thanks Alexandre and Olivier. Indeed I don't expect to get better 
performance in comparison to logistic regression with L1 regularization.
I guess my question was more on how to force the fit method to learn a 
binary output. Using my code below, it assumes a regression problem. How 
do I use Elastic Net for classification in practice?

Thanks,
  Matthias


from sklearn.linear_model import ElasticNet
from sklearn import datasets

iris = datasets.load_iris()
X = iris.data
y = iris.target

idx=np.where(y!=2)[0] # select only labels 0 & 1
X=X[idx,:]
y=y[idx,:]
X /= X.std(0)

clf = ElasticNet(alpha=0.1, rho=0.7)
clf.fit(X,y)

In [53]: clf.predict(X)
Out[53]:
array([ 0.06641272,  0.11714499,  0.08138986,  0.12246076,  0.05626627,
         0.12908023,  0.1049925 ,  0.0920214 ,  0.12729145,  0.09402743,
         0.06158204,  0.10748362,  0.08871166,  0.04232499, -0.01524399,
         0.04742352,  0.06723134,  0.09484605,  0.11079336,  0.07986891,
         0.12294584,  0.1184487 , -0.00558262,  0.21839229,  0.15387029,
         0.14806944,  0.16435028,  0.08187494,  0.07655918,  0.12777653,
         0.13792298,  0.14888806, -0.00743711, -0.00461246,  0.09402743,
         0.06592764,  0.0509505 ,  0.09402743,  0.10168277,  0.0920214 ,
         0.07938383,  0.20114128,  0.08138986,  0.21107048,  0.17015113,
         0.14557832,  0.06689781,  0.09685208,  0.06158204,  0.08670563,
         0.94830539,  0.94581427,  1.01780962,  0.90295459,  1.00186231,
         0.92953343,  0.9950256 ,  0.69927258,  0.9348492 ,  0.87533988,
         0.77078285,  0.91972051,  0.82780105,  0.97874475,  0.78022697,
         0.91206518,  0.96610718,  0.79253101,  1.04727881,  0.8103328 ,
         1.07750093,  0.85222232,  1.07868834,  0.93202455,  0.88846253,
         0.92221163,  1.00435343,  1.10028496,  0.97625364,  0.70990412,
         0.80501703,  0.76112148,  0.81847322,  1.11775321,  0.96610718,
         0.9539547 ,  0.98688517,  0.96480348,  0.84739163,  0.88266168,
         0.90593079,  0.95313608,  0.8440819 ,  0.70941904,  0.89329322,
         0.83442053,  0.87300031,  0.88846253,  0.67117279,  0.86768454])



On 2/26/12 5:27 PM, [email protected] 
wrote:
> ------------------------------
>
> Message: 5
> Date: Fri, 24 Feb 2012 18:18:15 +0100
> From: Alexandre Gramfort<[email protected]>
> Subject: Re: [Scikit-learn-general] ElasticNet for classification?
> To: [email protected]
> Message-ID:
>       <cadeotzqprrh0qwfomr7yascp99zmthjxl54no9swo391ku4...@mail.gmail.com>
> Content-Type: text/plain; charset=ISO-8859-1
>
> hi,
>
> you could even if the squared loss is not really natural for
> classification settings.
>
> I'd be surprised if it gives a better result that a sparse logistic
> regression for example.
>
> Alex
>
> On Fri, Feb 24, 2012 at 6:13 PM, Matthias Ekman
> <[email protected]>  wrote:
>> Hi,
>>
>> I was wondering is it possible to use the current implementation of
>> ElasticNet or LARS also for classification instead of regression?
>>
>> Thanks,
>> ?Matthias
>>
>> ------------------------------------------------------------------------------
>> Virtualization&  Cloud Management Using Capacity Planning
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>> also focuses on allowing computing to be delivered as a service.
>> http://www.accelacomm.com/jaw/sfnl/114/51521223/
>> _______________________________________________
>> Scikit-learn-general mailing list
>> [email protected]
>> https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
>
>
> ------------------------------
>
> Message: 6
> Date: Fri, 24 Feb 2012 19:22:38 +0100
> From: Olivier Grisel<[email protected]>
> Subject: Re: [Scikit-learn-general] ElasticNet for classification?
> To: [email protected]
> Message-ID:
>       <CAFvE7K6S=n_qp22mictvy4hoqo1hxoglmn+pznueuqbff3b...@mail.gmail.com>
> Content-Type: text/plain; charset=UTF-8
>
> Yes and if you want multi class support you can use the
> sklearn.multiclass wrappers on them too.
>
> I would be interested to learn about any feedback where those models
> perform better / faster than the other sklearn classfiers.
>

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