""" ============== SGD: Penalties ============== Contours of where the penalty is equal to 1 for the three penalties L1, L2 and elastic-net. All of the above are supported by :class:`~sklearn.linear_model.SGDClassifier` and :class:`~sklearn.linear_model.SGDRegressor`. """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause import matplotlib.pyplot as plt import numpy as np l1_color = "navy" l2_color = "c" elastic_net_color = "darkorange" line = np.linspace(-1.5, 1.5, 1001) xx, yy = np.meshgrid(line, line) l2 = xx**2 + yy**2 l1 = np.abs(xx) + np.abs(yy) rho = 0.5 elastic_net = rho * l1 + (1 - rho) * l2 plt.figure(figsize=(10, 10), dpi=100) ax = plt.gca() elastic_net_contour = plt.contour( xx, yy, elastic_net, levels=[1], colors=elastic_net_color ) l2_contour = plt.contour(xx, yy, l2, levels=[1], colors=l2_color) l1_contour = plt.contour(xx, yy, l1, levels=[1], colors=l1_color) ax.set_aspect("equal") ax.spines["left"].set_position("center") ax.spines["right"].set_color("none") ax.spines["bottom"].set_position("center") ax.spines["top"].set_color("none") plt.clabel( elastic_net_contour, inline=1, fontsize=18, fmt={1.0: "elastic-net"}, manual=[(-1, -1)], ) plt.clabel(l2_contour, inline=1, fontsize=18, fmt={1.0: "L2"}, manual=[(-1, -1)]) plt.clabel(l1_contour, inline=1, fontsize=18, fmt={1.0: "L1"}, manual=[(-1, -1)]) plt.tight_layout() plt.show()