yngvem / group-lasso

Group Lasso implementation following the scikit-learn API
MIT License
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Inherit from logistic regression in sklearn #4

Open yngvem opened 4 years ago

yngvem commented 4 years ago

Currently, the two-class logistic regression model and multi-class logistic regression model is implemented differently. This is because I was able to find a better bound for the Lipschitz coefficient with the two-class problem. However, this artificial difference is not very intuitive, especially considering that it is regarded the same in sklearn.

A good improvement would be to simply inherit from Logistic regression in sklearn and overload the necessary functions.