[scikit-learn] LassoCV.coef not implemented (I think)

[Guillaume Lemaître]

On Sun, 31 Jan 2021 at 21:37, Guillaume Lemaître <g.lemaitre58 at gmail.com>
wrote:

>
>
> On Sun, 31 Jan 2021 at 21:24, Robert Slater <rdslater at gmail.com> wrote:
>
>> Appreciate the clarification.  I definitely think the docs need some
>> polish as coef_ only returns a single fitting of coefficients and not the
>> coefficients along the path as stated in the api guide.
>>
>
> I am confused here. LassoCV states:
>
> *coef : *ndarray of shape (n_features,) or (n_targets, n_features)
>
Ups, `coef_` indeed (I messed up the copy-paste)


> Parameter vector (w in the cost function formula).
> So it seems exactly what it is returning. It does not return the
> coefficients along the path.
> Which documentation are you referring to when stating the API guide (if
> you could provide a link, it would be really helpful)?
>
>
>> I am seeing
>>
>> alpha_
>> alphas_
>> coef_
>> dual_gap_
>>
>> as fitted variables (plus a few more) which is slightly different than
>> the guide/api docs (all the names are plural in the api guide)
>>
>> I don't know if there is way to contribute an edit to the docs, I'd be
>> more than happy to do it (Sorry I'm very OCD about such things, and I know
>> this is a minor details)., I'd be happy to suggest the edit through proper
>> channels.
>>
>
> You can always open a PR in the GitHub scikit-learn repository because the
> documentation is actually the docstring from the classes and functions.
> The user guide documentation is located in the /doc folder and the
> contributing guide will be helpful to start with:
> https://scikit-learn.org/stable/developers/contributing.html
>
>
>>
>> On Sun, Jan 31, 2021 at 2:02 PM Guillaume Lemaître <
>> g.lemaitre58 at gmail.com> wrote:
>>
>>> Hi Robert,
>>>
>>> > I do have a .coef_ variable which I believe is the coefficient for the
>>> best fit only.
>>>
>>> `coef` never existed. Fitted attributes always end with underscore.
>>> We do not store coefficients for all fitted `alphas_`.
>>> We provide some information regarding the MSE path for all tried alphas:
>>> https://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_model_selection.html
>>>
>>> > the  alphas and alphas_ variables have a similar issue in that alphas
>>> returns nothing while alphas_ returns the list of alphas used.
>>>
>>> You probably created a model such as `model = LasssoCV()`. By default,
>>> the parameter `alpha=None` thus accessing it will return None. After
>>> fitting,
>>> `alphas_` will be automatically created as specified in the
>>> documentation. It will correspond to the values tried by cross-validation.
>>> If instead, you are passing an array to `alphas` then `alphas_` will be
>>> the same as `alphas_` after calling `fit`.
>>>
>>> Cheers,
>>>
>>>
>>> On Sun, 31 Jan 2021 at 20:45, Robert Slater <rdslater at gmail.com> wrote:
>>>
>>>> I was writing an example for my students when I came across what I
>>>> think is an issue.  In version 24.1 using the LassoCV, the <object>.coef
>>>> variable should have a list of my coeficeients (at least according to my
>>>> understanding of the documents).  However, the variable is not populated
>>>> nad throws an error
>>>>
>>>> 'LassoCV' object has no attribute 'coef'
>>>>
>>>>
>>>> I do have a .coef_ variable which I believe is the coefficient for the
>>>> best fit only.
>>>>
>>>> the  alphas and alphas_ variables have a similar issue in that alphas
>>>> returns nothing while alphas_ returns the list of alphas used.
>>>>
>>>> I'm not sure if this is an documentation oversight or a real issue but
>>>> wanted to get clarification.
>>>>
>>>> I can get what I need from o ther methods, but wanted to see if this
>>>> needed to be addressed.
>>>>
>>>> Best Regards,
>>>>
>>>> Robert Slater
>>>> _______________________________________________
>>>> scikit-learn mailing list
>>>> scikit-learn at python.org
>>>> https://mail.python.org/mailman/listinfo/scikit-learn
>>>>
>>>
>>>
>>> --
>>> Guillaume Lemaitre
>>> Scikit-learn @ Inria Foundation
>>> https://glemaitre.github.io/
>>> _______________________________________________
>>> scikit-learn mailing list
>>> scikit-learn at python.org
>>> https://mail.python.org/mailman/listinfo/scikit-learn
>>>
>> _______________________________________________
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>>
>
>
> --
> Guillaume Lemaitre
> Scikit-learn @ Inria Foundation
> https://glemaitre.github.io/
>


-- 
Guillaume Lemaitre
Scikit-learn @ Inria Foundation
https://glemaitre.github.io/
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