sklearn.linear_model
.RidgeClassifier#
- class sklearn.linear_model.RidgeClassifier(alpha=1.0, *, fit_intercept=True, copy_X=True, max_iter=None, tol=0.0001, class_weight=None, solver='auto', positive=False, random_state=None)[source]#
Classifier using Ridge regression.
This classifier first converts the target values into
{-1, 1}
and then treats the problem as a regression task (multi-output regression in the multiclass case).Read more in the User Guide.
- Parameters:
- alphafloat, default=1.0
Regularization strength; must be a positive float. Regularization improves the conditioning of the problem and reduces the variance of the estimates. Larger values specify stronger regularization. Alpha corresponds to
1 / (2C)
in other linear models such asLogisticRegression
orLinearSVC
.- fit_interceptbool, 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).
- copy_Xbool, default=True
If True, X will be copied; else, it may be overwritten.
- max_iterint, default=None
Maximum number of iterations for conjugate gradient solver. The default value is determined by scipy.sparse.linalg.
- tolfloat, default=1e-4
The precision of the solution (
coef_
) is determined bytol
which specifies a different convergence criterion for each solver:‘svd’:
tol
has no impact.‘cholesky’:
tol
has no impact.‘sparse_cg’: norm of residuals smaller than
tol
.‘lsqr’:
tol
is set as atol and btol of scipy.sparse.linalg.lsqr, which control the norm of the residual vector in terms of the norms of matrix and coefficients.‘sag’ and ‘saga’: relative change of coef smaller than
tol
.‘lbfgs’: maximum of the absolute (projected) gradient=max|residuals| smaller than
tol
.
Changed in version 1.2: Default value changed from 1e-3 to 1e-4 for consistency with other linear models.
- class_weightdict or ‘balanced’, default=None
Weights associated with classes in the form
{class_label: weight}
. 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))
.- solver{‘auto’, ‘svd’, ‘cholesky’, ‘lsqr’, ‘sparse_cg’, ‘sag’, ‘saga’, ‘lbfgs’}, default=’auto’
Solver to use in the computational routines:
‘auto’ chooses the solver automatically based on the type of data.
‘svd’ uses a Singular Value Decomposition of X to compute the Ridge coefficients. It is the most stable solver, in particular more stable for singular matrices than ‘cholesky’ at the cost of being slower.
‘cholesky’ uses the standard scipy.linalg.solve function to obtain a closed-form solution.
‘sparse_cg’ uses the conjugate gradient solver as found in scipy.sparse.linalg.cg. As an iterative algorithm, this solver is more appropriate than ‘cholesky’ for large-scale data (possibility to set
tol
andmax_iter
).‘lsqr’ uses the dedicated regularized least-squares routine scipy.sparse.linalg.lsqr. It is the fastest and uses an iterative procedure.
‘sag’ uses a Stochastic Average Gradient descent, and ‘saga’ uses its unbiased and more flexible version named SAGA. Both methods use an iterative procedure, and are often faster than other solvers when both n_samples and n_features are large. Note that ‘sag’ and ‘saga’ fast convergence is only guaranteed on features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing.
New in version 0.17: Stochastic Average Gradient descent solver.
New in version 0.19: SAGA solver.
‘lbfgs’ uses L-BFGS-B algorithm implemented in
scipy.optimize.minimize
. It can be used only whenpositive
is True.
- positivebool, default=False
When set to
True
, forces the coefficients to be positive. Only ‘lbfgs’ solver is supported in this case.- random_stateint, RandomState instance, default=None
Used when
solver
== ‘sag’ or ‘saga’ to shuffle the data. See Glossary for details.
- Attributes:
- coef_ndarray of shape (1, n_features) or (n_classes, n_features)
Coefficient of the features in the decision function.
coef_
is of shape (1, n_features) when the given problem is binary.- intercept_float or ndarray of shape (n_targets,)
Independent term in decision function. Set to 0.0 if
fit_intercept = False
.- n_iter_None or ndarray of shape (n_targets,)
Actual number of iterations for each target. Available only for sag and lsqr solvers. Other solvers will return None.
classes_
ndarray of shape (n_classes,)Classes labels.
- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
See also
Ridge
Ridge regression.
RidgeClassifierCV
Ridge classifier with built-in cross validation.
Notes
For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge.
Examples
>>> from sklearn.datasets import load_breast_cancer >>> from sklearn.linear_model import RidgeClassifier >>> X, y = load_breast_cancer(return_X_y=True) >>> clf = RidgeClassifier().fit(X, y) >>> clf.score(X, y) 0.9595...
Methods
Predict confidence scores for samples.
fit
(X, y[, sample_weight])Fit Ridge classifier model.
Get metadata routing of this object.
get_params
([deep])Get parameters for this estimator.
predict
(X)Predict class labels for samples in
X
.score
(X, y[, sample_weight])Return the mean accuracy on the given test data and labels.
set_fit_request
(*[, sample_weight])Request metadata passed to the
fit
method.set_params
(**params)Set the parameters of this estimator.
set_score_request
(*[, sample_weight])Request metadata passed to the
score
method.- property classes_#
Classes labels.
- decision_function(X)[source]#
Predict confidence scores for samples.
The confidence score for a sample is proportional to the signed distance of that sample to the hyperplane.
- Parameters:
- X{array-like, sparse matrix} of shape (n_samples, n_features)
The data matrix for which we want to get the confidence scores.
- Returns:
- scoresndarray of shape (n_samples,) or (n_samples, n_classes)
Confidence scores per
(n_samples, n_classes)
combination. In the binary case, confidence score forself.classes_[1]
where >0 means this class would be predicted.
- fit(X, y, sample_weight=None)[source]#
Fit Ridge classifier model.
- Parameters:
- X{ndarray, sparse matrix} of shape (n_samples, n_features)
Training data.
- yndarray of shape (n_samples,)
Target values.
- sample_weightfloat or ndarray of shape (n_samples,), default=None
Individual weights for each sample. If given a float, every sample will have the same weight.
New in version 0.17: sample_weight support to RidgeClassifier.
- Returns:
- selfobject
Instance of the estimator.
- get_metadata_routing()[source]#
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
- routingMetadataRequest
A
MetadataRequest
encapsulating routing information.
- get_params(deep=True)[source]#
Get parameters for this estimator.
- Parameters:
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns:
- paramsdict
Parameter names mapped to their values.
- predict(X)[source]#
Predict class labels for samples in
X
.- Parameters:
- X{array-like, spare matrix} of shape (n_samples, n_features)
The data matrix for which we want to predict the targets.
- Returns:
- y_predndarray of shape (n_samples,) or (n_samples, n_outputs)
Vector or matrix containing the predictions. In binary and multiclass problems, this is a vector containing
n_samples
. In a multilabel problem, it returns a matrix of shape(n_samples, n_outputs)
.
- score(X, y, sample_weight=None)[source]#
Return the mean accuracy on the given test data and labels.
In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.
- Parameters:
- Xarray-like of shape (n_samples, n_features)
Test samples.
- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True labels for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns:
- scorefloat
Mean accuracy of
self.predict(X)
w.r.t.y
.
- set_fit_request(*, sample_weight: bool | None | str = '$UNCHANGED$') RidgeClassifier [source]#
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it tofit
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.
- Returns:
- selfobject
The updated object.
- set_params(**params)[source]#
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters:
- **paramsdict
Estimator parameters.
- Returns:
- selfestimator instance
Estimator instance.
- set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') RidgeClassifier [source]#
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.False
: metadata is not requested and the meta-estimator will not pass it toscore
.None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.
The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- Returns:
- selfobject
The updated object.
Examples using sklearn.linear_model.RidgeClassifier
#
Classification of text documents using sparse features