Lars

class ibex.sklearn.linear_model.Lars(fit_intercept=True, verbose=False, normalize=True, precompute='auto', n_nonzero_coefs=500, eps=2.220446049250313e-16, copy_X=True, fit_path=True, positive=False)

Bases: sklearn.linear_model.least_angle.Lars, ibex._base.FrameMixin

Note

The documentation following is of the class wrapped by this class. There are some changes, in particular:

Note

The documentation following is of the original class wrapped by this class. This class wraps the attribute coef_.

Example:

>>> import pandas as pd
>>> import numpy as np
>>> from ibex.sklearn import datasets
>>> from ibex.sklearn.linear_model import LinearRegression as PdLinearRegression

>>> iris = datasets.load_iris()
>>> features = iris['feature_names']
>>> iris = pd.DataFrame(
...     np.c_[iris['data'], iris['target']],
...     columns=features+['class'])

>>> iris[features]
                sepal length (cm)  sepal width (cm)  petal length (cm)  petal width (cm)
0                5.1               3.5                1.4               0.2
1                4.9               3.0                1.4               0.2
2                4.7               3.2                1.3               0.2
3                4.6               3.1                1.5               0.2
4                5.0               3.6                1.4               0.2
...

>>> from ibex.sklearn import linear_model as pd_linear_model
>>>
>>> prd =  pd_linear_model.Lars().fit(iris[features], iris['class'])
>>>
>>> prd.coef_
sepal length (cm)   ...
sepal width (cm)    ...
petal length (cm)   ...
petal width (cm)    ...
dtype: float64

Example:

>>> from ibex.sklearn import linear_model as pd_linear_model
>>> prd =  pd_linear_model.Lars().fit(iris[features], iris[['class', 'class']])
>>>
>>> prd.coef_
sepal length (cm)  sepal width (cm)  petal length (cm)  petal width (cm)
0...           0.414988          1.461297          -2.262141         -1.029095
1...           0.416640         -1.600833           0.577658         -1.385538
2...          -1.707525         -1.534268           2.470972          2.555382

Note

The documentation following is of the original class wrapped by this class. This class wraps the attribute intercept_.

Example:

>>> import pandas as pd
>>> import numpy as np
>>> from ibex.sklearn import datasets
>>> from ibex.sklearn.linear_model import LinearRegression as PdLinearRegression

>>> iris = datasets.load_iris()
>>> features = iris['feature_names']
>>> iris = pd.DataFrame(
...     np.c_[iris['data'], iris['target']],
...     columns=features+['class'])

>>> iris[features]
                sepal length (cm)  sepal width (cm)  petal length (cm)  petal width (cm)
0                5.1               3.5                1.4               0.2
1                4.9               3.0                1.4               0.2
2                4.7               3.2                1.3               0.2
3                4.6               3.1                1.5               0.2
4                5.0               3.6                1.4               0.2
...

>>> from ibex.sklearn import linear_model as pd_linear_model
>>> prd = pd_linear_model.Lars().fit(iris[features], iris[['class', 'class']])
>>>
>>> prd.intercept_
sepal length (cm)   ...
sepal width (cm)    ...
petal length (cm)   ...
petal width (cm)    ...
dtype: float64

Least Angle Regression model a.k.a. LAR

Read more in the User Guide.

fit_intercept : boolean
Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).
verbose : boolean or integer, optional
Sets the verbosity amount
normalize : boolean, optional, default True
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 l2-norm. If you wish to standardize, please use sklearn.preprocessing.StandardScaler before calling fit on an estimator with normalize=False.
precompute : True | False | ‘auto’ | array-like
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.
n_nonzero_coefs : int, optional
Target number of non-zero coefficients. Use np.inf for no limit.
eps : float, optional
The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. Unlike the tol parameter in some iterative optimization-based algorithms, this parameter does not control the tolerance of the optimization.
copy_X : boolean, optional, default True
If True, X will be copied; else, it may be overwritten.
fit_path : boolean
If True the full path is stored in the coef_path_ attribute. If you compute the solution for a large problem or many targets, setting fit_path to False will lead to a speedup, especially with a small alpha.
positive : boolean (default=False)
Restrict coefficients to be >= 0. Be aware that you might want to remove fit_intercept which is set True by default.
alphas_ : array, shape (n_alphas + 1,) | list of n_targets such arrays
Maximum of covariances (in absolute value) at each iteration. n_alphas is either n_nonzero_coefs or n_features, whichever is smaller.
active_ : list, length = n_alphas | list of n_targets such lists
Indices of active variables at the end of the path.
coef_path_ : array, shape (n_features, n_alphas + 1) | list of n_targets such arrays
The varying values of the coefficients along the path. It is not present if the fit_path parameter is False.
coef_ : array, shape (n_features,) or (n_targets, n_features)
Parameter vector (w in the formulation formula).
intercept_ : float | array, shape (n_targets,)
Independent term in decision function.
n_iter_ : array-like or int
The number of iterations taken by lars_path to find the grid of alphas for each target.
>>> from sklearn import linear_model
>>> reg = linear_model.Lars(n_nonzero_coefs=1)
>>> reg.fit([[-1, 1], [0, 0], [1, 1]], [-1.1111, 0, -1.1111])
... 
Lars(copy_X=True, eps=..., fit_intercept=True, fit_path=True,
   n_nonzero_coefs=1, normalize=True, positive=False, precompute='auto',
   verbose=False)
>>> print(reg.coef_) 
[ 0. -1.11...]

lars_path, LarsCV sklearn.decomposition.sparse_encode

fit(X, y, Xy=None)[source]

Note

The documentation following is of the class wrapped by this class. There are some changes, in particular:

Fit the model using X, y as training data.

X : array-like, shape (n_samples, n_features)
Training data.
y : array-like, shape (n_samples,) or (n_samples, n_targets)
Target values.
Xy : array-like, shape (n_samples,) or (n_samples, n_targets), optional
Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.
self : object
returns an instance of self.
predict(X)

Note

The documentation following is of the class wrapped by this class. There are some changes, in particular:

Predict using the linear model

X : {array-like, sparse matrix}, shape = (n_samples, n_features)
Samples.
C : array, shape = (n_samples,)
Returns predicted values.
score(X, y, sample_weight=None)

Note

The documentation following is of the class wrapped by this class. There are some changes, in particular:

Returns the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - 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 of y, disregarding the input features, would get a R^2 score of 0.0.

X : array-like, shape = (n_samples, n_features)
Test samples.
y : array-like, shape = (n_samples) or (n_samples, n_outputs)
True values for X.
sample_weight : array-like, shape = [n_samples], optional
Sample weights.
score : float
R^2 of self.predict(X) wrt. y.