skglm.datafits.Logistic

class skglm.datafits.Logistic[source]

Logistic datafit with labels in {-1, 1}.

The datafit reads:

`1 / n_"samples" \sum_(i=1)^(n_"samples") log(1 + exp(-y_i (Xw)_i))`

Notes

The class is jit compiled at fit time using Numba compiler. This allows for faster computations.

__init__()[source]

Methods

__init__()

full_grad_sparse(X_data, X_indptr, ...)

get_global_lipschitz(X, y)

get_global_lipschitz_sparse(X_data, ...)

get_lipschitz(X, y)

get_lipschitz_sparse(X_data, X_indptr, ...)

get_spec()

Specify the numba types of the class attributes.

gradient(X, y, Xw)

gradient_scalar(X, y, w, Xw, j)

gradient_scalar_sparse(X_data, X_indptr, ...)

gradient_sparse(X_data, X_indptr, X_indices, ...)

initialize(X, y)

Pre-computations before fitting on X and y.

initialize_sparse(X_data, X_indptr, X_indices, y)

Pre-computations before fitting on X and y when X is a sparse matrix.

intercept_update_step(y, Xw)

params_to_dict()

Get the parameters to initialize an instance of the class.

raw_grad(y, Xw)

Compute gradient of datafit w.r.t Xw.

raw_hessian(y, Xw)

Compute Hessian of datafit w.r.t Xw.

value(y, w, Xw)

Value of datafit at vector w.