Merge pull request #185 from Jacob-Stevens-Haas/simplify-fitting

Simplify derivatives in pysindy.py

.gitignore

@@ -1,6 +1,8 @@
 build
 dist
 *.egg-info
+commit-msg
+todo
 
 # Environments
 .env

examples/7_plasma_examples.ipynb

@@ -250,7 +250,7 @@
     "    \n",
     "    if feature_names is None:\n",
     "        feature_names = [f\"f{k}\" for k in range(coefficients.shape[1])]\n",
-    "\n",
+    "    max_ind = len(feature_names)\n",
     "        \n",
     "    with sns.axes_style(style=\"white\", rc={\"axes.facecolor\": (0, 0, 0, 0)}): \n",
     "        if ax is None:\n",
@@ -269,7 +269,7 @@
     "        heatmap_args.update(**heatmap_kws)\n",
     "\n",
     "        sns.heatmap(\n",
-    "            coefficients.T,\n",
+    "            coefficients[:, :max_ind].T,\n",
     "            **heatmap_args\n",
     "        )\n",
     "\n",
@@ -1609,7 +1609,7 @@
     "fig.show()\n",
     "\n",
     "X, Y = np.meshgrid(\n",
-    "    np.linspace(r_scan[0], r_scan[-1] + 1, r_scan[-1] - 1) - 0.5,\n",
+    "    np.linspace(r_scan[0], r_scan[-1] + 1, r_length) - 0.5,\n",
     "    thresholds,\n",
     "    indexing=\"ij\",\n",
     ")\n",
@@ -1853,7 +1853,7 @@
     "\n",
     "fig, axs = plt.subplots(2, 1, figsize=(14, 10))\n",
     "X, Y = np.meshgrid(\n",
-    "    np.linspace(r_scan[0], r_scan[-1] + 1, r_scan[-1] - 1) - 0.5,\n",
+    "    np.linspace(r_scan[0], r_scan[-1] + 1, r_length) - 0.5,\n",
     "    thresholds,\n",
     "    indexing=\"ij\",\n",
     ")\n",

pyproject.toml

@@ -12,8 +12,11 @@ exclude = '''
     \.git
   | \.mypy_cache
   | \.venv
+  | .vscode
+  | version.py
   | build
   | dist
+  | env
 )/
 '''
 

pysindy/__init__.py

@@ -12,6 +12,7 @@
 from . import deeptime
 from . import utils
 from .pysindy import SINDy
+from .pysindy import AxesArray
 from .differentiation import BaseDifferentiation
 from .differentiation import FiniteDifference
 from .differentiation import SpectralDerivative
@@ -36,9 +37,10 @@
 from .optimizers import STLSQ
 from .optimizers import SINDyPI
 from .optimizers import TrappingSR3
+from .optimizers import EnsembleOptimizer
 
 
-__all__ = ["SINDy"]
+__all__ = ["SINDy", "AxesArray"]
 __all__.extend(differentiation.__all__)
 __all__.extend(feature_library.__all__)
 __all__.extend(optimizers.__all__)

pysindy/deeptime/deeptime.py

@@ -6,6 +6,7 @@
 from sklearn.utils.validation import check_is_fitted
 
 from ..pysindy import SINDy
+from ..utils import SampleConcatter
 
 
 class SINDyEstimator(SINDy):
@@ -100,7 +101,7 @@ def fit(self, x, **kwargs):
         super(SINDyEstimator, self).fit(x, **kwargs)
         self._model = SINDyModel(
             feature_library=self.model.steps[0][1],
-            optimizer=self.model.steps[1][1],
+            optimizer=self.model.steps[-1][1],
             feature_names=self.feature_names,
             t_default=self.t_default,
             discrete_time=self.discrete_time,
@@ -134,10 +135,11 @@ class SINDyModel(SINDy):
     Implementation of SINDy conforming to the API of a Deeptime
     `Model <https://deeptime-ml.github.io/api/generated/deeptime.base.Model.html>`_.
 
-    The model is represented as a Scikit-learn pipeline object with two steps:
+    The model is represented as a Scikit-learn pipeline object with three steps:
     1. Map the raw input data to nonlinear features according to the selected
     ``feature_library``
-    2. Multiply the nonlinear features with a coefficient matrix encapuslated
+    2. Reshape the data from input shape to an optimization problem
+    3. Multiply the nonlinear features with a coefficient matrix encapuslated
     in ``optimizer``.
 
     This class expects the feature library and optimizer to already be fit
@@ -208,7 +210,11 @@ def __init__(
         check_is_fitted(feature_library)
         check_is_fitted(optimizer)
 
-        steps = [("features", feature_library), ("model", optimizer)]
+        steps = [
+            ("features", feature_library),
+            ("shaping", SampleConcatter()),
+            ("model", optimizer),
+        ]
         self.model = Pipeline(steps)
 
         if float(__version__[:3]) >= 1.0:

pysindy/differentiation/base.py

@@ -5,8 +5,6 @@
 
 from sklearn.base import BaseEstimator
 
-from ..utils.base import validate_input
-
 
 class BaseDifferentiation(BaseEstimator):
     """
@@ -48,5 +46,4 @@ def _differentiate(self, x, t=1):
         raise NotImplementedError
 
     def __call__(self, x, t=1):
-        x = validate_input(x)
         return self._differentiate(x, t)

pysindy/differentiation/sindy_derivative.py

@@ -5,12 +5,11 @@
 """
 from derivative import dxdt
 from numpy import arange
-from sklearn.base import BaseEstimator
 
-from ..utils.base import validate_input
+from .base import BaseDifferentiation
 
 
-class SINDyDerivative(BaseEstimator):
+class SINDyDerivative(BaseDifferentiation):
     """
     Wrapper class for differentiation classes from the :doc:`derivative:index` package.
     This class is meant to provide all the same functionality as the
@@ -72,7 +71,3 @@ def _differentiate(self, x, t=1):
             t = arange(x.shape[0]) * t
 
         return dxdt(x, t, axis=0, **self.kwargs)
-
-    def __call__(self, x, t=1):
-        x = validate_input(x, t=t)
-        return self._differentiate(x, t)