.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_examples/plot_sgl_path.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_examples_plot_sgl_path.py>`
        to download the full example code

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_examples_plot_sgl_path.py:


=======================================
Visualizing the SGL regularization path
=======================================

Computes SGL path using the function ``sgl_path`` along the regularization parameter
on a synthetic dataset.  Each color represents a different feature group in the
coefficient vector, and this is displayed as a function of the regularization
parameter.

When alpha is very large, the regularization effect dominates and the
coefficients tend to zero.  As alpha tends toward zero the solution tends
towards the ordinary least squares.

When a group of covariates goes to zero (indicated by the dashed vertical line),
this relieves the regularization penalty on the other groups, creating "jumps"
in the magnitudes of the other covariate groups.

In practise it is necessary to tune alpha (and l1_ratio) to best fit the
training data.

.. GENERATED FROM PYTHON SOURCE LINES 22-70



.. image-sg:: /auto_examples/images/sphx_glr_plot_sgl_path_001.png
   :alt: SGL ($\lambda=0.5$) regularization path
   :srcset: /auto_examples/images/sphx_glr_plot_sgl_path_001.png
   :class: sphx-glr-single-img





.. code-block:: default

    import groupyr as gpr
    import matplotlib.pyplot as plt
    import numpy as np


    X, y, groups, coef = gpr.datasets.make_group_regression(
        n_samples=400,
        n_groups=10,
        n_informative_groups=3,
        n_features_per_group=10,
        n_informative_per_group=3,
        noise=200,
        coef=True,
        random_state=10,
        shuffle=True,
    )

    path_coefs, path_alphas, path_iters = gpr.sgl_path(
        X, y, l1_ratio=0.5, groups=groups, eps=0.001, n_alphas=200, max_ier=1000, tol=1e-3
    )

    group_means = np.array([np.linalg.norm(path_coefs[grp], axis=0) for grp in groups])

    zero_idx = np.array(
        [np.max(np.where(group_means[i] == 0)[0]) for i in range(len(groups))]
    )

    fig, ax = plt.subplots(2, 1, figsize=(8, 10), sharex=True)

    cmap = plt.get_cmap("tab10")

    for grp, color, z_idx in zip(groups, cmap.colors, zero_idx):
        _ = ax[0].semilogx(
            path_alphas, np.abs(path_coefs[grp][:-1].transpose()), color=color
        )

        _ = ax[0].axvline(path_alphas[z_idx], ls=":", color=color)
        _ = ax[1].axvline(path_alphas[z_idx], ls=":", color=color)

    _ = ax[1].semilogx(path_alphas, group_means.transpose())

    _ = ax[1].set_xlabel(r"$\log(\alpha)$", fontsize=16)
    _ = ax[0].set_ylabel(r"$\left| \hat{\beta} \right|$", fontsize=16)
    _ = ax[1].set_ylabel(
        r"$\left| \left| \hat{\beta}^{(\ell)} \right| \right|_2$", fontsize=16
    )

    _ = ax[0].set_title(r"SGL ($\lambda=0.5$) regularization path", fontsize=16)


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** ( 0 minutes  10.286 seconds)


.. _sphx_glr_download_auto_examples_plot_sgl_path.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example




    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: plot_sgl_path.py <plot_sgl_path.py>`

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: plot_sgl_path.ipynb <plot_sgl_path.ipynb>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_