ML之sklearn:sklearn.linear_mode中的LogisticRegression函数的简介、使用方法之详细攻略

ML之sklearn:sklearn.linear_mode中的LogisticRegression函数的简介、使用方法之详细攻略

目录

sklearn.linear_mode中的LogisticRegression函数的简介、使用方法


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sklearn.linear_mode中的LogisticRegression函数的简介、使用方法

class LogisticRegression Found at: sklearn.linear_model._logisticclass LogisticRegression(BaseEstimator, LinearClassifierMixin,  SparseCoefMixin):
    """
    Logistic Regression (aka logit, MaxEnt) classifier.
    In the multiclass case, the training algorithm uses the one-vs-rest (OvR) scheme if the 'multi_class' option is set to 'ovr', and uses the cross-entropy loss if the 'multi_class' option is set to 'multinomial'. (Currently the 'multinomial' option is supported only by the 'lbfgs', 'sag', 'saga' and 'newton-cg' solvers.)
    
    This class implements regularized logistic regression using the 'liblinear' library, 'newton-cg', 'sag', 'saga' and 'lbfgs' solvers. **Note that regularization is applied by default**. It can handle both dense and sparse input. Use C-ordered arrays or CSR matrices containing 64-bit floats for optimal performance; any other input format will be converted (and copied).
    
    The 'newton-cg', 'sag', and 'lbfgs' solvers support only L2 regularization with primal formulation, or no regularization. The 'liblinear' solver supports both L1 and L2 regularization, with a dual formulation only for the L2 penalty. The Elastic-Net regularization is only supported by the 'saga' solver.
    
    Read more in the :ref:`User Guide <logistic_regression>`.

逻辑回归(又名logit, MaxEnt)分类器
在多类情况下,如果“multi_class”选项设置为“OvR”,训练算法使用one vs-rest (OvR)方案,如果“multi_class”选项设置为“多项”,训练算法使用交叉熵损失。(目前,“多项”选项仅由“lbfgs”、“sag”、“saga”和“newton-cg”求解器支持。)


这个类使用“liblinear”库、“newton-cg”、“sag”、“saga”和“lbfgs”求解器实现正则逻辑回归。**注意正则化是在默认情况下应用的**。它可以处理稠密和稀疏输入。使用C-ordered数组或包含64位浮点数的CSR矩阵,以获得最佳性能;任何其他输入格式都将被转换(和复制)。

“newton-cg”、“sag”和“lbfgs”求解器只支持使用原始公式的L2正则化,或者不支持正则化。“liblinear”求解器支持L1和L2正则化,只有L2惩罚的对偶公式。弹性网正则化仅由“saga”求解器支持

详见:ref: ' User Guide <logistic_regression> '。</logistic_regression>

  Parameters
    ----------
    penalty : {'l1', 'l2', 'elasticnet', 'none'}, default='l2'
    Used to specify the norm used in the penalization. The 'newton-cg', 'sag' and 'lbfgs' solvers support only l2 penalties. 'elasticnet' is only supported by the 'saga' solver. If 'none' (not supported by the liblinear solver), no regularization is applied.
    
    .. versionadded:: 0.19
    l1 penalty with SAGA solver (allowing 'multinomial' + L1)
    
    dual : bool, default=False
    Dual or primal formulation. Dual formulation is only implemented for l2 penalty with liblinear solver. Prefer dual=False when n_samples > n_features.
    
    tol : float, default=1e-4
    Tolerance for stopping criteria.
    
    C : float, default=1.0
    Inverse of regularization strength; must be a positive float.  Like in support vector machines, smaller values specify stronger regularization.
    
    fit_intercept : bool, default=True
    Specifies if a constant (a.k.a. bias or intercept) should be added to the decision function.
    
    intercept_scaling : float, default=1
    Useful only when the solver 'liblinear' is used  and self.fit_intercept is set to True. In this case, x becomes [x, self.intercept_scaling], i.e. a "synthetic" feature with constant value equal 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.
    
    class_weight : dict or 'balanced', default=None
    Weights associated with classes in the form ``{class_label: weight}``. 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))``.
    
    Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.
    
    .. versionadded:: 0.17
    *class_weight='balanced'*
    
    random_state : int, RandomState instance, default=None Used when ``solver`` == 'sag', 'saga' or 'liblinear' to shuffle the data. See :term:`Glossary <random_state>` for details.
    
    solver : {'newton-cg', 'lbfgs', 'liblinear', 'sag', 'saga'}, \ default='lbfgs'
    
    Algorithm to use in the optimization problem.
    
    - For small datasets, 'liblinear' is a good choice, whereas 'sag' and 'saga' are faster for large ones.
    - For multiclass problems, only 'newton-cg', 'sag', 'saga' and 'lbfgs'  handle multinomial loss; 'liblinear' is limited to one-versus-rest  schemes.
    - 'newton-cg', 'lbfgs', 'sag' and 'saga' handle L2 or no penalty
    - 'liblinear' and 'saga' also handle L1 penalty
    - 'saga' also supports 'elasticnet' penalty
    - 'liblinear' does not support setting ``penalty='none'``
    
    Note that 'sag' and 'saga' fast convergence is only guaranteed on  features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing.
参数
---------
处罚:{l1, l2,‘elasticnet’,‘没有’},默认=“l2”
用于指定在处罚中使用的规范。“newton-cg”,“sag”和“lbfgs”求解器只支持l2惩罚。“elasticnet”仅由“saga”求解器支持。如果“none”(liblinear求解器不支持),则不应用正则化

. .versionadded:: 0.19
l1惩罚与SAGA求解器(允许“多项”+ l1)

bool,默认=False
双重或原始配方。对偶公式仅适用于l2罚用线性求解器。当n_samples > n_features时,preferred dual=False。

tol:浮动,默认=1e-4
停止标准的容忍度。

C: float, default=1.0
正则化强度的逆;必须是正浮点数。与支持向量机一样,值越小,正则化越强

fit_intercept: bool,默认=True
指定一个常数(即偏差或拦截)是否应该添加到决策函数中。

intercept_scaling:浮动,默认=1
只有在使用“liblinear”求解器和self时才有用。fit_intercept设置为True。在这种情况下,x变成[x, self。intercept_scaling],即。一个常数值等于intercept_scaling的“合成”特性被附加到实例向量中。拦截变成' ' intercept_scaling * synthetic_feature_weight ' '。

注意!合成特征权重与所有其他特征一样,采用l1/l2正则化。为了减少正则化对合成特征权重的影响(因此对拦截的影响),必须增加intercept_scaling。

class_weight: dict或'balanced',默认为None
以' ' {class_label: weight} ' ' '形式关联类的权重。如果没有给出,所有类的权重都应该是1。

“平衡”模式使用y的值自动调整权重与输入数据中的类频率成反比,如' ' n_samples / (n_classes * np.bincount(y)) ' '。

注意,如果指定了sample_weight,那么这些权重将与sample_weight相乘(通过fit方法传递)。

. .versionadded:: 0.17
* class_weight = '平衡' *

random_state: int, RandomState instance, default=None,当' ' solver ' ' = 'sag', 'saga'或'liblinear'洗发数据时使用。详见:term: ' Glossary <random_state> '。</random_state>

解决:{‘newton-cg’,‘lbfgs’,‘liblinear’,“凹陷”,“传奇”},\默认=“lbfgs”

算法用于优化问题。

对于小数据集,“liblinear”是一个不错的选择,而“sag”和“saga”对于大数据集更快。
-对于多类问题,只有“newton-cg”、“sag”、“saga”和“lbfgs”处理多项损失;“liblinear”仅限于“一对二”方案。
- 'newton-cg', 'lbfgs', 'sag'和'saga'处理L2或没有处罚
-“liblinear”和“saga”也可以处理L1惩罚
-《英雄传奇》也支持《弹性网》的惩罚
- 'liblinear'不支持设置' ' penalty='none' ' '

请注意,“sag”和“saga”的快速收敛只能保证在大致相同规模的特性上。您可以使用sklearn.preprocessing中的scaler对数据进行预处理。

  .. versionadded:: 0.17
    Stochastic Average Gradient descent solver.
    .. versionadded:: 0.19
    SAGA solver.
    .. versionchanged:: 0.22
    The default solver changed from 'liblinear' to 'lbfgs' in 0.22.
    
    max_iter : int, default=100
    Maximum number of iterations taken for the solvers to converge.
    
    multi_class : {'auto', 'ovr', 'multinomial'}, default='auto'
    If the option chosen is 'ovr', then a binary problem is fit for each label. For 'multinomial' the loss minimised is the multinomial loss fit  across the entire probability distribution, *even when the data is binary*. 'multinomial' is unavailable when solver='liblinear'.  'auto' selects 'ovr' if the data is binary, or if solver='liblinear',  and otherwise selects 'multinomial'.
    
    .. versionadded:: 0.18
    Stochastic Average Gradient descent solver for 'multinomial' case.
    .. versionchanged:: 0.22
    Default changed from 'ovr' to 'auto' in 0.22.
    
    verbose : int, default=0
    For the liblinear and lbfgs solvers set verbose to any positive  number for verbosity.
    
    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. Useless for liblinear solver. See :term:`the Glossary <warm_start>`.
    
    .. versionadded:: 0.17
    *warm_start* to support *lbfgs*, *newton-cg*, *sag*, *saga* solvers.
    
    n_jobs : int, default=None
    Number of CPU cores used when parallelizing over classes if  multi_class='ovr'". This parameter is ignored when the ``solver`` is set to 'liblinear' regardless of whether 'multi_class' is specified or not. ``None`` means 1 unless in a :obj:`joblib.parallel_backend`  context. ``-1`` means using all processors.
    See :term:`Glossary <n_jobs>` for more details.
    
    l1_ratio : float, default=None
    The Elastic-Net mixing parameter, with ``0 <= l1_ratio <= 1``. Only  used if ``penalty='elasticnet'``. Setting ``l1_ratio=0`` is equivalent to using ``penalty='l2'``, while setting ``l1_ratio=1`` is equivalent  to using ``penalty='l1'``. For ``0 < l1_ratio <1``, the penalty is a combination of L1 and L2.

. .versionadded:: 0.17
随机平均梯度下降求解器。
. .versionadded:: 0.19
SAGA solver。
. .versionchanged:: 0.22
在0.22中,默认求解器从“liblinear”更改为“lbfgs”

max_iter: int,默认=100
使求解器收敛的最大迭代次数。

multi_class: {'auto', 'ovr', '多项'},默认='auto'
如果选择的选项是'ovr',那么每个标签都适合一个二进制问题。对于“多项”损失最小化是多项式损失适合整个概率分布,即使当数据是二进制*。当求解器='liblinear'时,不可用多项式。auto选择'ovr'如果数据是二进制的,或者solver='liblinear',否则选择'多项'。

. .versionadded:: 0.18
“多项式”情况的随机平均梯度下降求解器。
. .versionchanged:: 0.22
在0.22中默认从“ovr”改为“auto”。

int,默认=0
对于liblinear和lbfgs求解器,将冗长设置为任意正数。

warm_start: bool,默认=False
当设置为True时,重用前面调用的解决方案以适合初始化,否则就擦除前面的解决方案。对于线性求解器是没用的。参见:term: ' the Glossary <warm_start> '。</warm_start>

. .versionadded:: 0.17
*warm_start*支持*lbfgs*, *newton-cg*, *sag*, *saga*求解器。

n_jobs: int,默认=无
如果multi_class='ovr'",则在类上并行时使用的CPU核数。当' ' solver ' '被设置为'liblinear'时,不管'multi_class'是否被指定,这个参数都会被忽略。' ' None ' '表示1,除非在:obj: ' joblib.parallel_backend '上下文中。“-1”表示使用所有处理器。
有关更多细节,请参见:term: ' Glossary <n_jobs> '。</n_jobs>

l1_ratio: float, default=None
弹网混合参数``0 <= l1_ratio <= 1``。只在``penalty= ` elasticnet ``时使用。设置' ' l1_ratio=0 ' '等价于使用' ' penalty='l2' ' ',设置' ' l1_ratio=1 ' '等价于使用' ' penalty='l1' ' '。对于' ' 0 < l1_ratio <1 ' ',惩罚是L1和L2的组合。
    Attributes
    ----------
    
    classes_ : ndarray of shape (n_classes, )
    A list of class labels known to the classifier.
    
    coef_ : ndarray of shape (1, n_features) or (n_classes, n_features) Coefficient of the features in the decision function.
    
    `coef_` is of shape (1, n_features) when the given problem is binary.
    In particular, when `multi_class='multinomial'`, `coef_` corresponds to outcome 1 (True) and `-coef_` corresponds to outcome 0 (False).
    
    intercept_ : ndarray of shape (1,) or (n_classes,)
    Intercept (a.k.a. bias) added to the decision function.
    
    If `fit_intercept` is set to False, the intercept is set to zero.
    `intercept_` is of shape (1,) when the given problem is binary.  In particular, when `multi_class='multinomial'`, `intercept_`  corresponds to outcome 1 (True) and `-intercept_` corresponds to outcome 0 (False).
    
    n_iter_ : ndarray of shape (n_classes,) or (1, )
    Actual number of iterations for all classes. If binary or multinomial,  it returns only 1 element. For liblinear solver, only the maximum number of iteration across all classes is given.
    
    .. versionchanged:: 0.20
    
    In SciPy <= 1.0.0 the number of lbfgs iterations may exceed  ``max_iter``. ``n_iter_`` will now report at most ``max_iter``.
    
    See Also
    --------
    SGDClassifier : Incrementally trained logistic regression (when given the parameter ``loss="log"``).
    LogisticRegressionCV : Logistic regression with built-in cross validation.
    
    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.
    
    Predict output may not match that of standalone liblinear in certain cases. See :ref:`differences from liblinear <liblinear_differences>`  in the narrative documentation.

属性
 ----------

classes_:形状的ndarray
分类器已知的类标签列表。

coef_:决策函数中特征的形状(1,n_features)或(n_classes, n_features)系数的ndarray。

当给定的问题是二进制时,' coef_ '是形状(1,n_features)。
特别是,当“multi_class=”多项“”时,“coef_”对应结果1 (True),而“-coef_”对应结果0 (False)。

intercept_:形状(1,)或(n_classes,)的ndarray
在决策函数中加入截距(即偏差)。

如果' fit_intercept '设置为False,则拦截设置为零。
当给定的问题是二进制时,intercept_ '的形状是(1,)。特别是,当“multi_class=”多项“”时,“intercept_”对应结果1 (True),而“-intercept_”对应结果0 (False)。

n_iter_:形状(n_classes,)或(1,)的ndarray
所有类的实际迭代次数。如果是二项或多项,则只返回1个元素。对于线性求解器,只给出了所有类的最大迭代次数。

. .versionchanged:: 0.20

在SciPy <= 1.0.0中,lbfgs迭代次数可能超过' ' max_iter ' '。' ' n_iter_ ' '现在最多报告' ' max_iter ' '。

另请参阅
--------
增量训练逻辑回归(当给定参数' ' loss="log" ' ')。
逻辑回归cv:内置交叉验证的逻辑回归。

笔记
&nbsp; &nbsp; -----
底层的C实现使用一个随机数生成器来选择适合模型的特性。因此,对于相同的输入数据,结果略有不同的情况并不少见。如果出现这种情况,尝试使用较小的tol参数。


在某些情况下,Predict输出可能与独立liblinear的输出不匹配。参见:ref:“区别于liblinear <liblinear_differences>”。</liblinear_differences>

    References
    ----------
    
    L-BFGS-B -- Software for Large-scale Bound-constrained Optimization Ciyou Zhu, Richard Byrd, Jorge Nocedal and Jose Luis Morales. http://users.iems.northwestern.edu/~nocedal/lbfgsb.html
    
    LIBLINEAR -- A Library for Large Linear Classification
    https://www.csie.ntu.edu.tw/~cjlin/liblinear/
    
    SAG -- Mark Schmidt, Nicolas Le Roux, and Francis Bach Minimizing Finite Sums with the Stochastic Average Gradient
    https://hal.inria.fr/hal-00860051/document
    
    SAGA -- Defazio, A., Bach F. & Lacoste-Julien S. (2014).
    SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives
    https://arxiv.org/abs/1407.0202
    
    Hsiang-Fu Yu, Fang-Lan Huang, Chih-Jen Lin (2011). Dual coordinate  descent
    methods for logistic regression and maximum entropy models.  Machine Learning 85(1-2):41-75.
    https://www.csie.ntu.edu.tw/~cjlin/papers/maxent_dual.pdf
引用
---------

Ciyou Zhu, Richard Byrd, Jorge Nocedal和Jose Luis moral. http://users.iems.northwestern.edu/~ Nocedal /lbfgsb.html

LIBLINEAR——一个大型线性分类的图书馆
https://www.csie.ntu.edu.tw/ cjlin / liblinear /

SAG——Mark Schmidt, Nicolas Le Roux和Francis Bach用随机平均梯度最小化有限和
https://hal.inria.fr/hal-00860051/document

佐贺—德法齐奥,巴赫F. &拉科斯特-朱利安S.(2014)。
一个支持非强凸复合目标的快速增量梯度方法
https://arxiv.org/abs/1407.0202

俞香福、黄方兰、林志仁(2011)。双坐标下降
逻辑回归和最大熵模型的方法。机器学习85 (1 - 2):41 - 75。
https://www.csie.ntu.edu.tw/ cjlin /论文/ maxent_dual.pdf
    Examples
    --------
    >>> from sklearn.datasets import load_iris
    >>> from sklearn.linear_model import LogisticRegression
    >>> X, y = load_iris(return_X_y=True)
    >>> clf = LogisticRegression(random_state=0).fit(X, y)
    >>> clf.predict(X[:2, :])
    array([0, 0])
    >>> clf.predict_proba(X[:2, :])
    array([[9.8...e-01, 1.8...e-02, 1.4...e-08],
    [9.7...e-01, 2.8...e-02, ...e-08]])
    >>> clf.score(X, y)
    0.97...
    """
    @_deprecate_positional_args
 

    def __init__(self, penalty='l2', *, dual=False, tol=1e-4, C=1.0, 
        fit_intercept=True, intercept_scaling=1, class_weight=None, 
        random_state=None, solver='lbfgs', max_iter=100, 
        multi_class='auto', verbose=0, warm_start=False, n_jobs=None, 
        l1_ratio=None):
        self.penalty = penalty
        self.dual = dual
        self.tol = tol
        self.C = C
        self.fit_intercept = fit_intercept
        self.intercept_scaling = intercept_scaling
        self.class_weight = class_weight
        self.random_state = random_state
        self.solver = solver
        self.max_iter = max_iter
        self.multi_class = multi_class
        self.verbose = verbose
        self.warm_start = warm_start
        self.n_jobs = n_jobs
        self.l1_ratio = l1_ratio
    
    def fit(self, X, y, sample_weight=None):
        """
        Fit the model according to the given training data.

        Parameters
        ----------
        X : {array-like, sparse matrix} of shape (n_samples, n_features)
            Training vector, where n_samples is the number of samples and
            n_features is the number of features.

        y : array-like of shape (n_samples,)
            Target vector relative to X.

        sample_weight : array-like of shape (n_samples,) default=None
            Array of weights that are assigned to individual samples.
            If not provided, then each sample is given unit weight.

            .. versionadded:: 0.17
               *sample_weight* support to LogisticRegression.

        Returns
        -------
        self
            Fitted estimator.

        Notes
        -----
        The SAGA solver supports both float64 and float32 bit arrays.
        """
        solver = _check_solver(self.solver, self.penalty, self.dual)
        if not isinstance(self.C, numbers.Number) or self.C < 0:
            raise ValueError(
                "Penalty term must be positive; got (C=%r)" % self.C)
        if self.penalty == 'elasticnet':
            if (not isinstance(self.l1_ratio, numbers.Number) or 
                self.l1_ratio < 0 or self.l1_ratio > 1):
                raise ValueError(
                    "l1_ratio must be between 0 and 1;"
                    " got (l1_ratio=%r)" % 
                    self.l1_ratio)
        elif self.l1_ratio is not None:
            warnings.warn("l1_ratio parameter is only used when penalty is "
                "'elasticnet'. Got "
                "(penalty={})".
                format(self.penalty))
        if self.penalty == 'none':
            if self.C != 1.0: # default values
                warnings.warn("Setting penalty='none' will ignore the C and 
                 l1_ratio "
                    "parameters")
                    # Note that check for l1_ratio is done right above
            C_ = np.inf
            penalty = 'l2'
        else:
            C_ = self.C
            penalty = self.penalty
        if not isinstance(self.max_iter, numbers.Number) or self.max_iter < 0:
            raise ValueError("Maximum number of iteration must be positive;"
                " got (max_iter=%r)" % 
                self.max_iter)
        if not isinstance(self.tol, numbers.Number) or self.tol < 0:
            raise ValueError("Tolerance for stopping criteria must be "
                "positive; got (tol=%r)" % 
                self.tol)
        if solver == 'lbfgs':
            _dtype = np.float64
        else:
            _dtype = [np.float64, np.float32]
        X, y = self._validate_data(X, y, accept_sparse='csr', dtype=_dtype, 
         order="C", 
            accept_large_sparse=solver != 'liblinear')
        check_classification_targets(y)
        self.classes_ = np.unique(y)
        multi_class = _check_multi_class(self.multi_class, solver, 
            len(self.classes_))
        if solver == 'liblinear':
            if effective_n_jobs(self.n_jobs) != 1:
                warnings.warn("'n_jobs' > 1 does not have any effect when"
                    " 'solver' is set to 'liblinear'. Got 'n_jobs'"
                    " = {}.".
                    format(effective_n_jobs(self.n_jobs)))
            self.coef_, self.intercept_, n_iter_ = _fit_liblinear(X, y, self.C, self.
             fit_intercept, self.intercept_scaling, self.class_weight, self.penalty, self.
             dual, self.verbose, self.max_iter, self.tol, self.random_state, 
                sample_weight=sample_weight)
            self.n_iter_ = np.array([n_iter_])
            return self
        if solver in ['sag', 'saga']:
            max_squared_sum = row_norms(X, squared=True).max()
        else:
            max_squared_sum = None
        n_classes = len(self.classes_)
        classes_ = self.classes_
        if n_classes < 2:
            raise ValueError(
                "This solver needs samples of at least 2 classes"
                " in the data, but the data contains only one"
                " class: %r" % 
                classes_[0])
        if len(self.classes_) == 2:
            n_classes = 1
            classes_ = classes_[1:]
        if self.warm_start:
            warm_start_coef = getattr(self, 'coef_', None)
        else:
            warm_start_coef = None
        if warm_start_coef is not None and self.fit_intercept:
            warm_start_coef = np.append(warm_start_coef, 
                self.intercept_[:np.newaxis], 
                axis=1)
        self.coef_ = list()
        self.intercept_ = np.zeros(n_classes)
        # Hack so that we iterate only once for the multinomial case.
        if multi_class == 'multinomial':
            classes_ = [None]
            warm_start_coef = [warm_start_coef]
        if warm_start_coef is None:
            warm_start_coef = [None] * n_classes
        path_func = delayed(_logistic_regression_path)
        # The SAG solver releases the GIL so it's more efficient to use
        # threads for this solver.
        if solver in ['sag', 'saga']:
            prefer = 'threads'
        else:
            prefer = 'processes'
        fold_coefs_ = Parallel(n_jobs=self.n_jobs, verbose=self.verbose, **
            _joblib_parallel_args(prefer=prefer))(
            path_func(X, y, pos_class=class_, Cs=[C_], 
                l1_ratio=self.l1_ratio, fit_intercept=self.fit_intercept, 
                tol=self.tol, verbose=self.verbose, solver=solver, 
                multi_class=multi_class, max_iter=self.max_iter, 
                class_weight=self.class_weight, check_input=False, 
                random_state=self.random_state, coef=warm_start_coef_, 
                penalty=penalty, max_squared_sum=max_squared_sum, 
                sample_weight=sample_weight) for 
            (class_, warm_start_coef_) in zip(classes_, warm_start_coef))
        fold_coefs_, _, n_iter_ = zip(*fold_coefs_)
        self.n_iter_ = np.asarray(n_iter_, dtype=np.int32)[:0]
        n_features = X.shape[1]
        if multi_class == 'multinomial':
            self.coef_ = fold_coefs_[0][0]
        else:
            self.coef_ = np.asarray(fold_coefs_)
            self.coef_ = self.coef_.reshape(n_classes, n_features + 
                int(self.fit_intercept))
        if self.fit_intercept:
            self.intercept_ = self.coef_[:-1]
            self.coef_ = self.coef_[::-1]
        return self
    
    def predict_proba(self, X):
        """
        Probability estimates.

        The returned estimates for all classes are ordered by the label of classes.  For a multi_class problem, if multi_class is set to be "multinomial"  the softmax function is used to find the predicted probability of  each class.
        Else use a one-vs-rest approach, i.e calculate the probability of each class assuming it to be positive using the logistic function.  and normalize these values across all the classes.

        Parameters
        ----------
        X : array-like of shape (n_samples, n_features)
            Vector to be scored, where `n_samples` is the number of samples  and `n_features` is the number of features.

        Returns
        -------
        T : array-like of shape (n_samples, n_classes)
            Returns the probability of the sample for each class in the model, where classes are ordered as they are in ``self.classes_``.
        """
        check_is_fitted(self)
        ovr = self.multi_class in ["ovr", "warn"] or (self.multi_class == 'auto' 
         and (self.classes_.size <= 2 or 
                self.solver == 'liblinear'))
        if ovr:
            return super()._predict_proba_lr(X)
        else:
            decision = self.decision_function(X)
            if decision.ndim == 1:
                # Workaround for multi_class="multinomial" and binary 
                 outcomes
                # which requires softmax prediction with only a 1D decision.
                decision_2d = np.c_[-decisiondecision]
            else:
                decision_2d = decision
            return softmax(decision_2d, copy=False)
    
    def predict_log_proba(self, X):
        """
        Predict logarithm of probability estimates.

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

        Parameters
        ----------
        X : array-like of shape (n_samples, n_features)
            Vector to be scored, where `n_samples` is the number of samples   and  `n_features` is the number of features.

        Returns
        -------
        T : array-like of shape (n_samples, n_classes)
            Returns the log-probability of the sample for each class in the  model, where classes are ordered as they are in ``self.classes_``.
        """
        return np.log(self.predict_proba(X))

概率的估计。

所有类返回的估计值都按照类的标签排序。对于一个多类问题,将多类设为“多项式”,利用softmax函数求出每一类的预测概率。
否则使用one vs-rest方法,i。计算概率的每一类假设它是正使用logistic函数。并在所有类中规范化这些值。

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转载自blog.csdn.net/qq_41185868/article/details/107490959