414 lines
15 KiB
Python
414 lines
15 KiB
Python
# Authors: Rob Zinkov, Mathieu Blondel
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# License: BSD 3 clause
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from .stochastic_gradient import BaseSGDClassifier
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from .stochastic_gradient import BaseSGDRegressor
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from .stochastic_gradient import DEFAULT_EPSILON
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class PassiveAggressiveClassifier(BaseSGDClassifier):
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"""Passive Aggressive Classifier
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Read more in the :ref:`User Guide <passive_aggressive>`.
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Parameters
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----------
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C : float
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Maximum step size (regularization). Defaults to 1.0.
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fit_intercept : bool, default=False
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Whether the intercept should be estimated or not. If False, the
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data is assumed to be already centered.
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max_iter : int, optional
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The maximum number of passes over the training data (aka epochs).
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It only impacts the behavior in the ``fit`` method, and not the
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`partial_fit`.
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Defaults to 5. Defaults to 1000 from 0.21, or if tol is not None.
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.. versionadded:: 0.19
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tol : float or None, optional
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The stopping criterion. If it is not None, the iterations will stop
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when (loss > previous_loss - tol). Defaults to None.
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Defaults to 1e-3 from 0.21.
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.. versionadded:: 0.19
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shuffle : bool, default=True
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Whether or not the training data should be shuffled after each epoch.
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verbose : integer, optional
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The verbosity level
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loss : string, optional
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The loss function to be used:
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hinge: equivalent to PA-I in the reference paper.
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squared_hinge: equivalent to PA-II in the reference paper.
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n_jobs : integer, optional
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The number of CPUs to use to do the OVA (One Versus All, for
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multi-class problems) computation. -1 means 'all CPUs'. Defaults
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to 1.
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random_state : int, RandomState instance or None, optional, default=None
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The seed of the pseudo random number generator to use when shuffling
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the data. If int, random_state is the seed used by the random number
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generator; If RandomState instance, random_state is the random number
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generator; If None, the random number generator is the RandomState
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instance used by `np.random`.
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warm_start : bool, optional
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When set to True, reuse the solution of the previous call to fit as
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initialization, otherwise, just erase the previous solution.
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class_weight : dict, {class_label: weight} or "balanced" or None, optional
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Preset for the class_weight fit parameter.
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Weights associated with classes. If not given, all classes
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are supposed to have weight one.
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The "balanced" mode uses the values of y to automatically adjust
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weights inversely proportional to class frequencies in the input data
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as ``n_samples / (n_classes * np.bincount(y))``
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.. versionadded:: 0.17
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parameter *class_weight* to automatically weight samples.
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average : bool or int, optional
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When set to True, computes the averaged SGD weights and stores the
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result in the ``coef_`` attribute. If set to an int greater than 1,
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averaging will begin once the total number of samples seen reaches
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average. So average=10 will begin averaging after seeing 10 samples.
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.. versionadded:: 0.19
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parameter *average* to use weights averaging in SGD
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n_iter : int, optional
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The number of passes over the training data (aka epochs).
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Defaults to None. Deprecated, will be removed in 0.21.
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.. versionchanged:: 0.19
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Deprecated
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Attributes
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----------
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coef_ : array, shape = [1, n_features] if n_classes == 2 else [n_classes,\
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n_features]
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Weights assigned to the features.
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intercept_ : array, shape = [1] if n_classes == 2 else [n_classes]
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Constants in decision function.
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n_iter_ : int
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The actual number of iterations to reach the stopping criterion.
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For multiclass fits, it is the maximum over every binary fit.
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Examples
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--------
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>>> from sklearn.linear_model import PassiveAggressiveClassifier
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>>> from sklearn.datasets import make_classification
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>>>
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>>> X, y = make_classification(n_features=4, random_state=0)
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>>> clf = PassiveAggressiveClassifier(random_state=0)
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>>> clf.fit(X, y)
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PassiveAggressiveClassifier(C=1.0, average=False, class_weight=None,
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fit_intercept=True, loss='hinge', max_iter=None, n_iter=None,
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n_jobs=1, random_state=0, shuffle=True, tol=None, verbose=0,
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warm_start=False)
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>>> print(clf.coef_)
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[[ 0.49324685 1.0552176 1.49519589 1.33798314]]
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>>> print(clf.intercept_)
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[ 2.18438388]
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>>> print(clf.predict([[0, 0, 0, 0]]))
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[1]
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See also
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--------
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SGDClassifier
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Perceptron
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References
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----------
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Online Passive-Aggressive Algorithms
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<http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
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K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)
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"""
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def __init__(self, C=1.0, fit_intercept=True, max_iter=None, tol=None,
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shuffle=True, verbose=0, loss="hinge", n_jobs=1,
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random_state=None, warm_start=False, class_weight=None,
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average=False, n_iter=None):
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super(PassiveAggressiveClassifier, self).__init__(
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penalty=None,
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fit_intercept=fit_intercept,
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max_iter=max_iter,
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tol=tol,
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shuffle=shuffle,
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verbose=verbose,
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random_state=random_state,
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eta0=1.0,
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warm_start=warm_start,
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class_weight=class_weight,
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average=average,
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n_jobs=n_jobs,
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n_iter=n_iter)
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self.C = C
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self.loss = loss
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def partial_fit(self, X, y, classes=None):
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"""Fit linear model with Passive Aggressive algorithm.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Subset of the training data
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y : numpy array of shape [n_samples]
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Subset of the target values
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classes : array, shape = [n_classes]
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Classes across all calls to partial_fit.
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Can be obtained by via `np.unique(y_all)`, where y_all is the
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target vector of the entire dataset.
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This argument is required for the first call to partial_fit
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and can be omitted in the subsequent calls.
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Note that y doesn't need to contain all labels in `classes`.
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Returns
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-------
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self : returns an instance of self.
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"""
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if self.class_weight == 'balanced':
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raise ValueError("class_weight 'balanced' is not supported for "
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"partial_fit. For 'balanced' weights, use "
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"`sklearn.utils.compute_class_weight` with "
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"`class_weight='balanced'`. In place of y you "
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"can use a large enough subset of the full "
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"training set target to properly estimate the "
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"class frequency distributions. Pass the "
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"resulting weights as the class_weight "
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"parameter.")
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lr = "pa1" if self.loss == "hinge" else "pa2"
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return self._partial_fit(X, y, alpha=1.0, C=self.C,
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loss="hinge", learning_rate=lr, max_iter=1,
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classes=classes, sample_weight=None,
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coef_init=None, intercept_init=None)
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def fit(self, X, y, coef_init=None, intercept_init=None):
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"""Fit linear model with Passive Aggressive algorithm.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Training data
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y : numpy array of shape [n_samples]
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Target values
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coef_init : array, shape = [n_classes,n_features]
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The initial coefficients to warm-start the optimization.
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intercept_init : array, shape = [n_classes]
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The initial intercept to warm-start the optimization.
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Returns
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-------
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self : returns an instance of self.
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"""
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lr = "pa1" if self.loss == "hinge" else "pa2"
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return self._fit(X, y, alpha=1.0, C=self.C,
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loss="hinge", learning_rate=lr,
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coef_init=coef_init, intercept_init=intercept_init)
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class PassiveAggressiveRegressor(BaseSGDRegressor):
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"""Passive Aggressive Regressor
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Read more in the :ref:`User Guide <passive_aggressive>`.
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Parameters
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----------
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C : float
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Maximum step size (regularization). Defaults to 1.0.
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fit_intercept : bool
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Whether the intercept should be estimated or not. If False, the
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data is assumed to be already centered. Defaults to True.
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max_iter : int, optional
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The maximum number of passes over the training data (aka epochs).
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It only impacts the behavior in the ``fit`` method, and not the
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`partial_fit`.
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Defaults to 5. Defaults to 1000 from 0.21, or if tol is not None.
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.. versionadded:: 0.19
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tol : float or None, optional
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The stopping criterion. If it is not None, the iterations will stop
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when (loss > previous_loss - tol). Defaults to None.
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Defaults to 1e-3 from 0.21.
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.. versionadded:: 0.19
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shuffle : bool, default=True
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Whether or not the training data should be shuffled after each epoch.
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verbose : integer, optional
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The verbosity level
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loss : string, optional
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The loss function to be used:
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epsilon_insensitive: equivalent to PA-I in the reference paper.
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squared_epsilon_insensitive: equivalent to PA-II in the reference
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paper.
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epsilon : float
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If the difference between the current prediction and the correct label
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is below this threshold, the model is not updated.
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random_state : int, RandomState instance or None, optional, default=None
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The seed of the pseudo random number generator to use when shuffling
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the data. If int, random_state is the seed used by the random number
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generator; If RandomState instance, random_state is the random number
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generator; If None, the random number generator is the RandomState
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instance used by `np.random`.
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warm_start : bool, optional
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When set to True, reuse the solution of the previous call to fit as
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initialization, otherwise, just erase the previous solution.
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average : bool or int, optional
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When set to True, computes the averaged SGD weights and stores the
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result in the ``coef_`` attribute. If set to an int greater than 1,
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averaging will begin once the total number of samples seen reaches
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average. So average=10 will begin averaging after seeing 10 samples.
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.. versionadded:: 0.19
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parameter *average* to use weights averaging in SGD
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n_iter : int, optional
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The number of passes over the training data (aka epochs).
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Defaults to None. Deprecated, will be removed in 0.21.
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.. versionchanged:: 0.19
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Deprecated
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Attributes
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----------
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coef_ : array, shape = [1, n_features] if n_classes == 2 else [n_classes,\
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n_features]
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Weights assigned to the features.
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intercept_ : array, shape = [1] if n_classes == 2 else [n_classes]
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Constants in decision function.
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n_iter_ : int
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The actual number of iterations to reach the stopping criterion.
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Examples
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--------
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>>> from sklearn.linear_model import PassiveAggressiveRegressor
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>>> from sklearn.datasets import make_regression
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>>>
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>>> X, y = make_regression(n_features=4, random_state=0)
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>>> regr = PassiveAggressiveRegressor(random_state=0)
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>>> regr.fit(X, y)
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PassiveAggressiveRegressor(C=1.0, average=False, epsilon=0.1,
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fit_intercept=True, loss='epsilon_insensitive',
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max_iter=None, n_iter=None, random_state=0, shuffle=True,
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tol=None, verbose=0, warm_start=False)
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>>> print(regr.coef_)
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[ 20.48736655 34.18818427 67.59122734 87.94731329]
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>>> print(regr.intercept_)
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[-0.02306214]
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>>> print(regr.predict([[0, 0, 0, 0]]))
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[-0.02306214]
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See also
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--------
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SGDRegressor
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References
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----------
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Online Passive-Aggressive Algorithms
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<http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
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K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)
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"""
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def __init__(self, C=1.0, fit_intercept=True, max_iter=None, tol=None,
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shuffle=True, verbose=0, loss="epsilon_insensitive",
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epsilon=DEFAULT_EPSILON, random_state=None, warm_start=False,
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average=False, n_iter=None):
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super(PassiveAggressiveRegressor, self).__init__(
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penalty=None,
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l1_ratio=0,
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epsilon=epsilon,
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eta0=1.0,
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fit_intercept=fit_intercept,
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max_iter=max_iter,
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tol=tol,
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shuffle=shuffle,
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verbose=verbose,
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random_state=random_state,
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warm_start=warm_start,
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average=average,
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n_iter=n_iter)
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self.C = C
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self.loss = loss
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def partial_fit(self, X, y):
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"""Fit linear model with Passive Aggressive algorithm.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Subset of training data
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y : numpy array of shape [n_samples]
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Subset of target values
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Returns
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-------
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self : returns an instance of self.
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"""
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self._validate_params()
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lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
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return self._partial_fit(X, y, alpha=1.0, C=self.C,
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loss="epsilon_insensitive",
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learning_rate=lr, max_iter=1,
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sample_weight=None,
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coef_init=None, intercept_init=None)
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def fit(self, X, y, coef_init=None, intercept_init=None):
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"""Fit linear model with Passive Aggressive algorithm.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape = [n_samples, n_features]
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Training data
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y : numpy array of shape [n_samples]
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Target values
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coef_init : array, shape = [n_features]
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The initial coefficients to warm-start the optimization.
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intercept_init : array, shape = [1]
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The initial intercept to warm-start the optimization.
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Returns
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-------
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self : returns an instance of self.
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"""
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lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
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return self._fit(X, y, alpha=1.0, C=self.C,
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loss="epsilon_insensitive",
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learning_rate=lr,
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coef_init=coef_init,
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intercept_init=intercept_init)
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