`sklearn.linear_model`.SGDClassifier¶

class sklearn.linear_model.SGDClassifier(loss='hinge', *, penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, max_iter=1000, tol=0.001, shuffle=True, verbose=0, epsilon=0.1, n_jobs=None, random_state=None, learning_rate='optimal', eta0=0.0, power_t=0.5, early_stopping=False, validation_fraction=0.1, n_iter_no_change=5, class_weight=None, warm_start=False, average=False)[source]¶

Linear classifiers (SVM, logistic regression, etc.) with SGD training.

This estimator implements regularized linear models with stochastic gradient descent (SGD) learning: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule (aka learning rate). SGD allows minibatch (online/out-of-core) learning via the partial_fit method. For best results using the default learning rate schedule, the data should have zero mean and unit variance.

This implementation works with data represented as dense or sparse arrays of floating point values for the features. The model it fits can be controlled with the loss parameter; by default, it fits a linear support vector machine (SVM).

The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using either the squared euclidean norm L2 or the absolute norm L1 or a combination of both (Elastic Net). If the parameter update crosses the 0.0 value because of the regularizer, the update is truncated to 0.0 to allow for learning sparse models and achieve online feature selection.

See also

sklearn.svm.LinearSVC: Linear support vector classification.
LogisticRegression: Logistic regression.
Perceptron: Inherits from SGDClassifier. Perceptron() is equivalent to SGDClassifier(loss="perceptron", eta0=1, learning_rate="constant", penalty=None).

Examples

>>> import numpy as np
>>> from sklearn.linear_model import SGDClassifier
>>> from sklearn.preprocessing import StandardScaler
>>> from sklearn.pipeline import make_pipeline
>>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
>>> Y = np.array([1, 1, 2, 2])
>>> # Always scale the input. The most convenient way is to use a pipeline.
>>> clf = make_pipeline(StandardScaler(),
...                     SGDClassifier(max_iter=1000, tol=1e-3))
>>> clf.fit(X, Y)
Pipeline(steps=[('standardscaler', StandardScaler()),
                ('sgdclassifier', SGDClassifier())])
>>> print(clf.predict([[-0.8, -1]]))
[1]

Methods

`decision_function`(X)	Predict confidence scores for samples.
`densify`()	Convert coefficient matrix to dense array format.
`fit`(X, y[, coef_init, intercept_init, ...])	Fit linear model with Stochastic Gradient Descent.
`get_params`([deep])	Get parameters for this estimator.
`partial_fit`(X, y[, classes, sample_weight])	Perform one epoch of stochastic gradient descent on given samples.
`predict`(X)	Predict class labels for samples in X.
`predict_log_proba`(X)	Log of probability estimates.
`predict_proba`(X)	Probability estimates.
`score`(X, y[, sample_weight])	Return the mean accuracy on the given test data and labels.
`set_params`(**params)	Set the parameters of this estimator.
`sparsify`()	Convert coefficient matrix to sparse format.

decision_function(X)[source]¶

Predict confidence scores for samples.

The confidence score for a sample is proportional to the signed distance of that sample to the hyperplane.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features): The data matrix for which we want to get the confidence scores.

Returns

scoresndarray of shape (n_samples,) or (n_samples, n_classes): Confidence scores per (n_samples, n_classes) combination. In the binary case, confidence score for self.classes_[1] where >0 means this class would be predicted.

densify()[source]¶

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: Fitted estimator.

fit(X, y, coef_init=None, intercept_init=None, sample_weight=None)[source]¶

Fit linear model with Stochastic Gradient Descent.

Parameters

X{array-like, sparse matrix}, shape (n_samples, n_features): Training data.
yndarray of shape (n_samples,): Target values.
coef_initndarray of shape (n_classes, n_features), default=None: The initial coefficients to warm-start the optimization.
intercept_initndarray of shape (n_classes,), default=None: The initial intercept to warm-start the optimization.
sample_weightarray-like, shape (n_samples,), default=None: Weights applied to individual samples. If not provided, uniform weights are assumed. These weights will be multiplied with class_weight (passed through the constructor) if class_weight is specified.

Returns

selfobject: Returns an instance of self.

get_params(deep=True)[source]¶

Get parameters for this estimator.

Parameters

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

Returns

paramsdict: Parameter names mapped to their values.

partial_fit(X, y, classes=None, sample_weight=None)[source]¶

Perform one epoch of stochastic gradient descent on given samples.

Internally, this method uses max_iter = 1. Therefore, it is not guaranteed that a minimum of the cost function is reached after calling it once. Matters such as objective convergence, early stopping, and learning rate adjustments should be handled by the user.

Parameters

X{array-like, sparse matrix}, shape (n_samples, n_features): Subset of the training data.
yndarray of shape (n_samples,): Subset of the target values.
classesndarray of shape (n_classes,), default=None: 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.
sample_weightarray-like, shape (n_samples,), default=None: Weights applied to individual samples. If not provided, uniform weights are assumed.

Returns

selfobject: Returns an instance of self.

predict(X)[source]¶

Predict class labels for samples in X.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features): The data matrix for which we want to get the predictions.

Returns

y_predndarray of shape (n_samples,): Vector containing the class labels for each sample.

predict_log_proba(X)[source]¶

Log of probability estimates.

This method is only available for log loss and modified Huber loss.

When loss=”modified_huber”, probability estimates may be hard zeros and ones, so taking the logarithm is not possible.

See predict_proba for details.

Parameters

X{array-like, sparse matrix} of shape (n_samples, n_features): Input data for prediction.

Returns

Tarray-like, 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_.

predict_proba(X)[source]¶

Probability estimates.

This method is only available for log loss and modified Huber loss.

Multiclass probability estimates are derived from binary (one-vs.-rest) estimates by simple normalization, as recommended by Zadrozny and Elkan.

Binary probability estimates for loss=”modified_huber” are given by (clip(decision_function(X), -1, 1) + 1) / 2. For other loss functions it is necessary to perform proper probability calibration by wrapping the classifier with CalibratedClassifierCV instead.

Parameters

X{array-like, sparse matrix}, shape (n_samples, n_features): Input data for prediction.

Returns

ndarray 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_.

References

Zadrozny and Elkan, “Transforming classifier scores into multiclass probability estimates”, SIGKDD’02, https://dl.acm.org/doi/pdf/10.1145/775047.775151

The justification for the formula in the loss=”modified_huber” case is in the appendix B in: http://jmlr.csail.mit.edu/papers/volume2/zhang02c/zhang02c.pdf

score(X, y, sample_weight=None)[source]¶

Return the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters

Xarray-like of shape (n_samples, n_features): Test samples.
yarray-like of shape (n_samples,) or (n_samples, n_outputs): True labels for X.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights.

Returns

scorefloat: Mean accuracy of self.predict(X) wrt. y.

set_params(**params)[source]¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**paramsdict: Estimator parameters.

Returns

selfestimator instance: Estimator instance.

sparsify()[source]¶

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: Fitted 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.

sklearn.linear_model.SGDClassifier¶

Examples using sklearn.linear_model.SGDClassifier¶

`sklearn.linear_model`.SGDClassifier¶

Examples using `sklearn.linear_model.SGDClassifier`¶