逻辑回归python正则化选择参数_sklearn逻辑回归(Logistic Regression,LR)调参指南

最新推荐文章于 2025-03-24 09:02:40 发布

最新推荐文章于 2025-03-24 09:02:40 发布 · 2.5k 阅读

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本文详细介绍了sklearn中逻辑回归模型的参数选择，包括正则化参数`penalty`（L1和L2），优化算法参数`solver`（liblinear、lbfgs、newton-cg、sag），分类方式`multi_class`（ovr和multinomial），以及类型权重`class_weight`。文中强调了在解决过拟合、特征选择、样本不平衡等问题时如何选择合适的参数，并解释了各类参数的影响和适用场景。

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Logistic Regression (aka logit, MaxEnt) classifier.

In the multiclass case, the training algorithm uses the one-vs-rest (OvR) scheme if the ‘multi_class’ option is set to ‘ovr’, and uses the cross-entropy loss if the ‘multi_class’ option is set to ‘multinomial’. (Currently the ‘multinomial’ option is supported only by the ‘lbfgs’, ‘sag’, ‘saga’ and ‘newton-cg’ solvers.)

This class implements regularized logistic regression using the ‘liblinear’ library, ‘newton-cg’, ‘sag’, ‘saga’ and ‘lbfgs’ solvers. Note that regularization is applied by default. It can handle both dense and sparse input. Use C-ordered arrays or CSR matrices containing 64-bit floats for optimal performance; any other input format will be converted (and copied).

The ‘newton-cg’, ‘sag’, and ‘lbfgs’ solvers support only L2 regularization with primal formulation, or no regularization. The ‘liblinear’ solver supports both L1 and L2 regularization, with a dual formulation only for the L2 penalty. The Elastic-Net regularization is only supported by the ‘saga’ solver.

Read more in the User Guide.

Parameters:

penalty : str, ‘l1’, ‘l2’, ‘elasticnet’ or ‘none’, optional (default=’l2’)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 : bool, optional (default=False)Dual or primal formulation. Dual formulation is only implemented for l2 penalty with liblinear solver. Prefer dual=False when n_samples > n_features.tol : float, optional (default=1e-4)Tolerance for stopping criteria.C : float, optional (default=1.0)Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values specify stronger regularization.fit_intercept : bool, optional (default=True)Specifies if a constant (a.k.a. bias or intercept) should be added to the decision function.intercept_scaling : float, optional (default=1)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 o