Unexpected behaviour with LogisticClassifier

[ablaom]

https://discourse.julialang.org/t/unexpected-behavior-in-logisticclassifier-mljlinearmodels/90013

[ablaom]

@tlienart Be great if you can take a look at this.

[jbrea]

In #124 we discussed a new default for the regularization constant of logistic regression. I think this default hasn't changed everywhere...

[tlienart]

In #124 we discussed a new default for the regularization constant of logistic regression. I think this default hasn't changed everywhere...

Sorry guys I don't have much time to look into this in details at the moment but this:

MLJLinearModels.jl/src/glr/constructors.jl

Lines 141 to 142 in 7e34598

	function LogisticRegression(
	λ::Real=eps(),

seems to suggest the lambda should be fine. In discourse it says that if they use lambda = 1e-6 they get expected results (and in the original example they call the default constructor LogisticClassifier() which should use the default parameter eps()). This suggests that maybe they're not using the latest version as by default lambda should be close to 0?

[jbrea]

Could the following line be the problem?

MLJLinearModels.jl/src/mlj/classifiers.jl

Line 72 in 55f22b0

lambda::Real = 1.0

[tlienart]

Thanks a lot @jbrea of course it's that line and

MLJLinearModels.jl/src/mlj/classifiers.jl

Line 29 in 55f22b0

lambda::Real = 1.0

for the LogisticClassifier, I didn't think of the interface... btw it's probably better there's no default parameter in the interface 🙄