class LogisticRegression extends ProbabilisticClassifier[Vector, LogisticRegression, LogisticRegressionModel] with LogisticRegressionParams with DefaultParamsWritable with Logging
Logistic regression. Supports:
- Multinomial logistic (softmax) regression.
- Binomial logistic regression.
This class supports fitting traditional logistic regression model by LBFGS/OWLQN and bound (box) constrained logistic regression model by LBFGSB.
Since 3.1.0, it supports stacking instances into blocks and using GEMV/GEMM for better performance. The block size will be 1.0 MB, if param maxBlockSizeInMB is set 0.0 by default.
- Annotations
- @Since("1.2.0")
- Source
- LogisticRegression.scala
- Grouped
- Alphabetic
- By Inheritance
- LogisticRegression
- DefaultParamsWritable
- MLWritable
- LogisticRegressionParams
- HasMaxBlockSizeInMB
- HasAggregationDepth
- HasThreshold
- HasWeightCol
- HasStandardization
- HasTol
- HasFitIntercept
- HasMaxIter
- HasElasticNetParam
- HasRegParam
- ProbabilisticClassifier
- ProbabilisticClassifierParams
- HasThresholds
- HasProbabilityCol
- Classifier
- ClassifierParams
- HasRawPredictionCol
- Predictor
- PredictorParams
- HasPredictionCol
- HasFeaturesCol
- HasLabelCol
- Estimator
- PipelineStage
- Logging
- Params
- Serializable
- Identifiable
- AnyRef
- Any
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- Public
- Protected
Parameters
A list of (hyper-)parameter keys this algorithm can take. Users can set and get the parameter values through setters and getters, respectively.
- final val elasticNetParam: DoubleParam
Param for the ElasticNet mixing parameter, in range [0, 1].
Param for the ElasticNet mixing parameter, in range [0, 1]. For alpha = 0, the penalty is an L2 penalty. For alpha = 1, it is an L1 penalty.
- Definition Classes
- HasElasticNetParam
- final val family: Param[String]
Param for the name of family which is a description of the label distribution to be used in the model.
Param for the name of family which is a description of the label distribution to be used in the model. Supported options:
- "auto": Automatically select the family based on the number of classes: If numClasses == 1 || numClasses == 2, set to "binomial". Else, set to "multinomial"
- "binomial": Binary logistic regression with pivoting.
- "multinomial": Multinomial logistic (softmax) regression without pivoting. Default is "auto".
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.1.0")
- final val featuresCol: Param[String]
Param for features column name.
Param for features column name.
- Definition Classes
- HasFeaturesCol
- final val fitIntercept: BooleanParam
Param for whether to fit an intercept term.
Param for whether to fit an intercept term.
- Definition Classes
- HasFitIntercept
- final val labelCol: Param[String]
Param for label column name.
Param for label column name.
- Definition Classes
- HasLabelCol
- final val maxIter: IntParam
Param for maximum number of iterations (>= 0).
Param for maximum number of iterations (>= 0).
- Definition Classes
- HasMaxIter
- final val predictionCol: Param[String]
Param for prediction column name.
Param for prediction column name.
- Definition Classes
- HasPredictionCol
- final val probabilityCol: Param[String]
Param for Column name for predicted class conditional probabilities.
Param for Column name for predicted class conditional probabilities. Note: Not all models output well-calibrated probability estimates! These probabilities should be treated as confidences, not precise probabilities.
- Definition Classes
- HasProbabilityCol
- final val rawPredictionCol: Param[String]
Param for raw prediction (a.k.a.
Param for raw prediction (a.k.a. confidence) column name.
- Definition Classes
- HasRawPredictionCol
- final val regParam: DoubleParam
Param for regularization parameter (>= 0).
Param for regularization parameter (>= 0).
- Definition Classes
- HasRegParam
- final val standardization: BooleanParam
Param for whether to standardize the training features before fitting the model.
Param for whether to standardize the training features before fitting the model.
- Definition Classes
- HasStandardization
- val threshold: DoubleParam
Param for threshold in binary classification prediction, in range [0, 1].
Param for threshold in binary classification prediction, in range [0, 1].
- Definition Classes
- HasThreshold
- val thresholds: DoubleArrayParam
Param for Thresholds in multi-class classification to adjust the probability of predicting each class.
Param for Thresholds in multi-class classification to adjust the probability of predicting each class. Array must have length equal to the number of classes, with values > 0 excepting that at most one value may be 0. The class with largest value p/t is predicted, where p is the original probability of that class and t is the class's threshold.
- Definition Classes
- HasThresholds
- final val tol: DoubleParam
Param for the convergence tolerance for iterative algorithms (>= 0).
Param for the convergence tolerance for iterative algorithms (>= 0).
- Definition Classes
- HasTol
- final val weightCol: Param[String]
Param for weight column name.
Param for weight column name. If this is not set or empty, we treat all instance weights as 1.0.
- Definition Classes
- HasWeightCol
Members
- implicit class LogStringContext extends AnyRef
- Definition Classes
- Logging
- final def clear(param: Param[_]): LogisticRegression.this.type
Clears the user-supplied value for the input param.
Clears the user-supplied value for the input param.
- Definition Classes
- Params
- def copy(extra: ParamMap): LogisticRegression
Creates a copy of this instance with the same UID and some extra params.
Creates a copy of this instance with the same UID and some extra params. Subclasses should implement this method and set the return type properly. See
defaultCopy()
.- Definition Classes
- LogisticRegression → Predictor → Estimator → PipelineStage → Params
- Annotations
- @Since("1.4.0")
- def explainParam(param: Param[_]): String
Explains a param.
Explains a param.
- param
input param, must belong to this instance.
- returns
a string that contains the input param name, doc, and optionally its default value and the user-supplied value
- Definition Classes
- Params
- def explainParams(): String
Explains all params of this instance.
Explains all params of this instance. See
explainParam()
.- Definition Classes
- Params
- final def extractParamMap(): ParamMap
extractParamMap
with no extra values.extractParamMap
with no extra values.- Definition Classes
- Params
- final def extractParamMap(extra: ParamMap): ParamMap
Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.
Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.
- Definition Classes
- Params
- def fit(dataset: Dataset[_]): LogisticRegressionModel
Fits a model to the input data.
- def fit(dataset: Dataset[_], paramMaps: Seq[ParamMap]): Seq[LogisticRegressionModel]
Fits multiple models to the input data with multiple sets of parameters.
Fits multiple models to the input data with multiple sets of parameters. The default implementation uses a for loop on each parameter map. Subclasses could override this to optimize multi-model training.
- dataset
input dataset
- paramMaps
An array of parameter maps. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted models, matching the input parameter maps
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0")
- def fit(dataset: Dataset[_], paramMap: ParamMap): LogisticRegressionModel
Fits a single model to the input data with provided parameter map.
Fits a single model to the input data with provided parameter map.
- dataset
input dataset
- paramMap
Parameter map. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted model
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0")
- def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*): LogisticRegressionModel
Fits a single model to the input data with optional parameters.
Fits a single model to the input data with optional parameters.
- dataset
input dataset
- firstParamPair
the first param pair, overrides embedded params
- otherParamPairs
other param pairs. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted model
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0") @varargs()
- final def get[T](param: Param[T]): Option[T]
Optionally returns the user-supplied value of a param.
Optionally returns the user-supplied value of a param.
- Definition Classes
- Params
- final def getDefault[T](param: Param[T]): Option[T]
Gets the default value of a parameter.
Gets the default value of a parameter.
- Definition Classes
- Params
- final def getOrDefault[T](param: Param[T]): T
Gets the value of a param in the embedded param map or its default value.
Gets the value of a param in the embedded param map or its default value. Throws an exception if neither is set.
- Definition Classes
- Params
- def getParam(paramName: String): Param[Any]
Gets a param by its name.
Gets a param by its name.
- Definition Classes
- Params
- final def hasDefault[T](param: Param[T]): Boolean
Tests whether the input param has a default value set.
Tests whether the input param has a default value set.
- Definition Classes
- Params
- def hasParam(paramName: String): Boolean
Tests whether this instance contains a param with a given name.
Tests whether this instance contains a param with a given name.
- Definition Classes
- Params
- final def isDefined(param: Param[_]): Boolean
Checks whether a param is explicitly set or has a default value.
Checks whether a param is explicitly set or has a default value.
- Definition Classes
- Params
- final def isSet(param: Param[_]): Boolean
Checks whether a param is explicitly set.
Checks whether a param is explicitly set.
- Definition Classes
- Params
- lazy val params: Array[Param[_]]
Returns all params sorted by their names.
Returns all params sorted by their names. The default implementation uses Java reflection to list all public methods that have no arguments and return Param.
- Definition Classes
- Params
- Note
Developer should not use this method in constructor because we cannot guarantee that this variable gets initialized before other params.
- def save(path: String): Unit
Saves this ML instance to the input path, a shortcut of
write.save(path)
.Saves this ML instance to the input path, a shortcut of
write.save(path)
.- Definition Classes
- MLWritable
- Annotations
- @Since("1.6.0") @throws("If the input path already exists but overwrite is not enabled.")
- final def set[T](param: Param[T], value: T): LogisticRegression.this.type
Sets a parameter in the embedded param map.
Sets a parameter in the embedded param map.
- Definition Classes
- Params
- def setInitialModel(model: LogisticRegressionModel): LogisticRegression.this.type
- Annotations
- @Since("3.3.0")
- def toString(): String
- Definition Classes
- Identifiable → AnyRef → Any
- def transformSchema(schema: StructType): StructType
Check transform validity and derive the output schema from the input schema.
Check transform validity and derive the output schema from the input schema.
We check validity for interactions between parameters during
transformSchema
and raise an exception if any parameter value is invalid. Parameter value checks which do not depend on other parameters are handled byParam.validate()
.Typical implementation should first conduct verification on schema change and parameter validity, including complex parameter interaction checks.
- Definition Classes
- Predictor → PipelineStage
- val uid: String
An immutable unique ID for the object and its derivatives.
An immutable unique ID for the object and its derivatives.
- Definition Classes
- LogisticRegression → Identifiable
- Annotations
- @Since("1.4.0")
- def write: MLWriter
Returns an
MLWriter
instance for this ML instance.Returns an
MLWriter
instance for this ML instance.- Definition Classes
- DefaultParamsWritable → MLWritable
Parameter setters
- def setElasticNetParam(value: Double): LogisticRegression.this.type
Set the ElasticNet mixing parameter.
Set the ElasticNet mixing parameter. For alpha = 0, the penalty is an L2 penalty. For alpha = 1, it is an L1 penalty. For alpha in (0,1), the penalty is a combination of L1 and L2. Default is 0.0 which is an L2 penalty.
Note: Fitting under bound constrained optimization only supports L2 regularization, so throws exception if this param is non-zero value.
- Annotations
- @Since("1.4.0")
- def setFamily(value: String): LogisticRegression.this.type
Sets the value of param family.
Sets the value of param family. Default is "auto".
- Annotations
- @Since("2.1.0")
- def setFeaturesCol(value: String): LogisticRegression
- Definition Classes
- Predictor
- def setFitIntercept(value: Boolean): LogisticRegression.this.type
Whether to fit an intercept term.
Whether to fit an intercept term. Default is true.
- Annotations
- @Since("1.4.0")
- def setLabelCol(value: String): LogisticRegression
- Definition Classes
- Predictor
- def setMaxIter(value: Int): LogisticRegression.this.type
Set the maximum number of iterations.
Set the maximum number of iterations. Default is 100.
- Annotations
- @Since("1.2.0")
- def setPredictionCol(value: String): LogisticRegression
- Definition Classes
- Predictor
- def setProbabilityCol(value: String): LogisticRegression
- Definition Classes
- ProbabilisticClassifier
- def setRawPredictionCol(value: String): LogisticRegression
- Definition Classes
- Classifier
- def setRegParam(value: Double): LogisticRegression.this.type
Set the regularization parameter.
Set the regularization parameter. Default is 0.0.
- Annotations
- @Since("1.2.0")
- def setStandardization(value: Boolean): LogisticRegression.this.type
Whether to standardize the training features before fitting the model.
Whether to standardize the training features before fitting the model. The coefficients of models will be always returned on the original scale, so it will be transparent for users. Note that with/without standardization, the models should be always converged to the same solution when no regularization is applied. In R's GLMNET package, the default behavior is true as well. Default is true.
- Annotations
- @Since("1.5.0")
- def setThreshold(value: Double): LogisticRegression.this.type
Set threshold in binary classification, in range [0, 1].
Set threshold in binary classification, in range [0, 1].
If the estimated probability of class label 1 is greater than threshold, then predict 1, else 0. A high threshold encourages the model to predict 0 more often; a low threshold encourages the model to predict 1 more often.
Note: Calling this with threshold p is equivalent to calling
setThresholds(Array(1-p, p))
. WhensetThreshold()
is called, any user-set value forthresholds
will be cleared. If boththreshold
andthresholds
are set in a ParamMap, then they must be equivalent.Default is 0.5.
- Definition Classes
- LogisticRegression → LogisticRegressionParams
- Annotations
- @Since("1.5.0")
- def setThresholds(value: Array[Double]): LogisticRegression.this.type
Set thresholds in multiclass (or binary) classification to adjust the probability of predicting each class.
Set thresholds in multiclass (or binary) classification to adjust the probability of predicting each class. Array must have length equal to the number of classes, with values greater than 0, excepting that at most one value may be 0. The class with largest value p/t is predicted, where p is the original probability of that class and t is the class's threshold.
Note: When
setThresholds()
is called, any user-set value forthreshold
will be cleared. If boththreshold
andthresholds
are set in a ParamMap, then they must be equivalent.- Definition Classes
- LogisticRegression → LogisticRegressionParams → ProbabilisticClassifier
- Annotations
- @Since("1.5.0")
- def setTol(value: Double): LogisticRegression.this.type
Set the convergence tolerance of iterations.
Set the convergence tolerance of iterations. Smaller value will lead to higher accuracy at the cost of more iterations. Default is 1E-6.
- Annotations
- @Since("1.4.0")
- def setWeightCol(value: String): LogisticRegression.this.type
Sets the value of param weightCol.
Sets the value of param weightCol. If this is not set or empty, we treat all instance weights as 1.0. Default is not set, so all instances have weight one.
- Annotations
- @Since("1.6.0")
Parameter getters
- final def getElasticNetParam: Double
- Definition Classes
- HasElasticNetParam
- def getFamily: String
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.1.0")
- final def getFeaturesCol: String
- Definition Classes
- HasFeaturesCol
- final def getFitIntercept: Boolean
- Definition Classes
- HasFitIntercept
- final def getLabelCol: String
- Definition Classes
- HasLabelCol
- final def getMaxIter: Int
- Definition Classes
- HasMaxIter
- final def getPredictionCol: String
- Definition Classes
- HasPredictionCol
- final def getProbabilityCol: String
- Definition Classes
- HasProbabilityCol
- final def getRawPredictionCol: String
- Definition Classes
- HasRawPredictionCol
- final def getRegParam: Double
- Definition Classes
- HasRegParam
- final def getStandardization: Boolean
- Definition Classes
- HasStandardization
- def getThreshold: Double
Get threshold for binary classification.
Get threshold for binary classification.
If
thresholds
is set with length 2 (i.e., binary classification), this returns the equivalent threshold:1 / (1 + thresholds(0) / thresholds(1))
. Otherwise, returns
threshold
if set, or its default value if unset.- Definition Classes
- LogisticRegression → LogisticRegressionParams → HasThreshold
- Annotations
- @Since("1.5.0")
- Exceptions thrown
IllegalArgumentException
ifthresholds
is set to an array of length other than 2.
- def getThresholds: Array[Double]
Get thresholds for binary or multiclass classification.
Get thresholds for binary or multiclass classification.
If
thresholds
is set, return its value. Otherwise, ifthreshold
is set, return the equivalent thresholds for binary classification: (1-threshold, threshold). If neither are set, throw an exception.- Definition Classes
- LogisticRegression → LogisticRegressionParams → HasThresholds
- Annotations
- @Since("1.5.0")
- final def getTol: Double
- Definition Classes
- HasTol
- final def getWeightCol: String
- Definition Classes
- HasWeightCol
(expert-only) Parameters
A list of advanced, expert-only (hyper-)parameter keys this algorithm can take. Users can set and get the parameter values through setters and getters, respectively.
- final val aggregationDepth: IntParam
Param for suggested depth for treeAggregate (>= 2).
Param for suggested depth for treeAggregate (>= 2).
- Definition Classes
- HasAggregationDepth
- val lowerBoundsOnCoefficients: Param[Matrix]
The lower bounds on coefficients if fitting under bound constrained optimization.
The lower bounds on coefficients if fitting under bound constrained optimization. The bound matrix must be compatible with the shape (1, number of features) for binomial regression, or (number of classes, number of features) for multinomial regression. Otherwise, it throws exception. Default is none.
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- val lowerBoundsOnIntercepts: Param[Vector]
The lower bounds on intercepts if fitting under bound constrained optimization.
The lower bounds on intercepts if fitting under bound constrained optimization. The bounds vector size must be equal to 1 for binomial regression, or the number of classes for multinomial regression. Otherwise, it throws exception. Default is none.
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- final val maxBlockSizeInMB: DoubleParam
Param for Maximum memory in MB for stacking input data into blocks.
Param for Maximum memory in MB for stacking input data into blocks. Data is stacked within partitions. If more than remaining data size in a partition then it is adjusted to the data size. Default 0.0 represents choosing optimal value, depends on specific algorithm. Must be >= 0..
- Definition Classes
- HasMaxBlockSizeInMB
- val upperBoundsOnCoefficients: Param[Matrix]
The upper bounds on coefficients if fitting under bound constrained optimization.
The upper bounds on coefficients if fitting under bound constrained optimization. The bound matrix must be compatible with the shape (1, number of features) for binomial regression, or (number of classes, number of features) for multinomial regression. Otherwise, it throws exception. Default is none.
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- val upperBoundsOnIntercepts: Param[Vector]
The upper bounds on intercepts if fitting under bound constrained optimization.
The upper bounds on intercepts if fitting under bound constrained optimization. The bound vector size must be equal to 1 for binomial regression, or the number of classes for multinomial regression. Otherwise, it throws exception. Default is none.
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
(expert-only) Parameter setters
- def setAggregationDepth(value: Int): LogisticRegression.this.type
Suggested depth for treeAggregate (greater than or equal to 2).
Suggested depth for treeAggregate (greater than or equal to 2). If the dimensions of features or the number of partitions are large, this param could be adjusted to a larger size. Default is 2.
- Annotations
- @Since("2.1.0")
- def setLowerBoundsOnCoefficients(value: Matrix): LogisticRegression.this.type
Set the lower bounds on coefficients if fitting under bound constrained optimization.
Set the lower bounds on coefficients if fitting under bound constrained optimization.
- Annotations
- @Since("2.2.0")
- def setLowerBoundsOnIntercepts(value: Vector): LogisticRegression.this.type
Set the lower bounds on intercepts if fitting under bound constrained optimization.
Set the lower bounds on intercepts if fitting under bound constrained optimization.
- Annotations
- @Since("2.2.0")
- def setMaxBlockSizeInMB(value: Double): LogisticRegression.this.type
Sets the value of param maxBlockSizeInMB.
Sets the value of param maxBlockSizeInMB. Default is 0.0, then 1.0 MB will be chosen.
- Annotations
- @Since("3.1.0")
- def setUpperBoundsOnCoefficients(value: Matrix): LogisticRegression.this.type
Set the upper bounds on coefficients if fitting under bound constrained optimization.
Set the upper bounds on coefficients if fitting under bound constrained optimization.
- Annotations
- @Since("2.2.0")
- def setUpperBoundsOnIntercepts(value: Vector): LogisticRegression.this.type
Set the upper bounds on intercepts if fitting under bound constrained optimization.
Set the upper bounds on intercepts if fitting under bound constrained optimization.
- Annotations
- @Since("2.2.0")
(expert-only) Parameter getters
- final def getAggregationDepth: Int
- Definition Classes
- HasAggregationDepth
- def getLowerBoundsOnCoefficients: Matrix
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- def getLowerBoundsOnIntercepts: Vector
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- final def getMaxBlockSizeInMB: Double
- Definition Classes
- HasMaxBlockSizeInMB
- def getUpperBoundsOnCoefficients: Matrix
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")
- def getUpperBoundsOnIntercepts: Vector
- Definition Classes
- LogisticRegressionParams
- Annotations
- @Since("2.2.0")