11 KiB
Supervised Learning Reference
Overview
Supervised learning algorithms learn from labeled training data to make predictions on new data. Scikit-learn provides comprehensive implementations for both classification and regression tasks.
Linear Models
Regression
Linear Regression (sklearn.linear_model.LinearRegression)
- Ordinary least squares regression
- Fast, interpretable, no hyperparameters
- Use when: Linear relationships, interpretability matters
- Example:
from sklearn.linear_model import LinearRegression
model = LinearRegression()
model.fit(X_train, y_train)
predictions = model.predict(X_test)
Ridge Regression (sklearn.linear_model.Ridge)
- L2 regularization to prevent overfitting
- Key parameter:
alpha(regularization strength, default=1.0) - Use when: Multicollinearity present, need regularization
- Example:
from sklearn.linear_model import Ridge
model = Ridge(alpha=1.0)
model.fit(X_train, y_train)
Lasso (sklearn.linear_model.Lasso)
- L1 regularization with feature selection
- Key parameter:
alpha(regularization strength) - Use when: Want sparse models, feature selection
- Can reduce some coefficients to exactly zero
- Example:
from sklearn.linear_model import Lasso
model = Lasso(alpha=0.1)
model.fit(X_train, y_train)
# Check which features were selected
print(f"Non-zero coefficients: {sum(model.coef_ != 0)}")
ElasticNet (sklearn.linear_model.ElasticNet)
- Combines L1 and L2 regularization
- Key parameters:
alpha,l1_ratio(0=Ridge, 1=Lasso) - Use when: Need both feature selection and regularization
- Example:
from sklearn.linear_model import ElasticNet
model = ElasticNet(alpha=0.1, l1_ratio=0.5)
model.fit(X_train, y_train)
Classification
Logistic Regression (sklearn.linear_model.LogisticRegression)
- Binary and multiclass classification
- Key parameters:
C(inverse regularization),penalty('l1', 'l2', 'elasticnet') - Returns probability estimates
- Use when: Need probabilistic predictions, interpretability
- Example:
from sklearn.linear_model import LogisticRegression
model = LogisticRegression(C=1.0, max_iter=1000)
model.fit(X_train, y_train)
probas = model.predict_proba(X_test)
Stochastic Gradient Descent (SGD)
SGDClassifier,SGDRegressor- Efficient for large-scale learning
- Key parameters:
loss,penalty,alpha,learning_rate - Use when: Very large datasets (>10^4 samples)
- Example:
from sklearn.linear_model import SGDClassifier
model = SGDClassifier(loss='log_loss', max_iter=1000, tol=1e-3)
model.fit(X_train, y_train)
Support Vector Machines
SVC (sklearn.svm.SVC)
- Classification with kernel methods
- Key parameters:
C,kernel('linear', 'rbf', 'poly'),gamma - Use when: Small to medium datasets, complex decision boundaries
- Note: Does not scale well to large datasets
- Example:
from sklearn.svm import SVC
# Linear kernel for linearly separable data
model_linear = SVC(kernel='linear', C=1.0)
# RBF kernel for non-linear data
model_rbf = SVC(kernel='rbf', C=1.0, gamma='scale')
model_rbf.fit(X_train, y_train)
SVR (sklearn.svm.SVR)
- Regression with kernel methods
- Similar parameters to SVC
- Additional parameter:
epsilon(tube width) - Example:
from sklearn.svm import SVR
model = SVR(kernel='rbf', C=1.0, epsilon=0.1)
model.fit(X_train, y_train)
Decision Trees
DecisionTreeClassifier / DecisionTreeRegressor
- Non-parametric model learning decision rules
- Key parameters:
max_depth: Maximum tree depth (prevents overfitting)min_samples_split: Minimum samples to split a nodemin_samples_leaf: Minimum samples in leafcriterion: 'gini', 'entropy' for classification; 'squared_error', 'absolute_error' for regression
- Use when: Need interpretable model, non-linear relationships, mixed feature types
- Prone to overfitting - use ensembles or pruning
- Example:
from sklearn.tree import DecisionTreeClassifier
model = DecisionTreeClassifier(
max_depth=5,
min_samples_split=20,
min_samples_leaf=10,
criterion='gini'
)
model.fit(X_train, y_train)
# Visualize the tree
from sklearn.tree import plot_tree
plot_tree(model, feature_names=feature_names, class_names=class_names)
Ensemble Methods
Random Forests
RandomForestClassifier / RandomForestRegressor
- Ensemble of decision trees with bagging
- Key parameters:
n_estimators: Number of trees (default=100)max_depth: Maximum tree depthmax_features: Features to consider for splits ('sqrt', 'log2', or int)min_samples_split,min_samples_leaf: Control tree growth
- Use when: High accuracy needed, can afford computation
- Provides feature importance
- Example:
from sklearn.ensemble import RandomForestClassifier
model = RandomForestClassifier(
n_estimators=100,
max_depth=10,
max_features='sqrt',
n_jobs=-1 # Use all CPU cores
)
model.fit(X_train, y_train)
# Feature importance
importances = model.feature_importances_
Gradient Boosting
GradientBoostingClassifier / GradientBoostingRegressor
- Sequential ensemble building trees on residuals
- Key parameters:
n_estimators: Number of boosting stageslearning_rate: Shrinks contribution of each treemax_depth: Depth of individual trees (typically 3-5)subsample: Fraction of samples for training each tree
- Use when: Need high accuracy, can afford training time
- Often achieves best performance
- Example:
from sklearn.ensemble import GradientBoostingClassifier
model = GradientBoostingClassifier(
n_estimators=100,
learning_rate=0.1,
max_depth=3,
subsample=0.8
)
model.fit(X_train, y_train)
HistGradientBoostingClassifier / HistGradientBoostingRegressor
- Faster gradient boosting with histogram-based algorithm
- Native support for missing values and categorical features
- Key parameters: Similar to GradientBoosting
- Use when: Large datasets, need faster training
- Example:
from sklearn.ensemble import HistGradientBoostingClassifier
model = HistGradientBoostingClassifier(
max_iter=100,
learning_rate=0.1,
max_depth=None, # No limit by default
categorical_features='from_dtype' # Auto-detect categorical
)
model.fit(X_train, y_train)
Other Ensemble Methods
AdaBoost
- Adaptive boosting focusing on misclassified samples
- Key parameters:
n_estimators,learning_rate,estimator(base estimator) - Use when: Simple boosting approach needed
- Example:
from sklearn.ensemble import AdaBoostClassifier
model = AdaBoostClassifier(n_estimators=50, learning_rate=1.0)
model.fit(X_train, y_train)
Voting Classifier / Regressor
- Combines predictions from multiple models
- Types: 'hard' (majority vote) or 'soft' (average probabilities)
- Use when: Want to ensemble different model types
- Example:
from sklearn.ensemble import VotingClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.tree import DecisionTreeClassifier
from sklearn.svm import SVC
model = VotingClassifier(
estimators=[
('lr', LogisticRegression()),
('dt', DecisionTreeClassifier()),
('svc', SVC(probability=True))
],
voting='soft'
)
model.fit(X_train, y_train)
Stacking Classifier / Regressor
- Trains a meta-model on predictions from base models
- More sophisticated than voting
- Key parameter:
final_estimator(meta-learner) - Example:
from sklearn.ensemble import StackingClassifier
from sklearn.linear_model import LogisticRegression
from sklearn.tree import DecisionTreeClassifier
from sklearn.svm import SVC
model = StackingClassifier(
estimators=[
('dt', DecisionTreeClassifier()),
('svc', SVC())
],
final_estimator=LogisticRegression()
)
model.fit(X_train, y_train)
K-Nearest Neighbors
KNeighborsClassifier / KNeighborsRegressor
- Non-parametric method based on distance
- Key parameters:
n_neighbors: Number of neighbors (default=5)weights: 'uniform' or 'distance'metric: Distance metric ('euclidean', 'manhattan', etc.)
- Use when: Small dataset, simple baseline needed
- Slow prediction on large datasets
- Example:
from sklearn.neighbors import KNeighborsClassifier
model = KNeighborsClassifier(n_neighbors=5, weights='distance')
model.fit(X_train, y_train)
Naive Bayes
GaussianNB, MultinomialNB, BernoulliNB
- Probabilistic classifiers based on Bayes' theorem
- Fast training and prediction
- GaussianNB: Continuous features (assumes Gaussian distribution)
- MultinomialNB: Count features (text classification)
- BernoulliNB: Binary features
- Use when: Text classification, fast baseline, probabilistic predictions
- Example:
from sklearn.naive_bayes import GaussianNB, MultinomialNB
# For continuous features
model_gaussian = GaussianNB()
# For text/count data
model_multinomial = MultinomialNB(alpha=1.0) # alpha is smoothing parameter
model_multinomial.fit(X_train, y_train)
Neural Networks
MLPClassifier / MLPRegressor
- Multi-layer perceptron (feedforward neural network)
- Key parameters:
hidden_layer_sizes: Tuple of hidden layer sizes, e.g., (100, 50)activation: 'relu', 'tanh', 'logistic'solver: 'adam', 'sgd', 'lbfgs'alpha: L2 regularization parameterlearning_rate: 'constant', 'adaptive'
- Use when: Complex non-linear patterns, large datasets
- Requires feature scaling
- Example:
from sklearn.neural_network import MLPClassifier
from sklearn.preprocessing import StandardScaler
# Scale features first
scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train)
model = MLPClassifier(
hidden_layer_sizes=(100, 50),
activation='relu',
solver='adam',
alpha=0.0001,
max_iter=1000
)
model.fit(X_train_scaled, y_train)
Algorithm Selection Guide
Choose based on:
Dataset size:
- Small (<1k samples): KNN, SVM, Decision Trees
- Medium (1k-100k): Random Forest, Gradient Boosting, Linear Models
- Large (>100k): SGD, Linear Models, HistGradientBoosting
Interpretability:
- High: Linear Models, Decision Trees
- Medium: Random Forest (feature importance)
- Low: SVM with RBF kernel, Neural Networks
Accuracy vs Speed:
- Fast training: Naive Bayes, Linear Models, KNN
- High accuracy: Gradient Boosting, Random Forest, Stacking
- Fast prediction: Linear Models, Naive Bayes
- Slow prediction: KNN (on large datasets), SVM
Feature types:
- Continuous: Most algorithms work well
- Categorical: Trees, HistGradientBoosting (native support)
- Mixed: Trees, Gradient Boosting
- Text: Naive Bayes, Linear Models with TF-IDF
Common starting points:
- Logistic Regression (classification) / Linear Regression (regression) - fast baseline
- Random Forest - good default choice
- Gradient Boosting - optimize for best accuracy