Class RandomizedLogisticRegressionScikitsLearnNode

Randomized Logistic Regression

This node has been automatically generated by wrapping the ``sklearn.linear_model.randomized_l1.RandomizedLogisticRegression`` class
from the ``sklearn`` library.  The wrapped instance can be accessed
through the ``scikits_alg`` attribute.

Randomized Regression works by resampling the train data and computing
a LogisticRegression on each resampling. In short, the features selected
more often are good features. It is also known as stability selection.

Read more in the :ref:`User Guide <randomized_l1>`.

**Parameters**

C : float, optional, default=1
    The regularization parameter C in the LogisticRegression.

scaling : float, optional, default=0.5
    The alpha parameter in the stability selection article used to
    randomly scale the features. Should be between 0 and 1.

sample_fraction : float, optional, default=0.75
    The fraction of samples to be used in each randomized design.
    Should be between 0 and 1. If 1, all samples are used.

n_resampling : int, optional, default=200
    Number of randomized models.

selection_threshold : float, optional, default=0.25
    The score above which features should be selected.

fit_intercept : boolean, optional, default=True
    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
    If True, the regressors X will be normalized before regression.

tol : float, optional, default=1e-3
     tolerance for stopping criteria of LogisticRegression

n_jobs : integer, optional
    Number of CPUs to use during the resampling. If '-1', use
    all the CPUs

random_state : int, RandomState instance or None, optional (default=None)
    If int, random_state is the seed used by the random number generator;
    If RandomState instance, random_state is the random number generator;
    If None, the random number generator is the RandomState instance used
    by `np.random`.

pre_dispatch : int, or string, optional
    Controls the number of jobs that get dispatched during parallel
    execution. Reducing this number can be useful to avoid an
    explosion of memory consumption when more jobs get dispatched
    than CPUs can process. This parameter can be:


        - None, in which case all the jobs are immediately
          created and spawned. Use this for lightweight and
          fast-running jobs, to avoid delays due to on-demand
          spawning of the jobs

        - An int, giving the exact number of total jobs that are
          spawned

        - A string, giving an expression as a function of n_jobs,
          as in '2*n_jobs'

memory : Instance of joblib.Memory or string
    Used for internal caching. By default, no caching is done.
    If a string is given, it is the path to the caching directory.

**Attributes**

``scores_`` : array, shape = [n_features]
    Feature scores between 0 and 1.

``all_scores_`` : array, shape = [n_features, n_reg_parameter]
    Feature scores between 0 and 1 for all values of the regularization         parameter. The reference article suggests ``scores_`` is the max         of ``all_scores_``.

**Examples**

>>> from sklearn.linear_model import RandomizedLogisticRegression
>>> randomized_logistic = RandomizedLogisticRegression()

**Notes**

See examples/linear_model/plot_sparse_recovery.py for an example.

**References**

Stability selection
Nicolai Meinshausen, Peter Buhlmann
Journal of the Royal Statistical Society: Series B
Volume 72, Issue 4, pages 417-473, September 2010
DOI: 10.1111/j.1467-9868.2010.00740.x

See also

RandomizedLasso, Lasso, ElasticNet

Overrides: object.__init__

Overrides: Node.execute

Overrides: Node.is_invertible

(inherited documentation)

Overrides: Node.is_trainable

Fit the model using X, y as training data.

This node has been automatically generated by wrapping the sklearn.linear_model.randomized_l1.RandomizedLogisticRegression class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute.

Parameters

X : array-like, sparse matrix shape = [n_samples, n_features]

Training data.

y : array-like, shape = [n_samples]

Target values.

Returns

self : object

Returns an instance of self.

Overrides: Node.stop_training