SRBench 2022 Competition Guidelines

To participate, the steps are relatively straightforward. Participants fork this repo, checkout the Competition2022 branch, add a method in the submission folder (see submission/feat-example), and submit it as a pull request to the Competition2022 branch. Once submitted, the continuous integration process will give feedback if there are any problems with the submission. Participants can then update their PR as necessary to have it pass the tests.

Once everything is working, participants can basically sit tight: the competition organizers will then set about testing the methods on a variey of datasets.

Instructions

  1. Fork this repository and clone it. Check out the Competition2022 branch.

     git clone git@github.com:your-name/srbench
     cd srbench
     git checkout Competition2022 # may need to "git fetch" first if this fails
    
  2. Make a folder in the submission/ named after your method. You can start with a template by copying the submission/feat-example folder, renaming and editing it.

  3. In the folder, put the contents of your submission. This folder should contain:

    1. metadata.yml (required): A file describing your submission, following the descriptions in submission/feat-example/metadata.yml.
    2. regressor.py (required): a Python file that defines your method, named appropriately. See submission/feat-example/regressor.py for complete documentation. It should contain:
      • est: a sklearn-compatible Regressor object.
      • model(est, X=None): a function that returns a sympy-compatible string specifying the final model. It can optionally take the training data as an input argument. See guidance below.
      • eval_kwargs (optional): a dictionary that can specify method-specific arguments to evaluate_model.py.
    3. LICENSE (optional) A license file
    4. environment.yml (optional): a conda environment file that specifies dependencies for your submission. See submission/feat-example/environment.yml for an example. It will be used to update the baseline environment (environment.yml in the root directory). To the extent possible, conda should be used to specify the dependencies you need. If your method is part of conda, great! You can just put that in here and leave install.sh blank.
    5. install.sh (optional): a bash script that installs your method. **Note: scripts should not require sudo permissions. The library and include paths should be directed to conda environment; the environmental variable $CONDA_PREFIX specifies the path to the environment.
    6. additional files (optional): you may include a folder containing the code for your method in the submission. Otherwise, install.sh should pull the source code remotely.

    7. Commit your changes and submit your branch as a pull request Competition 2022 branch.

    8. Once the tests pass, you will be an official competitor!

Version control

The install process should guarantee that the version for your algorithm that gets installed is fixed. You can do this in many ways:

  1. Including the source code with the submission.
  2. Pulling a tagged version/release of your code from a git repository.
  3. Checking out a specific commit, as in the provided example.

Regressor Guide

For detailed documentation, carefully read the example regressor.py file in submission/feat-example/regressor.py, which describes several options for configuring your algorithm.

Returning a sympy compatible model string

In order to check for exact solutions to problems with known, ground-truth models, each SR method returns a model string that can be manipulated in sympy. Assure the returned model meets these requirements:

  1. The variable names appearing in the model are identical to those in the training data, X, which is a pd.Dataframe. If your method names variables some other way, e.g. [x_0 ... x_m], you can specify a mapping in the model function such as:
def model(est, X):
    mapping = {'x_'+str(i):k for i,k in enumerate(X.columns)}
    new_model = est.model_
    for k,v in reversed(mapping.items()):
        new_model = new_model.replace(k,v)
  1. The operators/functions in the model are available in sympy’s function set.

Note: In part of the competition (see the judging criteria), models will be checked for symbolic equivalence with ground-truth formulae. If your method uses protected operators (e.g., my_prot_div(a,b)= a/b if b!=0 else 1 or my_prot_log(a)=log(abs(a)+eps)), replace these with non-protected (sympy-compatible) versions when calling model. For example:

def model(est, X):
    ... # any previous pre-processing
    new_model = new_model.replace("my_prot_div","/").replace("my_prot_log","log")

CLI methods

Is your SR method typically called via a command line interface? Check out this gist to make a sklearn interface.

Competition Details

Once a method is successfully added to the Competition2022 branch, the organizing team will set about running each participant’s method through a set of datasets. These datasets include synthetic and real-world tasks. Each dataset will have less than 10,000 samples and fewer than 100 features.

Stages

The competition consists of three stages, summarized in the table below.

Stage Qualification Synthetic Real-World
Benchmark Data PMLB-20 Synthetic Real-World
Criteria Better than linear regresion Accuracy, Simplicity, Exact Solutions Accuracy, Simplicity, Expert Assessment
  • The first stage is a simple filter: submitted methods must be better than a linear model on PMLB-20. PMLB-20 is a set of 20 datasets we will select from the Penn Machine Learning Benchmark used in our original SRBench analysis. (Participants are free to tune on this benchmark.)
  • The second and third stages are separate and independent tracks (a method can, in principle, win both): the Synthetic track and the Real-World track. The judging criteria for these tracks are different but share some aspects. For example, common judging criteria are accuracy (in terms of R2 Score) and simplicity (in terms of number of model components).

Judging Criteria

Full details on the judging criteria can be found here.

Computing Environment

Experiments will be run in a heterogeneous cluster computing environment composed of several hosts with 24-28 core Intel(R) Xeon(R) CPU E5-2690 v4 @ 2.60GHz processors and 250 GB of RAM.

The cluster uses an LSF scheduler. We define a job as the training of an algorithm on a single dataset. For each job, an algorithm will have access to the following resources:

Benchmark PMLB-20 Synthetic Real-World
RAM 16 GB 16 GB 16 GB
CPU Cores 4 8 8

CPU cores for each job will span a single host, so methods are encouraged to support CPU-level parallelism. The number of CPU cores can be determined via the environment variable OMP_NUM_THREADS. In python, one can grab this value as follows:

import os
n_cpus = os.environ['OMP_NUM_THREADS']

Time Budget

Methods must adhere to a fixed time budget for the competition. These time budgets are designed to be generous, not restrictive. Our goal is to allow “slow” implementations enough time to learn.

All datasets will be less than 10,000 rows and fewer than 100 features. The time limits are as follows:

  • For datasets up to 1000 rows, 60 minutes (1 hour)
  • For datasets up to 10000 rows, 600 minutes (10 hours)

If a call to est.fit() takes longer than the allotted time, est.fit() will receive a SIGALRM and the evaluation routine will raise a TimeOutException. Shortly thereafter (on the order of seconds), the job will be killed.

The preferred approach is that participants design their algorithms to terminate comfortably in less than an hour for 1000x100 datasets, and less than 10 hours for 10000x100 datasets. Participants are also encouraged to include a max_time parameter and set it appropriately.

To define dataset-specific runtime parameters, users can define a pre_train() function in regressor.py as part of eval_kwargs. As an example, one could define the following in regressor.py:

def pre_train_fn(est, X, y): 
    """set max_time in seconds based on length of X."""
    if len(X)<=1000:
        max_time = 360 - 1 # 1 second of slack
    else:
        max_time = 3600 - 1 # 1 second of slack
    est.set_params(max_time)

# pass the function to eval_kwargs
eval_kwargs = {
    'pre_train': pre_train_fn
}

Timeout Handling

Instead of managing runtime internally, participants may choose to handle the SIGALRM signal or the TimeOutException sent from the evaluation routine. However, proceed with caution: the exception handling runs the risk of taking an unexpected amount of time and leading to the job being killed. Nonetheless, timeout handling looks like this:

import signal

class TimeOutException(Exception):
    pass

def alarm_handler(signum, frame):
    print(f"raising TimeOutException")
    raise TimeOutException

def evaluate(est):
    """model evaluation"""
    # alarm that sends SIGALRM
    signal.signal(signal.SIGALRM, alarm_handler)
    signal.alarm(MAXTIME) # maximum time, defined above 
    try:
        est.fit()
    except TimeOutException:
        print('evaluate timeout')

Example approaches are the following:

  • HandleExceptionAlg handles the TimeOutException:
# submission codebase

class HandleExceptionAlg:
    def __init__(self):
        self.value = 'initial value'

    def fit(self):
        try:
            # model training
        except TimeOutException as e:
            print('TimeOutException raised')
            # gracefully and quickly choose final model
            return self

        return self
  • HandleSignalExceptionAlg handles the SIGALRM with its own internal exception. This is potentially useful for methods that call external routines that can handle SIGALRM.
# submission codebase

class InternalTimeOutException(Exception):
    pass

class HandleSignalExceptionAlg:
    def __init__(self):
        self.value = 'initial value'

    def alarm_handler(self,signum, frame):
        print(f"raising InternalTimeOutException")
        raise InternalTimeOutException

    def fit(self):
        # define an internal signal handler
        signal.signal(signal.SIGALRM, self.alarm_handler)
        try:
            # model training
        except InternalTimeOutException as e:
            print('InternalTimeOutException raised')
            # gracefully terminate 
            return self

        return self

This gist gives examples of timeout handling. These examples are for illustration purposes only and should be independently verified for compatibility with user’s code submissions.

Hyperparameter Tuning

Warning If choose to conduct hyperparameter tuning, this counts towards the time limit. In the example below we show one way to set the max_time accordingly.

Unlike our prior study, the competition does not automatically conduct hyper-parameter tuning for each method. Thus, it is up to participants to decide whether they want to include hyperparameter tuning as part of algorithm training in regressor.py. Here is an example of how to do so:

from sklearn.model_selection import GridSearchCV
#from mylibrary import MyMethod
from sklearn import linear_model


hyper_params = { 'alpha': (1e-04,0.001,0.01,0.1,1,) }

# define your base estimator
base_est=linear_model.LassoLars()

# set est to be a GridSearchCV estimator
est = GridSearchCV(estimator=base_est, 
                   param_grid=hyper_params, 
                   cv=5,
                   refit=True)

# set max time w.r.t. hyper-param tuning
num_combos = 5  # five values of alpha
num_cv = 5      # 5 cross-validation splits as above
total_runs = num_combos * num_cv + 1 # +1 because refit=True

def pre_train_fn(est, X, y): 
    """set max_time in seconds based on length of X & hyper-parameter tuning"""
    if len(X)<=1000:
        # account for hyper-parameter tuning, remove 1 extra second of slack to be sure it will terminate on time
        max_time = 360 // total_runs - 1 
    else:
        max_time = 3600 // total_runs - 1
    est.set_params(max_time)

# pass the function eval_kwargs
eval_kwargs = {
    'pre_train': pre_train_fn
}

# additional definitions
# ...

In this example, the estimator is a GridSearchCV object wrapping a method (here a LassoLars model). During fit, it will tune the alpha parameter using cross-validation. Moreover, the pre_train_fn is set to run the method so that the time limit will not be exceeded. For hyper-parameter optimizers other than GridSearchCV, see, e.g., the scikit-learn docs.