Hi George.

A way to avoid the error is by using lists of grids, where each grid only has valid combinations

param_grid = [{'dual': False, 'penalty': 'l1', 'C': 10. ** np.arange(-3, 3)}, {'dual': True, 'penalty':'l2', 'loss': 'l2', 'C': : 10. ** np.arange(-3, 3)}]

or something like that. (Look up the allowed combination in the docs, I don't know them by heart ;)

What are you searching over? Searching over whether to use the dual or not does not really make much sense to me.

Best,
Andy


On 11/18/2014 11:41 AM, George Bezerra wrote:
I'm trying to perform a grid search cv for logistic regression but I stumble on invalid combination of parameters:

ValueError: Unsupported set of arguments: penalty='l1' is only supported when dual='false'., Parameters: penalty='l1', loss='lr', dual=True

Is there a way to avoid this problem?

Thanks,

George.

--
George Bezerra


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