symbolic-regression/Code/symbolic_regress2.f
Silviu Marian Udrescu d7b3d8560b
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2020-05-10 20:22:43 -04:00

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Fortran

! Max Tegmark 171119, 190128-31, 190218
! Same as symbolic_regress2.f except that it fits for the symbolic formula times an arbitrary constant.
! Loads templates.csv functions.dat and mystery.dat, returns winner.
! scp -P2222 symbolic_regress2.f euler@tor.mit.edu:FEYNMAN
! COMPILATION: a f 'f77 -O3 -o symbolic_regress2.x symbolic_regress2.f |& more'
! SAMPLE USAGE: call symbolic_regress2.x 4ops.txt arity2templates.txt mysteryB3.dat results.dat
! functions.dat contains a single line (say "0>+*-/") with the single-character symbols
! that will be used, drawn from this list:
!
! Binary:
! +: add
! *: multiply
! -: subtract
! /: divide (Put "D" instead of "/" in file, since f77 can't load backslash
!
! Unary:
! >: increment (x -> x+1)
! <: decrement (x -> x-1)
! ~: negate (x-> -x)
! \: invert (x->1/x) (Put "I" instead of "\" in file, since f77 can't load backslash
! L: logaritm: (x-> ln(x)
! E: exponentiate (x->exp(x))
! S: sin: (x->sin(x))
! C: cos: (x->cos(x))
! A: abs: (x->abs(x))
! N: arcsin: (x->arcsin(x))
! T: arctan: (x->arctan(x))
! R: sqrt (x->sqrt(x))
!
! nonary:
! 0
! 1
! a, b, c, ...: input variables for function (need not be listed in functions.dat)
program symbolic_regress
call go
end
subroutine go
implicit none
character*60 opsfile, templatefile, mysteryfile, outfile, usedfuncs
character*60 comline, functions, ops, formula
integer arities(21), nvar, nvarmax, nmax, lnblnk
parameter(nvarmax=20, nmax=10000000)
real*8 f, newloss, minloss, maxloss, rmsloss, xy(nvarmax+1,nmax), epsilon
real*8 ymax, prefactor, DL, DL2, DL3, limit
parameter(epsilon=0.00001)
data arities /2,2,2,2,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0/
data functions /"+*-/><~\OJLESCANTR01P"/
integer nn(0:2), ii(nmax), kk(nmax), radix(nmax)
integer ndata, i, j, n, jmax
integer*8 nformulas
logical done
character*60 func(0:2), template
open(2,file='args.dat',status='old',err=666)
read(2,*) opsfile, templatefile, mysteryfile, outfile
close(2)
comline = 'head -1 '//mysteryfile(1:lnblnk(mysteryfile))//' | wc > qaz.dat'
if (system(comline).ne.0) stop 'DEATH ERROR counting columns'
open(2,file='qaz.dat')
read(2,*) i, nvar
close(2)
nvar = nvar - 1
if (nvar.gt.nvarmax) stop 'DEATH ERROR: TOO MANY VARIABLES'
write(*,'(1a24,i8)') 'Number of variables.....',nvar
open(2,file=opsfile,status='old',err=668)
read(2,*) usedfuncs
close(2)
nn(0)=0
nn(1)=0
nn(2)=0
do i=1,lnblnk(usedfuncs)
if (usedfuncs(i:i).eq.'D') usedfuncs(i:i)='/'
if (usedfuncs(i:i).eq.'I') usedfuncs(i:i)='\'
j = index(functions,usedfuncs(i:i))
if (j.eq.0) then
print *,'DEATH ERROR: Unknown function requested: ',usedfuncs(i:i)
stop
else
nn(arities(j)) = nn(arities(j)) + 1
func(arities(j))(nn(arities(j)):nn(arities(j))) = functions(j:j)
end if
end do
! Add nonary ops to retrieve each of the input variables:
do i=1,nvar
nn(0) = nn(0) + 1
func(0)(nn(0):nn(0)) = char(96+i)
end do
write(*,'(1a24,1a22)') 'Functions used..........',usedfuncs(1:lnblnk(usedfuncs))
do i=0,2
write(*,*) 'Arity ',i,': ',func(i)(1:nn(i))
end do
write(*,'(1a24)') 'Loading mystery data....'
call LoadMatrixTranspose(nvarmax+1,nvar+1,nmax,ndata,xy,mysteryfile)
write(*,'(1a24,i8)') 'Number of examples......',ndata
! Find max(abs(y)) to use for normalization estimation (crucial to avoid data point where y~0):
jmax=1
ymax = abs(xy(1,nvar+1))
do j=2,ndata
if (ymax < abs(xy(nvar+1,j))) then
ymax = abs(xy(nvar+1,j))
jmax = j
end if
end do
print *,'Mystery data has largest magnitude ',ymax,' at j=',jmax
print *,'Searching for best fit...'
nformulas = 0
minloss = 1.e6
template = ''
ops='===================='
open(2,file=templatefile,status='old',err=670)
open(3,file=outfile)
555 read(2,'(1a60)',end=665) template
n = lnblnk(template)
!print *,"template:",template(1:n),"#####"
do i=1,n
ii(i) = ichar(template(i:i))-48
radix(i) = nn(ii(i))
kk(i) = 0
end do
done = .false.
do while ((minloss.gt.epsilon).and.(.not.done))
nformulas = nformulas + 1
! Analyze structure ii:
do i=1,n
ops(i:i) = func(ii(i))(1+kk(i):1+kk(i))
!print *,'TEST ',i,ii(i), func(ii(i))
end do
!write(*,'(1f20.12,99i3)') minloss, (ii(i),i=1,n), (kk(i),i=1,n)
!write(*,'(1a24)') ops(1:n)
prefactor = xy(nvar+1,jmax)/f(n,ii,ops,xy(1,jmax))
j = 1
maxloss = 0.
do while ((maxloss.lt.minloss).and.(j.le.ndata))
newloss = abs(xy(nvar+1,j) - prefactor*f(n,ii,ops,xy(1,j)))
!!!!!print *,'newloss: ',j,newloss,xy(nvar,j),f(n,ii,ops,xy(1,j))
if (.not.((newloss.ge.0).or.(newloss.le.0))) newloss = 1.e30 ! This was a NaN :-)
if (maxloss.lt.newloss) maxloss = newloss
j = j + 1
end do
if (maxloss.lt.minloss) then ! We have a new best fit
minloss = maxloss
rmsloss = 0.
do j=1,ndata
rmsloss = rmsloss + (xy(nvar+1,j) - prefactor*f(n,ii,ops,xy(1,j)))**2
end do
rmsloss = sqrt(rmsloss/ndata)
DL = log(nformulas*max(1.,minloss/epsilon))/log(2.)
DL2 = log(nformulas*max(1.,minloss/1.e-15))/log(2.)
DL3 = (log(1.*nformulas) + sqrt(1.*ndata)*log(max(1.,rmsloss/1.e-15)))/log(2.)
write(*,'(2f20.12,x,1a22,1i16,4f19.4)') limit(minloss), limit(prefactor), ops(1:n), nformulas, rmsloss, DL, DL2, DL3
write(3,'(2f20.12,x,1a22,1i16,4f19.4)') limit(minloss), limit(prefactor), ops(1:n), nformulas, rmsloss, DL, DL2, DL3
flush(3)
end if
call multiloop(n,radix,kk,done)
end do
goto 555
665 close(3)
close(2)
print *,'All done: results in ',outfile
return
666 stop 'DEATH ERROR: missing file args.dat'
668 print *,'DEATH ERROR: missing file ',opsfile(1:lnblnk(opsfile))
stop
670 print *,'DEATH ERROR: missing file ',templatefile(1:lnblnk(templatefile))
stop
end
real*8 function limit(x)
implicit none
real*8 x, xmax
parameter(xmax=666.)
if (abs(x).lt.xmax) then
limit = x
else
limit = sign(xmax,x)
end if
return
end
real*8 function f(n,arities,ops,x) ! n=number of ops, x=arg vector
implicit none
integer nmax, n, i, j, arities(n), arity, lnblnk
character*60 ops
parameter(nmax=100)
real*8 x(nmax), y, stack(nmax)
character op
!write(*,*) 'Evaluating function with ops = ',ops(1:n)
!write(*,'(3f10.5,99i3)') (x(i),i=1,3), (arities(i),i=1,n)
j = 0 ! Number of numbers on the stack
do i=1,n
arity = arities(i)
op = ops(i:i)
if (arity.eq.0) then ! This is a nonary function
if (op.eq."0") then
y = 0.
else if (op.eq."1") then
y = 1.
else if (op.eq."P") then
y = 4.*atan(1.) ! pi
else
y = x(ichar(op)-96)
end if
else if (arity.eq.1) then ! This is a unary function
if (op.eq.">") then
y = stack(j) + 1
else if (op.eq."<") then
y = stack(j) - 1
else if (op.eq."~") then
y = -stack(j)
else if (op.eq."\") then
y = 1./stack(j)
else if (op.eq."L") then
y = log(stack(j))
else if (op.eq."E") then
y = exp(stack(j))
else if (op.eq."S") then
y = sin(stack(j))
else if (op.eq."C") then
y =cos(stack(j))
else if (op.eq."A") then
y = abs(stack(j))
else if (op.eq."N") then
y = asin(stack(j))
else if (op.eq."T") then
y = atan(stack(j))
else
y = sqrt(stack(j))
end if
else ! This is a binary function
if (op.eq."+") then
y = stack(j-1)+stack(j)
else if (op.eq."-") then
y = stack(j-1)-stack(j)
else if (op.eq."*") then
y = stack(j-1)*stack(j)
else
y = stack(j-1)/stack(j)
end if
end if
j = j + 1 - arity
stack(j) = y
! write(*,'(9f10.5)') (stack(k),k=1,j)
end do
if (j.ne.1) stop 'DEATH ERROR: STACK UNBALANCED'
f = stack(1)
!write(*,'(9f10.5)') 666.,x(1),x(2),x(3),f
return
end
subroutine multiloop(n,bases,i,done)
! Handles <n> nested loops with loop variables i(1),...i(n).
! Example: With n=3, bases=2, repeated calls starting with i=(000) will return
! 001, 010, 011, 100, 101, 110, 111, 000 (and done=.true. the last time).
! All it's doing is counting in mixed radix specified by the array <bases>.
implicit none
integer n, bases(n), i(n), k
logical done
done = .false.
k = 1
555 i(k) = i(k) + 1
if (i(k).lt.bases(k)) return
i(k) = 0
k = k + 1
if (k.le.n) goto 555
done = .true.
return
end
subroutine LoadMatrixTranspose(nd,n,mmax,m,A,f)
! Reads the n x m matrix A from the file named f, stored as its transpose
implicit none
integer nd,mmax,n,m,j
real*8 A(nd,mmax)
character*60 f
open(2,file=f,status='old')
m = 0
555 m = m + 1
if (m.gt.mmax) stop 'DEATH ERROR: m>mmax in LoadVectorTranspose'
read(2,*,end=666) (A(j,m),j=1,n)
goto 555
666 close(2)
m = m - 1
print *,m,' rows read from file ',f
return
end