Hi Emanuele, 2012/7/9 Emanuele Olivetti <[email protected]>: > Hi, > > I'm not expert in Stochastic Gradient Descent but I'm wondering why > predict_proba() is not available in the multiclass case. Precisely > I get this (sklearn v0.11): > ---- > NotImplementedError: predict_(log_)proba only supported for binary > classification > ---- > I see that the multiclass case is supported through a "one versus all" scheme. > Is this one the motivation for the lack of multiclass probabilities?
Precisely, I'm not an expert on probability calibration thus I choose to not support predict_proba in the OVA case. We have started working on a proper multinomial logistic regression model for SGDClassifier but progress has stalled a bit. Having said that: liblinear's Logistic Regression model simply normalizes the individual OVA probabilities. > Are there solutions available? Take a look at this thread on the mailing list http://sourceforge.net/mailarchive/message.php?msg_id=29413195 The simplest "solution" is to monkey patch SGDClassifier such that it normalizes the OVA probabilities as liblinear does. Maybe a better solution is to use Platt scaling (do we have that in scikit?) best, Peter ------------------------------------------------------------------------------ Live Security Virtual Conference Exclusive live event will cover all the ways today's security and threat landscape has changed and how IT managers can respond. Discussions will include endpoint security, mobile security and the latest in malware threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ _______________________________________________ Scikit-learn-general mailing list [email protected] https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
