nsr-engine 0.2.0

Neural Symbolic Regression engine: GRU policy + REINFORCE + lambda-sweep Pareto front

nsr-engine

Neural Symbolic Regression engine: a GRU policy trained with risk-seeking REINFORCE (Petersen et al. 2021) that discovers closed-form mathematical expressions from data.

Single-objective training is turned into a Pareto front by sweeping a complexity penalty λ over a log-spaced grid and pooling all discovered expressions.

Install

pip install nsr-engine                  # core (numpy, pandas, torch)
pip install "nsr-engine[sympy]"         # + sympy for human-readable formulas
pip install "nsr-engine[memmap,sympy]"  # + pyarrow for out-of-core fit_memmap

From source:

git clone https://github.com/kpapmath/nsr-engine
cd nsr-engine
pip install -e ".[sympy,memmap,dev]"

Quick start

import pandas as pd
import numpy as np
from nsr_engine import NSREngine

rng = np.random.default_rng(0)
n = 5000
a = rng.standard_normal(n)
b = rng.standard_normal(n)
X = pd.DataFrame({"a": a, "b": b})
y = pd.Series(0.5 * a + 0.3 * b + 0.05 * rng.standard_normal(n))

engine = NSREngine(
    n_lambda=8,       # number of lambda values to sweep
    n_iters=300,      # REINFORCE iterations per lambda
    batch_size=64,    # expressions sampled per iteration
    max_len=10,       # maximum token sequence length
    score_metric="mse",  # "mse", "rmse", "mae", "mape", "mbd", "r2", or "adjusted_r2"
    random_state=42,
)
front = engine.fit(X, y)

print(front.to_frame())
print("elbow formula:", front.elbow().equation)

Full pipeline example

The repository includes a runnable end-to-end pipeline that generates data or loads a CSV, optionally runs holdout, K-fold, or time-series validation, trains the engine, prints the Pareto front, and selects the elbow formula.

python main.py

The example wrapper and package module entry point are equivalent:

python examples/full_pipeline.py
python -m nsr_engine.main

By default the example uses the entire dataset for the final fit (--validation-mode none). Add --validation-mode sequential for a single chronological train/test split:

python main.py --validation-mode sequential --train-frac 0.8 --test-frac 0.2

K-fold, expanding-window, walk-forward, and blocked time-series validation are also available:

python main.py --validation-mode k-fold --folds 5
python main.py --validation-mode expanding-window --folds 5
python main.py --validation-mode walk-forward --folds 5
python main.py --validation-mode blocked-time-series --folds 5

Validation modes:

Mode	Behavior
none	Fit the final Pareto front on all rows. This is the default.
sequential	Chronological single train/test split; past rows train, immediately subsequent rows test.
holdout	Single train/test split like sequential, but may be randomized with --shuffle.
k-fold	K-fold validation; folds are ordered by default and randomized only with --shuffle.
expanding-window	Expanding-window time-series validation; each fold adds more historical rows to training.
walk-forward	Alias-style walk-forward mode using the same expanding training window behavior.
blocked-time-series	Contiguous non-overlapping train/validation blocks; each validation block immediately follows its training block.

For a quicker smoke run:

python main.py --iters 20 --lambdas 3 --rows 1000

To run on your own CSV data, provide the target column and optionally a comma-separated feature list:

python main.py --input-csv data.csv --target-col y --feature-cols a,b,c

After installation, the same CLI is available as:

nsr-engine
nsr-engine --help

Every command-line input, with its default and available options, is documented in the CLI reference.

Pipeline case examples

Functional examples for each distinct pipeline path are split into standalone scripts. See docs/pipeline_examples.md for the full summary.

python examples/generated_train_test.py
python examples/generated_validation.py
python examples/csv_input.py
python examples/custom_metric_library.py
python examples/cached_run.py
python examples/memmap_out_of_core.py

The defaults are small CPU-sized smoke examples; increase --iters, --lambdas, and --rows for stronger searches.

Token grammar

Type	Tokens
Binary ops	+ - * /
Unary ops	square abs log (default)
Constants	-1.0 -0.5 0.5 1.0 2.0
Variables	column names of input X

Sequences are in prefix (Polish) notation; the arity-tracking constraint guarantees every sampled sequence is a valid, complete expression tree.

The default unary set is square, abs, log. Many more are available on opt-in via unary_ops=[...] (or --unary-ops): sqrt, cbrt, exp, log10, log2, sin, cos, tan, sinh, cosh, tanh, arcsin, arccos, arctan, arcsinh, arctanh, sigmoid, neg, sign, cube, and reciprocal. See the CLI reference for the full list and each operator's numeric behavior.

Out-of-core training

For datasets too large to fit in RAM, build a MemmapDataset from Parquet files and use fit_memmap:

from nsr_engine.memmap_store import build_memmap_dataset

store = build_memmap_dataset(
    files=list(Path("data/").glob("*.parquet")),
    feature_cols=["a", "b", "c"],
    target_col="y",
    memmap_path=Path("cache/train.mmap"),
)

front = engine.fit_memmap(store, train_lo=0, train_hi=store.n_rows)

Key parameters

Parameter	Default	Description
n_lambda	10	Lambda grid size
lambda_min / lambda_max	1e-4 / 1e-1	Lambda sweep range
n_iters	200	REINFORCE iters per lambda
batch_size	64	Expressions per iteration
max_len	15	Max token sequence length
elite_frac	0.05	Risk-seeking quantile ε
entropy_weight	0.005	Entropy bonus coefficient
standardize	True	Z-score features before training
affine_reward	True	Score residuals after a least-squares affine fit
score_metric	"mse"	Accuracy metric: "mse", "rmse", "mae", "mape", "mbd", "r2", or "adjusted_r2"
cache_dir	None	Cache lambda runs to disk (JSON)

Scoring metrics

score_metric controls how expressions are ranked after the optional affine fit b0 + b1 * expression.

Value	Meaning	Direction
"mse"	Mean squared error	Lower is better
"rmse"	Root mean squared error	Lower is better
"mae"	Mean absolute error	Lower is better
"mape"	Mean absolute percentage error, reported as percent	Lower is better
"mbd"	Absolute mean bias deviation	Lower is better
"r2"	Coefficient of determination	Higher is better
"adjusted_r2"	Adjusted R squared using one effective predictor	Higher is better

For r2 and adjusted_r2, front.to_frame() reports the actual R squared value while Pareto dominance maximizes it internally.

Reference

Petersen et al. (2021). Deep Symbolic Regression: Recovering Mathematical Expressions from Data via Risk-Seeking Policy Gradients. ICLR 2021.