sklearn实现逻辑回归

import time
import matplotlib.pyplot as plt
import numpy as np
from sklearn.datasets import fetch_openml
from sklearn.linear_model import LogisticRegression
from sklearn.preprocessing import StandardScaler
from sklearn.utils import check_random_state
from sklearn.model_selection import train_test_split

print(__doc__)

t = time.time()
train_samples = 5000

X,y = fetch_openml("mnist_784", version=1, return_X_y=True)

random_state = check_random_state(0)
permutation = random_state.permutation(X.shape[0])
X = X[permutation]
y = y[permutation]
X = X.reshape(X.shape[0],-1)
X_train, X_test, y_train, y_test = train_test_split(X, y, train_size=train_samples, test_size=10000)

scaler = StandardScaler()
X_train = scaler.fit_transform(X_train)
X_test = scaler.transform(X_test)

clf = LogisticRegression(C=50. / train_samples, multi_class='multinomial', penalty='l1', solver='saga', tol=0.1)
clf.fit(X_train, y_train)
sparsity = np.mean(clf.coef_ == 0) * 100
score = clf.score(X_test, y_test)

print("Sparsity with L1 penalty: %.2f%%" % sparsity)
print("Test score with L1 penalty: %.4f" % score)

coef = clf.coef_.copy()
plt.figure(figsize=(10, 5))
scale = np.abs(coef).max()
for i in range(10):
    l1_plot = plt.subplot(2, 5, i+1)
    l1_plot.imshow(coef[i].reshape(28, 28), interpolation='nearest', cmap=plt.cm.RdBu, vmin=-scale, vmax=scale)
    l1_plot.set_xticks(())
    l1_plot.set_xlabel('Class %i' % i)
plt.suptitle('Classification vector for...')

run_time = time.time() - t
print('Example run in %.3f s' % run_time)
plt.show()

sklearn实现逻辑回归