> My library for large-scale linear classification / regression, lightning,
> already supports multiclass logistic regression (by SGD and by coordinate
> descent). It also includes many other goodies, including my upcoming paper
> on sparse multiclass classification. For all my Cython code, I used a
> dataset abstraction which allows to support both dense and sparse data in a
> single implementation (and without memory copy). I will blog about lightning
> later when my paper is up.
>
> https://github.com/mblondel/lightning

nice. What is the license? Any plan to port this code or part of it to
the scikit?

A

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