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Pushing the docs to dev/ for branch: master, commit e770715c434739647ddbb645ff0fcd40c64ba1fd
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dev/_downloads/9833e959e5148a63a53a15ee99c05f88/plot_lasso_coordinate_descent_path.py

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eps = 5e-3 # the smaller it is the longer is the path
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print("Computing regularization path using the lasso...")
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alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps, fit_intercept=False)
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alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps=eps, fit_intercept=False)
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print("Computing regularization path using the positive lasso...")
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alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path(
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X, y, eps, positive=True, fit_intercept=False)
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X, y, eps=eps, positive=True, fit_intercept=False)
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print("Computing regularization path using the elastic net...")
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alphas_enet, coefs_enet, _ = enet_path(
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X, y, eps=eps, l1_ratio=0.8, fit_intercept=False)
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dev/_downloads/f4da23cd7018f4377975d6be9c8ead17/plot_lasso_coordinate_descent_path.ipynb

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},
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"outputs": [],
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"source": [
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"print(__doc__)\n\n# Author: Alexandre Gramfort <[email protected]>\n# License: BSD 3 clause\n\nfrom itertools import cycle\nimport numpy as np\nimport matplotlib.pyplot as plt\n\nfrom sklearn.linear_model import lasso_path, enet_path\nfrom sklearn import datasets\n\n\nX, y = datasets.load_diabetes(return_X_y=True)\n\n\nX /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter)\n\n# Compute paths\n\neps = 5e-3 # the smaller it is the longer is the path\n\nprint(\"Computing regularization path using the lasso...\")\nalphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps, fit_intercept=False)\n\nprint(\"Computing regularization path using the positive lasso...\")\nalphas_positive_lasso, coefs_positive_lasso, _ = lasso_path(\n X, y, eps, positive=True, fit_intercept=False)\nprint(\"Computing regularization path using the elastic net...\")\nalphas_enet, coefs_enet, _ = enet_path(\n X, y, eps=eps, l1_ratio=0.8, fit_intercept=False)\n\nprint(\"Computing regularization path using the positive elastic net...\")\nalphas_positive_enet, coefs_positive_enet, _ = enet_path(\n X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False)\n\n# Display results\n\nplt.figure(1)\ncolors = cycle(['b', 'r', 'g', 'c', 'k'])\nneg_log_alphas_lasso = -np.log10(alphas_lasso)\nneg_log_alphas_enet = -np.log10(alphas_enet)\nfor coef_l, coef_e, c in zip(coefs_lasso, coefs_enet, colors):\n l1 = plt.plot(neg_log_alphas_lasso, coef_l, c=c)\n l2 = plt.plot(neg_log_alphas_enet, coef_e, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Lasso and Elastic-Net Paths')\nplt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left')\nplt.axis('tight')\n\n\nplt.figure(2)\nneg_log_alphas_positive_lasso = -np.log10(alphas_positive_lasso)\nfor coef_l, coef_pl, c in zip(coefs_lasso, coefs_positive_lasso, colors):\n l1 = plt.plot(neg_log_alphas_lasso, coef_l, c=c)\n l2 = plt.plot(neg_log_alphas_positive_lasso, coef_pl, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Lasso and positive Lasso')\nplt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left')\nplt.axis('tight')\n\n\nplt.figure(3)\nneg_log_alphas_positive_enet = -np.log10(alphas_positive_enet)\nfor (coef_e, coef_pe, c) in zip(coefs_enet, coefs_positive_enet, colors):\n l1 = plt.plot(neg_log_alphas_enet, coef_e, c=c)\n l2 = plt.plot(neg_log_alphas_positive_enet, coef_pe, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Elastic-Net and positive Elastic-Net')\nplt.legend((l1[-1], l2[-1]), ('Elastic-Net', 'positive Elastic-Net'),\n loc='lower left')\nplt.axis('tight')\nplt.show()"
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"print(__doc__)\n\n# Author: Alexandre Gramfort <[email protected]>\n# License: BSD 3 clause\n\nfrom itertools import cycle\nimport numpy as np\nimport matplotlib.pyplot as plt\n\nfrom sklearn.linear_model import lasso_path, enet_path\nfrom sklearn import datasets\n\n\nX, y = datasets.load_diabetes(return_X_y=True)\n\n\nX /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter)\n\n# Compute paths\n\neps = 5e-3 # the smaller it is the longer is the path\n\nprint(\"Computing regularization path using the lasso...\")\nalphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps=eps, fit_intercept=False)\n\nprint(\"Computing regularization path using the positive lasso...\")\nalphas_positive_lasso, coefs_positive_lasso, _ = lasso_path(\n X, y, eps=eps, positive=True, fit_intercept=False)\nprint(\"Computing regularization path using the elastic net...\")\nalphas_enet, coefs_enet, _ = enet_path(\n X, y, eps=eps, l1_ratio=0.8, fit_intercept=False)\n\nprint(\"Computing regularization path using the positive elastic net...\")\nalphas_positive_enet, coefs_positive_enet, _ = enet_path(\n X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False)\n\n# Display results\n\nplt.figure(1)\ncolors = cycle(['b', 'r', 'g', 'c', 'k'])\nneg_log_alphas_lasso = -np.log10(alphas_lasso)\nneg_log_alphas_enet = -np.log10(alphas_enet)\nfor coef_l, coef_e, c in zip(coefs_lasso, coefs_enet, colors):\n l1 = plt.plot(neg_log_alphas_lasso, coef_l, c=c)\n l2 = plt.plot(neg_log_alphas_enet, coef_e, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Lasso and Elastic-Net Paths')\nplt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left')\nplt.axis('tight')\n\n\nplt.figure(2)\nneg_log_alphas_positive_lasso = -np.log10(alphas_positive_lasso)\nfor coef_l, coef_pl, c in zip(coefs_lasso, coefs_positive_lasso, colors):\n l1 = plt.plot(neg_log_alphas_lasso, coef_l, c=c)\n l2 = plt.plot(neg_log_alphas_positive_lasso, coef_pl, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Lasso and positive Lasso')\nplt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left')\nplt.axis('tight')\n\n\nplt.figure(3)\nneg_log_alphas_positive_enet = -np.log10(alphas_positive_enet)\nfor (coef_e, coef_pe, c) in zip(coefs_enet, coefs_positive_enet, colors):\n l1 = plt.plot(neg_log_alphas_enet, coef_e, c=c)\n l2 = plt.plot(neg_log_alphas_positive_enet, coef_pe, linestyle='--', c=c)\n\nplt.xlabel('-Log(alpha)')\nplt.ylabel('coefficients')\nplt.title('Elastic-Net and positive Elastic-Net')\nplt.legend((l1[-1], l2[-1]), ('Elastic-Net', 'positive Elastic-Net'),\n loc='lower left')\nplt.axis('tight')\nplt.show()"
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}
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dev/_downloads/scikit-learn-docs.pdf

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dev/_images/iris.png

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