On Tue, Nov 6, 2012 at 9:33 AM, Abhi <[email protected]> wrote:
> Hello,
> I have been reading and testing examples around the sklearn
> documentation and
> am not too clear on few things and would appreciate any help regarding the
> following questions:
> 1) What would be the advantage of training LogisticRegression vs
> OneVsRestClassifier(LogisticRegression()) for multiclass. (I understand
> the latter would basically train n_classes classifiers).
>
They actually do the same. liblinear uses one-vs-rest everywhere except for
the crammer-singer SVM formulation.
I wonder why we keep getting this question.
> 2) Isnt SGDClassifier(loss='log') better than LogisticRegression for large
> sparse datasets? If so, why?
>
It's faster to train *once* you chose the learning rate, which is usually a
pain. You can also try LogisticRegression(tol=1e-2) or
LogisticRegression(tol=1e-1).
> 3) If I need predict_proba for just the best class match from the
> multiclass
> classifier, can I use OneVsRestClassifier(SGDClassifier())
>
In that case you can just use predict().
Mathieu
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