Vehicle-Anti-Theft-Face-Rec.../venv/Lib/site-packages/sklearn/linear_model/_sag.py

345 lines
12 KiB
Python

"""Solvers for Ridge and LogisticRegression using SAG algorithm"""
# Authors: Tom Dupre la Tour <tom.dupre-la-tour@m4x.org>
#
# License: BSD 3 clause
import warnings
import numpy as np
from ._base import make_dataset
from ._sag_fast import sag32, sag64
from ..exceptions import ConvergenceWarning
from ..utils import check_array
from ..utils.validation import _check_sample_weight
from ..utils.validation import _deprecate_positional_args
from ..utils.extmath import row_norms
def get_auto_step_size(max_squared_sum, alpha_scaled, loss, fit_intercept,
n_samples=None,
is_saga=False):
"""Compute automatic step size for SAG solver
The step size is set to 1 / (alpha_scaled + L + fit_intercept) where L is
the max sum of squares for over all samples.
Parameters
----------
max_squared_sum : float
Maximum squared sum of X over samples.
alpha_scaled : float
Constant that multiplies the regularization term, scaled by
1. / n_samples, the number of samples.
loss : string, in {"log", "squared"}
The loss function used in SAG solver.
fit_intercept : bool
Specifies if a constant (a.k.a. bias or intercept) will be
added to the decision function.
n_samples : int, optional
Number of rows in X. Useful if is_saga=True.
is_saga : boolean, optional
Whether to return step size for the SAGA algorithm or the SAG
algorithm.
Returns
-------
step_size : float
Step size used in SAG solver.
References
----------
Schmidt, M., Roux, N. L., & Bach, F. (2013).
Minimizing finite sums with the stochastic average gradient
https://hal.inria.fr/hal-00860051/document
Defazio, A., Bach F. & Lacoste-Julien S. (2014).
SAGA: A Fast Incremental Gradient Method With Support
for Non-Strongly Convex Composite Objectives
https://arxiv.org/abs/1407.0202
"""
if loss in ('log', 'multinomial'):
L = (0.25 * (max_squared_sum + int(fit_intercept)) + alpha_scaled)
elif loss == 'squared':
# inverse Lipschitz constant for squared loss
L = max_squared_sum + int(fit_intercept) + alpha_scaled
else:
raise ValueError("Unknown loss function for SAG solver, got %s "
"instead of 'log' or 'squared'" % loss)
if is_saga:
# SAGA theoretical step size is 1/3L or 1 / (2 * (L + mu n))
# See Defazio et al. 2014
mun = min(2 * n_samples * alpha_scaled, L)
step = 1. / (2 * L + mun)
else:
# SAG theoretical step size is 1/16L but it is recommended to use 1 / L
# see http://www.birs.ca//workshops//2014/14w5003/files/schmidt.pdf,
# slide 65
step = 1. / L
return step
@_deprecate_positional_args
def sag_solver(X, y, sample_weight=None, loss='log', alpha=1., beta=0.,
max_iter=1000, tol=0.001, verbose=0, random_state=None,
check_input=True, max_squared_sum=None,
warm_start_mem=None,
is_saga=False):
"""SAG solver for Ridge and LogisticRegression
SAG stands for Stochastic Average Gradient: the gradient of the loss is
estimated each sample at a time and the model is updated along the way with
a constant learning rate.
IMPORTANT NOTE: 'sag' solver converges faster on columns that are on the
same scale. You can normalize the data by using
sklearn.preprocessing.StandardScaler on your data before passing it to the
fit method.
This implementation works with data represented as dense numpy arrays or
sparse scipy arrays of floating point values for the features. It will
fit the data according to squared loss or log loss.
The regularizer is a penalty added to the loss function that shrinks model
parameters towards the zero vector using the squared euclidean norm L2.
.. versionadded:: 0.17
Parameters
----------
X : {array-like, sparse matrix}, shape (n_samples, n_features)
Training data
y : numpy array, shape (n_samples,)
Target values. With loss='multinomial', y must be label encoded
(see preprocessing.LabelEncoder).
sample_weight : array-like, shape (n_samples,), optional
Weights applied to individual samples (1. for unweighted).
loss : 'log' | 'squared' | 'multinomial'
Loss function that will be optimized:
-'log' is the binary logistic loss, as used in LogisticRegression.
-'squared' is the squared loss, as used in Ridge.
-'multinomial' is the multinomial logistic loss, as used in
LogisticRegression.
.. versionadded:: 0.18
*loss='multinomial'*
alpha : float, optional
L2 regularization term in the objective function
``(0.5 * alpha * || W ||_F^2)``. Defaults to 1.
beta : float, optional
L1 regularization term in the objective function
``(beta * || W ||_1)``. Only applied if ``is_saga`` is set to True.
Defaults to 0.
max_iter : int, optional
The max number of passes over the training data if the stopping
criteria is not reached. Defaults to 1000.
tol : double, optional
The stopping criteria for the weights. The iterations will stop when
max(change in weights) / max(weights) < tol. Defaults to .001
verbose : integer, optional
The verbosity level.
random_state : int, RandomState instance, default=None
Used when shuffling the data. Pass an int for reproducible output
across multiple function calls.
See :term:`Glossary <random_state>`.
check_input : bool, default True
If False, the input arrays X and y will not be checked.
max_squared_sum : float, default None
Maximum squared sum of X over samples. If None, it will be computed,
going through all the samples. The value should be precomputed
to speed up cross validation.
warm_start_mem : dict, optional
The initialization parameters used for warm starting. Warm starting is
currently used in LogisticRegression but not in Ridge.
It contains:
- 'coef': the weight vector, with the intercept in last line
if the intercept is fitted.
- 'gradient_memory': the scalar gradient for all seen samples.
- 'sum_gradient': the sum of gradient over all seen samples,
for each feature.
- 'intercept_sum_gradient': the sum of gradient over all seen
samples, for the intercept.
- 'seen': array of boolean describing the seen samples.
- 'num_seen': the number of seen samples.
is_saga : boolean, optional
Whether to use the SAGA algorithm or the SAG algorithm. SAGA behaves
better in the first epochs, and allow for l1 regularisation.
Returns
-------
coef_ : array, shape (n_features)
Weight vector.
n_iter_ : int
The number of full pass on all samples.
warm_start_mem : dict
Contains a 'coef' key with the fitted result, and possibly the
fitted intercept at the end of the array. Contains also other keys
used for warm starting.
Examples
--------
>>> import numpy as np
>>> from sklearn import linear_model
>>> n_samples, n_features = 10, 5
>>> rng = np.random.RandomState(0)
>>> X = rng.randn(n_samples, n_features)
>>> y = rng.randn(n_samples)
>>> clf = linear_model.Ridge(solver='sag')
>>> clf.fit(X, y)
Ridge(solver='sag')
>>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
>>> y = np.array([1, 1, 2, 2])
>>> clf = linear_model.LogisticRegression(
... solver='sag', multi_class='multinomial')
>>> clf.fit(X, y)
LogisticRegression(multi_class='multinomial', solver='sag')
References
----------
Schmidt, M., Roux, N. L., & Bach, F. (2013).
Minimizing finite sums with the stochastic average gradient
https://hal.inria.fr/hal-00860051/document
Defazio, A., Bach F. & Lacoste-Julien S. (2014).
SAGA: A Fast Incremental Gradient Method With Support
for Non-Strongly Convex Composite Objectives
https://arxiv.org/abs/1407.0202
See also
--------
Ridge, SGDRegressor, ElasticNet, Lasso, SVR, and
LogisticRegression, SGDClassifier, LinearSVC, Perceptron
"""
if warm_start_mem is None:
warm_start_mem = {}
# Ridge default max_iter is None
if max_iter is None:
max_iter = 1000
if check_input:
_dtype = [np.float64, np.float32]
X = check_array(X, dtype=_dtype, accept_sparse='csr', order='C')
y = check_array(y, dtype=_dtype, ensure_2d=False, order='C')
n_samples, n_features = X.shape[0], X.shape[1]
# As in SGD, the alpha is scaled by n_samples.
alpha_scaled = float(alpha) / n_samples
beta_scaled = float(beta) / n_samples
# if loss == 'multinomial', y should be label encoded.
n_classes = int(y.max()) + 1 if loss == 'multinomial' else 1
# initialization
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
if 'coef' in warm_start_mem.keys():
coef_init = warm_start_mem['coef']
else:
# assume fit_intercept is False
coef_init = np.zeros((n_features, n_classes), dtype=X.dtype,
order='C')
# coef_init contains possibly the intercept_init at the end.
# Note that Ridge centers the data before fitting, so fit_intercept=False.
fit_intercept = coef_init.shape[0] == (n_features + 1)
if fit_intercept:
intercept_init = coef_init[-1, :]
coef_init = coef_init[:-1, :]
else:
intercept_init = np.zeros(n_classes, dtype=X.dtype)
if 'intercept_sum_gradient' in warm_start_mem.keys():
intercept_sum_gradient = warm_start_mem['intercept_sum_gradient']
else:
intercept_sum_gradient = np.zeros(n_classes, dtype=X.dtype)
if 'gradient_memory' in warm_start_mem.keys():
gradient_memory_init = warm_start_mem['gradient_memory']
else:
gradient_memory_init = np.zeros((n_samples, n_classes),
dtype=X.dtype, order='C')
if 'sum_gradient' in warm_start_mem.keys():
sum_gradient_init = warm_start_mem['sum_gradient']
else:
sum_gradient_init = np.zeros((n_features, n_classes),
dtype=X.dtype, order='C')
if 'seen' in warm_start_mem.keys():
seen_init = warm_start_mem['seen']
else:
seen_init = np.zeros(n_samples, dtype=np.int32, order='C')
if 'num_seen' in warm_start_mem.keys():
num_seen_init = warm_start_mem['num_seen']
else:
num_seen_init = 0
dataset, intercept_decay = make_dataset(X, y, sample_weight, random_state)
if max_squared_sum is None:
max_squared_sum = row_norms(X, squared=True).max()
step_size = get_auto_step_size(max_squared_sum, alpha_scaled, loss,
fit_intercept, n_samples=n_samples,
is_saga=is_saga)
if step_size * alpha_scaled == 1:
raise ZeroDivisionError("Current sag implementation does not handle "
"the case step_size * alpha_scaled == 1")
sag = sag64 if X.dtype == np.float64 else sag32
num_seen, n_iter_ = sag(dataset, coef_init,
intercept_init, n_samples,
n_features, n_classes, tol,
max_iter,
loss,
step_size, alpha_scaled,
beta_scaled,
sum_gradient_init,
gradient_memory_init,
seen_init,
num_seen_init,
fit_intercept,
intercept_sum_gradient,
intercept_decay,
is_saga,
verbose)
if n_iter_ == max_iter:
warnings.warn("The max_iter was reached which means "
"the coef_ did not converge", ConvergenceWarning)
if fit_intercept:
coef_init = np.vstack((coef_init, intercept_init))
warm_start_mem = {'coef': coef_init, 'sum_gradient': sum_gradient_init,
'intercept_sum_gradient': intercept_sum_gradient,
'gradient_memory': gradient_memory_init,
'seen': seen_init, 'num_seen': num_seen}
if loss == 'multinomial':
coef_ = coef_init.T
else:
coef_ = coef_init[:, 0]
return coef_, n_iter_, warm_start_mem