Python sklearn.linear_model.Lasso() Examples

def test_multi_target_regression_partial_fit():
    X, y = datasets.make_regression(n_targets=3)
    X_train, y_train = X[:50], y[:50]
    X_test, y_test = X[50:], y[50:]

    references = np.zeros_like(y_test)
    half_index = 25
    for n in range(3):
        sgr = SGDRegressor(random_state=0, max_iter=5)
        sgr.partial_fit(X_train[:half_index], y_train[:half_index, n])
        sgr.partial_fit(X_train[half_index:], y_train[half_index:, n])
        references[:, n] = sgr.predict(X_test)

    sgr = MultiOutputRegressor(SGDRegressor(random_state=0, max_iter=5))

    sgr.partial_fit(X_train[:half_index], y_train[:half_index])
    sgr.partial_fit(X_train[half_index:], y_train[half_index:])

    y_pred = sgr.predict(X_test)
    assert_almost_equal(references, y_pred)
    assert not hasattr(MultiOutputRegressor(Lasso), 'partial_fit') 

def build_ensemble(**kwargs):
    """Generate ensemble."""

    ens = SuperLearner(**kwargs)
    prep = {'Standard Scaling': [StandardScaler()],
            'Min Max Scaling': [MinMaxScaler()],
            'No Preprocessing': []}

    est = {'Standard Scaling':
               [ElasticNet(), Lasso(), KNeighborsRegressor()],
           'Min Max Scaling':
               [SVR()],
           'No Preprocessing':
               [RandomForestRegressor(random_state=SEED),
                GradientBoostingRegressor()]}

    ens.add(est, prep)

    ens.add(GradientBoostingRegressor(), meta=True)

    return ens 

def test_timegapsplit_with_gridsearch():

    cv = TimeGapSplit(
        date_serie=df["date"],
        train_duration=timedelta(days=5),
        valid_duration=timedelta(days=3),
        gap_duration=timedelta(days=0),
    )

    Lasso(random_state=0, tol=0.1, alpha=0.8).fit(X_train, y_train)

    pipe = Pipeline([("reg", Lasso(random_state=0, tol=0.1))])
    alphas = [0.1, 0.5, 0.8]
    grid = GridSearchCV(pipe, {"reg__alpha": alphas}, cv=cv)
    grid.fit(X_train, y_train)
    best_C = grid.best_estimator_.get_params()["reg__alpha"]

    assert best_C 

def test_with_complementary_pairs_bootstrap():
    n, p, k = 500, 1000, 5

    X, y, important_betas = _generate_dummy_regression_data(n=n, k=k)

    base_estimator = Pipeline([
        ('scaler', StandardScaler()),
        ('model', Lasso())
    ])

    lambdas_grid = np.logspace(-1, 1, num=10)

    selector = StabilitySelection(base_estimator=base_estimator,
                                  lambda_name='model__alpha',
                                  lambda_grid=lambdas_grid,
                                  bootstrap_func='complementary_pairs')
    selector.fit(X, y)

    chosen_betas = selector.get_support(indices=True)

    assert_almost_equal(important_betas, chosen_betas) 

def test_multi_target_regression_partial_fit():
    X, y = datasets.make_regression(n_targets=3)
    X_train, y_train = X[:50], y[:50]
    X_test, y_test = X[50:], y[50:]

    references = np.zeros_like(y_test)
    half_index = 25
    for n in range(3):
        sgr = SGDRegressor(random_state=0, max_iter=5)
        sgr.partial_fit(X_train[:half_index], y_train[:half_index, n])
        sgr.partial_fit(X_train[half_index:], y_train[half_index:, n])
        references[:, n] = sgr.predict(X_test)

    sgr = MultiOutputRegressor(SGDRegressor(random_state=0, max_iter=5))

    sgr.partial_fit(X_train[:half_index], y_train[:half_index])
    sgr.partial_fit(X_train[half_index:], y_train[half_index:])

    y_pred = sgr.predict(X_test)
    assert_almost_equal(references, y_pred)
    assert_false(hasattr(MultiOutputRegressor(Lasso), 'partial_fit')) 

def test_rank_deficient_design():
    # consistency test that checks that LARS Lasso is handling rank
    # deficient input data (with n_features < rank) in the same way
    # as coordinate descent Lasso
    y = [5, 0, 5]
    for X in ([[5, 0],
               [0, 5],
               [10, 10]],

              [[10, 10, 0],
               [1e-32, 0, 0],
               [0, 0, 1]],
              ):
        # To be able to use the coefs to compute the objective function,
        # we need to turn off normalization
        lars = linear_model.LassoLars(.1, normalize=False)
        coef_lars_ = lars.fit(X, y).coef_
        obj_lars = (1. / (2. * 3.)
                    * linalg.norm(y - np.dot(X, coef_lars_)) ** 2
                    + .1 * linalg.norm(coef_lars_, 1))
        coord_descent = linear_model.Lasso(.1, tol=1e-6, normalize=False)
        coef_cd_ = coord_descent.fit(X, y).coef_
        obj_cd = ((1. / (2. * 3.)) * linalg.norm(y - np.dot(X, coef_cd_)) ** 2
                  + .1 * linalg.norm(coef_cd_, 1))
        assert_less(obj_lars, obj_cd * (1. + 1e-8)) 

def test_no_features():
    n, p, k = 100, 200, 0

    X, y, important_betas = _generate_dummy_regression_data(n=n, k=k)

    base_estimator = Pipeline([
        ('scaler', StandardScaler()),
        ('model', Lasso())
    ])

    lambdas_grid = np.logspace(-1, 1, num=10)

    selector = StabilitySelection(base_estimator=base_estimator,
                                  lambda_name='model__alpha',
                                  lambda_grid=lambdas_grid)
    selector.fit(X, y)

    assert_almost_equal(selector.transform(X),
                        np.empty(0).reshape((X.shape[0], 0))) 

def test_stability_plot():
    n, p, k = 500, 200, 5

    X, y, important_betas = _generate_dummy_regression_data(n=n, k=k)

    base_estimator = Pipeline([
        ('scaler', StandardScaler()),
        ('model', Lasso())
    ])

    lambdas_grid = np.logspace(-1, 1, num=10)

    selector = StabilitySelection(base_estimator=base_estimator,
                                  lambda_name='model__alpha',
                                  lambda_grid=lambdas_grid)
    selector.fit(X, y)

    plot_stability_path(selector, threshold_highlight=0.5) 

def test_lasso_lars_vs_lasso_cd_early_stopping(verbose=False):
    # Test that LassoLars and Lasso using coordinate descent give the
    # same results when early stopping is used.
    # (test : before, in the middle, and in the last part of the path)
    alphas_min = [10, 0.9, 1e-4]

    for alpha_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=alpha_min)
        lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01)

    # same test, with normalization
    for alpha_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=alpha_min)
        lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True,
                                      tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01) 

def test_different_shape():
    n, p, k = 100, 200, 5

    X, y, important_betas = _generate_dummy_regression_data(n=n, k=k)

    base_estimator = Pipeline([
        ('scaler', StandardScaler()),
        ('model', Lasso())
    ])

    lambdas_grid = np.logspace(-1, 1, num=10)

    selector = StabilitySelection(base_estimator=base_estimator,
                                  lambda_name='model__alpha',
                                  lambda_grid=lambdas_grid)
    selector.fit(X, y)
    selector.transform(X[:, :-2]) 

def test_transform_target_regressor_error():
    X, y = friedman
    # provide a transformer and functions at the same time
    regr = TransformedTargetRegressor(regressor=LinearRegression(),
                                      transformer=StandardScaler(),
                                      func=np.exp, inverse_func=np.log)
    assert_raises_regex(ValueError, "'transformer' and functions"
                        " 'func'/'inverse_func' cannot both be set.",
                        regr.fit, X, y)
    # fit with sample_weight with a regressor which does not support it
    sample_weight = np.ones((y.shape[0],))
    regr = TransformedTargetRegressor(regressor=Lasso(),
                                      transformer=StandardScaler())
    assert_raises_regex(TypeError, r"fit\(\) got an unexpected keyword "
                        "argument 'sample_weight'", regr.fit, X, y,
                        sample_weight=sample_weight)
    # func is given but inverse_func is not
    regr = TransformedTargetRegressor(func=np.exp)
    assert_raises_regex(ValueError, "When 'func' is provided, 'inverse_func'"
                        " must also be provided", regr.fit, X, y) 

def test_cv_pipeline(self):
        pipeline = SKL_Pipeline([
            ('vect', SKL_HashingVectorizer(n_features=20)),
            ('tfidf', SKL_TfidfTransformer(use_idf=False)),
            ('lasso', SKL_Lasso())
        ])
        parameters = {
            'lasso__alpha': (0.001, 0.005, 0.01)
        }
        grid_search = GridSearchCV(self.sc, pipeline, parameters)
        data = [('hi there', 0.0),
                ('what is up', 1.0),
                ('huh', 1.0),
                ('now is the time', 5.0),
                ('for what', 0.0),
                ('the spark was there', 5.0),
                ('and so', 3.0),
                ('were many socks', 0.0),
                ('really', 1.0),
                ('too cool', 2.0)]
        df = self.sql.createDataFrame(data, ["review", "rating"]).toPandas()
        skl_gs = grid_search.fit(df.review.values, df.rating.values)
        assert len(skl_gs.cv_results_['params']) == len(parameters['lasso__alpha']) 

def test_stability_selection_regression():
    n, p, k = 500, 1000, 5

    X, y, important_betas = _generate_dummy_regression_data(n=n, k=k)

    base_estimator = Pipeline([
        ('scaler', StandardScaler()),
        ('model', Lasso())
    ])

    lambdas_grid = np.logspace(-1, 1, num=10)

    selector = StabilitySelection(base_estimator=base_estimator,
                                  lambda_name='model__alpha',
                                  lambda_grid=lambdas_grid)
    selector.fit(X, y)

    chosen_betas = selector.get_support(indices=True)

    assert_almost_equal(important_betas, chosen_betas) 

def lasso_correlation_matrix(vec1, vec2, random_state=None):
  """Computes correlation matrix of two representations using Lasso Regression.

  Args:
    vec1: 2d array of representations with axis 0 the batch dimension and axis 1
      the representation dimension.
    vec2: 2d array of representations with axis 0 the batch dimension and axis 1
      the representation dimension.
    random_state: int used to seed an RNG used for model training.

  Returns:
    A 2d array with the correlations between all pairwise combinations of
    elements of both representations are computed. Elements of vec1 correspond
    to axis 0 and elements of vec2 correspond to axis 1.
  """
  assert vec1.shape == vec2.shape
  model = linear_model.Lasso(random_state=random_state, alpha=0.1)
  model.fit(vec1, vec2)
  return np.transpose(np.absolute(model.coef_)) 

def __init__(self,
                 feature_name=None,
                 regressor=Lasso(),
                 noise_level=None,
                 drop_level=None,
                 keep_dum_cols_with_nan=True):

        # Call super
        super(CategoricalRegressorTransformation, self).__init__(feature_name)
        self._process_name = "Categorical_Regressor"
        # Keep average type
        self.noise_level = noise_level
        # Place-holder for averages
        self.regressor = regressor
        self.dum_tf = DummyTransformation(feature_name=feature_name,
                                          drop_level=drop_level,
                                          noise_level=None,
                                          keep_dum_cols_with_nan=keep_dum_cols_with_nan)
        self.oof_process = False
        self.fit_columns = None 

def learn_model(self, x, y, clf, lam = None):
        if (lam is None and self.initlam != -1): # hack for first training
            lam = self.initlam
        if clf is None:
            if lam is None:
                clf = linear_model.LassoCV(max_iter=10000)
                clf.fit(x, y)
                lam = clf.alpha_
            clf = linear_model.Lasso(alpha = lam, \
                                 max_iter = 10000, \
                                 warm_start = True)
        clf.fit(x, y)
        return clf, lam


############################################################################################
# Implements GD Poisoning for Ridge Linear Regression
############################################################################################ 

def comp_attack_vld(self,clf,wxc,bxc,wyc,byc,otherargs):
        n = self.vldx.shape[0]
        res = (clf.predict(self.vldx)-self.vldy)

        gradx = np.dot(self.vldx, wxc)   + bxc
        grady = np.dot(self.vldx, wyc.T) + byc

        attackx = np.dot(res,gradx) / n
        attacky = np.dot(res,grady) / n

        return attackx, attacky


############################################################################################
# Implements GD Poisoning for Lasso Linear Regression
############################################################################################ 

def test_grid_search_regression_int(self):
        tuned_parameters = [{'alpha': np.logspace(-4, -0.5, 4)}]
        clf = GridSearchCV(Lasso(max_iter=100),
                           tuned_parameters, cv=5)
        model, X = fit_regression_model(clf, is_int=True)
        model_onnx = convert_sklearn(
            model, "GridSearchCV",
            [("input", Int64TensorType([None, X.shape[1]]))])
        self.assertIsNotNone(model_onnx)
        dump_data_and_model(
            X,
            model,
            model_onnx,
            basename="SklearnGridSerachRegressionInt-OneOffArray-Dec4",
            allow_failure="StrictVersion("
            "onnxruntime.__version__) "
            "<= StrictVersion('0.2.1') or "
            "StrictVersion(onnx.__version__) "
            "== StrictVersion('1.4.1')",
        ) 

def lasso(df, dependent_variable, independent_variables, interaction_terms=[], model_limit=5):
    considered_independent_variables_per_model, patsy_models = \
    construct_models(df, dependent_variable, independent_variables, interaction_terms, table_layout=MCT.ALL_VARIABLES.value)
    y, X = dmatrices(patsy_models[0], df, return_type='dataframe')

    clf = linear_model.Lasso(
        alpha = 1.0,
        normalize=True
    )
    clf.fit(X, y)
    fit_coef = clf.coef_
    column_means = np.apply_along_axis(np.mean, 1, X)

    selected_variables = [ independent_variable for (i, independent_variable) in enumerate(independent_variables) if ( abs(fit_coef[i]) >= column_means[i] ) ]

    return selected_variables 

def test_lasso_lars_vs_lasso_cd_early_stopping():
    # Test that LassoLars and Lasso using coordinate descent give the
    # same results when early stopping is used.
    # (test : before, in the middle, and in the last part of the path)
    alphas_min = [10, 0.9, 1e-4]

    for alpha_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=alpha_min)
        lasso_cd = linear_model.Lasso(fit_intercept=False, tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01)

    # same test, with normalization
    for alpha_min in alphas_min:
        alphas, _, lasso_path = linear_model.lars_path(X, y, method='lasso',
                                                       alpha_min=alpha_min)
        lasso_cd = linear_model.Lasso(fit_intercept=True, normalize=True,
                                      tol=1e-8)
        lasso_cd.alpha = alphas[-1]
        lasso_cd.fit(X, y)
        error = linalg.norm(lasso_path[:, -1] - lasso_cd.coef_)
        assert_less(error, 0.01) 

def test_rank_deficient_design():
    # consistency test that checks that LARS Lasso is handling rank
    # deficient input data (with n_features < rank) in the same way
    # as coordinate descent Lasso
    y = [5, 0, 5]
    for X in (
              [[5, 0],
               [0, 5],
               [10, 10]],
              [[10, 10, 0],
               [1e-32, 0, 0],
               [0, 0, 1]]
             ):
        # To be able to use the coefs to compute the objective function,
        # we need to turn off normalization
        lars = linear_model.LassoLars(.1, normalize=False)
        coef_lars_ = lars.fit(X, y).coef_
        obj_lars = (1. / (2. * 3.)
                    * linalg.norm(y - np.dot(X, coef_lars_)) ** 2
                    + .1 * linalg.norm(coef_lars_, 1))
        coord_descent = linear_model.Lasso(.1, tol=1e-6, normalize=False)
        coef_cd_ = coord_descent.fit(X, y).coef_
        obj_cd = ((1. / (2. * 3.)) * linalg.norm(y - np.dot(X, coef_cd_)) ** 2
                  + .1 * linalg.norm(coef_cd_, 1))
        assert_less(obj_lars, obj_cd * (1. + 1e-8)) 

def gridSearch(sc, data, label, features):
    """
    使用grid search寻找最优的超参数
    """
    # 产生备选的超参数集
    parameters = {"alpha": 10 ** np.linspace(-4, 0, 45)}
    # Lasso模型里有超参数alpha，表示惩罚项的权重
    la = Lasso()
    gs = GridSearchCV(sc, la, parameters)
    gs.fit(data[features], data[label])
    return gs 

def test_objectmapper(self):
        df = pdml.ModelFrame([])
        self.assertIs(df.linear_model.ARDRegression, lm.ARDRegression)
        self.assertIs(df.linear_model.BayesianRidge, lm.BayesianRidge)
        self.assertIs(df.linear_model.ElasticNet, lm.ElasticNet)
        self.assertIs(df.linear_model.ElasticNetCV, lm.ElasticNetCV)

        self.assertIs(df.linear_model.HuberRegressor, lm.HuberRegressor)

        self.assertIs(df.linear_model.Lars, lm.Lars)
        self.assertIs(df.linear_model.LarsCV, lm.LarsCV)
        self.assertIs(df.linear_model.Lasso, lm.Lasso)
        self.assertIs(df.linear_model.LassoCV, lm.LassoCV)
        self.assertIs(df.linear_model.LassoLars, lm.LassoLars)
        self.assertIs(df.linear_model.LassoLarsCV, lm.LassoLarsCV)
        self.assertIs(df.linear_model.LassoLarsIC, lm.LassoLarsIC)

        self.assertIs(df.linear_model.LinearRegression, lm.LinearRegression)
        self.assertIs(df.linear_model.LogisticRegression, lm.LogisticRegression)
        self.assertIs(df.linear_model.LogisticRegressionCV, lm.LogisticRegressionCV)
        self.assertIs(df.linear_model.MultiTaskLasso, lm.MultiTaskLasso)
        self.assertIs(df.linear_model.MultiTaskElasticNet, lm.MultiTaskElasticNet)
        self.assertIs(df.linear_model.MultiTaskLassoCV, lm.MultiTaskLassoCV)
        self.assertIs(df.linear_model.MultiTaskElasticNetCV, lm.MultiTaskElasticNetCV)

        self.assertIs(df.linear_model.OrthogonalMatchingPursuit, lm.OrthogonalMatchingPursuit)
        self.assertIs(df.linear_model.OrthogonalMatchingPursuitCV, lm.OrthogonalMatchingPursuitCV)
        self.assertIs(df.linear_model.PassiveAggressiveClassifier, lm.PassiveAggressiveClassifier)
        self.assertIs(df.linear_model.PassiveAggressiveRegressor, lm.PassiveAggressiveRegressor)

        self.assertIs(df.linear_model.Perceptron, lm.Perceptron)
        self.assertIs(df.linear_model.RandomizedLasso, lm.RandomizedLasso)
        self.assertIs(df.linear_model.RandomizedLogisticRegression, lm.RandomizedLogisticRegression)
        self.assertIs(df.linear_model.RANSACRegressor, lm.RANSACRegressor)
        self.assertIs(df.linear_model.Ridge, lm.Ridge)
        self.assertIs(df.linear_model.RidgeClassifier, lm.RidgeClassifier)
        self.assertIs(df.linear_model.RidgeClassifierCV, lm.RidgeClassifierCV)
        self.assertIs(df.linear_model.RidgeCV, lm.RidgeCV)
        self.assertIs(df.linear_model.SGDClassifier, lm.SGDClassifier)
        self.assertIs(df.linear_model.SGDRegressor, lm.SGDRegressor)
        self.assertIs(df.linear_model.TheilSenRegressor, lm.TheilSenRegressor) 

def test_lasso_lars_vs_lasso_cd_ill_conditioned2():
    # Create an ill-conditioned situation in which the LARS has to go
    # far in the path to converge, and check that LARS and coordinate
    # descent give the same answers
    # Note it used to be the case that Lars had to use the drop for good
    # strategy for this but this is no longer the case with the
    # equality_tolerance checks
    X = [[1e20, 1e20, 0],
         [-1e-32, 0, 0],
         [1, 1, 1]]
    y = [10, 10, 1]
    alpha = .0001

    def objective_function(coef):
        return (1. / (2. * len(X)) * linalg.norm(y - np.dot(X, coef)) ** 2
                + alpha * linalg.norm(coef, 1))

    lars = linear_model.LassoLars(alpha=alpha, normalize=False)
    assert_warns(ConvergenceWarning, lars.fit, X, y)
    lars_coef_ = lars.coef_
    lars_obj = objective_function(lars_coef_)

    coord_descent = linear_model.Lasso(alpha=alpha, tol=1e-4, normalize=False)
    cd_coef_ = coord_descent.fit(X, y).coef_
    cd_obj = objective_function(cd_coef_)

    assert_less(lars_obj, cd_obj * (1. + 1e-8)) 

def test_set_params_nested_pipeline():
    estimator = Pipeline([
        ('a', Pipeline([
            ('b', DummyRegressor())
        ]))
    ])
    estimator.set_params(a__b__alpha=0.001, a__b=Lasso())
    estimator.set_params(a__steps=[('b', LogisticRegression())], a__b__C=5) 

def test_Lasso(self):
        LassoAlgo.register_codecs()
        self.regressor_util(Lasso) 

def __init__(self,
                 feature_name=None,
                 regressor=Lasso(),
                 noise_level=None):

        # Call super
        super(RegressorTransformation, self).__init__(feature_name)
        self._process_name = "Regressor"
        # Keep average type
        self.noise_level = noise_level
        # Place-holder for averages
        self.regressor = regressor 

def train(self, data: TrainingData, iterations: int = 1, num_samples: int = 0):
        logging.info("LassoTrainer.train...")
        self._model = None
        best_score = float("-inf")
        for _ in range(iterations):
            x, y, _ = super()._sample(
                data.train_x, data.train_y, data.train_weight, num_samples, True
            )
            sx, sy, ssw = super()._sample(
                data.validation_x, data.validation_y, data.validation_weight
            )
            for alpha in np.logspace(-4, 2, num=7, base=10):
                model = Lasso(
                    alpha=alpha,
                    fit_intercept=False,
                    copy_X=True,
                    max_iter=10000,
                    warm_start=False,
                    selection="random",
                )
                model.fit(x, y)
                y_pred = model.predict(sx)
                score = self._score(sy, y_pred, weight=ssw)
                # score = model.score(sx, sy, ssw)
                logging.info(f"  alpha: {alpha}, score: {score}")
                if score > best_score:
                    best_score = score
                    self._model = model 

def test_tuple_projection(self):
        mapper = KeplerMapper()
        data = np.random.rand(100, 5)
        y = np.random.rand(100, 1)
        lasso = Lasso()
        lasso.fit(data, y)
        lens = mapper.project(data, projection=(lasso, data), scaler=None)

        # hard to test this, at least it doesn't fail
        assert lens.shape == (100, 1)
        np.testing.assert_array_equal(lens, lasso.predict(data).reshape((100, 1))) 

def LinearModelLasso(X_train, y_train, X_val, y_val):
    regr = Lasso(alpha = 0.5) #0.5
    regr.fit(X_train, y_train)

    print_evaluation_metrics(regr, "Linear Model Lasso", X_val, y_val)
    print_evaluation_metrics2(regr, "Linear Model Lasso", X_train, y_train)
    return