In this case, SGD just means a linear model that is fit using stochastic
gradient descent instead of batch gradient methods.  If you want to have
more control about the combination of model / loss function / optimization
algorithm, http://contrib.scikit-learn.org/lightning/ is better oriented
for that specific use case.

On Mon, Oct 28, 2019 at 2:01 PM Bulbul Ahmmed via scikit-learn <
[email protected]> wrote:

> Dear Scikit Learn Community!
>
> Scikit learn puts stochastic gradient descent (SGD) as an ML model under
> the umbrella of linear model. I know SGD is an optimization algorithm. My
> question is: can we say SGD is an ML model? Thanks,
>
> Best Regards,
> Bulbul
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