[scikit-learn] Which algorithm is used in sklearn SGDClassifier when modified huber loss is used?
Olivier Grisel
olivier.grisel at ensta.org
Fri Jul 7 09:24:32 EDT 2017
The name of the algorithm / model would be "L2-penalized linear model
with modified Huber loss trained with Stochastic Gradient Descent".
SVM is traditionally used to describe models that use the hinge loss
only (or sometimes the squared hinge loss too).
Only the log loss can be lead to a probabilistic linear binary
classifiers in scikit-learn.
--
Olivier
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