elasticnet_classifier#

Elastic Net Classifier. Uses Logistic Regression with elasticnet penalty as the base estimator.

Module Contents#

Classes Summary#

ElasticNetClassifier

Elastic Net Classifier. Uses Logistic Regression with elasticnet penalty as the base estimator.

Contents#

class evalml.pipelines.components.estimators.classifiers.elasticnet_classifier.ElasticNetClassifier(penalty='elasticnet', C=1.0, l1_ratio=0.15, multi_class='auto', solver='saga', n_jobs=- 1, random_seed=0, **kwargs)[source]#

Elastic Net Classifier. Uses Logistic Regression with elasticnet penalty as the base estimator.

Parameters

penalty ({"l1", "l2", "elasticnet", "none"}) – The norm used in penalization. Defaults to “elasticnet”.
C (float) – Inverse of regularization strength. Must be a positive float. Defaults to 1.0.
l1_ratio (float) – The mixing parameter, with 0 <= l1_ratio <= 1. Only used if penalty=’elasticnet’. Setting l1_ratio=0 is equivalent to using penalty=’l2’, while setting l1_ratio=1 is equivalent to using penalty=’l1’. For 0 < l1_ratio <1, the penalty is a combination of L1 and L2. Defaults to 0.15.
multi_class ({"auto", "ovr", "multinomial"}) – 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”. Defaults to “auto”.
solver ({"newton-cg", "lbfgs", "liblinear", "sag", "saga"}) –
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’
Defaults to “saga”.
n_jobs (int) – Number of parallel threads used to run xgboost. Note that creating thread contention will significantly slow down the algorithm. Defaults to -1.
random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

hyperparameter_ranges	{ “C”: Real(0.01, 10), “l1_ratio”: Real(0, 1)}
model_family	ModelFamily.LINEAR_MODEL
modifies_features	True
modifies_target	False
name	Elastic Net Classifier
supported_problem_types	[ ProblemTypes.BINARY, ProblemTypes.MULTICLASS, ProblemTypes.TIME_SERIES_BINARY, ProblemTypes.TIME_SERIES_MULTICLASS,]
training_only	False

Methods

`clone`	Constructs a new component with the same parameters and random state.
`default_parameters`	Returns the default parameters for this component.
`describe`	Describe a component and its parameters.
`feature_importance`	Feature importance for fitted ElasticNet classifier.
`fit`	Fits ElasticNet classifier component to data.
`get_prediction_intervals`	Find the prediction intervals using the fitted regressor.
`load`	Loads component at file path.
`needs_fitting`	Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.
`parameters`	Returns the parameters which were used to initialize the component.
`predict`	Make predictions using selected features.
`predict_proba`	Make probability estimates for labels.
`save`	Saves component at file path.
`update_parameters`	Updates the parameter dictionary of the component.

clone(self)#

Constructs a new component with the same parameters and random state.

Returns: A new instance of this component with identical parameters and random state.

default_parameters(cls)#

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns: Default parameters for this component.
Return type: dict

describe(self, print_name=False, return_dict=False)#

Describe a component and its parameters.

Parameters

print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

Returns dictionary if return_dict is True, else None.

Return type

None or dict

property feature_importance(self)#: Feature importance for fitted ElasticNet classifier.

fit(self, X, y)[source]#

Fits ElasticNet classifier component to data.

Parameters

X (pd.DataFrame) – The input training data of shape [n_samples, n_features].
y (pd.Series) – The target training data of length [n_samples].

Returns

self

get_prediction_intervals(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None, coverage: List[float] = None, predictions: pandas.Series = None) → Dict[str, pandas.Series]#

Find the prediction intervals using the fitted regressor.

This function takes the predictions of the fitted estimator and calculates the rolling standard deviation across all predictions using a window size of 5. The lower and upper predictions are determined by taking the percent point (quantile) function of the lower tail probability at each bound multiplied by the rolling standard deviation.

Parameters

X (pd.DataFrame) – Data of shape [n_samples, n_features].
y (pd.Series) – Target data. Ignored.
coverage (list[float]) – A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for.
predictions (pd.Series) – Optional list of predictions to use. If None, will generate predictions using X.

Returns

Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper.

Return type

dict

Raises

MethodPropertyNotFoundError – If the estimator does not support Time Series Regression as a problem type.

static load(file_path)#

Loads component at file path.

Parameters: file_path (str) – Location to load file.
Returns: ComponentBase object

needs_fitting(self)#

Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances.

This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

Returns: True.

property parameters(self)#: Returns the parameters which were used to initialize the component.

predict(self, X: pandas.DataFrame) → pandas.Series#

Make predictions using selected features.

Parameters: X (pd.DataFrame) – Data of shape [n_samples, n_features].
Returns: Predicted values.
Return type: pd.Series
Raises: MethodPropertyNotFoundError – If estimator does not have a predict method or a component_obj that implements predict.

predict_proba(self, X: pandas.DataFrame) → pandas.Series#

Make probability estimates for labels.

Parameters: X (pd.DataFrame) – Features.
Returns: Probability estimates.
Return type: pd.Series
Raises: MethodPropertyNotFoundError – If estimator does not have a predict_proba method or a component_obj that implements predict_proba.

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)#

Saves component at file path.

Parameters

file_path (str) – Location to save file.
pickle_protocol (int) – The pickle data stream format.

update_parameters(self, update_dict, reset_fit=True)#

Updates the parameter dictionary of the component.

Parameters

update_dict (dict) – A dict of parameters to update.
reset_fit (bool, optional) – If True, will set _is_fitted to False.