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The intercept are half of the real values in logistic regression

For a scientific study, I need to analyze the traditional logistic regression using python and sci-kit learn. After fitting my regression model with "penalty='none'", I can get the correct coefficients but the intercept is the half of the real value. My code is mostly as follows:
df = pd.read_excel("data.xlsx")
train, test = train_test_split(df, train_size = 0.8, random_state = 42)
train = train.drop(["Unnamed: 0"], axis = 1)
test = test.drop(["Unnamed: 0"], axis = 1)
x_train = train.drop(["GRUP"], axis = 1)
x_train = sm.add_constant(x_train)
y_train = train["GRUP"]
x_test = test.drop(["GRUP"], axis = 1)
x_test = sm.add_constant(x_test)
y_test = test["GRUP"]
model = sm.Logit(y_train, x_train).fit()
model.summary()
log = LogisticRegression(penalty = "none")
log.fit(x_train, y_train)
log.intercept_
With statsmodels I get the intercept (constant) "28.7140" but with the sci-kit learn "14.35698738". Other coefficients are same. I verified it on SPSS and the first one is the correct value. I don't want to use statsmodels only for logistic regression. Could you please help?
PS: Without intercept model works fine.

The issue here is that in the code you posted you add a constant term (a column of 1's) to x_train with x_train = sm.add_constant(x_train). Then, you pass that same x_train object to sklearn's LogisticRegression() method where the default value of fit_intercept= is True. So, at that stage, you end up creating another constant term, causing the discrepancy in your estimated coefficients.
So, you should either turn off fit_intercept= in the sklearn code, or leave fit_intercept=True but use the x_train array without the added constant term.

scikit-learn predict() new data

I have a question regarding the predict() function from scikit-learn. I'm trying to validate my trained classifier by testing with data, that is not in the training data and also has a different label. So I basically want, that the classifiers output is: 'new data is not predictable'. How do I implement that?
Right now the classifier is just trying to predict the trained labels on the new data with totally different labels. Could you help me out?!
my classifier pipeline:
text_clf_NB = Pipeline([('vect', vects_NB),
('tfidf', tf_idf_NB),
('clf', classifier('NB')) # choose classifier
])
my prediction:
pred_NB = text_clf_NB.fit(X_train, Y_train).predict(X_others)
X_others has a new case with a non-trained label, and I want the classifier to notice, that it is a case not similar to the trained cases and not just predicting what the most likely label of the trained ones is for the new case.

Ok, solved the problem like this now. Is this a reasonable way to do it.
# prediction probabilites
pred_NB = text_clf_NB.fit(X_train, Y_train).predict_proba(X_test)
# prediction depending on probs
new_pred =[]
case = 0
for pairs in pred_NB:
if max(pairs) >= 0.995:
pred = text_clf_NB.fit(X_train, Y_train).predict([X_test[case]])
elif max(pairs) < 0.995:
pred = (["No sufficient similarity to trained cases"])
case += 1
new_pred.extend(pred)
new_pred

Use SHAP values to explain LogisticRegression Classification

I am trying to do some bad case analysis on my product categorization model using SHAP. My data looks something like this:
corpus_train, corpus_test, y_train, y_test = train_test_split(data['Name_Description'],
data['Category_Target'],
test_size = 0.2,
random_state=8)
vectorizer = TfidfVectorizer(stop_words='english', ngram_range=(1, 3), min_df=3, analyzer='word')
X_train = vectorizer.fit_transform(corpus_train)
X_test = vectorizer.transform(corpus_test)
model = LogisticRegression(max_iter=200)
model.fit(X_train, y_train)
X_train_sample = shap.sample(X_train, 100)
X_test_sample = shap.sample(X_test, 20)
masker = shap.maskers.Independent(data=X_test_sample)
explainer = shap.LinearExplainer(model, masker=masker)
shap_values = explainer.shap_values(X_test_sample)
X_test_array = X_test_sample.toarray()
shap.summary_plot(shap_values, X_test_array, feature_names=vectorizer.get_feature_names(), class_names=data['Category'].unique())
Now to save space I didn't include the actual summary plot, but it looks fine. My issue is that I want to be able to analyze a single prediction and get something more along these lines:
In other words, I want to know which specific words contribute the most to the prediction. But when I run the code in cell 36 in the image above I get an
AttributeError: 'numpy.ndarray' object has no attribute 'output_names'
I'm still confused on the indexing of shap_values. How can I solve this?

I was unable to find a solution with SHAP, but I found a solution using LIME. The following code displays a very similar output where its easy to see how the model made its prediction and how much certain words contributed.
c = make_pipeline(vectorizer, classifier)
# saving a list of strings version of the X_test object
ls_X_test= list(corpus_test)
# saving the class names in a dictionary to increase interpretability
class_names = list(data.Category.unique())
# Create the LIME explainer
# add the class names for interpretability
LIME_explainer = LimeTextExplainer(class_names=class_names)
# explain the chosen prediction
# use the probability results of the logistic regression
# can also add num_features parameter to reduce the number of features explained
LIME_exp = LIME_explainer.explain_instance(ls_X_test[idx], c.predict_proba)
LIME_exp.show_in_notebook(text=True, predict_proba=True)

Using the kernalSHAP, first you need to find the shaply value and then find the single instance, as following below;
#convert your training and testing data using the TF-IDF vectorizer
tfidf_vectorizer = TfidfVectorizer(use_idf=True)
tfidf_train = tfidf_vectorizer.fit_transform(IV_train)
tfidf_test = tfidf_vectorizer.transform(IV_test)
model=LogisticRegression()
model.fit(tfidf_train, DV_train)
#shap apply
#first shorten the data & convert to data frame
X_train_sample = tfidf_train[0:20]
sample_text = pd.DataFrame(X_test_sample)
SHAP_explainer = shap.KernelExplainer(model.predict, X_train_sample)
shap_vals = SHAP_explainer.shap_values(X_test_sample)
#print it.
print(df_test.iloc[7].Text , df_test.iloc[7].Label)
shap.initjs()
shap.force_plot(SHAP_explainer.expected_value, shap_vals[7,:],sample_text.iloc[7,:], feature_names=tfidf_vectorizer.get_feature_names_out())
as the original text is "good article interested natural alternatives treat ADHD" and Label is "1"

using saved sklearn model to make prediction

I have a saved logistic regression model which I trained with training data and saved using joblib. I am trying to load this model in a different script, pass it new data and make a prediction based on the new data.
I am getting the following error "sklearn.exceptions.NotFittedError: CountVectorizer - Vocabulary wasn't fitted." Do I need to fit the data again ? I would have thought that the point of being able to save the model would be to not have to do this.
The code I am using is below excluding the data cleaning section. Any help to get the prediction to work would be appreciated.
new_df = pd.DataFrame(latest_tweets,columns=['text'])
new_df.to_csv('new_tweet.csv',encoding='utf-8')
csv = 'new_tweet.csv'
latest_df = pd.read_csv(csv)
latest_df.dropna(inplace=True)
latest_df.reset_index(drop=True,inplace=True)
new_x = latest_df.text
loaded_model = joblib.load("finalized_mode.sav")
tfidf_transformer = TfidfTransformer()
cvec = CountVectorizer()
x_val_vec = cvec.transform(new_x)
X_val_tfidf = tfidf_transformer.transform(x_val_vec)
result = loaded_model.predict(X_val_tfidf)
print (result)

Your training part have 3 parts which are fitting the data:
CountVectorizer: Learns the vocabulary of the training data and returns counts
TfidfTransformer: Learns the counts of the vocabulary from previous part, and returns tfidf
LogisticRegression: Learns the coefficients for features for optimum classification performance.
Since each part is learning something about the data and using it to output the transformed data, you need to have all 3 parts while testing on new data. But you are only saving the lr with joblib, so the other two are lost and with it is lost the training data vocabulary and count.
Now in your testing part, you are initializing new CountVectorizer and TfidfTransformer, and calling fit() (fit_transform()), which will learn the vocabulary only from this new data. So the words will be less than the training words. But then you loaded the previously saved LR model, which expects the data according to features like training data. Hence this error:
ValueError: X has 130 features per sample; expecting 223086
What you need to do is this:
During training:
filename = 'finalized_model.sav'
joblib.dump(lr, filename)
filename = 'finalized_countvectorizer.sav'
joblib.dump(cvec, filename)
filename = 'finalized_tfidftransformer.sav'
joblib.dump(tfidf_transformer, filename)
During testing
loaded_model = joblib.load("finalized_model.sav")
loaded_cvec = joblib.load("finalized_countvectorizer.sav")
loaded_tfidf_transformer = joblib.load("finalized_tfidftransformer.sav")
# Observe that I only use transform(), not fit_transform()
x_val_vec = loaded_cvec.transform(new_x)
X_val_tfidf = loaded_tfidf_transformer.transform(x_val_vec)
result = loaded_model.predict(X_val_tfidf)
Now you wont get that error.
Recommendation:
You should use TfidfVectorizer in place of both CountVectorizer and TfidfTransformer, so that you dont have to use two objects all the time.
And along with that you should use Pipeline to combine the two steps:- TfidfVectorizer and LogisticRegression, so that you only have to use a single object (which is easier to save and load and generic handling).
So edit the training part like this:
tfidf_vectorizer = TfidfVectorizer()
lr = LogisticRegression()
tfidf_lr_pipe = Pipeline([('tfidf', tfidf_vectorizer), ('lr', lr)])
# Internally your X_train will be automatically converted to tfidf
# and that will be passed to lr
tfidf_lr_pipe.fit(X_train, y_train)
# Similarly here only transform() will be called internally for tfidfvectorizer
# And that data will be passed to lr.predict()
y_preds = tfidf_lr_pipe.predict(x_test)
# Now you can save this pipeline alone (which will save all its internal parts)
filename = 'finalized_model.sav'
joblib.dump(tfidf_lr_pipe, filename)
During testing, do this:
loaded_pipe = joblib.load("finalized_model.sav")
result = loaded_model.predict(new_x)

You have not fit the CountVectorizer.
You should do like this..
cvec = CountVectorizer()
x_val_vec = cvec.fit_transform(new_x)
Similarly, TfidTransformer must be used like this..
X_val_tfidf = tfidf_transformer.fit_transform(x_val_vec)

Keras Regression using Scikit Learn StandardScaler with Pipeline and without Pipeline

I am comparing the performance of two programs about KerasRegressor using Scikit-Learn StandardScaler: one program with Scikit-Learn Pipeline and one program without the Pipeline.
Program 1:
estimators = []
estimators.append(('standardise', StandardScaler()))
estimators.append(('multiLayerPerceptron', KerasRegressor(build_fn=build_nn, nb_epoch=num_epochs, batch_size=10, verbose=0)))
pipeline = Pipeline(estimators)
log = pipeline.fit(X_train, Y_train)
Y_deep = pipeline.predict(X_test)
Program 2:
scale = StandardScaler()
X_train = scale.fit_transform(X_train)
X_test = scale.fit_transform(X_test)
model_np = KerasRegressor(build_fn=build_nn, nb_epoch=num_epochs, batch_size=10, verbose=0)
log = model_np.fit(X_train, Y_train)
Y_deep = model_np.predict(X_test)
My problem is that Program 1 can achieve R2 score as 0.98 (3 trials on average) while Program 2 only achieve R2 score as 0.84 (3 trials on average.) Can anyone explain the difference between these two programs?

In the second case, you are calling StandardScaler.fit_transform() on both X_train and X_test. Its wrong usage.
You should call fit_transform() on X_train and then call only transform() on the X_test. Because thats what the Pipeline does.
The Pipeline as the documentation states, will:
fit():
Fit all the transforms one after the other and transform the data,
then fit the transformed data using the final estimator
predict():
Apply transforms to the data, and predict with the final estimator
So you see, it will only apply transform() to the test data, not fit_transform().
So elaborate my point, your code should be:
scale = StandardScaler()
X_train = scale.fit_transform(X_train)
#This is the change
X_test = scale.transform(X_test)
model_np = KerasRegressor(build_fn=build_nn, nb_epoch=num_epochs, batch_size=10, verbose=0)
log = model_np.fit(X_train, Y_train)
Y_deep = model_np.predict(X_test)
Calling fit() or fit_transform() on test data wrongly scales it to a different scale than what was used on train data. And is a source of change in prediction.
Edit: To answer the question in comment:
See, fit_transform() is just a shortcut function for doing fit() and then transform(). For StandardScaler, fit() doesnt return anything, just learns the mean and standard deviation of data. And then transform() applies the learning on the data to return new scaled data.
So what you are saying leads to below two scenarios:
Scenario 1: Wrong
1) X_scaled = scaler.fit_transform(X)
2) Divide the X_scaled into X_scaled_train, X_scaled_test and run your model.
No need to scale again.
Scenario 2: Wrong (Basically equal to Scenario 1, reversing the scaling and spitting operations)
1) Divide the X into X_train, X_test
2) scale.fit_transform(X) [# You are not using the returned value, only fitting the data, so equivalent to scale.fit(X)]
3.a) X_train_scaled = scale.transform(X_train) #[Equals X_scaled_train in scenario 1]
3.b) X_test_scaled = scale.transform(X_test) #[Equals X_scaled_test in scenario 1]
You can try any of the scenario and maybe it will increase the performance of your model.
But there is one very important thing which is missing in them. When you do scaling on the whole data and then divide them into train and test, it is assumed that you know the test (unseen) data, which will not be true in real world cases. And will give you results which will not be according to real world results. Because in the real world, whole of the data will be our training data. It may also lead to over-fitting because the model has some information about the test data already.
So when evaluating the performance of machine learning models, it is recommended that you keep aside the test data before performing any operations on it. Because it is our unseen data, we know nothing about it. So ideal path of operations would be the one I answered, ie.:
1) Divide X into X_train and X_test (same for y)
2) X_train_scaled = scale.fit_transform(X_train) [#Learn the mean and SD of train data]
3) X_test_scaled = scale.transform(X_test) [#Use the mean and SD learned in step2 to convert test data]
4) Use the X_train_scaled for training the model and X_test_scaled in evaluation.
Hope it makes sense to you.