Mathieu Blondel <mathieu@...> writes:

> 
> 
> On Thu, Nov 29, 2012 at 10:39 AM, Afik Cohen <afik-
[email protected]> wrote:
> 
> It's easy to see how with some slight modifications (wrapping that in a joblib
> Parallel() call) we could enable n_jobs for OneVsRestClassifier. This almost
> seems too simple, so there must be a good reason why this isn't done; could
> you give your opinions on this?
> 
> 
> There is no reason not to implement n_jobs in OneVsRestClassifier. PR 
welcome!But why don't you use SGDClassifier directly? It readily supports 
n_jobs 
and uses one-vs-rest too, internally.Mathieu 
> 
> 
Hey Mathieu! 

Pretty much the only reason we wrap SGDClassifier in a OneVsRestClassifier is so
we can get predict_proba results on a per class basis. This fits our use case 
better than getting prediction proabilities spread over all classes at once. 
Hmm.. is there a way to do that without the OneVsRestClassifier wrapper?

P.S. we'll give the parallel call a shot!
Afik



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