sklearn.linear_model.SGDRegressor  
class sklearn.linear_model.SGDRegressor(loss='squared_loss', *, penalty='l2', alpha=0.0001, l1_ratio=0.15, fit_intercept=True, max_iter=1000, tol=0.001, shuffle=True, verbose=0, epsilon=0.1, random_state=None, learning_rate='invscaling', eta0=0.01, power_t=0.25, early_stopping=False, validation_fraction=0.1, n_iter_no_change=5, warm_start=False, average=False) [source]
 
Linear model fitted by minimizing a regularized empirical loss with SGD SGD stands for Stochastic Gradient Descent: the gradient of the loss is estimated each sample at a time and the model is updated along the way with a decreasing strength schedule (aka learning rate). The regularizer is a penalty added to the loss function that shrinks model parameters towards the zero vector using either the squared euclidean norm L2 or the absolute norm L1 or a combination of both (Elastic Net). If the parameter update crosses the 0.0 value because of the regularizer, the update is truncated to 0.0 to allow for learning sparse models and achieve online feature selection. This implementation works with data represented as dense numpy arrays of floating point values for the features. Read more in the User Guide.  Parameters 
 
lossstr, default=’squared_loss’ 

The loss function to be used. The possible values are ‘squared_loss’, ‘huber’, ‘epsilon_insensitive’, or ‘squared_epsilon_insensitive’ The ‘squared_loss’ refers to the ordinary least squares fit. ‘huber’ modifies ‘squared_loss’ to focus less on getting outliers correct by switching from squared to linear loss past a distance of epsilon. ‘epsilon_insensitive’ ignores errors less than epsilon and is linear past that; this is the loss function used in SVR. ‘squared_epsilon_insensitive’ is the same but becomes squared loss past a tolerance of epsilon. More details about the losses formulas can be found in the User Guide.  
penalty{‘l2’, ‘l1’, ‘elasticnet’}, default=’l2’ 

The penalty (aka regularization term) to be used. Defaults to ‘l2’ which is the standard regularizer for linear SVM models. ‘l1’ and ‘elasticnet’ might bring sparsity to the model (feature selection) not achievable with ‘l2’.  
alphafloat, default=0.0001 

Constant that multiplies the regularization term. The higher the value, the stronger the regularization. Also used to compute the learning rate when set to learning_rate is set to ‘optimal’.  
l1_ratiofloat, default=0.15 

The Elastic Net mixing parameter, with 0 <= l1_ratio <= 1. l1_ratio=0 corresponds to L2 penalty, l1_ratio=1 to L1. Only used if penalty is ‘elasticnet’.  
fit_interceptbool, default=True 

Whether the intercept should be estimated or not. If False, the data is assumed to be already centered.  
max_iterint, default=1000 

The maximum number of passes over the training data (aka epochs). It only impacts the behavior in the fit method, and not the partial_fit method.  New in version 0.19.   
tolfloat, default=1e-3 

The stopping criterion. If it is not None, training will stop when (loss > best_loss - tol) for n_iter_no_change consecutive epochs.  New in version 0.19.   
shufflebool, default=True 

Whether or not the training data should be shuffled after each epoch.  
verboseint, default=0 

The verbosity level.  
epsilonfloat, default=0.1 

Epsilon in the epsilon-insensitive loss functions; only if loss is ‘huber’, ‘epsilon_insensitive’, or ‘squared_epsilon_insensitive’. For ‘huber’, determines the threshold at which it becomes less important to get the prediction exactly right. For epsilon-insensitive, any differences between the current prediction and the correct label are ignored if they are less than this threshold.  
random_stateint, RandomState instance, default=None 

Used for shuffling the data, when shuffle is set to True. Pass an int for reproducible output across multiple function calls. See Glossary.  
learning_ratestring, default=’invscaling’ 

The learning rate schedule:  ‘constant’: eta = eta0
 ‘optimal’: eta = 1.0 / (alpha * (t + t0)) where t0 is chosen by a heuristic proposed by Leon Bottou. ‘invscaling’: eta = eta0 / pow(t, power_t)
 
‘adaptive’: eta = eta0, as long as the training keeps decreasing. Each time n_iter_no_change consecutive epochs fail to decrease the training loss by tol or fail to increase validation score by tol if early_stopping is True, the current learning rate is divided by 5.  New in version 0.20: Added ‘adaptive’ option     
eta0double, default=0.01 

The initial learning rate for the ‘constant’, ‘invscaling’ or ‘adaptive’ schedules. The default value is 0.01.  
power_tdouble, default=0.25 

The exponent for inverse scaling learning rate.  
early_stoppingbool, default=False 

Whether to use early stopping to terminate training when validation score is not improving. If set to True, it will automatically set aside a fraction of training data as validation and terminate training when validation score returned by the score method is not improving by at least tol for n_iter_no_change consecutive epochs.  New in version 0.20: Added ‘early_stopping’ option   
validation_fractionfloat, default=0.1 

The proportion of training data to set aside as validation set for early stopping. Must be between 0 and 1. Only used if early_stopping is True.  New in version 0.20: Added ‘validation_fraction’ option   
n_iter_no_changeint, default=5 

Number of iterations with no improvement to wait before early stopping.  New in version 0.20: Added ‘n_iter_no_change’ option   
warm_startbool, default=False 

When set to True, reuse the solution of the previous call to fit as initialization, otherwise, just erase the previous solution. See the Glossary. Repeatedly calling fit or partial_fit when warm_start is True can result in a different solution than when calling fit a single time because of the way the data is shuffled. If a dynamic learning rate is used, the learning rate is adapted depending on the number of samples already seen. Calling fit resets this counter, while partial_fit will result in increasing the existing counter.  
averagebool or int, default=False 

When set to True, computes the averaged SGD weights accross all updates and stores the result in the coef_ attribute. If set to an int greater than 1, averaging will begin once the total number of samples seen reaches average. So average=10 will begin averaging after seeing 10 samples.    Attributes 
 
coef_ndarray of shape (n_features,) 

Weights assigned to the features.  
intercept_ndarray of shape (1,) 

The intercept term.  
average_coef_ndarray of shape (n_features,) 

Averaged weights assigned to the features. Only available if average=True.  Deprecated since version 0.23: Attribute average_coef_ was deprecated in version 0.23 and will be removed in 1.0 (renaming of 0.25).   
average_intercept_ndarray of shape (1,) 

The averaged intercept term. Only available if average=True.  Deprecated since version 0.23: Attribute average_intercept_ was deprecated in version 0.23 and will be removed in 1.0 (renaming of 0.25).   
n_iter_int 

The actual number of iterations before reaching the stopping criterion.  
t_int 

Number of weight updates performed during training. Same as (n_iter_ * n_samples).      See also  
Ridge, ElasticNet, Lasso, sklearn.svm.SVR

  Examples >>> import numpy as np
>>> from sklearn.linear_model import SGDRegressor
>>> from sklearn.pipeline import make_pipeline
>>> from sklearn.preprocessing import StandardScaler
>>> n_samples, n_features = 10, 5
>>> rng = np.random.RandomState(0)
>>> y = rng.randn(n_samples)
>>> X = rng.randn(n_samples, n_features)
>>> # Always scale the input. The most convenient way is to use a pipeline.
>>> reg = make_pipeline(StandardScaler(),
...                     SGDRegressor(max_iter=1000, tol=1e-3))
>>> reg.fit(X, y)
Pipeline(steps=[('standardscaler', StandardScaler()),
                ('sgdregressor', SGDRegressor())])
 Methods  
densify() Convert coefficient matrix to dense array format.  
fit(X, y[, coef_init, intercept_init, …]) Fit linear model with Stochastic Gradient Descent.  
get_params([deep]) Get parameters for this estimator.  
partial_fit(X, y[, sample_weight]) Perform one epoch of stochastic gradient descent on given samples.  
predict(X) Predict using the linear model  
score(X, y[, sample_weight]) Return the coefficient of determination \(R^2\) of the prediction.  
set_params(**kwargs) Set and validate the parameters of estimator.  
sparsify() Convert coefficient matrix to sparse format.    
densify() [source]
 
Convert coefficient matrix to dense array format. Converts the coef_ member (back) to a numpy.ndarray. This is the default format of coef_ and is required for fitting, so calling this method is only required on models that have previously been sparsified; otherwise, it is a no-op.  Returns 
 self

Fitted estimator.     
  
fit(X, y, coef_init=None, intercept_init=None, sample_weight=None) [source]
 
Fit linear model with Stochastic Gradient Descent.  Parameters 
 
X{array-like, sparse matrix}, shape (n_samples, n_features) 

Training data  
yndarray of shape (n_samples,) 

Target values  
coef_initndarray of shape (n_features,), default=None 

The initial coefficients to warm-start the optimization.  
intercept_initndarray of shape (1,), default=None 

The initial intercept to warm-start the optimization.  
sample_weightarray-like, shape (n_samples,), default=None 

Weights applied to individual samples (1. for unweighted).    Returns 
 
selfreturns an instance of self. 
   
  
get_params(deep=True) [source]
 
Get parameters for this estimator.  Parameters 
 
deepbool, default=True 

If True, will return the parameters for this estimator and contained subobjects that are estimators.    Returns 
 
paramsdict 

Parameter names mapped to their values.     
  
partial_fit(X, y, sample_weight=None) [source]
 
Perform one epoch of stochastic gradient descent on given samples. Internally, this method uses max_iter = 1. Therefore, it is not guaranteed that a minimum of the cost function is reached after calling it once. Matters such as objective convergence and early stopping should be handled by the user.  Parameters 
 
X{array-like, sparse matrix}, shape (n_samples, n_features) 

Subset of training data  
ynumpy array of shape (n_samples,) 

Subset of target values  
sample_weightarray-like, shape (n_samples,), default=None 

Weights applied to individual samples. If not provided, uniform weights are assumed.    Returns 
 
selfreturns an instance of self. 
   
  
predict(X) [source]
 
Predict using the linear model  Parameters 
 
X{array-like, sparse matrix}, shape (n_samples, n_features) 
  Returns 
 ndarray of shape (n_samples,)

Predicted target values per element in X.     
  
score(X, y, sample_weight=None) [source]
 
Return the coefficient of determination \(R^2\) of the prediction. The coefficient \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)
** 2).sum() and \(v\) is the total sum of squares ((y_true -
y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.  Parameters 
 
Xarray-like of shape (n_samples, n_features) 

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.  
yarray-like of shape (n_samples,) or (n_samples, n_outputs) 

True values for X.  
sample_weightarray-like of shape (n_samples,), default=None 

Sample weights.    Returns 
 
scorefloat 

\(R^2\) of self.predict(X) wrt. y.     Notes The \(R^2\) score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor). 
  
set_params(**kwargs) [source]
 
Set and validate the parameters of estimator.  Parameters 
 
**kwargsdict 

Estimator parameters.    Returns 
 
selfobject 

Estimator instance.     
  
sparsify() [source]
 
Convert coefficient matrix to sparse format. Converts the coef_ member to a scipy.sparse matrix, which for L1-regularized models can be much more memory- and storage-efficient than the usual numpy.ndarray representation. The intercept_ member is not converted.  Returns 
 self

Fitted estimator.     Notes For non-sparse models, i.e. when there are not many zeros in coef_, this may actually increase memory usage, so use this method with care. A rule of thumb is that the number of zero elements, which can be computed with (coef_ == 0).sum(), must be more than 50% for this to provide significant benefits. After calling this method, further fitting with the partial_fit method (if any) will not work until you call densify. 
 
 Examples using sklearn.linear_model.SGDRegressor
 
  Prediction Latency  

  SGD: Penalties