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sklearn.linear_model._stochastic_gradient.SGDClassifier

sklearn.linear_model._stochastic_gradient.SGDClassifier

Visibility: public Uploaded 25-09-2022 by Mark Thomas sklearn==1.0.2 numpy>=1.14.6 scipy>=1.1.0 joblib>=0.11 threadpoolctl>=2.0.0 0 runs
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  • openml-python python scikit-learn sklearn sklearn_1.0.2
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Linear classifiers (SVM, logistic regression, etc.) with SGD training. This estimator implements regularized linear models with stochastic gradient descent (SGD) learning: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule (aka learning rate). SGD allows minibatch (online/out-of-core) learning via the `partial_fit` method. For best results using the default learning rate schedule, the data should have zero mean and unit variance. This implementation works with data represented as dense or sparse arrays of floating point values for the features. The model it fits can be controlled with the loss parameter; by default, it fits a linear support vector machine (SVM). The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using either the squared euclidean norm L2 or the absolute norm L1 or a combination of both (Elastic Net). If the parameter update crosses the 0.0 value ...

Parameters

alphaConstant that multiplies the regularization term. The higher the value, the stronger the regularization Also used to compute the learning rate when set to `learning_rate` is set to 'optimal'default: 0.0001
averageWhen set to True, computes the averaged SGD weights across all updates and stores the result in the ``coef_`` attribute. If set to an int greater than 1, averaging will begin once the total number of samples seen reaches `average`. So ``average=10`` will begin averaging after seeing 10 samples.default: false
class_weightPreset for the class_weight fit parameter Weights associated with classes. 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))``default: null
early_stoppingWhether to use early stopping to terminate training when validation score is not improving. If set to True, it will automatically set aside a stratified fraction of training data as validation and terminate training when validation score returned by the `score` method is not improving by at least tol for n_iter_no_change consecutive epochs .. versionadded:: 0.20 Added 'early_stopping' optiondefault: false
epsilonEpsilon in the epsilon-insensitive loss functions; only if `loss` is 'huber', 'epsilon_insensitive', or 'squared_epsilon_insensitive' For 'huber', determines the threshold at which it becomes less important to get the prediction exactly right For epsilon-insensitive, any differences between the current prediction and the correct label are ignored if they are less than this thresholddefault: 0.1
eta0The initial learning rate for the 'constant', 'invscaling' or 'adaptive' schedules. The default value is 0.0 as eta0 is not used by the default schedule 'optimal'default: 0.0
fit_interceptWhether the intercept should be estimated or not. If False, the data is assumed to be already centereddefault: true
l1_ratioThe Elastic Net mixing parameter, with 0 <= l1_ratio <= 1 l1_ratio=0 corresponds to L2 penalty, l1_ratio=1 to L1 Only used if `penalty` is 'elasticnet'default: 0.15
learning_rateThe learning rate schedule: - 'constant': `eta = eta0` - 'optimal': `eta = 1.0 / (alpha * (t + t0))` where t0 is chosen by a heuristic proposed by Leon Bottou - 'invscaling': `eta = eta0 / pow(t, power_t)` - 'adaptive': eta = eta0, as long as the training keeps decreasing Each time n_iter_no_change consecutive epochs fail to decrease the training loss by tol or fail to increase validation score by tol if early_stopping is True, the current learning rate is divided by 5 .. versionadded:: 0.20 Added 'adaptive' optiondefault: "optimal"
lossThe loss function to be used. Defaults to 'hinge', which gives a linear SVM The possible options are 'hinge', 'log', 'modified_huber', 'squared_hinge', 'perceptron', or a regression loss: 'squared_error', 'huber', 'epsilon_insensitive', or 'squared_epsilon_insensitive' The 'log' loss gives logistic regression, a probabilistic classifier 'modified_huber' is another smooth loss that brings tolerance to outliers as well as probability estimates 'squared_hinge' is like hinge but is quadratically penalized 'perceptron' is the linear loss used by the perceptron algorithm The other losses are designed for regression but can be useful in classification as well; see :class:`~sklearn.linear_model.SGDRegressor` for a description More details about the losses formulas can be found in the :ref:`User Guide ` .. deprecated:: 1.0 The loss 'squared_loss' was deprecated in v1.0 and will be removed in version 1.2. Us...default: "hinge"
max_iterThe maximum number of passes over the training data (aka epochs) It only impacts the behavior in the ``fit`` method, and not the :meth:`partial_fit` method .. versionadded:: 0.19default: 1000
n_iter_no_changeNumber of iterations with no improvement to wait before stopping fitting Convergence is checked against the training loss or the validation loss depending on the `early_stopping` parameter .. versionadded:: 0.20 Added 'n_iter_no_change' optiondefault: 5
n_jobsThe number of CPUs to use to do the OVA (One Versus All, for multi-class problems) computation ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context ``-1`` means using all processors. See :term:`Glossary ` for more detailsdefault: null
penaltydefault: "l2"
power_tThe exponent for inverse scaling learning rate [default 0.5]default: 0.5
random_stateUsed for shuffling the data, when ``shuffle`` is set to ``True`` Pass an int for reproducible output across multiple function calls See :term:`Glossary `default: null
shuffleWhether or not the training data should be shuffled after each epochdefault: true
tolThe stopping criterion. If it is not None, training will stop when (loss > best_loss - tol) for ``n_iter_no_change`` consecutive epochs Convergence is checked against the training loss or the validation loss depending on the `early_stopping` parameter .. versionadded:: 0.19default: 0.001
validation_fractionThe proportion of training data to set aside as validation set for early stopping. Must be between 0 and 1 Only used if `early_stopping` is True .. versionadded:: 0.20 Added 'validation_fraction' optiondefault: 0.1
verboseThe verbosity leveldefault: 0
warm_startWhen set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution See :term:`the Glossary ` Repeatedly calling fit or partial_fit when warm_start is True can result in a different solution than when calling fit a single time because of the way the data is shuffled If a dynamic learning rate is used, the learning rate is adapted depending on the number of samples already seen. Calling ``fit`` resets this counter, while ``partial_fit`` will result in increasing the existing counterdefault: false

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