Linear Models for Classification — Applied Machine Learning in Python

Solver choices¶
Don’t use SVC(kernel='linear'), use LinearSVC

For n_features >> n_samples: Lars (or LassoLars) instead of Lasso.

For small n_samples ( < 10.000?), don’t worry.

LinearSVC, LogisticRegression: dual=False if n_samples >> n_features

LogisticRegression(solver="sag") for n_samples large.

Stochastic Gradient Descent for n_samples really large