PySR / pysr /sr.py
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"""Define the PySRRegressor scikit-learn interface."""
import copy
from io import StringIO
import os
import sys
import numpy as np
import pandas as pd
import sympy
from sympy import sympify
import re
import tempfile
import shutil
from pathlib import Path
import pickle as pkl
from datetime import datetime
import warnings
from multiprocessing import cpu_count
from sklearn.base import BaseEstimator, RegressorMixin, MultiOutputMixin
from sklearn.utils import check_array, check_consistent_length, check_random_state
from sklearn.utils.validation import (
_check_feature_names_in,
check_is_fitted,
)
from .julia_helpers import (
init_julia,
_process_julia_project,
is_julia_version_greater_eq,
_escape_filename,
_load_cluster_manager,
_update_julia_project,
_load_backend,
)
from .export_numpy import CallableEquation
from .export_latex import generate_single_table, generate_multiple_tables, to_latex
from .deprecated import make_deprecated_kwargs_for_pysr_regressor
Main = None # TODO: Rename to more descriptive name like "julia_runtime"
already_ran = False
sympy_mappings = {
"div": lambda x, y: x / y,
"mult": lambda x, y: x * y,
"sqrt": lambda x: sympy.sqrt(x),
"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: x**y,
"pow_abs": 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(x),
"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": lambda x: sympy.log(x),
"log10": lambda x: sympy.log(x, 10),
"log2": lambda x: sympy.log(x, 2),
"log1p": lambda x: sympy.log(x + 1),
"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, **kwargs): # pragma: no cover
warnings.warn(
"Calling `pysr` is deprecated. "
"Please use `model = PySRRegressor(**params); model.fit(X, y)` going forward.",
FutureWarning,
)
model = PySRRegressor(**kwargs)
model.fit(X, y, weights=weights)
return model.equations_
def _process_constraints(binary_operators, unary_operators, constraints):
constraints = constraints.copy()
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 in ["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],
)
return constraints
def _maybe_create_inline_operators(
binary_operators, unary_operators, extra_sympy_mappings
):
global Main
binary_operators = binary_operators.copy()
unary_operators = unary_operators.copy()
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:
Main.eval(op)
# Cut off from the first non-alphanumeric char:
first_non_char = [j for j, char in enumerate(op) if char == "("][0]
function_name = op[:first_non_char]
# Assert that function_name only contains
# alphabetical characters, numbers,
# and underscores:
if not re.match(r"^[a-zA-Z0-9_]+$", function_name):
raise ValueError(
f"Invalid function name {function_name}. "
"Only alphanumeric characters, numbers, "
"and underscores are allowed."
)
if (extra_sympy_mappings is None) or (
not function_name in extra_sympy_mappings
):
raise ValueError(
f"Custom function {function_name} is not defined in `extra_sympy_mappings`. "
"You can define it with, "
"e.g., `model.set_params(extra_sympy_mappings={'inv': lambda x: 1/x})`, where "
"`lambda x: 1/x` is a valid SymPy function defining the operator. "
"You can also define these at initialization time."
)
op_list[i] = function_name
return binary_operators, unary_operators
def _check_assertions(
X,
use_custom_variable_names,
variable_names,
weights,
y,
):
# Check for potential errors before they happen
assert len(X.shape) == 2
assert len(y.shape) in [1, 2]
assert X.shape[0] == y.shape[0]
if weights is not None:
assert weights.shape == y.shape
assert X.shape[0] == weights.shape[0]
if use_custom_variable_names:
assert len(variable_names) == X.shape[1]
# Check none of the variable names are function names:
for var_name in variable_names:
if var_name in sympy_mappings or var_name in sympy.__dict__.keys():
raise ValueError(
f"Variable name {var_name} is already a function name."
)
# Check if alphanumeric only:
if not re.match(r"^[β‚€β‚β‚‚β‚ƒβ‚„β‚…β‚†β‚‡β‚ˆβ‚‰a-zA-Z0-9_]+$", var_name):
raise ValueError(
f"Invalid variable name {var_name}. "
"Only alphanumeric characters, numbers, "
"and underscores are allowed."
)
def best(*args, **kwargs): # pragma: no cover
raise NotImplementedError(
"`best` has been deprecated. Please use the `PySRRegressor` interface. "
"After fitting, you can return `.sympy()` to get the sympy representation "
"of the best equation."
)
def best_row(*args, **kwargs): # pragma: no cover
raise NotImplementedError(
"`best_row` has been deprecated. Please use the `PySRRegressor` interface. "
"After fitting, you can run `print(model)` to view the best equation, or "
"`model.get_best()` to return the best equation's row in `model.equations_`."
)
def best_tex(*args, **kwargs): # pragma: no cover
raise NotImplementedError(
"`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."
)
def best_callable(*args, **kwargs): # pragma: no cover
raise NotImplementedError(
"`best_callable` has been deprecated. Please use the `PySRRegressor` "
"interface. After fitting, you can use `.predict(X)` to use the best callable."
)
# Class validation constants
VALID_OPTIMIZER_ALGORITHMS = ["NelderMead", "BFGS"]
class PySRRegressor(MultiOutputMixin, RegressorMixin, BaseEstimator):
"""
High-performance symbolic regression algorithm.
This is the scikit-learn interface for SymbolicRegression.jl.
This model will automatically search for equations which fit
a given dataset subject to a particular loss and set of
constraints.
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://astroautomata.com/PySR/options) of the
documentation.
Parameters
----------
model_selection : str
Model selection criterion when selecting a final expression from
the list of best expression at each complexity.
Can be `'accuracy'`, `'best'`, or `'score'`. Default is `'best'`.
`'accuracy'` selects the candidate model with the lowest loss
(highest accuracy).
`'score'` selects the candidate model with the highest score.
Score is defined as the negated derivative of the log-loss with
respect to complexity - if an expression has a much better
loss at a slightly higher complexity, it is preferred.
`'best'` selects the candidate model with the highest score
among expressions with a loss better than at least 1.5x the
most accurate model.
binary_operators : list[str]
List of strings for binary operators used in the search.
See the [operators page](https://astroautomata.com/PySR/operators/)
for more details.
Default is `["+", "-", "*", "/"]`.
unary_operators : list[str]
Operators which only take a single scalar as input.
For example, `"cos"` or `"exp"`.
Default is `None`.
niterations : int
Number of iterations of the algorithm to run. The best
equations are printed and migrate between populations at the
end of each iteration.
Default is `40`.
populations : int
Number of populations running.
Default is `15`.
population_size : int
Number of individuals in each population.
Default is `33`.
max_evals : int
Limits the total number of evaluations of expressions to
this number. Default is `None`.
maxsize : int
Max complexity of an equation. Default is `20`.
maxdepth : int
Max depth of an equation. You can use both `maxsize` and
`maxdepth`. `maxdepth` is by default not used.
Default is `None`.
warmup_maxsize_by : float
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.
Default is `0.0`.
timeout_in_seconds : float
Make the search return early once this many seconds have passed.
Default is `None`.
constraints : dict[str, int | tuple[int,int]]
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 in the right
argument. Use this to force more interpretable solutions.
Default is `None`.
nested_constraints : dict[str, dict]
Specifies how many times a combination of operators can be
nested. For example, `{"sin": {"cos": 0}}, "cos": {"cos": 2}}`
specifies that `cos` may never appear within a `sin`, but `sin`
can be nested with itself an unlimited number of times. The
second term specifies that `cos` can be nested up to 2 times
within a `cos`, so that `cos(cos(cos(x)))` is allowed
(as well as any combination of `+` or `-` within it), but
`cos(cos(cos(cos(x))))` is not allowed. When an operator is not
specified, it is assumed that it can be nested an unlimited
number of times. This requires that there is no operator which
is used both in the unary operators and the binary operators
(e.g., `-` could be both subtract, and negation). For binary
operators, you only need to provide a single number: both
arguments are treated the same way, and the max of each
argument is constrained.
Default is `None`.
loss : str
String of Julia code specifying an elementwise 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.
The included losses include:
Regression: `LPDistLoss{P}()`, `L1DistLoss()`,
`L2DistLoss()` (mean square), `LogitDistLoss()`,
`HuberLoss(d)`, `L1EpsilonInsLoss(Ο΅)`, `L2EpsilonInsLoss(Ο΅)`,
`PeriodicLoss(c)`, `QuantileLoss(Ο„)`.
Classification: `ZeroOneLoss()`, `PerceptronLoss()`,
`L1HingeLoss()`, `SmoothedL1HingeLoss(Ξ³)`,
`ModifiedHuberLoss()`, `L2MarginLoss()`, `ExpLoss()`,
`SigmoidLoss()`, `DWDMarginLoss(q)`.
Default is `"L2DistLoss()"`.
full_objective : str
Alternatively, you can specify the full objective function as
a snippet of Julia code, including any sort of custom evaluation
(including symbolic manipulations beforehand), and any sort
of loss function or regularizations. The default `full_objective`
used in SymbolicRegression.jl is roughly equal to:
```julia
function eval_loss(tree, dataset::Dataset{T,L}, options)::L where {T,L}
prediction, flag = eval_tree_array(tree, dataset.X, options)
if !flag
return L(Inf)
end
return sum((prediction .- dataset.y) .^ 2) / dataset.n
end
```
where the example elementwise loss is mean-squared error.
You may pass a function with the same arguments as this (note
that the name of the function doesn't matter). Here,
both `prediction` and `dataset.y` are 1D arrays of length `dataset.n`.
Default is `None`.
complexity_of_operators : dict[str, float]
If you would like to use a complexity other than 1 for an
operator, specify the complexity here. For example,
`{"sin": 2, "+": 1}` would give a complexity of 2 for each use
of the `sin` operator, and a complexity of 1 for each use of
the `+` operator (which is the default). You may specify real
numbers for a complexity, and the total complexity of a tree
will be rounded to the nearest integer after computing.
Default is `None`.
complexity_of_constants : float
Complexity of constants. Default is `1`.
complexity_of_variables : float
Complexity of variables. Default is `1`.
parsimony : float
Multiplicative factor for how much to punish complexity.
Default is `0.0032`.
use_frequency : bool
Whether to measure the frequency of complexities, and use that
instead of parsimony to explore equation space. Will naturally
find equations of all complexities.
Default is `True`.
use_frequency_in_tournament : bool
Whether to use the frequency mentioned above in the tournament,
rather than just the simulated annealing.
Default is `True`.
adaptive_parsimony_scaling : float
If the adaptive parsimony strategy (`use_frequency` and
`use_frequency_in_tournament`), this is how much to (exponentially)
weight the contribution. If you find that the search is only optimizing
the most complex expressions while the simpler expressions remain stagnant,
you should increase this value.
Default is `20.0`.
alpha : float
Initial temperature for simulated annealing
(requires `annealing` to be `True`).
Default is `0.1`.
annealing : bool
Whether to use annealing. Default is `False`.
early_stop_condition : float | str
Stop the search early if this loss is reached. You may also
pass a string containing a Julia function which
takes a loss and complexity as input, for example:
`"f(loss, complexity) = (loss < 0.1) && (complexity < 10)"`.
Default is `None`.
ncyclesperiteration : int
Number of total mutations to run, per 10 samples of the
population, per iteration.
Default is `550`.
fraction_replaced : float
How much of population to replace with migrating equations from
other populations.
Default is `0.000364`.
fraction_replaced_hof : float
How much of population to replace with migrating equations from
hall of fame. Default is `0.035`.
weight_add_node : float
Relative likelihood for mutation to add a node.
Default is `0.79`.
weight_insert_node : float
Relative likelihood for mutation to insert a node.
Default is `5.1`.
weight_delete_node : float
Relative likelihood for mutation to delete a node.
Default is `1.7`.
weight_do_nothing : float
Relative likelihood for mutation to leave the individual.
Default is `0.21`.
weight_mutate_constant : float
Relative likelihood for mutation to change the constant slightly
in a random direction.
Default is `0.048`.
weight_mutate_operator : float
Relative likelihood for mutation to swap an operator.
Default is `0.47`.
weight_randomize : float
Relative likelihood for mutation to completely delete and then
randomly generate the equation
Default is `0.00023`.
weight_simplify : float
Relative likelihood for mutation to simplify constant parts by evaluation
Default is `0.0020`.
weight_optimize: float
Constant optimization can also be performed as a mutation, in addition to
the normal strategy controlled by `optimize_probability` which happens
every iteration. Using it as a mutation is useful if you want to use
a large `ncyclesperiteration`, and may not optimize very often.
Default is `0.0`.
crossover_probability : float
Absolute probability of crossover-type genetic operation, instead of a mutation.
Default is `0.066`.
skip_mutation_failures : bool
Whether to skip mutation and crossover failures, rather than
simply re-sampling the current member.
Default is `True`.
migration : bool
Whether to migrate. Default is `True`.
hof_migration : bool
Whether to have the hall of fame migrate. Default is `True`.
topn : int
How many top individuals migrate from each population.
Default is `12`.
should_simplify : bool
Whether to use algebraic simplification in the search. Note that only
a few simple rules are implemented. Default is `True`.
should_optimize_constants : bool
Whether to numerically optimize constants (Nelder-Mead/Newton)
at the end of each iteration. Default is `True`.
optimizer_algorithm : str
Optimization scheme to use for optimizing constants. Can currently
be `NelderMead` or `BFGS`.
Default is `"BFGS"`.
optimizer_nrestarts : int
Number of time to restart the constants optimization process with
different initial conditions.
Default is `2`.
optimize_probability : float
Probability of optimizing the constants during a single iteration of
the evolutionary algorithm.
Default is `0.14`.
optimizer_iterations : int
Number of iterations that the constants optimizer can take.
Default is `8`.
perturbation_factor : float
Constants are perturbed by a max factor of
(perturbation_factor*T + 1). Either multiplied by this or
divided by this.
Default is `0.076`.
tournament_selection_n : int
Number of expressions to consider in each tournament.
Default is `10`.
tournament_selection_p : float
Probability of selecting the best expression in each
tournament. The probability will decay as p*(1-p)^n for other
expressions, sorted by loss.
Default is `0.86`.
procs : int
Number of processes (=number of populations running).
Default is `cpu_count()`.
multithreading : bool
Use multithreading instead of distributed backend.
Using procs=0 will turn off both. Default is `True`.
cluster_manager : str
For distributed computing, this sets the job queue system. Set
to one of "slurm", "pbs", "lsf", "sge", "qrsh", "scyld", or
"htc". If set to one of these, PySR will run in distributed
mode, and use `procs` to figure out how many processes to launch.
Default is `None`.
batching : bool
Whether to compare population members on small batches during
evolution. Still uses full dataset for comparing against hall
of fame. Default is `False`.
batch_size : int
The amount of data to use if doing batching. Default is `50`.
fast_cycle : bool
Batch over population subsamples. This is a slightly different
algorithm than regularized evolution, but does cycles 15%
faster. May be algorithmically less efficient.
Default is `False`.
turbo: bool
(Experimental) Whether to use LoopVectorization.jl to speed up the
search evaluation. Certain operators may not be supported.
Does not support 16-bit precision floats.
Default is `False`.
precision : int
What precision to use for the data. By default this is `32`
(float32), but you can select `64` or `16` as well, giving
you 64 or 16 bits of floating point precision, respectively.
If you pass complex data, the corresponding complex precision
will be used (i.e., `64` for complex128, `32` for complex64).
Default is `32`.
enable_autodiff : bool
Whether to create derivative versions of operators for automatic
differentiation. This is only necessary if you wish to compute
the gradients of an expression within a custom loss function.
Default is `False`.
random_state : int, Numpy RandomState instance or None
Pass an int for reproducible results across multiple function calls.
See :term:`Glossary <random_state>`.
Default is `None`.
deterministic : bool
Make a PySR search give the same result every run.
To use this, you must turn off parallelism
(with `procs`=0, `multithreading`=False),
and set `random_state` to a fixed seed.
Default is `False`.
warm_start : bool
Tells fit to continue from where the last call to fit finished.
If false, each call to fit will be fresh, overwriting previous results.
Default is `False`.
verbosity : int
What verbosity level to use. 0 means minimal print statements.
Default is `1e9`.
update_verbosity : int
What verbosity level to use for package updates.
Will take value of `verbosity` if not given.
Default is `None`.
progress : bool
Whether to use a progress bar instead of printing to stdout.
Default is `True`.
equation_file : str
Where to save the files (.csv extension).
Default is `None`.
temp_equation_file : bool
Whether to put the hall of fame file in the temp directory.
Deletion is then controlled with the `delete_tempfiles`
parameter.
Default is `False`.
tempdir : str
directory for the temporary files. Default is `None`.
delete_tempfiles : bool
Whether to delete the temporary files after finishing.
Default is `True`.
julia_project : str
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.
update: bool
Whether to automatically update Julia packages when `fit` is called.
You should make sure that PySR is up-to-date itself first, as
the packaged Julia packages may not necessarily include all
updated dependencies.
Default is `False`.
output_jax_format : bool
Whether to create a 'jax_format' column in the output,
containing jax-callable functions and the default parameters in
a jax array.
Default is `False`.
output_torch_format : bool
Whether to create a 'torch_format' column in the output,
containing a torch module with trainable parameters.
Default is `False`.
extra_sympy_mappings : dict[str, Callable]
Provides mappings between custom `binary_operators` or
`unary_operators` defined in julia strings, to those same
operators defined in sympy.
E.G if `unary_operators=["inv(x)=1/x"]`, then for the fitted
model to be export to sympy, `extra_sympy_mappings`
would be `{"inv": lambda x: 1/x}`.
Default is `None`.
extra_jax_mappings : dict[Callable, str]
Similar to `extra_sympy_mappings` but for model export
to jax. The dictionary maps sympy functions to jax functions.
For example: `extra_jax_mappings={sympy.sin: "jnp.sin"}` maps
the `sympy.sin` function to the equivalent jax expression `jnp.sin`.
Default is `None`.
extra_torch_mappings : dict[Callable, Callable]
The same as `extra_jax_mappings` but for model export
to pytorch. Note that the dictionary keys should be callable
pytorch expressions.
For example: `extra_torch_mappings={sympy.sin: torch.sin}`.
Default is `None`.
denoise : bool
Whether to use a Gaussian Process to denoise the data before
inputting to PySR. Can help PySR fit noisy data.
Default is `False`.
select_k_features : int
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.
Default is `None`.
julia_kwargs : dict
Keyword arguments to pass to `julia.core.Julia(...)` to initialize
the Julia runtime. The default, when `None`, is to set `threads` equal
to `procs`, and `optimize` to 3.
Default is `None`.
**kwargs : dict
Supports deprecated keyword arguments. Other arguments will
result in an error.
Attributes
----------
equations_ : pandas.DataFrame | list[pandas.DataFrame]
Processed DataFrame containing the results of model fitting.
n_features_in_ : int
Number of features seen during :term:`fit`.
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
pretty_feature_names_in_ : ndarray of shape (`n_features_in_`,)
Pretty names of features, used only during printing.
nout_ : int
Number of output dimensions.
selection_mask_ : list[int] of length `select_k_features`
List of indices for input features that are selected when
`select_k_features` is set.
tempdir_ : Path
Path to the temporary equations directory.
equation_file_ : str
Output equation file name produced by the julia backend.
raw_julia_state_ : tuple[list[PyCall.jlwrap], PyCall.jlwrap]
The state for the julia SymbolicRegression.jl backend post fitting.
equation_file_contents_ : list[pandas.DataFrame]
Contents of the equation file output by the Julia backend.
show_pickle_warnings_ : bool
Whether to show warnings about what attributes can be pickled.
Examples
--------
```python
>>> import numpy as np
>>> from pysr import PySRRegressor
>>> randstate = np.random.RandomState(0)
>>> X = 2 * randstate.randn(100, 5)
>>> # y = 2.5382 * cos(x_3) + x_0 - 0.5
>>> y = 2.5382 * np.cos(X[:, 3]) + X[:, 0] ** 2 - 0.5
>>> model = PySRRegressor(
... niterations=40,
... binary_operators=["+", "*"],
... unary_operators=[
... "cos",
... "exp",
... "sin",
... "inv(x) = 1/x", # Custom operator (julia syntax)
... ],
... model_selection="best",
... loss="loss(x, y) = (x - y)^2", # Custom loss function (julia syntax)
... )
>>> model.fit(X, y)
>>> model
PySRRegressor.equations_ = [
0 0.000000 3.8552167 3.360272e+01 1
1 1.189847 (x0 * x0) 3.110905e+00 3
2 0.010626 ((x0 * x0) + -0.25573406) 3.045491e+00 5
3 0.896632 (cos(x3) + (x0 * x0)) 1.242382e+00 6
4 0.811362 ((x0 * x0) + (cos(x3) * 2.4384754)) 2.451971e-01 8
5 >>>> 13.733371 (((cos(x3) * 2.5382) + (x0 * x0)) + -0.5) 2.889755e-13 10
6 0.194695 ((x0 * x0) + (((cos(x3) + -0.063180044) * 2.53... 1.957723e-13 12
7 0.006988 ((x0 * x0) + (((cos(x3) + -0.32505524) * 1.538... 1.944089e-13 13
8 0.000955 (((((x0 * x0) + cos(x3)) + -0.8251649) + (cos(... 1.940381e-13 15
]
>>> model.score(X, y)
1.0
>>> model.predict(np.array([1,2,3,4,5]))
array([-1.15907818, -1.15907818, -1.15907818, -1.15907818, -1.15907818])
```
"""
def __init__(
self,
model_selection="best",
*,
binary_operators=None,
unary_operators=None,
niterations=40,
populations=15,
population_size=33,
max_evals=None,
maxsize=20,
maxdepth=None,
warmup_maxsize_by=0.0,
timeout_in_seconds=None,
constraints=None,
nested_constraints=None,
loss=None,
full_objective=None,
complexity_of_operators=None,
complexity_of_constants=1,
complexity_of_variables=1,
parsimony=0.0032,
use_frequency=True,
use_frequency_in_tournament=True,
adaptive_parsimony_scaling=20.0,
alpha=0.1,
annealing=False,
early_stop_condition=None,
ncyclesperiteration=550,
fraction_replaced=0.000364,
fraction_replaced_hof=0.035,
weight_add_node=0.79,
weight_insert_node=5.1,
weight_delete_node=1.7,
weight_do_nothing=0.21,
weight_mutate_constant=0.048,
weight_mutate_operator=0.47,
weight_randomize=0.00023,
weight_simplify=0.0020,
weight_optimize=0.0,
crossover_probability=0.066,
skip_mutation_failures=True,
migration=True,
hof_migration=True,
topn=12,
should_simplify=None,
should_optimize_constants=True,
optimizer_algorithm="BFGS",
optimizer_nrestarts=2,
optimize_probability=0.14,
optimizer_iterations=8,
perturbation_factor=0.076,
tournament_selection_n=10,
tournament_selection_p=0.86,
procs=cpu_count(),
multithreading=None,
cluster_manager=None,
batching=False,
batch_size=50,
fast_cycle=False,
turbo=False,
precision=32,
enable_autodiff=False,
random_state=None,
deterministic=False,
warm_start=False,
verbosity=1e9,
update_verbosity=None,
progress=True,
equation_file=None,
temp_equation_file=False,
tempdir=None,
delete_tempfiles=True,
julia_project=None,
update=False,
output_jax_format=False,
output_torch_format=False,
extra_sympy_mappings=None,
extra_torch_mappings=None,
extra_jax_mappings=None,
denoise=False,
select_k_features=None,
julia_kwargs=None,
**kwargs,
):
# Hyperparameters
# - Model search parameters
self.model_selection = model_selection
self.binary_operators = binary_operators
self.unary_operators = unary_operators
self.niterations = niterations
self.populations = populations
self.population_size = population_size
self.ncyclesperiteration = ncyclesperiteration
# - Equation Constraints
self.maxsize = maxsize
self.maxdepth = maxdepth
self.constraints = constraints
self.nested_constraints = nested_constraints
self.warmup_maxsize_by = warmup_maxsize_by
self.should_simplify = should_simplify
# - Early exit conditions:
self.max_evals = max_evals
self.timeout_in_seconds = timeout_in_seconds
self.early_stop_condition = early_stop_condition
# - Loss parameters
self.loss = loss
self.full_objective = full_objective
self.complexity_of_operators = complexity_of_operators
self.complexity_of_constants = complexity_of_constants
self.complexity_of_variables = complexity_of_variables
self.parsimony = parsimony
self.use_frequency = use_frequency
self.use_frequency_in_tournament = use_frequency_in_tournament
self.adaptive_parsimony_scaling = adaptive_parsimony_scaling
self.alpha = alpha
self.annealing = annealing
# - Evolutionary search parameters
# -- Mutation parameters
self.weight_add_node = weight_add_node
self.weight_insert_node = weight_insert_node
self.weight_delete_node = weight_delete_node
self.weight_do_nothing = weight_do_nothing
self.weight_mutate_constant = weight_mutate_constant
self.weight_mutate_operator = weight_mutate_operator
self.weight_randomize = weight_randomize
self.weight_simplify = weight_simplify
self.weight_optimize = weight_optimize
self.crossover_probability = crossover_probability
self.skip_mutation_failures = skip_mutation_failures
# -- Migration parameters
self.migration = migration
self.hof_migration = hof_migration
self.fraction_replaced = fraction_replaced
self.fraction_replaced_hof = fraction_replaced_hof
self.topn = topn
# -- Constants parameters
self.should_optimize_constants = should_optimize_constants
self.optimizer_algorithm = optimizer_algorithm
self.optimizer_nrestarts = optimizer_nrestarts
self.optimize_probability = optimize_probability
self.optimizer_iterations = optimizer_iterations
self.perturbation_factor = perturbation_factor
# -- Selection parameters
self.tournament_selection_n = tournament_selection_n
self.tournament_selection_p = tournament_selection_p
# Solver parameters
self.procs = procs
self.multithreading = multithreading
self.cluster_manager = cluster_manager
self.batching = batching
self.batch_size = batch_size
self.fast_cycle = fast_cycle
self.turbo = turbo
self.precision = precision
self.enable_autodiff = enable_autodiff
self.random_state = random_state
self.deterministic = deterministic
self.warm_start = warm_start
# Additional runtime parameters
# - Runtime user interface
self.verbosity = verbosity
self.update_verbosity = update_verbosity
self.progress = progress
# - Project management
self.equation_file = equation_file
self.temp_equation_file = temp_equation_file
self.tempdir = tempdir
self.delete_tempfiles = delete_tempfiles
self.julia_project = julia_project
self.update = update
self.output_jax_format = output_jax_format
self.output_torch_format = output_torch_format
self.extra_sympy_mappings = extra_sympy_mappings
self.extra_jax_mappings = extra_jax_mappings
self.extra_torch_mappings = extra_torch_mappings
# Pre-modelling transformation
self.denoise = denoise
self.select_k_features = select_k_features
self.julia_kwargs = julia_kwargs
# Once all valid parameters have been assigned handle the
# deprecated kwargs
if len(kwargs) > 0: # pragma: no cover
deprecated_kwargs = make_deprecated_kwargs_for_pysr_regressor()
for k, v in kwargs.items():
# Handle renamed kwargs
if k in deprecated_kwargs:
updated_kwarg_name = deprecated_kwargs[k]
setattr(self, updated_kwarg_name, v)
warnings.warn(
f"{k} has been renamed to {updated_kwarg_name} in PySRRegressor. "
"Please use that instead.",
FutureWarning,
)
# Handle kwargs that have been moved to the fit method
elif k in ["weights", "variable_names", "Xresampled"]:
warnings.warn(
f"{k} is a data dependant parameter so should be passed when fit is called. "
f"Ignoring parameter; please pass {k} during the call to fit instead.",
FutureWarning,
)
else:
raise TypeError(
f"{k} is not a valid keyword argument for PySRRegressor."
)
@classmethod
def from_file(
cls,
equation_file,
*,
binary_operators=None,
unary_operators=None,
n_features_in=None,
feature_names_in=None,
selection_mask=None,
nout=1,
**pysr_kwargs,
):
"""
Create a model from a saved model checkpoint or equation file.
Parameters
----------
equation_file : str
Path to a pickle file containing a saved model, or a csv file
containing equations.
binary_operators : list[str]
The same binary operators used when creating the model.
Not needed if loading from a pickle file.
unary_operators : list[str]
The same unary operators used when creating the model.
Not needed if loading from a pickle file.
n_features_in : int
Number of features passed to the model.
Not needed if loading from a pickle file.
feature_names_in : list[str]
Names of the features passed to the model.
Not needed if loading from a pickle file.
selection_mask : list[bool]
If using select_k_features, you must pass `model.selection_mask_` here.
Not needed if loading from a pickle file.
nout : int
Number of outputs of the model.
Not needed if loading from a pickle file.
Default is `1`.
**pysr_kwargs : dict
Any other keyword arguments to initialize the PySRRegressor object.
These will overwrite those stored in the pickle file.
Not needed if loading from a pickle file.
Returns
-------
model : PySRRegressor
The model with fitted equations.
"""
if os.path.splitext(equation_file)[1] != ".pkl":
pkl_filename = _csv_filename_to_pkl_filename(equation_file)
else:
pkl_filename = equation_file
# Try to load model from <equation_file>.pkl
print(f"Checking if {pkl_filename} exists...")
if os.path.exists(pkl_filename):
print(f"Loading model from {pkl_filename}")
assert binary_operators is None
assert unary_operators is None
assert n_features_in is None
with open(pkl_filename, "rb") as f:
model = pkl.load(f)
# Change equation_file_ to be in the same dir as the pickle file
base_dir = os.path.dirname(pkl_filename)
base_equation_file = os.path.basename(model.equation_file_)
model.equation_file_ = os.path.join(base_dir, base_equation_file)
# Update any parameters if necessary, such as
# extra_sympy_mappings:
model.set_params(**pysr_kwargs)
if "equations_" not in model.__dict__ or model.equations_ is None:
model.refresh()
return model
# Else, we re-create it.
print(
f"{equation_file} does not exist, "
"so we must create the model from scratch."
)
assert binary_operators is not None
assert unary_operators is not None
assert n_features_in is not None
# TODO: copy .bkup file if exists.
model = cls(
equation_file=equation_file,
binary_operators=binary_operators,
unary_operators=unary_operators,
**pysr_kwargs,
)
model.nout_ = nout
model.n_features_in_ = n_features_in
if feature_names_in is None:
model.feature_names_in_ = np.array([f"x{i}" for i in range(n_features_in)])
model.pretty_feature_names_in_ = np.array(
[f"x{_subscriptify(i)}" for i in range(n_features_in)]
)
else:
assert len(feature_names_in) == n_features_in
model.feature_names_in_ = feature_names_in
model.pretty_feature_names_in_ = None
if selection_mask is None:
model.selection_mask_ = np.ones(n_features_in, dtype=bool)
else:
model.selection_mask_ = selection_mask
model.refresh(checkpoint_file=equation_file)
return model
def __repr__(self):
"""
Print all current equations fitted by the model.
The string `>>>>` denotes which equation is selected by the
`model_selection`.
"""
if not hasattr(self, "equations_") or self.equations_ is None:
return "PySRRegressor.equations_ = None"
output = "PySRRegressor.equations_ = [\n"
equations = self.equations_
if not isinstance(equations, list):
all_equations = [equations]
else:
all_equations = equations
for i, equations in enumerate(all_equations):
selected = ["" for _ in range(len(equations))]
chosen_row = idx_model_selection(equations, self.model_selection)
selected[chosen_row] = ">>>>"
repr_equations = pd.DataFrame(
dict(
pick=selected,
score=equations["score"],
equation=equations["equation"],
loss=equations["loss"],
complexity=equations["complexity"],
)
)
if len(all_equations) > 1:
output += "[\n"
for line in repr_equations.__repr__().split("\n"):
output += "\t" + line + "\n"
if len(all_equations) > 1:
output += "]"
if i < len(all_equations) - 1:
output += ", "
output += "]"
return output
def __getstate__(self):
"""
Handle pickle serialization for PySRRegressor.
The Scikit-learn standard requires estimators to be serializable via
`pickle.dumps()`. However, `PyCall.jlwrap` does not support pickle
serialization.
Thus, for `PySRRegressor` to support pickle serialization, the
`raw_julia_state_` attribute must be hidden from pickle. This will
prevent the `warm_start` of any model that is loaded via `pickle.loads()`,
but does allow all other attributes of a fitted `PySRRegressor` estimator
to be serialized. Note: Jax and Torch format equations are also removed
from the pickled instance.
"""
state = self.__dict__
show_pickle_warning = not (
"show_pickle_warnings_" in state and not state["show_pickle_warnings_"]
)
if "raw_julia_state_" in state and show_pickle_warning:
warnings.warn(
"raw_julia_state_ cannot be pickled and will be removed from the "
"serialized instance. This will prevent a `warm_start` fit of any "
"model that is deserialized via `pickle.load()`."
)
state_keys_containing_lambdas = ["extra_sympy_mappings", "extra_torch_mappings"]
for state_key in state_keys_containing_lambdas:
if state[state_key] is not None and show_pickle_warning:
warnings.warn(
f"`{state_key}` cannot be pickled and will be removed from the "
"serialized instance. When loading the model, please redefine "
f"`{state_key}` at runtime."
)
state_keys_to_clear = ["raw_julia_state_"] + state_keys_containing_lambdas
pickled_state = {
key: (None if key in state_keys_to_clear else value)
for key, value in state.items()
}
if ("equations_" in pickled_state) and (
pickled_state["equations_"] is not None
):
pickled_state["output_torch_format"] = False
pickled_state["output_jax_format"] = False
if self.nout_ == 1:
pickled_columns = ~pickled_state["equations_"].columns.isin(
["jax_format", "torch_format"]
)
pickled_state["equations_"] = (
pickled_state["equations_"].loc[:, pickled_columns].copy()
)
else:
pickled_columns = [
~dataframe.columns.isin(["jax_format", "torch_format"])
for dataframe in pickled_state["equations_"]
]
pickled_state["equations_"] = [
dataframe.loc[:, signle_pickled_columns]
for dataframe, signle_pickled_columns in zip(
pickled_state["equations_"], pickled_columns
)
]
return pickled_state
def _checkpoint(self):
"""Save the model's current state to a checkpoint file.
This should only be used internally by PySRRegressor.
"""
# Save model state:
self.show_pickle_warnings_ = False
with open(_csv_filename_to_pkl_filename(self.equation_file_), "wb") as f:
pkl.dump(self, f)
self.show_pickle_warnings_ = True
@property
def equations(self): # pragma: no cover
warnings.warn(
"PySRRegressor.equations is now deprecated. "
"Please use PySRRegressor.equations_ instead.",
FutureWarning,
)
return self.equations_
def get_best(self, index=None):
"""
Get best equation using `model_selection`.
Parameters
----------
index : int | list[int]
If you wish to select a particular equation from `self.equations_`,
give the row number here. This overrides the `model_selection`
parameter. If there are multiple output features, then pass
a list of indices with the order the same as the output feature.
Returns
-------
best_equation : pandas.Series
Dictionary representing the best expression found.
Raises
------
NotImplementedError
Raised when an invalid model selection strategy is provided.
"""
check_is_fitted(self, attributes=["equations_"])
if self.equations_ is None:
raise ValueError("No equations have been generated yet.")
if index is not None:
if isinstance(self.equations_, list):
assert isinstance(
index, list
), "With multiple output features, index must be a list."
return [eq.iloc[i] for eq, i in zip(self.equations_, index)]
return self.equations_.iloc[index]
if isinstance(self.equations_, list):
return [
eq.iloc[idx_model_selection(eq, self.model_selection)]
for eq in self.equations_
]
return self.equations_.iloc[
idx_model_selection(self.equations_, self.model_selection)
]
def _setup_equation_file(self):
"""
Set the full pathname of the equation file.
This is performed using `tempdir` and
`equation_file`.
"""
# Cast tempdir string as a Path object
self.tempdir_ = Path(tempfile.mkdtemp(dir=self.tempdir))
if self.temp_equation_file:
self.equation_file_ = self.tempdir_ / "hall_of_fame.csv"
elif self.equation_file is None:
if self.warm_start and (
hasattr(self, "equation_file_") and self.equation_file_
):
pass
else:
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
self.equation_file_ = "hall_of_fame_" + date_time + ".csv"
else:
self.equation_file_ = self.equation_file
self.equation_file_contents_ = None
def _validate_and_set_init_params(self):
"""
Ensure parameters passed at initialization are valid.
Also returns a dictionary of parameters to update from their
values given at initialization.
Returns
-------
packed_modified_params : dict
Dictionary of parameters to modify from their initialized
values. For example, default parameters are set here
when a parameter is left set to `None`.
"""
# Immutable parameter validation
# Ensure instance parameters are allowable values:
if self.tournament_selection_n > self.population_size:
raise ValueError(
"tournament_selection_n parameter must be smaller than population_size."
)
if self.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 `use_frequency` to False, and perhaps use `warmup_maxsize_by`."
)
elif self.maxsize < 7:
raise ValueError("PySR requires a maxsize of at least 7")
if self.deterministic and not (
self.multithreading in [False, None]
and self.procs == 0
and self.random_state is not None
):
raise ValueError(
"To ensure deterministic searches, you must set `random_state` to a seed, "
"`procs` to `0`, and `multithreading` to `False` or `None`."
)
if self.random_state is not None and (
not self.deterministic or self.procs != 0
):
warnings.warn(
"Note: Setting `random_state` without also setting `deterministic` "
"to True and `procs` to 0 will result in non-deterministic searches. "
)
if self.loss is not None and self.full_objective is not None:
raise ValueError("You cannot set both `loss` and `full_objective`.")
# NotImplementedError - Values that could be supported at a later time
if self.optimizer_algorithm not in VALID_OPTIMIZER_ALGORITHMS:
raise NotImplementedError(
f"PySR currently only supports the following optimizer algorithms: {VALID_OPTIMIZER_ALGORITHMS}"
)
# 'Mutable' parameter validation
buffer_available = "buffer" in sys.stdout.__dir__()
# Params and their default values, if None is given:
default_param_mapping = {
"binary_operators": "+ * - /".split(" "),
"unary_operators": [],
"maxdepth": self.maxsize,
"constraints": {},
"multithreading": self.procs != 0 and self.cluster_manager is None,
"batch_size": 1,
"update_verbosity": self.verbosity,
"progress": buffer_available,
}
packed_modified_params = {}
for parameter, default_value in default_param_mapping.items():
parameter_value = getattr(self, parameter)
if parameter_value is None:
parameter_value = default_value
else:
# Special cases such as when binary_operators is a string
if parameter in ["binary_operators", "unary_operators"] and isinstance(
parameter_value, str
):
parameter_value = [parameter_value]
elif parameter == "batch_size" and parameter_value < 1:
warnings.warn(
"Given `batch_size` must be greater than or equal to one. "
"`batch_size` has been increased to equal one."
)
parameter_value = 1
elif parameter == "progress" and not buffer_available:
warnings.warn(
"Note: it looks like you are running in Jupyter. "
"The progress bar will be turned off."
)
parameter_value = False
packed_modified_params[parameter] = parameter_value
assert (
len(packed_modified_params["binary_operators"])
+ len(packed_modified_params["unary_operators"])
> 0
)
julia_kwargs = {}
if self.julia_kwargs is not None:
for key, value in self.julia_kwargs.items():
julia_kwargs[key] = value
if "optimize" not in julia_kwargs:
julia_kwargs["optimize"] = 3
if "threads" not in julia_kwargs and packed_modified_params["multithreading"]:
julia_kwargs["threads"] = self.procs
packed_modified_params["julia_kwargs"] = julia_kwargs
return packed_modified_params
def _validate_and_set_fit_params(self, X, y, Xresampled, weights, variable_names):
"""
Validate the parameters passed to the :term`fit` method.
This method also sets the `nout_` attribute.
Parameters
----------
X : ndarray | pandas.DataFrame
Training data of shape `(n_samples, n_features)`.
y : ndarray | pandas.DataFrame}
Target values of shape `(n_samples,)` or `(n_samples, n_targets)`.
Will be cast to `X`'s dtype if necessary.
Xresampled : ndarray | pandas.DataFrame
Resampled training data used for denoising,
of shape `(n_resampled, n_features)`.
weights : ndarray | pandas.DataFrame
Weight array of the same shape as `y`.
Each element is how to weight the mean-square-error loss
for that particular element of y.
variable_names : list[str] of length n_features
Names of each variable in the training dataset, `X`.
Returns
-------
X_validated : ndarray of shape (n_samples, n_features)
Validated training data.
y_validated : ndarray of shape (n_samples,) or (n_samples, n_targets)
Validated target data.
Xresampled : ndarray of shape (n_resampled, n_features)
Validated resampled training data used for denoising.
variable_names_validated : list[str] of length n_features
Validated list of variable names for each feature in `X`.
"""
if isinstance(X, pd.DataFrame):
if variable_names:
variable_names = None
warnings.warn(
"`variable_names` has been reset to `None` as `X` is a DataFrame. "
"Using DataFrame column names instead."
)
if X.columns.is_object() and X.columns.str.contains(" ").any():
X.columns = X.columns.str.replace(" ", "_")
warnings.warn(
"Spaces in DataFrame column names are not supported. "
"Spaces have been replaced with underscores. \n"
"Please rename the columns to valid names."
)
elif variable_names and any([" " in name for name in variable_names]):
variable_names = [name.replace(" ", "_") for name in variable_names]
warnings.warn(
"Spaces in `variable_names` are not supported. "
"Spaces have been replaced with underscores. \n"
"Please use valid names instead."
)
# Data validation and feature name fetching via sklearn
# This method sets the n_features_in_ attribute
if Xresampled is not None:
Xresampled = check_array(Xresampled)
if weights is not None:
weights = check_array(weights, ensure_2d=False)
check_consistent_length(weights, y)
X, y = self._validate_data(X=X, y=y, reset=True, multi_output=True)
self.feature_names_in_ = _check_feature_names_in(
self, variable_names, generate_names=False
)
if self.feature_names_in_ is None:
self.feature_names_in_ = np.array([f"x{i}" for i in range(X.shape[1])])
self.pretty_feature_names_in_ = np.array(
[f"x{_subscriptify(i)}" for i in range(X.shape[1])]
)
else:
self.pretty_feature_names_in_ = None
variable_names = self.feature_names_in_
# Handle multioutput data
if len(y.shape) == 1 or (len(y.shape) == 2 and y.shape[1] == 1):
y = y.reshape(-1)
elif len(y.shape) == 2:
self.nout_ = y.shape[1]
else:
raise NotImplementedError("y shape not supported!")
return X, y, Xresampled, weights, variable_names
def _pre_transform_training_data(
self, X, y, Xresampled, variable_names, random_state
):
"""
Transform the training data before fitting the symbolic regressor.
This method also updates/sets the `selection_mask_` attribute.
Parameters
----------
X : ndarray | pandas.DataFrame
Training data of shape (n_samples, n_features).
y : ndarray | pandas.DataFrame
Target values of shape (n_samples,) or (n_samples, n_targets).
Will be cast to X's dtype if necessary.
Xresampled : ndarray | pandas.DataFrame
Resampled training data, of shape `(n_resampled, n_features)`,
used for denoising.
variable_names : list[str]
Names of each variable in the training dataset, `X`.
Of length `n_features`.
random_state : int | np.RandomState
Pass an int for reproducible results across multiple function calls.
See :term:`Glossary <random_state>`. Default is `None`.
Returns
-------
X_transformed : ndarray of shape (n_samples, n_features)
Transformed training data. n_samples will be equal to
`Xresampled.shape[0]` if `self.denoise` is `True`,
and `Xresampled is not None`, otherwise it will be
equal to `X.shape[0]`. n_features will be equal to
`self.select_k_features` if `self.select_k_features is not None`,
otherwise it will be equal to `X.shape[1]`
y_transformed : ndarray of shape (n_samples,) or (n_samples, n_outputs)
Transformed target data. n_samples will be equal to
`Xresampled.shape[0]` if `self.denoise` is `True`,
and `Xresampled is not None`, otherwise it will be
equal to `X.shape[0]`.
variable_names_transformed : list[str] of length n_features
Names of each variable in the transformed dataset,
`X_transformed`.
"""
# Feature selection transformation
if self.select_k_features:
self.selection_mask_ = run_feature_selection(
X, y, self.select_k_features, random_state=random_state
)
X = X[:, self.selection_mask_]
if Xresampled is not None:
Xresampled = Xresampled[:, self.selection_mask_]
# Reduce variable_names to selection
variable_names = [variable_names[i] for i in self.selection_mask_]
# Re-perform data validation and feature name updating
X, y = self._validate_data(X=X, y=y, reset=True, multi_output=True)
# Update feature names with selected variable names
self.feature_names_in_ = _check_feature_names_in(self, variable_names)
self.pretty_feature_names_in_ = None
print(f"Using features {self.feature_names_in_}")
# Denoising transformation
if self.denoise:
if self.nout_ > 1:
y = np.stack(
[
_denoise(
X, y[:, i], Xresampled=Xresampled, random_state=random_state
)[1]
for i in range(self.nout_)
],
axis=1,
)
if Xresampled is not None:
X = Xresampled
else:
X, y = _denoise(X, y, Xresampled=Xresampled, random_state=random_state)
return X, y, variable_names
def _run(self, X, y, mutated_params, weights, seed):
"""
Run the symbolic regression fitting process on the julia backend.
Parameters
----------
X : ndarray | pandas.DataFrame
Training data of shape `(n_samples, n_features)`.
y : ndarray | pandas.DataFrame
Target values of shape `(n_samples,)` or `(n_samples, n_targets)`.
Will be cast to `X`'s dtype if necessary.
mutated_params : dict[str, Any]
Dictionary of mutated versions of some parameters passed in __init__.
weights : ndarray | pandas.DataFrame
Weight array of the same shape as `y`.
Each element is how to weight the mean-square-error loss
for that particular element of y.
seed : int
Random seed for julia backend process.
Returns
-------
self : object
Reference to `self` with fitted attributes.
Raises
------
ImportError
Raised when the julia backend fails to import a package.
"""
# Need to be global as we don't want to recreate/reinstate julia for
# every new instance of PySRRegressor
global already_ran
global Main
# These are the parameters which may be modified from the ones
# specified in init, so we define them here locally:
binary_operators = mutated_params["binary_operators"]
unary_operators = mutated_params["unary_operators"]
maxdepth = mutated_params["maxdepth"]
constraints = mutated_params["constraints"]
nested_constraints = self.nested_constraints
complexity_of_operators = self.complexity_of_operators
multithreading = mutated_params["multithreading"]
cluster_manager = self.cluster_manager
batch_size = mutated_params["batch_size"]
update_verbosity = mutated_params["update_verbosity"]
progress = mutated_params["progress"]
julia_kwargs = mutated_params["julia_kwargs"]
# Start julia backend processes
if not already_ran and update_verbosity != 0:
print("Compiling Julia backend...")
Main = init_julia(self.julia_project, julia_kwargs=julia_kwargs)
if cluster_manager is not None:
cluster_manager = _load_cluster_manager(Main, cluster_manager)
if self.update:
_, is_shared = _process_julia_project(self.julia_project)
io = "devnull" if update_verbosity == 0 else "stderr"
io_arg = (
f"io={io}" if is_julia_version_greater_eq(version=(1, 6, 0)) else ""
)
_update_julia_project(Main, is_shared, io_arg)
SymbolicRegression = _load_backend(Main)
Main.plus = Main.eval("(+)")
Main.sub = Main.eval("(-)")
Main.mult = Main.eval("(*)")
Main.pow = Main.eval("(^)")
Main.div = Main.eval("(/)")
# TODO(mcranmer): These functions should be part of this class.
binary_operators, unary_operators = _maybe_create_inline_operators(
binary_operators=binary_operators,
unary_operators=unary_operators,
extra_sympy_mappings=self.extra_sympy_mappings,
)
constraints = _process_constraints(
binary_operators=binary_operators,
unary_operators=unary_operators,
constraints=constraints,
)
una_constraints = [constraints[op] for op in unary_operators]
bin_constraints = [constraints[op] for op in binary_operators]
# Parse dict into Julia Dict for nested constraints::
if nested_constraints is not None:
nested_constraints_str = "Dict("
for outer_k, outer_v in nested_constraints.items():
nested_constraints_str += f"({outer_k}) => Dict("
for inner_k, inner_v in outer_v.items():
nested_constraints_str += f"({inner_k}) => {inner_v}, "
nested_constraints_str += "), "
nested_constraints_str += ")"
nested_constraints = Main.eval(nested_constraints_str)
# Parse dict into Julia Dict for complexities:
if complexity_of_operators is not None:
complexity_of_operators_str = "Dict("
for k, v in complexity_of_operators.items():
complexity_of_operators_str += f"({k}) => {v}, "
complexity_of_operators_str += ")"
complexity_of_operators = Main.eval(complexity_of_operators_str)
custom_loss = Main.eval(self.loss)
custom_full_objective = Main.eval(self.full_objective)
early_stop_condition = Main.eval(
str(self.early_stop_condition) if self.early_stop_condition else None
)
mutation_weights = SymbolicRegression.MutationWeights(
mutate_constant=self.weight_mutate_constant,
mutate_operator=self.weight_mutate_operator,
add_node=self.weight_add_node,
insert_node=self.weight_insert_node,
delete_node=self.weight_delete_node,
simplify=self.weight_simplify,
randomize=self.weight_randomize,
do_nothing=self.weight_do_nothing,
optimize=self.weight_optimize,
)
# Call to Julia backend.
# See https://github.com/MilesCranmer/SymbolicRegression.jl/blob/master/src/OptionsStruct.jl
options = SymbolicRegression.Options(
binary_operators=Main.eval(str(binary_operators).replace("'", "")),
unary_operators=Main.eval(str(unary_operators).replace("'", "")),
bin_constraints=bin_constraints,
una_constraints=una_constraints,
complexity_of_operators=complexity_of_operators,
complexity_of_constants=self.complexity_of_constants,
complexity_of_variables=self.complexity_of_variables,
nested_constraints=nested_constraints,
elementwise_loss=custom_loss,
loss_function=custom_full_objective,
maxsize=int(self.maxsize),
output_file=_escape_filename(self.equation_file_),
npopulations=int(self.populations),
batching=self.batching,
batch_size=int(min([batch_size, len(X)]) if self.batching else len(X)),
mutation_weights=mutation_weights,
tournament_selection_p=self.tournament_selection_p,
tournament_selection_n=self.tournament_selection_n,
# These have the same name:
parsimony=self.parsimony,
alpha=self.alpha,
maxdepth=maxdepth,
fast_cycle=self.fast_cycle,
turbo=self.turbo,
enable_autodiff=self.enable_autodiff,
migration=self.migration,
hof_migration=self.hof_migration,
fraction_replaced_hof=self.fraction_replaced_hof,
should_simplify=self.should_simplify,
should_optimize_constants=self.should_optimize_constants,
warmup_maxsize_by=self.warmup_maxsize_by,
use_frequency=self.use_frequency,
use_frequency_in_tournament=self.use_frequency_in_tournament,
adaptive_parsimony_scaling=self.adaptive_parsimony_scaling,
npop=self.population_size,
ncycles_per_iteration=self.ncyclesperiteration,
fraction_replaced=self.fraction_replaced,
topn=self.topn,
verbosity=self.verbosity,
optimizer_algorithm=self.optimizer_algorithm,
optimizer_nrestarts=self.optimizer_nrestarts,
optimizer_probability=self.optimize_probability,
optimizer_iterations=self.optimizer_iterations,
perturbation_factor=self.perturbation_factor,
annealing=self.annealing,
progress=progress,
timeout_in_seconds=self.timeout_in_seconds,
crossover_probability=self.crossover_probability,
skip_mutation_failures=self.skip_mutation_failures,
max_evals=self.max_evals,
early_stop_condition=early_stop_condition,
seed=seed,
deterministic=self.deterministic,
define_helper_functions=False,
)
# Convert data to desired precision
test_X = np.array(X)
is_complex = np.issubdtype(test_X.dtype, np.complexfloating)
is_real = not is_complex
if is_real:
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[self.precision]
else:
np_dtype = {32: np.complex64, 64: np.complex128}[self.precision]
# This converts the data into a Julia array:
Main.X = np.array(X, dtype=np_dtype).T
if len(y.shape) == 1:
Main.y = np.array(y, dtype=np_dtype)
else:
Main.y = np.array(y, dtype=np_dtype).T
if weights is not None:
if len(weights.shape) == 1:
Main.weights = np.array(weights, dtype=np_dtype)
else:
Main.weights = np.array(weights, dtype=np_dtype).T
else:
Main.weights = None
if self.procs == 0 and not multithreading:
parallelism = "serial"
elif multithreading:
parallelism = "multithreading"
else:
parallelism = "multiprocessing"
cprocs = (
None if parallelism in ["serial", "multithreading"] else int(self.procs)
)
# Call to Julia backend.
# See https://github.com/MilesCranmer/SymbolicRegression.jl/blob/master/src/SymbolicRegression.jl
self.raw_julia_state_ = SymbolicRegression.equation_search(
Main.X,
Main.y,
weights=Main.weights,
niterations=int(self.niterations),
variable_names=(
self.pretty_feature_names_in_.tolist()
if self.pretty_feature_names_in_ is not None
else self.feature_names_in_.tolist()
),
options=options,
numprocs=cprocs,
parallelism=parallelism,
saved_state=self.raw_julia_state_,
return_state=True,
addprocs_function=cluster_manager,
)
# Set attributes
self.equations_ = self.get_hof()
if self.delete_tempfiles:
shutil.rmtree(self.tempdir_)
already_ran = True
return self
def fit(
self,
X,
y,
Xresampled=None,
weights=None,
variable_names=None,
):
"""
Search for equations to fit the dataset and store them in `self.equations_`.
Parameters
----------
X : ndarray | pandas.DataFrame
Training data of shape (n_samples, n_features).
y : ndarray | pandas.DataFrame
Target values of shape (n_samples,) or (n_samples, n_targets).
Will be cast to X's dtype if necessary.
Xresampled : ndarray | pandas.DataFrame
Resampled training data, of shape (n_resampled, n_features),
to generate a denoised data on. This
will be used as the training data, rather than `X`.
weights : ndarray | pandas.DataFrame
Weight array of the same shape as `y`.
Each element is how to weight the mean-square-error loss
for that particular element of `y`. Alternatively,
if a custom `loss` was set, it will can be used
in arbitrary ways.
variable_names : list[str]
A list of names for the variables, rather than "x0", "x1", etc.
If `X` is a pandas dataframe, the column names will be used
instead of `variable_names`. Cannot contain spaces or special
characters. Avoid variable names which are also
function names in `sympy`, such as "N".
Returns
-------
self : object
Fitted estimator.
"""
# Init attributes that are not specified in BaseEstimator
if self.warm_start and hasattr(self, "raw_julia_state_"):
pass
else:
if hasattr(self, "raw_julia_state_"):
warnings.warn(
"The discovered expressions are being reset. "
"Please set `warm_start=True` if you wish to continue "
"to start a search where you left off.",
)
self.equations_ = None
self.nout_ = 1
self.selection_mask_ = None
self.raw_julia_state_ = None
random_state = check_random_state(self.random_state) # For np random
seed = random_state.get_state()[1][0] # For julia random
self._setup_equation_file()
mutated_params = self._validate_and_set_init_params()
X, y, Xresampled, weights, variable_names = self._validate_and_set_fit_params(
X, y, Xresampled, weights, variable_names
)
if X.shape[0] > 10000 and not self.batching:
warnings.warn(
"Note: you are running with more than 10,000 datapoints. "
"You should consider turning on batching (https://astroautomata.com/PySR/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."
)
# Pre transformations (feature selection and denoising)
X, y, variable_names = self._pre_transform_training_data(
X, y, Xresampled, variable_names, random_state
)
# Warn about large feature counts (still warn if feature count is large
# after running feature selection)
if self.n_features_in_ >= 10:
warnings.warn(
"Note: you are running with 10 features or more. "
"Genetic algorithms like used in PySR scale poorly with large numbers of features. "
"You should run PySR for more `niterations` to ensure it can find "
"the correct variables, "
"or, alternatively, do a dimensionality reduction beforehand. "
"For example, `X = PCA(n_components=6).fit_transform(X)`, "
"using scikit-learn's `PCA` class, "
"will reduce the number of features to 6 in an interpretable way, "
"as each resultant feature "
"will be a linear combination of the original features. "
)
# Assertion checks
use_custom_variable_names = variable_names is not None
# TODO: this is always true.
_check_assertions(
X,
use_custom_variable_names,
variable_names,
weights,
y,
)
# Initially, just save model parameters, so that
# it can be loaded from an early exit:
if not self.temp_equation_file:
self._checkpoint()
# Perform the search:
self._run(X, y, mutated_params, weights=weights, seed=seed)
# Then, after fit, we save again, so the pickle file contains
# the equations:
if not self.temp_equation_file:
self._checkpoint()
return self
def refresh(self, checkpoint_file=None):
"""
Update self.equations_ with any new options passed.
For example, updating `extra_sympy_mappings`
will require a `.refresh()` to update the equations.
Parameters
----------
checkpoint_file : str
Path to checkpoint hall of fame file to be loaded.
The default will use the set `equation_file_`.
"""
if checkpoint_file:
self.equation_file_ = checkpoint_file
self.equation_file_contents_ = None
check_is_fitted(self, attributes=["equation_file_"])
self.equations_ = self.get_hof()
def predict(self, X, index=None):
"""
Predict y from input X using the equation chosen by `model_selection`.
You may see what equation is used by printing this object. X should
have the same columns as the training data.
Parameters
----------
X : ndarray | pandas.DataFrame
Training data of shape `(n_samples, n_features)`.
index : int | list[int]
If you want to compute the output of an expression using a
particular row of `self.equations_`, you may specify the index here.
For multiple output equations, you must pass a list of indices
in the same order.
Returns
-------
y_predicted : ndarray of shape (n_samples, nout_)
Values predicted by substituting `X` into the fitted symbolic
regression model.
Raises
------
ValueError
Raises if the `best_equation` cannot be evaluated.
"""
check_is_fitted(
self, attributes=["selection_mask_", "feature_names_in_", "nout_"]
)
best_equation = self.get_best(index=index)
# When X is an numpy array or a pandas dataframe with a RangeIndex,
# the self.feature_names_in_ generated during fit, for the same X,
# will cause a warning to be thrown during _validate_data.
# To avoid this, convert X to a dataframe, apply the selection mask,
# and then set the column/feature_names of X to be equal to those
# generated during fit.
if not isinstance(X, pd.DataFrame):
X = check_array(X)
X = pd.DataFrame(X)
if isinstance(X.columns, pd.RangeIndex):
if self.selection_mask_ is not None:
# RangeIndex enforces column order allowing columns to
# be correctly filtered with self.selection_mask_
X = X.iloc[:, self.selection_mask_]
X.columns = self.feature_names_in_
# Without feature information, CallableEquation/lambda_format equations
# require that the column order of X matches that of the X used during
# the fitting process. _validate_data removes this feature information
# when it converts the dataframe to an np array. Thus, to ensure feature
# order is preserved after conversion, the dataframe columns must be
# reordered/reindexed to match those of the transformed (denoised and
# feature selected) X in fit.
X = X.reindex(columns=self.feature_names_in_)
X = self._validate_data(X, reset=False)
try:
if self.nout_ > 1:
return np.stack(
[eq["lambda_format"](X) for eq in best_equation], axis=1
)
return best_equation["lambda_format"](X)
except Exception as error:
raise ValueError(
"Failed to evaluate the expression. "
"If you are using a custom operator, make sure to define it in `extra_sympy_mappings`, "
"e.g., `model.set_params(extra_sympy_mappings={'inv': lambda x: 1/x})`, where "
"`lambda x: 1/x` is a valid SymPy function defining the operator. "
"You can then run `model.refresh()` to re-load the expressions."
) from error
def sympy(self, index=None):
"""
Return sympy representation of the equation(s) chosen by `model_selection`.
Parameters
----------
index : int | list[int]
If you wish to select a particular equation from
`self.equations_`, give the index number here. This overrides
the `model_selection` parameter. If there are multiple output
features, then pass a list of indices with the order the same
as the output feature.
Returns
-------
best_equation : str, list[str] of length nout_
SymPy representation of the best equation.
"""
self.refresh()
best_equation = self.get_best(index=index)
if self.nout_ > 1:
return [eq["sympy_format"] for eq in best_equation]
return best_equation["sympy_format"]
def latex(self, index=None, precision=3):
"""
Return latex representation of the equation(s) chosen by `model_selection`.
Parameters
----------
index : int | list[int]
If you wish to select a particular equation from
`self.equations_`, give the index number here. This overrides
the `model_selection` parameter. If there are multiple output
features, then pass a list of indices with the order the same
as the output feature.
precision : int
The number of significant figures shown in the LaTeX
representation.
Default is `3`.
Returns
-------
best_equation : str or list[str] of length nout_
LaTeX expression of the best equation.
"""
self.refresh()
sympy_representation = self.sympy(index=index)
if self.nout_ > 1:
output = []
for s in sympy_representation:
latex = to_latex(s, prec=precision)
output.append(latex)
return output
return to_latex(sympy_representation, prec=precision)
def jax(self, index=None):
"""
Return jax representation of the equation(s) chosen by `model_selection`.
Each equation (multiple given if there are multiple outputs) is a dictionary
containing {"callable": func, "parameters": params}. To call `func`, pass
func(X, params). This function is differentiable using `jax.grad`.
Parameters
----------
index : int | list[int]
If you wish to select a particular equation from
`self.equations_`, give the index number here. This overrides
the `model_selection` parameter. If there are multiple output
features, then pass a list of indices with the order the same
as the output feature.
Returns
-------
best_equation : dict[str, Any]
Dictionary of callable jax function in "callable" key,
and jax array of parameters as "parameters" key.
"""
self.set_params(output_jax_format=True)
self.refresh()
best_equation = self.get_best(index=index)
if self.nout_ > 1:
return [eq["jax_format"] for eq in best_equation]
return best_equation["jax_format"]
def pytorch(self, index=None):
"""
Return pytorch representation of the equation(s) chosen by `model_selection`.
Each equation (multiple given if there are multiple outputs) is a PyTorch module
containing the parameters as trainable attributes. You can use the module like
any other PyTorch module: `module(X)`, where `X` is a tensor with the same
column ordering as trained with.
Parameters
----------
index : int | list[int]
If you wish to select a particular equation from
`self.equations_`, give the index number here. This overrides
the `model_selection` parameter. If there are multiple output
features, then pass a list of indices with the order the same
as the output feature.
Returns
-------
best_equation : torch.nn.Module
PyTorch module representing the expression.
"""
self.set_params(output_torch_format=True)
self.refresh()
best_equation = self.get_best(index=index)
if self.nout_ > 1:
return [eq["torch_format"] for eq in best_equation]
return best_equation["torch_format"]
def _read_equation_file(self):
"""Read the hall of fame file created by `SymbolicRegression.jl`."""
try:
if self.nout_ > 1:
all_outputs = []
for i in range(1, self.nout_ + 1):
cur_filename = str(self.equation_file_) + f".out{i}" + ".bkup"
if not os.path.exists(cur_filename):
cur_filename = str(self.equation_file_) + f".out{i}"
with open(cur_filename, "r") as f:
buf = f.read()
buf = _preprocess_julia_floats(buf)
df = self._postprocess_dataframe(pd.read_csv(StringIO(buf)))
all_outputs.append(df)
else:
filename = str(self.equation_file_) + ".bkup"
if not os.path.exists(filename):
filename = str(self.equation_file_)
with open(filename, "r") as f:
buf = f.read()
buf = _preprocess_julia_floats(buf)
all_outputs = [self._postprocess_dataframe(pd.read_csv(StringIO(buf)))]
except FileNotFoundError:
raise RuntimeError(
"Couldn't find equation file! The equation search likely exited "
"before a single iteration completed."
)
return all_outputs
def _postprocess_dataframe(self, df: pd.DataFrame) -> pd.DataFrame:
df = df.rename(
columns={
"Complexity": "complexity",
"Loss": "loss",
"Equation": "equation",
},
)
# Regexp replace x₁₂₃ to x123 in `equation`:
if self.pretty_feature_names_in_ is not None:
# df["equation"] = df["equation"].apply(_undo_subscriptify_full)
for pname, name in zip(
self.pretty_feature_names_in_, self.feature_names_in_
):
df["equation"] = df["equation"].apply(
lambda s: re.sub(
r"\b" + f"({pname})" + r"\b",
name,
s,
)
if isinstance(s, str)
else s
)
return df
def get_hof(self):
"""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.
"""
check_is_fitted(
self,
attributes=[
"nout_",
"equation_file_",
"selection_mask_",
"feature_names_in_",
],
)
if (
not hasattr(self, "equation_file_contents_")
) or self.equation_file_contents_ is None:
self.equation_file_contents_ = self._read_equation_file()
# It is expected extra_jax/torch_mappings will be updated after fit.
# Thus, validation is performed here instead of in _validate_init_params
extra_jax_mappings = self.extra_jax_mappings
extra_torch_mappings = self.extra_torch_mappings
if extra_jax_mappings is not None:
for value in extra_jax_mappings.values():
if not isinstance(value, str):
raise ValueError(
"extra_jax_mappings must have keys that are strings! "
"e.g., {sympy.sqrt: 'jnp.sqrt'}."
)
else:
extra_jax_mappings = {}
if extra_torch_mappings is not None:
for value in extra_torch_mappings.values():
if not callable(value):
raise ValueError(
"extra_torch_mappings must be callable functions! "
"e.g., {sympy.sqrt: torch.sqrt}."
)
else:
extra_torch_mappings = {}
ret_outputs = []
equation_file_contents = copy.deepcopy(self.equation_file_contents_)
for output in equation_file_contents:
scores = []
lastMSE = None
lastComplexity = 0
sympy_format = []
lambda_format = []
if self.output_jax_format:
jax_format = []
if self.output_torch_format:
torch_format = []
local_sympy_mappings = {
**(self.extra_sympy_mappings if self.extra_sympy_mappings else {}),
**sympy_mappings,
}
sympy_symbols = [
sympy.Symbol(variable) for variable in self.feature_names_in_
]
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, self.selection_mask_, self.feature_names_in_
)
)
# JAX:
if self.output_jax_format:
from .export_jax import sympy2jax
func, params = sympy2jax(
eqn,
sympy_symbols,
selection=self.selection_mask_,
extra_jax_mappings=(
self.extra_jax_mappings if self.extra_jax_mappings else {}
),
)
jax_format.append({"callable": func, "parameters": params})
# Torch:
if self.output_torch_format:
from .export_torch import sympy2torch
module = sympy2torch(
eqn,
sympy_symbols,
selection=self.selection_mask_,
extra_torch_mappings=(
self.extra_torch_mappings
if self.extra_torch_mappings
else {}
),
)
torch_format.append(module)
curMSE = eqn_row["loss"]
curComplexity = eqn_row["complexity"]
if lastMSE is None:
cur_score = 0.0
else:
if curMSE > 0.0:
# TODO Move this to more obvious function/file.
cur_score = -np.log(curMSE / lastMSE) / (
curComplexity - lastComplexity
)
else:
cur_score = np.inf
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",
"loss",
"score",
"equation",
"sympy_format",
"lambda_format",
]
if self.output_jax_format:
output_cols += ["jax_format"]
output["jax_format"] = jax_format
if self.output_torch_format:
output_cols += ["torch_format"]
output["torch_format"] = torch_format
ret_outputs.append(output[output_cols])
if self.nout_ > 1:
return ret_outputs
return ret_outputs[0]
def latex_table(
self,
indices=None,
precision=3,
columns=["equation", "complexity", "loss", "score"],
):
"""Create a LaTeX/booktabs table for all, or some, of the equations.
Parameters
----------
indices : list[int] | list[list[int]]
If you wish to select a particular subset of equations from
`self.equations_`, give the row numbers here. By default,
all equations will be used. If there are multiple output
features, then pass a list of lists.
precision : int
The number of significant figures shown in the LaTeX
representations.
Default is `3`.
columns : list[str]
Which columns to include in the table.
Default is `["equation", "complexity", "loss", "score"]`.
Returns
-------
latex_table_str : str
A string that will render a table in LaTeX of the equations.
"""
self.refresh()
if self.nout_ > 1:
if indices is not None:
assert isinstance(indices, list)
assert isinstance(indices[0], list)
assert len(indices) == self.nout_
generator_fnc = generate_multiple_tables
else:
if indices is not None:
assert isinstance(indices, list)
assert isinstance(indices[0], int)
generator_fnc = generate_single_table
table_string = generator_fnc(
self.equations_, indices=indices, precision=precision, columns=columns
)
preamble_string = [
r"\usepackage{breqn}",
r"\usepackage{booktabs}",
"",
"...",
"",
]
return "\n".join(preamble_string + [table_string])
def idx_model_selection(equations: pd.DataFrame, model_selection: str) -> int:
"""Select an expression and return its index."""
if model_selection == "accuracy":
chosen_idx = equations["loss"].idxmin()
elif model_selection == "best":
threshold = 1.5 * equations["loss"].min()
filtered_equations = equations.query(f"loss <= {threshold}")
chosen_idx = filtered_equations["score"].idxmax()
elif model_selection == "score":
chosen_idx = equations["score"].idxmax()
else:
raise NotImplementedError(
f"{model_selection} is not a valid model selection strategy."
)
return chosen_idx
def _denoise(X, y, Xresampled=None, random_state=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, random_state=random_state
)
gpr.fit(X, y)
if Xresampled is not None:
return Xresampled, gpr.predict(Xresampled)
return X, gpr.predict(X)
# Function has not been removed only due to usage in module tests
def _handle_feature_selection(X, select_k_features, y, variable_names):
if select_k_features is not None:
selection = run_feature_selection(X, y, select_k_features)
print(f"Using features {[variable_names[i] for i in selection]}")
X = X[:, selection]
else:
selection = None
return X, selection
def run_feature_selection(X, y, select_k_features, random_state=None):
"""
Find most important features.
Uses 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
clf = RandomForestRegressor(
n_estimators=100, max_depth=3, random_state=random_state
)
clf.fit(X, y)
selector = SelectFromModel(
clf, threshold=-np.inf, max_features=select_k_features, prefit=True
)
return selector.get_support(indices=True)
def _csv_filename_to_pkl_filename(csv_filename) -> str:
# Assume that the csv filename is of the form "foo.csv"
assert str(csv_filename).endswith(".csv")
dirname = str(os.path.dirname(csv_filename))
basename = str(os.path.basename(csv_filename))
base = str(os.path.splitext(basename)[0])
pkl_basename = base + ".pkl"
return os.path.join(dirname, pkl_basename)
_regexp_im = re.compile(r"\b(\d+\.\d+)im\b")
_regexp_im_sci = re.compile(r"\b(\d+\.\d+)[eEfF]([+-]?\d+)im\b")
_regexp_sci = re.compile(r"\b(\d+\.\d+)[eEfF]([+-]?\d+)\b")
_apply_regexp_im = lambda x: _regexp_im.sub(r"\1j", x)
_apply_regexp_im_sci = lambda x: _regexp_im_sci.sub(r"\1e\2j", x)
_apply_regexp_sci = lambda x: _regexp_sci.sub(r"\1e\2", x)
def _preprocess_julia_floats(s: str) -> str:
if isinstance(s, str):
s = _apply_regexp_im(s)
s = _apply_regexp_im_sci(s)
s = _apply_regexp_sci(s)
return s
def _subscriptify(i: int) -> str:
"""Converts integer to subscript text form.
For example, 123 -> "₁₂₃".
"""
return "".join([chr(0x2080 + int(c)) for c in str(i)])