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# Authors: The scikit-learn developers
# SPDX-License-Identifier: BSD-3-Clause
from numbers import Integral, Real
import numpy as np
from ..base import BaseEstimator, OutlierMixin, RegressorMixin, _fit_context
from ..linear_model._base import LinearClassifierMixin, LinearModel, SparseCoefMixin
from ..utils._param_validation import Interval, StrOptions
from ..utils.multiclass import check_classification_targets
from ..utils.validation import _num_samples, validate_data
from ._base import BaseLibSVM, BaseSVC, _fit_liblinear, _get_liblinear_solver_type
def _validate_dual_parameter(dual, loss, penalty, multi_class, X):
"""Helper function to assign the value of dual parameter."""
if dual == "auto":
if X.shape[0] < X.shape[1]:
try:
_get_liblinear_solver_type(multi_class, penalty, loss, True)
return True
except ValueError: # dual not supported for the combination
return False
else:
try:
_get_liblinear_solver_type(multi_class, penalty, loss, False)
return False
except ValueError: # primal not supported by the combination
return True
else:
return dual
class LinearSVC(LinearClassifierMixin, SparseCoefMixin, BaseEstimator):
"""Linear Support Vector Classification.
Similar to SVC 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.
The main differences between :class:`~sklearn.svm.LinearSVC` and
:class:`~sklearn.svm.SVC` lie in the loss function used by default, and in
the handling of intercept regularization between those two implementations.
This class supports both dense and sparse input and the multiclass support
is handled according to a one-vs-the-rest scheme.
Read more in the :ref:`User Guide <svm_classification>`.
Parameters
----------
penalty : {'l1', 'l2'}, default='l2'
Specifies the norm used in the penalization. The 'l2'
penalty is the standard used in SVC. The 'l1' leads to ``coef_``
vectors that are sparse.
loss : {'hinge', 'squared_hinge'}, default='squared_hinge'
Specifies the loss function. 'hinge' is the standard SVM loss
(used e.g. by the SVC class) while 'squared_hinge' is the
square of the hinge loss. The combination of ``penalty='l1'``
and ``loss='hinge'`` is not supported.
dual : "auto" or bool, default="auto"
Select the algorithm to either solve the dual or primal
optimization problem. Prefer dual=False when n_samples > n_features.
`dual="auto"` will choose the value of the parameter automatically,
based on the values of `n_samples`, `n_features`, `loss`, `multi_class`
and `penalty`. If `n_samples` < `n_features` and optimizer supports
chosen `loss`, `multi_class` and `penalty`, then dual will be set to True,
otherwise it will be set to False.
.. versionchanged:: 1.3
The `"auto"` option is added in version 1.3 and will be the default
in version 1.5.
tol : float, default=1e-4
Tolerance for stopping criteria.
C : float, default=1.0
Regularization parameter. The strength of the regularization is
inversely proportional to C. Must be strictly positive.
For an intuitive visualization of the effects of scaling
the regularization parameter C, see
:ref:`sphx_glr_auto_examples_svm_plot_svm_scale_c.py`.
multi_class : {'ovr', 'crammer_singer'}, default='ovr'
Determines the multi-class strategy if `y` contains more than
two classes.
``"ovr"`` trains n_classes one-vs-rest classifiers, while
``"crammer_singer"`` optimizes a joint objective over all classes.
While `crammer_singer` is interesting from a theoretical perspective
as it is consistent, it is seldom used in practice as it rarely leads
to better accuracy and is more expensive to compute.
If ``"crammer_singer"`` is chosen, the options loss, penalty and dual
will be ignored.
fit_intercept : bool, default=True
Whether or not to fit an intercept. If set to True, the feature vector
is extended to include an intercept term: `[x_1, ..., x_n, 1]`, where
1 corresponds to the intercept. If set to False, no intercept will be
used in calculations (i.e. data is expected to be already centered).
intercept_scaling : float, default=1.0
When `fit_intercept` is True, the instance vector x becomes ``[x_1,
..., x_n, intercept_scaling]``, i.e. a "synthetic" feature with a
constant value equal to `intercept_scaling` is appended to the instance
vector. The intercept becomes intercept_scaling * synthetic feature
weight. Note that liblinear internally penalizes the intercept,
treating it like any other term in the feature vector. To reduce the
impact of the regularization on the intercept, the `intercept_scaling`
parameter can be set to a value greater than 1; the higher the value of
`intercept_scaling`, the lower the impact of regularization on it.
Then, the weights become `[w_x_1, ..., w_x_n,
w_intercept*intercept_scaling]`, where `w_x_1, ..., w_x_n` represent
the feature weights and the intercept weight is scaled by
`intercept_scaling`. This scaling allows the intercept term to have a
different regularization behavior compared to the other features.
class_weight : dict or 'balanced', default=None
Set the parameter C of class i to ``class_weight[i]*C`` for
SVC. If not given, all classes are supposed to have
weight one.
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``.
verbose : int, 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_state : int, RandomState instance or None, default=None
Controls the pseudo random number generation for shuffling the data for
the dual coordinate descent (if ``dual=True``). When ``dual=False`` the
underlying implementation of :class:`LinearSVC` is not random and
``random_state`` has no effect on the results.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
max_iter : int, default=1000
The maximum number of iterations to be run.
Attributes
----------
coef_ : ndarray of shape (1, 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 from ``raw_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.
classes_ : ndarray of shape (n_classes,)
The unique classes labels.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : int
Maximum number of iterations run across all classes.
See Also
--------
SVC : Implementation of Support Vector Machine classifier using libsvm:
the kernel can be non-linear but its SMO algorithm does not
scale to large number of samples as LinearSVC does.
Furthermore SVC multi-class mode is implemented using one
vs one scheme while LinearSVC uses one vs the rest. It is
possible to implement one vs the rest with SVC by using the
:class:`~sklearn.multiclass.OneVsRestClassifier` wrapper.
Finally SVC can fit dense data without memory copy if the input
is C-contiguous. Sparse data will still incur memory copy though.
sklearn.linear_model.SGDClassifier : SGDClassifier can optimize the same
cost function as LinearSVC
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.
Notes
-----
The underlying C implementation uses a random number generator to
select features when fitting the model. It is thus not uncommon
to have slightly different results for the same input data. If
that happens, try with a smaller ``tol`` parameter.
The underlying implementation, liblinear, uses a sparse internal
representation for the data that will incur a memory copy.
Predict output may not match that of standalone liblinear in certain
cases. See :ref:`differences from liblinear <liblinear_differences>`
in the narrative documentation.
References
----------
`LIBLINEAR: A Library for Large Linear Classification
<https://www.csie.ntu.edu.tw/~cjlin/liblinear/>`__
Examples
--------
>>> from sklearn.svm import LinearSVC
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> from sklearn.datasets import make_classification
>>> X, y = make_classification(n_features=4, random_state=0)
>>> clf = make_pipeline(StandardScaler(),
... LinearSVC(random_state=0, tol=1e-5))
>>> clf.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
('linearsvc', LinearSVC(random_state=0, tol=1e-05))])
>>> print(clf.named_steps['linearsvc'].coef_)
[[0.141... 0.526... 0.679... 0.493...]]
>>> print(clf.named_steps['linearsvc'].intercept_)
[0.1693...]
>>> print(clf.predict([[0, 0, 0, 0]]))
[1]
"""
_parameter_constraints: dict = {
"penalty": [StrOptions({"l1", "l2"})],
"loss": [StrOptions({"hinge", "squared_hinge"})],
"dual": ["boolean", StrOptions({"auto"})],
"tol": [Interval(Real, 0.0, None, closed="neither")],
"C": [Interval(Real, 0.0, None, closed="neither")],
"multi_class": [StrOptions({"ovr", "crammer_singer"})],
"fit_intercept": ["boolean"],
"intercept_scaling": [Interval(Real, 0, None, closed="neither")],
"class_weight": [None, dict, StrOptions({"balanced"})],
"verbose": ["verbose"],
"random_state": ["random_state"],
"max_iter": [Interval(Integral, 0, None, closed="left")],
}
def __init__(
self,
penalty="l2",
loss="squared_hinge",
*,
dual="auto",
tol=1e-4,
C=1.0,
multi_class="ovr",
fit_intercept=True,
intercept_scaling=1,
class_weight=None,
verbose=0,
random_state=None,
max_iter=1000,
):
self.dual = dual
self.tol = tol
self.C = C
self.multi_class = multi_class
self.fit_intercept = fit_intercept
self.intercept_scaling = intercept_scaling
self.class_weight = class_weight
self.verbose = verbose
self.random_state = random_state
self.max_iter = max_iter
self.penalty = penalty
self.loss = loss
@_fit_context(prefer_skip_nested_validation=True)
def fit(self, X, y, sample_weight=None):
"""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 and
`n_features` is the number of features.
y : array-like of shape (n_samples,)
Target vector relative to X.
sample_weight : array-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.
.. versionadded:: 0.18
Returns
-------
self : object
An instance of the estimator.
"""
X, y = validate_data(
self,
X,
y,
accept_sparse="csr",
dtype=np.float64,
order="C",
accept_large_sparse=False,
)
check_classification_targets(y)
self.classes_ = np.unique(y)
_dual = _validate_dual_parameter(
self.dual, self.loss, self.penalty, self.multi_class, X
)
self.coef_, self.intercept_, n_iter_ = _fit_liblinear(
X,
y,
self.C,
self.fit_intercept,
self.intercept_scaling,
self.class_weight,
self.penalty,
_dual,
self.verbose,
self.max_iter,
self.tol,
self.random_state,
self.multi_class,
self.loss,
sample_weight=sample_weight,
)
# Backward compatibility: _fit_liblinear is used both by LinearSVC/R
# and LogisticRegression but LogisticRegression sets a structured
# `n_iter_` attribute with information about the underlying OvR fits
# while LinearSVC/R only reports the maximum value.
self.n_iter_ = n_iter_.max().item()
if self.multi_class == "crammer_singer" and len(self.classes_) == 2:
self.coef_ = (self.coef_[1] - self.coef_[0]).reshape(1, -1)
if self.fit_intercept:
intercept = self.intercept_[1] - self.intercept_[0]
self.intercept_ = np.array([intercept])
return self
def __sklearn_tags__(self):
tags = super().__sklearn_tags__()
tags.input_tags.sparse = True
return tags
class LinearSVR(RegressorMixin, LinearModel):
"""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.
The main differences between :class:`~sklearn.svm.LinearSVR` and
:class:`~sklearn.svm.SVR` lie in the loss function used by default, and in
the handling of intercept regularization between those two implementations.
This class supports both dense and sparse input.
Read more in the :ref:`User Guide <svm_regression>`.
.. versionadded:: 0.16
Parameters
----------
epsilon : float, 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``.
tol : float, default=1e-4
Tolerance for stopping criteria.
C : float, 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_intercept : bool, default=True
Whether or not to fit an intercept. If set to True, the feature vector
is extended to include an intercept term: `[x_1, ..., x_n, 1]`, where
1 corresponds to the intercept. If set to False, no intercept will be
used in calculations (i.e. data is expected to be already centered).
intercept_scaling : float, default=1.0
When `fit_intercept` is True, the instance vector x becomes `[x_1, ...,
x_n, intercept_scaling]`, i.e. a "synthetic" feature with a constant
value equal to `intercept_scaling` is appended to the instance vector.
The intercept becomes intercept_scaling * synthetic feature weight.
Note that liblinear internally penalizes the intercept, treating it
like any other term in the feature vector. To reduce the impact of the
regularization on the intercept, the `intercept_scaling` parameter can
be set to a value greater than 1; the higher the value of
`intercept_scaling`, the lower the impact of regularization on it.
Then, the weights become `[w_x_1, ..., w_x_n,
w_intercept*intercept_scaling]`, where `w_x_1, ..., w_x_n` represent
the feature weights and the intercept weight is scaled by
`intercept_scaling`. This scaling allows the intercept term to have a
different regularization behavior compared to the other features.
dual : "auto" or bool, default="auto"
Select the algorithm to either solve the dual or primal
optimization problem. Prefer dual=False when n_samples > n_features.
`dual="auto"` will choose the value of the parameter automatically,
based on the values of `n_samples`, `n_features` and `loss`. If
`n_samples` < `n_features` and optimizer supports chosen `loss`,
then dual will be set to True, otherwise it will be set to False.
.. versionchanged:: 1.3
The `"auto"` option is added in version 1.3 and will be the default
in version 1.5.
verbose : int, 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_state : int, 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 :term:`Glossary <random_state>`.
max_iter : int, 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 from `raw_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 :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 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 :class:`~sklearn.svm.LinearSVR` 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...]
"""
_parameter_constraints: dict = {
"epsilon": [Real],
"tol": [Interval(Real, 0.0, None, closed="neither")],
"C": [Interval(Real, 0.0, None, closed="neither")],
"loss": [StrOptions({"epsilon_insensitive", "squared_epsilon_insensitive"})],
"fit_intercept": ["boolean"],
"intercept_scaling": [Interval(Real, 0, None, closed="neither")],
"dual": ["boolean", StrOptions({"auto"})],
"verbose": ["verbose"],
"random_state": ["random_state"],
"max_iter": [Interval(Integral, 0, None, closed="left")],
}
def __init__(
self,
*,
epsilon=0.0,
tol=1e-4,
C=1.0,
loss="epsilon_insensitive",
fit_intercept=True,
intercept_scaling=1.0,
dual="auto",
verbose=0,
random_state=None,
max_iter=1000,
):
self.tol = tol
self.C = C
self.epsilon = epsilon
self.fit_intercept = fit_intercept
self.intercept_scaling = intercept_scaling
self.verbose = verbose
self.random_state = random_state
self.max_iter = max_iter
self.dual = dual
self.loss = loss
@_fit_context(prefer_skip_nested_validation=True)
def fit(self, X, y, sample_weight=None):
"""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 and
`n_features` is the number of features.
y : array-like of shape (n_samples,)
Target vector relative to X.
sample_weight : array-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.
.. versionadded:: 0.18
Returns
-------
self : object
An instance of the estimator.
"""
X, y = validate_data(
self,
X,
y,
accept_sparse="csr",
dtype=np.float64,
order="C",
accept_large_sparse=False,
)
penalty = "l2" # SVR only accepts l2 penalty
_dual = _validate_dual_parameter(self.dual, self.loss, penalty, "ovr", X)
self.coef_, self.intercept_, n_iter_ = _fit_liblinear(
X,
y,
self.C,
self.fit_intercept,
self.intercept_scaling,
None,
penalty,
_dual,
self.verbose,
self.max_iter,
self.tol,
self.random_state,
loss=self.loss,
epsilon=self.epsilon,
sample_weight=sample_weight,
)
self.coef_ = self.coef_.ravel()
# Backward compatibility: _fit_liblinear is used both by LinearSVC/R
# and LogisticRegression but LogisticRegression sets a structured
# `n_iter_` attribute with information about the underlying OvR fits
# while LinearSVC/R only reports the maximum value.
self.n_iter_ = n_iter_.max().item()
return self
def __sklearn_tags__(self):
tags = super().__sklearn_tags__()
tags.input_tags.sparse = True
return tags
class SVC(BaseSVC):
"""C-Support Vector Classification.
The implementation is based on libsvm. The fit time scales at least
quadratically with the number of samples and may be impractical
beyond tens of thousands of samples. For large datasets
consider using :class:`~sklearn.svm.LinearSVC` or
:class:`~sklearn.linear_model.SGDClassifier` instead, possibly after a
:class:`~sklearn.kernel_approximation.Nystroem` transformer or
other :ref:`kernel_approximation`.
The multiclass support is handled according to a one-vs-one scheme.
For details on the precise mathematical formulation of the provided
kernel functions and how `gamma`, `coef0` and `degree` affect each
other, see the corresponding section in the narrative documentation:
:ref:`svm_kernels`.
To learn how to tune SVC's hyperparameters, see the following example:
:ref:`sphx_glr_auto_examples_model_selection_plot_nested_cross_validation_iris.py`
Read more in the :ref:`User Guide <svm_classification>`.
Parameters
----------
C : float, default=1.0
Regularization parameter. The strength of the regularization is
inversely proportional to C. Must be strictly positive. The penalty
is a squared l2 penalty. For an intuitive visualization of the effects
of scaling the regularization parameter C, see
:ref:`sphx_glr_auto_examples_svm_plot_svm_scale_c.py`.
kernel : {'linear', 'poly', 'rbf', 'sigmoid', 'precomputed'} or callable, \
default='rbf'
Specifies the kernel type to be used in the algorithm. If
none is given, 'rbf' will be used. If a callable is given it is used to
pre-compute the kernel matrix from data matrices; that matrix should be
an array of shape ``(n_samples, n_samples)``. For an intuitive
visualization of different kernel types see
:ref:`sphx_glr_auto_examples_svm_plot_svm_kernels.py`.
degree : int, default=3
Degree of the polynomial kernel function ('poly').
Must be non-negative. Ignored by all other kernels.
gamma : {'scale', 'auto'} or float, default='scale'
Kernel coefficient for 'rbf', 'poly' and 'sigmoid'.
- if ``gamma='scale'`` (default) is passed then it uses
1 / (n_features * X.var()) as value of gamma,
- if 'auto', uses 1 / n_features
- if float, must be non-negative.
.. versionchanged:: 0.22
The default value of ``gamma`` changed from 'auto' to 'scale'.
coef0 : float, default=0.0
Independent term in kernel function.
It is only significant in 'poly' and 'sigmoid'.
shrinking : bool, default=True
Whether to use the shrinking heuristic.
See the :ref:`User Guide <shrinking_svm>`.
probability : bool, default=False
Whether to enable probability estimates. This must be enabled prior
to calling `fit`, will slow down that method as it internally uses
5-fold cross-validation, and `predict_proba` may be inconsistent with
`predict`. Read more in the :ref:`User Guide <scores_probabilities>`.
tol : float, default=1e-3
Tolerance for stopping criterion.
cache_size : float, default=200
Specify the size of the kernel cache (in MB).
class_weight : dict or 'balanced', default=None
Set the parameter C of class i to class_weight[i]*C for
SVC. If not given, all classes are supposed to have
weight one.
The "balanced" mode uses the values of y to automatically adjust
weights inversely proportional to class frequencies in the input data
as ``n_samples / (n_classes * np.bincount(y))``.
verbose : bool, default=False
Enable verbose output. Note that this setting takes advantage of a
per-process runtime setting in libsvm that, if enabled, may not work
properly in a multithreaded context.
max_iter : int, default=-1
Hard limit on iterations within solver, or -1 for no limit.
decision_function_shape : {'ovo', 'ovr'}, default='ovr'
Whether to return a one-vs-rest ('ovr') decision function of shape
(n_samples, n_classes) as all other classifiers, or the original
one-vs-one ('ovo') decision function of libsvm which has shape
(n_samples, n_classes * (n_classes - 1) / 2). However, note that
internally, one-vs-one ('ovo') is always used as a multi-class strategy
to train models; an ovr matrix is only constructed from the ovo matrix.
The parameter is ignored for binary classification.
.. versionchanged:: 0.19
decision_function_shape is 'ovr' by default.
.. versionadded:: 0.17
*decision_function_shape='ovr'* is recommended.
.. versionchanged:: 0.17
Deprecated *decision_function_shape='ovo' and None*.
break_ties : bool, default=False
If true, ``decision_function_shape='ovr'``, and number of classes > 2,
:term:`predict` will break ties according to the confidence values of
:term:`decision_function`; otherwise the first class among the tied
classes is returned. Please note that breaking ties comes at a
relatively high computational cost compared to a simple predict. See
:ref:`sphx_glr_auto_examples_svm_plot_svm_tie_breaking.py` for an
example of its usage with ``decision_function_shape='ovr'``.
.. versionadded:: 0.22
random_state : int, RandomState instance or None, default=None
Controls the pseudo random number generation for shuffling the data for
probability estimates. Ignored when `probability` is False.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
Attributes
----------
class_weight_ : ndarray of shape (n_classes,)
Multipliers of parameter C for each class.
Computed based on the ``class_weight`` parameter.
classes_ : ndarray of shape (n_classes,)
The classes labels.
coef_ : ndarray of shape (n_classes * (n_classes - 1) / 2, n_features)
Weights assigned to the features (coefficients in the primal
problem). This is only available in the case of a linear kernel.
`coef_` is a readonly property derived from `dual_coef_` and
`support_vectors_`.
dual_coef_ : ndarray of shape (n_classes -1, n_SV)
Dual coefficients of the support vector in the decision
function (see :ref:`sgd_mathematical_formulation`), multiplied by
their targets.
For multiclass, coefficient for all 1-vs-1 classifiers.
The layout of the coefficients in the multiclass case is somewhat
non-trivial. See the :ref:`multi-class section of the User Guide
<svm_multi_class>` for details.
fit_status_ : int
0 if correctly fitted, 1 otherwise (will raise warning)
intercept_ : ndarray of shape (n_classes * (n_classes - 1) / 2,)
Constants in decision function.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : ndarray of shape (n_classes * (n_classes - 1) // 2,)
Number of iterations run by the optimization routine to fit the model.
The shape of this attribute depends on the number of models optimized
which in turn depends on the number of classes.
.. versionadded:: 1.1
support_ : ndarray of shape (n_SV)
Indices of support vectors.
support_vectors_ : ndarray of shape (n_SV, n_features)
Support vectors. An empty array if kernel is precomputed.
n_support_ : ndarray of shape (n_classes,), dtype=int32
Number of support vectors for each class.
probA_ : ndarray of shape (n_classes * (n_classes - 1) / 2)
probB_ : ndarray of shape (n_classes * (n_classes - 1) / 2)
If `probability=True`, it corresponds to the parameters learned in
Platt scaling to produce probability estimates from decision values.
If `probability=False`, it's an empty array. Platt scaling uses the
logistic function
``1 / (1 + exp(decision_value * probA_ + probB_))``
where ``probA_`` and ``probB_`` are learned from the dataset [2]_. For
more information on the multiclass case and training procedure see
section 8 of [1]_.
shape_fit_ : tuple of int of shape (n_dimensions_of_X,)
Array dimensions of training vector ``X``.
See Also
--------
SVR : Support Vector Machine for Regression implemented using libsvm.
LinearSVC : Scalable Linear Support Vector Machine for classification
implemented using liblinear. Check the See Also section of
LinearSVC for more comparison element.
References
----------
.. [1] `LIBSVM: A Library for Support Vector Machines
<http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf>`_
.. [2] `Platt, John (1999). "Probabilistic Outputs for Support Vector
Machines and Comparisons to Regularized Likelihood Methods"
<https://citeseerx.ist.psu.edu/doc_view/pid/42e5ed832d4310ce4378c44d05570439df28a393>`_
Examples
--------
>>> import numpy as np
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
>>> y = np.array([1, 1, 2, 2])
>>> from sklearn.svm import SVC
>>> clf = make_pipeline(StandardScaler(), SVC(gamma='auto'))
>>> clf.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
('svc', SVC(gamma='auto'))])
>>> print(clf.predict([[-0.8, -1]]))
[1]
For a comaprison of the SVC with other classifiers see:
:ref:`sphx_glr_auto_examples_classification_plot_classification_probability.py`.
"""
_impl = "c_svc"
def __init__(
self,
*,
C=1.0,
kernel="rbf",
degree=3,
gamma="scale",
coef0=0.0,
shrinking=True,
probability=False,
tol=1e-3,
cache_size=200,
class_weight=None,
verbose=False,
max_iter=-1,
decision_function_shape="ovr",
break_ties=False,
random_state=None,
):
super().__init__(
kernel=kernel,
degree=degree,
gamma=gamma,
coef0=coef0,
tol=tol,
C=C,
nu=0.0,
shrinking=shrinking,
probability=probability,
cache_size=cache_size,
class_weight=class_weight,
verbose=verbose,
max_iter=max_iter,
decision_function_shape=decision_function_shape,
break_ties=break_ties,
random_state=random_state,
)
class NuSVC(BaseSVC):
"""Nu-Support Vector Classification.
Similar to SVC but uses a parameter to control the number of support
vectors.
The implementation is based on libsvm.
Read more in the :ref:`User Guide <svm_classification>`.
Parameters
----------
nu : float, default=0.5
An upper bound on the fraction of margin errors (see :ref:`User Guide
<nu_svc>`) and a lower bound of the fraction of support vectors.
Should be in the interval (0, 1].
kernel : {'linear', 'poly', 'rbf', 'sigmoid', 'precomputed'} or callable, \
default='rbf'
Specifies the kernel type to be used in the algorithm.
If none is given, 'rbf' will be used. If a callable is given it is
used to precompute the kernel matrix. For an intuitive
visualization of different kernel types see
:ref:`sphx_glr_auto_examples_svm_plot_svm_kernels.py`.
degree : int, default=3
Degree of the polynomial kernel function ('poly').
Must be non-negative. Ignored by all other kernels.
gamma : {'scale', 'auto'} or float, default='scale'
Kernel coefficient for 'rbf', 'poly' and 'sigmoid'.
- if ``gamma='scale'`` (default) is passed then it uses
1 / (n_features * X.var()) as value of gamma,
- if 'auto', uses 1 / n_features
- if float, must be non-negative.
.. versionchanged:: 0.22
The default value of ``gamma`` changed from 'auto' to 'scale'.
coef0 : float, default=0.0
Independent term in kernel function.
It is only significant in 'poly' and 'sigmoid'.
shrinking : bool, default=True
Whether to use the shrinking heuristic.
See the :ref:`User Guide <shrinking_svm>`.
probability : bool, default=False
Whether to enable probability estimates. This must be enabled prior
to calling `fit`, will slow down that method as it internally uses
5-fold cross-validation, and `predict_proba` may be inconsistent with
`predict`. Read more in the :ref:`User Guide <scores_probabilities>`.
tol : float, default=1e-3
Tolerance for stopping criterion.
cache_size : float, default=200
Specify the size of the kernel cache (in MB).
class_weight : {dict, 'balanced'}, default=None
Set the parameter C of class i to class_weight[i]*C for
SVC. If not given, all classes are supposed to have
weight one. The "balanced" mode uses the values of y to automatically
adjust weights inversely proportional to class frequencies as
``n_samples / (n_classes * np.bincount(y))``.
verbose : bool, default=False
Enable verbose output. Note that this setting takes advantage of a
per-process runtime setting in libsvm that, if enabled, may not work
properly in a multithreaded context.
max_iter : int, default=-1
Hard limit on iterations within solver, or -1 for no limit.
decision_function_shape : {'ovo', 'ovr'}, default='ovr'
Whether to return a one-vs-rest ('ovr') decision function of shape
(n_samples, n_classes) as all other classifiers, or the original
one-vs-one ('ovo') decision function of libsvm which has shape
(n_samples, n_classes * (n_classes - 1) / 2). However, one-vs-one
('ovo') is always used as multi-class strategy. The parameter is
ignored for binary classification.
.. versionchanged:: 0.19
decision_function_shape is 'ovr' by default.
.. versionadded:: 0.17
*decision_function_shape='ovr'* is recommended.
.. versionchanged:: 0.17
Deprecated *decision_function_shape='ovo' and None*.
break_ties : bool, default=False
If true, ``decision_function_shape='ovr'``, and number of classes > 2,
:term:`predict` will break ties according to the confidence values of
:term:`decision_function`; otherwise the first class among the tied
classes is returned. Please note that breaking ties comes at a
relatively high computational cost compared to a simple predict.
See :ref:`sphx_glr_auto_examples_svm_plot_svm_tie_breaking.py` for an
example of its usage with ``decision_function_shape='ovr'``.
.. versionadded:: 0.22
random_state : int, RandomState instance or None, default=None
Controls the pseudo random number generation for shuffling the data for
probability estimates. Ignored when `probability` is False.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
Attributes
----------
class_weight_ : ndarray of shape (n_classes,)
Multipliers of parameter C of each class.
Computed based on the ``class_weight`` parameter.
classes_ : ndarray of shape (n_classes,)
The unique classes labels.
coef_ : ndarray of shape (n_classes * (n_classes -1) / 2, n_features)
Weights assigned to the features (coefficients in the primal
problem). This is only available in the case of a linear kernel.
`coef_` is readonly property derived from `dual_coef_` and
`support_vectors_`.
dual_coef_ : ndarray of shape (n_classes - 1, n_SV)
Dual coefficients of the support vector in the decision
function (see :ref:`sgd_mathematical_formulation`), multiplied by
their targets.
For multiclass, coefficient for all 1-vs-1 classifiers.
The layout of the coefficients in the multiclass case is somewhat
non-trivial. See the :ref:`multi-class section of the User Guide
<svm_multi_class>` for details.
fit_status_ : int
0 if correctly fitted, 1 if the algorithm did not converge.
intercept_ : ndarray of shape (n_classes * (n_classes - 1) / 2,)
Constants in decision function.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : ndarray of shape (n_classes * (n_classes - 1) // 2,)
Number of iterations run by the optimization routine to fit the model.
The shape of this attribute depends on the number of models optimized
which in turn depends on the number of classes.
.. versionadded:: 1.1
support_ : ndarray of shape (n_SV,)
Indices of support vectors.
support_vectors_ : ndarray of shape (n_SV, n_features)
Support vectors.
n_support_ : ndarray of shape (n_classes,), dtype=int32
Number of support vectors for each class.
fit_status_ : int
0 if correctly fitted, 1 if the algorithm did not converge.
probA_ : ndarray of shape (n_classes * (n_classes - 1) / 2,)
probB_ : ndarray of shape (n_classes * (n_classes - 1) / 2,)
If `probability=True`, it corresponds to the parameters learned in
Platt scaling to produce probability estimates from decision values.
If `probability=False`, it's an empty array. Platt scaling uses the
logistic function
``1 / (1 + exp(decision_value * probA_ + probB_))``
where ``probA_`` and ``probB_`` are learned from the dataset [2]_. For
more information on the multiclass case and training procedure see
section 8 of [1]_.
shape_fit_ : tuple of int of shape (n_dimensions_of_X,)
Array dimensions of training vector ``X``.
See Also
--------
SVC : Support Vector Machine for classification using libsvm.
LinearSVC : Scalable linear Support Vector Machine for classification using
liblinear.
References
----------
.. [1] `LIBSVM: A Library for Support Vector Machines
<http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf>`_
.. [2] `Platt, John (1999). "Probabilistic Outputs for Support Vector
Machines and Comparisons to Regularized Likelihood Methods"
<https://citeseerx.ist.psu.edu/doc_view/pid/42e5ed832d4310ce4378c44d05570439df28a393>`_
Examples
--------
>>> import numpy as np
>>> X = np.array([[-1, -1], [-2, -1], [1, 1], [2, 1]])
>>> y = np.array([1, 1, 2, 2])
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> from sklearn.svm import NuSVC
>>> clf = make_pipeline(StandardScaler(), NuSVC())
>>> clf.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()), ('nusvc', NuSVC())])
>>> print(clf.predict([[-0.8, -1]]))
[1]
"""
_impl = "nu_svc"
_parameter_constraints: dict = {
**BaseSVC._parameter_constraints,
"nu": [Interval(Real, 0.0, 1.0, closed="right")],
}
_parameter_constraints.pop("C")
def __init__(
self,
*,
nu=0.5,
kernel="rbf",
degree=3,
gamma="scale",
coef0=0.0,
shrinking=True,
probability=False,
tol=1e-3,
cache_size=200,
class_weight=None,
verbose=False,
max_iter=-1,
decision_function_shape="ovr",
break_ties=False,
random_state=None,
):
super().__init__(
kernel=kernel,
degree=degree,
gamma=gamma,
coef0=coef0,
tol=tol,
C=0.0,
nu=nu,
shrinking=shrinking,
probability=probability,
cache_size=cache_size,
class_weight=class_weight,
verbose=verbose,
max_iter=max_iter,
decision_function_shape=decision_function_shape,
break_ties=break_ties,
random_state=random_state,
)
class SVR(RegressorMixin, BaseLibSVM):
"""Epsilon-Support Vector Regression.
The free parameters in the model are C and epsilon.
The implementation is based on libsvm. The fit time complexity
is more than quadratic with the number of samples which makes it hard
to scale to datasets with more than a couple of 10000 samples. For large
datasets consider using :class:`~sklearn.svm.LinearSVR` or
:class:`~sklearn.linear_model.SGDRegressor` instead, possibly after a
:class:`~sklearn.kernel_approximation.Nystroem` transformer or
other :ref:`kernel_approximation`.
Read more in the :ref:`User Guide <svm_regression>`.
Parameters
----------
kernel : {'linear', 'poly', 'rbf', 'sigmoid', 'precomputed'} or callable, \
default='rbf'
Specifies the kernel type to be used in the algorithm.
If none is given, 'rbf' will be used. If a callable is given it is
used to precompute the kernel matrix.
For an intuitive visualization of different kernel types
see :ref:`sphx_glr_auto_examples_svm_plot_svm_regression.py`
degree : int, default=3
Degree of the polynomial kernel function ('poly').
Must be non-negative. Ignored by all other kernels.
gamma : {'scale', 'auto'} or float, default='scale'
Kernel coefficient for 'rbf', 'poly' and 'sigmoid'.
- if ``gamma='scale'`` (default) is passed then it uses
1 / (n_features * X.var()) as value of gamma,
- if 'auto', uses 1 / n_features
- if float, must be non-negative.
.. versionchanged:: 0.22
The default value of ``gamma`` changed from 'auto' to 'scale'.
coef0 : float, default=0.0
Independent term in kernel function.
It is only significant in 'poly' and 'sigmoid'.
tol : float, default=1e-3
Tolerance for stopping criterion.
C : float, default=1.0
Regularization parameter. The strength of the regularization is
inversely proportional to C. Must be strictly positive.
The penalty is a squared l2. For an intuitive visualization of the
effects of scaling the regularization parameter C, see
:ref:`sphx_glr_auto_examples_svm_plot_svm_scale_c.py`.
epsilon : float, default=0.1
Epsilon in the epsilon-SVR model. It specifies the epsilon-tube
within which no penalty is associated in the training loss function
with points predicted within a distance epsilon from the actual
value. Must be non-negative.
shrinking : bool, default=True
Whether to use the shrinking heuristic.
See the :ref:`User Guide <shrinking_svm>`.
cache_size : float, default=200
Specify the size of the kernel cache (in MB).
verbose : bool, default=False
Enable verbose output. Note that this setting takes advantage of a
per-process runtime setting in libsvm that, if enabled, may not work
properly in a multithreaded context.
max_iter : int, default=-1
Hard limit on iterations within solver, or -1 for no limit.
Attributes
----------
coef_ : ndarray of shape (1, n_features)
Weights assigned to the features (coefficients in the primal
problem). This is only available in the case of a linear kernel.
`coef_` is readonly property derived from `dual_coef_` and
`support_vectors_`.
dual_coef_ : ndarray of shape (1, n_SV)
Coefficients of the support vector in the decision function.
fit_status_ : int
0 if correctly fitted, 1 otherwise (will raise warning)
intercept_ : ndarray of shape (1,)
Constants in decision function.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : int
Number of iterations run by the optimization routine to fit the model.
.. versionadded:: 1.1
n_support_ : ndarray of shape (1,), dtype=int32
Number of support vectors.
shape_fit_ : tuple of int of shape (n_dimensions_of_X,)
Array dimensions of training vector ``X``.
support_ : ndarray of shape (n_SV,)
Indices of support vectors.
support_vectors_ : ndarray of shape (n_SV, n_features)
Support vectors.
See Also
--------
NuSVR : Support Vector Machine for regression implemented using libsvm
using a parameter to control the number of support vectors.
LinearSVR : Scalable Linear Support Vector Machine for regression
implemented using liblinear.
References
----------
.. [1] `LIBSVM: A Library for Support Vector Machines
<http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf>`_
.. [2] `Platt, John (1999). "Probabilistic Outputs for Support Vector
Machines and Comparisons to Regularized Likelihood Methods"
<https://citeseerx.ist.psu.edu/doc_view/pid/42e5ed832d4310ce4378c44d05570439df28a393>`_
Examples
--------
>>> from sklearn.svm import SVR
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> rng = np.random.RandomState(0)
>>> y = rng.randn(n_samples)
>>> X = rng.randn(n_samples, n_features)
>>> regr = make_pipeline(StandardScaler(), SVR(C=1.0, epsilon=0.2))
>>> regr.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
('svr', SVR(epsilon=0.2))])
"""
_impl = "epsilon_svr"
_parameter_constraints: dict = {**BaseLibSVM._parameter_constraints}
for unused_param in ["class_weight", "nu", "probability", "random_state"]:
_parameter_constraints.pop(unused_param)
def __init__(
self,
*,
kernel="rbf",
degree=3,
gamma="scale",
coef0=0.0,
tol=1e-3,
C=1.0,
epsilon=0.1,
shrinking=True,
cache_size=200,
verbose=False,
max_iter=-1,
):
super().__init__(
kernel=kernel,
degree=degree,
gamma=gamma,
coef0=coef0,
tol=tol,
C=C,
nu=0.0,
epsilon=epsilon,
verbose=verbose,
shrinking=shrinking,
probability=False,
cache_size=cache_size,
class_weight=None,
max_iter=max_iter,
random_state=None,
)
class NuSVR(RegressorMixin, BaseLibSVM):
"""Nu Support Vector Regression.
Similar to NuSVC, for regression, uses a parameter nu to control
the number of support vectors. However, unlike NuSVC, where nu
replaces C, here nu replaces the parameter epsilon of epsilon-SVR.
The implementation is based on libsvm.
Read more in the :ref:`User Guide <svm_regression>`.
Parameters
----------
nu : float, default=0.5
An upper bound on the fraction of training errors and a lower bound of
the fraction of support vectors. Should be in the interval (0, 1]. By
default 0.5 will be taken.
C : float, default=1.0
Penalty parameter C of the error term. For an intuitive visualization
of the effects of scaling the regularization parameter C, see
:ref:`sphx_glr_auto_examples_svm_plot_svm_scale_c.py`.
kernel : {'linear', 'poly', 'rbf', 'sigmoid', 'precomputed'} or callable, \
default='rbf'
Specifies the kernel type to be used in the algorithm.
If none is given, 'rbf' will be used. If a callable is given it is
used to precompute the kernel matrix.
For an intuitive visualization of different kernel types see
See :ref:`sphx_glr_auto_examples_svm_plot_svm_regression.py`
degree : int, default=3
Degree of the polynomial kernel function ('poly').
Must be non-negative. Ignored by all other kernels.
gamma : {'scale', 'auto'} or float, default='scale'
Kernel coefficient for 'rbf', 'poly' and 'sigmoid'.
- if ``gamma='scale'`` (default) is passed then it uses
1 / (n_features * X.var()) as value of gamma,
- if 'auto', uses 1 / n_features
- if float, must be non-negative.
.. versionchanged:: 0.22
The default value of ``gamma`` changed from 'auto' to 'scale'.
coef0 : float, default=0.0
Independent term in kernel function.
It is only significant in 'poly' and 'sigmoid'.
shrinking : bool, default=True
Whether to use the shrinking heuristic.
See the :ref:`User Guide <shrinking_svm>`.
tol : float, default=1e-3
Tolerance for stopping criterion.
cache_size : float, default=200
Specify the size of the kernel cache (in MB).
verbose : bool, default=False
Enable verbose output. Note that this setting takes advantage of a
per-process runtime setting in libsvm that, if enabled, may not work
properly in a multithreaded context.
max_iter : int, default=-1
Hard limit on iterations within solver, or -1 for no limit.
Attributes
----------
coef_ : ndarray of shape (1, n_features)
Weights assigned to the features (coefficients in the primal
problem). This is only available in the case of a linear kernel.
`coef_` is readonly property derived from `dual_coef_` and
`support_vectors_`.
dual_coef_ : ndarray of shape (1, n_SV)
Coefficients of the support vector in the decision function.
fit_status_ : int
0 if correctly fitted, 1 otherwise (will raise warning)
intercept_ : ndarray of shape (1,)
Constants in decision function.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : int
Number of iterations run by the optimization routine to fit the model.
.. versionadded:: 1.1
n_support_ : ndarray of shape (1,), dtype=int32
Number of support vectors.
shape_fit_ : tuple of int of shape (n_dimensions_of_X,)
Array dimensions of training vector ``X``.
support_ : ndarray of shape (n_SV,)
Indices of support vectors.
support_vectors_ : ndarray of shape (n_SV, n_features)
Support vectors.
See Also
--------
NuSVC : Support Vector Machine for classification implemented with libsvm
with a parameter to control the number of support vectors.
SVR : Epsilon Support Vector Machine for regression implemented with
libsvm.
References
----------
.. [1] `LIBSVM: A Library for Support Vector Machines
<http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf>`_
.. [2] `Platt, John (1999). "Probabilistic Outputs for Support Vector
Machines and Comparisons to Regularized Likelihood Methods"
<https://citeseerx.ist.psu.edu/doc_view/pid/42e5ed832d4310ce4378c44d05570439df28a393>`_
Examples
--------
>>> from sklearn.svm import NuSVR
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> np.random.seed(0)
>>> y = np.random.randn(n_samples)
>>> X = np.random.randn(n_samples, n_features)
>>> regr = make_pipeline(StandardScaler(), NuSVR(C=1.0, nu=0.1))
>>> regr.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
('nusvr', NuSVR(nu=0.1))])
"""
_impl = "nu_svr"
_parameter_constraints: dict = {**BaseLibSVM._parameter_constraints}
for unused_param in ["class_weight", "epsilon", "probability", "random_state"]:
_parameter_constraints.pop(unused_param)
def __init__(
self,
*,
nu=0.5,
C=1.0,
kernel="rbf",
degree=3,
gamma="scale",
coef0=0.0,
shrinking=True,
tol=1e-3,
cache_size=200,
verbose=False,
max_iter=-1,
):
super().__init__(
kernel=kernel,
degree=degree,
gamma=gamma,
coef0=coef0,
tol=tol,
C=C,
nu=nu,
epsilon=0.0,
shrinking=shrinking,
probability=False,
cache_size=cache_size,
class_weight=None,
verbose=verbose,
max_iter=max_iter,
random_state=None,
)
class OneClassSVM(OutlierMixin, BaseLibSVM):
"""Unsupervised Outlier Detection.
Estimate the support of a high-dimensional distribution.
The implementation is based on libsvm.
Read more in the :ref:`User Guide <outlier_detection>`.
Parameters
----------
kernel : {'linear', 'poly', 'rbf', 'sigmoid', 'precomputed'} or callable, \
default='rbf'
Specifies the kernel type to be used in the algorithm.
If none is given, 'rbf' will be used. If a callable is given it is
used to precompute the kernel matrix.
degree : int, default=3
Degree of the polynomial kernel function ('poly').
Must be non-negative. Ignored by all other kernels.
gamma : {'scale', 'auto'} or float, default='scale'
Kernel coefficient for 'rbf', 'poly' and 'sigmoid'.
- if ``gamma='scale'`` (default) is passed then it uses
1 / (n_features * X.var()) as value of gamma,
- if 'auto', uses 1 / n_features
- if float, must be non-negative.
.. versionchanged:: 0.22
The default value of ``gamma`` changed from 'auto' to 'scale'.
coef0 : float, default=0.0
Independent term in kernel function.
It is only significant in 'poly' and 'sigmoid'.
tol : float, default=1e-3
Tolerance for stopping criterion.
nu : float, default=0.5
An upper bound on the fraction of training
errors and a lower bound of the fraction of support
vectors. Should be in the interval (0, 1]. By default 0.5
will be taken.
shrinking : bool, default=True
Whether to use the shrinking heuristic.
See the :ref:`User Guide <shrinking_svm>`.
cache_size : float, default=200
Specify the size of the kernel cache (in MB).
verbose : bool, default=False
Enable verbose output. Note that this setting takes advantage of a
per-process runtime setting in libsvm that, if enabled, may not work
properly in a multithreaded context.
max_iter : int, default=-1
Hard limit on iterations within solver, or -1 for no limit.
Attributes
----------
coef_ : ndarray of shape (1, n_features)
Weights assigned to the features (coefficients in the primal
problem). This is only available in the case of a linear kernel.
`coef_` is readonly property derived from `dual_coef_` and
`support_vectors_`.
dual_coef_ : ndarray of shape (1, n_SV)
Coefficients of the support vectors in the decision function.
fit_status_ : int
0 if correctly fitted, 1 otherwise (will raise warning)
intercept_ : ndarray of shape (1,)
Constant in the decision function.
n_features_in_ : int
Number of features seen during :term:`fit`.
.. versionadded:: 0.24
feature_names_in_ : ndarray of shape (`n_features_in_`,)
Names of features seen during :term:`fit`. Defined only when `X`
has feature names that are all strings.
.. versionadded:: 1.0
n_iter_ : int
Number of iterations run by the optimization routine to fit the model.
.. versionadded:: 1.1
n_support_ : ndarray of shape (n_classes,), dtype=int32
Number of support vectors for each class.
offset_ : float
Offset used to define the decision function from the raw scores.
We have the relation: decision_function = score_samples - `offset_`.
The offset is the opposite of `intercept_` and is provided for
consistency with other outlier detection algorithms.
.. versionadded:: 0.20
shape_fit_ : tuple of int of shape (n_dimensions_of_X,)
Array dimensions of training vector ``X``.
support_ : ndarray of shape (n_SV,)
Indices of support vectors.
support_vectors_ : ndarray of shape (n_SV, n_features)
Support vectors.
See Also
--------
sklearn.linear_model.SGDOneClassSVM : Solves linear One-Class SVM using
Stochastic Gradient Descent.
sklearn.neighbors.LocalOutlierFactor : Unsupervised Outlier Detection using
Local Outlier Factor (LOF).
sklearn.ensemble.IsolationForest : Isolation Forest Algorithm.
Examples
--------
>>> from sklearn.svm import OneClassSVM
>>> X = [[0], [0.44], [0.45], [0.46], [1]]
>>> clf = OneClassSVM(gamma='auto').fit(X)
>>> clf.predict(X)
array([-1, 1, 1, 1, -1])
>>> clf.score_samples(X)
array([1.7798..., 2.0547..., 2.0556..., 2.0561..., 1.7332...])
For a more extended example,
see :ref:`sphx_glr_auto_examples_applications_plot_species_distribution_modeling.py`
"""
_impl = "one_class"
_parameter_constraints: dict = {**BaseLibSVM._parameter_constraints}
for unused_param in ["C", "class_weight", "epsilon", "probability", "random_state"]:
_parameter_constraints.pop(unused_param)
def __init__(
self,
*,
kernel="rbf",
degree=3,
gamma="scale",
coef0=0.0,
tol=1e-3,
nu=0.5,
shrinking=True,
cache_size=200,
verbose=False,
max_iter=-1,
):
super().__init__(
kernel,
degree,
gamma,
coef0,
tol,
0.0,
nu,
0.0,
shrinking,
False,
cache_size,
None,
verbose,
max_iter,
random_state=None,
)
def fit(self, X, y=None, sample_weight=None):
"""Detect the soft boundary of the set of samples X.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features)
Set of samples, where `n_samples` is the number of samples and
`n_features` is the number of features.
y : Ignored
Not used, present for API consistency by convention.
sample_weight : array-like of shape (n_samples,), default=None
Per-sample weights. Rescale C per sample. Higher weights
force the classifier to put more emphasis on these points.
Returns
-------
self : object
Fitted estimator.
Notes
-----
If X is not a C-ordered contiguous array it is copied.
"""
super().fit(X, np.ones(_num_samples(X)), sample_weight=sample_weight)
self.offset_ = -self._intercept_
return self
def decision_function(self, X):
"""Signed distance to the separating hyperplane.
Signed distance is positive for an inlier and negative for an outlier.
Parameters
----------
X : array-like of shape (n_samples, n_features)
The data matrix.
Returns
-------
dec : ndarray of shape (n_samples,)
Returns the decision function of the samples.
"""
dec = self._decision_function(X).ravel()
return dec
def score_samples(self, X):
"""Raw scoring function of the samples.
Parameters
----------
X : array-like of shape (n_samples, n_features)
The data matrix.
Returns
-------
score_samples : ndarray of shape (n_samples,)
Returns the (unshifted) scoring function of the samples.
"""
return self.decision_function(X) + self.offset_
def predict(self, X):
"""Perform classification on samples in X.
For a one-class model, +1 or -1 is returned.
Parameters
----------
X : {array-like, sparse matrix} of shape (n_samples, n_features) or \
(n_samples_test, n_samples_train)
For kernel="precomputed", the expected shape of X is
(n_samples_test, n_samples_train).
Returns
-------
y_pred : ndarray of shape (n_samples,)
Class labels for samples in X.
"""
y = super().predict(X)
return np.asarray(y, dtype=np.intp)
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