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import copy | |
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, | |
_get_julia_project, | |
is_julia_version_greater_eq, | |
_escape_filename, | |
_add_sr_to_julia_project, | |
import_error_string, | |
) | |
from .export_numpy import CallableEquation | |
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_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: sympy.Function("unimplemented_pow")(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(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, **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): | |
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." | |
) | |
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] | |
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. | |
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. | |
Parameters | |
---------- | |
model_selection : str, default="best" | |
Model selection criterion when selecting a final expression from | |
the list of best expression at each complexity. | |
Can be 'accuracy', 'best', or 'score'. | |
- `"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 derivative of the log-loss with | |
respect to complexity - if an expression has a much better | |
oss 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], default=["+", "-", "*", "/"] | |
List of strings giving the binary operators in Julia's Base. | |
unary_operators : list[str], default=None | |
Same as :param`binary_operators` but for operators taking a | |
single scalar. | |
niterations : int, default=40 | |
Number of iterations of the algorithm to run. The best | |
equations are printed and migrate between populations at the | |
end of each iteration. | |
populations : int, default=15 | |
Number of populations running. | |
population_size : int, default=33 | |
Number of individuals in each population. | |
max_evals : int, default=None | |
Limits the total number of evaluations of expressions to | |
this number. | |
maxsize : int, default=20 | |
Max complexity of an equation. | |
maxdepth : int, default=None | |
Max depth of an equation. You can use both :param`maxsize` and | |
:param`maxdepth`. :param`maxdepth` is by default not used. | |
warmup_maxsize_by : float, default=0.0 | |
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. | |
timeout_in_seconds : float, default=None | |
Make the search return early once this many seconds have passed. | |
constraints : dict[str, int | tuple[int,int]], default=None | |
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. | |
nested_constraints : dict[str, dict], default=None | |
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. | |
loss : str, default="L2DistLoss()" | |
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. | |
The included losses include: | |
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)`. | |
complexity_of_operators : dict[str, float], default=None | |
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. | |
complexity_of_constants : float, default=1 | |
Complexity of constants. | |
complexity_of_variables : float, default=1 | |
Complexity of variables. | |
parsimony : float, default=0.0032 | |
Multiplicative factor for how much to punish complexity. | |
use_frequency : bool, default=True | |
Whether to measure the frequency of complexities, and use that | |
instead of parsimony to explore equation space. Will naturally | |
find equations of all complexities. | |
use_frequency_in_tournament : bool, default=True | |
Whether to use the frequency mentioned above in the tournament, | |
rather than just the simulated annealing. | |
alpha : float, default=0.1 | |
Initial temperature for simulated annealing | |
(requires :param`annealing` to be `True`). | |
annealing : bool, default=False | |
Whether to use annealing. | |
early_stop_condition : { float | str }, default=None | |
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)"`. | |
ncyclesperiteration : int, default=550 | |
Number of total mutations to run, per 10 samples of the | |
population, per iteration. | |
fraction_replaced : float, default=0.000364 | |
How much of population to replace with migrating equations from | |
other populations. | |
fraction_replaced_hof : float, default=0.035 | |
How much of population to replace with migrating equations from | |
hall of fame. | |
weight_add_node : float, default=0.79 | |
Relative likelihood for mutation to add a node. | |
weight_insert_node : float, default=5.1 | |
Relative likelihood for mutation to insert a node. | |
weight_delete_node : float, default=1.7 | |
Relative likelihood for mutation to delete a node. | |
weight_do_nothing : float, default=0.21 | |
Relative likelihood for mutation to leave the individual. | |
weight_mutate_constant : float, default=0.048 | |
Relative likelihood for mutation to change the constant slightly | |
in a random direction. | |
weight_mutate_operator : float, default=0.47 | |
Relative likelihood for mutation to swap an operator. | |
weight_randomize : float, default=0.00023 | |
Relative likelihood for mutation to completely delete and then | |
randomly generate the equation | |
weight_simplify : float, default=0.0020 | |
Relative likelihood for mutation to simplify constant parts by evaluation | |
crossover_probability : float, default=0.066 | |
Absolute probability of crossover-type genetic operation, instead of a mutation. | |
skip_mutation_failures : bool, default=True | |
Whether to skip mutation and crossover failures, rather than | |
simply re-sampling the current member. | |
migration : bool, default=True | |
Whether to migrate. | |
hof_migration : bool, default=True | |
Whether to have the hall of fame migrate. | |
topn : int, default=12 | |
How many top individuals migrate from each population. | |
should_optimize_constants : bool, default=True | |
Whether to numerically optimize constants (Nelder-Mead/Newton) | |
at the end of each iteration. | |
optimizer_algorithm : str, default="BFGS" | |
Optimization scheme to use for optimizing constants. Can currently | |
be `NelderMead` or `BFGS`. | |
optimizer_nrestarts : int, default=2 | |
Number of time to restart the constants optimization process with | |
different initial conditions. | |
optimize_probability : float, default=0.14 | |
Probability of optimizing the constants during a single iteration of | |
the evolutionary algorithm. | |
optimizer_iterations : int, default=8 | |
Number of iterations that the constants optimizer can take. | |
perturbation_factor : float, default=0.076 | |
Constants are perturbed by a max factor of | |
(perturbation_factor*T + 1). Either multiplied by this or | |
divided by this. | |
tournament_selection_n : int, default=10 | |
Number of expressions to consider in each tournament. | |
tournament_selection_p : float, default=0.86 | |
Probability of selecting the best expression in each | |
tournament. The probability will decay as p*(1-p)^n for other | |
expressions, sorted by loss. | |
procs : int, default=multiprocessing.cpu_count() | |
Number of processes (=number of populations running). | |
multithreading : bool, default=True | |
Use multithreading instead of distributed backend. | |
Using procs=0 will turn off both. | |
cluster_manager : str, default=None | |
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. | |
batching : bool, default=False | |
Whether to compare population members on small batches during | |
evolution. Still uses full dataset for comparing against hall | |
of fame. | |
batch_size : int, default=50 | |
The amount of data to use if doing batching. | |
fast_cycle : bool, default=False (experimental) | |
Batch over population subsamples. This is a slightly different | |
algorithm than regularized evolution, but does cycles 15% | |
faster. May be algorithmically less efficient. | |
precision : int, default=32 | |
What precision to use for the data. By default this is 32 | |
(float32), but you can select 64 or 16 as well. | |
random_state : int, Numpy RandomState instance or None, default=None | |
Pass an int for reproducible results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
deterministic : bool, default=False | |
Make a PySR search give the same result every run. | |
To use this, you must turn off parallelism | |
(with :param`procs`=0, :param`multithreading`=False), | |
and set :param`random_state` to a fixed seed. | |
warm_start : bool, default=False | |
Tells fit to continue from where the last call to fit finished. | |
If false, each call to fit will be fresh, overwriting previous results. | |
verbosity : int, default=1e9 | |
What verbosity level to use. 0 means minimal print statements. | |
update_verbosity : int, default=None | |
What verbosity level to use for package updates. | |
Will take value of :param`verbosity` if not given. | |
progress : bool, default=True | |
Whether to use a progress bar instead of printing to stdout. | |
equation_file : str, default=None | |
Where to save the files (.csv extension). | |
temp_equation_file : bool, default=False | |
Whether to put the hall of fame file in the temp directory. | |
Deletion is then controlled with the :param`delete_tempfiles` | |
parameter. | |
tempdir : str, default=None | |
directory for the temporary files. | |
delete_tempfiles : bool, default=True | |
Whether to delete the temporary files after finishing. | |
julia_project : str, default=None | |
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, default=True | |
Whether to automatically update Julia packages. | |
output_jax_format : bool, default=False | |
Whether to create a 'jax_format' column in the output, | |
containing jax-callable functions and the default parameters in | |
a jax array. | |
output_torch_format : bool, default=False | |
Whether to create a 'torch_format' column in the output, | |
containing a torch module with trainable parameters. | |
extra_sympy_mappings : dict[str, Callable], default=None | |
Provides mappings between custom :param`binary_operators` or | |
:param`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, :param`extra_sympy_mappings` | |
would be `{"inv": lambda x: 1/x}`. | |
extra_jax_mappings : dict[Callable, str], default=None | |
Similar to :param`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`. | |
extra_torch_mappings : dict[Callable, Callable], default=None | |
The same as :param`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}` | |
denoise : bool, default=False | |
Whether to use a Gaussian Process to denoise the data before | |
inputting to PySR. Can help PySR fit noisy data. | |
select_k_features : int, default=None | |
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. | |
kwargs : dict, default=None | |
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. | |
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 | |
:param`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. | |
Notes | |
----- | |
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. | |
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="L2DistLoss()", | |
complexity_of_operators=None, | |
complexity_of_constants=1, | |
complexity_of_variables=1, | |
parsimony=0.0032, | |
use_frequency=True, | |
use_frequency_in_tournament=True, | |
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, | |
crossover_probability=0.066, | |
skip_mutation_failures=True, | |
migration=True, | |
hof_migration=True, | |
topn=12, | |
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, | |
precision=32, | |
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=True, | |
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, | |
**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 | |
# - 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.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.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.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.precision = precision | |
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 | |
# 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." | |
) | |
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, default=1 | |
Number of outputs of the model. | |
Not needed if loading from a pickle file. | |
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) | |
# 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_ = [f"x{i}" for i in range(n_features_in)] | |
else: | |
assert len(feature_names_in) == n_features_in | |
model.feature_names_in_ = feature_names_in | |
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): | |
""" | |
Prints 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): | |
""" | |
Handles 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): | |
"""Saves 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 | |
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], default=None | |
If you wish to select a particular equation from `self.equations_`, | |
give the row number here. This overrides the :param`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): | |
""" | |
Sets the full pathname of the equation file, using :param`tempdir` and | |
:param`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): | |
""" | |
Ensures 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. " | |
) | |
# 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 :param`batch_size` must be greater than or equal to one. " | |
":param`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 | |
) | |
return packed_modified_params | |
def _validate_and_set_fit_params(self, X, y, Xresampled, weights, variable_names): | |
""" | |
Validates the parameters passed to the :term`fit` method. | |
This method also sets the `nout_` attribute. | |
Parameters | |
---------- | |
X : {ndarray | pandas.DataFrame} of shape (n_samples, n_features) | |
Training data. | |
y : {ndarray | pandas.DataFrame} of shape (n_samples,) or (n_samples, n_targets) | |
Target values. Will be cast to X's dtype if necessary. | |
Xresampled : {ndarray | pandas.DataFrame} of shape | |
(n_resampled, n_features), default=None | |
Resampled training data used for denoising. | |
weights : {ndarray | pandas.DataFrame} 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( | |
":param`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) | |
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 | |
): | |
""" | |
Transforms the training data before fitting the symbolic regressor. | |
This method also updates/sets the `selection_mask_` attribute. | |
Parameters | |
---------- | |
X : {ndarray | pandas.DataFrame} of shape (n_samples, n_features) | |
Training data. | |
y : {ndarray | pandas.DataFrame} of shape (n_samples,) or (n_samples, n_targets) | |
Target values. Will be cast to X's dtype if necessary. | |
Xresampled : {ndarray | pandas.DataFrame} of shape | |
(n_resampled, n_features), default=None | |
Resampled training data used for denoising. | |
variable_names : list[str] of length n_features | |
Names of each variable in the training dataset, `X`. | |
random_state : int, Numpy RandomState instance or None, default=None | |
Pass an int for reproducible results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
Returns | |
------- | |
X_transformed : ndarray of shape (n_samples, n_features) | |
Transformed training data. n_samples will be equal to | |
:param`Xresampled.shape[0]` if :param`self.denoise` is `True`, | |
and :param`Xresampled is not None`, otherwise it will be | |
equal to :param`X.shape[0]`. n_features will be equal to | |
:param`self.select_k_features` if `self.select_k_features is not None`, | |
otherwise it will be equal to :param`X.shape[1]` | |
y_transformed : ndarray of shape (n_samples,) or (n_samples, n_outputs) | |
Transformed target data. n_samples will be equal to | |
:param`Xresampled.shape[0]` if :param`self.denoise` is `True`, | |
and :param`Xresampled is not None`, otherwise it will be | |
equal to :param`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) | |
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} of shape (n_samples, n_features) | |
Training data. | |
y : {ndarray | pandas.DataFrame} of shape (n_samples,) or (n_samples, n_targets) | |
Target values. 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} 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"] | |
# Start julia backend processes | |
if Main is None: | |
if multithreading: | |
os.environ["JULIA_NUM_THREADS"] = str(self.procs) | |
Main = init_julia() | |
if cluster_manager is not None: | |
Main.eval(f"import ClusterManagers: addprocs_{cluster_manager}") | |
cluster_manager = Main.eval(f"addprocs_{cluster_manager}") | |
if not already_ran: | |
julia_project, is_shared = _get_julia_project(self.julia_project) | |
Main.eval("using Pkg") | |
io = "devnull" if update_verbosity == 0 else "stderr" | |
io_arg = f"io={io}" if is_julia_version_greater_eq(Main, "1.6") else "" | |
Main.eval( | |
f'Pkg.activate("{_escape_filename(julia_project)}", shared = Bool({int(is_shared)}), {io_arg})' | |
) | |
from julia.api import JuliaError | |
if is_shared: | |
# Install SymbolicRegression.jl: | |
_add_sr_to_julia_project(Main, io_arg) | |
try: | |
if self.update: | |
Main.eval(f"Pkg.resolve({io_arg})") | |
Main.eval(f"Pkg.instantiate({io_arg})") | |
else: | |
Main.eval(f"Pkg.instantiate({io_arg})") | |
except (JuliaError, RuntimeError) as e: | |
raise ImportError(import_error_string(julia_project)) from e | |
Main.eval("using SymbolicRegression") | |
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 | |
) | |
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) | |
early_stop_condition = Main.eval( | |
str(self.early_stop_condition) if self.early_stop_condition else None | |
) | |
mutation_weights = np.array( | |
[ | |
self.weight_mutate_constant, | |
self.weight_mutate_operator, | |
self.weight_add_node, | |
self.weight_insert_node, | |
self.weight_delete_node, | |
self.weight_simplify, | |
self.weight_randomize, | |
self.weight_do_nothing, | |
], | |
dtype=float, | |
) | |
# Call to Julia backend. | |
# See https://github.com/MilesCranmer/SymbolicRegression.jl/blob/master/src/OptionsStruct.jl | |
options = Main.Options( | |
binary_operators=Main.eval(str(tuple(binary_operators)).replace("'", "")), | |
unary_operators=Main.eval(str(tuple(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, | |
loss=custom_loss, | |
maxsize=int(self.maxsize), | |
hofFile=_escape_filename(self.equation_file_), | |
npopulations=int(self.populations), | |
batching=self.batching, | |
batchSize=int(min([batch_size, len(X)]) if self.batching else len(X)), | |
mutationWeights=mutation_weights, | |
probPickFirst=self.tournament_selection_p, | |
ns=self.tournament_selection_n, | |
# These have the same name: | |
parsimony=self.parsimony, | |
alpha=self.alpha, | |
maxdepth=maxdepth, | |
fast_cycle=self.fast_cycle, | |
migration=self.migration, | |
hofMigration=self.hof_migration, | |
fractionReplacedHof=self.fraction_replaced_hof, | |
shouldOptimizeConstants=self.should_optimize_constants, | |
warmupMaxsizeBy=self.warmup_maxsize_by, | |
useFrequency=self.use_frequency, | |
useFrequencyInTournament=self.use_frequency_in_tournament, | |
npop=self.population_size, | |
ncyclesperiteration=self.ncyclesperiteration, | |
fractionReplaced=self.fraction_replaced, | |
topn=self.topn, | |
verbosity=self.verbosity, | |
optimizer_algorithm=self.optimizer_algorithm, | |
optimizer_nrestarts=self.optimizer_nrestarts, | |
optimize_probability=self.optimize_probability, | |
optimizer_iterations=self.optimizer_iterations, | |
perturbationFactor=self.perturbation_factor, | |
annealing=self.annealing, | |
stateReturn=True, # Required for state saving. | |
progress=progress, | |
timeout_in_seconds=self.timeout_in_seconds, | |
crossoverProbability=self.crossover_probability, | |
skip_mutation_failures=self.skip_mutation_failures, | |
max_evals=self.max_evals, | |
earlyStopCondition=early_stop_condition, | |
seed=seed, | |
deterministic=self.deterministic, | |
) | |
# Convert data to desired precision | |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[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 | |
cprocs = 0 if multithreading else self.procs | |
# Call to Julia backend. | |
# See https://github.com/MilesCranmer/SymbolicRegression.jl/blob/master/src/SymbolicRegression.jl | |
self.raw_julia_state_ = Main.EquationSearch( | |
Main.X, | |
Main.y, | |
weights=Main.weights, | |
niterations=int(self.niterations), | |
varMap=self.feature_names_in_.tolist(), | |
options=options, | |
numprocs=int(cprocs), | |
multithreading=bool(multithreading), | |
saved_state=self.raw_julia_state_, | |
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} of shape (n_samples, n_features) | |
Training data. | |
y : {ndarray | pandas.DataFrame} of shape (n_samples,) or (n_samples, n_targets) | |
Target values. Will be cast to X's dtype if necessary. | |
Xresampled : {ndarray | pandas.DataFrame} of shape | |
(n_resampled, n_features), default=None | |
Resampled training data to generate a denoised data on. This | |
will be used as the training data, rather than `X`. | |
weights : {ndarray | pandas.DataFrame} of the same shape as y, default=None | |
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], default=None | |
A list of names for the variables, rather than "x0", "x1", etc. | |
If :param`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?id=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. " | |
"Consider using feature selection techniques to select the most important features " | |
"(you can do this automatically with the `select_k_features` parameter), " | |
"or, alternatively, doing 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): | |
""" | |
Updates self.equations_ with any new options passed, such as | |
:param`extra_sympy_mappings`. | |
Parameters | |
---------- | |
checkpoint_file : str, default=None | |
Path to checkpoint hall of fame file to be loaded. | |
""" | |
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} of shape (n_samples, n_features) | |
Training data. | |
index : int | list[int], default=None | |
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 :param`extra_sympy_mappings`, " | |
"e.g., `model.set_params(extra_sympy_mappings={'inv': lambda x: 1 / x})`. 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], default=None | |
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): | |
""" | |
Return latex representation of the equation(s) chosen by `model_selection`. | |
Parameters | |
---------- | |
index : int | list[int], default=None | |
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 or list[str] of length nout_ | |
LaTeX expression of the best equation. | |
""" | |
self.refresh() | |
sympy_representation = self.sympy(index=index) | |
if self.nout_ > 1: | |
return [sympy.latex(s) for s in sympy_representation] | |
return sympy.latex(sympy_representation) | |
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], default=None | |
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], default=None | |
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}" | |
df = pd.read_csv(cur_filename) | |
# Rename Complexity column to complexity: | |
df.rename( | |
columns={ | |
"Complexity": "complexity", | |
"Loss": "loss", | |
"Equation": "equation", | |
}, | |
inplace=True, | |
) | |
all_outputs.append(df) | |
else: | |
filename = str(self.equation_file_) + ".bkup" | |
if not os.path.exists(filename): | |
filename = str(self.equation_file_) | |
all_outputs = [pd.read_csv(filename)] | |
all_outputs[-1].rename( | |
columns={ | |
"Complexity": "complexity", | |
"Loss": "loss", | |
"Equation": "equation", | |
}, | |
inplace=True, | |
) | |
except FileNotFoundError: | |
raise RuntimeError( | |
"Couldn't find equation file! The equation search likely exited " | |
"before a single iteration completed." | |
) | |
return all_outputs | |
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 idx_model_selection(equations: pd.DataFrame, model_selection: str) -> int: | |
""" | |
Return the index of the selected expression, given a dataframe of | |
equations and a model selection. | |
""" | |
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): | |
""" | |
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 | |
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) | |