On 06/17/2012 01:24 PM, Lars Buitinck wrote:
> 2012/6/17 Andreas Mueller<[email protected]>:
>>> Any reason why we haven't implemented "multiclass" (OvR) predict_proba
>>> on SGDClassifier?
>>>
>> Maybe because it is not really meaningful? Would you do softmax there?
> Yes. Isn't that what LogisticRegression does too?
>
I'm a bit on the go right now and don't have time to look it up. I would 
have expected LogisticRegression
to use Platt scaling.
As you said, the two-class version can be generalized but the 
multi-class version
is not trained in a way that would be consistent with this probabilistic 
model, I think.

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