But SGDClassifier optimizes classification-specific loss functions,
unlike ElasticNet which is a regressor. Correct me if i'm wrong, but
wrapping ElasticNet in a OvR fashion doesn't lead to the same thing,
and SGDClassifier would generally be more appropriate for
classification in my opinion.

My 2c,
Vlad

On Thu, Jul 24, 2014 at 5:56 PM, Alexandre Gramfort
<alexandre.gramf...@telecom-paristech.fr> wrote:
>> But now it makes me think -
>> How OneVsRestClassifier approach is different then SGDClassifier?
>> Is SGDClassifier an optimization algorithm which also uses
>> OneVsRestClassifier for classification?
>
> yes SGDClassifier uses OvR internally.
>
> A
>
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