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import os | |
import sys | |
from argparse import ArgumentParser, ArgumentDefaultsHelpFormatter | |
from collections import namedtuple | |
import pathlib | |
import numpy as np | |
import pandas as pd | |
import sympy | |
from sympy import sympify, Symbol, lambdify | |
import subprocess | |
import tempfile | |
import shutil | |
from pathlib import Path | |
from datetime import datetime | |
import warnings | |
global_state = dict( | |
equation_file="hall_of_fame.csv", | |
n_features=None, | |
variable_names=[], | |
extra_sympy_mappings={}, | |
extra_torch_mappings={}, | |
extra_jax_mappings={}, | |
output_jax_format=False, | |
output_torch_format=False, | |
multioutput=False, | |
nout=1, | |
selection=None, | |
) | |
sympy_mappings = { | |
"div": lambda x, y: x / y, | |
"mult": lambda x, y: x * y, | |
"sqrt_abs": lambda x: sympy.sqrt(abs(x)), | |
"square": lambda x: x ** 2, | |
"cube": lambda x: x ** 3, | |
"plus": lambda x, y: x + y, | |
"sub": lambda x, y: x - y, | |
"neg": lambda x: -x, | |
"pow": lambda x, y: abs(x) ** y, | |
"cos": sympy.cos, | |
"sin": sympy.sin, | |
"tan": sympy.tan, | |
"cosh": sympy.cosh, | |
"sinh": sympy.sinh, | |
"tanh": sympy.tanh, | |
"exp": sympy.exp, | |
"acos": sympy.acos, | |
"asin": sympy.asin, | |
"atan": sympy.atan, | |
"acosh": lambda x: sympy.acosh(abs(x) + 1), | |
"acosh_abs": lambda x: sympy.acosh(abs(x) + 1), | |
"asinh": sympy.asinh, | |
"atanh": lambda x: sympy.atanh(sympy.Mod(x + 1, 2) - 1), | |
"atanh_clip": lambda x: sympy.atanh(sympy.Mod(x + 1, 2) - 1), | |
"abs": abs, | |
"mod": sympy.Mod, | |
"erf": sympy.erf, | |
"erfc": sympy.erfc, | |
"log_abs": lambda x: sympy.log(abs(x)), | |
"log10_abs": lambda x: sympy.log(abs(x), 10), | |
"log2_abs": lambda x: sympy.log(abs(x), 2), | |
"log1p_abs": lambda x: sympy.log(abs(x) + 1), | |
"floor": sympy.floor, | |
"ceil": sympy.ceiling, | |
"sign": sympy.sign, | |
"gamma": sympy.gamma, | |
} | |
def pysr( | |
X, | |
y, | |
weights=None, | |
binary_operators=None, | |
unary_operators=None, | |
procs=4, | |
loss="L2DistLoss()", | |
populations=20, | |
niterations=100, | |
ncyclesperiteration=300, | |
alpha=0.1, | |
annealing=False, | |
fractionReplaced=0.10, | |
fractionReplacedHof=0.10, | |
npop=1000, | |
parsimony=1e-4, | |
migration=True, | |
hofMigration=True, | |
shouldOptimizeConstants=True, | |
topn=10, | |
weightAddNode=1, | |
weightInsertNode=3, | |
weightDeleteNode=3, | |
weightDoNothing=1, | |
weightMutateConstant=10, | |
weightMutateOperator=1, | |
weightRandomize=1, | |
weightSimplify=0.01, | |
perturbationFactor=1.0, | |
timeout=None, | |
extra_sympy_mappings=None, | |
extra_torch_mappings=None, | |
extra_jax_mappings=None, | |
equation_file=None, | |
verbosity=1e9, | |
progress=None, | |
maxsize=20, | |
fast_cycle=False, | |
maxdepth=None, | |
variable_names=None, | |
batching=False, | |
batchSize=50, | |
select_k_features=None, | |
warmupMaxsizeBy=0.0, | |
constraints=None, | |
useFrequency=True, | |
tempdir=None, | |
delete_tempfiles=True, | |
julia_optimization=3, | |
julia_project=None, | |
user_input=True, | |
update=True, | |
temp_equation_file=False, | |
output_jax_format=False, | |
output_torch_format=False, | |
optimizer_algorithm="BFGS", | |
optimizer_nrestarts=3, | |
optimize_probability=1.0, | |
optimizer_iterations=10, | |
tournament_selection_n=10, | |
tournament_selection_p=1.0, | |
denoise=False, | |
Xresampled=None, | |
precision=32, | |
multithreading=None, | |
): | |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i. | |
Note: most default parameters have been tuned over several example | |
equations, but you should adjust `niterations`, | |
`binary_operators`, `unary_operators` to your requirements. | |
You can view more detailed explanations of the options on the | |
[options page](https://pysr.readthedocs.io/en/latest/docs/options/) of the documentation. | |
: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: 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 binary_operators: List of strings giving the binary operators in Julia's Base. Default is ["+", "-", "*", "/",]. | |
:type binary_operators: list | |
:param unary_operators: Same but for operators taking a single scalar. Default is []. | |
:type unary_operators: list | |
:param procs: Number of processes (=number of populations running). | |
:type procs: int | |
: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)`. | |
:type loss: str | |
:param populations: Number of populations running. | |
:type populations: int | |
:param niterations: Number of iterations of the algorithm to run. The best equations are printed, and migrate between populations, at the end of each. | |
:type niterations: int | |
:param ncyclesperiteration: Number of total mutations to run, per 10 samples of the population, per iteration. | |
:type ncyclesperiteration: int | |
:param alpha: Initial temperature. | |
:type alpha: float | |
:param annealing: Whether to use annealing. You should (and it is default). | |
:type annealing: bool | |
:param fractionReplaced: How much of population to replace with migrating equations from other populations. | |
:type fractionReplaced: float | |
:param fractionReplacedHof: How much of population to replace with migrating equations from hall of fame. | |
:type fractionReplacedHof: float | |
:param npop: Number of individuals in each population | |
:type npop: int | |
:param parsimony: Multiplicative factor for how much to punish complexity. | |
:type parsimony: float | |
:param migration: Whether to migrate. | |
:type migration: bool | |
:param hofMigration: Whether to have the hall of fame migrate. | |
:type hofMigration: bool | |
:param shouldOptimizeConstants: Whether to numerically optimize constants (Nelder-Mead/Newton) at the end of each iteration. | |
:type shouldOptimizeConstants: bool | |
:param topn: How many top individuals migrate from each population. | |
:type topn: int | |
:param perturbationFactor: Constants are perturbed by a max factor of (perturbationFactor*T + 1). Either multiplied by this or divided by this. | |
:type perturbationFactor: float | |
:param weightAddNode: Relative likelihood for mutation to add a node | |
:type weightAddNode: float | |
:param weightInsertNode: Relative likelihood for mutation to insert a node | |
:type weightInsertNode: float | |
:param weightDeleteNode: Relative likelihood for mutation to delete a node | |
:type weightDeleteNode: float | |
:param weightDoNothing: Relative likelihood for mutation to leave the individual | |
:type weightDoNothing: float | |
:param weightMutateConstant: Relative likelihood for mutation to change the constant slightly in a random direction. | |
:type weightMutateConstant: float | |
:param weightMutateOperator: Relative likelihood for mutation to swap an operator. | |
:type weightMutateOperator: float | |
:param weightRandomize: Relative likelihood for mutation to completely delete and then randomly generate the equation | |
:type weightRandomize: float | |
:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation | |
:type weightSimplify: float | |
:param timeout: Time in seconds to timeout search | |
:type timeout: float | |
:param equation_file: Where to save the files (.csv separated by |) | |
:type equation_file: str | |
:param verbosity: What verbosity level to use. 0 means minimal print statements. | |
:type verbosity: int | |
:param progress: Whether to use a progress bar instead of printing to stdout. | |
:type progress: bool | |
:param maxsize: Max size of an equation. | |
:type maxsize: int | |
: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. | |
:type maxdepth: int | |
: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. | |
:type fast_cycle: bool | |
:param variable_names: a list of names for the variables, other than "x0", "x1", etc. | |
:type variable_names: list | |
:param batching: whether to compare population members on small batches during evolution. Still uses full dataset for comparing against hall of fame. | |
:type batching: bool | |
:param batchSize: the amount of data to use if doing batching. | |
:type batchSize: int | |
: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. | |
:type select_k_features: None/int | |
: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. | |
:type warmupMaxsizeBy: float | |
: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. | |
:type constraints: dict | |
: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. | |
:type useFrequency: bool | |
:param julia_optimization: Optimization level (0, 1, 2, 3) | |
:type julia_optimization: int | |
:param tempdir: directory for the temporary files | |
:type tempdir: str/None | |
:param delete_tempfiles: whether to delete the temporary files after finishing | |
:type delete_tempfiles: bool | |
: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. | |
:type julia_project: str/None | |
:param user_input: Whether to ask for user input or not for installing (to be used for automated scripts). Will choose to install when asked. | |
:type user_input: bool | |
:param update: Whether to automatically update Julia packages. | |
:type update: bool | |
: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. | |
:type temp_equation_file: bool | |
: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. | |
:type output_jax_format: bool | |
:param output_torch_format: Whether to create a 'torch_format' column in the output, containing a torch module with trainable parameters. | |
:type output_torch_format: bool | |
:param tournament_selection_n: Number of expressions to consider in each tournament. | |
:type tournament_selection_n: int | |
: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. | |
:type tournament_selection_p: float | |
:param denoise: Whether to use a Gaussian Process to denoise the data before inputting to PySR. Can help PySR fit noisy data. | |
:type denoise: bool | |
:param precision: What precision to use for the data. By default this is 32 (float32), but you can select 64 or 16 as well. | |
:type precision: int | |
:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both. | |
:type multithreading: bool | |
: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. | |
:type: pd.DataFrame/list | |
""" | |
if binary_operators is None: | |
binary_operators = "+ * - /".split(" ") | |
if unary_operators is None: | |
unary_operators = [] | |
if extra_sympy_mappings is None: | |
extra_sympy_mappings = {} | |
if variable_names is None: | |
variable_names = [] | |
if constraints is None: | |
constraints = {} | |
if multithreading is None: | |
# Default is multithreading=True, unless explicitly set, | |
# or procs is set to 0 (serial mode). | |
multithreading = procs != 0 | |
buffer_available = "buffer" in sys.stdout.__dir__() | |
if progress is not None: | |
if progress and not buffer_available: | |
warnings.warn( | |
"Note: it looks like you are running in Jupyter. The progress bar will be turned off." | |
) | |
progress = False | |
else: | |
progress = buffer_available | |
assert optimizer_algorithm in ["NelderMead", "BFGS"] | |
assert tournament_selection_n < npop | |
if isinstance(X, pd.DataFrame): | |
variable_names = list(X.columns) | |
X = np.array(X) | |
if len(X.shape) == 1: | |
X = X[:, None] | |
if len(variable_names) == 0: | |
variable_names = [f"x{i}" for i in range(X.shape[1])] | |
if extra_jax_mappings is not None: | |
for value in extra_jax_mappings.values(): | |
if not isinstance(value, str): | |
raise NotImplementedError( | |
"extra_jax_mappings must have keys that are strings! e.g., {sympy.sqrt: 'jnp.sqrt'}." | |
) | |
if extra_torch_mappings is not None: | |
for value in extra_jax_mappings.values(): | |
if not callable(value): | |
raise NotImplementedError( | |
"extra_torch_mappings must be callable functions! e.g., {sympy.sqrt: torch.sqrt}." | |
) | |
use_custom_variable_names = len(variable_names) != 0 | |
_check_assertions( | |
X, | |
binary_operators, | |
unary_operators, | |
use_custom_variable_names, | |
variable_names, | |
weights, | |
y, | |
) | |
_check_for_julia_installation() | |
if len(X) > 10000 and not batching: | |
warnings.warn( | |
"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." | |
) | |
if maxsize > 40: | |
warnings.warn( | |
"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`." | |
) | |
if maxsize < 7: | |
raise NotImplementedError("PySR requires a maxsize of at least 7") | |
X, variable_names, selection = _handle_feature_selection( | |
X, select_k_features, use_custom_variable_names, variable_names, y | |
) | |
if maxdepth is None: | |
maxdepth = maxsize | |
if isinstance(binary_operators, str): | |
binary_operators = [binary_operators] | |
if isinstance(unary_operators, str): | |
unary_operators = [unary_operators] | |
if len(y.shape) == 1 or (len(y.shape) == 2 and y.shape[1] == 1): | |
multioutput = False | |
nout = 1 | |
y = y.reshape(-1) | |
elif len(y.shape) == 2: | |
multioutput = True | |
nout = y.shape[1] | |
else: | |
raise NotImplementedError("y shape not supported!") | |
if denoise: | |
if weights is not None: | |
raise NotImplementedError( | |
"No weights for denoising - the weights are learned." | |
) | |
if Xresampled is not None and selection is not None: | |
# Select among only the selected features: | |
Xresampled = Xresampled[:, selection] | |
if multioutput: | |
y = np.stack( | |
[_denoise(X, y[:, i], Xresampled=Xresampled)[1] for i in range(nout)], | |
axis=1, | |
) | |
if Xresampled is not None: | |
X = Xresampled | |
else: | |
X, y = _denoise(X, y, Xresampled=Xresampled) | |
kwargs = dict( | |
X=X, | |
y=y, | |
weights=weights, | |
alpha=alpha, | |
annealing=annealing, | |
batchSize=batchSize, | |
batching=batching, | |
binary_operators=binary_operators, | |
fast_cycle=fast_cycle, | |
fractionReplaced=fractionReplaced, | |
ncyclesperiteration=ncyclesperiteration, | |
niterations=niterations, | |
npop=npop, | |
topn=topn, | |
verbosity=verbosity, | |
progress=progress, | |
update=update, | |
julia_optimization=julia_optimization, | |
timeout=timeout, | |
fractionReplacedHof=fractionReplacedHof, | |
hofMigration=hofMigration, | |
maxdepth=maxdepth, | |
maxsize=maxsize, | |
migration=migration, | |
optimizer_algorithm=optimizer_algorithm, | |
optimizer_nrestarts=optimizer_nrestarts, | |
optimize_probability=optimize_probability, | |
optimizer_iterations=optimizer_iterations, | |
parsimony=parsimony, | |
perturbationFactor=perturbationFactor, | |
populations=populations, | |
procs=procs, | |
shouldOptimizeConstants=shouldOptimizeConstants, | |
unary_operators=unary_operators, | |
useFrequency=useFrequency, | |
use_custom_variable_names=use_custom_variable_names, | |
variable_names=variable_names, | |
warmupMaxsizeBy=warmupMaxsizeBy, | |
weightAddNode=weightAddNode, | |
weightDeleteNode=weightDeleteNode, | |
weightDoNothing=weightDoNothing, | |
weightInsertNode=weightInsertNode, | |
weightMutateConstant=weightMutateConstant, | |
weightMutateOperator=weightMutateOperator, | |
weightRandomize=weightRandomize, | |
weightSimplify=weightSimplify, | |
constraints=constraints, | |
extra_sympy_mappings=extra_sympy_mappings, | |
extra_jax_mappings=extra_jax_mappings, | |
extra_torch_mappings=extra_torch_mappings, | |
julia_project=julia_project, | |
loss=loss, | |
output_jax_format=output_jax_format, | |
output_torch_format=output_torch_format, | |
selection=selection, | |
multioutput=multioutput, | |
nout=nout, | |
tournament_selection_n=tournament_selection_n, | |
tournament_selection_p=tournament_selection_p, | |
denoise=denoise, | |
precision=precision, | |
multithreading=multithreading, | |
) | |
kwargs = {**_set_paths(tempdir), **kwargs} | |
if temp_equation_file: | |
equation_file = kwargs["tmpdir"] / "hall_of_fame.csv" | |
elif equation_file is None: | |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3] | |
equation_file = "hall_of_fame_" + date_time + ".csv" | |
kwargs = {**dict(equation_file=equation_file), **kwargs} | |
pkg_directory = kwargs["pkg_directory"] | |
if kwargs["julia_project"] is not None: | |
manifest_filepath = Path(kwargs["julia_project"]) / "Manifest.toml" | |
else: | |
manifest_filepath = pkg_directory / "Manifest.toml" | |
kwargs["need_install"] = False | |
if not (manifest_filepath).is_file(): | |
kwargs["need_install"] = (not user_input) or _yesno( | |
"I will install Julia packages using PySR's Project.toml file. OK?" | |
) | |
if kwargs["need_install"]: | |
print("OK. I will install at launch.") | |
assert update | |
kwargs["def_hyperparams"] = _create_inline_operators(**kwargs) | |
_handle_constraints(**kwargs) | |
kwargs["constraints_str"] = _make_constraints_str(**kwargs) | |
kwargs["def_hyperparams"] = _make_hyperparams_julia_str(**kwargs) | |
kwargs["def_datasets"] = _make_datasets_julia_str(**kwargs) | |
_create_julia_files(**kwargs) | |
_final_pysr_process(**kwargs) | |
_set_globals(**kwargs) | |
equations = get_hof(**kwargs) | |
if delete_tempfiles: | |
shutil.rmtree(kwargs["tmpdir"]) | |
return equations | |
def _set_globals(X, **kwargs): | |
global global_state | |
global_state["n_features"] = X.shape[1] | |
for key, value in kwargs.items(): | |
if key in global_state: | |
global_state[key] = value | |
def _final_pysr_process( | |
julia_optimization, runfile_filename, timeout, multithreading, procs, **kwargs | |
): | |
command = [ | |
"julia", | |
f"-O{julia_optimization:d}", | |
] | |
if multithreading: | |
command.append("--threads") | |
command.append(f"{procs}") | |
command.append(str(runfile_filename)) | |
if timeout is not None: | |
command = ["timeout", f"{timeout}"] + command | |
_cmd_runner(command, **kwargs) | |
def _cmd_runner(command, progress, **kwargs): | |
if kwargs["verbosity"] > 0: | |
print("Running on", " ".join(command)) | |
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=-1) | |
try: | |
while True: | |
line = process.stdout.readline() | |
if not line: | |
break | |
decoded_line = line.decode("utf-8") | |
if progress: | |
decoded_line = ( | |
decoded_line.replace("\\033[K", "\033[K") | |
.replace("\\033[1A", "\033[1A") | |
.replace("\\033[1B", "\033[1B") | |
.replace("\\r", "\r") | |
.encode(sys.stdout.encoding, errors="replace") | |
) | |
sys.stdout.buffer.write(decoded_line) | |
sys.stdout.flush() | |
else: | |
print(decoded_line, end="") | |
process.stdout.close() | |
process.wait() | |
except KeyboardInterrupt: | |
print("Killing process... will return when done.") | |
process.kill() | |
def _create_julia_files( | |
dataset_filename, | |
def_datasets, | |
hyperparam_filename, | |
def_hyperparams, | |
niterations, | |
runfile_filename, | |
julia_project, | |
procs, | |
weights, | |
X, | |
variable_names, | |
pkg_directory, | |
need_install, | |
update, | |
multithreading, | |
**kwargs, | |
): | |
with open(hyperparam_filename, "w") as f: | |
print(def_hyperparams, file=f) | |
with open(dataset_filename, "w") as f: | |
print(def_datasets, file=f) | |
with open(runfile_filename, "w") as f: | |
if julia_project is None: | |
julia_project = pkg_directory | |
else: | |
julia_project = Path(julia_project) | |
print(f"import Pkg", file=f) | |
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f) | |
if need_install: | |
print(f"Pkg.instantiate()", file=f) | |
print("Pkg.update()", file=f) | |
print("Pkg.precompile()", file=f) | |
elif update: | |
print(f"Pkg.update()", file=f) | |
print(f"using SymbolicRegression", file=f) | |
print(f'include("{_escape_filename(hyperparam_filename)}")', file=f) | |
print(f'include("{_escape_filename(dataset_filename)}")', file=f) | |
if len(variable_names) == 0: | |
varMap = "[" + ",".join([f'"x{i}"' for i in range(X.shape[1])]) + "]" | |
else: | |
varMap = ( | |
"[" + ",".join(['"' + vname + '"' for vname in variable_names]) + "]" | |
) | |
cprocs = 0 if multithreading else procs | |
if weights is not None: | |
print( | |
f"EquationSearch(X, y, weights=weights, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})", | |
file=f, | |
) | |
else: | |
print( | |
f"EquationSearch(X, y, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})", | |
file=f, | |
) | |
def _make_datasets_julia_str( | |
X, | |
X_filename, | |
weights, | |
weights_filename, | |
y, | |
y_filename, | |
multioutput, | |
precision, | |
**kwargs, | |
): | |
def_datasets = """using DelimitedFiles""" | |
julia_dtype = {16: "Float16", 32: "Float32", 64: "Float64"}[precision] | |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision] | |
np.savetxt(X_filename, X.astype(np_dtype), delimiter=",") | |
if multioutput: | |
np.savetxt(y_filename, y.astype(np_dtype), delimiter=",") | |
else: | |
np.savetxt(y_filename, y.reshape(-1, 1).astype(np_dtype), delimiter=",") | |
if weights is not None: | |
if multioutput: | |
np.savetxt(weights_filename, weights.astype(np_dtype), delimiter=",") | |
else: | |
np.savetxt( | |
weights_filename, | |
weights.reshape(-1, 1).astype(np_dtype), | |
delimiter=",", | |
) | |
def_datasets += f""" | |
X = copy(transpose(readdlm("{_escape_filename(X_filename)}", ',', {julia_dtype}, '\\n')))""" | |
if multioutput: | |
def_datasets += f""" | |
y = copy(transpose(readdlm("{_escape_filename(y_filename)}", ',', {julia_dtype}, '\\n')))""" | |
else: | |
def_datasets += f""" | |
y = readdlm("{_escape_filename(y_filename)}", ',', {julia_dtype}, '\\n')[:, 1]""" | |
if weights is not None: | |
if multioutput: | |
def_datasets += f""" | |
weights = copy(transpose(readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')))""" | |
else: | |
def_datasets += f""" | |
weights = readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')[:, 1]""" | |
return def_datasets | |
def _make_hyperparams_julia_str( | |
X, | |
alpha, | |
annealing, | |
batchSize, | |
batching, | |
binary_operators, | |
constraints_str, | |
def_hyperparams, | |
equation_file, | |
fast_cycle, | |
fractionReplacedHof, | |
hofMigration, | |
maxdepth, | |
maxsize, | |
migration, | |
optimizer_algorithm, | |
optimizer_nrestarts, | |
optimize_probability, | |
optimizer_iterations, | |
npop, | |
parsimony, | |
perturbationFactor, | |
populations, | |
shouldOptimizeConstants, | |
unary_operators, | |
useFrequency, | |
warmupMaxsizeBy, | |
weightAddNode, | |
ncyclesperiteration, | |
fractionReplaced, | |
topn, | |
verbosity, | |
progress, | |
loss, | |
weightDeleteNode, | |
weightDoNothing, | |
weightInsertNode, | |
weightMutateConstant, | |
weightMutateOperator, | |
weightRandomize, | |
weightSimplify, | |
tournament_selection_n, | |
tournament_selection_p, | |
**kwargs, | |
): | |
try: | |
term_width = shutil.get_terminal_size().columns | |
except: | |
_, term_width = subprocess.check_output(["stty", "size"]).split() | |
def tuple_fix(ops): | |
if len(ops) > 1: | |
return ", ".join(ops) | |
if len(ops) == 0: | |
return "" | |
return ops[0] + "," | |
def_hyperparams += f"""\n | |
plus=(+) | |
sub=(-) | |
mult=(*) | |
square=SymbolicRegression.square | |
cube=SymbolicRegression.cube | |
pow=(^) | |
div=(/) | |
log_abs=SymbolicRegression.log_abs | |
log2_abs=SymbolicRegression.log2_abs | |
log10_abs=SymbolicRegression.log10_abs | |
log1p_abs=SymbolicRegression.log1p_abs | |
acosh_abs=SymbolicRegression.acosh_abs | |
atanh_clip=SymbolicRegression.atanh_clip | |
sqrt_abs=SymbolicRegression.sqrt_abs | |
neg=SymbolicRegression.neg | |
greater=SymbolicRegression.greater | |
relu=SymbolicRegression.relu | |
logical_or=SymbolicRegression.logical_or | |
logical_and=SymbolicRegression.logical_and | |
_custom_loss = {loss} | |
options = SymbolicRegression.Options(binary_operators={'(' + tuple_fix(binary_operators) + ')'}, | |
unary_operators={'(' + tuple_fix(unary_operators) + ')'}, | |
{constraints_str} | |
parsimony={parsimony:f}f0, | |
loss=_custom_loss, | |
alpha={alpha:f}f0, | |
maxsize={maxsize:d}, | |
maxdepth={maxdepth:d}, | |
fast_cycle={'true' if fast_cycle else 'false'}, | |
migration={'true' if migration else 'false'}, | |
hofMigration={'true' if hofMigration else 'false'}, | |
fractionReplacedHof={fractionReplacedHof}f0, | |
shouldOptimizeConstants={'true' if shouldOptimizeConstants else 'false'}, | |
hofFile="{_escape_filename(equation_file)}", | |
npopulations={populations:d}, | |
optimizer_algorithm="{optimizer_algorithm}", | |
optimizer_nrestarts={optimizer_nrestarts:d}, | |
optimize_probability={optimize_probability:f}f0, | |
optimizer_iterations={optimizer_iterations:d}, | |
perturbationFactor={perturbationFactor:f}f0, | |
annealing={"true" if annealing else "false"}, | |
batching={"true" if batching else "false"}, | |
batchSize={min([batchSize, len(X)]) if batching else len(X):d}, | |
mutationWeights=[ | |
{weightMutateConstant:f}, | |
{weightMutateOperator:f}, | |
{weightAddNode:f}, | |
{weightInsertNode:f}, | |
{weightDeleteNode:f}, | |
{weightSimplify:f}, | |
{weightRandomize:f}, | |
{weightDoNothing:f} | |
], | |
warmupMaxsizeBy={warmupMaxsizeBy:f}f0, | |
useFrequency={"true" if useFrequency else "false"}, | |
npop={npop:d}, | |
ns={tournament_selection_n:d}, | |
probPickFirst={tournament_selection_p:f}f0, | |
ncyclesperiteration={ncyclesperiteration:d}, | |
fractionReplaced={fractionReplaced:f}f0, | |
topn={topn:d}, | |
verbosity=round(Int32, {verbosity:f}), | |
progress={'true' if progress else 'false'}, | |
terminal_width={term_width:d} | |
""" | |
def_hyperparams += "\n)" | |
return def_hyperparams | |
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs): | |
constraints_str = "una_constraints = [" | |
first = True | |
for op in unary_operators: | |
val = constraints[op] | |
if not first: | |
constraints_str += ", " | |
constraints_str += f"{val:d}" | |
first = False | |
constraints_str += """], | |
bin_constraints = [""" | |
first = True | |
for op in binary_operators: | |
tup = constraints[op] | |
if not first: | |
constraints_str += ", " | |
constraints_str += f"({tup[0]:d}, {tup[1]:d})" | |
first = False | |
constraints_str += "]," | |
return constraints_str | |
def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs): | |
for op in unary_operators: | |
if op not in constraints: | |
constraints[op] = -1 | |
for op in binary_operators: | |
if op not in constraints: | |
constraints[op] = (-1, -1) | |
if op in ["plus", "sub"]: | |
if constraints[op][0] != constraints[op][1]: | |
raise NotImplementedError( | |
"You need equal constraints on both sides for - and *, due to simplification strategies." | |
) | |
elif op == "mult": | |
# Make sure the complex expression is in the left side. | |
if constraints[op][0] == -1: | |
continue | |
if constraints[op][1] == -1 or constraints[op][0] < constraints[op][1]: | |
constraints[op][0], constraints[op][1] = ( | |
constraints[op][1], | |
constraints[op][0], | |
) | |
def _create_inline_operators(binary_operators, unary_operators, **kwargs): | |
def_hyperparams = "" | |
for op_list in [binary_operators, unary_operators]: | |
for i, op in enumerate(op_list): | |
is_user_defined_operator = "(" in op | |
if is_user_defined_operator: | |
def_hyperparams += op + "\n" | |
# Cut off from the first non-alphanumeric char: | |
first_non_char = [ | |
j | |
for j, char in enumerate(op) | |
if not (char.isalpha() or char.isdigit()) | |
][0] | |
function_name = op[:first_non_char] | |
op_list[i] = function_name | |
return def_hyperparams | |
def _handle_feature_selection( | |
X, select_k_features, use_custom_variable_names, variable_names, y | |
): | |
if select_k_features is not None: | |
selection = run_feature_selection(X, y, select_k_features) | |
print(f"Using features {selection}") | |
X = X[:, selection] | |
if use_custom_variable_names: | |
variable_names = [variable_names[i] for i in selection] | |
else: | |
selection = None | |
return X, variable_names, selection | |
def _set_paths(tempdir): | |
# System-independent paths | |
pkg_directory = Path(__file__).parents[1] | |
default_project_file = pkg_directory / "Project.toml" | |
tmpdir = Path(tempfile.mkdtemp(dir=tempdir)) | |
hyperparam_filename = tmpdir / f"hyperparams.jl" | |
dataset_filename = tmpdir / f"dataset.jl" | |
runfile_filename = tmpdir / "runfile.jl" | |
X_filename = tmpdir / "X.csv" | |
y_filename = tmpdir / "y.csv" | |
weights_filename = tmpdir / "weights.csv" | |
return dict( | |
pkg_directory=pkg_directory, | |
default_project_file=default_project_file, | |
X_filename=X_filename, | |
dataset_filename=dataset_filename, | |
hyperparam_filename=hyperparam_filename, | |
runfile_filename=runfile_filename, | |
tmpdir=tmpdir, | |
weights_filename=weights_filename, | |
y_filename=y_filename, | |
) | |
def _check_assertions( | |
X, | |
binary_operators, | |
unary_operators, | |
use_custom_variable_names, | |
variable_names, | |
weights, | |
y, | |
): | |
# Check for potential errors before they happen | |
assert len(unary_operators) + len(binary_operators) > 0 | |
assert len(X.shape) == 2 | |
assert len(y.shape) in [1, 2] | |
assert X.shape[0] == y.shape[0] | |
if weights is not None: | |
assert weights.shape == y.shape | |
assert X.shape[0] == weights.shape[0] | |
if use_custom_variable_names: | |
assert len(variable_names) == X.shape[1] | |
def _check_for_julia_installation(): | |
try: | |
process = subprocess.Popen(["julia", "-v"], stdout=subprocess.PIPE, bufsize=-1) | |
while True: | |
line = process.stdout.readline() | |
if not line: | |
break | |
process.stdout.close() | |
process.wait() | |
except FileNotFoundError: | |
raise RuntimeError( | |
f"Your current $PATH is: {os.environ['PATH']}\nPySR could not start julia. Make sure julia is installed and on your $PATH." | |
) | |
process.kill() | |
def run_feature_selection(X, y, select_k_features): | |
"""Use a gradient boosting tree regressor as a proxy for finding | |
the k most important features in X, returning indices for those | |
features as output.""" | |
from sklearn.ensemble import RandomForestRegressor | |
from sklearn.feature_selection import SelectFromModel, SelectKBest | |
clf = RandomForestRegressor(n_estimators=100, max_depth=3, random_state=0) | |
clf.fit(X, y) | |
selector = SelectFromModel( | |
clf, threshold=-np.inf, max_features=select_k_features, prefit=True | |
) | |
return selector.get_support(indices=True) | |
def get_hof( | |
equation_file=None, | |
n_features=None, | |
variable_names=None, | |
output_jax_format=None, | |
output_torch_format=None, | |
selection=None, | |
extra_sympy_mappings=None, | |
extra_jax_mappings=None, | |
extra_torch_mappings=None, | |
multioutput=None, | |
nout=None, | |
**kwargs, | |
): | |
"""Get the equations from a hall of fame file. If no arguments | |
entered, the ones used previously from a call to PySR will be used.""" | |
global global_state | |
if equation_file is None: | |
equation_file = global_state["equation_file"] | |
if n_features is None: | |
n_features = global_state["n_features"] | |
if variable_names is None: | |
variable_names = global_state["variable_names"] | |
if extra_sympy_mappings is None: | |
extra_sympy_mappings = global_state["extra_sympy_mappings"] | |
if extra_jax_mappings is None: | |
extra_jax_mappings = global_state["extra_jax_mappings"] | |
if extra_torch_mappings is None: | |
extra_torch_mappings = global_state["extra_torch_mappings"] | |
if output_torch_format is None: | |
output_torch_format = global_state["output_torch_format"] | |
if output_jax_format is None: | |
output_jax_format = global_state["output_jax_format"] | |
if multioutput is None: | |
multioutput = global_state["multioutput"] | |
if nout is None: | |
nout = global_state["nout"] | |
if selection is None: | |
selection = global_state["selection"] | |
global_state["selection"] = selection | |
global_state["equation_file"] = equation_file | |
global_state["n_features"] = n_features | |
global_state["variable_names"] = variable_names | |
global_state["extra_sympy_mappings"] = extra_sympy_mappings | |
global_state["extra_jax_mappings"] = extra_jax_mappings | |
global_state["extra_torch_mappings"] = extra_torch_mappings | |
global_state["output_torch_format"] = output_torch_format | |
global_state["output_jax_format"] = output_jax_format | |
global_state["multioutput"] = multioutput | |
global_state["nout"] = nout | |
global_state["selection"] = selection | |
try: | |
if multioutput: | |
all_outputs = [ | |
pd.read_csv(str(equation_file) + f".out{i}" + ".bkup", sep="|") | |
for i in range(1, nout + 1) | |
] | |
else: | |
all_outputs = [pd.read_csv(str(equation_file) + ".bkup", sep="|")] | |
except FileNotFoundError: | |
raise RuntimeError( | |
"Couldn't find equation file! The equation search likely exited before a single iteration completed." | |
) | |
ret_outputs = [] | |
for output in all_outputs: | |
scores = [] | |
lastMSE = None | |
lastComplexity = 0 | |
sympy_format = [] | |
lambda_format = [] | |
if output_jax_format: | |
jax_format = [] | |
if output_torch_format: | |
torch_format = [] | |
use_custom_variable_names = len(variable_names) != 0 | |
local_sympy_mappings = {**extra_sympy_mappings, **sympy_mappings} | |
if use_custom_variable_names: | |
sympy_symbols = [sympy.Symbol(variable_names[i]) for i in range(n_features)] | |
else: | |
sympy_symbols = [sympy.Symbol("x%d" % i) for i in range(n_features)] | |
for _, eqn_row in output.iterrows(): | |
eqn = sympify(eqn_row["Equation"], locals=local_sympy_mappings) | |
sympy_format.append(eqn) | |
# Numpy: | |
lambda_format.append(CallableEquation(sympy_symbols, eqn, selection)) | |
# JAX: | |
if output_jax_format: | |
from .export_jax import sympy2jax | |
func, params = sympy2jax( | |
eqn, | |
sympy_symbols, | |
selection=selection, | |
extra_jax_mappings=extra_jax_mappings, | |
) | |
jax_format.append({"callable": func, "parameters": params}) | |
# Torch: | |
if output_torch_format: | |
from .export_torch import sympy2torch | |
module = sympy2torch( | |
eqn, | |
sympy_symbols, | |
selection=selection, | |
extra_torch_mappings=extra_torch_mappings, | |
) | |
torch_format.append(module) | |
curMSE = eqn_row["MSE"] | |
curComplexity = eqn_row["Complexity"] | |
if lastMSE is None: | |
cur_score = 0.0 | |
else: | |
cur_score = -np.log(curMSE / lastMSE) / (curComplexity - lastComplexity) | |
scores.append(cur_score) | |
lastMSE = curMSE | |
lastComplexity = curComplexity | |
output["score"] = np.array(scores) | |
output["sympy_format"] = sympy_format | |
output["lambda_format"] = lambda_format | |
output_cols = [ | |
"Complexity", | |
"MSE", | |
"score", | |
"Equation", | |
"sympy_format", | |
"lambda_format", | |
] | |
if output_jax_format: | |
output_cols += ["jax_format"] | |
output["jax_format"] = jax_format | |
if output_torch_format: | |
output_cols += ["torch_format"] | |
output["torch_format"] = torch_format | |
ret_outputs.append(output[output_cols]) | |
if multioutput: | |
return ret_outputs | |
return ret_outputs[0] | |
def best_row(equations=None): | |
"""Return the best row of a hall of fame file using the score column. | |
By default this uses the last equation file. | |
""" | |
if equations is None: | |
equations = get_hof() | |
if isinstance(equations, list): | |
return [eq.iloc[np.argmax(eq["score"])] for eq in equations] | |
return equations.iloc[np.argmax(equations["score"])] | |
def best_tex(equations=None): | |
"""Return the equation with the best score, in latex format | |
By default this uses the last equation file. | |
""" | |
if equations is None: | |
equations = get_hof() | |
if isinstance(equations, list): | |
return [ | |
sympy.latex(best_row(eq)["sympy_format"].simplify()) for eq in equations | |
] | |
return sympy.latex(best_row(equations)["sympy_format"].simplify()) | |
def best(equations=None): | |
"""Return the equation with the best score, in sympy format. | |
By default this uses the last equation file. | |
""" | |
if equations is None: | |
equations = get_hof() | |
if isinstance(equations, list): | |
return [best_row(eq)["sympy_format"].simplify() for eq in equations] | |
return best_row(equations)["sympy_format"].simplify() | |
def best_callable(equations=None): | |
"""Return the equation with the best score, in callable format. | |
By default this uses the last equation file. | |
""" | |
if equations is None: | |
equations = get_hof() | |
if isinstance(equations, list): | |
return [best_row(eq)["lambda_format"] for eq in equations] | |
return best_row(equations)["lambda_format"] | |
def _escape_filename(filename): | |
"""Turns a file into a string representation with correctly escaped backslashes""" | |
str_repr = str(filename) | |
str_repr = str_repr.replace("\\", "\\\\") | |
return str_repr | |
# https://gist.github.com/garrettdreyfus/8153571 | |
def _yesno(question): | |
"""Simple Yes/No Function.""" | |
prompt = f"{question} (y/n): " | |
ans = input(prompt).strip().lower() | |
if ans not in ["y", "n"]: | |
print(f"{ans} is invalid, please try again...") | |
return _yesno(question) | |
if ans == "y": | |
return True | |
return False | |
def _denoise(X, y, Xresampled=None): | |
"""Denoise the dataset using a Gaussian process""" | |
from sklearn.gaussian_process import GaussianProcessRegressor | |
from sklearn.gaussian_process.kernels import RBF, WhiteKernel, ConstantKernel | |
gp_kernel = RBF(np.ones(X.shape[1])) + WhiteKernel(1e-1) + ConstantKernel() | |
gpr = GaussianProcessRegressor(kernel=gp_kernel, n_restarts_optimizer=50) | |
gpr.fit(X, y) | |
if Xresampled is not None: | |
return Xresampled, gpr.predict(Xresampled) | |
return X, gpr.predict(X) | |
class CallableEquation: | |
"""Simple wrapper for numpy lambda functions built with sympy""" | |
def __init__(self, sympy_symbols, eqn, selection=None): | |
self._sympy = eqn | |
self._sympy_symbols = sympy_symbols | |
self._selection = selection | |
self._lambda = lambdify(sympy_symbols, eqn) | |
def __repr__(self): | |
return f"PySRFunction(X=>{self._sympy})" | |
def __call__(self, X): | |
if self._selection is not None: | |
return self._lambda(*X[:, self._selection].T) | |
return self._lambda(*X.T) | |