>From the last few answers it seems that SGDClassifier is more appropriate
for classification using ElasticNet.
Although this link
www.datarobot.com/blog/regularized-linear-regression-with-scikit-learn/
says
"Regularization path plots can be efficiently created using coordinate
descent optimization methods but they are harder to create with
(stochastic) gradient descent optimzation methods."
Should I worry about this as I would like to plot Regularization paths also.
On 24 July 2014 18:04, Vlad Niculae <[email protected]> wrote:
> But SGDClassifier optimizes classification-specific loss functions,
> unlike ElasticNet which is a regressor. Correct me if i'm wrong, but
> wrapping ElasticNet in a OvR fashion doesn't lead to the same thing,
> and SGDClassifier would generally be more appropriate for
> classification in my opinion.
>
> My 2c,
> Vlad
>
> On Thu, Jul 24, 2014 at 5:56 PM, Alexandre Gramfort
> <[email protected]> wrote:
> >> But now it makes me think -
> >> How OneVsRestClassifier approach is different then SGDClassifier?
> >> Is SGDClassifier an optimization algorithm which also uses
> >> OneVsRestClassifier for classification?
> >
> > yes SGDClassifier uses OvR internally.
> >
> > A
> >
> >
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