Multi-class predict_proba

scikit-learn-contrib / lightning

Large-scale linear classification, regression and ranking in Python

https://contrib.scikit-learn.org/lightning/

1.73k stars 214 forks source link

Multi-class predict_proba #18

Open amueller opened 10 years ago

amueller commented 10 years ago

Hey Mathieu. Is there a reason that predict_proba is not implemented for multi-class classification? The multi-class log loss is the correct log loss so predict_proba should just be the exp'ed and normalized decision function, right? Or am I overlooking something? I'm trying to get to some more or less calibrated logistic model.

mblondel commented 10 years ago

PR welcome :) I would also support the OVR log loss by normalizing the probabilities.

amueller commented 10 years ago

Will do / try ;) Thought I overlooked something.