理解Sklearn包的LogisticRegression 这个api的parameters的意义

本文分为英文板和中文版，英文板在前中文版在后，望周知。This paper is divided into English and Chinese versions.

English:

 

class sklearn.linear_model.LogisticRegression(penalty=’l2’, dual=False, tol=0.0001, C=1.0, fit_intercept=True, intercept_scaling=1, class_weight=None, random_state=None, solver=’warn’, max_iter=100, multi_class=’warn’, verbose=0, warm_start=False, n_jobs=None)[source]

Logistic Regression (aka logit, MaxEnt) classifier.

In the multiclass case, the training algorithm uses the one-vs-rest (OvR) scheme if the ‘multi_class’ option is set to ‘ovr’, and uses the cross- entropy loss if the ‘multi_class’ option is set to ‘multinomial’. (Currently the ‘multinomial’ option is supported only by the ‘lbfgs’, ‘sag’ and ‘newton-cg’ solvers.)

This class implements regularized logistic regression using the ‘liblinear’ library, ‘newton-cg’, ‘sag’ and ‘lbfgs’ solvers. It can handle both dense and sparse input. Use C-ordered arrays or CSR matrices containing 64-bit floats for optimal performance; any other input format will be converted (and copied).

The ‘newton-cg’, ‘sag’, and ‘lbfgs’ solvers support only L2 regularization with primal formulation. The ‘liblinear’ solver supports both L1 and L2 regularization, with a dual formulation only for the L2 penalty.

Read more in the User Guide.

Parameters:

penalty : str, ‘l1’ or ‘l2’, default: ‘l2’ Used to specify the norm used in the penalization. The ‘newton-cg’, ‘sag’ and ‘lbfgs’ solvers support only l2 penalties. New in version 0.19: l1 penalty with SAGA solver (allowing ‘multinomial’ + L1) dual : bool, default: False Dual or primal formulation. Dual formulation is only implemented for l2 penalty with liblinear solver. Prefer dual=False when n_samples > n_features. tol : float, default: 1e-4 Tolerance for stopping criteria. C : float, default: 1.0 Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values specify stronger regularization. fit_intercept : bool, default: True Specifies if a constant (a.k.a. bias or intercept) should be added to the decision function. intercept_scaling : float, default 1. Useful only when the solver ‘liblinear’ is used and self.fit_intercept is set to True. In this case, x becomes [x, self.intercept_scaling], i.e. a “synthetic” feature with constant value equal to intercept_scaling is appended to the instance vector. The intercept becomes intercept_scaling * synthetic_feature_weight. Note! the synthetic feature weight is subject to l1/l2 regu