# celer.LogisticRegression#

class celer.LogisticRegression(C=1.0, penalty='l1', solver='celer-pn', tol=0.0001, fit_intercept=False, max_iter=50, verbose=False, max_epochs=50000, p0=10, warm_start=False)[source]#

Sparse Logistic regression scikit-learn estimator based on Celer solver.

The optimization objective for sparse Logistic regression is:

```\sum_1^n_samples log(1 + e^{-y_i x_i^T w}) + 1. / C * ||w||_1
```

The solvers use a working set strategy. To solve problems restricted to a subset of features, Celer uses coordinate descent while PN-Celer uses a Prox-Newton strategy (detailed in , Sec 5.2).

Parameters:
Cfloat, default=1.0

Inverse of regularization strength; must be a positive float.

penalty‘l1’.

Other penalties are not supported.

solver“celer” | “celer-pn”, default=”celer-pn”

Algorithm to use in the optimization problem.

• celer-pn uses working sets and prox-Newton solver on the working set.

• celer uses working sets and coordinate descent

tolfloat, optional

Stopping criterion for the optimization: the solver runs until the duality gap is smaller than `tol * len(y) * log(2)` or the maximum number of iteration is reached.

fit_interceptbool, optional (default=False)

Whether or not to fit an intercept. Currently True is not supported.

max_iterint, optional

The maximum number of iterations (subproblem definitions)

verbosebool or integer

Amount of verbosity.

max_epochsint

Maximum number of CD epochs on each subproblem.

p0int

First working set size.

warm_startbool, optional (default=False)

When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. Only False is supported so far.

References



M. Massias, S. Vaiter, A. Gramfort, J. Salmon “Dual Extrapolation for Sparse Generalized Linear Models”, JMLR 2020, https://arxiv.org/abs/1907.05830

Examples

```>>> from celer import LogisticRegression
>>> clf = LogisticRegression(C=1.)
>>> clf.fit([[0, 0], [1, 1], [2, 2]], [0, 1, 1])
LogisticRegression(C=1.0, penalty='l1', tol=0.0001, fit_intercept=False,
max_iter=50, verbose=False, max_epochs=50000, p0=10, warm_start=False)
```
```>>> print(clf.coef_)
[[0.4001237  0.01949392]]
```
Attributes:
classes_ndarray of shape (n_classes, )

A list of class labels known to the classifier.

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_ndarray of shape (1,) or (n_classes,)

constant term in decision function. Not handled yet.

n_iter_int

Number of subproblems solved by Celer to reach the specified tolerance.

__init__(C=1.0, penalty='l1', solver='celer-pn', tol=0.0001, fit_intercept=False, max_iter=50, verbose=False, max_epochs=50000, p0=10, warm_start=False)[source]#

Methods

 `__init__`([C, penalty, solver, tol, ...]) `decision_function`(X) Predict confidence scores for samples. `densify`() Convert coefficient matrix to dense array format. `fit`(X, y) Fit the model according to the given training data. `get_metadata_routing`() Get metadata routing of this object. `get_params`([deep]) Get parameters for this estimator. `path`(X, y, Cs, solver[, coef_init]) Compute sparse Logistic Regression path with Celer-PN. `predict`(X) Predict class labels for samples in X. `predict_log_proba`(X) Predict logarithm of probability estimates. `predict_proba`(X) Probability estimates. `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. `sparsify`() Convert coefficient matrix to sparse format.