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

    Click :ref:`here <sphx_glr_download_auto_examples_linear_model_plot_sgd_penalties.py>` to download the full example code
.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_examples_linear_model_plot_sgd_penalties.py:


==============
SGD: Penalties
==============

Contours of where the penalty is equal to 1
for the three penalties L1, L2 and elastic-net.

All of the above are supported by
:class:`sklearn.linear_model.stochastic_gradient`.




.. code-block:: python

    print(__doc__)

    import numpy as np
    import matplotlib.pyplot as plt

    l1_color = "navy"
    l2_color = "c"
    elastic_net_color = "darkorange"

    line = np.linspace(-1.5, 1.5, 1001)
    xx, yy = np.meshgrid(line, line)

    l2 = xx ** 2 + yy ** 2
    l1 = np.abs(xx) + np.abs(yy)
    rho = 0.5
    elastic_net = rho * l1 + (1 - rho) * l2

    plt.figure(figsize=(10, 10), dpi=100)
    ax = plt.gca()

    elastic_net_contour = plt.contour(xx, yy, elastic_net, levels=[1],
                                      colors=elastic_net_color)
    l2_contour = plt.contour(xx, yy, l2, levels=[1], colors=l2_color)
    l1_contour = plt.contour(xx, yy, l1, levels=[1], colors=l1_color)
    ax.set_aspect("equal")
    ax.spines['left'].set_position('center')
    ax.spines['right'].set_color('none')
    ax.spines['bottom'].set_position('center')
    ax.spines['top'].set_color('none')

    plt.clabel(elastic_net_contour, inline=1, fontsize=18,
               fmt={1.0: 'elastic-net'}, manual=[(-1, -1)])
    plt.clabel(l2_contour, inline=1, fontsize=18,
               fmt={1.0: 'L2'}, manual=[(-1, -1)])
    plt.clabel(l1_contour, inline=1, fontsize=18,
               fmt={1.0: 'L1'}, manual=[(-1, -1)])

    plt.tight_layout()
    plt.show()

**Total running time of the script:** ( 0 minutes  0.000 seconds)


.. _sphx_glr_download_auto_examples_linear_model_plot_sgd_penalties.py:


.. only :: html

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



  .. container:: sphx-glr-download

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



  .. container:: sphx-glr-download

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


.. only:: html

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

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