LBFGS will raise ConvergenceWarning for sure. You can check the n_iter_ attribute to know if you really converged.
On Mon, 2 Sep 2019 at 10:28, Benoît Presles <benoit.pres...@u-bourgogne.fr> wrote: > Hello Sebastian, > > I have tried with the lbfgs solver and it does not change anything. I do > not have any convergence warning. > > Thanks for your help, > Ben > > > Le 30/08/2019 à 18:29, Sebastian Raschka a écrit : > > Hi Ben, > > > > I can recall seeing convergence warnings for scikit-learn's logistic > regression model on datasets in the past as well. Which solver did you use > for LogisticRegression in sklearn? If you haven't done so, have used the > lbfgs solver? I.e., > > > > LogisticRegression(..., solver='lbfgs')? > > > > Best, > > Sebastian > > > >> On Aug 30, 2019, at 9:52 AM, Benoît Presles < > benoit.pres...@u-bourgogne.fr> wrote: > >> > >> Dear all, > >> > >> I compared the logistic regression of statsmodels (Logit) with the > logistic regression of sklearn (LogisticRegression). As I do not do > regularization, I use the fit method with statsmodels and set > penalty='none' in sklearn. Most of the time, I have got the same results > between the two packages. > >> > >> However, when data are correlated, it is not the case. In fact, I have > got a very useful convergence warning with statsmodel (ConvergenceWarning: > Maximum Likelihood optimization failed to converge) that I do not have with > sklearn? Is it normal that I do not have any convergence warning with > sklearn even if I put verbose=1? I guess sklearn did not converge either. > >> > >> > >> Thanks for your help, > >> Best regards, > >> Ben > >> _______________________________________________ > >> scikit-learn mailing list > >> scikit-learn@python.org > >> https://mail.python.org/mailman/listinfo/scikit-learn > > _______________________________________________ > > scikit-learn mailing list > > scikit-learn@python.org > > https://mail.python.org/mailman/listinfo/scikit-learn > _______________________________________________ > scikit-learn mailing list > scikit-learn@python.org > https://mail.python.org/mailman/listinfo/scikit-learn > -- Guillaume Lemaitre INRIA Saclay - Parietal team Center for Data Science Paris-Saclay https://glemaitre.github.io/
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