Note

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SGD: Penalties#

Contours of where the penalty is equal to 1 for the three penalties L1, L2 and elastic-net.

All of the above are supported by SGDClassifier and SGDRegressor.

plot sgd penalties

# Authors: The scikit-learn developers
# SPDX-License-Identifier: BSD-3-Clause
importmatplotlib.pyplotasplt
importnumpyasnp
l1_color = "navy"
l2_color = "c"
elastic_net_color = "darkorange"
line = np.linspace (-1.5, 1.5, 1001)
xx, yy = np.meshgrid (line, line)
l2 = xx**2 + yy**2
l1 = np.abs(xx) + np.abs(yy)
rho = 0.5
elastic_net = rho * l1 + (1 - rho) * l2
plt.figure (figsize=(10, 10), dpi=100)
ax = plt.gca ()
elastic_net_contour = plt.contour (
 xx, yy, elastic_net, levels=[1], colors=elastic_net_color
)
l2_contour = plt.contour (xx, yy, l2, levels=[1], colors=l2_color)
l1_contour = plt.contour (xx, yy, l1, levels=[1], colors=l1_color)
ax.set_aspect("equal")
ax.spines["left"].set_position("center")
ax.spines["right"].set_color("none")
ax.spines["bottom"].set_position("center")
ax.spines["top"].set_color("none")
plt.clabel (
 elastic_net_contour,
 inline=1,
 fontsize=18,
 fmt={1.0: "elastic-net"},
 manual=[(-1, -1)],
)
plt.clabel (l2_contour, inline=1, fontsize=18, fmt={1.0: "L2"}, manual=[(-1, -1)])
plt.clabel (l1_contour, inline=1, fontsize=18, fmt={1.0: "L1"}, manual=[(-1, -1)])
plt.tight_layout ()
plt.show ()