Hi, George,
logistic regression is a binary classifier by nature (class labels 0 and 1). 
Scikit-learn supports multi-class classification via One-vs-One or One-vs-All 
though; and there is a generalization (softmax) that gives you meaningful 
probabilities for multiple classes (i.e., class probabilities sum up to 1). In 
any case, logistic regression works with nominal class labels - categorical 
class labels with no order implied. 

To keep a long story short: Logistic regression is a classifier, not a 
regressor — the name is misleading, I agree. I think you may want to look into 
regression analysis for your continuous target variable.

Best,
Sebastian 

> On Oct 3, 2015, at 9:58 PM, George Bezerra <gbeze...@gmail.com> wrote:
> 
> Hi there,
> 
> I would like to train a logistic regression model on a continuous (i.e., not 
> categorical) target variable. The target is a probability, which is why I am 
> using a logistic regression for this problem. However, the sklearn function 
> tries to find the class labels by running a unique() on the target values, 
> which is disastrous if y is continuous.
> 
> Is there a way to train logistic regression on a continuous target variable 
> in sklearn?
> 
> Any help is highly appreciated.
> 
> Best,
> 
> George. 
> 
> -- 
> George Bezerra
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