Passive Aggressive Regressor
Read more in the :ref:`User Guide <passive_aggressive>`.
Parameters ----------
C : float Maximum step size (regularization). Defaults to 1.0.
fit_intercept : bool Whether the intercept should be estimated or not. If False, the data is assumed to be already centered. Defaults to True.
max_iter : int, optional (default=1000) The 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:: 0.19
tol : float or None, optional (default=1e-3) The stopping criterion. If it is not None, the iterations will stop when (loss > previous_loss - tol).
.. versionadded:: 0.19
early_stopping : bool, default=False Whether to use early stopping to terminate training when validation. score is not improving. If set to True, it will automatically set aside a fraction of training data as validation and terminate training when validation score is not improving by at least tol for n_iter_no_change consecutive epochs.
.. versionadded:: 0.20
validation_fraction : float, default=0.1 The 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
n_iter_no_change : int, default=5 Number of iterations with no improvement to wait before early stopping.
.. versionadded:: 0.20
shuffle : bool, default=True Whether or not the training data should be shuffled after each epoch.
verbose : integer, optional The verbosity level
loss : string, optional The loss function to be used: epsilon_insensitive: equivalent to PA-I in the reference paper. squared_epsilon_insensitive: equivalent to PA-II in the reference paper.
epsilon : float If the difference between the current prediction and the correct label is below this threshold, the model is not updated.
random_state : int, RandomState instance or None, optional, default=None The seed of the pseudo random number generator to use when shuffling the data. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`.
warm_start : bool, optional When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. See :term:`the Glossary <warm_start>`.
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.
average : bool or int, optional When set to True, computes the averaged SGD weights 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.
.. versionadded:: 0.19 parameter *average* to use weights averaging in SGD
Attributes ---------- coef_ : array, shape = 1, n_features
if n_classes == 2 else n_classes, n_features
Weights assigned to the features.
intercept_ : array, shape = 1
if n_classes == 2 else n_classes
Constants in decision function.
n_iter_ : int The actual number of iterations to reach the stopping criterion.
t_ : int Number of weight updates performed during training. Same as ``(n_iter_ * n_samples)``.
Examples -------- >>> from sklearn.linear_model import PassiveAggressiveRegressor >>> from sklearn.datasets import make_regression
>>> X, y = make_regression(n_features=4, random_state=0) >>> regr = PassiveAggressiveRegressor(max_iter=100, random_state=0, ... tol=1e-3) >>> regr.fit(X, y) PassiveAggressiveRegressor(max_iter=100, random_state=0) >>> print(regr.coef_) 20.48736655 34.18818427 67.59122734 87.94731329
>>> print(regr.intercept_) -0.02306214
>>> print(regr.predict([0, 0, 0, 0]
)) -0.02306214
See also --------
SGDRegressor
References ---------- Online Passive-Aggressive Algorithms <http://jmlr.csail.mit.edu/papers/volume7/crammer06a/crammer06a.pdf> K. Crammer, O. Dekel, J. Keshat, S. Shalev-Shwartz, Y. Singer - JMLR (2006)