# Logistic Regression¶

Logistic regression of a categorical dependent variable

Documentation

Logistic regression of a categorical dependent variable

Configuration:

• penalty

Used to specify the norm used in the penalization. The ‘newton-cg’, ‘sag’ and ‘lbfgs’ solvers support only l2 penalties. ‘elasticnet’ is only supported by the ‘saga’ solver. If ‘none’ (not supported by the liblinear solver), no regularization is applied.

New in version 0.19: l1 penalty with SAGA solver (allowing ‘multinomial’ + L1)

• dual

Dual or primal formulation. Dual formulation is only implemented for l2 penalty with liblinear solver. Prefer dual=False when n_samples > n_features.

• C

Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values specify stronger regularization.

• fit_intercept

Specifies if a constant (a.k.a. bias or intercept) should be added to the decision function.

• intercept_scaling

Useful only when the solver ‘liblinear’ is used and self.fit_intercept is set to True. In this case, x becomes [x, self.intercept_scaling], i.e. a “synthetic” feature with constant value equal to intercept_scaling is appended to the instance vector. The intercept becomes `intercept_scaling * synthetic_feature_weight`.

Note! the synthetic feature weight is subject to l1/l2 regularization as all other features. To lessen the effect of regularization on synthetic feature weight (and therefore on the intercept) intercept_scaling has to be increased.

• class_weight

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))`.

Note that these weights will be multiplied with sample_weight (passed through the fit method) if sample_weight is specified.

New in version 0.17: class_weight=’balanced’

• tol

Tolerance for stopping criteria.

• multi_class

If the option chosen is ‘ovr’, then a binary problem is fit for each label. For ‘multinomial’ the loss minimised is the multinomial loss fit across the entire probability distribution, even when the data is binary. ‘multinomial’ is unavailable when solver=’liblinear’. ‘auto’ selects ‘ovr’ if the data is binary, or if solver=’liblinear’, and otherwise selects ‘multinomial’.

New in version 0.18: Stochastic Average Gradient descent solver for ‘multinomial’ case.

Changed in version 0.22: Default changed from ‘ovr’ to ‘auto’ in 0.22.

• max_iter

Maximum number of iterations taken for the solvers to converge.

• solver

Algorithm to use in the optimization problem.

• For small datasets, ‘liblinear’ is a good choice, whereas ‘sag’ and ‘saga’ are faster for large ones.

• For multiclass problems, only ‘newton-cg’, ‘sag’, ‘saga’ and ‘lbfgs’ handle multinomial loss; ‘liblinear’ is limited to one-versus-rest schemes.

• ‘newton-cg’, ‘lbfgs’, ‘sag’ and ‘saga’ handle L2 or no penalty

• ‘liblinear’ and ‘saga’ also handle L1 penalty

• ‘saga’ also supports ‘elasticnet’ penalty

• ‘liblinear’ does not support setting `penalty='none'`

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.

Changed in version 0.22: The default solver changed from ‘liblinear’ to ‘lbfgs’ in 0.22.

• n_jobs

Number of CPU cores used when parallelizing over classes if multi_class=”ovr”. Ignored when the solver is set to “liblinear” regardless of multi_class. If given -1 then all cores are used

• random_state

Used when `solver` == ‘sag’, ‘saga’ or ‘liblinear’ to shuffle the data. See random_state for details.

• warm_start

When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. Useless for liblinear solver. See warm_start.

New in version 0.17: warm_start to support lbfgs, newton-cg, sag, saga solvers.

Attributes:

• n_iter_

Actual number of iterations for all classes. If binary or multinomial, it returns only 1 element. For liblinear solver, only the maximum number of iteration across all classes is given.

Changed in version 0.20: In SciPy <= 1.0.0 the number of lbfgs iterations may exceed `max_iter`. `n_iter_` will now report at most `max_iter`.

• coef_

Coefficient of the features in the decision function.

coef_ is of shape (1, n_features) when the given problem is binary. In particular, when multi_class=’multinomial’, coef_ corresponds to outcome 1 (True) and -coef_ corresponds to outcome 0 (False).

• intercept_

Intercept (a.k.a. bias) added to the decision function.

If fit_intercept is set to False, the intercept is set to zero. intercept_ is of shape (1,) when the given problem is binary. In particular, when multi_class=’multinomial’, intercept_ corresponds to outcome 1 (True) and -intercept_ corresponds to outcome 0 (False).

Input ports:

Output ports:
modelmodel

Model

Definition

Input ports

Output ports

model

model

Model

class `node_regression.``LogisticRegression`[source]