TicRegression - scikit-learn

sklearn.linear_model .LogisticRegression¶ 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’ and ‘newton-cg’ solvers.) This class implements regularized logistic regression using the ‘liblinear’ library, ‘newton-cg’, ‘sag’ and ‘lbfgs’ solvers. 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. The ‘liblinear’ solver supports both L1 and L2 regularization, with a dual formulation only for the L2 penalty. Read more in the User Guide . Used to specify the norm used in the penalization. The ‘newton-cg’, ‘sag’ and ‘lbfgs’ solvers support only l2 penalties. New in version 0.19: l1 penalty with SAGA solver (allowing ‘multinomial’ + L1) Dual or primal 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 . 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. New in version 0.17: class_weight=’balanced’ The seed of the pseudo random number generator to use when shuffling the data. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random . Used when solver == ‘sag’ or ‘liblinear’. Algorithm to use in the optimization problem. 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-cg’, ‘lbfgs’ and ‘sag’ only handle L2 penalty, whereas ‘liblinear’ and ‘saga’ handle L1 penalty. Note that ‘sag’ and ‘saga’ fast convergence is only guaranteed on features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing. New in version 0.17: Stochastic Average Gradient descent solver. New in version 0.19: SAGA solver. Changed in version 0.20: Default will change from ‘liblinear’ to ‘lbfgs’ in 0.22. Useful only for the newton-cg, sag and lbfgs solvers. Maximum number of iterations taken for the solvers to converge. multi_class : str, , default: ‘ovr’ 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’. New in version 0.18: Stochastic Average Gradient descent solver for ‘multinomial’ case. Changed in version 0.20: Default will change from ‘ovr’ to ‘auto’ in 0.22. 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 the Glossary . New in version 0.17: warm_start to support lbfgs , newton-cg , sag , saga solvers. 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 joblib.parallel_backend context. -1 means using all processors. See Glossary for more details. 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_ : array, 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_iter_ : array, 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. Changed in version 0.20: In SciPy max_iter . n_iter_ will now report at most max_iter . SGDClassifier incrementally trained logistic regression (when given the parameter loss="log" ). LogisticRegressionCV built-in cross validation. 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 differences from liblinear in the narrative documentation.