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snowflake.ml.modeling.linear_model.ElasticNetCV¶

class snowflake.ml.modeling.linear_model.ElasticNetCV(*, l1_ratio=0.5, eps=0.001, n_alphas=100, alphas=None, fit_intercept=True, precompute='auto', max_iter=1000, tol=0.0001, cv=None, copy_X=True, verbose=0, n_jobs=None, positive=False, random_state=None, selection='cyclic', input_cols: Optional[Union[str, Iterable[str]]] = None, output_cols: Optional[Union[str, Iterable[str]]] = None, label_cols: Optional[Union[str, Iterable[str]]] = None, drop_input_cols: Optional[bool] = False, sample_weight_col: Optional[str] = None)¶

Bases: BaseTransformer

Elastic Net model with iterative fitting along a regularization path For more details on this class, see sklearn.linear_model.ElasticNetCV

l1_ratio: float or list of float, default=0.5

Float between 0 and 1 passed to ElasticNet (scaling between l1 and l2 penalties). For l1_ratio = 0 the penalty is an L2 penalty. For l1_ratio = 1 it is an L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2 This parameter can be a list, in which case the different values are tested by cross-validation and the one giving the best prediction score is used. Note that a good choice of list of values for l1_ratio is often to put more values close to 1 (i.e. Lasso) and less close to 0 (i.e. Ridge), as in [.1, .5, .7, .9, .95, .99, 1].

eps: float, default=1e-3

Length of the path. eps=1e-3 means that alpha_min / alpha_max = 1e-3.

n_alphas: int, default=100

Number of alphas along the regularization path, used for each l1_ratio.

alphas: array-like, default=None

List of alphas where to compute the models. If None alphas are set automatically.

fit_intercept: bool, default=True

Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).

precompute: ‘auto’, bool or array-like of shape (n_features, n_features), default=’auto’

Whether to use a precomputed Gram matrix to speed up calculations. If set to 'auto' let us decide. The Gram matrix can also be passed as argument.

max_iter: int, default=1000

The maximum number of iterations.

tol: float, default=1e-4

The tolerance for the optimization: if the updates are smaller than tol, the optimization code checks the dual gap for optimality and continues until it is smaller than tol.

cv: int, cross-validation generator or iterable, default=None

Determines the cross-validation splitting strategy. Possible inputs for cv are:

  • None, to use the default 5-fold cross-validation,

  • int, to specify the number of folds.

  • CV splitter,

  • An iterable yielding (train, test) splits as arrays of indices.

For int/None inputs, KFold is used.

Refer User Guide for the various cross-validation strategies that can be used here.

copy_X: bool, default=True

If True, X will be copied; else, it may be overwritten.

verbose: bool or int, default=0

Amount of verbosity.

n_jobs: int, default=None

Number of CPUs to use during the cross validation. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

positive: bool, default=False

When set to True, forces the coefficients to be positive.

random_state: int, RandomState instance, default=None

The seed of the pseudo random number generator that selects a random feature to update. Used when selection == ‘random’. Pass an int for reproducible output across multiple function calls. See Glossary.

selection: {‘cyclic’, ‘random’}, default=’cyclic’

If set to ‘random’, a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to ‘random’) often leads to significantly faster convergence especially when tol is higher than 1e-4.

input_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain features. If this parameter is not specified, all columns in the input DataFrame except the columns specified by label_cols and sample-weight_col parameters are considered input columns.

label_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain labels. This is a required param for estimators, as there is no way to infer these columns. If this parameter is not specified, then object is fitted without labels(Like a transformer).

output_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that will store the output of predict and transform operations. The length of output_cols mus match the expected number of output columns from the specific estimator or transformer class used. If this parameter is not specified, output column names are derived by adding an OUTPUT_ prefix to the label column names. These inferred output column names work for estimator’s predict() method, but output_cols must be set explicitly for transformers.

sample_weight_col: Optional[str]

A string representing the column name containing the examples’ weights. This argument is only required when working with weighted datasets.

drop_input_cols: Optional[bool], default=False

If set, the response of predict(), transform() methods will not contain input columns.

Methods

fit(dataset)

Fit linear model with coordinate descent For more details on this function, see sklearn.linear_model.ElasticNetCV.fit

predict(dataset)

Predict using the linear model For more details on this function, see sklearn.linear_model.ElasticNetCV.predict

score(dataset)

Return the coefficient of determination of the prediction For more details on this function, see sklearn.linear_model.ElasticNetCV.score

set_input_cols(input_cols)

Input columns setter.

to_sklearn()

Get sklearn.linear_model.ElasticNetCV object.

Attributes

model_signatures

Returns model signature of current class.