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·
97f43e5
1
Parent(s):
42acd41
Remove non-PyJulia parts of codebase
Browse files- pysr/sr.py +177 -529
pysr/sr.py
CHANGED
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@@ -27,7 +27,7 @@ global_state = dict(
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selection=None,
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)
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| 30 |
-
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| 31 |
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sympy_mappings = {
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"div": lambda x, y: x / y,
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@@ -99,7 +99,6 @@ def pysr(
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weightRandomize=1,
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weightSimplify=0.01,
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perturbationFactor=1.0,
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-
timeout=None,
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extra_sympy_mappings=None,
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extra_torch_mappings=None,
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extra_jax_mappings=None,
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@@ -118,7 +117,6 @@ def pysr(
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useFrequency=True,
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tempdir=None,
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delete_tempfiles=True,
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-
julia_optimization=3,
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julia_project=None,
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user_input=True,
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update=True,
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@@ -135,7 +133,6 @@ def pysr(
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Xresampled=None,
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precision=32,
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multithreading=None,
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-
pyjulia=False,
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):
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"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
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Note: most default parameters have been tuned over several example
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@@ -202,8 +199,6 @@ def pysr(
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:type weightRandomize: float
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:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
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:type weightSimplify: float
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-
:param timeout: Time in seconds to timeout search
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-
:type timeout: float
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:param equation_file: Where to save the files (.csv separated by |)
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:type equation_file: str
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:param verbosity: What verbosity level to use. 0 means minimal print statements.
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@@ -230,8 +225,6 @@ def pysr(
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:type constraints: dict
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:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
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:type useFrequency: bool
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-
:param julia_optimization: Optimization level (0, 1, 2, 3)
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-
:type julia_optimization: int
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:param tempdir: directory for the temporary files
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:type tempdir: str/None
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:param delete_tempfiles: whether to delete the temporary files after finishing
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@@ -258,11 +251,11 @@ def pysr(
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:type precision: int
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:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
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:type multithreading: bool
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-
:param pyjulia: Whether to use PyJulia instead of julia binary. PyJulia should reduce startup time for repeat calls.
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-
:type pyjulia: bool
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:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
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:type: pd.DataFrame/list
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"""
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if binary_operators is None:
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binary_operators = "+ * - /".split(" ")
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if unary_operators is None:
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@@ -278,19 +271,14 @@ def pysr(
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# or procs is set to 0 (serial mode).
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multithreading = procs != 0
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-
# Start up Julia:
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global Main
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-
if
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-
# if not multithreading:
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# raise AssertionError(
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# "PyJulia does not support multiprocessing. Turn multithreading=True."
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# )
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-
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if multithreading:
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os.environ["JULIA_NUM_THREADS"] = str(procs)
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from julia import Main
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-
buffer_available = "buffer" in sys.stdout.__dir__()
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if progress is not None:
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if progress and not buffer_available:
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@@ -298,11 +286,6 @@ def pysr(
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"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
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)
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progress = False
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-
if progress and pyjulia:
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warnings.warn(
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-
"Note: it looks like you are using PyJulia. The progress bar will be turned off."
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-
)
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progress = False
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else:
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progress = buffer_available
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@@ -344,8 +327,6 @@ def pysr(
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weights,
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y,
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)
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-
if not pyjulia:
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_check_for_julia_installation()
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if len(X) > 10000 and not batching:
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warnings.warn(
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@@ -398,503 +379,212 @@ def pysr(
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else:
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X, y = _denoise(X, y, Xresampled=Xresampled)
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-
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-
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-
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weights=weights,
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-
alpha=alpha,
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-
annealing=annealing,
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-
batchSize=batchSize,
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-
batching=batching,
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binary_operators=binary_operators,
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-
fast_cycle=fast_cycle,
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-
fractionReplaced=fractionReplaced,
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-
ncyclesperiteration=ncyclesperiteration,
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-
niterations=niterations,
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-
npop=npop,
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-
topn=topn,
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-
verbosity=verbosity,
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-
progress=progress,
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-
update=update,
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| 419 |
-
julia_optimization=julia_optimization,
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| 420 |
-
timeout=timeout,
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-
fractionReplacedHof=fractionReplacedHof,
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-
hofMigration=hofMigration,
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-
maxdepth=maxdepth,
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-
maxsize=maxsize,
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-
migration=migration,
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-
optimizer_algorithm=optimizer_algorithm,
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-
optimizer_nrestarts=optimizer_nrestarts,
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-
optimize_probability=optimize_probability,
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-
optimizer_iterations=optimizer_iterations,
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-
parsimony=parsimony,
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-
perturbationFactor=perturbationFactor,
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-
populations=populations,
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-
procs=procs,
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-
shouldOptimizeConstants=shouldOptimizeConstants,
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-
unary_operators=unary_operators,
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-
useFrequency=useFrequency,
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-
use_custom_variable_names=use_custom_variable_names,
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-
variable_names=variable_names,
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| 439 |
-
warmupMaxsizeBy=warmupMaxsizeBy,
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-
weightAddNode=weightAddNode,
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-
weightDeleteNode=weightDeleteNode,
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-
weightDoNothing=weightDoNothing,
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-
weightInsertNode=weightInsertNode,
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-
weightMutateConstant=weightMutateConstant,
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-
weightMutateOperator=weightMutateOperator,
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-
weightRandomize=weightRandomize,
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-
weightSimplify=weightSimplify,
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-
constraints=constraints,
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-
extra_sympy_mappings=extra_sympy_mappings,
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-
extra_jax_mappings=extra_jax_mappings,
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-
extra_torch_mappings=extra_torch_mappings,
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-
julia_project=julia_project,
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-
loss=loss,
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| 454 |
-
output_jax_format=output_jax_format,
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-
output_torch_format=output_torch_format,
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-
selection=selection,
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multioutput=multioutput,
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-
nout=nout,
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-
tournament_selection_n=tournament_selection_n,
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tournament_selection_p=tournament_selection_p,
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-
denoise=denoise,
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-
precision=precision,
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-
multithreading=multithreading,
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pyjulia=pyjulia,
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-
)
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-
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-
kwargs = {**_set_paths(tempdir), **kwargs}
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if temp_equation_file:
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-
equation_file =
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elif equation_file is None:
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date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
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equation_file = "hall_of_fame_" + date_time + ".csv"
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| 475 |
-
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-
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-
pkg_directory = kwargs["pkg_directory"]
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| 478 |
-
if kwargs["julia_project"] is not None:
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-
manifest_filepath = Path(kwargs["julia_project"]) / "Manifest.toml"
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-
else:
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manifest_filepath = pkg_directory / "Manifest.toml"
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-
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-
# Set julia project to correct directory:
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-
if kwargs["julia_project"] is None:
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kwargs["julia_project"] = pkg_directory
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else:
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-
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| 488 |
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| 489 |
-
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| 490 |
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if not (manifest_filepath).is_file() and not pyjulia:
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-
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"I will install Julia packages using PySR's Project.toml file. OK?"
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)
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-
if
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print("OK. I will install at launch.")
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assert update
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| 499 |
-
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-
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-
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-
_handle_constraints(
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-
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| 504 |
-
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| 505 |
-
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| 506 |
-
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| 507 |
-
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-
from julia import Pkg
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-
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Pkg.activate(f"{_escape_filename(kwargs['julia_project'])}")
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| 511 |
-
if kwargs["need_install"]:
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Pkg.instantiate()
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-
Pkg.update()
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-
Pkg.precompile()
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| 515 |
-
elif update:
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Pkg.update()
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-
from julia import SymbolicRegression
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-
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| 519 |
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already_ran_with_pyjulia = True
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| 520 |
-
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| 521 |
-
X = kwargs["X"]
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-
y = kwargs["y"]
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| 523 |
-
weights = kwargs["weights"]
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| 524 |
-
def_hyperparams = kwargs["def_hyperparams"]
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| 525 |
-
variable_names = kwargs["variable_names"]
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| 526 |
-
multithreading = kwargs["multithreading"]
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| 527 |
-
procs = kwargs["procs"]
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| 528 |
-
niterations = kwargs["niterations"]
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| 529 |
-
precision = kwargs["precision"]
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| 530 |
-
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
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| 531 |
-
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| 532 |
-
Main.X = np.array(X, dtype=np_dtype).T
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| 533 |
-
if len(y.shape) == 1:
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Main.y = np.array(y, dtype=np_dtype)
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| 535 |
-
else:
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-
Main.y = np.array(y, dtype=np_dtype).T
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| 537 |
-
if weights is not None:
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| 538 |
-
if len(weights.shape) == 1:
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Main.weights = np.array(weights, dtype=np_dtype)
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| 540 |
-
else:
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Main.weights = np.array(weights, dtype=np_dtype).T
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| 542 |
-
else:
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Main.weights = None
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-
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-
Main.eval(def_hyperparams)
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-
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| 547 |
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varMap = Main.eval(_make_varmap(X, variable_names))
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| 548 |
-
cprocs = 0 if multithreading else procs
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| 549 |
-
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| 550 |
-
SymbolicRegression.EquationSearch(
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Main.X,
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-
Main.y,
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-
weights=Main.weights,
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| 554 |
-
niterations=niterations,
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| 555 |
-
varMap=varMap,
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| 556 |
-
options=Main.options,
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| 557 |
-
numprocs=cprocs,
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| 558 |
-
multithreading=multithreading,
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| 559 |
-
)
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| 560 |
-
|
| 561 |
-
else:
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| 562 |
-
kwargs["def_datasets"] = _make_datasets_julia_str(**kwargs)
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| 563 |
-
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| 564 |
-
_create_julia_files(**kwargs)
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| 565 |
-
_final_pysr_process(**kwargs)
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| 566 |
-
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| 567 |
-
_set_globals(**kwargs)
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| 568 |
-
equations = get_hof(**kwargs)
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| 569 |
-
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| 570 |
-
if delete_tempfiles:
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| 571 |
-
shutil.rmtree(kwargs["tmpdir"])
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| 572 |
-
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| 573 |
-
return equations
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| 574 |
-
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| 575 |
-
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| 576 |
-
def _set_globals(X, **kwargs):
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| 577 |
-
global global_state
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| 578 |
-
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| 579 |
-
global_state["n_features"] = X.shape[1]
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| 580 |
-
for key, value in kwargs.items():
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| 581 |
-
if key in global_state:
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-
global_state[key] = value
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| 583 |
-
|
| 584 |
-
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| 585 |
-
def _final_pysr_process(
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| 586 |
-
julia_optimization, runfile_filename, timeout, multithreading, procs, **kwargs
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| 587 |
-
):
|
| 588 |
-
command = [
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| 589 |
-
"julia",
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| 590 |
-
f"-O{julia_optimization:d}",
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-
]
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| 592 |
-
|
| 593 |
-
if multithreading:
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| 594 |
-
command.append("--threads")
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| 595 |
-
command.append(f"{procs}")
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| 596 |
-
|
| 597 |
-
command.append(str(runfile_filename))
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| 598 |
-
if timeout is not None:
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| 599 |
-
command = ["timeout", f"{timeout}"] + command
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| 600 |
-
_cmd_runner(command, **kwargs)
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| 601 |
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| 602 |
|
| 603 |
-
def _cmd_runner(command, progress, **kwargs):
|
| 604 |
-
if kwargs["verbosity"] > 0:
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| 605 |
-
print("Running on", " ".join(command))
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| 606 |
-
process = subprocess.Popen(command, stdout=subprocess.PIPE, bufsize=-1)
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try:
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| 608 |
-
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| 609 |
-
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| 610 |
-
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| 611 |
-
break
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| 612 |
-
decoded_line = line.decode("utf-8")
|
| 613 |
-
if progress:
|
| 614 |
-
decoded_line = (
|
| 615 |
-
decoded_line.replace("\\033[K", "\033[K")
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| 616 |
-
.replace("\\033[1A", "\033[1A")
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| 617 |
-
.replace("\\033[1B", "\033[1B")
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| 618 |
-
.replace("\\r", "\r")
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| 619 |
-
.encode(sys.stdout.encoding, errors="replace")
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| 620 |
-
)
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-
sys.stdout.buffer.write(decoded_line)
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| 622 |
-
sys.stdout.flush()
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| 623 |
-
else:
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| 624 |
-
print(decoded_line, end="")
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| 625 |
-
|
| 626 |
-
process.stdout.close()
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| 627 |
-
process.wait()
|
| 628 |
-
except KeyboardInterrupt:
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| 629 |
-
print("Killing process... will return when done.")
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| 630 |
-
process.kill()
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| 631 |
-
|
| 632 |
-
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| 633 |
-
def _create_julia_files(
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-
dataset_filename,
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| 635 |
-
def_datasets,
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| 636 |
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hyperparam_filename,
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| 637 |
-
def_hyperparams,
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| 638 |
-
niterations,
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-
runfile_filename,
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-
julia_project,
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procs,
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weights,
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X,
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variable_names,
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need_install,
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update,
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multithreading,
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**kwargs,
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-
):
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| 650 |
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with open(hyperparam_filename, "w") as f:
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| 651 |
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print(def_hyperparams, file=f)
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| 652 |
-
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| 653 |
-
with open(dataset_filename, "w") as f:
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| 654 |
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print(def_datasets, file=f)
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| 655 |
-
|
| 656 |
-
with open(runfile_filename, "w") as f:
|
| 657 |
-
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| 658 |
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print(f"import Pkg", file=f)
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| 659 |
-
print(f'Pkg.activate("{_escape_filename(julia_project)}")', file=f)
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| 660 |
-
if need_install:
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| 661 |
-
print(f"Pkg.instantiate()", file=f)
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| 662 |
-
print("Pkg.update()", file=f)
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| 663 |
-
print("Pkg.precompile()", file=f)
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| 664 |
-
elif update:
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| 665 |
-
print(f"Pkg.update()", file=f)
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| 666 |
-
print(f"using SymbolicRegression", file=f)
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| 667 |
-
|
| 668 |
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print(f'include("{_escape_filename(hyperparam_filename)}")', file=f)
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| 669 |
-
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| 670 |
-
print(f'include("{_escape_filename(dataset_filename)}")', file=f)
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| 671 |
-
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| 672 |
-
varMap = _make_varmap(X, variable_names)
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| 673 |
-
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| 674 |
-
cprocs = 0 if multithreading else procs
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| 675 |
-
if weights is not None:
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-
print(
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f"EquationSearch(X, y, weights=weights, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})",
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file=f,
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)
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| 680 |
-
else:
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-
print(
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-
f"EquationSearch(X, y, niterations={niterations:d}, varMap={varMap}, options=options, numprocs={cprocs}, multithreading={'true' if multithreading else 'false'})",
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file=f,
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)
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-
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| 692 |
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|
| 693 |
|
| 694 |
-
def _make_datasets_julia_str(
|
| 695 |
-
X,
|
| 696 |
-
X_filename,
|
| 697 |
-
weights,
|
| 698 |
-
weights_filename,
|
| 699 |
-
y,
|
| 700 |
-
y_filename,
|
| 701 |
-
multioutput,
|
| 702 |
-
precision,
|
| 703 |
-
**kwargs,
|
| 704 |
-
):
|
| 705 |
-
def_datasets = """using DelimitedFiles"""
|
| 706 |
-
julia_dtype = {16: "Float16", 32: "Float32", 64: "Float64"}[precision]
|
| 707 |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
|
| 708 |
|
| 709 |
-
np.
|
| 710 |
-
if
|
| 711 |
-
np.
|
| 712 |
else:
|
| 713 |
-
|
| 714 |
-
|
| 715 |
if weights is not None:
|
| 716 |
-
if
|
| 717 |
-
np.
|
| 718 |
else:
|
| 719 |
-
np.
|
| 720 |
-
|
| 721 |
-
|
| 722 |
-
|
| 723 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 724 |
|
| 725 |
-
|
| 726 |
-
X
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
| 727 |
|
| 728 |
-
|
| 729 |
-
|
| 730 |
-
|
| 731 |
-
|
| 732 |
-
|
| 733 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
| 734 |
|
| 735 |
-
if
|
| 736 |
-
|
| 737 |
-
def_datasets += f"""
|
| 738 |
-
weights = copy(transpose(readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')))"""
|
| 739 |
-
else:
|
| 740 |
-
def_datasets += f"""
|
| 741 |
-
weights = readdlm("{_escape_filename(weights_filename)}", ',', {julia_dtype}, '\\n')[:, 1]"""
|
| 742 |
-
return def_datasets
|
| 743 |
|
|
|
|
| 744 |
|
| 745 |
-
|
|
|
|
|
|
|
| 746 |
X,
|
| 747 |
-
alpha,
|
| 748 |
-
annealing,
|
| 749 |
-
batchSize,
|
| 750 |
-
batching,
|
| 751 |
-
binary_operators,
|
| 752 |
-
constraints_str,
|
| 753 |
-
def_hyperparams,
|
| 754 |
equation_file,
|
| 755 |
-
|
| 756 |
-
|
| 757 |
-
|
| 758 |
-
|
| 759 |
-
|
| 760 |
-
|
| 761 |
-
|
| 762 |
-
|
| 763 |
-
|
| 764 |
-
optimizer_iterations,
|
| 765 |
-
npop,
|
| 766 |
-
parsimony,
|
| 767 |
-
perturbationFactor,
|
| 768 |
-
populations,
|
| 769 |
-
shouldOptimizeConstants,
|
| 770 |
-
unary_operators,
|
| 771 |
-
useFrequency,
|
| 772 |
-
warmupMaxsizeBy,
|
| 773 |
-
weightAddNode,
|
| 774 |
-
ncyclesperiteration,
|
| 775 |
-
fractionReplaced,
|
| 776 |
-
topn,
|
| 777 |
-
verbosity,
|
| 778 |
-
progress,
|
| 779 |
-
loss,
|
| 780 |
-
weightDeleteNode,
|
| 781 |
-
weightDoNothing,
|
| 782 |
-
weightInsertNode,
|
| 783 |
-
weightMutateConstant,
|
| 784 |
-
weightMutateOperator,
|
| 785 |
-
weightRandomize,
|
| 786 |
-
weightSimplify,
|
| 787 |
-
tournament_selection_n,
|
| 788 |
-
tournament_selection_p,
|
| 789 |
-
**kwargs,
|
| 790 |
):
|
| 791 |
-
|
| 792 |
-
term_width = shutil.get_terminal_size().columns
|
| 793 |
-
except:
|
| 794 |
-
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
| 795 |
|
| 796 |
-
|
| 797 |
-
|
| 798 |
-
|
| 799 |
-
|
| 800 |
-
|
| 801 |
-
|
| 802 |
-
|
| 803 |
-
|
| 804 |
-
|
| 805 |
-
|
| 806 |
-
|
| 807 |
-
square=SymbolicRegression.square
|
| 808 |
-
cube=SymbolicRegression.cube
|
| 809 |
-
pow=(^)
|
| 810 |
-
div=(/)
|
| 811 |
-
log_abs=SymbolicRegression.log_abs
|
| 812 |
-
log2_abs=SymbolicRegression.log2_abs
|
| 813 |
-
log10_abs=SymbolicRegression.log10_abs
|
| 814 |
-
log1p_abs=SymbolicRegression.log1p_abs
|
| 815 |
-
acosh_abs=SymbolicRegression.acosh_abs
|
| 816 |
-
atanh_clip=SymbolicRegression.atanh_clip
|
| 817 |
-
sqrt_abs=SymbolicRegression.sqrt_abs
|
| 818 |
-
neg=SymbolicRegression.neg
|
| 819 |
-
greater=SymbolicRegression.greater
|
| 820 |
-
relu=SymbolicRegression.relu
|
| 821 |
-
logical_or=SymbolicRegression.logical_or
|
| 822 |
-
logical_and=SymbolicRegression.logical_and
|
| 823 |
-
_custom_loss = {loss}
|
| 824 |
-
|
| 825 |
-
options = SymbolicRegression.Options(binary_operators={'(' + tuple_fix(binary_operators) + ')'},
|
| 826 |
-
unary_operators={'(' + tuple_fix(unary_operators) + ')'},
|
| 827 |
-
{constraints_str}
|
| 828 |
-
parsimony={parsimony:f}f0,
|
| 829 |
-
loss=_custom_loss,
|
| 830 |
-
alpha={alpha:f}f0,
|
| 831 |
-
maxsize={maxsize:d},
|
| 832 |
-
maxdepth={maxdepth:d},
|
| 833 |
-
fast_cycle={'true' if fast_cycle else 'false'},
|
| 834 |
-
migration={'true' if migration else 'false'},
|
| 835 |
-
hofMigration={'true' if hofMigration else 'false'},
|
| 836 |
-
fractionReplacedHof={fractionReplacedHof}f0,
|
| 837 |
-
shouldOptimizeConstants={'true' if shouldOptimizeConstants else 'false'},
|
| 838 |
-
hofFile="{_escape_filename(equation_file)}",
|
| 839 |
-
npopulations={populations:d},
|
| 840 |
-
optimizer_algorithm="{optimizer_algorithm}",
|
| 841 |
-
optimizer_nrestarts={optimizer_nrestarts:d},
|
| 842 |
-
optimize_probability={optimize_probability:f}f0,
|
| 843 |
-
optimizer_iterations={optimizer_iterations:d},
|
| 844 |
-
perturbationFactor={perturbationFactor:f}f0,
|
| 845 |
-
annealing={"true" if annealing else "false"},
|
| 846 |
-
batching={"true" if batching else "false"},
|
| 847 |
-
batchSize={min([batchSize, len(X)]) if batching else len(X):d},
|
| 848 |
-
mutationWeights=[
|
| 849 |
-
{weightMutateConstant:f},
|
| 850 |
-
{weightMutateOperator:f},
|
| 851 |
-
{weightAddNode:f},
|
| 852 |
-
{weightInsertNode:f},
|
| 853 |
-
{weightDeleteNode:f},
|
| 854 |
-
{weightSimplify:f},
|
| 855 |
-
{weightRandomize:f},
|
| 856 |
-
{weightDoNothing:f}
|
| 857 |
-
],
|
| 858 |
-
warmupMaxsizeBy={warmupMaxsizeBy:f}f0,
|
| 859 |
-
useFrequency={"true" if useFrequency else "false"},
|
| 860 |
-
npop={npop:d},
|
| 861 |
-
ns={tournament_selection_n:d},
|
| 862 |
-
probPickFirst={tournament_selection_p:f}f0,
|
| 863 |
-
ncyclesperiteration={ncyclesperiteration:d},
|
| 864 |
-
fractionReplaced={fractionReplaced:f}f0,
|
| 865 |
-
topn={topn:d},
|
| 866 |
-
verbosity=round(Int32, {verbosity:f}),
|
| 867 |
-
progress={'true' if progress else 'false'},
|
| 868 |
-
terminal_width={term_width:d}
|
| 869 |
-
"""
|
| 870 |
-
|
| 871 |
-
def_hyperparams += "\n)"
|
| 872 |
-
return def_hyperparams
|
| 873 |
-
|
| 874 |
-
|
| 875 |
-
def _make_constraints_str(binary_operators, constraints, unary_operators, **kwargs):
|
| 876 |
-
constraints_str = "una_constraints = ["
|
| 877 |
-
first = True
|
| 878 |
-
for op in unary_operators:
|
| 879 |
-
val = constraints[op]
|
| 880 |
-
if not first:
|
| 881 |
-
constraints_str += ", "
|
| 882 |
-
constraints_str += f"{val:d}"
|
| 883 |
-
first = False
|
| 884 |
-
constraints_str += """],
|
| 885 |
-
bin_constraints = ["""
|
| 886 |
-
first = True
|
| 887 |
-
for op in binary_operators:
|
| 888 |
-
tup = constraints[op]
|
| 889 |
-
if not first:
|
| 890 |
-
constraints_str += ", "
|
| 891 |
-
constraints_str += f"({tup[0]:d}, {tup[1]:d})"
|
| 892 |
-
first = False
|
| 893 |
-
constraints_str += "],"
|
| 894 |
-
return constraints_str
|
| 895 |
|
| 896 |
|
| 897 |
-
def _handle_constraints(binary_operators,
|
| 898 |
for op in unary_operators:
|
| 899 |
if op not in constraints:
|
| 900 |
constraints[op] = -1
|
|
@@ -917,14 +607,14 @@ def _handle_constraints(binary_operators, constraints, unary_operators, **kwargs
|
|
| 917 |
)
|
| 918 |
|
| 919 |
|
| 920 |
-
def _create_inline_operators(binary_operators, unary_operators
|
| 921 |
-
|
| 922 |
for op_list in [binary_operators, unary_operators]:
|
| 923 |
for i, op in enumerate(op_list):
|
| 924 |
is_user_defined_operator = "(" in op
|
| 925 |
|
| 926 |
if is_user_defined_operator:
|
| 927 |
-
|
| 928 |
# Cut off from the first non-alphanumeric char:
|
| 929 |
first_non_char = [
|
| 930 |
j
|
|
@@ -933,7 +623,6 @@ def _create_inline_operators(binary_operators, unary_operators, **kwargs):
|
|
| 933 |
][0]
|
| 934 |
function_name = op[:first_non_char]
|
| 935 |
op_list[i] = function_name
|
| 936 |
-
return def_hyperparams
|
| 937 |
|
| 938 |
|
| 939 |
def _handle_feature_selection(
|
|
@@ -951,30 +640,6 @@ def _handle_feature_selection(
|
|
| 951 |
return X, variable_names, selection
|
| 952 |
|
| 953 |
|
| 954 |
-
def _set_paths(tempdir):
|
| 955 |
-
# System-independent paths
|
| 956 |
-
pkg_directory = Path(__file__).parents[1]
|
| 957 |
-
default_project_file = pkg_directory / "Project.toml"
|
| 958 |
-
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
| 959 |
-
hyperparam_filename = tmpdir / f"hyperparams.jl"
|
| 960 |
-
dataset_filename = tmpdir / f"dataset.jl"
|
| 961 |
-
runfile_filename = tmpdir / "runfile.jl"
|
| 962 |
-
X_filename = tmpdir / "X.csv"
|
| 963 |
-
y_filename = tmpdir / "y.csv"
|
| 964 |
-
weights_filename = tmpdir / "weights.csv"
|
| 965 |
-
return dict(
|
| 966 |
-
pkg_directory=pkg_directory,
|
| 967 |
-
default_project_file=default_project_file,
|
| 968 |
-
X_filename=X_filename,
|
| 969 |
-
dataset_filename=dataset_filename,
|
| 970 |
-
hyperparam_filename=hyperparam_filename,
|
| 971 |
-
runfile_filename=runfile_filename,
|
| 972 |
-
tmpdir=tmpdir,
|
| 973 |
-
weights_filename=weights_filename,
|
| 974 |
-
y_filename=y_filename,
|
| 975 |
-
)
|
| 976 |
-
|
| 977 |
-
|
| 978 |
def _check_assertions(
|
| 979 |
X,
|
| 980 |
binary_operators,
|
|
@@ -996,23 +661,6 @@ def _check_assertions(
|
|
| 996 |
assert len(variable_names) == X.shape[1]
|
| 997 |
|
| 998 |
|
| 999 |
-
def _check_for_julia_installation():
|
| 1000 |
-
try:
|
| 1001 |
-
process = subprocess.Popen(["julia", "-v"], stdout=subprocess.PIPE, bufsize=-1)
|
| 1002 |
-
while True:
|
| 1003 |
-
line = process.stdout.readline()
|
| 1004 |
-
if not line:
|
| 1005 |
-
break
|
| 1006 |
-
process.stdout.close()
|
| 1007 |
-
process.wait()
|
| 1008 |
-
except FileNotFoundError:
|
| 1009 |
-
|
| 1010 |
-
raise RuntimeError(
|
| 1011 |
-
f"Your current $PATH is: {os.environ['PATH']}\nPySR could not start julia. Make sure julia is installed and on your $PATH."
|
| 1012 |
-
)
|
| 1013 |
-
process.kill()
|
| 1014 |
-
|
| 1015 |
-
|
| 1016 |
def run_feature_selection(X, y, select_k_features):
|
| 1017 |
"""Use a gradient boosting tree regressor as a proxy for finding
|
| 1018 |
the k most important features in X, returning indices for those
|
|
|
|
| 27 |
selection=None,
|
| 28 |
)
|
| 29 |
|
| 30 |
+
already_ran = False
|
| 31 |
|
| 32 |
sympy_mappings = {
|
| 33 |
"div": lambda x, y: x / y,
|
|
|
|
| 99 |
weightRandomize=1,
|
| 100 |
weightSimplify=0.01,
|
| 101 |
perturbationFactor=1.0,
|
|
|
|
| 102 |
extra_sympy_mappings=None,
|
| 103 |
extra_torch_mappings=None,
|
| 104 |
extra_jax_mappings=None,
|
|
|
|
| 117 |
useFrequency=True,
|
| 118 |
tempdir=None,
|
| 119 |
delete_tempfiles=True,
|
|
|
|
| 120 |
julia_project=None,
|
| 121 |
user_input=True,
|
| 122 |
update=True,
|
|
|
|
| 133 |
Xresampled=None,
|
| 134 |
precision=32,
|
| 135 |
multithreading=None,
|
|
|
|
| 136 |
):
|
| 137 |
"""Run symbolic regression to fit f(X[i, :]) ~ y[i] for all i.
|
| 138 |
Note: most default parameters have been tuned over several example
|
|
|
|
| 199 |
:type weightRandomize: float
|
| 200 |
:param weightSimplify: Relative likelihood for mutation to simplify constant parts by evaluation
|
| 201 |
:type weightSimplify: float
|
|
|
|
|
|
|
| 202 |
:param equation_file: Where to save the files (.csv separated by |)
|
| 203 |
:type equation_file: str
|
| 204 |
:param verbosity: What verbosity level to use. 0 means minimal print statements.
|
|
|
|
| 225 |
:type constraints: dict
|
| 226 |
:param useFrequency: whether to measure the frequency of complexities, and use that instead of parsimony to explore equation space. Will naturally find equations of all complexities.
|
| 227 |
:type useFrequency: bool
|
|
|
|
|
|
|
| 228 |
:param tempdir: directory for the temporary files
|
| 229 |
:type tempdir: str/None
|
| 230 |
:param delete_tempfiles: whether to delete the temporary files after finishing
|
|
|
|
| 251 |
:type precision: int
|
| 252 |
:param multithreading: Use multithreading instead of distributed backend. Default is yes. Using procs=0 will turn off both.
|
| 253 |
:type multithreading: bool
|
|
|
|
|
|
|
| 254 |
:returns: Results dataframe, giving complexity, MSE, and equations (as strings), as well as functional forms. If list, each element corresponds to a dataframe of equations for each output.
|
| 255 |
:type: pd.DataFrame/list
|
| 256 |
"""
|
| 257 |
+
global already_ran
|
| 258 |
+
|
| 259 |
if binary_operators is None:
|
| 260 |
binary_operators = "+ * - /".split(" ")
|
| 261 |
if unary_operators is None:
|
|
|
|
| 271 |
# or procs is set to 0 (serial mode).
|
| 272 |
multithreading = procs != 0
|
| 273 |
|
|
|
|
| 274 |
global Main
|
| 275 |
+
if Main is None:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 276 |
if multithreading:
|
| 277 |
os.environ["JULIA_NUM_THREADS"] = str(procs)
|
| 278 |
+
|
| 279 |
from julia import Main
|
| 280 |
|
| 281 |
+
buffer_available = "buffer" in sys.stdout.__dir__()
|
| 282 |
|
| 283 |
if progress is not None:
|
| 284 |
if progress and not buffer_available:
|
|
|
|
| 286 |
"Note: it looks like you are running in Jupyter. The progress bar will be turned off."
|
| 287 |
)
|
| 288 |
progress = False
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 289 |
else:
|
| 290 |
progress = buffer_available
|
| 291 |
|
|
|
|
| 327 |
weights,
|
| 328 |
y,
|
| 329 |
)
|
|
|
|
|
|
|
| 330 |
|
| 331 |
if len(X) > 10000 and not batching:
|
| 332 |
warnings.warn(
|
|
|
|
| 379 |
else:
|
| 380 |
X, y = _denoise(X, y, Xresampled=Xresampled)
|
| 381 |
|
| 382 |
+
pkg_directory = Path(__file__).parents[1]
|
| 383 |
+
default_project_file = pkg_directory / "Project.toml"
|
| 384 |
+
tmpdir = Path(tempfile.mkdtemp(dir=tempdir))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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| 385 |
|
| 386 |
if temp_equation_file:
|
| 387 |
+
equation_file = tmpdir / "hall_of_fame.csv"
|
| 388 |
elif equation_file is None:
|
| 389 |
date_time = datetime.now().strftime("%Y-%m-%d_%H%M%S.%f")[:-3]
|
| 390 |
equation_file = "hall_of_fame_" + date_time + ".csv"
|
| 391 |
|
| 392 |
+
if julia_project is None:
|
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|
| 393 |
manifest_filepath = pkg_directory / "Manifest.toml"
|
| 394 |
+
julia_project = pkg_directory
|
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|
| 395 |
else:
|
| 396 |
+
manifest_filepath = Path(julia_project) / "Manifest.toml"
|
| 397 |
+
julia_project = Path(julia_project)
|
| 398 |
|
| 399 |
+
need_install = False
|
| 400 |
|
| 401 |
if not (manifest_filepath).is_file() and not pyjulia:
|
| 402 |
+
need_install = (not user_input) or _yesno(
|
| 403 |
"I will install Julia packages using PySR's Project.toml file. OK?"
|
| 404 |
)
|
| 405 |
+
if need_install:
|
| 406 |
print("OK. I will install at launch.")
|
| 407 |
assert update
|
| 408 |
|
| 409 |
+
_create_inline_operators(
|
| 410 |
+
binary_operators=binary_operators, unary_operators=unary_operators
|
| 411 |
+
)
|
| 412 |
+
_handle_constraints(
|
| 413 |
+
binary_operators=binary_operators,
|
| 414 |
+
unary_operators=unary_operators,
|
| 415 |
+
constraints=constraints,
|
| 416 |
+
)
|
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|
| 417 |
|
| 418 |
+
una_constraints = [constraints[op] for op in unary_operators]
|
| 419 |
+
bin_constraints = [constraints[op] for op in binary_operators]
|
| 420 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| 421 |
try:
|
| 422 |
+
term_width = shutil.get_terminal_size().columns
|
| 423 |
+
except:
|
| 424 |
+
_, term_width = subprocess.check_output(["stty", "size"]).split()
|
|
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|
| 425 |
|
| 426 |
+
from julia import Pkg
|
| 427 |
+
|
| 428 |
+
Pkg.activate(f"{_escape_filename(julia_project)}")
|
| 429 |
+
if need_install:
|
| 430 |
+
Pkg.instantiate()
|
| 431 |
+
Pkg.update()
|
| 432 |
+
Pkg.precompile()
|
| 433 |
+
elif update:
|
| 434 |
+
Pkg.update()
|
| 435 |
+
|
| 436 |
+
Main.eval("using SymbolicRegression")
|
| 437 |
+
|
| 438 |
+
Main.plus = Main.eval("(+)")
|
| 439 |
+
Main.sub = Main.eval("(-)")
|
| 440 |
+
Main.mult = Main.eval("(*)")
|
| 441 |
+
Main.pow = Main.eval("(^)")
|
| 442 |
+
Main.div = Main.eval("(/)")
|
| 443 |
+
|
| 444 |
+
Main.custom_loss = Main.eval(loss)
|
| 445 |
+
|
| 446 |
+
mutationWeights = [
|
| 447 |
+
float(weightMutateConstant),
|
| 448 |
+
float(weightMutateOperator),
|
| 449 |
+
float(weightAddNode),
|
| 450 |
+
float(weightInsertNode),
|
| 451 |
+
float(weightDeleteNode),
|
| 452 |
+
float(weightSimplify),
|
| 453 |
+
float(weightRandomize),
|
| 454 |
+
float(weightDoNothing),
|
| 455 |
+
]
|
| 456 |
|
| 457 |
+
options = Main.Options(
|
| 458 |
+
binary_operators=Main.eval(str(tuple(binary_operators)).replace("'", "")),
|
| 459 |
+
unary_operators=Main.eval(str(tuple(unary_operators)).replace("'", "")),
|
| 460 |
+
bin_constraints=bin_constraints,
|
| 461 |
+
una_constraints=una_constraints,
|
| 462 |
+
parsimony=float(parsimony),
|
| 463 |
+
loss=Main.custom_loss,
|
| 464 |
+
alpha=float(alpha),
|
| 465 |
+
maxsize=int(maxsize),
|
| 466 |
+
maxdepth=int(maxdepth),
|
| 467 |
+
fast_cycle=fast_cycle,
|
| 468 |
+
migration=migration,
|
| 469 |
+
hofMigration=hofMigration,
|
| 470 |
+
fractionReplacedHof=float(fractionReplacedHof),
|
| 471 |
+
shouldOptimizeConstants=shouldOptimizeConstants,
|
| 472 |
+
hofFile=_escape_filename(equation_file),
|
| 473 |
+
npopulations=int(populations),
|
| 474 |
+
optimizer_algorithm=optimizer_algorithm,
|
| 475 |
+
optimizer_nrestarts=int(optimizer_nrestarts),
|
| 476 |
+
optimize_probability=float(optimize_probability),
|
| 477 |
+
optimizer_iterations=int(optimizer_iterations),
|
| 478 |
+
perturbationFactor=float(perturbationFactor),
|
| 479 |
+
annealing=annealing,
|
| 480 |
+
batching=batching,
|
| 481 |
+
batchSize=int(min([batchSize, len(X)]) if batching else len(X)),
|
| 482 |
+
mutationWeights=mutationWeights,
|
| 483 |
+
warmupMaxsizeBy=float(warmupMaxsizeBy),
|
| 484 |
+
useFrequency=useFrequency,
|
| 485 |
+
npop=int(npop),
|
| 486 |
+
ns=int(tournament_selection_n),
|
| 487 |
+
probPickFirst=float(tournament_selection_p),
|
| 488 |
+
ncyclesperiteration=int(ncyclesperiteration),
|
| 489 |
+
fractionReplaced=float(fractionReplaced),
|
| 490 |
+
topn=int(topn),
|
| 491 |
+
verbosity=int(verbosity),
|
| 492 |
+
progress=progress,
|
| 493 |
+
terminal_width=int(term_width),
|
| 494 |
+
)
|
| 495 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 496 |
np_dtype = {16: np.float16, 32: np.float32, 64: np.float64}[precision]
|
| 497 |
|
| 498 |
+
Main.X = np.array(X, dtype=np_dtype).T
|
| 499 |
+
if len(y.shape) == 1:
|
| 500 |
+
Main.y = np.array(y, dtype=np_dtype)
|
| 501 |
else:
|
| 502 |
+
Main.y = np.array(y, dtype=np_dtype).T
|
|
|
|
| 503 |
if weights is not None:
|
| 504 |
+
if len(weights.shape) == 1:
|
| 505 |
+
Main.weights = np.array(weights, dtype=np_dtype)
|
| 506 |
else:
|
| 507 |
+
Main.weights = np.array(weights, dtype=np_dtype).T
|
| 508 |
+
else:
|
| 509 |
+
Main.weights = None
|
| 510 |
+
|
| 511 |
+
cprocs = 0 if multithreading else procs
|
| 512 |
+
|
| 513 |
+
output_equations = Main.EquationSearch(
|
| 514 |
+
Main.X,
|
| 515 |
+
Main.y,
|
| 516 |
+
weights=Main.weights,
|
| 517 |
+
niterations=int(niterations),
|
| 518 |
+
varMap=variable_names,
|
| 519 |
+
options=options,
|
| 520 |
+
numprocs=int(cprocs),
|
| 521 |
+
multithreading=bool(multithreading),
|
| 522 |
+
)
|
| 523 |
|
| 524 |
+
_set_globals(
|
| 525 |
+
X=X,
|
| 526 |
+
equation_file=equation_file,
|
| 527 |
+
variable_names=variable_names,
|
| 528 |
+
extra_sympy_mappings=extra_sympy_mappings,
|
| 529 |
+
extra_torch_mappings=extra_torch_mappings,
|
| 530 |
+
extra_jax_mappings=extra_jax_mappings,
|
| 531 |
+
output_jax_format=output_jax_format,
|
| 532 |
+
output_torch_format=output_torch_format,
|
| 533 |
+
multioutput=multioutput,
|
| 534 |
+
nout=nout,
|
| 535 |
+
selection=selection,
|
| 536 |
+
)
|
| 537 |
|
| 538 |
+
equations = get_hof(
|
| 539 |
+
equation_file=equation_file,
|
| 540 |
+
n_features=X.shape[1],
|
| 541 |
+
variable_names=variable_names,
|
| 542 |
+
output_jax_format=output_jax_format,
|
| 543 |
+
output_torch_format=output_torch_format,
|
| 544 |
+
selection=selection,
|
| 545 |
+
extra_sympy_mappings=extra_sympy_mappings,
|
| 546 |
+
extra_jax_mappings=extra_jax_mappings,
|
| 547 |
+
extra_torch_mappings=extra_torch_mappings,
|
| 548 |
+
multioutput=multioutput,
|
| 549 |
+
nout=nout,
|
| 550 |
+
)
|
| 551 |
|
| 552 |
+
if delete_tempfiles:
|
| 553 |
+
shutil.rmtree(tmpdir)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 554 |
|
| 555 |
+
return equations, output_equations
|
| 556 |
|
| 557 |
+
|
| 558 |
+
def _set_globals(
|
| 559 |
+
*,
|
| 560 |
X,
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 561 |
equation_file,
|
| 562 |
+
variable_names,
|
| 563 |
+
extra_sympy_mappings,
|
| 564 |
+
extra_torch_mappings,
|
| 565 |
+
extra_jax_mappings,
|
| 566 |
+
output_jax_format,
|
| 567 |
+
output_torch_format,
|
| 568 |
+
multioutput,
|
| 569 |
+
nout,
|
| 570 |
+
selection,
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
| 571 |
):
|
| 572 |
+
global global_state
|
|
|
|
|
|
|
|
|
|
| 573 |
|
| 574 |
+
global_state["n_features"] = X.shape[1]
|
| 575 |
+
global_state["equation_file"] = equation_file
|
| 576 |
+
global_state["variable_names"] = variable_names
|
| 577 |
+
global_state["extra_sympy_mappings"] = extra_sympy_mappings
|
| 578 |
+
global_state["extra_torch_mappings"] = extra_torch_mappings
|
| 579 |
+
global_state["extra_jax_mappings"] = extra_jax_mappings
|
| 580 |
+
global_state["output_jax_format"] = output_jax_format
|
| 581 |
+
global_state["output_torch_format"] = output_torch_format
|
| 582 |
+
global_state["multioutput"] = multioutput
|
| 583 |
+
global_state["nout"] = nout
|
| 584 |
+
global_state["selection"] = selection
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
| 585 |
|
| 586 |
|
| 587 |
+
def _handle_constraints(binary_operators, unary_operators, constraints):
|
| 588 |
for op in unary_operators:
|
| 589 |
if op not in constraints:
|
| 590 |
constraints[op] = -1
|
|
|
|
| 607 |
)
|
| 608 |
|
| 609 |
|
| 610 |
+
def _create_inline_operators(binary_operators, unary_operators):
|
| 611 |
+
global Main
|
| 612 |
for op_list in [binary_operators, unary_operators]:
|
| 613 |
for i, op in enumerate(op_list):
|
| 614 |
is_user_defined_operator = "(" in op
|
| 615 |
|
| 616 |
if is_user_defined_operator:
|
| 617 |
+
Main.eval(op)
|
| 618 |
# Cut off from the first non-alphanumeric char:
|
| 619 |
first_non_char = [
|
| 620 |
j
|
|
|
|
| 623 |
][0]
|
| 624 |
function_name = op[:first_non_char]
|
| 625 |
op_list[i] = function_name
|
|
|
|
| 626 |
|
| 627 |
|
| 628 |
def _handle_feature_selection(
|
|
|
|
| 640 |
return X, variable_names, selection
|
| 641 |
|
| 642 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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def _check_assertions(
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X,
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binary_operators,
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assert len(variable_names) == X.shape[1]
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def run_feature_selection(X, y, select_k_features):
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"""Use a gradient boosting tree regressor as a proxy for finding
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the k most important features in X, returning indices for those
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