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Merge pull request #24 from DhananjayAshok/recover
Browse filesRefactor Python into more functions, and Julia into more files.
- .gitignore +4 -0
- README.md +2 -2
- example.py +17 -0
- julia/CheckConstraints.jl +42 -0
- julia/ConstantOptimization.jl +49 -0
- julia/Equation.jl +173 -0
- julia/EvaluateEquation.jl +47 -0
- julia/LossFunctions.jl +82 -0
- julia/Mutate.jl +124 -0
- julia/MutationFunctions.jl +239 -0
- julia/{operators.jl → Operators.jl} +0 -0
- julia/PopMember.jl +10 -0
- julia/Population.jl +40 -0
- julia/ProgramConstants.jl +9 -0
- julia/RegularizedEvolution.jl +46 -0
- julia/SimplifyEquation.jl +106 -0
- julia/SingleIteration.jl +28 -0
- julia/Utils.jl +34 -0
- julia/halloffame.jl +8 -0
- julia/sr.jl +0 -1053
- julia/truth.jl +77 -0
- julia/truthPops.jl +170 -0
- pysr/sr.py +274 -163
.gitignore
CHANGED
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@@ -8,3 +8,7 @@ trials*
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**/__pycache__
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build
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dist
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**/__pycache__
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build
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dist
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*.vs/*
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*.pyproj
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*.sln
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pysr/.vs/
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README.md
CHANGED
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@@ -69,9 +69,10 @@ pip install pysr
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# Quickstart
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```python
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import numpy as np
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-
from pysr import pysr, best
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# Dataset
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X = 2*np.random.randn(100, 5)
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@@ -108,4 +109,3 @@ This is a pandas table, with additional columns:
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- `score` - a metric akin to Occam's razor; you should use this to help select the "true" equation.
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- `sympy_format` - sympy equation.
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- `lambda_format` - a lambda function for that equation, that you can pass values through.
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-
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# Quickstart
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+
Here is some demo code (also found in `example.py`)
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```python
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import numpy as np
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+
from pysr import pysr, best
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# Dataset
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X = 2*np.random.randn(100, 5)
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- `score` - a metric akin to Occam's razor; you should use this to help select the "true" equation.
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- `sympy_format` - sympy equation.
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- `lambda_format` - a lambda function for that equation, that you can pass values through.
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example.py
ADDED
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@@ -0,0 +1,17 @@
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import numpy as np
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from pysr import pysr, best
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# Dataset
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X = 2*np.random.randn(100, 5)
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y = 2*np.cos(X[:, 3]) + X[:, 0]**2 - 2
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# Learn equations
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equations = pysr(X, y, niterations=5,
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binary_operators=["plus", "mult"],
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unary_operators=[
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"cos", "exp", "sin", #Pre-defined library of operators (see https://pysr.readthedocs.io/en/latest/docs/operators/)
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"inv(x) = 1/x"]) # Define your own operator! (Julia syntax)
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...# (you can use ctl-c to exit early)
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print(best(equations))
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julia/CheckConstraints.jl
ADDED
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@@ -0,0 +1,42 @@
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# Check if any binary operator are overly complex
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function flagBinOperatorComplexity(tree::Node, op::Int)::Bool
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if tree.degree == 0
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return false
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elseif tree.degree == 1
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return flagBinOperatorComplexity(tree.l, op)
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else
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if tree.op == op
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overly_complex = (
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((bin_constraints[op][1] > -1) &&
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(countNodes(tree.l) > bin_constraints[op][1]))
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||
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((bin_constraints[op][2] > -1) &&
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(countNodes(tree.r) > bin_constraints[op][2]))
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)
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if overly_complex
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return true
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end
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end
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return (flagBinOperatorComplexity(tree.l, op) || flagBinOperatorComplexity(tree.r, op))
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end
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end
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# Check if any unary operators are overly complex
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function flagUnaOperatorComplexity(tree::Node, op::Int)::Bool
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if tree.degree == 0
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return false
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elseif tree.degree == 1
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if tree.op == op
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overly_complex = (
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(una_constraints[op] > -1) &&
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(countNodes(tree.l) > una_constraints[op])
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)
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if overly_complex
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return true
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end
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end
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return flagUnaOperatorComplexity(tree.l, op)
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else
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return (flagUnaOperatorComplexity(tree.l, op) || flagUnaOperatorComplexity(tree.r, op))
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end
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end
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julia/ConstantOptimization.jl
ADDED
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@@ -0,0 +1,49 @@
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import Optim
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# Proxy function for optimization
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function optFunc(x::Array{Float32, 1}, tree::Node)::Float32
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setConstants(tree, x)
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return scoreFunc(tree)
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end
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# Use Nelder-Mead to optimize the constants in an equation
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function optimizeConstants(member::PopMember)::PopMember
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nconst = countConstants(member.tree)
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if nconst == 0
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return member
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end
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x0 = getConstants(member.tree)
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f(x::Array{Float32,1})::Float32 = optFunc(x, member.tree)
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if size(x0)[1] == 1
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algorithm = Optim.Newton
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else
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algorithm = Optim.NelderMead
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end
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try
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result = Optim.optimize(f, x0, algorithm(), Optim.Options(iterations=100))
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# Try other initial conditions:
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for i=1:nrestarts
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tmpresult = Optim.optimize(f, x0 .* (1f0 .+ 5f-1*randn(Float32, size(x0)[1])), algorithm(), Optim.Options(iterations=100))
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if tmpresult.minimum < result.minimum
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result = tmpresult
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end
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end
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if Optim.converged(result)
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setConstants(member.tree, result.minimizer)
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member.score = convert(Float32, result.minimum)
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member.birth = getTime()
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else
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setConstants(member.tree, x0)
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end
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catch error
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# Fine if optimization encountered domain error, just return x0
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if isa(error, AssertionError)
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setConstants(member.tree, x0)
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else
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throw(error)
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end
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end
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return member
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end
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julia/Equation.jl
ADDED
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@@ -0,0 +1,173 @@
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# Define a serialization format for the symbolic equations:
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mutable struct Node
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#Holds operators, variables, constants in a tree
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+
degree::Integer #0 for constant/variable, 1 for cos/sin, 2 for +/* etc.
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val::Union{Float32, Integer} #Either const value, or enumerates variable
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+
constant::Bool #false if variable
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| 7 |
+
op::Integer #enumerates operator (separately for degree=1,2)
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| 8 |
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l::Union{Node, Nothing}
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| 9 |
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r::Union{Node, Nothing}
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+
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| 11 |
+
Node(val::Float32) = new(0, val, true, 1, nothing, nothing)
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| 12 |
+
Node(val::Integer) = new(0, val, false, 1, nothing, nothing)
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| 13 |
+
Node(op::Integer, l::Node) = new(1, 0.0f0, false, op, l, nothing)
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| 14 |
+
Node(op::Integer, l::Union{Float32, Integer}) = new(1, 0.0f0, false, op, Node(l), nothing)
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| 15 |
+
Node(op::Integer, l::Node, r::Node) = new(2, 0.0f0, false, op, l, r)
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| 16 |
+
|
| 17 |
+
#Allow to pass the leaf value without additional node call:
|
| 18 |
+
Node(op::Integer, l::Union{Float32, Integer}, r::Node) = new(2, 0.0f0, false, op, Node(l), r)
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| 19 |
+
Node(op::Integer, l::Node, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, l, Node(r))
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| 20 |
+
Node(op::Integer, l::Union{Float32, Integer}, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, Node(l), Node(r))
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end
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| 22 |
+
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| 23 |
+
# Copy an equation (faster than deepcopy)
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| 24 |
+
function copyNode(tree::Node)::Node
|
| 25 |
+
if tree.degree == 0
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| 26 |
+
return Node(tree.val)
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| 27 |
+
elseif tree.degree == 1
|
| 28 |
+
return Node(tree.op, copyNode(tree.l))
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| 29 |
+
else
|
| 30 |
+
return Node(tree.op, copyNode(tree.l), copyNode(tree.r))
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| 31 |
+
end
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| 32 |
+
end
|
| 33 |
+
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| 34 |
+
# Count the operators, constants, variables in an equation
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| 35 |
+
function countNodes(tree::Node)::Integer
|
| 36 |
+
if tree.degree == 0
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| 37 |
+
return 1
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| 38 |
+
elseif tree.degree == 1
|
| 39 |
+
return 1 + countNodes(tree.l)
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| 40 |
+
else
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| 41 |
+
return 1 + countNodes(tree.l) + countNodes(tree.r)
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| 42 |
+
end
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| 43 |
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end
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| 44 |
+
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| 45 |
+
# Count the max depth of a tree
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| 46 |
+
function countDepth(tree::Node)::Integer
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| 47 |
+
if tree.degree == 0
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| 48 |
+
return 1
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| 49 |
+
elseif tree.degree == 1
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| 50 |
+
return 1 + countDepth(tree.l)
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| 51 |
+
else
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| 52 |
+
return 1 + max(countDepth(tree.l), countDepth(tree.r))
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| 53 |
+
end
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| 54 |
+
end
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| 55 |
+
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| 56 |
+
# Convert an equation to a string
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| 57 |
+
function stringTree(tree::Node)::String
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| 58 |
+
if tree.degree == 0
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| 59 |
+
if tree.constant
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| 60 |
+
return string(tree.val)
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| 61 |
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else
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| 62 |
+
if useVarMap
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| 63 |
+
return varMap[tree.val]
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| 64 |
+
else
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| 65 |
+
return "x$(tree.val - 1)"
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| 66 |
+
end
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| 67 |
+
end
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| 68 |
+
elseif tree.degree == 1
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| 69 |
+
return "$(unaops[tree.op])($(stringTree(tree.l)))"
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| 70 |
+
else
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| 71 |
+
return "$(binops[tree.op])($(stringTree(tree.l)), $(stringTree(tree.r)))"
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| 72 |
+
end
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| 73 |
+
end
|
| 74 |
+
|
| 75 |
+
# Print an equation
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| 76 |
+
function printTree(tree::Node)
|
| 77 |
+
println(stringTree(tree))
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| 78 |
+
end
|
| 79 |
+
|
| 80 |
+
# Return a random node from the tree
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| 81 |
+
function randomNode(tree::Node)::Node
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| 82 |
+
if tree.degree == 0
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| 83 |
+
return tree
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| 84 |
+
end
|
| 85 |
+
a = countNodes(tree)
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| 86 |
+
b = 0
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| 87 |
+
c = 0
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| 88 |
+
if tree.degree >= 1
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| 89 |
+
b = countNodes(tree.l)
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| 90 |
+
end
|
| 91 |
+
if tree.degree == 2
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| 92 |
+
c = countNodes(tree.r)
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| 93 |
+
end
|
| 94 |
+
|
| 95 |
+
i = rand(1:1+b+c)
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| 96 |
+
if i <= b
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| 97 |
+
return randomNode(tree.l)
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| 98 |
+
elseif i == b + 1
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| 99 |
+
return tree
|
| 100 |
+
end
|
| 101 |
+
|
| 102 |
+
return randomNode(tree.r)
|
| 103 |
+
end
|
| 104 |
+
|
| 105 |
+
# Count the number of unary operators in the equation
|
| 106 |
+
function countUnaryOperators(tree::Node)::Integer
|
| 107 |
+
if tree.degree == 0
|
| 108 |
+
return 0
|
| 109 |
+
elseif tree.degree == 1
|
| 110 |
+
return 1 + countUnaryOperators(tree.l)
|
| 111 |
+
else
|
| 112 |
+
return 0 + countUnaryOperators(tree.l) + countUnaryOperators(tree.r)
|
| 113 |
+
end
|
| 114 |
+
end
|
| 115 |
+
|
| 116 |
+
# Count the number of binary operators in the equation
|
| 117 |
+
function countBinaryOperators(tree::Node)::Integer
|
| 118 |
+
if tree.degree == 0
|
| 119 |
+
return 0
|
| 120 |
+
elseif tree.degree == 1
|
| 121 |
+
return 0 + countBinaryOperators(tree.l)
|
| 122 |
+
else
|
| 123 |
+
return 1 + countBinaryOperators(tree.l) + countBinaryOperators(tree.r)
|
| 124 |
+
end
|
| 125 |
+
end
|
| 126 |
+
|
| 127 |
+
# Count the number of operators in the equation
|
| 128 |
+
function countOperators(tree::Node)::Integer
|
| 129 |
+
return countUnaryOperators(tree) + countBinaryOperators(tree)
|
| 130 |
+
end
|
| 131 |
+
|
| 132 |
+
|
| 133 |
+
# Count the number of constants in an equation
|
| 134 |
+
function countConstants(tree::Node)::Integer
|
| 135 |
+
if tree.degree == 0
|
| 136 |
+
return convert(Integer, tree.constant)
|
| 137 |
+
elseif tree.degree == 1
|
| 138 |
+
return 0 + countConstants(tree.l)
|
| 139 |
+
else
|
| 140 |
+
return 0 + countConstants(tree.l) + countConstants(tree.r)
|
| 141 |
+
end
|
| 142 |
+
end
|
| 143 |
+
|
| 144 |
+
# Get all the constants from a tree
|
| 145 |
+
function getConstants(tree::Node)::Array{Float32, 1}
|
| 146 |
+
if tree.degree == 0
|
| 147 |
+
if tree.constant
|
| 148 |
+
return [tree.val]
|
| 149 |
+
else
|
| 150 |
+
return Float32[]
|
| 151 |
+
end
|
| 152 |
+
elseif tree.degree == 1
|
| 153 |
+
return getConstants(tree.l)
|
| 154 |
+
else
|
| 155 |
+
both = [getConstants(tree.l), getConstants(tree.r)]
|
| 156 |
+
return [constant for subtree in both for constant in subtree]
|
| 157 |
+
end
|
| 158 |
+
end
|
| 159 |
+
|
| 160 |
+
# Set all the constants inside a tree
|
| 161 |
+
function setConstants(tree::Node, constants::Array{Float32, 1})
|
| 162 |
+
if tree.degree == 0
|
| 163 |
+
if tree.constant
|
| 164 |
+
tree.val = constants[1]
|
| 165 |
+
end
|
| 166 |
+
elseif tree.degree == 1
|
| 167 |
+
setConstants(tree.l, constants)
|
| 168 |
+
else
|
| 169 |
+
numberLeft = countConstants(tree.l)
|
| 170 |
+
setConstants(tree.l, constants)
|
| 171 |
+
setConstants(tree.r, constants[numberLeft+1:end])
|
| 172 |
+
end
|
| 173 |
+
end
|
julia/EvaluateEquation.jl
ADDED
|
@@ -0,0 +1,47 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Evaluate an equation over an array of datapoints
|
| 2 |
+
function evalTreeArray(tree::Node)::Union{Array{Float32, 1}, Nothing}
|
| 3 |
+
return evalTreeArray(tree, X)
|
| 4 |
+
end
|
| 5 |
+
|
| 6 |
+
|
| 7 |
+
# Evaluate an equation over an array of datapoints
|
| 8 |
+
function evalTreeArray(tree::Node, cX::Array{Float32, 2})::Union{Array{Float32, 1}, Nothing}
|
| 9 |
+
clen = size(cX)[1]
|
| 10 |
+
if tree.degree == 0
|
| 11 |
+
if tree.constant
|
| 12 |
+
return fill(tree.val, clen)
|
| 13 |
+
else
|
| 14 |
+
return copy(cX[:, tree.val])
|
| 15 |
+
end
|
| 16 |
+
elseif tree.degree == 1
|
| 17 |
+
cumulator = evalTreeArray(tree.l, cX)
|
| 18 |
+
if cumulator === nothing
|
| 19 |
+
return nothing
|
| 20 |
+
end
|
| 21 |
+
op_idx = tree.op
|
| 22 |
+
UNAOP!(cumulator, op_idx, clen)
|
| 23 |
+
@inbounds for i=1:clen
|
| 24 |
+
if isinf(cumulator[i]) || isnan(cumulator[i])
|
| 25 |
+
return nothing
|
| 26 |
+
end
|
| 27 |
+
end
|
| 28 |
+
return cumulator
|
| 29 |
+
else
|
| 30 |
+
cumulator = evalTreeArray(tree.l, cX)
|
| 31 |
+
if cumulator === nothing
|
| 32 |
+
return nothing
|
| 33 |
+
end
|
| 34 |
+
array2 = evalTreeArray(tree.r, cX)
|
| 35 |
+
if array2 === nothing
|
| 36 |
+
return nothing
|
| 37 |
+
end
|
| 38 |
+
op_idx = tree.op
|
| 39 |
+
BINOP!(cumulator, array2, op_idx, clen)
|
| 40 |
+
@inbounds for i=1:clen
|
| 41 |
+
if isinf(cumulator[i]) || isnan(cumulator[i])
|
| 42 |
+
return nothing
|
| 43 |
+
end
|
| 44 |
+
end
|
| 45 |
+
return cumulator
|
| 46 |
+
end
|
| 47 |
+
end
|
julia/LossFunctions.jl
ADDED
|
@@ -0,0 +1,82 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import Random: randperm
|
| 2 |
+
|
| 3 |
+
# Sum of square error between two arrays
|
| 4 |
+
function SSE(x::Array{Float32}, y::Array{Float32})::Float32
|
| 5 |
+
diff = (x - y)
|
| 6 |
+
return sum(diff .* diff)
|
| 7 |
+
end
|
| 8 |
+
function SSE(x::Nothing, y::Array{Float32})::Float32
|
| 9 |
+
return 1f9
|
| 10 |
+
end
|
| 11 |
+
|
| 12 |
+
# Sum of square error between two arrays, with weights
|
| 13 |
+
function SSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32
|
| 14 |
+
diff = (x - y)
|
| 15 |
+
return sum(diff .* diff .* w)
|
| 16 |
+
end
|
| 17 |
+
function SSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32
|
| 18 |
+
return Nothing
|
| 19 |
+
end
|
| 20 |
+
|
| 21 |
+
# Mean of square error between two arrays
|
| 22 |
+
function MSE(x::Nothing, y::Array{Float32})::Float32
|
| 23 |
+
return 1f9
|
| 24 |
+
end
|
| 25 |
+
|
| 26 |
+
# Mean of square error between two arrays
|
| 27 |
+
function MSE(x::Array{Float32}, y::Array{Float32})::Float32
|
| 28 |
+
return SSE(x, y)/size(x)[1]
|
| 29 |
+
end
|
| 30 |
+
|
| 31 |
+
# Mean of square error between two arrays
|
| 32 |
+
function MSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32
|
| 33 |
+
return 1f9
|
| 34 |
+
end
|
| 35 |
+
|
| 36 |
+
# Mean of square error between two arrays
|
| 37 |
+
function MSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32
|
| 38 |
+
return SSE(x, y, w)/sum(w)
|
| 39 |
+
end
|
| 40 |
+
|
| 41 |
+
if weighted
|
| 42 |
+
const avgy = sum(y .* weights)/sum(weights)
|
| 43 |
+
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy), weights)
|
| 44 |
+
else
|
| 45 |
+
const avgy = sum(y)/len
|
| 46 |
+
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy))
|
| 47 |
+
end
|
| 48 |
+
|
| 49 |
+
# Score an equation
|
| 50 |
+
function scoreFunc(tree::Node)::Float32
|
| 51 |
+
prediction = evalTreeArray(tree)
|
| 52 |
+
if prediction === nothing
|
| 53 |
+
return 1f9
|
| 54 |
+
end
|
| 55 |
+
if weighted
|
| 56 |
+
mse = MSE(prediction, y, weights)
|
| 57 |
+
else
|
| 58 |
+
mse = MSE(prediction, y)
|
| 59 |
+
end
|
| 60 |
+
return mse / baselineMSE + countNodes(tree)*parsimony
|
| 61 |
+
end
|
| 62 |
+
|
| 63 |
+
# Score an equation with a small batch
|
| 64 |
+
function scoreFuncBatch(tree::Node)::Float32
|
| 65 |
+
# batchSize
|
| 66 |
+
batch_idx = randperm(len)[1:batchSize]
|
| 67 |
+
batch_X = X[batch_idx, :]
|
| 68 |
+
prediction = evalTreeArray(tree, batch_X)
|
| 69 |
+
if prediction === nothing
|
| 70 |
+
return 1f9
|
| 71 |
+
end
|
| 72 |
+
size_adjustment = 1f0
|
| 73 |
+
batch_y = y[batch_idx]
|
| 74 |
+
if weighted
|
| 75 |
+
batch_w = weights[batch_idx]
|
| 76 |
+
mse = MSE(prediction, batch_y, batch_w)
|
| 77 |
+
size_adjustment = 1f0 * len / batchSize
|
| 78 |
+
else
|
| 79 |
+
mse = MSE(prediction, batch_y)
|
| 80 |
+
end
|
| 81 |
+
return size_adjustment * mse / baselineMSE + countNodes(tree)*parsimony
|
| 82 |
+
end
|
julia/Mutate.jl
ADDED
|
@@ -0,0 +1,124 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Go through one mutation cycle
|
| 2 |
+
function iterate(member::PopMember, T::Float32, curmaxsize::Integer, frequencyComplexity::Array{Float32, 1})::PopMember
|
| 3 |
+
prev = member.tree
|
| 4 |
+
tree = prev
|
| 5 |
+
#TODO - reconsider this
|
| 6 |
+
if batching
|
| 7 |
+
beforeLoss = scoreFuncBatch(prev)
|
| 8 |
+
else
|
| 9 |
+
beforeLoss = member.score
|
| 10 |
+
end
|
| 11 |
+
|
| 12 |
+
mutationChoice = rand()
|
| 13 |
+
#More constants => more likely to do constant mutation
|
| 14 |
+
weightAdjustmentMutateConstant = min(8, countConstants(prev))/8.0
|
| 15 |
+
cur_weights = copy(mutationWeights) .* 1.0
|
| 16 |
+
cur_weights[1] *= weightAdjustmentMutateConstant
|
| 17 |
+
n = countNodes(prev)
|
| 18 |
+
depth = countDepth(prev)
|
| 19 |
+
|
| 20 |
+
# If equation too big, don't add new operators
|
| 21 |
+
if n >= curmaxsize || depth >= maxdepth
|
| 22 |
+
cur_weights[3] = 0.0
|
| 23 |
+
cur_weights[4] = 0.0
|
| 24 |
+
end
|
| 25 |
+
cur_weights /= sum(cur_weights)
|
| 26 |
+
cweights = cumsum(cur_weights)
|
| 27 |
+
|
| 28 |
+
successful_mutation = false
|
| 29 |
+
#TODO: Currently we dont take this \/ into account
|
| 30 |
+
is_success_always_possible = true
|
| 31 |
+
attempts = 0
|
| 32 |
+
max_attempts = 10
|
| 33 |
+
|
| 34 |
+
#############################################
|
| 35 |
+
# Mutations
|
| 36 |
+
#############################################
|
| 37 |
+
while (!successful_mutation) && attempts < max_attempts
|
| 38 |
+
tree = copyNode(prev)
|
| 39 |
+
successful_mutation = true
|
| 40 |
+
if mutationChoice < cweights[1]
|
| 41 |
+
tree = mutateConstant(tree, T)
|
| 42 |
+
|
| 43 |
+
is_success_always_possible = true
|
| 44 |
+
# Mutating a constant shouldn't invalidate an already-valid function
|
| 45 |
+
|
| 46 |
+
elseif mutationChoice < cweights[2]
|
| 47 |
+
tree = mutateOperator(tree)
|
| 48 |
+
|
| 49 |
+
is_success_always_possible = true
|
| 50 |
+
# Can always mutate to the same operator
|
| 51 |
+
|
| 52 |
+
elseif mutationChoice < cweights[3]
|
| 53 |
+
if rand() < 0.5
|
| 54 |
+
tree = appendRandomOp(tree)
|
| 55 |
+
else
|
| 56 |
+
tree = prependRandomOp(tree)
|
| 57 |
+
end
|
| 58 |
+
is_success_always_possible = false
|
| 59 |
+
# Can potentially have a situation without success
|
| 60 |
+
elseif mutationChoice < cweights[4]
|
| 61 |
+
tree = insertRandomOp(tree)
|
| 62 |
+
is_success_always_possible = false
|
| 63 |
+
elseif mutationChoice < cweights[5]
|
| 64 |
+
tree = deleteRandomOp(tree)
|
| 65 |
+
is_success_always_possible = true
|
| 66 |
+
elseif mutationChoice < cweights[6]
|
| 67 |
+
tree = simplifyTree(tree) # Sometimes we simplify tree
|
| 68 |
+
tree = combineOperators(tree) # See if repeated constants at outer levels
|
| 69 |
+
return PopMember(tree, beforeLoss)
|
| 70 |
+
|
| 71 |
+
is_success_always_possible = true
|
| 72 |
+
# Simplification shouldn't hurt complexity; unless some non-symmetric constraint
|
| 73 |
+
# to commutative operator...
|
| 74 |
+
|
| 75 |
+
elseif mutationChoice < cweights[7]
|
| 76 |
+
tree = genRandomTree(5) # Sometimes we generate a new tree completely tree
|
| 77 |
+
|
| 78 |
+
is_success_always_possible = true
|
| 79 |
+
else # no mutation applied
|
| 80 |
+
return PopMember(tree, beforeLoss)
|
| 81 |
+
end
|
| 82 |
+
|
| 83 |
+
# Check for illegal equations
|
| 84 |
+
for i=1:nbin
|
| 85 |
+
if successful_mutation && flagBinOperatorComplexity(tree, i)
|
| 86 |
+
successful_mutation = false
|
| 87 |
+
end
|
| 88 |
+
end
|
| 89 |
+
for i=1:nuna
|
| 90 |
+
if successful_mutation && flagUnaOperatorComplexity(tree, i)
|
| 91 |
+
successful_mutation = false
|
| 92 |
+
end
|
| 93 |
+
end
|
| 94 |
+
|
| 95 |
+
attempts += 1
|
| 96 |
+
end
|
| 97 |
+
#############################################
|
| 98 |
+
|
| 99 |
+
if !successful_mutation
|
| 100 |
+
return PopMember(copyNode(prev), beforeLoss)
|
| 101 |
+
end
|
| 102 |
+
|
| 103 |
+
if batching
|
| 104 |
+
afterLoss = scoreFuncBatch(tree)
|
| 105 |
+
else
|
| 106 |
+
afterLoss = scoreFunc(tree)
|
| 107 |
+
end
|
| 108 |
+
|
| 109 |
+
if annealing
|
| 110 |
+
delta = afterLoss - beforeLoss
|
| 111 |
+
probChange = exp(-delta/(T*alpha))
|
| 112 |
+
if useFrequency
|
| 113 |
+
oldSize = countNodes(prev)
|
| 114 |
+
newSize = countNodes(tree)
|
| 115 |
+
probChange *= frequencyComplexity[oldSize] / frequencyComplexity[newSize]
|
| 116 |
+
end
|
| 117 |
+
|
| 118 |
+
return_unaltered = (isnan(afterLoss) || probChange < rand())
|
| 119 |
+
if return_unaltered
|
| 120 |
+
return PopMember(copyNode(prev), beforeLoss)
|
| 121 |
+
end
|
| 122 |
+
end
|
| 123 |
+
return PopMember(tree, afterLoss)
|
| 124 |
+
end
|
julia/MutationFunctions.jl
ADDED
|
@@ -0,0 +1,239 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Randomly convert an operator into another one (binary->binary;
|
| 2 |
+
# unary->unary)
|
| 3 |
+
function mutateOperator(tree::Node)::Node
|
| 4 |
+
if countOperators(tree) == 0
|
| 5 |
+
return tree
|
| 6 |
+
end
|
| 7 |
+
node = randomNode(tree)
|
| 8 |
+
while node.degree == 0
|
| 9 |
+
node = randomNode(tree)
|
| 10 |
+
end
|
| 11 |
+
if node.degree == 1
|
| 12 |
+
node.op = rand(1:length(unaops))
|
| 13 |
+
else
|
| 14 |
+
node.op = rand(1:length(binops))
|
| 15 |
+
end
|
| 16 |
+
return tree
|
| 17 |
+
end
|
| 18 |
+
|
| 19 |
+
# Randomly perturb a constant
|
| 20 |
+
function mutateConstant(
|
| 21 |
+
tree::Node, T::Float32,
|
| 22 |
+
probNegate::Float32=0.01f0)::Node
|
| 23 |
+
# T is between 0 and 1.
|
| 24 |
+
|
| 25 |
+
if countConstants(tree) == 0
|
| 26 |
+
return tree
|
| 27 |
+
end
|
| 28 |
+
node = randomNode(tree)
|
| 29 |
+
while node.degree != 0 || node.constant == false
|
| 30 |
+
node = randomNode(tree)
|
| 31 |
+
end
|
| 32 |
+
|
| 33 |
+
bottom = 0.1f0
|
| 34 |
+
maxChange = perturbationFactor * T + 1.0f0 + bottom
|
| 35 |
+
factor = maxChange^Float32(rand())
|
| 36 |
+
makeConstBigger = rand() > 0.5
|
| 37 |
+
|
| 38 |
+
if makeConstBigger
|
| 39 |
+
node.val *= factor
|
| 40 |
+
else
|
| 41 |
+
node.val /= factor
|
| 42 |
+
end
|
| 43 |
+
|
| 44 |
+
if rand() > probNegate
|
| 45 |
+
node.val *= -1
|
| 46 |
+
end
|
| 47 |
+
|
| 48 |
+
return tree
|
| 49 |
+
end
|
| 50 |
+
|
| 51 |
+
# Add a random unary/binary operation to the end of a tree
|
| 52 |
+
function appendRandomOp(tree::Node)::Node
|
| 53 |
+
node = randomNode(tree)
|
| 54 |
+
while node.degree != 0
|
| 55 |
+
node = randomNode(tree)
|
| 56 |
+
end
|
| 57 |
+
|
| 58 |
+
choice = rand()
|
| 59 |
+
makeNewBinOp = choice < nbin/nops
|
| 60 |
+
if rand() > 0.5
|
| 61 |
+
left = Float32(randn())
|
| 62 |
+
else
|
| 63 |
+
left = rand(1:nvar)
|
| 64 |
+
end
|
| 65 |
+
if rand() > 0.5
|
| 66 |
+
right = Float32(randn())
|
| 67 |
+
else
|
| 68 |
+
right = rand(1:nvar)
|
| 69 |
+
end
|
| 70 |
+
|
| 71 |
+
if makeNewBinOp
|
| 72 |
+
newnode = Node(
|
| 73 |
+
rand(1:length(binops)),
|
| 74 |
+
left,
|
| 75 |
+
right
|
| 76 |
+
)
|
| 77 |
+
else
|
| 78 |
+
newnode = Node(
|
| 79 |
+
rand(1:length(unaops)),
|
| 80 |
+
left
|
| 81 |
+
)
|
| 82 |
+
end
|
| 83 |
+
node.l = newnode.l
|
| 84 |
+
node.r = newnode.r
|
| 85 |
+
node.op = newnode.op
|
| 86 |
+
node.degree = newnode.degree
|
| 87 |
+
node.val = newnode.val
|
| 88 |
+
node.constant = newnode.constant
|
| 89 |
+
return tree
|
| 90 |
+
end
|
| 91 |
+
|
| 92 |
+
# Insert random node
|
| 93 |
+
function insertRandomOp(tree::Node)::Node
|
| 94 |
+
node = randomNode(tree)
|
| 95 |
+
choice = rand()
|
| 96 |
+
makeNewBinOp = choice < nbin/nops
|
| 97 |
+
left = copyNode(node)
|
| 98 |
+
|
| 99 |
+
if makeNewBinOp
|
| 100 |
+
right = randomConstantNode()
|
| 101 |
+
newnode = Node(
|
| 102 |
+
rand(1:length(binops)),
|
| 103 |
+
left,
|
| 104 |
+
right
|
| 105 |
+
)
|
| 106 |
+
else
|
| 107 |
+
newnode = Node(
|
| 108 |
+
rand(1:length(unaops)),
|
| 109 |
+
left
|
| 110 |
+
)
|
| 111 |
+
end
|
| 112 |
+
node.l = newnode.l
|
| 113 |
+
node.r = newnode.r
|
| 114 |
+
node.op = newnode.op
|
| 115 |
+
node.degree = newnode.degree
|
| 116 |
+
node.val = newnode.val
|
| 117 |
+
node.constant = newnode.constant
|
| 118 |
+
return tree
|
| 119 |
+
end
|
| 120 |
+
|
| 121 |
+
# Add random node to the top of a tree
|
| 122 |
+
function prependRandomOp(tree::Node)::Node
|
| 123 |
+
node = tree
|
| 124 |
+
choice = rand()
|
| 125 |
+
makeNewBinOp = choice < nbin/nops
|
| 126 |
+
left = copyNode(tree)
|
| 127 |
+
|
| 128 |
+
if makeNewBinOp
|
| 129 |
+
right = randomConstantNode()
|
| 130 |
+
newnode = Node(
|
| 131 |
+
rand(1:length(binops)),
|
| 132 |
+
left,
|
| 133 |
+
right
|
| 134 |
+
)
|
| 135 |
+
else
|
| 136 |
+
newnode = Node(
|
| 137 |
+
rand(1:length(unaops)),
|
| 138 |
+
left
|
| 139 |
+
)
|
| 140 |
+
end
|
| 141 |
+
node.l = newnode.l
|
| 142 |
+
node.r = newnode.r
|
| 143 |
+
node.op = newnode.op
|
| 144 |
+
node.degree = newnode.degree
|
| 145 |
+
node.val = newnode.val
|
| 146 |
+
node.constant = newnode.constant
|
| 147 |
+
return node
|
| 148 |
+
end
|
| 149 |
+
|
| 150 |
+
function randomConstantNode()::Node
|
| 151 |
+
if rand() > 0.5
|
| 152 |
+
val = Float32(randn())
|
| 153 |
+
else
|
| 154 |
+
val = rand(1:nvar)
|
| 155 |
+
end
|
| 156 |
+
newnode = Node(val)
|
| 157 |
+
return newnode
|
| 158 |
+
end
|
| 159 |
+
|
| 160 |
+
# Return a random node from the tree with parent
|
| 161 |
+
function randomNodeAndParent(tree::Node, parent::Union{Node, Nothing})::Tuple{Node, Union{Node, Nothing}}
|
| 162 |
+
if tree.degree == 0
|
| 163 |
+
return tree, parent
|
| 164 |
+
end
|
| 165 |
+
a = countNodes(tree)
|
| 166 |
+
b = 0
|
| 167 |
+
c = 0
|
| 168 |
+
if tree.degree >= 1
|
| 169 |
+
b = countNodes(tree.l)
|
| 170 |
+
end
|
| 171 |
+
if tree.degree == 2
|
| 172 |
+
c = countNodes(tree.r)
|
| 173 |
+
end
|
| 174 |
+
|
| 175 |
+
i = rand(1:1+b+c)
|
| 176 |
+
if i <= b
|
| 177 |
+
return randomNodeAndParent(tree.l, tree)
|
| 178 |
+
elseif i == b + 1
|
| 179 |
+
return tree, parent
|
| 180 |
+
end
|
| 181 |
+
|
| 182 |
+
return randomNodeAndParent(tree.r, tree)
|
| 183 |
+
end
|
| 184 |
+
|
| 185 |
+
# Select a random node, and replace it an the subtree
|
| 186 |
+
# with a variable or constant
|
| 187 |
+
function deleteRandomOp(tree::Node)::Node
|
| 188 |
+
node, parent = randomNodeAndParent(tree, nothing)
|
| 189 |
+
isroot = (parent === nothing)
|
| 190 |
+
|
| 191 |
+
if node.degree == 0
|
| 192 |
+
# Replace with new constant
|
| 193 |
+
newnode = randomConstantNode()
|
| 194 |
+
node.l = newnode.l
|
| 195 |
+
node.r = newnode.r
|
| 196 |
+
node.op = newnode.op
|
| 197 |
+
node.degree = newnode.degree
|
| 198 |
+
node.val = newnode.val
|
| 199 |
+
node.constant = newnode.constant
|
| 200 |
+
elseif node.degree == 1
|
| 201 |
+
# Join one of the children with the parent
|
| 202 |
+
if isroot
|
| 203 |
+
return node.l
|
| 204 |
+
elseif parent.l == node
|
| 205 |
+
parent.l = node.l
|
| 206 |
+
else
|
| 207 |
+
parent.r = node.l
|
| 208 |
+
end
|
| 209 |
+
else
|
| 210 |
+
# Join one of the children with the parent
|
| 211 |
+
if rand() < 0.5
|
| 212 |
+
if isroot
|
| 213 |
+
return node.l
|
| 214 |
+
elseif parent.l == node
|
| 215 |
+
parent.l = node.l
|
| 216 |
+
else
|
| 217 |
+
parent.r = node.l
|
| 218 |
+
end
|
| 219 |
+
else
|
| 220 |
+
if isroot
|
| 221 |
+
return node.r
|
| 222 |
+
elseif parent.l == node
|
| 223 |
+
parent.l = node.r
|
| 224 |
+
else
|
| 225 |
+
parent.r = node.r
|
| 226 |
+
end
|
| 227 |
+
end
|
| 228 |
+
end
|
| 229 |
+
return tree
|
| 230 |
+
end
|
| 231 |
+
|
| 232 |
+
# Create a random equation by appending random operators
|
| 233 |
+
function genRandomTree(length::Integer)::Node
|
| 234 |
+
tree = Node(1.0f0)
|
| 235 |
+
for i=1:length
|
| 236 |
+
tree = appendRandomOp(tree)
|
| 237 |
+
end
|
| 238 |
+
return tree
|
| 239 |
+
end
|
julia/{operators.jl → Operators.jl}
RENAMED
|
File without changes
|
julia/PopMember.jl
ADDED
|
@@ -0,0 +1,10 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Define a member of population by equation, score, and age
|
| 2 |
+
mutable struct PopMember
|
| 3 |
+
tree::Node
|
| 4 |
+
score::Float32
|
| 5 |
+
birth::Integer
|
| 6 |
+
|
| 7 |
+
PopMember(t::Node) = new(t, scoreFunc(t), getTime())
|
| 8 |
+
PopMember(t::Node, score::Float32) = new(t, score, getTime())
|
| 9 |
+
|
| 10 |
+
end
|
julia/Population.jl
ADDED
|
@@ -0,0 +1,40 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# A list of members of the population, with easy constructors,
|
| 2 |
+
# which allow for random generation of new populations
|
| 3 |
+
mutable struct Population
|
| 4 |
+
members::Array{PopMember, 1}
|
| 5 |
+
n::Integer
|
| 6 |
+
|
| 7 |
+
Population(pop::Array{PopMember, 1}) = new(pop, size(pop)[1])
|
| 8 |
+
Population(npop::Integer) = new([PopMember(genRandomTree(3)) for i=1:npop], npop)
|
| 9 |
+
Population(npop::Integer, nlength::Integer) = new([PopMember(genRandomTree(nlength)) for i=1:npop], npop)
|
| 10 |
+
|
| 11 |
+
end
|
| 12 |
+
|
| 13 |
+
# Sample 10 random members of the population, and make a new one
|
| 14 |
+
function samplePop(pop::Population)::Population
|
| 15 |
+
idx = rand(1:pop.n, ns)
|
| 16 |
+
return Population(pop.members[idx])
|
| 17 |
+
end
|
| 18 |
+
|
| 19 |
+
# Sample the population, and get the best member from that sample
|
| 20 |
+
function bestOfSample(pop::Population)::PopMember
|
| 21 |
+
sample = samplePop(pop)
|
| 22 |
+
best_idx = argmin([sample.members[member].score for member=1:sample.n])
|
| 23 |
+
return sample.members[best_idx]
|
| 24 |
+
end
|
| 25 |
+
|
| 26 |
+
function finalizeScores(pop::Population)::Population
|
| 27 |
+
need_recalculate = batching
|
| 28 |
+
if need_recalculate
|
| 29 |
+
@inbounds @simd for member=1:pop.n
|
| 30 |
+
pop.members[member].score = scoreFunc(pop.members[member].tree)
|
| 31 |
+
end
|
| 32 |
+
end
|
| 33 |
+
return pop
|
| 34 |
+
end
|
| 35 |
+
|
| 36 |
+
# Return best 10 examples
|
| 37 |
+
function bestSubPop(pop::Population; topn::Integer=10)::Population
|
| 38 |
+
best_idx = sortperm([pop.members[member].score for member=1:pop.n])
|
| 39 |
+
return Population(pop.members[best_idx[1:topn]])
|
| 40 |
+
end
|
julia/ProgramConstants.jl
ADDED
|
@@ -0,0 +1,9 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
|
| 2 |
+
const maxdegree = 2
|
| 3 |
+
const actualMaxsize = maxsize + maxdegree
|
| 4 |
+
const len = size(X)[1]
|
| 5 |
+
|
| 6 |
+
const nuna = size(unaops)[1]
|
| 7 |
+
const nbin = size(binops)[1]
|
| 8 |
+
const nops = nuna + nbin
|
| 9 |
+
const nvar = size(X)[2];
|
julia/RegularizedEvolution.jl
ADDED
|
@@ -0,0 +1,46 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import Random: shuffle!
|
| 2 |
+
|
| 3 |
+
# Pass through the population several times, replacing the oldest
|
| 4 |
+
# with the fittest of a small subsample
|
| 5 |
+
function regEvolCycle(pop::Population, T::Float32, curmaxsize::Integer,
|
| 6 |
+
frequencyComplexity::Array{Float32, 1})::Population
|
| 7 |
+
# Batch over each subsample. Can give 15% improvement in speed; probably moreso for large pops.
|
| 8 |
+
# but is ultimately a different algorithm than regularized evolution, and might not be
|
| 9 |
+
# as good.
|
| 10 |
+
if fast_cycle
|
| 11 |
+
shuffle!(pop.members)
|
| 12 |
+
n_evol_cycles = round(Integer, pop.n/ns)
|
| 13 |
+
babies = Array{PopMember}(undef, n_evol_cycles)
|
| 14 |
+
|
| 15 |
+
# Iterate each ns-member sub-sample
|
| 16 |
+
@inbounds Threads.@threads for i=1:n_evol_cycles
|
| 17 |
+
best_score = Inf32
|
| 18 |
+
best_idx = 1+(i-1)*ns
|
| 19 |
+
# Calculate best member of the subsample:
|
| 20 |
+
for sub_i=1+(i-1)*ns:i*ns
|
| 21 |
+
if pop.members[sub_i].score < best_score
|
| 22 |
+
best_score = pop.members[sub_i].score
|
| 23 |
+
best_idx = sub_i
|
| 24 |
+
end
|
| 25 |
+
end
|
| 26 |
+
allstar = pop.members[best_idx]
|
| 27 |
+
babies[i] = iterate(allstar, T, curmaxsize, frequencyComplexity)
|
| 28 |
+
end
|
| 29 |
+
|
| 30 |
+
# Replace the n_evol_cycles-oldest members of each population
|
| 31 |
+
@inbounds for i=1:n_evol_cycles
|
| 32 |
+
oldest = argmin([pop.members[member].birth for member=1:pop.n])
|
| 33 |
+
pop.members[oldest] = babies[i]
|
| 34 |
+
end
|
| 35 |
+
else
|
| 36 |
+
for i=1:round(Integer, pop.n/ns)
|
| 37 |
+
allstar = bestOfSample(pop)
|
| 38 |
+
baby = iterate(allstar, T, curmaxsize, frequencyComplexity)
|
| 39 |
+
#printTree(baby.tree)
|
| 40 |
+
oldest = argmin([pop.members[member].birth for member=1:pop.n])
|
| 41 |
+
pop.members[oldest] = baby
|
| 42 |
+
end
|
| 43 |
+
end
|
| 44 |
+
|
| 45 |
+
return pop
|
| 46 |
+
end
|
julia/SimplifyEquation.jl
ADDED
|
@@ -0,0 +1,106 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Simplify tree
|
| 2 |
+
function combineOperators(tree::Node)::Node
|
| 3 |
+
# NOTE: (const (+*-) const) already accounted for. Call simplifyTree before.
|
| 4 |
+
# ((const + var) + const) => (const + var)
|
| 5 |
+
# ((const * var) * const) => (const * var)
|
| 6 |
+
# ((const - var) - const) => (const - var)
|
| 7 |
+
# (want to add anything commutative!)
|
| 8 |
+
# TODO - need to combine plus/sub if they are both there.
|
| 9 |
+
if tree.degree == 0
|
| 10 |
+
return tree
|
| 11 |
+
elseif tree.degree == 1
|
| 12 |
+
tree.l = combineOperators(tree.l)
|
| 13 |
+
elseif tree.degree == 2
|
| 14 |
+
tree.l = combineOperators(tree.l)
|
| 15 |
+
tree.r = combineOperators(tree.r)
|
| 16 |
+
end
|
| 17 |
+
|
| 18 |
+
top_level_constant = tree.degree == 2 && (tree.l.constant || tree.r.constant)
|
| 19 |
+
if tree.degree == 2 && (binops[tree.op] === mult || binops[tree.op] === plus) && top_level_constant
|
| 20 |
+
op = tree.op
|
| 21 |
+
# Put the constant in r. Need to assume var in left for simplification assumption.
|
| 22 |
+
if tree.l.constant
|
| 23 |
+
tmp = tree.r
|
| 24 |
+
tree.r = tree.l
|
| 25 |
+
tree.l = tmp
|
| 26 |
+
end
|
| 27 |
+
topconstant = tree.r.val
|
| 28 |
+
# Simplify down first
|
| 29 |
+
below = tree.l
|
| 30 |
+
if below.degree == 2 && below.op == op
|
| 31 |
+
if below.l.constant
|
| 32 |
+
tree = below
|
| 33 |
+
tree.l.val = binops[op](tree.l.val, topconstant)
|
| 34 |
+
elseif below.r.constant
|
| 35 |
+
tree = below
|
| 36 |
+
tree.r.val = binops[op](tree.r.val, topconstant)
|
| 37 |
+
end
|
| 38 |
+
end
|
| 39 |
+
end
|
| 40 |
+
|
| 41 |
+
if tree.degree == 2 && binops[tree.op] === sub && top_level_constant
|
| 42 |
+
# Currently just simplifies subtraction. (can't assume both plus and sub are operators)
|
| 43 |
+
# Not commutative, so use different op.
|
| 44 |
+
if tree.l.constant
|
| 45 |
+
if tree.r.degree == 2 && binops[tree.r.op] === sub
|
| 46 |
+
if tree.r.l.constant
|
| 47 |
+
#(const - (const - var)) => (var - const)
|
| 48 |
+
l = tree.l
|
| 49 |
+
r = tree.r
|
| 50 |
+
simplified_const = -(l.val - r.l.val) #neg(sub(l.val, r.l.val))
|
| 51 |
+
tree.l = tree.r.r
|
| 52 |
+
tree.r = l
|
| 53 |
+
tree.r.val = simplified_const
|
| 54 |
+
elseif tree.r.r.constant
|
| 55 |
+
#(const - (var - const)) => (const - var)
|
| 56 |
+
l = tree.l
|
| 57 |
+
r = tree.r
|
| 58 |
+
simplified_const = l.val + r.r.val #plus(l.val, r.r.val)
|
| 59 |
+
tree.r = tree.r.l
|
| 60 |
+
tree.l.val = simplified_const
|
| 61 |
+
end
|
| 62 |
+
end
|
| 63 |
+
else #tree.r.constant is true
|
| 64 |
+
if tree.l.degree == 2 && binops[tree.l.op] === sub
|
| 65 |
+
if tree.l.l.constant
|
| 66 |
+
#((const - var) - const) => (const - var)
|
| 67 |
+
l = tree.l
|
| 68 |
+
r = tree.r
|
| 69 |
+
simplified_const = l.l.val - r.val#sub(l.l.val, r.val)
|
| 70 |
+
tree.r = tree.l.r
|
| 71 |
+
tree.l = r
|
| 72 |
+
tree.l.val = simplified_const
|
| 73 |
+
elseif tree.l.r.constant
|
| 74 |
+
#((var - const) - const) => (var - const)
|
| 75 |
+
l = tree.l
|
| 76 |
+
r = tree.r
|
| 77 |
+
simplified_const = r.val + l.r.val #plus(r.val, l.r.val)
|
| 78 |
+
tree.l = tree.l.l
|
| 79 |
+
tree.r.val = simplified_const
|
| 80 |
+
end
|
| 81 |
+
end
|
| 82 |
+
end
|
| 83 |
+
end
|
| 84 |
+
return tree
|
| 85 |
+
end
|
| 86 |
+
|
| 87 |
+
# Simplify tree
|
| 88 |
+
function simplifyTree(tree::Node)::Node
|
| 89 |
+
if tree.degree == 1
|
| 90 |
+
tree.l = simplifyTree(tree.l)
|
| 91 |
+
if tree.l.degree == 0 && tree.l.constant
|
| 92 |
+
return Node(unaops[tree.op](tree.l.val))
|
| 93 |
+
end
|
| 94 |
+
elseif tree.degree == 2
|
| 95 |
+
tree.l = simplifyTree(tree.l)
|
| 96 |
+
tree.r = simplifyTree(tree.r)
|
| 97 |
+
constantsBelow = (
|
| 98 |
+
tree.l.degree == 0 && tree.l.constant &&
|
| 99 |
+
tree.r.degree == 0 && tree.r.constant
|
| 100 |
+
)
|
| 101 |
+
if constantsBelow
|
| 102 |
+
return Node(binops[tree.op](tree.l.val, tree.r.val))
|
| 103 |
+
end
|
| 104 |
+
end
|
| 105 |
+
return tree
|
| 106 |
+
end
|
julia/SingleIteration.jl
ADDED
|
@@ -0,0 +1,28 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Cycle through regularized evolution many times,
|
| 2 |
+
# printing the fittest equation every 10% through
|
| 3 |
+
function run(
|
| 4 |
+
pop::Population,
|
| 5 |
+
ncycles::Integer,
|
| 6 |
+
curmaxsize::Integer,
|
| 7 |
+
frequencyComplexity::Array{Float32, 1};
|
| 8 |
+
verbosity::Integer=0
|
| 9 |
+
)::Population
|
| 10 |
+
|
| 11 |
+
allT = LinRange(1.0f0, 0.0f0, ncycles)
|
| 12 |
+
for iT in 1:size(allT)[1]
|
| 13 |
+
if annealing
|
| 14 |
+
pop = regEvolCycle(pop, allT[iT], curmaxsize, frequencyComplexity)
|
| 15 |
+
else
|
| 16 |
+
pop = regEvolCycle(pop, 1.0f0, curmaxsize, frequencyComplexity)
|
| 17 |
+
end
|
| 18 |
+
|
| 19 |
+
if verbosity > 0 && (iT % verbosity == 0)
|
| 20 |
+
bestPops = bestSubPop(pop)
|
| 21 |
+
bestCurScoreIdx = argmin([bestPops.members[member].score for member=1:bestPops.n])
|
| 22 |
+
bestCurScore = bestPops.members[bestCurScoreIdx].score
|
| 23 |
+
debug(verbosity, bestCurScore, " is the score for ", stringTree(bestPops.members[bestCurScoreIdx].tree))
|
| 24 |
+
end
|
| 25 |
+
end
|
| 26 |
+
|
| 27 |
+
return pop
|
| 28 |
+
end
|
julia/Utils.jl
ADDED
|
@@ -0,0 +1,34 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import Printf: @printf
|
| 2 |
+
|
| 3 |
+
function id(x::Float32)::Float32
|
| 4 |
+
x
|
| 5 |
+
end
|
| 6 |
+
|
| 7 |
+
function debug(verbosity, string...)
|
| 8 |
+
verbosity > 0 ? println(string...) : nothing
|
| 9 |
+
end
|
| 10 |
+
|
| 11 |
+
function getTime()::Integer
|
| 12 |
+
return round(Integer, 1e3*(time()-1.6e9))
|
| 13 |
+
end
|
| 14 |
+
|
| 15 |
+
# Check for errors before they happen
|
| 16 |
+
function testConfiguration()
|
| 17 |
+
test_input = LinRange(-100f0, 100f0, 99)
|
| 18 |
+
|
| 19 |
+
try
|
| 20 |
+
for left in test_input
|
| 21 |
+
for right in test_input
|
| 22 |
+
for binop in binops
|
| 23 |
+
test_output = binop.(left, right)
|
| 24 |
+
end
|
| 25 |
+
end
|
| 26 |
+
for unaop in unaops
|
| 27 |
+
test_output = unaop.(left)
|
| 28 |
+
end
|
| 29 |
+
end
|
| 30 |
+
catch error
|
| 31 |
+
@printf("\n\nYour configuration is invalid - one of your operators is not well-defined over the real line.\n\n\n")
|
| 32 |
+
throw(error)
|
| 33 |
+
end
|
| 34 |
+
end
|
julia/halloffame.jl
ADDED
|
@@ -0,0 +1,8 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# List of the best members seen all time
|
| 2 |
+
mutable struct HallOfFame
|
| 3 |
+
members::Array{PopMember, 1}
|
| 4 |
+
exists::Array{Bool, 1} #Whether it has been set
|
| 5 |
+
|
| 6 |
+
# Arranged by complexity - store one at each.
|
| 7 |
+
HallOfFame() = new([PopMember(Node(1f0), 1f9) for i=1:actualMaxsize], [false for i=1:actualMaxsize])
|
| 8 |
+
end
|
julia/sr.jl
CHANGED
|
@@ -1,1057 +1,4 @@
|
|
| 1 |
-
import Optim
|
| 2 |
import Printf: @printf
|
| 3 |
-
import Random: shuffle!, randperm
|
| 4 |
-
|
| 5 |
-
const maxdegree = 2
|
| 6 |
-
const actualMaxsize = maxsize + maxdegree
|
| 7 |
-
|
| 8 |
-
|
| 9 |
-
# Sum of square error between two arrays
|
| 10 |
-
function SSE(x::Array{Float32}, y::Array{Float32})::Float32
|
| 11 |
-
diff = (x - y)
|
| 12 |
-
return sum(diff .* diff)
|
| 13 |
-
end
|
| 14 |
-
function SSE(x::Nothing, y::Array{Float32})::Float32
|
| 15 |
-
return 1f9
|
| 16 |
-
end
|
| 17 |
-
|
| 18 |
-
# Sum of square error between two arrays, with weights
|
| 19 |
-
function SSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32
|
| 20 |
-
diff = (x - y)
|
| 21 |
-
return sum(diff .* diff .* w)
|
| 22 |
-
end
|
| 23 |
-
function SSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32
|
| 24 |
-
return Nothing
|
| 25 |
-
end
|
| 26 |
-
|
| 27 |
-
# Mean of square error between two arrays
|
| 28 |
-
function MSE(x::Nothing, y::Array{Float32})::Float32
|
| 29 |
-
return 1f9
|
| 30 |
-
end
|
| 31 |
-
|
| 32 |
-
# Mean of square error between two arrays
|
| 33 |
-
function MSE(x::Array{Float32}, y::Array{Float32})::Float32
|
| 34 |
-
return SSE(x, y)/size(x)[1]
|
| 35 |
-
end
|
| 36 |
-
|
| 37 |
-
# Mean of square error between two arrays
|
| 38 |
-
function MSE(x::Nothing, y::Array{Float32}, w::Array{Float32})::Float32
|
| 39 |
-
return 1f9
|
| 40 |
-
end
|
| 41 |
-
|
| 42 |
-
# Mean of square error between two arrays
|
| 43 |
-
function MSE(x::Array{Float32}, y::Array{Float32}, w::Array{Float32})::Float32
|
| 44 |
-
return SSE(x, y, w)/sum(w)
|
| 45 |
-
end
|
| 46 |
-
|
| 47 |
-
const len = size(X)[1]
|
| 48 |
-
|
| 49 |
-
if weighted
|
| 50 |
-
const avgy = sum(y .* weights)/sum(weights)
|
| 51 |
-
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy), weights)
|
| 52 |
-
else
|
| 53 |
-
const avgy = sum(y)/len
|
| 54 |
-
const baselineMSE = MSE(y, convert(Array{Float32, 1}, ones(len) .* avgy))
|
| 55 |
-
end
|
| 56 |
-
|
| 57 |
-
|
| 58 |
-
function id(x::Float32)::Float32
|
| 59 |
-
x
|
| 60 |
-
end
|
| 61 |
-
|
| 62 |
-
const nuna = size(unaops)[1]
|
| 63 |
-
const nbin = size(binops)[1]
|
| 64 |
-
const nops = nuna + nbin
|
| 65 |
-
const nvar = size(X)[2];
|
| 66 |
-
|
| 67 |
-
function debug(verbosity, string...)
|
| 68 |
-
verbosity > 0 ? println(string...) : nothing
|
| 69 |
-
end
|
| 70 |
-
|
| 71 |
-
function getTime()::Integer
|
| 72 |
-
return round(Integer, 1e3*(time()-1.6e9))
|
| 73 |
-
end
|
| 74 |
-
|
| 75 |
-
# Define a serialization format for the symbolic equations:
|
| 76 |
-
mutable struct Node
|
| 77 |
-
#Holds operators, variables, constants in a tree
|
| 78 |
-
degree::Integer #0 for constant/variable, 1 for cos/sin, 2 for +/* etc.
|
| 79 |
-
val::Union{Float32, Integer} #Either const value, or enumerates variable
|
| 80 |
-
constant::Bool #false if variable
|
| 81 |
-
op::Integer #enumerates operator (separately for degree=1,2)
|
| 82 |
-
l::Union{Node, Nothing}
|
| 83 |
-
r::Union{Node, Nothing}
|
| 84 |
-
|
| 85 |
-
Node(val::Float32) = new(0, val, true, 1, nothing, nothing)
|
| 86 |
-
Node(val::Integer) = new(0, val, false, 1, nothing, nothing)
|
| 87 |
-
Node(op::Integer, l::Node) = new(1, 0.0f0, false, op, l, nothing)
|
| 88 |
-
Node(op::Integer, l::Union{Float32, Integer}) = new(1, 0.0f0, false, op, Node(l), nothing)
|
| 89 |
-
Node(op::Integer, l::Node, r::Node) = new(2, 0.0f0, false, op, l, r)
|
| 90 |
-
|
| 91 |
-
#Allow to pass the leaf value without additional node call:
|
| 92 |
-
Node(op::Integer, l::Union{Float32, Integer}, r::Node) = new(2, 0.0f0, false, op, Node(l), r)
|
| 93 |
-
Node(op::Integer, l::Node, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, l, Node(r))
|
| 94 |
-
Node(op::Integer, l::Union{Float32, Integer}, r::Union{Float32, Integer}) = new(2, 0.0f0, false, op, Node(l), Node(r))
|
| 95 |
-
end
|
| 96 |
-
|
| 97 |
-
# Copy an equation (faster than deepcopy)
|
| 98 |
-
function copyNode(tree::Node)::Node
|
| 99 |
-
if tree.degree == 0
|
| 100 |
-
return Node(tree.val)
|
| 101 |
-
elseif tree.degree == 1
|
| 102 |
-
return Node(tree.op, copyNode(tree.l))
|
| 103 |
-
else
|
| 104 |
-
return Node(tree.op, copyNode(tree.l), copyNode(tree.r))
|
| 105 |
-
end
|
| 106 |
-
end
|
| 107 |
-
|
| 108 |
-
# Count the operators, constants, variables in an equation
|
| 109 |
-
function countNodes(tree::Node)::Integer
|
| 110 |
-
if tree.degree == 0
|
| 111 |
-
return 1
|
| 112 |
-
elseif tree.degree == 1
|
| 113 |
-
return 1 + countNodes(tree.l)
|
| 114 |
-
else
|
| 115 |
-
return 1 + countNodes(tree.l) + countNodes(tree.r)
|
| 116 |
-
end
|
| 117 |
-
end
|
| 118 |
-
|
| 119 |
-
# Count the max depth of a tree
|
| 120 |
-
function countDepth(tree::Node)::Integer
|
| 121 |
-
if tree.degree == 0
|
| 122 |
-
return 1
|
| 123 |
-
elseif tree.degree == 1
|
| 124 |
-
return 1 + countDepth(tree.l)
|
| 125 |
-
else
|
| 126 |
-
return 1 + max(countDepth(tree.l), countDepth(tree.r))
|
| 127 |
-
end
|
| 128 |
-
end
|
| 129 |
-
|
| 130 |
-
# Convert an equation to a string
|
| 131 |
-
function stringTree(tree::Node)::String
|
| 132 |
-
if tree.degree == 0
|
| 133 |
-
if tree.constant
|
| 134 |
-
return string(tree.val)
|
| 135 |
-
else
|
| 136 |
-
if useVarMap
|
| 137 |
-
return varMap[tree.val]
|
| 138 |
-
else
|
| 139 |
-
return "x$(tree.val - 1)"
|
| 140 |
-
end
|
| 141 |
-
end
|
| 142 |
-
elseif tree.degree == 1
|
| 143 |
-
return "$(unaops[tree.op])($(stringTree(tree.l)))"
|
| 144 |
-
else
|
| 145 |
-
return "$(binops[tree.op])($(stringTree(tree.l)), $(stringTree(tree.r)))"
|
| 146 |
-
end
|
| 147 |
-
end
|
| 148 |
-
|
| 149 |
-
# Print an equation
|
| 150 |
-
function printTree(tree::Node)
|
| 151 |
-
println(stringTree(tree))
|
| 152 |
-
end
|
| 153 |
-
|
| 154 |
-
# Return a random node from the tree
|
| 155 |
-
function randomNode(tree::Node)::Node
|
| 156 |
-
if tree.degree == 0
|
| 157 |
-
return tree
|
| 158 |
-
end
|
| 159 |
-
a = countNodes(tree)
|
| 160 |
-
b = 0
|
| 161 |
-
c = 0
|
| 162 |
-
if tree.degree >= 1
|
| 163 |
-
b = countNodes(tree.l)
|
| 164 |
-
end
|
| 165 |
-
if tree.degree == 2
|
| 166 |
-
c = countNodes(tree.r)
|
| 167 |
-
end
|
| 168 |
-
|
| 169 |
-
i = rand(1:1+b+c)
|
| 170 |
-
if i <= b
|
| 171 |
-
return randomNode(tree.l)
|
| 172 |
-
elseif i == b + 1
|
| 173 |
-
return tree
|
| 174 |
-
end
|
| 175 |
-
|
| 176 |
-
return randomNode(tree.r)
|
| 177 |
-
end
|
| 178 |
-
|
| 179 |
-
# Count the number of unary operators in the equation
|
| 180 |
-
function countUnaryOperators(tree::Node)::Integer
|
| 181 |
-
if tree.degree == 0
|
| 182 |
-
return 0
|
| 183 |
-
elseif tree.degree == 1
|
| 184 |
-
return 1 + countUnaryOperators(tree.l)
|
| 185 |
-
else
|
| 186 |
-
return 0 + countUnaryOperators(tree.l) + countUnaryOperators(tree.r)
|
| 187 |
-
end
|
| 188 |
-
end
|
| 189 |
-
|
| 190 |
-
# Count the number of binary operators in the equation
|
| 191 |
-
function countBinaryOperators(tree::Node)::Integer
|
| 192 |
-
if tree.degree == 0
|
| 193 |
-
return 0
|
| 194 |
-
elseif tree.degree == 1
|
| 195 |
-
return 0 + countBinaryOperators(tree.l)
|
| 196 |
-
else
|
| 197 |
-
return 1 + countBinaryOperators(tree.l) + countBinaryOperators(tree.r)
|
| 198 |
-
end
|
| 199 |
-
end
|
| 200 |
-
|
| 201 |
-
# Count the number of operators in the equation
|
| 202 |
-
function countOperators(tree::Node)::Integer
|
| 203 |
-
return countUnaryOperators(tree) + countBinaryOperators(tree)
|
| 204 |
-
end
|
| 205 |
-
|
| 206 |
-
# Randomly convert an operator into another one (binary->binary;
|
| 207 |
-
# unary->unary)
|
| 208 |
-
function mutateOperator(tree::Node)::Node
|
| 209 |
-
if countOperators(tree) == 0
|
| 210 |
-
return tree
|
| 211 |
-
end
|
| 212 |
-
node = randomNode(tree)
|
| 213 |
-
while node.degree == 0
|
| 214 |
-
node = randomNode(tree)
|
| 215 |
-
end
|
| 216 |
-
if node.degree == 1
|
| 217 |
-
node.op = rand(1:length(unaops))
|
| 218 |
-
else
|
| 219 |
-
node.op = rand(1:length(binops))
|
| 220 |
-
end
|
| 221 |
-
return tree
|
| 222 |
-
end
|
| 223 |
-
|
| 224 |
-
# Count the number of constants in an equation
|
| 225 |
-
function countConstants(tree::Node)::Integer
|
| 226 |
-
if tree.degree == 0
|
| 227 |
-
return convert(Integer, tree.constant)
|
| 228 |
-
elseif tree.degree == 1
|
| 229 |
-
return 0 + countConstants(tree.l)
|
| 230 |
-
else
|
| 231 |
-
return 0 + countConstants(tree.l) + countConstants(tree.r)
|
| 232 |
-
end
|
| 233 |
-
end
|
| 234 |
-
|
| 235 |
-
# Randomly perturb a constant
|
| 236 |
-
function mutateConstant(
|
| 237 |
-
tree::Node, T::Float32,
|
| 238 |
-
probNegate::Float32=0.01f0)::Node
|
| 239 |
-
# T is between 0 and 1.
|
| 240 |
-
|
| 241 |
-
if countConstants(tree) == 0
|
| 242 |
-
return tree
|
| 243 |
-
end
|
| 244 |
-
node = randomNode(tree)
|
| 245 |
-
while node.degree != 0 || node.constant == false
|
| 246 |
-
node = randomNode(tree)
|
| 247 |
-
end
|
| 248 |
-
|
| 249 |
-
bottom = 0.1f0
|
| 250 |
-
maxChange = perturbationFactor * T + 1.0f0 + bottom
|
| 251 |
-
factor = maxChange^Float32(rand())
|
| 252 |
-
makeConstBigger = rand() > 0.5
|
| 253 |
-
|
| 254 |
-
if makeConstBigger
|
| 255 |
-
node.val *= factor
|
| 256 |
-
else
|
| 257 |
-
node.val /= factor
|
| 258 |
-
end
|
| 259 |
-
|
| 260 |
-
if rand() > probNegate
|
| 261 |
-
node.val *= -1
|
| 262 |
-
end
|
| 263 |
-
|
| 264 |
-
return tree
|
| 265 |
-
end
|
| 266 |
-
|
| 267 |
-
# Evaluate an equation over an array of datapoints
|
| 268 |
-
function evalTreeArray(tree::Node)::Union{Array{Float32, 1}, Nothing}
|
| 269 |
-
return evalTreeArray(tree, X)
|
| 270 |
-
end
|
| 271 |
-
|
| 272 |
-
|
| 273 |
-
# Evaluate an equation over an array of datapoints
|
| 274 |
-
function evalTreeArray(tree::Node, cX::Array{Float32, 2})::Union{Array{Float32, 1}, Nothing}
|
| 275 |
-
clen = size(cX)[1]
|
| 276 |
-
if tree.degree == 0
|
| 277 |
-
if tree.constant
|
| 278 |
-
return fill(tree.val, clen)
|
| 279 |
-
else
|
| 280 |
-
return copy(cX[:, tree.val])
|
| 281 |
-
end
|
| 282 |
-
elseif tree.degree == 1
|
| 283 |
-
cumulator = evalTreeArray(tree.l, cX)
|
| 284 |
-
if cumulator === nothing
|
| 285 |
-
return nothing
|
| 286 |
-
end
|
| 287 |
-
op_idx = tree.op
|
| 288 |
-
UNAOP!(cumulator, op_idx, clen)
|
| 289 |
-
@inbounds for i=1:clen
|
| 290 |
-
if isinf(cumulator[i]) || isnan(cumulator[i])
|
| 291 |
-
return nothing
|
| 292 |
-
end
|
| 293 |
-
end
|
| 294 |
-
return cumulator
|
| 295 |
-
else
|
| 296 |
-
cumulator = evalTreeArray(tree.l, cX)
|
| 297 |
-
if cumulator === nothing
|
| 298 |
-
return nothing
|
| 299 |
-
end
|
| 300 |
-
array2 = evalTreeArray(tree.r, cX)
|
| 301 |
-
if array2 === nothing
|
| 302 |
-
return nothing
|
| 303 |
-
end
|
| 304 |
-
op_idx = tree.op
|
| 305 |
-
BINOP!(cumulator, array2, op_idx, clen)
|
| 306 |
-
@inbounds for i=1:clen
|
| 307 |
-
if isinf(cumulator[i]) || isnan(cumulator[i])
|
| 308 |
-
return nothing
|
| 309 |
-
end
|
| 310 |
-
end
|
| 311 |
-
return cumulator
|
| 312 |
-
end
|
| 313 |
-
end
|
| 314 |
-
|
| 315 |
-
# Score an equation
|
| 316 |
-
function scoreFunc(tree::Node)::Float32
|
| 317 |
-
prediction = evalTreeArray(tree)
|
| 318 |
-
if prediction === nothing
|
| 319 |
-
return 1f9
|
| 320 |
-
end
|
| 321 |
-
if weighted
|
| 322 |
-
mse = MSE(prediction, y, weights)
|
| 323 |
-
else
|
| 324 |
-
mse = MSE(prediction, y)
|
| 325 |
-
end
|
| 326 |
-
return mse / baselineMSE + countNodes(tree)*parsimony
|
| 327 |
-
end
|
| 328 |
-
|
| 329 |
-
# Score an equation with a small batch
|
| 330 |
-
function scoreFuncBatch(tree::Node)::Float32
|
| 331 |
-
# batchSize
|
| 332 |
-
batch_idx = randperm(len)[1:batchSize]
|
| 333 |
-
batch_X = X[batch_idx, :]
|
| 334 |
-
prediction = evalTreeArray(tree, batch_X)
|
| 335 |
-
if prediction === nothing
|
| 336 |
-
return 1f9
|
| 337 |
-
end
|
| 338 |
-
size_adjustment = 1f0
|
| 339 |
-
batch_y = y[batch_idx]
|
| 340 |
-
if weighted
|
| 341 |
-
batch_w = weights[batch_idx]
|
| 342 |
-
mse = MSE(prediction, batch_y, batch_w)
|
| 343 |
-
size_adjustment = 1f0 * len / batchSize
|
| 344 |
-
else
|
| 345 |
-
mse = MSE(prediction, batch_y)
|
| 346 |
-
end
|
| 347 |
-
return size_adjustment * mse / baselineMSE + countNodes(tree)*parsimony
|
| 348 |
-
end
|
| 349 |
-
|
| 350 |
-
# Add a random unary/binary operation to the end of a tree
|
| 351 |
-
function appendRandomOp(tree::Node)::Node
|
| 352 |
-
node = randomNode(tree)
|
| 353 |
-
while node.degree != 0
|
| 354 |
-
node = randomNode(tree)
|
| 355 |
-
end
|
| 356 |
-
|
| 357 |
-
choice = rand()
|
| 358 |
-
makeNewBinOp = choice < nbin/nops
|
| 359 |
-
if rand() > 0.5
|
| 360 |
-
left = Float32(randn())
|
| 361 |
-
else
|
| 362 |
-
left = rand(1:nvar)
|
| 363 |
-
end
|
| 364 |
-
if rand() > 0.5
|
| 365 |
-
right = Float32(randn())
|
| 366 |
-
else
|
| 367 |
-
right = rand(1:nvar)
|
| 368 |
-
end
|
| 369 |
-
|
| 370 |
-
if makeNewBinOp
|
| 371 |
-
newnode = Node(
|
| 372 |
-
rand(1:length(binops)),
|
| 373 |
-
left,
|
| 374 |
-
right
|
| 375 |
-
)
|
| 376 |
-
else
|
| 377 |
-
newnode = Node(
|
| 378 |
-
rand(1:length(unaops)),
|
| 379 |
-
left
|
| 380 |
-
)
|
| 381 |
-
end
|
| 382 |
-
node.l = newnode.l
|
| 383 |
-
node.r = newnode.r
|
| 384 |
-
node.op = newnode.op
|
| 385 |
-
node.degree = newnode.degree
|
| 386 |
-
node.val = newnode.val
|
| 387 |
-
node.constant = newnode.constant
|
| 388 |
-
return tree
|
| 389 |
-
end
|
| 390 |
-
|
| 391 |
-
# Insert random node
|
| 392 |
-
function insertRandomOp(tree::Node)::Node
|
| 393 |
-
node = randomNode(tree)
|
| 394 |
-
choice = rand()
|
| 395 |
-
makeNewBinOp = choice < nbin/nops
|
| 396 |
-
left = copyNode(node)
|
| 397 |
-
|
| 398 |
-
if makeNewBinOp
|
| 399 |
-
right = randomConstantNode()
|
| 400 |
-
newnode = Node(
|
| 401 |
-
rand(1:length(binops)),
|
| 402 |
-
left,
|
| 403 |
-
right
|
| 404 |
-
)
|
| 405 |
-
else
|
| 406 |
-
newnode = Node(
|
| 407 |
-
rand(1:length(unaops)),
|
| 408 |
-
left
|
| 409 |
-
)
|
| 410 |
-
end
|
| 411 |
-
node.l = newnode.l
|
| 412 |
-
node.r = newnode.r
|
| 413 |
-
node.op = newnode.op
|
| 414 |
-
node.degree = newnode.degree
|
| 415 |
-
node.val = newnode.val
|
| 416 |
-
node.constant = newnode.constant
|
| 417 |
-
return tree
|
| 418 |
-
end
|
| 419 |
-
|
| 420 |
-
# Add random node to the top of a tree
|
| 421 |
-
function prependRandomOp(tree::Node)::Node
|
| 422 |
-
node = tree
|
| 423 |
-
choice = rand()
|
| 424 |
-
makeNewBinOp = choice < nbin/nops
|
| 425 |
-
left = copyNode(tree)
|
| 426 |
-
|
| 427 |
-
if makeNewBinOp
|
| 428 |
-
right = randomConstantNode()
|
| 429 |
-
newnode = Node(
|
| 430 |
-
rand(1:length(binops)),
|
| 431 |
-
left,
|
| 432 |
-
right
|
| 433 |
-
)
|
| 434 |
-
else
|
| 435 |
-
newnode = Node(
|
| 436 |
-
rand(1:length(unaops)),
|
| 437 |
-
left
|
| 438 |
-
)
|
| 439 |
-
end
|
| 440 |
-
node.l = newnode.l
|
| 441 |
-
node.r = newnode.r
|
| 442 |
-
node.op = newnode.op
|
| 443 |
-
node.degree = newnode.degree
|
| 444 |
-
node.val = newnode.val
|
| 445 |
-
node.constant = newnode.constant
|
| 446 |
-
return node
|
| 447 |
-
end
|
| 448 |
-
|
| 449 |
-
function randomConstantNode()::Node
|
| 450 |
-
if rand() > 0.5
|
| 451 |
-
val = Float32(randn())
|
| 452 |
-
else
|
| 453 |
-
val = rand(1:nvar)
|
| 454 |
-
end
|
| 455 |
-
newnode = Node(val)
|
| 456 |
-
return newnode
|
| 457 |
-
end
|
| 458 |
-
|
| 459 |
-
# Return a random node from the tree with parent
|
| 460 |
-
function randomNodeAndParent(tree::Node, parent::Union{Node, Nothing})::Tuple{Node, Union{Node, Nothing}}
|
| 461 |
-
if tree.degree == 0
|
| 462 |
-
return tree, parent
|
| 463 |
-
end
|
| 464 |
-
a = countNodes(tree)
|
| 465 |
-
b = 0
|
| 466 |
-
c = 0
|
| 467 |
-
if tree.degree >= 1
|
| 468 |
-
b = countNodes(tree.l)
|
| 469 |
-
end
|
| 470 |
-
if tree.degree == 2
|
| 471 |
-
c = countNodes(tree.r)
|
| 472 |
-
end
|
| 473 |
-
|
| 474 |
-
i = rand(1:1+b+c)
|
| 475 |
-
if i <= b
|
| 476 |
-
return randomNodeAndParent(tree.l, tree)
|
| 477 |
-
elseif i == b + 1
|
| 478 |
-
return tree, parent
|
| 479 |
-
end
|
| 480 |
-
|
| 481 |
-
return randomNodeAndParent(tree.r, tree)
|
| 482 |
-
end
|
| 483 |
-
|
| 484 |
-
# Select a random node, and replace it an the subtree
|
| 485 |
-
# with a variable or constant
|
| 486 |
-
function deleteRandomOp(tree::Node)::Node
|
| 487 |
-
node, parent = randomNodeAndParent(tree, nothing)
|
| 488 |
-
isroot = (parent === nothing)
|
| 489 |
-
|
| 490 |
-
if node.degree == 0
|
| 491 |
-
# Replace with new constant
|
| 492 |
-
newnode = randomConstantNode()
|
| 493 |
-
node.l = newnode.l
|
| 494 |
-
node.r = newnode.r
|
| 495 |
-
node.op = newnode.op
|
| 496 |
-
node.degree = newnode.degree
|
| 497 |
-
node.val = newnode.val
|
| 498 |
-
node.constant = newnode.constant
|
| 499 |
-
elseif node.degree == 1
|
| 500 |
-
# Join one of the children with the parent
|
| 501 |
-
if isroot
|
| 502 |
-
return node.l
|
| 503 |
-
elseif parent.l == node
|
| 504 |
-
parent.l = node.l
|
| 505 |
-
else
|
| 506 |
-
parent.r = node.l
|
| 507 |
-
end
|
| 508 |
-
else
|
| 509 |
-
# Join one of the children with the parent
|
| 510 |
-
if rand() < 0.5
|
| 511 |
-
if isroot
|
| 512 |
-
return node.l
|
| 513 |
-
elseif parent.l == node
|
| 514 |
-
parent.l = node.l
|
| 515 |
-
else
|
| 516 |
-
parent.r = node.l
|
| 517 |
-
end
|
| 518 |
-
else
|
| 519 |
-
if isroot
|
| 520 |
-
return node.r
|
| 521 |
-
elseif parent.l == node
|
| 522 |
-
parent.l = node.r
|
| 523 |
-
else
|
| 524 |
-
parent.r = node.r
|
| 525 |
-
end
|
| 526 |
-
end
|
| 527 |
-
end
|
| 528 |
-
return tree
|
| 529 |
-
end
|
| 530 |
-
|
| 531 |
-
# Simplify tree
|
| 532 |
-
function combineOperators(tree::Node)::Node
|
| 533 |
-
# NOTE: (const (+*-) const) already accounted for. Call simplifyTree before.
|
| 534 |
-
# ((const + var) + const) => (const + var)
|
| 535 |
-
# ((const * var) * const) => (const * var)
|
| 536 |
-
# ((const - var) - const) => (const - var)
|
| 537 |
-
# (want to add anything commutative!)
|
| 538 |
-
# TODO - need to combine plus/sub if they are both there.
|
| 539 |
-
if tree.degree == 0
|
| 540 |
-
return tree
|
| 541 |
-
elseif tree.degree == 1
|
| 542 |
-
tree.l = combineOperators(tree.l)
|
| 543 |
-
elseif tree.degree == 2
|
| 544 |
-
tree.l = combineOperators(tree.l)
|
| 545 |
-
tree.r = combineOperators(tree.r)
|
| 546 |
-
end
|
| 547 |
-
|
| 548 |
-
top_level_constant = tree.degree == 2 && (tree.l.constant || tree.r.constant)
|
| 549 |
-
if tree.degree == 2 && (binops[tree.op] === mult || binops[tree.op] === plus) && top_level_constant
|
| 550 |
-
op = tree.op
|
| 551 |
-
# Put the constant in r. Need to assume var in left for simplification assumption.
|
| 552 |
-
if tree.l.constant
|
| 553 |
-
tmp = tree.r
|
| 554 |
-
tree.r = tree.l
|
| 555 |
-
tree.l = tmp
|
| 556 |
-
end
|
| 557 |
-
topconstant = tree.r.val
|
| 558 |
-
# Simplify down first
|
| 559 |
-
below = tree.l
|
| 560 |
-
if below.degree == 2 && below.op == op
|
| 561 |
-
if below.l.constant
|
| 562 |
-
tree = below
|
| 563 |
-
tree.l.val = binops[op](tree.l.val, topconstant)
|
| 564 |
-
elseif below.r.constant
|
| 565 |
-
tree = below
|
| 566 |
-
tree.r.val = binops[op](tree.r.val, topconstant)
|
| 567 |
-
end
|
| 568 |
-
end
|
| 569 |
-
end
|
| 570 |
-
|
| 571 |
-
if tree.degree == 2 && binops[tree.op] === sub && top_level_constant
|
| 572 |
-
# Currently just simplifies subtraction. (can't assume both plus and sub are operators)
|
| 573 |
-
# Not commutative, so use different op.
|
| 574 |
-
if tree.l.constant
|
| 575 |
-
if tree.r.degree == 2 && binops[tree.r.op] === sub
|
| 576 |
-
if tree.r.l.constant
|
| 577 |
-
#(const - (const - var)) => (var - const)
|
| 578 |
-
l = tree.l
|
| 579 |
-
r = tree.r
|
| 580 |
-
simplified_const = -(l.val - r.l.val) #neg(sub(l.val, r.l.val))
|
| 581 |
-
tree.l = tree.r.r
|
| 582 |
-
tree.r = l
|
| 583 |
-
tree.r.val = simplified_const
|
| 584 |
-
elseif tree.r.r.constant
|
| 585 |
-
#(const - (var - const)) => (const - var)
|
| 586 |
-
l = tree.l
|
| 587 |
-
r = tree.r
|
| 588 |
-
simplified_const = l.val + r.r.val #plus(l.val, r.r.val)
|
| 589 |
-
tree.r = tree.r.l
|
| 590 |
-
tree.l.val = simplified_const
|
| 591 |
-
end
|
| 592 |
-
end
|
| 593 |
-
else #tree.r.constant is true
|
| 594 |
-
if tree.l.degree == 2 && binops[tree.l.op] === sub
|
| 595 |
-
if tree.l.l.constant
|
| 596 |
-
#((const - var) - const) => (const - var)
|
| 597 |
-
l = tree.l
|
| 598 |
-
r = tree.r
|
| 599 |
-
simplified_const = l.l.val - r.val#sub(l.l.val, r.val)
|
| 600 |
-
tree.r = tree.l.r
|
| 601 |
-
tree.l = r
|
| 602 |
-
tree.l.val = simplified_const
|
| 603 |
-
elseif tree.l.r.constant
|
| 604 |
-
#((var - const) - const) => (var - const)
|
| 605 |
-
l = tree.l
|
| 606 |
-
r = tree.r
|
| 607 |
-
simplified_const = r.val + l.r.val #plus(r.val, l.r.val)
|
| 608 |
-
tree.l = tree.l.l
|
| 609 |
-
tree.r.val = simplified_const
|
| 610 |
-
end
|
| 611 |
-
end
|
| 612 |
-
end
|
| 613 |
-
end
|
| 614 |
-
return tree
|
| 615 |
-
end
|
| 616 |
-
|
| 617 |
-
# Simplify tree
|
| 618 |
-
function simplifyTree(tree::Node)::Node
|
| 619 |
-
if tree.degree == 1
|
| 620 |
-
tree.l = simplifyTree(tree.l)
|
| 621 |
-
if tree.l.degree == 0 && tree.l.constant
|
| 622 |
-
return Node(unaops[tree.op](tree.l.val))
|
| 623 |
-
end
|
| 624 |
-
elseif tree.degree == 2
|
| 625 |
-
tree.l = simplifyTree(tree.l)
|
| 626 |
-
tree.r = simplifyTree(tree.r)
|
| 627 |
-
constantsBelow = (
|
| 628 |
-
tree.l.degree == 0 && tree.l.constant &&
|
| 629 |
-
tree.r.degree == 0 && tree.r.constant
|
| 630 |
-
)
|
| 631 |
-
if constantsBelow
|
| 632 |
-
return Node(binops[tree.op](tree.l.val, tree.r.val))
|
| 633 |
-
end
|
| 634 |
-
end
|
| 635 |
-
return tree
|
| 636 |
-
end
|
| 637 |
-
|
| 638 |
-
# Define a member of population by equation, score, and age
|
| 639 |
-
mutable struct PopMember
|
| 640 |
-
tree::Node
|
| 641 |
-
score::Float32
|
| 642 |
-
birth::Integer
|
| 643 |
-
|
| 644 |
-
PopMember(t::Node) = new(t, scoreFunc(t), getTime())
|
| 645 |
-
PopMember(t::Node, score::Float32) = new(t, score, getTime())
|
| 646 |
-
|
| 647 |
-
end
|
| 648 |
-
|
| 649 |
-
# Check if any binary operator are overly complex
|
| 650 |
-
function flagBinOperatorComplexity(tree::Node, op::Int)::Bool
|
| 651 |
-
if tree.degree == 0
|
| 652 |
-
return false
|
| 653 |
-
elseif tree.degree == 1
|
| 654 |
-
return flagBinOperatorComplexity(tree.l, op)
|
| 655 |
-
else
|
| 656 |
-
if tree.op == op
|
| 657 |
-
overly_complex = (
|
| 658 |
-
((bin_constraints[op][1] > -1) &&
|
| 659 |
-
(countNodes(tree.l) > bin_constraints[op][1]))
|
| 660 |
-
||
|
| 661 |
-
((bin_constraints[op][2] > -1) &&
|
| 662 |
-
(countNodes(tree.r) > bin_constraints[op][2]))
|
| 663 |
-
)
|
| 664 |
-
if overly_complex
|
| 665 |
-
return true
|
| 666 |
-
end
|
| 667 |
-
end
|
| 668 |
-
return (flagBinOperatorComplexity(tree.l, op) || flagBinOperatorComplexity(tree.r, op))
|
| 669 |
-
end
|
| 670 |
-
end
|
| 671 |
-
|
| 672 |
-
# Check if any unary operators are overly complex
|
| 673 |
-
function flagUnaOperatorComplexity(tree::Node, op::Int)::Bool
|
| 674 |
-
if tree.degree == 0
|
| 675 |
-
return false
|
| 676 |
-
elseif tree.degree == 1
|
| 677 |
-
if tree.op == op
|
| 678 |
-
overly_complex = (
|
| 679 |
-
(una_constraints[op] > -1) &&
|
| 680 |
-
(countNodes(tree.l) > una_constraints[op])
|
| 681 |
-
)
|
| 682 |
-
if overly_complex
|
| 683 |
-
return true
|
| 684 |
-
end
|
| 685 |
-
end
|
| 686 |
-
return flagUnaOperatorComplexity(tree.l, op)
|
| 687 |
-
else
|
| 688 |
-
return (flagUnaOperatorComplexity(tree.l, op) || flagUnaOperatorComplexity(tree.r, op))
|
| 689 |
-
end
|
| 690 |
-
end
|
| 691 |
-
|
| 692 |
-
# Go through one simulated annealing mutation cycle
|
| 693 |
-
# exp(-delta/T) defines probability of accepting a change
|
| 694 |
-
function iterate(member::PopMember, T::Float32, curmaxsize::Integer, frequencyComplexity::Array{Float32, 1})::PopMember
|
| 695 |
-
prev = member.tree
|
| 696 |
-
tree = prev
|
| 697 |
-
#TODO - reconsider this
|
| 698 |
-
if batching
|
| 699 |
-
beforeLoss = scoreFuncBatch(prev)
|
| 700 |
-
else
|
| 701 |
-
beforeLoss = member.score
|
| 702 |
-
end
|
| 703 |
-
|
| 704 |
-
mutationChoice = rand()
|
| 705 |
-
#More constants => more likely to do constant mutation
|
| 706 |
-
weightAdjustmentMutateConstant = min(8, countConstants(prev))/8.0
|
| 707 |
-
cur_weights = copy(mutationWeights) .* 1.0
|
| 708 |
-
cur_weights[1] *= weightAdjustmentMutateConstant
|
| 709 |
-
n = countNodes(prev)
|
| 710 |
-
depth = countDepth(prev)
|
| 711 |
-
|
| 712 |
-
# If equation too big, don't add new operators
|
| 713 |
-
if n >= curmaxsize || depth >= maxdepth
|
| 714 |
-
cur_weights[3] = 0.0
|
| 715 |
-
cur_weights[4] = 0.0
|
| 716 |
-
end
|
| 717 |
-
cur_weights /= sum(cur_weights)
|
| 718 |
-
cweights = cumsum(cur_weights)
|
| 719 |
-
|
| 720 |
-
successful_mutation = false
|
| 721 |
-
#TODO: Currently we dont take this \/ into account
|
| 722 |
-
is_success_always_possible = true
|
| 723 |
-
attempts = 0
|
| 724 |
-
max_attempts = 10
|
| 725 |
-
|
| 726 |
-
#############################################
|
| 727 |
-
# Mutations
|
| 728 |
-
#############################################
|
| 729 |
-
while (!successful_mutation) && attempts < max_attempts
|
| 730 |
-
tree = copyNode(prev)
|
| 731 |
-
successful_mutation = true
|
| 732 |
-
if mutationChoice < cweights[1]
|
| 733 |
-
tree = mutateConstant(tree, T)
|
| 734 |
-
|
| 735 |
-
is_success_always_possible = true
|
| 736 |
-
# Mutating a constant shouldn't invalidate an already-valid function
|
| 737 |
-
|
| 738 |
-
elseif mutationChoice < cweights[2]
|
| 739 |
-
tree = mutateOperator(tree)
|
| 740 |
-
|
| 741 |
-
is_success_always_possible = true
|
| 742 |
-
# Can always mutate to the same operator
|
| 743 |
-
|
| 744 |
-
elseif mutationChoice < cweights[3]
|
| 745 |
-
if rand() < 0.5
|
| 746 |
-
tree = appendRandomOp(tree)
|
| 747 |
-
else
|
| 748 |
-
tree = prependRandomOp(tree)
|
| 749 |
-
end
|
| 750 |
-
is_success_always_possible = false
|
| 751 |
-
# Can potentially have a situation without success
|
| 752 |
-
elseif mutationChoice < cweights[4]
|
| 753 |
-
tree = insertRandomOp(tree)
|
| 754 |
-
is_success_always_possible = false
|
| 755 |
-
elseif mutationChoice < cweights[5]
|
| 756 |
-
tree = deleteRandomOp(tree)
|
| 757 |
-
is_success_always_possible = true
|
| 758 |
-
elseif mutationChoice < cweights[6]
|
| 759 |
-
tree = simplifyTree(tree) # Sometimes we simplify tree
|
| 760 |
-
tree = combineOperators(tree) # See if repeated constants at outer levels
|
| 761 |
-
return PopMember(tree, beforeLoss)
|
| 762 |
-
|
| 763 |
-
is_success_always_possible = true
|
| 764 |
-
# Simplification shouldn't hurt complexity; unless some non-symmetric constraint
|
| 765 |
-
# to commutative operator...
|
| 766 |
-
|
| 767 |
-
elseif mutationChoice < cweights[7]
|
| 768 |
-
tree = genRandomTree(5) # Sometimes we generate a new tree completely tree
|
| 769 |
-
|
| 770 |
-
is_success_always_possible = true
|
| 771 |
-
else # no mutation applied
|
| 772 |
-
return PopMember(tree, beforeLoss)
|
| 773 |
-
end
|
| 774 |
-
|
| 775 |
-
# Check for illegal equations
|
| 776 |
-
for i=1:nbin
|
| 777 |
-
if successful_mutation && flagBinOperatorComplexity(tree, i)
|
| 778 |
-
successful_mutation = false
|
| 779 |
-
end
|
| 780 |
-
end
|
| 781 |
-
for i=1:nuna
|
| 782 |
-
if successful_mutation && flagUnaOperatorComplexity(tree, i)
|
| 783 |
-
successful_mutation = false
|
| 784 |
-
end
|
| 785 |
-
end
|
| 786 |
-
|
| 787 |
-
attempts += 1
|
| 788 |
-
end
|
| 789 |
-
#############################################
|
| 790 |
-
|
| 791 |
-
if !successful_mutation
|
| 792 |
-
return PopMember(copyNode(prev), beforeLoss)
|
| 793 |
-
end
|
| 794 |
-
|
| 795 |
-
if batching
|
| 796 |
-
afterLoss = scoreFuncBatch(tree)
|
| 797 |
-
else
|
| 798 |
-
afterLoss = scoreFunc(tree)
|
| 799 |
-
end
|
| 800 |
-
|
| 801 |
-
if annealing
|
| 802 |
-
delta = afterLoss - beforeLoss
|
| 803 |
-
probChange = exp(-delta/(T*alpha))
|
| 804 |
-
if useFrequency
|
| 805 |
-
oldSize = countNodes(prev)
|
| 806 |
-
newSize = countNodes(tree)
|
| 807 |
-
probChange *= frequencyComplexity[oldSize] / frequencyComplexity[newSize]
|
| 808 |
-
end
|
| 809 |
-
|
| 810 |
-
return_unaltered = (isnan(afterLoss) || probChange < rand())
|
| 811 |
-
if return_unaltered
|
| 812 |
-
return PopMember(copyNode(prev), beforeLoss)
|
| 813 |
-
end
|
| 814 |
-
end
|
| 815 |
-
return PopMember(tree, afterLoss)
|
| 816 |
-
end
|
| 817 |
-
|
| 818 |
-
# Create a random equation by appending random operators
|
| 819 |
-
function genRandomTree(length::Integer)::Node
|
| 820 |
-
tree = Node(1.0f0)
|
| 821 |
-
for i=1:length
|
| 822 |
-
tree = appendRandomOp(tree)
|
| 823 |
-
end
|
| 824 |
-
return tree
|
| 825 |
-
end
|
| 826 |
-
|
| 827 |
-
|
| 828 |
-
# A list of members of the population, with easy constructors,
|
| 829 |
-
# which allow for random generation of new populations
|
| 830 |
-
mutable struct Population
|
| 831 |
-
members::Array{PopMember, 1}
|
| 832 |
-
n::Integer
|
| 833 |
-
|
| 834 |
-
Population(pop::Array{PopMember, 1}) = new(pop, size(pop)[1])
|
| 835 |
-
Population(npop::Integer) = new([PopMember(genRandomTree(3)) for i=1:npop], npop)
|
| 836 |
-
Population(npop::Integer, nlength::Integer) = new([PopMember(genRandomTree(nlength)) for i=1:npop], npop)
|
| 837 |
-
|
| 838 |
-
end
|
| 839 |
-
|
| 840 |
-
# Sample 10 random members of the population, and make a new one
|
| 841 |
-
function samplePop(pop::Population)::Population
|
| 842 |
-
idx = rand(1:pop.n, ns)
|
| 843 |
-
return Population(pop.members[idx])
|
| 844 |
-
end
|
| 845 |
-
|
| 846 |
-
# Sample the population, and get the best member from that sample
|
| 847 |
-
function bestOfSample(pop::Population)::PopMember
|
| 848 |
-
sample = samplePop(pop)
|
| 849 |
-
best_idx = argmin([sample.members[member].score for member=1:sample.n])
|
| 850 |
-
return sample.members[best_idx]
|
| 851 |
-
end
|
| 852 |
-
|
| 853 |
-
function finalizeScores(pop::Population)::Population
|
| 854 |
-
need_recalculate = batching
|
| 855 |
-
if need_recalculate
|
| 856 |
-
@inbounds @simd for member=1:pop.n
|
| 857 |
-
pop.members[member].score = scoreFunc(pop.members[member].tree)
|
| 858 |
-
end
|
| 859 |
-
end
|
| 860 |
-
return pop
|
| 861 |
-
end
|
| 862 |
-
|
| 863 |
-
# Return best 10 examples
|
| 864 |
-
function bestSubPop(pop::Population; topn::Integer=10)::Population
|
| 865 |
-
best_idx = sortperm([pop.members[member].score for member=1:pop.n])
|
| 866 |
-
return Population(pop.members[best_idx[1:topn]])
|
| 867 |
-
end
|
| 868 |
-
|
| 869 |
-
# Pass through the population several times, replacing the oldest
|
| 870 |
-
# with the fittest of a small subsample
|
| 871 |
-
function regEvolCycle(pop::Population, T::Float32, curmaxsize::Integer,
|
| 872 |
-
frequencyComplexity::Array{Float32, 1})::Population
|
| 873 |
-
# Batch over each subsample. Can give 15% improvement in speed; probably moreso for large pops.
|
| 874 |
-
# but is ultimately a different algorithm than regularized evolution, and might not be
|
| 875 |
-
# as good.
|
| 876 |
-
if fast_cycle
|
| 877 |
-
shuffle!(pop.members)
|
| 878 |
-
n_evol_cycles = round(Integer, pop.n/ns)
|
| 879 |
-
babies = Array{PopMember}(undef, n_evol_cycles)
|
| 880 |
-
|
| 881 |
-
# Iterate each ns-member sub-sample
|
| 882 |
-
@inbounds Threads.@threads for i=1:n_evol_cycles
|
| 883 |
-
best_score = Inf32
|
| 884 |
-
best_idx = 1+(i-1)*ns
|
| 885 |
-
# Calculate best member of the subsample:
|
| 886 |
-
for sub_i=1+(i-1)*ns:i*ns
|
| 887 |
-
if pop.members[sub_i].score < best_score
|
| 888 |
-
best_score = pop.members[sub_i].score
|
| 889 |
-
best_idx = sub_i
|
| 890 |
-
end
|
| 891 |
-
end
|
| 892 |
-
allstar = pop.members[best_idx]
|
| 893 |
-
babies[i] = iterate(allstar, T, curmaxsize, frequencyComplexity)
|
| 894 |
-
end
|
| 895 |
-
|
| 896 |
-
# Replace the n_evol_cycles-oldest members of each population
|
| 897 |
-
@inbounds for i=1:n_evol_cycles
|
| 898 |
-
oldest = argmin([pop.members[member].birth for member=1:pop.n])
|
| 899 |
-
pop.members[oldest] = babies[i]
|
| 900 |
-
end
|
| 901 |
-
else
|
| 902 |
-
for i=1:round(Integer, pop.n/ns)
|
| 903 |
-
allstar = bestOfSample(pop)
|
| 904 |
-
baby = iterate(allstar, T, curmaxsize, frequencyComplexity)
|
| 905 |
-
#printTree(baby.tree)
|
| 906 |
-
oldest = argmin([pop.members[member].birth for member=1:pop.n])
|
| 907 |
-
pop.members[oldest] = baby
|
| 908 |
-
end
|
| 909 |
-
end
|
| 910 |
-
|
| 911 |
-
return pop
|
| 912 |
-
end
|
| 913 |
-
|
| 914 |
-
# Cycle through regularized evolution many times,
|
| 915 |
-
# printing the fittest equation every 10% through
|
| 916 |
-
function run(
|
| 917 |
-
pop::Population,
|
| 918 |
-
ncycles::Integer,
|
| 919 |
-
curmaxsize::Integer,
|
| 920 |
-
frequencyComplexity::Array{Float32, 1};
|
| 921 |
-
verbosity::Integer=0
|
| 922 |
-
)::Population
|
| 923 |
-
|
| 924 |
-
allT = LinRange(1.0f0, 0.0f0, ncycles)
|
| 925 |
-
for iT in 1:size(allT)[1]
|
| 926 |
-
if annealing
|
| 927 |
-
pop = regEvolCycle(pop, allT[iT], curmaxsize, frequencyComplexity)
|
| 928 |
-
else
|
| 929 |
-
pop = regEvolCycle(pop, 1.0f0, curmaxsize, frequencyComplexity)
|
| 930 |
-
end
|
| 931 |
-
|
| 932 |
-
if verbosity > 0 && (iT % verbosity == 0)
|
| 933 |
-
bestPops = bestSubPop(pop)
|
| 934 |
-
bestCurScoreIdx = argmin([bestPops.members[member].score for member=1:bestPops.n])
|
| 935 |
-
bestCurScore = bestPops.members[bestCurScoreIdx].score
|
| 936 |
-
debug(verbosity, bestCurScore, " is the score for ", stringTree(bestPops.members[bestCurScoreIdx].tree))
|
| 937 |
-
end
|
| 938 |
-
end
|
| 939 |
-
|
| 940 |
-
return pop
|
| 941 |
-
end
|
| 942 |
-
|
| 943 |
-
# Get all the constants from a tree
|
| 944 |
-
function getConstants(tree::Node)::Array{Float32, 1}
|
| 945 |
-
if tree.degree == 0
|
| 946 |
-
if tree.constant
|
| 947 |
-
return [tree.val]
|
| 948 |
-
else
|
| 949 |
-
return Float32[]
|
| 950 |
-
end
|
| 951 |
-
elseif tree.degree == 1
|
| 952 |
-
return getConstants(tree.l)
|
| 953 |
-
else
|
| 954 |
-
both = [getConstants(tree.l), getConstants(tree.r)]
|
| 955 |
-
return [constant for subtree in both for constant in subtree]
|
| 956 |
-
end
|
| 957 |
-
end
|
| 958 |
-
|
| 959 |
-
# Set all the constants inside a tree
|
| 960 |
-
function setConstants(tree::Node, constants::Array{Float32, 1})
|
| 961 |
-
if tree.degree == 0
|
| 962 |
-
if tree.constant
|
| 963 |
-
tree.val = constants[1]
|
| 964 |
-
end
|
| 965 |
-
elseif tree.degree == 1
|
| 966 |
-
setConstants(tree.l, constants)
|
| 967 |
-
else
|
| 968 |
-
numberLeft = countConstants(tree.l)
|
| 969 |
-
setConstants(tree.l, constants)
|
| 970 |
-
setConstants(tree.r, constants[numberLeft+1:end])
|
| 971 |
-
end
|
| 972 |
-
end
|
| 973 |
-
|
| 974 |
-
|
| 975 |
-
# Proxy function for optimization
|
| 976 |
-
function optFunc(x::Array{Float32, 1}, tree::Node)::Float32
|
| 977 |
-
setConstants(tree, x)
|
| 978 |
-
return scoreFunc(tree)
|
| 979 |
-
end
|
| 980 |
-
|
| 981 |
-
# Use Nelder-Mead to optimize the constants in an equation
|
| 982 |
-
function optimizeConstants(member::PopMember)::PopMember
|
| 983 |
-
nconst = countConstants(member.tree)
|
| 984 |
-
if nconst == 0
|
| 985 |
-
return member
|
| 986 |
-
end
|
| 987 |
-
x0 = getConstants(member.tree)
|
| 988 |
-
f(x::Array{Float32,1})::Float32 = optFunc(x, member.tree)
|
| 989 |
-
if size(x0)[1] == 1
|
| 990 |
-
algorithm = Optim.Newton
|
| 991 |
-
else
|
| 992 |
-
algorithm = Optim.NelderMead
|
| 993 |
-
end
|
| 994 |
-
|
| 995 |
-
try
|
| 996 |
-
result = Optim.optimize(f, x0, algorithm(), Optim.Options(iterations=100))
|
| 997 |
-
# Try other initial conditions:
|
| 998 |
-
for i=1:nrestarts
|
| 999 |
-
tmpresult = Optim.optimize(f, x0 .* (1f0 .+ 5f-1*randn(Float32, size(x0)[1])), algorithm(), Optim.Options(iterations=100))
|
| 1000 |
-
if tmpresult.minimum < result.minimum
|
| 1001 |
-
result = tmpresult
|
| 1002 |
-
end
|
| 1003 |
-
end
|
| 1004 |
-
|
| 1005 |
-
if Optim.converged(result)
|
| 1006 |
-
setConstants(member.tree, result.minimizer)
|
| 1007 |
-
member.score = convert(Float32, result.minimum)
|
| 1008 |
-
member.birth = getTime()
|
| 1009 |
-
else
|
| 1010 |
-
setConstants(member.tree, x0)
|
| 1011 |
-
end
|
| 1012 |
-
catch error
|
| 1013 |
-
# Fine if optimization encountered domain error, just return x0
|
| 1014 |
-
if isa(error, AssertionError)
|
| 1015 |
-
setConstants(member.tree, x0)
|
| 1016 |
-
else
|
| 1017 |
-
throw(error)
|
| 1018 |
-
end
|
| 1019 |
-
end
|
| 1020 |
-
return member
|
| 1021 |
-
end
|
| 1022 |
-
|
| 1023 |
-
|
| 1024 |
-
# List of the best members seen all time
|
| 1025 |
-
mutable struct HallOfFame
|
| 1026 |
-
members::Array{PopMember, 1}
|
| 1027 |
-
exists::Array{Bool, 1} #Whether it has been set
|
| 1028 |
-
|
| 1029 |
-
# Arranged by complexity - store one at each.
|
| 1030 |
-
HallOfFame() = new([PopMember(Node(1f0), 1f9) for i=1:actualMaxsize], [false for i=1:actualMaxsize])
|
| 1031 |
-
end
|
| 1032 |
-
|
| 1033 |
-
|
| 1034 |
-
# Check for errors before they happen
|
| 1035 |
-
function testConfiguration()
|
| 1036 |
-
test_input = LinRange(-100f0, 100f0, 99)
|
| 1037 |
-
|
| 1038 |
-
try
|
| 1039 |
-
for left in test_input
|
| 1040 |
-
for right in test_input
|
| 1041 |
-
for binop in binops
|
| 1042 |
-
test_output = binop.(left, right)
|
| 1043 |
-
end
|
| 1044 |
-
end
|
| 1045 |
-
for unaop in unaops
|
| 1046 |
-
test_output = unaop.(left)
|
| 1047 |
-
end
|
| 1048 |
-
end
|
| 1049 |
-
catch error
|
| 1050 |
-
@printf("\n\nYour configuration is invalid - one of your operators is not well-defined over the real line.\n\n\n")
|
| 1051 |
-
throw(error)
|
| 1052 |
-
end
|
| 1053 |
-
end
|
| 1054 |
-
|
| 1055 |
|
| 1056 |
function fullRun(niterations::Integer;
|
| 1057 |
npop::Integer=300,
|
|
|
|
|
|
|
| 1 |
import Printf: @printf
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|
| 2 |
|
| 3 |
function fullRun(niterations::Integer;
|
| 4 |
npop::Integer=300,
|
julia/truth.jl
ADDED
|
@@ -0,0 +1,77 @@
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
| 1 |
+
# *** Custom Functions
|
| 2 |
+
##################################################################################################################################
|
| 3 |
+
# *** Will somewhere need to define a list TRUTHS of all valid auxliary truths
|
| 4 |
+
struct Transformation
|
| 5 |
+
type::Integer # 1 is symmetry, 2 is zero, 3 is equality
|
| 6 |
+
params::Array{Int32}
|
| 7 |
+
Transformation(type::Integer, params::Array{Int32}) = new(type, params)
|
| 8 |
+
Transformation(type::Integer, params::Array{Int64}) = new(type, params)
|
| 9 |
+
|
| 10 |
+
end
|
| 11 |
+
struct Truth
|
| 12 |
+
transformation::Transformation
|
| 13 |
+
weights::Array{Float32}
|
| 14 |
+
Truth(transformation::Transformation, weights::Array{Float32}) = new(transformation, weights)
|
| 15 |
+
Truth(type::Int64, params::Array{Int64}, weights::Array{Float32}) = new(Transformation(type, params), weights)
|
| 16 |
+
Truth(transformation::Transformation, weights::Array{Float64}) = new(transformation, weights)
|
| 17 |
+
Truth(type::Int64, params::Array{Int64}, weights::Array{Float64}) = new(Transformation(type, params), weights)
|
| 18 |
+
end
|
| 19 |
+
# Returns a linear combination when given X of shape nxd, y of shape nx1 is f(x) and w of shape d+2x1, result is shape nx1
|
| 20 |
+
function LinearPrediction(cX::Array{Float32}, cy::Array{Float32}, w::Array{Float32})::Array{Float32}
|
| 21 |
+
preds = 0
|
| 22 |
+
for i in 1:ndims(cX)
|
| 23 |
+
preds = preds .+ cX[:,i].*w[i]
|
| 24 |
+
end
|
| 25 |
+
preds = preds .+ cy.*w[ndims(cX)+1]
|
| 26 |
+
return preds .+ w[ndims(cX)+2]
|
| 27 |
+
end
|
| 28 |
+
|
| 29 |
+
# Returns a copy of the data with the two specified columns swapped
|
| 30 |
+
function swapColumns(cX::Array{Float32, 2}, a::Integer, b::Integer)::Array{Float32, 2}
|
| 31 |
+
X1 = copy(cX)
|
| 32 |
+
X1[:, a] = cX[:, b]
|
| 33 |
+
X1[:, b] = cX[:, a]
|
| 34 |
+
return X1
|
| 35 |
+
end
|
| 36 |
+
|
| 37 |
+
# Returns a copy of the data with the specified integers in the list set to value given
|
| 38 |
+
function setVal(cX::Array{Float32, 2}, a::Array{Int32, 1}, val::Float32)::Array{Float32, 2}
|
| 39 |
+
X1 = copy(cX)
|
| 40 |
+
for i in 1:size(a)[1]
|
| 41 |
+
X1[:, a[i]] = fill!(cX[:, a[i]], val)
|
| 42 |
+
end
|
| 43 |
+
return X1
|
| 44 |
+
end
|
| 45 |
+
|
| 46 |
+
# Returns a copy of the data with the specified integer indices in the list set to the first item of that list
|
| 47 |
+
function setEq(cX::Array{Float32, 2}, a::Array{Int32, 1})::Array{Float32, 2}
|
| 48 |
+
X1 = copy(cX)
|
| 49 |
+
val = X1[:, a[1]]
|
| 50 |
+
for i in 1:size(a)[1]
|
| 51 |
+
X1[:, a[i]] = val
|
| 52 |
+
end
|
| 53 |
+
return X1
|
| 54 |
+
end
|
| 55 |
+
|
| 56 |
+
# Takes in a dataset and returns the transformed version of it as per the specified type and parameters
|
| 57 |
+
function transform(cX::Array{Float32, 2}, transformation::Transformation)::Array{Float32, 2}
|
| 58 |
+
if transformation.type==1 # then symmetry
|
| 59 |
+
a = transformation.params[1]
|
| 60 |
+
b = transformation.params[2]
|
| 61 |
+
return swapColumns(cX, a, b)
|
| 62 |
+
elseif transformation.type==2 # then zero condition
|
| 63 |
+
return setVal(cX, transformation.params, Float32(0))
|
| 64 |
+
elseif transformation.type == 3 # then equality condition
|
| 65 |
+
return setEq(cX, transformation.params)
|
| 66 |
+
else # Then error return X
|
| 67 |
+
return cX
|
| 68 |
+
end
|
| 69 |
+
end
|
| 70 |
+
function transform(cX::Array{Float32, 2}, truth::Truth)::Array{Float32, 2}
|
| 71 |
+
return transform(cX, truth.transformation)
|
| 72 |
+
end
|
| 73 |
+
|
| 74 |
+
# Takes in X that has been transformed and returns what the Truth projects the target values should be
|
| 75 |
+
function truthPrediction(X_transformed::Array{Float32, 2}, cy::Array{Float32}, truth::Truth)::Array{Float32}
|
| 76 |
+
return LinearPrediction(X_transformed, cy, truth.weights)
|
| 77 |
+
end
|
julia/truthPops.jl
ADDED
|
@@ -0,0 +1,170 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Returns the MSE between the predictions and the truth provided targets for the given dataset
|
| 2 |
+
function truthScore(member::PopMember, cX::Array{Float32, 2}, cy::Array{Float32}, truth::Truth)::Float32
|
| 3 |
+
transformed = transform(cX, truth)
|
| 4 |
+
targets = truthPrediction(transformed, cy, truth)
|
| 5 |
+
preds = evalTreeArray(member.tree, transformed)
|
| 6 |
+
return MSE(preds, targets)
|
| 7 |
+
end
|
| 8 |
+
|
| 9 |
+
# Assumes a dataset X, y for a given truth
|
| 10 |
+
function truthScore(member::PopMember, truth::Truth)::Float32
|
| 11 |
+
return truthScore(member, X, y, truth)
|
| 12 |
+
end
|
| 13 |
+
|
| 14 |
+
# Assumes a list of Truths TRUTHS is defined. Performs the truthScore function for each of them and returns the average
|
| 15 |
+
function truthScore(member::PopMember, cX::Array{Float32, 2}, cy::Array{Float32})::Float32
|
| 16 |
+
s = 0
|
| 17 |
+
for truth in TRUTHS
|
| 18 |
+
s += (truthScore(member, cX, cy, truth))/size(TRUTHS)[1]
|
| 19 |
+
end
|
| 20 |
+
return s
|
| 21 |
+
end
|
| 22 |
+
|
| 23 |
+
# Assumes list of Truths TRUTHS and dataset X, y are defined
|
| 24 |
+
function truthScore(member::PopMember)::Float32
|
| 25 |
+
return truthScore(member, X, y)
|
| 26 |
+
end
|
| 27 |
+
# Returns the MSE between the predictions and the truth provided targets for the given dataset
|
| 28 |
+
function truthScore(tree::Node, cX::Array{Float32, 2}, cy::Array{Float32}, truth::Truth)::Float32
|
| 29 |
+
transformed = transform(cX, truth)
|
| 30 |
+
targets = truthPrediction(transformed, cy, truth)
|
| 31 |
+
preds = evalTreeArray(tree, transformed)
|
| 32 |
+
return MSE(preds, targets)
|
| 33 |
+
end
|
| 34 |
+
|
| 35 |
+
# Assumes a dataset X, y for a given truth
|
| 36 |
+
function truthScore(tree::Node, truth::Truth)::Float32
|
| 37 |
+
return truthScore(tree, X, y, truth)
|
| 38 |
+
end
|
| 39 |
+
|
| 40 |
+
# Assumes a list of Truths TRUTHS is defined. Performs the truthScore function for each of them and returns the average
|
| 41 |
+
function truthScore(tree::Node, cX::Array{Float32, 2}, cy::Array{Float32})::Float32
|
| 42 |
+
s = 0
|
| 43 |
+
for truth in TRUTHS
|
| 44 |
+
s += (truthScore(tree, cX, cy, truth))/size(TRUTHS)[1]
|
| 45 |
+
end
|
| 46 |
+
return s
|
| 47 |
+
end
|
| 48 |
+
|
| 49 |
+
# Assumes list of Truths TRUTHS and dataset X, y are defined
|
| 50 |
+
function truthScore(tree::Node)::Float32
|
| 51 |
+
return truthScore(tree, X, y)
|
| 52 |
+
end
|
| 53 |
+
|
| 54 |
+
# Returns true iff Truth Score is below a given threshold i.e truth is satisfied
|
| 55 |
+
function testTruth(member::PopMember, truth::Truth, threshold::Float32=Float32(1.0e-8))::Bool
|
| 56 |
+
truthError = truthScore(member, truth)
|
| 57 |
+
#print(stringTree(member.tree), "\n")
|
| 58 |
+
#print(truth, ": ")
|
| 59 |
+
#print(truthError, "\n")
|
| 60 |
+
if truthError > threshold
|
| 61 |
+
#print("Returns False \n ----\n")
|
| 62 |
+
return false
|
| 63 |
+
else
|
| 64 |
+
#print("Returns True \n ----\n")
|
| 65 |
+
return true
|
| 66 |
+
end
|
| 67 |
+
end
|
| 68 |
+
|
| 69 |
+
# Returns a list of violating functions from assumed list TRUTHS
|
| 70 |
+
function violatingTruths(member::PopMember)::Array{Truth}
|
| 71 |
+
return violatingTruths(member.tree)
|
| 72 |
+
end
|
| 73 |
+
|
| 74 |
+
# Returns true iff Truth Score is below a given threshold i.e truth is satisfied
|
| 75 |
+
function testTruth(tree::Node, truth::Truth, threshold::Float32=Float32(1.0e-3))::Bool
|
| 76 |
+
truthError = truthScore(tree, truth)
|
| 77 |
+
if truthError > threshold
|
| 78 |
+
return false
|
| 79 |
+
else
|
| 80 |
+
return true
|
| 81 |
+
end
|
| 82 |
+
end
|
| 83 |
+
|
| 84 |
+
# Returns a list of violating functions from assumed list TRUTHS
|
| 85 |
+
function violatingTruths(tree::Node)::Array{Truth}
|
| 86 |
+
toReturn = []
|
| 87 |
+
#print("\n Checking Equation ", stringTree(tree), "\n")
|
| 88 |
+
for truth in TRUTHS
|
| 89 |
+
test_truth = testTruth(tree, truth)
|
| 90 |
+
#print("Truth: ", truth, ": " , test_truth, "\n-----\n")
|
| 91 |
+
if !test_truth
|
| 92 |
+
append!(toReturn, [truth])
|
| 93 |
+
end
|
| 94 |
+
end
|
| 95 |
+
return toReturn
|
| 96 |
+
end
|
| 97 |
+
|
| 98 |
+
function randomIndex(cX::Array{Float32, 2}, k::Integer=10)::Array{Int32, 1}
|
| 99 |
+
indxs = sample([Int32(i) for i in 1:size(cX)[1]], k)
|
| 100 |
+
return indxs
|
| 101 |
+
end
|
| 102 |
+
|
| 103 |
+
function randomIndex(leng::Integer, k::Integer=10)::Array{Int32, 1}
|
| 104 |
+
indxs = sample([Int32(i) for i in 1:leng], k)
|
| 105 |
+
return indxs
|
| 106 |
+
end
|
| 107 |
+
|
| 108 |
+
function extendedX(cX::Array{Float32, 2}, truth::Truth, indx::Array{Int32, 1})::Array{Float32, 2}
|
| 109 |
+
workingcX = copy(cX)
|
| 110 |
+
X_slice = workingcX[indx, :]
|
| 111 |
+
X_transformed = transform(X_slice, truth)
|
| 112 |
+
return X_transformed
|
| 113 |
+
end
|
| 114 |
+
function extendedX(truth::Truth, indx::Array{Int32, 1})::Union{Array{Float32, 2}, Nothing}
|
| 115 |
+
return extendedX(OGX, truth, indx)
|
| 116 |
+
end
|
| 117 |
+
function extendedX(cX::Array{Float32, 2}, violatedTruths::Array{Truth}, indx::Array{Int32, 1})::Union{Array{Float32, 2}, Nothing}
|
| 118 |
+
if length(violatedTruths) == 0
|
| 119 |
+
return nothing
|
| 120 |
+
end
|
| 121 |
+
workingX = extendedX(cX, violatedTruths[1], indx)
|
| 122 |
+
for truth in violatedTruths[2:length(violatedTruths)]
|
| 123 |
+
workingX = vcat(workingX, extendedX(cX, truth, indx))
|
| 124 |
+
end
|
| 125 |
+
return workingX
|
| 126 |
+
end
|
| 127 |
+
function extendedX(violatedTruths::Array{Truth}, indx::Array{Int32, 1})::Union{Array{Float32, 2}, Nothing}
|
| 128 |
+
return extendedX(OGX, violatedTruths, indx)
|
| 129 |
+
end
|
| 130 |
+
function extendedX(tree::Node, indx::Array{Int32, 1})::Union{Array{Float32, 2}, Nothing}
|
| 131 |
+
violatedTruths = violatingTruths(tree)
|
| 132 |
+
return extendedX(violatedTruths, indx)
|
| 133 |
+
end
|
| 134 |
+
function extendedX(member::PopMember, indx::Array{Int32, 1})::Union{Array{Float32, 2}, Nothing}
|
| 135 |
+
return extendedX(member.tree, indx)
|
| 136 |
+
end
|
| 137 |
+
|
| 138 |
+
|
| 139 |
+
function extendedy(cX::Array{Float32, 2}, cy::Array{Float32}, truth::Truth, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 140 |
+
cy = copy(cy)
|
| 141 |
+
cX = copy(cX)
|
| 142 |
+
X_slice = cX[indx, :]
|
| 143 |
+
y_slice = cy[indx]
|
| 144 |
+
X_transformed = transform(X_slice, truth)
|
| 145 |
+
y_transformed = truthPrediction(X_transformed, y_slice, truth)
|
| 146 |
+
return y_transformed
|
| 147 |
+
end
|
| 148 |
+
function extendedy(truth::Truth, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 149 |
+
return extendedy(OGX, OGy, truth, indx)
|
| 150 |
+
end
|
| 151 |
+
function extendedy(cX::Array{Float32, 2}, cy::Array{Float32}, violatedTruths::Array{Truth}, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 152 |
+
if length(violatedTruths) == 0
|
| 153 |
+
return nothing
|
| 154 |
+
end
|
| 155 |
+
workingy = extendedy(cX, cy, violatedTruths[1], indx)
|
| 156 |
+
for truth in violatedTruths[2:length(violatedTruths)]
|
| 157 |
+
workingy = vcat(workingy, extendedy(cX, cy, truth, indx))
|
| 158 |
+
end
|
| 159 |
+
return workingy
|
| 160 |
+
end
|
| 161 |
+
function extendedy(violatedTruths::Array{Truth}, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 162 |
+
return extendedy(OGX,OGy, violatedTruths, indx)
|
| 163 |
+
end
|
| 164 |
+
function extendedy(tree::Node, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 165 |
+
violatedTruths = violatingTruths(tree)
|
| 166 |
+
return extendedy(violatedTruths, indx)
|
| 167 |
+
end
|
| 168 |
+
function extendedy(member::PopMember, indx::Array{Int32, 1})::Union{Array{Float32}, Nothing}
|
| 169 |
+
return extendedy(member.tree, indx)
|
| 170 |
+
end
|
pysr/sr.py
CHANGED
|
@@ -192,15 +192,7 @@ def pysr(X=None, y=None, weights=None,
|
|
| 192 |
(as strings).
|
| 193 |
|
| 194 |
"""
|
| 195 |
-
|
| 196 |
-
raise ValueError("The threads kwarg is deprecated. Use procs.")
|
| 197 |
-
if limitPowComplexity:
|
| 198 |
-
raise ValueError("The limitPowComplexity kwarg is deprecated. Use constraints.")
|
| 199 |
-
if maxdepth is None:
|
| 200 |
-
maxdepth = maxsize
|
| 201 |
-
if equation_file is None:
|
| 202 |
-
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
| 203 |
-
equation_file = 'hall_of_fame_' + date_time + '.csv'
|
| 204 |
|
| 205 |
if isinstance(X, pd.DataFrame):
|
| 206 |
variable_names = list(X.columns)
|
|
@@ -211,119 +203,165 @@ def pysr(X=None, y=None, weights=None,
|
|
| 211 |
if len(X.shape) == 1:
|
| 212 |
X = X[:, None]
|
| 213 |
|
| 214 |
-
|
| 215 |
-
|
| 216 |
-
assert len(X.shape) == 2
|
| 217 |
-
assert len(y.shape) == 1
|
| 218 |
-
assert X.shape[0] == y.shape[0]
|
| 219 |
-
if weights is not None:
|
| 220 |
-
assert len(weights.shape) == 1
|
| 221 |
-
assert X.shape[0] == weights.shape[0]
|
| 222 |
-
if use_custom_variable_names:
|
| 223 |
-
assert len(variable_names) == X.shape[1]
|
| 224 |
|
| 225 |
|
| 226 |
if len(X) > 10000 and not batching:
|
| 227 |
warnings.warn("Note: you are running with more than 10,000 datapoints. You should consider turning on batching (https://pysr.readthedocs.io/en/latest/docs/options/#batching). You should also reconsider if you need that many datapoints. Unless you have a large amount of noise (in which case you should smooth your dataset first), generally < 10,000 datapoints is enough to find a functional form with symbolic regression. More datapoints will lower the search speed.")
|
| 228 |
|
| 229 |
-
|
| 230 |
-
|
| 231 |
-
|
| 232 |
-
|
| 233 |
-
|
| 234 |
-
if use_custom_variable_names:
|
| 235 |
-
variable_names = [variable_names[selection[i]] for i in range(len(selection))]
|
| 236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 237 |
if populations is None:
|
| 238 |
populations = procs
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 239 |
|
| 240 |
-
if
|
| 241 |
-
|
| 242 |
|
| 243 |
-
|
| 244 |
-
if test == 'simple1':
|
| 245 |
-
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**2.5 + 5*np.cos(X[:, 3]) - 5"
|
| 246 |
-
elif test == 'simple2':
|
| 247 |
-
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**3.5 + 1/(np.abs(X[:, 0])+1)"
|
| 248 |
-
elif test == 'simple3':
|
| 249 |
-
eval_str = "np.exp(X[:, 0]/2) + 12.0 + np.log(np.abs(X[:, 0])*10 + 1)"
|
| 250 |
-
elif test == 'simple4':
|
| 251 |
-
eval_str = "1.0 + 3*X[:, 0]**2 - 0.5*X[:, 0]**3 + 0.1*X[:, 0]**4"
|
| 252 |
-
elif test == 'simple5':
|
| 253 |
-
eval_str = "(np.exp(X[:, 3]) + 3)/(np.abs(X[:, 1]) + np.cos(X[:, 0]) + 1.1)"
|
| 254 |
-
|
| 255 |
-
X = np.random.randn(100, 5)*3
|
| 256 |
-
y = eval(eval_str)
|
| 257 |
-
print("Running on", eval_str)
|
| 258 |
|
| 259 |
-
# System-independent paths
|
| 260 |
-
pkg_directory = Path(__file__).parents[1] / 'julia'
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pkg_filename = pkg_directory / "sr.jl"
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operator_filename = pkg_directory / "operators.jl"
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y_filename = tmpdir / "y.csv"
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weights_filename = tmpdir / "weights.csv"
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def_hyperparams = ""
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if is_user_defined_operator:
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def_hyperparams += op + "\n"
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# Cut off from the first non-alphanumeric char:
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first_non_char = [
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j for j in range(len(op))
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if not (op[j].isalpha() or op[j].isdigit())][0]
|
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function_name = op[:first_non_char]
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op_list[i] = function_name
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constraints[op][0], constraints[op][1] = constraints[op][1], constraints[op][0]
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constraints_str += ", "
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constraints_str += f"{val:d}"
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first = False
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constraints_str += """]
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const bin_constraints = ["""
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| 327 |
def_hyperparams += f"""include("{_escape_filename(operator_filename)}")
|
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{constraints_str}
|
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const binops = {'[' + ', '.join(binary_operators) + ']'}
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@@ -362,7 +400,6 @@ const warmupMaxsize = {warmupMaxsize:d}
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const limitPowComplexity = {"true" if limitPowComplexity else "false"}
|
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const useFrequency = {"true" if useFrequency else "false"}
|
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"""
|
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-
|
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op_runner = ""
|
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if len(binary_operators) > 0:
|
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op_runner += """
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@@ -373,14 +410,13 @@ const useFrequency = {"true" if useFrequency else "false"}
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end"""
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for i in range(1, len(binary_operators)):
|
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op_runner += f"""
|
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-
elseif i === {i+1}
|
| 377 |
@inbounds @simd for j=1:clen
|
| 378 |
x[j] = {binary_operators[i]}(x[j], y[j])
|
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end"""
|
| 380 |
op_runner += """
|
| 381 |
end
|
| 382 |
end"""
|
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-
|
| 384 |
if len(unary_operators) > 0:
|
| 385 |
op_runner += """
|
| 386 |
@inline function UNAOP!(x::Array{Float32, 1}, i::Int, clen::Int)
|
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@@ -390,85 +426,160 @@ end"""
|
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| 390 |
end"""
|
| 391 |
for i in range(1, len(unary_operators)):
|
| 392 |
op_runner += f"""
|
| 393 |
-
elseif i === {i+1}
|
| 394 |
@inbounds @simd for j=1:clen
|
| 395 |
x[j] = {unary_operators[i]}(x[j])
|
| 396 |
end"""
|
| 397 |
op_runner += """
|
| 398 |
end
|
| 399 |
end"""
|
| 400 |
-
|
| 401 |
def_hyperparams += op_runner
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-
def_datasets = """using DelimitedFiles"""
|
| 404 |
-
|
| 405 |
-
np.savetxt(X_filename, X, delimiter=',')
|
| 406 |
-
np.savetxt(y_filename, y, delimiter=',')
|
| 407 |
-
if weights is not None:
|
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-
np.savetxt(weights_filename, weights, delimiter=',')
|
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| 414 |
-
if weights is not None:
|
| 415 |
-
def_datasets += f"""
|
| 416 |
-
const weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')"""
|
| 417 |
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| 418 |
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|
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|
| 422 |
-
with open(hyperparam_filename, 'w') as f:
|
| 423 |
-
print(def_hyperparams, file=f)
|
| 424 |
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| 425 |
-
|
| 426 |
-
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| 428 |
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| 435 |
|
| 436 |
-
command = [
|
| 437 |
-
f'julia', f'-O{julia_optimization:d}',
|
| 438 |
-
f'-p', f'{procs}',
|
| 439 |
-
str(runfile_filename),
|
| 440 |
-
]
|
| 441 |
-
if timeout is not None:
|
| 442 |
-
command = [f'timeout', f'{timeout}'] + command
|
| 443 |
|
| 444 |
-
|
| 445 |
-
|
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-
|
| 447 |
-
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| 448 |
|
| 449 |
-
|
| 450 |
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| 453 |
|
| 454 |
-
print("Running on", ' '.join(command))
|
| 455 |
-
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=1)
|
| 456 |
-
try:
|
| 457 |
-
while True:
|
| 458 |
-
line = process.stdout.readline()
|
| 459 |
-
if not line: break
|
| 460 |
-
print(line.decode('utf-8').replace('\n', ''))
|
| 461 |
|
| 462 |
-
|
| 463 |
-
|
| 464 |
-
|
| 465 |
-
|
| 466 |
-
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|
| 467 |
|
| 468 |
-
if delete_tempfiles:
|
| 469 |
-
shutil.rmtree(tmpdir)
|
| 470 |
|
| 471 |
-
|
|
|
|
|
|
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|
|
|
|
|
| 472 |
|
| 473 |
|
| 474 |
def run_feature_selection(X, y, select_k_features):
|
|
@@ -485,7 +596,7 @@ def run_feature_selection(X, y, select_k_features):
|
|
| 485 |
max_features=select_k_features, prefit=True)
|
| 486 |
return selector.get_support(indices=True)
|
| 487 |
|
| 488 |
-
def get_hof(equation_file=None, n_features=None, variable_names=None, extra_sympy_mappings=None):
|
| 489 |
"""Get the equations from a hall of fame file. If no arguments
|
| 490 |
entered, the ones used previously from a call to PySR will be used."""
|
| 491 |
|
|
|
|
| 192 |
(as strings).
|
| 193 |
|
| 194 |
"""
|
| 195 |
+
_raise_depreciation_errors(limitPowComplexity, threads)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 196 |
|
| 197 |
if isinstance(X, pd.DataFrame):
|
| 198 |
variable_names = list(X.columns)
|
|
|
|
| 203 |
if len(X.shape) == 1:
|
| 204 |
X = X[:, None]
|
| 205 |
|
| 206 |
+
_check_assertions(X, binary_operators, unary_operators,
|
| 207 |
+
use_custom_variable_names, variable_names, weights, y)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 208 |
|
| 209 |
|
| 210 |
if len(X) > 10000 and not batching:
|
| 211 |
warnings.warn("Note: you are running with more than 10,000 datapoints. You should consider turning on batching (https://pysr.readthedocs.io/en/latest/docs/options/#batching). You should also reconsider if you need that many datapoints. Unless you have a large amount of noise (in which case you should smooth your dataset first), generally < 10,000 datapoints is enough to find a functional form with symbolic regression. More datapoints will lower the search speed.")
|
| 212 |
|
| 213 |
+
X, variable_names = _handle_feature_selection(
|
| 214 |
+
X, select_k_features,
|
| 215 |
+
use_custom_variable_names, variable_names, y
|
| 216 |
+
)
|
|
|
|
|
|
|
|
|
|
| 217 |
|
| 218 |
+
if maxdepth is None:
|
| 219 |
+
maxdepth = maxsize
|
| 220 |
+
if equation_file is None:
|
| 221 |
+
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
| 222 |
+
equation_file = 'hall_of_fame_' + date_time + '.csv'
|
| 223 |
if populations is None:
|
| 224 |
populations = procs
|
| 225 |
+
if isinstance(binary_operators, str):
|
| 226 |
+
binary_operators = [binary_operators]
|
| 227 |
+
if isinstance(unary_operators, str):
|
| 228 |
+
unary_operators = [unary_operators]
|
| 229 |
+
if X is None:
|
| 230 |
+
X, y = _using_test_input(X, test, y)
|
| 231 |
+
|
| 232 |
+
kwargs = dict(X=X, y=y, weights=weights,
|
| 233 |
+
alpha=alpha, annealing=annealing, batchSize=batchSize,
|
| 234 |
+
batching=batching, binary_operators=binary_operators,
|
| 235 |
+
equation_file=equation_file, fast_cycle=fast_cycle,
|
| 236 |
+
fractionReplaced=fractionReplaced,
|
| 237 |
+
ncyclesperiteration=ncyclesperiteration,
|
| 238 |
+
niterations=niterations, npop=npop,
|
| 239 |
+
topn=topn, verbosity=verbosity,
|
| 240 |
+
julia_optimization=julia_optimization, timeout=timeout,
|
| 241 |
+
fractionReplacedHof=fractionReplacedHof,
|
| 242 |
+
hofMigration=hofMigration,
|
| 243 |
+
limitPowComplexity=limitPowComplexity, maxdepth=maxdepth,
|
| 244 |
+
maxsize=maxsize, migration=migration, nrestarts=nrestarts,
|
| 245 |
+
parsimony=parsimony, perturbationFactor=perturbationFactor,
|
| 246 |
+
populations=populations, procs=procs,
|
| 247 |
+
shouldOptimizeConstants=shouldOptimizeConstants,
|
| 248 |
+
unary_operators=unary_operators, useFrequency=useFrequency,
|
| 249 |
+
use_custom_variable_names=use_custom_variable_names,
|
| 250 |
+
variable_names=variable_names, warmupMaxsize=warmupMaxsize,
|
| 251 |
+
weightAddNode=weightAddNode,
|
| 252 |
+
weightDeleteNode=weightDeleteNode,
|
| 253 |
+
weightDoNothing=weightDoNothing,
|
| 254 |
+
weightInsertNode=weightInsertNode,
|
| 255 |
+
weightMutateConstant=weightMutateConstant,
|
| 256 |
+
weightMutateOperator=weightMutateOperator,
|
| 257 |
+
weightRandomize=weightRandomize,
|
| 258 |
+
weightSimplify=weightSimplify,
|
| 259 |
+
constraints=constraints,
|
| 260 |
+
extra_sympy_mappings=extra_sympy_mappings)
|
| 261 |
+
|
| 262 |
+
kwargs = {**_set_paths(tempdir), **kwargs}
|
| 263 |
+
|
| 264 |
+
kwargs['def_hyperparams'] = _metaprogram_fast_operator(**kwargs)
|
| 265 |
+
|
| 266 |
+
_handle_constraints(**kwargs)
|
| 267 |
+
|
| 268 |
+
kwargs['constraints_str'] = _make_constraints_str(**kwargs)
|
| 269 |
+
kwargs['def_hyperparams'] = _make_hyperparams_julia_str(**kwargs)
|
| 270 |
+
kwargs['def_auxiliary'] = _make_auxiliary_julia_str(**kwargs)
|
| 271 |
+
kwargs['def_datasets'] = _make_datasets_julia_str(**kwargs)
|
| 272 |
+
|
| 273 |
+
_create_julia_files(**kwargs)
|
| 274 |
+
_final_pysr_process(**kwargs)
|
| 275 |
+
_set_globals(**kwargs)
|
| 276 |
|
| 277 |
+
if delete_tempfiles:
|
| 278 |
+
shutil.rmtree(kwargs['tmpdir'])
|
| 279 |
|
| 280 |
+
return get_hof(**kwargs)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 281 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 282 |
|
| 283 |
+
def _make_auxiliary_julia_str(julia_auxiliary_filenames, **kwargs):
|
| 284 |
+
def_auxiliary = '\n'.join([
|
| 285 |
+
f"""include("{_escape_filename(aux_fname)}")""" for aux_fname in julia_auxiliary_filenames
|
| 286 |
+
])
|
| 287 |
+
return def_auxiliary
|
|
|
|
|
|
|
| 288 |
|
|
|
|
| 289 |
|
| 290 |
+
def _set_globals(X, equation_file, extra_sympy_mappings, variable_names, **kwargs):
|
| 291 |
+
global global_n_features
|
| 292 |
+
global global_equation_file
|
| 293 |
+
global global_variable_names
|
| 294 |
+
global global_extra_sympy_mappings
|
| 295 |
+
global_n_features = X.shape[1]
|
| 296 |
+
global_equation_file = equation_file
|
| 297 |
+
global_variable_names = variable_names
|
| 298 |
+
global_extra_sympy_mappings = extra_sympy_mappings
|
| 299 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 300 |
|
| 301 |
+
def _final_pysr_process(julia_optimization, procs, runfile_filename, timeout, **kwargs):
|
| 302 |
+
command = [
|
| 303 |
+
f'julia', f'-O{julia_optimization:d}',
|
| 304 |
+
f'-p', f'{procs}',
|
| 305 |
+
str(runfile_filename),
|
| 306 |
+
]
|
| 307 |
+
if timeout is not None:
|
| 308 |
+
command = [f'timeout', f'{timeout}'] + command
|
| 309 |
+
print("Running on", ' '.join(command))
|
| 310 |
+
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=1)
|
| 311 |
+
try:
|
| 312 |
+
while True:
|
| 313 |
+
line = process.stdout.readline()
|
| 314 |
+
if not line: break
|
| 315 |
+
print(line.decode('utf-8').replace('\n', ''))
|
|
|
|
| 316 |
|
| 317 |
+
process.stdout.close()
|
| 318 |
+
process.wait()
|
| 319 |
+
except KeyboardInterrupt:
|
| 320 |
+
print("Killing process... will return when done.")
|
| 321 |
+
process.kill()
|
|
|
|
|
|
|
|
|
|
| 322 |
|
|
|
|
|
|
|
| 323 |
|
| 324 |
+
def _create_julia_files(auxiliary_filename, dataset_filename, def_auxiliary, def_datasets, def_hyperparams, fractionReplaced, hyperparam_filename,
|
| 325 |
+
ncyclesperiteration, niterations, npop, pkg_filename, runfile_filename, topn, verbosity, **kwargs):
|
| 326 |
+
with open(hyperparam_filename, 'w') as f:
|
| 327 |
+
print(def_hyperparams, file=f)
|
| 328 |
+
with open(dataset_filename, 'w') as f:
|
| 329 |
+
print(def_datasets, file=f)
|
| 330 |
+
with open(auxiliary_filename, 'w') as f:
|
| 331 |
+
print(def_auxiliary, file=f)
|
| 332 |
+
with open(runfile_filename, 'w') as f:
|
| 333 |
+
print(f'@everywhere include("{_escape_filename(hyperparam_filename)}")', file=f)
|
| 334 |
+
print(f'@everywhere include("{_escape_filename(dataset_filename)}")', file=f)
|
| 335 |
+
print(f'@everywhere include("{_escape_filename(auxiliary_filename)}")', file=f)
|
| 336 |
+
print(f'@everywhere include("{_escape_filename(pkg_filename)}")', file=f)
|
| 337 |
+
print(
|
| 338 |
+
f'fullRun({niterations:d}, npop={npop:d}, ncyclesperiteration={ncyclesperiteration:d}, fractionReplaced={fractionReplaced:f}f0, verbosity=round(Int32, {verbosity:f}), topn={topn:d})',
|
| 339 |
+
file=f)
|
| 340 |
+
print(f'rmprocs(nprocs)', file=f)
|
| 341 |
+
|
| 342 |
+
|
| 343 |
+
def _make_datasets_julia_str(X, X_filename, weights, weights_filename, y, y_filename, **kwargs):
|
| 344 |
+
def_datasets = """using DelimitedFiles"""
|
| 345 |
+
np.savetxt(X_filename, X, delimiter=',')
|
| 346 |
+
np.savetxt(y_filename, y, delimiter=',')
|
| 347 |
+
if weights is not None:
|
| 348 |
+
np.savetxt(weights_filename, weights, delimiter=',')
|
| 349 |
+
def_datasets += f"""
|
| 350 |
+
const X = readdlm("{_escape_filename(X_filename)}", ',', Float32, '\\n')
|
| 351 |
+
const y = readdlm("{_escape_filename(y_filename)}", ',', Float32, '\\n')"""
|
| 352 |
+
if weights is not None:
|
| 353 |
+
def_datasets += f"""
|
| 354 |
+
const weights = readdlm("{_escape_filename(weights_filename)}", ',', Float32, '\\n')"""
|
| 355 |
+
return def_datasets
|
| 356 |
|
| 357 |
+
|
| 358 |
+
def _make_hyperparams_julia_str(X, alpha, annealing, batchSize, batching, binary_operators, constraints_str,
|
| 359 |
+
def_hyperparams, equation_file, fast_cycle, fractionReplacedHof, hofMigration,
|
| 360 |
+
limitPowComplexity, maxdepth, maxsize, migration, nrestarts, operator_filename,
|
| 361 |
+
parsimony, perturbationFactor, populations, procs, shouldOptimizeConstants,
|
| 362 |
+
unary_operators, useFrequency, use_custom_variable_names, variable_names, warmupMaxsize, weightAddNode,
|
| 363 |
+
weightDeleteNode, weightDoNothing, weightInsertNode, weightMutateConstant,
|
| 364 |
+
weightMutateOperator, weightRandomize, weightSimplify, weights, **kwargs):
|
| 365 |
def_hyperparams += f"""include("{_escape_filename(operator_filename)}")
|
| 366 |
{constraints_str}
|
| 367 |
const binops = {'[' + ', '.join(binary_operators) + ']'}
|
|
|
|
| 400 |
const limitPowComplexity = {"true" if limitPowComplexity else "false"}
|
| 401 |
const useFrequency = {"true" if useFrequency else "false"}
|
| 402 |
"""
|
|
|
|
| 403 |
op_runner = ""
|
| 404 |
if len(binary_operators) > 0:
|
| 405 |
op_runner += """
|
|
|
|
| 410 |
end"""
|
| 411 |
for i in range(1, len(binary_operators)):
|
| 412 |
op_runner += f"""
|
| 413 |
+
elseif i === {i + 1}
|
| 414 |
@inbounds @simd for j=1:clen
|
| 415 |
x[j] = {binary_operators[i]}(x[j], y[j])
|
| 416 |
end"""
|
| 417 |
op_runner += """
|
| 418 |
end
|
| 419 |
end"""
|
|
|
|
| 420 |
if len(unary_operators) > 0:
|
| 421 |
op_runner += """
|
| 422 |
@inline function UNAOP!(x::Array{Float32, 1}, i::Int, clen::Int)
|
|
|
|
| 426 |
end"""
|
| 427 |
for i in range(1, len(unary_operators)):
|
| 428 |
op_runner += f"""
|
| 429 |
+
elseif i === {i + 1}
|
| 430 |
@inbounds @simd for j=1:clen
|
| 431 |
x[j] = {unary_operators[i]}(x[j])
|
| 432 |
end"""
|
| 433 |
op_runner += """
|
| 434 |
end
|
| 435 |
end"""
|
|
|
|
| 436 |
def_hyperparams += op_runner
|
| 437 |
+
if use_custom_variable_names:
|
| 438 |
+
def_hyperparams += f"""
|
| 439 |
+
const varMap = {'["' + '", "'.join(variable_names) + '"]'}"""
|
| 440 |
+
return def_hyperparams
|
| 441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 442 |
|
| 443 |
+
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs):
|
| 444 |
+
constraints_str = "const una_constraints = ["
|
| 445 |
+
first = True
|
| 446 |
+
for op in unary_operators:
|
| 447 |
+
val = constraints[op]
|
| 448 |
+
if not first:
|
| 449 |
+
constraints_str += ", "
|
| 450 |
+
constraints_str += f"{val:d}"
|
| 451 |
+
first = False
|
| 452 |
+
constraints_str += """]
|
| 453 |
+
const bin_constraints = ["""
|
| 454 |
+
first = True
|
| 455 |
+
for op in binary_operators:
|
| 456 |
+
tup = constraints[op]
|
| 457 |
+
if not first:
|
| 458 |
+
constraints_str += ", "
|
| 459 |
+
constraints_str += f"({tup[0]:d}, {tup[1]:d})"
|
| 460 |
+
first = False
|
| 461 |
+
constraints_str += "]"
|
| 462 |
+
return constraints_str
|
| 463 |
|
|
|
|
|
|
|
|
|
|
| 464 |
|
| 465 |
+
def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs):
|
| 466 |
+
for op in unary_operators:
|
| 467 |
+
if op not in constraints:
|
| 468 |
+
constraints[op] = -1
|
| 469 |
+
for op in binary_operators:
|
| 470 |
+
if op not in constraints:
|
| 471 |
+
constraints[op] = (-1, -1)
|
| 472 |
+
if op in ['plus', 'sub']:
|
| 473 |
+
if constraints[op][0] != constraints[op][1]:
|
| 474 |
+
raise NotImplementedError(
|
| 475 |
+
"You need equal constraints on both sides for - and *, due to simplification strategies.")
|
| 476 |
+
elif op == 'mult':
|
| 477 |
+
# Make sure the complex expression is in the left side.
|
| 478 |
+
if constraints[op][0] == -1:
|
| 479 |
+
continue
|
| 480 |
+
elif constraints[op][1] == -1 or constraints[op][0] < constraints[op][1]:
|
| 481 |
+
constraints[op][0], constraints[op][1] = constraints[op][1], constraints[op][0]
|
| 482 |
|
|
|
|
|
|
|
| 483 |
|
| 484 |
+
def _metaprogram_fast_operator(binary_operators, unary_operators, **kwargs):
|
| 485 |
+
def_hyperparams = ""
|
| 486 |
+
for op_list in [binary_operators, unary_operators]:
|
| 487 |
+
for i in range(len(op_list)):
|
| 488 |
+
op = op_list[i]
|
| 489 |
+
is_user_defined_operator = '(' in op
|
| 490 |
|
| 491 |
+
if is_user_defined_operator:
|
| 492 |
+
def_hyperparams += op + "\n"
|
| 493 |
+
# Cut off from the first non-alphanumeric char:
|
| 494 |
+
first_non_char = [
|
| 495 |
+
j for j in range(len(op))
|
| 496 |
+
if not (op[j].isalpha() or op[j].isdigit())][0]
|
| 497 |
+
function_name = op[:first_non_char]
|
| 498 |
+
op_list[i] = function_name
|
| 499 |
+
return def_hyperparams
|
| 500 |
+
|
| 501 |
+
|
| 502 |
+
def _using_test_input(X, test, y):
|
| 503 |
+
if test == 'simple1':
|
| 504 |
+
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**2.5 + 5*np.cos(X[:, 3]) - 5"
|
| 505 |
+
elif test == 'simple2':
|
| 506 |
+
eval_str = "np.sign(X[:, 2])*np.abs(X[:, 2])**3.5 + 1/(np.abs(X[:, 0])+1)"
|
| 507 |
+
elif test == 'simple3':
|
| 508 |
+
eval_str = "np.exp(X[:, 0]/2) + 12.0 + np.log(np.abs(X[:, 0])*10 + 1)"
|
| 509 |
+
elif test == 'simple4':
|
| 510 |
+
eval_str = "1.0 + 3*X[:, 0]**2 - 0.5*X[:, 0]**3 + 0.1*X[:, 0]**4"
|
| 511 |
+
elif test == 'simple5':
|
| 512 |
+
eval_str = "(np.exp(X[:, 3]) + 3)/(np.abs(X[:, 1]) + np.cos(X[:, 0]) + 1.1)"
|
| 513 |
+
X = np.random.randn(100, 5) * 3
|
| 514 |
+
y = eval(eval_str)
|
| 515 |
+
print("Running on", eval_str)
|
| 516 |
+
return X, y
|
| 517 |
+
|
| 518 |
+
|
| 519 |
+
def _handle_feature_selection(X, select_k_features, use_custom_variable_names, variable_names, y):
|
| 520 |
+
if select_k_features is not None:
|
| 521 |
+
selection = run_feature_selection(X, y, select_k_features)
|
| 522 |
+
print(f"Using features {selection}")
|
| 523 |
+
X = X[:, selection]
|
| 524 |
|
| 525 |
+
if use_custom_variable_names:
|
| 526 |
+
variable_names = [variable_names[selection[i]] for i in range(len(selection))]
|
| 527 |
+
return X, variable_names
|
| 528 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 529 |
|
| 530 |
+
def _set_paths(tempdir):
|
| 531 |
+
# System-independent paths
|
| 532 |
+
pkg_directory = Path(__file__).parents[1] / 'julia'
|
| 533 |
+
pkg_filename = pkg_directory / "sr.jl"
|
| 534 |
+
operator_filename = pkg_directory / "Operators.jl"
|
| 535 |
+
julia_auxiliaries = [
|
| 536 |
+
"Equation.jl", "ProgramConstants.jl",
|
| 537 |
+
"LossFunctions.jl", "Utils.jl", "EvaluateEquation.jl",
|
| 538 |
+
"MutationFunctions.jl", "SimplifyEquation.jl", "PopMember.jl",
|
| 539 |
+
"HallOfFame.jl", "CheckConstraints.jl", "Mutate.jl",
|
| 540 |
+
"Population.jl", "RegularizedEvolution.jl", "SingleIteration.jl",
|
| 541 |
+
"ConstantOptimization.jl"
|
| 542 |
+
]
|
| 543 |
+
julia_auxiliary_filenames = [
|
| 544 |
+
pkg_directory / fname
|
| 545 |
+
for fname in julia_auxiliaries
|
| 546 |
+
]
|
| 547 |
|
| 548 |
+
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
| 549 |
+
hyperparam_filename = tmpdir / f'hyperparams.jl'
|
| 550 |
+
dataset_filename = tmpdir / f'dataset.jl'
|
| 551 |
+
auxiliary_filename = tmpdir / f'auxiliary.jl'
|
| 552 |
+
runfile_filename = tmpdir / f'runfile.jl'
|
| 553 |
+
X_filename = tmpdir / "X.csv"
|
| 554 |
+
y_filename = tmpdir / "y.csv"
|
| 555 |
+
weights_filename = tmpdir / "weights.csv"
|
| 556 |
+
return dict(auxiliary_filename=auxiliary_filename, X_filename=X_filename,
|
| 557 |
+
dataset_filename=dataset_filename,
|
| 558 |
+
hyperparam_filename=hyperparam_filename,
|
| 559 |
+
julia_auxiliary_filenames=julia_auxiliary_filenames,
|
| 560 |
+
operator_filename=operator_filename, pkg_filename=pkg_filename,
|
| 561 |
+
runfile_filename=runfile_filename, tmpdir=tmpdir,
|
| 562 |
+
weights_filename=weights_filename, y_filename=y_filename)
|
| 563 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 564 |
|
| 565 |
+
def _check_assertions(X, binary_operators, unary_operators, use_custom_variable_names, variable_names, weights, y):
|
| 566 |
+
# Check for potential errors before they happen
|
| 567 |
+
assert len(unary_operators) + len(binary_operators) > 0
|
| 568 |
+
assert len(X.shape) == 2
|
| 569 |
+
assert len(y.shape) == 1
|
| 570 |
+
assert X.shape[0] == y.shape[0]
|
| 571 |
+
if weights is not None:
|
| 572 |
+
assert len(weights.shape) == 1
|
| 573 |
+
assert X.shape[0] == weights.shape[0]
|
| 574 |
+
if use_custom_variable_names:
|
| 575 |
+
assert len(variable_names) == X.shape[1]
|
| 576 |
|
|
|
|
|
|
|
| 577 |
|
| 578 |
+
def _raise_depreciation_errors(limitPowComplexity, threads):
|
| 579 |
+
if threads is not None:
|
| 580 |
+
raise ValueError("The threads kwarg is deprecated. Use procs.")
|
| 581 |
+
if limitPowComplexity:
|
| 582 |
+
raise ValueError("The limitPowComplexity kwarg is deprecated. Use constraints.")
|
| 583 |
|
| 584 |
|
| 585 |
def run_feature_selection(X, y, select_k_features):
|
|
|
|
| 596 |
max_features=select_k_features, prefit=True)
|
| 597 |
return selector.get_support(indices=True)
|
| 598 |
|
| 599 |
+
def get_hof(equation_file=None, n_features=None, variable_names=None, extra_sympy_mappings=None, **kwargs):
|
| 600 |
"""Get the equations from a hall of fame file. If no arguments
|
| 601 |
entered, the ones used previously from a call to PySR will be used."""
|
| 602 |
|