So I read the scikit-learn package webpate:

http://scikit-learn.sourceforge.net/dev/modules/generated/sklearn.linear_model.LogisticRegression.html

I can use logistic regression to fit the data, and after I obtain an
instance of LogisticRegression, I can use it to classify new data points.
So far so good.

Is there a way to set the coefficients of LogisticRegression() instance
though? Because after I obtain the trained coefficients, I want to use the
same API to classify new data points. I also don't want to keep retraining
the data to obtain that particular instance that has the coefficients I
want.

For example, I want to do something like

lg = LogisticRegression()

lg.coef_ = [blah blah blah]
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