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.. "auto_examples/linear_model/plot_logistic_l1_l2_sparsity.py"
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.. only:: html

    .. note::
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        Click :ref:`here <sphx_glr_download_auto_examples_linear_model_plot_logistic_l1_l2_sparsity.py>`
        to download the full example code

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_examples_linear_model_plot_logistic_l1_l2_sparsity.py:


==============================================
L1 Penalty and Sparsity in Logistic Regression
==============================================

Comparison of the sparsity (percentage of zero coefficients) of solutions when
L1, L2 and Elastic-Net penalty are used for different values of C. We can see
that large values of C give more freedom to the model.  Conversely, smaller
values of C constrain the model more. In the L1 penalty case, this leads to
sparser solutions. As expected, the Elastic-Net penalty sparsity is between
that of L1 and L2.

We classify 8x8 images of digits into two classes: 0-4 against 5-9.
The visualization shows coefficients of the models for varying C.

.. GENERATED FROM PYTHON SOURCE LINES 16-90



.. image-sg:: /auto_examples/linear_model/images/sphx_glr_plot_logistic_l1_l2_sparsity_001.png
   :alt: L1 penalty, Elastic-Net l1_ratio = 0.5, L2 penalty
   :srcset: /auto_examples/linear_model/images/sphx_glr_plot_logistic_l1_l2_sparsity_001.png
   :class: sphx-glr-single-img


.. rst-class:: sphx-glr-script-out

 Out:

 .. code-block:: none


    C=1.00
    Sparsity with L1 penalty:                6.25%
    Sparsity with Elastic-Net penalty:       4.69%
    Sparsity with L2 penalty:                4.69%
    Score with L1 penalty:                   0.90
    Score with Elastic-Net penalty:          0.90
    Score with L2 penalty:                   0.90
    C=0.10
    Sparsity with L1 penalty:                29.69%
    Sparsity with Elastic-Net penalty:       12.50%
    Sparsity with L2 penalty:                4.69%
    Score with L1 penalty:                   0.90
    Score with Elastic-Net penalty:          0.90
    Score with L2 penalty:                   0.90
    C=0.01
    Sparsity with L1 penalty:                84.38%
    Sparsity with Elastic-Net penalty:       68.75%
    Sparsity with L2 penalty:                4.69%
    Score with L1 penalty:                   0.86
    Score with Elastic-Net penalty:          0.88
    Score with L2 penalty:                   0.89






|

.. code-block:: default


    print(__doc__)

    # Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
    #          Mathieu Blondel <mathieu@mblondel.org>
    #          Andreas Mueller <amueller@ais.uni-bonn.de>
    # License: BSD 3 clause

    import numpy as np
    import matplotlib.pyplot as plt

    from sklearn.linear_model import LogisticRegression
    from sklearn import datasets
    from sklearn.preprocessing import StandardScaler

    X, y = datasets.load_digits(return_X_y=True)

    X = StandardScaler().fit_transform(X)

    # classify small against large digits
    y = (y > 4).astype(int)

    l1_ratio = 0.5  # L1 weight in the Elastic-Net regularization

    fig, axes = plt.subplots(3, 3)

    # Set regularization parameter
    for i, (C, axes_row) in enumerate(zip((1, 0.1, 0.01), axes)):
        # turn down tolerance for short training time
        clf_l1_LR = LogisticRegression(C=C, penalty='l1', tol=0.01, solver='saga')
        clf_l2_LR = LogisticRegression(C=C, penalty='l2', tol=0.01, solver='saga')
        clf_en_LR = LogisticRegression(C=C, penalty='elasticnet', solver='saga',
                                       l1_ratio=l1_ratio, tol=0.01)
        clf_l1_LR.fit(X, y)
        clf_l2_LR.fit(X, y)
        clf_en_LR.fit(X, y)

        coef_l1_LR = clf_l1_LR.coef_.ravel()
        coef_l2_LR = clf_l2_LR.coef_.ravel()
        coef_en_LR = clf_en_LR.coef_.ravel()

        # coef_l1_LR contains zeros due to the
        # L1 sparsity inducing norm

        sparsity_l1_LR = np.mean(coef_l1_LR == 0) * 100
        sparsity_l2_LR = np.mean(coef_l2_LR == 0) * 100
        sparsity_en_LR = np.mean(coef_en_LR == 0) * 100

        print("C=%.2f" % C)
        print("{:<40} {:.2f}%".format("Sparsity with L1 penalty:", sparsity_l1_LR))
        print("{:<40} {:.2f}%".format("Sparsity with Elastic-Net penalty:",
                                      sparsity_en_LR))
        print("{:<40} {:.2f}%".format("Sparsity with L2 penalty:", sparsity_l2_LR))
        print("{:<40} {:.2f}".format("Score with L1 penalty:",
                                     clf_l1_LR.score(X, y)))
        print("{:<40} {:.2f}".format("Score with Elastic-Net penalty:",
                                     clf_en_LR.score(X, y)))
        print("{:<40} {:.2f}".format("Score with L2 penalty:",
                                     clf_l2_LR.score(X, y)))

        if i == 0:
            axes_row[0].set_title("L1 penalty")
            axes_row[1].set_title("Elastic-Net\nl1_ratio = %s" % l1_ratio)
            axes_row[2].set_title("L2 penalty")

        for ax, coefs in zip(axes_row, [coef_l1_LR, coef_en_LR, coef_l2_LR]):
            ax.imshow(np.abs(coefs.reshape(8, 8)), interpolation='nearest',
                      cmap='binary', vmax=1, vmin=0)
            ax.set_xticks(())
            ax.set_yticks(())

        axes_row[0].set_ylabel('C = %s' % C)

    plt.show()


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** ( 0 minutes  0.414 seconds)


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