scikit-learn/sklearn/linear_model/ridge.py

892 lines
31 KiB
Python

"""
Ridge regression
"""
# Author: Mathieu Blondel <mathieu@mblondel.org>
# Reuben Fletcher-Costin <reuben.fletchercostin@gmail.com>
# Fabian Pedregosa <fabian@fseoane.net>
# License: Simplified BSD
from abc import ABCMeta, abstractmethod
import warnings
import numpy as np
from scipy import linalg
from scipy import sparse
from scipy.sparse import linalg as sp_linalg
from .base import LinearClassifierMixin, LinearModel
from ..base import RegressorMixin
from ..utils.extmath import safe_sparse_dot
from ..utils import safe_asarray
from ..preprocessing import LabelBinarizer
from ..grid_search import GridSearchCV
def ridge_regression(X, y, alpha, sample_weight=1.0, solver='auto',
max_iter=None, tol=1e-3):
"""Solve the ridge equation by the method of normal equations.
Parameters
----------
X : {array-like, sparse matrix, LinearOperator},
shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
sample_weight : float or numpy array of shape [n_samples]
Individual weights for each sample
solver : {'auto', 'dense_cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational routines:
- 'auto' chooses the solver automatically based on the type of data.
- 'dense_cholesky' uses the standard scipy.linalg.solve function to
obtain a closed-form solution.
- 'sparse_cg' uses the conjugate gradient solver as found in
scipy.sparse.linalg.cg. As an iterative algorithm, this solver is
more appropriate than 'dense_cholesky' for large-scale data
(possibility to set `tol` and `max_iter`).
- 'lsqr' uses the dedicated regularized least-squares routine
scipy.sparse.linalg.lsqr. It is the fatest but may not be available
in old scipy versions. It also uses an iterative procedure.
All three solvers support both dense and sparse data.
tol: float
Precision of the solution.
Returns
-------
coef: array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
Notes
-----
This function won't compute the intercept.
"""
n_samples, n_features = X.shape
has_sw = isinstance(sample_weight, np.ndarray) or sample_weight != 1.0
if solver == 'auto':
# cholesky if it's a dense array and cg in
# any other case
if hasattr(X, '__array__'):
solver = 'dense_cholesky'
else:
solver = 'sparse_cg'
elif solver == 'lsqr' and not hasattr(sp_linalg, 'lsqr'):
warnings.warn("""lsqr not available on this machine, falling back
to sparse_cg.""")
solver = 'sparse_cg'
if has_sw:
solver = 'dense_cholesky'
if solver == 'sparse_cg':
# gradient descent
X1 = sp_linalg.aslinearoperator(X)
if y.ndim == 1:
y1 = np.reshape(y, (-1, 1))
else:
y1 = y
coefs = np.empty((y1.shape[1], n_features))
if n_features > n_samples:
def mv(x):
return X1.matvec(X1.rmatvec(x)) + alpha * x
else:
def mv(x):
return X1.rmatvec(X1.matvec(x)) + alpha * x
for i in range(y1.shape[1]):
y_column = y1[:, i]
if n_features > n_samples:
# kernel ridge
# w = X.T * inv(X X^t + alpha*Id) y
C = sp_linalg.LinearOperator(
(n_samples, n_samples), matvec=mv, dtype=X.dtype)
coef, info = sp_linalg.cg(C, y_column, tol=tol)
coefs[i] = X1.rmatvec(coef)
else:
# ridge
# w = inv(X^t X + alpha*Id) * X.T y
y_column = X1.rmatvec(y_column)
C = sp_linalg.LinearOperator(
(n_features, n_features), matvec=mv, dtype=X.dtype)
coefs[i], info = sp_linalg.cg(C, y_column, maxiter=max_iter,
tol=tol)
if info != 0:
raise ValueError("Failed with error code %d" % info)
if y.ndim == 1:
coefs = np.ravel(coefs)
return coefs
elif solver == "lsqr":
if y.ndim == 1:
y1 = np.reshape(y, (-1, 1))
else:
y1 = y
coefs = np.empty((y1.shape[1], n_features))
# According to the lsqr documentation, alpha = damp^2.
sqrt_alpha = np.sqrt(alpha)
for i in range(y1.shape[1]):
y_column = y1[:, i]
coefs[i] = sp_linalg.lsqr(X, y_column, damp=sqrt_alpha,
atol=tol, btol=tol, iter_lim=max_iter)[0]
if y.ndim == 1:
coefs = np.ravel(coefs)
return coefs
else:
# normal equations (cholesky) method
if n_features > n_samples or has_sw:
# kernel ridge
# w = X.T * inv(X X^t + alpha*Id) y
A = safe_sparse_dot(X, X.T, dense_output=True)
A.flat[::n_samples + 1] += alpha * sample_weight
Axy = linalg.solve(A, y, sym_pos=True, overwrite_a=True)
coef = safe_sparse_dot(X.T, Axy, dense_output=True)
else:
# ridge
# w = inv(X^t X + alpha*Id) * X.T y
A = safe_sparse_dot(X.T, X, dense_output=True)
A.flat[::n_features + 1] += alpha
Xy = safe_sparse_dot(X.T, y, dense_output=True)
coef = linalg.solve(A, Xy, sym_pos=True, overwrite_a=True)
return coef.T
class _BaseRidge(LinearModel):
__metaclass__ = ABCMeta
@abstractmethod
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, solver="auto"):
self.alpha = alpha
self.fit_intercept = fit_intercept
self.normalize = normalize
self.copy_X = copy_X
self.max_iter = max_iter
self.tol = tol
self.solver = solver
def fit(self, X, y, sample_weight=1.0, solver=None):
X = safe_asarray(X, dtype=np.float)
y = np.asarray(y, dtype=np.float)
X, y, X_mean, y_mean, X_std = self._center_data(
X, y, self.fit_intercept, self.normalize, self.copy_X)
self.coef_ = ridge_regression(X, y,
alpha=self.alpha,
sample_weight=sample_weight,
solver=solver,
max_iter=self.max_iter,
tol=self.tol)
self._set_intercept(X_mean, y_mean, X_std)
return self
class Ridge(_BaseRidge, RegressorMixin):
"""Linear least squares with l2 regularization.
This model solves a regression model where the loss function is
the linear least squares function and regularization is given by
the l2-norm. Also known as Ridge Regression or Tikhonov regularization.
This estimator has built-in support for multi-variate regression
(i.e., when y is a 2d-array of shape [n_samples, n_targets]).
Parameters
----------
alpha : float
Small positive values of alpha improve the conditioning of the problem
and reduce the variance of the estimates. Alpha corresponds to
``(2*C)^-1`` in other linear models such as LogisticRegression or
LinearSVC.
copy_X : boolean, optional, default True
If True, X will be copied; else, it may be overwritten.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
normalize : boolean, optional
If True, the regressors X are normalized
solver : {'auto', 'dense_cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational routines:
- 'auto' chooses the solver automatically based on the type of data.
- 'dense_cholesky' uses the standard scipy.linalg.solve function to
obtain a closed-form solution.
- 'sparse_cg' uses the conjugate gradient solver as found in
scipy.sparse.linalg.cg. As an iterative algorithm, this solver is
more appropriate than 'dense_cholesky' for large-scale data
(possibility to set `tol` and `max_iter`).
- 'lsqr' uses the dedicated regularized least-squares routine
scipy.sparse.linalg.lsqr. It is the fatest but may not be available
in old scipy versions. It also uses an iterative procedure.
All three solvers support both dense and sparse data.
tol : float
Precision of the solution.
Attributes
----------
`coef_` : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
See also
--------
RidgeClassifier, RidgeCV
Examples
--------
>>> from sklearn.linear_model import Ridge
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> np.random.seed(0)
>>> y = np.random.randn(n_samples)
>>> X = np.random.randn(n_samples, n_features)
>>> clf = Ridge(alpha=1.0)
>>> clf.fit(X, y) # doctest: +NORMALIZE_WHITESPACE
Ridge(alpha=1.0, copy_X=True, fit_intercept=True, max_iter=None,
normalize=False, solver='auto', tol=0.001)
"""
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, solver="auto"):
super(Ridge, self).__init__(alpha=alpha, fit_intercept=fit_intercept,
normalize=normalize, copy_X=copy_X,
max_iter=max_iter, tol=tol, solver=solver)
def fit(self, X, y, sample_weight=1.0, solver=None):
"""Fit Ridge regression model
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or numpy array of shape [n_samples]
Individual weights for each sample
Returns
-------
self : returns an instance of self.
"""
if solver is None:
solver = self.solver
else:
# The fit method should be removed from Ridge when this warning is
# removed
warnings.warn("""solver option in fit is deprecated and will be
removed in v0.14.""")
return _BaseRidge.fit(self, X, y, solver=solver,
sample_weight=sample_weight)
class RidgeClassifier(LinearClassifierMixin, _BaseRidge):
"""Classifier using Ridge regression.
Parameters
----------
alpha : float
Small positive values of alpha improve the conditioning of the problem
and reduce the variance of the estimates. Alpha corresponds to
``(2*C)^-1`` in other linear models such as LogisticRegression or
LinearSVC.
class_weight : dict, optional
Weights associated with classes in the form
{class_label : weight}. If not given, all classes are
supposed to have weight one.
copy_X : boolean, optional, default True
If True, X will be copied; else, it may be overwritten.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set to false, no
intercept will be used in calculations (e.g. data is expected to be
already centered).
max_iter : int, optional
Maximum number of iterations for conjugate gradient solver.
The default value is determined by scipy.sparse.linalg.
normalize : boolean, optional
If True, the regressors X are normalized
solver : {'auto', 'dense_cholesky', 'lsqr', 'sparse_cg'}
Solver to use in the computational
routines. 'dense_cholesky' will use the standard
scipy.linalg.solve function, 'sparse_cg' will use the
conjugate gradient solver as found in
scipy.sparse.linalg.cg while 'auto' will chose the most
appropriate depending on the matrix X. 'lsqr' uses
a direct regularized least-squares routine provided by scipy.
tol : float
Precision of the solution.
Attributes
----------
`coef_` : array, shape = [n_features] or [n_classes, n_features]
Weight vector(s).
See also
--------
Ridge, RidgeClassifierCV
Notes
-----
For multi-class classification, n_class classifiers are trained in
a one-versus-all approach. Concretely, this is implemented by taking
advantage of the multi-variate response support in Ridge.
"""
def __init__(self, alpha=1.0, fit_intercept=True, normalize=False,
copy_X=True, max_iter=None, tol=1e-3, class_weight=None,
solver="auto"):
super(RidgeClassifier, self).__init__(
alpha=alpha, fit_intercept=fit_intercept, normalize=normalize,
copy_X=copy_X, max_iter=max_iter, tol=tol, solver=solver)
self.class_weight = class_weight
def fit(self, X, y, solver=None):
"""Fit Ridge regression model.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples,n_features]
Training data
y : array-like, shape = [n_samples]
Target values
Returns
-------
self : returns an instance of self.
"""
if self.class_weight is None:
class_weight = {}
else:
class_weight = self.class_weight
if solver is None:
solver = self.solver
else:
warnings.warn("""solver option in fit is deprecated and will be
removed in v0.14.""")
sample_weight_classes = np.array([class_weight.get(k, 1.0) for k in y])
self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1)
Y = self._label_binarizer.fit_transform(y)
_BaseRidge.fit(self, X, Y, solver=solver,
sample_weight=sample_weight_classes)
return self
@property
def classes_(self):
return self._label_binarizer.classes_
class _RidgeGCV(LinearModel):
"""Ridge regression with built-in Generalized Cross-Validation
It allows efficient Leave-One-Out cross-validation.
This class is not intended to be used directly. Use RidgeCV instead.
Notes
-----
We want to solve (K + alpha*Id)c = y,
where K = X X^T is the kernel matrix.
Let G = (K + alpha*Id)^-1.
Dual solution: c = Gy
Primal solution: w = X^T c
Compute eigendecomposition K = Q V Q^T.
Then G = Q (V + alpha*Id)^-1 Q^T,
where (V + alpha*Id) is diagonal.
It is thus inexpensive to inverse for many alphas.
Let loov be the vector of prediction values for each example
when the model was fitted with all examples but this example.
loov = (KGY - diag(KG)Y) / diag(I-KG)
Let looe be the vector of prediction errors for each example
when the model was fitted with all examples but this example.
looe = y - loov = c / diag(G)
References
----------
http://cbcl.mit.edu/projects/cbcl/publications/ps/MIT-CSAIL-TR-2007-025.pdf
http://www.mit.edu/~9.520/spring07/Classes/rlsslides.pdf
"""
def __init__(self, alphas=[0.1, 1.0, 10.0], fit_intercept=True,
normalize=False, score_func=None, loss_func=None,
copy_X=True, gcv_mode=None, store_cv_values=False):
self.alphas = np.asarray(alphas)
self.fit_intercept = fit_intercept
self.normalize = normalize
self.score_func = score_func
self.loss_func = loss_func
self.copy_X = copy_X
self.gcv_mode = gcv_mode
self.store_cv_values = store_cv_values
def _pre_compute(self, X, y):
# even if X is very sparse, K is usually very dense
K = safe_sparse_dot(X, X.T, dense_output=True)
v, Q = linalg.eigh(K)
QT_y = np.dot(Q.T, y)
return v, Q, QT_y
def _decomp_diag(self, v_prime, Q):
# compute diagonal of the matrix: dot(Q, dot(diag(v_prime), Q^T))
return (v_prime * Q ** 2).sum(axis=-1)
def _diag_dot(self, D, B):
# compute dot(diag(D), B)
if len(B.shape) > 1:
# handle case where B is > 1-d
D = D[(slice(None), ) + (np.newaxis, ) * (len(B.shape) - 1)]
return D * B
def _errors(self, alpha, y, v, Q, QT_y):
# don't construct matrix G, instead compute action on y & diagonal
w = 1.0 / (v + alpha)
c = np.dot(Q, self._diag_dot(w, QT_y))
G_diag = self._decomp_diag(w, Q)
# handle case where y is 2-d
if len(y.shape) != 1:
G_diag = G_diag[:, np.newaxis]
return (c / G_diag) ** 2, c
def _values(self, alpha, y, v, Q, QT_y):
# don't construct matrix G, instead compute action on y & diagonal
w = 1.0 / (v + alpha)
c = np.dot(Q, self._diag_dot(w, QT_y))
G_diag = self._decomp_diag(w, Q)
# handle case where y is 2-d
if len(y.shape) != 1:
G_diag = G_diag[:, np.newaxis]
return y - (c / G_diag), c
def _pre_compute_svd(self, X, y):
if sparse.issparse(X) and hasattr(X, 'toarray'):
X = X.toarray()
U, s, _ = np.linalg.svd(X, full_matrices=0)
v = s ** 2
UT_y = np.dot(U.T, y)
return v, U, UT_y
def _errors_svd(self, alpha, y, v, U, UT_y):
w = ((v + alpha) ** -1) - (alpha ** -1)
c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y
G_diag = self._decomp_diag(w, U) + (alpha ** -1)
if len(y.shape) != 1:
# handle case where y is 2-d
G_diag = G_diag[:, np.newaxis]
return (c / G_diag) ** 2, c
def _values_svd(self, alpha, y, v, U, UT_y):
w = ((v + alpha) ** -1) - (alpha ** -1)
c = np.dot(U, self._diag_dot(w, UT_y)) + (alpha ** -1) * y
G_diag = self._decomp_diag(w, U) + (alpha ** -1)
if len(y.shape) != 1:
# handle case when y is 2-d
G_diag = G_diag[:, np.newaxis]
return y - (c / G_diag), c
def fit(self, X, y, sample_weight=1.0):
"""Fit Ridge regression model
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or array-like of shape [n_samples]
Sample weight
Returns
-------
self : Returns self.
"""
X = safe_asarray(X, dtype=np.float)
y = np.asarray(y, dtype=np.float)
n_samples, n_features = X.shape
X, y, X_mean, y_mean, X_std = LinearModel._center_data(
X, y, self.fit_intercept, self.normalize, self.copy_X)
gcv_mode = self.gcv_mode
with_sw = len(np.shape(sample_weight))
if gcv_mode is None or gcv_mode == 'auto':
if n_features > n_samples or with_sw:
gcv_mode = 'eigen'
else:
gcv_mode = 'svd'
elif gcv_mode == "svd" and with_sw:
# FIXME non-uniform sample weights not yet supported
warnings.warn("non-uniform sample weights unsupported for svd, "
"forcing usage of eigen")
gcv_mode = 'eigen'
if gcv_mode == 'eigen':
_pre_compute = self._pre_compute
_errors = self._errors
_values = self._values
elif gcv_mode == 'svd':
# assert n_samples >= n_features
_pre_compute = self._pre_compute_svd
_errors = self._errors_svd
_values = self._values_svd
else:
raise ValueError('bad gcv_mode "%s"' % gcv_mode)
v, Q, QT_y = _pre_compute(X, y)
n_y = 1 if len(y.shape) == 1 else y.shape[1]
cv_values = np.zeros((n_samples * n_y, len(self.alphas)))
C = []
error = self.score_func is None and self.loss_func is None
for i, alpha in enumerate(self.alphas):
if error:
out, c = _errors(sample_weight * alpha, y, v, Q, QT_y)
else:
out, c = _values(sample_weight * alpha, y, v, Q, QT_y)
cv_values[:, i] = out.ravel()
C.append(c)
if error:
best = cv_values.mean(axis=0).argmin()
else:
func = self.score_func if self.score_func else self.loss_func
out = [func(y.ravel(), cv_values[:, i])
for i in range(len(self.alphas))]
best = np.argmax(out) if self.score_func else np.argmin(out)
self.alpha_ = self.alphas[best]
self.dual_coef_ = C[best]
self.coef_ = safe_sparse_dot(self.dual_coef_.T, X)
self._set_intercept(X_mean, y_mean, X_std)
if self.store_cv_values:
if len(y.shape) == 1:
cv_values_shape = n_samples, len(self.alphas)
else:
cv_values_shape = n_samples, n_y, len(self.alphas)
self.cv_values_ = cv_values.reshape(cv_values_shape)
return self
@property
def best_alpha(self):
warnings.warn("Use alpha_. Using best_alpha is deprecated"
"since version 0.12, and backward compatibility "
"won't be maintained from version 0.14 onward. ",
DeprecationWarning, stacklevel=2)
return self.alpha_
class _BaseRidgeCV(LinearModel):
def __init__(self, alphas=np.array([0.1, 1.0, 10.0]),
fit_intercept=True, normalize=False, score_func=None,
loss_func=None, cv=None, gcv_mode=None,
store_cv_values=False):
self.alphas = alphas
self.fit_intercept = fit_intercept
self.normalize = normalize
self.score_func = score_func
self.loss_func = loss_func
self.cv = cv
self.gcv_mode = gcv_mode
self.store_cv_values = store_cv_values
def fit(self, X, y, sample_weight=1.0):
"""Fit Ridge regression model
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or array-like of shape [n_samples]
Sample weight
Returns
-------
self : Returns self.
"""
if self.cv is None:
estimator = _RidgeGCV(self.alphas,
fit_intercept=self.fit_intercept,
normalize=self.normalize,
score_func=self.score_func,
loss_func=self.loss_func,
gcv_mode=self.gcv_mode,
store_cv_values=self.store_cv_values)
estimator.fit(X, y, sample_weight=sample_weight)
self.alpha_ = estimator.alpha_
if self.store_cv_values:
self.cv_values_ = estimator.cv_values_
else:
if self.store_cv_values:
raise ValueError("cv!=None and store_cv_values=True "
" are incompatible")
parameters = {'alpha': self.alphas}
# FIXME: sample_weight must be split into training/validation data
# too!
#fit_params = {'sample_weight' : sample_weight}
fit_params = {}
gs = GridSearchCV(Ridge(fit_intercept=self.fit_intercept),
parameters, fit_params=fit_params, cv=self.cv)
gs.fit(X, y)
estimator = gs.best_estimator_
self.alpha_ = gs.best_estimator_.alpha
self.coef_ = estimator.coef_
self.intercept_ = estimator.intercept_
return self
class RidgeCV(_BaseRidgeCV, RegressorMixin):
"""Ridge regression with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of
efficient Leave-One-Out cross-validation.
Parameters
----------
alphas: numpy array of shape [n_alphas]
Array of alpha values to try.
Small positive values of alpha improve the conditioning of the
problem and reduce the variance of the estimates.
Alpha corresponds to ``(2*C)^-1`` in other linear models such as
LogisticRegression or LinearSVC.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional
If True, the regressors X are normalized
score_func: callable, optional
function that takes 2 arguments and compares them in
order to evaluate the performance of prediction (big is good)
if None is passed, the score of the estimator is maximized
loss_func: callable, optional
function that takes 2 arguments and compares them in
order to evaluate the performance of prediction (small is good)
if None is passed, the score of the estimator is maximized
cv : cross-validation generator, optional
If None, Generalized Cross-Validation (efficient Leave-One-Out)
will be used.
gcv_mode : {None, 'auto', 'svd', eigen'}, optional
Flag indicating which strategy to use when performing
Generalized Cross-Validation. Options are::
'auto' : use svd if n_samples > n_features, otherwise use eigen
'svd' : force computation via singular value decomposition of X
'eigen' : force computation via eigendecomposition of X^T X
The 'auto' mode is the default and is intended to pick the cheaper \
option of the two depending upon the shape of the training data.
store_cv_values : boolean, default=False
Flag indicating if the cross-validation values corresponding to
each alpha should be stored in the `cv_values_` attribute (see
below). This flag is only compatible with `cv=None` (i.e. using
Generalized Cross-Validation).
Attributes
----------
`cv_values_` : array, shape = [n_samples, n_alphas] or \
shape = [n_samples, n_targets, n_alphas], optional
Cross-validation values for each alpha (if `store_cv_values=True` and \
`cv=None`). After `fit()` has been called, this attribute will \
contain the mean squared errors (by default) or the values of the \
`{loss,score}_func` function (if provided in the constructor).
`coef_` : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
`alpha_` : float
Estimated regularization parameter.
See also
--------
Ridge: Ridge regression
RidgeClassifier: Ridge classifier
RidgeClassifierCV: Ridge classifier with built-in cross validation
"""
pass
class RidgeClassifierCV(LinearClassifierMixin, _BaseRidgeCV):
"""Ridge classifier with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of
efficient Leave-One-Out cross-validation. Currently, only the n_features >
n_samples case is handled efficiently.
Parameters
----------
alphas: numpy array of shape [n_alphas]
Array of alpha values to try.
Small positive values of alpha improve the conditioning of the
problem and reduce the variance of the estimates.
Alpha corresponds to (2*C)^-1 in other linear models such as
LogisticRegression or LinearSVC.
fit_intercept : boolean
Whether to calculate the intercept for this model. If set
to false, no intercept will be used in calculations
(e.g. data is expected to be already centered).
normalize : boolean, optional
If True, the regressors X are normalized
score_func: callable, optional
function that takes 2 arguments and compares them in
order to evaluate the performance of prediction (big is good)
if None is passed, the score of the estimator is maximized
loss_func: callable, optional
function that takes 2 arguments and compares them in
order to evaluate the performance of prediction (small is good)
if None is passed, the score of the estimator is maximized
cv : cross-validation generator, optional
If None, Generalized Cross-Validation (efficient Leave-One-Out)
will be used.
class_weight : dict, optional
Weights associated with classes in the form
{class_label : weight}. If not given, all classes are
supposed to have weight one.
Attributes
----------
`cv_values_` : array, shape = [n_samples, n_alphas] or \
shape = [n_samples, n_responses, n_alphas], optional
Cross-validation values for each alpha (if `store_cv_values=True` and
`cv=None`). After `fit()` has been called, this attribute will contain \
the mean squared errors (by default) or the values of the \
`{loss,score}_func` function (if provided in the constructor).
`coef_` : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
`alpha_` : float
Estimated regularization parameter
See also
--------
Ridge: Ridge regression
RidgeClassifier: Ridge classifier
RidgeCV: Ridge regression with built-in cross validation
Notes
-----
For multi-class classification, n_class classifiers are trained in
a one-versus-all approach. Concretely, this is implemented by taking
advantage of the multi-variate response support in Ridge.
"""
def __init__(self, alphas=np.array([0.1, 1.0, 10.0]), fit_intercept=True,
normalize=False, score_func=None, loss_func=None, cv=None,
class_weight=None):
super(RidgeClassifierCV, self).__init__(
alphas=alphas, fit_intercept=fit_intercept, normalize=normalize,
score_func=score_func, loss_func=loss_func, cv=cv)
self.class_weight = class_weight
def fit(self, X, y, sample_weight=1.0, class_weight=None):
"""Fit the ridge classifier.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Training vectors, where n_samples is the number of samples
and n_features is the number of features.
y : array-like, shape = [n_samples]
Target values.
sample_weight : float or numpy array of shape [n_samples]
Sample weight
Returns
-------
self : object
Returns self.
"""
if self.class_weight is not None:
get_cw = self.class_weight.get
sample_weight = (sample_weight
* np.array([get_cw(k, 1.0) for k in y]))
self._label_binarizer = LabelBinarizer(pos_label=1, neg_label=-1)
Y = self._label_binarizer.fit_transform(y)
_BaseRidgeCV.fit(self, X, Y, sample_weight=sample_weight)
return self
@property
def classes_(self):
return self._label_binarizer.classes_