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

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