In some cases it might be preferable to fit an OvA model. In those 
cases, I think the
user code would look nicer and more explicit if it'd use the 
sklearn.multiclass.OneVsRest encoder.

The downside is that we'll need to go through an ugly deprecation cycle 
for a major class in the library.
With the long term in mind I agree with Lars.

My 2c,
Vlad

On Fri Mar  7 10:54:19 2014, Lars Buitinck wrote:
> 2014-03-06 18:41 GMT+01:00 Manoj Kumar <manojkumarsivaraj...@gmail.com>:
>> I have prepared a wiki page for the first draft of my GSoC proposal after
>> several discussions. Please do have a look and provide me feedback.
>> https://github.com/scikit-learn/scikit-learn/wiki/GSoC-2014-Application:-Improved-Linear-Models
>
> Technical question: do we need separate LR and multinomial LR? If CD
> can fit multinomial LR instead of OvA LR, then I'm +1 on merging
> MultinomialRegressionCV and LogisticRegressionCV. That may leave more
> time for niceties like documentation :)
>
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