On 07/23/2014 03:21 AM, Mathieu Blondel wrote:
from sklearn.multiclass import OneVsRestClassifier

clf = OneVsRestClassifier(ElasticNet())
But that would be trained using rmse loss. Why would you do that if we have logistic loss and hinge loss in SGDClassifier?

should work.

This is tested here:
https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/tests/test_multiclass.py#L168

For setting the parameters by grid-search, you need to use the "estimator__" prefix in your parameter grid.

parameter_grid = {"estimator__alpha": [1, 0.1, 0.01]}

On the implementation side, this relies on the fact that linear models (ElasticNet included) implement "decision_function", which is in this case just an alias for "predict". Some people have opposed regressors implementing "decision_function". I would be OK with removing it but we need a reliable way to tell whether an estimator is a regressor or not so that the multiclass module can decide whether to call predict (for regressors) or decision_function (for classifiers) (we have an is_classifier function in base.py but not an is_regressor one).
# Andreas used to oppose but changed his mind IIRC :-)

I don't remember what the outcome of the discussion was but I don't think I have a very strong opinion ;) I find the current situation a bit confusing. It probably would be good to have a way to introspect whether something is a regressor or classifier.
Though I find it still odd to use a regression loss for classification.




Mathieu


On Wed, Jul 23, 2014 at 12:02 AM, Michael Eickenberg <[email protected] <mailto:[email protected]>> wrote:

    Conflicting messages, no, there is no explicit
    ElasticNetClassifier, but Manoj's proposition creates one:

    Concerning Manoj's point 2), you may also want to trying weighting
    in a different way, by centering the target variable y, i.e. if y
    is in {-1, 1}, then do y <- y - y.mean(). This can help with the
    inevitable class imbalance in the OvR setting.

    Michael


    On Tue, Jul 22, 2014 at 4:56 PM, Vlad Niculae <[email protected]
    <mailto:[email protected]>> wrote:

        Hi,

        The SGDClassifier supports elastic net regularization. You can
        make it
        solve the SVM loss function or the logistic loss function by
        changing
        the `loss=` parameter.

        Hope this helps,
        Vlad

        On Tue, Jul 22, 2014 at 4:17 PM, Sheila the angel
        <[email protected] <mailto:[email protected]>> wrote:
        > Hello All,
        >
        > Is it possible to perform classification using linear models
        such as
        > ElasticNet?
        >
        > I tried the following -
        >
        >
        >
        > from sklearn.linear_model import ElasticNet
        >
        > iris = datasets.load_iris()
        >
        > X= iris.data
        >
        > y= iris.target
        >
        >
        > clf= ElasticNet()
        >
        > clf.fit(X,y).predict(X[0])
        >
        >
        > Which gives output value in decimal points.
        >
        > Any suggestion or link to an example will be very helpful.
        >
        >
        >
        > Thanks
        >
        > --
        >
        > Sheila
        >
        >
        >
        >
        >
        
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