The first western thinkers seeking to understand the Kosmos outside of religion and myth were known as Pre-Socratics.
Pre-Socratic thinkers demonstrate those groups of Western thinkers who precede Socrates. They are the Greek philosophers whose main focus was on questions regarding the origin and nature of the physical world, that is cosmology. But along with this, they also worked on human society, myths, ethics, and religion. They shifted the basis of reason from the actions of God to that of the natural law.
This Pre-Socratic philosophy started in the 6th century BC with the three Milesians: Thales. Anaximander, and Anaximenes. The other significant ones include Xenophanes of Colophon, Parmenides, Heracleitus of Ephesus, Empedocles, Anaxagoras, Democritus, Zeno of Elea, and Pythagoras.
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