For example I use fit_intercept=False when training SVMRank-style
models where inputs are pairwise differences (x_i - x_j), I[y_i >
y_j]. In this setting it's actually incorrect to learn an intercept.

On Tue, Jul 5, 2016 at 3:46 AM, Gael Varoquaux
<gael.varoqu...@normalesup.org> wrote:
>> > Jaidev is suggesting that fit_intercept=False makes no sense if the
>> > data is sparse. But I think that depends on your target variable.
>
>> It can make sense **not** to fit intercept e.g. if it has no impact on
>> perf it is faster to optimize without one
>
> +1
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