#!/usr/bin/env python """ ================================= Path with L1- Logistic Regression ================================= Computes path on IRIS dataset. """ print(__doc__) # Author: Alexandre Gramfort # License: BSD 3 clause from datetime import datetime import numpy as np import pylab as pl 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 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_) pl.plot(np.log10(cs), coefs_) ymin, ymax = pl.ylim() pl.xlabel('log(C)') pl.ylabel('Coefficients') pl.title('Logistic Regression Path') pl.axis('tight') pl.show()