Hi Michael,

my answer is more a warning than an answer.

Beyond 2 classes the "best" would be to use something like L1/L2 mixed norm
with a real multinomial loss. Unfortunately we don't have it in the scikit.

Also looking at the weights of a sparse logistic or L2 model (logistic or SVM)
working with full brain data can be dangerous when it comes to "interpretation".
Basically I wouldn't do it if it's a plain logistic regression working
with voxel
based features. Now it depends on what you want to say and you might
find a way, eg. using permutations or bootstrap, to assess some statistical
significance.

Alex

On Mon, Mar 5, 2012 at 4:13 AM, Michael Waskom <[email protected]> wrote:
> Hi all,
>
> I have a LogisticRegression model I'm training in a 3-class scenario.  I'd
> like to examine the coefficients for the models.  As the default for
> LogisitcRegression is to do one-vs-all classification, my clf.coef_ array is
> shape 3 x nfeat.
>
> My question is how to interpret the sign of the coefficients.  I take each
> nfeat vector to be the coefficients for the A vs all, B vs all, C vs all
> models.  In this case, are positive coefficients in the first nfeat vector
> those weighing the classification towards "A" and the negative coefficients
> those weighing the model towads "all"? Or is it the other way around?
>
> Cheers,
> Michael
>
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