PoissonRegressor#

class sklearn.linear_model.PoissonRegressor(*, alpha=1.0, fit_intercept=True, solver='lbfgs', max_iter=100, tol=0.0001, warm_start=False, verbose=0)[source]#

Generalized Linear Model with a Poisson distribution.

This regressor uses the ‘log’ link function.

Read more in the User Guide.

Added in version 0.23.

Parameters:
alphafloat, default=1

Constant that multiplies the L2 penalty term and determines the regularization strength. alpha = 0 is equivalent to unpenalized GLMs. In this case, the design matrix X must have full column rank (no collinearities). Values of alpha must be in the range [0.0, inf).

fit_interceptbool, default=True

Specifies if a constant (a.k.a. bias or intercept) should be added to the linear predictor (X @ coef + intercept).

solver{‘lbfgs’, ‘newton-cholesky’}, default=’lbfgs’

Algorithm to use in the optimization problem:

‘lbfgs’

Calls scipy’s L-BFGS-B optimizer.

‘newton-cholesky’

Uses Newton-Raphson steps (in arbitrary precision arithmetic equivalent to iterated reweighted least squares) with an inner Cholesky based solver. This solver is a good choice for n_samples >> n_features, especially with one-hot encoded categorical features with rare categories. Be aware that the memory usage of this solver has a quadratic dependency on n_features because it explicitly computes the Hessian matrix.

Added in version 1.2.

max_iterint, default=100

The maximal number of iterations for the solver. Values must be in the range [1, inf).

tolfloat, default=1e-4

Stopping criterion. For the lbfgs solver, the iteration will stop when max{|g_j|, j = 1, ..., d} <= tol where g_j is the j-th component of the gradient (derivative) of the objective function. Values must be in the range (0.0, inf).

warm_startbool, default=False

If set to True, reuse the solution of the previous call to fit as initialization for coef_ and intercept_ .

verboseint, default=0

For the lbfgs solver set verbose to any positive number for verbosity. Values must be in the range [0, inf).

Attributes:
coef_array of shape (n_features,)

Estimated coefficients for the linear predictor (X @ coef_ + intercept_) in the GLM.

intercept_float

Intercept (a.k.a. bias) added to linear predictor.

n_features_in_int

Number of features seen during fit.

Added in version 0.24.

feature_names_in_ndarray of shape (n_features_in_,)

Names of features seen during fit. Defined only when X has feature names that are all strings.

Added in version 1.0.

n_iter_int

Actual number of iterations used in the solver.

See also

TweedieRegressor

Generalized Linear Model with a Tweedie distribution.

Examples

>>> from sklearn import linear_model
>>> clf = linear_model.PoissonRegressor()
>>> X = [[1, 2], [2, 3], [3, 4], [4, 3]]
>>> y = [12, 17, 22, 21]
>>> clf.fit(X, y)
PoissonRegressor()
>>> clf.score(X, y)
np.float64(0.990)
>>> clf.coef_
array([0.121, 0.158])
>>> clf.intercept_
np.float64(2.088)
>>> clf.predict([[1, 1], [3, 4]])
array([10.676, 21.875])
fit(X, y, sample_weight=None)[source]#

Fit a Generalized Linear Model.

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

Training data.

yarray-like of shape (n_samples,)

Target values.

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

Sample weights.

Returns:
selfobject

Fitted model.

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:
routingMetadataRequest

A MetadataRequest encapsulating routing information.

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.

predict(X)[source]#

Predict using GLM with feature matrix X.

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

Samples.

Returns:
y_predarray of shape (n_samples,)

Returns predicted values.

score(X, y, sample_weight=None)[source]#

Compute D^2, the percentage of deviance explained.

D^2 is a generalization of the coefficient of determination R^2. R^2 uses squared error and D^2 uses the deviance of this GLM, see the User Guide.

D^2 is defined as \(D^2 = 1-\frac{D(y_{true},y_{pred})}{D_{null}}\), \(D_{null}\) is the null deviance, i.e. the deviance of a model with intercept alone, which corresponds to \(y_{pred} = \bar{y}\). The mean \(\bar{y}\) is averaged by sample_weight. Best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse).

Parameters:
X{array-like, sparse matrix} of shape (n_samples, n_features)

Test samples.

yarray-like of shape (n_samples,)

True values of target.

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

Sample weights.

Returns:
scorefloat

D^2 of self.predict(X) w.r.t. y.

set_fit_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → PoissonRegressor[source]#

Configure whether metadata should be requested to be passed to the fit method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to fit.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in fit.

Returns:
selfobject

The updated object.

set_params(**params)[source]#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:
**paramsdict

Estimator parameters.

Returns:
selfestimator instance

Estimator instance.

set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → PoissonRegressor[source]#

Configure whether metadata should be requested to be passed to the score method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

  • True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.

  • False: metadata is not requested and the meta-estimator will not pass it to score.

  • None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

  • str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:
sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED

Metadata routing for sample_weight parameter in score.

Returns:
selfobject

The updated object.