Right, I know how the class_weight calculation is performed. But then those class weights are utilized during the model fit process in some way in liblinear, and that¹s what I am interested in. libSVM does class_weight[I] * C (https://www.csie.ntu.edu.tw/~cjlin/libsvm/); is the implementation in liblinear the same?
Best, Jeremiah On 8/1/17, 12:19 PM, "scikit-learn on behalf of Stuart Reynolds" <scikit-learn-bounces+jeremiah.johnson=unh....@python.org on behalf of stu...@stuartreynolds.net> wrote: >I hope not. And not accoring to the docs... >https://urldefense.proofpoint.com/v2/url?u=https-3A__github.com_scikit-2Dl >earn_scikit-2Dlearn_blob_ab93d65_sklearn_linear-5Fmodel_logistic.py-23L947 >&d=DwIGaQ&c=c6MrceVCY5m5A_KAUkrdoA&r=hQNTLb4Jonm4n54VBW80WEzIAaqvTOcTEjhIk >rRJWXo&m=2XR2z3VWvEaERt4miGabDte3xkz_FwzMKMwnvEOWj8o&s=4uJZS3EaQgysmQlzjt- >yuLkSlcXTd5G50LkEFMcbZLQ&e= > >class_weight : dict or 'balanced', optional >Weights associated with classes in the form ``{class_label: weight}``. >If not given, all classes are supposed to have weight one. >The "balanced" mode uses the values of y to automatically adjust >weights inversely proportional to class frequencies in the input data >as ``n_samples / (n_classes * np.bincount(y))``. >Note that these weights will be multiplied with sample_weight (passed >through the fit method) if sample_weight is specified. > >On Tue, Aug 1, 2017 at 9:03 AM, Johnson, Jeremiah ><jeremiah.john...@unh.edu> wrote: >> Hello all, >> >> I¹m looking for confirmation on an implementation detail that is >>somewhere >> in liblinear, but I haven¹t found documentation for yet. When the >> class_weights=Œbalanced¹ parameter is set in LogisticRegression, then >>the >> regularisation parameter for an observation from class I is >>class_weight[I] >> * C, where C is the usual regularization parameter is this correct? >> >> Thanks, >> Jeremiah >> >> >> _______________________________________________ >> scikit-learn mailing list >> scikit-learn@python.org >> >>https://urldefense.proofpoint.com/v2/url?u=https-3A__mail.python.org_mail >>man_listinfo_scikit-2Dlearn&d=DwIGaQ&c=c6MrceVCY5m5A_KAUkrdoA&r=hQNTLb4Jo >>nm4n54VBW80WEzIAaqvTOcTEjhIkrRJWXo&m=2XR2z3VWvEaERt4miGabDte3xkz_FwzMKMwn >>vEOWj8o&s=MgZoI9VOHFh3omGKHTASFx3NAVjj6AY3j_75mnOUg04&e= >> >_______________________________________________ >scikit-learn mailing list >scikit-learn@python.org >https://urldefense.proofpoint.com/v2/url?u=https-3A__mail.python.org_mailm >an_listinfo_scikit-2Dlearn&d=DwIGaQ&c=c6MrceVCY5m5A_KAUkrdoA&r=hQNTLb4Jonm >4n54VBW80WEzIAaqvTOcTEjhIkrRJWXo&m=2XR2z3VWvEaERt4miGabDte3xkz_FwzMKMwnvEO >Wj8o&s=MgZoI9VOHFh3omGKHTASFx3NAVjj6AY3j_75mnOUg04&e= _______________________________________________ scikit-learn mailing list scikit-learn@python.org https://mail.python.org/mailman/listinfo/scikit-learn
