""" ==================================================== Multiclass sparse logistic regression on 20newgroups ==================================================== Comparison of multinomial logistic L1 vs one-versus-rest L1 logistic regression to classify documents from the newgroups20 dataset. Multinomial logistic regression yields more accurate results and is faster to train on the larger scale dataset. Here we use the l1 sparsity that trims the weights of not informative features to zero. This is good if the goal is to extract the strongly discriminative vocabulary of each class. If the goal is to get the best predictive accuracy, it is better to use the non sparsity-inducing l2 penalty instead. A more traditional (and possibly better) way to predict on a sparse subset of input features would be to use univariate feature selection followed by a traditional (l2-penalised) logistic regression model. """ # Author: Arthur Mensch import timeit import warnings import matplotlib.pyplot as plt import numpy as np from sklearn.datasets import fetch_20newsgroups_vectorized from sklearn.exceptions import ConvergenceWarning from sklearn.linear_model import LogisticRegression from sklearn.model_selection import train_test_split from sklearn.multiclass import OneVsRestClassifier warnings.filterwarnings("ignore", category=ConvergenceWarning, module="sklearn") t0 = timeit.default_timer() # We use SAGA solver solver = "saga" # Turn down for faster run time n_samples = 5000 X, y = fetch_20newsgroups_vectorized(subset="all", return_X_y=True) X = X[:n_samples] y = y[:n_samples] X_train, X_test, y_train, y_test = train_test_split( X, y, random_state=42, stratify=y, test_size=0.1 ) train_samples, n_features = X_train.shape n_classes = np.unique(y).shape[0] print( "Dataset 20newsgroup, train_samples=%i, n_features=%i, n_classes=%i" % (train_samples, n_features, n_classes) ) models = { "ovr": {"name": "One versus Rest", "iters": [1, 2, 3]}, "multinomial": {"name": "Multinomial", "iters": [1, 2, 5]}, } for model in models: # Add initial chance-level values for plotting purpose accuracies = [1 / n_classes] times = [0] densities = [1] model_params = models[model] # Small number of epochs for fast runtime for this_max_iter in model_params["iters"]: print( "[model=%s, solver=%s] Number of epochs: %s" % (model_params["name"], solver, this_max_iter) ) clf = LogisticRegression( solver=solver, penalty="l1", max_iter=this_max_iter, random_state=42, ) if model == "ovr": clf = OneVsRestClassifier(clf) t1 = timeit.default_timer() clf.fit(X_train, y_train) train_time = timeit.default_timer() - t1 y_pred = clf.predict(X_test) accuracy = np.sum(y_pred == y_test) / y_test.shape[0] if model == "ovr": coef = np.concatenate([est.coef_ for est in clf.estimators_]) else: coef = clf.coef_ density = np.mean(coef != 0, axis=1) * 100 accuracies.append(accuracy) densities.append(density) times.append(train_time) models[model]["times"] = times models[model]["densities"] = densities models[model]["accuracies"] = accuracies print("Test accuracy for model %s: %.4f" % (model, accuracies[-1])) print( "%% non-zero coefficients for model %s, per class:\n %s" % (model, densities[-1]) ) print( "Run time (%i epochs) for model %s:%.2f" % (model_params["iters"][-1], model, times[-1]) ) fig = plt.figure() ax = fig.add_subplot(111) for model in models: name = models[model]["name"] times = models[model]["times"] accuracies = models[model]["accuracies"] ax.plot(times, accuracies, marker="o", label="Model: %s" % name) ax.set_xlabel("Train time (s)") ax.set_ylabel("Test accuracy") ax.legend() fig.suptitle("Multinomial vs One-vs-Rest Logistic L1\nDataset %s" % "20newsgroups") fig.tight_layout() fig.subplots_adjust(top=0.85) run_time = timeit.default_timer() - t0 print("Example run in %.3f s" % run_time) plt.show()