""" ===================== Lasso and Elastic Net ===================== Lasso and elastic net (L1 and L2 penalisation) implemented using a coordinate descent. The coefficients can be forced to be positive. """ # Author: Alexandre Gramfort # License: BSD 3 clause from itertools import cycle import matplotlib.pyplot as plt from sklearn import datasets from sklearn.linear_model import enet_path, lasso_path X, y = datasets.load_diabetes(return_X_y=True) X /= X.std(axis=0) # Standardize data (easier to set the l1_ratio parameter) # Compute paths eps = 5e-3 # the smaller it is the longer is the path print("Computing regularization path using the lasso...") alphas_lasso, coefs_lasso, _ = lasso_path(X, y, eps=eps) print("Computing regularization path using the positive lasso...") alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path( X, y, eps=eps, positive=True ) print("Computing regularization path using the elastic net...") alphas_enet, coefs_enet, _ = enet_path(X, y, eps=eps, l1_ratio=0.8) print("Computing regularization path using the positive elastic net...") alphas_positive_enet, coefs_positive_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, positive=True ) # Display results plt.figure(1) colors = cycle(["b", "r", "g", "c", "k"]) for coef_l, coef_e, c in zip(coefs_lasso, coefs_enet, colors): l1 = plt.semilogx(alphas_lasso, coef_l, c=c) l2 = plt.semilogx(alphas_enet, coef_e, linestyle="--", c=c) plt.xlabel("alpha") plt.ylabel("coefficients") plt.title("Lasso and Elastic-Net Paths") plt.legend((l1[-1], l2[-1]), ("Lasso", "Elastic-Net"), loc="lower right") plt.axis("tight") plt.figure(2) for coef_l, coef_pl, c in zip(coefs_lasso, coefs_positive_lasso, colors): l1 = plt.semilogy(alphas_lasso, coef_l, c=c) l2 = plt.semilogy(alphas_positive_lasso, coef_pl, linestyle="--", c=c) plt.xlabel("alpha") plt.ylabel("coefficients") plt.title("Lasso and positive Lasso") plt.legend((l1[-1], l2[-1]), ("Lasso", "positive Lasso"), loc="lower right") plt.axis("tight") plt.figure(3) for coef_e, coef_pe, c in zip(coefs_enet, coefs_positive_enet, colors): l1 = plt.semilogx(alphas_enet, coef_e, c=c) l2 = plt.semilogx(alphas_positive_enet, coef_pe, linestyle="--", c=c) plt.xlabel("alpha") plt.ylabel("coefficients") plt.title("Elastic-Net and positive Elastic-Net") plt.legend((l1[-1], l2[-1]), ("Elastic-Net", "positive Elastic-Net"), loc="lower right") plt.axis("tight") plt.show()