Explore if multicollinearity has an impact on machine learning

multicollinearity_machine_learning.ipynb

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    "<h1>Table of Contents<span class=\"tocSkip\"></span></h1>\n",
    "<div class=\"toc\"><ul class=\"toc-item\"><li><span><a href=\"#Explore-if-multicollinearity-impact-machine-learning\" data-toc-modified-id=\"Explore-if-multicollinearity-impact-machine-learning-1\">Explore if multicollinearity impact machine learning</a></span></li><li><span><a href=\"#Regression\" data-toc-modified-id=\"Regression-2\">Regression</a></span></li><li><span><a href=\"#Summary\" data-toc-modified-id=\"Summary-3\">Summary</a></span></li></ul></div>"
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   "source": [
    "Explore if multicollinearity impact machine learning\n",
    "-----\n",
    "\n",
    "Given the goal of machine learning is prediction."
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   "source": [
    "reset -fs"
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   "source": [
    "# Use Iris data for simplicity\n",
    "from sklearn.datasets import load_iris\n",
    "\n",
    "X, y = load_iris(return_X_y=True)"
   ]
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   "source": [
    "from sklearn.model_selection import train_test_split\n",
    "\n",
    "X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.30)"
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   "source": [
    "# Repeat each feautre\n",
    "import numpy as np\n",
    "\n",
    "X_train_double = np.hstack((X_train, X_train))\n",
    "X_test_double = np.hstack((X_test, X_test))"
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    "Regression\n",
    "-----"
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   "source": [
    "from sklearn.linear_model import LogisticRegression"
   ]
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      "/Users/brian/anaconda3/envs/3.7/lib/python3.7/site-packages/sklearn/linear_model/logistic.py:947: ConvergenceWarning: lbfgs failed to converge. Increase the number of iterations.\n",
      "  \"of iterations.\", ConvergenceWarning)\n"
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    "clf_baseline = LogisticRegression(multi_class='multinomial',\n",
    "                                  solver='lbfgs',\n",
    "                                  max_iter=10)\n",
    "clf_baseline.fit(X_train, y_train)\n",
    "clf_baseline.score(X_test, y_test)"
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      "/Users/brian/anaconda3/envs/3.7/lib/python3.7/site-packages/sklearn/linear_model/logistic.py:947: ConvergenceWarning: lbfgs failed to converge. Increase the number of iterations.\n",
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   "source": [
    "clf_multicolinearity = LogisticRegression(multi_class='multinomial',\n",
    "                                  solver='lbfgs',\n",
    "                                  max_iter=10)\n",
    "clf_multicolinearity.fit(X_train_double, y_train)\n",
    "clf_multicolinearity.score(X_test_double, y_test)"
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   "source": [
    "Summary\n",
    "-----\n",
    "\n",
    "Multicollinearity has __no__ impact machine learning."
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