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Add more regularization options to LogisticRegressionClassifier

Open freddyaboulton opened this issue 4 years ago • 1 comments

Our LogisticRegressionClassifier only supports an l2 penalty, but the underlying sklearn implementation additionally supports l1, and elasticnet.

I think we should add these regularizer options to our component hyperparameters.

One possible complication is that certain regularizers can only be used with certain solvers.

freddyaboulton avatar Feb 18 '21 18:02 freddyaboulton

Sounds good. Let's add this to our component. If we don't get clear test results adding this to automl too, no need for now, can wait for new algo.

dsherry avatar Feb 23 '21 16:02 dsherry