""" ===================== 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. """ print(__doc__) # Author: Alexandre Gramfort # License: BSD 3 clause import numpy as np import matplotlib.pyplot as plt from sklearn.linear_model import lasso_path, enet_path from sklearn import datasets diabetes = datasets.load_diabetes() X = diabetes.data y = diabetes.target 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, fit_intercept=False) print("Computing regularization path using the positive lasso...") alphas_positive_lasso, coefs_positive_lasso, _ = lasso_path( X, y, eps, positive=True, fit_intercept=False) print("Computing regularization path using the elastic net...") alphas_enet, coefs_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, fit_intercept=False) print("Computing regularization path using the positve elastic net...") alphas_positive_enet, coefs_positive_enet, _ = enet_path( X, y, eps=eps, l1_ratio=0.8, positive=True, fit_intercept=False) # Display results plt.figure(1) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_enet), coefs_enet.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and Elastic-Net Paths') plt.legend((l1[-1], l2[-1]), ('Lasso', 'Elastic-Net'), loc='lower left') plt.axis('tight') plt.figure(2) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_lasso), coefs_lasso.T) l2 = plt.plot(-np.log10(alphas_positive_lasso), coefs_positive_lasso.T, linestyle='--') plt.xlabel('-Log(alpha)') plt.ylabel('coefficients') plt.title('Lasso and positive Lasso') plt.legend((l1[-1], l2[-1]), ('Lasso', 'positive Lasso'), loc='lower left') plt.axis('tight') plt.figure(3) ax = plt.gca() ax.set_color_cycle(2 * ['b', 'r', 'g', 'c', 'k']) l1 = plt.plot(-np.log10(alphas_enet), coefs_enet.T) l2 = plt.plot(-np.log10(alphas_positive_enet), coefs_positive_enet.T, linestyle='--') plt.xlabel('-Log(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 left') plt.axis('tight') plt.show()