Merge branch 'master' into prediction_error_jax

setup.cfg → .flake8

@@ -18,7 +18,3 @@ import-order-style = smarkets
 statistics = True
 count = True
 verbose = 1
-# format = [%(code)s] %(text)s @ %(path)s:%(row)d:%(col)d
-
-[codespell]
-ignore-words-list = pres,nd

.github/workflows/draft-pdf.yml

@@ -6,15 +6,15 @@ jobs:
     name: Paper Draft
     steps:
       - name: Checkout
-        uses: actions/checkout@v2
+        uses: actions/checkout@v3
       - name: Build draft PDF
         uses: openjournals/openjournals-draft-action@master
         with:
           journal: joss
           # This should be the path to the paper within your repo.
           paper-path: docs/JOSS2/paper.md
       - name: Upload
-        uses: actions/upload-artifact@v1
+        uses: actions/upload-artifact@v3
         with:
           name: paper
           # This is the output path where Pandoc will write the compiled

.github/workflows/main.yml

@@ -1,17 +1,23 @@
 name: Tests
 
-on: [push, pull_request]
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
 
 jobs:
   Linting:
     runs-on: ubuntu-latest
 
     steps:
-      - uses: actions/checkout@v1
-      - name: Set up Python 3.7
-        uses: actions/setup-python@v1
+      - uses: actions/checkout@v3
+      - name: Set up Python
+        uses: actions/setup-python@v3
         with:
-          python-version: 3.7
+          python-version: "3.9"
       - name: Linting
         run: |
           pip install pre-commit
@@ -23,39 +29,36 @@ jobs:
     strategy:
       max-parallel: 4
       matrix:
-        python-version: [3.7, 3.8]
+        python-version: ["3.8", "3.10"]
 
     steps:
-    - uses: actions/checkout@v1
+    - uses: actions/checkout@v3
     - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v1
+      uses: actions/setup-python@v3
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
       run: |
-        pip install -r requirements-dev.txt
-        pip install sympy # needed for notebook 9, but not required for pysindy
+        pip install --upgrade pip
+        pip install .[dev,miosr,cvxpy]
     - name: Build the docs
       # Not exactly how RTD does it, but close.
       run: |
+        sudo apt-get update -y
         sudo apt-get install pandoc
+        pip install .[docs]
         cd docs
         python -m sphinx -T -E -W -b html -d _build/doctrees . _build/html
         cd ..
     - name: Test with pytest
       run: |
-        pytest test --cov=pysindy --cov-report=xml
+        coverage run --source=pysindy -m pytest test -m "not slow"  && coverage xml
     - name: Upload coverage to Codecov
-      uses: codecov/codecov-action@v1
+      uses: codecov/codecov-action@v3
       with:
         token: ${{ secrets.CODECOV_TOKEN }}
         file: ./coverage.xml
-    - name: Execute feature notebook with papermill
-      run: |
-        pip install papermill
-        cd examples
-        papermill --report-mode 1_feature_overview.ipynb out.json
-    - uses: actions/cache@v1
+    - uses: actions/cache@v3
       with:
         path: ~/.cache/pip
         key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements-dev.txt') }}

.github/workflows/release.yml

@@ -10,17 +10,19 @@ jobs:
     runs-on: ubuntu-latest
     steps:
       - name: Checkout source
-        uses: actions/checkout@v1
+        uses: actions/checkout@v3
       - name: Set up Python
-        uses: actions/setup-python@v1
+        uses: actions/setup-python@v3
         with:
-          python-version: 3.7
-      - name: Install dependencies
-        run: pip install wheel
+          python-version: "3.9"
+      - name: Install Build
+        run: |
+          python -m pip install --upgrade pip
+          pip install build
       - name: Build package
-        run: python setup.py sdist bdist_wheel
+        run: python -m build .
       - name: Upload package
-        uses: pypa/gh-action-pypi-publish@master
+        uses: pypa/gh-action-pypi-publish@v1.8.5
         with:
           user: __token__
           password: ${{ secrets.PYPI_TOKEN }}

.gitignore

@@ -3,6 +3,10 @@ dist
 *.egg-info
 commit-msg
 todo
+poetry.lock
+
+# profiling
+prof/
 
 # Environments
 .env

.pre-commit-config.yaml

@@ -18,7 +18,7 @@ repos:
   rev: 5.0.4
   hooks:
     - id: flake8
-      args: ["--config=setup.cfg"]
+      args: ["--config=.flake8"]
 -   repo: https://github.com/pre-commit/pygrep-hooks
     rev: v1.9.0
     hooks:
@@ -34,11 +34,12 @@ repos:
     hooks:
     - id: sphinx-lint
 -   repo: https://github.com/codespell-project/codespell
-    rev: v2.1.0
+    rev: v2.2.4
     hooks:
     -   id: codespell
         types_or: [python, rst, markdown]
-        args: ["-L hist"]
+        additional_dependencies: [tomli]
+        args: ["--toml", "pyproject.toml"]
 -   repo: https://github.com/pre-commit/pre-commit-hooks
     rev: v4.3.0
     hooks:

.readthedocs.yml

@@ -3,7 +3,17 @@ version: 2
 sphinx:
   configuration: docs/conf.py
 
+build:
+  os: "ubuntu-22.04"
+  tools:
+    python: "3.8"
+
 python:
-  version: 3.7
   install:
-    - requirements: requirements-dev.txt
+    - method: pip
+      path: .
+      extra_requirements:
+        - docs
+        - cvxpy
+        - miosr
+        - dev

README.rst

@@ -38,7 +38,7 @@ The approximation problem to be solved can then be compactly written as
 
 Each row of this matrix equation corresponds to one coordinate function of ``f(x)``.
 SINDy employs sparse regression techniques to find a solution ``Xi`` with sparse column vectors.
-For a more in-depth look at the mathematical foundations of SINDy, please see our `introduction to SINDy <https://pysindy.readthedocs.io/en/latest/examples/2_introduction_to_sindy.html>`__.
+For a more in-depth look at the mathematical foundations of SINDy, please see our `introduction to SINDy <https://pysindy.readthedocs.io/en/latest/examples/2_introduction_to_sindy/example.html>`__.
 
 Relation to PySINDy
 ^^^^^^^^^^^^^^^^^^^
@@ -93,7 +93,7 @@ which prints the following
   x' = -2.000 x
   y' = 1.000 y
 
-PySINDy provides numerous other features not shown here. We recommend the `feature overview <https://pysindy.readthedocs.io/en/latest/examples/1_feature_overview.html>`__ section of the documentation for a more exhaustive summary of additional features.
+PySINDy provides numerous other features not shown here. We recommend the `feature overview <https://pysindy.readthedocs.io/en/latest/examples/1_feature_overview/example.html>`__ section of the documentation for a more exhaustive summary of additional features.
 
 Installation
 ------------
@@ -121,23 +121,41 @@ Then, to install the package, run
 
   pip install .
 
-If you do not have pip you can instead use
+If you do not have root access, you should add the ``--user`` option to the above lines.
+
+Caveats
+^^^^^^^
+
+To run the unit tests, or example notebooks, you should install the dev-dependencies with:
 
 .. code-block:: bash
 
-  python setup.py install
+  pip install pysindy[dev]
 
-If you do not have root access, you should add the ``--user`` option to the above lines.
+or if you are installing from a local copy
 
-Caveats
-^^^^^^^
-If you would like to use the ``SINDy-PI`` optimizer, the ``Trapping SINDy`` optimizer (TrappingSR3), or the other SR3 optimizations with inequality constraints, you will also need to install the cvxpy package, e.g. with ``pip install cvxpy``.
+.. code-block:: bash
+
+  pip install .[dev]
+
+To build a local copy of the documentation, you should install the docs-dependencies with:
+
+.. code-block:: bash
+
+  pip install pysindy[docs]
+
+If you are looking to use convex optimization provided by `cvxpy <https://github.com/cvxpy/cvxpy>`__, then you have to install
+
+.. code-block:: bash
+
+    pip install pysindy[cvxpy]
 
-To run the unit tests, example notebooks, or build a local copy of the documentation, you should install the additional dependencies in ``requirements-dev.txt``
+to utilize Mixed-Integer Optimized Sparse Regression (MIOSR) via `GurobiPy <https://pypi.org/project/gurobipy/>`__, you
+require
 
 .. code-block:: bash
 
-  pip install -r requirements-dev.txt
+    pip install pysindy[miosr]
 
 
 Documentation
@@ -178,32 +196,58 @@ You can optimize your notebook for testing by checking ``__name__``.  When our t
 
 Contributing code
 ^^^^^^^^^^^^^^^^^
-We welcome contributions to PySINDy. To contribute a new feature please submit a pull request. To get started we recommend installing the packages in ``requirements-dev.txt`` via
+We welcome contributions to PySINDy. To contribute a new feature please submit a pull request. To get started we recommend installing an editable ``dev`` version from a local clone via
 
 .. code-block:: bash
 
-    pip install -r requirements-dev.txt
+    pip install -e .[dev]
 
 This will allow you to run unit tests and automatically format your code. To be accepted your code should conform to PEP8 and pass all unit tests. Code can be tested by invoking
 
 .. code-block:: bash
 
     pytest
 
-We recommend using ``pre-commit`` to format your code. Once you have staged changes to commit
+We recommend using ``pre-commit`` to format your code. The easiest approach is to install pre-commit via
+
+.. code-block:: bash
+
+    pre-commit install
+
+After which pre-commit will automatically check all future commits. Once you have staged changes to commit
 
 .. code-block:: bash
 
     git add path/to/changed/file.py
 
-you can run the following to automatically reformat your staged code
+Pre-commit will then automatically run all checks against your committed code. If you want to trigger this manually, you can run the following to automatically reformat your staged code
 
 .. code-block:: bash
 
     pre-commit
 
 Note that you will then need to re-stage any changes ``pre-commit`` made to your code.
 
+Building documentation requires the ``docs`` dependencies, which can be installed with either
+
+.. code-block:: bash
+
+    pip install pysindy[docs]
+
+or with
+
+.. code-block:: bash
+
+    pip install .[docs]
+
+for a local clone of the repository. Once installed, run
+
+.. code-block:: bash
+
+    python -m sphinx -TEb html -d _build/doctrees -D language=en . ./build
+
+Or check the build step in the most recent CI run or [RTD build](https://readthedocs.org/projects/pysindy/builds/).
+
 There are a number of SINDy variants and advanced functionality that would be great to implement in future releases:
 
 1. Bayesian SINDy, for instance that from Hirsh, Seth M., David A. Barajas-Solano, and J. Nathan Kutz. "Sparsifying Priors for Bayesian Uncertainty Quantification in Model Discovery." arXiv preprint arXiv:2107.02107 (2021).
@@ -335,8 +379,8 @@ Thanks to the members of the community who have contributed to PySINDy!
 | `andgoldschmidt <https://github.com/andgoldschmidt>`_ | `derivative <https://derivative.readthedocs.io/en/latest/>`_ package for numerical differentiation `#85 <https://github.com/dynamicslab/pysindy/pull/85>`_ |
 +-------------------------------------------------------+------------------------------------------------------------------------------------------------------------------------------------------------------------+
 
-.. |BuildCI| image:: https://github.com/dynamicslab/pysindy/workflows/Build%20CI/badge.svg
-    :target: https://github.com/dynamicslab/pysindy/actions?query=workflow%3A%22Build+CI%22
+.. |BuildCI| image:: https://github.com/dynamicslab/pysindy/actions/workflows/main.yml/badge.svg
+    :target: https://github.com/dynamicslab/pysindy/actions/workflows/main.yml?query=branch%3Amaster
 
 .. |RTD| image:: https://readthedocs.org/projects/pysindy/badge/?version=latest
     :target: https://pysindy.readthedocs.io/en/latest/?badge=latest

docs/conf.py

@@ -61,7 +61,8 @@
 html_sourcelink_suffix = ""
 
 intersphinx_mapping = {
-    "derivative": ("https://derivative.readthedocs.io/en/latest/", None)
+    "derivative": ("https://derivative.readthedocs.io/en/latest/", None),
+    "sklearn": ("https://scikit-learn.org/stable/", None),
 }
 
 # -- Extensions to the  Napoleon GoogleDocstring class ---------------------

examples/11_SSR_FROLS_examples.ipynb

@@ -11,7 +11,7 @@
     "Jupyter notebook written by Alan Kaptanoglu and Jared Callaham.\n",
     "\n",
     "An interactive version of this notebook is available on binder\n",
-    "[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/dynamicslab/pysindy/v1.7?filepath=examples/11_SSR_FROLS_examples.ipynb)"
+    "[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/dynamicslab/pysindy/v1.7.3?filepath=examples/11_SSR_FROLS_examples.ipynb)"
    ]
   },
   {