{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "\n# L1 Penalty and Sparsity in Logistic Regression\n\nComparison of the sparsity (percentage of zero coefficients) of solutions when\nL1, L2 and Elastic-Net penalty are used for different values of C. We can see\nthat large values of C give more freedom to the model. Conversely, smaller\nvalues of C constrain the model more. In the L1 penalty case, this leads to\nsparser solutions. As expected, the Elastic-Net penalty sparsity is between\nthat of L1 and L2.\n\nWe classify 8x8 images of digits into two classes: 0-4 against 5-9.\nThe visualization shows coefficients of the models for varying C.\n" ] }, { "cell_type": "code", "execution_count": null, "metadata": { "collapsed": false }, "outputs": [], "source": [ "# Authors: The scikit-learn developers\n# SPDX-License-Identifier: BSD-3-Clause\n\nimport matplotlib.pyplot as plt\nimport numpy as np\n\nfrom sklearn import datasets\nfrom sklearn.linear_model import LogisticRegression\nfrom sklearn.preprocessing import StandardScaler\n\nX, y = datasets.load_digits(return_X_y=True)\n\nX = StandardScaler().fit_transform(X)\n\n# classify small against large digits\ny = (y > 4).astype(int)\n\nl1_ratio = 0.5 # L1 weight in the Elastic-Net regularization\n\nfig, axes = plt.subplots(3, 3)\n\n# Set regularization parameter\nfor i, (C, axes_row) in enumerate(zip((1, 0.1, 0.01), axes)):\n # Increase tolerance for short training time\n clf_l1_LR = LogisticRegression(C=C, penalty=\"l1\", tol=0.01, solver=\"saga\")\n clf_l2_LR = LogisticRegression(C=C, penalty=\"l2\", tol=0.01, solver=\"saga\")\n clf_en_LR = LogisticRegression(\n C=C, penalty=\"elasticnet\", solver=\"saga\", l1_ratio=l1_ratio, tol=0.01\n )\n clf_l1_LR.fit(X, y)\n clf_l2_LR.fit(X, y)\n clf_en_LR.fit(X, y)\n\n coef_l1_LR = clf_l1_LR.coef_.ravel()\n coef_l2_LR = clf_l2_LR.coef_.ravel()\n coef_en_LR = clf_en_LR.coef_.ravel()\n\n # coef_l1_LR contains zeros due to the\n # L1 sparsity inducing norm\n\n sparsity_l1_LR = np.mean(coef_l1_LR == 0) * 100\n sparsity_l2_LR = np.mean(coef_l2_LR == 0) * 100\n sparsity_en_LR = np.mean(coef_en_LR == 0) * 100\n\n print(f\"C={C:.2f}\")\n print(f\"{'Sparsity with L1 penalty:':<40} {sparsity_l1_LR:.2f}%\")\n print(f\"{'Sparsity with Elastic-Net penalty:':<40} {sparsity_en_LR:.2f}%\")\n print(f\"{'Sparsity with L2 penalty:':<40} {sparsity_l2_LR:.2f}%\")\n print(f\"{'Score with L1 penalty:':<40} {clf_l1_LR.score(X, y):.2f}\")\n print(f\"{'Score with Elastic-Net penalty:':<40} {clf_en_LR.score(X, y):.2f}\")\n print(f\"{'Score with L2 penalty:':<40} {clf_l2_LR.score(X, y):.2f}\")\n\n if i == 0:\n axes_row[0].set_title(\"L1 penalty\")\n axes_row[1].set_title(\"Elastic-Net\\nl1_ratio = %s\" % l1_ratio)\n axes_row[2].set_title(\"L2 penalty\")\n\n for ax, coefs in zip(axes_row, [coef_l1_LR, coef_en_LR, coef_l2_LR]):\n ax.imshow(\n np.abs(coefs.reshape(8, 8)),\n interpolation=\"nearest\",\n cmap=\"binary\",\n vmax=1,\n vmin=0,\n )\n ax.set_xticks(())\n ax.set_yticks(())\n\n axes_row[0].set_ylabel(f\"C = {C}\")\n\nplt.show()" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.21" } }, "nbformat": 4, "nbformat_minor": 0 }