Path with L1- Logistic Regression

Computes path on IRIS dataset.

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print(__doc__)
 
# Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>
# License: BSD 3 clause
 
from datetime import datetime
import numpy as np
import matplotlib.pyplot as plt
 
from sklearn import linear_model
from sklearn import datasets
from sklearn.svm import l1_min_c
 
iris = datasets.load_iris()
X = iris.data
y = iris.target
 
X = X[y != 2]
y = y[y != 2]
 
X -= np.mean(X, 0)

Demo path functions

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cs = l1_min_c(X, y, loss='log') * np.logspace(0, 3)
 
 
print("Computing regularization path ...")
start = datetime.now()
clf = linear_model.LogisticRegression(C=1.0, penalty='l1', tol=1e-6)
coefs_ = []
for c in cs:
    clf.set_params(C=c)
    clf.fit(X, y)
    coefs_.append(clf.coef_.ravel().copy())
print("This took ", datetime.now() - start)
 
coefs_ = np.array(coefs_)
plt.plot(np.log10(cs), coefs_)
ymin, ymax = plt.ylim()
plt.xlabel('log(C)')
plt.ylabel('Coefficients')
plt.title('Logistic Regression Path')
plt.axis('tight')
plt.show()

../../_images/sphx_glr_plot_logistic_path_001.png

Out:

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  Computing regularization path ...
This took  0:00:00.049016

Total running time of the script: (0 minutes 0.107 seconds)

Download Python source code: plot_logistic_path.py
Download IPython notebook: plot_logistic_path.ipynb
doc_scikit_learn
2025-01-10 15:47:30
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