""" ============================================== L1 Penalty and Sparsity in Logistic Regression ============================================== Comparison of the sparsity (percentage of zero coefficients) of solutions when L1, L2 and Elastic-Net penalty are used for different values of C. We can see that large values of C give more freedom to the model. Conversely, smaller values of C constrain the model more. In the L1 penalty case, this leads to sparser solutions. As expected, the Elastic-Net penalty sparsity is between that of L1 and L2. We classify 8x8 images of digits into two classes: 0-4 against 5-9. The visualization shows coefficients of the models for varying C. """ # Authors: Alexandre Gramfort # Mathieu Blondel # Andreas Mueller # License: BSD 3 clause import matplotlib.pyplot as plt import numpy as np from sklearn import datasets from sklearn.linear_model import LogisticRegression from sklearn.preprocessing import StandardScaler X, y = datasets.load_digits(return_X_y=True) X = StandardScaler().fit_transform(X) # classify small against large digits y = (y > 4).astype(int) l1_ratio = 0.5 # L1 weight in the Elastic-Net regularization fig, axes = plt.subplots(3, 3) # Set regularization parameter for i, (C, axes_row) in enumerate(zip((1, 0.1, 0.01), axes)): # Increase tolerance for short training time clf_l1_LR = LogisticRegression(C=C, penalty="l1", tol=0.01, solver="saga") clf_l2_LR = LogisticRegression(C=C, penalty="l2", tol=0.01, solver="saga") clf_en_LR = LogisticRegression( C=C, penalty="elasticnet", solver="saga", l1_ratio=l1_ratio, tol=0.01 ) clf_l1_LR.fit(X, y) clf_l2_LR.fit(X, y) clf_en_LR.fit(X, y) coef_l1_LR = clf_l1_LR.coef_.ravel() coef_l2_LR = clf_l2_LR.coef_.ravel() coef_en_LR = clf_en_LR.coef_.ravel() # coef_l1_LR contains zeros due to the # L1 sparsity inducing norm sparsity_l1_LR = np.mean(coef_l1_LR == 0) * 100 sparsity_l2_LR = np.mean(coef_l2_LR == 0) * 100 sparsity_en_LR = np.mean(coef_en_LR == 0) * 100 print(f"C={C:.2f}") print(f"{'Sparsity with L1 penalty:':<40} {sparsity_l1_LR:.2f}%") print(f"{'Sparsity with Elastic-Net penalty:':<40} {sparsity_en_LR:.2f}%") print(f"{'Sparsity with L2 penalty:':<40} {sparsity_l2_LR:.2f}%") print(f"{'Score with L1 penalty:':<40} {clf_l1_LR.score(X, y):.2f}") print(f"{'Score with Elastic-Net penalty:':<40} {clf_en_LR.score(X, y):.2f}") print(f"{'Score with L2 penalty:':<40} {clf_l2_LR.score(X, y):.2f}") if i == 0: axes_row[0].set_title("L1 penalty") axes_row[1].set_title("Elastic-Net\nl1_ratio = %s" % l1_ratio) axes_row[2].set_title("L2 penalty") for ax, coefs in zip(axes_row, [coef_l1_LR, coef_en_LR, coef_l2_LR]): ax.imshow( np.abs(coefs.reshape(8, 8)), interpolation="nearest", cmap="binary", vmax=1, vmin=0, ) ax.set_xticks(()) ax.set_yticks(()) axes_row[0].set_ylabel(f"C = {C}") plt.show()