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MilesCranmer
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Merge pull request #88 from MilesCranmer/sklearn
Browse files- .gitignore +2 -1
- Dockerfile +1 -2
- README.md +69 -45
- TODO.md +3 -0
- docs/examples.md +11 -11
- docs/operators.md +2 -4
- docs/options.md +69 -48
- docs/start.md +83 -32
- example.py +13 -14
- pydoc-markdown.yml +15 -1
- pysr/__init__.py +1 -1
- pysr/sr.py +990 -763
- setup.py +6 -3
- test/test.py +63 -60
- test/test_jax.py +10 -8
- test/test_torch.py +19 -10
.gitignore
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@@ -1,6 +1,7 @@
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.dataset*.jl
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.hyperparams*.jl
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*.csv
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*.bkup
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performance*txt
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*.out
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pysr/.vs/
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pysr.egg-info
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Manifest.toml
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-
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.dataset*.jl
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.hyperparams*.jl
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*.csv
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*.csv.out*
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*.bkup
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performance*txt
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*.out
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pysr/.vs/
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pysr.egg-info
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Manifest.toml
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docs/
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Dockerfile
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@@ -13,7 +13,7 @@ RUN apt-get update && apt-get upgrade -y && apt-get install -y \
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make build-essential libssl-dev zlib1g-dev \
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libbz2-dev libreadline-dev libsqlite3-dev wget curl llvm \
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libncursesw5-dev xz-utils tk-dev libxml2-dev libxmlsec1-dev libffi-dev liblzma-dev \
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vim git \
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&& apt-get clean \
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&& rm -rf /var/lib/apt/lists/*
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# Install PySR:
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# We do a minimal copy so it doesn't need to rerun at every file change:
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ADD ./setup.py /pysr/setup.py
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ADD ./README.md /pysr/README.md
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ADD ./pysr/ /pysr/pysr/
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RUN pip3 install .
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make build-essential libssl-dev zlib1g-dev \
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libbz2-dev libreadline-dev libsqlite3-dev wget curl llvm \
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libncursesw5-dev xz-utils tk-dev libxml2-dev libxmlsec1-dev libffi-dev liblzma-dev \
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vim git tmux \
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&& apt-get clean \
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&& rm -rf /var/lib/apt/lists/*
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# Install PySR:
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# We do a minimal copy so it doesn't need to rerun at every file change:
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ADD ./setup.py /pysr/setup.py
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ADD ./pysr/ /pysr/pysr/
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RUN pip3 install .
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README.md
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@@ -74,71 +74,95 @@ Most common issues at this stage are solved
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by [tweaking the Julia package server](https://github.com/MilesCranmer/PySR/issues/27).
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to use up-to-date packages.
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## Docker
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You can also test out PySR in Docker, without
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installing it locally, by running the following command in
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the root directory of this repo:
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```bash
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docker build --pull --rm -f "Dockerfile" -t pysr "."
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```
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This builds an image called `pysr`. You can then run this with:
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```bash
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docker run -it --rm -v "$PWD:/data" pysr ipython
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```
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which will link the current directory to the container's `/data` directory
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and then launch ipython.
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# Quickstart
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```python
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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 -
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niterations=5,
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binary_operators=["+", "*"],
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unary_operators=[
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"cos",
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"exp",
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"sin",
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"inv(x) = 1/x", #
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],
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)
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...# (you can use ctl-c to exit early)
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print(best(equations))
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```
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```python
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-
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```
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and cache functions from the symbolic regression backend.
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```python
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```
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This
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by [tweaking the Julia package server](https://github.com/MilesCranmer/PySR/issues/27).
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to use up-to-date packages.
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# Quickstart
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Let's create a PySR example. First, let's import
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numpy to generate some test data:
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```python
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import numpy as np
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X = 2 * np.random.randn(100, 5)
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y = 2.5382 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 0.5
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```
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We have created a dataset with 100 datapoints, with 5 features each.
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The relation we wish to model is $2.5382 \cos(x_3) + x_0^2 - 0.5$.
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Now, let's create a PySR model and train it.
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PySR's main interface is in the style of scikit-learn:
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```python
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from pysr import PySRRegressor
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model = PySRRegressor(
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niterations=5,
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populations=8,
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binary_operators=["+", "*"],
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unary_operators=[
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"cos",
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"exp",
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"sin",
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"inv(x) = 1/x", # Custom operator (julia syntax)
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],
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model_selection="best",
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loss="loss(x, y) = (x - y)^2", # Custom loss function (julia syntax)
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)
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```
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This will set up the model for 5 iterations of the search code, which contains hundreds of thousands of mutations and equation evaluations.
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Let's train this model on our dataset:
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```python
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model.fit(X, y)
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```
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Internally, this launches a Julia process which will do a multithreaded search for equations to fit the dataset.
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Equations will be printed during training, and once you are satisfied, you may
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quit early by hitting 'q' and then \<enter\>.
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After the model has been fit, you can run `model.predict(X)`
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to see the predictions on a given dataset.
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You may run:
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```python
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print(model)
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```
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to print the learned equations:
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```python
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PySRRegressor.equations = [
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pick score Equation MSE Complexity
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0 0.000000 3.5082064 2.710828e+01 1
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1 0.964260 (x0 * x0) 3.940544e+00 3
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2 0.030096 (-0.47978288 + (x0 * x0)) 3.710349e+00 5
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3 0.840770 ((x0 * x0) + cos(x3)) 1.600564e+00 6
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4 0.928380 ((x0 * x0) + (2.5313091 * cos(x3))) 2.499724e-01 8
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5 >>>> 13.956461 ((-0.49999997 + (x0 * x0)) + (2.5382001 * cos(... 1.885665e-13 10
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]
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```
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This arrow in the `pick` column indicates which equation is currently selected by your
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`model_selection` strategy for prediction.
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(You may change `model_selection` after `.fit(X, y)` as well.)
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`model.equations` is a pandas DataFrame containing all equations, including callable format
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(`lambda_format`),
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SymPy format (`sympy_format`), and even JAX and PyTorch format
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(both of which are differentiable).
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There are several other useful features such as denoising (e.g., `denoising=True`),
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feature selection (e.g., `select_k_features=3`).
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For a summary of features and options, see [this docs page](https://pysr.readthedocs.io/en/latest/docs/options/).
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You can see the full API at [this page](https://pysr.readthedocs.io/en/latest/docs/api-documentation/).
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# Docker
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You can also test out PySR in Docker, without
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installing it locally, by running the following command in
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the root directory of this repo:
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```bash
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docker build --pull --rm -f "Dockerfile" -t pysr "."
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```
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This builds an image called `pysr`. If you have issues building (for example, on Apple Silicon),
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you can emulate an architecture that works by including: `--platform linux/amd64`.
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You can then run this with:
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```bash
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docker run -it --rm -v "$PWD:/data" pysr ipython
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```
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which will link the current directory to the container's `/data` directory
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and then launch ipython.
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TODO.md
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- [ ] Automatically convert log, log10, log2, pow to the correct operators.
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- [ ] I think the simplification isn't working correctly (post-merging SymbolicUtils.)
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## Feature ideas
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- [ ] Automatically convert log, log10, log2, pow to the correct operators.
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- [ ] I think the simplification isn't working correctly (post-merging SymbolicUtils.)
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- [ ] Show demo of PySRRegressor. Fit equations, then show how to view equations.
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- [ ] Add "selected" column string to regular equations dict.
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- [ ] List "Loss" instead of "MSE"
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## Feature ideas
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docs/examples.md
CHANGED
@@ -23,8 +23,9 @@ find the expression `2 cos(x3) + x0^2 - 2`.
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```python
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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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-
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-
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```
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## 2. Custom operator
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```python
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X = 2 * np.random.randn(100, 5)
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y = 1 / X[:, 0]
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-
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X,
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y,
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binary_operators=["plus", "mult"],
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unary_operators=["inv(x) = 1/x"],
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**kwargs
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)
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-
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```
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## 3. Multiple outputs
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```python
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X = 2 * np.random.randn(100, 5)
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y = 1 / X[:, [0, 1, 2]]
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-
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X,
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y,
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binary_operators=["plus", "mult"],
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unary_operators=["inv(x) = 1/x"],
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**kwargs
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)
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```
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## 4. Plotting an expression
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Here, let's use the same equations, but get a format we can actually
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use and test. We can add this option after a search via the `
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function:
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```python
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-
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```
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If you look at the lists of expressions before and after, you will
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see that the sympy format now has replaced `inv` with `1/`.
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```python
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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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model = PySRRegressor(binary_operators=["+", "-", "*", "/"], **kwargs)
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model.fit(X, y)
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print(model)
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```
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## 2. Custom operator
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```python
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X = 2 * np.random.randn(100, 5)
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y = 1 / X[:, 0]
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model = PySRRegressor(
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binary_operators=["plus", "mult"],
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unary_operators=["inv(x) = 1/x"],
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**kwargs
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)
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model.fit(X, y)
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print(model)
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```
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## 3. Multiple outputs
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```python
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X = 2 * np.random.randn(100, 5)
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y = 1 / X[:, [0, 1, 2]]
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model = PySRRegressor(
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binary_operators=["plus", "mult"],
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unary_operators=["inv(x) = 1/x"],
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**kwargs
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)
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model.fit(X, y)
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```
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## 4. Plotting an expression
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Here, let's use the same equations, but get a format we can actually
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use and test. We can add this option after a search via the `set_params`
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function:
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```python
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model.set_params(extra_sympy_mappings={"inv": lambda x: 1/x})
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model.sympy()
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```
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If you look at the lists of expressions before and after, you will
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see that the sympy format now has replaced `inv` with `1/`.
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docs/operators.md
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you can define with by passing it to the `pysr` function, with, e.g.,
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```python
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-
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...,
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unary_operators=["myfunction(x) = x^2"],
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binary_operators=["myotherfunction(x, y) = x^2*y"]
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```
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-
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and pass the function name as a string. This is suitable
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for more complex functions. Make sure that it works with
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`Float32` as a datatype. That means you need to write `1.5f3`
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instead of `1.5e3`, if you write any constant numbers.
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you can define with by passing it to the `pysr` function, with, e.g.,
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```python
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+
PySRRegressor(
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...,
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unary_operators=["myfunction(x) = x^2"],
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binary_operators=["myotherfunction(x, y) = x^2*y"]
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```
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+
Make sure that it works with
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`Float32` as a datatype. That means you need to write `1.5f3`
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instead of `1.5e3`, if you write any constant numbers.
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docs/options.md
CHANGED
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# Features and Options
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You likely don't need to tune the hyperparameters yourself,
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but if you would like, you can use `hyperparamopt.py` as an example.
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-
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Some configurable features and options in `PySR` which you
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may find useful include:
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- `binary_operators`, `unary_operators`
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- `niterations`
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- `ncyclesperiteration`
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These are described below
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The program will output a pandas DataFrame containing the equations
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at the end of every iteration,
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which is `hall_of_fame_{date_time}.csv` by default.
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equations to stdout.
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## Operators
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A list of operators can be found on the operators page.
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One can define custom operators in Julia by passing a string:
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```python
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-
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binary_operators=["mult", "plus", "special(x, y) = x^2 + y"],
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extra_sympy_mappings={'special': lambda x, y: x**2 + y},
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unary_operators=["cos"])
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when constructing a useable function. This step is optional, but
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is necessary for the `lambda_format` to work.
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One can also edit `operators.jl`.
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-
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## Iterations
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This is the total number of generations that `pysr` will run for.
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One can adjust the number of workers used by Julia with the
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`procs` option. You should set this equal to the number of cores
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you want `pysr` to use.
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populations simultaneously by default.
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84 |
## Populations
|
85 |
|
86 |
-
By default, `populations=
|
87 |
-
number of populations with this option.
|
|
|
88 |
the diversity of equations discovered, though will take longer to train.
|
89 |
-
However, it
|
90 |
as there are multiple populations running
|
91 |
on each core.
|
92 |
|
@@ -100,7 +109,8 @@ instead of the usual 4, which creates more populations
|
|
100 |
sigma = ...
|
101 |
weights = 1/sigma**2
|
102 |
|
103 |
-
|
|
|
104 |
```
|
105 |
|
106 |
## Max size
|
@@ -147,55 +157,63 @@ expressions of complexity 5 (e.g., 5.0 + x2 exp(x3)).
|
|
147 |
|
148 |
## LaTeX, SymPy
|
149 |
|
150 |
-
|
151 |
-
|
152 |
-
|
|
|
|
|
|
|
153 |
|
154 |
There are also some helper functions for doing this quickly.
|
155 |
-
|
156 |
-
|
157 |
-
|
158 |
-
|
159 |
-
for the best equation, using the `score` column to sort equations.
|
160 |
-
`best_latex()` returns the LaTeX form of this, and `best_callable()`
|
161 |
-
returns a callable function.
|
162 |
|
163 |
|
164 |
## Callable exports: numpy, pytorch, jax
|
165 |
|
166 |
By default, the dataframe of equations will contain columns
|
167 |
-
with the identifier `lambda_format`.
|
168 |
-
which correspond to the equation, but executed
|
169 |
-
with numpy functions.
|
170 |
-
|
|
|
171 |
you to numerically evaluate the equations over different output.
|
172 |
|
|
|
|
|
|
|
|
|
|
|
173 |
|
174 |
One can do the same thing for PyTorch, which uses code
|
175 |
from [sympytorch](https://github.com/patrick-kidger/sympytorch),
|
176 |
and for JAX, which uses code from
|
177 |
[sympy2jax](https://github.com/MilesCranmer/sympy2jax).
|
178 |
|
179 |
-
|
180 |
-
|
181 |
-
is a PyTorch module which runs the equation, using PyTorch functions,
|
182 |
over `X` (as a PyTorch tensor). This is differentiable, and the
|
183 |
parameters of this PyTorch module correspond to the learned parameters
|
184 |
in the equation, and are trainable.
|
|
|
|
|
|
|
|
|
|
|
185 |
|
186 |
-
For
|
187 |
-
will
|
188 |
-
is a dictionary containing a `'callable'` (a JAX function),
|
189 |
and `'parameters'` (a list of parameters in the equation).
|
190 |
-
|
|
|
|
|
|
|
|
|
191 |
Since the parameter list is a jax array, this therefore lets you also
|
192 |
train the parameters within JAX (and is differentiable).
|
193 |
|
194 |
-
If you forget to turn these on when calling the function initially,
|
195 |
-
you can re-run `get_hof(output_jax_format=True)`, and it will re-use
|
196 |
-
the equations and other state properties, assuming you haven't
|
197 |
-
re-run `pysr` in the meantime!
|
198 |
-
|
199 |
## `loss`
|
200 |
|
201 |
The default loss is mean-square error, and weighted mean-square error.
|
@@ -209,26 +227,29 @@ Here are some additional examples:
|
|
209 |
|
210 |
abs(x-y) loss
|
211 |
```python
|
212 |
-
|
213 |
```
|
214 |
Note that the function name doesn't matter:
|
215 |
```python
|
216 |
-
|
217 |
```
|
218 |
With weights:
|
219 |
```python
|
220 |
-
|
|
|
221 |
```
|
222 |
Weights can be used in arbitrary ways:
|
223 |
```python
|
224 |
-
|
|
|
225 |
```
|
226 |
Built-in loss (faster) (see [losses](https://astroautomata.com/SymbolicRegression.jl/dev/losses/)).
|
227 |
This one computes the L3 norm:
|
228 |
```python
|
229 |
-
|
230 |
```
|
231 |
Can also uses these losses for weighted (weighted-average):
|
232 |
```python
|
233 |
-
|
|
|
234 |
```
|
|
|
1 |
# Features and Options
|
2 |
|
|
|
|
|
|
|
3 |
Some configurable features and options in `PySR` which you
|
4 |
may find useful include:
|
5 |
+
- `model_selection`
|
6 |
- `binary_operators`, `unary_operators`
|
7 |
- `niterations`
|
8 |
- `ncyclesperiteration`
|
|
|
19 |
|
20 |
These are described below
|
21 |
|
22 |
+
The program will output a pandas DataFrame containing the equations
|
23 |
+
to `PySRRegressor.equations` containing the loss value
|
24 |
+
and complexity.
|
25 |
+
|
26 |
+
It will also dump to a csv
|
27 |
at the end of every iteration,
|
28 |
+
which is `hall_of_fame_{date_time}.csv` by default.
|
29 |
+
It also prints the equations to stdout.
|
30 |
+
|
31 |
+
## Model selection
|
32 |
+
|
33 |
+
By default, `PySRRegressor` uses `model_selection='best'`
|
34 |
+
which selects an equation from `PySRRegressor.equations` using
|
35 |
+
a combination of accuracy and complexity.
|
36 |
+
You can also select `model_selection='accuracy'`.
|
37 |
+
|
38 |
+
By printing a model (i.e., `print(model)`), you can see
|
39 |
+
the equation selection with the arrow shown in the `pick` column.
|
40 |
|
41 |
## Operators
|
42 |
|
43 |
A list of operators can be found on the operators page.
|
44 |
One can define custom operators in Julia by passing a string:
|
45 |
```python
|
46 |
+
PySRRegressor(niterations=100,
|
47 |
binary_operators=["mult", "plus", "special(x, y) = x^2 + y"],
|
48 |
extra_sympy_mappings={'special': lambda x, y: x**2 + y},
|
49 |
unary_operators=["cos"])
|
|
|
62 |
when constructing a useable function. This step is optional, but
|
63 |
is necessary for the `lambda_format` to work.
|
64 |
|
|
|
|
|
65 |
## Iterations
|
66 |
|
67 |
This is the total number of generations that `pysr` will run for.
|
|
|
87 |
|
88 |
One can adjust the number of workers used by Julia with the
|
89 |
`procs` option. You should set this equal to the number of cores
|
90 |
+
you want `pysr` to use.
|
|
|
91 |
|
92 |
## Populations
|
93 |
|
94 |
+
By default, `populations=20`, but you can set a different
|
95 |
+
number of populations with this option.
|
96 |
+
More populations may increase
|
97 |
the diversity of equations discovered, though will take longer to train.
|
98 |
+
However, it is usually more efficient to have `populations>procs`,
|
99 |
as there are multiple populations running
|
100 |
on each core.
|
101 |
|
|
|
109 |
sigma = ...
|
110 |
weights = 1/sigma**2
|
111 |
|
112 |
+
model = PySRRegressor(procs=10)
|
113 |
+
model.fit(X, y, weights=weights)
|
114 |
```
|
115 |
|
116 |
## Max size
|
|
|
157 |
|
158 |
## LaTeX, SymPy
|
159 |
|
160 |
+
After running `model.fit(...)`, you can look at
|
161 |
+
`model.equations` which is a pandas dataframe.
|
162 |
+
The `sympy_format` column gives sympy equations,
|
163 |
+
and the `lambda_format` gives callable functions.
|
164 |
+
You can optionally pass a pandas dataframe to the callable function,
|
165 |
+
if you called `.fit` on a pandas dataframe as well.
|
166 |
|
167 |
There are also some helper functions for doing this quickly.
|
168 |
+
- `model.latex()` will generate a TeX formatted output of your equation.
|
169 |
+
- `model.sympy()` will return the SymPy representation.
|
170 |
+
- `model.jax()` will return a callable JAX function combined with parameters (see below)
|
171 |
+
- `model.pytorch()` will return a PyTorch model (see below).
|
|
|
|
|
|
|
172 |
|
173 |
|
174 |
## Callable exports: numpy, pytorch, jax
|
175 |
|
176 |
By default, the dataframe of equations will contain columns
|
177 |
+
with the identifier `lambda_format`.
|
178 |
+
These are simple functions which correspond to the equation, but executed
|
179 |
+
with numpy functions.
|
180 |
+
You can pass your `X` matrix to these functions
|
181 |
+
just as you did to the `model.fit` call. Thus, this allows
|
182 |
you to numerically evaluate the equations over different output.
|
183 |
|
184 |
+
Calling `model.predict` will execute the `lambda_format` of
|
185 |
+
the best equation, and return the result. If you selected
|
186 |
+
`model_selection="best"`, this will use an equation that combines
|
187 |
+
accuracy with simplicity. For `model_selection="accuracy"`, this will just
|
188 |
+
look at accuracy.
|
189 |
|
190 |
One can do the same thing for PyTorch, which uses code
|
191 |
from [sympytorch](https://github.com/patrick-kidger/sympytorch),
|
192 |
and for JAX, which uses code from
|
193 |
[sympy2jax](https://github.com/MilesCranmer/sympy2jax).
|
194 |
|
195 |
+
Calling `model.pytorch()` will return
|
196 |
+
a PyTorch module which runs the equation, using PyTorch functions,
|
|
|
197 |
over `X` (as a PyTorch tensor). This is differentiable, and the
|
198 |
parameters of this PyTorch module correspond to the learned parameters
|
199 |
in the equation, and are trainable.
|
200 |
+
```python
|
201 |
+
torch_model = model.pytorch()
|
202 |
+
torch_model(X)
|
203 |
+
```
|
204 |
+
**Warning: If you are using custom operators, you must define `extra_torch_mappings` or `extra_jax_mappings` (both are `dict` of callables) to provide an equivalent definition of the functions.** (At any time you can set these parameters or any others with `model.set_params`.)
|
205 |
|
206 |
+
For JAX, you can equivalently call `model.jax()`
|
207 |
+
This will return a dictionary containing a `'callable'` (a JAX function),
|
|
|
208 |
and `'parameters'` (a list of parameters in the equation).
|
209 |
+
You can execute this function with:
|
210 |
+
```python
|
211 |
+
jax_model = model.jax()
|
212 |
+
jax_model['callable'](X, jax_model['parameters'])
|
213 |
+
```
|
214 |
Since the parameter list is a jax array, this therefore lets you also
|
215 |
train the parameters within JAX (and is differentiable).
|
216 |
|
|
|
|
|
|
|
|
|
|
|
217 |
## `loss`
|
218 |
|
219 |
The default loss is mean-square error, and weighted mean-square error.
|
|
|
227 |
|
228 |
abs(x-y) loss
|
229 |
```python
|
230 |
+
PySRRegressor(..., loss="f(x, y) = abs(x - y)^1.5")
|
231 |
```
|
232 |
Note that the function name doesn't matter:
|
233 |
```python
|
234 |
+
PySRRegressor(..., loss="loss(x, y) = abs(x * y)")
|
235 |
```
|
236 |
With weights:
|
237 |
```python
|
238 |
+
model = PySRRegressor(..., loss="myloss(x, y, w) = w * abs(x - y)")
|
239 |
+
model.fit(..., weights=weights)
|
240 |
```
|
241 |
Weights can be used in arbitrary ways:
|
242 |
```python
|
243 |
+
model = PySRRegressor(..., weights=weights, loss="myloss(x, y, w) = abs(x - y)^2/w^2")
|
244 |
+
model.fit(..., weights=weights)
|
245 |
```
|
246 |
Built-in loss (faster) (see [losses](https://astroautomata.com/SymbolicRegression.jl/dev/losses/)).
|
247 |
This one computes the L3 norm:
|
248 |
```python
|
249 |
+
PySRRegressor(..., loss="LPDistLoss{3}()")
|
250 |
```
|
251 |
Can also uses these losses for weighted (weighted-average):
|
252 |
```python
|
253 |
+
model = PySRRegressor(..., weights=weights, loss="LPDistLoss{3}()")
|
254 |
+
model.fit(..., weights=weights)
|
255 |
```
|
docs/start.md
CHANGED
@@ -1,6 +1,4 @@
|
|
1 |
-
#
|
2 |
-
|
3 |
-
## Installation
|
4 |
PySR uses both Julia and Python, so you need to have both installed.
|
5 |
|
6 |
Install Julia - see [downloads](https://julialang.org/downloads/), and
|
@@ -16,47 +14,100 @@ python3 -c 'import pysr; pysr.install()'
|
|
16 |
The second line will install and update the required Julia packages, including
|
17 |
`PyCall.jl`.
|
18 |
|
19 |
-
## Quickstart
|
20 |
|
21 |
-
|
22 |
-
|
23 |
-
|
24 |
|
25 |
-
#
|
26 |
-
X = 2*np.random.randn(100, 5)
|
27 |
-
y = 2*np.cos(X[:, 3]) + X[:, 0]**2 - 2
|
28 |
|
29 |
-
|
30 |
-
|
31 |
-
|
32 |
-
|
33 |
-
|
34 |
-
...# (you can use ctl-c to exit early)
|
35 |
|
36 |
-
|
|
|
37 |
```
|
|
|
|
|
38 |
|
39 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40 |
|
|
|
41 |
```python
|
42 |
-
|
43 |
```
|
|
|
|
|
|
|
|
|
44 |
|
45 |
-
|
46 |
-
|
47 |
-
and cache functions from the symbolic regression backend.
|
48 |
|
49 |
-
|
50 |
-
or `best_callable` to get a function you can call.
|
51 |
-
This uses a score which balances complexity and error;
|
52 |
-
however, one can see the full list of equations with:
|
53 |
```python
|
54 |
-
print(
|
55 |
```
|
56 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
57 |
|
58 |
-
|
59 |
-
- `score` - a metric akin to Occam's razor; you should use this to help select the "true" equation.
|
60 |
-
- `sympy_format` - sympy equation.
|
61 |
-
- `lambda_format` - a lambda function for that equation, that you can pass values through.
|
62 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# Installation
|
|
|
|
|
2 |
PySR uses both Julia and Python, so you need to have both installed.
|
3 |
|
4 |
Install Julia - see [downloads](https://julialang.org/downloads/), and
|
|
|
14 |
The second line will install and update the required Julia packages, including
|
15 |
`PyCall.jl`.
|
16 |
|
|
|
17 |
|
18 |
+
Most common issues at this stage are solved
|
19 |
+
by [tweaking the Julia package server](https://github.com/MilesCranmer/PySR/issues/27).
|
20 |
+
to use up-to-date packages.
|
21 |
|
22 |
+
# Quickstart
|
|
|
|
|
23 |
|
24 |
+
Let's create a PySR example. First, let's import
|
25 |
+
numpy to generate some test data:
|
26 |
+
```python
|
27 |
+
import numpy as np
|
|
|
|
|
28 |
|
29 |
+
X = 2 * np.random.randn(100, 5)
|
30 |
+
y = 2.5382 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 0.5
|
31 |
```
|
32 |
+
We have created a dataset with 100 datapoints, with 5 features each.
|
33 |
+
The relation we wish to model is $2.5382 \cos(x_3) + x_0^2 - 0.5$.
|
34 |
|
35 |
+
Now, let's create a PySR model and train it.
|
36 |
+
PySR's main interface is in the style of scikit-learn:
|
37 |
+
```python
|
38 |
+
from pysr import PySRRegressor
|
39 |
+
model = PySRRegressor(
|
40 |
+
niterations=5,
|
41 |
+
populations=8,
|
42 |
+
binary_operators=["+", "*"],
|
43 |
+
unary_operators=[
|
44 |
+
"cos",
|
45 |
+
"exp",
|
46 |
+
"sin",
|
47 |
+
"inv(x)=1/x", # Custom operator (julia syntax)
|
48 |
+
],
|
49 |
+
model_selection="best",
|
50 |
+
loss="loss(x, y) = (x - y)^2", # Custom loss function (julia syntax)
|
51 |
+
)
|
52 |
+
```
|
53 |
+
This will set up the model for 5 iterations of the search code, which contains hundreds of thousands of mutations and equation evaluations.
|
54 |
|
55 |
+
Let's train this model on our dataset:
|
56 |
```python
|
57 |
+
model.fit(X, y)
|
58 |
```
|
59 |
+
Internally, this launches a Julia process which will do a multithreaded search for equations to fit the dataset.
|
60 |
+
|
61 |
+
Equations will be printed during training, and once you are satisfied, you may
|
62 |
+
quit early by hitting 'q' and then \<enter\>.
|
63 |
|
64 |
+
After the model has been fit, you can run `model.predict(X)`
|
65 |
+
to see the predictions on a given dataset.
|
|
|
66 |
|
67 |
+
You may run:
|
|
|
|
|
|
|
68 |
```python
|
69 |
+
print(model)
|
70 |
```
|
71 |
+
to print the learned equations:
|
72 |
+
```python
|
73 |
+
PySRRegressor.equations = [
|
74 |
+
pick score equation loss complexity
|
75 |
+
0 0.000000 3.0282464 2.816982e+01 1
|
76 |
+
1 1.008026 (x0 * x0) 3.751666e+00 3
|
77 |
+
2 0.015337 (-0.33649465 + (x0 * x0)) 3.638336e+00 5
|
78 |
+
3 0.888050 ((x0 * x0) + cos(x3)) 1.497019e+00 6
|
79 |
+
4 0.898539 ((x0 * x0) + (2.4816332 * cos(x3))) 2.481797e-01 8
|
80 |
+
5 >>>> 10.604434 ((-0.49998775 + (x0 * x0)) + (2.5382009 * cos(... 1.527115e-10 10
|
81 |
+
]
|
82 |
+
```
|
83 |
+
This arrow in the `pick` column indicates which equation is currently selected by your
|
84 |
+
`model_selection` strategy for prediction.
|
85 |
+
(You may change `model_selection` after `.fit(X, y)` as well.)
|
86 |
+
|
87 |
+
`model.equations` is a pandas DataFrame containing all equations, including callable format
|
88 |
+
(`lambda_format`),
|
89 |
+
SymPy format (`sympy_format`), and even JAX and PyTorch format
|
90 |
+
(both of which are differentiable).
|
91 |
+
|
92 |
+
There are several other useful features such as denoising (e.g., `denoising=True`),
|
93 |
+
feature selection (e.g., `select_k_features=3`), and many others.
|
94 |
+
For a summary of features and options, see [this docs page](https://pysr.readthedocs.io/en/latest/docs/options/).
|
95 |
+
You can see the full API at [this page](https://pysr.readthedocs.io/en/latest/docs/api-documentation/).
|
96 |
+
|
97 |
|
98 |
+
# Docker
|
|
|
|
|
|
|
99 |
|
100 |
+
You can also test out PySR in Docker, without
|
101 |
+
installing it locally, by running the following command in
|
102 |
+
the root directory of this repo:
|
103 |
+
```bash
|
104 |
+
docker build --pull --rm -f "Dockerfile" -t pysr "."
|
105 |
+
```
|
106 |
+
This builds an image called `pysr`. If you have issues building (for example, on Apple Silicon),
|
107 |
+
you can emulate an architecture that works by including: `--platform linux/amd64`.
|
108 |
+
You can then run this with:
|
109 |
+
```bash
|
110 |
+
docker run -it --rm -v "$PWD:/data" pysr ipython
|
111 |
+
```
|
112 |
+
which will link the current directory to the container's `/data` directory
|
113 |
+
and then launch ipython.
|
example.py
CHANGED
@@ -1,25 +1,24 @@
|
|
1 |
import numpy as np
|
2 |
-
from pysr import pysr, best
|
3 |
|
4 |
-
# Dataset
|
5 |
X = 2 * np.random.randn(100, 5)
|
6 |
-
y = 2 * np.cos(X[:, 3]) + X[:, 0] ** 2 -
|
7 |
|
8 |
-
|
9 |
-
|
10 |
-
|
11 |
-
y,
|
12 |
niterations=5,
|
13 |
-
|
|
|
14 |
unary_operators=[
|
15 |
"cos",
|
16 |
"exp",
|
17 |
-
"sin",
|
18 |
-
"inv(x) = 1/x",
|
19 |
],
|
20 |
-
|
21 |
-
) #
|
|
|
22 |
|
23 |
-
|
24 |
|
25 |
-
print(
|
|
|
1 |
import numpy as np
|
|
|
2 |
|
|
|
3 |
X = 2 * np.random.randn(100, 5)
|
4 |
+
y = 2.5382 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 0.5
|
5 |
|
6 |
+
from pysr import PySRRegressor
|
7 |
+
|
8 |
+
model = PySRRegressor(
|
|
|
9 |
niterations=5,
|
10 |
+
populations=8,
|
11 |
+
binary_operators=["+", "*"],
|
12 |
unary_operators=[
|
13 |
"cos",
|
14 |
"exp",
|
15 |
+
"sin",
|
16 |
+
"inv(x) = 1/x", # Custom operator (julia syntax)
|
17 |
],
|
18 |
+
model_selection="best",
|
19 |
+
loss="loss(x, y) = (x - y)^2", # Custom loss function (julia syntax)
|
20 |
+
)
|
21 |
|
22 |
+
model.fit(X, y)
|
23 |
|
24 |
+
print(model)
|
pydoc-markdown.yml
CHANGED
@@ -54,5 +54,19 @@ renderer:
|
|
54 |
preamble: {weight: 4}
|
55 |
- title: API Documentation
|
56 |
contents:
|
57 |
-
- pysr.sr
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
58 |
preamble: {weight: 5}
|
|
|
54 |
preamble: {weight: 4}
|
55 |
- title: API Documentation
|
56 |
contents:
|
57 |
+
- pysr.sr.PySRRegressor.__init__
|
58 |
+
- pysr.sr.PySRRegressor.fit
|
59 |
+
- pysr.sr.PySRRegressor.predict
|
60 |
+
- pysr.sr.PySRRegressor.__repr__
|
61 |
+
- pysr.sr.PySRRegressor.set_params
|
62 |
+
- pysr.sr.PySRRegressor.get_params
|
63 |
+
- pysr.sr.PySRRegressor.get_best
|
64 |
+
- pysr.sr.PySRRegressor.sympy
|
65 |
+
- pysr.sr.PySRRegressor.latex
|
66 |
+
- pysr.sr.PySRRegressor.jax
|
67 |
+
- pysr.sr.PySRRegressor.pytorch
|
68 |
+
- pysr.sr.PySRRegressor.refresh
|
69 |
+
- pysr.sr.__repr__
|
70 |
+
- pysr.sr.install
|
71 |
+
- pysr.sr.silence_julia_warning
|
72 |
preamble: {weight: 5}
|
pysr/__init__.py
CHANGED
@@ -1,6 +1,6 @@
|
|
1 |
from .sr import (
|
2 |
pysr,
|
3 |
-
|
4 |
best,
|
5 |
best_tex,
|
6 |
best_callable,
|
|
|
1 |
from .sr import (
|
2 |
pysr,
|
3 |
+
PySRRegressor,
|
4 |
best,
|
5 |
best_tex,
|
6 |
best_callable,
|
pysr/sr.py
CHANGED
@@ -11,11 +11,15 @@ from pathlib import Path
|
|
11 |
from datetime import datetime
|
12 |
import warnings
|
13 |
from multiprocessing import cpu_count
|
|
|
14 |
|
15 |
is_julia_warning_silenced = False
|
16 |
|
17 |
|
18 |
def install(julia_project=None): # pragma: no cover
|
|
|
|
|
|
|
19 |
import julia
|
20 |
|
21 |
julia.install()
|
@@ -36,20 +40,6 @@ def install(julia_project=None): # pragma: no cover
|
|
36 |
|
37 |
|
38 |
Main = None
|
39 |
-
global_state = dict(
|
40 |
-
equation_file="hall_of_fame.csv",
|
41 |
-
n_features=None,
|
42 |
-
variable_names=[],
|
43 |
-
extra_sympy_mappings={},
|
44 |
-
extra_torch_mappings={},
|
45 |
-
extra_jax_mappings={},
|
46 |
-
output_jax_format=False,
|
47 |
-
output_torch_format=False,
|
48 |
-
multioutput=False,
|
49 |
-
nout=1,
|
50 |
-
selection=None,
|
51 |
-
raw_julia_output=None,
|
52 |
-
)
|
53 |
|
54 |
already_ran = False
|
55 |
|
@@ -93,533 +83,14 @@ sympy_mappings = {
|
|
93 |
}
|
94 |
|
95 |
|
96 |
-
def pysr(
|
97 |
-
|
98 |
-
|
99 |
-
|
100 |
-
binary_operators=None,
|
101 |
-
unary_operators=None,
|
102 |
-
procs=cpu_count(),
|
103 |
-
loss="L2DistLoss()",
|
104 |
-
populations=20,
|
105 |
-
niterations=100,
|
106 |
-
ncyclesperiteration=300,
|
107 |
-
alpha=0.1,
|
108 |
-
annealing=False,
|
109 |
-
fractionReplaced=0.10,
|
110 |
-
fractionReplacedHof=0.10,
|
111 |
-
npop=1000,
|
112 |
-
parsimony=1e-4,
|
113 |
-
migration=True,
|
114 |
-
hofMigration=True,
|
115 |
-
shouldOptimizeConstants=True,
|
116 |
-
topn=10,
|
117 |
-
weightAddNode=1,
|
118 |
-
weightInsertNode=3,
|
119 |
-
weightDeleteNode=3,
|
120 |
-
weightDoNothing=1,
|
121 |
-
weightMutateConstant=10,
|
122 |
-
weightMutateOperator=1,
|
123 |
-
weightRandomize=1,
|
124 |
-
weightSimplify=0.002,
|
125 |
-
perturbationFactor=1.0,
|
126 |
-
extra_sympy_mappings=None,
|
127 |
-
extra_torch_mappings=None,
|
128 |
-
extra_jax_mappings=None,
|
129 |
-
equation_file=None,
|
130 |
-
verbosity=1e9,
|
131 |
-
progress=None,
|
132 |
-
maxsize=20,
|
133 |
-
fast_cycle=False,
|
134 |
-
maxdepth=None,
|
135 |
-
variable_names=None,
|
136 |
-
batching=False,
|
137 |
-
batchSize=50,
|
138 |
-
select_k_features=None,
|
139 |
-
warmupMaxsizeBy=0.0,
|
140 |
-
constraints=None,
|
141 |
-
useFrequency=True,
|
142 |
-
tempdir=None,
|
143 |
-
delete_tempfiles=True,
|
144 |
-
julia_project=None,
|
145 |
-
update=True,
|
146 |
-
temp_equation_file=False,
|
147 |
-
output_jax_format=False,
|
148 |
-
output_torch_format=False,
|
149 |
-
optimizer_algorithm="BFGS",
|
150 |
-
optimizer_nrestarts=3,
|
151 |
-
optimize_probability=1.0,
|
152 |
-
optimizer_iterations=10,
|
153 |
-
tournament_selection_n=10,
|
154 |
-
tournament_selection_p=1.0,
|
155 |
-
denoise=False,
|
156 |
-
Xresampled=None,
|
157 |
-
precision=32,
|
158 |
-
multithreading=None,
|
159 |
-
**kwargs,
|
160 |
-
):
|
161 |
-
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
|
162 |
-
Note: most default parameters have been tuned over several example
|
163 |
-
equations, but you should adjust `niterations`,
|
164 |
-
`binary_operators`, `unary_operators` to your requirements.
|
165 |
-
You can view more detailed explanations of the options on the
|
166 |
-
[options page](https://pysr.readthedocs.io/en/latest/docs/options/) of the documentation.
|
167 |
-
|
168 |
-
:param X: 2D array. Rows are examples, columns are features. If pandas DataFrame, the columns are used for variable names (so make sure they don't contain spaces).
|
169 |
-
:type X: np.ndarray/pandas.DataFrame
|
170 |
-
:param y: 1D array (rows are examples) or 2D array (rows are examples, columns are outputs). Putting in a 2D array will trigger a search for equations for each feature of y.
|
171 |
-
:type y: np.ndarray
|
172 |
-
:param weights: same shape as y. Each element is how to weight the mean-square-error loss for that particular element of y.
|
173 |
-
:type weights: np.ndarray
|
174 |
-
:param binary_operators: List of strings giving the binary operators in Julia's Base. Default is ["+", "-", "*", "/",].
|
175 |
-
:type binary_operators: list
|
176 |
-
:param unary_operators: Same but for operators taking a single scalar. Default is [].
|
177 |
-
:type unary_operators: list
|
178 |
-
:param procs: Number of processes (=number of populations running).
|
179 |
-
:type procs: int
|
180 |
-
:param loss: String of Julia code specifying the loss function. Can either be a loss from LossFunctions.jl, or your own loss written as a function. Examples of custom written losses include: `myloss(x, y) = abs(x-y)` for non-weighted, or `myloss(x, y, w) = w*abs(x-y)` for weighted. Among the included losses, these are as follows. Regression: `LPDistLoss{P}()`, `L1DistLoss()`, `L2DistLoss()` (mean square), `LogitDistLoss()`, `HuberLoss(d)`, `L1EpsilonInsLoss(ϵ)`, `L2EpsilonInsLoss(ϵ)`, `PeriodicLoss(c)`, `QuantileLoss(τ)`. Classification: `ZeroOneLoss()`, `PerceptronLoss()`, `L1HingeLoss()`, `SmoothedL1HingeLoss(γ)`, `ModifiedHuberLoss()`, `L2MarginLoss()`, `ExpLoss()`, `SigmoidLoss()`, `DWDMarginLoss(q)`.
|
181 |
-
:type loss: str
|
182 |
-
:param populations: Number of populations running.
|
183 |
-
:type populations: int
|
184 |
-
:param niterations: Number of iterations of the algorithm to run. The best equations are printed, and migrate between populations, at the end of each.
|
185 |
-
:type niterations: int
|
186 |
-
:param ncyclesperiteration: Number of total mutations to run, per 10 samples of the population, per iteration.
|
187 |
-
:type ncyclesperiteration: int
|
188 |
-
:param alpha: Initial temperature.
|
189 |
-
:type alpha: float
|
190 |
-
:param annealing: Whether to use annealing. You should (and it is default).
|
191 |
-
:type annealing: bool
|
192 |
-
:param fractionReplaced: How much of population to replace with migrating equations from other populations.
|
193 |
-
:type fractionReplaced: float
|
194 |
-
:param fractionReplacedHof: How much of population to replace with migrating equations from hall of fame.
|
195 |
-
:type fractionReplacedHof: float
|
196 |
-
:param npop: Number of individuals in each population
|
197 |
-
:type npop: int
|
198 |
-
:param parsimony: Multiplicative factor for how much to punish complexity.
|
199 |
-
:type parsimony: float
|
200 |
-
:param migration: Whether to migrate.
|
201 |
-
:type migration: bool
|
202 |
-
:param hofMigration: Whether to have the hall of fame migrate.
|
203 |
-
:type hofMigration: bool
|
204 |
-
:param shouldOptimizeConstants: Whether to numerically optimize constants (Nelder-Mead/Newton) at the end of each iteration.
|
205 |
-
:type shouldOptimizeConstants: bool
|
206 |
-
:param topn: How many top individuals migrate from each population.
|
207 |
-
:type topn: int
|
208 |
-
:param perturbationFactor: Constants are perturbed by a max factor of (perturbationFactor*T + 1). Either multiplied by this or divided by this.
|
209 |
-
:type perturbationFactor: float
|
210 |
-
:param weightAddNode: Relative likelihood for mutation to add a node
|
211 |
-
:type weightAddNode: float
|
212 |
-
:param weightInsertNode: Relative likelihood for mutation to insert a node
|
213 |
-
:type weightInsertNode: float
|
214 |
-
:param weightDeleteNode: Relative likelihood for mutation to delete a node
|
215 |
-
:type weightDeleteNode: float
|
216 |
-
:param weightDoNothing: Relative likelihood for mutation to leave the individual
|
217 |
-
:type weightDoNothing: float
|
218 |
-
:param weightMutateConstant: Relative likelihood for mutation to change the constant slightly in a random direction.
|
219 |
-
:type weightMutateConstant: float
|
220 |
-
:param weightMutateOperator: Relative likelihood for mutation to swap an operator.
|
221 |
-
:type weightMutateOperator: float
|
222 |
-
:param weightRandomize: Relative likelihood for mutation to completely delete and then randomly generate the equation
|
223 |
-
:type weightRandomize: float
|
224 |
-
:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
|
225 |
-
:type weightSimplify: float
|
226 |
-
:param equation_file: Where to save the files (.csv separated by |)
|
227 |
-
:type equation_file: str
|
228 |
-
:param verbosity: What verbosity level to use. 0 means minimal print statements.
|
229 |
-
:type verbosity: int
|
230 |
-
:param progress: Whether to use a progress bar instead of printing to stdout.
|
231 |
-
:type progress: bool
|
232 |
-
:param maxsize: Max size of an equation.
|
233 |
-
:type maxsize: int
|
234 |
-
:param maxdepth: Max depth of an equation. You can use both maxsize and maxdepth. maxdepth is by default set to = maxsize, which means that it is redundant.
|
235 |
-
:type maxdepth: int
|
236 |
-
:param fast_cycle: (experimental) - batch over population subsamples. This is a slightly different algorithm than regularized evolution, but does cycles 15% faster. May be algorithmically less efficient.
|
237 |
-
:type fast_cycle: bool
|
238 |
-
:param variable_names: a list of names for the variables, other than "x0", "x1", etc.
|
239 |
-
:type variable_names: list
|
240 |
-
:param batching: whether to compare population members on small batches during evolution. Still uses full dataset for comparing against hall of fame.
|
241 |
-
:type batching: bool
|
242 |
-
:param batchSize: the amount of data to use if doing batching.
|
243 |
-
:type batchSize: int
|
244 |
-
:param select_k_features: whether to run feature selection in Python using random forests, before passing to the symbolic regression code. None means no feature selection; an int means select that many features.
|
245 |
-
:type select_k_features: None/int
|
246 |
-
:param warmupMaxsizeBy: whether to slowly increase max size from a small number up to the maxsize (if greater than 0). If greater than 0, says the fraction of training time at which the current maxsize will reach the user-passed maxsize.
|
247 |
-
:type warmupMaxsizeBy: float
|
248 |
-
:param constraints: dictionary of int (unary) or 2-tuples (binary), this enforces maxsize constraints on the individual arguments of operators. E.g., `'pow': (-1, 1)` says that power laws can have any complexity left argument, but only 1 complexity exponent. Use this to force more interpretable solutions.
|
249 |
-
:type constraints: dict
|
250 |
-
:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
|
251 |
-
:type useFrequency: bool
|
252 |
-
:param tempdir: directory for the temporary files
|
253 |
-
:type tempdir: str/None
|
254 |
-
:param delete_tempfiles: whether to delete the temporary files after finishing
|
255 |
-
:type delete_tempfiles: bool
|
256 |
-
:param julia_project: a Julia environment location containing a Project.toml (and potentially the source code for SymbolicRegression.jl). Default gives the Python package directory, where a Project.toml file should be present from the install.
|
257 |
-
:type julia_project: str/None
|
258 |
-
:param update: Whether to automatically update Julia packages.
|
259 |
-
:type update: bool
|
260 |
-
:param temp_equation_file: Whether to put the hall of fame file in the temp directory. Deletion is then controlled with the delete_tempfiles argument.
|
261 |
-
:type temp_equation_file: bool
|
262 |
-
:param output_jax_format: Whether to create a 'jax_format' column in the output, containing jax-callable functions and the default parameters in a jax array.
|
263 |
-
:type output_jax_format: bool
|
264 |
-
:param output_torch_format: Whether to create a 'torch_format' column in the output, containing a torch module with trainable parameters.
|
265 |
-
:type output_torch_format: bool
|
266 |
-
:param tournament_selection_n: Number of expressions to consider in each tournament.
|
267 |
-
:type tournament_selection_n: int
|
268 |
-
:param tournament_selection_p: Probability of selecting the best expression in each tournament. The probability will decay as p*(1-p)^n for other expressions, sorted by loss.
|
269 |
-
:type tournament_selection_p: float
|
270 |
-
:param denoise: Whether to use a Gaussian Process to denoise the data before inputting to PySR. Can help PySR fit noisy data.
|
271 |
-
:type denoise: bool
|
272 |
-
:param precision: What precision to use for the data. By default this is 32 (float32), but you can select 64 or 16 as well.
|
273 |
-
:type precision: int
|
274 |
-
:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
|
275 |
-
:type multithreading: bool
|
276 |
-
:param **kwargs: Other options passed to SymbolicRegression.Options, for example, if you modify SymbolicRegression.jl to include additional arguments.
|
277 |
-
:type **kwargs: dict
|
278 |
-
:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
|
279 |
-
:type: pd.DataFrame/list
|
280 |
-
"""
|
281 |
-
global already_ran
|
282 |
-
|
283 |
-
if binary_operators is None:
|
284 |
-
binary_operators = "+ * - /".split(" ")
|
285 |
-
if unary_operators is None:
|
286 |
-
unary_operators = []
|
287 |
-
if extra_sympy_mappings is None:
|
288 |
-
extra_sympy_mappings = {}
|
289 |
-
if variable_names is None:
|
290 |
-
variable_names = []
|
291 |
-
if constraints is None:
|
292 |
-
constraints = {}
|
293 |
-
if multithreading is None:
|
294 |
-
# Default is multithreading=True, unless explicitly set,
|
295 |
-
# or procs is set to 0 (serial mode).
|
296 |
-
multithreading = procs != 0
|
297 |
-
|
298 |
-
global Main
|
299 |
-
if Main is None:
|
300 |
-
if multithreading:
|
301 |
-
os.environ["JULIA_NUM_THREADS"] = str(procs)
|
302 |
-
|
303 |
-
Main = init_julia()
|
304 |
-
|
305 |
-
buffer_available = "buffer" in sys.stdout.__dir__()
|
306 |
-
|
307 |
-
if progress is not None:
|
308 |
-
if progress and not buffer_available:
|
309 |
-
warnings.warn(
|
310 |
-
"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
|
311 |
-
)
|
312 |
-
progress = False
|
313 |
-
else:
|
314 |
-
progress = buffer_available
|
315 |
-
|
316 |
-
assert optimizer_algorithm in ["NelderMead", "BFGS"]
|
317 |
-
assert tournament_selection_n < npop
|
318 |
-
|
319 |
-
if isinstance(X, pd.DataFrame):
|
320 |
-
variable_names = list(X.columns)
|
321 |
-
X = np.array(X)
|
322 |
-
|
323 |
-
if len(X.shape) == 1:
|
324 |
-
X = X[:, None]
|
325 |
-
|
326 |
-
assert not isinstance(y, pd.DataFrame)
|
327 |
-
|
328 |
-
if len(variable_names) == 0:
|
329 |
-
variable_names = [f"x{i}" for i in range(X.shape[1])]
|
330 |
-
|
331 |
-
if extra_jax_mappings is not None:
|
332 |
-
for value in extra_jax_mappings.values():
|
333 |
-
if not isinstance(value, str):
|
334 |
-
raise NotImplementedError(
|
335 |
-
"extra_jax_mappings must have keys that are strings! e.g., {sympy.sqrt: 'jnp.sqrt'}."
|
336 |
-
)
|
337 |
-
|
338 |
-
if extra_torch_mappings is not None:
|
339 |
-
for value in extra_jax_mappings.values():
|
340 |
-
if not callable(value):
|
341 |
-
raise NotImplementedError(
|
342 |
-
"extra_torch_mappings must be callable functions! e.g., {sympy.sqrt: torch.sqrt}."
|
343 |
-
)
|
344 |
-
|
345 |
-
use_custom_variable_names = len(variable_names) != 0
|
346 |
-
# TODO: this is always true.
|
347 |
-
|
348 |
-
_check_assertions(
|
349 |
-
X,
|
350 |
-
binary_operators,
|
351 |
-
unary_operators,
|
352 |
-
use_custom_variable_names,
|
353 |
-
variable_names,
|
354 |
-
weights,
|
355 |
-
y,
|
356 |
-
)
|
357 |
-
|
358 |
-
if len(X) > 10000 and not batching:
|
359 |
-
warnings.warn(
|
360 |
-
"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."
|
361 |
-
)
|
362 |
-
|
363 |
-
if maxsize > 40:
|
364 |
-
warnings.warn(
|
365 |
-
"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`."
|
366 |
-
)
|
367 |
-
if maxsize < 7:
|
368 |
-
raise NotImplementedError("PySR requires a maxsize of at least 7")
|
369 |
-
|
370 |
-
X, selection = _handle_feature_selection(X, select_k_features, y, variable_names)
|
371 |
-
|
372 |
-
if maxdepth is None:
|
373 |
-
maxdepth = maxsize
|
374 |
-
if isinstance(binary_operators, str):
|
375 |
-
binary_operators = [binary_operators]
|
376 |
-
if isinstance(unary_operators, str):
|
377 |
-
unary_operators = [unary_operators]
|
378 |
-
|
379 |
-
if len(y.shape) == 1 or (len(y.shape) == 2 and y.shape[1] == 1):
|
380 |
-
multioutput = False
|
381 |
-
nout = 1
|
382 |
-
y = y.reshape(-1)
|
383 |
-
elif len(y.shape) == 2:
|
384 |
-
multioutput = True
|
385 |
-
nout = y.shape[1]
|
386 |
-
else:
|
387 |
-
raise NotImplementedError("y shape not supported!")
|
388 |
-
|
389 |
-
if denoise:
|
390 |
-
if weights is not None:
|
391 |
-
raise NotImplementedError(
|
392 |
-
"No weights for denoising - the weights are learned."
|
393 |
-
)
|
394 |
-
if Xresampled is not None:
|
395 |
-
# Select among only the selected features:
|
396 |
-
if isinstance(Xresampled, pd.DataFrame):
|
397 |
-
# Handle Xresampled is pandas dataframe
|
398 |
-
if selection is not None:
|
399 |
-
Xresampled = Xresampled[[variable_names[i] for i in selection]]
|
400 |
-
else:
|
401 |
-
Xresampled = Xresampled[variable_names]
|
402 |
-
Xresampled = np.array(Xresampled)
|
403 |
-
else:
|
404 |
-
if selection is not None:
|
405 |
-
Xresampled = Xresampled[:, selection]
|
406 |
-
if multioutput:
|
407 |
-
y = np.stack(
|
408 |
-
[_denoise(X, y[:, i], Xresampled=Xresampled)[1] for i in range(nout)],
|
409 |
-
axis=1,
|
410 |
-
)
|
411 |
-
if Xresampled is not None:
|
412 |
-
X = Xresampled
|
413 |
-
else:
|
414 |
-
X, y = _denoise(X, y, Xresampled=Xresampled)
|
415 |
-
|
416 |
-
julia_project = _get_julia_project(julia_project)
|
417 |
-
|
418 |
-
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
419 |
-
|
420 |
-
if temp_equation_file:
|
421 |
-
equation_file = tmpdir / "hall_of_fame.csv"
|
422 |
-
elif equation_file is None:
|
423 |
-
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
424 |
-
equation_file = "hall_of_fame_" + date_time + ".csv"
|
425 |
-
|
426 |
-
_create_inline_operators(
|
427 |
-
binary_operators=binary_operators, unary_operators=unary_operators
|
428 |
-
)
|
429 |
-
_handle_constraints(
|
430 |
-
binary_operators=binary_operators,
|
431 |
-
unary_operators=unary_operators,
|
432 |
-
constraints=constraints,
|
433 |
-
)
|
434 |
-
|
435 |
-
una_constraints = [constraints[op] for op in unary_operators]
|
436 |
-
bin_constraints = [constraints[op] for op in binary_operators]
|
437 |
-
|
438 |
-
try:
|
439 |
-
# TODO: is this needed since Julia now prints directly to stdout?
|
440 |
-
term_width = shutil.get_terminal_size().columns
|
441 |
-
except:
|
442 |
-
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
443 |
-
|
444 |
-
if not already_ran:
|
445 |
-
from julia import Pkg
|
446 |
-
|
447 |
-
Pkg.activate(f"{_escape_filename(julia_project)}")
|
448 |
-
try:
|
449 |
-
if update:
|
450 |
-
Pkg.resolve()
|
451 |
-
Pkg.instantiate()
|
452 |
-
else:
|
453 |
-
Pkg.instantiate()
|
454 |
-
except RuntimeError as e:
|
455 |
-
raise ImportError(
|
456 |
-
f"""
|
457 |
-
Required dependencies are not installed or built. Run the following code in the Python REPL:
|
458 |
-
|
459 |
-
>>> import pysr
|
460 |
-
>>> pysr.install()
|
461 |
-
|
462 |
-
Tried to activate project {julia_project} but failed."""
|
463 |
-
) from e
|
464 |
-
Main.eval("using SymbolicRegression")
|
465 |
-
|
466 |
-
Main.plus = Main.eval("(+)")
|
467 |
-
Main.sub = Main.eval("(-)")
|
468 |
-
Main.mult = Main.eval("(*)")
|
469 |
-
Main.pow = Main.eval("(^)")
|
470 |
-
Main.div = Main.eval("(/)")
|
471 |
-
|
472 |
-
Main.custom_loss = Main.eval(loss)
|
473 |
-
|
474 |
-
mutationWeights = [
|
475 |
-
float(weightMutateConstant),
|
476 |
-
float(weightMutateOperator),
|
477 |
-
float(weightAddNode),
|
478 |
-
float(weightInsertNode),
|
479 |
-
float(weightDeleteNode),
|
480 |
-
float(weightSimplify),
|
481 |
-
float(weightRandomize),
|
482 |
-
float(weightDoNothing),
|
483 |
-
]
|
484 |
-
|
485 |
-
options = Main.Options(
|
486 |
-
binary_operators=Main.eval(str(tuple(binary_operators)).replace("'", "")),
|
487 |
-
unary_operators=Main.eval(str(tuple(unary_operators)).replace("'", "")),
|
488 |
-
bin_constraints=bin_constraints,
|
489 |
-
una_constraints=una_constraints,
|
490 |
-
parsimony=float(parsimony),
|
491 |
-
loss=Main.custom_loss,
|
492 |
-
alpha=float(alpha),
|
493 |
-
maxsize=int(maxsize),
|
494 |
-
maxdepth=int(maxdepth),
|
495 |
-
fast_cycle=fast_cycle,
|
496 |
-
migration=migration,
|
497 |
-
hofMigration=hofMigration,
|
498 |
-
fractionReplacedHof=float(fractionReplacedHof),
|
499 |
-
shouldOptimizeConstants=shouldOptimizeConstants,
|
500 |
-
hofFile=_escape_filename(equation_file),
|
501 |
-
npopulations=int(populations),
|
502 |
-
optimizer_algorithm=optimizer_algorithm,
|
503 |
-
optimizer_nrestarts=int(optimizer_nrestarts),
|
504 |
-
optimize_probability=float(optimize_probability),
|
505 |
-
optimizer_iterations=int(optimizer_iterations),
|
506 |
-
perturbationFactor=float(perturbationFactor),
|
507 |
-
annealing=annealing,
|
508 |
-
batching=batching,
|
509 |
-
batchSize=int(min([batchSize, len(X)]) if batching else len(X)),
|
510 |
-
mutationWeights=mutationWeights,
|
511 |
-
warmupMaxsizeBy=float(warmupMaxsizeBy),
|
512 |
-
useFrequency=useFrequency,
|
513 |
-
npop=int(npop),
|
514 |
-
ns=int(tournament_selection_n),
|
515 |
-
probPickFirst=float(tournament_selection_p),
|
516 |
-
ncyclesperiteration=int(ncyclesperiteration),
|
517 |
-
fractionReplaced=float(fractionReplaced),
|
518 |
-
topn=int(topn),
|
519 |
-
verbosity=int(verbosity),
|
520 |
-
progress=progress,
|
521 |
-
terminal_width=int(term_width),
|
522 |
-
**kwargs,
|
523 |
-
)
|
524 |
-
|
525 |
-
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
|
526 |
-
|
527 |
-
Main.X = np.array(X, dtype=np_dtype).T
|
528 |
-
if len(y.shape) == 1:
|
529 |
-
Main.y = np.array(y, dtype=np_dtype)
|
530 |
-
else:
|
531 |
-
Main.y = np.array(y, dtype=np_dtype).T
|
532 |
-
if weights is not None:
|
533 |
-
if len(weights.shape) == 1:
|
534 |
-
Main.weights = np.array(weights, dtype=np_dtype)
|
535 |
-
else:
|
536 |
-
Main.weights = np.array(weights, dtype=np_dtype).T
|
537 |
-
else:
|
538 |
-
Main.weights = None
|
539 |
-
|
540 |
-
cprocs = 0 if multithreading else procs
|
541 |
-
|
542 |
-
raw_julia_output = Main.EquationSearch(
|
543 |
-
Main.X,
|
544 |
-
Main.y,
|
545 |
-
weights=Main.weights,
|
546 |
-
niterations=int(niterations),
|
547 |
-
varMap=(
|
548 |
-
variable_names
|
549 |
-
if selection is None
|
550 |
-
else [variable_names[i] for i in selection]
|
551 |
-
),
|
552 |
-
options=options,
|
553 |
-
numprocs=int(cprocs),
|
554 |
-
multithreading=bool(multithreading),
|
555 |
-
)
|
556 |
-
|
557 |
-
_set_globals(
|
558 |
-
X=X,
|
559 |
-
equation_file=equation_file,
|
560 |
-
variable_names=variable_names,
|
561 |
-
extra_sympy_mappings=extra_sympy_mappings,
|
562 |
-
extra_torch_mappings=extra_torch_mappings,
|
563 |
-
extra_jax_mappings=extra_jax_mappings,
|
564 |
-
output_jax_format=output_jax_format,
|
565 |
-
output_torch_format=output_torch_format,
|
566 |
-
multioutput=multioutput,
|
567 |
-
nout=nout,
|
568 |
-
selection=selection,
|
569 |
-
raw_julia_output=raw_julia_output,
|
570 |
-
)
|
571 |
-
|
572 |
-
equations = get_hof(
|
573 |
-
equation_file=equation_file,
|
574 |
-
n_features=X.shape[1],
|
575 |
-
variable_names=variable_names,
|
576 |
-
output_jax_format=output_jax_format,
|
577 |
-
output_torch_format=output_torch_format,
|
578 |
-
selection=selection,
|
579 |
-
extra_sympy_mappings=extra_sympy_mappings,
|
580 |
-
extra_jax_mappings=extra_jax_mappings,
|
581 |
-
extra_torch_mappings=extra_torch_mappings,
|
582 |
-
multioutput=multioutput,
|
583 |
-
nout=nout,
|
584 |
)
|
585 |
-
|
586 |
-
|
587 |
-
|
588 |
-
|
589 |
-
already_ran = True
|
590 |
-
|
591 |
-
return equations
|
592 |
-
|
593 |
-
|
594 |
-
def _set_globals(
|
595 |
-
*,
|
596 |
-
X,
|
597 |
-
equation_file,
|
598 |
-
variable_names,
|
599 |
-
extra_sympy_mappings,
|
600 |
-
extra_torch_mappings,
|
601 |
-
extra_jax_mappings,
|
602 |
-
output_jax_format,
|
603 |
-
output_torch_format,
|
604 |
-
multioutput,
|
605 |
-
nout,
|
606 |
-
selection,
|
607 |
-
raw_julia_output,
|
608 |
-
):
|
609 |
-
global global_state
|
610 |
-
|
611 |
-
global_state["n_features"] = X.shape[1]
|
612 |
-
global_state["equation_file"] = equation_file
|
613 |
-
global_state["variable_names"] = variable_names
|
614 |
-
global_state["extra_sympy_mappings"] = extra_sympy_mappings
|
615 |
-
global_state["extra_torch_mappings"] = extra_torch_mappings
|
616 |
-
global_state["extra_jax_mappings"] = extra_jax_mappings
|
617 |
-
global_state["output_jax_format"] = output_jax_format
|
618 |
-
global_state["output_torch_format"] = output_torch_format
|
619 |
-
global_state["multioutput"] = multioutput
|
620 |
-
global_state["nout"] = nout
|
621 |
-
global_state["selection"] = selection
|
622 |
-
global_state["raw_julia_output"] = raw_julia_output
|
623 |
|
624 |
|
625 |
def _handle_constraints(binary_operators, unary_operators, constraints):
|
@@ -646,6 +117,7 @@ def _handle_constraints(binary_operators, unary_operators, constraints):
|
|
646 |
|
647 |
|
648 |
def _create_inline_operators(binary_operators, unary_operators):
|
|
|
649 |
for op_list in [binary_operators, unary_operators]:
|
650 |
for i, op in enumerate(op_list):
|
651 |
is_user_defined_operator = "(" in op
|
@@ -710,234 +182,35 @@ def run_feature_selection(X, y, select_k_features):
|
|
710 |
return selector.get_support(indices=True)
|
711 |
|
712 |
|
713 |
-
def
|
714 |
-
|
715 |
-
|
716 |
-
|
717 |
-
|
718 |
-
output_torch_format=None,
|
719 |
-
selection=None,
|
720 |
-
extra_sympy_mappings=None,
|
721 |
-
extra_jax_mappings=None,
|
722 |
-
extra_torch_mappings=None,
|
723 |
-
multioutput=None,
|
724 |
-
nout=None,
|
725 |
-
**kwargs,
|
726 |
-
):
|
727 |
-
"""Get the equations from a hall of fame file. If no arguments
|
728 |
-
entered, the ones used previously from a call to PySR will be used."""
|
729 |
-
|
730 |
-
global global_state
|
731 |
-
|
732 |
-
if equation_file is None:
|
733 |
-
equation_file = global_state["equation_file"]
|
734 |
-
if n_features is None:
|
735 |
-
n_features = global_state["n_features"]
|
736 |
-
if variable_names is None:
|
737 |
-
variable_names = global_state["variable_names"]
|
738 |
-
if extra_sympy_mappings is None:
|
739 |
-
extra_sympy_mappings = global_state["extra_sympy_mappings"]
|
740 |
-
if extra_jax_mappings is None:
|
741 |
-
extra_jax_mappings = global_state["extra_jax_mappings"]
|
742 |
-
if extra_torch_mappings is None:
|
743 |
-
extra_torch_mappings = global_state["extra_torch_mappings"]
|
744 |
-
if output_torch_format is None:
|
745 |
-
output_torch_format = global_state["output_torch_format"]
|
746 |
-
if output_jax_format is None:
|
747 |
-
output_jax_format = global_state["output_jax_format"]
|
748 |
-
if multioutput is None:
|
749 |
-
multioutput = global_state["multioutput"]
|
750 |
-
if nout is None:
|
751 |
-
nout = global_state["nout"]
|
752 |
-
if selection is None:
|
753 |
-
selection = global_state["selection"]
|
754 |
-
|
755 |
-
global_state["selection"] = selection
|
756 |
-
global_state["equation_file"] = equation_file
|
757 |
-
global_state["n_features"] = n_features
|
758 |
-
global_state["variable_names"] = variable_names
|
759 |
-
global_state["extra_sympy_mappings"] = extra_sympy_mappings
|
760 |
-
global_state["extra_jax_mappings"] = extra_jax_mappings
|
761 |
-
global_state["extra_torch_mappings"] = extra_torch_mappings
|
762 |
-
global_state["output_torch_format"] = output_torch_format
|
763 |
-
global_state["output_jax_format"] = output_jax_format
|
764 |
-
global_state["multioutput"] = multioutput
|
765 |
-
global_state["nout"] = nout
|
766 |
-
global_state["selection"] = selection
|
767 |
-
|
768 |
-
try:
|
769 |
-
if multioutput:
|
770 |
-
all_outputs = [
|
771 |
-
pd.read_csv(str(equation_file) + f".out{i}" + ".bkup", sep="|")
|
772 |
-
for i in range(1, nout + 1)
|
773 |
-
]
|
774 |
-
else:
|
775 |
-
all_outputs = [pd.read_csv(str(equation_file) + ".bkup", sep="|")]
|
776 |
-
except FileNotFoundError:
|
777 |
-
raise RuntimeError(
|
778 |
-
"Couldn't find equation file! The equation search likely exited before a single iteration completed."
|
779 |
-
)
|
780 |
-
|
781 |
-
ret_outputs = []
|
782 |
-
|
783 |
-
for output in all_outputs:
|
784 |
-
|
785 |
-
scores = []
|
786 |
-
lastMSE = None
|
787 |
-
lastComplexity = 0
|
788 |
-
sympy_format = []
|
789 |
-
lambda_format = []
|
790 |
-
if output_jax_format:
|
791 |
-
jax_format = []
|
792 |
-
if output_torch_format:
|
793 |
-
torch_format = []
|
794 |
-
use_custom_variable_names = len(variable_names) != 0
|
795 |
-
local_sympy_mappings = {**extra_sympy_mappings, **sympy_mappings}
|
796 |
-
|
797 |
-
if use_custom_variable_names:
|
798 |
-
sympy_symbols = [sympy.Symbol(variable_names[i]) for i in range(n_features)]
|
799 |
-
else:
|
800 |
-
sympy_symbols = [sympy.Symbol("x%d" % i) for i in range(n_features)]
|
801 |
-
|
802 |
-
for _, eqn_row in output.iterrows():
|
803 |
-
eqn = sympify(eqn_row["Equation"], locals=local_sympy_mappings)
|
804 |
-
sympy_format.append(eqn)
|
805 |
-
|
806 |
-
# Numpy:
|
807 |
-
lambda_format.append(
|
808 |
-
CallableEquation(sympy_symbols, eqn, selection, variable_names)
|
809 |
-
)
|
810 |
-
|
811 |
-
# JAX:
|
812 |
-
if output_jax_format:
|
813 |
-
from .export_jax import sympy2jax
|
814 |
-
|
815 |
-
func, params = sympy2jax(
|
816 |
-
eqn,
|
817 |
-
sympy_symbols,
|
818 |
-
selection=selection,
|
819 |
-
extra_jax_mappings=extra_jax_mappings,
|
820 |
-
)
|
821 |
-
jax_format.append({"callable": func, "parameters": params})
|
822 |
-
|
823 |
-
# Torch:
|
824 |
-
if output_torch_format:
|
825 |
-
from .export_torch import sympy2torch
|
826 |
-
|
827 |
-
module = sympy2torch(
|
828 |
-
eqn,
|
829 |
-
sympy_symbols,
|
830 |
-
selection=selection,
|
831 |
-
extra_torch_mappings=extra_torch_mappings,
|
832 |
-
)
|
833 |
-
torch_format.append(module)
|
834 |
-
|
835 |
-
curMSE = eqn_row["MSE"]
|
836 |
-
curComplexity = eqn_row["Complexity"]
|
837 |
-
|
838 |
-
if lastMSE is None:
|
839 |
-
cur_score = 0.0
|
840 |
-
else:
|
841 |
-
if curMSE > 0.0:
|
842 |
-
cur_score = -np.log(curMSE / lastMSE) / (
|
843 |
-
curComplexity - lastComplexity
|
844 |
-
)
|
845 |
-
else:
|
846 |
-
cur_score = np.inf
|
847 |
-
|
848 |
-
scores.append(cur_score)
|
849 |
-
lastMSE = curMSE
|
850 |
-
lastComplexity = curComplexity
|
851 |
-
|
852 |
-
output["score"] = np.array(scores)
|
853 |
-
output["sympy_format"] = sympy_format
|
854 |
-
output["lambda_format"] = lambda_format
|
855 |
-
output_cols = [
|
856 |
-
"Complexity",
|
857 |
-
"MSE",
|
858 |
-
"score",
|
859 |
-
"Equation",
|
860 |
-
"sympy_format",
|
861 |
-
"lambda_format",
|
862 |
-
]
|
863 |
-
if output_jax_format:
|
864 |
-
output_cols += ["jax_format"]
|
865 |
-
output["jax_format"] = jax_format
|
866 |
-
if output_torch_format:
|
867 |
-
output_cols += ["torch_format"]
|
868 |
-
output["torch_format"] = torch_format
|
869 |
-
|
870 |
-
ret_outputs.append(output[output_cols])
|
871 |
-
|
872 |
-
if multioutput:
|
873 |
-
return ret_outputs
|
874 |
-
return ret_outputs[0]
|
875 |
-
|
876 |
-
|
877 |
-
def best_row(equations=None):
|
878 |
-
"""Return the best row of a hall of fame file using the score column.
|
879 |
-
By default this uses the last equation file.
|
880 |
-
"""
|
881 |
-
if equations is None:
|
882 |
-
equations = get_hof()
|
883 |
-
if isinstance(equations, list):
|
884 |
-
return [eq.iloc[np.argmax(eq["score"])] for eq in equations]
|
885 |
-
return equations.iloc[np.argmax(equations["score"])]
|
886 |
-
|
887 |
-
|
888 |
-
def best_tex(equations=None):
|
889 |
-
"""Return the equation with the best score, in latex format
|
890 |
-
By default this uses the last equation file.
|
891 |
-
"""
|
892 |
-
if equations is None:
|
893 |
-
equations = get_hof()
|
894 |
-
if isinstance(equations, list):
|
895 |
-
return [
|
896 |
-
sympy.latex(best_row(eq)["sympy_format"].simplify()) for eq in equations
|
897 |
-
]
|
898 |
-
return sympy.latex(best_row(equations)["sympy_format"].simplify())
|
899 |
|
900 |
|
901 |
-
def best(
|
902 |
-
|
903 |
-
|
904 |
-
|
905 |
-
if equations is None:
|
906 |
-
equations = get_hof()
|
907 |
-
if isinstance(equations, list):
|
908 |
-
return [best_row(eq)["sympy_format"].simplify() for eq in equations]
|
909 |
-
return best_row(equations)["sympy_format"].simplify()
|
910 |
|
911 |
|
912 |
-
def
|
913 |
-
|
914 |
-
|
915 |
-
|
916 |
-
if equations is None:
|
917 |
-
equations = get_hof()
|
918 |
-
if isinstance(equations, list):
|
919 |
-
return [best_row(eq)["lambda_format"] for eq in equations]
|
920 |
-
return best_row(equations)["lambda_format"]
|
921 |
|
922 |
|
923 |
-
def
|
924 |
-
|
925 |
-
|
926 |
-
|
927 |
-
return str_repr
|
928 |
|
929 |
|
930 |
-
|
931 |
-
|
932 |
-
|
933 |
-
|
934 |
-
ans = input(prompt).strip().lower()
|
935 |
-
if ans not in ["y", "n"]:
|
936 |
-
print(f"{ans} is invalid, please try again...")
|
937 |
-
return _yesno(question)
|
938 |
-
if ans == "y":
|
939 |
-
return True
|
940 |
-
return False
|
941 |
|
942 |
|
943 |
def _denoise(X, y, Xresampled=None):
|
@@ -969,9 +242,9 @@ class CallableEquation:
|
|
969 |
|
970 |
def __call__(self, X):
|
971 |
if isinstance(X, pd.DataFrame):
|
972 |
-
|
973 |
-
|
974 |
-
|
975 |
return self._lambda(*X[:, self._selection].T)
|
976 |
return self._lambda(*X.T)
|
977 |
|
@@ -1053,3 +326,957 @@ julia = "1.5"
|
|
1053 |
|
1054 |
project_toml_path = tmp_dir / "Project.toml"
|
1055 |
project_toml_path.write_text(project_toml)
|
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|
11 |
from datetime import datetime
|
12 |
import warnings
|
13 |
from multiprocessing import cpu_count
|
14 |
+
from sklearn.base import BaseEstimator, RegressorMixin
|
15 |
|
16 |
is_julia_warning_silenced = False
|
17 |
|
18 |
|
19 |
def install(julia_project=None): # pragma: no cover
|
20 |
+
"""Install PyCall.jl and all required dependencies for SymbolicRegression.jl.
|
21 |
+
|
22 |
+
Also updates the local Julia registry."""
|
23 |
import julia
|
24 |
|
25 |
julia.install()
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|
40 |
|
41 |
|
42 |
Main = None
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|
43 |
|
44 |
already_ran = False
|
45 |
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|
83 |
}
|
84 |
|
85 |
|
86 |
+
def pysr(X, y, weights=None, **kwargs):
|
87 |
+
warnings.warn(
|
88 |
+
"Calling `pysr` is deprecated. Please use `model = PySRRegressor(**params); model.fit(X, y)` going forward.",
|
89 |
+
DeprecationWarning,
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|
90 |
)
|
91 |
+
model = PySRRegressor(**kwargs)
|
92 |
+
model.fit(X, y, weights=weights)
|
93 |
+
return model.equations
|
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|
94 |
|
95 |
|
96 |
def _handle_constraints(binary_operators, unary_operators, constraints):
|
|
|
117 |
|
118 |
|
119 |
def _create_inline_operators(binary_operators, unary_operators):
|
120 |
+
global Main
|
121 |
for op_list in [binary_operators, unary_operators]:
|
122 |
for i, op in enumerate(op_list):
|
123 |
is_user_defined_operator = "(" in op
|
|
|
182 |
return selector.get_support(indices=True)
|
183 |
|
184 |
|
185 |
+
def _escape_filename(filename):
|
186 |
+
"""Turns a file into a string representation with correctly escaped backslashes"""
|
187 |
+
str_repr = str(filename)
|
188 |
+
str_repr = str_repr.replace("\\", "\\\\")
|
189 |
+
return str_repr
|
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|
|
190 |
|
191 |
|
192 |
+
def best(*args, **kwargs):
|
193 |
+
raise NotImplementedError(
|
194 |
+
"`best` has been deprecated. Please use the `PySRRegressor` interface. After fitting, you can return `.sympy()` to get the sympy representation of the best equation."
|
195 |
+
)
|
|
|
|
|
|
|
|
|
|
|
196 |
|
197 |
|
198 |
+
def best_row(*args, **kwargs):
|
199 |
+
raise NotImplementedError(
|
200 |
+
"`best_row` has been deprecated. Please use the `PySRRegressor` interface. After fitting, you can run `print(model)` to view the best equation."
|
201 |
+
)
|
|
|
|
|
|
|
|
|
|
|
202 |
|
203 |
|
204 |
+
def best_tex(*args, **kwargs):
|
205 |
+
raise NotImplementedError(
|
206 |
+
"`best_tex` has been deprecated. Please use the `PySRRegressor` interface. After fitting, you can return `.latex()` to get the sympy representation of the best equation."
|
207 |
+
)
|
|
|
208 |
|
209 |
|
210 |
+
def best_callable(*args, **kwargs):
|
211 |
+
raise NotImplementedError(
|
212 |
+
"`best_callable` has been deprecated. Please use the `PySRRegressor` interface. After fitting, you can use `.predict(X)` to use the best callable."
|
213 |
+
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
214 |
|
215 |
|
216 |
def _denoise(X, y, Xresampled=None):
|
|
|
242 |
|
243 |
def __call__(self, X):
|
244 |
if isinstance(X, pd.DataFrame):
|
245 |
+
# Lambda function takes as argument:
|
246 |
+
return self._lambda(**{k: X[k].values for k in X.columns})
|
247 |
+
elif self._selection is not None:
|
248 |
return self._lambda(*X[:, self._selection].T)
|
249 |
return self._lambda(*X.T)
|
250 |
|
|
|
326 |
|
327 |
project_toml_path = tmp_dir / "Project.toml"
|
328 |
project_toml_path.write_text(project_toml)
|
329 |
+
|
330 |
+
|
331 |
+
class PySRRegressor(BaseEstimator, RegressorMixin):
|
332 |
+
def __init__(
|
333 |
+
self,
|
334 |
+
model_selection="best",
|
335 |
+
weights=None,
|
336 |
+
binary_operators=None,
|
337 |
+
unary_operators=None,
|
338 |
+
procs=cpu_count(),
|
339 |
+
loss="L2DistLoss()",
|
340 |
+
populations=20,
|
341 |
+
niterations=100,
|
342 |
+
ncyclesperiteration=300,
|
343 |
+
alpha=0.1,
|
344 |
+
annealing=False,
|
345 |
+
fractionReplaced=0.10,
|
346 |
+
fractionReplacedHof=0.10,
|
347 |
+
npop=1000,
|
348 |
+
parsimony=1e-4,
|
349 |
+
migration=True,
|
350 |
+
hofMigration=True,
|
351 |
+
shouldOptimizeConstants=True,
|
352 |
+
topn=10,
|
353 |
+
weightAddNode=1,
|
354 |
+
weightInsertNode=3,
|
355 |
+
weightDeleteNode=3,
|
356 |
+
weightDoNothing=1,
|
357 |
+
weightMutateConstant=10,
|
358 |
+
weightMutateOperator=1,
|
359 |
+
weightRandomize=1,
|
360 |
+
weightSimplify=0.002,
|
361 |
+
perturbationFactor=1.0,
|
362 |
+
extra_sympy_mappings=None,
|
363 |
+
extra_torch_mappings=None,
|
364 |
+
extra_jax_mappings=None,
|
365 |
+
equation_file=None,
|
366 |
+
verbosity=1e9,
|
367 |
+
progress=None,
|
368 |
+
maxsize=20,
|
369 |
+
fast_cycle=False,
|
370 |
+
maxdepth=None,
|
371 |
+
variable_names=None,
|
372 |
+
batching=False,
|
373 |
+
batchSize=50,
|
374 |
+
select_k_features=None,
|
375 |
+
warmupMaxsizeBy=0.0,
|
376 |
+
constraints=None,
|
377 |
+
useFrequency=True,
|
378 |
+
tempdir=None,
|
379 |
+
delete_tempfiles=True,
|
380 |
+
julia_project=None,
|
381 |
+
update=True,
|
382 |
+
temp_equation_file=False,
|
383 |
+
output_jax_format=False,
|
384 |
+
output_torch_format=False,
|
385 |
+
optimizer_algorithm="BFGS",
|
386 |
+
optimizer_nrestarts=3,
|
387 |
+
optimize_probability=1.0,
|
388 |
+
optimizer_iterations=10,
|
389 |
+
tournament_selection_n=10,
|
390 |
+
tournament_selection_p=1.0,
|
391 |
+
denoise=False,
|
392 |
+
Xresampled=None,
|
393 |
+
precision=32,
|
394 |
+
multithreading=None,
|
395 |
+
**kwargs,
|
396 |
+
):
|
397 |
+
"""Initialize settings for an equation search in PySR.
|
398 |
+
|
399 |
+
Note: most default parameters have been tuned over several example
|
400 |
+
equations, but you should adjust `niterations`,
|
401 |
+
`binary_operators`, `unary_operators` to your requirements.
|
402 |
+
You can view more detailed explanations of the options on the
|
403 |
+
[options page](https://pysr.readthedocs.io/en/latest/docs/options/) of the documentation.
|
404 |
+
|
405 |
+
:param model_selection: How to select a model. Can be 'accuracy' or 'best'. The default, 'best', will optimize a combination of complexity and accuracy.
|
406 |
+
:type model_selection: str
|
407 |
+
:param binary_operators: List of strings giving the binary operators in Julia's Base. Default is ["+", "-", "*", "/",].
|
408 |
+
:type binary_operators: list
|
409 |
+
:param unary_operators: Same but for operators taking a single scalar. Default is [].
|
410 |
+
:type unary_operators: list
|
411 |
+
:param niterations: Number of iterations of the algorithm to run. The best equations are printed, and migrate between populations, at the end of each.
|
412 |
+
:type niterations: int
|
413 |
+
:param populations: Number of populations running.
|
414 |
+
:type populations: int
|
415 |
+
:param loss: String of Julia code specifying the loss function. Can either be a loss from LossFunctions.jl, or your own loss written as a function. Examples of custom written losses include: `myloss(x, y) = abs(x-y)` for non-weighted, or `myloss(x, y, w) = w*abs(x-y)` for weighted. Among the included losses, these are as follows. Regression: `LPDistLoss{P}()`, `L1DistLoss()`, `L2DistLoss()` (mean square), `LogitDistLoss()`, `HuberLoss(d)`, `L1EpsilonInsLoss(ϵ)`, `L2EpsilonInsLoss(ϵ)`, `PeriodicLoss(c)`, `QuantileLoss(τ)`. Classification: `ZeroOneLoss()`, `PerceptronLoss()`, `L1HingeLoss()`, `SmoothedL1HingeLoss(γ)`, `ModifiedHuberLoss()`, `L2MarginLoss()`, `ExpLoss()`, `SigmoidLoss()`, `DWDMarginLoss(q)`.
|
416 |
+
:type loss: str
|
417 |
+
:param denoise: Whether to use a Gaussian Process to denoise the data before inputting to PySR. Can help PySR fit noisy data.
|
418 |
+
:type denoise: bool
|
419 |
+
:param select_k_features: whether to run feature selection in Python using random forests, before passing to the symbolic regression code. None means no feature selection; an int means select that many features.
|
420 |
+
:type select_k_features: None/int
|
421 |
+
:param procs: Number of processes (=number of populations running).
|
422 |
+
:type procs: int
|
423 |
+
:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
|
424 |
+
:type multithreading: bool
|
425 |
+
:param batching: whether to compare population members on small batches during evolution. Still uses full dataset for comparing against hall of fame.
|
426 |
+
:type batching: bool
|
427 |
+
:param batchSize: the amount of data to use if doing batching.
|
428 |
+
:type batchSize: int
|
429 |
+
:param maxsize: Max size of an equation.
|
430 |
+
:type maxsize: int
|
431 |
+
:param ncyclesperiteration: Number of total mutations to run, per 10 samples of the population, per iteration.
|
432 |
+
:type ncyclesperiteration: int
|
433 |
+
:param alpha: Initial temperature.
|
434 |
+
:type alpha: float
|
435 |
+
:param annealing: Whether to use annealing. You should (and it is default).
|
436 |
+
:type annealing: bool
|
437 |
+
:param fractionReplaced: How much of population to replace with migrating equations from other populations.
|
438 |
+
:type fractionReplaced: float
|
439 |
+
:param fractionReplacedHof: How much of population to replace with migrating equations from hall of fame.
|
440 |
+
:type fractionReplacedHof: float
|
441 |
+
:param npop: Number of individuals in each population
|
442 |
+
:type npop: int
|
443 |
+
:param parsimony: Multiplicative factor for how much to punish complexity.
|
444 |
+
:type parsimony: float
|
445 |
+
:param migration: Whether to migrate.
|
446 |
+
:type migration: bool
|
447 |
+
:param hofMigration: Whether to have the hall of fame migrate.
|
448 |
+
:type hofMigration: bool
|
449 |
+
:param shouldOptimizeConstants: Whether to numerically optimize constants (Nelder-Mead/Newton) at the end of each iteration.
|
450 |
+
:type shouldOptimizeConstants: bool
|
451 |
+
:param topn: How many top individuals migrate from each population.
|
452 |
+
:type topn: int
|
453 |
+
:param perturbationFactor: Constants are perturbed by a max factor of (perturbationFactor*T + 1). Either multiplied by this or divided by this.
|
454 |
+
:type perturbationFactor: float
|
455 |
+
:param weightAddNode: Relative likelihood for mutation to add a node
|
456 |
+
:type weightAddNode: float
|
457 |
+
:param weightInsertNode: Relative likelihood for mutation to insert a node
|
458 |
+
:type weightInsertNode: float
|
459 |
+
:param weightDeleteNode: Relative likelihood for mutation to delete a node
|
460 |
+
:type weightDeleteNode: float
|
461 |
+
:param weightDoNothing: Relative likelihood for mutation to leave the individual
|
462 |
+
:type weightDoNothing: float
|
463 |
+
:param weightMutateConstant: Relative likelihood for mutation to change the constant slightly in a random direction.
|
464 |
+
:type weightMutateConstant: float
|
465 |
+
:param weightMutateOperator: Relative likelihood for mutation to swap an operator.
|
466 |
+
:type weightMutateOperator: float
|
467 |
+
:param weightRandomize: Relative likelihood for mutation to completely delete and then randomly generate the equation
|
468 |
+
:type weightRandomize: float
|
469 |
+
:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
|
470 |
+
:type weightSimplify: float
|
471 |
+
:param equation_file: Where to save the files (.csv separated by |)
|
472 |
+
:type equation_file: str
|
473 |
+
:param verbosity: What verbosity level to use. 0 means minimal print statements.
|
474 |
+
:type verbosity: int
|
475 |
+
:param progress: Whether to use a progress bar instead of printing to stdout.
|
476 |
+
:type progress: bool
|
477 |
+
:param maxdepth: Max depth of an equation. You can use both maxsize and maxdepth. maxdepth is by default set to = maxsize, which means that it is redundant.
|
478 |
+
:type maxdepth: int
|
479 |
+
:param fast_cycle: (experimental) - batch over population subsamples. This is a slightly different algorithm than regularized evolution, but does cycles 15% faster. May be algorithmically less efficient.
|
480 |
+
:type fast_cycle: bool
|
481 |
+
:param variable_names: a list of names for the variables, other than "x0", "x1", etc.
|
482 |
+
:type variable_names: list
|
483 |
+
:param warmupMaxsizeBy: whether to slowly increase max size from a small number up to the maxsize (if greater than 0). If greater than 0, says the fraction of training time at which the current maxsize will reach the user-passed maxsize.
|
484 |
+
:type warmupMaxsizeBy: float
|
485 |
+
:param constraints: dictionary of int (unary) or 2-tuples (binary), this enforces maxsize constraints on the individual arguments of operators. E.g., `'pow': (-1, 1)` says that power laws can have any complexity left argument, but only 1 complexity exponent. Use this to force more interpretable solutions.
|
486 |
+
:type constraints: dict
|
487 |
+
:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
|
488 |
+
:type useFrequency: bool
|
489 |
+
:param tempdir: directory for the temporary files
|
490 |
+
:type tempdir: str/None
|
491 |
+
:param delete_tempfiles: whether to delete the temporary files after finishing
|
492 |
+
:type delete_tempfiles: bool
|
493 |
+
:param julia_project: a Julia environment location containing a Project.toml (and potentially the source code for SymbolicRegression.jl). Default gives the Python package directory, where a Project.toml file should be present from the install.
|
494 |
+
:type julia_project: str/None
|
495 |
+
:param update: Whether to automatically update Julia packages.
|
496 |
+
:type update: bool
|
497 |
+
:param temp_equation_file: Whether to put the hall of fame file in the temp directory. Deletion is then controlled with the delete_tempfiles argument.
|
498 |
+
:type temp_equation_file: bool
|
499 |
+
:param output_jax_format: Whether to create a 'jax_format' column in the output, containing jax-callable functions and the default parameters in a jax array.
|
500 |
+
:type output_jax_format: bool
|
501 |
+
:param output_torch_format: Whether to create a 'torch_format' column in the output, containing a torch module with trainable parameters.
|
502 |
+
:type output_torch_format: bool
|
503 |
+
:param tournament_selection_n: Number of expressions to consider in each tournament.
|
504 |
+
:type tournament_selection_n: int
|
505 |
+
:param tournament_selection_p: Probability of selecting the best expression in each tournament. The probability will decay as p*(1-p)^n for other expressions, sorted by loss.
|
506 |
+
:type tournament_selection_p: float
|
507 |
+
:param precision: What precision to use for the data. By default this is 32 (float32), but you can select 64 or 16 as well.
|
508 |
+
:type precision: int
|
509 |
+
:param **kwargs: Other options passed to SymbolicRegression.Options, for example, if you modify SymbolicRegression.jl to include additional arguments.
|
510 |
+
:type **kwargs: dict
|
511 |
+
:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
|
512 |
+
:type: pd.DataFrame/list
|
513 |
+
"""
|
514 |
+
super().__init__()
|
515 |
+
self.model_selection = model_selection
|
516 |
+
|
517 |
+
if binary_operators is None:
|
518 |
+
binary_operators = "+ * - /".split(" ")
|
519 |
+
if unary_operators is None:
|
520 |
+
unary_operators = []
|
521 |
+
if extra_sympy_mappings is None:
|
522 |
+
extra_sympy_mappings = {}
|
523 |
+
if variable_names is None:
|
524 |
+
variable_names = []
|
525 |
+
if constraints is None:
|
526 |
+
constraints = {}
|
527 |
+
if multithreading is None:
|
528 |
+
# Default is multithreading=True, unless explicitly set,
|
529 |
+
# or procs is set to 0 (serial mode).
|
530 |
+
multithreading = procs != 0
|
531 |
+
|
532 |
+
buffer_available = "buffer" in sys.stdout.__dir__()
|
533 |
+
|
534 |
+
if progress is not None:
|
535 |
+
if progress and not buffer_available:
|
536 |
+
warnings.warn(
|
537 |
+
"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
|
538 |
+
)
|
539 |
+
progress = False
|
540 |
+
else:
|
541 |
+
progress = buffer_available
|
542 |
+
|
543 |
+
assert optimizer_algorithm in ["NelderMead", "BFGS"]
|
544 |
+
assert tournament_selection_n < npop
|
545 |
+
|
546 |
+
if extra_jax_mappings is not None:
|
547 |
+
for value in extra_jax_mappings.values():
|
548 |
+
if not isinstance(value, str):
|
549 |
+
raise NotImplementedError(
|
550 |
+
"extra_jax_mappings must have keys that are strings! e.g., {sympy.sqrt: 'jnp.sqrt'}."
|
551 |
+
)
|
552 |
+
else:
|
553 |
+
extra_jax_mappings = {}
|
554 |
+
|
555 |
+
if extra_torch_mappings is not None:
|
556 |
+
for value in extra_jax_mappings.values():
|
557 |
+
if not callable(value):
|
558 |
+
raise NotImplementedError(
|
559 |
+
"extra_torch_mappings must be callable functions! e.g., {sympy.sqrt: torch.sqrt}."
|
560 |
+
)
|
561 |
+
else:
|
562 |
+
extra_torch_mappings = {}
|
563 |
+
|
564 |
+
if maxsize > 40:
|
565 |
+
warnings.warn(
|
566 |
+
"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`."
|
567 |
+
)
|
568 |
+
elif maxsize < 7:
|
569 |
+
raise NotImplementedError("PySR requires a maxsize of at least 7")
|
570 |
+
|
571 |
+
if maxdepth is None:
|
572 |
+
maxdepth = maxsize
|
573 |
+
|
574 |
+
if isinstance(binary_operators, str):
|
575 |
+
binary_operators = [binary_operators]
|
576 |
+
if isinstance(unary_operators, str):
|
577 |
+
unary_operators = [unary_operators]
|
578 |
+
|
579 |
+
self.params = {
|
580 |
+
**dict(
|
581 |
+
weights=weights,
|
582 |
+
binary_operators=binary_operators,
|
583 |
+
unary_operators=unary_operators,
|
584 |
+
procs=procs,
|
585 |
+
loss=loss,
|
586 |
+
populations=populations,
|
587 |
+
niterations=niterations,
|
588 |
+
ncyclesperiteration=ncyclesperiteration,
|
589 |
+
alpha=alpha,
|
590 |
+
annealing=annealing,
|
591 |
+
fractionReplaced=fractionReplaced,
|
592 |
+
fractionReplacedHof=fractionReplacedHof,
|
593 |
+
npop=npop,
|
594 |
+
parsimony=float(parsimony),
|
595 |
+
migration=migration,
|
596 |
+
hofMigration=hofMigration,
|
597 |
+
shouldOptimizeConstants=shouldOptimizeConstants,
|
598 |
+
topn=topn,
|
599 |
+
weightAddNode=weightAddNode,
|
600 |
+
weightInsertNode=weightInsertNode,
|
601 |
+
weightDeleteNode=weightDeleteNode,
|
602 |
+
weightDoNothing=weightDoNothing,
|
603 |
+
weightMutateConstant=weightMutateConstant,
|
604 |
+
weightMutateOperator=weightMutateOperator,
|
605 |
+
weightRandomize=weightRandomize,
|
606 |
+
weightSimplify=weightSimplify,
|
607 |
+
perturbationFactor=perturbationFactor,
|
608 |
+
verbosity=verbosity,
|
609 |
+
progress=progress,
|
610 |
+
maxsize=maxsize,
|
611 |
+
fast_cycle=fast_cycle,
|
612 |
+
maxdepth=maxdepth,
|
613 |
+
batching=batching,
|
614 |
+
batchSize=batchSize,
|
615 |
+
select_k_features=select_k_features,
|
616 |
+
warmupMaxsizeBy=warmupMaxsizeBy,
|
617 |
+
constraints=constraints,
|
618 |
+
useFrequency=useFrequency,
|
619 |
+
tempdir=tempdir,
|
620 |
+
delete_tempfiles=delete_tempfiles,
|
621 |
+
update=update,
|
622 |
+
temp_equation_file=temp_equation_file,
|
623 |
+
optimizer_algorithm=optimizer_algorithm,
|
624 |
+
optimizer_nrestarts=optimizer_nrestarts,
|
625 |
+
optimize_probability=optimize_probability,
|
626 |
+
optimizer_iterations=optimizer_iterations,
|
627 |
+
tournament_selection_n=tournament_selection_n,
|
628 |
+
tournament_selection_p=tournament_selection_p,
|
629 |
+
denoise=denoise,
|
630 |
+
Xresampled=Xresampled,
|
631 |
+
precision=precision,
|
632 |
+
multithreading=multithreading,
|
633 |
+
),
|
634 |
+
**kwargs,
|
635 |
+
}
|
636 |
+
|
637 |
+
# Stored equations:
|
638 |
+
self.equations = None
|
639 |
+
|
640 |
+
self.multioutput = None
|
641 |
+
self.raw_julia_output = None
|
642 |
+
self.equation_file = equation_file
|
643 |
+
self.n_features = None
|
644 |
+
self.extra_sympy_mappings = extra_sympy_mappings
|
645 |
+
self.extra_torch_mappings = extra_torch_mappings
|
646 |
+
self.extra_jax_mappings = extra_jax_mappings
|
647 |
+
self.output_jax_format = output_jax_format
|
648 |
+
self.output_torch_format = output_torch_format
|
649 |
+
self.nout = 1
|
650 |
+
self.selection = None
|
651 |
+
self.variable_names = variable_names
|
652 |
+
self.julia_project = julia_project
|
653 |
+
|
654 |
+
self.surface_parameters = [
|
655 |
+
"model_selection",
|
656 |
+
"multioutput",
|
657 |
+
"raw_julia_output",
|
658 |
+
"equation_file",
|
659 |
+
"n_features",
|
660 |
+
"extra_sympy_mappings",
|
661 |
+
"extra_torch_mappings",
|
662 |
+
"extra_jax_mappings",
|
663 |
+
"output_jax_format",
|
664 |
+
"output_torch_format",
|
665 |
+
"nout",
|
666 |
+
"selection",
|
667 |
+
"variable_names",
|
668 |
+
"julia_project",
|
669 |
+
]
|
670 |
+
|
671 |
+
def __repr__(self):
|
672 |
+
"""Prints all current equations fitted by the model.
|
673 |
+
|
674 |
+
The string `>>>>` denotes which equation is selected by the
|
675 |
+
`model_selection`.
|
676 |
+
"""
|
677 |
+
if self.equations is None:
|
678 |
+
return "PySRRegressor.equations = None"
|
679 |
+
|
680 |
+
output = "PySRRegressor.equations = [\n"
|
681 |
+
|
682 |
+
equations = self.equations
|
683 |
+
if not isinstance(equations, list):
|
684 |
+
all_equations = [equations]
|
685 |
+
else:
|
686 |
+
all_equations = equations
|
687 |
+
|
688 |
+
for i, equations in enumerate(all_equations):
|
689 |
+
selected = ["" for _ in range(len(equations))]
|
690 |
+
if self.model_selection == "accuracy":
|
691 |
+
chosen_row = -1
|
692 |
+
elif self.model_selection == "best":
|
693 |
+
chosen_row = equations["score"].idxmax()
|
694 |
+
else:
|
695 |
+
raise NotImplementedError
|
696 |
+
selected[chosen_row] = ">>>>"
|
697 |
+
repr_equations = pd.DataFrame(
|
698 |
+
dict(
|
699 |
+
pick=selected,
|
700 |
+
score=equations["score"],
|
701 |
+
equation=equations["equation"],
|
702 |
+
loss=equations["loss"],
|
703 |
+
complexity=equations["complexity"],
|
704 |
+
)
|
705 |
+
)
|
706 |
+
|
707 |
+
if len(all_equations) > 1:
|
708 |
+
output += "[\n"
|
709 |
+
|
710 |
+
for line in repr_equations.__repr__().split("\n"):
|
711 |
+
output += "\t" + line + "\n"
|
712 |
+
|
713 |
+
if len(all_equations) > 1:
|
714 |
+
output += "]"
|
715 |
+
|
716 |
+
if i < len(all_equations) - 1:
|
717 |
+
output += ", "
|
718 |
+
|
719 |
+
output += "]"
|
720 |
+
return output
|
721 |
+
|
722 |
+
def set_params(self, **params):
|
723 |
+
"""Set parameters for equation search."""
|
724 |
+
for key, value in params.items():
|
725 |
+
if key in self.surface_parameters:
|
726 |
+
self.__setattr__(key, value)
|
727 |
+
else:
|
728 |
+
self.params[key] = value
|
729 |
+
|
730 |
+
self.refresh()
|
731 |
+
return self
|
732 |
+
|
733 |
+
def get_params(self, deep=True):
|
734 |
+
"""Get parameters for equation search."""
|
735 |
+
del deep
|
736 |
+
return {
|
737 |
+
**self.params,
|
738 |
+
**{key: self.__getattribute__(key) for key in self.surface_parameters},
|
739 |
+
}
|
740 |
+
|
741 |
+
def get_best(self):
|
742 |
+
"""Get best equation using `model_selection`."""
|
743 |
+
if self.equations is None:
|
744 |
+
raise ValueError("No equations have been generated yet.")
|
745 |
+
if self.model_selection == "accuracy":
|
746 |
+
if isinstance(self.equations, list):
|
747 |
+
return [eq.iloc[-1] for eq in self.equations]
|
748 |
+
return self.equations.iloc[-1]
|
749 |
+
elif self.model_selection == "best":
|
750 |
+
if isinstance(self.equations, list):
|
751 |
+
return [eq.iloc[eq["score"].idxmax()] for eq in self.equations]
|
752 |
+
return self.equations.iloc[self.equations["score"].idxmax()]
|
753 |
+
else:
|
754 |
+
raise NotImplementedError(
|
755 |
+
f"{self.model_selection} is not a valid model selection strategy."
|
756 |
+
)
|
757 |
+
|
758 |
+
def fit(self, X, y, weights=None, variable_names=None):
|
759 |
+
"""Search for equations to fit the dataset and store them in `self.equations`.
|
760 |
+
|
761 |
+
:param X: 2D array. Rows are examples, columns are features. If pandas DataFrame, the columns are used for variable names (so make sure they don't contain spaces).
|
762 |
+
:type X: np.ndarray/pandas.DataFrame
|
763 |
+
:param y: 1D array (rows are examples) or 2D array (rows are examples, columns are outputs). Putting in a 2D array will trigger a search for equations for each feature of y.
|
764 |
+
:type y: np.ndarray
|
765 |
+
:param weights: Optional. Same shape as y. Each element is how to weight the mean-square-error loss for that particular element of y.
|
766 |
+
:type weights: np.ndarray
|
767 |
+
:param variable_names: a list of names for the variables, other than "x0", "x1", etc.
|
768 |
+
You can also pass a pandas DataFrame for X.
|
769 |
+
:type variable_names: list
|
770 |
+
"""
|
771 |
+
if variable_names is None:
|
772 |
+
variable_names = self.variable_names
|
773 |
+
|
774 |
+
self._run(
|
775 |
+
X=X,
|
776 |
+
y=y,
|
777 |
+
weights=weights,
|
778 |
+
variable_names=variable_names,
|
779 |
+
)
|
780 |
+
|
781 |
+
return self
|
782 |
+
|
783 |
+
def refresh(self):
|
784 |
+
# Updates self.equations with any new options passed,
|
785 |
+
# such as extra_sympy_mappings.
|
786 |
+
self.equations = self.get_hof()
|
787 |
+
|
788 |
+
def predict(self, X):
|
789 |
+
"""Predict y from input X using the equation chosen by `model_selection`.
|
790 |
+
|
791 |
+
You may see what equation is used by printing this object. X should have the same
|
792 |
+
columns as the training data.
|
793 |
+
|
794 |
+
:param X: 2D array. Rows are examples, columns are features. If pandas DataFrame, the columns are used for variable names (so make sure they don't contain spaces).
|
795 |
+
:type X: np.ndarray/pandas.DataFrame
|
796 |
+
:return: 1D array (rows are examples) or 2D array (rows are examples, columns are outputs).
|
797 |
+
"""
|
798 |
+
self.refresh()
|
799 |
+
best = self.get_best()
|
800 |
+
if self.multioutput:
|
801 |
+
return np.stack([eq["lambda_format"](X) for eq in best], axis=1)
|
802 |
+
return best["lambda_format"](X)
|
803 |
+
|
804 |
+
def sympy(self):
|
805 |
+
"""Return sympy representation of the equation(s) chosen by `model_selection`."""
|
806 |
+
self.refresh()
|
807 |
+
best = self.get_best()
|
808 |
+
if self.multioutput:
|
809 |
+
return [eq["sympy_format"] for eq in best]
|
810 |
+
return best["sympy_format"]
|
811 |
+
|
812 |
+
def latex(self):
|
813 |
+
"""Return latex representation of the equation(s) chosen by `model_selection`."""
|
814 |
+
self.refresh()
|
815 |
+
sympy_representation = self.sympy()
|
816 |
+
if self.multioutput:
|
817 |
+
return [sympy.latex(s) for s in sympy_representation]
|
818 |
+
return sympy.latex(sympy_representation)
|
819 |
+
|
820 |
+
def jax(self):
|
821 |
+
"""Return jax representation of the equation(s) chosen by `model_selection`.
|
822 |
+
|
823 |
+
Each equation (multiple given if there are multiple outputs) is a dictionary
|
824 |
+
containing {"callable": func, "parameters": params}. To call `func`, pass
|
825 |
+
func(X, params). This function is differentiable using `jax.grad`.
|
826 |
+
"""
|
827 |
+
if self.using_pandas:
|
828 |
+
warnings.warn(
|
829 |
+
"PySR's JAX modules are not set up to work with a "
|
830 |
+
"model that was trained on pandas dataframes. "
|
831 |
+
"Train on an array instead to ensure everything works as planned."
|
832 |
+
)
|
833 |
+
self.set_params(output_jax_format=True)
|
834 |
+
self.refresh()
|
835 |
+
best = self.get_best()
|
836 |
+
if self.multioutput:
|
837 |
+
return [eq["jax_format"] for eq in best]
|
838 |
+
return best["jax_format"]
|
839 |
+
|
840 |
+
def pytorch(self):
|
841 |
+
"""Return pytorch representation of the equation(s) chosen by `model_selection`.
|
842 |
+
|
843 |
+
Each equation (multiple given if there are multiple outputs) is a PyTorch module
|
844 |
+
containing the parameters as trainable attributes. You can use the module like
|
845 |
+
any other PyTorch module: `module(X)`, where `X` is a tensor with the same
|
846 |
+
column ordering as trained with.
|
847 |
+
"""
|
848 |
+
if self.using_pandas:
|
849 |
+
warnings.warn(
|
850 |
+
"PySR's PyTorch modules are not set up to work with a "
|
851 |
+
"model that was trained on pandas dataframes. "
|
852 |
+
"Train on an array instead to ensure everything works as planned."
|
853 |
+
)
|
854 |
+
self.set_params(output_torch_format=True)
|
855 |
+
self.refresh()
|
856 |
+
best = self.get_best()
|
857 |
+
if self.multioutput:
|
858 |
+
return [eq["torch_format"] for eq in best]
|
859 |
+
return best["torch_format"]
|
860 |
+
|
861 |
+
def _run(self, X, y, weights, variable_names):
|
862 |
+
global already_ran
|
863 |
+
global Main
|
864 |
+
|
865 |
+
for key in self.surface_parameters:
|
866 |
+
if key in self.params:
|
867 |
+
raise ValueError(
|
868 |
+
f"{key} is a surface parameter, and cannot be in self.params"
|
869 |
+
)
|
870 |
+
|
871 |
+
multithreading = self.params["multithreading"]
|
872 |
+
procs = self.params["procs"]
|
873 |
+
binary_operators = self.params["binary_operators"]
|
874 |
+
unary_operators = self.params["unary_operators"]
|
875 |
+
batching = self.params["batching"]
|
876 |
+
maxsize = self.params["maxsize"]
|
877 |
+
select_k_features = self.params["select_k_features"]
|
878 |
+
Xresampled = self.params["Xresampled"]
|
879 |
+
denoise = self.params["denoise"]
|
880 |
+
constraints = self.params["constraints"]
|
881 |
+
update = self.params["update"]
|
882 |
+
loss = self.params["loss"]
|
883 |
+
weightMutateConstant = self.params["weightMutateConstant"]
|
884 |
+
weightMutateOperator = self.params["weightMutateOperator"]
|
885 |
+
weightAddNode = self.params["weightAddNode"]
|
886 |
+
weightInsertNode = self.params["weightInsertNode"]
|
887 |
+
weightDeleteNode = self.params["weightDeleteNode"]
|
888 |
+
weightSimplify = self.params["weightSimplify"]
|
889 |
+
weightRandomize = self.params["weightRandomize"]
|
890 |
+
weightDoNothing = self.params["weightDoNothing"]
|
891 |
+
|
892 |
+
if Main is None:
|
893 |
+
if multithreading:
|
894 |
+
os.environ["JULIA_NUM_THREADS"] = str(procs)
|
895 |
+
|
896 |
+
Main = init_julia()
|
897 |
+
|
898 |
+
if isinstance(X, pd.DataFrame):
|
899 |
+
if variable_names is not None:
|
900 |
+
warnings.warn("Resetting variable_names from X.columns")
|
901 |
+
|
902 |
+
variable_names = list(X.columns)
|
903 |
+
X = np.array(X)
|
904 |
+
self.using_pandas = True
|
905 |
+
else:
|
906 |
+
self.using_pandas = False
|
907 |
+
|
908 |
+
if len(X.shape) == 1:
|
909 |
+
X = X[:, None]
|
910 |
+
|
911 |
+
assert not isinstance(y, pd.DataFrame)
|
912 |
+
|
913 |
+
if len(variable_names) == 0:
|
914 |
+
variable_names = [f"x{i}" for i in range(X.shape[1])]
|
915 |
+
|
916 |
+
use_custom_variable_names = len(variable_names) != 0
|
917 |
+
# TODO: this is always true.
|
918 |
+
|
919 |
+
_check_assertions(
|
920 |
+
X,
|
921 |
+
binary_operators,
|
922 |
+
unary_operators,
|
923 |
+
use_custom_variable_names,
|
924 |
+
variable_names,
|
925 |
+
weights,
|
926 |
+
y,
|
927 |
+
)
|
928 |
+
|
929 |
+
self.n_features = X.shape[1]
|
930 |
+
|
931 |
+
if len(X) > 10000 and not batching:
|
932 |
+
warnings.warn(
|
933 |
+
"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."
|
934 |
+
)
|
935 |
+
|
936 |
+
X, selection = _handle_feature_selection(
|
937 |
+
X, select_k_features, y, variable_names
|
938 |
+
)
|
939 |
+
|
940 |
+
if len(y.shape) == 1 or (len(y.shape) == 2 and y.shape[1] == 1):
|
941 |
+
self.multioutput = False
|
942 |
+
self.nout = 1
|
943 |
+
y = y.reshape(-1)
|
944 |
+
elif len(y.shape) == 2:
|
945 |
+
self.multioutput = True
|
946 |
+
self.nout = y.shape[1]
|
947 |
+
else:
|
948 |
+
raise NotImplementedError("y shape not supported!")
|
949 |
+
|
950 |
+
if denoise:
|
951 |
+
if weights is not None:
|
952 |
+
raise NotImplementedError(
|
953 |
+
"No weights for denoising - the weights are learned."
|
954 |
+
)
|
955 |
+
if Xresampled is not None:
|
956 |
+
# Select among only the selected features:
|
957 |
+
if isinstance(Xresampled, pd.DataFrame):
|
958 |
+
# Handle Xresampled is pandas dataframe
|
959 |
+
if selection is not None:
|
960 |
+
Xresampled = Xresampled[[variable_names[i] for i in selection]]
|
961 |
+
else:
|
962 |
+
Xresampled = Xresampled[variable_names]
|
963 |
+
Xresampled = np.array(Xresampled)
|
964 |
+
else:
|
965 |
+
if selection is not None:
|
966 |
+
Xresampled = Xresampled[:, selection]
|
967 |
+
if self.multioutput:
|
968 |
+
y = np.stack(
|
969 |
+
[
|
970 |
+
_denoise(X, y[:, i], Xresampled=Xresampled)[1]
|
971 |
+
for i in range(self.nout)
|
972 |
+
],
|
973 |
+
axis=1,
|
974 |
+
)
|
975 |
+
if Xresampled is not None:
|
976 |
+
X = Xresampled
|
977 |
+
else:
|
978 |
+
X, y = _denoise(X, y, Xresampled=Xresampled)
|
979 |
+
|
980 |
+
self.julia_project = _get_julia_project(self.julia_project)
|
981 |
+
|
982 |
+
tmpdir = Path(tempfile.mkdtemp(dir=self.params["tempdir"]))
|
983 |
+
|
984 |
+
if self.params["temp_equation_file"]:
|
985 |
+
self.equation_file = tmpdir / "hall_of_fame.csv"
|
986 |
+
elif self.equation_file is None:
|
987 |
+
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
988 |
+
self.equation_file = "hall_of_fame_" + date_time + ".csv"
|
989 |
+
|
990 |
+
_create_inline_operators(
|
991 |
+
binary_operators=binary_operators, unary_operators=unary_operators
|
992 |
+
)
|
993 |
+
_handle_constraints(
|
994 |
+
binary_operators=binary_operators,
|
995 |
+
unary_operators=unary_operators,
|
996 |
+
constraints=constraints,
|
997 |
+
)
|
998 |
+
|
999 |
+
una_constraints = [constraints[op] for op in unary_operators]
|
1000 |
+
bin_constraints = [constraints[op] for op in binary_operators]
|
1001 |
+
|
1002 |
+
try:
|
1003 |
+
# TODO: is this needed since Julia now prints directly to stdout?
|
1004 |
+
term_width = shutil.get_terminal_size().columns
|
1005 |
+
except:
|
1006 |
+
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
1007 |
+
|
1008 |
+
if not already_ran:
|
1009 |
+
from julia import Pkg
|
1010 |
+
|
1011 |
+
Pkg.activate(f"{_escape_filename(self.julia_project)}")
|
1012 |
+
try:
|
1013 |
+
if update:
|
1014 |
+
Pkg.resolve()
|
1015 |
+
Pkg.instantiate()
|
1016 |
+
else:
|
1017 |
+
Pkg.instantiate()
|
1018 |
+
except RuntimeError as e:
|
1019 |
+
raise ImportError(
|
1020 |
+
f"""
|
1021 |
+
Required dependencies are not installed or built. Run the following code in the Python REPL:
|
1022 |
+
|
1023 |
+
>>> import pysr
|
1024 |
+
>>> pysr.install()
|
1025 |
+
|
1026 |
+
Tried to activate project {self.julia_project} but failed."""
|
1027 |
+
) from e
|
1028 |
+
Main.eval("using SymbolicRegression")
|
1029 |
+
|
1030 |
+
Main.plus = Main.eval("(+)")
|
1031 |
+
Main.sub = Main.eval("(-)")
|
1032 |
+
Main.mult = Main.eval("(*)")
|
1033 |
+
Main.pow = Main.eval("(^)")
|
1034 |
+
Main.div = Main.eval("(/)")
|
1035 |
+
|
1036 |
+
Main.custom_loss = Main.eval(loss)
|
1037 |
+
|
1038 |
+
mutationWeights = [
|
1039 |
+
float(weightMutateConstant),
|
1040 |
+
float(weightMutateOperator),
|
1041 |
+
float(weightAddNode),
|
1042 |
+
float(weightInsertNode),
|
1043 |
+
float(weightDeleteNode),
|
1044 |
+
float(weightSimplify),
|
1045 |
+
float(weightRandomize),
|
1046 |
+
float(weightDoNothing),
|
1047 |
+
]
|
1048 |
+
|
1049 |
+
options = Main.Options(
|
1050 |
+
binary_operators=Main.eval(str(tuple(binary_operators)).replace("'", "")),
|
1051 |
+
unary_operators=Main.eval(str(tuple(unary_operators)).replace("'", "")),
|
1052 |
+
bin_constraints=bin_constraints,
|
1053 |
+
una_constraints=una_constraints,
|
1054 |
+
loss=Main.custom_loss,
|
1055 |
+
maxsize=int(maxsize),
|
1056 |
+
hofFile=_escape_filename(self.equation_file),
|
1057 |
+
npopulations=int(self.params["populations"]),
|
1058 |
+
batching=batching,
|
1059 |
+
batchSize=int(
|
1060 |
+
min([self.params["batchSize"], len(X)]) if batching else len(X)
|
1061 |
+
),
|
1062 |
+
mutationWeights=mutationWeights,
|
1063 |
+
terminal_width=int(term_width),
|
1064 |
+
probPickFirst=self.params["tournament_selection_p"],
|
1065 |
+
ns=self.params["tournament_selection_n"],
|
1066 |
+
# These have the same name:
|
1067 |
+
parsimony=self.params["parsimony"],
|
1068 |
+
alpha=self.params["alpha"],
|
1069 |
+
maxdepth=self.params["maxdepth"],
|
1070 |
+
fast_cycle=self.params["fast_cycle"],
|
1071 |
+
migration=self.params["migration"],
|
1072 |
+
hofMigration=self.params["hofMigration"],
|
1073 |
+
fractionReplacedHof=self.params["fractionReplacedHof"],
|
1074 |
+
shouldOptimizeConstants=self.params["shouldOptimizeConstants"],
|
1075 |
+
warmupMaxsizeBy=self.params["warmupMaxsizeBy"],
|
1076 |
+
useFrequency=self.params["useFrequency"],
|
1077 |
+
npop=self.params["npop"],
|
1078 |
+
ncyclesperiteration=self.params["ncyclesperiteration"],
|
1079 |
+
fractionReplaced=self.params["fractionReplaced"],
|
1080 |
+
topn=self.params["topn"],
|
1081 |
+
verbosity=self.params["verbosity"],
|
1082 |
+
optimizer_algorithm=self.params["optimizer_algorithm"],
|
1083 |
+
optimizer_nrestarts=self.params["optimizer_nrestarts"],
|
1084 |
+
optimize_probability=self.params["optimize_probability"],
|
1085 |
+
optimizer_iterations=self.params["optimizer_iterations"],
|
1086 |
+
perturbationFactor=self.params["perturbationFactor"],
|
1087 |
+
annealing=self.params["annealing"],
|
1088 |
+
)
|
1089 |
+
|
1090 |
+
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[
|
1091 |
+
self.params["precision"]
|
1092 |
+
]
|
1093 |
+
|
1094 |
+
Main.X = np.array(X, dtype=np_dtype).T
|
1095 |
+
if len(y.shape) == 1:
|
1096 |
+
Main.y = np.array(y, dtype=np_dtype)
|
1097 |
+
else:
|
1098 |
+
Main.y = np.array(y, dtype=np_dtype).T
|
1099 |
+
if weights is not None:
|
1100 |
+
if len(weights.shape) == 1:
|
1101 |
+
Main.weights = np.array(weights, dtype=np_dtype)
|
1102 |
+
else:
|
1103 |
+
Main.weights = np.array(weights, dtype=np_dtype).T
|
1104 |
+
else:
|
1105 |
+
Main.weights = None
|
1106 |
+
|
1107 |
+
cprocs = 0 if multithreading else procs
|
1108 |
+
|
1109 |
+
self.raw_julia_output = Main.EquationSearch(
|
1110 |
+
Main.X,
|
1111 |
+
Main.y,
|
1112 |
+
weights=Main.weights,
|
1113 |
+
niterations=int(self.params["niterations"]),
|
1114 |
+
varMap=(
|
1115 |
+
variable_names
|
1116 |
+
if selection is None
|
1117 |
+
else [variable_names[i] for i in selection]
|
1118 |
+
),
|
1119 |
+
options=options,
|
1120 |
+
numprocs=int(cprocs),
|
1121 |
+
multithreading=bool(multithreading),
|
1122 |
+
)
|
1123 |
+
|
1124 |
+
self.variable_names = variable_names
|
1125 |
+
self.selection = selection
|
1126 |
+
|
1127 |
+
# Not in params:
|
1128 |
+
# selection, variable_names, multioutput
|
1129 |
+
|
1130 |
+
self.equations = self.get_hof()
|
1131 |
+
|
1132 |
+
if self.params["delete_tempfiles"]:
|
1133 |
+
shutil.rmtree(tmpdir)
|
1134 |
+
|
1135 |
+
already_ran = True
|
1136 |
+
|
1137 |
+
def get_hof(self):
|
1138 |
+
"""Get the equations from a hall of fame file. If no arguments
|
1139 |
+
entered, the ones used previously from a call to PySR will be used."""
|
1140 |
+
|
1141 |
+
try:
|
1142 |
+
if self.multioutput:
|
1143 |
+
all_outputs = []
|
1144 |
+
for i in range(1, self.nout + 1):
|
1145 |
+
df = pd.read_csv(
|
1146 |
+
str(self.equation_file) + f".out{i}" + ".bkup",
|
1147 |
+
sep="|",
|
1148 |
+
)
|
1149 |
+
# Rename Complexity column to complexity:
|
1150 |
+
df.rename(
|
1151 |
+
columns={
|
1152 |
+
"Complexity": "complexity",
|
1153 |
+
"MSE": "loss",
|
1154 |
+
"Equation": "equation",
|
1155 |
+
},
|
1156 |
+
inplace=True,
|
1157 |
+
)
|
1158 |
+
|
1159 |
+
all_outputs.append(df)
|
1160 |
+
else:
|
1161 |
+
all_outputs = [pd.read_csv(str(self.equation_file) + ".bkup", sep="|")]
|
1162 |
+
all_outputs[-1].rename(
|
1163 |
+
columns={
|
1164 |
+
"Complexity": "complexity",
|
1165 |
+
"MSE": "loss",
|
1166 |
+
"Equation": "equation",
|
1167 |
+
},
|
1168 |
+
inplace=True,
|
1169 |
+
)
|
1170 |
+
except FileNotFoundError:
|
1171 |
+
raise RuntimeError(
|
1172 |
+
"Couldn't find equation file! The equation search likely exited before a single iteration completed."
|
1173 |
+
)
|
1174 |
+
|
1175 |
+
ret_outputs = []
|
1176 |
+
|
1177 |
+
for output in all_outputs:
|
1178 |
+
|
1179 |
+
scores = []
|
1180 |
+
lastMSE = None
|
1181 |
+
lastComplexity = 0
|
1182 |
+
sympy_format = []
|
1183 |
+
lambda_format = []
|
1184 |
+
if self.output_jax_format:
|
1185 |
+
jax_format = []
|
1186 |
+
if self.output_torch_format:
|
1187 |
+
torch_format = []
|
1188 |
+
use_custom_variable_names = len(self.variable_names) != 0
|
1189 |
+
local_sympy_mappings = {
|
1190 |
+
**self.extra_sympy_mappings,
|
1191 |
+
**sympy_mappings,
|
1192 |
+
}
|
1193 |
+
|
1194 |
+
if use_custom_variable_names:
|
1195 |
+
sympy_symbols = [
|
1196 |
+
sympy.Symbol(self.variable_names[i]) for i in range(self.n_features)
|
1197 |
+
]
|
1198 |
+
else:
|
1199 |
+
sympy_symbols = [
|
1200 |
+
sympy.Symbol("x%d" % i) for i in range(self.n_features)
|
1201 |
+
]
|
1202 |
+
|
1203 |
+
for _, eqn_row in output.iterrows():
|
1204 |
+
eqn = sympify(eqn_row["equation"], locals=local_sympy_mappings)
|
1205 |
+
sympy_format.append(eqn)
|
1206 |
+
|
1207 |
+
# Numpy:
|
1208 |
+
lambda_format.append(
|
1209 |
+
CallableEquation(
|
1210 |
+
sympy_symbols, eqn, self.selection, self.variable_names
|
1211 |
+
)
|
1212 |
+
)
|
1213 |
+
|
1214 |
+
# JAX:
|
1215 |
+
if self.output_jax_format:
|
1216 |
+
from .export_jax import sympy2jax
|
1217 |
+
|
1218 |
+
func, params = sympy2jax(
|
1219 |
+
eqn,
|
1220 |
+
sympy_symbols,
|
1221 |
+
selection=self.selection,
|
1222 |
+
extra_jax_mappings=self.extra_jax_mappings,
|
1223 |
+
)
|
1224 |
+
jax_format.append({"callable": func, "parameters": params})
|
1225 |
+
|
1226 |
+
# Torch:
|
1227 |
+
if self.output_torch_format:
|
1228 |
+
from .export_torch import sympy2torch
|
1229 |
+
|
1230 |
+
module = sympy2torch(
|
1231 |
+
eqn,
|
1232 |
+
sympy_symbols,
|
1233 |
+
selection=self.selection,
|
1234 |
+
extra_torch_mappings=self.extra_torch_mappings,
|
1235 |
+
)
|
1236 |
+
torch_format.append(module)
|
1237 |
+
|
1238 |
+
curMSE = eqn_row["loss"]
|
1239 |
+
curComplexity = eqn_row["complexity"]
|
1240 |
+
|
1241 |
+
if lastMSE is None:
|
1242 |
+
cur_score = 0.0
|
1243 |
+
else:
|
1244 |
+
if curMSE > 0.0:
|
1245 |
+
cur_score = -np.log(curMSE / lastMSE) / (
|
1246 |
+
curComplexity - lastComplexity
|
1247 |
+
)
|
1248 |
+
else:
|
1249 |
+
cur_score = np.inf
|
1250 |
+
|
1251 |
+
scores.append(cur_score)
|
1252 |
+
lastMSE = curMSE
|
1253 |
+
lastComplexity = curComplexity
|
1254 |
+
|
1255 |
+
output["score"] = np.array(scores)
|
1256 |
+
output["sympy_format"] = sympy_format
|
1257 |
+
output["lambda_format"] = lambda_format
|
1258 |
+
output_cols = [
|
1259 |
+
"complexity",
|
1260 |
+
"loss",
|
1261 |
+
"score",
|
1262 |
+
"equation",
|
1263 |
+
"sympy_format",
|
1264 |
+
"lambda_format",
|
1265 |
+
]
|
1266 |
+
if self.output_jax_format:
|
1267 |
+
output_cols += ["jax_format"]
|
1268 |
+
output["jax_format"] = jax_format
|
1269 |
+
if self.output_torch_format:
|
1270 |
+
output_cols += ["torch_format"]
|
1271 |
+
output["torch_format"] = torch_format
|
1272 |
+
|
1273 |
+
ret_outputs.append(output[output_cols])
|
1274 |
+
|
1275 |
+
if self.multioutput:
|
1276 |
+
return ret_outputs
|
1277 |
+
return ret_outputs[0]
|
1278 |
+
|
1279 |
+
def score(self, X, y):
|
1280 |
+
del X
|
1281 |
+
del y
|
1282 |
+
raise NotImplementedError
|
setup.py
CHANGED
@@ -1,7 +1,10 @@
|
|
1 |
import setuptools
|
2 |
|
3 |
-
|
4 |
-
|
|
|
|
|
|
|
5 |
|
6 |
setuptools.setup(
|
7 |
name="pysr",
|
@@ -12,7 +15,7 @@ setuptools.setup(
|
|
12 |
long_description=long_description,
|
13 |
long_description_content_type="text/markdown",
|
14 |
url="https://github.com/MilesCranmer/pysr",
|
15 |
-
install_requires=["julia", "numpy", "pandas", "sympy"],
|
16 |
packages=setuptools.find_packages(),
|
17 |
package_data={"pysr": ["../Project.toml", "../datasets/*"]},
|
18 |
include_package_data=False,
|
|
|
1 |
import setuptools
|
2 |
|
3 |
+
try:
|
4 |
+
with open("README.md", "r") as fh:
|
5 |
+
long_description = fh.read()
|
6 |
+
except FileNotFoundError:
|
7 |
+
long_description = ""
|
8 |
|
9 |
setuptools.setup(
|
10 |
name="pysr",
|
|
|
15 |
long_description=long_description,
|
16 |
long_description_content_type="text/markdown",
|
17 |
url="https://github.com/MilesCranmer/pysr",
|
18 |
+
install_requires=["julia", "numpy", "pandas", "sympy", "scikit-learn"],
|
19 |
packages=setuptools.find_packages(),
|
20 |
package_data={"pysr": ["../Project.toml", "../datasets/*"]},
|
21 |
include_package_data=False,
|
test/test.py
CHANGED
@@ -1,8 +1,8 @@
|
|
1 |
import unittest
|
2 |
from unittest.mock import patch
|
3 |
import numpy as np
|
4 |
-
from pysr import
|
5 |
-
from pysr.sr import run_feature_selection, _handle_feature_selection
|
6 |
import sympy
|
7 |
from sympy import lambdify
|
8 |
import pandas as pd
|
@@ -21,32 +21,33 @@ class TestPipeline(unittest.TestCase):
|
|
21 |
|
22 |
def test_linear_relation(self):
|
23 |
y = self.X[:, 0]
|
24 |
-
|
25 |
-
|
26 |
-
|
|
|
|
|
27 |
|
28 |
def test_multiprocessing(self):
|
29 |
y = self.X[:, 0]
|
30 |
-
|
31 |
-
|
32 |
-
)
|
33 |
-
|
34 |
-
self.assertLessEqual(equations.iloc[-1]["MSE"], 1e-4)
|
35 |
|
36 |
def test_multioutput_custom_operator(self):
|
37 |
y = self.X[:, [0, 1]] ** 2
|
38 |
-
|
39 |
-
self.X,
|
40 |
-
y,
|
41 |
unary_operators=["sq(x) = x^2"],
|
42 |
-
binary_operators=["plus"],
|
43 |
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
|
|
44 |
**self.default_test_kwargs,
|
45 |
procs=0,
|
46 |
)
|
|
|
|
|
47 |
print(equations)
|
48 |
-
self.assertLessEqual(equations[0].iloc[-1]["
|
49 |
-
self.assertLessEqual(equations[1].iloc[-1]["
|
50 |
|
51 |
def test_multioutput_weighted_with_callable_temp_equation(self):
|
52 |
y = self.X[:, [0, 1]] ** 2
|
@@ -58,10 +59,7 @@ class TestPipeline(unittest.TestCase):
|
|
58 |
y = (2 - w) * y
|
59 |
# Thus, pysr needs to use the weights to find the right equation!
|
60 |
|
61 |
-
|
62 |
-
self.X,
|
63 |
-
y,
|
64 |
-
weights=w,
|
65 |
unary_operators=["sq(x) = x^2"],
|
66 |
binary_operators=["plus"],
|
67 |
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
@@ -70,34 +68,46 @@ class TestPipeline(unittest.TestCase):
|
|
70 |
temp_equation_file=True,
|
71 |
delete_tempfiles=False,
|
72 |
)
|
|
|
73 |
|
74 |
np.testing.assert_almost_equal(
|
75 |
-
|
76 |
)
|
77 |
np.testing.assert_almost_equal(
|
78 |
-
|
79 |
)
|
80 |
|
81 |
-
def
|
82 |
X = np.random.randn(100, 1)
|
83 |
y = X[:, 0] + 3.0
|
84 |
-
|
85 |
-
|
86 |
-
y,
|
87 |
unary_operators=[],
|
88 |
binary_operators=["plus"],
|
89 |
**self.default_test_kwargs,
|
90 |
)
|
|
|
|
|
|
|
|
|
91 |
|
92 |
-
self.assertLessEqual(equations.iloc[-1]["
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
93 |
|
94 |
def test_noisy(self):
|
95 |
|
96 |
np.random.seed(1)
|
97 |
y = self.X[:, [0, 1]] ** 2 + np.random.randn(self.X.shape[0], 1) * 0.05
|
98 |
-
|
99 |
-
self.X,
|
100 |
-
y,
|
101 |
# Test that passing a single operator works:
|
102 |
unary_operators="sq(x) = x^2",
|
103 |
binary_operators="plus",
|
@@ -106,8 +116,9 @@ class TestPipeline(unittest.TestCase):
|
|
106 |
procs=0,
|
107 |
denoise=True,
|
108 |
)
|
109 |
-
self.
|
110 |
-
self.assertLessEqual(
|
|
|
111 |
|
112 |
def test_pandas_resample(self):
|
113 |
np.random.seed(1)
|
@@ -130,9 +141,7 @@ class TestPipeline(unittest.TestCase):
|
|
130 |
"T": np.random.randn(100),
|
131 |
}
|
132 |
)
|
133 |
-
|
134 |
-
X,
|
135 |
-
y,
|
136 |
unary_operators=[],
|
137 |
binary_operators=["+", "*", "/", "-"],
|
138 |
**self.default_test_kwargs,
|
@@ -140,11 +149,12 @@ class TestPipeline(unittest.TestCase):
|
|
140 |
denoise=True,
|
141 |
select_k_features=2,
|
142 |
)
|
143 |
-
|
144 |
-
self.
|
145 |
-
self.assertIn("
|
146 |
-
self.
|
147 |
-
|
|
|
148 |
self.assertListEqual(list(sorted(fn._selection)), [0, 1])
|
149 |
X2 = pd.DataFrame(
|
150 |
{
|
@@ -154,44 +164,45 @@ class TestPipeline(unittest.TestCase):
|
|
154 |
}
|
155 |
)
|
156 |
self.assertLess(np.average((fn(X2) - true_fn(X2)) ** 2), 1e-2)
|
|
|
157 |
|
158 |
|
159 |
class TestBest(unittest.TestCase):
|
160 |
def setUp(self):
|
161 |
equations = pd.DataFrame(
|
162 |
{
|
163 |
-
"
|
164 |
-
"
|
165 |
-
"
|
166 |
}
|
167 |
)
|
168 |
|
169 |
-
equations["
|
170 |
"equation_file.csv.bkup", sep="|"
|
171 |
)
|
172 |
|
173 |
-
self.
|
174 |
-
"equation_file.csv",
|
175 |
-
n_features=2,
|
176 |
variables_names="x0 x1".split(" "),
|
177 |
extra_sympy_mappings={},
|
178 |
output_jax_format=False,
|
179 |
multioutput=False,
|
180 |
nout=1,
|
181 |
)
|
|
|
|
|
|
|
182 |
|
183 |
def test_best(self):
|
184 |
-
self.assertEqual(
|
185 |
-
self.assertEqual(best(), sympy.cos(sympy.Symbol("x0")) ** 2)
|
186 |
|
187 |
def test_best_tex(self):
|
188 |
-
self.assertEqual(
|
189 |
-
self.assertEqual(best_tex(), "\\cos^{2}{\\left(x_{0} \\right)}")
|
190 |
|
191 |
def test_best_lambda(self):
|
192 |
X = np.random.randn(10, 2)
|
193 |
y = np.cos(X[:, 0]) ** 2
|
194 |
-
for f in [
|
195 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
|
196 |
|
197 |
|
@@ -221,11 +232,3 @@ class TestFeatureSelection(unittest.TestCase):
|
|
221 |
np.testing.assert_array_equal(
|
222 |
np.sort(selected_X, axis=1), np.sort(X[:, [2, 3]], axis=1)
|
223 |
)
|
224 |
-
|
225 |
-
|
226 |
-
class TestHelperFunctions(unittest.TestCase):
|
227 |
-
@patch("builtins.input", side_effect=["y", "n"])
|
228 |
-
def test_yesno(self, mock_input):
|
229 |
-
# Assert that the yes/no function correctly deals with y/n
|
230 |
-
self.assertEqual(_yesno("Test"), True)
|
231 |
-
self.assertEqual(_yesno("Test"), False)
|
|
|
1 |
import unittest
|
2 |
from unittest.mock import patch
|
3 |
import numpy as np
|
4 |
+
from pysr import PySRRegressor
|
5 |
+
from pysr.sr import run_feature_selection, _handle_feature_selection
|
6 |
import sympy
|
7 |
from sympy import lambdify
|
8 |
import pandas as pd
|
|
|
21 |
|
22 |
def test_linear_relation(self):
|
23 |
y = self.X[:, 0]
|
24 |
+
model = PySRRegressor(**self.default_test_kwargs)
|
25 |
+
model.fit(self.X, y)
|
26 |
+
model.set_params(model_selection="accuracy")
|
27 |
+
print(model.equations)
|
28 |
+
self.assertLessEqual(model.get_best()["loss"], 1e-4)
|
29 |
|
30 |
def test_multiprocessing(self):
|
31 |
y = self.X[:, 0]
|
32 |
+
model = PySRRegressor(**self.default_test_kwargs, procs=2, multithreading=False)
|
33 |
+
model.fit(self.X, y)
|
34 |
+
print(model.equations)
|
35 |
+
self.assertLessEqual(model.equations.iloc[-1]["loss"], 1e-4)
|
|
|
36 |
|
37 |
def test_multioutput_custom_operator(self):
|
38 |
y = self.X[:, [0, 1]] ** 2
|
39 |
+
model = PySRRegressor(
|
|
|
|
|
40 |
unary_operators=["sq(x) = x^2"],
|
|
|
41 |
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
42 |
+
binary_operators=["plus"],
|
43 |
**self.default_test_kwargs,
|
44 |
procs=0,
|
45 |
)
|
46 |
+
model.fit(self.X, y)
|
47 |
+
equations = model.equations
|
48 |
print(equations)
|
49 |
+
self.assertLessEqual(equations[0].iloc[-1]["loss"], 1e-4)
|
50 |
+
self.assertLessEqual(equations[1].iloc[-1]["loss"], 1e-4)
|
51 |
|
52 |
def test_multioutput_weighted_with_callable_temp_equation(self):
|
53 |
y = self.X[:, [0, 1]] ** 2
|
|
|
59 |
y = (2 - w) * y
|
60 |
# Thus, pysr needs to use the weights to find the right equation!
|
61 |
|
62 |
+
model = PySRRegressor(
|
|
|
|
|
|
|
63 |
unary_operators=["sq(x) = x^2"],
|
64 |
binary_operators=["plus"],
|
65 |
extra_sympy_mappings={"sq": lambda x: x ** 2},
|
|
|
68 |
temp_equation_file=True,
|
69 |
delete_tempfiles=False,
|
70 |
)
|
71 |
+
model.fit(self.X, y, weights=w)
|
72 |
|
73 |
np.testing.assert_almost_equal(
|
74 |
+
model.predict(self.X)[:, 0], self.X[:, 0] ** 2, decimal=4
|
75 |
)
|
76 |
np.testing.assert_almost_equal(
|
77 |
+
model.predict(self.X)[:, 1], self.X[:, 1] ** 2, decimal=4
|
78 |
)
|
79 |
|
80 |
+
def test_empty_operators_single_input_sklearn(self):
|
81 |
X = np.random.randn(100, 1)
|
82 |
y = X[:, 0] + 3.0
|
83 |
+
regressor = PySRRegressor(
|
84 |
+
model_selection="accuracy",
|
|
|
85 |
unary_operators=[],
|
86 |
binary_operators=["plus"],
|
87 |
**self.default_test_kwargs,
|
88 |
)
|
89 |
+
self.assertTrue("None" in regressor.__repr__())
|
90 |
+
regressor.fit(X, y)
|
91 |
+
self.assertTrue("None" not in regressor.__repr__())
|
92 |
+
self.assertTrue(">>>>" in regressor.__repr__())
|
93 |
|
94 |
+
self.assertLessEqual(regressor.equations.iloc[-1]["loss"], 1e-4)
|
95 |
+
np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
|
96 |
+
|
97 |
+
# Tweak model selection:
|
98 |
+
regressor.set_params(model_selection="best")
|
99 |
+
self.assertEqual(regressor.get_params()["model_selection"], "best")
|
100 |
+
self.assertTrue("None" not in regressor.__repr__())
|
101 |
+
self.assertTrue(">>>>" in regressor.__repr__())
|
102 |
+
|
103 |
+
# "best" model_selection should also give a decent loss:
|
104 |
+
np.testing.assert_almost_equal(regressor.predict(X), y, decimal=1)
|
105 |
|
106 |
def test_noisy(self):
|
107 |
|
108 |
np.random.seed(1)
|
109 |
y = self.X[:, [0, 1]] ** 2 + np.random.randn(self.X.shape[0], 1) * 0.05
|
110 |
+
model = PySRRegressor(
|
|
|
|
|
111 |
# Test that passing a single operator works:
|
112 |
unary_operators="sq(x) = x^2",
|
113 |
binary_operators="plus",
|
|
|
116 |
procs=0,
|
117 |
denoise=True,
|
118 |
)
|
119 |
+
model.fit(self.X, y)
|
120 |
+
self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
|
121 |
+
self.assertLessEqual(model.get_best()[1]["loss"], 1e-2)
|
122 |
|
123 |
def test_pandas_resample(self):
|
124 |
np.random.seed(1)
|
|
|
141 |
"T": np.random.randn(100),
|
142 |
}
|
143 |
)
|
144 |
+
model = PySRRegressor(
|
|
|
|
|
145 |
unary_operators=[],
|
146 |
binary_operators=["+", "*", "/", "-"],
|
147 |
**self.default_test_kwargs,
|
|
|
149 |
denoise=True,
|
150 |
select_k_features=2,
|
151 |
)
|
152 |
+
model.fit(X, y)
|
153 |
+
self.assertNotIn("unused_feature", model.latex())
|
154 |
+
self.assertIn("T", model.latex())
|
155 |
+
self.assertIn("x", model.latex())
|
156 |
+
self.assertLessEqual(model.get_best()["loss"], 1e-2)
|
157 |
+
fn = model.get_best()["lambda_format"]
|
158 |
self.assertListEqual(list(sorted(fn._selection)), [0, 1])
|
159 |
X2 = pd.DataFrame(
|
160 |
{
|
|
|
164 |
}
|
165 |
)
|
166 |
self.assertLess(np.average((fn(X2) - true_fn(X2)) ** 2), 1e-2)
|
167 |
+
self.assertLess(np.average((model.predict(X2) - true_fn(X2)) ** 2), 1e-2)
|
168 |
|
169 |
|
170 |
class TestBest(unittest.TestCase):
|
171 |
def setUp(self):
|
172 |
equations = pd.DataFrame(
|
173 |
{
|
174 |
+
"equation": ["1.0", "cos(x0)", "square(cos(x0))"],
|
175 |
+
"loss": [1.0, 0.1, 1e-5],
|
176 |
+
"complexity": [1, 2, 3],
|
177 |
}
|
178 |
)
|
179 |
|
180 |
+
equations["complexity loss equation".split(" ")].to_csv(
|
181 |
"equation_file.csv.bkup", sep="|"
|
182 |
)
|
183 |
|
184 |
+
self.model = PySRRegressor(
|
185 |
+
equation_file="equation_file.csv",
|
|
|
186 |
variables_names="x0 x1".split(" "),
|
187 |
extra_sympy_mappings={},
|
188 |
output_jax_format=False,
|
189 |
multioutput=False,
|
190 |
nout=1,
|
191 |
)
|
192 |
+
self.model.n_features = 2
|
193 |
+
self.model.refresh()
|
194 |
+
self.equations = self.model.equations
|
195 |
|
196 |
def test_best(self):
|
197 |
+
self.assertEqual(self.model.sympy(), sympy.cos(sympy.Symbol("x0")) ** 2)
|
|
|
198 |
|
199 |
def test_best_tex(self):
|
200 |
+
self.assertEqual(self.model.latex(), "\\cos^{2}{\\left(x_{0} \\right)}")
|
|
|
201 |
|
202 |
def test_best_lambda(self):
|
203 |
X = np.random.randn(10, 2)
|
204 |
y = np.cos(X[:, 0]) ** 2
|
205 |
+
for f in [self.model.predict, self.equations.iloc[-1]["lambda_format"]]:
|
206 |
np.testing.assert_almost_equal(f(X), y, decimal=4)
|
207 |
|
208 |
|
|
|
232 |
np.testing.assert_array_equal(
|
233 |
np.sort(selected_X, axis=1), np.sort(X[:, [2, 3]], axis=1)
|
234 |
)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
test/test_jax.py
CHANGED
@@ -1,6 +1,6 @@
|
|
1 |
import unittest
|
2 |
import numpy as np
|
3 |
-
from pysr import sympy2jax,
|
4 |
import pandas as pd
|
5 |
from jax import numpy as jnp
|
6 |
from jax import random
|
@@ -25,7 +25,7 @@ class TestJAX(unittest.TestCase):
|
|
25 |
X = np.random.randn(100, 10)
|
26 |
equations = pd.DataFrame(
|
27 |
{
|
28 |
-
"Equation": ["1.0", "cos(
|
29 |
"MSE": [1.0, 0.1, 1e-5],
|
30 |
"Complexity": [1, 2, 3],
|
31 |
}
|
@@ -35,18 +35,20 @@ class TestJAX(unittest.TestCase):
|
|
35 |
"equation_file.csv.bkup", sep="|"
|
36 |
)
|
37 |
|
38 |
-
|
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 |
-
|
|
|
|
|
|
|
|
|
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
|
|
|
1 |
import unittest
|
2 |
import numpy as np
|
3 |
+
from pysr import sympy2jax, PySRRegressor
|
4 |
import pandas as pd
|
5 |
from jax import numpy as jnp
|
6 |
from jax import random
|
|
|
25 |
X = np.random.randn(100, 10)
|
26 |
equations = pd.DataFrame(
|
27 |
{
|
28 |
+
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
29 |
"MSE": [1.0, 0.1, 1e-5],
|
30 |
"Complexity": [1, 2, 3],
|
31 |
}
|
|
|
35 |
"equation_file.csv.bkup", sep="|"
|
36 |
)
|
37 |
|
38 |
+
model = PySRRegressor(
|
39 |
+
equation_file="equation_file.csv",
|
|
|
|
|
|
|
40 |
output_jax_format=True,
|
41 |
+
variables_names="x1 x2 x3".split(" "),
|
42 |
multioutput=False,
|
43 |
nout=1,
|
44 |
selection=[1, 2, 3],
|
45 |
)
|
46 |
|
47 |
+
model.n_features = 2
|
48 |
+
model.using_pandas = False
|
49 |
+
model.refresh()
|
50 |
+
jformat = model.jax()
|
51 |
+
|
52 |
np.testing.assert_almost_equal(
|
53 |
np.array(jformat["callable"](jnp.array(X), jformat["parameters"])),
|
54 |
np.square(np.cos(X[:, 1])), # Select feature 1
|
test/test_torch.py
CHANGED
@@ -1,7 +1,7 @@
|
|
1 |
import unittest
|
2 |
import numpy as np
|
3 |
import pandas as pd
|
4 |
-
from pysr import sympy2torch,
|
5 |
import torch
|
6 |
import sympy
|
7 |
|
@@ -24,7 +24,7 @@ class TestTorch(unittest.TestCase):
|
|
24 |
X = np.random.randn(100, 10)
|
25 |
equations = pd.DataFrame(
|
26 |
{
|
27 |
-
"Equation": ["1.0", "cos(
|
28 |
"MSE": [1.0, 0.1, 1e-5],
|
29 |
"Complexity": [1, 2, 3],
|
30 |
}
|
@@ -34,9 +34,9 @@ class TestTorch(unittest.TestCase):
|
|
34 |
"equation_file.csv.bkup", sep="|"
|
35 |
)
|
36 |
|
37 |
-
|
38 |
-
"
|
39 |
-
|
40 |
variables_names="x1 x2 x3".split(" "),
|
41 |
extra_sympy_mappings={},
|
42 |
output_torch_format=True,
|
@@ -44,8 +44,12 @@ class TestTorch(unittest.TestCase):
|
|
44 |
nout=1,
|
45 |
selection=[1, 2, 3],
|
46 |
)
|
|
|
|
|
|
|
47 |
|
48 |
-
tformat =
|
|
|
49 |
np.testing.assert_almost_equal(
|
50 |
tformat(torch.tensor(X)).detach().numpy(),
|
51 |
np.square(np.cos(X[:, 1])), # Selection 1st feature
|
@@ -84,9 +88,9 @@ class TestTorch(unittest.TestCase):
|
|
84 |
"equation_file_custom_operator.csv.bkup", sep="|"
|
85 |
)
|
86 |
|
87 |
-
|
88 |
-
"
|
89 |
-
|
90 |
variables_names="x1 x2 x3".split(" "),
|
91 |
extra_sympy_mappings={"mycustomoperator": sympy.sin},
|
92 |
extra_torch_mappings={"mycustomoperator": torch.sin},
|
@@ -95,8 +99,13 @@ class TestTorch(unittest.TestCase):
|
|
95 |
nout=1,
|
96 |
selection=[0, 1, 2],
|
97 |
)
|
|
|
|
|
|
|
|
|
|
|
|
|
98 |
|
99 |
-
tformat = equations.iloc[-1].torch_format
|
100 |
np.testing.assert_almost_equal(
|
101 |
tformat(torch.tensor(X)).detach().numpy(),
|
102 |
np.sin(X[:, 0]), # Selection 1st feature
|
|
|
1 |
import unittest
|
2 |
import numpy as np
|
3 |
import pandas as pd
|
4 |
+
from pysr import sympy2torch, PySRRegressor
|
5 |
import torch
|
6 |
import sympy
|
7 |
|
|
|
24 |
X = np.random.randn(100, 10)
|
25 |
equations = pd.DataFrame(
|
26 |
{
|
27 |
+
"Equation": ["1.0", "cos(x1)", "square(cos(x1))"],
|
28 |
"MSE": [1.0, 0.1, 1e-5],
|
29 |
"Complexity": [1, 2, 3],
|
30 |
}
|
|
|
34 |
"equation_file.csv.bkup", sep="|"
|
35 |
)
|
36 |
|
37 |
+
model = PySRRegressor(
|
38 |
+
model_selection="accuracy",
|
39 |
+
equation_file="equation_file.csv",
|
40 |
variables_names="x1 x2 x3".split(" "),
|
41 |
extra_sympy_mappings={},
|
42 |
output_torch_format=True,
|
|
|
44 |
nout=1,
|
45 |
selection=[1, 2, 3],
|
46 |
)
|
47 |
+
model.n_features = 2 # TODO: Why is this 2 and not 3?
|
48 |
+
model.using_pandas = False
|
49 |
+
model.refresh()
|
50 |
|
51 |
+
tformat = model.pytorch()
|
52 |
+
self.assertEqual(str(tformat), "_SingleSymPyModule(expression=cos(x1)**2)")
|
53 |
np.testing.assert_almost_equal(
|
54 |
tformat(torch.tensor(X)).detach().numpy(),
|
55 |
np.square(np.cos(X[:, 1])), # Selection 1st feature
|
|
|
88 |
"equation_file_custom_operator.csv.bkup", sep="|"
|
89 |
)
|
90 |
|
91 |
+
model = PySRRegressor(
|
92 |
+
model_selection="accuracy",
|
93 |
+
equation_file="equation_file_custom_operator.csv",
|
94 |
variables_names="x1 x2 x3".split(" "),
|
95 |
extra_sympy_mappings={"mycustomoperator": sympy.sin},
|
96 |
extra_torch_mappings={"mycustomoperator": torch.sin},
|
|
|
99 |
nout=1,
|
100 |
selection=[0, 1, 2],
|
101 |
)
|
102 |
+
model.n_features = 3
|
103 |
+
model.using_pandas = False
|
104 |
+
model.refresh()
|
105 |
+
# Will automatically use the set global state from get_hof.
|
106 |
+
tformat = model.pytorch()
|
107 |
+
self.assertEqual(str(tformat), "_SingleSymPyModule(expression=sin(x0))")
|
108 |
|
|
|
109 |
np.testing.assert_almost_equal(
|
110 |
tformat(torch.tensor(X)).detach().numpy(),
|
111 |
np.sin(X[:, 0]), # Selection 1st feature
|