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MilesCranmer
commited on
Merge pull request #146 from tttc3/refactor-PySRRegressor
Browse files- pysr/__init__.py +1 -1
- pysr/export_numpy.py +40 -0
- pysr/julia_helpers.py +126 -0
- pysr/sr.py +0 -0
- pysr/version.py +2 -2
- test/test.py +110 -33
- test/test_jax.py +58 -11
- test/test_torch.py +89 -20
pysr/__init__.py
CHANGED
@@ -6,8 +6,8 @@ from .sr import (
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best_tex,
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best_callable,
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best_row,
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-
install,
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)
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from .feynman_problems import Problem, FeynmanProblem
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from .export_jax import sympy2jax
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from .export_torch import sympy2torch
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best_tex,
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best_callable,
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best_row,
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)
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+
from .julia_helpers import install
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from .feynman_problems import Problem, FeynmanProblem
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from .export_jax import sympy2jax
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from .export_torch import sympy2torch
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pysr/export_numpy.py
ADDED
@@ -0,0 +1,40 @@
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"""Code for exporting discovered expressions to numpy"""
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import numpy as np
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import pandas as pd
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from sympy import lambdify
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import warnings
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class CallableEquation:
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"""Simple wrapper for numpy lambda functions built with sympy"""
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def __init__(self, sympy_symbols, eqn, selection=None, variable_names=None):
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self._sympy = eqn
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self._sympy_symbols = sympy_symbols
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self._selection = selection
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self._variable_names = variable_names
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def __repr__(self):
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return f"PySRFunction(X=>{self._sympy})"
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def __call__(self, X):
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expected_shape = (X.shape[0],)
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if isinstance(X, pd.DataFrame):
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# Lambda function takes as argument:
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return self._lambda(
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**{k: X[k].values for k in self._variable_names}
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) * np.ones(expected_shape)
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if self._selection is not None:
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if X.shape[1] != len(self._selection):
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warnings.warn(
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"`X` should be of shape (n_samples, len(self._selection)). "
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"Automatically filtering `X` to selection. "
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"Note: Filtered `X` column order may not match column order in fit "
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"this may lead to incorrect predictions and other errors."
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)
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X = X[:, self._selection]
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return self._lambda(*X.T) * np.ones(expected_shape)
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@property
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def _lambda(self):
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return lambdify(self._sympy_symbols, self._sympy)
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pysr/julia_helpers.py
ADDED
@@ -0,0 +1,126 @@
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"""Functions for initializing the Julia environment and installing deps."""
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import warnings
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from pathlib import Path
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import os
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from .version import __version__, __symbolic_regression_jl_version__
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def install(julia_project=None, quiet=False): # pragma: no cover
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"""
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Install PyCall.jl and all required dependencies for SymbolicRegression.jl.
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Also updates the local Julia registry.
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"""
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import julia
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julia.install(quiet=quiet)
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julia_project, is_shared = _get_julia_project(julia_project)
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Main = init_julia()
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Main.eval("using Pkg")
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io = "devnull" if quiet else "stderr"
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io_arg = f"io={io}" if is_julia_version_greater_eq(Main, "1.6") else ""
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# Can't pass IO to Julia call as it evaluates to PyObject, so just directly
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# use Main.eval:
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Main.eval(
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f'Pkg.activate("{_escape_filename(julia_project)}", shared = Bool({int(is_shared)}), {io_arg})'
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)
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if is_shared:
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# Install SymbolicRegression.jl:
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_add_sr_to_julia_project(Main, io_arg)
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Main.eval(f"Pkg.instantiate({io_arg})")
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Main.eval(f"Pkg.precompile({io_arg})")
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if not quiet:
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warnings.warn(
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"It is recommended to restart Python after installing PySR's dependencies,"
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" so that the Julia environment is properly initialized."
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)
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def import_error_string(julia_project=None):
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s = """
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Required dependencies are not installed or built. Run the following code in the Python REPL:
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>>> import pysr
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>>> pysr.install()
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"""
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if julia_project is not None:
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s += f"""
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Tried to activate project {julia_project} but failed."""
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return s
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def _get_julia_project(julia_project):
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if julia_project is None:
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is_shared = True
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julia_project = f"pysr-{__version__}"
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else:
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is_shared = False
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julia_project = Path(julia_project)
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return julia_project, is_shared
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def is_julia_version_greater_eq(Main, version="1.6"):
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"""Check if Julia version is greater than specified version."""
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return Main.eval(f'VERSION >= v"{version}"')
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def init_julia():
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"""Initialize julia binary, turning off compiled modules if needed."""
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from julia.core import JuliaInfo, UnsupportedPythonError
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try:
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info = JuliaInfo.load(julia="julia")
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except FileNotFoundError:
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env_path = os.environ["PATH"]
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raise FileNotFoundError(
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f"Julia is not installed in your PATH. Please install Julia and add it to your PATH.\n\nCurrent PATH: {env_path}",
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)
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if not info.is_pycall_built():
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raise ImportError(import_error_string())
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Main = None
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try:
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from julia import Main as _Main
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Main = _Main
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except UnsupportedPythonError:
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# Static python binary, so we turn off pre-compiled modules.
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from julia.core import Julia
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jl = Julia(compiled_modules=False)
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from julia import Main as _Main
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Main = _Main
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return Main
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def _add_sr_to_julia_project(Main, io_arg):
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Main.sr_spec = Main.PackageSpec(
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name="SymbolicRegression",
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url="https://github.com/MilesCranmer/SymbolicRegression.jl",
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rev="v" + __symbolic_regression_jl_version__,
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)
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Main.eval(f"Pkg.add(sr_spec, {io_arg})")
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Main.clustermanagers_spec = Main.PackageSpec(
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name="ClusterManagers",
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url="https://github.com/JuliaParallel/ClusterManagers.jl",
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rev="14e7302f068794099344d5d93f71979aaf4fbeb3",
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)
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Main.eval(f"Pkg.add(clustermanagers_spec, {io_arg})")
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def _escape_filename(filename):
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"""Turns a file into a string representation with correctly escaped backslashes"""
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str_repr = str(filename)
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str_repr = str_repr.replace("\\", "\\\\")
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return str_repr
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pysr/sr.py
CHANGED
The diff for this file is too large to render.
See raw diff
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pysr/version.py
CHANGED
@@ -1,2 +1,2 @@
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-
__version__ = "0.
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__symbolic_regression_jl_version__ = "0.9.
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__version__ = "0.9.0"
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__symbolic_regression_jl_version__ = "0.9.6"
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test/test.py
CHANGED
@@ -1,11 +1,11 @@
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import inspect
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import unittest
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-
from unittest.mock import patch
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import numpy as np
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from pysr import PySRRegressor
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from pysr.sr import run_feature_selection, _handle_feature_selection
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import sympy
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-
from sympy import lambdify
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import pandas as pd
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import warnings
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@@ -21,6 +21,7 @@ class TestPipeline(unittest.TestCase):
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inspect.signature(PySRRegressor.__init__).parameters["populations"].default
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)
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self.default_test_kwargs = dict(
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model_selection="accuracy",
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niterations=default_niterations * 2,
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populations=default_populations * 2,
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@@ -30,17 +31,25 @@ class TestPipeline(unittest.TestCase):
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def test_linear_relation(self):
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y = self.X[:, 0]
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-
model = PySRRegressor(
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model.fit(self.X, y)
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-
print(model.
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self.assertLessEqual(model.get_best()["loss"], 1e-4)
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def test_multiprocessing(self):
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y = self.X[:, 0]
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-
model = PySRRegressor(
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model.fit(self.X, y)
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-
print(model.
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self.assertLessEqual(model.
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def test_multioutput_custom_operator_quiet_custom_complexity(self):
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y = self.X[:, [0, 1]] ** 2
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@@ -55,11 +64,12 @@ class TestPipeline(unittest.TestCase):
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# Test custom operators with constraints:
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nested_constraints={"square_op": {"square_op": 3}},
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constraints={"square_op": 10},
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)
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model.fit(self.X, y)
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-
equations = model.
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print(equations)
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self.assertIn("square_op", model.
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self.assertLessEqual(equations[0].iloc[-1]["loss"], 1e-4)
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self.assertLessEqual(equations[1].iloc[-1]["loss"], 1e-4)
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@@ -95,6 +105,7 @@ class TestPipeline(unittest.TestCase):
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procs=0,
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temp_equation_file=True,
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delete_tempfiles=False,
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)
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model.fit(X.copy(), y, weights=w)
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@@ -117,27 +128,29 @@ class TestPipeline(unittest.TestCase):
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print("Model equations: ", model.sympy()[1])
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print("True equation: x1^2")
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-
def
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X = self.rstate.randn(100, 1)
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y = X[:, 0] + 3.0
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regressor = PySRRegressor(
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unary_operators=[],
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binary_operators=["plus"],
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**self.default_test_kwargs,
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)
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self.assertTrue("None" in regressor.__repr__())
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regressor.fit(X, y)
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self.assertTrue("None" not in regressor.__repr__())
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self.assertTrue(">>>>" in regressor.__repr__())
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self.assertLessEqual(regressor.
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np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
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# Test if repeated fit works:
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-
regressor.set_params(niterations=0)
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regressor.fit(X, y)
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self.assertLessEqual(regressor.
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np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
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# Tweak model selection:
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@@ -157,7 +170,11 @@ class TestPipeline(unittest.TestCase):
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**self.default_test_kwargs,
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procs=0,
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denoise=True,
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)
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model.fit(self.X, y)
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self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
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self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
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@@ -188,11 +205,11 @@ class TestPipeline(unittest.TestCase):
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unary_operators=[],
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binary_operators=["+", "*", "/", "-"],
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**self.default_test_kwargs,
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-
Xresampled=Xresampled,
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denoise=True,
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nested_constraints={"/": {"+": 1, "-": 1}, "+": {"*": 4}},
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)
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-
model.fit(X, y)
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self.assertNotIn("unused_feature", model.latex())
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self.assertIn("T", model.latex())
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self.assertIn("x", model.latex())
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@@ -217,18 +234,31 @@ class TestPipeline(unittest.TestCase):
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unary_operators=["cos"],
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select_k_features=3,
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early_stop_condition=1e-4, # Stop once most accurate equation is <1e-4 MSE
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220 |
-
Xresampled=Xresampled,
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maxsize=12,
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**self.default_test_kwargs,
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)
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224 |
-
model.fit(X, y)
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model.set_params(model_selection="accuracy")
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-
model.
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self.assertLess(np.average((model.predict(X) - y) ** 2), 1e-4)
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class TestBest(unittest.TestCase):
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def setUp(self):
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equations = pd.DataFrame(
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{
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"equation": ["1.0", "cos(x0)", "square(cos(x0))"],
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@@ -241,17 +271,8 @@ class TestBest(unittest.TestCase):
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"equation_file.csv.bkup", sep="|"
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)
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-
self.model = PySRRegressor(
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-
equation_file="equation_file.csv",
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246 |
-
variable_names="x0 x1".split(" "),
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247 |
-
extra_sympy_mappings={},
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248 |
-
output_jax_format=False,
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249 |
-
model_selection="accuracy",
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250 |
-
)
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251 |
-
self.model.n_features = 2
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252 |
self.model.refresh()
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253 |
-
self.
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-
self.rstate = np.random.RandomState(0)
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|
256 |
def test_best(self):
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self.assertEqual(self.model.sympy(), sympy.cos(sympy.Symbol("x0")) ** 2)
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@@ -266,9 +287,9 @@ class TestBest(unittest.TestCase):
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self.assertEqual(self.model.latex(), "\\cos^{2}{\\left(x_{0} \\right)}")
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def test_best_lambda(self):
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269 |
-
X = self.
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270 |
-
y =
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271 |
-
for f in [self.model.predict, self.
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272 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
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@@ -308,12 +329,12 @@ class TestMiscellaneous(unittest.TestCase):
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309 |
This should give a warning, and sets the correct value.
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310 |
"""
|
311 |
-
with self.assertWarns(
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312 |
model = PySRRegressor(fractionReplaced=0.2)
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313 |
# This is a deprecated parameter, so we should get a warning.
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314 |
|
315 |
# The correct value should be set:
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316 |
-
self.assertEqual(model.
|
317 |
|
318 |
def test_size_warning(self):
|
319 |
"""Ensure that a warning is given for a large input size."""
|
@@ -336,3 +357,59 @@ class TestMiscellaneous(unittest.TestCase):
|
|
336 |
with self.assertRaises(Exception) as context:
|
337 |
model.fit(X, y)
|
338 |
self.assertIn("with 10 features or more", str(context.exception))
|
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|
1 |
import inspect
|
2 |
import unittest
|
|
|
3 |
import numpy as np
|
4 |
+
from sklearn import model_selection
|
5 |
from pysr import PySRRegressor
|
6 |
from pysr.sr import run_feature_selection, _handle_feature_selection
|
7 |
+
from sklearn.utils.estimator_checks import check_estimator
|
8 |
import sympy
|
|
|
9 |
import pandas as pd
|
10 |
import warnings
|
11 |
|
|
|
21 |
inspect.signature(PySRRegressor.__init__).parameters["populations"].default
|
22 |
)
|
23 |
self.default_test_kwargs = dict(
|
24 |
+
progress=False,
|
25 |
model_selection="accuracy",
|
26 |
niterations=default_niterations * 2,
|
27 |
populations=default_populations * 2,
|
|
|
31 |
|
32 |
def test_linear_relation(self):
|
33 |
y = self.X[:, 0]
|
34 |
+
model = PySRRegressor(
|
35 |
+
**self.default_test_kwargs,
|
36 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-4 && complexity == 1",
|
37 |
+
)
|
38 |
model.fit(self.X, y)
|
39 |
+
print(model.equations_)
|
40 |
self.assertLessEqual(model.get_best()["loss"], 1e-4)
|
41 |
|
42 |
def test_multiprocessing(self):
|
43 |
y = self.X[:, 0]
|
44 |
+
model = PySRRegressor(
|
45 |
+
**self.default_test_kwargs,
|
46 |
+
procs=2,
|
47 |
+
multithreading=False,
|
48 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-4 && complexity == 1",
|
49 |
+
)
|
50 |
model.fit(self.X, y)
|
51 |
+
print(model.equations_)
|
52 |
+
self.assertLessEqual(model.equations_.iloc[-1]["loss"], 1e-4)
|
53 |
|
54 |
def test_multioutput_custom_operator_quiet_custom_complexity(self):
|
55 |
y = self.X[:, [0, 1]] ** 2
|
|
|
64 |
# Test custom operators with constraints:
|
65 |
nested_constraints={"square_op": {"square_op": 3}},
|
66 |
constraints={"square_op": 10},
|
67 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-4 && complexity == 3",
|
68 |
)
|
69 |
model.fit(self.X, y)
|
70 |
+
equations = model.equations_
|
71 |
print(equations)
|
72 |
+
self.assertIn("square_op", model.equations_[0].iloc[-1]["equation"])
|
73 |
self.assertLessEqual(equations[0].iloc[-1]["loss"], 1e-4)
|
74 |
self.assertLessEqual(equations[1].iloc[-1]["loss"], 1e-4)
|
75 |
|
|
|
105 |
procs=0,
|
106 |
temp_equation_file=True,
|
107 |
delete_tempfiles=False,
|
108 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-4 && complexity == 2",
|
109 |
)
|
110 |
model.fit(X.copy(), y, weights=w)
|
111 |
|
|
|
128 |
print("Model equations: ", model.sympy()[1])
|
129 |
print("True equation: x1^2")
|
130 |
|
131 |
+
def test_empty_operators_single_input_warm_start(self):
|
132 |
X = self.rstate.randn(100, 1)
|
133 |
y = X[:, 0] + 3.0
|
134 |
regressor = PySRRegressor(
|
135 |
unary_operators=[],
|
136 |
binary_operators=["plus"],
|
137 |
**self.default_test_kwargs,
|
138 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-4 && complexity == 3",
|
139 |
)
|
140 |
self.assertTrue("None" in regressor.__repr__())
|
141 |
regressor.fit(X, y)
|
142 |
self.assertTrue("None" not in regressor.__repr__())
|
143 |
self.assertTrue(">>>>" in regressor.__repr__())
|
144 |
|
145 |
+
self.assertLessEqual(regressor.equations_.iloc[-1]["loss"], 1e-4)
|
146 |
np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
|
147 |
|
148 |
# Test if repeated fit works:
|
149 |
+
regressor.set_params(niterations=0, warm_start=True, early_stop_condition=None)
|
150 |
+
# This should exit immediately, and use the old equations
|
151 |
regressor.fit(X, y)
|
152 |
|
153 |
+
self.assertLessEqual(regressor.equations_.iloc[-1]["loss"], 1e-4)
|
154 |
np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
|
155 |
|
156 |
# Tweak model selection:
|
|
|
170 |
**self.default_test_kwargs,
|
171 |
procs=0,
|
172 |
denoise=True,
|
173 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 0.05 && complexity == 2",
|
174 |
)
|
175 |
+
# We expect in this case that the "best"
|
176 |
+
# equation should be the right one:
|
177 |
+
model.set_params(model_selection="best")
|
178 |
model.fit(self.X, y)
|
179 |
self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
|
180 |
self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
|
|
|
205 |
unary_operators=[],
|
206 |
binary_operators=["+", "*", "/", "-"],
|
207 |
**self.default_test_kwargs,
|
|
|
208 |
denoise=True,
|
209 |
nested_constraints={"/": {"+": 1, "-": 1}, "+": {"*": 4}},
|
210 |
+
early_stop_condition="stop_if(loss, complexity) = loss < 1e-3 && complexity == 7",
|
211 |
)
|
212 |
+
model.fit(X, y, Xresampled=Xresampled)
|
213 |
self.assertNotIn("unused_feature", model.latex())
|
214 |
self.assertIn("T", model.latex())
|
215 |
self.assertIn("x", model.latex())
|
|
|
234 |
unary_operators=["cos"],
|
235 |
select_k_features=3,
|
236 |
early_stop_condition=1e-4, # Stop once most accurate equation is <1e-4 MSE
|
|
|
237 |
maxsize=12,
|
238 |
**self.default_test_kwargs,
|
239 |
)
|
|
|
240 |
model.set_params(model_selection="accuracy")
|
241 |
+
model.fit(X, y, Xresampled=Xresampled)
|
242 |
self.assertLess(np.average((model.predict(X) - y) ** 2), 1e-4)
|
243 |
+
# Again, but with numpy arrays:
|
244 |
+
model.fit(X.values, y.values, Xresampled=Xresampled.values)
|
245 |
+
self.assertLess(np.average((model.predict(X.values) - y.values) ** 2), 1e-4)
|
246 |
|
247 |
|
248 |
class TestBest(unittest.TestCase):
|
249 |
def setUp(self):
|
250 |
+
self.rstate = np.random.RandomState(0)
|
251 |
+
self.X = self.rstate.randn(10, 2)
|
252 |
+
self.y = np.cos(self.X[:, 0]) ** 2
|
253 |
+
self.model = PySRRegressor(
|
254 |
+
progress=False,
|
255 |
+
niterations=1,
|
256 |
+
extra_sympy_mappings={},
|
257 |
+
output_jax_format=False,
|
258 |
+
model_selection="accuracy",
|
259 |
+
equation_file="equation_file.csv",
|
260 |
+
)
|
261 |
+
self.model.fit(self.X, self.y)
|
262 |
equations = pd.DataFrame(
|
263 |
{
|
264 |
"equation": ["1.0", "cos(x0)", "square(cos(x0))"],
|
|
|
271 |
"equation_file.csv.bkup", sep="|"
|
272 |
)
|
273 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
274 |
self.model.refresh()
|
275 |
+
self.equations_ = self.model.equations_
|
|
|
276 |
|
277 |
def test_best(self):
|
278 |
self.assertEqual(self.model.sympy(), sympy.cos(sympy.Symbol("x0")) ** 2)
|
|
|
287 |
self.assertEqual(self.model.latex(), "\\cos^{2}{\\left(x_{0} \\right)}")
|
288 |
|
289 |
def test_best_lambda(self):
|
290 |
+
X = self.X
|
291 |
+
y = self.y
|
292 |
+
for f in [self.model.predict, self.equations_.iloc[-1]["lambda_format"]]:
|
293 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
|
294 |
|
295 |
|
|
|
329 |
|
330 |
This should give a warning, and sets the correct value.
|
331 |
"""
|
332 |
+
with self.assertWarns(FutureWarning):
|
333 |
model = PySRRegressor(fractionReplaced=0.2)
|
334 |
# This is a deprecated parameter, so we should get a warning.
|
335 |
|
336 |
# The correct value should be set:
|
337 |
+
self.assertEqual(model.fraction_replaced, 0.2)
|
338 |
|
339 |
def test_size_warning(self):
|
340 |
"""Ensure that a warning is given for a large input size."""
|
|
|
357 |
with self.assertRaises(Exception) as context:
|
358 |
model.fit(X, y)
|
359 |
self.assertIn("with 10 features or more", str(context.exception))
|
360 |
+
|
361 |
+
def test_deterministic_warnings(self):
|
362 |
+
"""Ensure that warnings are given for determinism"""
|
363 |
+
model = PySRRegressor(random_state=0)
|
364 |
+
X = np.random.randn(100, 2)
|
365 |
+
y = np.random.randn(100)
|
366 |
+
with warnings.catch_warnings():
|
367 |
+
warnings.simplefilter("error")
|
368 |
+
with self.assertRaises(Exception) as context:
|
369 |
+
model.fit(X, y)
|
370 |
+
self.assertIn("`deterministic`", str(context.exception))
|
371 |
+
|
372 |
+
def test_deterministic_errors(self):
|
373 |
+
"""Setting deterministic without random_state should error"""
|
374 |
+
model = PySRRegressor(deterministic=True)
|
375 |
+
X = np.random.randn(100, 2)
|
376 |
+
y = np.random.randn(100)
|
377 |
+
with self.assertRaises(ValueError):
|
378 |
+
model.fit(X, y)
|
379 |
+
|
380 |
+
def test_scikit_learn_compatibility(self):
|
381 |
+
"""Test PySRRegressor compatibility with scikit-learn."""
|
382 |
+
model = PySRRegressor(
|
383 |
+
max_evals=1000,
|
384 |
+
verbosity=0,
|
385 |
+
progress=False,
|
386 |
+
random_state=0,
|
387 |
+
deterministic=True,
|
388 |
+
procs=0,
|
389 |
+
multithreading=False,
|
390 |
+
warm_start=False,
|
391 |
+
) # Return early.
|
392 |
+
|
393 |
+
check_generator = check_estimator(model, generate_only=True)
|
394 |
+
exception_messages = []
|
395 |
+
for (_, check) in check_generator:
|
396 |
+
try:
|
397 |
+
with warnings.catch_warnings():
|
398 |
+
warnings.simplefilter("ignore")
|
399 |
+
# To ensure an equation file is written for each output in
|
400 |
+
# nout, set stop condition to niterations=1
|
401 |
+
if check.func.__name__ == "check_regressor_multioutput":
|
402 |
+
model.set_params(niterations=1, max_evals=None)
|
403 |
+
else:
|
404 |
+
model.set_params(max_evals=10000)
|
405 |
+
check(model)
|
406 |
+
print("Passed", check.func.__name__)
|
407 |
+
except Exception as e:
|
408 |
+
error_message = str(e)
|
409 |
+
exception_messages.append(f"{check.func.__name__}: {error_message}\n")
|
410 |
+
print("Failed", check.func.__name__, "with:")
|
411 |
+
# Add a leading tab to error message, which
|
412 |
+
# might be multi-line:
|
413 |
+
print("\n".join([(" " * 4) + row for row in error_message.split("\n")]))
|
414 |
+
# If any checks failed don't let the test pass.
|
415 |
+
self.assertEqual([], exception_messages)
|
test/test_jax.py
CHANGED
@@ -4,8 +4,8 @@ from pysr import sympy2jax, PySRRegressor
|
|
4 |
import pandas as pd
|
5 |
from jax import numpy as jnp
|
6 |
from jax import random
|
7 |
-
from jax import grad
|
8 |
import sympy
|
|
|
9 |
|
10 |
|
11 |
class TestJAX(unittest.TestCase):
|
@@ -21,8 +21,16 @@ class TestJAX(unittest.TestCase):
|
|
21 |
f, params = sympy2jax(cosx, [x, y, z])
|
22 |
self.assertTrue(jnp.all(jnp.isclose(f(X, params), true)).item())
|
23 |
|
24 |
-
def
|
25 |
-
X = np.random.randn(100, 10)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26 |
equations = pd.DataFrame(
|
27 |
{
|
28 |
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
@@ -35,16 +43,34 @@ class TestJAX(unittest.TestCase):
|
|
35 |
"equation_file.csv.bkup", sep="|"
|
36 |
)
|
37 |
|
38 |
-
model
|
39 |
-
|
40 |
-
|
41 |
-
|
|
|
|
|
|
|
42 |
)
|
43 |
|
44 |
-
|
45 |
-
|
46 |
-
|
47 |
-
model
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48 |
jformat = model.jax()
|
49 |
|
50 |
np.testing.assert_almost_equal(
|
@@ -52,3 +78,24 @@ class TestJAX(unittest.TestCase):
|
|
52 |
np.square(np.cos(X[:, 1])), # Select feature 1
|
53 |
decimal=4,
|
54 |
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4 |
import pandas as pd
|
5 |
from jax import numpy as jnp
|
6 |
from jax import random
|
|
|
7 |
import sympy
|
8 |
+
from functools import partial
|
9 |
|
10 |
|
11 |
class TestJAX(unittest.TestCase):
|
|
|
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_pandas(self):
|
25 |
+
X = pd.DataFrame(np.random.randn(100, 10))
|
26 |
+
y = np.ones(X.shape[0])
|
27 |
+
model = PySRRegressor(
|
28 |
+
progress=False,
|
29 |
+
max_evals=10000,
|
30 |
+
output_jax_format=True,
|
31 |
+
)
|
32 |
+
model.fit(X, y)
|
33 |
+
|
34 |
equations = pd.DataFrame(
|
35 |
{
|
36 |
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
|
|
43 |
"equation_file.csv.bkup", sep="|"
|
44 |
)
|
45 |
|
46 |
+
model.refresh(checkpoint_file="equation_file.csv")
|
47 |
+
jformat = model.jax()
|
48 |
+
|
49 |
+
np.testing.assert_almost_equal(
|
50 |
+
np.array(jformat["callable"](jnp.array(X), jformat["parameters"])),
|
51 |
+
np.square(np.cos(X.values[:, 1])), # Select feature 1
|
52 |
+
decimal=4,
|
53 |
)
|
54 |
|
55 |
+
def test_pipeline(self):
|
56 |
+
X = np.random.randn(100, 10)
|
57 |
+
y = np.ones(X.shape[0])
|
58 |
+
model = PySRRegressor(progress=False, max_evals=10000, output_jax_format=True)
|
59 |
+
model.fit(X, y)
|
60 |
+
|
61 |
+
equations = pd.DataFrame(
|
62 |
+
{
|
63 |
+
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
64 |
+
"MSE": [1.0, 0.1, 1e-5],
|
65 |
+
"Complexity": [1, 2, 3],
|
66 |
+
}
|
67 |
+
)
|
68 |
+
|
69 |
+
equations["Complexity MSE Equation".split(" ")].to_csv(
|
70 |
+
"equation_file.csv.bkup", sep="|"
|
71 |
+
)
|
72 |
+
|
73 |
+
model.refresh(checkpoint_file="equation_file.csv")
|
74 |
jformat = model.jax()
|
75 |
|
76 |
np.testing.assert_almost_equal(
|
|
|
78 |
np.square(np.cos(X[:, 1])), # Select feature 1
|
79 |
decimal=4,
|
80 |
)
|
81 |
+
|
82 |
+
def test_feature_selection(self):
|
83 |
+
X = pd.DataFrame({f"k{i}": np.random.randn(1000) for i in range(10, 21)})
|
84 |
+
y = X["k15"] ** 2 + np.cos(X["k20"])
|
85 |
+
|
86 |
+
model = PySRRegressor(
|
87 |
+
progress=False,
|
88 |
+
unary_operators=["cos"],
|
89 |
+
select_k_features=3,
|
90 |
+
early_stop_condition=1e-5,
|
91 |
+
)
|
92 |
+
model.fit(X.values, y.values)
|
93 |
+
f, parameters = model.jax().values()
|
94 |
+
|
95 |
+
np_prediction = model.predict
|
96 |
+
jax_prediction = partial(f, parameters=parameters)
|
97 |
+
|
98 |
+
np_output = np_prediction(X.values)
|
99 |
+
jax_output = jax_prediction(X.values)
|
100 |
+
|
101 |
+
np.testing.assert_almost_equal(np_output, jax_output, decimal=4)
|
test/test_torch.py
CHANGED
@@ -2,7 +2,20 @@ import unittest
|
|
2 |
import numpy as np
|
3 |
import pandas as pd
|
4 |
from pysr import sympy2torch, PySRRegressor
|
5 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6 |
import sympy
|
7 |
|
8 |
|
@@ -13,6 +26,7 @@ class TestTorch(unittest.TestCase):
|
|
13 |
def test_sympy2torch(self):
|
14 |
x, y, z = sympy.symbols("x y z")
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cosx = 1.0 * sympy.cos(x) + y
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X = torch.tensor(np.random.randn(1000, 3))
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true = 1.0 * torch.cos(X[:, 0]) + X[:, 1]
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torch_module = sympy2torch(cosx, [x, y, z])
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@@ -20,8 +34,18 @@ class TestTorch(unittest.TestCase):
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np.all(np.isclose(torch_module(X).detach().numpy(), true.detach().numpy()))
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)
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-
def
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-
X = np.random.randn(100, 10)
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equations = pd.DataFrame(
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{
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"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
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@@ -34,23 +58,47 @@ class TestTorch(unittest.TestCase):
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"equation_file.csv.bkup", sep="|"
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)
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model = PySRRegressor(
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model_selection="accuracy",
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-
equation_file="equation_file.csv",
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-
variable_names="x1 x2 x3".split(" "),
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extra_sympy_mappings={},
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output_torch_format=True,
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)
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model.
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-
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-
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-
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tformat = model.pytorch()
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self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")
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np.testing.assert_almost_equal(
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tformat(torch.tensor(X)).detach().numpy(),
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-
np.square(np.cos(X[:, 1])), #
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decimal=4,
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)
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@@ -73,6 +121,14 @@ class TestTorch(unittest.TestCase):
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74 |
def test_custom_operator(self):
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75 |
X = np.random.randn(100, 3)
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equations = pd.DataFrame(
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{
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@@ -86,18 +142,12 @@ class TestTorch(unittest.TestCase):
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"equation_file_custom_operator.csv.bkup", sep="|"
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87 |
)
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89 |
-
model
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-
model_selection="accuracy",
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equation_file="equation_file_custom_operator.csv",
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-
variable_names="x1 x2 x3".split(" "),
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93 |
extra_sympy_mappings={"mycustomoperator": sympy.sin},
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94 |
extra_torch_mappings={"mycustomoperator": torch.sin},
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-
output_torch_format=True,
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)
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model.
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-
model.n_features = 3
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-
model.using_pandas = False
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model.refresh()
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101 |
self.assertEqual(str(model.sympy()), "sin(x1)")
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# Will automatically use the set global state from get_hof.
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@@ -105,6 +155,25 @@ class TestTorch(unittest.TestCase):
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self.assertEqual(str(tformat), "_SingleSymPyModule(expression=sin(x1))")
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106 |
np.testing.assert_almost_equal(
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107 |
tformat(torch.tensor(X)).detach().numpy(),
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np.sin(X[:,
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decimal=4,
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)
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2 |
import numpy as np
|
3 |
import pandas as pd
|
4 |
from pysr import sympy2torch, PySRRegressor
|
5 |
+
|
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+
# Need to initialize Julia before importing torch...
|
7 |
+
import platform
|
8 |
+
|
9 |
+
if platform.system() == "Darwin":
|
10 |
+
# Import PyJulia, then Torch
|
11 |
+
from pysr.julia_helpers import init_julia
|
12 |
+
|
13 |
+
Main = init_julia()
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14 |
+
import torch
|
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+
else:
|
16 |
+
# Import Torch, then PyJulia
|
17 |
+
# https://github.com/pytorch/pytorch/issues/78829
|
18 |
+
import torch
|
19 |
import sympy
|
20 |
|
21 |
|
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|
26 |
def test_sympy2torch(self):
|
27 |
x, y, z = sympy.symbols("x y z")
|
28 |
cosx = 1.0 * sympy.cos(x) + y
|
29 |
+
|
30 |
X = torch.tensor(np.random.randn(1000, 3))
|
31 |
true = 1.0 * torch.cos(X[:, 0]) + X[:, 1]
|
32 |
torch_module = sympy2torch(cosx, [x, y, z])
|
|
|
34 |
np.all(np.isclose(torch_module(X).detach().numpy(), true.detach().numpy()))
|
35 |
)
|
36 |
|
37 |
+
def test_pipeline_pandas(self):
|
38 |
+
X = pd.DataFrame(np.random.randn(100, 10))
|
39 |
+
y = np.ones(X.shape[0])
|
40 |
+
model = PySRRegressor(
|
41 |
+
progress=False,
|
42 |
+
max_evals=10000,
|
43 |
+
model_selection="accuracy",
|
44 |
+
extra_sympy_mappings={},
|
45 |
+
output_torch_format=True,
|
46 |
+
)
|
47 |
+
model.fit(X, y)
|
48 |
+
|
49 |
equations = pd.DataFrame(
|
50 |
{
|
51 |
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
|
|
58 |
"equation_file.csv.bkup", sep="|"
|
59 |
)
|
60 |
|
61 |
+
model.refresh(checkpoint_file="equation_file.csv")
|
62 |
+
tformat = model.pytorch()
|
63 |
+
self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")
|
64 |
+
|
65 |
+
np.testing.assert_almost_equal(
|
66 |
+
tformat(torch.tensor(X.values)).detach().numpy(),
|
67 |
+
np.square(np.cos(X.values[:, 1])), # Selection 1st feature
|
68 |
+
decimal=4,
|
69 |
+
)
|
70 |
+
|
71 |
+
def test_pipeline(self):
|
72 |
+
X = np.random.randn(100, 10)
|
73 |
+
y = np.ones(X.shape[0])
|
74 |
model = PySRRegressor(
|
75 |
+
progress=False,
|
76 |
+
max_evals=10000,
|
77 |
model_selection="accuracy",
|
|
|
|
|
|
|
78 |
output_torch_format=True,
|
79 |
)
|
80 |
+
model.fit(X, y)
|
81 |
+
|
82 |
+
equations = pd.DataFrame(
|
83 |
+
{
|
84 |
+
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
85 |
+
"MSE": [1.0, 0.1, 1e-5],
|
86 |
+
"Complexity": [1, 2, 3],
|
87 |
+
}
|
88 |
+
)
|
89 |
+
|
90 |
+
equations["Complexity MSE Equation".split(" ")].to_csv(
|
91 |
+
"equation_file.csv.bkup", sep="|"
|
92 |
+
)
|
93 |
+
|
94 |
+
model.refresh(checkpoint_file="equation_file.csv")
|
95 |
|
96 |
tformat = model.pytorch()
|
97 |
self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")
|
98 |
+
|
99 |
np.testing.assert_almost_equal(
|
100 |
tformat(torch.tensor(X)).detach().numpy(),
|
101 |
+
np.square(np.cos(X[:, 1])), # 2nd feature
|
102 |
decimal=4,
|
103 |
)
|
104 |
|
|
|
121 |
|
122 |
def test_custom_operator(self):
|
123 |
X = np.random.randn(100, 3)
|
124 |
+
y = np.ones(X.shape[0])
|
125 |
+
model = PySRRegressor(
|
126 |
+
progress=False,
|
127 |
+
max_evals=10000,
|
128 |
+
model_selection="accuracy",
|
129 |
+
output_torch_format=True,
|
130 |
+
)
|
131 |
+
model.fit(X, y)
|
132 |
|
133 |
equations = pd.DataFrame(
|
134 |
{
|
|
|
142 |
"equation_file_custom_operator.csv.bkup", sep="|"
|
143 |
)
|
144 |
|
145 |
+
model.set_params(
|
|
|
146 |
equation_file="equation_file_custom_operator.csv",
|
|
|
147 |
extra_sympy_mappings={"mycustomoperator": sympy.sin},
|
148 |
extra_torch_mappings={"mycustomoperator": torch.sin},
|
|
|
149 |
)
|
150 |
+
model.refresh(checkpoint_file="equation_file_custom_operator.csv")
|
|
|
|
|
|
|
151 |
self.assertEqual(str(model.sympy()), "sin(x1)")
|
152 |
# Will automatically use the set global state from get_hof.
|
153 |
|
|
|
155 |
self.assertEqual(str(tformat), "_SingleSymPyModule(expression=sin(x1))")
|
156 |
np.testing.assert_almost_equal(
|
157 |
tformat(torch.tensor(X)).detach().numpy(),
|
158 |
+
np.sin(X[:, 1]),
|
159 |
decimal=4,
|
160 |
)
|
161 |
+
|
162 |
+
def test_feature_selection(self):
|
163 |
+
X = pd.DataFrame({f"k{i}": np.random.randn(1000) for i in range(10, 21)})
|
164 |
+
y = X["k15"] ** 2 + np.cos(X["k20"])
|
165 |
+
|
166 |
+
model = PySRRegressor(
|
167 |
+
progress=False,
|
168 |
+
unary_operators=["cos"],
|
169 |
+
select_k_features=3,
|
170 |
+
early_stop_condition=1e-5,
|
171 |
+
)
|
172 |
+
model.fit(X.values, y.values)
|
173 |
+
torch_module = model.pytorch()
|
174 |
+
|
175 |
+
np_output = model.predict(X.values)
|
176 |
+
|
177 |
+
torch_output = torch_module(torch.tensor(X.values)).detach().numpy()
|
178 |
+
|
179 |
+
np.testing.assert_almost_equal(np_output, torch_output, decimal=4)
|