sklearn.linear_model.PassiveAggressiveRegressor

class sklearn.linear_model.PassiveAggressiveRegressor(C=1.0, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, loss='epsilon_insensitive', epsilon=0.1, random_state=None, warm_start=False)

Passive Aggressive Regressor

Read more in the User Guide.

Parameters:

C : float

Maximum step size (regularization). Defaults to 1.0.

epsilon : float

If the difference between the current prediction and the correct label is below this threshold, the model is not updated.

fit_intercept : bool

Whether the intercept should be estimated or not. If False, the data is assumed to be already centered. Defaults to True.

n_iter : int, optional

The number of passes over the training data (aka epochs). Defaults to 5.

shuffle : bool, default=True

Whether or not the training data should be shuffled after each epoch.

random_state : int seed, RandomState instance, or None (default)

The seed of the pseudo random number generator to use when shuffling the data.

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.

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.

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.

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)

Methods

decision_function(\*args, \*\*kwargs)	DEPRECATED: and will be removed in 0.19.
densify()	Convert coefficient matrix to dense array format.
fit(X, y[, coef_init, intercept_init])	Fit linear model with Passive Aggressive algorithm.
get_params([deep])	Get parameters for this estimator.
partial_fit(X, y)	Fit linear model with Passive Aggressive algorithm.
predict(X)	Predict using the linear model
score(X, y[, sample_weight])	Returns the coefficient of determination R^2 of the prediction.
set_params(\*args, \*\*kwargs)
sparsify()	Convert coefficient matrix to sparse format.

__init__(C=1.0, fit_intercept=True, n_iter=5, shuffle=True, verbose=0, loss='epsilon_insensitive', epsilon=0.1, random_state=None, warm_start=False)

decision_function(*args, **kwargs)

DEPRECATED: and will be removed in 0.19.

Predict using the linear model

Parameters:

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Returns:

array, shape (n_samples,) :

Predicted target values per element in X.

densify()

Convert coefficient matrix to dense array format.

Converts the coef_ member (back) to a numpy.ndarray. This is the default format of coef_ and is required for fitting, so calling this method is only required on models that have previously been sparsified; otherwise, it is a no-op.

Returns:self: estimator :

fit(X, y, coef_init=None, intercept_init=None)

Fit linear model with Passive Aggressive algorithm.

Parameters:

X : {array-like, sparse matrix}, 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.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deep : boolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

partial_fit(X, y)

Fit linear model with Passive Aggressive algorithm.

Parameters:

X : {array-like, sparse matrix}, 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.

predict(X)

Predict using the linear model

Parameters:

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Returns:

array, shape (n_samples,) :

Predicted target values per element in X.

score(X, y, sample_weight=None)

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the regression sum of squares ((y_true - y_pred) ** 2).sum() and v is the residual sum of squares ((y_true - y_true.mean()) ** 2).sum(). Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters:

X : array-like, shape = (n_samples, n_features)

Test samples.

y : array-like, shape = (n_samples) or (n_samples, n_outputs)

True values for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.

Returns:

score : float

R^2 of self.predict(X) wrt. y.

sparsify()

Convert coefficient matrix to sparse format.

Converts the coef_ member to a scipy.sparse matrix, which for L1-regularized models can be much more memory- and storage-efficient than the usual numpy.ndarray representation.

The intercept_ member is not converted.

Returns:self: estimator :

Notes

For non-sparse models, i.e. when there are not many zeros in coef_, this may actually increase memory usage, so use this method with care. A rule of thumb is that the number of zero elements, which can be computed with (coef_ == 0).sum(), must be more than 50% for this to provide significant benefits.

After calling this method, further fitting with the partial_fit method (if any) will not work until you call densify.