# Authors: Rob Zinkov, Mathieu Blondel
# License: BSD 3 clause
from ._stochastic_gradient import BaseSGDClassifier
from ._stochastic_gradient import BaseSGDRegressor
from ._stochastic_gradient import DEFAULT_EPSILON
class PassiveAggressiveClassifier(BaseSGDClassifier):
"""Passive Aggressive Classifier
Read more in the :ref:`User Guide <passive_aggressive>`.
Parameters
----------
C : float
Maximum step size (regularization). Defaults to 1.0.
fit_intercept : bool, default=False
Whether the intercept should be estimated or not. If False, the
data is assumed to be already centered.
max_iter : int, optional (default=1000)
The maximum number of passes over the training data (aka epochs).
It only impacts the behavior in the ``fit`` method, and not the
:meth:`partial_fit` method.
.. versionadded:: 0.19
tol : float or None, optional (default=1e-3)
The stopping criterion. If it is not None, the iterations will stop
when (loss > previous_loss - tol).
.. versionadded:: 0.19
early_stopping : bool, default=False
Whether to use early stopping to terminate training when validation.
score is not improving. If set to True, it will automatically set aside
a stratified fraction of training data as validation and terminate
training when validation score is not improving by at least tol for
n_iter_no_change consecutive epochs.
.. versionadded:: 0.20
validation_fraction : float, default=0.1
The proportion of training data to set aside as validation set for
early stopping. Must be between 0 and 1.
Only used if early_stopping is True.
.. versionadded:: 0.20
n_iter_no_change : int, default=5
Number of iterations with no improvement to wait before early stopping.
.. versionadded:: 0.20
shuffle : bool, default=True
Whether or not the training data should be shuffled after each epoch.
verbose : integer, optional
The verbosity level
loss : string, optional
The loss function to be used:
hinge: equivalent to PA-I in the reference paper.
squared_hinge: equivalent to PA-II in the reference paper.
n_jobs : int or None, optional (default=None)
The number of CPUs to use to do the OVA (One Versus All, for
multi-class problems) computation.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
random_state : int, RandomState instance or None, optional, default=None
The seed of the pseudo random number generator to use when shuffling
the data. If int, random_state is the seed used by the random number
generator; If RandomState instance, random_state is the random number
generator; If None, the random number generator is the RandomState
instance used by `np.random`.
warm_start : bool, optional
When set to True, reuse the solution of the previous call to fit as
initialization, otherwise, just erase the previous solution.
See :term:`the Glossary <warm_start>`.
Repeatedly calling fit or partial_fit when warm_start is True can
result in a different solution than when calling fit a single time
because of the way the data is shuffled.
class_weight : dict, {class_label: weight} or "balanced" or None, optional
Preset for the class_weight fit parameter.
Weights associated with classes. 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))``
.. versionadded:: 0.17
parameter *class_weight* to automatically weight samples.
average : bool or int, optional
When set to True, computes the averaged SGD weights and stores the
result in the ``coef_`` attribute. If set to an int greater than 1,
averaging will begin once the total number of samples seen reaches
average. So average=10 will begin averaging after seeing 10 samples.
.. versionadded:: 0.19
parameter *average* to use weights averaging in SGD
Attributes
----------
coef_ : array, shape = [1, n_features] if n_classes == 2 else [n_classes,\
n_features]
Weights assigned to the features.
intercept_ : array, shape = [1] if n_classes == 2 else [n_classes]
Constants in decision function.
n_iter_ : int
The actual number of iterations to reach the stopping criterion.
For multiclass fits, it is the maximum over every binary fit.
classes_ : array of shape (n_classes,)
The unique classes labels.
t_ : int
Number of weight updates performed during training.
Same as ``(n_iter_ * n_samples)``.
Examples
--------
>>> from sklearn.linear_model import PassiveAggressiveClassifier
>>> from sklearn.datasets import make_classification
>>> X, y = make_classification(n_features=4, random_state=0)
>>> clf = PassiveAggressiveClassifier(max_iter=1000, random_state=0,
... tol=1e-3)
>>> clf.fit(X, y)
PassiveAggressiveClassifier(random_state=0)
>>> print(clf.coef_)
[[0.26642044 0.45070924 0.67251877 0.64185414]]
>>> print(clf.intercept_)
[1.84127814]
>>> print(clf.predict([[0, 0, 0, 0]]))
[1]
See also
--------
SGDClassifier
Perceptron
References
----------
Online Passive-Aggressive Algorithms
<http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)
"""
def __init__(self, C=1.0, fit_intercept=True, max_iter=1000, tol=1e-3,
early_stopping=False, validation_fraction=0.1,
n_iter_no_change=5, shuffle=True, verbose=0, loss="hinge",
n_jobs=None, random_state=None, warm_start=False,
class_weight=None, average=False):
super().__init__(
penalty=None,
fit_intercept=fit_intercept,
max_iter=max_iter,
tol=tol,
early_stopping=early_stopping,
validation_fraction=validation_fraction,
n_iter_no_change=n_iter_no_change,
shuffle=shuffle,
verbose=verbose,
random_state=random_state,
eta0=1.0,
warm_start=warm_start,
class_weight=class_weight,
average=average,
n_jobs=n_jobs)
self.C = C
self.loss = loss
def partial_fit(self, X, y, classes=None):
"""Fit linear model with Passive Aggressive algorithm.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Subset of the training data
y : numpy array of shape [n_samples]
Subset of the target values
classes : array, shape = [n_classes]
Classes across all calls to partial_fit.
Can be obtained by via `np.unique(y_all)`, where y_all is the
target vector of the entire dataset.
This argument is required for the first call to partial_fit
and can be omitted in the subsequent calls.
Note that y doesn't need to contain all labels in `classes`.
Returns
-------
self : returns an instance of self.
"""
self._validate_params(for_partial_fit=True)
if self.class_weight == 'balanced':
raise ValueError("class_weight 'balanced' is not supported for "
"partial_fit. For 'balanced' weights, use "
"`sklearn.utils.compute_class_weight` with "
"`class_weight='balanced'`. In place of y you "
"can use a large enough subset of the full "
"training set target to properly estimate the "
"class frequency distributions. Pass the "
"resulting weights as the class_weight "
"parameter.")
lr = "pa1" if self.loss == "hinge" else "pa2"
return self._partial_fit(X, y, alpha=1.0, C=self.C,
loss="hinge", learning_rate=lr, max_iter=1,
classes=classes, sample_weight=None,
coef_init=None, intercept_init=None)
def fit(self, X, y, coef_init=None, intercept_init=None):
"""Fit linear model with Passive Aggressive algorithm.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training data
y : numpy array of shape [n_samples]
Target values
coef_init : array, shape = [n_classes,n_features]
The initial coefficients to warm-start the optimization.
intercept_init : array, shape = [n_classes]
The initial intercept to warm-start the optimization.
Returns
-------
self : returns an instance of self.
"""
self._validate_params()
lr = "pa1" if self.loss == "hinge" else "pa2"
return self._fit(X, y, alpha=1.0, C=self.C,
loss="hinge", learning_rate=lr,
coef_init=coef_init, intercept_init=intercept_init)
class PassiveAggressiveRegressor(BaseSGDRegressor):
"""Passive Aggressive Regressor
Read more in the :ref:`User Guide <passive_aggressive>`.
Parameters
----------
C : float
Maximum step size (regularization). Defaults to 1.0.
fit_intercept : bool
Whether the intercept should be estimated or not. If False, the
data is assumed to be already centered. Defaults to True.
max_iter : int, optional (default=1000)
The maximum number of passes over the training data (aka epochs).
It only impacts the behavior in the ``fit`` method, and not the
:meth:`partial_fit` method.
.. versionadded:: 0.19
tol : float or None, optional (default=1e-3)
The stopping criterion. If it is not None, the iterations will stop
when (loss > previous_loss - tol).
.. versionadded:: 0.19
early_stopping : bool, default=False
Whether to use early stopping to terminate training when validation.
score is not improving. If set to True, it will automatically set aside
a fraction of training data as validation and terminate
training when validation score is not improving by at least tol for
n_iter_no_change consecutive epochs.
.. versionadded:: 0.20
validation_fraction : float, default=0.1
The proportion of training data to set aside as validation set for
early stopping. Must be between 0 and 1.
Only used if early_stopping is True.
.. versionadded:: 0.20
n_iter_no_change : int, default=5
Number of iterations with no improvement to wait before early stopping.
.. versionadded:: 0.20
shuffle : bool, default=True
Whether or not the training data should be shuffled after each epoch.
verbose : integer, optional
The verbosity level
loss : string, optional
The loss function to be used:
epsilon_insensitive: equivalent to PA-I in the reference paper.
squared_epsilon_insensitive: equivalent to PA-II in the reference
paper.
epsilon : float
If the difference between the current prediction and the correct label
is below this threshold, the model is not updated.
random_state : int, RandomState instance or None, optional, default=None
The seed of the pseudo random number generator to use when shuffling
the data. If int, random_state is the seed used by the random number
generator; If RandomState instance, random_state is the random number
generator; If None, the random number generator is the RandomState
instance used by `np.random`.
warm_start : bool, optional
When set to True, reuse the solution of the previous call to fit as
initialization, otherwise, just erase the previous solution.
See :term:`the Glossary <warm_start>`.
Repeatedly calling fit or partial_fit when warm_start is True can
result in a different solution than when calling fit a single time
because of the way the data is shuffled.
average : bool or int, optional
When set to True, computes the averaged SGD weights and stores the
result in the ``coef_`` attribute. If set to an int greater than 1,
averaging will begin once the total number of samples seen reaches
average. So average=10 will begin averaging after seeing 10 samples.
.. versionadded:: 0.19
parameter *average* to use weights averaging in SGD
Attributes
----------
coef_ : array, shape = [1, n_features] if n_classes == 2 else [n_classes,\
n_features]
Weights assigned to the features.
intercept_ : array, shape = [1] if n_classes == 2 else [n_classes]
Constants in decision function.
n_iter_ : int
The actual number of iterations to reach the stopping criterion.
t_ : int
Number of weight updates performed during training.
Same as ``(n_iter_ * n_samples)``.
Examples
--------
>>> from sklearn.linear_model import PassiveAggressiveRegressor
>>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=4, random_state=0)
>>> regr = PassiveAggressiveRegressor(max_iter=100, random_state=0,
... tol=1e-3)
>>> regr.fit(X, y)
PassiveAggressiveRegressor(max_iter=100, random_state=0)
>>> print(regr.coef_)
[20.48736655 34.18818427 67.59122734 87.94731329]
>>> print(regr.intercept_)
[-0.02306214]
>>> print(regr.predict([[0, 0, 0, 0]]))
[-0.02306214]
See also
--------
SGDRegressor
References
----------
Online Passive-Aggressive Algorithms
<http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf>
K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)
"""
def __init__(self, C=1.0, fit_intercept=True, max_iter=1000, tol=1e-3,
early_stopping=False, validation_fraction=0.1,
n_iter_no_change=5, shuffle=True, verbose=0,
loss="epsilon_insensitive", epsilon=DEFAULT_EPSILON,
random_state=None, warm_start=False,
average=False):
super().__init__(
penalty=None,
l1_ratio=0,
epsilon=epsilon,
eta0=1.0,
fit_intercept=fit_intercept,
max_iter=max_iter,
tol=tol,
early_stopping=early_stopping,
validation_fraction=validation_fraction,
n_iter_no_change=n_iter_no_change,
shuffle=shuffle,
verbose=verbose,
random_state=random_state,
warm_start=warm_start,
average=average)
self.C = C
self.loss = loss
def partial_fit(self, X, y):
"""Fit linear model with Passive Aggressive algorithm.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Subset of training data
y : numpy array of shape [n_samples]
Subset of target values
Returns
-------
self : returns an instance of self.
"""
self._validate_params(for_partial_fit=True)
lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
return self._partial_fit(X, y, alpha=1.0, C=self.C,
loss="epsilon_insensitive",
learning_rate=lr, max_iter=1,
sample_weight=None,
coef_init=None, intercept_init=None)
def fit(self, X, y, coef_init=None, intercept_init=None):
"""Fit linear model with Passive Aggressive algorithm.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Training data
y : numpy array of shape [n_samples]
Target values
coef_init : array, shape = [n_features]
The initial coefficients to warm-start the optimization.
intercept_init : array, shape = [1]
The initial intercept to warm-start the optimization.
Returns
-------
self : returns an instance of self.
"""
self._validate_params()
lr = "pa1" if self.loss == "epsilon_insensitive" else "pa2"
return self._fit(X, y, alpha=1.0, C=self.C,
loss="epsilon_insensitive",
learning_rate=lr,
coef_init=coef_init,
intercept_init=intercept_init)