66 lines
1.5 KiB
Python
66 lines
1.5 KiB
Python
"""
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==============
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SGD: Penalties
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==============
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Plot the contours of the three penalties supported by
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`sklearn.linear_model.stochastic_gradient`.
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"""
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from __future__ import division
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print __doc__
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import numpy as np
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import pylab as pl
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def l1(xs):
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return np.array([np.sqrt((1 - np.sqrt(x ** 2.0)) ** 2.0) for x in xs])
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def l2(xs):
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return np.array([np.sqrt(1.0 - x ** 2.0) for x in xs])
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def el(xs, z):
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return np.array([(2 - 2 * x - 2 * z + 4 * x * z -
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(4 * z ** 2
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- 8 * x * z ** 2
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+ 8 * x ** 2 * z ** 2
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- 16 * x ** 2 * z ** 3
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+ 8 * x * z ** 3 + 4 * x ** 2 * z ** 4) ** (1. / 2)
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- 2 * x * z ** 2) / (2 - 4 * z) for x in xs])
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def cross(ext):
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pl.plot([-ext, ext], [0, 0], "k-")
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pl.plot([0, 0], [-ext, ext], "k-")
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xs = np.linspace(0, 1, 100)
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alpha = 0.501 # 0.5 division throuh zero
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cross(1.2)
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pl.plot(xs, l1(xs), "r-", label="L1")
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pl.plot(xs, -1.0 * l1(xs), "r-")
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pl.plot(-1 * xs, l1(xs), "r-")
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pl.plot(-1 * xs, -1.0 * l1(xs), "r-")
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pl.plot(xs, l2(xs), "b-", label="L2")
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pl.plot(xs, -1.0 * l2(xs), "b-")
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pl.plot(-1 * xs, l2(xs), "b-")
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pl.plot(-1 * xs, -1.0 * l2(xs), "b-")
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pl.plot(xs, el(xs, alpha), "y-", label="Elastic Net")
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pl.plot(xs, -1.0 * el(xs, alpha), "y-")
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pl.plot(-1 * xs, el(xs, alpha), "y-")
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pl.plot(-1 * xs, -1.0 * el(xs, alpha), "y-")
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pl.xlabel(r"$w_0$")
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pl.ylabel(r"$w_1$")
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pl.legend()
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pl.axis("equal")
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pl.show()
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