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DOC adding valid intervals for SGDClassifier class parameters #22115

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1 change: 1 addition & 0 deletions doc/glossary.rst
Original file line number Diff line number Diff line change
Expand Up @@ -1604,6 +1604,7 @@ functions or non-estimator constructors.
number of different distinct random seeds. Popular integer
random seeds are 0 and `42
<https://en.wikipedia.org/wiki/Answer_to_the_Ultimate_Question_of_Life%2C_the_Universe%2C_and_Everything>`_.
Integer values must be in the range `[0, 2**32 - 1]`.

A :class:`numpy.random.RandomState` instance
Use the provided random state, only affecting other users
Expand Down
22 changes: 17 additions & 5 deletions sklearn/linear_model/_stochastic_gradient.py
Original file line number Diff line number Diff line change
Expand Up @@ -955,11 +955,13 @@ class SGDClassifier(BaseSGDClassifier):
value, the stronger the regularization.
Also used to compute the learning rate when set to `learning_rate` is
set to 'optimal'.
Values must be in the range `[0.0, inf)`.

l1_ratio : float, 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'.
Values must be in the range `[0.0, 1.0]`.

fit_intercept : bool, default=True
Whether the intercept should be estimated or not. If False, the
Expand All @@ -969,6 +971,7 @@ class SGDClassifier(BaseSGDClassifier):
The maximum number of passes over the training data (aka epochs).
It only impacts the behavior in the ``fit`` method, and not the
:meth:`partial_fit` method.
Values must be in the range `[1, inf)`.

.. versionadded:: 0.19

Expand All @@ -978,6 +981,7 @@ class SGDClassifier(BaseSGDClassifier):
epochs.
Convergence is checked against the training loss or the
validation loss depending on the `early_stopping` parameter.
Values must be in the range `[0.0, inf)`.

.. versionadded:: 0.19

Expand All @@ -986,6 +990,7 @@ class SGDClassifier(BaseSGDClassifier):

verbose : int, default=0
The verbosity level.
Values must be in the range `[0, inf)`.

epsilon : float, default=0.1
Epsilon in the epsilon-insensitive loss functions; only if `loss` is
Expand All @@ -994,6 +999,7 @@ class SGDClassifier(BaseSGDClassifier):
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.
Values must be in the range `[0.0, inf)`.

n_jobs : int, default=None
The number of CPUs to use to do the OVA (One Versus All, for
Expand All @@ -1006,18 +1012,19 @@ class SGDClassifier(BaseSGDClassifier):
Used for shuffling the data, when ``shuffle`` is set to ``True``.
Pass an int for reproducible output across multiple function calls.
See :term:`Glossary <random_state>`.
Integer values must be in the range `[0, 2**32 - 1]`.

learning_rate : str, default='optimal'
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.
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.
- '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.
`early_stopping` is `True`, the current learning rate is divided by 5.

.. versionadded:: 0.20
Added 'adaptive' option
Expand All @@ -1026,13 +1033,15 @@ class SGDClassifier(BaseSGDClassifier):
The initial learning rate for the 'constant', 'invscaling' or
'adaptive' schedules. The default value is 0.0 as eta0 is not used by
the default schedule 'optimal'.
Values must be in the range `(0.0, inf)`.

power_t : float, default=0.5
The exponent for inverse scaling learning rate [default 0.5].
Values must be in the range `(-inf, inf)`.

early_stopping : bool, 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
score is not improving. If set to `True`, it will automatically set aside
a stratified 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.
Expand All @@ -1044,6 +1053,7 @@ class SGDClassifier(BaseSGDClassifier):
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.
Values must be in the range `(0.0, 1.0)`.

.. versionadded:: 0.20
Added 'validation_fraction' option
Expand All @@ -1053,6 +1063,7 @@ class SGDClassifier(BaseSGDClassifier):
fitting.
Convergence is checked against the training loss or the
validation loss depending on the `early_stopping` parameter.
Integer values must be in the range `[1, max_iter)`.

.. versionadded:: 0.20
Added 'n_iter_no_change' option
Expand Down Expand Up @@ -1081,11 +1092,12 @@ class SGDClassifier(BaseSGDClassifier):
existing counter.

average : bool or int, default=False
When set to True, computes the averaged SGD weights across all
When set to `True`, computes the averaged SGD weights across 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.
Integer values must be in the range `[1, n_samples]`.

Attributes
----------
Expand Down