Okay.
Firstly, currently in my timeline, I have put the coordinate-descent based
solver at the end of my timeline. Do you want me to move it just after we
get LogisticRegression (and LogisticRegressionCV) merged, since then we
would be able to see if multinomialLR can be done away with or not.
Secondly, since LR and multinomial LR have different cost functions,
wouldn't it be better to keep them separate? Just like how we have a
separate MultiTaskElasticNet and an ElasticNet. At-least that's what Alex
told me when I inquired about the need for a separate class when y.ndim > 1
Sorry for my noobness. I'm still relatively new to the community.
No, for multi-output you'd still want OvR, of course. What I'm saying
> (asking) is that (whether) the CD-based LogisticRegressionCV can do
> multinomial regression for the multiclass case (?), either by default
> or as an extra. Then maybe we can get rid of the additional
> multinomial L-BFGS estimator. I proposed it primarily because hacking
> true multinomial LR into Liblinear is more work than writing a new
> estimator.
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