sklearn.linear_model
.MultiTaskLasso¶

class
sklearn.linear_model.
MultiTaskLasso
(alpha=1.0, *, fit_intercept=True, normalize=False, copy_X=True, max_iter=1000, tol=0.0001, warm_start=False, random_state=None, selection='cyclic')[source]¶ Multitask Lasso model trained with L1/L2 mixednorm as regularizer.
The optimization objective for Lasso is:
(1 / (2 * n_samples)) * Y  XW^2_Fro + alpha * W_21
Where:
W_21 = \sum_i \sqrt{\sum_j w_{ij}^2}
i.e. the sum of norm of each row.
Read more in the User Guide.
 Parameters
 alphafloat, default=1.0
Constant that multiplies the L1/L2 term. Defaults to 1.0.
 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 centered).
 normalizebool, default=False
This parameter is ignored when
fit_intercept
is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2norm. If you wish to standardize, please useStandardScaler
before callingfit
on an estimator withnormalize=False
. copy_Xbool, default=True
If
True
, X will be copied; else, it may be overwritten. max_iterint, default=1000
The maximum number of iterations.
 tolfloat, default=1e4
The tolerance for the optimization: if the updates are smaller than
tol
, the optimization code checks the dual gap for optimality and continues until it is smaller thantol
. warm_startbool, default=False
When set to
True
, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. See the Glossary. random_stateint, RandomState instance, default=None
The seed of the pseudo random number generator that selects a random feature to update. Used when
selection
== ‘random’. Pass an int for reproducible output across multiple function calls. See Glossary. selection{‘cyclic’, ‘random’}, default=’cyclic’
If set to ‘random’, a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to ‘random’) often leads to significantly faster convergence especially when tol is higher than 1e4
 Attributes
 coef_ndarray of shape (n_tasks, n_features)
Parameter vector (W in the cost function formula). Note that
coef_
stores the transpose ofW
,W.T
. intercept_ndarray of shape (n_tasks,)
Independent term in decision function.
 n_iter_int
Number of iterations run by the coordinate descent solver to reach the specified tolerance.
 dual_gap_ndarray of shape (n_alphas,)
The dual gaps at the end of the optimization for each alpha.
 eps_float
The tolerance scaled scaled by the variance of the target
y
.sparse_coef_
sparse matrix of shape (n_features,) or (n_tasks, n_features)Sparse representation of the fitted
coef_
.
See also
MultiTaskLasso
Multitask L1/L2 Lasso with builtin crossvalidation.
Lasso
MultiTaskElasticNet
Notes
The algorithm used to fit the model is coordinate descent.
To avoid unnecessary memory duplication the X and y arguments of the fit method should be directly passed as Fortrancontiguous numpy arrays.
Examples
>>> from sklearn import linear_model >>> clf = linear_model.MultiTaskLasso(alpha=0.1) >>> clf.fit([[0, 1], [1, 2], [2, 4]], [[0, 0], [1, 1], [2, 3]]) MultiTaskLasso(alpha=0.1) >>> print(clf.coef_) [[0. 0.60809415] [0. 0.94592424]] >>> print(clf.intercept_) [0.41888636 0.87382323]
Methods
fit
(X, y)Fit MultiTaskElasticNet model with coordinate descent
get_params
([deep])Get parameters for this estimator.
path
(*args, **kwargs)Compute elastic net path with coordinate descent.
predict
(X)Predict using the linear model.
score
(X, y[, sample_weight])Return the coefficient of determination \(R^2\) of the prediction.
set_params
(**params)Set the parameters of this estimator.

fit
(X, y)[source]¶ Fit MultiTaskElasticNet model with coordinate descent
 Parameters
 Xndarray of shape (n_samples, n_features)
Data.
 yndarray of shape (n_samples, n_tasks)
Target. Will be cast to X’s dtype if necessary.
Notes
Coordinate descent is an algorithm that considers each column of data at a time hence it will automatically convert the X input as a Fortrancontiguous numpy array if necessary.
To avoid memory reallocation it is advised to allocate the initial data in memory directly using that format.

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.

static
path
(*args, **kwargs)[source]¶ Compute elastic net path with coordinate descent.
The elastic net optimization function varies for mono and multioutputs.
For monooutput tasks it is:
1 / (2 * n_samples) * y  Xw^2_2 + alpha * l1_ratio * w_1 + 0.5 * alpha * (1  l1_ratio) * w^2_2
For multioutput tasks it is:
(1 / (2 * n_samples)) * Y  XW^Fro_2 + alpha * l1_ratio * W_21 + 0.5 * alpha * (1  l1_ratio) * W_Fro^2
Where:
W_21 = \sum_i \sqrt{\sum_j w_{ij}^2}
i.e. the sum of norm of each row.
Read more in the User Guide.
 Parameters
 X{arraylike, sparse matrix} of shape (n_samples, n_features)
Training data. Pass directly as Fortrancontiguous data to avoid unnecessary memory duplication. If
y
is monooutput thenX
can be sparse. y{arraylike, sparse matrix} of shape (n_samples,) or (n_samples, n_outputs)
Target values.
 l1_ratiofloat, default=0.5
Number between 0 and 1 passed to elastic net (scaling between l1 and l2 penalties).
l1_ratio=1
corresponds to the Lasso. epsfloat, default=1e3
Length of the path.
eps=1e3
means thatalpha_min / alpha_max = 1e3
. n_alphasint, default=100
Number of alphas along the regularization path.
 alphasndarray, default=None
List of alphas where to compute the models. If None alphas are set automatically.
 precompute‘auto’, bool or arraylike of shape (n_features, n_features), default=’auto’
Whether to use a precomputed Gram matrix to speed up calculations. If set to
'auto'
let us decide. The Gram matrix can also be passed as argument. Xyarraylike of shape (n_features,) or (n_features, n_outputs), default=None
Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.
 copy_Xbool, default=True
If
True
, X will be copied; else, it may be overwritten. coef_initndarray of shape (n_features, ), default=None
The initial values of the coefficients.
 verbosebool or int, default=False
Amount of verbosity.
 return_n_iterbool, default=False
Whether to return the number of iterations or not.
 positivebool, default=False
If set to True, forces coefficients to be positive. (Only allowed when
y.ndim == 1
). check_inputbool, default=True
If set to False, the input validation checks are skipped (including the Gram matrix when provided). It is assumed that they are handled by the caller.
 **paramskwargs
Keyword arguments passed to the coordinate descent solver.
 Returns
 alphasndarray of shape (n_alphas,)
The alphas along the path where models are computed.
 coefsndarray of shape (n_features, n_alphas) or (n_outputs, n_features, n_alphas)
Coefficients along the path.
 dual_gapsndarray of shape (n_alphas,)
The dual gaps at the end of the optimization for each alpha.
 n_iterslist of int
The number of iterations taken by the coordinate descent optimizer to reach the specified tolerance for each alpha. (Is returned when
return_n_iter
is set to True).
Notes
For an example, see examples/linear_model/plot_lasso_coordinate_descent_path.py.

predict
(X)[source]¶ Predict using the linear model.
 Parameters
 Xarraylike 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 \(R^2\) of the prediction.
The coefficient \(R^2\) 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
 Xarraylike 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. yarraylike of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
. sample_weightarraylike 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.

property
sparse_coef_
¶ Sparse representation of the fitted
coef_
.