""" ============================================== Regularization path of L1- Logistic Regression ============================================== Train l1-penalized logistic regression models on a binary classification problem derived from the Iris dataset. The models are ordered from strongest regularized to least regularized. The 4 coefficients of the models are collected and plotted as a "regularization path": on the left-hand side of the figure (strong regularizers), all the coefficients are exactly 0. When regularization gets progressively looser, coefficients can get non-zero values one after the other. Here we choose the liblinear solver because it can efficiently optimize for the Logistic Regression loss with a non-smooth, sparsity inducing l1 penalty. Also note that we set a low value for the tolerance to make sure that the model has converged before collecting the coefficients. We also use warm_start=True which means that the coefficients of the models are reused to initialize the next model fit to speed-up the computation of the full-path. """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause # %% # Load data # --------- from sklearn import datasets iris = datasets.load_iris() X = iris.data y = iris.target feature_names = iris.feature_names # %% # Here we remove the third class to make the problem a binary classification X = X[y != 2] y = y[y != 2] # %% # Compute regularization path # --------------------------- import numpy as np from sklearn.linear_model import LogisticRegression from sklearn.pipeline import make_pipeline from sklearn.preprocessing import StandardScaler from sklearn.svm import l1_min_c cs = l1_min_c(X, y, loss="log") * np.logspace(0, 1, 16) # %% # Create a pipeline with `StandardScaler` and `LogisticRegression`, to normalize # the data before fitting a linear model, in order to speed-up convergence and # make the coefficients comparable. Also, as a side effect, since the data is now # centered around 0, we don't need to fit an intercept. clf = make_pipeline( StandardScaler(), LogisticRegression( l1_ratio=1, solver="liblinear", tol=1e-6, max_iter=int(1e6), warm_start=True, fit_intercept=False, ), ) coefs_ = [] for c in cs: clf.set_params(logisticregression__C=c) clf.fit(X, y) coefs_.append(clf["logisticregression"].coef_.ravel().copy()) coefs_ = np.array(coefs_) # %% # Plot regularization path # ------------------------ import matplotlib.pyplot as plt # Colorblind-friendly palette (IBM Color Blind Safe palette) colors = ["#648FFF", "#785EF0", "#DC267F", "#FE6100"] plt.figure(figsize=(10, 6)) for i in range(coefs_.shape[1]): plt.semilogx(cs, coefs_[:, i], marker="o", color=colors[i], label=feature_names[i]) ymin, ymax = plt.ylim() plt.xlabel("C") plt.ylabel("Coefficients") plt.title("Logistic Regression Path") plt.legend() plt.axis("tight") plt.show()