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alteryx / evalml

EvalML is an AutoML library written in python.
https://evalml.alteryx.com
BSD 3-Clause "New" or "Revised" License
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Add more regularization options to LogisticRegressionClassifier #1859

Open freddyaboulton opened 3 years ago

freddyaboulton commented 3 years ago

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.

dsherry commented 3 years ago

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.