8.14.1.13. sklearn.linear_model.LogisticRegression

class sklearn.linear_model.LogisticRegression(penalty='l2', dual=False, tol=0.0001, C=1.0, fit_intercept=True, intercept_scaling=1, scale_C=False)

Logistic Regression classifier.

In the multiclass case, the training algorithm uses a one-vs.-all (OvA) scheme, rather than the “true” multinomial LR (aka maximum entropy/MaxEnt). This class implements L1 and L2 regularized logistic regression using the liblinear library.

Parameters :

penalty : string, ‘l1’ or ‘l2’

Used to specify the norm used in the penalization

dual : boolean

Dual or primal formulation. Dual formulation is only implemented for l2 penalty. Prefer dual=False when n_samples > n_features.

C : float

Specifies the strength of the regularization. The smaller it is the bigger in the regularization.

fit_intercept : bool, default: True

Specifies if a constant (a.k.a. bias or intercept) should be added the decision function

intercept_scaling : float, default: 1

when self.fit_intercept is True, instance vector x becomes [x, self.intercept_scaling], i.e. a “synthetic” feature with constant value equals to intercept_scaling is appended to the instance vector. The intercept becomes intercept_scaling * synthetic feature weight Note! the synthetic feature weight is subject to l1/l2 regularization as all other features. To lessen the effect of regularization on synthetic feature weight (and therefore on the intercept) intercept_scaling has to be increased

tol: float, optional :

tolerance for stopping criteria

scale_C : bool

Scale C with number of samples. It makes the setting of C independant of the number of samples.

See also

LinearSVC

Notes

The underlying C implementation uses a random number generator to select features when fitting the model. It is thus not uncommon, to have slightly different results for the same input data. If that happens, try with a smaller tol parameter.

References:

LIBLINEAR – A Library for Large Linear Classification http://www.csie.ntu.edu.tw/~cjlin/liblinear/

Attributes

coef_	array, shape = [n_classes-1, n_features]	Coefficient of the features in the decision function. coef_ is readonly property derived from raw_coef_ that follows the internal memory layout of liblinear.
intercept_	array, shape = [n_classes-1]	intercept (a.k.a. bias) added to the decision function. It is available only when parameter intercept is set to True

Methods

decision_function(X)	Decision function value for X according to the trained model.
fit(X, y[, class_weight])	Fit the model according to the given training data.
fit_transform(X[, y])	Fit to data, then transform it
predict(X)	Predict target values of X according to the fitted model.
predict_log_proba(X)	Log of Probability estimates.
predict_proba(X)	Probability estimates.
score(X, y)	Returns the mean accuracy on the given test data and labels.
set_params(**params)	Set the parameters of the estimator.
transform(X[, threshold])

__init__(penalty='l2', dual=False, tol=0.0001, C=1.0, fit_intercept=True, intercept_scaling=1, scale_C=False)

decision_function(X)

Decision function value for X according to the trained model.

Parameters :

X : array-like, shape = [n_samples, n_features]

Returns :

T : array-like, shape = [n_samples, n_class]

Returns the decision function of the sample for each class in the model.

fit(X, y, class_weight=None)

Fit the model according to the given training data.

Parameters :

X : array-like, shape = [n_samples, n_features]

Training vector, where n_samples in the number of samples and n_features is the number of features.

y : array-like, shape = [n_samples]

Target vector relative to X

class_weight : {dict, ‘auto’}, optional

Weights associated with classes. If not given, all classes are supposed to have weight one.

Returns :

self : object

Returns self.

fit_transform(X, y=None, **fit_params)

Fit to data, then transform it

Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.

Parameters :

X : numpy array of shape [n_samples, n_features]

Training set.

y : numpy array of shape [n_samples]

Target values.

Returns :

X_new : numpy array of shape [n_samples, n_features_new]

Transformed array.

Notes

This method just calls fit and transform consecutively, i.e., it is not an optimized implementation of fit_transform, unlike other transformers such as PCA.

predict(X)

Predict target values of X according to the fitted model.

Parameters :X : array-like, shape = [n_samples, n_features] Returns :C : array, shape = [n_samples]

predict_log_proba(X)

Log of Probability estimates.

The returned estimates for all classes are ordered by the label of classes.

Parameters :

X : array-like, shape = [n_samples, n_features]

Returns :

T : array-like, shape = [n_samples, n_classes]

Returns the log-probabilities of the sample for each class in the model, where classes are ordered by arithmetical order.

predict_proba(X)

Probability estimates.

The returned estimates for all classes are ordered by the label of classes.

Parameters :

X : array-like, shape = [n_samples, n_features]

Returns :

T : array-like, shape = [n_samples, n_classes]

Returns the probability of the sample for each class in the model, where classes are ordered by arithmetical order.

score(X, y)

Returns the mean accuracy on the given test data and labels.

Parameters :

X : array-like, shape = [n_samples, n_features]

Training set.

y : array-like, shape = [n_samples]

Labels for X.

Returns :

z : float

set_params(**params)

Set the parameters of the estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns :self :