2012/1/24 Jieyun Fu <[email protected]>: > Hi all, > > Is there a way to give observation weights to LogisticRegression module? I > am referring to the weights for different observations. i.e., if we are > feeding N samples into the regression, we should give N weights. >From the > APIs, looks like we can only give weights based on the classes.
There is no support for sample weights on the sklearn.linear_model.LogisticRegresion class. But you can use SGDClassifier with a log loss instead. It accepts a "sample_weight" argument on the fit method. The objective function will be the same as LogisticRegression (except that the intercept won't be regularized :). The difference is that the optimizer of SGDClassifier is Stochastic Gradient Descent instead of liblinear's optimizer for the LogisticRegresion class. http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.SGDClassifier.html#sklearn.linear_model.SGDClassifier -- Olivier http://twitter.com/ogrisel - http://github.com/ogrisel ------------------------------------------------------------------------------ Try before you buy = See our experts in action! The most comprehensive online learning library for Microsoft developers is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3, Metro Style Apps, more. Free future releases when you subscribe now! http://p.sf.net/sfu/learndevnow-dev2 _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
