examples/linear_model/plot_ridge_path.py - main - githubmirror/scikit-learn

examples/linear_model/plot_ridge_path.py

71 строка2 KB

Dhyey Findoriya

DOC: Improve Ridge regression example — fix typo, clarify title, add legend (#31539)

18 июн 2025, 15:59

18 июн 2025, 15:591d5e692

"""
===========================================================
Plot Ridge coefficients as a function of the regularization
===========================================================

Shows the effect of collinearity in the coefficients of an estimator.

.. currentmodule:: sklearn.linear_model

:class:`Ridge` Regression is the estimator used in this example.
Each color represents a different feature of the
coefficient vector, and this is displayed as a function of the
regularization parameter.

This example also shows the usefulness of applying Ridge regression
to highly ill-conditioned matrices. For such matrices, a slight
change in the target variable can cause huge variances in the
calculated weights. In such cases, it is useful to set a certain
regularization (alpha) to reduce this variation (noise).

When alpha is very large, the regularization effect dominates the
squared loss function and the coefficients tend to zero.
At the end of the path, as alpha tends toward zero
and the solution tends towards the ordinary least squares, coefficients
exhibit big oscillations. In practice it is necessary to tune alpha
in such a way that a balance is maintained between both.

"""

# Authors: The scikit-learn developers
# SPDX-License-Identifier: BSD-3-Clause

import matplotlib.pyplot as plt
import numpy as np

from sklearn import linear_model

# X is the 10x10 Hilbert matrix
X = 1.0 / (np.arange(1, 11) + np.arange(0, 10)[:, np.newaxis])
y = np.ones(10)

# %%
# Compute paths
# -------------

n_alphas = 200
alphas = np.logspace(-10, -2, n_alphas)

coefs = []
for a in alphas:
    ridge = linear_model.Ridge(alpha=a, fit_intercept=False)
    ridge.fit(X, y)
    coefs.append(ridge.coef_)

# %%
# Display results
# ---------------

ax = plt.gca()

ax.plot(alphas, coefs)
ax.set_xscale("log")
ax.set_xlim(ax.get_xlim()[::-1])  # reverse axis
plt.xlabel("alpha")
plt.ylabel("weights")
plt.title("Ridge Coefficients vs Regularization Strength (alpha)")
plt.axis("tight")
plt.legend(
    [f"Feature {i + 1}" for i in range(X.shape[1])], loc="best", fontsize="small"
)
plt.show()