sklearn.svm
.LinearSVR¶
- class sklearn.svm.LinearSVR(*, epsilon=0.0, tol=0.0001, C=1.0, loss='epsilon_insensitive', fit_intercept=True, intercept_scaling=1.0, dual=True, verbose=0, random_state=None, max_iter=1000)[source]¶
Linear Support Vector Regression.
Similar to SVR with parameter kernel=’linear’, but implemented in terms of liblinear rather than libsvm, so it has more flexibility in the choice of penalties and loss functions and should scale better to large numbers of samples.
This class supports both dense and sparse input.
Read more in the User Guide.
New in version 0.16.
- Parameters
- epsilonfloat, default=0.0
Epsilon parameter in the epsilon-insensitive loss function. Note that the value of this parameter depends on the scale of the target variable y. If unsure, set
epsilon=0
.- tolfloat, default=1e-4
Tolerance for stopping criteria.
- Cfloat, default=1.0
Regularization parameter. The strength of the regularization is inversely proportional to C. Must be strictly positive.
- loss{‘epsilon_insensitive’, ‘squared_epsilon_insensitive’}, default=’epsilon_insensitive’
Specifies the loss function. The epsilon-insensitive loss (standard SVR) is the L1 loss, while the squared epsilon-insensitive loss (‘squared_epsilon_insensitive’) is the L2 loss.
- fit_interceptbool, default=True
Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be already centered).
- intercept_scalingfloat, default=1.0
When self.fit_intercept is True, instance vector x becomes [x, self.intercept_scaling], i.e. a “synthetic” feature with constant value equals 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.
- dualbool, default=True
Select the algorithm to either solve the dual or primal optimization problem. Prefer dual=False when n_samples > n_features.
- verboseint, default=0
Enable verbose output. Note that this setting takes advantage of a per-process runtime setting in liblinear that, if enabled, may not work properly in a multithreaded context.
- random_stateint, RandomState instance or None, default=None
Controls the pseudo random number generation for shuffling the data. Pass an int for reproducible output across multiple function calls. See Glossary.
- max_iterint, default=1000
The maximum number of iterations to be run.
- Attributes
- coef_ndarray of shape (n_features) if n_classes == 2 else (n_classes, n_features)
Weights assigned to the features (coefficients in the primal problem).
coef_
is a readonly property derived fromraw_coef_
that follows the internal memory layout of liblinear.- intercept_ndarray of shape (1) if n_classes == 2 else (n_classes)
Constants in decision function.
- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
- n_iter_int
Maximum number of iterations run across all classes.
See also
LinearSVC
Implementation of Support Vector Machine classifier using the same library as this class (liblinear).
SVR
Implementation of Support Vector Machine regression using libsvm: the kernel can be non-linear but its SMO algorithm does not scale to large number of samples as LinearSVC does.
sklearn.linear_model.SGDRegressor
SGDRegressor can optimize the same cost function as LinearSVR by adjusting the penalty and loss parameters. In addition it requires less memory, allows incremental (online) learning, and implements various loss functions and regularization regimes.
Examples
>>> from sklearn.svm import LinearSVR >>> from sklearn.pipeline import make_pipeline >>> from sklearn.preprocessing import StandardScaler >>> from sklearn.datasets import make_regression >>> X, y = make_regression(n_features=4, random_state=0) >>> regr = make_pipeline(StandardScaler(), ... LinearSVR(random_state=0, tol=1e-5)) >>> regr.fit(X, y) Pipeline(steps=[('standardscaler', StandardScaler()), ('linearsvr', LinearSVR(random_state=0, tol=1e-05))])
>>> print(regr.named_steps['linearsvr'].coef_) [18.582... 27.023... 44.357... 64.522...] >>> print(regr.named_steps['linearsvr'].intercept_) [-4...] >>> print(regr.predict([[0, 0, 0, 0]])) [-2.384...]
Methods
fit
(X, y[, sample_weight])Fit the model according to the given training data.
get_params
([deep])Get parameters for this estimator.
predict
(X)Predict using the linear model.
score
(X, y[, sample_weight])Return the coefficient of determination of the prediction.
set_params
(**params)Set the parameters of this estimator.
- fit(X, y, sample_weight=None)[source]¶
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 andn_features
is the number of features.- yarray-like of shape (n_samples,)
Target vector relative to X.
- sample_weightarray-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.
New in version 0.18.
- Returns
- selfobject
An instance of the estimator.
- 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.
- predict(X)[source]¶
Predict using the linear model.
- Parameters
- Xarray-like or sparse matrix, shape (n_samples, n_features)
Samples.
- Returns
- Carray, shape (n_samples,)
Returns predicted values.
- score(X, y, sample_weight=None)[source]¶
Return the coefficient of determination of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares
((y_true - y_pred)** 2).sum()
and \(v\) is the total sum of squares((y_true - y_true.mean()) ** 2).sum()
. The 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 ofy
, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters
- Xarray-like of shape (n_samples, n_features)
Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape
(n_samples, n_samples_fitted)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns
- scorefloat
\(R^2\) of
self.predict(X)
wrt.y
.
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- 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.