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Some functions lack in sparse svm's : probability predict, decision function
Addressed in PR #576 by @larsmans by merging sparse and dense svm.
Not quite. decision_function raises a ValueError when called on a sparsely fit SVC.
Yes. Done that.
Turns out this issue makes it impossible to use SVC with sparse X inside an OvR classifier.
Aaarrrgghh :-/ (while that is a somewhat silly thing to do) did not realize it was a multilabel task, in that case it is not silly.