peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/linear_model
/_logistic.py
""" | |
Logistic Regression | |
""" | |
# Author: Gael Varoquaux <[email protected]> | |
# Fabian Pedregosa <[email protected]> | |
# Alexandre Gramfort <[email protected]> | |
# Manoj Kumar <[email protected]> | |
# Lars Buitinck | |
# Simon Wu <[email protected]> | |
# Arthur Mensch <[email protected] | |
import numbers | |
import warnings | |
from numbers import Integral, Real | |
import numpy as np | |
from joblib import effective_n_jobs | |
from scipy import optimize | |
from sklearn.metrics import get_scorer_names | |
from .._loss.loss import HalfBinomialLoss, HalfMultinomialLoss | |
from ..base import _fit_context | |
from ..metrics import get_scorer | |
from ..model_selection import check_cv | |
from ..preprocessing import LabelBinarizer, LabelEncoder | |
from ..svm._base import _fit_liblinear | |
from ..utils import ( | |
Bunch, | |
check_array, | |
check_consistent_length, | |
check_random_state, | |
compute_class_weight, | |
) | |
from ..utils._param_validation import Interval, StrOptions | |
from ..utils.extmath import row_norms, softmax | |
from ..utils.metadata_routing import ( | |
MetadataRouter, | |
MethodMapping, | |
_raise_for_params, | |
_routing_enabled, | |
process_routing, | |
) | |
from ..utils.multiclass import check_classification_targets | |
from ..utils.optimize import _check_optimize_result, _newton_cg | |
from ..utils.parallel import Parallel, delayed | |
from ..utils.validation import ( | |
_check_method_params, | |
_check_sample_weight, | |
check_is_fitted, | |
) | |
from ._base import BaseEstimator, LinearClassifierMixin, SparseCoefMixin | |
from ._glm.glm import NewtonCholeskySolver | |
from ._linear_loss import LinearModelLoss | |
from ._sag import sag_solver | |
_LOGISTIC_SOLVER_CONVERGENCE_MSG = ( | |
"Please also refer to the documentation for alternative solver options:\n" | |
" https://scikit-learn.org/stable/modules/linear_model.html" | |
"#logistic-regression" | |
) | |
def _check_solver(solver, penalty, dual): | |
if solver not in ["liblinear", "saga"] and penalty not in ("l2", None): | |
raise ValueError( | |
f"Solver {solver} supports only 'l2' or None penalties, got {penalty} " | |
"penalty." | |
) | |
if solver != "liblinear" and dual: | |
raise ValueError(f"Solver {solver} supports only dual=False, got dual={dual}") | |
if penalty == "elasticnet" and solver != "saga": | |
raise ValueError( | |
f"Only 'saga' solver supports elasticnet penalty, got solver={solver}." | |
) | |
if solver == "liblinear" and penalty is None: | |
raise ValueError("penalty=None is not supported for the liblinear solver") | |
return solver | |
def _check_multi_class(multi_class, solver, n_classes): | |
"""Computes the multi class type, either "multinomial" or "ovr". | |
For `n_classes` > 2 and a solver that supports it, returns "multinomial". | |
For all other cases, in particular binary classification, return "ovr". | |
""" | |
if multi_class == "auto": | |
if solver in ("liblinear", "newton-cholesky"): | |
multi_class = "ovr" | |
elif n_classes > 2: | |
multi_class = "multinomial" | |
else: | |
multi_class = "ovr" | |
if multi_class == "multinomial" and solver in ("liblinear", "newton-cholesky"): | |
raise ValueError("Solver %s does not support a multinomial backend." % solver) | |
return multi_class | |
def _logistic_regression_path( | |
X, | |
y, | |
pos_class=None, | |
Cs=10, | |
fit_intercept=True, | |
max_iter=100, | |
tol=1e-4, | |
verbose=0, | |
solver="lbfgs", | |
coef=None, | |
class_weight=None, | |
dual=False, | |
penalty="l2", | |
intercept_scaling=1.0, | |
multi_class="auto", | |
random_state=None, | |
check_input=True, | |
max_squared_sum=None, | |
sample_weight=None, | |
l1_ratio=None, | |
n_threads=1, | |
): | |
"""Compute a Logistic Regression model for a list of regularization | |
parameters. | |
This is an implementation that uses the result of the previous model | |
to speed up computations along the set of solutions, making it faster | |
than sequentially calling LogisticRegression for the different parameters. | |
Note that there will be no speedup with liblinear solver, since it does | |
not handle warm-starting. | |
Read more in the :ref:`User Guide <logistic_regression>`. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
Input data. | |
y : array-like of shape (n_samples,) or (n_samples, n_targets) | |
Input data, target values. | |
pos_class : int, default=None | |
The class with respect to which we perform a one-vs-all fit. | |
If None, then it is assumed that the given problem is binary. | |
Cs : int or array-like of shape (n_cs,), default=10 | |
List of values for the regularization parameter or integer specifying | |
the number of regularization parameters that should be used. In this | |
case, the parameters will be chosen in a logarithmic scale between | |
1e-4 and 1e4. | |
fit_intercept : bool, default=True | |
Whether to fit an intercept for the model. In this case the shape of | |
the returned array is (n_cs, n_features + 1). | |
max_iter : int, default=100 | |
Maximum number of iterations for the solver. | |
tol : float, default=1e-4 | |
Stopping criterion. For the newton-cg and lbfgs solvers, the iteration | |
will stop when ``max{|g_i | i = 1, ..., n} <= tol`` | |
where ``g_i`` is the i-th component of the gradient. | |
verbose : int, default=0 | |
For the liblinear and lbfgs solvers set verbose to any positive | |
number for verbosity. | |
solver : {'lbfgs', 'liblinear', 'newton-cg', 'newton-cholesky', 'sag', 'saga'}, \ | |
default='lbfgs' | |
Numerical solver to use. | |
coef : array-like of shape (n_features,), default=None | |
Initialization value for coefficients of logistic regression. | |
Useless for liblinear solver. | |
class_weight : dict or 'balanced', default=None | |
Weights associated with classes in the form ``{class_label: weight}``. | |
If not given, all classes are supposed to have weight one. | |
The "balanced" mode uses the values of y to automatically adjust | |
weights inversely proportional to class frequencies in the input data | |
as ``n_samples / (n_classes * np.bincount(y))``. | |
Note that these weights will be multiplied with sample_weight (passed | |
through the fit method) if sample_weight is specified. | |
dual : bool, default=False | |
Dual or primal formulation. Dual formulation is only implemented for | |
l2 penalty with liblinear solver. Prefer dual=False when | |
n_samples > n_features. | |
penalty : {'l1', 'l2', 'elasticnet'}, default='l2' | |
Used to specify the norm used in the penalization. The 'newton-cg', | |
'sag' and 'lbfgs' solvers support only l2 penalties. 'elasticnet' is | |
only supported by the 'saga' solver. | |
intercept_scaling : float, default=1. | |
Useful only when the solver 'liblinear' is used | |
and self.fit_intercept is set to True. In this case, x becomes | |
[x, self.intercept_scaling], | |
i.e. a "synthetic" feature with constant value equal to | |
intercept_scaling is appended to the instance vector. | |
The intercept becomes ``intercept_scaling * synthetic_feature_weight``. | |
Note! the synthetic feature weight is subject to l1/l2 regularization | |
as all other features. | |
To lessen the effect of regularization on synthetic feature weight | |
(and therefore on the intercept) intercept_scaling has to be increased. | |
multi_class : {'ovr', 'multinomial', 'auto'}, default='auto' | |
If the option chosen is 'ovr', then a binary problem is fit for each | |
label. For 'multinomial' the loss minimised is the multinomial loss fit | |
across the entire probability distribution, *even when the data is | |
binary*. 'multinomial' is unavailable when solver='liblinear'. | |
'auto' selects 'ovr' if the data is binary, or if solver='liblinear', | |
and otherwise selects 'multinomial'. | |
.. versionadded:: 0.18 | |
Stochastic Average Gradient descent solver for 'multinomial' case. | |
.. versionchanged:: 0.22 | |
Default changed from 'ovr' to 'auto' in 0.22. | |
random_state : int, RandomState instance, default=None | |
Used when ``solver`` == 'sag', 'saga' or 'liblinear' to shuffle the | |
data. See :term:`Glossary <random_state>` for details. | |
check_input : bool, default=True | |
If False, the input arrays X and y will not be checked. | |
max_squared_sum : float, default=None | |
Maximum squared sum of X over samples. Used only in SAG solver. | |
If None, it will be computed, going through all the samples. | |
The value should be precomputed to speed up cross validation. | |
sample_weight : array-like of shape(n_samples,), default=None | |
Array of weights that are assigned to individual samples. | |
If not provided, then each sample is given unit weight. | |
l1_ratio : float, default=None | |
The Elastic-Net mixing parameter, with ``0 <= l1_ratio <= 1``. Only | |
used if ``penalty='elasticnet'``. Setting ``l1_ratio=0`` is equivalent | |
to using ``penalty='l2'``, while setting ``l1_ratio=1`` is equivalent | |
to using ``penalty='l1'``. For ``0 < l1_ratio <1``, the penalty is a | |
combination of L1 and L2. | |
n_threads : int, default=1 | |
Number of OpenMP threads to use. | |
Returns | |
------- | |
coefs : ndarray of shape (n_cs, n_features) or (n_cs, n_features + 1) | |
List of coefficients for the Logistic Regression model. If | |
fit_intercept is set to True then the second dimension will be | |
n_features + 1, where the last item represents the intercept. For | |
``multiclass='multinomial'``, the shape is (n_classes, n_cs, | |
n_features) or (n_classes, n_cs, n_features + 1). | |
Cs : ndarray | |
Grid of Cs used for cross-validation. | |
n_iter : array of shape (n_cs,) | |
Actual number of iteration for each Cs. | |
Notes | |
----- | |
You might get slightly different results with the solver liblinear than | |
with the others since this uses LIBLINEAR which penalizes the intercept. | |
.. versionchanged:: 0.19 | |
The "copy" parameter was removed. | |
""" | |
if isinstance(Cs, numbers.Integral): | |
Cs = np.logspace(-4, 4, Cs) | |
solver = _check_solver(solver, penalty, dual) | |
# Preprocessing. | |
if check_input: | |
X = check_array( | |
X, | |
accept_sparse="csr", | |
dtype=np.float64, | |
accept_large_sparse=solver not in ["liblinear", "sag", "saga"], | |
) | |
y = check_array(y, ensure_2d=False, dtype=None) | |
check_consistent_length(X, y) | |
n_samples, n_features = X.shape | |
classes = np.unique(y) | |
random_state = check_random_state(random_state) | |
multi_class = _check_multi_class(multi_class, solver, len(classes)) | |
if pos_class is None and multi_class != "multinomial": | |
if classes.size > 2: | |
raise ValueError("To fit OvR, use the pos_class argument") | |
# np.unique(y) gives labels in sorted order. | |
pos_class = classes[1] | |
if sample_weight is not None or class_weight is not None: | |
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype, copy=True) | |
# If class_weights is a dict (provided by the user), the weights | |
# are assigned to the original labels. If it is "balanced", then | |
# the class_weights are assigned after masking the labels with a OvR. | |
le = LabelEncoder() | |
if isinstance(class_weight, dict) or ( | |
multi_class == "multinomial" and class_weight is not None | |
): | |
class_weight_ = compute_class_weight(class_weight, classes=classes, y=y) | |
sample_weight *= class_weight_[le.fit_transform(y)] | |
# For doing a ovr, we need to mask the labels first. For the | |
# multinomial case this is not necessary. | |
if multi_class == "ovr": | |
w0 = np.zeros(n_features + int(fit_intercept), dtype=X.dtype) | |
mask = y == pos_class | |
y_bin = np.ones(y.shape, dtype=X.dtype) | |
if solver in ["lbfgs", "newton-cg", "newton-cholesky"]: | |
# HalfBinomialLoss, used for those solvers, represents y in [0, 1] instead | |
# of in [-1, 1]. | |
mask_classes = np.array([0, 1]) | |
y_bin[~mask] = 0.0 | |
else: | |
mask_classes = np.array([-1, 1]) | |
y_bin[~mask] = -1.0 | |
# for compute_class_weight | |
if class_weight == "balanced": | |
class_weight_ = compute_class_weight( | |
class_weight, classes=mask_classes, y=y_bin | |
) | |
sample_weight *= class_weight_[le.fit_transform(y_bin)] | |
else: | |
if solver in ["sag", "saga", "lbfgs", "newton-cg"]: | |
# SAG, lbfgs and newton-cg multinomial solvers need LabelEncoder, | |
# not LabelBinarizer, i.e. y as a 1d-array of integers. | |
# LabelEncoder also saves memory compared to LabelBinarizer, especially | |
# when n_classes is large. | |
le = LabelEncoder() | |
Y_multi = le.fit_transform(y).astype(X.dtype, copy=False) | |
else: | |
# For liblinear solver, apply LabelBinarizer, i.e. y is one-hot encoded. | |
lbin = LabelBinarizer() | |
Y_multi = lbin.fit_transform(y) | |
if Y_multi.shape[1] == 1: | |
Y_multi = np.hstack([1 - Y_multi, Y_multi]) | |
w0 = np.zeros( | |
(classes.size, n_features + int(fit_intercept)), order="F", dtype=X.dtype | |
) | |
# IMPORTANT NOTE: | |
# All solvers relying on LinearModelLoss need to scale the penalty with n_samples | |
# or the sum of sample weights because the implemented logistic regression | |
# objective here is (unfortunately) | |
# C * sum(pointwise_loss) + penalty | |
# instead of (as LinearModelLoss does) | |
# mean(pointwise_loss) + 1/C * penalty | |
if solver in ["lbfgs", "newton-cg", "newton-cholesky"]: | |
# This needs to be calculated after sample_weight is multiplied by | |
# class_weight. It is even tested that passing class_weight is equivalent to | |
# passing sample_weights according to class_weight. | |
sw_sum = n_samples if sample_weight is None else np.sum(sample_weight) | |
if coef is not None: | |
# it must work both giving the bias term and not | |
if multi_class == "ovr": | |
if coef.size not in (n_features, w0.size): | |
raise ValueError( | |
"Initialization coef is of shape %d, expected shape %d or %d" | |
% (coef.size, n_features, w0.size) | |
) | |
w0[: coef.size] = coef | |
else: | |
# For binary problems coef.shape[0] should be 1, otherwise it | |
# should be classes.size. | |
n_classes = classes.size | |
if n_classes == 2: | |
n_classes = 1 | |
if coef.shape[0] != n_classes or coef.shape[1] not in ( | |
n_features, | |
n_features + 1, | |
): | |
raise ValueError( | |
"Initialization coef is of shape (%d, %d), expected " | |
"shape (%d, %d) or (%d, %d)" | |
% ( | |
coef.shape[0], | |
coef.shape[1], | |
classes.size, | |
n_features, | |
classes.size, | |
n_features + 1, | |
) | |
) | |
if n_classes == 1: | |
w0[0, : coef.shape[1]] = -coef | |
w0[1, : coef.shape[1]] = coef | |
else: | |
w0[:, : coef.shape[1]] = coef | |
if multi_class == "multinomial": | |
if solver in ["lbfgs", "newton-cg"]: | |
# scipy.optimize.minimize and newton-cg accept only ravelled parameters, | |
# i.e. 1d-arrays. LinearModelLoss expects classes to be contiguous and | |
# reconstructs the 2d-array via w0.reshape((n_classes, -1), order="F"). | |
# As w0 is F-contiguous, ravel(order="F") also avoids a copy. | |
w0 = w0.ravel(order="F") | |
loss = LinearModelLoss( | |
base_loss=HalfMultinomialLoss(n_classes=classes.size), | |
fit_intercept=fit_intercept, | |
) | |
target = Y_multi | |
if solver == "lbfgs": | |
func = loss.loss_gradient | |
elif solver == "newton-cg": | |
func = loss.loss | |
grad = loss.gradient | |
hess = loss.gradient_hessian_product # hess = [gradient, hessp] | |
warm_start_sag = {"coef": w0.T} | |
else: | |
target = y_bin | |
if solver == "lbfgs": | |
loss = LinearModelLoss( | |
base_loss=HalfBinomialLoss(), fit_intercept=fit_intercept | |
) | |
func = loss.loss_gradient | |
elif solver == "newton-cg": | |
loss = LinearModelLoss( | |
base_loss=HalfBinomialLoss(), fit_intercept=fit_intercept | |
) | |
func = loss.loss | |
grad = loss.gradient | |
hess = loss.gradient_hessian_product # hess = [gradient, hessp] | |
elif solver == "newton-cholesky": | |
loss = LinearModelLoss( | |
base_loss=HalfBinomialLoss(), fit_intercept=fit_intercept | |
) | |
warm_start_sag = {"coef": np.expand_dims(w0, axis=1)} | |
coefs = list() | |
n_iter = np.zeros(len(Cs), dtype=np.int32) | |
for i, C in enumerate(Cs): | |
if solver == "lbfgs": | |
l2_reg_strength = 1.0 / (C * sw_sum) | |
iprint = [-1, 50, 1, 100, 101][ | |
np.searchsorted(np.array([0, 1, 2, 3]), verbose) | |
] | |
opt_res = optimize.minimize( | |
func, | |
w0, | |
method="L-BFGS-B", | |
jac=True, | |
args=(X, target, sample_weight, l2_reg_strength, n_threads), | |
options={ | |
"maxiter": max_iter, | |
"maxls": 50, # default is 20 | |
"iprint": iprint, | |
"gtol": tol, | |
"ftol": 64 * np.finfo(float).eps, | |
}, | |
) | |
n_iter_i = _check_optimize_result( | |
solver, | |
opt_res, | |
max_iter, | |
extra_warning_msg=_LOGISTIC_SOLVER_CONVERGENCE_MSG, | |
) | |
w0, loss = opt_res.x, opt_res.fun | |
elif solver == "newton-cg": | |
l2_reg_strength = 1.0 / (C * sw_sum) | |
args = (X, target, sample_weight, l2_reg_strength, n_threads) | |
w0, n_iter_i = _newton_cg( | |
hess, func, grad, w0, args=args, maxiter=max_iter, tol=tol | |
) | |
elif solver == "newton-cholesky": | |
l2_reg_strength = 1.0 / (C * sw_sum) | |
sol = NewtonCholeskySolver( | |
coef=w0, | |
linear_loss=loss, | |
l2_reg_strength=l2_reg_strength, | |
tol=tol, | |
max_iter=max_iter, | |
n_threads=n_threads, | |
verbose=verbose, | |
) | |
w0 = sol.solve(X=X, y=target, sample_weight=sample_weight) | |
n_iter_i = sol.iteration | |
elif solver == "liblinear": | |
( | |
coef_, | |
intercept_, | |
n_iter_i, | |
) = _fit_liblinear( | |
X, | |
target, | |
C, | |
fit_intercept, | |
intercept_scaling, | |
None, | |
penalty, | |
dual, | |
verbose, | |
max_iter, | |
tol, | |
random_state, | |
sample_weight=sample_weight, | |
) | |
if fit_intercept: | |
w0 = np.concatenate([coef_.ravel(), intercept_]) | |
else: | |
w0 = coef_.ravel() | |
# n_iter_i is an array for each class. However, `target` is always encoded | |
# in {-1, 1}, so we only take the first element of n_iter_i. | |
n_iter_i = n_iter_i.item() | |
elif solver in ["sag", "saga"]: | |
if multi_class == "multinomial": | |
target = target.astype(X.dtype, copy=False) | |
loss = "multinomial" | |
else: | |
loss = "log" | |
# alpha is for L2-norm, beta is for L1-norm | |
if penalty == "l1": | |
alpha = 0.0 | |
beta = 1.0 / C | |
elif penalty == "l2": | |
alpha = 1.0 / C | |
beta = 0.0 | |
else: # Elastic-Net penalty | |
alpha = (1.0 / C) * (1 - l1_ratio) | |
beta = (1.0 / C) * l1_ratio | |
w0, n_iter_i, warm_start_sag = sag_solver( | |
X, | |
target, | |
sample_weight, | |
loss, | |
alpha, | |
beta, | |
max_iter, | |
tol, | |
verbose, | |
random_state, | |
False, | |
max_squared_sum, | |
warm_start_sag, | |
is_saga=(solver == "saga"), | |
) | |
else: | |
raise ValueError( | |
"solver must be one of {'liblinear', 'lbfgs', " | |
"'newton-cg', 'sag'}, got '%s' instead" % solver | |
) | |
if multi_class == "multinomial": | |
n_classes = max(2, classes.size) | |
if solver in ["lbfgs", "newton-cg"]: | |
multi_w0 = np.reshape(w0, (n_classes, -1), order="F") | |
else: | |
multi_w0 = w0 | |
if n_classes == 2: | |
multi_w0 = multi_w0[1][np.newaxis, :] | |
coefs.append(multi_w0.copy()) | |
else: | |
coefs.append(w0.copy()) | |
n_iter[i] = n_iter_i | |
return np.array(coefs), np.array(Cs), n_iter | |
# helper function for LogisticCV | |
def _log_reg_scoring_path( | |
X, | |
y, | |
train, | |
test, | |
*, | |
pos_class, | |
Cs, | |
scoring, | |
fit_intercept, | |
max_iter, | |
tol, | |
class_weight, | |
verbose, | |
solver, | |
penalty, | |
dual, | |
intercept_scaling, | |
multi_class, | |
random_state, | |
max_squared_sum, | |
sample_weight, | |
l1_ratio, | |
score_params, | |
): | |
"""Computes scores across logistic_regression_path | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
Training data. | |
y : array-like of shape (n_samples,) or (n_samples, n_targets) | |
Target labels. | |
train : list of indices | |
The indices of the train set. | |
test : list of indices | |
The indices of the test set. | |
pos_class : int | |
The class with respect to which we perform a one-vs-all fit. | |
If None, then it is assumed that the given problem is binary. | |
Cs : int or list of floats | |
Each of the values in Cs describes the inverse of | |
regularization strength. If Cs is as an int, then a grid of Cs | |
values are chosen in a logarithmic scale between 1e-4 and 1e4. | |
scoring : callable | |
A string (see model evaluation documentation) or | |
a scorer callable object / function with signature | |
``scorer(estimator, X, y)``. For a list of scoring functions | |
that can be used, look at :mod:`sklearn.metrics`. | |
fit_intercept : bool | |
If False, then the bias term is set to zero. Else the last | |
term of each coef_ gives us the intercept. | |
max_iter : int | |
Maximum number of iterations for the solver. | |
tol : float | |
Tolerance for stopping criteria. | |
class_weight : dict or 'balanced' | |
Weights associated with classes in the form ``{class_label: weight}``. | |
If not given, all classes are supposed to have weight one. | |
The "balanced" mode uses the values of y to automatically adjust | |
weights inversely proportional to class frequencies in the input data | |
as ``n_samples / (n_classes * np.bincount(y))`` | |
Note that these weights will be multiplied with sample_weight (passed | |
through the fit method) if sample_weight is specified. | |
verbose : int | |
For the liblinear and lbfgs solvers set verbose to any positive | |
number for verbosity. | |
solver : {'lbfgs', 'liblinear', 'newton-cg', 'newton-cholesky', 'sag', 'saga'} | |
Decides which solver to use. | |
penalty : {'l1', 'l2', 'elasticnet'} | |
Used to specify the norm used in the penalization. The 'newton-cg', | |
'sag' and 'lbfgs' solvers support only l2 penalties. 'elasticnet' is | |
only supported by the 'saga' solver. | |
dual : bool | |
Dual or primal formulation. Dual formulation is only implemented for | |
l2 penalty with liblinear solver. Prefer dual=False when | |
n_samples > n_features. | |
intercept_scaling : float | |
Useful only when the solver 'liblinear' is used | |
and self.fit_intercept is set to True. In this case, x becomes | |
[x, self.intercept_scaling], | |
i.e. a "synthetic" feature with constant value equals to | |
intercept_scaling is appended to the instance vector. | |
The intercept becomes intercept_scaling * synthetic feature weight | |
Note! the synthetic feature weight is subject to l1/l2 regularization | |
as all other features. | |
To lessen the effect of regularization on synthetic feature weight | |
(and therefore on the intercept) intercept_scaling has to be increased. | |
multi_class : {'auto', 'ovr', 'multinomial'} | |
If the option chosen is 'ovr', then a binary problem is fit for each | |
label. For 'multinomial' the loss minimised is the multinomial loss fit | |
across the entire probability distribution, *even when the data is | |
binary*. 'multinomial' is unavailable when solver='liblinear'. | |
random_state : int, RandomState instance | |
Used when ``solver`` == 'sag', 'saga' or 'liblinear' to shuffle the | |
data. See :term:`Glossary <random_state>` for details. | |
max_squared_sum : float | |
Maximum squared sum of X over samples. Used only in SAG solver. | |
If None, it will be computed, going through all the samples. | |
The value should be precomputed to speed up cross validation. | |
sample_weight : array-like of shape(n_samples,) | |
Array of weights that are assigned to individual samples. | |
If not provided, then each sample is given unit weight. | |
l1_ratio : float | |
The Elastic-Net mixing parameter, with ``0 <= l1_ratio <= 1``. Only | |
used if ``penalty='elasticnet'``. Setting ``l1_ratio=0`` is equivalent | |
to using ``penalty='l2'``, while setting ``l1_ratio=1`` is equivalent | |
to using ``penalty='l1'``. For ``0 < l1_ratio <1``, the penalty is a | |
combination of L1 and L2. | |
score_params : dict | |
Parameters to pass to the `score` method of the underlying scorer. | |
Returns | |
------- | |
coefs : ndarray of shape (n_cs, n_features) or (n_cs, n_features + 1) | |
List of coefficients for the Logistic Regression model. If | |
fit_intercept is set to True then the second dimension will be | |
n_features + 1, where the last item represents the intercept. | |
Cs : ndarray | |
Grid of Cs used for cross-validation. | |
scores : ndarray of shape (n_cs,) | |
Scores obtained for each Cs. | |
n_iter : ndarray of shape(n_cs,) | |
Actual number of iteration for each Cs. | |
""" | |
X_train = X[train] | |
X_test = X[test] | |
y_train = y[train] | |
y_test = y[test] | |
if sample_weight is not None: | |
sample_weight = _check_sample_weight(sample_weight, X) | |
sample_weight = sample_weight[train] | |
coefs, Cs, n_iter = _logistic_regression_path( | |
X_train, | |
y_train, | |
Cs=Cs, | |
l1_ratio=l1_ratio, | |
fit_intercept=fit_intercept, | |
solver=solver, | |
max_iter=max_iter, | |
class_weight=class_weight, | |
pos_class=pos_class, | |
multi_class=multi_class, | |
tol=tol, | |
verbose=verbose, | |
dual=dual, | |
penalty=penalty, | |
intercept_scaling=intercept_scaling, | |
random_state=random_state, | |
check_input=False, | |
max_squared_sum=max_squared_sum, | |
sample_weight=sample_weight, | |
) | |
log_reg = LogisticRegression(solver=solver, multi_class=multi_class) | |
# The score method of Logistic Regression has a classes_ attribute. | |
if multi_class == "ovr": | |
log_reg.classes_ = np.array([-1, 1]) | |
elif multi_class == "multinomial": | |
log_reg.classes_ = np.unique(y_train) | |
else: | |
raise ValueError( | |
"multi_class should be either multinomial or ovr, got %d" % multi_class | |
) | |
if pos_class is not None: | |
mask = y_test == pos_class | |
y_test = np.ones(y_test.shape, dtype=np.float64) | |
y_test[~mask] = -1.0 | |
scores = list() | |
scoring = get_scorer(scoring) | |
for w in coefs: | |
if multi_class == "ovr": | |
w = w[np.newaxis, :] | |
if fit_intercept: | |
log_reg.coef_ = w[:, :-1] | |
log_reg.intercept_ = w[:, -1] | |
else: | |
log_reg.coef_ = w | |
log_reg.intercept_ = 0.0 | |
if scoring is None: | |
scores.append(log_reg.score(X_test, y_test)) | |
else: | |
score_params = score_params or {} | |
score_params = _check_method_params(X=X, params=score_params, indices=test) | |
scores.append(scoring(log_reg, X_test, y_test, **score_params)) | |
return coefs, Cs, np.array(scores), n_iter | |
class LogisticRegression(LinearClassifierMixin, SparseCoefMixin, BaseEstimator): | |
""" | |
Logistic Regression (aka logit, MaxEnt) classifier. | |
In the multiclass case, the training algorithm uses the one-vs-rest (OvR) | |
scheme if the 'multi_class' option is set to 'ovr', and uses the | |
cross-entropy loss if the 'multi_class' option is set to 'multinomial'. | |
(Currently the 'multinomial' option is supported only by the 'lbfgs', | |
'sag', 'saga' and 'newton-cg' solvers.) | |
This class implements regularized logistic regression using the | |
'liblinear' library, 'newton-cg', 'sag', 'saga' and 'lbfgs' solvers. **Note | |
that regularization is applied by default**. It can handle both dense | |
and sparse input. Use C-ordered arrays or CSR matrices containing 64-bit | |
floats for optimal performance; any other input format will be converted | |
(and copied). | |
The 'newton-cg', 'sag', and 'lbfgs' solvers support only L2 regularization | |
with primal formulation, or no regularization. The 'liblinear' solver | |
supports both L1 and L2 regularization, with a dual formulation only for | |
the L2 penalty. The Elastic-Net regularization is only supported by the | |
'saga' solver. | |
Read more in the :ref:`User Guide <logistic_regression>`. | |
Parameters | |
---------- | |
penalty : {'l1', 'l2', 'elasticnet', None}, default='l2' | |
Specify the norm of the penalty: | |
- `None`: no penalty is added; | |
- `'l2'`: add a L2 penalty term and it is the default choice; | |
- `'l1'`: add a L1 penalty term; | |
- `'elasticnet'`: both L1 and L2 penalty terms are added. | |
.. warning:: | |
Some penalties may not work with some solvers. See the parameter | |
`solver` below, to know the compatibility between the penalty and | |
solver. | |
.. versionadded:: 0.19 | |
l1 penalty with SAGA solver (allowing 'multinomial' + L1) | |
dual : bool, default=False | |
Dual (constrained) or primal (regularized, see also | |
:ref:`this equation <regularized-logistic-loss>`) formulation. Dual formulation | |
is only implemented for l2 penalty with liblinear solver. Prefer dual=False when | |
n_samples > n_features. | |
tol : float, default=1e-4 | |
Tolerance for stopping criteria. | |
C : float, default=1.0 | |
Inverse of regularization strength; must be a positive float. | |
Like in support vector machines, smaller values specify stronger | |
regularization. | |
fit_intercept : bool, default=True | |
Specifies if a constant (a.k.a. bias or intercept) should be | |
added to the decision function. | |
intercept_scaling : float, default=1 | |
Useful only when the solver 'liblinear' is used | |
and self.fit_intercept is set to True. In this case, x becomes | |
[x, self.intercept_scaling], | |
i.e. a "synthetic" feature with constant value equal to | |
intercept_scaling is appended to the instance vector. | |
The intercept becomes ``intercept_scaling * synthetic_feature_weight``. | |
Note! the synthetic feature weight is subject to l1/l2 regularization | |
as all other features. | |
To lessen the effect of regularization on synthetic feature weight | |
(and therefore on the intercept) intercept_scaling has to be increased. | |
class_weight : dict or 'balanced', default=None | |
Weights associated with classes in the form ``{class_label: weight}``. | |
If not given, all classes are supposed to have weight one. | |
The "balanced" mode uses the values of y to automatically adjust | |
weights inversely proportional to class frequencies in the input data | |
as ``n_samples / (n_classes * np.bincount(y))``. | |
Note that these weights will be multiplied with sample_weight (passed | |
through the fit method) if sample_weight is specified. | |
.. versionadded:: 0.17 | |
*class_weight='balanced'* | |
random_state : int, RandomState instance, default=None | |
Used when ``solver`` == 'sag', 'saga' or 'liblinear' to shuffle the | |
data. See :term:`Glossary <random_state>` for details. | |
solver : {'lbfgs', 'liblinear', 'newton-cg', 'newton-cholesky', 'sag', 'saga'}, \ | |
default='lbfgs' | |
Algorithm to use in the optimization problem. Default is 'lbfgs'. | |
To choose a solver, you might want to consider the following aspects: | |
- For small datasets, 'liblinear' is a good choice, whereas 'sag' | |
and 'saga' are faster for large ones; | |
- For multiclass problems, only 'newton-cg', 'sag', 'saga' and | |
'lbfgs' handle multinomial loss; | |
- 'liblinear' is limited to one-versus-rest schemes. | |
- 'newton-cholesky' is a good choice for `n_samples` >> `n_features`, | |
especially with one-hot encoded categorical features with rare | |
categories. Note that it is limited to binary classification and the | |
one-versus-rest reduction for multiclass classification. Be aware that | |
the memory usage of this solver has a quadratic dependency on | |
`n_features` because it explicitly computes the Hessian matrix. | |
.. warning:: | |
The choice of the algorithm depends on the penalty chosen. | |
Supported penalties by solver: | |
- 'lbfgs' - ['l2', None] | |
- 'liblinear' - ['l1', 'l2'] | |
- 'newton-cg' - ['l2', None] | |
- 'newton-cholesky' - ['l2', None] | |
- 'sag' - ['l2', None] | |
- 'saga' - ['elasticnet', 'l1', 'l2', None] | |
.. note:: | |
'sag' and 'saga' fast convergence is only guaranteed on features | |
with approximately the same scale. You can preprocess the data with | |
a scaler from :mod:`sklearn.preprocessing`. | |
.. seealso:: | |
Refer to the User Guide for more information regarding | |
:class:`LogisticRegression` and more specifically the | |
:ref:`Table <Logistic_regression>` | |
summarizing solver/penalty supports. | |
.. versionadded:: 0.17 | |
Stochastic Average Gradient descent solver. | |
.. versionadded:: 0.19 | |
SAGA solver. | |
.. versionchanged:: 0.22 | |
The default solver changed from 'liblinear' to 'lbfgs' in 0.22. | |
.. versionadded:: 1.2 | |
newton-cholesky solver. | |
max_iter : int, default=100 | |
Maximum number of iterations taken for the solvers to converge. | |
multi_class : {'auto', 'ovr', 'multinomial'}, default='auto' | |
If the option chosen is 'ovr', then a binary problem is fit for each | |
label. For 'multinomial' the loss minimised is the multinomial loss fit | |
across the entire probability distribution, *even when the data is | |
binary*. 'multinomial' is unavailable when solver='liblinear'. | |
'auto' selects 'ovr' if the data is binary, or if solver='liblinear', | |
and otherwise selects 'multinomial'. | |
.. versionadded:: 0.18 | |
Stochastic Average Gradient descent solver for 'multinomial' case. | |
.. versionchanged:: 0.22 | |
Default changed from 'ovr' to 'auto' in 0.22. | |
verbose : int, default=0 | |
For the liblinear and lbfgs solvers set verbose to any positive | |
number for verbosity. | |
warm_start : bool, default=False | |
When set to True, reuse the solution of the previous call to fit as | |
initialization, otherwise, just erase the previous solution. | |
Useless for liblinear solver. See :term:`the Glossary <warm_start>`. | |
.. versionadded:: 0.17 | |
*warm_start* to support *lbfgs*, *newton-cg*, *sag*, *saga* solvers. | |
n_jobs : int, default=None | |
Number of CPU cores used when parallelizing over classes if | |
multi_class='ovr'". This parameter is ignored when the ``solver`` is | |
set to 'liblinear' regardless of whether 'multi_class' is specified or | |
not. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` | |
context. ``-1`` means using all processors. | |
See :term:`Glossary <n_jobs>` for more details. | |
l1_ratio : float, default=None | |
The Elastic-Net mixing parameter, with ``0 <= l1_ratio <= 1``. Only | |
used if ``penalty='elasticnet'``. Setting ``l1_ratio=0`` is equivalent | |
to using ``penalty='l2'``, while setting ``l1_ratio=1`` is equivalent | |
to using ``penalty='l1'``. For ``0 < l1_ratio <1``, the penalty is a | |
combination of L1 and L2. | |
Attributes | |
---------- | |
classes_ : ndarray of shape (n_classes, ) | |
A list of class labels known to the classifier. | |
coef_ : ndarray of shape (1, n_features) or (n_classes, n_features) | |
Coefficient of the features in the decision function. | |
`coef_` is of shape (1, n_features) when the given problem is binary. | |
In particular, when `multi_class='multinomial'`, `coef_` corresponds | |
to outcome 1 (True) and `-coef_` corresponds to outcome 0 (False). | |
intercept_ : ndarray of shape (1,) or (n_classes,) | |
Intercept (a.k.a. bias) added to the decision function. | |
If `fit_intercept` is set to False, the intercept is set to zero. | |
`intercept_` is of shape (1,) when the given problem is binary. | |
In particular, when `multi_class='multinomial'`, `intercept_` | |
corresponds to outcome 1 (True) and `-intercept_` corresponds to | |
outcome 0 (False). | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
n_iter_ : ndarray of shape (n_classes,) or (1, ) | |
Actual number of iterations for all classes. If binary or multinomial, | |
it returns only 1 element. For liblinear solver, only the maximum | |
number of iteration across all classes is given. | |
.. versionchanged:: 0.20 | |
In SciPy <= 1.0.0 the number of lbfgs iterations may exceed | |
``max_iter``. ``n_iter_`` will now report at most ``max_iter``. | |
See Also | |
-------- | |
SGDClassifier : Incrementally trained logistic regression (when given | |
the parameter ``loss="log_loss"``). | |
LogisticRegressionCV : Logistic regression with built-in cross validation. | |
Notes | |
----- | |
The underlying C implementation uses a random number generator to | |
select features when fitting the model. It is thus not uncommon, | |
to have slightly different results for the same input data. If | |
that happens, try with a smaller tol parameter. | |
Predict output may not match that of standalone liblinear in certain | |
cases. See :ref:`differences from liblinear <liblinear_differences>` | |
in the narrative documentation. | |
References | |
---------- | |
L-BFGS-B -- Software for Large-scale Bound-constrained Optimization | |
Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales. | |
http://users.iems.northwestern.edu/~nocedal/lbfgsb.html | |
LIBLINEAR -- A Library for Large Linear Classification | |
https://www.csie.ntu.edu.tw/~cjlin/liblinear/ | |
SAG -- Mark Schmidt, Nicolas Le Roux, and Francis Bach | |
Minimizing Finite Sums with the Stochastic Average Gradient | |
https://hal.inria.fr/hal-00860051/document | |
SAGA -- Defazio, A., Bach F. & Lacoste-Julien S. (2014). | |
:arxiv:`"SAGA: A Fast Incremental Gradient Method With Support | |
for Non-Strongly Convex Composite Objectives" <1407.0202>` | |
Hsiang-Fu Yu, Fang-Lan Huang, Chih-Jen Lin (2011). Dual coordinate descent | |
methods for logistic regression and maximum entropy models. | |
Machine Learning 85(1-2):41-75. | |
https://www.csie.ntu.edu.tw/~cjlin/papers/maxent_dual.pdf | |
Examples | |
-------- | |
>>> from sklearn.datasets import load_iris | |
>>> from sklearn.linear_model import LogisticRegression | |
>>> X, y = load_iris(return_X_y=True) | |
>>> clf = LogisticRegression(random_state=0).fit(X, y) | |
>>> clf.predict(X[:2, :]) | |
array([0, 0]) | |
>>> clf.predict_proba(X[:2, :]) | |
array([[9.8...e-01, 1.8...e-02, 1.4...e-08], | |
[9.7...e-01, 2.8...e-02, ...e-08]]) | |
>>> clf.score(X, y) | |
0.97... | |
""" | |
_parameter_constraints: dict = { | |
"penalty": [StrOptions({"l1", "l2", "elasticnet"}), None], | |
"dual": ["boolean"], | |
"tol": [Interval(Real, 0, None, closed="left")], | |
"C": [Interval(Real, 0, None, closed="right")], | |
"fit_intercept": ["boolean"], | |
"intercept_scaling": [Interval(Real, 0, None, closed="neither")], | |
"class_weight": [dict, StrOptions({"balanced"}), None], | |
"random_state": ["random_state"], | |
"solver": [ | |
StrOptions( | |
{"lbfgs", "liblinear", "newton-cg", "newton-cholesky", "sag", "saga"} | |
) | |
], | |
"max_iter": [Interval(Integral, 0, None, closed="left")], | |
"multi_class": [StrOptions({"auto", "ovr", "multinomial"})], | |
"verbose": ["verbose"], | |
"warm_start": ["boolean"], | |
"n_jobs": [None, Integral], | |
"l1_ratio": [Interval(Real, 0, 1, closed="both"), None], | |
} | |
def __init__( | |
self, | |
penalty="l2", | |
*, | |
dual=False, | |
tol=1e-4, | |
C=1.0, | |
fit_intercept=True, | |
intercept_scaling=1, | |
class_weight=None, | |
random_state=None, | |
solver="lbfgs", | |
max_iter=100, | |
multi_class="auto", | |
verbose=0, | |
warm_start=False, | |
n_jobs=None, | |
l1_ratio=None, | |
): | |
self.penalty = penalty | |
self.dual = dual | |
self.tol = tol | |
self.C = C | |
self.fit_intercept = fit_intercept | |
self.intercept_scaling = intercept_scaling | |
self.class_weight = class_weight | |
self.random_state = random_state | |
self.solver = solver | |
self.max_iter = max_iter | |
self.multi_class = multi_class | |
self.verbose = verbose | |
self.warm_start = warm_start | |
self.n_jobs = n_jobs | |
self.l1_ratio = l1_ratio | |
def fit(self, X, y, sample_weight=None): | |
""" | |
Fit the model according to the given training data. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
Target vector relative to X. | |
sample_weight : array-like of shape (n_samples,) default=None | |
Array of weights that are assigned to individual samples. | |
If not provided, then each sample is given unit weight. | |
.. versionadded:: 0.17 | |
*sample_weight* support to LogisticRegression. | |
Returns | |
------- | |
self | |
Fitted estimator. | |
Notes | |
----- | |
The SAGA solver supports both float64 and float32 bit arrays. | |
""" | |
solver = _check_solver(self.solver, self.penalty, self.dual) | |
if self.penalty != "elasticnet" and self.l1_ratio is not None: | |
warnings.warn( | |
"l1_ratio parameter is only used when penalty is " | |
"'elasticnet'. Got " | |
"(penalty={})".format(self.penalty) | |
) | |
if self.penalty == "elasticnet" and self.l1_ratio is None: | |
raise ValueError("l1_ratio must be specified when penalty is elasticnet.") | |
if self.penalty is None: | |
if self.C != 1.0: # default values | |
warnings.warn( | |
"Setting penalty=None will ignore the C and l1_ratio parameters" | |
) | |
# Note that check for l1_ratio is done right above | |
C_ = np.inf | |
penalty = "l2" | |
else: | |
C_ = self.C | |
penalty = self.penalty | |
if solver == "lbfgs": | |
_dtype = np.float64 | |
else: | |
_dtype = [np.float64, np.float32] | |
X, y = self._validate_data( | |
X, | |
y, | |
accept_sparse="csr", | |
dtype=_dtype, | |
order="C", | |
accept_large_sparse=solver not in ["liblinear", "sag", "saga"], | |
) | |
check_classification_targets(y) | |
self.classes_ = np.unique(y) | |
multi_class = _check_multi_class(self.multi_class, solver, len(self.classes_)) | |
if solver == "liblinear": | |
if effective_n_jobs(self.n_jobs) != 1: | |
warnings.warn( | |
"'n_jobs' > 1 does not have any effect when" | |
" 'solver' is set to 'liblinear'. Got 'n_jobs'" | |
" = {}.".format(effective_n_jobs(self.n_jobs)) | |
) | |
self.coef_, self.intercept_, self.n_iter_ = _fit_liblinear( | |
X, | |
y, | |
self.C, | |
self.fit_intercept, | |
self.intercept_scaling, | |
self.class_weight, | |
self.penalty, | |
self.dual, | |
self.verbose, | |
self.max_iter, | |
self.tol, | |
self.random_state, | |
sample_weight=sample_weight, | |
) | |
return self | |
if solver in ["sag", "saga"]: | |
max_squared_sum = row_norms(X, squared=True).max() | |
else: | |
max_squared_sum = None | |
n_classes = len(self.classes_) | |
classes_ = self.classes_ | |
if n_classes < 2: | |
raise ValueError( | |
"This solver needs samples of at least 2 classes" | |
" in the data, but the data contains only one" | |
" class: %r" | |
% classes_[0] | |
) | |
if len(self.classes_) == 2: | |
n_classes = 1 | |
classes_ = classes_[1:] | |
if self.warm_start: | |
warm_start_coef = getattr(self, "coef_", None) | |
else: | |
warm_start_coef = None | |
if warm_start_coef is not None and self.fit_intercept: | |
warm_start_coef = np.append( | |
warm_start_coef, self.intercept_[:, np.newaxis], axis=1 | |
) | |
# Hack so that we iterate only once for the multinomial case. | |
if multi_class == "multinomial": | |
classes_ = [None] | |
warm_start_coef = [warm_start_coef] | |
if warm_start_coef is None: | |
warm_start_coef = [None] * n_classes | |
path_func = delayed(_logistic_regression_path) | |
# The SAG solver releases the GIL so it's more efficient to use | |
# threads for this solver. | |
if solver in ["sag", "saga"]: | |
prefer = "threads" | |
else: | |
prefer = "processes" | |
# TODO: Refactor this to avoid joblib parallelism entirely when doing binary | |
# and multinomial multiclass classification and use joblib only for the | |
# one-vs-rest multiclass case. | |
if ( | |
solver in ["lbfgs", "newton-cg", "newton-cholesky"] | |
and len(classes_) == 1 | |
and effective_n_jobs(self.n_jobs) == 1 | |
): | |
# In the future, we would like n_threads = _openmp_effective_n_threads() | |
# For the time being, we just do | |
n_threads = 1 | |
else: | |
n_threads = 1 | |
fold_coefs_ = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, prefer=prefer)( | |
path_func( | |
X, | |
y, | |
pos_class=class_, | |
Cs=[C_], | |
l1_ratio=self.l1_ratio, | |
fit_intercept=self.fit_intercept, | |
tol=self.tol, | |
verbose=self.verbose, | |
solver=solver, | |
multi_class=multi_class, | |
max_iter=self.max_iter, | |
class_weight=self.class_weight, | |
check_input=False, | |
random_state=self.random_state, | |
coef=warm_start_coef_, | |
penalty=penalty, | |
max_squared_sum=max_squared_sum, | |
sample_weight=sample_weight, | |
n_threads=n_threads, | |
) | |
for class_, warm_start_coef_ in zip(classes_, warm_start_coef) | |
) | |
fold_coefs_, _, n_iter_ = zip(*fold_coefs_) | |
self.n_iter_ = np.asarray(n_iter_, dtype=np.int32)[:, 0] | |
n_features = X.shape[1] | |
if multi_class == "multinomial": | |
self.coef_ = fold_coefs_[0][0] | |
else: | |
self.coef_ = np.asarray(fold_coefs_) | |
self.coef_ = self.coef_.reshape( | |
n_classes, n_features + int(self.fit_intercept) | |
) | |
if self.fit_intercept: | |
self.intercept_ = self.coef_[:, -1] | |
self.coef_ = self.coef_[:, :-1] | |
else: | |
self.intercept_ = np.zeros(n_classes) | |
return self | |
def predict_proba(self, X): | |
""" | |
Probability estimates. | |
The returned estimates for all classes are ordered by the | |
label of classes. | |
For a multi_class problem, if multi_class is set to be "multinomial" | |
the softmax function is used to find the predicted probability of | |
each class. | |
Else use a one-vs-rest approach, i.e. calculate the probability | |
of each class assuming it to be positive using the logistic function. | |
and normalize these values across all the classes. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Vector to be scored, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
Returns | |
------- | |
T : array-like of shape (n_samples, n_classes) | |
Returns the probability of the sample for each class in the model, | |
where classes are ordered as they are in ``self.classes_``. | |
""" | |
check_is_fitted(self) | |
ovr = self.multi_class in ["ovr", "warn"] or ( | |
self.multi_class == "auto" | |
and ( | |
self.classes_.size <= 2 | |
or self.solver in ("liblinear", "newton-cholesky") | |
) | |
) | |
if ovr: | |
return super()._predict_proba_lr(X) | |
else: | |
decision = self.decision_function(X) | |
if decision.ndim == 1: | |
# Workaround for multi_class="multinomial" and binary outcomes | |
# which requires softmax prediction with only a 1D decision. | |
decision_2d = np.c_[-decision, decision] | |
else: | |
decision_2d = decision | |
return softmax(decision_2d, copy=False) | |
def predict_log_proba(self, X): | |
""" | |
Predict logarithm of probability estimates. | |
The returned estimates for all classes are ordered by the | |
label of classes. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Vector to be scored, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
Returns | |
------- | |
T : array-like of shape (n_samples, n_classes) | |
Returns the log-probability of the sample for each class in the | |
model, where classes are ordered as they are in ``self.classes_``. | |
""" | |
return np.log(self.predict_proba(X)) | |
class LogisticRegressionCV(LogisticRegression, LinearClassifierMixin, BaseEstimator): | |
"""Logistic Regression CV (aka logit, MaxEnt) classifier. | |
See glossary entry for :term:`cross-validation estimator`. | |
This class implements logistic regression using liblinear, newton-cg, sag | |
of lbfgs optimizer. The newton-cg, sag and lbfgs solvers support only L2 | |
regularization with primal formulation. The liblinear solver supports both | |
L1 and L2 regularization, with a dual formulation only for the L2 penalty. | |
Elastic-Net penalty is only supported by the saga solver. | |
For the grid of `Cs` values and `l1_ratios` values, the best hyperparameter | |
is selected by the cross-validator | |
:class:`~sklearn.model_selection.StratifiedKFold`, but it can be changed | |
using the :term:`cv` parameter. The 'newton-cg', 'sag', 'saga' and 'lbfgs' | |
solvers can warm-start the coefficients (see :term:`Glossary<warm_start>`). | |
Read more in the :ref:`User Guide <logistic_regression>`. | |
Parameters | |
---------- | |
Cs : int or list of floats, default=10 | |
Each of the values in Cs describes the inverse of regularization | |
strength. If Cs is as an int, then a grid of Cs values are chosen | |
in a logarithmic scale between 1e-4 and 1e4. | |
Like in support vector machines, smaller values specify stronger | |
regularization. | |
fit_intercept : bool, default=True | |
Specifies if a constant (a.k.a. bias or intercept) should be | |
added to the decision function. | |
cv : int or cross-validation generator, default=None | |
The default cross-validation generator used is Stratified K-Folds. | |
If an integer is provided, then it is the number of folds used. | |
See the module :mod:`sklearn.model_selection` module for the | |
list of possible cross-validation objects. | |
.. versionchanged:: 0.22 | |
``cv`` default value if None changed from 3-fold to 5-fold. | |
dual : bool, default=False | |
Dual (constrained) or primal (regularized, see also | |
:ref:`this equation <regularized-logistic-loss>`) formulation. Dual formulation | |
is only implemented for l2 penalty with liblinear solver. Prefer dual=False when | |
n_samples > n_features. | |
penalty : {'l1', 'l2', 'elasticnet'}, default='l2' | |
Specify the norm of the penalty: | |
- `'l2'`: add a L2 penalty term (used by default); | |
- `'l1'`: add a L1 penalty term; | |
- `'elasticnet'`: both L1 and L2 penalty terms are added. | |
.. warning:: | |
Some penalties may not work with some solvers. See the parameter | |
`solver` below, to know the compatibility between the penalty and | |
solver. | |
scoring : str or callable, default=None | |
A string (see model evaluation documentation) or | |
a scorer callable object / function with signature | |
``scorer(estimator, X, y)``. For a list of scoring functions | |
that can be used, look at :mod:`sklearn.metrics`. The | |
default scoring option used is 'accuracy'. | |
solver : {'lbfgs', 'liblinear', 'newton-cg', 'newton-cholesky', 'sag', 'saga'}, \ | |
default='lbfgs' | |
Algorithm to use in the optimization problem. Default is 'lbfgs'. | |
To choose a solver, you might want to consider the following aspects: | |
- For small datasets, 'liblinear' is a good choice, whereas 'sag' | |
and 'saga' are faster for large ones; | |
- For multiclass problems, only 'newton-cg', 'sag', 'saga' and | |
'lbfgs' handle multinomial loss; | |
- 'liblinear' might be slower in :class:`LogisticRegressionCV` | |
because it does not handle warm-starting. 'liblinear' is | |
limited to one-versus-rest schemes. | |
- 'newton-cholesky' is a good choice for `n_samples` >> `n_features`, | |
especially with one-hot encoded categorical features with rare | |
categories. Note that it is limited to binary classification and the | |
one-versus-rest reduction for multiclass classification. Be aware that | |
the memory usage of this solver has a quadratic dependency on | |
`n_features` because it explicitly computes the Hessian matrix. | |
.. warning:: | |
The choice of the algorithm depends on the penalty chosen. | |
Supported penalties by solver: | |
- 'lbfgs' - ['l2'] | |
- 'liblinear' - ['l1', 'l2'] | |
- 'newton-cg' - ['l2'] | |
- 'newton-cholesky' - ['l2'] | |
- 'sag' - ['l2'] | |
- 'saga' - ['elasticnet', 'l1', 'l2'] | |
.. note:: | |
'sag' and 'saga' fast convergence is only guaranteed on features | |
with approximately the same scale. You can preprocess the data with | |
a scaler from :mod:`sklearn.preprocessing`. | |
.. versionadded:: 0.17 | |
Stochastic Average Gradient descent solver. | |
.. versionadded:: 0.19 | |
SAGA solver. | |
.. versionadded:: 1.2 | |
newton-cholesky solver. | |
tol : float, default=1e-4 | |
Tolerance for stopping criteria. | |
max_iter : int, default=100 | |
Maximum number of iterations of the optimization algorithm. | |
class_weight : dict or 'balanced', default=None | |
Weights associated with classes in the form ``{class_label: weight}``. | |
If not given, all classes are supposed to have weight one. | |
The "balanced" mode uses the values of y to automatically adjust | |
weights inversely proportional to class frequencies in the input data | |
as ``n_samples / (n_classes * np.bincount(y))``. | |
Note that these weights will be multiplied with sample_weight (passed | |
through the fit method) if sample_weight is specified. | |
.. versionadded:: 0.17 | |
class_weight == 'balanced' | |
n_jobs : int, default=None | |
Number of CPU cores used during the cross-validation loop. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
verbose : int, default=0 | |
For the 'liblinear', 'sag' and 'lbfgs' solvers set verbose to any | |
positive number for verbosity. | |
refit : bool, default=True | |
If set to True, the scores are averaged across all folds, and the | |
coefs and the C that corresponds to the best score is taken, and a | |
final refit is done using these parameters. | |
Otherwise the coefs, intercepts and C that correspond to the | |
best scores across folds are averaged. | |
intercept_scaling : float, default=1 | |
Useful only when the solver 'liblinear' is used | |
and self.fit_intercept is set to True. In this case, x becomes | |
[x, self.intercept_scaling], | |
i.e. a "synthetic" feature with constant value equal to | |
intercept_scaling is appended to the instance vector. | |
The intercept becomes ``intercept_scaling * synthetic_feature_weight``. | |
Note! the synthetic feature weight is subject to l1/l2 regularization | |
as all other features. | |
To lessen the effect of regularization on synthetic feature weight | |
(and therefore on the intercept) intercept_scaling has to be increased. | |
multi_class : {'auto, 'ovr', 'multinomial'}, default='auto' | |
If the option chosen is 'ovr', then a binary problem is fit for each | |
label. For 'multinomial' the loss minimised is the multinomial loss fit | |
across the entire probability distribution, *even when the data is | |
binary*. 'multinomial' is unavailable when solver='liblinear'. | |
'auto' selects 'ovr' if the data is binary, or if solver='liblinear', | |
and otherwise selects 'multinomial'. | |
.. versionadded:: 0.18 | |
Stochastic Average Gradient descent solver for 'multinomial' case. | |
.. versionchanged:: 0.22 | |
Default changed from 'ovr' to 'auto' in 0.22. | |
random_state : int, RandomState instance, default=None | |
Used when `solver='sag'`, 'saga' or 'liblinear' to shuffle the data. | |
Note that this only applies to the solver and not the cross-validation | |
generator. See :term:`Glossary <random_state>` for details. | |
l1_ratios : list of float, default=None | |
The list of Elastic-Net mixing parameter, with ``0 <= l1_ratio <= 1``. | |
Only used if ``penalty='elasticnet'``. A value of 0 is equivalent to | |
using ``penalty='l2'``, while 1 is equivalent to using | |
``penalty='l1'``. For ``0 < l1_ratio <1``, the penalty is a combination | |
of L1 and L2. | |
Attributes | |
---------- | |
classes_ : ndarray of shape (n_classes, ) | |
A list of class labels known to the classifier. | |
coef_ : ndarray of shape (1, n_features) or (n_classes, n_features) | |
Coefficient of the features in the decision function. | |
`coef_` is of shape (1, n_features) when the given problem | |
is binary. | |
intercept_ : ndarray of shape (1,) or (n_classes,) | |
Intercept (a.k.a. bias) added to the decision function. | |
If `fit_intercept` is set to False, the intercept is set to zero. | |
`intercept_` is of shape(1,) when the problem is binary. | |
Cs_ : ndarray of shape (n_cs) | |
Array of C i.e. inverse of regularization parameter values used | |
for cross-validation. | |
l1_ratios_ : ndarray of shape (n_l1_ratios) | |
Array of l1_ratios used for cross-validation. If no l1_ratio is used | |
(i.e. penalty is not 'elasticnet'), this is set to ``[None]`` | |
coefs_paths_ : ndarray of shape (n_folds, n_cs, n_features) or \ | |
(n_folds, n_cs, n_features + 1) | |
dict with classes as the keys, and the path of coefficients obtained | |
during cross-validating across each fold and then across each Cs | |
after doing an OvR for the corresponding class as values. | |
If the 'multi_class' option is set to 'multinomial', then | |
the coefs_paths are the coefficients corresponding to each class. | |
Each dict value has shape ``(n_folds, n_cs, n_features)`` or | |
``(n_folds, n_cs, n_features + 1)`` depending on whether the | |
intercept is fit or not. If ``penalty='elasticnet'``, the shape is | |
``(n_folds, n_cs, n_l1_ratios_, n_features)`` or | |
``(n_folds, n_cs, n_l1_ratios_, n_features + 1)``. | |
scores_ : dict | |
dict with classes as the keys, and the values as the | |
grid of scores obtained during cross-validating each fold, after doing | |
an OvR for the corresponding class. If the 'multi_class' option | |
given is 'multinomial' then the same scores are repeated across | |
all classes, since this is the multinomial class. Each dict value | |
has shape ``(n_folds, n_cs)`` or ``(n_folds, n_cs, n_l1_ratios)`` if | |
``penalty='elasticnet'``. | |
C_ : ndarray of shape (n_classes,) or (n_classes - 1,) | |
Array of C that maps to the best scores across every class. If refit is | |
set to False, then for each class, the best C is the average of the | |
C's that correspond to the best scores for each fold. | |
`C_` is of shape(n_classes,) when the problem is binary. | |
l1_ratio_ : ndarray of shape (n_classes,) or (n_classes - 1,) | |
Array of l1_ratio that maps to the best scores across every class. If | |
refit is set to False, then for each class, the best l1_ratio is the | |
average of the l1_ratio's that correspond to the best scores for each | |
fold. `l1_ratio_` is of shape(n_classes,) when the problem is binary. | |
n_iter_ : ndarray of shape (n_classes, n_folds, n_cs) or (1, n_folds, n_cs) | |
Actual number of iterations for all classes, folds and Cs. | |
In the binary or multinomial cases, the first dimension is equal to 1. | |
If ``penalty='elasticnet'``, the shape is ``(n_classes, n_folds, | |
n_cs, n_l1_ratios)`` or ``(1, n_folds, n_cs, n_l1_ratios)``. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
See Also | |
-------- | |
LogisticRegression : Logistic regression without tuning the | |
hyperparameter `C`. | |
Examples | |
-------- | |
>>> from sklearn.datasets import load_iris | |
>>> from sklearn.linear_model import LogisticRegressionCV | |
>>> X, y = load_iris(return_X_y=True) | |
>>> clf = LogisticRegressionCV(cv=5, random_state=0).fit(X, y) | |
>>> clf.predict(X[:2, :]) | |
array([0, 0]) | |
>>> clf.predict_proba(X[:2, :]).shape | |
(2, 3) | |
>>> clf.score(X, y) | |
0.98... | |
""" | |
_parameter_constraints: dict = {**LogisticRegression._parameter_constraints} | |
for param in ["C", "warm_start", "l1_ratio"]: | |
_parameter_constraints.pop(param) | |
_parameter_constraints.update( | |
{ | |
"Cs": [Interval(Integral, 1, None, closed="left"), "array-like"], | |
"cv": ["cv_object"], | |
"scoring": [StrOptions(set(get_scorer_names())), callable, None], | |
"l1_ratios": ["array-like", None], | |
"refit": ["boolean"], | |
"penalty": [StrOptions({"l1", "l2", "elasticnet"})], | |
} | |
) | |
def __init__( | |
self, | |
*, | |
Cs=10, | |
fit_intercept=True, | |
cv=None, | |
dual=False, | |
penalty="l2", | |
scoring=None, | |
solver="lbfgs", | |
tol=1e-4, | |
max_iter=100, | |
class_weight=None, | |
n_jobs=None, | |
verbose=0, | |
refit=True, | |
intercept_scaling=1.0, | |
multi_class="auto", | |
random_state=None, | |
l1_ratios=None, | |
): | |
self.Cs = Cs | |
self.fit_intercept = fit_intercept | |
self.cv = cv | |
self.dual = dual | |
self.penalty = penalty | |
self.scoring = scoring | |
self.tol = tol | |
self.max_iter = max_iter | |
self.class_weight = class_weight | |
self.n_jobs = n_jobs | |
self.verbose = verbose | |
self.solver = solver | |
self.refit = refit | |
self.intercept_scaling = intercept_scaling | |
self.multi_class = multi_class | |
self.random_state = random_state | |
self.l1_ratios = l1_ratios | |
def fit(self, X, y, sample_weight=None, **params): | |
"""Fit the model according to the given training data. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix} of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples and | |
`n_features` is the number of features. | |
y : array-like of shape (n_samples,) | |
Target vector relative to X. | |
sample_weight : array-like of shape (n_samples,) default=None | |
Array of weights that are assigned to individual samples. | |
If not provided, then each sample is given unit weight. | |
**params : dict | |
Parameters to pass to the underlying splitter and scorer. | |
.. versionadded:: 1.4 | |
Returns | |
------- | |
self : object | |
Fitted LogisticRegressionCV estimator. | |
""" | |
_raise_for_params(params, self, "fit") | |
solver = _check_solver(self.solver, self.penalty, self.dual) | |
if self.penalty == "elasticnet": | |
if ( | |
self.l1_ratios is None | |
or len(self.l1_ratios) == 0 | |
or any( | |
( | |
not isinstance(l1_ratio, numbers.Number) | |
or l1_ratio < 0 | |
or l1_ratio > 1 | |
) | |
for l1_ratio in self.l1_ratios | |
) | |
): | |
raise ValueError( | |
"l1_ratios must be a list of numbers between " | |
"0 and 1; got (l1_ratios=%r)" | |
% self.l1_ratios | |
) | |
l1_ratios_ = self.l1_ratios | |
else: | |
if self.l1_ratios is not None: | |
warnings.warn( | |
"l1_ratios parameter is only used when penalty " | |
"is 'elasticnet'. Got (penalty={})".format(self.penalty) | |
) | |
l1_ratios_ = [None] | |
X, y = self._validate_data( | |
X, | |
y, | |
accept_sparse="csr", | |
dtype=np.float64, | |
order="C", | |
accept_large_sparse=solver not in ["liblinear", "sag", "saga"], | |
) | |
check_classification_targets(y) | |
class_weight = self.class_weight | |
# Encode for string labels | |
label_encoder = LabelEncoder().fit(y) | |
y = label_encoder.transform(y) | |
if isinstance(class_weight, dict): | |
class_weight = { | |
label_encoder.transform([cls])[0]: v for cls, v in class_weight.items() | |
} | |
# The original class labels | |
classes = self.classes_ = label_encoder.classes_ | |
encoded_labels = label_encoder.transform(label_encoder.classes_) | |
multi_class = _check_multi_class(self.multi_class, solver, len(classes)) | |
if solver in ["sag", "saga"]: | |
max_squared_sum = row_norms(X, squared=True).max() | |
else: | |
max_squared_sum = None | |
if _routing_enabled(): | |
routed_params = process_routing( | |
self, | |
"fit", | |
sample_weight=sample_weight, | |
**params, | |
) | |
else: | |
routed_params = Bunch() | |
routed_params.splitter = Bunch(split={}) | |
routed_params.scorer = Bunch(score=params) | |
if sample_weight is not None: | |
routed_params.scorer.score["sample_weight"] = sample_weight | |
# init cross-validation generator | |
cv = check_cv(self.cv, y, classifier=True) | |
folds = list(cv.split(X, y, **routed_params.splitter.split)) | |
# Use the label encoded classes | |
n_classes = len(encoded_labels) | |
if n_classes < 2: | |
raise ValueError( | |
"This solver needs samples of at least 2 classes" | |
" in the data, but the data contains only one" | |
" class: %r" | |
% classes[0] | |
) | |
if n_classes == 2: | |
# OvR in case of binary problems is as good as fitting | |
# the higher label | |
n_classes = 1 | |
encoded_labels = encoded_labels[1:] | |
classes = classes[1:] | |
# We need this hack to iterate only once over labels, in the case of | |
# multi_class = multinomial, without changing the value of the labels. | |
if multi_class == "multinomial": | |
iter_encoded_labels = iter_classes = [None] | |
else: | |
iter_encoded_labels = encoded_labels | |
iter_classes = classes | |
# compute the class weights for the entire dataset y | |
if class_weight == "balanced": | |
class_weight = compute_class_weight( | |
class_weight, classes=np.arange(len(self.classes_)), y=y | |
) | |
class_weight = dict(enumerate(class_weight)) | |
path_func = delayed(_log_reg_scoring_path) | |
# The SAG solver releases the GIL so it's more efficient to use | |
# threads for this solver. | |
if self.solver in ["sag", "saga"]: | |
prefer = "threads" | |
else: | |
prefer = "processes" | |
fold_coefs_ = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, prefer=prefer)( | |
path_func( | |
X, | |
y, | |
train, | |
test, | |
pos_class=label, | |
Cs=self.Cs, | |
fit_intercept=self.fit_intercept, | |
penalty=self.penalty, | |
dual=self.dual, | |
solver=solver, | |
tol=self.tol, | |
max_iter=self.max_iter, | |
verbose=self.verbose, | |
class_weight=class_weight, | |
scoring=self.scoring, | |
multi_class=multi_class, | |
intercept_scaling=self.intercept_scaling, | |
random_state=self.random_state, | |
max_squared_sum=max_squared_sum, | |
sample_weight=sample_weight, | |
l1_ratio=l1_ratio, | |
score_params=routed_params.scorer.score, | |
) | |
for label in iter_encoded_labels | |
for train, test in folds | |
for l1_ratio in l1_ratios_ | |
) | |
# _log_reg_scoring_path will output different shapes depending on the | |
# multi_class param, so we need to reshape the outputs accordingly. | |
# Cs is of shape (n_classes . n_folds . n_l1_ratios, n_Cs) and all the | |
# rows are equal, so we just take the first one. | |
# After reshaping, | |
# - scores is of shape (n_classes, n_folds, n_Cs . n_l1_ratios) | |
# - coefs_paths is of shape | |
# (n_classes, n_folds, n_Cs . n_l1_ratios, n_features) | |
# - n_iter is of shape | |
# (n_classes, n_folds, n_Cs . n_l1_ratios) or | |
# (1, n_folds, n_Cs . n_l1_ratios) | |
coefs_paths, Cs, scores, n_iter_ = zip(*fold_coefs_) | |
self.Cs_ = Cs[0] | |
if multi_class == "multinomial": | |
coefs_paths = np.reshape( | |
coefs_paths, | |
(len(folds), len(l1_ratios_) * len(self.Cs_), n_classes, -1), | |
) | |
# equiv to coefs_paths = np.moveaxis(coefs_paths, (0, 1, 2, 3), | |
# (1, 2, 0, 3)) | |
coefs_paths = np.swapaxes(coefs_paths, 0, 1) | |
coefs_paths = np.swapaxes(coefs_paths, 0, 2) | |
self.n_iter_ = np.reshape( | |
n_iter_, (1, len(folds), len(self.Cs_) * len(l1_ratios_)) | |
) | |
# repeat same scores across all classes | |
scores = np.tile(scores, (n_classes, 1, 1)) | |
else: | |
coefs_paths = np.reshape( | |
coefs_paths, | |
(n_classes, len(folds), len(self.Cs_) * len(l1_ratios_), -1), | |
) | |
self.n_iter_ = np.reshape( | |
n_iter_, (n_classes, len(folds), len(self.Cs_) * len(l1_ratios_)) | |
) | |
scores = np.reshape(scores, (n_classes, len(folds), -1)) | |
self.scores_ = dict(zip(classes, scores)) | |
self.coefs_paths_ = dict(zip(classes, coefs_paths)) | |
self.C_ = list() | |
self.l1_ratio_ = list() | |
self.coef_ = np.empty((n_classes, X.shape[1])) | |
self.intercept_ = np.zeros(n_classes) | |
for index, (cls, encoded_label) in enumerate( | |
zip(iter_classes, iter_encoded_labels) | |
): | |
if multi_class == "ovr": | |
scores = self.scores_[cls] | |
coefs_paths = self.coefs_paths_[cls] | |
else: | |
# For multinomial, all scores are the same across classes | |
scores = scores[0] | |
# coefs_paths will keep its original shape because | |
# logistic_regression_path expects it this way | |
if self.refit: | |
# best_index is between 0 and (n_Cs . n_l1_ratios - 1) | |
# for example, with n_cs=2 and n_l1_ratios=3 | |
# the layout of scores is | |
# [c1, c2, c1, c2, c1, c2] | |
# l1_1 , l1_2 , l1_3 | |
best_index = scores.sum(axis=0).argmax() | |
best_index_C = best_index % len(self.Cs_) | |
C_ = self.Cs_[best_index_C] | |
self.C_.append(C_) | |
best_index_l1 = best_index // len(self.Cs_) | |
l1_ratio_ = l1_ratios_[best_index_l1] | |
self.l1_ratio_.append(l1_ratio_) | |
if multi_class == "multinomial": | |
coef_init = np.mean(coefs_paths[:, :, best_index, :], axis=1) | |
else: | |
coef_init = np.mean(coefs_paths[:, best_index, :], axis=0) | |
# Note that y is label encoded and hence pos_class must be | |
# the encoded label / None (for 'multinomial') | |
w, _, _ = _logistic_regression_path( | |
X, | |
y, | |
pos_class=encoded_label, | |
Cs=[C_], | |
solver=solver, | |
fit_intercept=self.fit_intercept, | |
coef=coef_init, | |
max_iter=self.max_iter, | |
tol=self.tol, | |
penalty=self.penalty, | |
class_weight=class_weight, | |
multi_class=multi_class, | |
verbose=max(0, self.verbose - 1), | |
random_state=self.random_state, | |
check_input=False, | |
max_squared_sum=max_squared_sum, | |
sample_weight=sample_weight, | |
l1_ratio=l1_ratio_, | |
) | |
w = w[0] | |
else: | |
# Take the best scores across every fold and the average of | |
# all coefficients corresponding to the best scores. | |
best_indices = np.argmax(scores, axis=1) | |
if multi_class == "ovr": | |
w = np.mean( | |
[coefs_paths[i, best_indices[i], :] for i in range(len(folds))], | |
axis=0, | |
) | |
else: | |
w = np.mean( | |
[ | |
coefs_paths[:, i, best_indices[i], :] | |
for i in range(len(folds)) | |
], | |
axis=0, | |
) | |
best_indices_C = best_indices % len(self.Cs_) | |
self.C_.append(np.mean(self.Cs_[best_indices_C])) | |
if self.penalty == "elasticnet": | |
best_indices_l1 = best_indices // len(self.Cs_) | |
self.l1_ratio_.append(np.mean(l1_ratios_[best_indices_l1])) | |
else: | |
self.l1_ratio_.append(None) | |
if multi_class == "multinomial": | |
self.C_ = np.tile(self.C_, n_classes) | |
self.l1_ratio_ = np.tile(self.l1_ratio_, n_classes) | |
self.coef_ = w[:, : X.shape[1]] | |
if self.fit_intercept: | |
self.intercept_ = w[:, -1] | |
else: | |
self.coef_[index] = w[: X.shape[1]] | |
if self.fit_intercept: | |
self.intercept_[index] = w[-1] | |
self.C_ = np.asarray(self.C_) | |
self.l1_ratio_ = np.asarray(self.l1_ratio_) | |
self.l1_ratios_ = np.asarray(l1_ratios_) | |
# if elasticnet was used, add the l1_ratios dimension to some | |
# attributes | |
if self.l1_ratios is not None: | |
# with n_cs=2 and n_l1_ratios=3 | |
# the layout of scores is | |
# [c1, c2, c1, c2, c1, c2] | |
# l1_1 , l1_2 , l1_3 | |
# To get a 2d array with the following layout | |
# l1_1, l1_2, l1_3 | |
# c1 [[ . , . , . ], | |
# c2 [ . , . , . ]] | |
# We need to first reshape and then transpose. | |
# The same goes for the other arrays | |
for cls, coefs_path in self.coefs_paths_.items(): | |
self.coefs_paths_[cls] = coefs_path.reshape( | |
(len(folds), self.l1_ratios_.size, self.Cs_.size, -1) | |
) | |
self.coefs_paths_[cls] = np.transpose( | |
self.coefs_paths_[cls], (0, 2, 1, 3) | |
) | |
for cls, score in self.scores_.items(): | |
self.scores_[cls] = score.reshape( | |
(len(folds), self.l1_ratios_.size, self.Cs_.size) | |
) | |
self.scores_[cls] = np.transpose(self.scores_[cls], (0, 2, 1)) | |
self.n_iter_ = self.n_iter_.reshape( | |
(-1, len(folds), self.l1_ratios_.size, self.Cs_.size) | |
) | |
self.n_iter_ = np.transpose(self.n_iter_, (0, 1, 3, 2)) | |
return self | |
def score(self, X, y, sample_weight=None, **score_params): | |
"""Score using the `scoring` option on the given test data and labels. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Test samples. | |
y : array-like of shape (n_samples,) | |
True labels for X. | |
sample_weight : array-like of shape (n_samples,), default=None | |
Sample weights. | |
**score_params : dict | |
Parameters to pass to the `score` method of the underlying scorer. | |
.. versionadded:: 1.4 | |
Returns | |
------- | |
score : float | |
Score of self.predict(X) w.r.t. y. | |
""" | |
_raise_for_params(score_params, self, "score") | |
scoring = self._get_scorer() | |
if _routing_enabled(): | |
routed_params = process_routing( | |
self, | |
"score", | |
sample_weight=sample_weight, | |
**score_params, | |
) | |
else: | |
routed_params = Bunch() | |
routed_params.scorer = Bunch(score={}) | |
if sample_weight is not None: | |
routed_params.scorer.score["sample_weight"] = sample_weight | |
return scoring( | |
self, | |
X, | |
y, | |
**routed_params.scorer.score, | |
) | |
def get_metadata_routing(self): | |
"""Get metadata routing of this object. | |
Please check :ref:`User Guide <metadata_routing>` on how the routing | |
mechanism works. | |
.. versionadded:: 1.4 | |
Returns | |
------- | |
routing : MetadataRouter | |
A :class:`~sklearn.utils.metadata_routing.MetadataRouter` encapsulating | |
routing information. | |
""" | |
router = ( | |
MetadataRouter(owner=self.__class__.__name__) | |
.add_self_request(self) | |
.add( | |
splitter=self.cv, | |
method_mapping=MethodMapping().add(callee="split", caller="fit"), | |
) | |
.add( | |
scorer=self._get_scorer(), | |
method_mapping=MethodMapping() | |
.add(callee="score", caller="score") | |
.add(callee="score", caller="fit"), | |
) | |
) | |
return router | |
def _more_tags(self): | |
return { | |
"_xfail_checks": { | |
"check_sample_weights_invariance": ( | |
"zero sample_weight is not equivalent to removing samples" | |
), | |
} | |
} | |
def _get_scorer(self): | |
"""Get the scorer based on the scoring method specified. | |
The default scoring method is `accuracy`. | |
""" | |
scoring = self.scoring or "accuracy" | |
return get_scorer(scoring) | |