2013/9/25 Luca Cerone <luca.cer...@gmail.com>:
> I am sorry, but I went into the user documentation for logistic regression
> and multiclass classification and didn't find any information about it

Hm, maybe we should put this in a more prominent place like the
tutorial. I'll check the docs if I have time.

> for the penalty in LogisticRegression, but looking at the code it seems it
> is not possible.

No, because there are no other options for that in Liblinear.
SGDClassifier supports a linear combination of L1 and L2, though.

> Isn't there an interface to implement my own optimizer and see the
> performances?

Nope. We offer quite a few do-it-yourself hooks, but for the sake of
efficiency and maintainability, we have to hardcode some things.

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