Re: [scikit-learn] Question about Python's L2-Regularized Logistic Regression

2016-09-29 Thread Michael Eickenberg
That should totally depend on your dataset. Maybe it is an "easy" dataset and not much regularization is needed. Maybe use PCA(n_components=2) or an LDA transform to take a look at your data in 2D. Maybe they are easily linearly separable? Sklearn does not do any feature selection if you don't as

Re: [scikit-learn] Question about Python's L2-Regularized Logistic Regression

2016-09-29 Thread Sebastian Raschka
Hi, Kristen, there shouldn’t be any internal feature selection going on behind the scenes. You may want to compare the weight coefficients of your regularized vs unregularized model, if they are exactly the same, then this would be an indicator that something funny is going on. Otherwise, it cou

[scikit-learn] Question about Python's L2-Regularized Logistic Regression

2016-09-29 Thread Kristen M. Altenburger
Hi All, I am trying to understand Python’s code [function ‘_fit_liblinear' in https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/svm/base.py] for fitting an L2-logistic regression for a ‘liblinear’ solver. More specifically, my [approximately balanced class] dataset is such that t