On Tue, Apr 17, 2012 at 10:31 PM, Olivier Grisel
<[email protected]>wrote:
>
> 1- use C and scale_C=False by default and document extensively the
> importance of scale_C=True when doing model selection with small
> number of samples. (I am ok for the ugly warning in the grid search
> class).
>
Setting scale_C to None by default and raising a warning in fit whenever
scale_C is still None is a good way to educate users. If they want the
warning to go away, they'll have to make an informed choice and explicitly
set scale_C to either False or True. We had this discussion several times
and couldn't reach a consensus so letting users choose for themselves seems
like the best bet (the warning message should help users make the best
decision depending on their need).
We only need the ugly warning in grid_search if we set scale_C to False by
default. If we set it to None by default we don't need the ugly warning.
Mathieu
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