import functools as ft import sympy import string import random # Special since need to reduce arguments. MUL = 0 ADD = 1 _jnp_func_lookup = { sympy.Mul: MUL, sympy.Add: ADD, sympy.div: "jnp.div", sympy.Abs: "jnp.abs", sympy.sign: "jnp.sign", # Note: May raise error for ints. sympy.ceiling: "jnp.ceil", sympy.floor: "jnp.floor", sympy.log: "jnp.log", sympy.exp: "jnp.exp", sympy.sqrt: "jnp.sqrt", sympy.cos: "jnp.cos", sympy.acos: "jnp.acos", sympy.sin: "jnp.sin", sympy.asin: "jnp.asin", sympy.tan: "jnp.tan", sympy.atan: "jnp.atan", sympy.atan2: "jnp.atan2", # Note: Also may give NaN for complex results. sympy.cosh: "jnp.cosh", sympy.acosh: "jnp.acosh", sympy.sinh: "jnp.sinh", sympy.asinh: "jnp.asinh", sympy.tanh: "jnp.tanh", sympy.atanh: "jnp.atanh", sympy.Pow: "jnp.power", sympy.re: "jnp.real", sympy.im: "jnp.imag", sympy.arg: "jnp.angle", # Note: May raise error for ints and complexes sympy.erf: "jsp.erf", sympy.erfc: "jsp.erfc", sympy.LessThan: "jnp.less", sympy.GreaterThan: "jnp.greater", sympy.And: "jnp.logical_and", sympy.Or: "jnp.logical_or", sympy.Not: "jnp.logical_not", sympy.Max: "jnp.max", sympy.Min: "jnp.min", sympy.Mod: "jnp.mod", } def sympy2jaxtext(expr, parameters, symbols_in): if issubclass(expr.func, sympy.Float): parameters.append(float(expr)) return f"parameters[{len(parameters) - 1}]" elif issubclass(expr.func, sympy.Integer): return f"{int(expr)}" elif issubclass(expr.func, sympy.Symbol): return ( f"X[:, {[i for i in range(len(symbols_in)) if symbols_in[i] == expr][0]}]" ) else: _func = _jnp_func_lookup[expr.func] args = [sympy2jaxtext(arg, parameters, symbols_in) for arg in expr.args] if _func == MUL: return " * ".join(["(" + arg + ")" for arg in args]) elif _func == ADD: return " + ".join(["(" + arg + ")" for arg in args]) else: return f'{_func}({", ".join(args)})' jax_initialized = False jax = None jnp = None jsp = None def _initialize_jax(): global jax_initialized global jax global jnp global jsp if not jax_initialized: import jax as _jax from jax import numpy as _jnp from jax.scipy import special as _jsp jax = _jax jnp = _jnp jsp = _jsp def sympy2jax(expression, symbols_in, selection=None): """Returns a function f and its parameters; the function takes an input matrix, and a list of arguments: f(X, parameters) where the parameters appear in the JAX equation. # Examples: Let's create a function in SymPy: ```python x, y = symbols('x y') cosx = 1.0 * sympy.cos(x) + 3.2 * y ``` Let's get the JAX version. We pass the equation, and the symbols required. ```python f, params = sympy2jax(cosx, [x, y]) ``` The order you supply the symbols is the same order you should supply the features when calling the function `f` (shape `[nrows, nfeatures]`). In this case, features=2 for x and y. The `params` in this case will be `jnp.array([1.0, 3.2])`. You pass these parameters when calling the function, which will let you change them and take gradients. Let's generate some JAX data to pass: ```python key = random.PRNGKey(0) X = random.normal(key, (10, 2)) ``` We can call the function with: ```python f(X, params) #> DeviceArray([-2.6080756 , 0.72633684, -6.7557726 , -0.2963162 , # 6.6014843 , 5.032483 , -0.810931 , 4.2520013 , # 3.5427954 , -2.7479894 ], dtype=float32) ``` We can take gradients with respect to the parameters for each row with JAX gradient parameters now: ```python jac_f = jax.jacobian(f, argnums=1) jac_f(X, params) #> DeviceArray([[ 0.49364874, -0.9692889 ], # [ 0.8283714 , -0.0318858 ], # [-0.7447336 , -1.8784496 ], # [ 0.70755106, -0.3137085 ], # [ 0.944834 , 1.767703 ], # [ 0.51673377, 1.4111717 ], # [ 0.87347716, -0.52637756], # [ 0.8760679 , 1.0549792 ], # [ 0.9961824 , 0.79581654], # [-0.88465923, -0.5822907 ]], dtype=float32) ``` We can also JIT-compile our function: ```python compiled_f = jax.jit(f) compiled_f(X, params) #> DeviceArray([-2.6080756 , 0.72633684, -6.7557726 , -0.2963162 , # 6.6014843 , 5.032483 , -0.810931 , 4.2520013 , # 3.5427954 , -2.7479894 ], dtype=float32) ``` """ _initialize_jax() global jax_initialized global jax global jnp global jsp parameters = [] functional_form_text = sympy2jaxtext(expression, parameters, symbols_in) hash_string = "A_" + str(abs(hash(str(expression) + str(symbols_in)))) text = f"def {hash_string}(X, parameters):\n" if selection is not None: # Impose the feature selection: text += f" X = X[:, {list(selection)}]\n" text += " return " text += functional_form_text ldict = {} exec(text, globals(), ldict) return ldict[hash_string], jnp.array(parameters)