On Tue, Mar 26, 2013 at 3:55 AM, Mathieu Blondel <math...@mblondel.org>wrote:
> 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.
>
Yep. That is exactly what I'm suggesting. Also Multinomial Penalized
LR is not guaranteed to be well calibrated.
Paolo
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