Hi Anders,

The default learning rate for SGDClassifier is 'optimal'. The 'optimal'
learning rate is calculated using alpha, specifically 1.0/(alpha * t),
which is why you see a change in the results. I see, though, that this
isn't documented so perhaps the documentation will need to be improved.

Danny

On Wed, Apr 8, 2015 at 11:35 AM, Alexandre Gramfort <
alexandre.gramf...@telecom-paristech.fr> wrote:

> hi,
>
> it's likely a bug as I see no tests with penalty=None
>
> please open an issue and use alpha=0 in the mean time.
>
> A
>
> On Wed, Apr 8, 2015 at 11:05 AM, Anders Pettersson
> <anderspettersso...@outlook.com> wrote:
> > Hello!
> >
> > I have been trying to use the SGDClassifier with logistic loss and
> penalty
> > set to 'none'.
> >
> > I tried changing the penalty parameter alpha, which intuitively should
> not
> > affect the result if we have no penalty, but it impacted the results a
> lot.
> > What could cause this?
> >
> > Best regards,
> > Anders Pettersson
> >
> >
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