snowflake.ml.modeling.linear_model.SGDRegressor¶

class snowflake.ml.modeling.linear_model.SGDRegressor(*, loss='squared_error', penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, max_iter=1000, tol=0.001, shuffle=True, verbose=0, epsilon=0.1, random_state=None, learning_rate='invscaling', eta0=0.01, power_t=0.25, early_stopping=False, validation_fraction=0.1, n_iter_no_change=5, warm_start=False, average=False, input_cols: Optional[Union[str, Iterable[str]]] = None, output_cols: Optional[Union[str, Iterable[str]]] = None, label_cols: Optional[Union[str, Iterable[str]]] = None, passthrough_cols: Optional[Union[str, Iterable[str]]] = None, drop_input_cols: Optional[bool] = False, sample_weight_col: Optional[str] = None)¶

Bases: BaseTransformer

Linear model fitted by minimizing a regularized empirical loss with SGD For more details on this class, see sklearn.linear_model.SGDRegressor

Parameters:

• 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, sample_weight_col, and passthrough_cols parameters are considered input columns. Input columns can also be set after initialization with the set_input_cols method.

• label_cols (Optional[Union[str, List[str]]]) – A string or list of strings representing column names that contain labels. Label columns must be specified with this parameter during initialization or with the set_label_cols method before fitting.

• 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 must match the expected number of output columns from the specific predictor or transformer class used. If you omit this parameter, output column names are derived by adding an OUTPUT_ prefix to the label column names for supervised estimators, or OUTPUT_<IDX>for unsupervised estimators. These inferred output column names work for predictors, but output_cols must be set explicitly for transformers. In general, explicitly specifying output column names is clearer, especially if you don’t specify the input column names. To transform in place, pass the same names for input_cols and output_cols. be set explicitly for transformers. Output columns can also be set after initialization with the set_output_cols method.

• sample_weight_col (Optional[str]) – A string representing the column name containing the sample weights. This argument is only required when working with weighted datasets. Sample weight column can also be set after initialization with the set_sample_weight_col method.

• passthrough_cols (Optional[Union[str, List[str]]]) – A string or a list of strings indicating column names to be excluded from any operations (such as train, transform, or inference). These specified column(s) will remain untouched throughout the process. This option is helpful in scenarios requiring automatic input_cols inference, but need to avoid using specific columns, like index columns, during training or inference. Passthrough columns can also be set after initialization with the set_passthrough_cols method.

• drop_input_cols (Optional[bool], default=False) – If set, the response of predict(), transform() methods will not contain input columns.

• loss (str, default='squared_error') –

  The loss function to be used. The possible values are ‘squared_error’, ‘huber’, ‘epsilon_insensitive’, or ‘squared_epsilon_insensitive’

  The ‘squared_error’ refers to the ordinary least squares fit. ‘huber’ modifies ‘squared_error’ to focus less on getting outliers correct by switching from squared to linear loss past a distance of epsilon. ‘epsilon_insensitive’ ignores errors less than epsilon and is linear past that; this is the loss function used in SVR. ‘squared_epsilon_insensitive’ is the same but becomes squared loss past a tolerance of epsilon.

  More details about the losses formulas can be found in the User Guide.

• penalty ({'l2', 'l1', 'elasticnet', None}, default='l2') – The penalty (aka regularization term) to be used. Defaults to ‘l2’ which is the standard regularizer for linear SVM models. ‘l1’ and ‘elasticnet’ might bring sparsity to the model (feature selection) not achievable with ‘l2’. No penalty is added when set to None.

• alpha (float, default=0.0001) – Constant that multiplies the regularization term. The higher the value, the stronger the regularization. Also used to compute the learning rate when set to learning_rate is set to ‘optimal’.

• l1_ratio (float, default=0.15) – The Elastic Net mixing parameter, with 0 <= l1_ratio <= 1. l1_ratio=0 corresponds to L2 penalty, l1_ratio=1 to L1. Only used if penalty is ‘elasticnet’.

• fit_intercept (bool, default=True) – Whether the intercept should be estimated or not. If False, the data is assumed to be already centered.

• max_iter (int, default=1000) – The maximum number of passes over the training data (aka epochs). It only impacts the behavior in the fit method, and not the partial_fit() method.

• tol (float or None, default=1e-3) – The stopping criterion. If it is not None, training will stop when (loss > best_loss - tol) for n_iter_no_change consecutive epochs. Convergence is checked against the training loss or the validation loss depending on the early_stopping parameter.

• shuffle (bool, default=True) – Whether or not the training data should be shuffled after each epoch.

• verbose (int, default=0) – The verbosity level.

• epsilon (float, default=0.1) – Epsilon in the epsilon-insensitive loss functions; only if loss is ‘huber’, ‘epsilon_insensitive’, or ‘squared_epsilon_insensitive’. For ‘huber’, determines the threshold at which it becomes less important to get the prediction exactly right. For epsilon-insensitive, any differences between the current prediction and the correct label are ignored if they are less than this threshold.

• random_state (int, RandomState instance, default=None) – Used for shuffling the data, when shuffle is set to True. Pass an int for reproducible output across multiple function calls. See Glossary.

• learning_rate (str, default='invscaling') –

  The learning rate schedule:

  • ’constant’: eta = eta0

  • ’optimal’: eta = 1.0 / (alpha * (t + t0)) where t0 is chosen by a heuristic proposed by Leon Bottou.

  • ’invscaling’: eta = eta0 / pow(t, power_t)

  • ’adaptive’: eta = eta0, as long as the training keeps decreasing. Each time n_iter_no_change consecutive epochs fail to decrease the training loss by tol or fail to increase validation score by tol if early_stopping is True, the current learning rate is divided by 5.

• eta0 (float, default=0.01) – The initial learning rate for the ‘constant’, ‘invscaling’ or ‘adaptive’ schedules. The default value is 0.01.

• power_t (float, default=0.25) – The exponent for inverse scaling learning rate.

• early_stopping (bool, default=False) – Whether to use early stopping to terminate training when validation score is not improving. If set to True, it will automatically set aside a fraction of training data as validation and terminate training when validation score returned by the score method is not improving by at least tol for n_iter_no_change consecutive epochs.

• validation_fraction (float, default=0.1) – The proportion of training data to set aside as validation set for early stopping. Must be between 0 and 1. Only used if early_stopping is True.

• n_iter_no_change (int, default=5) – Number of iterations with no improvement to wait before stopping fitting. Convergence is checked against the training loss or the validation loss depending on the early_stopping parameter.

• warm_start (bool, default=False) –

  When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. See the Glossary.

  Repeatedly calling fit or partial_fit when warm_start is True can result in a different solution than when calling fit a single time because of the way the data is shuffled. If a dynamic learning rate is used, the learning rate is adapted depending on the number of samples already seen. Calling fit resets this counter, while partial_fit will result in increasing the existing counter.

• average (bool or int, default=False) – When set to True, computes the averaged SGD weights across all updates and stores the result in the coef_ attribute. If set to an int greater than 1, averaging will begin once the total number of samples seen reaches average. So average=10 will begin averaging after seeing 10 samples.

Base class for all transformers.

Methods

fit(dataset: Union[DataFrame, DataFrame]) → BaseEstimator¶

Runs universal logics for all fit implementations.

fit_transform(dataset: Union[DataFrame, DataFrame], output_cols_prefix: str = 'fit_transform_') → Union[DataFrame, DataFrame]¶

Method not supported for this class.

Raises:

TypeError – Supported dataset types: snowpark.DataFrame, pandas.DataFrame.

Parameters:

dataset – Union[snowflake.snowpark.DataFrame, pandas.DataFrame] Snowpark or Pandas DataFrame.

output_cols_prefix: Prefix for the response columns :returns: Transformed dataset.

get_input_cols() → List[str]¶

Input columns getter.

Returns:

Input columns.

get_label_cols() → List[str]¶

Label column getter.

Returns:

Label column(s).

get_output_cols() → List[str]¶

Output columns getter.

Returns:

Output columns.

get_params(deep: bool = True) → Dict[str, Any]¶

Get the snowflake-ml parameters for this transformer.

Parameters:

deep – If True, will return the parameters for this transformer and contained subobjects that are transformers.

Returns:

Parameter names mapped to their values.

get_passthrough_cols() → List[str]¶

Passthrough columns getter.

Returns:

Passthrough column(s).

get_sample_weight_col() → Optional[str]¶

Sample weight column getter.

Returns:

Sample weight column.

get_sklearn_args(default_sklearn_obj: Optional[object] = None, sklearn_initial_keywords: Optional[Union[str, Iterable[str]]] = None, sklearn_unused_keywords: Optional[Union[str, Iterable[str]]] = None, snowml_only_keywords: Optional[Union[str, Iterable[str]]] = None, sklearn_added_keyword_to_version_dict: Optional[Dict[str, str]] = None, sklearn_added_kwarg_value_to_version_dict: Optional[Dict[str, Dict[str, str]]] = None, sklearn_deprecated_keyword_to_version_dict: Optional[Dict[str, str]] = None, sklearn_removed_keyword_to_version_dict: Optional[Dict[str, str]] = None) → Dict[str, Any]¶

Get sklearn keyword arguments.

This method enables modifying object parameters for special cases.

Parameters:

• default_sklearn_obj – Sklearn object used to get default parameter values. Necessary when sklearn_added_keyword_to_version_dict is provided.

• sklearn_initial_keywords – Initial keywords in sklearn.

• sklearn_unused_keywords – Sklearn keywords that are unused in snowml.

• snowml_only_keywords – snowml only keywords not present in sklearn.

• sklearn_added_keyword_to_version_dict – Added keywords mapped to the sklearn versions in which they were added.

• sklearn_added_kwarg_value_to_version_dict – Added keyword argument values mapped to the sklearn versions in which they were added.

• sklearn_deprecated_keyword_to_version_dict – Deprecated keywords mapped to the sklearn versions in which they were deprecated.

• sklearn_removed_keyword_to_version_dict – Removed keywords mapped to the sklearn versions in which they were removed.

Returns:

Sklearn parameter names mapped to their values.

predict(dataset: Union[DataFrame, DataFrame]) → Union[DataFrame, DataFrame]¶

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

Raises:

TypeError – Supported dataset types: snowpark.DataFrame, pandas.DataFrame.

Parameters:

dataset – Union[snowflake.snowpark.DataFrame, pandas.DataFrame] Snowpark or Pandas DataFrame.

Returns:

Transformed dataset.

score(dataset: Union[DataFrame, DataFrame]) → float¶

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

Raises:

TypeError – Supported dataset types: snowpark.DataFrame, pandas.DataFrame.

Parameters:

dataset – Union[snowflake.snowpark.DataFrame, pandas.DataFrame] Snowpark or Pandas DataFrame.

Returns:

Score.

score_samples(dataset: Union[DataFrame, DataFrame], output_cols_prefix: str = 'score_samples_') → Union[DataFrame, DataFrame]¶

Method not supported for this class.

Raises:

TypeError – Supported dataset types: snowpark.DataFrame, pandas.DataFrame.

Parameters:

• dataset – Union[snowflake.snowpark.DataFrame, pandas.DataFrame] Snowpark or Pandas DataFrame.

• output_cols_prefix – Prefix for the response columns

Returns:

Output dataset with probability of the sample for each class in the model.

set_drop_input_cols(drop_input_cols: Optional[bool] = False) → None¶

set_input_cols(input_cols: Optional[Union[str, Iterable[str]]]) → SGDRegressor¶

Input columns setter.

Parameters:

input_cols – A single input column or multiple input columns.

Returns:

self

set_label_cols(label_cols: Optional[Union[str, Iterable[str]]]) → Base¶

Label column setter.

Parameters:

label_cols – A single label column or multiple label columns if multi task learning.

Returns:

self

set_output_cols(output_cols: Optional[Union[str, Iterable[str]]]) → Base¶

Output columns setter.

Parameters:

output_cols – A single output column or multiple output columns.

Returns:

self

set_params(**params: Any) → None¶

Set the parameters of this transformer.

The method works on simple transformers as well as on sklearn compatible pipelines with nested objects, once the transformer has been fit. Nested objects have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**params – Transformer parameter names mapped to their values.

Raises:

SnowflakeMLException – Invalid parameter keys.

set_passthrough_cols(passthrough_cols: Optional[Union[str, Iterable[str]]]) → Base¶

Passthrough columns setter.

Parameters:

passthrough_cols – Column(s) that should not be used or modified by the estimator/transformer. Estimator/Transformer just passthrough these columns without any modifications.

Returns:

self

set_sample_weight_col(sample_weight_col: Optional[str]) → Base¶

Sample weight column setter.

Parameters:

sample_weight_col – A single column that represents sample weight.

Returns:

self

to_sklearn() → Any¶

Get sklearn.linear_model.SGDRegressor object.

Attributes

model_signatures¶

Returns model signature of current class.

Raises:

SnowflakeMLException – If estimator is not fitted, then model signature cannot be inferred

Returns:

Dict with each method and its input output signature