StandardTrainersCatalog.LbfgsLogisticRegression Method
Definition
Important
Some information relates to prerelease product that may be substantially modified before it’s released. Microsoft makes no warranties, express or implied, with respect to the information provided here.
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());
}
}
}