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ML | Implementing L1 and L2 regularization using Sklearn
  • Last Updated : 28 Nov, 2019

Prerequisites: L2 and L1 regularization

This article aims to implement the L2 and L1 regularization for Linear regression using the Ridge and Lasso modules of the Sklearn library of Python.
Dataset – House prices dataset .

Step 1: Importing the required libraries




import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from sklearn.linear_model import LinearRegression, Ridge, Lasso
from sklearn.model_selection import train_test_split, cross_val_score
from statistics import mean


Step 2: Loading and cleaning the Data




# Changing the working location to the location of the data
cd C:\Users\Dev\Desktop\Kaggle\House Prices
  
# Loading the data into a Pandas DataFrame
data = pd.read_csv('kc_house_data.csv')
  
# Dropping the numerically non-sensical variables
dropColumns = ['id', 'date', 'zipcode']
data = data.drop(dropColumns, axis = 1)
  
# Separating the dependent and independent variables
y = data['price']
X = data.drop('price', axis = 1)
  
# Dividing the data into training and testing set
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size = 0.25)


Step 3: Building and evaluating the different models



a) Linear Regression:




# Bulding and fitting the Linear Regression model
linearModel = LinearRegression()
linearModel.fit(X_train, y_train)
  
# Evaluating the Linear Regression model
print(linearModel.score(X_test, y_test))


b) Ridge(L2) Regression:




# List to maintain the different cross-validation scores
cross_val_scores_ridge = []
  
# List to maintain the different values of alpha
alpha = []
  
# Loop to compute the different values of cross-validation scores
for i in range(1, 9):
    ridgeModel = Ridge(alpha = i * 0.25)
    ridgeModel.fit(X_train, y_train)
    scores = cross_val_score(ridgeModel, X, y, cv = 10)
    avg_cross_val_score = mean(scores)*100
    cross_val_scores_ridge.append(avg_cross_val_score)
    alpha.append(i * 0.25)
  
# Loop to print the different values of cross-validation scores
for i in range(0, len(alpha)):
    print(str(alpha[i])+' : '+str(cross_val_scores_ridge[i]))


From the above output, we can conclude that the best value of alpha for the data is 2.




# Building and fitting the Ridge Regression model
ridgeModelChosen = Ridge(alpha = 2)
ridgeModelChosen.fit(X_train, y_train)
  
# Evaluating the Ridge Regression model
print(ridgeModelChosen.score(X_test, y_test))


c) Lasso(L1) Regression:




# List to maintain the cross-validation scores
cross_val_scores_lasso = []
  
# List to maintain the different values of Lambda
Lambda = []
  
# Loop to compute the cross-validation scores
for i in range(1, 9):
    lassoModel = Lasso(alpha = i * 0.25, tol = 0.0925)
    lassoModel.fit(X_train, y_train)
    scores = cross_val_score(lassoModel, X, y, cv = 10)
    avg_cross_val_score = mean(scores)*100
    cross_val_scores_lasso.append(avg_cross_val_score)
    Lambda.append(i * 0.25)
  
# Loop to print the different values of cross-validation scores
for i in range(0, len(alpha)):
    print(str(alpha[i])+' : '+str(cross_val_scores_lasso[i]))


From the above output, we can conclude that the best value of lambda is 2.




# Building and fitting the Lasso Regression Model
lassoModelChosen = Lasso(alpha = 2, tol = 0.0925)
lassoModelChosen.fit(X_train, y_train)
  
# Evaluating the Lasso Regression model
print(lassoModelChosen.score(X_test, y_test))


Step 4: Comparing and Visualizing the results




# Building the two lists for visualization
models = ['Linear Regression', 'Ridge Regression', 'Lasso Regression']
scores = [linearModel.score(X_test, y_test),
         ridgeModelChosen.score(X_test, y_test),
         lassoModelChosen.score(X_test, y_test)]
  
# Building the dictionary to compare the scores
mapping = {}
mapping['Linear Regreesion'] = linearModel.score(X_test, y_test)
mapping['Ridge Regreesion'] = ridgeModelChosen.score(X_test, y_test)
mapping['Lasso Regression'] = lassoModelChosen.score(X_test, y_test)
  
# Printing the scores for different models
for key, val in mapping.items():
    print(str(key)+' : '+str(val))





# Plotting the scores
plt.bar(models, scores)
plt.xlabel('Regression Models')
plt.ylabel('Score')
plt.show()


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