StandardTrainersCatalog.LbfgsLogisticRegression Method
Definition
Important
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Overloads
| LbfgsLogisticRegression(BinaryClassificationCatalog+BinaryClassificationTrainers, LbfgsLogisticRegressionBinaryTrainer+Options) |
Create LbfgsLogisticRegressionBinaryTrainer with advanced options, which predicts a target using a linear binary classification model trained over boolean label data. |
| LbfgsLogisticRegression(BinaryClassificationCatalog+BinaryClassificationTrainers, String, String, String, Single, Single, Single, Int32, Boolean) |
Create LbfgsLogisticRegressionBinaryTrainer, which predicts a target using a linear binary classification model trained over boolean label data. |
LbfgsLogisticRegression(BinaryClassificationCatalog+BinaryClassificationTrainers, LbfgsLogisticRegressionBinaryTrainer+Options)
Create LbfgsLogisticRegressionBinaryTrainer with advanced options, which predicts a target using a linear binary classification model trained over boolean label data.
public static Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer LbfgsLogisticRegression (this Microsoft.ML.BinaryClassificationCatalog.BinaryClassificationTrainers catalog, Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer.Options options);static member LbfgsLogisticRegression : Microsoft.ML.BinaryClassificationCatalog.BinaryClassificationTrainers * Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer.Options -> Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer<Extension()>
Public Function LbfgsLogisticRegression (catalog As BinaryClassificationCatalog.BinaryClassificationTrainers, options As LbfgsLogisticRegressionBinaryTrainer.Options) As LbfgsLogisticRegressionBinaryTrainerParameters
The binary classification catalog trainer object.
Advanced arguments to the algorithm.
Returns
Examples
using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;
using Microsoft.ML.Trainers;
namespace Samples.Dynamic.Trainers.BinaryClassification
{
public static class LbfgsLogisticRegressionWithOptions
{
public static void Example()
{
// Create a new context for ML.NET operations. It can be used for
// exception tracking and logging, as a catalog of available operations
// and as the source of randomness. Setting the seed to a fixed number
// in this example to make outputs deterministic.
var mlContext = new MLContext(seed: 0);
// Create a list of training data points.
var dataPoints = GenerateRandomDataPoints(1000);
// Convert the list of data points to an IDataView object, which is
// consumable by ML.NET API.
var trainingData = mlContext.Data.LoadFromEnumerable(dataPoints);
// Define trainer options.
var options = new LbfgsLogisticRegressionBinaryTrainer.Options()
{
MaximumNumberOfIterations = 100,
OptimizationTolerance = 1e-8f,
L2Regularization = 0.01f
};
// Define the trainer.
var pipeline = mlContext.BinaryClassification.Trainers
.LbfgsLogisticRegression(options);
// Train the model.
var model = pipeline.Fit(trainingData);
// Create testing data. Use different random seed to make it different
// from training data.
var testData = mlContext.Data
.LoadFromEnumerable(GenerateRandomDataPoints(500, seed: 123));
// Run the model on test data set.
var transformedTestData = model.Transform(testData);
// Convert IDataView object to a list.
var predictions = mlContext.Data
.CreateEnumerable<Prediction>(transformedTestData,
reuseRowObject: false).ToList();
// Print 5 predictions.
foreach (var p in predictions.Take(5))
Console.WriteLine($"Label: {p.Label}, "
+ $"Prediction: {p.PredictedLabel}");
// Expected output:
// Label: True, Prediction: True
// Label: False, Prediction: True
// Label: True, Prediction: True
// Label: True, Prediction: True
// Label: False, Prediction: False
// Evaluate the overall metrics.
var metrics = mlContext.BinaryClassification
.Evaluate(transformedTestData);
PrintMetrics(metrics);
// Expected output:
// Accuracy: 0.87
// AUC: 0.96
// F1 Score: 0.87
// Negative Precision: 0.89
// Negative Recall: 0.87
// Positive Precision: 0.86
// Positive Recall: 0.88
// Log Loss: 0.37
// Log Loss Reduction: 0.63
// Entropy: 1.00
//
// TEST POSITIVE RATIO: 0.4760 (238.0/(238.0+262.0))
// Confusion table
// ||======================
// PREDICTED || positive | negative | Recall
// TRUTH ||======================
// positive || 210 | 28 | 0.8824
// negative || 35 | 227 | 0.8664
// ||======================
// Precision || 0.8571 | 0.8902 |
}
private static IEnumerable<DataPoint> GenerateRandomDataPoints(int count,
int seed = 0)
{
var random = new Random(seed);
float randomFloat() => (float)random.NextDouble();
for (int i = 0; i < count; i++)
{
var label = randomFloat() > 0.5f;
yield return new DataPoint
{
Label = label,
// Create random features that are correlated with the label.
// For data points with false label, the feature values are
// slightly increased by adding a constant.
Features = Enumerable.Repeat(label, 50)
.Select(x => x ? randomFloat() : randomFloat() +
0.1f).ToArray()
};
}
}
// Example with label and 50 feature values. A data set is a collection of
// such examples.
private class DataPoint
{
public bool Label { get; set; }
[VectorType(50)]
public float[] Features { get; set; }
}
// Class used to capture predictions.
private class Prediction
{
// Original label.
public bool Label { get; set; }
// Predicted label from the trainer.
public bool PredictedLabel { get; set; }
}
// Pretty-print BinaryClassificationMetrics objects.
private static void PrintMetrics(BinaryClassificationMetrics metrics)
{
Console.WriteLine($"Accuracy: {metrics.Accuracy:F2}");
Console.WriteLine($"AUC: {metrics.AreaUnderRocCurve:F2}");
Console.WriteLine($"F1 Score: {metrics.F1Score:F2}");
Console.WriteLine($"Negative Precision: " +
$"{metrics.NegativePrecision:F2}");
Console.WriteLine($"Negative Recall: {metrics.NegativeRecall:F2}");
Console.WriteLine($"Positive Precision: " +
$"{metrics.PositivePrecision:F2}");
Console.WriteLine($"Positive Recall: {metrics.PositiveRecall:F2}\n");
Console.WriteLine(metrics.ConfusionMatrix.GetFormattedConfusionTable());
}
}
}
Applies to
LbfgsLogisticRegression(BinaryClassificationCatalog+BinaryClassificationTrainers, String, String, String, Single, Single, Single, Int32, Boolean)
Create LbfgsLogisticRegressionBinaryTrainer, which predicts a target using a linear binary classification model trained over boolean label data.
public static Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer LbfgsLogisticRegression (this Microsoft.ML.BinaryClassificationCatalog.BinaryClassificationTrainers catalog, string labelColumnName = "Label", string featureColumnName = "Features", string exampleWeightColumnName = default, float l1Regularization = 1, float l2Regularization = 1, float optimizationTolerance = 1E-07, int historySize = 20, bool enforceNonNegativity = false);static member LbfgsLogisticRegression : Microsoft.ML.BinaryClassificationCatalog.BinaryClassificationTrainers * string * string * string * single * single * single * int * bool -> Microsoft.ML.Trainers.LbfgsLogisticRegressionBinaryTrainer<Extension()>
Public Function LbfgsLogisticRegression (catalog As BinaryClassificationCatalog.BinaryClassificationTrainers, Optional labelColumnName As String = "Label", Optional featureColumnName As String = "Features", Optional exampleWeightColumnName As String = Nothing, Optional l1Regularization As Single = 1, Optional l2Regularization As Single = 1, Optional optimizationTolerance As Single = 1E-07, Optional historySize As Integer = 20, Optional enforceNonNegativity As Boolean = false) As LbfgsLogisticRegressionBinaryTrainerParameters
The binary classification catalog trainer object.
- featureColumnName
- String
The name of the feature column. The column data must be a known-sized vector of Single.
- exampleWeightColumnName
- String
The name of the example weight column (optional).
- l1Regularization
- Single
The L1 regularization hyperparameter. Higher values will tend to lead to more sparse model.
- l2Regularization
- Single
The L2 weight for regularization.
- optimizationTolerance
- Single
Threshold for optimizer convergence.
- historySize
- Int32
Memory size for LbfgsLogisticRegressionBinaryTrainer. Low=faster, less accurate.
- enforceNonNegativity
- Boolean
Enforce non-negative weights.
Returns
Examples
using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;
namespace Samples.Dynamic.Trainers.BinaryClassification
{
public static class LbfgsLogisticRegression
{
public static void Example()
{
// Create a new context for ML.NET operations. It can be used for
// exception tracking and logging, as a catalog of available operations
// and as the source of randomness. Setting the seed to a fixed number
// in this example to make outputs deterministic.
var mlContext = new MLContext(seed: 0);
// Create a list of training data points.
var dataPoints = GenerateRandomDataPoints(1000);
// Convert the list of data points to an IDataView object, which is
// consumable by ML.NET API.
var trainingData = mlContext.Data.LoadFromEnumerable(dataPoints);
// Define the trainer.
var pipeline = mlContext.BinaryClassification.Trainers
.LbfgsLogisticRegression();
// Train the model.
var model = pipeline.Fit(trainingData);
// Create testing data. Use different random seed to make it different
// from training data.
var testData = mlContext.Data
.LoadFromEnumerable(GenerateRandomDataPoints(500, seed: 123));
// Run the model on test data set.
var transformedTestData = model.Transform(testData);
// Convert IDataView object to a list.
var predictions = mlContext.Data
.CreateEnumerable<Prediction>(transformedTestData,
reuseRowObject: false).ToList();
// Print 5 predictions.
foreach (var p in predictions.Take(5))
Console.WriteLine($"Label: {p.Label}, "
+ $"Prediction: {p.PredictedLabel}");
// Expected output:
// Label: True, Prediction: True
// Label: False, Prediction: True
// Label: True, Prediction: True
// Label: True, Prediction: True
// Label: False, Prediction: False
// Evaluate the overall metrics.
var metrics = mlContext.BinaryClassification
.Evaluate(transformedTestData);
PrintMetrics(metrics);
// Expected output:
// Accuracy: 0.88
// AUC: 0.96
// F1 Score: 0.87
// Negative Precision: 0.90
// Negative Recall: 0.87
// Positive Precision: 0.86
// Positive Recall: 0.89
// Log Loss: 0.38
// Log Loss Reduction: 0.62
// Entropy: 1.00
//
// TEST POSITIVE RATIO: 0.4760 (238.0/(238.0+262.0))
// Confusion table
// ||======================
// PREDICTED || positive | negative | Recall
// TRUTH ||======================
// positive || 212 | 26 | 0.8908
// negative || 35 | 227 | 0.8664
// ||======================
// Precision || 0.8583 | 0.8972 |
}
private static IEnumerable<DataPoint> GenerateRandomDataPoints(int count,
int seed = 0)
{
var random = new Random(seed);
float randomFloat() => (float)random.NextDouble();
for (int i = 0; i < count; i++)
{
var label = randomFloat() > 0.5f;
yield return new DataPoint
{
Label = label,
// Create random features that are correlated with the label.
// For data points with false label, the feature values are
// slightly increased by adding a constant.
Features = Enumerable.Repeat(label, 50)
.Select(x => x ? randomFloat() : randomFloat() +
0.1f).ToArray()
};
}
}
// Example with label and 50 feature values. A data set is a collection of
// such examples.
private class DataPoint
{
public bool Label { get; set; }
[VectorType(50)]
public float[] Features { get; set; }
}
// Class used to capture predictions.
private class Prediction
{
// Original label.
public bool Label { get; set; }
// Predicted label from the trainer.
public bool PredictedLabel { get; set; }
}
// Pretty-print BinaryClassificationMetrics objects.
private static void PrintMetrics(BinaryClassificationMetrics metrics)
{
Console.WriteLine($"Accuracy: {metrics.Accuracy:F2}");
Console.WriteLine($"AUC: {metrics.AreaUnderRocCurve:F2}");
Console.WriteLine($"F1 Score: {metrics.F1Score:F2}");
Console.WriteLine($"Negative Precision: " +
$"{metrics.NegativePrecision:F2}");
Console.WriteLine($"Negative Recall: {metrics.NegativeRecall:F2}");
Console.WriteLine($"Positive Precision: " +
$"{metrics.PositivePrecision:F2}");
Console.WriteLine($"Positive Recall: {metrics.PositiveRecall:F2}\n");
Console.WriteLine(metrics.ConfusionMatrix.GetFormattedConfusionTable());
}
}
}
Applies to
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