Add concatenation support for multiple feature libraries

[kopytjuk]

Currently, there is no straightforward way to combine multiple feature libraries into a single feature mapper.

I implemented this workflow:

from pysindy.feature_library import IdentityLibrary
from pysindy.feature_library import PolynomialLibrary
from pysindy.feature_library import ConcatLibrary

ident_lib = IdentityLibrary()
poly_lib = PolynomialLibrary()
concat_lib = ConcatLibrary([ident_lib, poly_lib]

What do you think?

[briandesilva]

Looks good to me!

[briandesilva]

Thanks for your contribution! Thanks especially for including detailed comments and unit tests. I'm happy to merge this as is, but I'd like to give my collaborators @Ohjeah and @kpchamp a chance to give any input they might have before I do.

[Ohjeah]

Thanks for your contribution. I was about to suggest a similar feature.

What I would like to see is a more intuitive api, such as

from pysindy.feature_library import IdentityLibrary
from pysindy.feature_library import PolynomialLibrary
from pysindy.feature_library import ConcatLibrary

ident_lib = IdentityLibrary()
poly_lib = PolynomialLibrary()

my_lib = ident_lib + poly_lib

assert isinstance(my_lib, ConcatLibrary)

You'd need to implement BaseFeatureLibrary.__add__ for this to work.

[kopytjuk]

Thanks for your contribution. I was about to suggest a similar feature.

What I would like to see is a more intuitive api, such as

from pysindy.feature_library import IdentityLibrary
from pysindy.feature_library import PolynomialLibrary
from pysindy.feature_library import ConcatLibrary

ident_lib = IdentityLibrary()
poly_lib = PolynomialLibrary()

my_lib = ident_lib + poly_lib

assert isinstance(my_lib, ConcatLibrary)

You'd need to implement BaseFeatureLibrary.__add__ for this to work.

Thanks for you review!

The only drawback of the __add__ solution is the implementation of ConcatLibrary within the feature_library.py right after the BaseFeatureLibrary class.

The reason for that is, that it is impossible to do circular imports in Python (i.e. implementing ConcatLibrary in concat_library.py is not allowed, because there we import BaseFeatureLibrary from feature_library.py. In feature_library.py we import ConcatLibrary from concat_library.py in order to use it in the __add__ method of BaseFeatureLibrary.

However, the desired workflow with + operator is implemented.

[codecov-io]

Codecov Report

Merging #72 into master will increase coverage by 0.16%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master      #72      +/-   ##
==========================================
+ Coverage   95.51%   95.67%   +0.16%     
==========================================
  Files          18       18              
  Lines         780      810      +30     
==========================================
+ Hits          745      775      +30     
  Misses         35       35              

Impacted Files	Coverage Δ
pysindy/feature_library/__init__.py	100.00% <100.00%> (ø)
pysindy/feature_library/feature_library.py	100.00% <100.00%> (ø)

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 3425922...5d9cc8d. Read the comment docs.

[Ohjeah]

Thanks. Having the ConcatLibrary right next to the BaseFeatureLibrary is fine for me since they both should not be used directly.