Datasets:
Formats:
json
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English
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Tags:
time-series
time-series-decomposition
benchmark
component-recovery
symbolic-regression
icml-2026
License:
| """ | |
| Budget Controller for fair comparison in Decomp+SR pipeline. | |
| Ensures all SR methods use identical: | |
| - Time budget (wall-clock limit) | |
| - Complexity budget (max nodes, max depth) | |
| - Operator set | |
| """ | |
| from __future__ import annotations | |
| import time | |
| import signal | |
| from dataclasses import dataclass, field | |
| from typing import Any, Dict, List, Optional | |
| from contextlib import contextmanager | |
| class BudgetConfig: | |
| """Configuration for fair comparison budgets.""" | |
| # Time budget | |
| time_budget_sec: float = 60.0 | |
| # Complexity budget | |
| max_nodes: int = 50 | |
| max_depth: int = 10 | |
| # Operator set (must be identical for all methods) | |
| operators: List[str] = field(default_factory=lambda: [ | |
| 'add', 'sub', 'mul', 'div', 'sin', 'cos', 'exp' | |
| ]) | |
| def to_dict(self) -> Dict[str, Any]: | |
| return { | |
| 'time_budget_sec': self.time_budget_sec, | |
| 'max_nodes': self.max_nodes, | |
| 'max_depth': self.max_depth, | |
| 'operators': self.operators.copy(), | |
| } | |
| class TimeoutError(Exception): | |
| """Raised when operation exceeds time budget.""" | |
| pass | |
| class BudgetController: | |
| """ | |
| Controls time and complexity budgets for fair comparison. | |
| Usage: | |
| controller = BudgetController(config) | |
| with controller.time_limit(): | |
| result = sr_method.fit(t, y) | |
| controller.check_complexity(result.expression) | |
| """ | |
| def __init__(self, config: Optional[BudgetConfig] = None): | |
| self.config = config or BudgetConfig() | |
| self._start_time: Optional[float] = None | |
| self._timed_out: bool = False | |
| def time_limit(self): | |
| """Context manager for time-limited execution.""" | |
| self._start_time = time.time() | |
| self._timed_out = False | |
| def handler(signum, frame): | |
| self._timed_out = True | |
| raise TimeoutError(f"Exceeded time budget of {self.config.time_budget_sec}s") | |
| # Set alarm (Unix only) | |
| old_handler = signal.signal(signal.SIGALRM, handler) | |
| signal.alarm(int(self.config.time_budget_sec) + 1) | |
| try: | |
| yield | |
| except TimeoutError: | |
| self._timed_out = True | |
| raise | |
| finally: | |
| signal.alarm(0) | |
| signal.signal(signal.SIGALRM, old_handler) | |
| def elapsed_time(self) -> float: | |
| """Get elapsed time since time_limit started.""" | |
| if self._start_time is None: | |
| return 0.0 | |
| return time.time() - self._start_time | |
| def check_complexity(self, expression: str) -> Dict[str, Any]: | |
| """ | |
| Check if expression meets complexity budget. | |
| Returns: | |
| Dict with 'nodes', 'depth', 'within_budget' fields. | |
| """ | |
| nodes = self._count_nodes(expression) | |
| depth = self._count_depth(expression) | |
| return { | |
| 'nodes': nodes, | |
| 'depth': depth, | |
| 'within_budget': (nodes <= self.config.max_nodes and | |
| depth <= self.config.max_depth), | |
| 'max_nodes': self.config.max_nodes, | |
| 'max_depth': self.config.max_depth, | |
| } | |
| def _count_nodes(self, expr: str) -> int: | |
| """Count nodes in expression (simple approximation).""" | |
| if not expr: | |
| return 0 | |
| # Count operators and operands | |
| import re | |
| tokens = re.findall(r'[a-zA-Z_][a-zA-Z0-9_]*|\d+\.?\d*|[+\-*/()]', expr) | |
| return len([t for t in tokens if t not in '()']) | |
| def _count_depth(self, expr: str) -> int: | |
| """Count max nesting depth in expression.""" | |
| if not expr: | |
| return 0 | |
| max_depth = 0 | |
| current = 0 | |
| for c in expr: | |
| if c == '(': | |
| current += 1 | |
| max_depth = max(max_depth, current) | |
| elif c == ')': | |
| current -= 1 | |
| return max_depth | |
| def get_gplearn_params(self) -> Dict[str, Any]: | |
| """Get GPlearn-compatible parameters from budget.""" | |
| return { | |
| 'function_set': self._convert_operators_gplearn(), | |
| 'init_depth': (2, min(6, self.config.max_depth)), | |
| 'max_samples': 1.0, | |
| } | |
| def get_pysr_params(self) -> Dict[str, Any]: | |
| """Get PySR-compatible parameters from budget.""" | |
| return { | |
| 'binary_operators': ['+', '-', '*', '/'], | |
| 'unary_operators': ['sin', 'cos', 'exp'], | |
| 'maxsize': self.config.max_nodes, | |
| 'timeout_in_seconds': int(self.config.time_budget_sec), | |
| } | |
| def _convert_operators_gplearn(self) -> List[str]: | |
| """Convert operator names to GPlearn format.""" | |
| mapping = { | |
| 'add': 'add', '+': 'add', | |
| 'sub': 'sub', '-': 'sub', | |
| 'mul': 'mul', '*': 'mul', | |
| 'div': 'div', '/': 'div', | |
| 'sin': 'sin', 'cos': 'cos', | |
| 'exp': 'exp', 'log': 'log', | |
| 'sqrt': 'sqrt', 'abs': 'abs', | |
| } | |
| result = [] | |
| for op in self.config.operators: | |
| if op.lower() in mapping: | |
| gp_op = mapping[op.lower()] | |
| if gp_op not in result: | |
| result.append(gp_op) | |
| return result | |
| def timed_out(self) -> bool: | |
| return self._timed_out | |