Note
Click here to download the full example code
Contours of where the penalty is equal to 1 for the three penalties L1, L2 and elastic-net.
All of the above are supported by sklearn.linear_model.stochastic_gradient
.
print(__doc__) import numpy as np import matplotlib.pyplot as plt l1_color = "navy" l2_color = "c" elastic_net_color = "darkorange" line = np.linspace(-1.5, 1.5, 1001) xx, yy = np.meshgrid(line, line) l2 = xx ** 2 + yy ** 2 l1 = np.abs(xx) + np.abs(yy) rho = 0.5 elastic_net = rho * l1 + (1 - rho) * l2 plt.figure(figsize=(10, 10), dpi=100) ax = plt.gca() elastic_net_contour = plt.contour(xx, yy, elastic_net, levels=[1], colors=elastic_net_color) l2_contour = plt.contour(xx, yy, l2, levels=[1], colors=l2_color) l1_contour = plt.contour(xx, yy, l1, levels=[1], colors=l1_color) ax.set_aspect("equal") ax.spines['left'].set_position('center') ax.spines['right'].set_color('none') ax.spines['bottom'].set_position('center') ax.spines['top'].set_color('none') plt.clabel(elastic_net_contour, inline=1, fontsize=18, fmt={1.0: 'elastic-net'}, manual=[(-1, -1)]) plt.clabel(l2_contour, inline=1, fontsize=18, fmt={1.0: 'L2'}, manual=[(-1, -1)]) plt.clabel(l1_contour, inline=1, fontsize=18, fmt={1.0: 'L1'}, manual=[(-1, -1)]) plt.tight_layout() plt.show()
Total running time of the script: ( 0 minutes 0.247 seconds)
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http://scikit-learn.org/stable/auto_examples/linear_model/plot_sgd_penalties.html