Spaces:
Running
Running
import Optim | |
import Printf: | |
import Random: shuffle!, randperm | |
const maxdegree = 2 | |
const actualMaxsize = maxsize + maxdegree | |
# Sum of square error between two arrays | |
function SSE(x::Array{Float32}, y::Array{Float32})::Float32 | |
diff = (x - y) | |
return sum(diff .* diff) | |
end | |
function SSE(x::Nothing, y::Array{Float32})::Float32 | |
return 1f9 | |
end | |
# Sum of square error between two arrays, with weights | |
function SSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32 | |
diff = (x - y) | |
return sum(diff .* diff .* w) | |
end | |
function SSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32 | |
return Nothing | |
end | |
# Mean of square error between two arrays | |
function MSE(x::Nothing, y::Array{Float32})::Float32 | |
return 1f9 | |
end | |
# Mean of square error between two arrays | |
function MSE(x::Array{Float32}, y::Array{Float32})::Float32 | |
return SSE(x, y)/size(x)[1] | |
end | |
# Mean of square error between two arrays | |
function MSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32 | |
return 1f9 | |
end | |
# Mean of square error between two arrays | |
function MSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32 | |
return SSE(x, y, w)/sum(w) | |
end | |
const len = size(X)[1] | |
if weighted | |
const avgy = sum(y .* weights)/sum(weights) | |
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy), weights) | |
else | |
const avgy = sum(y)/len | |
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy)) | |
end | |
id = (x,) -> x | |
const nuna = size(unaops)[1] | |
const nbin = size(binops)[1] | |
const nops = nuna + nbin | |
const nvar = size(X)[2]; | |
function debug(verbosity, string...) | |
verbosity > 0 ? println(string...) : nothing | |
end | |
function getTime()::Integer | |
return round(Integer, 1e3*(time()-1.6e9)) | |
end | |
# Define a serialization format for the symbolic equations: | |
mutable struct Node | |
#Holds operators, variables, constants in a tree | |
degree::Integer #0 for constant/variable, 1 for cos/sin, 2 for +/* etc. | |
val::Union{Float32, Integer} #Either const value, or enumerates variable | |
constant::Bool #false if variable | |
op::Integer #enumerates operator (separately for degree=1,2) | |
l::Union{Node, Nothing} | |
r::Union{Node, Nothing} | |
Node(val::Float32) = new(0, val, true, 1, nothing, nothing) | |
Node(val::Integer) = new(0, val, false, 1, nothing, nothing) | |
Node(op::Integer, l::Node) = new(1, 0.0f0, false, op, l, nothing) | |
Node(op::Integer, l::Union{Float32, Integer}) = new(1, 0.0f0, false, op, Node(l), nothing) | |
Node(op::Integer, l::Node, r::Node) = new(2, 0.0f0, false, op, l, r) | |
#Allow to pass the leaf value without additional node call: | |
Node(op::Integer, l::Union{Float32, Integer}, r::Node) = new(2, 0.0f0, false, op, Node(l), r) | |
Node(op::Integer, l::Node, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, l, Node(r)) | |
Node(op::Integer, l::Union{Float32, Integer}, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, Node(l), Node(r)) | |
end | |
# Copy an equation (faster than deepcopy) | |
function copyNode(tree::Node)::Node | |
if tree.degree == 0 | |
return Node(tree.val) | |
elseif tree.degree == 1 | |
return Node(tree.op, copyNode(tree.l)) | |
else | |
return Node(tree.op, copyNode(tree.l), copyNode(tree.r)) | |
end | |
end | |
# Count the operators, constants, variables in an equation | |
function countNodes(tree::Node)::Integer | |
if tree.degree == 0 | |
return 1 | |
elseif tree.degree == 1 | |
return 1 + countNodes(tree.l) | |
else | |
return 1 + countNodes(tree.l) + countNodes(tree.r) | |
end | |
end | |
# Count the max depth of a tree | |
function countDepth(tree::Node)::Integer | |
if tree.degree == 0 | |
return 1 | |
elseif tree.degree == 1 | |
return 1 + countDepth(tree.l) | |
else | |
return 1 + max(countDepth(tree.l), countDepth(tree.r)) | |
end | |
end | |
# Convert an equation to a string | |
function stringTree(tree::Node)::String | |
if tree.degree == 0 | |
if tree.constant | |
return string(tree.val) | |
else | |
if useVarMap | |
return varMap[tree.val] | |
else | |
return "x$(tree.val - 1)" | |
end | |
end | |
elseif tree.degree == 1 | |
return "$(unaops[tree.op])($(stringTree(tree.l)))" | |
else | |
return "$(binops[tree.op])($(stringTree(tree.l)), $(stringTree(tree.r)))" | |
end | |
end | |
# Print an equation | |
function printTree(tree::Node) | |
println(stringTree(tree)) | |
end | |
# Return a random node from the tree | |
function randomNode(tree::Node)::Node | |
if tree.degree == 0 | |
return tree | |
end | |
a = countNodes(tree) | |
b = 0 | |
c = 0 | |
if tree.degree >= 1 | |
b = countNodes(tree.l) | |
end | |
if tree.degree == 2 | |
c = countNodes(tree.r) | |
end | |
i = rand(1:1+b+c) | |
if i <= b | |
return randomNode(tree.l) | |
elseif i == b + 1 | |
return tree | |
end | |
return randomNode(tree.r) | |
end | |
# Count the number of unary operators in the equation | |
function countUnaryOperators(tree::Node)::Integer | |
if tree.degree == 0 | |
return 0 | |
elseif tree.degree == 1 | |
return 1 + countUnaryOperators(tree.l) | |
else | |
return 0 + countUnaryOperators(tree.l) + countUnaryOperators(tree.r) | |
end | |
end | |
# Count the number of binary operators in the equation | |
function countBinaryOperators(tree::Node)::Integer | |
if tree.degree == 0 | |
return 0 | |
elseif tree.degree == 1 | |
return 0 + countBinaryOperators(tree.l) | |
else | |
return 1 + countBinaryOperators(tree.l) + countBinaryOperators(tree.r) | |
end | |
end | |
# Count the number of operators in the equation | |
function countOperators(tree::Node)::Integer | |
return countUnaryOperators(tree) + countBinaryOperators(tree) | |
end | |
# Randomly convert an operator into another one (binary->binary; | |
# unary->unary) | |
function mutateOperator(tree::Node)::Node | |
if countOperators(tree) == 0 | |
return tree | |
end | |
node = randomNode(tree) | |
while node.degree == 0 | |
node = randomNode(tree) | |
end | |
if node.degree == 1 | |
node.op = rand(1:length(unaops)) | |
else | |
node.op = rand(1:length(binops)) | |
end | |
return tree | |
end | |
# Count the number of constants in an equation | |
function countConstants(tree::Node)::Integer | |
if tree.degree == 0 | |
return convert(Integer, tree.constant) | |
elseif tree.degree == 1 | |
return 0 + countConstants(tree.l) | |
else | |
return 0 + countConstants(tree.l) + countConstants(tree.r) | |
end | |
end | |
# Randomly perturb a constant | |
function mutateConstant( | |
tree::Node, T::Float32, | |
probNegate::Float32=0.01f0)::Node | |
# T is between 0 and 1. | |
if countConstants(tree) == 0 | |
return tree | |
end | |
node = randomNode(tree) | |
while node.degree != 0 || node.constant == false | |
node = randomNode(tree) | |
end | |
bottom = 0.1f0 | |
maxChange = perturbationFactor * T + 1.0f0 + bottom | |
factor = maxChange^Float32(rand()) | |
makeConstBigger = rand() > 0.5 | |
if makeConstBigger | |
node.val *= factor | |
else | |
node.val /= factor | |
end | |
if rand() > probNegate | |
node.val *= -1 | |
end | |
return tree | |
end | |
# Evaluate an equation over an array of datapoints | |
function evalTreeArray(tree::Node)::Union{Array{Float32, 1}, Nothing} | |
return evalTreeArray(tree, X) | |
end | |
# Evaluate an equation over an array of datapoints | |
function evalTreeArray(tree::Node, cX::Array{Float32, 2})::Union{Array{Float32, 1}, Nothing} | |
clen = size(cX)[1] | |
if tree.degree == 0 | |
if tree.constant | |
return fill(tree.val, clen) | |
else | |
return copy(cX[:, tree.val]) | |
end | |
elseif tree.degree == 1 | |
cumulator = evalTreeArray(tree.l, cX) | |
if cumulator == nothing | |
return nothing | |
end | |
op = unaops[tree.op] | |
for i=1:clen | |
cumulator[i] = op(cumulator[i]) | |
end | |
for i=1:clen | |
if isinf(cumulator[i]) || isnan(cumulator[i]) | |
return nothing | |
end | |
end | |
return cumulator | |
else | |
op = binops[tree.op] | |
cumulator = evalTreeArray(tree.l, cX) | |
if cumulator == nothing | |
return nothing | |
end | |
array2 = evalTreeArray(tree.r, cX) | |
if array2 == nothing | |
return nothing | |
end | |
for i=1:clen | |
cumulator[i] = op(cumulator[i], array2[i]) | |
end | |
for i=1:clen | |
if isinf(cumulator[i]) || isnan(cumulator[i]) | |
return nothing | |
end | |
end | |
return cumulator | |
end | |
end | |
# Score an equation | |
function scoreFunc(tree::Node)::Float32 | |
prediction = evalTreeArray(tree) | |
if prediction == nothing | |
return 1f9 | |
end | |
if weighted | |
mse = MSE(prediction, y, weights) | |
else | |
mse = MSE(prediction, y) | |
end | |
return mse / baselineMSE + countNodes(tree)*parsimony | |
end | |
# Score an equation with a small batch | |
function scoreFuncBatch(tree::Node)::Float32 | |
# batchSize | |
batch_idx = randperm(len)[1:batchSize] | |
batch_X = X[batch_idx, :] | |
prediction = evalTreeArray(tree, batch_X) | |
if prediction == nothing | |
return 1f9 | |
end | |
size_adjustment = 1f0 | |
batch_y = y[batch_idx] | |
if weighted | |
batch_w = weights[batch_idx] | |
mse = MSE(prediction, batch_y, batch_w) | |
size_adjustment = 1f0 * len / batchSize | |
else | |
mse = MSE(prediction, batch_y) | |
end | |
return size_adjustment * mse / baselineMSE + countNodes(tree)*parsimony | |
end | |
# Add a random unary/binary operation to the end of a tree | |
function appendRandomOp(tree::Node)::Node | |
node = randomNode(tree) | |
while node.degree != 0 | |
node = randomNode(tree) | |
end | |
choice = rand() | |
makeNewBinOp = choice < nbin/nops | |
if rand() > 0.5 | |
left = Float32(randn()) | |
else | |
left = rand(1:nvar) | |
end | |
if rand() > 0.5 | |
right = Float32(randn()) | |
else | |
right = rand(1:nvar) | |
end | |
if makeNewBinOp | |
newnode = Node( | |
rand(1:length(binops)), | |
left, | |
right | |
) | |
else | |
newnode = Node( | |
rand(1:length(unaops)), | |
left | |
) | |
end | |
node.l = newnode.l | |
node.r = newnode.r | |
node.op = newnode.op | |
node.degree = newnode.degree | |
node.val = newnode.val | |
node.constant = newnode.constant | |
return tree | |
end | |
# Insert random node | |
function insertRandomOp(tree::Node)::Node | |
node = randomNode(tree) | |
choice = rand() | |
makeNewBinOp = choice < nbin/nops | |
left = copyNode(node) | |
if makeNewBinOp | |
right = randomConstantNode() | |
newnode = Node( | |
rand(1:length(binops)), | |
left, | |
right | |
) | |
else | |
newnode = Node( | |
rand(1:length(unaops)), | |
left | |
) | |
end | |
node.l = newnode.l | |
node.r = newnode.r | |
node.op = newnode.op | |
node.degree = newnode.degree | |
node.val = newnode.val | |
node.constant = newnode.constant | |
return tree | |
end | |
# Add random node to the top of a tree | |
function prependRandomOp(tree::Node)::Node | |
node = tree | |
choice = rand() | |
makeNewBinOp = choice < nbin/nops | |
left = copyNode(tree) | |
if makeNewBinOp | |
right = randomConstantNode() | |
newnode = Node( | |
rand(1:length(binops)), | |
left, | |
right | |
) | |
else | |
newnode = Node( | |
rand(1:length(unaops)), | |
left | |
) | |
end | |
node.l = newnode.l | |
node.r = newnode.r | |
node.op = newnode.op | |
node.degree = newnode.degree | |
node.val = newnode.val | |
node.constant = newnode.constant | |
return node | |
end | |
function randomConstantNode()::Node | |
if rand() > 0.5 | |
val = Float32(randn()) | |
else | |
val = rand(1:nvar) | |
end | |
newnode = Node(val) | |
return newnode | |
end | |
# Return a random node from the tree with parent | |
function randomNodeAndParent(tree::Node, parent::Union{Node, Nothing})::Tuple{Node, Union{Node, Nothing}} | |
if tree.degree == 0 | |
return tree, parent | |
end | |
a = countNodes(tree) | |
b = 0 | |
c = 0 | |
if tree.degree >= 1 | |
b = countNodes(tree.l) | |
end | |
if tree.degree == 2 | |
c = countNodes(tree.r) | |
end | |
i = rand(1:1+b+c) | |
if i <= b | |
return randomNodeAndParent(tree.l, tree) | |
elseif i == b + 1 | |
return tree, parent | |
end | |
return randomNodeAndParent(tree.r, tree) | |
end | |
# Select a random node, and replace it an the subtree | |
# with a variable or constant | |
function deleteRandomOp(tree::Node)::Node | |
node, parent = randomNodeAndParent(tree, nothing) | |
isroot = (parent == nothing) | |
if node.degree == 0 | |
# Replace with new constant | |
newnode = randomConstantNode() | |
node.l = newnode.l | |
node.r = newnode.r | |
node.op = newnode.op | |
node.degree = newnode.degree | |
node.val = newnode.val | |
node.constant = newnode.constant | |
elseif node.degree == 1 | |
# Join one of the children with the parent | |
if isroot | |
return node.l | |
elseif parent.l == node | |
parent.l = node.l | |
else | |
parent.r = node.l | |
end | |
else | |
# Join one of the children with the parent | |
if rand() < 0.5 | |
if isroot | |
return node.l | |
elseif parent.l == node | |
parent.l = node.l | |
else | |
parent.r = node.l | |
end | |
else | |
if isroot | |
return node.r | |
elseif parent.l == node | |
parent.l = node.r | |
else | |
parent.r = node.r | |
end | |
end | |
end | |
return tree | |
end | |
# Simplify tree | |
function combineOperators(tree::Node)::Node | |
# (const (+*) const) already accounted for | |
# ((const + var) + const) => (const + var) | |
# ((const * var) * const) => (const * var) | |
# (anything commutative!) | |
if tree.degree == 2 && (binops[tree.op] == plus || binops[tree.op] == mult) | |
op = tree.op | |
if tree.l.constant || tree.r.constant | |
# Put the constant in r | |
if tree.l.constant | |
tmp = tree.r | |
tree.r = tree.l | |
tree.l = tmp | |
end | |
topconstant = tree.r.val | |
# Simplify down first | |
tree.l = combineOperators(tree.l) | |
below = tree.l | |
if below.degree == 2 && below.op == op | |
if below.l.constant | |
tree = below | |
tree.l.val = binops[op](tree.l.val, topconstant) | |
elseif below.r.constant | |
tree = below | |
tree.r.val = binops[op](tree.r.val, topconstant) | |
end | |
end | |
end | |
end | |
return tree | |
end | |
# Simplify tree | |
function simplifyTree(tree::Node)::Node | |
if tree.degree == 1 | |
tree.l = simplifyTree(tree.l) | |
if tree.l.degree == 0 && tree.l.constant | |
return Node(unaops[tree.op](tree.l.val)) | |
end | |
elseif tree.degree == 2 | |
tree.l = simplifyTree(tree.l) | |
tree.r = simplifyTree(tree.r) | |
constantsBelow = ( | |
tree.l.degree == 0 && tree.l.constant && | |
tree.r.degree == 0 && tree.r.constant | |
) | |
if constantsBelow | |
return Node(binops[tree.op](tree.l.val, tree.r.val)) | |
end | |
end | |
return tree | |
end | |
# Define a member of population by equation, score, and age | |
mutable struct PopMember | |
tree::Node | |
score::Float32 | |
birth::Integer | |
PopMember(t::Node) = new(t, scoreFunc(t), getTime()) | |
PopMember(t::Node, score::Float32) = new(t, score, getTime()) | |
end | |
# Go through one simulated annealing mutation cycle | |
# exp(-delta/T) defines probability of accepting a change | |
function iterate(member::PopMember, T::Float32)::PopMember | |
prev = member.tree | |
tree = copyNode(prev) | |
#TODO - reconsider this | |
if batching | |
beforeLoss = scoreFuncBatch(member.tree) | |
else | |
beforeLoss = member.score | |
end | |
mutationChoice = rand() | |
weightAdjustmentMutateConstant = min(8, countConstants(tree))/8.0 | |
cur_weights = copy(mutationWeights) .* 1.0 | |
cur_weights[1] *= weightAdjustmentMutateConstant | |
cur_weights /= sum(cur_weights) | |
cweights = cumsum(cur_weights) | |
n = countNodes(tree) | |
depth = countDepth(tree) | |
if mutationChoice < cweights[1] | |
tree = mutateConstant(tree, T) | |
elseif mutationChoice < cweights[2] | |
tree = mutateOperator(tree) | |
elseif mutationChoice < cweights[3] && n < maxsize && depth < maxdepth | |
if rand() < 0.5 | |
tree = appendRandomOp(tree) | |
else | |
tree = prependRandomOp(tree) | |
end | |
elseif mutationChoice < cweights[4] && n < maxsize && depth < maxdepth | |
tree = insertRandomOp(tree) | |
elseif mutationChoice < cweights[5] | |
tree = deleteRandomOp(tree) | |
elseif mutationChoice < cweights[6] | |
tree = simplifyTree(tree) # Sometimes we simplify tree | |
tree = combineOperators(tree) # See if repeated constants at outer levels | |
return PopMember(tree, beforeLoss) | |
elseif mutationChoice < cweights[7] | |
tree = genRandomTree(5) # Sometimes we generate a new tree completely tree | |
else | |
return PopMember(tree, beforeLoss) | |
end | |
if batching | |
afterLoss = scoreFuncBatch(tree) | |
else | |
afterLoss = scoreFunc(tree) | |
end | |
if annealing | |
delta = afterLoss - beforeLoss | |
probChange = exp(-delta/(T*alpha)) | |
return_unaltered = (isnan(afterLoss) || probChange < rand()) | |
if return_unaltered | |
return PopMember(copyNode(prev), beforeLoss) | |
end | |
end | |
return PopMember(tree, afterLoss) | |
end | |
# Create a random equation by appending random operators | |
function genRandomTree(length::Integer)::Node | |
tree = Node(1.0f0) | |
for i=1:length | |
tree = appendRandomOp(tree) | |
end | |
return tree | |
end | |
# A list of members of the population, with easy constructors, | |
# which allow for random generation of new populations | |
mutable struct Population | |
members::Array{PopMember, 1} | |
n::Integer | |
Population(pop::Array{PopMember, 1}) = new(pop, size(pop)[1]) | |
Population(npop::Integer) = new([PopMember(genRandomTree(3)) for i=1:npop], npop) | |
Population(npop::Integer, nlength::Integer) = new([PopMember(genRandomTree(nlength)) for i=1:npop], npop) | |
end | |
# Sample 10 random members of the population, and make a new one | |
function samplePop(pop::Population)::Population | |
idx = rand(1:pop.n, ns) | |
return Population(pop.members[idx]) | |
end | |
# Sample the population, and get the best member from that sample | |
function bestOfSample(pop::Population)::PopMember | |
sample = samplePop(pop) | |
best_idx = argmin([sample.members[member].score for member=1:sample.n]) | |
return sample.members[best_idx] | |
end | |
function finalizeScores(pop::Population)::Population | |
need_recalculate = batching | |
if need_recalculate | |
for member=1:pop.n | |
pop.members[member].score = scoreFunc(pop.members[member].tree) | |
end | |
end | |
return pop | |
end | |
# Return best 10 examples | |
function bestSubPop(pop::Population; topn::Integer=10)::Population | |
best_idx = sortperm([pop.members[member].score for member=1:pop.n]) | |
return Population(pop.members[best_idx[1:topn]]) | |
end | |
# Pass through the population several times, replacing the oldest | |
# with the fittest of a small subsample | |
function regEvolCycle(pop::Population, T::Float32)::Population | |
# Batch over each subsample. Can give 15% improvement in speed; probably moreso for large pops. | |
# but is ultimately a different algorithm than regularized evolution, and might not be | |
# as good. | |
if fast_cycle | |
shuffle!(pop.members) | |
n_evol_cycles = round(Integer, pop.n/ns) | |
babies = Array{PopMember}(undef, n_evol_cycles) | |
# Iterate each ns-member sub-sample | |
for i=1:n_evol_cycles | Threads.|
best_score = Inf32 | |
best_idx = 1+(i-1)*ns | |
# Calculate best member of the subsample: | |
for sub_i=1+(i-1)*ns:i*ns | |
if pop.members[sub_i].score < best_score | |
best_score = pop.members[sub_i].score | |
best_idx = sub_i | |
end | |
end | |
allstar = pop.members[best_idx] | |
babies[i] = iterate(allstar, T) | |
end | |
# Replace the n_evol_cycles-oldest members of each population | |
for i=1:n_evol_cycles | |
oldest = argmin([pop.members[member].birth for member=1:pop.n]) | |
pop.members[oldest] = babies[i] | |
end | |
else | |
for i=1:round(Integer, pop.n/ns) | |
allstar = bestOfSample(pop) | |
baby = iterate(allstar, T) | |
#printTree(baby.tree) | |
oldest = argmin([pop.members[member].birth for member=1:pop.n]) | |
pop.members[oldest] = baby | |
end | |
end | |
return pop | |
end | |
# Cycle through regularized evolution many times, | |
# printing the fittest equation every 10% through | |
function run( | |
pop::Population, | |
ncycles::Integer; | |
verbosity::Integer=0 | |
)::Population | |
allT = LinRange(1.0f0, 0.0f0, ncycles) | |
for iT in 1:size(allT)[1] | |
if annealing | |
pop = regEvolCycle(pop, allT[iT]) | |
else | |
pop = regEvolCycle(pop, 1.0f0) | |
end | |
if verbosity > 0 && (iT % verbosity == 0) | |
bestPops = bestSubPop(pop) | |
bestCurScoreIdx = argmin([bestPops.members[member].score for member=1:bestPops.n]) | |
bestCurScore = bestPops.members[bestCurScoreIdx].score | |
debug(verbosity, bestCurScore, " is the score for ", stringTree(bestPops.members[bestCurScoreIdx].tree)) | |
end | |
end | |
return pop | |
end | |
# Get all the constants from a tree | |
function getConstants(tree::Node)::Array{Float32, 1} | |
if tree.degree == 0 | |
if tree.constant | |
return [tree.val] | |
else | |
return Float32[] | |
end | |
elseif tree.degree == 1 | |
return getConstants(tree.l) | |
else | |
both = [getConstants(tree.l), getConstants(tree.r)] | |
return [constant for subtree in both for constant in subtree] | |
end | |
end | |
# Set all the constants inside a tree | |
function setConstants(tree::Node, constants::Array{Float32, 1}) | |
if tree.degree == 0 | |
if tree.constant | |
tree.val = constants[1] | |
end | |
elseif tree.degree == 1 | |
setConstants(tree.l, constants) | |
else | |
numberLeft = countConstants(tree.l) | |
setConstants(tree.l, constants) | |
setConstants(tree.r, constants[numberLeft+1:end]) | |
end | |
end | |
# Proxy function for optimization | |
function optFunc(x::Array{Float32, 1}, tree::Node)::Float32 | |
setConstants(tree, x) | |
return scoreFunc(tree) | |
end | |
# Use Nelder-Mead to optimize the constants in an equation | |
function optimizeConstants(member::PopMember)::PopMember | |
nconst = countConstants(member.tree) | |
if nconst == 0 | |
return member | |
end | |
x0 = getConstants(member.tree) | |
f(x::Array{Float32,1})::Float32 = optFunc(x, member.tree) | |
if size(x0)[1] == 1 | |
algorithm = Optim.Newton | |
else | |
algorithm = Optim.NelderMead | |
end | |
try | |
result = Optim.optimize(f, x0, algorithm(), Optim.Options(iterations=100)) | |
# Try other initial conditions: | |
for i=1:nrestarts | |
tmpresult = Optim.optimize(f, x0 .* (1f0 .+ 5f-1*randn(Float32, size(x0)[1])), algorithm(), Optim.Options(iterations=100)) | |
if tmpresult.minimum < result.minimum | |
result = tmpresult | |
end | |
end | |
if Optim.converged(result) | |
setConstants(member.tree, result.minimizer) | |
member.score = convert(Float32, result.minimum) | |
member.birth = getTime() | |
else | |
setConstants(member.tree, x0) | |
end | |
catch error | |
# Fine if optimization encountered domain error, just return x0 | |
if isa(error, AssertionError) | |
setConstants(member.tree, x0) | |
else | |
throw(error) | |
end | |
end | |
return member | |
end | |
# List of the best members seen all time | |
mutable struct HallOfFame | |
members::Array{PopMember, 1} | |
exists::Array{Bool, 1} #Whether it has been set | |
# Arranged by complexity - store one at each. | |
HallOfFame() = new([PopMember(Node(1f0), 1f9) for i=1:actualMaxsize], [false for i=1:actualMaxsize]) | |
end | |
# Check for errors before they happen | |
function testConfiguration() | |
test_input = LinRange(-100f0, 100f0, 99) | |
try | |
for left in test_input | |
for right in test_input | |
for binop in binops | |
test_output = binop.(left, right) | |
end | |
end | |
for unaop in unaops | |
test_output = unaop.(left) | |
end | |
end | |
catch error | |
"\n\nYour configuration is invalid - one of your operators is not well-defined over the real line.\n\n\n") | (|
throw(error) | |
end | |
end | |
function fullRun(niterations::Integer; | |
npop::Integer=300, | |
ncyclesperiteration::Integer=3000, | |
fractionReplaced::Float32=0.1f0, | |
verbosity::Integer=0, | |
topn::Integer=10 | |
) | |
testConfiguration() | |
# 1. Start a population on every process | |
allPops = Future[] | |
# Set up a channel to send finished populations back to head node | |
channels = [RemoteChannel(1) for j=1:npopulations] | |
bestSubPops = [Population(1) for j=1:npopulations] | |
hallOfFame = HallOfFame() | |
for i=1:npopulations | |
future = 3) | :any Population(npop,|
push!(allPops, future) | |
end | |
# # 2. Start the cycle on every process: | |
for i=1:npopulations | |
allPops[i] = :any run(fetch(allPops[i]), ncyclesperiteration, verbosity=verbosity) | |
end | |
println("Started!") | |
cycles_complete = npopulations * niterations | |
last_print_time = time() | |
num_equations = 0.0 | |
print_every_n_seconds = 5 | |
equation_speed = Float32[] | |
for i=1:npopulations | |
# Start listening for each population to finish: | |
put!(channels[i], fetch(allPops[i])) | |
end | |
while cycles_complete > 0 | |
for i=1:npopulations | |
# Non-blocking check if a population is ready: | |
if isready(channels[i]) | |
# Take the fetch operation from the channel since its ready | |
cur_pop = take!(channels[i]) | |
bestSubPops[i] = bestSubPop(cur_pop, topn=topn) | |
#Try normal copy... | |
bestPops = Population([member for pop in bestSubPops for member in pop.members]) | |
for member in cur_pop.members | |
size = countNodes(member.tree) | |
if member.score < hallOfFame.members[size].score | |
hallOfFame.members[size] = deepcopy(member) | |
hallOfFame.exists[size] = true | |
end | |
end | |
# Dominating pareto curve - must be better than all simpler equations | |
dominating = PopMember[] | |
open(hofFile, "w") do io | |
println(io,"Complexity|MSE|Equation") | |
for size=1:actualMaxsize | |
if hallOfFame.exists[size] | |
member = hallOfFame.members[size] | |
if weighted | |
curMSE = MSE(evalTreeArray(member.tree), y, weights) | |
else | |
curMSE = MSE(evalTreeArray(member.tree), y) | |
end | |
numberSmallerAndBetter = 0 | |
for i=1:(size-1) | |
if weighted | |
hofMSE = MSE(evalTreeArray(hallOfFame.members[i].tree), y, weights) | |
else | |
hofMSE = MSE(evalTreeArray(hallOfFame.members[i].tree), y) | |
end | |
if (hallOfFame.exists[size] && curMSE > hofMSE) | |
numberSmallerAndBetter += 1 | |
end | |
end | |
betterThanAllSmaller = (numberSmallerAndBetter == 0) | |
if betterThanAllSmaller | |
println(io, "$size|$(curMSE)|$(stringTree(member.tree))") | |
push!(dominating, member) | |
end | |
end | |
end | |
end | |
# Try normal copy otherwise. | |
if migration | |
for k in rand(1:npop, round(Integer, npop*fractionReplaced)) | |
to_copy = rand(1:size(bestPops.members)[1]) | |
cur_pop.members[k] = PopMember( | |
copyNode(bestPops.members[to_copy].tree), | |
bestPops.members[to_copy].score) | |
end | |
end | |
if hofMigration && size(dominating)[1] > 0 | |
for k in rand(1:npop, round(Integer, npop*fractionReplacedHof)) | |
# Copy in case one gets used twice | |
to_copy = rand(1:size(dominating)[1]) | |
cur_pop.members[k] = PopMember( | |
copyNode(dominating[to_copy].tree) | |
) | |
end | |
end | |
begin | |
allPops[i] = let | :any|
tmp_pop = run(cur_pop, ncyclesperiteration, verbosity=verbosity) | |
for j=1:tmp_pop.n | |
if rand() < 0.1 | |
tmp_pop.members[j].tree = simplifyTree(tmp_pop.members[j].tree) | |
tmp_pop.members[j].tree = combineOperators(tmp_pop.members[j].tree) | |
if shouldOptimizeConstants | |
tmp_pop.members[j] = optimizeConstants(tmp_pop.members[j]) | |
end | |
end | |
end | |
if shouldOptimizeConstants | |
#pass #(We already calculate full scores in the optimizer) | |
else | |
tmp_pop = finalizeScores(tmp_pop) | |
end | |
tmp_pop | |
end | |
put!(channels[i], fetch(allPops[i])) | |
end | |
cycles_complete -= 1 | |
num_equations += ncyclesperiteration * npop / 10.0 | |
end | |
end | |
sleep(1e-3) | |
elapsed = time() - last_print_time | |
#Update if time has passed, and some new equations generated. | |
if elapsed > print_every_n_seconds && num_equations > 0.0 | |
# Dominating pareto curve - must be better than all simpler equations | |
current_speed = num_equations/elapsed | |
average_over_m_measurements = 10 #for print_every...=5, this gives 50 second running average | |
push!(equation_speed, current_speed) | |
if length(equation_speed) > average_over_m_measurements | |
deleteat!(equation_speed, 1) | |
end | |
average_speed = sum(equation_speed)/length(equation_speed) | |
"\n") | (|
"Cycles per second: %.3e\n", round(average_speed, sigdigits=3)) | (|
"Hall of Fame:\n") | (|
"-----------------------------------------\n") | (|
"%-10s %-8s %-8s %-8s\n", "Complexity", "MSE", "Score", "Equation") | (|
curMSE = baselineMSE | |
"%-10d %-8.3e %-8.3e %-.f\n", 0, curMSE, 0f0, avgy) | (|
lastMSE = curMSE | |
lastComplexity = 0 | |
for size=1:actualMaxsize | |
if hallOfFame.exists[size] | |
member = hallOfFame.members[size] | |
if weighted | |
curMSE = MSE(evalTreeArray(member.tree), y, weights) | |
else | |
curMSE = MSE(evalTreeArray(member.tree), y) | |
end | |
numberSmallerAndBetter = 0 | |
for i=1:(size-1) | |
if weighted | |
hofMSE = MSE(evalTreeArray(hallOfFame.members[i].tree), y, weights) | |
else | |
hofMSE = MSE(evalTreeArray(hallOfFame.members[i].tree), y) | |
end | |
if (hallOfFame.exists[size] && curMSE > hofMSE) | |
numberSmallerAndBetter += 1 | |
end | |
end | |
betterThanAllSmaller = (numberSmallerAndBetter == 0) | |
if betterThanAllSmaller | |
delta_c = size - lastComplexity | |
delta_l_mse = log(curMSE/lastMSE) | |
score = convert(Float32, -delta_l_mse/delta_c) | |
"%-10d %-8.3e %-8.3e %-s\n" , size, curMSE, score, stringTree(member.tree)) | (|
lastMSE = curMSE | |
lastComplexity = size | |
end | |
end | |
end | |
debug(verbosity, "") | |
last_print_time = time() | |
num_equations = 0.0 | |
end | |
end | |
end | |