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.
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.