"""Determination of parameter bounds""" # Author: Paolo Losi # License: BSD 3 clause import numpy as np from ..preprocessing import LabelBinarizer from ..utils.validation import check_consistent_length, check_array from ..utils.extmath import safe_sparse_dot def l1_min_c(X, y, loss='squared_hinge', fit_intercept=True, intercept_scaling=1.0): """ Return the lowest bound for C such that for C in (l1_min_C, infinity) the model is guaranteed not to be empty. This applies to l1 penalized classifiers, such as LinearSVC with penalty='l1' and linear_model.LogisticRegression with penalty='l1'. This value is valid if class_weight parameter in fit() is not set. Parameters ---------- X : array-like or sparse matrix, 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, shape = [n_samples] Target vector relative to X loss : {'squared_hinge', 'log'}, default 'squared_hinge' Specifies the loss function. With 'squared_hinge' it is the squared hinge loss (a.k.a. L2 loss). With 'log' it is the loss of logistic regression models. 'l2' is accepted as an alias for 'squared_hinge', for backward compatibility reasons, but should not be used in new code. fit_intercept : bool, default: True Specifies if the intercept should be fitted by the model. It must match the fit() method parameter. intercept_scaling : float, default: 1 when fit_intercept is True, instance vector x becomes [x, intercept_scaling], i.e. a "synthetic" feature with constant value equals to intercept_scaling is appended to the instance vector. It must match the fit() method parameter. Returns ------- l1_min_c : float minimum value for C """ if loss not in ('squared_hinge', 'log'): raise ValueError('loss type not in ("squared_hinge", "log", "l2")') X = check_array(X, accept_sparse='csc') check_consistent_length(X, y) Y = LabelBinarizer(neg_label=-1).fit_transform(y).T # maximum absolute value over classes and features den = np.max(np.abs(safe_sparse_dot(Y, X))) if fit_intercept: bias = intercept_scaling * np.ones((np.size(y), 1)) den = max(den, abs(np.dot(Y, bias)).max()) if den == 0.0: raise ValueError('Ill-posed l1_min_c calculation: l1 will always ' 'select zero coefficients for this data') if loss == 'squared_hinge': return 0.5 / den else: # loss == 'log': return 2.0 / den