def study_structure(basename, rep="bubble_down"):
"""Use structure.py to investigate the structure of the tree-based
GP space: can do bubble-down or grow algorithm."""
structure.MINLEN = 100
structure.MAXLEN = 100
structure.SEMANTIC_DISTANCE = semantic_distance
structure.PHENOTYPE_DISTANCE = tree_distance
structure.FITNESS = fitness.benchmarks("pagie-2d") # hardcoded
structure.CROSSOVER_PROB = 1.0
structure.MAXV = sys.maxint
structure.WRAPS = 0
if rep == "bubble_down":
structure.GENERATE = generate_bubble_down_tree_and_fn
elif rep == "grow":
structure.GENERATE = generate_grow_tree_and_fn
else:
raise ValueError
structure.MAXIMISE = False
n = 10000
print(rep)
print("random")
with open(os.path.join(basename, rep, "random_distances.dat"), "w") as outfile:
total_count = 0
neutral_count = 0
for g, h in structure.generate_random_pairs(n):
total_count += 1
ds = structure.distances(g, h)
if ds[1] > 0:
outfile.write("%d %d %f %f\n" % (ds))
else:
neutral_count += 1
print("random attempted trials %d, valid %d, neutral %d" % (
n, total_count, neutral_count))
print("mutation")
with open(os.path.join(basename, rep, "mutation_distances.dat"), "w") as outfile:
total_count = 0
neutral_count = 0
for g, h in structure.generate_mutation_pairs(n):
total_count += 1
ds = structure.distances(g, h)
if ds[1] > 0:
outfile.write("%d %d %f %f\n" % (ds))
else:
neutral_count += 1
print("mutation attempted trials %d, valid %d, neutral %d" % (
n, total_count, neutral_count))
print("crossover")
with open(os.path.join(basename, rep, "crossover_distances.dat"), "w") as outfile:
total_count = 0
neutral_count = 0
for g, c in structure.generate_crossover_pairs(n):
total_count += 1
ds = structure.distances(g, c)
if ds[1] > 0:
outfile.write("%d %d %f %f\n" % (ds))
else:
neutral_count += 1
print("crossover attempted trials %d, valid %d, neutral %d" % (
n, total_count, neutral_count))
def run(fitness_fn_key, rep="bubble_down"):
fitness_fn = fitness.benchmarks(fitness_fn_key)
gp.set_fns_leaves(fitness_fn.arity)
variga.MINLEN = 100
variga.MAXLEN = 100
variga.PHENOTYPE_DISTANCE = gp.tree_distance
variga.FITNESS = fitness_fn
if rep == "bubble_down":
variga.GENERATE = generate_bubble_down_tree_and_fn
elif rep == "grow":
variga.GENERATE = generate_grow_tree_and_fn
else:
raise ValueError
variga.MAXIMISE = False
variga.SUCCESS = success
variga.POPSIZE = 1000
variga.GENERATIONS = 100
variga.PMUT = 0.01
variga.CROSSOVER_PROB = 0.7
variga.ELITE = 1
variga.TOURNAMENT_SIZE = 3
variga.WRAPS = 1
variga.main()
def traverse(t, path=None):
"""Depth-first traversal of the tree t, yielding at each step the
node, the subtree rooted at that node, and the path. The path
passed-in is the "path so far"."""
if path is None: path = tuple()
yield t[0], t, path + (0,)
for i, item in enumerate(t[1:], start=1):
if isinstance(item, str):
yield item, item, path + (i,)
else:
for s in traverse(item, path + (i,)):
yield s
# grammar = Grammar("grammars/symbolic_regression_2d.bnf")
grammar = Grammar("grammars/sr_2d_ne_test.bnf")
srff = fitness.benchmarks()["pagie_2d"]
MAX_CODON = 127
def generate(random):
return random_str_mod(random, grammar)
def success(err):
return False # let's just keep running so all runs are same length
variga.GENERATE = generate
variga.FITNESS = srff
variga.SUCCESS = success
variga.POPSIZE = 1000
variga.GENERATIONS = 40
variga.PMUT = 0.01
variga.CROSSOVER_PROB = 0.7
variga.MINLEN = 100 # ponyge uses 100 for all initialisation, no min/maxlen
variga.MAXLEN = 100
variga.MAXIMISE = False
variga.GENERATIONS = 50
variga.PMUT = 0.01
variga.CROSSOVER_PROB = 0.7
variga.ELITE = 1
variga.TOURNAMENT_SIZE = 3
variga.WRAPS = 1
variga.main()
def semantics(fn):
return srff.get_semantics(fn)
def fitness_fn(fn):
return srff(fn)
# srff = fitness.benchmarks()["pagie_2d"]
srff = fitness.benchmarks()["vanneschi_bioavailability"]
# vars = ["x", "y"]
vars = ["x" + str(i) for i in range(srff.arity)]
consts = ["0.1", "0.2", "0.3", "0.4", "0.5"]
vars = vars + consts
fns = {"+": 2, "-": 2, "*": 2, "/": 2, "sin": 1, "cos": 1, "square": 1}
# fns = {"+": 2, "-": 2, "*": 2, "/": 2}
pTerminal = 0.2 # used in grow algorithm
if __name__ == "__main__":
if sys.argv[1] == "test":
test()
elif sys.argv[1] == "test_grow":
test_grow()
variga.MAXLEN = 100
variga.PHENOTYPE_DISTANCE = gp.tree_distance
# run the fitness function as normal to get individuals' semantics
variga.FITNESS = fitness_fn
# but overwrite the individuals' fitness values
variga.COEVOLUTIONARY_FITNESS = lambda pop: LCCB_coevo(fitness_fn, pop)
if rep == "bubble_down":
variga.GENERATE = lambda rng: generate_bubble_down_tree_and_fn_minn_maxn(10, 20, rng)
elif rep == "grow":
variga.GENERATE = generate_grow_tree_and_fn_maxd
else:
raise ValueError
variga.MAXIMISE = False
variga.SUCCESS = lambda x: False # FIXME
variga.POPSIZE = 50
variga.GENERATIONS = 20
variga.PMUT = 0.01
variga.CROSSOVER_PROB = 0.7
variga.ELITE = 1
variga.TOURNAMENT_SIZE = 3
variga.WRAPS = 1
variga.main()
if __name__ == "__main__":
srff = fitness.benchmarks("pagie-2d")
gp.set_fns_leaves(srff.arity)
# run(srff)
LCEB(srff, 10, 5, 2)
def read_trees_write_fitness_EuroGP2014(infile, outfile):
srff = fitness.benchmarks("pagie-2d")
out = open(outfile, "w")
for gp_tree in file(infile):
fitness_val = 1.0 / srff.get_semantics(make_fn(eval(gp_tree)))[0]
out.write(str(fitness_val) + "\n")
def hillclimb(fitness_fn_key, mutation_type="optimal_ms",
rt_method="grow", rt_size=3,
ngens=200, popsize=1, init_popsize=1, print_every=10):
"""Hill-climbing optimisation. """
fitness_fn = fitness.benchmarks(fitness_fn_key)
extra_fitness_fn = fitness.benchmarks(fitness_fn_key + "_class")
set_fns_leaves(fitness_fn.arity)
evals = 0
raw_returns = np.genfromtxt("/Users/jmmcd/Dropbox/GSGP-ideas-papers/finance/" +
fitness_fn_key + ".txt").T[0][-418:]
print("#generation evaluations fitness_rmse fitness_rmse_test class_acc class_acc_test returns_50 sig_50 returns_100 sig_100 returns_end sig_end best_phenotype_length best_phenotype")
# Generate an initial solution and make sure it doesn't return an
# error because if it does, in GSGP that error will always be present.
si_out = None
ft = float(sys.maxint)
while si_out is None:
if rt_method == "grow":
s = [grow(rt_size, random) for i in range(init_popsize)]
elif rt_method == "bubble_down":
s = [bd.bubble_down(rt_size, random)[0] for i in range(init_popsize)]
else:
raise ValueError
for si in s:
# Evaluate child
fnsi = make_fn(si)
fsi, si_out = fitness_fn.get_semantics(fnsi)
# Keep the child only if better
if fsi < ft:
t, ft, fnt = si, fsi, fnsi
evals += init_popsize
for gen in xrange(ngens):
# make a lot of new individuals by mutation
if mutation_type == "GSGP-optimal-ms":
# Mutate and differentiate to get the best possibility
s = [semantic_geometric_mutate_differentiate(t, fitness_fn,
rt_size=rt_size,
rt_method=rt_method)
for i in range(popsize)]
elif mutation_type == "GSGP":
# ms=0.001 as in Moraglio
s = [semantic_geometric_mutate(t, 0.001,
rt_size=rt_size,
one_tree=False,
rt_method=rt_method)
for i in range(popsize)]
elif mutation_type == "GSGP-one-tree":
# mutation step size randomly chosen
s = [semantic_geometric_mutate(t, np.random.normal(),
rt_size=rt_size,
one_tree=True,
rt_method=rt_method)
for i in range(popsize)]
elif mutation_type == "GP":
# don't use rt_size since it's = 2. use 12, the default
s = [subtree_mutate(t)
for i in range(popsize)]
else:
raise ValueError("Unknown mutation type " + mutation_type)
# test the new individuals and keep only the single best
for si in s:
# Evaluate child
fnsi = make_fn(si)
fsi, si_out = fitness_fn.get_semantics(fnsi)
# Keep the child only if better
if fsi < ft:
t, ft, fnt = si, fsi, fnsi
test_rmse, yhat_test = fitness_fn.get_semantics(fnt, test=True)
evals += popsize
if gen % print_every == 0:
length = iter_len(traverse(t))
# This is horrible: if t is just a single variable eg x0,
# then str(t) -> x0, instead of 'x0'. Hack around it.
if isatom(t):
str_t = "'" + t + "'"
else:
str_t = str(t)
returns, sig_50, sig_100, sig_end = accum_returns(raw_returns, yhat_test)
print("%d %d %f %f %f %f %f %d %f %d %f %d %d : %s" % (
gen, evals,
ft, test_rmse,
extra_fitness_fn(fnt),
extra_fitness_fn.test(fnt),
returns[50],
sig_50,
returns[100],
sig_100,
returns[417],
sig_end,
length, str_t))
print "ACCUMULATE RETURNS"
for val in returns: print val