{"action":"created","issue":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5251","labels_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5251/labels{/name}","comments_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5251/comments","events_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5251/events","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5251","id":105999677,"number":5251,"title":"[MRG] add multinomial SAG solver for LogisticRegression","user":{"login":"TomDLT","id":11065596,"avatar_url":"https://avatars.githubusercontent.com/u/11065596?v=3","gravatar_id":"","url":"https://api.github.com/users/TomDLT","html_url":"https://github.com/TomDLT","followers_url":"https://api.github.com/users/TomDLT/followers","following_url":"https://api.github.com/users/TomDLT/following{/other_user}","gists_url":"https://api.github.com/users/TomDLT/gists{/gist_id}","starred_url":"https://api.github.com/users/TomDLT/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/TomDLT/subscriptions","organizations_url":"https://api.github.com/users/TomDLT/orgs","repos_url":"https://api.github.com/users/TomDLT/repos","events_url":"https://api.github.com/users/TomDLT/events{/privacy}","received_events_url":"https://api.github.com/users/TomDLT/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":7,"created_at":"2015-09-11T12:21:51Z","updated_at":"2015-09-16T09:04:47Z","closed_at":null,"pull_request":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/pulls/5251","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5251","diff_url":"https://github.com/scikit-learn/scikit-learn/pull/5251.diff","patch_url":"https://github.com/scikit-learn/scikit-learn/pull/5251.patch"},"body":"I added multinomial sag solver in LogisticRegression.\r\nThe results are identical to lbfgs and newton-cg multinomial solvers.\r\n___\r\nThe benchmark [(gist)](https://gist.github.com/TomDLT/da7c44fa277003e7549e) on RCV1 dataset is very promising. I only took 4 classes of the dataset, and removed samples that have more than one classe.\r\n```python\r\nn_samples_train = 129073\r\nn_samples_test = 23149\r\nn_features = 47236\r\nn_classes = 4\r\n```\r\n![dloss](https://cloud.githubusercontent.com/assets/11065596/9814439/73b5f374-588e-11e5-94f4-adc82287026b.png)\r\n![train_score](https://cloud.githubusercontent.com/assets/11065596/9814441/76b4dd60-588e-11e5-8183-7a6fb733fc13.png)\r\n![test_score](https://cloud.githubusercontent.com/assets/11065596/9814440/7578b106-588e-11e5-874c-c56f4ac607f4.png)\r\n___\r\n\r\nI also added a `plot_logistic_multinomial.py` to show the difference between OvR and Multinomial.\r\n![ovr](https://cloud.githubusercontent.com/assets/11065596/9814355/8e521902-588d-11e5-8c2b-a962200e1e66.png)\r\n![multinomial](https://cloud.githubusercontent.com/assets/11065596/9814356/8f41eea0-588d-11e5-8f16-47bce1e89dce.png)\r\n___\r\nIn the same spirit, I could probably add a multinomial LogisticRegression in SGD (previously proposed in #849). Do we want it?"},"comment":{"url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/comments/140678038","html_url":"https://github.com/scikit-learn/scikit-learn/pull/5251#issuecomment-140678038","issue_url":"https://api.github.com/repos/scikit-learn/scikit-learn/issues/5251","id":140678038,"user":{"login":"TomDLT","id":11065596,"avatar_url":"https://avatars.githubusercontent.com/u/11065596?v=3","gravatar_id":"","url":"https://api.github.com/users/TomDLT","html_url":"https://github.com/TomDLT","followers_url":"https://api.github.com/users/TomDLT/followers","following_url":"https://api.github.com/users/TomDLT/following{/other_user}","gists_url":"https://api.github.com/users/TomDLT/gists{/gist_id}","starred_url":"https://api.github.com/users/TomDLT/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/TomDLT/subscriptions","organizations_url":"https://api.github.com/users/TomDLT/orgs","repos_url":"https://api.github.com/users/TomDLT/repos","events_url":"https://api.github.com/users/TomDLT/events{/privacy}","received_events_url":"https://api.github.com/users/TomDLT/received_events","type":"User","site_admin":false},"created_at":"2015-09-16T09:04:47Z","updated_at":"2015-09-16T09:04:47Z","body":"> awesome :)\r\n\r\nThanks !\r\n\r\nFeel free to review :)"}}