On Sun, Mar 24, 2013 at 7:37 AM, ShNaYkHs ShNaYkHs <shnay...@gmail.com> wrote:
> Well, I need a classifier in that can support partial_fit() and can give a
> probability for prediction proba_predict() (in case of multi-class, not only
> binary). PassiveAggressiveClassifier and Perceptron have no proba_predict()
> method, and SGDClassifier have a proba_predict() method but supported only
> for binary classification.

If you use a recent version of scikit-learn, you should be able to do this:
ovr = OneVsRestClassifier(SGDClassifier(loss="log"))
ovr.fit(X_train, y_train)
prob = ovr.predict_proba(X_test)

The shape of prob will be (n_samples, n_classes).

Mathieu

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