2012/6/17 Andreas Mueller <[email protected]>:
> 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.

I'm not totally sure - I've looked at the code
(linear.cpp/predict_probability) and it seems that they just do the
soft-max and no Platt scaling but I might have missed something.

>
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-- 
Peter Prettenhofer

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