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scikit-learnregularized

regularization path for SVM in python


I have looked around to find a R's svmpath equivalent for sklearn or python. Did I overlook it or do I need to go with R for this task.

Thanks


Solution

  • Afaik there is no path algorithm. The usual thing would be to do a grid search over possible C. There will be a path algorithm for l2 loss in the linear case in scikit-learn soon (possibly this week).