Question

I’m doing multivariate linear regression in Python (sklearn), but for some reason, the coefficients are not correctly returned as a list. Instead, a list IN A LIST is returned:

from sklearn import linear_model
clf = linear_model.LinearRegression()
# clf.fit ([[0, 0, 0], [1, 1, 1], [2, 2, 2]], [0, 1, 2])
clf.fit([[394, 3878, 13, 4, 0, 0],[384, 10175, 14, 4, 0, 0]],[3,9])
print 'coef array',clf.coef_
print 'length', len(clf.coef_)
print 'getting value 0:', clf.coef_[0]
print 'getting value 1:', clf.coef_[1]

This returns the values in a list of a list [[]] instead of a list []. Any idea why this is happening? Output:

coef array [[  1.03428648e-03   9.54477167e-04   1.45135995e-07   0.00000000e+00
0.00000000e+00   0.00000000e+00]]
length 1
getting value 0: [  1.03428648e-03   9.54477167e-04   1.45135995e-07   0.0000000
0e+00 0.00000000e+00   0.00000000e+00]
getting value 1:
Traceback (most recent call last):
  File "regress.py", line 8, in <module>
    print 'getting value 1:', clf.coef_[1]
IndexError: index out of bounds

But this works:

from sklearn import linear_model
clf = linear_model.LinearRegression()
clf.fit ([[0, 0, 0], [1, 1, 1], [2, 2, 2]], [0, 1, 2])
# clf.fit([[394, 3878, 13, 4, 0, 0],[384, 10175, 14, 4, 0, 0]],[3,9])
print 'coef array',clf.coef_
print 'length', len(clf.coef_)
print 'getting value 0:', clf.coef_[0]
print 'getting value 1:', clf.coef_[1]

Output:

coef array [ 0.33333333  0.33333333  0.33333333]
length 3
getting value 0: 0.333333333333
getting value 1: 0.333333333333

Answer 1

This is fixed by updating two files in the SciKit-Learn folder.

The code is here:
https://github.com/scikit-learn/scikit-learn/commit/d0b20f0a21ba42b85375b1fbc7202dc3962ae54f