> Use the predict_proba method, or decision_function, depending on the
> model (for SGD, decision_function always works). Btw., if you're not
> doing multilabel, then you don't need OneVsRestClassifier.
> 
     Thanks, will give it a shot. 

On another note, n_jobs > 1 for SGDClassifier seems to return SystemError. 
Is this a known issue?
Traceback/output is as :
---------------------------------------------------------------
2992 labels to train on.
Training SGDClassifier(alpha=1e-05, class_weight=None, epsilon=0.1, eta0=0.0,
       fit_intercept=True, l1_ratio=0.15, learning_rate=optimal, loss=log,
       n_iter=35, n_jobs=4, penalty=l2, power_t=0.5, random_state=None,
       rho=None, shuffle=True, verbose=0, warm_start=False)
Exception in thread Thread-1:
Traceback (most recent call last):
  File "/usr/lib64/python2.6/threading.py", line 532, in __bootstrap_inner
    self.run()
  File "/usr/lib64/python2.6/threading.py", line 484, in run
    self.__target(*self.__args, **self.__kwargs)
  File "/usr/lib64/python2.6/multiprocessing/pool.py", line 225, in 
_handle_tasks
    put(task)
SystemError: NULL result without error in PyObject_Call





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