| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575 |
- # Authors: Rob Zinkov, Mathieu Blondel
- # License: BSD 3 clause
- from numbers import Real
- from ..base import _fit_context
- from ..utils._param_validation import Interval, StrOptions
- from ._stochastic_gradient import DEFAULT_EPSILON, BaseSGDClassifier, BaseSGDRegressor
- class PassiveAggressiveClassifier(BaseSGDClassifier):
- """Passive Aggressive Classifier.
- Read more in the :ref:`User Guide <passive_aggressive>`.
- Parameters
- ----------
- C : float, default=1.0
- Maximum step size (regularization). Defaults to 1.0.
- fit_intercept : bool, default=True
- Whether the intercept should be estimated or not. If False, the
- data is assumed to be already centered.
- max_iter : int, default=1000
- The maximum number of passes over the training data (aka epochs).
- It only impacts the behavior in the ``fit`` method, and not the
- :meth:`PassiveAggressive.partial_fit` method.
- .. versionadded:: 0.19
- tol : float or None, default=1e-3
- The stopping criterion. If it is not None, the iterations will stop
- when (loss > previous_loss - tol).
- .. versionadded:: 0.19
- early_stopping : bool, default=False
- Whether to use early stopping to terminate training when validation.
- score is not improving. If set to True, it will automatically set aside
- a stratified fraction of training data as validation and terminate
- training when validation score is not improving by at least tol for
- n_iter_no_change consecutive epochs.
- .. versionadded:: 0.20
- validation_fraction : float, default=0.1
- The proportion of training data to set aside as validation set for
- early stopping. Must be between 0 and 1.
- Only used if early_stopping is True.
- .. versionadded:: 0.20
- n_iter_no_change : int, default=5
- Number of iterations with no improvement to wait before early stopping.
- .. versionadded:: 0.20
- shuffle : bool, default=True
- Whether or not the training data should be shuffled after each epoch.
- verbose : int, default=0
- The verbosity level.
- loss : str, default="hinge"
- The loss function to be used:
- hinge: equivalent to PA-I in the reference paper.
- squared_hinge: equivalent to PA-II in the reference paper.
- n_jobs : int or None, default=None
- The number of CPUs to use to do the OVA (One Versus All, for
- multi-class problems) computation.
- ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
- ``-1`` means using all processors. See :term:`Glossary <n_jobs>`
- for more details.
- random_state : int, RandomState instance, default=None
- Used to shuffle the training data, when ``shuffle`` is set to
- ``True``. Pass an int for reproducible output across multiple
- function calls.
- See :term:`Glossary <random_state>`.
- warm_start : bool, default=False
- When set to True, reuse the solution of the previous call to fit as
- initialization, otherwise, just erase the previous solution.
- See :term:`the Glossary <warm_start>`.
- Repeatedly calling fit or partial_fit when warm_start is True can
- result in a different solution than when calling fit a single time
- because of the way the data is shuffled.
- class_weight : dict, {class_label: weight} or "balanced" or None, \
- default=None
- Preset for the class_weight fit parameter.
- Weights associated with classes. If not given, all classes
- are supposed to have weight one.
- The "balanced" mode uses the values of y to automatically adjust
- weights inversely proportional to class frequencies in the input data
- as ``n_samples / (n_classes * np.bincount(y))``.
- .. versionadded:: 0.17
- parameter *class_weight* to automatically weight samples.
- average : bool or int, default=False
- When set to True, computes the averaged SGD weights and stores the
- result in the ``coef_`` attribute. If set to an int greater than 1,
- averaging will begin once the total number of samples seen reaches
- average. So average=10 will begin averaging after seeing 10 samples.
- .. versionadded:: 0.19
- parameter *average* to use weights averaging in SGD.
- Attributes
- ----------
- coef_ : ndarray of shape (1, n_features) if n_classes == 2 else \
- (n_classes, n_features)
- Weights assigned to the features.
- intercept_ : ndarray of shape (1,) if n_classes == 2 else (n_classes,)
- Constants in decision function.
- n_features_in_ : int
- Number of features seen during :term:`fit`.
- .. versionadded:: 0.24
- feature_names_in_ : ndarray of shape (`n_features_in_`,)
- Names of features seen during :term:`fit`. Defined only when `X`
- has feature names that are all strings.
- .. versionadded:: 1.0
- n_iter_ : int
- The actual number of iterations to reach the stopping criterion.
- For multiclass fits, it is the maximum over every binary fit.
- classes_ : ndarray of shape (n_classes,)
- The unique classes labels.
- t_ : int
- Number of weight updates performed during training.
- Same as ``(n_iter_ * n_samples + 1)``.
- loss_function_ : callable
- Loss function used by the algorithm.
- See Also
- --------
- SGDClassifier : Incrementally trained logistic regression.
- Perceptron : Linear perceptron classifier.
- References
- ----------
- Online Passive-Aggressive Algorithms
- <http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
- K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)
- Examples
- --------
- >>> from sklearn.linear_model import PassiveAggressiveClassifier
- >>> from sklearn.datasets import make_classification
- >>> X, y = make_classification(n_features=4, random_state=0)
- >>> clf = PassiveAggressiveClassifier(max_iter=1000, random_state=0,
- ... tol=1e-3)
- >>> clf.fit(X, y)
- PassiveAggressiveClassifier(random_state=0)
- >>> print(clf.coef_)
- [[0.26642044 0.45070924 0.67251877 0.64185414]]
- >>> print(clf.intercept_)
- [1.84127814]
- >>> print(clf.predict([[0, 0, 0, 0]]))
- [1]
- """
- _parameter_constraints: dict = {
- **BaseSGDClassifier._parameter_constraints,
- "loss": [StrOptions({"hinge", "squared_hinge"})],
- "C": [Interval(Real, 0, None, closed="right")],
- }
- def __init__(
- self,
- *,
- C=1.0,
- fit_intercept=True,
- max_iter=1000,
- tol=1e-3,
- early_stopping=False,
- validation_fraction=0.1,
- n_iter_no_change=5,
- shuffle=True,
- verbose=0,
- loss="hinge",
- n_jobs=None,
- random_state=None,
- warm_start=False,
- class_weight=None,
- average=False,
- ):
- super().__init__(
- penalty=None,
- fit_intercept=fit_intercept,
- max_iter=max_iter,
- tol=tol,
- early_stopping=early_stopping,
- validation_fraction=validation_fraction,
- n_iter_no_change=n_iter_no_change,
- shuffle=shuffle,
- verbose=verbose,
- random_state=random_state,
- eta0=1.0,
- warm_start=warm_start,
- class_weight=class_weight,
- average=average,
- n_jobs=n_jobs,
- )
- self.C = C
- self.loss = loss
- @_fit_context(prefer_skip_nested_validation=True)
- def partial_fit(self, X, y, classes=None):
- """Fit linear model with Passive Aggressive algorithm.
- Parameters
- ----------
- X : {array-like, sparse matrix} of shape (n_samples, n_features)
- Subset of the training data.
- y : array-like of shape (n_samples,)
- Subset of the target values.
- classes : ndarray of shape (n_classes,)
- Classes across all calls to partial_fit.
- Can be obtained by via `np.unique(y_all)`, where y_all is the
- target vector of the entire dataset.
- This argument is required for the first call to partial_fit
- and can be omitted in the subsequent calls.
- Note that y doesn't need to contain all labels in `classes`.
- Returns
- -------
- self : object
- Fitted estimator.
- """
- if not hasattr(self, "classes_"):
- self._more_validate_params(for_partial_fit=True)
- if self.class_weight == "balanced":
- raise ValueError(
- "class_weight 'balanced' is not supported for "
- "partial_fit. For 'balanced' weights, use "
- "`sklearn.utils.compute_class_weight` with "
- "`class_weight='balanced'`. In place of y you "
- "can use a large enough subset of the full "
- "training set target to properly estimate the "
- "class frequency distributions. Pass the "
- "resulting weights as the class_weight "
- "parameter."
- )
- lr = "pa1" if self.loss == "hinge" else "pa2"
- return self._partial_fit(
- X,
- y,
- alpha=1.0,
- C=self.C,
- loss="hinge",
- learning_rate=lr,
- max_iter=1,
- classes=classes,
- sample_weight=None,
- coef_init=None,
- intercept_init=None,
- )
- @_fit_context(prefer_skip_nested_validation=True)
- def fit(self, X, y, coef_init=None, intercept_init=None):
- """Fit linear model with Passive Aggressive algorithm.
- Parameters
- ----------
- X : {array-like, sparse matrix} of shape (n_samples, n_features)
- Training data.
- y : array-like of shape (n_samples,)
- Target values.
- coef_init : ndarray of shape (n_classes, n_features)
- The initial coefficients to warm-start the optimization.
- intercept_init : ndarray of shape (n_classes,)
- The initial intercept to warm-start the optimization.
- Returns
- -------
- self : object
- Fitted estimator.
- """
- self._more_validate_params()
- lr = "pa1" if self.loss == "hinge" else "pa2"
- return self._fit(
- X,
- y,
- alpha=1.0,
- C=self.C,
- loss="hinge",
- learning_rate=lr,
- coef_init=coef_init,
- intercept_init=intercept_init,
- )
- class PassiveAggressiveRegressor(BaseSGDRegressor):
- """Passive Aggressive Regressor.
- Read more in the :ref:`User Guide <passive_aggressive>`.
- Parameters
- ----------
- C : float, default=1.0
- Maximum step size (regularization). Defaults to 1.0.
- fit_intercept : bool, default=True
- Whether the intercept should be estimated or not. If False, the
- data is assumed to be already centered. Defaults to True.
- max_iter : int, default=1000
- The maximum number of passes over the training data (aka epochs).
- It only impacts the behavior in the ``fit`` method, and not the
- :meth:`partial_fit` method.
- .. versionadded:: 0.19
- tol : float or None, default=1e-3
- The stopping criterion. If it is not None, the iterations will stop
- when (loss > previous_loss - tol).
- .. versionadded:: 0.19
- early_stopping : bool, default=False
- Whether to use early stopping to terminate training when validation.
- score is not improving. If set to True, it will automatically set aside
- a fraction of training data as validation and terminate
- training when validation score is not improving by at least tol for
- n_iter_no_change consecutive epochs.
- .. versionadded:: 0.20
- validation_fraction : float, default=0.1
- The proportion of training data to set aside as validation set for
- early stopping. Must be between 0 and 1.
- Only used if early_stopping is True.
- .. versionadded:: 0.20
- n_iter_no_change : int, default=5
- Number of iterations with no improvement to wait before early stopping.
- .. versionadded:: 0.20
- shuffle : bool, default=True
- Whether or not the training data should be shuffled after each epoch.
- verbose : int, default=0
- The verbosity level.
- loss : str, default="epsilon_insensitive"
- The loss function to be used:
- epsilon_insensitive: equivalent to PA-I in the reference paper.
- squared_epsilon_insensitive: equivalent to PA-II in the reference
- paper.
- epsilon : float, default=0.1
- If the difference between the current prediction and the correct label
- is below this threshold, the model is not updated.
- random_state : int, RandomState instance, default=None
- Used to shuffle the training data, when ``shuffle`` is set to
- ``True``. Pass an int for reproducible output across multiple
- function calls.
- See :term:`Glossary <random_state>`.
- warm_start : bool, default=False
- When set to True, reuse the solution of the previous call to fit as
- initialization, otherwise, just erase the previous solution.
- See :term:`the Glossary <warm_start>`.
- Repeatedly calling fit or partial_fit when warm_start is True can
- result in a different solution than when calling fit a single time
- because of the way the data is shuffled.
- average : bool or int, default=False
- When set to True, computes the averaged SGD weights and stores the
- result in the ``coef_`` attribute. If set to an int greater than 1,
- averaging will begin once the total number of samples seen reaches
- average. So average=10 will begin averaging after seeing 10 samples.
- .. versionadded:: 0.19
- parameter *average* to use weights averaging in SGD.
- Attributes
- ----------
- coef_ : array, shape = [1, n_features] if n_classes == 2 else [n_classes,\
- n_features]
- Weights assigned to the features.
- intercept_ : array, shape = [1] if n_classes == 2 else [n_classes]
- Constants in decision function.
- n_features_in_ : int
- Number of features seen during :term:`fit`.
- .. versionadded:: 0.24
- feature_names_in_ : ndarray of shape (`n_features_in_`,)
- Names of features seen during :term:`fit`. Defined only when `X`
- has feature names that are all strings.
- .. versionadded:: 1.0
- n_iter_ : int
- The actual number of iterations to reach the stopping criterion.
- t_ : int
- Number of weight updates performed during training.
- Same as ``(n_iter_ * n_samples + 1)``.
- See Also
- --------
- SGDRegressor : Linear model fitted by minimizing a regularized
- empirical loss with SGD.
- References
- ----------
- Online Passive-Aggressive Algorithms
- <http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
- K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006).
- Examples
- --------
- >>> from sklearn.linear_model import PassiveAggressiveRegressor
- >>> from sklearn.datasets import make_regression
- >>> X, y = make_regression(n_features=4, random_state=0)
- >>> regr = PassiveAggressiveRegressor(max_iter=100, random_state=0,
- ... tol=1e-3)
- >>> regr.fit(X, y)
- PassiveAggressiveRegressor(max_iter=100, random_state=0)
- >>> print(regr.coef_)
- [20.48736655 34.18818427 67.59122734 87.94731329]
- >>> print(regr.intercept_)
- [-0.02306214]
- >>> print(regr.predict([[0, 0, 0, 0]]))
- [-0.02306214]
- """
- _parameter_constraints: dict = {
- **BaseSGDRegressor._parameter_constraints,
- "loss": [StrOptions({"epsilon_insensitive", "squared_epsilon_insensitive"})],
- "C": [Interval(Real, 0, None, closed="right")],
- "epsilon": [Interval(Real, 0, None, closed="left")],
- }
- def __init__(
- self,
- *,
- C=1.0,
- fit_intercept=True,
- max_iter=1000,
- tol=1e-3,
- early_stopping=False,
- validation_fraction=0.1,
- n_iter_no_change=5,
- shuffle=True,
- verbose=0,
- loss="epsilon_insensitive",
- epsilon=DEFAULT_EPSILON,
- random_state=None,
- warm_start=False,
- average=False,
- ):
- super().__init__(
- penalty=None,
- l1_ratio=0,
- epsilon=epsilon,
- eta0=1.0,
- fit_intercept=fit_intercept,
- max_iter=max_iter,
- tol=tol,
- early_stopping=early_stopping,
- validation_fraction=validation_fraction,
- n_iter_no_change=n_iter_no_change,
- shuffle=shuffle,
- verbose=verbose,
- random_state=random_state,
- warm_start=warm_start,
- average=average,
- )
- self.C = C
- self.loss = loss
- @_fit_context(prefer_skip_nested_validation=True)
- def partial_fit(self, X, y):
- """Fit linear model with Passive Aggressive algorithm.
- Parameters
- ----------
- X : {array-like, sparse matrix} of shape (n_samples, n_features)
- Subset of training data.
- y : numpy array of shape [n_samples]
- Subset of target values.
- Returns
- -------
- self : object
- Fitted estimator.
- """
- if not hasattr(self, "coef_"):
- self._more_validate_params(for_partial_fit=True)
- lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
- return self._partial_fit(
- X,
- y,
- alpha=1.0,
- C=self.C,
- loss="epsilon_insensitive",
- learning_rate=lr,
- max_iter=1,
- sample_weight=None,
- coef_init=None,
- intercept_init=None,
- )
- @_fit_context(prefer_skip_nested_validation=True)
- def fit(self, X, y, coef_init=None, intercept_init=None):
- """Fit linear model with Passive Aggressive algorithm.
- Parameters
- ----------
- X : {array-like, sparse matrix} of shape (n_samples, n_features)
- Training data.
- y : numpy array of shape [n_samples]
- Target values.
- coef_init : array, shape = [n_features]
- The initial coefficients to warm-start the optimization.
- intercept_init : array, shape = [1]
- The initial intercept to warm-start the optimization.
- Returns
- -------
- self : object
- Fitted estimator.
- """
- self._more_validate_params()
- lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
- return self._fit(
- X,
- y,
- alpha=1.0,
- C=self.C,
- loss="epsilon_insensitive",
- learning_rate=lr,
- coef_init=coef_init,
- intercept_init=intercept_init,
- )
|