from pysr import pysr, best_row from sklearn.base import BaseEstimator import inspect class PySRRegressor(BaseEstimator): def __init__(self, model_selection="accuracy", **params): """Initialize settings for pysr.pysr call. :param model_selection: How to select a model. Can be 'accuracy' or 'best'. 'best' will optimize a combination of complexity and accuracy. :type model_selection: str """ super().__init__() self.model_selection = model_selection self.params = params # Stored equations: self.equations = None def __repr__(self): return f"PySRRegressor(equations={self.get_best()['sympy_format']})" def set_params(self, **params): """Set parameters for pysr.pysr call or model_selection strategy.""" for key, value in params.items(): if key == "model_selection": self.model_selection = value self.params[key] = value return self def get_params(self, deep=True): del deep return {**self.params, "model_selection": self.model_selection} def get_best(self): if self.equations is None: return 0.0 if self.model_selection == "accuracy": return self.equations.iloc[-1] elif self.model_selection == "best": return best_row(self.equations) else: raise NotImplementedError def fit(self, X, y, weights=None, variable_names=None): """Search for equations to fit the dataset. :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). :type X: np.ndarray/pandas.DataFrame :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. :type y: np.ndarray :param weights: Optional. Same shape as y. Each element is how to weight the mean-square-error loss for that particular element of y. :type weights: np.ndarray :param variable_names: a list of names for the variables, other than "x0", "x1", etc. :type variable_names: list """ if variable_names is None: if "variable_names" in self.params: variable_names = self.params["variable_names"] self.equations = pysr( X=X, y=y, weights=weights, variable_names=variable_names, **{k: v for k, v in self.params.items() if k != "variable_names"}, ) return self def predict(self, X): equation_row = self.get_best() np_format = equation_row["lambda_format"] return np_format(X) # Add the docs from pysr() to PySRRegressor(): _pysr_docstring_split = [] _start_recording = False for line in inspect.getdoc(pysr).split("\n"): # Skip docs on "X" and "y" if ":param binary_operators:" in line: _start_recording = True if ":returns:" in line: _start_recording = False if _start_recording: _pysr_docstring_split.append(line) _pysr_docstring = "\n\t".join(_pysr_docstring_split) PySRRegressor.__init__.__doc__ += _pysr_docstring