2012/6/15 Peter Prettenhofer <[email protected]>:
> Both are not proper multinomial logistic regression models;
> LogisticRegression does not care and simply computes the probability
> estimates of each OVR classifier and normalized to make sure they sum
> to one. You could do the same for SGDClassifier(loss='log') but you
> have to implement it on your own. You should be aware of the fact that
> SGDClassifier(n_jobs > 1) uses multiple processes, thus, if your
> dataset (``X``) is too large (more than 50% of your RAM) you'll run
> into troubles.

Any reason why we haven't implemented "multiclass" (OvR) predict_proba
on SGDClassifier?

-- 
Lars Buitinck
Scientific programmer, ILPS
University of Amsterdam

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