On Tue, Mar 26, 2013 at 1:41 AM, Olivier Grisel <olivier.gri...@ensta.org> wrote:
> I am also +1 a simple short term solution while still keeping longer > terms goal for > - proper multinomial penalized LR on one hand, It would still be nice to have it but if Paolo is correct, we should not expect it to produce well-calibrated probabilities. > - tooling for calibrating arbitrary decision functions in general (not > just penalized LR) using isotonic regression for both binary class and > multiclass with one-vs-rest re-normalization) on the other hand. +1 for simple normalization in SGDClassifier.predict_proba and a meta-estimator approach for calibrating probability outputs (finishing @agramfort's PR would be a great topic for the next sprint). Mathieu ------------------------------------------------------------------------------ Own the Future-Intel® Level Up Game Demo Contest 2013 Rise to greatness in Intel's independent game demo contest. Compete for recognition, cash, and the chance to get your game on Steam. $5K grand prize plus 10 genre and skill prizes. Submit your demo by 6/6/13. http://p.sf.net/sfu/intel_levelupd2d _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general