|
| 1 | + |
| 2 | +""" FormulaLinearModel.py |
| 3 | +import sys,os; sys.path.insert(1, os.environ[f"O2DPG"]+"/UTILS/dfextensions"); |
| 4 | +from FormulaLinearModel import * |
| 5 | +Utility helpers extension for FormulaLinearModel.py |
| 6 | +""" |
| 7 | + |
| 8 | +import ast |
| 9 | +import numpy as np |
| 10 | +from sklearn.linear_model import LinearRegression |
| 11 | + |
| 12 | +import ast |
| 13 | +import numpy as np |
| 14 | +from sklearn.linear_model import LinearRegression |
| 15 | + |
| 16 | +class FormulaLinearModel: |
| 17 | + def __init__(self, name, formulas, target, precision=4, weight_formula=None, var_list=None): |
| 18 | + """ |
| 19 | + Formula-based linear regression model supporting code export. |
| 20 | +
|
| 21 | + :param name: name of the model (used for function naming) |
| 22 | + :param formulas: dict of {name: formula_string}, e.g., {'x1': 'v0*var00', 'x2': 'w1*var10'} |
| 23 | + :param target: string expression for target variable, e.g., 'log(y)' or 'y' |
| 24 | + :param precision: number of significant digits in code export (default: 4) |
| 25 | + :param weight_formula: optional string formula for sample weights |
| 26 | + :param var_list: optional list of variable names to fix the argument order for C++/JS export |
| 27 | +
|
| 28 | + Example usage: |
| 29 | +
|
| 30 | + >>> formulas = {'x1': 'v0*var00', 'x2': 'w1*var10'} |
| 31 | + >>> model = FormulaLinearModel("myModel", formulas, target='y') |
| 32 | + >>> model.fit(df) |
| 33 | + >>> df['y_pred'] = model.predict(df) |
| 34 | + >>> print(model.to_cpp()) |
| 35 | + >>> print(model.to_pandas()) |
| 36 | + >>> print(model.to_javascript()) |
| 37 | + """ |
| 38 | + self.name = name |
| 39 | + self.formulas = formulas |
| 40 | + self.target = target |
| 41 | + self.precision = precision |
| 42 | + self.weight_formula = weight_formula |
| 43 | + self.model = LinearRegression() |
| 44 | + self.feature_names = list(formulas.keys()) |
| 45 | + |
| 46 | + extracted_vars = self._extract_variables(from_formulas_only=True) |
| 47 | + if var_list: |
| 48 | + missing = set(extracted_vars) - set(var_list) |
| 49 | + if missing: |
| 50 | + raise ValueError(f"Provided var_list is missing variables: {missing}") |
| 51 | + self.variables = var_list |
| 52 | + else: |
| 53 | + self.variables = sorted(extracted_vars) |
| 54 | + |
| 55 | + def _extract_variables(self, debug=False, from_formulas_only=False): |
| 56 | + class VarExtractor(ast.NodeVisitor): |
| 57 | + def __init__(self): |
| 58 | + self.vars = set() |
| 59 | + self.funcs = set() |
| 60 | + |
| 61 | + def visit_Name(self, node): |
| 62 | + self.vars.add(node.id) |
| 63 | + |
| 64 | + def visit_Call(self, node): |
| 65 | + if isinstance(node.func, ast.Name): |
| 66 | + self.funcs.add(node.func.id) |
| 67 | + self.generic_visit(node) |
| 68 | + |
| 69 | + extractor = VarExtractor() |
| 70 | + if from_formulas_only: |
| 71 | + all_exprs = list(self.formulas.values()) |
| 72 | + else: |
| 73 | + all_exprs = list(self.formulas.values()) |
| 74 | + if self.weight_formula: |
| 75 | + all_exprs.append(self.weight_formula) |
| 76 | + if isinstance(self.target, str): |
| 77 | + all_exprs.append(self.target) |
| 78 | + |
| 79 | + for expr in all_exprs: |
| 80 | + tree = ast.parse(expr, mode='eval') |
| 81 | + extractor.visit(tree) |
| 82 | + |
| 83 | + if debug: |
| 84 | + print("Detected variables:", extractor.vars) |
| 85 | + print("Detected functions:", extractor.funcs) |
| 86 | + |
| 87 | + return extractor.vars - extractor.funcs |
| 88 | + |
| 89 | + def fit(self, df): |
| 90 | + X = np.column_stack([df.eval(expr) for expr in self.formulas.values()]) |
| 91 | + y = df.eval(self.target) if isinstance(self.target, str) else df[self.target] |
| 92 | + if self.weight_formula: |
| 93 | + sample_weight = df.eval(self.weight_formula).values |
| 94 | + self.model.fit(X, y, sample_weight=sample_weight) |
| 95 | + else: |
| 96 | + self.model.fit(X, y) |
| 97 | + |
| 98 | + def predict(self, df): |
| 99 | + X = np.column_stack([df.eval(expr) for expr in self.formulas.values()]) |
| 100 | + mask_valid = ~np.isnan(X).any(axis=1) |
| 101 | + y_pred = np.full(len(df), np.nan) |
| 102 | + y_pred[mask_valid] = self.model.predict(X[mask_valid]) |
| 103 | + return y_pred |
| 104 | + |
| 105 | + def coef_dict(self): |
| 106 | + return dict(zip(self.feature_names, self.model.coef_)), self.model.intercept_ |
| 107 | + |
| 108 | + def to_cpp(self): |
| 109 | + fmt = f"{{0:.{self.precision}g}}" |
| 110 | + coefs, intercept = self.coef_dict() |
| 111 | + terms = [f"({fmt.format(coef)})*({self.formulas[name]})" for name, coef in coefs.items()] |
| 112 | + expr = " + ".join(terms) + f" + ({fmt.format(intercept)})" |
| 113 | + args = ", ".join([f"float {var}" for var in self.variables]) |
| 114 | + return f"float {self.name}({args}) {{ return {expr}; }}" |
| 115 | + |
| 116 | + def to_pandas(self): |
| 117 | + fmt = f"{{0:.{self.precision}g}}" |
| 118 | + coefs, intercept = self.coef_dict() |
| 119 | + terms = [f"({fmt.format(coef)})*({expr})" for expr, coef in zip(self.formulas.values(), coefs.values())] |
| 120 | + return " + ".join(terms) + f" + ({fmt.format(intercept)})" |
| 121 | + |
| 122 | + def to_javascript(self): |
| 123 | + fmt = f"{{0:.{self.precision}g}}" |
| 124 | + coefs, intercept = self.coef_dict() |
| 125 | + terms = [f"({fmt.format(coef)})*({self.formulas[name]})" for name, coef in coefs.items()] |
| 126 | + expr = " + ".join(terms) + f" + ({fmt.format(intercept)})" |
| 127 | + args = ", ".join(self.variables) |
| 128 | + return f"function {self.name}({args}) {{ return {expr}; }}" |
| 129 | + |
| 130 | + def to_cppstd(name, variables, expression, precision=6): |
| 131 | + args = ", ".join([f"const std::vector<float>& {v}" for v in variables]) |
| 132 | + output = [f"std::vector<float> {name}(size_t n, {args}) {{"] |
| 133 | + output.append(f" std::vector<float> result(n);") |
| 134 | + output.append(f" for (size_t i = 0; i < n; ++i) {{") |
| 135 | + for v in variables: |
| 136 | + output.append(f" float {v}_i = {v}[i];") |
| 137 | + expr_cpp = expression |
| 138 | + for v in variables: |
| 139 | + expr_cpp = expr_cpp.replace(v, f"{v}_i") |
| 140 | + output.append(f" result[i] = {expr_cpp};") |
| 141 | + output.append(" }") |
| 142 | + output.append(" return result;") |
| 143 | + output.append("}") |
| 144 | + return "\n".join(output) |
| 145 | + |
| 146 | + |
| 147 | + def to_cpparrow(name, variables, expression, precision=6): |
| 148 | + args = ", ".join([f"const arrow::FloatArray& {v}" for v in variables]) |
| 149 | + output = [f"std::shared_ptr<arrow::FloatArray> {name}(int64_t n, {args}, arrow::MemoryPool* pool) {{"] |
| 150 | + output.append(f" arrow::FloatBuilder builder(pool);") |
| 151 | + output.append(f" builder.Reserve(n);") |
| 152 | + output.append(f" for (int64_t i = 0; i < n; ++i) {{") |
| 153 | + expr_cpp = expression |
| 154 | + for v in variables: |
| 155 | + output.append(f" float {v}_i = {v}.Value(i);") |
| 156 | + expr_cpp = expr_cpp.replace(v, f"{v}_i") |
| 157 | + output.append(f" builder.UnsafeAppend({expr_cpp});") |
| 158 | + output.append(" }") |
| 159 | + output.append(" std::shared_ptr<arrow::FloatArray> result;") |
| 160 | + output.append(" builder.Finish(&result);") |
| 161 | + output.append(" return result;") |
| 162 | + output.append("}") |
| 163 | + return "\n".join(output) |
| 164 | + |
| 165 | + |
0 commit comments