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L1 regularization for LogisticRegression?

Open Sandy4321 opened this issue 5 years ago • 1 comments

regarding to regularization for LogisticRegression

https://nbviewer.jupyter.org/github/qinhanmin2014/tiny-sklearn/blob/master/linear_model/LogisticRegression.ipynb

do you have L1 regularization as written in your reference http://fa.bianp.net/blog/2013/numerical-optimizers-for-logistic-regression/

Mathieu • 7 years ago Interesting post! I would mention more clearly that you are focusing on L2-regularized LR, since most solvers considered in this benchmark cannot work for L1-regularized LR.

•Reply•Share › − Avatar Fabian Pedregosa Mod Mathieu • 7 years ago Thanks Mathieu!, I corrected that.

Sandy4321 avatar Dec 05 '19 18:12 Sandy4321

Thanks. I don't include L1 penalty because scikit-learn does not support L1 penalty when solver=‘lbfgs’ (and ‘newton-cg’).

qinhanmin2014 avatar Dec 06 '19 04:12 qinhanmin2014