexity"]
|
996 |
|
997 |
if lastMSE is None:
|
998 |
cur_score = 0.0
|
999 |
else:
|
1000 |
+
cur_score = -np.log(curMSE / lastMSE) / (curComplexity - lastComplexity)
|
1001 |
|
1002 |
scores.append(cur_score)
|
1003 |
lastMSE = curMSE
|
1004 |
lastComplexity = curComplexity
|
1005 |
|
1006 |
+
output["score"] = np.array(scores)
|
1007 |
+
output["sympy_format"] = sympy_format
|
1008 |
+
output["lambda_format"] = lambda_format
|
1009 |
+
output_cols = [
|
1010 |
+
"Complexity",
|
1011 |
+
"MSE",
|
1012 |
+
"score",
|
1013 |
+
"Equation",
|
1014 |
+
"sympy_format",
|
1015 |
+
"lambda_format",
|
1016 |
+
]
|
1017 |
if output_jax_format:
|
1018 |
+
output_cols += ["jax_format"]
|
1019 |
+
output["jax_format"] = jax_format
|
1020 |
if output_torch_format:
|
1021 |
+
output_cols += ["torch_format"]
|
1022 |
+
output["torch_format"] = torch_format
|
1023 |
|
1024 |
ret_outputs.append(output[output_cols])
|
1025 |
|
|
|
1028 |
else:
|
1029 |
return ret_outputs[0]
|
1030 |
|
1031 |
+
|
1032 |
def best_row(equations=None):
|
1033 |
"""Return the best row of a hall of fame file using the score column.
|
1034 |
By default this uses the last equation file.
|
1035 |
"""
|
1036 |
+
if equations is None:
|
1037 |
+
equations = get_hof()
|
1038 |
if isinstance(equations, list):
|
1039 |
+
return [eq.iloc[np.argmax(eq["score"])] for eq in equations]
|
1040 |
else:
|
1041 |
+
return equations.iloc[np.argmax(equations["score"])]
|
1042 |
+
|
1043 |
|
1044 |
def best_tex(equations=None):
|
1045 |
"""Return the equation with the best score, in latex format
|
1046 |
By default this uses the last equation file.
|
1047 |
"""
|
1048 |
+
if equations is None:
|
1049 |
+
equations = get_hof()
|
1050 |
if isinstance(equations, list):
|
1051 |
+
return [
|
1052 |
+
sympy.latex(best_row(eq)["sympy_format"].simplify()) for eq in equations
|
1053 |
+
]
|
1054 |
else:
|
1055 |
+
return sympy.latex(best_row(equations)["sympy_format"].simplify())
|
1056 |
+
|
1057 |
|
1058 |
def best(equations=None):
|
1059 |
"""Return the equation with the best score, in sympy format.
|
1060 |
By default this uses the last equation file.
|
1061 |
"""
|
1062 |
+
if equations is None:
|
1063 |
+
equations = get_hof()
|
1064 |
if isinstance(equations, list):
|
1065 |
+
return [best_row(eq)["sympy_format"].simplify() for eq in equations]
|
1066 |
else:
|
1067 |
+
return best_row(equations)["sympy_format"].simplify()
|
1068 |
+
|
1069 |
|
1070 |
def best_callable(equations=None):
|
1071 |
"""Return the equation with the best score, in callable format.
|
1072 |
By default this uses the last equation file.
|
1073 |
"""
|
1074 |
+
if equations is None:
|
1075 |
+
equations = get_hof()
|
1076 |
if isinstance(equations, list):
|
1077 |
+
return [best_row(eq)["lambda_format"] for eq in equations]
|
1078 |
else:
|
1079 |
+
return best_row(equations)["lambda_format"]
|
1080 |
+
|
1081 |
|
1082 |
def _escape_filename(filename):
|
1083 |
"""Turns a file into a string representation with correctly escaped backslashes"""
|
1084 |
repr = str(filename)
|
1085 |
+
repr = repr.replace("\\", "\\\\")
|
1086 |
return repr
|
1087 |
|
1088 |
+
|
1089 |
# https://gist.github.com/garrettdreyfus/8153571
|
1090 |
def _yesno(question):
|
1091 |
"""Simple Yes/No Function."""
|
1092 |
+
prompt = f"{question} (y/n): "
|
1093 |
ans = input(prompt).strip().lower()
|
1094 |
+
if ans not in ["y", "n"]:
|
1095 |
+
print(f"{ans} is invalid, please try again...")
|
1096 |
return _yesno(question)
|
1097 |
+
if ans == "y":
|
1098 |
return True
|
1099 |
return False
|
1100 |
|
1101 |
|
1102 |
class CallableEquation(object):
|
1103 |
"""Simple wrapper for numpy lambda functions built with sympy"""
|
1104 |
+
|
1105 |
def __init__(self, sympy_symbols, eqn, selection=None):
|
1106 |
self._sympy = eqn
|
1107 |
self._sympy_symbols = sympy_symbols
|
|
|
1116 |
return self._lambda(*X[:, self._selection].T)
|
1117 |
else:
|
1118 |
return self._lambda(*X.T)
|
|
setup.py
CHANGED
@@ -12,19 +12,13 @@ setuptools.setup(
|
|
12 |
long_description=long_description,
|
13 |
long_description_content_type="text/markdown",
|
14 |
url="https://github.com/MilesCranmer/pysr",
|
15 |
-
install_requires=[
|
16 |
-
"numpy",
|
17 |
-
"pandas",
|
18 |
-
"sympy"
|
19 |
-
],
|
20 |
packages=setuptools.find_packages(),
|
21 |
-
package_data={
|
22 |
-
'pysr': ['../Project.toml', '../datasets/*']
|
23 |
-
},
|
24 |
include_package_data=False,
|
25 |
classifiers=[
|
26 |
"Programming Language :: Python :: 3",
|
27 |
"Operating System :: OS Independent",
|
28 |
],
|
29 |
-
python_requires=
|
30 |
)
|
|
|
12 |
long_description=long_description,
|
13 |
long_description_content_type="text/markdown",
|
14 |
url="https://github.com/MilesCranmer/pysr",
|
15 |
+
install_requires=["numpy", "pandas", "sympy"],
|
|
|
|
|
|
|
|
|
16 |
packages=setuptools.find_packages(),
|
17 |
+
package_data={"pysr": ["../Project.toml", "../datasets/*"]},
|
|
|
|
|
18 |
include_package_data=False,
|
19 |
classifiers=[
|
20 |
"Programming Language :: Python :: 3",
|
21 |
"Operating System :: OS Independent",
|
22 |
],
|
23 |
+
python_requires=">=3.7",
|
24 |
)
|
test/test.py
CHANGED
@@ -6,6 +6,7 @@ import sympy
|
|
6 |
from sympy import lambdify
|
7 |
import pandas as pd
|
8 |
|
|
|
9 |
class TestPipeline(unittest.TestCase):
|
10 |
def setUp(self):
|
11 |
self.default_test_kwargs = dict(
|
@@ -17,86 +18,105 @@ class TestPipeline(unittest.TestCase):
|
|
17 |
)
|
18 |
np.random.seed(0)
|
19 |
self.X = np.random.randn(100, 5)
|
20 |
-
|
21 |
def test_linear_relation(self):
|
22 |
y = self.X[:, 0]
|
23 |
equations = pysr(self.X, y, **self.default_test_kwargs)
|
24 |
print(equations)
|
25 |
-
self.assertLessEqual(equations.iloc[-1][
|
26 |
|
27 |
def test_multioutput_custom_operator(self):
|
28 |
-
y = self.X[:, [0, 1]]**2
|
29 |
-
equations = pysr(
|
30 |
-
|
31 |
-
|
32 |
-
|
33 |
-
|
|
|
|
|
|
|
|
|
34 |
print(equations)
|
35 |
-
self.assertLessEqual(equations[0].iloc[-1][
|
36 |
-
self.assertLessEqual(equations[1].iloc[-1][
|
37 |
|
38 |
def test_multioutput_weighted_with_callable(self):
|
39 |
-
y = self.X[:, [0, 1]]**2
|
40 |
w = np.random.rand(*y.shape)
|
41 |
w[w < 0.5] = 0.0
|
42 |
w[w >= 0.5] = 1.0
|
43 |
|
44 |
# Double equation when weights are 0:
|
45 |
-
y += (1-w) * y
|
46 |
# Thus, pysr needs to use the weights to find the right equation!
|
47 |
|
48 |
-
equations = pysr(
|
49 |
-
|
50 |
-
|
51 |
-
|
52 |
-
|
|
|
|
|
|
|
|
|
|
|
53 |
|
54 |
np.testing.assert_almost_equal(
|
55 |
-
|
56 |
-
|
57 |
-
decimal=4)
|
58 |
np.testing.assert_almost_equal(
|
59 |
-
|
60 |
-
|
61 |
-
decimal=4)
|
62 |
|
63 |
def test_empty_operators_single_input(self):
|
64 |
X = np.random.randn(100, 1)
|
65 |
y = X[:, 0] + 3.0
|
66 |
-
equations = pysr(
|
67 |
-
|
68 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
69 |
|
70 |
-
self.assertLessEqual(equations.iloc[-1]['MSE'], 1e-4)
|
71 |
|
72 |
class TestBest(unittest.TestCase):
|
73 |
def setUp(self):
|
74 |
-
equations = pd.DataFrame(
|
75 |
-
|
76 |
-
|
77 |
-
|
78 |
-
|
|
|
|
|
79 |
|
80 |
-
equations[
|
81 |
-
|
|
|
82 |
|
83 |
self.equations = get_hof(
|
84 |
-
|
85 |
-
|
86 |
-
|
87 |
-
|
|
|
|
|
|
|
|
|
88 |
|
89 |
def test_best(self):
|
90 |
-
self.assertEqual(best(self.equations), sympy.cos(sympy.Symbol(
|
91 |
-
self.assertEqual(best(), sympy.cos(sympy.Symbol(
|
92 |
|
93 |
def test_best_tex(self):
|
94 |
-
self.assertEqual(best_tex(self.equations),
|
95 |
-
self.assertEqual(best_tex(),
|
96 |
|
97 |
def test_best_lambda(self):
|
98 |
X = np.random.randn(10, 2)
|
99 |
-
y = np.cos(X[:, 0])**2
|
100 |
for f in [best_callable(), best_callable(self.equations)]:
|
101 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
|
102 |
|
@@ -107,22 +127,23 @@ class TestFeatureSelection(unittest.TestCase):
|
|
107 |
|
108 |
def test_feature_selection(self):
|
109 |
X = np.random.randn(20000, 5)
|
110 |
-
y = X[:, 2]**2 + X[:, 3]**2
|
111 |
selected = run_feature_selection(X, y, select_k_features=2)
|
112 |
self.assertEqual(sorted(selected), [2, 3])
|
113 |
|
114 |
def test_feature_selection_handler(self):
|
115 |
X = np.random.randn(20000, 5)
|
116 |
-
y = X[:, 2]**2 + X[:, 3]**2
|
117 |
-
var_names = [f
|
118 |
selected_X, selected_var_names, selection = _handle_feature_selection(
|
119 |
-
|
120 |
-
|
121 |
-
|
122 |
-
|
|
|
|
|
123 |
self.assertTrue((2 in selection) and (3 in selection))
|
124 |
-
self.assertEqual(set(selected_var_names), set(
|
125 |
np.testing.assert_array_equal(
|
126 |
-
|
127 |
-
|
128 |
-
)
|
|
|
6 |
from sympy import lambdify
|
7 |
import pandas as pd
|
8 |
|
9 |
+
|
10 |
class TestPipeline(unittest.TestCase):
|
11 |
def setUp(self):
|
12 |
self.default_test_kwargs = dict(
|
|
|
18 |
)
|
19 |
np.random.seed(0)
|
20 |
self.X = np.random.randn(100, 5)
|
21 |
+
|
22 |
def test_linear_relation(self):
|
23 |
y = self.X[:, 0]
|
24 |
equations = pysr(self.X, y, **self.default_test_kwargs)
|
25 |
print(equations)
|
26 |
+
self.assertLessEqual(equations.iloc[-1]["MSE"], 1e-4)
|
27 |
|
28 |
def test_multioutput_custom_operator(self):
|
29 |
+
y = self.X[:, [0, 1]] ** 2
|
30 |
+
equations = pysr(
|
31 |
+
self.X,
|
32 |
+
y,
|
33 |
+
unary_operators=["sq(x) = x^2"],
|
34 |
+
binary_operators=["plus"],
|
35 |
+
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
36 |
+
**self.default_test_kwargs,
|
37 |
+
procs=0,
|
38 |
+
)
|
39 |
print(equations)
|
40 |
+
self.assertLessEqual(equations[0].iloc[-1]["MSE"], 1e-4)
|
41 |
+
self.assertLessEqual(equations[1].iloc[-1]["MSE"], 1e-4)
|
42 |
|
43 |
def test_multioutput_weighted_with_callable(self):
|
44 |
+
y = self.X[:, [0, 1]] ** 2
|
45 |
w = np.random.rand(*y.shape)
|
46 |
w[w < 0.5] = 0.0
|
47 |
w[w >= 0.5] = 1.0
|
48 |
|
49 |
# Double equation when weights are 0:
|
50 |
+
y += (1 - w) * y
|
51 |
# Thus, pysr needs to use the weights to find the right equation!
|
52 |
|
53 |
+
equations = pysr(
|
54 |
+
self.X,
|
55 |
+
y,
|
56 |
+
weights=w,
|
57 |
+
unary_operators=["sq(x) = x^2"],
|
58 |
+
binary_operators=["plus"],
|
59 |
+
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
60 |
+
**self.default_test_kwargs,
|
61 |
+
procs=0,
|
62 |
+
)
|
63 |
|
64 |
np.testing.assert_almost_equal(
|
65 |
+
best_callable()[0](self.X), self.X[:, 0] ** 2, decimal=4
|
66 |
+
)
|
|
|
67 |
np.testing.assert_almost_equal(
|
68 |
+
best_callable()[1](self.X), self.X[:, 1] ** 2, decimal=4
|
69 |
+
)
|
|
|
70 |
|
71 |
def test_empty_operators_single_input(self):
|
72 |
X = np.random.randn(100, 1)
|
73 |
y = X[:, 0] + 3.0
|
74 |
+
equations = pysr(
|
75 |
+
X,
|
76 |
+
y,
|
77 |
+
unary_operators=[],
|
78 |
+
binary_operators=["plus"],
|
79 |
+
**self.default_test_kwargs,
|
80 |
+
)
|
81 |
+
|
82 |
+
self.assertLessEqual(equations.iloc[-1]["MSE"], 1e-4)
|
83 |
|
|
|
84 |
|
85 |
class TestBest(unittest.TestCase):
|
86 |
def setUp(self):
|
87 |
+
equations = pd.DataFrame(
|
88 |
+
{
|
89 |
+
"Equation": ["1.0", "cos(x0)", "square(cos(x0))"],
|
90 |
+
"MSE": [1.0, 0.1, 1e-5],
|
91 |
+
"Complexity": [1, 2, 3],
|
92 |
+
}
|
93 |
+
)
|
94 |
|
95 |
+
equations["Complexity MSE Equation".split(" ")].to_csv(
|
96 |
+
"equation_file.csv.bkup", sep="|"
|
97 |
+
)
|
98 |
|
99 |
self.equations = get_hof(
|
100 |
+
"equation_file.csv",
|
101 |
+
n_features=2,
|
102 |
+
variables_names="x0 x1".split(" "),
|
103 |
+
extra_sympy_mappings={},
|
104 |
+
output_jax_format=False,
|
105 |
+
multioutput=False,
|
106 |
+
nout=1,
|
107 |
+
)
|
108 |
|
109 |
def test_best(self):
|
110 |
+
self.assertEqual(best(self.equations), sympy.cos(sympy.Symbol("x0")) ** 2)
|
111 |
+
self.assertEqual(best(), sympy.cos(sympy.Symbol("x0")) ** 2)
|
112 |
|
113 |
def test_best_tex(self):
|
114 |
+
self.assertEqual(best_tex(self.equations), "\\cos^{2}{\\left(x_{0} \\right)}")
|
115 |
+
self.assertEqual(best_tex(), "\\cos^{2}{\\left(x_{0} \\right)}")
|
116 |
|
117 |
def test_best_lambda(self):
|
118 |
X = np.random.randn(10, 2)
|
119 |
+
y = np.cos(X[:, 0]) ** 2
|
120 |
for f in [best_callable(), best_callable(self.equations)]:
|
121 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
|
122 |
|
|
|
127 |
|
128 |
def test_feature_selection(self):
|
129 |
X = np.random.randn(20000, 5)
|
130 |
+
y = X[:, 2] ** 2 + X[:, 3] ** 2
|
131 |
selected = run_feature_selection(X, y, select_k_features=2)
|
132 |
self.assertEqual(sorted(selected), [2, 3])
|
133 |
|
134 |
def test_feature_selection_handler(self):
|
135 |
X = np.random.randn(20000, 5)
|
136 |
+
y = X[:, 2] ** 2 + X[:, 3] ** 2
|
137 |
+
var_names = [f"x{i}" for i in range(5)]
|
138 |
selected_X, selected_var_names, selection = _handle_feature_selection(
|
139 |
+
X,
|
140 |
+
select_k_features=2,
|
141 |
+
use_custom_variable_names=True,
|
142 |
+
variable_names=[f"x{i}" for i in range(5)],
|
143 |
+
y=y,
|
144 |
+
)
|
145 |
self.assertTrue((2 in selection) and (3 in selection))
|
146 |
+
self.assertEqual(set(selected_var_names), set("x2 x3".split(" ")))
|
147 |
np.testing.assert_array_equal(
|
148 |
+
np.sort(selected_X, axis=1), np.sort(X[:, [2, 3]], axis=1)
|
149 |
+
)
|
|
test/test_jax.py
CHANGED
@@ -7,37 +7,48 @@ from jax import random
|
|
7 |
from jax import grad
|
8 |
import sympy
|
9 |
|
|
|
10 |
class TestJAX(unittest.TestCase):
|
11 |
def setUp(self):
|
12 |
np.random.seed(0)
|
13 |
|
14 |
def test_sympy2jax(self):
|
15 |
-
x, y, z = sympy.symbols(
|
16 |
cosx = 1.0 * sympy.cos(x) + y
|
17 |
key = random.PRNGKey(0)
|
18 |
X = random.normal(key, (1000, 2))
|
19 |
true = 1.0 * jnp.cos(X[:, 0]) + X[:, 1]
|
20 |
f, params = sympy2jax(cosx, [x, y, z])
|
21 |
self.assertTrue(jnp.all(jnp.isclose(f(X, params), true)).item())
|
|
|
22 |
def test_pipeline(self):
|
23 |
X = np.random.randn(100, 10)
|
24 |
-
equations = pd.DataFrame(
|
25 |
-
|
26 |
-
|
27 |
-
|
28 |
-
|
|
|
|
|
29 |
|
30 |
-
equations[
|
31 |
-
|
|
|
32 |
|
33 |
equations = get_hof(
|
34 |
-
|
35 |
-
|
36 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
37 |
|
38 |
jformat = equations.iloc[-1].jax_format
|
39 |
np.testing.assert_almost_equal(
|
40 |
-
|
41 |
-
|
42 |
-
|
43 |
)
|
|
|
7 |
from jax import grad
|
8 |
import sympy
|
9 |
|
10 |
+
|
11 |
class TestJAX(unittest.TestCase):
|
12 |
def setUp(self):
|
13 |
np.random.seed(0)
|
14 |
|
15 |
def test_sympy2jax(self):
|
16 |
+
x, y, z = sympy.symbols("x y z")
|
17 |
cosx = 1.0 * sympy.cos(x) + y
|
18 |
key = random.PRNGKey(0)
|
19 |
X = random.normal(key, (1000, 2))
|
20 |
true = 1.0 * jnp.cos(X[:, 0]) + X[:, 1]
|
21 |
f, params = sympy2jax(cosx, [x, y, z])
|
22 |
self.assertTrue(jnp.all(jnp.isclose(f(X, params), true)).item())
|
23 |
+
|
24 |
def test_pipeline(self):
|
25 |
X = np.random.randn(100, 10)
|
26 |
+
equations = pd.DataFrame(
|
27 |
+
{
|
28 |
+
"Equation": ["1.0", "cos(x0)", "square(cos(x0))"],
|
29 |
+
"MSE": [1.0, 0.1, 1e-5],
|
30 |
+
"Complexity": [1, 2, 3],
|
31 |
+
}
|
32 |
+
)
|
33 |
|
34 |
+
equations["Complexity MSE Equation".split(" ")].to_csv(
|
35 |
+
"equation_file.csv.bkup", sep="|"
|
36 |
+
)
|
37 |
|
38 |
equations = get_hof(
|
39 |
+
"equation_file.csv",
|
40 |
+
n_features=2,
|
41 |
+
variables_names="x1 x2 x3".split(" "),
|
42 |
+
extra_sympy_mappings={},
|
43 |
+
output_jax_format=True,
|
44 |
+
multioutput=False,
|
45 |
+
nout=1,
|
46 |
+
selection=[1, 2, 3],
|
47 |
+
)
|
48 |
|
49 |
jformat = equations.iloc[-1].jax_format
|
50 |
np.testing.assert_almost_equal(
|
51 |
+
np.array(jformat["callable"](jnp.array(X), jformat["parameters"])),
|
52 |
+
np.square(np.cos(X[:, 1])), # Select feature 1
|
53 |
+
decimal=4,
|
54 |
)
|
test/test_torch.py
CHANGED
@@ -5,38 +5,49 @@ from pysr import sympy2torch, get_hof
|
|
5 |
import torch
|
6 |
import sympy
|
7 |
|
|
|
8 |
class TestTorch(unittest.TestCase):
|
9 |
def setUp(self):
|
10 |
np.random.seed(0)
|
11 |
|
12 |
def test_sympy2torch(self):
|
13 |
-
x, y, z = sympy.symbols(
|
14 |
cosx = 1.0 * sympy.cos(x) + y
|
15 |
X = torch.tensor(np.random.randn(1000, 3))
|
16 |
true = 1.0 * torch.cos(X[:, 0]) + X[:, 1]
|
17 |
torch_module = sympy2torch(cosx, [x, y, z])
|
18 |
self.assertTrue(
|
19 |
-
|
20 |
)
|
|
|
21 |
def test_pipeline(self):
|
22 |
X = np.random.randn(100, 10)
|
23 |
-
equations = pd.DataFrame(
|
24 |
-
|
25 |
-
|
26 |
-
|
27 |
-
|
|
|
|
|
28 |
|
29 |
-
equations[
|
30 |
-
|
|
|
31 |
|
32 |
equations = get_hof(
|
33 |
-
|
34 |
-
|
35 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
36 |
|
37 |
tformat = equations.iloc[-1].torch_format
|
38 |
np.testing.assert_almost_equal(
|
39 |
-
|
40 |
-
|
41 |
-
|
42 |
)
|
|
|
5 |
import torch
|
6 |
import sympy
|
7 |
|
8 |
+
|
9 |
class TestTorch(unittest.TestCase):
|
10 |
def setUp(self):
|
11 |
np.random.seed(0)
|
12 |
|
13 |
def test_sympy2torch(self):
|
14 |
+
x, y, z = sympy.symbols("x y z")
|
15 |
cosx = 1.0 * sympy.cos(x) + y
|
16 |
X = torch.tensor(np.random.randn(1000, 3))
|
17 |
true = 1.0 * torch.cos(X[:, 0]) + X[:, 1]
|
18 |
torch_module = sympy2torch(cosx, [x, y, z])
|
19 |
self.assertTrue(
|
20 |
+
np.all(np.isclose(torch_module(X).detach().numpy(), true.detach().numpy()))
|
21 |
)
|
22 |
+
|
23 |
def test_pipeline(self):
|
24 |
X = np.random.randn(100, 10)
|
25 |
+
equations = pd.DataFrame(
|
26 |
+
{
|
27 |
+
"Equation": ["1.0", "cos(x0)", "square(cos(x0))"],
|
28 |
+
"MSE": [1.0, 0.1, 1e-5],
|
29 |
+
"Complexity": [1, 2, 3],
|
30 |
+
}
|
31 |
+
)
|
32 |
|
33 |
+
equations["Complexity MSE Equation".split(" ")].to_csv(
|
34 |
+
"equation_file.csv.bkup", sep="|"
|
35 |
+
)
|
36 |
|
37 |
equations = get_hof(
|
38 |
+
"equation_file.csv",
|
39 |
+
n_features=2,
|
40 |
+
variables_names="x1 x2 x3".split(" "),
|
41 |
+
extra_sympy_mappings={},
|
42 |
+
output_torch_format=True,
|
43 |
+
multioutput=False,
|
44 |
+
nout=1,
|
45 |
+
selection=[1, 2, 3],
|
46 |
+
)
|
47 |
|
48 |
tformat = equations.iloc[-1].torch_format
|
49 |
np.testing.assert_almost_equal(
|
50 |
+
tformat(torch.tensor(X)).detach().numpy(),
|
51 |
+
np.square(np.cos(X[:, 1])), # Selection 1st feature
|
52 |
+
decimal=4,
|
53 |
)
|